Partialdifferentialequation

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Inmathematics,apartialdifferentialequation(PDE)isa
differentialequationthatcontainsunknownmultivariablefunctions
andtheirpartialderivatives.(Thisisincontrasttoordinarydifferential
equations,whichdealwithfunctionsofasinglevariableandtheir
derivatives.)PDEsareusedtoformulateproblemsinvolving
functionsofseveralvariables,andareeithersolvedbyhand,orused
tocreatearelevantcomputermodel.
PDEscanbeusedtodescribeawidevarietyofphenomenasuchas
Avisualisationofasolutiontothe
sound,heat,electrostatics,electrodynamics,fluidflow,elasticity,or
heatequationonatwo
quantummechanics.Theseseeminglydistinctphysicalphenomena
dimensionalplane
canbeformalisedsimilarlyintermsofPDEs.Justasordinary
differentialequationsoftenmodelonedimensionaldynamical
systems,partialdifferentialequationsoftenmodelmultidimensionalsystems.PDEsfindtheirgeneralisation
instochasticpartialdifferentialequations.

Contents
1Introduction
2Existenceanduniqueness
3Notation
4Examples
4.1Heatequationinonespacedimension
4.2Waveequationinonespatialdimension
4.3Generalisedheatlikeequationinonespacedimension
4.4Sphericalwaves
4.5Laplaceequationintwodimensions
4.5.1Connectionwithholomorphicfunctions
4.5.2Atypicalboundaryvalueproblem
4.6EulerTricomiequation
4.7Advectionequation
4.8GinzburgLandauequation
4.9TheDymequation
4.10Initialboundaryvalueproblems
4.11Vibratingstring
4.11.1Vibratingmembrane
4.12Otherexamples
5Classification

5.1Equationsoffirstorder
5.2Equationsofsecondorder
5.3Systemsoffirstorderequationsandcharacteristicsurfaces
5.4Equationsofmixedtype
5.5InfiniteorderPDEsinquantummechanics
6AnalyticalmethodstosolvePDEs
6.1Separationofvariables
6.2Methodofcharacteristics
6.3Integraltransform
6.4Changeofvariables
6.5Fundamentalsolution
6.6Superpositionprinciple
6.7Methodsfornonlinearequations
6.8Liegroupmethod
6.9Semianalyticalmethods
7NumericalmethodstosolvePDEs
7.1Finiteelementmethod
7.2Finitedifferencemethod
7.3Finitevolumemethod
8Seealso
9References
10Externallinks

Introduction
Partialdifferentialequations(PDEs)areequationsthatinvolveratesofchangewithrespecttocontinuous
variables.Thepositionofarigidbodyisspecifiedbysixnumbers,buttheconfigurationofafluidisgiven
bythecontinuousdistributionofseveralparameters,suchasthetemperature,pressure,andsoforth.The
dynamicsfortherigidbodytakeplaceinafinitedimensionalconfigurationspacethedynamicsforthe
uidoccurinaninfinitedimensionalcongurationspace.ThisdistinctionusuallymakesPDEsmuch
hardertosolvethanordinarydifferentialequations(ODEs),buthereagaintherewillbesimplesolutions
forlinearproblems.ClassicdomainswherePDEsareusedincludeacoustics,fluidflow,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.Thesetwoexamplesillustratethatgeneralsolutionsofordinarydifferential
equations(ODEs)involvearbitraryconstants,butsolutionsofPDEsinvolvearbitraryfunctions.A
solutionofaPDEisgenerallynotuniqueadditionalconditionsmustgenerallybespecifiedonthe
boundaryoftheregionwherethesolutionisdefined.Forinstance,inthesimpleexampleabove,the
functionf(y)canbedeterminedifuisspecifiedonthelinex=0.

Existenceanduniqueness
Althoughtheissueofexistenceanduniquenessofsolutionsofordinarydifferentialequationshasavery
satisfactoryanswerwiththePicardLindelftheorem,thatisfarfromthecaseforpartialdifferential
equations.TheCauchyKowalevskitheoremstatesthattheCauchyproblemforanypartialdifferential
equationwhosecoefficientsareanalyticintheunknownfunctionanditsderivatives,hasalocallyunique
analyticsolution.Althoughthisresultmightappeartosettletheexistenceanduniquenessofsolutions,
thereareexamplesoflinearpartialdifferentialequationswhosecoefficientshavederivativesofallorders
(whichareneverthelessnotanalytic)butwhichhavenosolutionsatall:seeLewy(1957).Evenifthe
solutionofapartialdifferentialequationexistsandisunique,itmayneverthelesshaveundesirable
properties.Themathematicalstudyofthesequestionsisusuallyinthemorepowerfulcontextofweak
solutions.
AnexampleofpathologicalbehavioristhesequenceofCauchyproblems(dependinguponn)forthe
Laplaceequation

withboundaryconditions

wherenisaninteger.Thederivativeofuwithrespecttoyapproaches0uniformlyinxasnincreases,but
thesolutionis

Thissolutionapproachesinfinityifnxisnotanintegermultipleofforanynonzerovalueofy.The
CauchyproblemfortheLaplaceequationiscalledillposedornotwellposed,sincethesolutiondoesnot
dependcontinuouslyuponthedataoftheproblem.Suchillposedproblemsarenotusuallysatisfactoryfor
physicalapplications.

Notation
InPDEs,itiscommontodenotepartialderivativesusingsubscripts.Thatis:

Especiallyinphysics,del()isoftenusedforspatialderivatives,and
example,thewaveequation(describedbelow)canbewrittenas

fortimederivatives.For

or

whereistheLaplaceoperator.

Examples
Heatequationinonespacedimension
Theequationforconductionofheatinonedimensionforahomogeneousbodyhas

whereu(t,x)istemperature,andisapositiveconstantthatdescribestherateofdiffusion.TheCauchy
problemforthisequationconsistsinspecifyingu(0,x)=f(x),wheref(x)isanarbitraryfunction.

Generalsolutionsoftheheatequationcanbefoundbythemethodofseparationofvariables.Some
examplesappearintheheatequationarticle.TheyareexamplesofFourierseriesforperiodicfandFourier
transformsfornonperiodicf.UsingtheFouriertransform,ageneralsolutionoftheheatequationhasthe
form

whereFisanarbitraryfunction.Tosatisfytheinitialcondition,FisgivenbytheFouriertransformoff,
thatis

Iffrepresentsaverysmallbutintensesourceofheat,thentheprecedingintegralcanbeapproximatedby
thedeltadistribution,multipliedbythestrengthofthesource.Forasourcewhosestrengthisnormalizedto
1,theresultis

andtheresultingsolutionoftheheatequationis

ThisisaGaussianintegral.Itmaybeevaluatedtoobtain

Thisresultcorrespondstothenormalprobabilitydensityforxwithmean0andvariance2t.Theheat
equationandsimilardiffusionequationsareusefultoolstostudyrandomphenomena.

Waveequationinonespatialdimension
Thewaveequationisanequationforanunknownfunctionu(t,x)oftheform

Hereumightdescribethedisplacementofastretchedstringfromequilibrium,orthedifferenceinair
pressureinatube,orthemagnitudeofanelectromagneticfieldinatube,andcisanumberthat
correspondstothevelocityofthewave.TheCauchyproblemforthisequationconsistsinprescribingthe
initialdisplacementandvelocityofastringorothermedium:

wherefandgarearbitrarygivenfunctions.Thesolutionofthisproblemisgivenbyd'Alembert'sformula:

Thisformulaimpliesthatthesolutionat(t,x)dependsonlyuponthedataonthesegmentoftheinitialline
thatiscutoutbythecharacteristiccurves

thataredrawnbackwardsfromthatpoint.Thesecurvescorrespondtosignalsthatpropagatewithvelocity
cforwardandbackward.Conversely,theinfluenceofthedataatanygivenpointontheinitialline
propagateswiththefinitevelocityc:thereisnoeffectoutsideatrianglethroughthatpointwhosesidesare
characteristiccurves.Thisbehaviorisverydifferentfromthesolutionfortheheatequation,wherethe
effectofapointsourceappears(withsmallamplitude)instantaneouslyateverypointinspace.The
solutiongivenaboveisalsovalidift<0,andtheexplicitformulashowsthatthesolutiondepends
smoothlyuponthedata:boththeforwardandbackwardCauchyproblemsforthewaveequationarewell
posed.

Generalisedheatlikeequationinonespacedimension
Whereheatlikeequationmeansequationsoftheform:

where
form

isaSturmLiouvilleoperator(Howeveritshouldbenotedthisoperatormayinfactbeofthe

wherew(x)istheweightingfunctionwithrespecttowhichtheeigenfunctionsof
xcoordinate.Subjecttotheboundaryconditions:

Then:
If:

where

areorthogonal)inthe

Sphericalwaves
Sphericalwavesarewaveswhoseamplitudedependsonlyupontheradialdistancerfromacentralpoint
source.Forsuchwaves,thethreedimensionalwaveequationtakestheform

Thisisequivalentto

andhencethequantityrusatisfiestheonedimensionalwaveequation.Thereforeageneralsolutionfor
sphericalwaveshastheform

whereFandGarecompletelyarbitraryfunctions.Radiationfromanantennacorrespondstothecase
whereGisidenticallyzero.Thusthewaveformtransmittedfromanantennahasnodistortionintime:the
onlydistortingfactoris1/r.Thisfeatureofundistortedpropagationofwavesisnotpresentiftherearetwo
spatialdimensions.

Laplaceequationintwodimensions
TheLaplaceequationforanunknownfunctionoftwovariableshastheform

SolutionsofLaplace'sequationarecalledharmonicfunctions.
Connectionwithholomorphicfunctions
SolutionsoftheLaplaceequationintwodimensionsareintimatelyconnectedwithanalyticfunctionsofa
complexvariable(a.k.a.holomorphicfunctions):therealandimaginarypartsofanyanalyticfunctionare
conjugateharmonicfunctions:theybothsatisfytheLaplaceequation,andtheirgradientsareorthogonal.
Iff=u+iv,thentheCauchyRiemannequationsstatethat

anditfollowsthat

Conversely,givenanyharmonicfunctionintwodimensions,itistherealpartofananalyticfunction,at
leastlocally.DetailsaregiveninLaplaceequation.

Atypicalboundaryvalueproblem
AtypicalproblemforLaplace'sequationistofindasolutionthatsatisfiesarbitraryvaluesontheboundary
ofadomain.Forexample,wemayseekaharmonicfunctionthattakesonthevaluesu()onacircleof
radiusone.ThesolutionwasgivenbyPoisson:

Petrovsky(1967,p.248)showshowthisformulacanbeobtainedbysummingaFourierseriesfor.Ifr<
1,thederivativesofmaybecomputedbydifferentiatingundertheintegralsign,andonecanverifythat
isanalytic,evenifuiscontinuousbutnotnecessarilydifferentiable.Thisbehavioristypicalforsolutions
ofellipticpartialdifferentialequations:thesolutionsmaybemuchmoresmooththantheboundarydata.
Thisisincontrasttosolutionsofthewaveequation,andmoregeneralhyperbolicpartialdifferential
equations,whichtypicallyhavenomorederivativesthanthedata.

EulerTricomiequation
TheEulerTricomiequationisusedintheinvestigationoftransonicflow.

Advectionequation
Theadvectionequationdescribesthetransportofaconservedscalarinavelocityfieldu=(u,v,w).Itis:

Ifthevelocityfieldissolenoidal(thatis,u=0),thentheequationmaybesimplifiedto

Intheonedimensionalcasewhereuisnotconstantandisequalto,theequationisreferredtoas
Burgers'equation.

GinzburgLandauequation
TheGinzburgLandauequationisusedinmodellingsuperconductivity.Itis

wherep,qCandRareconstantsandiistheimaginaryunit.

TheDymequation
TheDymequationisnamedforHarryDymandoccursinthestudyofsolitons.Itis

Initialboundaryvalueproblems
Manyproblemsofmathematicalphysicsareformulatedasinitialboundaryvalueproblems.

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

aswellastheinitialconditions

Themethodofseparationofvariablesforthewaveequation

leadstosolutionsoftheform

where

wheretheconstantkmustbedetermined.TheboundaryconditionsthenimplythatXisamultipleofsin
kx,andkmusthavetheform

wherenisaninteger.Eachterminthesumcorrespondstoamodeofvibrationofthestring.Themode
withn=1iscalledthefundamentalmode,andthefrequenciesoftheothermodesareallmultiplesofthis
frequency.Theyformtheovertoneseriesofthestring,andtheyarethebasisformusicalacoustics.The
initialconditionsmaythenbesatisfiedbyrepresentingfandgasinfinitesumsofthesemodes.Wind
instrumentstypicallycorrespondtovibrationsofanaircolumnwithoneendopenandoneendclosed.The
correspondingboundaryconditionsare

Themethodofseparationofvariablescanalsobeappliedinthiscase,anditleadstoaseriesofodd
overtones.
ThegeneralproblemofthistypeissolvedinSturmLiouvilletheory.
Vibratingmembrane

IfamembraneisstretchedoveracurveCthatformstheboundaryofadomainDintheplane,its
vibrationsaregovernedbythewaveequation

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

whichinturnmustsatisfy

ThelatterequationiscalledtheHelmholtzEquation.Theconstantkmustbedeterminedtoallowanon
trivialvtosatisfytheboundaryconditiononC.Suchvaluesofk2 arecalledtheeigenvaluesofthe
LaplacianinD,andtheassociatedsolutionsaretheeigenfunctionsoftheLaplacianinD.TheSturm
Liouvilletheorymaybeextendedtothisellipticeigenvalueproblem(Jost,2002).

Otherexamples
TheSchrdingerequationisaPDEattheheartofnonrelativisticquantummechanics.IntheWKB
approximationitistheHamiltonJacobiequation.
ExceptfortheDymequationandtheGinzburgLandauequation,theaboveequationsarelinearinthe
sensethattheycanbewrittenintheformAu=fforagivenlinearoperatorAandagivenfunctionf.Other
importantnonlinearequationsincludetheNavierStokesequationsdescribingtheflowoffluids,and
Einstein'sfieldequationsofgeneralrelativity.
Alsoseethelistofnonlinearpartialdifferentialequations.

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

Equationsoffirstorder
Equationsofsecondorder
Assuming

,thegeneralsecondorderPDEintwoindependentvariableshastheform

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

Moreprecisely,replacingxbyX,andlikewiseforothervariables(formallythisisdonebyaFourier
transform),convertsaconstantcoefficientPDEintoapolynomialofthesamedegree,withthetopdegree
(ahomogeneouspolynomial,hereaquadraticform)beingmostsignificantfortheclassification.
Justasoneclassifiesconicsectionsandquadraticformsintoparabolic,hyperbolic,andellipticbasedon
thediscriminant
,thesamecanbedoneforasecondorderPDEatagivenpoint.However,
thediscriminantinaPDEisgivenby
duetotheconventionofthexytermbeing2Brather
thanBformally,thediscriminant(oftheassociatedquadraticform)is
withthefactorof4droppedforsimplicity.
1.

:solutionsofellipticPDEsareassmoothasthecoefficientsallow,withinthe
interioroftheregionwheretheequationandsolutionsaredefined.Forexample,solutionsof
Laplace'sequationareanalyticwithinthedomainwheretheyaredefined,butsolutionsmayassume
boundaryvaluesthatarenotsmooth.Themotionofafluidatsubsonicspeedscanbeapproximated
withellipticPDEs,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:Thereismorethanonepositiveeigenvalueandmorethanonenegativeeigenvalue,
andtherearenozeroeigenvalues.Thereisonlylimitedtheoryforultrahyperbolicequations

(CourantandHilbert,1962).

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

wherethecoefficientmatricesAandthevectorBmaydependuponxandu.IfahypersurfaceSisgiven
intheimplicitform

wherehasanonzerogradient,thenSisacharacteristicsurfacefortheoperatorLatagivenpointif
thecharacteristicformvanishes:

Thegeometricinterpretationofthisconditionisasfollows:ifdataforuareprescribedonthesurfaceS,
thenitmaybepossibletodeterminethenormalderivativeofuonSfromthedifferentialequation.Ifthe
dataonSandthedifferentialequationdeterminethenormalderivativeofuonS,thenSisnon
characteristic.IfthedataonSandthedifferentialequationdonotdeterminethenormalderivativeofuon
S,thenthesurfaceischaracteristic,andthedifferentialequationrestrictsthedataonS:thedifferential
equationisinternaltoS.
1. AfirstordersystemLu=0isellipticifnosurfaceischaracteristicforL:thevaluesofuonSandthe
differentialequationalwaysdeterminethenormalderivativeofuonS.
2. AfirstordersystemishyperbolicatapointifthereisaspacelikesurfaceSwithnormalatthat
point.Thismeansthat,givenanynontrivialvectororthogonalto,andascalarmultiplier,the
equation

hasmrealroots1 ,2 ,...,m.Thesystemisstrictlyhyperboliciftheserootsarealwaysdistinct.The
geometricalinterpretationofthisconditionisasfollows:thecharacteristicformQ()=0definesacone
(thenormalcone)withhomogeneouscoordinates.Inthehyperboliccase,thisconehasmsheets,andthe
axis=runsinsidethesesheets:itdoesnotintersectanyofthem.Butwhendisplacedfromtheorigin
by,thisaxisintersectseverysheet.Intheellipticcase,thenormalconehasnorealsheets.

Equationsofmixedtype
IfaPDEhascoefficientsthatarenotconstant,itispossiblethatitwillnotbelongtoanyofthesecategories
butratherbeofmixedtype.AsimplebutimportantexampleistheEulerTricomiequation

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

InfiniteorderPDEsinquantummechanics
WeylquantizationinphasespaceleadstoquantumHamilton'sequationsfortrajectoriesofquantum
particles.ThoseequationsareinfiniteorderPDEs.However,inthesemiclassicalexpansiononehasa
finitesystemofODEsatanyfixedorderof .TheequationofevolutionoftheWignerfunctionisinfinite
orderPDEalso.Thequantumtrajectoriesarequantumcharacteristicswiththeuseofwhichonecan
calculatetheevolutionoftheWignerfunction.

AnalyticalmethodstosolvePDEs
Separationofvariables
LinearPDEscanbereducedtosystemsofordinarydifferentialequationsbytheimportanttechniqueof
separationofvariables.Thelogicofthistechniquemaybeconfusinguponrstacquaintance,butitrests
ontheuniquenessofsolutionstodifferentialequations:aswithODEs,ifonecanndanysolutionthat
solvestheequationandsatisestheboundaryconditions,thenitisthesolution.Weassumeasanansatz
thatthedependenceofthesolutiononspaceandtimecanbewrittenasaproductoftermsthateach
dependonasinglecoordinate,andthenseeifandhowthiscanbemadetosolvetheproblem.
Inthemethodofseparationofvariables,onereducesaPDEtoaPDEinfewervariables,whichisan
ODEifinonevariabletheseareinturneasiertosolve.
ThisispossibleforsimplePDEs,whicharecalledseparablepartialdifferentialequations,andthedomain
isgenerallyarectangle(aproductofintervals).SeparablePDEscorrespondtodiagonalmatrices
thinkingof"thevalueforfixedx"asacoordinate,eachcoordinatecanbeunderstoodseparately.
Thisgeneralizestothemethodofcharacteristics,andisalsousedinintegraltransforms.

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

Integraltransform
AnintegraltransformmaytransformthePDEtoasimplerone,inparticularaseparablePDE.This
correspondstodiagonalizinganoperator.
AnimportantexampleofthisisFourieranalysis,whichdiagonalizestheheatequationusingtheeigenbasis
ofsinusoidalwaves.

Ifthedomainisfiniteorperiodic,aninfinitesumofsolutionssuchasaFourierseriesisappropriate,butan
integralofsolutionssuchasaFourierintegralisgenerallyrequiredforinfinitedomains.Thesolutionfora
pointsourcefortheheatequationgivenaboveisanexampleforuseofaFourierintegral.

Changeofvariables
OftenaPDEcanbereducedtoasimplerformwithaknownsolutionbyasuitablechangeofvariables.
ForexampletheBlackScholesPDE

isreducibletotheheatequation

bythechangeofvariables(forcompletedetailsseeSolutionoftheBlackScholesEquation
(https://web.archive.org/web/20080411030405/http://www.math.unl.edu/~sdunbar1/Teaching/Mathematic
alFinance/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,existenceanduniquenessresults
(suchastheCauchyKowalevskitheorem)areoftenpossible,asareproofsofimportantqualitativeand
quantitativepropertiesofsolutions(gettingtheseresultsisamajorpartofanalysis).Computationalsolution
tothenonlinearPDEs,thesplitstepmethod,existforspecificequationslikenonlinearSchrdinger
equation.
Nevertheless,sometechniquescanbeusedforseveraltypesofequations.Thehprincipleisthemost
powerfulmethodtosolveunderdeterminedequations.TheRiquierJanettheoryisaneffectivemethodfor
obtaininginformationaboutmanyanalyticoverdeterminedsystems.
Themethodofcharacteristics(similaritytransformationmethod)canbeusedinsomeveryspecialcasesto
solvepartialdifferentialequations.
Insomecases,aPDEcanbesolvedviaperturbationanalysisinwhichthesolutionisconsideredtobea
correctiontoanequationwithaknownsolution.Alternativesarenumericalanalysistechniquesfrom
simplefinitedifferenceschemestothemorematuremultigridandfiniteelementmethods.Manyinteresting
problemsinscienceandengineeringaresolvedinthiswayusingcomputers,sometimeshighperformance
supercomputers.

Liegroupmethod
From1870SophusLie'sworkputthetheoryofdifferentialequationsonamoresatisfactoryfoundation.
Heshowedthattheintegrationtheoriesoftheoldermathematicianscan,bytheintroductionofwhatare
nowcalledLiegroups,bereferredtoacommonsourceandthatordinarydifferentialequationswhich
admitthesameinfinitesimaltransformationspresentcomparabledifficultiesofintegration.Healso
emphasizedthesubjectoftransformationsofcontact.
AgeneralapproachtosolvePDE'susesthesymmetrypropertyofdifferentialequations,thecontinuous
infinitesimaltransformationsofsolutionstosolutions(Lietheory).Continuousgrouptheory,Liealgebras
anddifferentialgeometryareusedtounderstandthestructureoflinearandnonlinearpartialdifferential
equationsforgeneratingintegrableequations,tofinditsLaxpairs,recursionoperators,Bcklundtransform
andfinallyfindingexactanalyticsolutionstothePDE.
Symmetrymethodshavebeenrecognizedtostudydifferentialequationsarisinginmathematics,physics,
engineering,andmanyotherdisciplines.

Semianalyticalmethods
Theadomiandecompositionmethod,theLyapunovartificialsmallparametermethod,andHe'shomotopy
perturbationmethodareallspecialcasesofthemoregeneralhomotopyanalysismethod.Theseareseries
expansionmethods,andexceptfortheLyapunovmethod,areindependentofsmallphysicalparametersas
comparedtothewellknownperturbationtheory,thusgivingthesemethodsgreaterflexibilityandsolution
generality.

NumericalmethodstosolvePDEs
ThethreemostwidelyusednumericalmethodstosolvePDEsarethefiniteelementmethod(FEM),finite
volumemethods(FVM)andfinitedifferencemethods(FDM).TheFEMhasaprominentpositionamong
thesemethodsandespeciallyitsexceptionallyefficienthigherorderversionhpFEM.Otherversionsof
FEMincludethegeneralizedfiniteelementmethod(GFEM),extendedfiniteelementmethod(XFEM),

spectralfiniteelementmethod(SFEM),meshfreefiniteelementmethod,discontinuousGalerkinfinite
elementmethod(DGFEM),ElementFreeGalerkinMethod(EFGM),InterpolatingElementFreeGalerkin
Method(IEFGM),etc.

Finiteelementmethod
Thefiniteelementmethod(FEM)(itspracticalapplicationoftenknownasfiniteelementanalysis(FEA))is
anumericaltechniqueforfindingapproximatesolutionsofpartialdifferentialequations(PDE)aswellas
ofintegralequations.Thesolutionapproachisbasedeitheroneliminatingthedifferentialequation
completely(steadystateproblems),orrenderingthePDEintoanapproximatingsystemofordinary
differentialequations,whicharethennumericallyintegratedusingstandardtechniquessuchasEuler's
method,RungeKutta,etc.

Finitedifferencemethod
Finitedifferencemethodsarenumericalmethodsforapproximatingthesolutionstodifferentialequations
usingfinitedifferenceequationstoapproximatederivatives.

Finitevolumemethod
Similartothefinitedifferencemethodorfiniteelementmethod,valuesarecalculatedatdiscreteplaceson
ameshedgeometry."Finitevolume"referstothesmallvolumesurroundingeachnodepointonamesh.In
thefinitevolumemethod,surfaceintegralsinapartialdifferentialequationthatcontainadivergenceterm
areconvertedtovolumeintegrals,usingtheDivergencetheorem.Thesetermsarethenevaluatedasfluxes
atthesurfacesofeachfinitevolume.Becausethefluxenteringagivenvolumeisidenticaltothatleaving
theadjacentvolume,thesemethodsareconservative.

Seealso
Boundaryvalueproblem
Differenceequation
Dirichletboundarycondition
Jetbundle
Laplacetransformappliedtodifferentialequations
Listofdynamicalsystemsanddifferentialequationstopics
Matrixdifferentialequation
Neumannboundarycondition
Numericalpartialdifferentialequations
Ordinarydifferentialequation
Partialdifferentialalgebraicequation
Robinboundarycondition
Separationofvariables
Stochasticpartialdifferentialequations
Stochasticprocessesandboundaryvalueproblems

Waves

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