============================== Partial Differential Equations ============================== :math:`\require{physics}` .. include:: ../macros.rst Atlas of PDEs ============= There are a number of common PDEs which it is useful to know. ------------------ Laplace’s Equation ------------------ .. math:: :label: laplace-equation \nabla^2 \phi(\vec{r}) = 0 This equation is used in electromagnetism, gravitation, hydrodynamics, and heat flow in situations where no sources or sinks exist. ------------------ Poisson’s Equation ------------------ .. math:: :label: poisson-equation \nabla^2 \phi(\vec{r}) = f(\vec{r}) This is used in the same situations as Laplace’s equation, (:eq:`laplace-equation`), only when there *are* sources or sinks, described by the scalar field :math:`f`. .. prf:example:: Maxwell's Equations One of Maxwell’s equations is .. math:: \nabla \cdot \vec{E} = \frac{\rho(\vec{r})}{\epsilon_{0}} with electric field :math:`\vec E`, charge density :math:`\rho(\vec r)`, and the permittivity of free space, :math:`\epsilon_0`. Since :math:`\vec{E} = - \nabla \phi`, we have .. math:: \nabla^2 \phi(\vec{r}) = - \frac{\rho(\vec{r})}{\epsilon_0} ------------------ Diffusion Equation ------------------ .. math:: :label: diffusion-equation \nabla^2 \phi(\vec{r}, t) = \frac{1}{\alpha} \frac{\partial \phi(\vec{r}, t)}{\partial t} The diffusion equation describes the time and space evolution of fields where there is no source; :math:`\phi` would describe the distribution of temperature in a conductive heat flow situation. .. prf:example:: Heat-flow in a conductor Consider heat flowing into a metal, with the temperature a scalar field, represented by a function of position, :math:`\vec{r}`, and time, :math:`t`, so :math:`T(\vec{r}, t)`. Then the heat in a small volume, :math:`V`, is .. math:: Q = \int_V \rho c_{\rm p} T(\vec{r}, t) \difp{3}{\vec{r}} The rate at which heat transfers from one volume to another depends on the temperature gradient, the area of the contact, and the metal’s thermal conductivity. For a boundary of area :math:`A`, .. math:: \frac{\dif{Q}}{\dif{t}} = \int_A k \dif{\vec{\sigma}} \cdot \nabla T(\vec{r}, t) with :math:`\dif{\vec{\sigma}}` the normal vector to the area, :math:`\dif{A}`. Applying the divergence theorem, .. math:: \begin{aligned} \frac{\dif{Q}}{\dif{t}} &= \int_V \nabla \cdot [k \nabla T(\vec{r}, t)] \difp{3}{\vec{r}} \\ &= \int_V k \nabla^2 T(\vec{r}, t) \difp{3}{\vec{r}} \end{aligned} Then equating the expressions for :math:`\frac{\dif{Q}}{\dif{t}}`, and assuming :math:`\rho` and :math:`c_{\rm p}` are constant, .. math:: \begin{aligned} \frac{\dif{Q}}{\dif{t}} &= \int_V \nabla \cdot [k \nabla T(\vec{r}, t) ] \difp{3}{\vec{r}} \\ &= \int_{V} k \nabla^2 T(\vec{r}, t) \difp{3}{\vec{r}} \\ \nabla^2 T(\vec{r}, t) &= \frac{\rho c_{\rm p}}{k} \frac{\partial T(\vec{r},t)}{\partial t} \end{aligned} ------------- Wave Equation ------------- The wave equation describes the progression of vibrations through media. .. math:: :label: wave-equation \nabla^2 \phi(\vec{r}, t) = \frac{1}{v^2} \frac{\partial^2 \phi(\vec{r}, t)}{\partial t^2} It occurs frequently in physics, and an operator is defined for it, the d’Alembertian operator, .. prf:definition:: Box Operator .. math:: \Box^2 \equiv \frac{1}{v^2} \frac{\partial^2 \phi(\vec{r}, t)}{\partial t^2} ------------------ Helmholtz Equation ------------------ .. math:: :label: helmholtz-equation \nabla^2 \phi + k^2 \phi = 0 This appears where the time dependence of the diffusion equation is removed by the separation of variables. -------------------- Schrodinger Equation -------------------- Time-independent: .. math:: :label: time-independent-schrodinger-equation - \frac{\hbar^2}{2m} \nabla^2 \psi + V \psi = E \psi Time-dependent: .. math:: :label: time-dependent-schrodinger-equation - \frac{\hbar^2}{2m} \nabla^2 \psi + V \psi = i \hbar \frac{\partial \psi}{\partial t}