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16 changes: 12 additions & 4 deletions content/posts/KBhpset_6.md
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Expand Up @@ -224,6 +224,10 @@ This allows us to write out:

### Problem 16.1, part b {#problem-16-dot-1-part-b}

Explicit Euler's method relates to the slope field works by starting at the initial point, and taking the slope at that point, and "tracing" out to a distance of \\(h\\) on that slope + reevaluating.

In essence, explicit Euler traces out piecewise linear segments of the function on the slope field.

In Explicit Euler's method, we leverage the fact that:

\begin{equation}
Expand All @@ -232,20 +236,24 @@ x\_{0}+ h f(x\_0) \approx x(t\_0 + h)

to obtain our solution at some point beyond the initial point. A graphical way of doing this would involve drawing piecewise linear line segments which span \\(h\\) in \\(t\\) and has slope \\(f(x\_0)\\), starting at point \\(x\_0\\). In problem \\(b\\), specifically, we have:

{{< figure src="/ox-hugo/2024-02-14_17-33-18_screenshot.png" >}}
{{< figure src="/ox-hugo/2024-02-20_14-43-08_screenshot.png" >}}


### Problem 16.2, part a {#problem-16-dot-2-part-a}

In Explicit Euler's method, we seek a point such that:
In Implicit Euler's method, we seek a point such that:

\begin{equation}
x\_{i+1} - h f(x\_{i+1}) = x\_i
\end{equation}

to obtain our solution at some point beyond the initial point. Essentially, we go backwards from each \\(x\_{i+1}\\) to "connect" the best line such the slope at that line can reach backwards into hitting our previous point \\(x\_{i}\\). We keep going ahead by steps \\(h\\), and "connecting" backwards to where we last finished computation. For \\(y' = -3y\\), we have:
to obtain our solution at some point beyond the initial point. Essentially, we go backwards from each \\(x\_{i+1}\\) in distance \\(h\\) from our previous point to "connect" the best line such the slope at that line can reach backwards into hitting our previous point \\(x\_{i}\\). The slopes chosen at each step should be the slope at the destination step, and not the source step.

We keep going ahead by steps \\(h\\), and "connecting" backwards to where we last finished computation. For \\(y' = -3y\\), we have:

This method may get stuck if, after a time period ahead of your current point \\(f(x\_{t+1})\\) results in a value for which there's no valid solution for \\(x\_{t+1}\\) which is connected to your previous point.

{{< figure src="/ox-hugo/2024-02-14_17-41-29_screenshot.png" >}}
{{< figure src="/ox-hugo/2024-02-20_14-45-48_screenshot.png" >}}


## Chapter 17 {#chapter-17}
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196 changes: 195 additions & 1 deletion content/posts/KBhsu_math53_feb212024.md
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Expand Up @@ -4,7 +4,7 @@ author = ["Houjun Liu"]
draft = false
+++

A [Partial Differential Equation]({{< relref "KBhpartial_differential_equations.md" >}}) is a [Differential Equation]({{< relref "KBhdiffeq_intro.md" >}}) which has more than one **independent variable**.
A [Partial Differential Equation]({{< relref "KBhpartial_differential_equations.md" >}}) is a [Differential Equation]({{< relref "KBhdiffeq_intro.md" >}}) which has more than one **independent variable**: $u(x,y), u(t,x,y), ...$

For instance:

Expand All @@ -13,6 +13,200 @@ For instance:
\end{equation}


## Key Intuition {#key-intuition}

- [PDE]({{< relref "KBhpartial_differential_equations.md" >}})s may have no solutions (unlike [Uniqueness and Existance]({{< relref "KBhuniqueness_and_existance.md" >}}) for [ODE]({{< relref "KBhordinary_differential_equations.md" >}})s)
- yet, usually, there are too many solutions---so... how do you describe all solutions?
- usually, there are no explicit formulas


## Laplacian of \\(u(x,y)\\) {#laplacian-of-u--x-y}

\begin{equation}
\pdv[2]{u}{x} + \pdv[2]{u}{y}
\end{equation}

Think about a Gaussian distribution, a bell shape curve. One important intuition is that the entire thing is curving down.


## Examples {#examples}


### Heat Equation {#heat-equation}

heat distributes by "diffusing"; this is heat \\(u\\) diffusing across a plate

\begin{equation}
\pdv{u}{t} = \alpha \qty( \pdv[2]{u}{x} + \pdv[2]{u}{y})
\end{equation}


#### Removing a constant {#removing-a-constant}

Consider a function:

\begin{equation}
t = c \tau
\end{equation}

you can remove the constant by finanglisng because the constant drops out when scaled (i.e. you can just scale your results back TODO check this).


#### Solution {#solution}

We can get a solution:

\begin{equation}
u(t,x) = \frac{1}{\sqrt{t}}e^{-\frac{x^{2}}{4t}}
\end{equation}

we can check that it satisfy the equation through route algebra.


#### Bell Curves {#bell-curves}

\begin{equation}
y = a e^{-\frac{x^{2}}{b}}
\end{equation}

this function takes maximum at \\(a\\), centered at \\(0\\), and as \\(b\\) increases the bell becomes more

<!--list-separator-->

- Integrating a Bell Curve

\begin{equation}
\int\_{-\infty}^{\infty} \frac{1}{\sqrt{t}} e^{-\frac{x^{2}}{4t}} \dd{x}
\end{equation}

let us declare: \\(u = \frac{x}{2 \sqrt{t}}\\)

meaning:

\begin{equation}
2 \int\_{-\infty}^{\infty} e^{-u^{2}}\dd{u}
\end{equation}

which is a constant. So, no matter the \\(t\\), we have a constant value of energy.


### Wave Equation {#wave-equation}

\begin{equation}
u(t,x), u(t,x,y)
\end{equation}

we describe it:

\begin{equation}
\pdv[2]{u}{t} = c^{2} \qty(\pdv[2]{u}{x} + \pdv[2]{u}{y})
\end{equation}

If we write it in a single set of variables:

\begin{equation}
\pdv[2]{u}{t} = \pdv[2]{u}{x}
\end{equation}

One particular solution:

\begin{equation}
u(t,x) = \cos t \sin x
\end{equation}

If you consider traveling across \\(t\\), you will note that we begin at \\(\cos (1) = 1\\), then slowly travel to \\(\cos (\frac{\pi}{2}) = 0\\), and back and forth.


#### General Standing Wave Solution {#general-standing-wave-solution}

Because the [PDE]({{< relref "KBhpartial_differential_equations.md" >}}) given is linear, solutions compose, and we note that any scale of \\(\cos kt \sin kx\\) will compose.

\begin{equation}
u(t,x) = \sum\_{k=0}^{\infty} a\_{k} \cos kt \sin kx
\end{equation}


#### Fourier Series {#fourier-series}

\begin{equation}
u(o,x) \sum\_{k} a\_{k}\sin kx
\end{equation}

BIG **stunning conclusion**: **every single function, including wack ones, can be decomposed** :


#### General Traveling Wave Solution {#general-traveling-wave-solution}

\begin{equation}
u(t,x) = \sin (x-t) w(x-t)
\end{equation}

as long as \\(w\\) is a valid twice-differentiable solution, plugging its derivative in will resolve as well.

<!--list-separator-->

- Composition

\begin{equation}
\sin (x-t) + \sin (x+t) = \sin x \cos t - \cos x \sin t + \sin x \cos t + \cos x \sin t = 2 \sin x \cos t
\end{equation}


### Transport Equation {#transport-equation}

\begin{equation}
\pdv{u}{t} = \pdv{u}{x}
\end{equation}

generally any \\(u = w(x+t)\\) should solve this


### Schrodinger Equation {#schrodinger-equation}

We have some:

\begin{equation}
u(x,t)
\end{equation}

and its a complex-valued function:

\begin{equation}
i \pdv{u}{t} = \pdv[2]{u}{x}
\end{equation}

which results in a superposition in linear equations


### Nonlinear Example {#nonlinear-example}

\begin{equation}
\pdv{u}{t} = \pdv[2]{u}{x} + u(1-u)
\end{equation}

this is a [PDE]({{< relref "KBhpartial_differential_equations.md" >}}) variant of the [logistic equation]({{< relref "KBhlogistic_equations.md" >}}): this is **non-linear**


### Monge-Ampere Equations {#monge-ampere-equations}

\begin{equation}
u(x,y)
\end{equation}


#### Hessian {#hessian}

\begin{equation}
Hess(u) = \mqty(\pdv[2]{u}{x} & \frac{\partial^{2} u}{\partial x \partial y} \\\ \frac{\partial^{2} u}{\partial x \partial y} & \pdv[2]{u}{y})
\end{equation}

If we take its determinant, we obtain:

\begin{equation}
\pdv[2]{u}{x} \pdv[2]{u}{y} - \qty(\frac{\partial^{2} u}{\partial x \partial y})^{2}
\end{equation}


## Linear Partial Differential Equation {#linear-partial-differential-equation}

A PDE is a [Linear PDE](#linear-partial-differential-equation) when it takes on the form of:
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