Partial Differential Equations: An Introduction with Mathematica and MAPLE, Second Edition

Chapter 1: First-order Partial Differential Equations

1.1 Introduction

Let u = u ( x 1, , x n) be a function of n independent variables x 1, , x n. A Partial Differential Equation (PDE for short) is an equation that contains the independent variables x 1, , x n, the dependent variable or the unknown function u and its partial derivatives up to some order. It has the form

(1.1)

where F is a given function and are the partial derivatives of u. The order of a PDE is the order of the highest derivative which appears in the equation.

A set ? in the n-dimensional Euclidean space R n is called a domain if it is an open and connected set. A region is a set consisting of a domain plus, perhaps, some or all of its boundary points. We denote by C ( ?) the space of continuous functions in ? and by C k ( ?) the space of continuously differentiable functions up to the order k in ?. Suppose (1.1) is a PDE of order m. By a solution of the equation (1.1) we mean a function u ? C m ( ?) such that the substitution of u and its derivatives up to the order m in (1.1) makes it an identity in ( x 1

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