PDEs - Slides

Part I 20401 Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs
Part I
20401
Tony Shardlow
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Outline
Part I 20401
Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs
2
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Outline
Partial derivatives Notation Examples Three famous PDEs Basics Well posedness Linearity Classifying PDEs
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Notation for partial derivatives

A function u(t, x) of variables t, x has partial derivatives u , t also denoted u = ut t u x u = ux . x
For example, u(t, x) = x 3 t 2 then ut = 2tx 3 , ux = 3x 2 t 2 .
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Notation for partial derivatives

A function u(t, x) of variables t, x has partial derivatives u , t also denoted u = ut t u x u = ux . x
For example, u(t, x) = x 3 t 2 then ut = 2tx 3 , ux = 3x 2 t 2 .
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Higher order derivatives

We also need higher order partial derivatives. As ut = 2tx 3 and ux = 3x 2 t 2 , utt = 2x 3 , utx = 6tx 2 , uxx = 6 x t 2 .
HOMEWORK You can now try Problem 1
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Higher order derivatives

We also need higher order partial derivatives. As ut = 2tx 3 and ux = 3x 2 t 2 , utt = 2x 3 , utx = 6tx 2 , uxx = 6 x t 2 .
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Show that utxtxt = 0,

where u(t, x) = x 2 t 2 + A(t) + B(x) and A(t) be B(x) denote some dierentiable functions. ut (t, x) = 2x 2 t + A (t) utx = 4xt Two specic dierentiations kill the two functions. utxtx = 4 utxtxt = 0.
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Show that ut = 1 uxx 4

Let u(t, x) = t 1/2 e x
2 /t
1 2 1 2 1 ut = t 3/2 e x t + x 2 t 5/2 e x t 2 ux = 2xt 3/2 e x uxx = 2t 3/2 e x Thus

2 t 1 2 t 1
+ 4x 2 t 5/2 e x
2 t 1
1 ut uxx = 0 4 This is called the heat equation and is one of the most important PDEs.
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Let u(t, x) = t 1/2 e x
2 /t

2 t 1 2 t 1
+ 4x 2 t 5/2 e x
2 t 1
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Let u(t, x) = t 1/2 e x
2 /t

2 t 1 2 t 1
+ 4x 2 t 5/2 e x
2 t 1
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Let u(t, x) = t 1/2 e x
2 /t

2 t 1 2 t 1
+ 4x 2 t 5/2 e x
2 t 1
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Outline
Part I 20401
Partial derivatives Three famous PDEs Laplaces equation Heat equation Wave equation Basics Well posedness Linearity Classifying PDEs
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2
The three famous PDEs

We introduce the three classical second order PDEs Heat equation model of heat diusion in space and time. Laplaces equation model of steady heat distribution (no time dependence) Wave equation model of wave motion in space and time.
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Laplaces Equation
In two dimensions,
2u 2u + =0 x 2 y 2
uxx + uyy = 0 Also writen In three dimensions, 2u 2u 2u + + 2 =0 x 2 y 2 z Also written uxx + uyy + uzz = 0
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Laplaces Equation
In two dimensions,
2u 2u + =0 x 2 y 2
Also writen uxx + uyy = 0 In three dimensions, 2u 2u 2u + + 2 =0 x 2 y 2 z Also written uxx + uyy + uzz = 0
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Laplaces Equation
In two dimensions,
2u 2u + =0 x 2 y 2
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Laplaces Equation
In two dimensions,
2u 2u + =0 x 2 y 2
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Show u = 1/r is a soln of Laplaces eqn in R3

where r = (x 2 + y 2 + z 2 )1/2 . Then ux = x(x 2 + y 2 + z 2 )3/2 and uxx = (x 2 + y 2 + z 2 )3/2 + 3x 2 (x 2 + y 2 + z 2 )5/2
uyy uzz Thus
= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2
uxx + uyy + uzz = 0 and u satises Laplaces equation in three dimensions.

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uyy uzz Thus
= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

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uyy uzz Thus
= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

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uyy uzz Thus
= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

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Soln of Laplaces eqn in 2d

Let r = (x 2 + y 2 )1/2 and u(x, y ) = ux = 1 ln(x 2 + y 2 ) = ln(r ). 2 x(x 2 + y 2 )1
uxx = uyy = Thus we have that
(x 2 + y 2 )1 2x 2 (x 2 + y 2 )2 (x 2 + y 2 )1 2y 2 (x 2 + y 2 )2
uxx + uyy = 0 hence u(x, y ) = ln r satises Laplaces equation in two dimensions.

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(x 2 + y 2 )1 2x 2 (x 2 + y 2 )2 (x 2 + y 2 )1 2y 2 (x 2 + y 2 )2

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(x 2 + y 2 )1 2x 2 (x 2 + y 2 )2 (x 2 + y 2 )1 2y 2 (x 2 + y 2 )2

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with a typical solution ...

potential solution and grid 1 1 0.8 0.6 0.4 0 1 0.5 0 0 1 0.5 0 0 0.5 1 0.2 potential solution contours
0.5
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The Heat Equation

For a parameter > 0, u 2u 2 = 0 t x ut uxx = 0
In one dimension, we saw example solution u(t, x) = In two dimensions, u 2u 2u ( 2 + 2 ) = 0 t x y with example soln u(t, x) = 1 t 3/2 e (x
2 +y 2 )/4t
1 x 2 /4t e t 1/2
ut (uxx + uyy ) = 0
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The Heat Equation

For a parameter > 0, u 2u 2 = 0 t x ut uxx = 0
In one dimension, we saw example solution u(t, x) = In two dimensions, u 2u 2u ( 2 + 2 ) = 0 t x y with example soln u(t, x) = 1 t 3/2 e (x
2 +y 2 )/4t
1 x 2 /4t e t 1/2
ut (uxx + uyy ) = 0
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The Wave Equation

In one spatial dimension, 2u 2u c 2 2 = 0 t 2 x In two spatial dimensions, 2u 2u 2u c 2 ( 2 + 2 ) = 0 t 2 x y utt c 2 (uxx + uyy ) = 0 utt c 2 uxx = 0
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The Wave Equation

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The Wave Equation

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For c > 0, u(t, x) = A(x ct) is a soln of wave eqn

Then u(t, x) = A(y ) with y = x ct so ut ux = A y = cA (x ct), utt = c 2 A (x ct) y t = A (x ct), uxx = A (x ct)
Thus u satises the utt c 2 uxx = 0, and also uni-directional wave equation ut + cux = 0,
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Outline
Part I 20401
Partial derivatives Three famous PDEs Basics PDE and order Examples Problem 2a Well posedness Linearity Classifying PDEs
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2
PDE and order

Denition (PDE) A PDE is a relationship of the form F (u, t, x, y , . . . , ut , ux , uy , . . . , utt , utx , uty , . . .) = 0 where u is the solution and is a function of the independent variables t, x, y , z, ... Denition (order) The order of the PDE is the highest degree of dierentiation that appears in the equation.
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PDE and order

Denition (PDE) A PDE is a relationship of the form F (u, t, x, y , . . . , ut , ux , uy , . . . , utt , utx , uty , . . .) = 0 where u is the solution and is a function of the independent variables t, x, y , z, ... Denition (order) The order of the PDE is the highest degree of dierentiation that appears in the equation.
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Find the order of

Part I 20401 Partial derivatives Three famous PDEs Basics 3 Well posedness Linearity Classifying PDEs 1
1 2 ux ut 2 ux = e u
order 1
2
uxy + uxxyy = 0 order 4 ux uy utxy + uxx uyy = 0 order 3 HOMEWORK You can now try Problem 24
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Find the order of

order 1
2
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Find the order of

order 1
2
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Find the order of

order 1
2
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Find the order of

order 1
2
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Find the order of

order 1
2
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Find the order of

order 1
2
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Find the order of

order 1
2
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Problem 2a: Find a PDE for u(t, x) = A(x + ct) + B(x ct),
where c is a constant and A(y ), B(y ) are given functions. u(t, x) = A(x + ct) + B(x ct) Then ut = cA (x + ct) cB (x ct), and utt = c 2 A (x+ct)+c 2 B (xct), uxx = A (x+ct)+B (xct) ux = A (x + ct) + B (x ct)
Hence we have the second order PDE utt = c 2 uxx .

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Problem 3a: determine A, B using u(0, x) = f0 (X ).

We have u(t, x) = A(x + ct) + B(x ct). For t = 0, u(0, x) = A(x) + B(x) Then U(0, x) = f0 (x) implies that A(x) + B(x) = f0 (x). There are solutions, for example A(x) = B(x) = f0 (x)/2 but the soln is NOT unique.
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Outline
Part I 20401
Partial derivatives Three famous PDEs Basics Well posedness An ODE Initial conditions for a PDE Boundary conditions for a PDE Denition Linearity Classifying PDEs
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2
Well posedness
When does a PDE have a solution? When is that solution unique? When is it a good model? ODE Find u(t) such that du = 2t dt General solution is u(t) = t2 + C ,
where C is the constant of integration . For unique solution, Initial value problem for ODE du = 2t, dt u(0) = u0 .
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The u0 is can be found from C , so that u(t) = t 2 + u0 .
Well posedness
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Well posedness
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Well posedness
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Well posedness
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Initial conditions for a PDE

Part I 20401
Now consider the PDE: nd u(t, x) such that ut = 2t
Integrating gives the solution u = t 2 + A(x) where A(x) is the function of integration. For a unique solution, we specify initial condition Initial value problem ut = 2t u(0, x) = f (x) where f (x) is a given function. The solution is u(t, x) = t 2 + f (x). ()
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Boundary conditions for a PDE

Often we consider u(t, x) for x restricted to some set , known as the domain. e.g., ut = uxx , (t, x) [0, T ] [0, 1].
When has a boundary, we need boundary conditions for uniqueness. u(t, 0) = g0 (t) u(t, 1) = g1 (t) for all t > 0
where g0 (t) and g1 (t) are given functions.
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A PDE is an equation in the derivatives of u

and to be well posed need some initial conditions If u depends on time, an initial conditions is u(t, x) = f (x), or/and boundary conditions When u depends on x , condition on u at the boundary, e.g. the Dirichlet condition is u(t, x) = g (x), x on boundary of t=0
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Example: wave equation

Find u(t, x) such that utt c 2 uxx = 0 with (x, t) (0, 1) [0, T ].
Two initial conditions are needed because of second derivative with respect to t: The following is well posed. utt c 2 uxx = 0 in (0, 1) [0, T ] u(0, x) = f1 (x) ; ut (0, x) = f2 (x) for all x (0, 1) u(t, 0) = g0 (t) ; u(t, 1) = g1 (t) for all t > 0
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Example: wave equation

Find u(t, x) such that utt c 2 uxx = 0 with (x, t) (0, 1) [0, T ].
Two initial conditions are needed because of second derivative with respect to t: The following is well posed. utt c 2 uxx = 0 in (0, 1) [0, T ] u(0, x) = f1 (x) ; ut (0, x) = f2 (x) for all x (0, 1) u(t, 0) = g0 (t) ; u(t, 1) = g1 (t) for all t > 0
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Laplaces equation on
Part I 20401 Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs 1
Find u(x, y ) such that uxx + uyy = 0, (x, y ) (0, 1) (0, 1) .
For a unique solution, we need a boundary condition on = {(0, 1) 0} {(0, 1) 1} {0 (0, 1)} {1 (0, 1)}.
For a Dirichlet boundary condition we specify u( x) = gD ( x) for all x .
For a Neumann boundary condition we specify the (outward) normal derivative of the function value:
u n ( x)
= gN ( x) for all x .
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Wave equation on
Finally consider the heat equation in R2 : nd u(t, x, y ) such that utt (uxx + uyy ) = 0, (t, x) [0, T ] .
For a unique solution, we need an initial condition and a Dirichlet or a Neumann boundary condition on .
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Denition
Here is the denition that we have all been waiting for ... Denition (well posed) A PDE problem is well posed if existence there exists a solution uniqueness the solution is unique stability the solution depends continuously on the data (initial and boundary conditions). Denition (ill posed) If a problem is not well posed, we say it is ill posed.
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Denition
Here is the denition that we have all been waiting for ... Denition (well posed) A PDE problem is well posed if existence there exists a solution uniqueness the solution is unique stability the solution depends continuously on the data (initial and boundary conditions). Denition (ill posed) If a problem is not well posed, we say it is ill posed.
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Example of ill posed problems

Even with initial and boundary conditions, some PDEs are ill posed. backward heat equation Find u(t, x) such that ut +uxx = 0, for all x R, together with the initial data u(0, x) = 0. This problem has the unique solution, u(t, x) = 0. However it is ill posed, because small changes in the initial data give large changes in the solution HOMEWORK You can now try Problem 56
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u(t, x) = e t/ cos(x/ ) is a soln of backward heat eqn

where
is parameter. Then ut = (1/ 2 )e t/ cos(x/ ) = u/

2
and ux = (1/ )e t/ sin(x/ ) uxx = (1/ 2 )e t/ cos(x/ ) = u/ 2 . Hence, ut = uxx .

2 2
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u(t, x) = e t/ cos(x/ ) is a soln of backward heat eqn

where
is parameter. Then ut = (1/ 2 )e t/ cos(x/ ) = u/

2
and ux = (1/ )e t/ sin(x/ ) uxx = (1/ 2 )e t/ cos(x/ ) = u/ 2 . Hence, ut = uxx .

2 2
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Backward heat equation is ill posed

We have show that u(t, x) = e t/ cos(x/ ) is a soln of the backward heat equation ut = uxx . Note that if is tiny, then the intial data u(0, x) = cos(x/ ) is close to the zero initial data. But t/
2 2
is large so that
u(t, x) = e t/ cos(x/ ) is large for any t > 0. 2 We have used the fact that if t > 0 then e t/ as
0.
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2 2
is large so that
0.
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2 2
is large so that
0.
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Outline
Part I 20401
Partial derivatives Three famous PDEs Basics Well posedness Linearity Linear BVP Heat equation Superposition Classifying PDEs
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2
Linearity
The heat equation ut = uxx is an example of a linear PDE and these have many special properties. To test linearity, we express the PDE and any boundary conditions as L(u) = f where L is a dierential operator, u(t, x) is the solution with x Rd (typically the spatial dimension d = 1, 2, or 3) and f (t, x), is the right hand side. For heat equation ut = uxx , L(u) = ut uxx
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Linearity
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Linearity
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Denition (linear operator) The operator L is linear if for any two functions u and v and any R,
1 2
L(u + v ) = L(u) + L(v ); L(u) = L(u).
We show the heat equation operator L(u) = ut uxx is linear.
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Show heat equation operator is linear

L(u + v ) = (u + v )t (u + v )xx = (ut + vt ) (uxx + vxx ) = (ut uxx ) + (vt vxx ) = L(u) + L(v )
L(u) = (u)t (u)xx = ut uxx = (ut uxx ) = L(u)

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Show heat equation operator is linear

L(u + v ) = (u + v )t (u + v )xx = (ut + vt ) (uxx + vxx ) = (ut uxx ) + (vt vxx ) = L(u) + L(v )
L(u) = (u)t (u)xx = ut uxx = (ut uxx ) = L(u)

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Linear BVP
We assume the boundary conditions are linear. For example,

1 2 3
u(x, 0) = f (x) initial condition u(x, t) = g (x) for x on boundary (Dirichlet condition) ux (x, t) = g1 (x) for x on boundary (Neumann condition) Linear Boundary Value Problem (BVP)
is a PDE L(u) = f subject to linear boundary conditions, where L is linear. We often speak of nonlinear PDEs, where L or the boundary conditions are not linear.
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Linear BVP
We assume the boundary conditions are linear. For example,

1 2 3
u(x, 0) = f (x) initial condition u(x, t) = g (x) for x on boundary (Dirichlet condition) ux (x, t) = g1 (x) for x on boundary (Neumann condition) Linear Boundary Value Problem (BVP)
is a PDE L(u) = f subject to linear boundary conditions, where L is linear. We often speak of nonlinear PDEs, where L or the boundary conditions are not linear.
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Example the heat equation

ut uxx = 0 in (0, 1) [0, T ] u(0, x) = f (x) for all x (0, 1) u(t, 0) = g0 (t) ; u(t, 1) = g1 (t) for all t > 0 HOMEWORK You can now try Problem 7
()
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Example the heat equation

ut uxx = 0 in (0, 1) [0, T ] u(0, x) = f (x) for all x (0, 1) u(t, 0) = g0 (t) ; u(t, 1) = g1 (t) for all t > 0 HOMEWORK You can now try Problem 7
()
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Other Linear PDE problems

* The Poisson equation (uxx + uyy ) = f . * The wave equation, with wave speed c utt c 2 uxx = f .
* The steady-state convection-diusion equation with viscosity > 0 and horizontal wind w (uxx + uyy ) + w ux = f .
* The Black-Scholes equation with stock price x, interest rate r and volatility 1 ut + 2 x 2 uxx + r xux r u = 0. 2
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Nonlinear PDE problems

Part I 20401
* The inviscid Burgers equation ut + uux = 0.
* The Korteweg-de Vries (KdV) equation ut + 6uux + uxxx = 0.
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Nonlinear PDE problems

Part I 20401
* The inviscid Burgers equation ut + uux = 0.
* The Korteweg-de Vries (KdV) equation ut + 6uux + uxxx = 0.
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Example
For the PDE, ut + uux = 0 let L(u) = ut + uux and it is non-linear as
L(u) = (u)t + (u)(u)x = ut + 2 uux = (ut + uux ) = L(u) ( = 1)
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Superposition
If the PDE and the associated boundary conditions are of the form L(u) = 0 and L is a linear operator then the boundary value problem is said to be homogeneous. Theorem (superposition) If u1 and u2 are any two solutions of a homogeneous boundary value problem, then any linear combination v = u1 + u2 with , R is also a solution. Proof. L(v ) = L(u1 + u2 ) = L(u1 ) + L(u2 ) = 0.
0 0
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Superposition
If the PDE and the associated boundary conditions are of the form L(u) = 0 and L is a linear operator then the boundary value problem is said to be homogeneous. Theorem (superposition) If u1 and u2 are any two solutions of a homogeneous boundary value problem, then any linear combination v = u1 + u2 with , R is also a solution. Proof. L(v ) = L(u1 + u2 ) = L(u1 ) + L(u2 ) = 0.
0 0
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Superposition with particular soln

If the PDE and the associated boundary conditions are of the form L(u) = 0 and L is a linear operator then the boundary value problem is said to be homogeneous. Theorem If u p is a particular soln of the linear BVP Lu = f and v is a soln of the homogeneous problem Lv = 0, then w = u p + v is a soln of Lu = f . Proof. L(w ) = L(u p + v ) = L(u p ) + L(v ) = f .
f 0
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Superposition with particular soln

If the PDE and the associated boundary conditions are of the form L(u) = 0 and L is a linear operator then the boundary value problem is said to be homogeneous. Theorem If u p is a particular soln of the linear BVP Lu = f and v is a soln of the homogeneous problem Lv = 0, then w = u p + v is a soln of Lu = f . Proof. L(w ) = L(u p + v ) = L(u p ) + L(v ) = f .
f 0
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Outline
Part I 20401
Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs Second order PDEs Linear constant coecient second order PDEs
2
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General second order PDEnonlinear

Here is the generic nonlinear second order PDE in two independent variables autt + butx + cuxx + dut + eux + gu = f with coecients : a(u, x, t, ux , ut , uxx , uxt , utt ) b(u, x, t, ux , ut , uxx , uxt , utt ) depend on 2nd order derivs c(u, x, t, ux , ut , uxx , uxt , utt ) d(u, x, t, ux , ut ) e(u, x, t, ux , ut ) g (u, x, t) f (x, t)
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Second order PDE quasi-linear

Here is the generic quasi-linear second order PDE in two independent variables autt + butx + cuxx + dut + eux + gu = f with coecients : a(u, x, t, ux , ut ) b(u, x, t, ux , ut ) independent of 2nd order derivs c(u, x, t, ux , ut ) d(u, x, t, ux , ut ) e(u, x, t, ux , ut ) depend on u and 1st order derivs g (u, x, t) f (x, t)
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Second order PDE semi-linear

Here is the generic semi-linear second order PDE in two independent variables autt + butx + cuxx + dut + eux + gu = f with coecients : a(x, t) b(x, t) independent of u c(x, t) d(u, x, t, ux , ut ) e(u, x, t, ux , ut ) depends on u and 1st order derivs g (u, x, t) f (x, t)
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Example
ut + uux uxx = f autt + butx + cuxx + dut + eux + gu = f with coecients a = b = c = d e g f Semi-linear
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0 0 1 u 0 f
= = = =
Example
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0 0 1 u 0 f
= = = =
Example
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0 0 1 u 0 f
= = = =
Second order PDE linear

Here is the generic linear second order PDE in two independent variables autt + butx + cuxx + dut + eux + gu = f with variable coecients : a(x, t) b(x, t) c(x, t) d(x, t) independent of u e(x, t) g (x, t) f (x, t)
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Second order PDE linear constant coecient

Here is the generic linear second order PDE in two independent variables autt + butx + cuxx + dut + eux + gu = f with constant coecients : a b c d constant e g f
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Examples
1 2 ut + ux uxx = f (x, t) 2
semi-linear
utt + ux uxx = f (x, t)
quasi-linear
2 utt + ux uxx + u 2 = f (x, t) non-linear
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Examples
1 2 ut + ux uxx = f (x, t) 2
semi-linear
quasi-linear
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Examples
1 2 ut + ux uxx = f (x, t) 2
semi-linear
quasi-linear
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Examples
1 2 ut + ux uxx = f (x, t) 2
semi-linear
quasi-linear
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Part I 20401 Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs 2
We discuss again the three classical second order PDEs

1
heat equation: ut = uxx Laplaces equation: uxx + uyy = 0
wave equation: utt + c 2 uxx = 0
Any linear constant coecient second order PDE is related to one of these.
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Type of PDE
autt + butx + cuxx + dut + eux + gu = f and a, b, c, d, e, g , f are independent of u. Denition (PDE type) There are three generic types of PDE associated the discriminant b 2 4ac. These are associated with conic sections: hyperbolic parabolic elliptic b 2 4ac > 0; b 2 4ac = 0; b 2 4ac < 0.

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Type of PDE

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Type of PDE

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Heat equation ut uxx = f is parabolic

autt + butx + cuxx + dut + eux + gu = f with constant coecients :

1 2 3 4
a=0 b=0 c = d = 1; e = 0; g = 0 b 2 4ac = 0 parabolic
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Heat equation ut uxx = f is parabolic


1 2 3 4
a=0 b=0 c = d = 1; e = 0; g = 0 b 2 4ac = 0 parabolic
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Laplaces eqn (utt + uxx ) = f is elliptic


1 2 3 4
a = 1 b=0 c = 1 d = 0; e = 0; g = 0 b 2 4ac = 4 < 0 elliptic
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Laplaces eqn (utt + uxx ) = f is elliptic


1 2 3 4
a = 1 b=0 c = 1 d = 0; e = 0; g = 0 b 2 4ac = 4 < 0 elliptic
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Wave eqn utt c 2 uxx = f is hyperbolic


1 2 3 4
a=1 b=0 c = c 2 d = 0; e = 0; g = 0 b 2 4ac = 4c 2 > 0 hyperbolic
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Wave eqn utt c 2 uxx = f is hyperbolic


1 2 3 4
a=1 b=0 c = c 2 d = 0; e = 0; g = 0 b 2 4ac = 4c 2 > 0 hyperbolic
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PDEs - Slides

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Part I 20401 Partial derivatives Three famous PDEs Basics Well posedness Linearity Classifying PDEs

Notation for partial derivatives

A function u(t, x) of variables t, x has partial derivatives u , t also denoted u = ut t u x u = ux . x

For example, u(t, x) = x 3 t 2 then ut = 2tx 3 , ux = 3x 2 t 2 .

Notation for partial derivatives

A function u(t, x) of variables t, x has partial derivatives u , t also denoted u = ut t u x u = ux . x

For example, u(t, x) = x 3 t 2 then ut = 2tx 3 , ux = 3x 2 t 2 .

Higher order derivatives

HOMEWORK You can now try Problem 1

Higher order derivatives

HOMEWORK You can now try Problem 1

Show that utxtxt = 0,

Show that utxtxt = 0,

Show that utxtxt = 0,

Show that utxtxt = 0,

Show that utxtxt = 0,

Show that ut = 1 uxx 4

Let u(t, x) = t 1/2 e x

1 2 1 2 1 ut = t 3/2 e x t + x 2 t 5/2 e x t 2 ux = 2xt 3/2 e x uxx = 2t 3/2 e x Thus

Show that ut = 1 uxx 4

Let u(t, x) = t 1/2 e x

1 2 1 2 1 ut = t 3/2 e x t + x 2 t 5/2 e x t 2 ux = 2xt 3/2 e x uxx = 2t 3/2 e x Thus

Show that ut = 1 uxx 4

Let u(t, x) = t 1/2 e x

1 2 1 2 1 ut = t 3/2 e x t + x 2 t 5/2 e x t 2 ux = 2xt 3/2 e x uxx = 2t 3/2 e x Thus

Show that ut = 1 uxx 4

Let u(t, x) = t 1/2 e x

1 2 1 2 1 ut = t 3/2 e x t + x 2 t 5/2 e x t 2 ux = 2xt 3/2 e x uxx = 2t 3/2 e x Thus

The three famous PDEs

The three famous PDEs

The three famous PDEs

Show u = 1/r is a soln of Laplaces eqn in R3

where r = (x 2 + y 2 + z 2 )1/2 . Then ux = x(x 2 + y 2 + z 2 )3/2 and uxx = (x 2 + y 2 + z 2 )3/2 + 3x 2 (x 2 + y 2 + z 2 )5/2

uyy uzz Thus

= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

uxx + uyy + uzz = 0 and u satises Laplaces equation in three dimensions.

Show u = 1/r is a soln of Laplaces eqn in R3

where r = (x 2 + y 2 + z 2 )1/2 . Then ux = x(x 2 + y 2 + z 2 )3/2 and uxx = (x 2 + y 2 + z 2 )3/2 + 3x 2 (x 2 + y 2 + z 2 )5/2

uyy uzz Thus

= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

uxx + uyy + uzz = 0 and u satises Laplaces equation in three dimensions.

Show u = 1/r is a soln of Laplaces eqn in R3

where r = (x 2 + y 2 + z 2 )1/2 . Then ux = x(x 2 + y 2 + z 2 )3/2 and uxx = (x 2 + y 2 + z 2 )3/2 + 3x 2 (x 2 + y 2 + z 2 )5/2

uyy uzz Thus

= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

uxx + uyy + uzz = 0 and u satises Laplaces equation in three dimensions.

Show u = 1/r is a soln of Laplaces eqn in R3

where r = (x 2 + y 2 + z 2 )1/2 . Then ux = x(x 2 + y 2 + z 2 )3/2 and uxx = (x 2 + y 2 + z 2 )3/2 + 3x 2 (x 2 + y 2 + z 2 )5/2

uyy uzz Thus

= (x 2 + y 2 + z 2 )3/2 + 3y 2 (x 2 + y 2 + z 2 )5/2 = (x 2 + y 2 + z 2 )3/2 + 3z 2 (x 2 + y 2 + z 2 )5/2

uxx + uyy + uzz = 0 and u satises Laplaces equation in three dimensions.

Soln of Laplaces eqn in 2d

Let r = (x 2 + y 2 )1/2 and u(x, y ) = ux = 1 ln(x 2 + y 2 ) = ln(r ). 2 x(x 2 + y 2 )1

uxx = uyy = Thus we have that

uxx + uyy = 0 hence u(x, y ) = ln r satises Laplaces equation in two dimensions.

Soln of Laplaces eqn in 2d

Let r = (x 2 + y 2 )1/2 and u(x, y ) = ux = 1 ln(x 2 + y 2 ) = ln(r ). 2 x(x 2 + y 2 )1

uxx = uyy = Thus we have that

uxx + uyy = 0 hence u(x, y ) = ln r satises Laplaces equation in two dimensions.

Soln of Laplaces eqn in 2d

Let r = (x 2 + y 2 )1/2 and u(x, y ) = ux = 1 ln(x 2 + y 2 ) = ln(r ). 2 x(x 2 + y 2 )1

uxx = uyy = Thus we have that

uxx + uyy = 0 hence u(x, y ) = ln r satises Laplaces equation in two dimensions.