» 偏微分方程 (PDE)

偏微分方程 (PDE)

1750
  • Jean le Rond d’Alembert
  • Leonhard Euler
  • Daniel Bernoulli
数学家在办公室对偏微分方程的历史性讨论。

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偏微分方程(PDE)是在一个多变量函数的各个偏导数之间建立关系的方程。函数通常被称为未知数,而偏微分方程则描述了未知函数与其导数之间的关系。与涉及单变量函数的常微分方程 (ODE) 不同,偏微分方程是多维系统建模的基础。

A partial differential equation (PDE) for a function [latex]u(x_1, dots, x_n)[/latex] is an equation of the form [latex]F(x_1, dots, x_n, u, frac{partial u}{partial x_1}, dots, frac{partial u}{partial x_n}, frac{partial^2 u}{partial x_1 partial x_1}, dots) = 0[/latex]. This formulation expresses a relationship between an unknown function [latex]u[/latex] of several independent variables and its partial derivatives. The ‘order’ of the PDE is determined by the highest-order derivative present in the equation. For instance, an equation containing a second derivative but no higher is a second-order PDE.

PDEs are classified based on properties that help determine the nature of their solutions. A key classification is linearity. A PDE is ‘linear’ if it is linear in the unknown function and all its derivatives. For example, [latex]a(x,y)u_{xx} + b(x,y)u_{yy} = f(x,y)[/latex] is linear. If the coefficients depend on [latex]u[/latex] or its derivatives, the equation becomes nonlinear. Nonlinear PDEs are notoriously difficult to solve and often exhibit complex behaviors like shock waves or solitons.

The study of PDEs is a vast branch of mathematics, crucial for modeling phenomena across science and engineering. Finding a ‘solution’ means identifying a function that satisfies the equation, often subject to specific boundary or initial conditions that constrain the problem to a unique physical situation. The development of methods to find and analyze these solutions, both analytically and numerically, has been a central theme in mathematics since the 18th century.

UNESCO Nomenclature: 1102
- 分析

类型

抽象系统

中断

革命

使用方法

广泛使用

前体

  • development of calculus by newton and leibniz
  • formulation of ordinary differential equations (odes)
  • introduction of partial derivatives by euler and d’alembert
  • newton’s laws of motion and universal gravitation

应用

  • fluid dynamics (navier-stokes equations)
  • electromagnetism (maxwell’s equations)
  • quantum mechanics (薛定谔 equation)
  • general relativity (einstein field equations)
  • financial modeling (black-scholes equation)

专利:

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Related to: pde, partial derivative, differential equation, mathematical modeling, analysis, multivariable calculus, boundary value problem, initial value problem.

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