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Questions tagged [linear-pde]

This tag is for questions relating to linear partial differential equations, in which the dependent variable (and its derivatives) appear in terms with degree at most one

3 votes
1 answer
109 views

I am trying to rigorously derive the diffusion equation, given by $$ \frac{\partial u}{\partial t} = D\,\frac{\partial^2 u}{\partial x^2}, \qquad D = \frac{h^2}{2\tau}. $$ from a simple one-...
sam wolfe's user avatar
  • 3,585
6 votes
0 answers
113 views

The form $$\Phi_s(p)= \int_0^\infty e^{-px} e^{-s/x} \, dx = 2\sqrt{\frac sp} K_1(2\sqrt{sp})$$ is a standard representation for the $K_\nu(\cdot)$ Bessel function ($\nu=1$). It appears in analytic ...
J. Zimmerman's user avatar
  • 1,262
4 votes
1 answer
343 views

The definition I have seen for an elliptic differential operator (say with constant coefficients) is that its principal symbol (which corresponds only to the highest order terms) only can vanish at 0. ...
simbo's user avatar
  • 32
11 votes
1 answer
341 views

Suppose I start a Brownian motion $X_t$ at position $(0,0,\varepsilon)$ in $\mathbb R^3$. Suppose also I have a cone with its apex at the origin, given by $U=\{(x,y,z):\sqrt{x^2+y^2}< z\tan\alpha\}$...
Lavender's user avatar
  • 1,504
1 vote
1 answer
68 views

I have the following pair of first order PDEs for the unknown function K(x,y), where f(x,y) and g(x,y) are known functions, and both x and y are spatial variables: $$ {\frac {\partial }{\partial x}}K \...
Prakash_S's user avatar
2 votes
0 answers
39 views

Consider a two-dimensional Minkowski spacetime patch described by light-cone coordinates $(U,V)$ within the domain $(0,1)^2$. The leaves of our foliation are defined by the relation: $$ V(U) = e^{s/...
J. Zimmerman's user avatar
  • 1,262
1 vote
1 answer
152 views

I am currently faced with solving a linear second-order PDE of the form $$ v_{xy} + cv = 0, $$ where $v(x,y)$ is a function of both $x$ and $y$ and $c>0$ is a constant. Note: I use $ v_{xy} $ to ...
nate's user avatar
  • 11
0 votes
0 answers
65 views

I am studying the 3D wave equation $$u_{tt}=\nabla^2u$$ in an arbitrary volume $V$ with bounary $\partial V$ and I was wondering if there is an analogue of the formula we get for the Laplacian $$\...
EdoRoundTheWorld's user avatar
3 votes
0 answers
98 views

Edit: I had to slightly change the question so that it's a little more focused on one single issue. During my undergraduate years, I studied my fair share of functional analysis (Lebesgue spaces, ...
Melanzio's user avatar
  • 657
1 vote
0 answers
36 views

Let $\Omega$ be a connected open subset of $\mathbb{R}^n$ and let $\partial \Omega$ denote its boundary. Let $\boldsymbol{n}$ be the outward unit normal on $\partial \Omega$ and let $T > 0$. ...
Gustave's user avatar
  • 1,573
2 votes
0 answers
73 views

Let $\Omega \subset \mathbb{R}^n$ be a bounded domain, possibly with smooth boundary. I am aware of the following classical embedding: $$L^2(0,T; H^1(\Omega)) \cap H^1(0,T; H^{-1}(\Omega)) \...
mathmath's user avatar
4 votes
1 answer
164 views

I want to ask about the uniqueness of functional which is able to produce E-L equation in the form of $$-\Delta u+D \varphi \cdot D u=f.$$ The answer here said that the energy functional of $$ -\Delta ...
Elio Li's user avatar
  • 751
1 vote
1 answer
164 views

While studying PDE, specifically the Lagrange equation, the doctor wrote this equation and asked us to solve it. I've tried to solve it many times and failed, so I'm wondering if it has a closed form ...
mohmed saker's user avatar
2 votes
1 answer
88 views

All linear scalar fields $f : \mathbb R^n \to \mathbb R$ are solutions to the following PDE: $$\langle \nabla f_p,\ p \rangle = f(p)$$ for every $p \in \mathbb R^n.$ (A more general statement can be ...
Keplerto's user avatar
  • 1,512
0 votes
1 answer
117 views

Disclaimer: This PDE arose from a physics problem where the boundary conditions are not very well defined and I am assuming them from the symmetry of the system. I am trying to solve the following PDE ...
grav.field's user avatar

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