Concept
Heat equation
Related concepts (41)
Robin boundary condition
In mathematics, the Robin boundary condition (ˈrɒbɪn; properly ʁɔbɛ̃), or third type boundary condition, is a type of boundary condition, named after Victor Gustave Robin (1855–1897). When imposed on an ordinary or a partial differential equation, it is a specification of a linear combination of the values of a function and the values of its derivative on the boundary of the domain. Other equivalent names in use are Fourier-type condition and radiation condition.
Stochastic differential equation
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Geometric Brownian motion
A geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.
Finite difference method
In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are discretized, or broken into a finite number of steps, and the value of the solution at these discrete points is approximated by solving algebraic equations containing finite differences and values from nearby points.
Hyperbolic partial differential equation
In mathematics, a hyperbolic partial differential equation of order is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first derivatives. More precisely, the Cauchy problem can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation.
Dirichlet boundary condition
In the mathematical study of differential equations, the Dirichlet (or first-type) boundary condition is a type of boundary condition, named after Peter Gustav Lejeune Dirichlet (1805–1859). When imposed on an ordinary or a partial differential equation, it specifies the values that a solution needs to take along the boundary of the domain. In finite element method (FEM) analysis, essential or Dirichlet boundary condition is defined by weighted-integral form of a differential equation.
Newton's law of cooling
In the study of heat transfer, Newton's law of cooling is a physical law which states that The rate of heat loss of a body is directly proportional to the difference in the temperatures between the body and its environment. The law is frequently qualified to include the condition that the temperature difference is small and the nature of heat transfer mechanism remains the same. As such, it is equivalent to a statement that the heat transfer coefficient, which mediates between heat losses and temperature differences, is a constant.
Fundamental solution
In mathematics, a fundamental solution for a linear partial differential operator L is a formulation in the language of distribution theory of the older idea of a Green's function (although unlike Green's functions, fundamental solutions do not address boundary conditions). In terms of the Dirac delta "function" δ(x), a fundamental solution F is a solution of the inhomogeneous equation Here F is a priori only assumed to be a distribution. This concept has long been utilized for the Laplacian in two and three dimensions.
Parametrix
In mathematics, and specifically the field of partial differential equations (PDEs), a parametrix is an approximation to a fundamental solution of a PDE, and is essentially an approximate inverse to a differential operator. A parametrix for a differential operator is often easier to construct than a fundamental solution, and for many purposes is almost as good. It is sometimes possible to construct a fundamental solution from a parametrix by iteratively improving it.
Neumann boundary condition
In mathematics, the Neumann (or second-type) boundary condition is a type of boundary condition, named after Carl Neumann. When imposed on an ordinary or a partial differential equation, the condition specifies the values of the derivative applied at the boundary of the domain. It is possible to describe the problem using other boundary conditions: a Dirichlet boundary condition specifies the values of the solution itself (as opposed to its derivative) on the boundary, whereas the Cauchy boundary condition, mixed boundary condition and Robin boundary condition are all different types of combinations of the Neumann and Dirichlet boundary conditions.