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Partialdifferentialequation
FromWikipedia,thefreeencyclopedia

Inmathematics,apartialdifferentialequation(PDE)isa
differentialequationthatcontainsunknownmultivariablefunctions
andtheirpartialderivatives.(Aspecialcaseareordinarydifferential
equations(ODEs),whichdealwithfunctionsofasinglevariable
andtheirderivatives.)PDEsareusedtoformulateproblems
involvingfunctionsofseveralvariables,andareeithersolvedby
hand,orusedtocreatearelevantcomputermodel.
PDEscanbeusedtodescribeawidevarietyofphenomenasuchas
Avisualisationofasolutiontothe
sound,heat,electrostatics,electrodynamics,fluidflow,elasticity,or
heatequationonathree
quantummechanics.Theseseeminglydistinctphysicalphenomena
dimensionalplane
canbeformalisedsimilarlyintermsofPDEs.Justasordinary
differentialequationsoftenmodelonedimensionaldynamical
systems,partialdifferentialequationsoftenmodelmultidimensionalsystems.PDEsfindtheir
generalisationinstochasticpartialdifferentialequations.

Contents
1 Introduction
2 Existenceanduniqueness
3 Notation
4 Examples
4.1 Heatequationinonespacedimension
4.2 Waveequationinonespatialdimension
4.3 Generalisedheatlikeequationinonespacedimension
4.4 Sphericalwaves
4.5 Laplaceequationintwodimensions
4.5.1 Connectionwithholomorphicfunctions
4.5.2 Atypicalboundaryvalueproblem
4.6 EulerTricomiequation
4.7 Advectionequation
4.8 GinzburgLandauequation
4.9 TheDymequation

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4.9 TheDymequation
4.10 Initialboundaryvalueproblems
4.11 Vibratingstring
4.11.1 Vibratingmembrane
4.12 Otherexamples
5 Classification
5.1 Equationsoffirstorder
5.2 Linearequationsofsecondorder
5.3 Systemsoffirstorderequationsandcharacteristicsurfaces
5.4 Equationsofmixedtype
5.5 InfiniteorderPDEsinquantummechanics
6 AnalyticalmethodstosolvePDEs
6.1 Separationofvariables
6.2 Methodofcharacteristics
6.3 Integraltransform
6.4 Changeofvariables
6.5 Fundamentalsolution
6.6 Superpositionprinciple
6.7 Methodsfornonlinearequations
6.8 Liegroupmethod
6.9 Semianalyticalmethods
7 NumericalmethodstosolvePDEs
7.1 Finiteelementmethod
7.2 Finitedifferencemethod
7.3 Finitevolumemethod
8 Seealso
9 Notes
10 References

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10 References
11 Externallinks

Introduction
Partialdifferentialequations(PDEs)areequationsthatinvolveratesofchangewithrespectto
continuousvariables.Thepositionofarigidbodyisspecifiedbysixnumbers,buttheconfigurationofa
fluidisgivenbythecontinuousdistributionofseveralparameters,suchasthetemperature,pressure,and
soforth.Thedynamicsfortherigidbodytakeplaceinafinitedimensionalconfigurationspacethe
dynamicsfortheuidoccurinaninfinitedimensionalcongurationspace.Thisdistinctionusually
makesPDEsmuchhardertosolvethanordinarydifferentialequations(ODEs),buthereagaintherewill
besimplesolutionsforlinearproblems.ClassicdomainswherePDEsareusedincludeacoustics,fluid
flow,electrodynamics,andheattransfer.
Apartialdifferentialequation(PDE)forthefunction

isanequationoftheform

Iffisalinearfunctionofuanditsderivatives,thenthePDEiscalledlinear.Commonexamplesoflinear
PDEsincludetheheatequation,thewaveequation,Laplace'sequation,Helmholtzequation,Klein
Gordonequation,andPoisson'sequation.
ArelativelysimplePDEis

Thisrelationimpliesthatthefunctionu(x,y)isindependentofx.However,theequationgivesno
informationonthefunction'sdependenceonthevariabley.Hencethegeneralsolutionofthisequationis

wherefisanarbitraryfunctionofy.Theanalogousordinarydifferentialequationis

whichhasthesolution

wherecisanyconstantvalue.Thesetwoexamplesillustratethatgeneralsolutionsofordinary
differentialequations(ODEs)involvearbitraryconstants,butsolutionsofPDEsinvolvearbitrary
functions.AsolutionofaPDEisgenerallynotuniqueadditionalconditionsmustgenerallybespecified
ontheboundaryoftheregionwherethesolutionisdefined.Forinstance,inthesimpleexampleabove,
thefunctionf(y)canbedeterminedifuisspecifiedonthelinex=0.

Existenceanduniqueness
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Althoughtheissueofexistenceanduniquenessofsolutionsofordinarydifferentialequationshasavery
satisfactoryanswerwiththePicardLindelftheorem,thatisfarfromthecaseforpartialdifferential
equations.TheCauchyKowalevskitheoremstatesthattheCauchyproblemforanypartialdifferential
equationwhosecoefficientsareanalyticintheunknownfunctionanditsderivatives,hasalocally
uniqueanalyticsolution.Althoughthisresultmightappeartosettletheexistenceanduniquenessof
solutions,thereareexamplesoflinearpartialdifferentialequationswhosecoefficientshavederivatives
ofallorders(whichareneverthelessnotanalytic)butwhichhavenosolutionsatall:seeLewy(1957).
Evenifthesolutionofapartialdifferentialequationexistsandisunique,itmayneverthelesshave
undesirableproperties.Themathematicalstudyofthesequestionsisusuallyinthemorepowerful
contextofweaksolutions.
Anexampleofpathologicalbehavioristhesequence(dependinguponn)ofCauchyproblemsforthe
Laplaceequation

withboundaryconditions

wherenisaninteger.Thederivativeofuwithrespecttoyapproaches0uniformlyinxasnincreases,
butthesolutionis

Thissolutionapproachesinfinityifnxisnotanintegermultipleofforanynonzerovalueofy.The
CauchyproblemfortheLaplaceequationiscalledillposedornotwellposed,sincethesolutiondoes
notdependcontinuouslyuponthedataoftheproblem.Suchillposedproblemsarenotusually
satisfactoryforphysicalapplications.

Notation
InPDEs,itiscommontodenotepartialderivativesusingsubscripts.Thatis:

Especiallyinphysics,delorNabla()isoftenusedtodenotespatialderivatives,and
derivatives.Forexample,thewaveequation(describedbelow)canbewrittenas

fortime

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or

whereistheLaplaceoperator.

Examples
Heatequationinonespacedimension
Theequationforconductionofheatinonedimensionforahomogeneousbodyhas

whereu(t,x)istemperature,andisapositiveconstantthatdescribestherateofdiffusion.TheCauchy
problemforthisequationconsistsinspecifyingu(0,x)=f(x),wheref(x)isanarbitraryfunction.
Generalsolutionsoftheheatequationcanbefoundbythemethodofseparationofvariables.Some
examplesappearintheheatequationarticle.TheyareexamplesofFourierseriesforperiodicfand
Fouriertransformsfornonperiodicf.UsingtheFouriertransform,ageneralsolutionoftheheat
equationhastheform

whereFisanarbitraryfunction.Tosatisfytheinitialcondition,FisgivenbytheFouriertransformoff,
thatis

Iffrepresentsaverysmallbutintensesourceofheat,thentheprecedingintegralcanbeapproximated
bythedeltadistribution,multipliedbythestrengthofthesource.Forasourcewhosestrengthis
normalizedto1,theresultis

andtheresultingsolutionoftheheatequationis

ThisisaGaussianintegral.Itmaybeevaluatedtoobtain

Thisresultcorrespondstothenormalprobabilitydensityforxwithmean0andvariance2t.Theheat
equationandsimilardiffusionequationsareusefultoolstostudyrandomphenomena.
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Waveequationinonespatialdimension
Thewaveequationisanequationforanunknownfunctionu(k,x)oftheform

Hereumightdescribethedisplacementofastretchedstringfromequilibrium,orthedifferenceinair
pressureinatube,orthemagnitudeofanelectromagneticfieldinatube,andmisanumberthat
correspondstothevelocityofthewave.TheCauchyproblemforthisequationconsistsinprescribing
theinitialdisplacementandvelocityofastringorothermedium:

wherefandgarearbitrarygivenfunctions.Thesolutionofthisproblemisgivenbyd'Alembert's
formula:

Thisformulaimpliesthatthesolutionat(k,x)dependsonlyuponthedataonthesegmentoftheinitial
linethatiscutoutbythecharacteristiccurves

thataredrawnbackwardsfromthatpoint.Thesecurvescorrespondtosignalsthatpropagatewith
velocitymforwardandbackward.Conversely,theinfluenceofthedataatanygivenpointontheinitial
linepropagateswiththefinitevelocitym:thereisnoeffectoutsideatrianglethroughthatpointwhose
sidesarecharacteristiccurves.Thisbehaviorisverydifferentfromthesolutionfortheheatequation,
wheretheeffectofapointsourceappears(withsmallamplitude)instantaneouslyateverypointinspace.
Thesolutiongivenaboveisalsovalidifk<0,andtheexplicitformulashowsthatthesolutiondepends
smoothlyuponthedata:boththeforwardandbackwardCauchyproblemsforthewaveequationare
wellposed.

Generalisedheatlikeequationinonespacedimension
Whereheatlikeequationmeansequationsoftheform:

where

isaSturmLiouvilleoperatorsubjecttotheboundaryconditions:

Then:
If:

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where

Sphericalwaves
Sphericalwavesarewaveswhoseamplitudedependsonlyupontheradialdistancerfromacentralpoint
source.Forsuchwaves,thethreedimensionalwaveequationtakestheform

Thisisequivalentto

andhencethequantityrusatisfiestheonedimensionalwaveequation.Thereforeageneralsolutionfor
sphericalwaveshastheform

whereFandGarecompletelyarbitraryfunctions.Radiationfromanantennacorrespondstothecase
whereGisidenticallyzero.Thusthewaveformtransmittedfromanantennahasnodistortionintime:
theonlydistortingfactoris1/r.Thisfeatureofundistortedpropagationofwavesisnotpresentifthere
aretwospatialdimensions.

Laplaceequationintwodimensions
TheLaplaceequationforanunknownfunctionoftwovariableshastheform

SolutionsofLaplace'sequationarecalledharmonicfunctions.
Connectionwithholomorphicfunctions
SolutionsoftheLaplaceequationintwodimensionsareintimatelyconnectedwithanalyticfunctionsof
acomplexvariable(a.k.a.holomorphicfunctions):therealandimaginarypartsofanyanalyticfunction
areconjugateharmonicfunctions:theybothsatisfytheLaplaceequation,andtheirgradientsare
orthogonal.Iff=u+iv,thentheCauchyRiemannequationsstatethat

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anditfollowsthat

Conversely,givenanyharmonicfunctionintwodimensions,itistherealpartofananalyticfunction,at
leastlocally.DetailsaregiveninLaplaceequation.
Atypicalboundaryvalueproblem
AtypicalproblemforLaplace'sequationistofindasolutionthatsatisfiesarbitraryvaluesonthe
boundaryofadomain.Forexample,wemayseekaharmonicfunctionthattakesonthevaluesu()ona
circleofradiusone.ThesolutionwasgivenbyPoisson:

Petrovsky(1967,p.248)showshowthisformulacanbeobtainedbysummingaFourierseriesfor.Ifr
<1,thederivativesofmaybecomputedbydifferentiatingundertheintegralsign,andonecanverify
thatisanalytic,evenifuiscontinuousbutnotnecessarilydifferentiable.Thisbehavioristypicalfor
solutionsofellipticpartialdifferentialequations:thesolutionsmaybemuchmoresmooththanthe
boundarydata.Thisisincontrasttosolutionsofthewaveequation,andmoregeneralhyperbolicpartial
differentialequations,whichtypicallyhavenomorederivativesthanthedata.

EulerTricomiequation
TheEulerTricomiequationisusedintheinvestigationoftransonicflow.

Advectionequation
Theadvectionequationdescribesthetransportofaconservedscalarinavelocityfieldu=(u,v,w).It
is:

Ifthevelocityfieldissolenoidal(thatis,u=0),thentheequationmaybesimplifiedto

Intheonedimensionalcasewhereuisnotconstantandisequalto,theequationisreferredtoas
Burgers'equation.

GinzburgLandauequation
TheGinzburgLandauequationisusedinmodellingsuperconductivity.Itis

wherep,qCandRareconstantsandiistheimaginaryunit.

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TheDymequation
TheDymequationisnamedforHarryDymandoccursinthestudyofsolitons.Itis

Initialboundaryvalueproblems
Manyproblemsofmathematicalphysicsareformulatedasinitialboundaryvalueproblems.

Vibratingstring
Ifthestringisstretchedbetweentwopointswherex=0andx=Landudenotestheamplitudeofthe
displacementofthestring,thenusatisfiestheonedimensionalwaveequationintheregionwhere0<x
<Landtisunlimited.Sincethestringistieddownattheends,umustalsosatisfytheboundary
conditions

aswellastheinitialconditions

Themethodofseparationofvariablesforthewaveequation

leadstosolutionsoftheform

where

wheretheconstantkmustbedetermined.TheboundaryconditionsthenimplythatXisamultipleofsin
kx,andkmusthavetheform

wherenisaninteger.Eachterminthesumcorrespondstoamodeofvibrationofthestring.Themode
withn=1iscalledthefundamentalmode,andthefrequenciesoftheothermodesareallmultiplesof
thisfrequency.Theyformtheovertoneseriesofthestring,andtheyarethebasisformusicalacoustics.
Theinitialconditionsmaythenbesatisfiedbyrepresentingfandgasinfinitesumsofthesemodes.
Windinstrumentstypicallycorrespondtovibrationsofanaircolumnwithoneendopenandoneend
closed.Thecorrespondingboundaryconditionsare

Themethodofseparationofvariablescanalsobeappliedinthiscase,anditleadstoaseriesofodd
overtones.
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ThegeneralproblemofthistypeissolvedinSturmLiouvilletheory.
Vibratingmembrane
IfamembraneisstretchedoveracurveCthatformstheboundaryofadomainDintheplane,its
vibrationsaregovernedbythewaveequation

ift>0and(x,y)isinD.Theboundaryconditionisu(t,x,y)=0if(x,y)isonC.Themethodofseparation
ofvariablesleadstotheform

whichinturnmustsatisfy

ThelatterequationiscalledtheHelmholtzEquation.Theconstantkmustbedeterminedtoallowanon
trivialvtosatisfytheboundaryconditiononC.Suchvaluesofk2arecalledtheeigenvaluesofthe
LaplacianinD,andtheassociatedsolutionsaretheeigenfunctionsoftheLaplacianinD.TheSturm
Liouvilletheorymaybeextendedtothisellipticeigenvalueproblem(Jost,2002).

Otherexamples
TheSchrdingerequationisaPDEattheheartofnonrelativisticquantummechanics.IntheWKB
approximationitistheHamiltonJacobiequation.
ExceptfortheDymequationandtheGinzburgLandauequation,theaboveequationsarelinearinthe
sensethattheycanbewrittenintheformAu=fforagivenlinearoperatorAandagivenfunctionf.
OtherimportantnonlinearequationsincludetheNavierStokesequationsdescribingtheflowoffluids,
andEinstein'sfieldequationsofgeneralrelativity.
Alsoseethelistofnonlinearpartialdifferentialequations.

Classification
Somelinear,secondorderpartialdifferentialequationscanbeclassifiedasparabolic,hyperbolicand
elliptic.OtherssuchastheEulerTricomiequationhavedifferenttypesindifferentregions.The
classificationprovidesaguidetoappropriateinitialandboundaryconditions,andtosmoothnessofthe
solutions.

Equationsoffirstorder
Linearequationsofsecondorder
Assuming

,thegeneralsecondorderPDEintwoindependentvariableshastheform

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wherethecoefficientsA,B,Cetc.maydependuponxandy.If
overaregionof
thexyplane,thePDEissecondorderinthatregion.Thisformisanalogoustotheequationforaconic
section:

Moreprecisely,replacingxbyX,andlikewiseforothervariables(formallythisisdonebyaFourier
transform),convertsaconstantcoefficientPDEintoapolynomialofthesamedegree,withthetop
degree(ahomogeneouspolynomial,hereaquadraticform)beingmostsignificantfortheclassification.
Justasoneclassifiesconicsectionsandquadraticformsintoparabolic,hyperbolic,andellipticbasedon
thediscriminant
,thesamecanbedoneforasecondorderPDEatagivenpoint.However,
thediscriminantinaPDEisgivenby
duetotheconventionofthexytermbeing2Brather
thanBformally,thediscriminant(oftheassociatedquadraticform)is
withthefactorof4droppedforsimplicity.
1.
:solutionsofellipticPDEsareassmoothasthecoefficientsallow,withinthe
interioroftheregionwheretheequationandsolutionsaredefined.Forexample,solutionsof
Laplace'sequationareanalyticwithinthedomainwheretheyaredefined,butsolutionsmay
assumeboundaryvaluesthatarenotsmooth.Themotionofafluidatsubsonicspeedscanbe
approximatedwithellipticPDEs,andtheEulerTricomiequationisellipticwherex<0.
2.
:equationsthatareparabolicateverypointcanbetransformedintoaform
analogoustotheheatequationbyachangeofindependentvariables.Solutionssmoothoutasthe
transformedtimevariableincreases.TheEulerTricomiequationhasparabolictypeontheline
wherex=0.
3.
:hyperbolicequationsretainanydiscontinuitiesoffunctionsorderivativesinthe
initialdata.Anexampleisthewaveequation.Themotionofafluidatsupersonicspeedscanbe
approximatedwithhyperbolicPDEs,andtheEulerTricomiequationishyperbolicwherex>0.
Iftherearenindependentvariablesx1,x2,...,xn,agenerallinearpartialdifferentialequationofsecond
orderhastheform

Theclassificationdependsuponthesignatureoftheeigenvaluesofthecoefficientmatrixai,j..
1.Elliptic:Theeigenvaluesareallpositiveorallnegative.
2.Parabolic:Theeigenvaluesareallpositiveorallnegative,saveonethatiszero.
3.Hyperbolic:Thereisonlyonenegativeeigenvalueandalltherestarepositive,orthereisonlyone
positiveeigenvalueandalltherestarenegative.
4.Ultrahyperbolic:Thereismorethanonepositiveeigenvalueandmorethanonenegative
eigenvalue,andtherearenozeroeigenvalues.Thereisonlylimitedtheoryforultrahyperbolic
equations(CourantandHilbert,1962).

Systemsoffirstorderequationsandcharacteristicsurfaces

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Theclassificationofpartialdifferentialequationscanbeextendedtosystemsoffirstorderequations,
wheretheunknownuisnowavectorwithmcomponents,andthecoefficientmatricesAarembym
matricesfor=1,...,n.Thepartialdifferentialequationtakestheform

wherethecoefficientmatricesAandthevectorBmaydependuponxandu.IfahypersurfaceSisgiven
intheimplicitform

wherehasanonzerogradient,thenSisacharacteristicsurfacefortheoperatorLatagivenpointif
thecharacteristicformvanishes:

Thegeometricinterpretationofthisconditionisasfollows:ifdataforuareprescribedonthesurfaceS,
thenitmaybepossibletodeterminethenormalderivativeofuonSfromthedifferentialequation.Ifthe
dataonSandthedifferentialequationdeterminethenormalderivativeofuonS,thenSisnon
characteristic.IfthedataonSandthedifferentialequationdonotdeterminethenormalderivativeofu
onS,thenthesurfaceischaracteristic,andthedifferentialequationrestrictsthedataonS:the
differentialequationisinternaltoS.
1.AfirstordersystemLu=0isellipticifnosurfaceischaracteristicforL:thevaluesofuonSand
thedifferentialequationalwaysdeterminethenormalderivativeofuonS.
2.AfirstordersystemishyperbolicatapointifthereisaspacelikesurfaceSwithnormalatthat
point.Thismeansthat,givenanynontrivialvectororthogonalto,andascalarmultiplier,the
equation
hasmrealroots1,2,...,m.Thesystemisstrictlyhyperbolicif
theserootsarealwaysdistinct.Thegeometricalinterpretationofthisconditionisasfollows:the
characteristicformQ()=0definesacone(thenormalcone)withhomogeneouscoordinates.In
thehyperboliccase,thisconehasmsheets,andtheaxis=runsinsidethesesheets:itdoesnot
intersectanyofthem.Butwhendisplacedfromtheoriginby,thisaxisintersectseverysheet.In
theellipticcase,thenormalconehasnorealsheets.

Equationsofmixedtype
IfaPDEhascoefficientsthatarenotconstant,itispossiblethatitwillnotbelongtoanyofthese
categoriesbutratherbeofmixedtype.AsimplebutimportantexampleistheEulerTricomiequation

whichiscalledelliptichyperbolicbecauseitisellipticintheregionx<0,hyperbolicintheregionx>
0,anddegenerateparaboliconthelinex=0.

InfiniteorderPDEsinquantummechanics
Inthephasespaceformulationofquantummechanics,onemayconsiderthequantumHamilton's
equationsfortrajectoriesofquantumparticles.TheseequationsareinfiniteorderPDEs.However,inthe
semiclassicalexpansion,onehasafinitesystemofODEsatanyfixedorderof.Theevolutionequation
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oftheWignerfunctionisalsoaninfiniteorderPDE.Thequantumtrajectoriesarequantum
characteristics,withtheuseofwhichonecouldcalculatetheevolutionoftheWignerfunction.

AnalyticalmethodstosolvePDEs
Separationofvariables
LinearPDEscanbereducedtosystemsofordinarydifferentialequationsbytheimportanttechniqueof
separationofvariables.Thistechniquerestsonacharacteristicofsolutionstodifferentialequations:if
onecanndanysolutionthatsolvestheequationandsatisestheboundaryconditions,thenitisthe
solution(thisalsoappliestoODEs).Weassumeasanansatzthatthedependenceofasolutiononthe
parametersspaceandtimecanbewrittenasaproductoftermsthateachdependonasingleparameter,
andthenseeifthiscanbemadetosolvetheproblem.[1]
Inthemethodofseparationofvariables,onereducesaPDEtoaPDEinfewervariables,whichisan
ordinarydifferentialequationifinonevariabletheseareinturneasiertosolve.
ThisispossibleforsimplePDEs,whicharecalledseparablepartialdifferentialequations,andthe
domainisgenerallyarectangle(aproductofintervals).SeparablePDEscorrespondtodiagonalmatrices
thinkingof"thevalueforfixedx"asacoordinate,eachcoordinatecanbeunderstoodseparately.
Thisgeneralizestothemethodofcharacteristics,andisalsousedinintegraltransforms.

Methodofcharacteristics
Inspecialcases,onecanfindcharacteristiccurvesonwhichtheequationreducestoanODEchanging
coordinatesinthedomaintostraightenthesecurvesallowsseparationofvariables,andiscalledthe
methodofcharacteristics.
Moregenerally,onemayfindcharacteristicsurfaces.

Integraltransform
AnintegraltransformmaytransformthePDEtoasimplerone,inparticularaseparablePDE.This
correspondstodiagonalizinganoperator.
AnimportantexampleofthisisFourieranalysis,whichdiagonalizestheheatequationusingthe
eigenbasisofsinusoidalwaves.
Ifthedomainisfiniteorperiodic,aninfinitesumofsolutionssuchasaFourierseriesisappropriate,but
anintegralofsolutionssuchasaFourierintegralisgenerallyrequiredforinfinitedomains.Thesolution
forapointsourcefortheheatequationgivenaboveisanexampleforuseofaFourierintegral.

Changeofvariables
OftenaPDEcanbereducedtoasimplerformwithaknownsolutionbyasuitablechangeofvariables.
ForexampletheBlackScholesPDE

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isreducibletotheheatequation

bythechangeofvariables(forcompletedetailsseeSolutionoftheBlackScholesEquation
(https://web.archive.org/web/20080411030405/http://www.math.unl.edu/~sdunbar1/Teaching/Mathemat
icalFinance/Lessons/BlackScholes/Solution/solution.shtml)attheWaybackMachine(archivedApril11,
2008))

Fundamentalsolution
Inhomogeneousequationscanoftenbesolved(forconstantcoefficientPDEs,alwaysbesolved)by
findingthefundamentalsolution(thesolutionforapointsource),thentakingtheconvolutionwiththe
boundaryconditionstogetthesolution.
Thisisanalogousinsignalprocessingtounderstandingafilterbyitsimpulseresponse.

Superpositionprinciple
Becauseanysuperpositionofsolutionsofalinear,homogeneousPDEisagainasolution,theparticular
solutionsmaythenbecombinedtoobtainmoregeneralsolutions.ifu1andu2aresolutionsofa
homogeneouslinearpdeinsameregionR,thenu=c1u1+c2u2withanyconstantsc1andc2isalsoa
solutionofthatpdeinthatsameregion....

Methodsfornonlinearequations
Seealsothelistofnonlinearpartialdifferentialequations.
TherearenogenerallyapplicablemethodstosolvenonlinearPDEs.Still,existenceanduniqueness
results(suchastheCauchyKowalevskitheorem)areoftenpossible,asareproofsofimportant
qualitativeandquantitativepropertiesofsolutions(gettingtheseresultsisamajorpartofanalysis).
ComputationalsolutiontothenonlinearPDEs,thesplitstepmethod,existforspecificequationslike
nonlinearSchrdingerequation.
Nevertheless,sometechniquescanbeusedforseveraltypesofequations.Thehprincipleisthemost
powerfulmethodtosolveunderdeterminedequations.TheRiquierJanettheoryisaneffectivemethod
forobtaininginformationaboutmanyanalyticoverdeterminedsystems.
Themethodofcharacteristics(similaritytransformationmethod)canbeusedinsomeveryspecialcases
tosolvepartialdifferentialequations.
Insomecases,aPDEcanbesolvedviaperturbationanalysisinwhichthesolutionisconsideredtobea
correctiontoanequationwithaknownsolution.Alternativesarenumericalanalysistechniquesfrom
simplefinitedifferenceschemestothemorematuremultigridandfiniteelementmethods.Many
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interestingproblemsinscienceandengineeringaresolvedinthiswayusingcomputers,sometimeshigh
performancesupercomputers.

Liegroupmethod
From1870SophusLie'sworkputthetheoryofdifferentialequationsonamoresatisfactoryfoundation.
Heshowedthattheintegrationtheoriesoftheoldermathematicianscan,bytheintroductionofwhatare
nowcalledLiegroups,bereferredtoacommonsourceandthatordinarydifferentialequationswhich
admitthesameinfinitesimaltransformationspresentcomparabledifficultiesofintegration.Healso
emphasizedthesubjectoftransformationsofcontact.
AgeneralapproachtosolvePDE'susesthesymmetrypropertyofdifferentialequations,thecontinuous
infinitesimaltransformationsofsolutionstosolutions(Lietheory).Continuousgrouptheory,Lie
algebrasanddifferentialgeometryareusedtounderstandthestructureoflinearandnonlinearpartial
differentialequationsforgeneratingintegrableequations,tofinditsLaxpairs,recursionoperators,
BcklundtransformandfinallyfindingexactanalyticsolutionstothePDE.
Symmetrymethodshavebeenrecognizedtostudydifferentialequationsarisinginmathematics,physics,
engineering,andmanyotherdisciplines.

Semianalyticalmethods
Theadomiandecompositionmethod,theLyapunovartificialsmallparametermethod,andHe's
homotopyperturbationmethodareallspecialcasesofthemoregeneralhomotopyanalysismethod.
Theseareseriesexpansionmethods,andexceptfortheLyapunovmethod,areindependentofsmall
physicalparametersascomparedtothewellknownperturbationtheory,thusgivingthesemethods
greaterflexibilityandsolutiongenerality.

NumericalmethodstosolvePDEs
ThethreemostwidelyusednumericalmethodstosolvePDEsarethefiniteelementmethod(FEM),
finitevolumemethods(FVM)andfinitedifferencemethods(FDM).TheFEMhasaprominentposition
amongthesemethodsandespeciallyitsexceptionallyefficienthigherorderversionhpFEM.Other
versionsofFEMincludethegeneralizedfiniteelementmethod(GFEM),extendedfiniteelement
method(XFEM),spectralfiniteelementmethod(SFEM),meshfreefiniteelementmethod,
discontinuousGalerkinfiniteelementmethod(DGFEM),ElementFreeGalerkinMethod(EFGM),
InterpolatingElementFreeGalerkinMethod(IEFGM),etc.

Finiteelementmethod
Thefiniteelementmethod(FEM)(itspracticalapplicationoftenknownasfiniteelementanalysis
(FEA))isanumericaltechniqueforfindingapproximatesolutionsofpartialdifferentialequations(PDE)
aswellasofintegralequations.Thesolutionapproachisbasedeitheroneliminatingthedifferential
equationcompletely(steadystateproblems),orrenderingthePDEintoanapproximatingsystemof
ordinarydifferentialequations,whicharethennumericallyintegratedusingstandardtechniquessuchas
Euler'smethod,RungeKutta,etc.

Finitedifferencemethod

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Finitedifferencemethodsarenumericalmethodsforapproximatingthesolutionstodifferential
equationsusingfinitedifferenceequationstoapproximatederivatives.

Finitevolumemethod
Similartothefinitedifferencemethodorfiniteelementmethod,valuesarecalculatedatdiscreteplaces
onameshedgeometry."Finitevolume"referstothesmallvolumesurroundingeachnodepointona
mesh.Inthefinitevolumemethod,surfaceintegralsinapartialdifferentialequationthatcontaina
divergencetermareconvertedtovolumeintegrals,usingtheDivergencetheorem.Thesetermsarethen
evaluatedasfluxesatthesurfacesofeachfinitevolume.Becausethefluxenteringagivenvolumeis
identicaltothatleavingtheadjacentvolume,thesemethodsareconservative.

Seealso
Dirichletboundarycondition
Jetbundle
Laplacetransformappliedtodifferentialequations
Listofdynamicalsystemsanddifferentialequationstopics
Matrixdifferentialequation
Neumannboundarycondition
Numericalpartialdifferentialequations
Partialdifferentialalgebraicequation
Recurrencerelation
Robinboundarycondition
Stochasticprocessesandboundaryvalueproblems

Notes
1.Gershenfeld,Neil(2000).Thenatureofmathematicalmodeling(Reprinted(withcorr.).ed.).Cambridge:
CambridgeUniv.Press.p.27.ISBN0521570956.

References
Adomian,G.(1994).SolvingFrontierproblemsofPhysics:Thedecompositionmethod.Kluwer
AcademicPublishers.
Courant,R.&Hilbert,D.(1962),MethodsofMathematicalPhysicsII,NewYork:Wiley
Interscience.
Evans,L.C.(1998),PartialDifferentialEquations,Providence:AmericanMathematicalSociety,
ISBN0821807722.
Holubov,PavelDrbekGabriela(2007).Elementsofpartialdifferentialequations([Online
Ausg.].ed.).Berlin:deGruyter.ISBN9783110191240.
Ibragimov,NailH(1993),CRCHandbookofLieGroupAnalysisofDifferentialEquationsVol.1
3,Providence:CRCPress,ISBN0849344883.
John,F.(1982),PartialDifferentialEquations(4thed.),NewYork:SpringerVerlag,ISBN0
387906096.
Jost,J.(2002),PartialDifferentialEquations,NewYork:SpringerVerlag,ISBN0387954287.
Lewy,Hans(1957),"Anexampleofasmoothlinearpartialdifferentialequationwithout
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Liao,S.J.(2003),BeyondPerturbation:IntroductiontotheHomotopyAnalysisMethod,Boca
Raton:Chapman&Hall/CRCPress,ISBN158488407X
Olver,P.J.(1995),Equivalence,InvariantsandSymmetry,CambridgePress.
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Petrovskii,I.G.(1967),PartialDifferentialEquations,Philadelphia:W.B.SaundersCo..
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Polyanin,A.D.Zaitsev,V.F.&Moussiaux,A.(2002),HandbookofFirstOrderPartial
DifferentialEquations,London:Taylor&Francis,ISBN041527267X.
Roubek,T.(2013),NonlinearPartialDifferentialEquationswithApplications(2nded.),Basel,
Boston,Berlin:Birkhuser,ISBN9783034805124,MRMR3014456
Solin,P.(2005),PartialDifferentialEquationsandtheFiniteElementMethod,Hoboken,NJ:J.
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Solin,P.Segeth,K.&Dolezel,I.(2003),HigherOrderFiniteElementMethods,BocaRaton:
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Stephani,H.(1989),DifferentialEquations:TheirSolutionUsingSymmetries.EditedbyM.
MacCallum,CambridgeUniversityPress.
Wazwaz,AbdulMajid(2009).PartialDifferentialEquationsandSolitaryWavesTheory.Higher
EducationPress.ISBN9783642002519.
Wazwaz,AbdulMajid(2002).PartialDifferentialEquationsMethodsandApplications.A.A.
Balkema.ISBN9058093697.
Zwillinger,D.(1997),HandbookofDifferentialEquations(3rded.),Boston:AcademicPress,
ISBN0127843957.
Gershenfeld,N.(1999),TheNatureofMathematicalModeling(1sted.),NewYork:Cambridge
UniversityPress,NewYork,NY,USA,ISBN0521570956.
Krasil'shchik,I.S.&Vinogradov,A.M.,Eds.(1999),SymmetriesandConserwationLawsfor
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RhodeIsland,USA,ISBN082180958X.
Krasil'shchik,I.S.Lychagin,V.V.&Vinogradov,A.M.(1986),GeometryofJetSpacesand
NonlinearPartialDifferentialEquations,GordonandBreachSciencePublishers,NewYork,
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Vinogradov,A.M.(2001),CohomologicalAnalysisofPartialDifferentialEquationsand
SecondaryCalculus,AmericanMathematicalSociety,Providence,RhodeIsland,USA,ISBN0
82182922X.

Externallinks
Hazewinkel,Michiel,ed.(2001),"Differentialequation,
WikimediaCommonshas
partial",EncyclopediaofMathematics,Springer,
mediarelatedtoSolutions
ISBN9781556080104
ofPDE.
PartialDifferentialEquations:ExactSolutions
(http://eqworld.ipmnet.ru/en/pdeen.htm)atEqWorld:The
Wikibookshasabookon
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thetopicof:Partial
PartialDifferentialEquations:Index
DifferentialEquations
(http://eqworld.ipmnet.ru/en/solutions/eqindex/eqindex
pde.htm)atEqWorld:TheWorldofMathematicalEquations.
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Exampleproblemswithsolutions(http://www.exampleproblems.com/wiki/index.php?
title=Partial_Differential_Equations)atexampleproblems.com
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(https://reference.wolfram.com/language/FEMDocumentation/tutorial/SolvingPDEwithFEM.html)
withMathematica
PartialDifferentialEquations(http://www.mathworks.com/moler/pdes.pdf)inCleveMoler:
NumericalComputingwithMATLAB
PartialDifferentialEquations
(http://www.nag.com/numeric/fl/nagdoc_fl24/html/D03/d03intro.html)atnag.com
DispersivePDEWiki(http://tosio.math.toronto.edu/wiki/index.php/Main_Page)
NEQwiki,thenonlinearequationsencyclopedia(http://www.primat.mephi.ru/wiki/)
Partialdifferentialequation|Scholarpedia
(http://www.scholarpedia.org/article/Partial_differential_equation)
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