1.2: PDE’s
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Rather than giving a strict mathematical definition, let us look at an example of a PDE, the heat equation in 1 space dimension
\[\dfrac{\partial^2}{\partial x^2}{u(x,t)} = \frac{1}{k} \dfrac{\partial}{\partial t}{u(x,t)}. \label{eq:I:heat}\]

It is a PDE since partial derivatives are involved.
To remind you of what that means: \(\dfrac{\partial}{\partial x}{u(x,t)}\) denotes the differentiation of \(u(x,t)\) w.r.t. \(x\) keeping \(t\) fixed, \[\dfrac{\partial}{\partial x} (x^2t+xt^2) = 2xt+t^2.\]

It is called linear since \(u\) and its derivatives appear linearly, i.e., once per term. No functions of \(u\) are allowed. Terms like \(u^2\), \(\sin(u)\), \(u\dfrac{\partial}{\partial x}{u}\), etc., break this rule, and lead to nonlinear equations. These are interesting and important in their own right, but outside the scope of this course.

Equation (\ref{eq:I:heat}) above is also homogeneous (which just means that every term involves either \(u\) or one of its derivatives, there is no term that does not contain \(u\)). The equation \[\dfrac{\partial^2}{\partial x^2}{u(x,t)} = \frac{1}{k} \dfrac{\partial}{\partial t}{u(x,t)}+\sin(x)\] is called inhomogeneous, due to the \(\sin(x)\) term on the right, that is independent of \(u\).
Linearity
Why is all that so important? A linear homogeneous equation allows superposition of solutions. If \(u_1\) and \(u_2\) are both solutions to the heat equation,
\[\dfrac{\partial^2}{\partial x^2}{u_1(x,t)}  \frac{1}{k} \dfrac{\partial}{\partial t}{u_1(x,t)}= \dfrac{\partial}{\partial t}{u_2(x,t)}  \frac{1}{k} \dfrac{\partial^2}{\partial x^2}{u_2(x,t)}=0, \label{eq:I:heatsol}\]
any combination is also a solution,
\[\dfrac{\partial^2}{\partial x^2}{[a u_1(x,t)+bu_2(x,t)]}  \frac{1}{k} \dfrac{\partial}{\partial t}{[au_1(x,t)+b u_2(x,t)]}=0.\]
For a linear inhomogeneous equation this gets somewhat modified. Let \(v\) be any solution to the heat equation with a \(\sin(x)\) inhomogeneity,
\[\dfrac{\partial^2}{\partial x^2}{v(x,t)}  \frac{1}{k} \dfrac{\partial}{\partial t}{v(x,t)}=\sin(x).\]
In that case \(v+au_1\), with \(u_1\) a solution to the homogeneous equation, see Equation (\ref{eq:I:heatsol}), is also a solution,
\[\begin{aligned} \dfrac{\partial^2}{\partial x^2}{[v(x,t)+a u_1(x,t)]}  \frac{1}{k} \dfrac{\partial}{\partial t}{[v(x,t)+a u_1(x,t)]}&=&\nonumber\\ \dfrac{\partial^2}{\partial x^2}{v(x,t)}  \frac{1}{k} \dfrac{\partial}{\partial x}{v(x,t)} +a \left(\dfrac{\partial}{\partial x}{u_1(x,t)}  \frac{1}{k} \dfrac{\partial}{\partial t}{u_1(x,t)}\right)&=& \sin(x).\end{aligned}\]
Finally we would like to define the order of a PDE as the power in the highest derivative, even it is a mixed derivative (w.r.t. more than one variable).