Chapter 1: Introduction and Definitions

We begin by introducing the notion of a partial differential equation, as this is the topic of the book, after all.

Definition -- Partial Differential Equation

Fix an integer \(k\ge 1\) and an open set \(U \subseteq \textbf{R}^n\). Any identity of the form \begin{equation} \tag{1} F\left(D^ku(x), D^{k-1}u(x), \dots, Du(x), u(x), x\right) = 0, \qquad \text{all }x \in \textbf{R}^d \end{equation} is called a partial differential equation (PDE) of order \(k\), where \begin{equation} F: \textbf{R}^{n^k} \times \textbf{R}^{n^{k-1}} \times \cdots \times \textbf{R} \times U \to \textbf{R} \end{equation} is given, and \(u: U \to \textbf{R}\) is the unknown (function).

To solve a PDE means to find every function \(u\) so that (1) is true. In this case, \(u\) is called a solution of the PDE. We will usually try to find only those solutions that satisfy some additional conditions on some part of the boundary of \(U\).

Definition -- System of Partial Differential Equations

Fix an integer \(k\ge 1\) and an open set \(U \subseteq \textbf{R}^n\). Any identity of the form \begin{equation} \tag{1} F\left(D^ku(x), D^{k-1}u(x), \dots, Du(x), u(x), x\right) = 0, \qquad \text{all }x \in \textbf{R}^d \end{equation} is called a system partial differential equations (system of PDEs) of order \(k\), where \begin{equation} F: \textbf{R}^{mn^k} \times \textbf{R}^{mn^{k-1}} \times \cdots \times \textbf{R}^m \times U \to \textbf{R}^m \end{equation} is given, and \(u = \left(u^1, u^2, \dots, u^m\right): U \to \textbf{R}^m\) is the unknown (vector function).

A system of PDEs is essentially a collection of \(m\) interrelated PDEs for a collection of unknowns \(\left(u^1, u^2, \dots, u^m\right)\).