Different methods to solving PDE's

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In summary, there are different methods for solving partial differential equations, including Fourier transform, separation of variables, and Laplace transform. Fourier transform is typically used when the solution exists from negative infinity to positive infinity, while Laplace transform is used for solutions bounded from 0 to infinity. Separation of variables can also be used, but only when the boundary conditions are homogeneous.
  • #1
captain
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I just want to know when would you use a Fourier transform method to solve a PDE vs. separation of variables or Laplace transform? My guess is that a Fourier transform is for a problem in which the solution exists from negative infinity to positive infinity, whereas a Laplace transform would for a solution which is bounded from 0 to infinity, but I still don't know when you would use separation of variables even if you are in the domain in which you could use a Fourier or laplace transform. All this is somewhat loosely stated. Thanks to everyone in advance who can clear this up for me and confirm if what I said was correct above.
 
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  • #2
The answer is you can use (multiplicative) separation of variables if it works! That usualy means you can propose a solution of the form, say, u(x,t)=U(x)T(t), and when you insert that into the equation you are able to put it in the form L[U(x)]=M[T(t)], L and M being differential operators. If you get there, it turns out that one side depends only on x, and the other on t, so the only solution available is both sides being equal to a constant. Something similar happens to additive separabiliy.
 
  • #3
And there is such a thing as a one-sided Fourier transform. It is the result os substituting s=iw in the laplace transform. This one-sided Fourier transform is related to the usual one via hilbert transform
 
  • #4
captain said:
I just want to know when would you use a Fourier transform method to solve a PDE vs. separation of variables or Laplace transform? My guess is that a Fourier transform is for a problem in which the solution exists from negative infinity to positive infinity, whereas a Laplace transform would for a solution which is bounded from 0 to infinity, but I still don't know when you would use separation of variables even if you are in the domain in which you could use a Fourier or laplace transform. All this is somewhat loosely stated. Thanks to everyone in advance who can clear this up for me and confirm if what I said was correct above.


I think I read some where (probably in this forum), we can only try separation of variables when the boundary conditions are homogeneous. If I'm not mistaken.
 

Related to Different methods to solving PDE's

What is a Partial Differential Equation?

A Partial Differential Equation (PDE) is a mathematical equation that involves multiple independent variables and their partial derivatives. It is used to describe the relationship between a function and its derivatives.

What are the different types of PDE's?

The three main types of PDE's are elliptic, parabolic, and hyperbolic. Elliptic PDE's are used to describe steady-state problems, parabolic PDE's are used to model diffusion and heat transfer, and hyperbolic PDE's are used to model wave-like phenomena.

What are some common methods for solving PDE's?

Some common methods for solving PDE's include separation of variables, the method of characteristics, finite difference methods, and finite element methods.

How do numerical methods differ from analytical methods in solving PDE's?

Analytical methods involve finding an exact solution to a PDE, while numerical methods involve approximating a solution using computational techniques. Numerical methods are often used when an analytical solution is not possible or too difficult to obtain.

What are some real-world applications of PDE's?

PDE's have many applications in the sciences, engineering, and finance. They are used to model physical phenomena such as heat transfer, fluid flow, and electromagnetism. They are also used in image processing, financial modeling, and computer graphics.

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