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In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.. The function is often thought of as an "unknown" that solves the equation, similar to how x is thought of as an unknown number solving, e.g., an algebraic equation like x 2 − 3x + 2 = 0.
In mathematics, separation of variables (also known as the Fourier method) is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs on a different side of the equation.
Partial derivatives appear in thermodynamic equations like Gibbs-Duhem equation, in quantum mechanics as in Schrödinger wave equation, as well as in other equations from mathematical physics. The variables being held constant in partial derivatives here can be ratios of simple variables like mole fractions x i in the following example ...
Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation. The method is to reduce a partial differential equation (PDE) to a family of ordinary differential equations (ODE) along which the solution can be integrated from some initial data ...
and substitute into the differential equation, we obtain this equation: , (+) (+) =, (+). We have exchanged partial differentiation with an infinite sum, which is legitimate if we assume for instance that f has a continuous second derivative. By the uniqueness theorem for Fourier expansions, we must then equate the Fourier coefficients term by ...
In many practical partial differential equations, one has a term that involves derivatives (such as a kinetic energy contribution), and a multiplication with a function (for example, a potential). In the spectral method, the solution ψ {\displaystyle \psi } is expanded in a suitable set of basis functions, for example plane waves,
The general solution to the first order partial differential equation is a solution which contains an arbitrary function. But, the solution to the first order partial differential equations with as many arbitrary constants as the number of independent variables is called the complete integral. The following n-parameter family of solutions
Often a partial differential equation can be reduced to a simpler form with a known solution by a suitable change of variables. The article discusses change of variable for PDEs below in two ways: by example; by giving the theory of the method.
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