Solving First-Order PDE: Explaining Basics

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In summary, the conversation discusses difficulties with understanding linear partial differential equations and the confusion caused by the text not explaining clearly enough. The speaker recommends another book for studying PDEs and an expert explains the process used in the text to obtain the equations.
  • #1
ahmed markhoos
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Sorry to keep the title too broad and general.

I'm starting learning pde by myself , using "linear partial differential equations for scientists and engineers"

I'm having some problems with the basics "I took ODE". The following differentiation is totally new to me, can some one explain to me?

f(x,y,z,a,b)=0, a and b are parameters

Differentiating the function with respect to x we get:
fx+ pfz =0

And with respect to y we get:

fy+ qfz =0

Where q=∂z/∂y , p=∂z/∂x.

How? Why?
 
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  • #2
The formulas look wrong. Where did you get them?
 
  • #3
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I think the confusion arises from the text not explaining clearly enough what it is doing.
When it says the first equation in 2.3.2 is obtained by differentiating 2.3.1 with respect to ##x##, it should have added 'while keeping ##f## and ##y## but not ##z## constant'.

Formally, what they are doing is, at any point ##(x_0,y_0,z_0)##, identifying the line that is the intersection of the surface ##y=y_0## with the surface defined by equation 2.3.1. They then parametrise that line with parameter ##t## by setting ##t=x##. Then what they describe as 'differentiating with respect to ##x##' is actually differentiating with respect to ##t##. Using the formula for the total differential:

$$\frac{df}{dt}=\frac{\partial f}{\partial x}\frac{dx}{dt}+
\frac{\partial f}{\partial y}\frac{dy}{dt}+
\frac{\partial f}{\partial z}\frac{dz}{dt}$$

we can get their formula when we observe that ##\frac{dy}{dt}=0## and ##\frac{dx}{dt}=1##.
 
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  • #5
I think the confusion arises from the text not explaining clearly enough what it is doing.
... I agree.
I was thinking more, following 2.2.2, they have implicitly chosen z to be dependant on x and y in F(x,y,z,a,b) and applied the chain rule per the core concepts in chapter 1.

I don't think this text is intended for self-study...
 
  • #6
Simon Bridge said:
... I agree.
I was thinking more, following 2.2.2, they have implicitly chosen z to be dependant on x and y in F(x,y,z,a,b) and applied the chain rule per the core concepts in chapter 1.

I don't think this text is intended for self-study...
I choosed it because it seemed to be the best pde book for me while studying physics. A lot of people gave a good feedback to it.

Do you recommend any other books?
 
  • #7
andrewkirk said:
I think the confusion arises from the text not explaining clearly enough what it is doing.
When it says the first equation in 2.3.2 is obtained by differentiating 2.3.1 with respect to ##x##, it should have added 'while keeping ##f## and ##y## but not ##z## constant'.

Formally, what they are doing is, at any point ##(x_0,y_0,z_0)##, identifying the line that is the intersection of the surface ##y=y_0## with the surface defined by equation 2.3.1. They then parametrise that line with parameter ##t## by setting ##t=x##. Then what they describe as 'differentiating with respect to ##x##' is actually differentiating with respect to ##t##. Using the formula for the total differential:

$$\frac{df}{dt}=\frac{\partial f}{\partial x}\frac{dx}{dt}+
\frac{\partial f}{\partial y}\frac{dy}{dt}+
\frac{\partial f}{\partial z}\frac{dz}{dt}$$

we can get their formula when we observe that ##\frac{dy}{dt}=0## and ##\frac{dx}{dt}=1##.
Exactly, thank you very much sir.
 

1. What is a first-order partial differential equation (PDE)?

A first-order PDE is a mathematical equation that involves the partial derivatives of a function of multiple variables. It describes the relationship between the function and its partial derivatives, and is often used to model physical phenomena in fields such as physics, engineering, and economics.

2. How do you solve a first-order PDE?

To solve a first-order PDE, you first need to determine its type (linear or nonlinear) and its order (first, second, etc.). Then, you can use various methods such as the method of characteristics, separation of variables, or the method of integrating factors. The appropriate method will depend on the specific equation and its boundary conditions.

3. What are the boundary conditions for a first-order PDE?

Boundary conditions are additional information that is needed to uniquely determine a solution to a PDE. For a first-order PDE, boundary conditions are usually specified at the boundaries of the domain in which the equation is being solved. These can include initial conditions (specifying the function and its derivatives at a specific point) or boundary value conditions (specifying the function or its derivatives at the boundaries of the domain).

4. What are some real-world applications of first-order PDEs?

First-order PDEs are used to model a wide range of natural phenomena, including fluid flow, heat transfer, and diffusion. They are also commonly used in financial mathematics to model the behavior of financial assets. Other applications include population dynamics, chemical reactions, and traffic flow.

5. Are there any software tools available for solving first-order PDEs?

Yes, there are many software tools available for solving first-order PDEs. These include general-purpose mathematical software such as MATLAB and Mathematica, as well as specialized software specifically designed for solving PDEs, such as COMSOL Multiphysics and ANSYS. These tools use numerical methods to approximate the solutions to PDEs and can handle a wide range of equations and boundary conditions.

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