1.

Introduc on

The importance of par al dieren al equa ons (PDE) among the topics of applied mathema cs has
been recognized for many years. PDE are fundamental to the modeling and understanding of
natural phenomena, they arise in every eld of science. With the remarkable advances made in
various branches of science, engineering and technology today, the study of PDE has become
essen al. To have an in-depth understanding of subjects like computer science (par cularly in
rela on to image processing and graphics) and heat transfer (the spread of heat), the vibra ons of
solids, the ow of uids (uid dynamics), the diusion of chemicals, the structure of molecules, the
interac ons of photons and electrons, aerodynamics, elas city, the radiation of electromagne c
waves, the knowledge of nding solu ons to PDE is absolutely necessary. Furthermore, PDE also
enable us to model prac cal problems like forecas ng the weather, designing ecient aeroplanes
and predic ng the future price of nancial stocks and shares. PDE also play central role in modern
mathema cs, especially in geometry and analysis. The desire to understand the solu ons of the
PDEs has always had a prominent place in the eorts of mathema cians; it has inspired such
diverse elds as complex func on theory, func onal analysis and algebraic topology.

Why study PDE

1. To learn how to formulate PDEs to describe physical processes of dynamical system, as
men oned above.
2. To solve PDEs. (We will spend most of the lectures to learn this). However, it should be
stresses that not all PDEs can be solved but we will be able to solve most classes of the
PDEs.
3. To study/analyze the solu ons in 2. Furthermore, we will also a empt to discover some of
e actually compu ng it and some mes even without
complete solu on.

What is PDE?

1.2

Dieren al equa on
A dieren al equa on is an equa on that relates the deriva ves of a (scalar) func on
depending on one or more variables. For example,
4
4

(1.1)

is a dieren al equa on for the func on ( ) depending on a single variable , while

2

2
2

= 0

(1.2)

is a dieren al equa on involving a func on ( , , ) of three variables.

*What is par al deriva ves?
Let

be a func on of several independent variables, say

deriva ve of

with respect to

= ( , , ). At ( , , ), the par al

is dened by
= lim

+ , ,

( , , )

provided the limit exists.

In other words, a par al deriva ve of a func on of several variables is its deriva ve with respect to one
of those variables, with the others held constant. For instance, suppose

is given by

Then
=2 + .
So at point(1,1), by subs tu on,

= 3. That is, the par al deriva ve of

with respect

to at point (1, 1) is 3.

What is ordinary/partial differential equation?

A dieren al equa on is called ordinary if the func on

only depends on a single variable and

par al if it depends on more than one variable. Usually (but not quite always) the dependence
of

can be inferred from the deriva ves that appear in the dieren al equa on.

The general form of a rst order PDE for a func on ( 1 ,

1, 2,

, ( 1,

2, . . . ,

by involving
1, 2, . . . ,

are independent variables and

( 1,

2, . . . ,

) is
,...,

) = 0.

and its par al deriva ves. The variables

2, . . . ,

) is the unknown func on (some

books call it dependent variable due to its dependence on the independent variables) for the
par al dieren al equa on.

Nota on: There are two common nota ons for par al deriva ves, and we shall employ them
interchangeably. The rst, used in (1.1) and (1.2), is the familiar Leibniz nota on that employs a
to denote ordinary deriva ves of func ons of a single variable, and the

symbol for par al

deriva ves of func ons of more than one variable. An alterna ve, more compact nota on
employs subscripts to indicate par al deriva ves. For example,
is used for

, and

for

represents

/ , while

. Thus, in subscript nota on, the par al

dieren al equa on (1.2) is wri en

+

= 0.

Theorem: Mixed deriva ves are equal (

Let

be a func on of

and

such that

and

exist and con nuous at a point ( , ).

Then
( , )=

( , )

This result extends to func ons of any number of variables and to higher order deriva ves. For
examples, let

depends on three variables, say , , and . Then, provided these deriva ves

exist and are con nuous,

=

Unless stated otherwise, the func ons considered in this course will be assumed to have
con nuous par al deriva ves of all order. Hence the order in which we take par al deriva ves
will be unimportant.
Tips:
1.

2.

An ODE has arbitrary constants in its general solu ons, while a PDE has arbitrary
func ons in its general solu on. (See Sec on 1.4 for more explana on on general
solu ons)

Example:
Solve the equa on
an ODE in , with

= 0 for an unknown func on ( , ). We can consider the equa on as

being a parameter. Thus the general solu on is ( , ) =

( )

( ).

1.3

Classica ons

Par al dieren al equa ons can be classied in at least three ways. They are:
1. Order of PDE.
2. Linear, Semi-linear, Quasi-linear, and fully non-linear.
3. Scalar equa on, System of equa ons.

Order
The order of a dieren al equa on is that of the highest order deriva ve that appears in the
equa on. For example, Equa on (1.2) is a second order par al dieren al equa on.
Remark: A dieren al equa on has order 0 if it contains no deriva ves of the func on . These
are more properly treated as algebraic equations, which, while of great interest in their own
right, are not the subject of this text. Thus, for us, a dieren al equa on necessarily has
1.

order

Linear:
The par al dieren al equa on (PDE)
, , , : ,

= 0

is said to be linear if:

1. the func on

is linear in each of the func on (dependent variable)

and its

deriva ves,
AND
2. the coecients of
i)

and its deriva ves

are constants or func ons only of the independent variables

OR

ii)

do not depend on

or any of its deriva ves

If it is not linear, we say it is nonlinear.

5

Homogeneous:
The par al dieren al equa on

(see above) is called homogeneous linear if each term in the

equa on contains only the func on

(dependent variable) or one of its deriva ves to the rst

power.
Examples:
+

= 0 is homogeneous linear

= 0 is homogeneous linear.

is inhomogeneous linear.

= 0 is homogeneous linear.

+
2

+
2

= 0 is not linear.

= 1 is not linear.

In prac cal applica ons, homogeneous linear equa ons model unforced systems that are solely
responding to their own internal a ributes. External forcing is represented by an addi onal
term that does not involve dependent variable.
Semi-linear:
The semi linear equa ons are ones in which the coecients of the terms involving the highestorder deriva ves of

depend only on constants or independent variables, not on

or its

deriva ves. That is, the coecient of the highest order deriva ves does not contain either the
dependent variable or its deriva ves.
Examples:
+

= 0 is semilinear.

= 0 is semilinear.

= 0 is linear.

= 0 is not semilinear.
6

Quasi-linear:
A nonlinear equa on is called quasi-linear if the coecient of the highest order deriva ve does
not depend on any highest order par al deriva ve.
Examples
+

= 0 is quasilinear.

+ ( )
2

= 0 is quasilinear.
= 1 is not quasilinear.

Fully nonlinear
A k-th order par al dieren al equa on is fully nonlinear if the highest-order deriva ves of
appear nonlinearly in the equa on.
Example:
2

= 1 is fully nonlinear.

Scalar equa on /System of Equa ons

A single PDE with just one unknown func on is called a scalar func on. In contrast, a set of
equa ons of unknown func ons is called a system of

equa ons.

More generally, a system of dieren al equa ons is a collec on of one or more equa ons
rela ng the deriva ves of one or more func ons. It is essen al that all the func ons occurring
in the system depend on the same set of variables. The symbols for these func ons are known
as the dependent variables, while the variables that they depend on are called the independent
variables. Systems of dieren al equa ons are called ordinary or par al according to whether
there are one or more independent variables. The order of the system is the highest order
deriva ve occurring in any of its equa ons.

Remark:
Classica on is an important concept because the general theory and methods of solu ons
usually apply only to a given class of equa ons. Some of the classica ons help people iden fy

or guess or an cipate the proper es of solu ons of PDEs in that class. For example, there could
be one existence theorem that covers all equa ons which fall under a par cular classica on.
The general rule of thumb is the following. Lower-order, linear equa ons are easier than
higher-order, nonlinear equa ons. Consequently, we will start with rst-order linear equa ons
and work our way up.

Some examples of well known PDEs:

1.

2.

3.

4.

5.

6.

9.
10.

=0

(vibra ng bar)
=

(quantum mechanics)
(heat equa on)

(wave equa on)

= ( , )

+
2

(shock wave)

=0

8.

(transport equa on)

=0

=0

7.

=0

+
2

= 1

=0

(Poisson Equa on)

(KDV equa on)
(Eikonal equa on of geometric op cs)