From Wikipedia, the free encyclopedia

Partial differential equations

Given a partial differential equation of a function

of n variables, it is sometimes useful to guess solution of the form

or

which turns the partial differential equation (PDE) into a set of ODEs. Usually, each independent variable creates a separation constant that cannot be determined only from the equation itself.

When such a technique works, it is called a separable partial differential equation.

Example (I)

Suppose F(x, y, z) and the following PDE:

We shall guess

thus making the equation (1) to

(since ).

Now, since X'(x) is dependent only on x and Y'(y) is dependent only on y (so on for Z'(z)) and that the equation (1) is true for every x, y, z it is clear that each one of the term is constant. More precisely,

where the constants c1, c2, c3 satisfy

Eq. (3) is actually a set of three ODEs. In this case they are trivial and can be solved by simple integration, giving:

where the integration constant c4 is determined by initial conditions.

Example (II)

Consider the differential equation

First we seek solutions of the form

Most solutions are not of that form, but other solutions are sums of (generally infinitely many) solutions of that form.

Substituting,

Divide throughout by X(x)

and then by Y(y)

Now X′′(x)/X(x) is a function of x only, and (Y′′(y)+λY(y))/Y(y) is a function of y only, so for their sum to be equal to zero for all x and y, they must both be constant. Thus,

where k is the separation constant. This splits up into ordinary differential equations

and

which we can solve accordingly. If the equation as posed originally was a boundary value problem, one would use the given boundary values. See that article for an example which uses boundary values.

From Wikipedia, the free encyclopedia

Partial differential equations

Given a partial differential equation of a function

of n variables, it is sometimes useful to guess solution of the form

or

which turns the partial differential equation (PDE) into a set of ODEs. Usually, each independent variable creates a separation constant that cannot be determined only from the equation itself.

When such a technique works, it is called a separable partial differential equation.

Example (I)

Suppose F(x, y, z) and the following PDE:

We shall guess

thus making the equation (1) to

(since ).

Now, since X'(x) is dependent only on x and Y'(y) is dependent only on y (so on for Z'(z)) and that the equation (1) is true for every x, y, z it is clear that each one of the term is constant. More precisely,

where the constants c1, c2, c3 satisfy

Eq. (3) is actually a set of three ODEs. In this case they are trivial and can be solved by simple integration, giving:

where the integration constant c4 is determined by initial conditions.

Example (II)

Consider the differential equation

First we seek solutions of the form

Most solutions are not of that form, but other solutions are sums of (generally infinitely many) solutions of that form.

Substituting,

Divide throughout by X(x)

and then by Y(y)

Now X′′(x)/X(x) is a function of x only, and (Y′′(y)+λY(y))/Y(y) is a function of y only, so for their sum to be equal to zero for all x and y, they must both be constant. Thus,

where k is the separation constant. This splits up into ordinary differential equations

and

which we can solve accordingly. If the equation as posed originally was a boundary value problem, one would use the given boundary values. See that article for an example which uses boundary values.


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