偏微分方程 (PDE) 是一个涉及函数及其偏导数的方程;例如,波动方程
![(partial^2psi)/(partialx^2)+(partial^2psi)/(partialy^2)+(partial^2psi)/(partialz^2)=1/(v^2)(partial^2psi)/(partialt^2).](/images/equations/PartialDifferentialEquation/NumberedEquation1.svg) |
(1)
|
一些偏微分方程可以在 Wolfram 语言 中使用以下命令精确求解DSolve[eqn, y,
x1, x2
],以及使用以下命令进行数值求解NDSolve[eqns, y,
x, xmin, xmax
,
t, tmin, tmax
]。
一般来说,偏微分方程比常微分方程更难解析求解。有时可以使用 Bäcklund 变换、特征线法、格林函数、积分变换、Lax 对、分离变量法,或者——当所有其他方法都失败时(这种情况经常发生)——数值方法,例如有限差分法来求解。
幸运的是,二阶偏微分方程通常可以使用解析解法。这类 PDE 的形式为
![Au_(xx)+2Bu_(xy)+Cu_(yy)+Du_x+Eu_y+F=0.](/images/equations/PartialDifferentialEquation/NumberedEquation2.svg) |
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|
然后根据矩阵的性质对线性二阶 PDE 进行分类
![Z=[A B; B C]](/images/equations/PartialDifferentialEquation/NumberedEquation3.svg) |
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分为椭圆型、双曲型或抛物型。
如果
是一个正定矩阵,即
,则称该 PDE 为椭圆型。拉普拉斯方程和泊松方程是例子。边界条件用于给出约束
在
上,其中
![u_(xx)+u_(yy)=f(u_x,u_y,u,x,y)](/images/equations/PartialDifferentialEquation/NumberedEquation4.svg) |
(4)
|
在
中成立。
如果 det
,则称该 PDE 为双曲型。波动方程是双曲型偏微分方程的一个例子。初边值条件用于给出
![u(x,y,t)=g(x,y,t) for x in partialOmega,t>0](/images/equations/PartialDifferentialEquation/NumberedEquation5.svg) |
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|
![u(x,y,0)=v_0(x,y) in Omega](/images/equations/PartialDifferentialEquation/NumberedEquation6.svg) |
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|
![u_t(x,y,0)=v_1(x,y) in Omega,](/images/equations/PartialDifferentialEquation/NumberedEquation7.svg) |
(7)
|
其中
![u_(xy)=f(u_x,u_t,x,y)](/images/equations/PartialDifferentialEquation/NumberedEquation8.svg) |
(8)
|
在
中成立。
如果 det
,则称该 PDE 为抛物型。热传导方程和其他扩散方程是例子。初边值条件用于给出
![u(x,t)=g(x,t) for x in partialOmega,t>0](/images/equations/PartialDifferentialEquation/NumberedEquation9.svg) |
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![u(x,0)=v(x) for x in Omega,](/images/equations/PartialDifferentialEquation/NumberedEquation10.svg) |
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|
其中
![u_(xx)=f(u_x,u_y,u,x,y)](/images/equations/PartialDifferentialEquation/NumberedEquation11.svg) |
(11)
|
在
中成立。
以下是数学物理问题中常见的重要的偏微分方程示例。
Benjamin-Bona-Mahony 方程
![u_t+u_x+uu_x-u_(xxt)=0.](/images/equations/PartialDifferentialEquation/NumberedEquation12.svg) |
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|
双调和方程
![del ^4phi=0.](/images/equations/PartialDifferentialEquation/NumberedEquation13.svg) |
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|
Boussinesq 方程
![u_(tt)-alpha^2u_(xx)=beta^2u_(xxtt).](/images/equations/PartialDifferentialEquation/NumberedEquation14.svg) |
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|
Cauchy-Riemann 方程
Chaplygin 方程
![u_(xx)+(y^2)/(1-(y^2)/(c^2))u_(yy)+yu_y=0.](/images/equations/PartialDifferentialEquation/NumberedEquation15.svg) |
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|
Euler-Darboux 方程
![u_(xy)+(alphau_x-betau_y)/(x-y)=0.](/images/equations/PartialDifferentialEquation/NumberedEquation16.svg) |
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|
热传导方程
![(partialT)/(partialt)=kappadel ^2T.](/images/equations/PartialDifferentialEquation/NumberedEquation17.svg) |
(19)
|
Helmholtz 微分方程
![del ^2psi+k^2psi=0.](/images/equations/PartialDifferentialEquation/NumberedEquation18.svg) |
(20)
|
Klein-Gordon 方程
![1/(c^2)(partial^2psi)/(partialt^2)=(partial^2psi)/(partialx^2)-mu^2psi.](/images/equations/PartialDifferentialEquation/NumberedEquation19.svg) |
(21)
|
Korteweg-de Vries-Burgers 方程
![u_t+2uu_x-nuu_(xx)+muu_(xxx)=0.](/images/equations/PartialDifferentialEquation/NumberedEquation20.svg) |
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|
Korteweg-de Vries 方程
![u_t+u_(xxx)-6uu_x=0.](/images/equations/PartialDifferentialEquation/NumberedEquation21.svg) |
(23)
|
Krichever-Novikov 方程
![(u_t)/(u_x)=1/4(u_(xxx))/(u_x)-3/8(u_(xx)^2)/(u_x^2)+3/2(p(u))/(u_x^2),](/images/equations/PartialDifferentialEquation/NumberedEquation22.svg) |
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其中
![p(u)=1/4(4u^3-g_2u-g_3).](/images/equations/PartialDifferentialEquation/NumberedEquation23.svg) |
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|
拉普拉斯方程
![del ^2psi=0.](/images/equations/PartialDifferentialEquation/NumberedEquation24.svg) |
(26)
|
Lin-Tsien 方程
![2u_(tx)+u_xu_(xx)-u_(yy)=0.](/images/equations/PartialDifferentialEquation/NumberedEquation25.svg) |
(27)
|
Sine-Gordon 方程
![v_(tt)-v_(xx)+sinv=0.](/images/equations/PartialDifferentialEquation/NumberedEquation26.svg) |
(28)
|
球谐微分方程
![[1/(sintheta)partial/(partialtheta)(sinthetapartial/(partialtheta))+1/(sin^2theta)(partial^2)/(partialphi^2)+l(l+1)]u=0.](/images/equations/PartialDifferentialEquation/NumberedEquation27.svg) |
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Tricomi 方程
![u_(yy)=yu_(xx).](/images/equations/PartialDifferentialEquation/NumberedEquation28.svg) |
(30)
|
波动方程
![del ^2psi=1/(v^2)(partial^2psi)/(partialt^2).](/images/equations/PartialDifferentialEquation/NumberedEquation29.svg) |
(31)
|
另请参阅
Bäcklund 变换,
边界条件,
特征线法,
椭圆型偏微分方程,
格林函数,
双曲型偏微分方程,
积分变换,
Johnson 方程,
Lax 对,
Monge-Ampère 微分方程,
抛物型偏微分方程,
分离变量法 在 MathWorld 课堂中探索此主题
使用 Wolfram|Alpha 探索
参考文献
Arfken, G. "Partial Differential Equations of Theoretical Physics." §8.1 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 437-440, 1985.Bateman, H. Partial Differential Equations of Mathematical Physics. New York: Dover, 1944.Conte, R. "Exact Solutions of Nonlinear Partial Differential Equations by Singularity Analysis." 13 Sep 2000. http://arxiv.org/abs/nlin.SI/0009024.Kamke, E. Differentialgleichungen Lösungsmethoden und Lösungen, Bd. 2: Partielle Differentialgleichungen ester Ordnung für eine gesuchte Function. New York: Chelsea, 1974.Folland, G. B. Introduction to Partial Differential Equations, 2nd ed. Princeton, NJ: Princeton University Press, 1996.Kevorkian, J. Partial Differential Equations: Analytical Solution Techniques, 2nd ed. New York: Springer-Verlag, 2000.Morse, P. M. and Feshbach, H. "Standard Forms for Some of the Partial Differential Equations of Theoretical Physics." Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 271-272, 1953.Polyanin, A.; Zaitsev, V.; and Moussiaux, A. Handbook of First-Order Partial Differential Equations. New York: Gordon and Breach, 2001.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Partial Differential Equations." Ch. 19 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 818-880, 1992.Sobolev, S. L. Partial Differential Equations of Mathematical Physics. New York: Dover, 1989.Sommerfeld, A. Partial Differential Equations in Physics. New York: Academic Press, 1964.Taylor, M. E. Partial Differential Equations, Vol. 1: Basic Theory. New York: Springer-Verlag, 1996.Taylor, M. E. Partial Differential Equations, Vol. 2: Qualitative Studies of Linear Equations. New York: Springer-Verlag, 1996.Taylor, M. E. Partial Differential Equations, Vol. 3: Nonlinear Equations. New York: Springer-Verlag, 1996.Trott, M. "The Mathematica Guidebooks Additional Material: Various Time-Dependent PDEs." http://www.mathematicaguidebooks.org/additions.shtml#N_1_06.Webster, A. G. Partial Differential Equations of Mathematical Physics, 2nd corr. ed. New York: Dover, 1955.Weisstein, E. W. "Books about Partial Differential Equations." http://www.ericweisstein.com/encyclopedias/books/PartialDifferentialEquations.html.Zwillinger, D. Handbook of Differential Equations, 3rd ed. Boston, MA: Academic Press, 1997.在 Wolfram|Alpha 中被引用
偏微分方程
请引用为
Weisstein, Eric W. "Partial Differential Equation." 来自 MathWorld--Wolfram Web 资源. https://mathworld.net.cn/PartialDifferentialEquation.html
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