Classification of PDEs: Understanding and Solving for Unique Solutions

In summary, the conversation revolved around a person struggling with a numerical solutions of PDE course, specifically in regards to the classification of PDEs. They had a set of exercises for an upcoming test and were seeking help in understanding the notation and concepts involved. The goal was to determine the conditions under which a knowledge of u, u_{x} and u_{t} could uniquely determine u_{xx}, u_{xt}, and u_{tt}, in order to classify the PDE. The person also mentioned using a reference text and seeking a simpler explanation.
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Adyssa
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Homework Statement



I'm doing a course on numerical solutions of PDE and I am waaaay out of my depth, having not covered differential equations previously. I spoke to my lecturer about this and he said I would be fine as the course is on FDM/FEM and not analytic solutions but this is week 4 and I am utterly lost. Before I throw in the towel, I would like to bang my head against it for a while longer and see if I can figure a few things out. This is my first hurdle - classification of PDEs. I have a set of exercises to work on for a test this week, and here is one of the questions ...

Homework Equations



Classify the PDE:

[itex]tu_{xx} - (t-x)u_{xt} = xu_{tt} + u^{2}_{t}[/itex]

and if possible find the equations of the characteristic curves.

The Attempt at a Solution



For a start, I find the notation confusing, but I think [itex]u_{xx}[/itex] is equivalent to [itex]\frac{du^{2}}{d^{2}x}[/itex]

With that out of the way, I have a reference text in Numerical Methods for PDE by William Ames which I understand to be canonical, but I'm finding it really hard to follow, so I'm hoping somebody could explain it more simply for me.

I need to find "conditions under which a knowledge of [itex]u, u_{x}[/itex] and [itex]u_{t}[/itex] serve to determine [itex]u_{xx}, u_{xt}[/itex] and [itex]u_{tt}[/itex] uniquely so the equation is satisfied" - to paraphrase the Ames text, and then put them in matrix form so I can find the determinant, and if it's not equal to zero then I can use the the discriminant of the quadratic formula to classify the PDE. I think if I can get this thing into matrix form I will be ok from there, but this first part is killing me! I understand there is the notion of a directional derivative involved in forming the equations that are then put into matrix form but I don't grasp it.

Sorry to be vague! I really want to understand this but my brain just doesn't want to!
 
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What is a partial differential equation (PDE)?

A partial differential equation (PDE) is a mathematical equation that involves partial derivatives of an unknown function with respect to multiple independent variables. PDEs are used to describe physical phenomena in fields such as physics, engineering, and finance.

What is the difference between ordinary differential equations (ODEs) and partial differential equations (PDEs)?

The main difference between ODEs and PDEs is the number of independent variables involved. ODEs involve derivatives with respect to a single independent variable, while PDEs involve derivatives with respect to multiple independent variables.

What are the different types of PDEs?

The three main types of PDEs are elliptic, parabolic, and hyperbolic. Elliptic equations describe steady-state behavior, parabolic equations describe transient behavior, and hyperbolic equations describe wave-like behavior.

How are PDEs classified?

PDEs can be classified based on their order, linearity, and type. The order of a PDE is determined by the highest derivative present, while linearity refers to whether the PDE is linear or nonlinear. The type of a PDE is determined by the coefficients and the types of derivatives present.

What are some real-world applications of PDEs?

PDEs are used to model a wide range of physical phenomena, including heat conduction, fluid dynamics, electromagnetic fields, and quantum mechanics. They are also used in finance to model option pricing and in image processing for image denoising and segmentation.

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