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  2. Heat equation - Wikipedia

    en.wikipedia.org/wiki/Heat_equation

    As the prototypical parabolic partial differential equation, the heat equation is among the most widely studied topics in pure mathematics, and its analysis is regarded as fundamental to the broader field of partial differential equations. The heat equation can also be considered on Riemannian manifolds, leading to many geometric applications.

  3. Partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Partial_differential_equation

    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.

  4. Parabolic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Parabolic_partial...

    A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes ...

  5. Stochastic partial differential equation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_partial...

    One of the most studied SPDEs is the stochastic heat equation, [3] which may formally be written as = +, where is the Laplacian and denotes space-time white noise.Other examples also include stochastic versions of famous linear equations, such as the wave equation [4] and the Schrödinger equation.

  6. Duhamel's principle - Wikipedia

    en.wikipedia.org/wiki/Duhamel's_principle

    In mathematics, and more specifically in partial differential equations, Duhamel's principle is a general method for obtaining solutions to inhomogeneous linear evolution equations like the heat equation, wave equation, and vibrating plate equation.

  7. Porous medium equation - Wikipedia

    en.wikipedia.org/wiki/Porous_medium_equation

    The porous medium equation name originates from its use in describing the flow of an ideal gas in a homogeneous porous medium. [6] We require three equations to completely specify the medium's density , flow velocity field , and pressure : the continuity equation for conservation of mass; Darcy's law for flow in a porous medium; and the ideal gas equation of state.

  8. Separation of variables - Wikipedia

    en.wikipedia.org/wiki/Separation_of_variables

    The method of separation of variables is also used to solve a wide range of linear partial differential equations with boundary and initial conditions, such as the heat equation, wave equation, Laplace equation, Helmholtz equation and biharmonic equation.

  9. Change of variables (PDE) - Wikipedia

    en.wikipedia.org/wiki/Change_of_variables_(PDE)

    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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