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Admissible limiter region for second-order TVD schemes. Unless indicated to the contrary, the above limiter functions are second order TVD. This means that they are designed such that they pass through a certain region of the solution, known as the TVD region, in order to guarantee stability of the scheme.
A regularity theorem for a linear elliptic boundary value problem of the second order takes the form Theorem If (some condition), then the solution u {\displaystyle u} is in H 2 ( Ω ) {\displaystyle H^{2}(\Omega )} , the space of "twice differentiable" functions whose second derivatives are square integrable.
The simplest example of a second-order linear elliptic PDE is the Laplace equation, in which a i,j is zero if i ≠ j and is one otherwise, and where b i = c = f = 0. The Poisson equation is a slightly more general second-order linear elliptic PDE, in which f is not required to vanish.
where is a second-order elliptic operator (implying that must be positive; a case where = + is considered below). A system of partial differential equations for a vector can also be parabolic. For example, such a system is hidden in an equation of the form
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.
For an arbitrary system of ODEs, a set of solutions (), …, are said to be linearly-independent if: + … + = is satisfied only for = … = =.A second-order differential equation ¨ = (,, ˙) may be converted into a system of first order linear differential equations by defining = ˙, which gives us the first-order system:
An explicit construction of a parametrix for second order partial differential operators based on power series developments was discovered by Jacques Hadamard. It can be applied to the Laplace operator, the wave equation and the heat equation.
The differential equation is said to be in Sturm–Liouville form or self-adjoint form.All second-order linear homogenous ordinary differential equations can be recast in the form on the left-hand side of by multiplying both sides of the equation by an appropriate integrating factor (although the same is not true of second-order partial differential equations, or if y is a vector).