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Review of Partial Differential Equations

This document provides an introduction to partial differential equations. It defines partial derivatives as derivatives of functions with multiple independent variables, where the derivative is taken with respect to one variable while holding the others constant. It presents examples of common partial differential equations like the one-dimensional heat equation and two-dimensional Laplace equation. It also introduces operators like del (∇) that are used to concisely write long partial differential equations.

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Patrick Joseph Robles
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77 views3 pages

Review of Partial Differential Equations

This document provides an introduction to partial differential equations. It defines partial derivatives as derivatives of functions with multiple independent variables, where the derivative is taken with respect to one variable while holding the others constant. It presents examples of common partial differential equations like the one-dimensional heat equation and two-dimensional Laplace equation. It also introduces operators like del (∇) that are used to concisely write long partial differential equations.

Uploaded by

Patrick Joseph Robles
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Review of Partial Differential Equations

We are used to the function of a single variable, say


f = f(x), “function” meaning that for any given
value of x, there exists one and only one value of f.
And we know that

df f  x Δx − f  x 
= f '  x =lim ………… (1)
dx Δx 0 Δx

which is the first derivative of the function. We


d2 f
denote the second derivative as 2
. There are, of
dx
course, higher derivatives.

We also know about the chain rule. If say we have


g(f) where f = f(x), then

dg dg df
g '  x = = ⋅ ……………………….. (2)
dx df dx

The chain can of course be longer than that above.

Whenever we have a function of two independent


variables, say f = f(x,y), “independent” meaning x is
not a function of y nor vice versa, then
∂f ∂f
df = dx dy ………………………… (3)
∂x ∂y

∂f f  x Δx , y − f  x , y 
where =lim ……… (4)
∂ x Δx  0 Δx
is the “partial derivative of f with respect to x”, that
is, the derivative of f while keeping y at some
∂f
constant value; similarly, is the partial
∂y
derivative of f with respect to y. We can of course
extend this to functions of more than two
independent variables.
We can manipulate Eq. (3) in the following manner:
df ∂ f ∂ f dy df ∂ f dx ∂ f
=  or =  …… (5)
dx ∂ x ∂ y dx dy ∂ x dy ∂ y
We have a chain rule for partial derivatives. If
f = f(u,v) and u = u(x,y) and v = v(x,y), then:
∂ f ∂ f ∂u ∂ f ∂v ∂ f ∂ f ∂u ∂ f ∂ v
= ⋅  and =  ⋅ … (6)
∂ x ∂u ∂ x ∂v ∂ x ∂ y ∂u ∂ y ∂v ∂ y
which chain is again extendable to three or more,
and the functions can be of three or more variables.
If we have the special case, f = f(x,y) where x = x(t) and
y = y(t), then
df ∂ f dx ∂ f dy
=  …………………………… (7)
dt ∂ x dt ∂ y dt
This form is called the parametric representation of
the function f, where t is the “parameter” and x and
y are the “coordinates”.
Unlike total differentials, partial differentials, e.g.
∂ f or ∂ x , have no meaning by themselves, nor are
they operable like fractions.
The higher order partial derivatives may be
described in the following manner:

2
∂ f
=
∂  
∂f
∂x ; 2
∂ f
=
∂f
∂
∂y  
∂x
2
∂x ∂x∂ y ∂x
Examples of partial differential equations:
2
∂u ∂u
=c 2⋅ 2 (One-dimensional heat equation)
∂t ∂x
2 2
∂u ∂u
2
 2 (Two-dimensional Laplace equation)
∂x ∂ y
For subsequent applications, we can now consider the
∂ ∂ ∂
operator ∇ =   , shortened verbally
∂x ∂ y ∂z
as “del”, which has no meaning by itself but is used
merely to shorten writing of long equations.
Thus, if we take the Laplacian (del-squared) of u in
2 2 2
∂u ∂u ∂u
three dimensions, then ∇ u= 2  2  2 is
2

∂x ∂ y ∂z
the Three-dimensional Laplace equation.

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