ABSTRACT
In this chapter, we consider differential equations in which the solution we seek depends on multiple independent variables and the equation involves partial derivatives with respect to each of these variables. Such an equation is called a partial differential equation (PDE), as opposed to an ordinary differential equation (ODE) as has been studied extensively in this text. We will be looking only at a set of equations which can be solved using a technique originally used by Joseph Fourier called separation of variables. While narrow, this technique will allow us to study three classic PDEs which describe physical phenomena such as diffusion and wave propagation.
