Partial Differential Equations

\(\require{physics}\)

\[\require{physics} \def\rn{\mathbb{R}^n} \def\half{\frac{1}{2}} \def\dd{\ \!\mathrm{d}} \def\dvvp#1#2{\frac{\partial #1}{\partial #2}} \def\dvvpn#1#2#3{\frac{\partial^#3 #1}{\partial #2^#3}} \def\of#1{\tilde{#1}} \def\ten#1{\mathsf{#1}} \def\diag#1{\mathrm{diag}{#1}} \def\abs#1{\left| #1 \right|} \def\pdv#1{\frac{\partial}{\partial #1}} %\def\dv#1{\frac{\dd}{\dd #1}} \def\ddv#1#2{\frac{\dd #1}{\dd #2}} \def\vdot{\mathbf{\cdot}}\]

Atlas of PDEs

There are a number of common PDEs which it is useful to know.

Laplace’s Equation

(1)\[\nabla^2 \phi(\vec{r}) = 0\]

This equation is used in electromagnetism, gravitation, hydrodynamics, and heat flow in situations where no sources or sinks exist.

Poisson’s Equation

(2)\[\nabla^2 \phi(\vec{r}) = f(\vec{r})\]

This is used in the same situations as Laplace’s equation, ((1)), only when there are sources or sinks, described by the scalar field \(f\).

Example 1 (Maxwell’s Equations)

One of Maxwell’s equations is

\[\nabla \cdot \vec{E} = \frac{\rho(\vec{r})}{\epsilon_{0}}\]

with electric field \(\vec E\), charge density \(\rho(\vec r)\), and the permittivity of free space, \(\epsilon_0\).

Since \(\vec{E} = - \nabla \phi\), we have

\[\nabla^2 \phi(\vec{r}) = - \frac{\rho(\vec{r})}{\epsilon_0}\]

Diffusion Equation

(3)\[\nabla^2 \phi(\vec{r}, t) = \frac{1}{\alpha} \frac{\partial \phi(\vec{r}, t)}{\partial t}\]

The diffusion equation describes the time and space evolution of fields where there is no source; \(\phi\) would describe the distribution of temperature in a conductive heat flow situation.

Example 2 (Heat-flow in a conductor)

Consider heat flowing into a metal, with the temperature a scalar field, represented by a function of position, \(\vec{r}\), and time, \(t\), so \(T(\vec{r}, t)\). Then the heat in a small volume, \(V\), is

\[Q = \int_V \rho c_{\rm p} T(\vec{r}, t) \difp{3}{\vec{r}}\]

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 \(A\),

\[\frac{\dif{Q}}{\dif{t}} = \int_A k \dif{\vec{\sigma}} \cdot \nabla T(\vec{r}, t)\]

with \(\dif{\vec{\sigma}}\) the normal vector to the area, \(\dif{A}\). Applying the divergence theorem,

\[\begin{split}\begin{aligned} \frac{\dif{Q}}{\dif{t}} &= \int_V \nabla \cdot [k \nabla T(\vec{r}, t)] \difp{3}{\vec{r}} \\ &= \int_V k \nabla^2 T(\vec{r}, t) \difp{3}{\vec{r}} \end{aligned}\end{split}\]

Then equating the expressions for \(\frac{\dif{Q}}{\dif{t}}\), and assuming \(\rho\) and \(c_{\rm p}\) are constant,

\[\begin{split}\begin{aligned} \frac{\dif{Q}}{\dif{t}} &= \int_V \nabla \cdot [k \nabla T(\vec{r}, t) ] \difp{3}{\vec{r}} \\ &= \int_{V} k \nabla^2 T(\vec{r}, t) \difp{3}{\vec{r}} \\ \nabla^2 T(\vec{r}, t) &= \frac{\rho c_{\rm p}}{k} \frac{\partial T(\vec{r},t)}{\partial t} \end{aligned}\end{split}\]

Wave Equation

The wave equation describes the progression of vibrations through media.

(4)\[\nabla^2 \phi(\vec{r}, t) = \frac{1}{v^2} \frac{\partial^2 \phi(\vec{r}, t)}{\partial t^2}\]

It occurs frequently in physics, and an operator is defined for it, the d’Alembertian operator,

Definition 6 (Box Operator)

\[\Box^2 \equiv \frac{1}{v^2} \frac{\partial^2 \phi(\vec{r}, t)}{\partial t^2}\]

Helmholtz Equation

(5)\[\nabla^2 \phi + k^2 \phi = 0\]

This appears where the time dependence of the diffusion equation is removed by the separation of variables.

Schrodinger Equation

Time-independent:

(6)\[- \frac{\hbar^2}{2m} \nabla^2 \psi + V \psi = E \psi\]

Time-dependent:

(7)\[- \frac{\hbar^2}{2m} \nabla^2 \psi + V \psi = i \hbar \frac{\partial \psi}{\partial t}\]
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