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Lecture 2
Weston Barger
University of Washington
wdbarger@uw.ed
Definition
Partial Differential Equation (PDE) A partial differential
equation for a function u(x, t) is a differential equation that
relates derivatives of u(x, t).
Partial Differential Equation
Definition
Partial Differential Equation (PDE) A partial differential
equation for a function u(x, t) is a differential equation that
relates derivatives of u(x, t).
Question
How does the definition of partial differential equation differ from
ordinary differential equation?
Partial Differential Equation
Definition
Partial Differential Equation (PDE) A partial differential
equation for a function u(x, t) is a differential equation that
relates derivatives of u(x, t).
Question
How does the definition of partial differential equation differ from
ordinary differential equation?
Answer
It does not.
I Because u(x, t) is a function of two variables, partial
derivatives are involved.
Shorthand
Example
The PDE
ut + cux = 0 (1)
Example
The PDE
ut + cux = 0 (1)
Example
The PDE
ut + cux = 0 (1)
Example
The PDE
ut + cux = 0 (1)
Example
The diffusion equation a.k.a the heat equation is given by
ut = σuxx , (2)
Example
The diffusion equation a.k.a the heat equation is given by
ut = σuxx , (2)
Example
The diffusion equation a.k.a the heat equation is given by
ut = σuxx , (2)
Example
The diffusion equation a.k.a the heat equation is given by
ut = σuxx , (2)
ut = σ(uxx + uyy ),
ut = σ(uxx + uyy ),
ut = σ(uxx + uyy ),
Example
The equation
ut + uux = 0 (3)
Example
The equation
ut + uux = 0 (3)
Example
The equation
ut + uux = 0 (3)
Example
The equation
ut + uux = 0 (3)
Example
The equation
Example
The equation
Example
The equation
Example
The equation
Example
The equation
ut + uux + uxxx = 0
Example
The equation
ut + uux + uxxx = 0
Example
The equation
ut + uux + uxxx = 0
Example
The equation
ut + uux + uxxx = 0
Example
The equation
ut + uux + uxxx = 0
Question
Why are the previous examples special? I can write down PDEs all
day.
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
I Fix x0 . Then ut (x0 , t) denotes the rate of change of u as t
changes.
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
I Fix x0 . Then ut (x0 , t) denotes the rate of change of u as t
changes.
I We put a probe at spot x0 and measure the signal over time.
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
I Fix x0 . Then ut (x0 , t) denotes the rate of change of u as t
changes.
I We put a probe at spot x0 and measure the signal over time.
I Now freeze time t0 . Then ux (x, t0 ) gives slope of u at t0 .
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
I Fix x0 . Then ut (x0 , t) denotes the rate of change of u as t
changes.
I We put a probe at spot x0 and measure the signal over time.
I Now freeze time t0 . Then ux (x, t0 ) gives slope of u at t0 .
I We take a snapshot of u at time t0 .
PDE intuition
Question
Why are the previous examples special? I can write down PDEs all
day.
Answer
Many of the PDEs shown can be derived directly using
physics/physical intuition.
I Fix x0 . Then ut (x0 , t) denotes the rate of change of u as t
changes.
I We put a probe at spot x0 and measure the signal over time.
I Now freeze time t0 . Then ux (x, t0 ) gives slope of u at t0 .
I We take a snapshot of u at time t0 .
I ux and ut are thought of as velocities. uxx and utt are
thought of as accelerations.
Example
Consider
ut + cux = 0. (5)
(queue Mathematica)
Example
Consider the heat equation
ut + cux = 0. (7)
do?
Example
What do solutions to
ut + cux = 0. (7)
do?
Question
Which direction is this wave “advecting?”