Partial differential equationIn mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.
Differential equationIn mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
Heat equationIn mathematics and physics, the heat equation is a certain partial differential equation. Solutions of the heat equation are sometimes known as caloric functions. The theory of the heat equation was first developed by Joseph Fourier in 1822 for the purpose of modeling how a quantity such as heat diffuses through a given region. As the prototypical parabolic partial differential equation, the heat equation is among the most widely studied topics in pure mathematics, and its analysis is regarded as fundamental to the broader field of partial differential equations.
Stochastic partial differential equationStochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations. They have relevance to quantum field theory, statistical mechanics, and spatial modeling. One of the most studied SPDEs is the stochastic heat equation, which may formally be written as where is the Laplacian and denotes space-time white noise.
Ordinary differential equationIn mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to one independent variable. A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a_0(x), .
Wave equationThe (two-way) wave equation is a second-order linear partial differential equation for the description of waves or standing wave fields - as they occur in classical physics - such as mechanical waves (e.g. water waves, sound waves and seismic waves) or electromagnetic waves (including light waves). It arises in fields like acoustics, electromagnetism, and fluid dynamics. Single mechanical or electromagnetic waves propagating in a pre-defined direction can also be described with the first-order one-way wave equation, which is much easier to solve and also valid for inhomogeneous media.
Hyperbolic partial differential equationIn mathematics, a hyperbolic partial differential equation of order is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first derivatives. More precisely, the Cauchy problem can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation.
Heat kernelIn the mathematical study of heat conduction and diffusion, a heat kernel is the fundamental solution to the heat equation on a specified domain with appropriate boundary conditions. It is also one of the main tools in the study of the spectrum of the Laplace operator, and is thus of some auxiliary importance throughout mathematical physics. The heat kernel represents the evolution of temperature in a region whose boundary is held fixed at a particular temperature (typically zero), such that an initial unit of heat energy is placed at a point at time t = 0.
Elliptic partial differential equationSecond-order linear partial differential equations (PDEs) are classified as either elliptic, hyperbolic, or parabolic. Any second-order linear PDE in two variables can be written in the form where A, B, C, D, E, F, and G are functions of x and y and where , and similarly for . A PDE written in this form is elliptic if with this naming convention inspired by the equation for a planar ellipse.
One-way wave equationA one-way wave equation is a first-order partial differential equation describing one wave traveling in a direction defined by the vector wave velocity. It contrasts with the second-order two-way wave equation describing a standing wavefield resulting from superposition of two waves in opposite directions. In the one-dimensional case, the one-way wave equation allows wave propagation to be calculated without the mathematical complication of solving a 2nd order differential equation.
D'Alembert operatorIn special relativity, electromagnetism and wave theory, the d'Alembert operator (denoted by a box: ), also called the d'Alembertian, wave operator, box operator or sometimes quabla operator (cf. nabla symbol) is the Laplace operator of Minkowski space. The operator is named after French mathematician and physicist Jean le Rond d'Alembert. In Minkowski space, in standard coordinates (t, x, y, z), it has the form Here is the 3-dimensional Laplacian and ημν is the inverse Minkowski metric with , for .
Numerical methods for partial differential equationsNumerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partial differential equations exist. Finite difference method In this method, functions are represented by their values at certain grid points and derivatives are approximated through differences in these values.
Heat transferHeat transfer is a discipline of thermal engineering that concerns the generation, use, conversion, and exchange of thermal energy (heat) between physical systems. Heat transfer is classified into various mechanisms, such as thermal conduction, thermal convection, thermal radiation, and transfer of energy by phase changes. Engineers also consider the transfer of mass of differing chemical species (mass transfer in the form of advection), either cold or hot, to achieve heat transfer.
Carathéodory's existence theoremIn mathematics, Carathéodory's existence theorem says that an ordinary differential equation has a solution under relatively mild conditions. It is a generalization of Peano's existence theorem. Peano's theorem requires that the right-hand side of the differential equation be continuous, while Carathéodory's theorem shows existence of solutions (in a more general sense) for some discontinuous equations. The theorem is named after Constantin Carathéodory.
One-dimensional spaceIn physics and mathematics, a sequence of n numbers can specify a location in n-dimensional space. When n = 1, the set of all such locations is called a one-dimensional space. An example of a one-dimensional space is the number line, where the position of each point on it can be described by a single number. In algebraic geometry there are several structures that are technically one-dimensional spaces but referred to in other terms. A field k is a one-dimensional vector space over itself.
DimensionIn physics and mathematics, the dimension of a mathematical space (or object) is informally defined as the minimum number of coordinates needed to specify any point within it. Thus, a line has a dimension of one (1D) because only one coordinate is needed to specify a point on it - for example, the point at 5 on a number line. A surface, such as the boundary of a cylinder or sphere, has a dimension of two (2D) because two coordinates are needed to specify a point on it - for example, both a latitude and longitude are required to locate a point on the surface of a sphere.
Peano existence theoremIn mathematics, specifically in the study of ordinary differential equations, the Peano existence theorem, Peano theorem or Cauchy–Peano theorem, named after Giuseppe Peano and Augustin-Louis Cauchy, is a fundamental theorem which guarantees the existence of solutions to certain initial value problems. Peano first published the theorem in 1886 with an incorrect proof. In 1890 he published a new correct proof using successive approximations.
Laplace operatorIn mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols , (where is the nabla operator), or . In a Cartesian coordinate system, the Laplacian is given by the sum of second partial derivatives of the function with respect to each independent variable. In other coordinate systems, such as cylindrical and spherical coordinates, the Laplacian also has a useful form.
Schrödinger equationThe Schrödinger equation is a linear partial differential equation that governs the wave function of a quantum-mechanical system. Its discovery was a significant landmark in the development of quantum mechanics. The equation is named after Erwin Schrödinger, who postulated the equation in 1925 and published it in 1926, forming the basis for the work that resulted in his Nobel Prize in Physics in 1933. Conceptually, the Schrödinger equation is the quantum counterpart of Newton's second law in classical mechanics.
Minkowski–Bouligand dimensionIn fractal geometry, the Minkowski–Bouligand dimension, also known as Minkowski dimension or box-counting dimension, is a way of determining the fractal dimension of a set in a Euclidean space , or more generally in a metric space . It is named after the Polish mathematician Hermann Minkowski and the French mathematician Georges Bouligand. To calculate this dimension for a fractal , imagine this fractal lying on an evenly spaced grid and count how many boxes are required to cover the set.
