Parabolic PDE
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Parabolic PDE
A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena in, for example, engineering science, quantum mechanics and financial mathematics. Examples include the heat equation, time-dependent Schrödinger equation and the Black–Scholes equation. Definition To define the simplest kind of parabolic PDE, consider a real-valued function u(x, y) of two independent real variables, x and y. A second-order, linear, constant-coefficient PDE for u takes the form :Au_ + 2Bu_ + Cu_ + Du_x + Eu_y + F = 0, where the subscripts denote the first- and second-order partial derivatives with respect to x and y. The PDE is classified as ''parabolic'' if the coefficients of the principal part (i.e. the terms containing the second derivatives of u) satisfy the condition :B^2 - AC = 0. Usually x represents one-dimensional position and y represents time, and the PDE is solved subje ...
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Partial Differential Equation
In mathematics, a partial differential equation (PDE) is an equation which involves a multivariable function and one or more of its partial derivatives. The function is often thought of as an "unknown" that solves the equation, similar to how is thought of as an unknown number solving, e.g., an algebraic equation like . However, it is usually impossible to write down explicit formulae for solutions of partial differential equations. There is correspondingly a vast amount of modern mathematical and scientific research on methods to numerically approximate solutions of certain partial differential equations using computers. Partial differential equations also occupy a large sector of pure mathematical research, in which the usual questions are, broadly speaking, on the identification of general qualitative features of solutions of various partial differential equations, such as existence, uniqueness, regularity and stability. Among the many open questions are the existence ...
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Thermal Diffusivity
In thermodynamics, thermal diffusivity is the thermal conductivity divided by density and specific heat capacity at constant pressure. It is a measure of the rate of heat transfer inside a material and has SI, SI units of m2/s. It is an intensive property. Thermal diffusivity is usually denoted by lowercase alpha (), but , , (kappa), , , D_T are also used. The formula is \alpha = \frac, where : is thermal conductivity (W/(m·K)), : is specific heat capacity (J/(kg·K)), : is density (kg/m3). Together, can be considered the volumetric heat capacity (J/(m3·K)). Thermal diffusivity is a positive coefficient in the heat equation: \frac = \alpha \nabla^2 T. One way to view thermal diffusivity is as the ratio of the time derivative of temperature to its Second derivative#Generalization to higher dimensions, curvature, quantifying the rate at which temperature concavity is "smoothed out". In a substance with high thermal diffusivity, heat moves rapidly through it because the ...
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American Mathematical Society
The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, advocacy and other programs. The society is one of the four parts of the Joint Policy Board for Mathematics and a member of the Conference Board of the Mathematical Sciences. History The AMS was founded in 1888 as the New York Mathematical Society, the brainchild of Thomas Fiske, who was impressed by the London Mathematical Society on a visit to England. John Howard Van Amringe became the first president while Fiske became secretary. The society soon decided to publish a journal, but ran into some resistance over concerns about competing with the '' American Journal of Mathematics''. The result was the ''Bulletin of the American Mathematical Society'', with Fiske as editor-in-chief. The de facto journal, as intended, was influentia ...
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Ricci Flow
In differential geometry and geometric analysis, the Ricci flow ( , ), sometimes also referred to as Hamilton's Ricci flow, is a certain partial differential equation for a Riemannian metric. It is often said to be analogous to the diffusion of heat and the heat equation, due to formal similarities in the mathematical structure of the equation. However, it is nonlinear and exhibits many phenomena not present in the study of the heat equation. The Ricci flow, so named for the presence of the Ricci tensor in its definition, was introduced by Richard Hamilton, who used it through the 1980s to prove striking new results in Riemannian geometry. Later extensions of Hamilton's methods by various authors resulted in new applications to geometry, including the resolution of the differentiable sphere conjecture by Simon Brendle and Richard Schoen. Following the possibility that the singularities of solutions of the Ricci flow could identify the topological data predicted by William ...
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Poincaré Conjecture
In the mathematical field of geometric topology, the Poincaré conjecture (, , ) is a theorem about the characterization of the 3-sphere, which is the hypersphere that bounds the unit ball in four-dimensional space. Originally conjectured by Henri Poincaré in 1904, the theorem concerns spaces that locally look like ordinary three-dimensional space but which are finite in extent. Poincaré hypothesized that if such a space has the additional property that each loop in the space can be continuously tightened to a point, then it is necessarily a three-dimensional sphere. Attempts to resolve the conjecture drove much progress in the field of geometric topology during the 20th century. The eventual proof built upon Richard S. Hamilton's program of using the Ricci flow to solve the problem. By developing a number of new techniques and results in the theory of Ricci flow, Grigori Perelman was able to modify and complete Hamilton's program. In papers posted to the arXiv reposi ...
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Mathematical Singularity
In mathematics, a singularity is a point at which a given mathematical object is not defined, or a point where the mathematical object ceases to be well-behaved in some particular way, such as by lacking differentiability or analyticity. For example, the reciprocal function f(x) = 1/x has a singularity at x = 0, where the value of the function is not defined, as involving a division by zero. The absolute value function g(x) = , x, also has a singularity at x = 0, since it is not differentiable there. The algebraic curve In mathematics, an affine algebraic plane curve is the zero set of a polynomial in two variables. A projective algebraic plane curve is the zero set in a projective plane of a homogeneous polynomial in three variables. An affine algebraic plane cu ... defined by \left\ in the (x, y) coordinate system has a singularity (called a cusp (singularity), cusp) at (0, 0). For singularities in algebraic geometry, see singular point of an algebraic variety. For singul ...
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Regularity Theory
Regularity is a topic of the mathematical study of partial differential equations (PDE) such as Laplace's equation, about the integrability and differentiability of weak solutions. Hilbert's nineteenth problem was concerned with this concept. The motivation for this study is as follows. It is often difficult to construct a classical solution satisfying the PDE in regular sense, so we search for a weak solution at first, and then find out whether the weak solution is smooth enough to be qualified as a classical solution. Several theorems have been proposed for different types of PDEs. Elliptic regularity theory Let U be an open, bounded subset of \mathbb^n, denote its boundary as \partial U and the variables as x=(x_1,...,x_n). Representing the PDE as a partial differential operator L acting on an unknown function u=u(x) of x\in U results in a BVP of the form \left\{ \begin{align} L u &= f & &\text{in } U\\ u &=0 & &\text{on } \partial U, \end{align}\right. where f: U \r ...
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Kernel (algebra)
In algebra, the kernel of a homomorphism is the relation describing how elements in the domain of the homomorphism become related in the image. A homomorphism is a function that preserves the underlying algebraic structure in the domain to its image. When the algebraic structures involved have an underlying group structure, the kernel is taken to be the preimage of the group's identity element in the image, that is, it consists of the elements of the domain mapping to the image's identity. For example, the map that sends every integer to its parity (that is, 0 if the number is even, 1 if the number is odd) would be a homomorphism to the integers modulo 2, and its respective kernel would be the even integers which all have 0 as its parity. The kernel of a homomorphism of group-like structures will only contain the identity if and only if the homomorphism is injective, that is if the inverse image of every element consists of a single element. This means that the kernel can ...
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Positive Operator
In mathematics (specifically linear algebra, operator theory, and functional analysis) as well as physics, a linear operator A acting on an inner product space is called positive-semidefinite (or ''non-negative'') if, for every x \in \operatorname(A), \langle Ax, x\rangle \in \mathbb and \langle Ax, x\rangle \geq 0, where \operatorname(A) is the domain of A. Positive-semidefinite operators are denoted as A\ge 0. The operator is said to be positive-definite, and written A>0, if \langle Ax,x\rangle>0, for all x\in\mathop(A) \setminus \. Many authors define a positive operator A to be a self-adjoint (or at least symmetric) non-negative operator. We show below that for a complex Hilbert space the self adjointness follows automatically from non-negativity. For a real Hilbert space non-negativity does not imply self adjointness. In physics (specifically quantum mechanics), such operators represent quantum states, via the density matrix formalism. Cauchy–Schwarz inequality Take ...
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Elliptic Operator
In the theory of partial differential equations, elliptic operators are differential operators that generalize the Laplace operator. They are defined by the condition that the coefficients of the highest-order derivatives be positive, which implies the key property that the principal symbol is invertible, or equivalently that there are no real characteristic directions. Elliptic operators are typical of potential theory, and they appear frequently in electrostatics and continuum mechanics. Elliptic regularity implies that their solutions tend to be smooth functions (if the coefficients in the operator are smooth). Steady-state solutions to hyperbolic and parabolic equations generally solve elliptic equations. Definitions Let L be a linear differential operator of order ''m'' on a domain \Omega in R''n'' given by Lu = \sum_ a_\alpha(x)\partial^\alpha u where \alpha = (\alpha_1, \dots, \alpha_n) denotes a multi-index, and \partial^\alpha u = \partial^_1 \cdots \partial ...
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Laplace Operator
In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a Scalar field, scalar function on Euclidean space. It is usually denoted by the symbols \nabla\cdot\nabla, \nabla^2 (where \nabla is the Del, nabla operator), or \Delta. In a Cartesian coordinate system, the Laplacian is given by the sum of second partial derivatives of the function with respect to each independent variable. In other coordinate systems, such as cylindrical coordinates, cylindrical and spherical coordinates, the Laplacian also has a useful form. Informally, the Laplacian of a function at a point measures by how much the average value of over small spheres or balls centered at deviates from . The Laplace operator is named after the French mathematician Pierre-Simon de Laplace (1749–1827), who first applied the operator to the study of celestial mechanics: the Laplacian of the gravitational potential due to a given mass density distributio ...
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