Advanced Engineering Mathematics, 10th Edition

CHAPTER 12

Partial Differential Equations (PDEs)

A PDE is an equation that contains one or more partial derivatives of an unknown function that depends on at least two variables. Usually one of these deals with time t and the remaining with space (spatial variable(s)). The most important PDEs are the wave equations that can model the vibrating string (Secs. 12.2, 12.3, 12.4, 12.12) and the vibrating membrane (Secs. 12.8, 12.9, 12.10), the heat equation for temperature in a bar or wire (Secs. 12.5, 12.6), and the Laplace equation for electrostatic potentials (Secs. 12.6, 12.10, 12.11). PDEs are very important in dynamics, elasticity, heat transfer, electromagnetic theory, and quantum mechanics. They have a much wider range of applications than ODEs, which can model only the simplest physical systems. Thus PDEs are subjects of many ongoing research and development projects.

Realizing that modeling with PDEs is more involved than modeling with ODEs, we take a gradual, well-planned approach to modeling with PDEs. To do this we carefully derive the PDE that models the phenomena, such as the one-dimensional wave equation for a vibrating elastic string (say a violin string) in Sec. 12.2, and then solve the PDE in a separate section, that is, Sec. 12.3. In a similar vein, we derive the heat equation in Sec. 12.5 and then solve and generalize it in Sec. 12.6.

We derive these PDEs from physics ...