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
568 questions
3 votes
1 answer
109 views
Derivation of Diffusion Equation in 1-D
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-...
6 votes
0 answers
113 views
Bessel satisfies linear pde but can't find any references for it
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 ...
4 votes
1 answer
343 views
Why is the heat operator not elliptic?
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. ...
11 votes
1 answer
341 views
Boundary value problem for Laplace's equation / probability a BMP leaves cone via the ice cream rather than the biscuit
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 $U=\{(x,y,z):\sqrt{x^2+y^2}< z\tan\alpha\}$...
1 vote
1 answer
68 views
Pair of first order PDEs for one dependent variable (with integrability condition)
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: $$ {\frac {\partial }{\partial x}}K \...
2 votes
0 answers
39 views
Real analytic subclass of solutions to a linear PDE?
Consider a two-dimensional Minkowski spacetime patch described by light-cone coordinates $(U,V)$ within the domain $(0,1)^2$. The leaves of our foliation are defined by the relation: $$ V(U) = e^{s/...
1 vote
1 answer
152 views
Linear Second-Order PDE
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 ...
0 votes
0 answers
65 views
Formal Solution to Wave Equation with arbitrary Boundary Conditions
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 $$\...
3 votes
0 answers
98 views
Do the solutions of the Heat Equation form a closed subspace? Why do Fourier series work?
Edit: I had to slightly change the question so that it's a little more focused on one single issue. During my undergraduate years, I studied my fair share of functional analysis (Lebesgue spaces, ...
1 vote
0 answers
36 views
Source term with boundary condition for a PDE
Let $\Omega$ be a connected open subset of $\mathbb{R}^n$ and let $\partial \Omega$ denote its boundary. Let $\boldsymbol{n}$ be the outward unit normal on $\partial \Omega$ and let $T > 0$. ...
2 votes
0 answers
73 views
Embedding of $L^2(0,T; H^1(\Omega)) \cap H^1(0,T; H^{-1}(\Omega))$ into $L^\infty(0,T; H^s(\Omega))$ for bounded domains
Let $\Omega \subset \mathbb{R}^n$ be a bounded domain, possibly with smooth boundary. I am aware of the following classical embedding: $$L^2(0,T; H^1(\Omega)) \cap H^1(0,T; H^{-1}(\Omega)) \...
4 votes
1 answer
164 views
Uniqueness of type of functional which is able to produce E-L equation in the form of $-\Delta u+D \varphi \cdot D u=f$.
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 $$ -\Delta ...
1 vote
1 answer
164 views
How to solve $(5z+4y)z_x+(4x-2z)z_y=2y-5x$ using Lagrange's method?
While studying PDE, specifically the Lagrange equation, the doctor wrote this equation and asked us to solve it. I've tried to solve it many times and failed, so I'm wondering if it has a closed form ...
2 votes
1 answer
88 views
A PDE that characterizes linear functions?
All linear scalar fields $f : \mathbb R^n \to \mathbb R$ are solutions to the following PDE: $$\langle \nabla f_p,\ p \rangle = f(p)$$ for every $p \in \mathbb R^n.$ (A more general statement can be ...
0 votes
1 answer
117 views
Difficulty applying boundary conditions to PDE using the method of characteristics
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 ...