Questions on "Partial Differential Equations", as opposed to "ordinary differential equations".

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Problem solving a PDE using separation of variables and Fourier expansion

I am trying to solve the heat equation: $$\frac{\partial \theta}{\partial t}=\frac{\partial^2 \theta}{\partial x^2}$$ The boundary conditions are: $$\frac{\partial \theta}{\partial x}(x=0)=0$$ ...
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15 views

Change of variables in Power series

Hello StackExchange community, this is probably a dumb question, but suppose you have a function that have the following power series $f= \sum_{i = 0}^{\infty} f_i r^i$. where $f:\mathbb{R} ...
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1answer
22 views

Factoring $R(ry')'-y(rR')'=[r(Ry'-R'y)]'$

In a problem this formula was used and I'm not seeing how this factor using the chain rule was derived. Other than calculating the derivative of the two that someone else already solved and showing ...
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1answer
696 views

Numerical techniques for solving systems of first-order semi-linear hyperbolic PDEs in two variables

I need to solve such systems of PDEs numerically and I'm wondering what the "standard" method (if there is one) is. The systems I'm interested in have the form: $\frac{\partial F_i}{\partial t} + ...
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14 views

Method of Characteristics for $(1+x^2)u_x+2u_y=y\cdot(1+u^2)$

Suppose I had a problem like $$(1+x^2)u_x+2u_y=y\cdot(1+u^2),\;\; u(1,y)=1$$ This is of the form $$a(x,y)u_x+b(x,y)u_y+c(x,y,u)$$ So I would use the Method of Characteristics: ...
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1answer
40 views

Solution of an initial value problem (MCQ) (CSIR DEC 2015)

The solution of the initial value problem $ (x-y) u_{x} + (y-x-u) u_{y} = u $ with the initial condition $u(x,0) = 1$ satisfies $ u^2(x-y+u) + (y-x-u) = 0$ $ u^2(x+y+u) + (y-x-u) = 0$ $ u^2(x-y+u) ...
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2answers
89 views

Solving a Second Order PDE

I'm trying to solve the equation $u_t = \alpha^2 U_{yy}$ given $u(y,t)$ bounded $y \rightarrow\infty$ and $u(0,t) = U_o e^{iw_ot}$. Initial is $u(y,0) = 0$. I have gotten both separations as $Y'' - ...
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23 views

FitzHugh–Nagumo system with diffusion

I was studying the FitzHugh-Nagumo model with diffusion and I quite do not understand the meaning of it. If we consider the system without diffusion, \begin{equation}\label{FHN}\begin{cases} ...
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1answer
65 views
+200

Solving or knowing something about a non-linear PDE which is “almost” linear?

Let $a>0$ be fixed. I have the following PDE: $u=u(t,x)$, $t\in [0,1]$, $x\in \mathbb{R}$, $$-\partial_t u = |\partial_x u| + \frac{1}{2}\partial_x^2 u, \quad ...
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2answers
43 views

How can I actually solve this kind of partial differential equations?

$$ x \frac{\partial z}{\partial x}+t \frac{\partial z}{\partial t}+y \frac{\partial z}{\partial y}=xyt$$ I can see that one soultion for this equation is $$z=(1/3)xyt+ C$$ however how can one solve ...
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1answer
14 views

Method of mirror charges applied to diffusion equation

The equation $\frac{\partial f}{\partial t} = \frac{\partial^2f}{\partial x^2}$ has the fundamental solution (in one dimension) $f(x,t) = \frac{1}{2\sqrt{t}}\exp (-x^2/4t)$ if there are no boundary ...
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1answer
23 views

First order linear pde

Let $xyu=C_{1}$ and $ x^{2}+ y^{2}-2u= C_{2}$, where $c_{1}$ and $c_{2}$ are arbitary constants be the first integrals of the pde $$ x(u+y^2)\frac{\partial u}{\partial x}- y (u+x^{2})\frac{\partial ...
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2answers
91 views

Find a solution that satisfies Laplace's equation in polar coordinates

How may I find a solution that solves Laplace's equation in polar coordinates, subject to the boundary conditions? In particular, I need to find one solution that satisfies $$\Delta u = 0,$$ subject ...
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1answer
39 views

Stuck trying to solve a PDE by method of characteristics

I've been trying to solve the inhomogeneous PDE IVP $u_t+c u_x = e^{2x}$; $u(x,0)=f(x)$, but got stuck. Would appreciate some help. Here's what I did by trying to use the method of characteristics: ...
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1answer
487 views

Show $\nabla^2g=-f$ almost everywhere

let a continuous function $f(x,y,z)$ be absolutely continuous over every bounded region and let it be in $L^1$ that is $\int_{-\infty}^{\infty} \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} ...
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1answer
16 views

Dealing with the logarithm of absolute value when solving $u_t+xu_x=1$ by method of characteristics

I was trying to come up with a solution to the PDE IVP problem $u_t + x u_x =1$, $u(x,0) = f(x)$. Here's how I went about it: We can the following relations by applying the Method of Characteristics: ...
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0answers
14 views

Help with integral from Boltzmann equation

I have a function $$g(x,v,t) = u(x,t)· v + θ(x,t)\frac{1}{2}(|v|^2 - 5)$$ where $g(x,v,t),\theta(x,t)$ are scalars and $u(x,t),v∈ \Bbb R^N$, $N=2,3$. I also have a matrix valued function $X=X(v)∈\Bbb ...
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1answer
27 views

Compute the characteristic strip and conoid solution of a geometric PDE

This is a problem from Fritz John's Partial Differential Equations, which I'm working through for self-study. Given a family of spheres of radius $1$ with centers in the $xy$-plane ...
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20 views

How to solve this mixed pde/finite-difference equation?

I have the following mixed pde/finite-difference equation for $f(t,x,y)$: $a x^2 f_{xx} + bxf_x + f_t - bxy + ce^{d\delta}-re^{-s\delta} = 0$ subject to $f(T,x,y)=0$, $x>0,\ t\geq 0,\ ...
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Eigenvectors of matrix equation $AX+XB^\text{T}=\lambda (CX+XD^\text{T})$

We have the matrix eigenvalue problem $$AX+XB^\text{T}=\lambda (CX+XD^\text{T})$$ Where $\lambda$ is the eigenvalue, $X$ is $m\times n$ and plays the role of the eigenvector, and $A$, $B$, $C$, and ...
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1answer
25 views

weak solution via Galerkin approximation

I am reading Evan's approach to Existence of weak solution via Galerkin method in some PDE notes. I have difficulty understand the following assumption i.e. Let "$\{w_k\}_{k=1}^\infty$ be an ...
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2answers
38 views

Solving inhomogeneous PDEs when you can't separate variables

$$4+U_y - U_{xy} =0, \quad U(x,0)=0, \quad U_y(0,y)=3y^2 .$$ Usually I can solve these kind of problems with separation of variables, so I tried $$ U=XY, \quad U_y=XY', \quad U_{xy}=X'Y' $$ $$ ...
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29 views

How can one tell if a PDE describes wave behaviour?

I have been looking at a lot of different non-linear PDEs which describe waves lately and have come to the realisation that I don't know what it is about these PDEs that make them behave like waves. ...
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2answers
73 views

Solution of partial differential equation

Solve the differential equation, $$ z=\frac{\partial z}{\partial x}x + \frac{\partial z}{\partial y}y+ (\frac{\partial z}{\partial x})^2 + \frac{\partial z}{\partial x}\frac{\partial z}{\partial y}+ ...
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1answer
37 views

Confusion with changing variables in second order DE

So in my physics assignment, we're given Schrodinger's equation: $$\frac{-\hbar^2}{2m}\frac{d^2\psi}{dx^2}+e\xi x\psi=E\psi$$ We're asked to substitute a function of the form $w(x)=Ax+B$ to arrive at ...
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0answers
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Hadamard counterexample Dirichlet-problem

Good afternoon, I try to understand the follwoing counterexample of Hadamard: The classical solution of $ \begin{cases} \Delta u = 0 ~~\text{ in }\Omega\\ u=g \text{ auf }~~ \partial \Omega ...
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363 views
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Change in neumann boundary conditions through coordinate transformation of elliptic PDE, weak formulation

The standard weak formulation of the Neumann problem for the Poisson equation is to find $u \in H^1 ( \Omega)$ such that for every $v \in H^1 ( \Omega)$: $$ \int_{\Omega} \nabla u \nabla v d x = ...
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21 views

Compact resolvent proof

I want to prove the following proposition: We consider the operator $$A=A_V=-\Delta+\frac{1}{4}|\nabla V|^2-\frac{1}{2}\Delta V$$(where $V$ is a polynomial) with domain ...
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$L^2$ and $C$ solutions of an initial-boundary value problem for 4$^th$ order equation

I study the initial-boundary value problem \begin{equation} \alpha^2\frac{\partial^4 w^0}{\partial x^4}+\frac{\partial^2 w^0}{\partial t^2}=P(t)\delta\left(x-\xi\right),~~ 0<x,\xi<1,~ t>0, ...
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Determine the equilibrium temprature [on hold]

By solving the heat equation determine the equilibrium temperature distribution for the circular ring $\theta\in[0,2\pi]$ by both (a) directly setting $u_t=0$, and finding the equilibrium solution, ...
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2answers
222 views

Why is the integral of $\|\nabla f\|^2$ called the energy of $f$?

Let $\Omega$ be a region in $\mathbb{R}^2$ with $f:\Omega \to \mathbb{R}$ a smooth function. Why is the quantity, $$ \tfrac{1}{2} \iint_{\Omega} \|\nabla f\|^2 $$ Called the "energy" of $f$? I am ...
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Method of characteristics - integral surface formation

On page 2 of this PDF from Standord, which describes the Method of Characteristics for first-order PDEs, it is written at the end of the page: "In doing so, we see that $z(x,t)$ is constant along ...
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1answer
18 views

Particular integral of PDE.

The PDE $$\frac{\partial ^{2}u}{\partial x^{2}}+2\frac{\partial^{2}u}{\partial x\partial y}+\frac{\partial^{2}u}{\partial y^{2}}=x$$ Has $1.$ Only one particular integral. $2.$ a particular integral ...
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Necessary condition for local existence of solution for system of two first order PDEs

Let $f,g$ be two smooth functions on $\mathbb{R}^2$ and $U,V$ be two smooth vector fields on $\mathbb{R}^2$. What is the sufficient condition for local existence of a solution $\phi$ of equations ...
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1answer
18 views

Nonlinear first order pde with both IC and BC

I am trying to solve the first order problem, namely: $$ \begin{cases} u_{t}+uu_{x} = 0, \hspace{0.5cm} x>0, t>0 \\ u(0,t)=t, \hspace{0.5cm} t>0 \\ u(x,0)=x^2, \hspace{0.5cm} x>0 ...
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1answer
35 views

Solution of a sublinear elliptic problem.

In a lecture notes, the author showed the problem $\tag{$P$}$ $\begin{cases} -\Delta u = |u|^{q-2}u \textrm{ in } \Omega, \\ u(x)= 0 \textrm{ in } \partial\Omega, \end{cases}$ where $\Omega ...
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2answers
77 views

Cauchy's problem. Equation of mathematical physics

$$U_{tt} = \Delta U + x^3 - 3xy^2$$ $$U|_{t=0} = e^x \cos y$$ $$U_t|_{t=0} = e^y \sin x$$ Help me, please, with solution of this equation. Can you prompt me algorithm to find the ...
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1answer
39 views

First eigenvalue of laplacian

I know the laplacian $\Delta$ has only positive eigenvalues, but why there is a first one? Assume $\Delta$ is acting on an appropriate set of real valued functions on the bounded domain $\Omega ...
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Is the derivative product rule true for Bochner spaces?

If $u\in L^{2}(0,T; L^{2}(\Sigma))$ with $u_{t}\in L^{2}(0,T; H^{-1}(\Sigma))$ and $v\in L^{2}(0,T; H^{1}_{0}(\Sigma))$ with $v_{t}\in L^{2}(0,T; L^{2}(\Sigma))$ is it true that $$ ...
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pde of probability density function [on hold]

I have a question about the time derivative of the probability density function, assuming a density function,$\rho(S,T|S_t,t)$, if I calculate the derivative with respect to T, that is the Fokker ...
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1answer
37 views

What does “loss of regularity” mean?

I have seen a lot the phrase "loss of regularity" in references regarding PDE. (For instance, there are questions like "do solutions of 3D Navier-Stokes equations lose regularity or not?") Could ...
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solution of the Heat equation on a closed manifold

Let $\rm(M,g_0)$ be a closed Riemannian manifold and let $(g(t),\phi(t))$ is the solution of the so-called List's flow, i.e. the following system of equations $$\left\{\begin{array}{11} ...
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1answer
56 views

Show that $\eta(z) \det P$ is a null Lagrangian

This is problem 8.7.4 from Evans' PDE book. Assume $\eta: \mathbb{R}^n \to \mathbb{R}$ is $C^1$. Show that $L(P,z,x) = \eta(z) \det P$ is a null Lagrangian. Here $P$ is a $n \times n$ matrix and $z ...
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1answer
26 views

Concerning the proof of regularity of the weak solution for the laplacian problem given in Brezis

I am reading Functional Analysis, Sobolev Spaces and Partial Differential Equations, by Haim brezis, and I am a bit confused about the proof. The theorem is stated as: Let $\Omega \subset ...
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33 views

Cauchy Problem for PDE $\frac{\partial u}{\partial t}+u\frac{\partial u}{\partial x}=0$

Consider the Cauchy Problem of finding $u(x,t)$ such that $$\frac{\partial u}{\partial t}+u\frac{\partial u}{\partial x}=0,x\in\mathbb{R},t>0$$ Which choices of the following functions of $u_{0}$ ...
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22 views

Solving large set of PDEs and verfication of solution

Please comment on solution of following system of PDEs, I have checked solution several times but could not find any error but there are problems when I proceed with solution obtained as below. I ...
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40 views

Differential Equation Simplification on American Put Option paper

I am currently reading An Exact and Explicit Solution for the Valuation of American Put Options by Song-Ping Zhu. It is written in the first line of equation (5) that $$-\frac{\partial V}{\partial ...
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34 views

How do I get these equations ($n$th-order deformation equation and its initial/boundary conditions)?

Earlier, I asked a question What does 'equating the like-power of $q$ ' mean? and I already got the answer about the meaning of a particular phrase in a certain context. However, my real question ...
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1answer
8 views

How to find spacial periodicity

I am struggling with the following question. Consider $$U(x,t)=2\cos\left(kx-\sqrt{\frac{a}{b}}k^2+(\Delta k)^2)t\right)\cos\left((\Delta k)(x-2\sqrt{\frac{a}{b}}kt\right)$$ and suppose that $\Delta ...
2
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2answers
109 views

In what conditions a weak solution is a classical solution?

I'm studying elliptic equations in divergence form $$-D_{j}(a_{ij}(x)D_{i}u) + c(x)u = f(x) \text { in a domain } \Omega \subset \mathbb{R}^{n}$$ I call a function $u \in H^{1}(\Omega)$ a weak ...