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In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives.. The function is often thought of as an "unknown" that solves the equation, similar to how x is thought of as an unknown number solving, e.g., an algebraic equation like x 2 − 3x + 2 = 0.
Partial derivatives appear in thermodynamic equations like Gibbs-Duhem equation, in quantum mechanics as in Schrödinger wave equation, as well as in other equations from mathematical physics. The variables being held constant in partial derivatives here can be ratios of simple variables like mole fractions x i in the following example ...
The symbol was introduced originally in 1770 by Nicolas de Condorcet, who used it for a partial differential, and adopted for the partial derivative by Adrien-Marie Legendre in 1786. [3] It represents a specialized cursive type of the letter d , just as the integral sign originates as a specialized type of a long s (first used in print by ...
Partial derivatives are generally distinguished from ordinary derivatives by replacing the differential operator d with a "∂" symbol. For example, we can indicate the partial derivative of f(x, y, z) with respect to x, but not to y or z in several ways: = =.
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. The heat equation can also be considered on Riemannian manifolds, leading to many geometric applications.
Often a partial differential equation can be reduced to a simpler form with a known solution by a suitable change of variables. The article discusses change of variable for PDEs below in two ways: by example; by giving the theory of the method.
where the expression on the left denotes the second partial derivatives of f in x and y, respectively. This is the Poisson equation, and can be physically interpreted as some sort of heat conduction problem, or a problem in potential theory, among other possibilities. If we write f and g in Fourier series:
A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, i.a., engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes ...