First-order partial differential equations in classical dynamics

A first-order differential equation of Clairaut type has a family of classical solutions, and a singular solution when the contact singular set is not empty. The projection of a singular solution of Clairaut type is an envelope of a family of fronts (Legendre immersions). In these cases, the envelopes are always fronts. We investigate singular points of envelopes for first-order ordinary differential equations, first-order partial differential equations, and systems of first-order partial differential equations of Clairaut type, respectively.

A method for constructing a solution for some systems of first-order quasilinear partial differential equations is presented. The type of equations can either be hyperbolic or elliptic. The method is based on the application of the generalized hodograph method, which allows us to write the solution in an implicit form. There is a system of first-order linear partial differential equations that is used for commuting flows in the generalized hodograph method. We discover an analogy between the commuting flows and divided differences for the Hermite polynomial. This analogy allows us to obtain an explicit representation for commuting flows. The introduction of new (Lagrangian) variables, which are conserved on the characteristics of the original system, suggests a way to transform the solution of the Cauchy problem for first-order quasilinear partial differential equations to the solution of the Cauchy problem for ordinary differential equations. Numerical, and in some cases analytical, integration of the Cauchy problem makes it possible to construct explicit solutions of the problem on the level lines (isochrons) of the implicit solution. The method proposed is significantly different from the grid method, finite element method, finite volume method, and, in fact, is more precise. The error of the solution can arise only at the last stage in the numerical integration of the Cauchy problem for ordinary differential equations. Moreover, the method allows us to obtain multivalued solutions, in particular, to study the process of wave breaking in hyperbolic systems. Particular cases of the equations considered here describe diffusion-free approximation in a wide range of mass transport processes in multicomponent mixtures, such as electrophoresis, chromatography, centrifugation. As a simple example, the solution of the electrophoresis problem (separation multicomponent mixture to individual component) is presented.KeywordsGeneralized hodograph methodCommuting flowsDivided differenceMathematical Subject Classification (2000)35L4535L4035L65

Similarity solutions of nonlinear partial differential equations invariant to a family of affine groups

On stability and convergence of semi-Lagrangian methods for the first-order time-dependent nonlinear partial differential equations in 1D

Rational general solutions of systems of first-order algebraic partial differential equations

We consider the equivalence problem for first-order ordinary differential equations (ODEs) and recover the well-known result that any two first-order ODEs are equivalent under a point transformation by Cartan’s equivalence method. Curvature properties of some first-order and second-order ODEs motivate us to define the equivalence problem for such equations as the metric equivalence problem which defines the [Formula: see text]-structure on the corresponding manifolds. Accordingly, we show that there are first-order ODEs and linear second-order ODEs which may not be equivalent under a class of fiber-preserving diffeomorphisms.

The nonlinear prebuckling response of short thin-walled laminated composite cylinders in bending

In this chapter we study the solution of first-order partial differential equations of the form

This book is designed for senior undergraduate and graduate students pursuing courses in mathematics, physics, engineering and biology. The text begins with a study of ordinary differential equations. The concepts of first- and second-order equations are covered initially. It moves further to linear systems, series solutions, regular Sturm–Liouville theory, boundary value problems and qualitative theory. Thereafter, partial differential equations are explored. Topics such as first-order partial differential equations, classification of partial differential equations and Laplace and Poisson equations are also discussed in detail. The book concludes with heat equation, one-dimensional wave equation and wave equation in higher dimensions. It highlights the importance of analysis, linear algebra and geometry in the study of differential equations. It provides sufficient theoretical material at the beginning of each chapter, which will enable students to better understand the concepts and begin solving problems straightaway.

This chapter focuses on the Hamilton-Jacobi theory, the apotheosis of Lagrangian and Hamiltonian mechanics. Action functions encode all of the possible trajectories of a mechanical system satisfying certain criteria, and are the solutions of a non-linear, first-order partial differential equation called the Hamilton-Jacobi equation. The characteristic equations of this differential equation are the extended Hamilton equations. An entire class of mechanics problems is thus reduced to the solution of a single partial differential equation. Aside from its use as a problem solving tool, the Hamilton-Jacobi theory has particular importance because of its close relation to the Schroedinger formulation of quantum mechanics. This connection is discussed in detail in the chapter, together with the Bohm hidden variable model and Feynman path integral method that are derived from it.

First-order ordinary differential equations have some rather special properties, which result for the most part because they can only contain a limited number of terms. In fact, all linear first-order ordinary differential equations can easily be solved. This is in contrast to higher-order ordinary differential equations that become much more difficult to solve when, for example, they contain variable coefficients. Furthermore, some methods exist to solve a pretty large class of nonlinear first-order ordinary differential equations, which is generally not the case for higherorder nonlinear equations.

Semianalytical solution for multicomponent pressure swing adsorption

A possibility of obtaining steadier long-term estimates of modal values of the long-term runoff as compared with the technique based on using the system of ordinary differential equations for initial statistical moments is demonstrated using the approximation of multidimensional probability model of river runoff formation with first-order partial differential equations.

The Green’s function is widely used in solving boundary value problems for differential equations, to which many mathematical and physical problems are reduced. In particular, solutions of partial differential equations by the Fourier method are reduced to boundary value problems for ordinary differential equations. Using the Green's function for a homogeneous problem, one can calculate the solution of an inhomogeneous differential equation. Knowing the Green's function makes it possible to solve a whole class of problems of finding eigenvalues in quantum field theory. The developed method for constructing the Green’s function of boundary value problems for ordinary linear differential equations is described. An algorithm and program for calculating the Green's function of boundary value problems for differential equations of the second and third orders in an explicit analytical form are presented. Examples of computing the Green's function for specific boundary value problems are given. The fundamental system of solutions of ordinary differential equations with singular points needed to construct the Green's function is calculated in the form of generalized power series with the help of the developed programs in the Maple environment. An algorithm is developed for constructing the Green's function in the form of power series for second-order and third-order differential equations with given boundary conditions. Compiled work programs in the Maple environment for calculating the Green functions of arbitrary boundary value problems for differential equations of the second and third orders. Calculations of the Green's function for specific third-order boundary value problems using the developed program are presented. The obtained approximate Green’s function is compared with the known expressions of the exact Green’s function and very good agreement is found

In this chapter we will discuss the first order linear partial differential equations, homogeneous and inhomogeneous. Partial differential equations of first order are used to model traffic flow on a crowded road, blood flow through an elastic-walled tube, shock waves and as special cases of the general theories of gas dynamics and hydraulics.