Introduction to Partial

Differential Equations
(PDEs)
Introduction
› Partial Differential Equations (PDEs)
– An equation that contains partial derivatives of an unknown
function that depends on at least two variables (usually in space:
x, y, z or space and time: x, y, z, t
– Used to describe/model most physical processes

› Example: 𝑢 𝑥, 𝑦, 𝑧, 𝑡 = 𝑥𝑦𝑧𝑡 + 𝑥 2 + 𝑦𝑙𝑛 𝑧 − 3𝑡

𝜕𝑢 𝜕2𝑦 𝜕2𝑦
= 𝑢𝑥 = 𝑦𝑧𝑡 + 2𝑥 ; = 𝑢𝑥𝑥 = 2 ; = 𝑢𝑥𝑡 = 𝑢𝑡𝑥 = 𝑦𝑧
𝜕𝑥 𝜕𝑥2 𝜕𝑥𝑑𝑡

𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0 𝑢𝑡 = 𝑘 ∗ 𝑢𝑥𝑥

Introduction
› Order
– The order of the PDE is the highest order derivative in the
equation.

› Determine the order of the following PDEs:

a. 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0, 2nd order
𝜕𝑢 𝜕𝑢
b. 𝜕𝑡
+ 𝐶
𝜕𝑥
= 0, C=constant, 1st order
c. 𝑢𝑡 − 6𝑢𝑢𝑥 + 𝑢𝑥𝑥𝑥 = 0 3rd order
d. (1+𝑢𝑦 2 )𝑢𝑥𝑥 − 2𝑢𝑥 𝑢𝑦 𝑢𝑥𝑦 + (1 + 𝑢𝑥 2 )𝑢𝑦𝑦 = 0 2nd order
 Introduction
› Linearity
– A PDE is linear if it is of the first degree in the unknown function and
its derivatives
– A PDE is quasi- linear if it is linear only on the highest order
derivative
› Determine if the following PDEs is linear, quasi-linear, or
non-linear:
a. 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0 linear
𝜕𝑢 𝜕2𝑦
b. 𝑢 = 𝑎 2 , a= f(x,t) quasi- linear
𝜕𝑡 𝜕𝑥
c. 𝑎𝑢𝑥 2 + 𝑏𝑢𝑡 = 0;
a and b are constants nonlinear
d. 𝑢𝑡 + 6𝑢𝑢𝑥 = 𝑢𝑥𝑥𝑥 quasi-linear
Introduction
› Homogeneity
– A linear PDE is homogenous of each of its terms contains either u or
any of its derivatives

› Determine if the following linear PDEs is homogenous or non-

homogenous
a. 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 𝑥 2 + 𝑦 2 Non homogenous
𝜕𝑢 𝜕2𝑦 Homogenous
b. = 𝑘 2 , k= constant
𝜕𝑡 𝜕𝑥
c. 𝑎𝑢𝑡 + 𝑏𝑢𝑥 + 𝑐𝑢 = 𝑑, a, b, c and d are f(x,t) Non homogenous
Introduction
› Classification of 2nd Order PDEs based on Discriminant
– Given a linear or quasilinear PDE, it can be classified as either
elliptic, parabolic, or hyperbolic based on the discriminant

In general, PDEs can be written as

𝐴𝑢𝑥𝑥 + 𝐵𝑢𝑥𝑦 + 𝐶𝑢𝑦𝑦 + 𝐷𝑢𝑥 + 𝐸𝑢𝑦 + 𝐹𝑢 = 𝐺
Discriminant: 𝐵2 − 4𝐴𝐶

Discriminant Classification Example

𝐵2 − 4𝐴𝐶 = 0 Parabolic Heat Equation
𝐵2 − 4𝐴𝐶 < 0 Elliptic Laplace Equation
𝐵2 − 4𝐴𝐶 > 0 Hyperbolic Wave Equation
Common PDEs
𝜕2𝑢 2 𝑢
𝜕 2
= 𝑐
𝜕𝑡2 𝜕𝑥2
Discriminant: 𝐵2 − 4𝐴𝐶 =
0 − 4 −𝑐 2 × 1 = 4𝑐 2
4𝑐 2 > 0; Hyperbolic
One- dimensional wave
equation
Common PDEs

𝜕2𝑢 2
𝜕 2𝑢 𝜕2𝑢
+
= 𝑐
𝜕𝑡2 𝜕𝑥2 𝜕𝑦2
Two- dimensional wave
equation
Common PDEs
𝜕𝑢 𝜕 2𝑢
= 𝑐2
𝜕𝑡 𝜕𝑥2
Discriminant: 𝐵2 − 4𝐴𝐶 =
0 − 4 −𝑐 2 × 0 = 0
Parabolic
One dimensional Heat Equation

𝜕𝑢 𝜕 2𝑢 𝜕2𝑢
= 𝑐2 +
𝜕𝑡 𝜕𝑥2 𝜕𝑦2 2D Heat Equation
Two dimensional Heat Equation
 Common PDEs
𝜕2𝑢 𝜕2𝑢
2
+ 2=0
𝜕𝑥 𝜕𝑦
Discriminant: 𝐵2 − 4𝐴𝐶 =
0 − 4 1 × 1 = −4 < 0
Elliptic
Two dimensional Laplace equation
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2
+ 2+ 2 =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
Three dimensional Laplace equation
Solution of PDEs
› A solution of a PDE in some region R of the space of the
independent variables is a function that has all the partial
derivatives appearing in some domain D containing R, and
satisfies the PDE anywhere in R
› Given a Laplace equation,
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
These are the solutions that satisfy the equation, not unique
𝑢 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 𝑢 𝑥, 𝑦 = sin 𝑥 cosh 𝑦
𝑢 𝑥, 𝑦 = 𝑒 𝑥 cos 𝑦 𝑢 𝑥, 𝑦 = ln(𝑥 2 + 𝑦 2 )
Solution of PDEs
› To obtain a unique solution to the PDE, additional conditions
are needed to be imposed on the general solution
› Depends on the physical problem being described by the PDE
› Existence of boundary and initial conditions
› Example of BC: The displacement of a vibrating string
supported at each end is zero
𝑢 0, 𝑡 = 0 𝑢 𝐿, 𝑡 = 0
› Example of IC: Temperature distribution on a rod over its length
at t=0 is given by a function, f(x)
𝑢 𝑥, 0 = 𝑓(𝑥)
 Solution of PDEs
› Types of linear boundary conditions:
–Dirichlet
› The value of the function at the boundary is specified:
𝑢@ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
–Neumann
› The value of the normal derivative of function is specified
𝑢𝑥 @ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
–Robin
› The sum of the function and its normal derivative is
specified
𝑢 + 𝑢𝑥 @ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 = 𝑓(𝑥, 𝑦)
Solution of PDEs
› Boundary Value Problem
› Given a Laplace equation,
𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
These are the solutions that satisfy the equation

𝑢 𝑥, 𝑦 = 𝑥 2 − 𝑦 2 𝑢 𝑥, 𝑦 = sin 𝑥 cosh 𝑦
𝑢 𝑥, 𝑦 = 𝑒 𝑥 cos 𝑦 𝑢 𝑥, 𝑦 = ln(𝑥 2 + 𝑦 2 )

Determine the solution (among the choices above) that

satisfies the boundary condition
𝑢 𝑥, 0 = 0 for 0 ≤ 𝑥 ≤ 1
Solution of PDEs
› In actual problems, all boundaries should have a
prescribed boundary condition in order to obtain a unique
solution.
› Fundamental Theorem of Superposition
– If 𝑢1 and 𝑢2 are solutions of a homogeneous linear PDE
in some region R, then 𝑢 = 𝑐1 𝑢1 + 𝑐2 𝑢2 with any
constants 𝑐1 and 𝑐2 is also a solution of the PDE in the
region R
Solution of PDEs
› Special case: PDEs that can be solved as an ODE

Determine the general solution of the PDEs:

𝑢𝑥𝑥 − 𝑢 = 0
𝑢𝑥𝑦 + 𝑢𝑥 = 0