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Dr. Q. M. Zaigham Zia

Assistant Professor

Department of Mathematics

COMSATS Institute of Information Technology Islamabad

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings,

helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade,

atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial diﬀerential equations describe the behavior of many engineering

phenomena:

Heat ﬂow and distribution

Electric ﬁelds and potentials

Diﬀusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diﬀusion in air or water

- Weather: large system of coupled partial diﬀerential equations for

momentum, pressure, moisture, heat, · · ·

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Course Contents

Introduction of partial diﬀerential equations

Partial Diﬀerential equations of ﬁrst order

Linear and non-linear partial diﬀerential equations

Applications of ﬁrst order partial diﬀerential equations

Partial Diﬀerential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classiﬁcation of second order partial diﬀerential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

diﬀerential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

diﬀerential equations

Laplace, Fourier and Hankel transforms for the solution of partial

diﬀerential equations and their application to boundary value

problems.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial diﬀerential equations,

Prentice-Hall, INC., Englewood Cliﬀs, New Jersy

K. Sankara Rao, Introduction to partial diﬀerential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

diﬀerential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial diﬀerential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Diﬀerential

Equations, Chapman & Hall/CRC, Washington DC.

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Diﬀerential Equation

Deﬁnition

A diﬀerential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a diﬀerential equation involving an unknown function u(x) depending on

one variable and

∂

2

u

∂x

2

+

∂

2

u

∂

2

y

=

∂u

∂t

is a diﬀerential equation involving an unknown function u(t, x, y)

depending on three variables.

Diﬀerential Equation

Deﬁnition

A diﬀerential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a diﬀerential equation involving an unknown function u(x) depending on

one variable and

∂

2

u

∂x

2

+

∂

2

u

∂

2

y

=

∂u

∂t

is a diﬀerential equation involving an unknown function u(t, x, y)

depending on three variables.

Diﬀerential Equation

Deﬁnition

A diﬀerential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a diﬀerential equation involving an unknown function u(x) depending on

one variable and

∂

2

u

∂x

2

+

∂

2

u

∂

2

y

=

∂u

∂t

is a diﬀerential equation involving an unknown function u(t, x, y)

depending on three variables.

Diﬀerential Equation

Deﬁnition

A diﬀerential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a diﬀerential equation involving an unknown function u(x) depending on

one variable and

∂

2

u

∂x

2

+

∂

2

u

∂

2

y

=

∂u

∂t

is a diﬀerential equation involving an unknown function u(t, x, y)

depending on three variables.

Diﬀerential Equation

Deﬁnition

A diﬀerential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a diﬀerential equation involving an unknown function u(x) depending on

one variable and

∂

2

u

∂x

2

+

∂

2

u

∂

2

y

=

∂u

∂t

is a diﬀerential equation involving an unknown function u(t, x, y)

depending on three variables.

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, · · · , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, · · · ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

∂u

∂x

, u

y

=

∂u

∂y

, u

xx

=

∂

2

u

∂x

2

, u

xy

=

∂

2

u

∂x∂y

, u

yy

=

∂

2

u

∂y

2

Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, · · · , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, · · · ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

∂u

∂x

, u

y

=

∂u

∂y

, u

xx

=

∂

2

u

∂x

2

, u

xy

=

∂

2

u

∂x∂y

, u

yy

=

∂

2

u

∂y

2

Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, · · · , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, · · · ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

∂u

∂x

, u

y

=

∂u

∂y

, u

xx

=

∂

2

u

∂x

2

, u

xy

=

∂

2

u

∂x∂y

, u

yy

=

∂

2

u

∂y

2

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

;

Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y;

Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0;

Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

;

Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y;

Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0;

Order is One

Order of Partial Diﬀerential Equation

Deﬁnition

The order of a partial diﬀerential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

−6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

;

Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y;

Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0;

Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

;

Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y;

Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0;

Degree is One

Degree of Partial Diﬀerential Equation

Deﬁnition

The degree of a partial diﬀerential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

−6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

A linear operator L by deﬁnition satisﬁes

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

∂/∂t and ∂

2

/∂x

2

are the examples of linear operators since these two

satisfy equation (17):

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

Note: Any linear combination of linear operators is a linear operator.

However (∂/∂t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Diﬀerential Equation

Linear operator

To prove the non-linearity of the operator (∂/∂t)

2

, we do the following

calculations. If our L = (∂/∂t)

2

then Lu = (∂u/∂t)

2

u derivative

→

∂u

∂t

Square

→

∂u

∂t

2

Now

∂(c

1

u

1

+ c

2

u

2

)

∂t

2

=

c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

2

=

c

1

∂u

1

∂t

2

+

c

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

2

1

∂u

1

∂t

2

+ c

2

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

1

∂u

2

∂t

2

+ c

2

∂u

2

∂t

2

Linear Partial Diﬀerential Equation

Linear operator

To prove the non-linearity of the operator (∂/∂t)

2

, we do the following

calculations. If our L = (∂/∂t)

2

then Lu = (∂u/∂t)

2

u derivative

→

∂u

∂t

Square

→

∂u

∂t

2

Now

∂(c

1

u

1

+ c

2

u

2

)

∂t

2

=

c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

2

=

c

1

∂u

1

∂t

2

+

c

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

2

1

∂u

1

∂t

2

+ c

2

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

1

∂u

2

∂t

2

+ c

2

∂u

2

∂t

2

Linear Partial Diﬀerential Equation

Linear operator

To prove the non-linearity of the operator (∂/∂t)

2

, we do the following

calculations. If our L = (∂/∂t)

2

then Lu = (∂u/∂t)

2

u derivative

→

∂u

∂t

Square

→

∂u

∂t

2

Now

∂(c

1

u

1

+ c

2

u

2

)

∂t

2

=

c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

2

=

c

1

∂u

1

∂t

2

+

c

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

2

1

∂u

1

∂t

2

+ c

2

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

1

∂u

2

∂t

2

+ c

2

∂u

2

∂t

2

Linear Partial Diﬀerential Equation

Linear operator

To prove the non-linearity of the operator (∂/∂t)

2

, we do the following

calculations. If our L = (∂/∂t)

2

then Lu = (∂u/∂t)

2

u derivative

→

∂u

∂t

Square

→

∂u

∂t

2

Now

∂(c

1

u

1

+ c

2

u

2

)

∂t

2

=

c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

2

=

c

1

∂u

1

∂t

2

+

c

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

2

1

∂u

1

∂t

2

+ c

2

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

1

∂u

2

∂t

2

+ c

2

∂u

2

∂t

Linear Partial Diﬀerential Equation

Linear operator

To prove the non-linearity of the operator (∂/∂t)

2

, we do the following

calculations. If our L = (∂/∂t)

2

then Lu = (∂u/∂t)

2

u derivative

→

∂u

∂t

Square

→

∂u

∂t

2

Now

∂(c

1

u

1

+ c

2

u

2

)

∂t

2

=

c

1

∂u

1

∂t

+ c

2

∂u

2

∂t

2

=

c

1

∂u

1

∂t

2

+

c

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

2

1

∂u

1

∂t

2

+ c

2

2

∂u

2

∂t

2

+ 2c

1

c

2

∂u

1

∂t

∂u

2

∂t

= c

1

∂u

2

∂t

2

+ c

2

∂u

2

∂t

2

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coeﬃcients

or the coeﬃcients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

diﬀerential equations

Laplace‘s equations: ∆u = 0, where ∆ = u

xx

+ u

yy

Helmholtz‘s equation: ∆ = −λu

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diﬀusion equation: u

t

−∆u = 0

Schrodinger‘s equation: iu

t

+ ∆u = 0

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Quasi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coeﬃcients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

diﬀerential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coeﬃcients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

diﬀerential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coeﬃcients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

diﬀerential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coeﬃcients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

diﬀerential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coeﬃcients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

diﬀerential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Semi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coeﬃcients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

diﬀerential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coeﬃcients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

diﬀerential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coeﬃcients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

diﬀerential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coeﬃcients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

diﬀerential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coeﬃcients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

diﬀerential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Non-Linear Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation which is not linear is called non-linear partial

diﬀerential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

diﬀerential equations:

Non linear Poisson equation: −∆u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diﬀusion equation: u

t

−∆u = f (u)

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Homogeneous Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a homogeneous partial

diﬀerential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satisﬁes the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a homogeneous partial

diﬀerential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satisﬁes the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a homogeneous partial

diﬀerential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satisﬁes the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a homogeneous partial

diﬀerential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satisﬁes the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Diﬀerential Equation

Deﬁnition

A partial diﬀerential equation is said to be a homogeneous partial

diﬀerential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satisﬁes the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Solution of Partial Diﬀerential Equation

Deﬁnition

Functions u = u(x, y, · · · ) which satisfy the following partial diﬀerential

equation

F(x, y, · · · , u, u, u

x

, u

y

, · · · , u

xx

, u

xy

, u

yy

, · · · ) = 0

identically in a suitable domain D of the n−dimensional space R

n

in the

independent variables x, y, · · · , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x −y) are

solutions of the diﬀerential equation

u

xx

−u

yy

= 0.

Solution of Partial Diﬀerential Equation

Deﬁnition

Functions u = u(x, y, · · · ) which satisfy the following partial diﬀerential

equation

F(x, y, · · · , u, u, u

x

, u

y

, · · · , u

xx

, u

xy

, u

yy

, · · · ) = 0

identically in a suitable domain D of the n−dimensional space R

n

in the

independent variables x, y, · · · , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x −y) are

solutions of the diﬀerential equation

u

xx

−u

yy

= 0.

Solution of Partial Diﬀerential Equation

Deﬁnition

Functions u = u(x, y, · · · ) which satisfy the following partial diﬀerential

equation

F(x, y, · · · , u, u, u

x

, u

y

, · · · , u

xx

, u

xy

, u

yy

, · · · ) = 0

identically in a suitable domain D of the n−dimensional space R

n

in the

independent variables x, y, · · · , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x −y) are

solutions of the diﬀerential equation

u

xx

−u

yy

= 0.

Solution of Partial Diﬀerential Equation

Deﬁnition

Functions u = u(x, y, · · · ) which satisfy the following partial diﬀerential

equation

F(x, y, · · · , u, u, u

x

, u

y

, · · · , u

xx

, u

xy

, u

yy

, · · · ) = 0

identically in a suitable domain D of the n−dimensional space R

n

in the

independent variables x, y, · · · , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x −y) are

solutions of the diﬀerential equation

u

xx

−u

yy

= 0.

Outline

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),

that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition,

c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Deﬁnition

If u

1

and u

2

are two solutions of a linear homogeneous partial diﬀerential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satisﬁes the same linear homogeneous diﬀerential equation.

Examples: Consider a one dimensional heat equation

1

k

∂u

∂t

=

∂

2

u

∂x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

∂u

1

∂t

=

∂

2

u

1

∂x

2

,

1

k

∂u

2

∂t

=

∂

2

u

2

∂x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

L.H.S.

=

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

)

= c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

)

= R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions.

Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations,

then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

∂

∂t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

∂u

1

∂t

+ c

2

1

k

∂u

2

∂t

= c

1

∂

2

u

1

∂x

2

+ c

2

∂

2

u

2

∂x

2

=

∂

2

∂x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any ﬁnite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for inﬁnite number of solutions. If

u

i

, i = 1, 2, · · · are solutions of a homogeneous linear partial diﬀerential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

i =1

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

i =1

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

i =1

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x),

au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

−u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous diﬀerential equation

au +

n

i =1

b

i

(u)

x

i

+· · · = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+· · · = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+· · · = f (x)

The process of subtraction gives us,

a(u

1

−u

2

) +

n

i =1

b

i

(u

1

−u

2

)

x

i

+· · · = 0

Summary

1

Basic Deﬁnitions

Diﬀerential Equations

Partial Diﬀerential Equation (PDE)

Order of Partial Diﬀerential Equation

Degree of Partial Diﬀerential Equation

Linear Partial Diﬀerential Equation

Linear Operator

Quasi-Linear Partial Diﬀerential Equation

Semi-Linear Partial Diﬀerential Equation

Non-Linear Partial Diﬀerential Equation

Homogeneous Partial Diﬀerential Equation

2

Solution of Partial Diﬀerential Equation

Principle of Superposition

Thanks

- 6.Redaccion_por_Competencias_2014.pdf
- Planificar Un Curriculum Jorge L. Pales
- derivadas
- Folleto Geogebra Intermedio-libre
- 3 Present MatricesElemen y Ramgo
- Analisis Real Lima
- itera
- Articulo Newton
- Alc i Mar Desouza Braga
- La divergencia
- Aritmetica Problemas Selectos
- Eport a Folio
- Informe Indicadores CEPAL IFam 1996 Ene Jun 2010
- Pentur 2013 Final
- Regression i i i
- Catena Ria
- Aritmetica Problemas Selectos
- AcrotexPresentaciones
- Notas Jordan
- Nota16
- Esta Dist i Cade Scipt Iva
- Metodos de Subespaciosrylov
- Me to Do Newton Krylov
- Metodo Tensor Krylov

- Gorski - Pseudo Sm Function
- Recursion Handout
- Group Theory
- lec_1
- Day 1
- Pre-calculus / math notes (unit 21 of 22)
- Constant Term
- Roots and Weights
- Gudmundsson - An Introduction to Gaussian Geometry - 1.010 - Jan 2009
- laplaceinv-8
- P Olver
- Feltey
- Structural stability of linear difference equations in Hilbert space.PDF
- BRST_Dirac
- The Gamma Function
- Convexity Print Version
- Arnold Douglas - Functional Analysis
- Non-Associative Algebra 2
- haya2
- diskret
- Diferencijalne jednadzbe
- Vectors
- Asplund Spaces
- KKP MTE 3110_3
- IMOMATH - Equations in polynomials
- H011514550.pdf
- lec4 (1)
- Chapter 3
- Beginning Trascendental
- algebra.pdf

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