Relationship between second order odes and pdes

In summary, there is a relationship between the characteristic equations from 2nd order ODEs and the PDE operators, as the PDEs are essentially an extension of the ODEs and the same principles can be applied to both. However, they should still be considered as separate ideas due to the differences in dimensionality.
  • #1
tiredryan
51
0
Hello.

I took a class on ODEs and learned about solving second order homologous equations by writing down the characteristic equation.
http://www.sosmath.com/diffeq/second/constantcof/constantcof.html

I am now learning about PDEs on my own and I came across parabolic, hyperbolic, and elliptical operators. Is there a relationship between the characteristic equations from the 2nd order ODEs' characteristic equations and these new PDE operators or should I think of them as two separate ideas? The resources I have come across do not relate it back to ODEs.

Thanks.
 
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  • #2
Yes, there is a relationship between the characteristic equations from ODEs and the new PDE operators. The PDEs are basically extensions of the ODEs, so the same concepts can be applied to them as well. The main difference is that the ODEs are one-dimensional and the PDEs are multi-dimensional. However, the same principles of linearity and homogeneity can still be applied. For example, in the case of parabolic equations, the equation can be reduced to a second order homogeneous ODE by using a separation of variables technique. The same principle holds for hyperbolic equations and elliptic equations. In each case, the PDE can be reduced to an ODE, and then the same techniques used to solve the ODEs can be applied to the PDEs.
 

1. What is the difference between second order ODEs and PDEs?

Second order ordinary differential equations (ODEs) involve a single independent variable and one or more dependent variables, while second order partial differential equations (PDEs) involve two or more independent variables and one or more dependent variables. PDEs are used to describe physical systems that vary in space and time, while ODEs are used to describe systems that vary in time only.

2. How do second order ODEs and PDEs relate to each other?

Second order PDEs can be reduced to second order ODEs by assuming a specific form for the solution, known as the separation of variables method. This is only possible for certain types of PDEs, such as linear PDEs with constant coefficients.

3. What is the significance of the order in second order ODEs and PDEs?

The order of an ODE or PDE refers to the highest derivative present in the equation. In second order equations, the highest derivative is the second derivative. The order of an equation affects the complexity of its solution and can determine the type of techniques used to solve it.

4. Can second order ODEs and PDEs be solved analytically?

Some second order ODEs and PDEs can be solved analytically using mathematical techniques, such as separation of variables, Laplace transforms, or the method of characteristics. However, many second order equations do not have closed-form solutions and must be solved numerically using computers.

5. What are some real-world applications of second order ODEs and PDEs?

Second order ODEs and PDEs are used extensively in physics, engineering, and other fields to model a wide range of physical phenomena, such as fluid flow, heat transfer, population dynamics, and electrical circuits. They are also used in image and signal processing, financial modeling, and other areas of science and technology.

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