ABSTRACT

A Partial Differential Equation (PDE) is an equation involving an unknown function of two or more variables and some of its partial derivatives. Typically any expression of the form:

F(Dku(x),Dk−1u(x), . . . ,Du(x), u(x), x) = 0

is a kth - order PDE. Here R denotes the set of real numbers and F is a function

F : Rn k × Rnk−1 × · · · × Rn × R × Rn → R.