Solving Partial Differential Equations: Strategies and Techniques

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SUMMARY

The discussion focuses on solving a specific partial differential equation (PDE) represented as ∂f/∂t = g(t)∂2f/∂x2 - xh(t)f, with boundary conditions f(x,0)=f(x,n*τ)=0 and f(x*(t)-ε(t),t)=1, f(x*(t)+ε(t),t)=0. Participants emphasize the importance of understanding the context of the system described by the PDE to determine the existence of analytical solutions. They suggest utilizing resources such as Grigoryan's USCB course notes on Math 124a for further guidance on PDEs and Fourier analysis techniques that may apply to periodic boundary conditions.

PREREQUISITES
  • Understanding of partial differential equations (PDEs)
  • Familiarity with boundary conditions in mathematical physics
  • Knowledge of Fourier analysis techniques
  • Basic concepts of periodic functions and their implications
NEXT STEPS
  • Research Grigoryan's USCB course notes on Math 124a for comprehensive PDE strategies
  • Explore Fourier series and their application to solving PDEs with periodic boundary conditions
  • Study the implications of boundary conditions on the existence of solutions in PDEs
  • Investigate numerical methods for approximating solutions to complex PDEs
USEFUL FOR

Physicists, mathematicians, and engineers dealing with complex systems described by partial differential equations, particularly those seeking analytical or numerical solutions to PDEs with specific boundary conditions.

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I have, as is normal for anyone working in physics, come across a differential equation describing the system I am looking it. Now I know little about solving partial differential equations, and indeed I am not even sure if an analytical solutions exists for my equation, but here it is anyways:

∂f/∂t = g(t)∂2f/∂x2 - xh(t)f

With boundary conditions:

f(x,0)=f(x,n*τ)=0 ,n=1,2,3...
f(x*(t)-ε(t),t)=1, f(x*(t)+ε(t),t)=0
where x*(t) and ε(t) are some known functions describing the "moving" boundary conditions.

Now I am not expecting anyone to be able to immidiatly look at this equation and know whether there exists a closed form solution. Rather I want to ask you, what you would do to find out?
I litterally have no clue what to do. Is there a big book on all kinds of partial differential equations, or what do you guys do when an equation like the above pops up in your work?

I know from my book that no solution can exist if we only have the condition that f(x,0)=0, but I have provided further boundary conditions saying that this must be true again after a certain period τ. Thus it is assumed that f is periodic in time with my assumption. My hope is that this boundary condition makes the above differential equation analytically solvable. Can anyone immidiatly tell if it doesn't help me? Or are there any tricks from Fourier analysis etc. that one can exploit now that f is periodic in time?
 
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It would be helpful to us if you could provide a little more context about this 'system' you are looking at. PDEs describe many different physical phenomena, and more information about this equation and where it comes from will be a big help in seeing what kinds of solution are available.
 
There are indeed big books. A convenient online resource is a set of notes from Grigoryan's USCB course Math 124a. Google it, you'll find it. A difficulty I have with his file is that his equals signs display as long dashes on my screen (like, elongated minus signs), but you can make the translation mentally once you know that's happening.
 

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