Ciro Santilli @cirosantilli 36

 Tagged: Important partial differential equation

Heat equation  Updated 2025-04-24  +Created 1970-01-01

Besides being useful in engineering, it was very important historically from a "development of mathematics point of view", e.g. it was the initial motivation for the Fourier series.

Some interesting properties:

TODO confirm: for a fixed boundary condition that does not depend on time, the solutions always approaches one specific equilibrium function.
This is in contrast notably with the wave equation, which can oscillate forever.
TODO: for a given point, can the temperature go down and then up, or is it always monotonic with time?
information propagates instantly to infinitely far. Again in contrast to the wave equation, where information propagates at wave speed.

Sample numerical solutions:

with FreeFem:
- heat-dirichlet.1d.freefem
- heat-dirichlet-2d-freefem

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Maxwell's equations  Updated 2025-04-24  +Created 1970-01-01

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Unified all previous electro-magnetism theories into one equation.

Explains the propagation of light as a wave, and matches the previously known relationship between the speed of light and electromagnetic constants.

The equations are a limit case of the more complete quantum electrodynamics, and unlike that more general theory account for the quantization of photon.

The equations are a system of partial differential equation.

The system consists of 6 unknown functions that map 4 variables: time t and the x, y and z positions in space, to a real number:

$E_{x} (t, x, y, z)$ , $E_{y} (t, x, y, z)$ , $E_{z} (t, x, y, z)$ : directions of the electric field $E : R^{4} \to R^{3}$
$B_{x} (t, x, y, z)$ , $B_{y} (t, x, y, z)$ , $B_{z} (t, x, y, z)$ : directions of the magnetic field $B : R^{4} \to R^{3}$

and two known input functions:

$ρ : R^{3} t o R$ : density of charges in space
$J : R^{3} \to R^{3}$ : current vector in space. This represents the strength of moving charges in space.

Due to the conservation of charge however, those input functions have the following restriction:

\frac{\partial ρ}{\partial t} + \nabla \cdot J = 0

(1)

Equation 1.

Charge conservation

Also consider the following cases:

if a spherical charge is moving, then this of course means that $ρ$ is changing with time, and at the same time that a current exists
in an ideal infinite cylindrical wire however, we can have constant $ρ$ in the wire, but there can still be a current because those charges are moving
Such infinite cylindrical wire is of course an ideal case, but one which is a good approximation to the huge number of electrons that travel in a actual wire.

The goal of finding

E

and

B

is that those fields allow us to determine the force that gets applied to a charge via the Equation "Lorentz force", and then to find the force we just need to integrate over the entire body.

Finally, now that we have defined all terms involved in the Maxwell equations, let's see the equations:

d i v E = \frac{ρ}{ε _{0}}

(2)

Equation 2.

Gauss' law

d i v B = 0

(3)

Equation 3.

Gauss's law for magnetism

\nabla \times E = - \frac{\partial B}{\partial t}

(4)

Equation 4.

Faraday's law

\nabla \times B = μ_{0} (J + ε_{0} \frac{\partial E}{\partial t})

(5)

Equation 5.

Ampere's circuital law

You should also review the intuitive interpretation of divergence and curl.

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Navier-Stokes equations  Updated 2025-04-24  +Created 1970-01-01

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Schrödinger equation  Updated 2025-04-24  +Created 1970-01-01

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The partial differential equation of non-relativistic quantum mechanics.

Experiments explained:

via the Schrödinger equation solution for the hydrogen atom it predicts:
- spectral line basic lines, plus Zeeman effect
Schrödinger equation solution for the helium atom: perturbative solutions give good approximations to the energy levels
double-slit experiment: I think we have a closed solution for the max and min probabilities on the measurement wall, and they match experiments

Experiments not explained: those that the Dirac equation explains like:

To get some intuition on the equation on the consequences of the equation, have a look at:

The easiest to understand case of the equation which you must have in mind initially that of the Schrödinger equation for a free one dimensional particle.

Then, with that in mind, the general form of the Schrödinger equation is:

i ℏ \frac{\partial ψ ( x , t )}{\partial t} = \hat{H} [ψ (x, t)]

(1)

Equation 1.

Schrodinger equation

where:

$ℏ$ is the reduced Planck constant
$ψ$ is the wave function
$t$ is the time
$\hat{H}$ is a linear operator called the Hamiltonian. It takes as input a function $ψ$ , and returns another function. This plays a role analogous to the Hamiltonian in classical mechanics: determining it determines what the physical system looks like, and how the system evolves in time, because we can just plug it into the equation and solve it. It basically encodes the total energy and forces of the system.

The

x

argument of

ψ

could be anything, e.g.:

we could have preferred polar coordinates instead of linear ones if the potential were symmetric around a point
we could have more than one particle, e.g. solutions of the Schrodinger equation for two electrons, which would have e.g. $x_{1}$ and $x_{2}$ for different particles. No matter how many particles there are, we have just a single $ψ$ , we just add more arguments to it.
we could have even more generalized coordinates. This is much in the spirit of Hamiltonian mechanics or generalized coordinates

Note however that there is always a single magical

t

time variable. This is needed in particular because there is a time partial derivative in the equation, so there must be a corresponding time variable in the function. This makes the equation explicitly non-relativistic.

The general Schrödinger equation can be broken up into a trivial time-dependent and a time-independent Schrödinger equation by separation of variables. So in practice, all we need to solve is the slightly simpler time-independent Schrödinger equation, and the full equation comes out as a result.

Existence and uniqueness: mathoverflow.net/questions/212913/existence-and-uniqueness-for-two-dimensional-time-dependent-schr%C3%B6dinger-equation

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Wave equation  Updated 2025-04-24  +Created 1970-01-01

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Describes perfect lossless waves on the surface of a string, or on a water surface.

Uniqueness: math.stackexchange.com/questions/1113622/uniqueness-of-solutions-to-the-wave-equation

As mentioned at: math.stackexchange.com/questions/579453/real-world-application-of-fourier-series/3729366#3729366 from solving partial differential equations with the Fourier series citing courses.maths.ox.ac.uk/node/view_material/1720, analogously to the heat equation, the wave linear equation can be be solved nicely with separation of variables.

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