Partial differential algebraic equation

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In mathematics a partial differential algebraic equation (PDAE) set is an incomplete system of partial differential equations that is closed with a set of algebraic equations.

Mathematics Field of study concerning quantity, patterns and change

Mathematics includes the study of such topics as quantity, structure, space, and change.

Partial differential equation differential equation that contains unknown multivariable functions and their partial derivatives

In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a computer model. A special case is ordinary differential equations (ODEs), which deal with functions of a single variable and their derivatives.

In mathematics, an algebraic equation or polynomial equation is an equation of the form

Contents

Definition

A general PDAE is defined as:

where:

The relationship between a PDAE and a partial differential equation (PDE) is analogous to the relationship between an ordinary differential equation (ODE) and a differential algebraic equation (DAE).

In mathematics, an ordinary differential equation (ODE) is a differential equation containing one or more functions of one independent variable and the derivatives of those functions. The term ordinary is used in contrast with the term partial differential equation which may be with respect to more than one independent variable.

PDAEs of this general form are challenging to solve. Simplified forms are studied in more detail in the literature. [1] [2] [3] Even as recently as 2000, the term "PDAE" has been handled as unfamiliar by those in related fields. [4]

Solution methods

Semi-discretization is a common method for solving PDAEs whose independent variables are those of time and space, and has been used for decades. [5] [6] This method involves removing the spatial variables using a discretization method, such as the finite volume method, and incorporating the resulting linear equations as part of the algebraic relations. This reduces the system to a DAE, for which conventional solution methods can be employed.

Time dimension in which events can be ordered from the past through the present into the future

Time is the indefinite continued progress of existence and events that occur in apparently irreversible succession from the past, through the present, to the future. Time is a component quantity of various measurements used to sequence events, to compare the duration of events or the intervals between them, and to quantify rates of change of quantities in material reality or in the conscious experience. Time is often referred to as a fourth dimension, along with three spatial dimensions.

Space general framework of distances and directions according to a physical observer in its proper time

Space is the boundless three-dimensional extent in which objects and events have relative position and direction. Physical space is often conceived in three linear dimensions, although modern physicists usually consider it, with time, to be part of a boundless four-dimensional continuum known as spacetime. The concept of space is considered to be of fundamental importance to an understanding of the physical universe. However, disagreement continues between philosophers over whether it is itself an entity, a relationship between entities, or part of a conceptual framework.

Discretization

In applied mathematics, discretization is the process of transferring continuous functions, models, variables, and equations into discrete counterparts. This process is usually carried out as a first step toward making them suitable for numerical evaluation and implementation on digital computers. Dichotomization is the special case of discretization in which the number of discrete classes is 2, which can approximate a continuous variable as a binary variable.

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In the field of complex analysis in mathematics, the Cauchy–Riemann equations, named after Augustin Cauchy and Bernhard Riemann, consist of a system of two partial differential equations which, together with certain continuity and differentiability criteria, form a necessary and sufficient condition for a complex function to be complex differentiable, that is, holomorphic. This system of equations first appeared in the work of Jean le Rond d'Alembert. Later, Leonhard Euler connected this system to the analytic functions. Cauchy (1814) then used these equations to construct his theory of functions. Riemann's dissertation on the theory of functions appeared in 1851.

Derivative Operation in calculus

The derivative of a function of a real variable measures the sensitivity to change of the function value with respect to a change in its argument. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances.

In mathematics, an equation is a statement that asserts the equality of two expressions. The word equation and its cognates in other languages may have subtly different meanings; for example, in French an équation is defined as containing one or more variables, while in English any equality is an equation.

Gradient Multi-variable generalization of the derivative of a function

In vector calculus, the gradient is a multi-variable generalization of the derivative. Whereas the ordinary derivative of a function of a single variable is a scalar-valued function, the gradient of a function of several variables is a vector-valued function. Specifically, the gradient of a differentiable function of several variables, at a point , is the vector whose components are the partial derivatives of at .

In physics, the Navier–Stokes equations, named after Claude-Louis Navier and George Gabriel Stokes, describe the motion of viscous fluid substances.

In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant. Partial derivatives are used in vector calculus and differential geometry.

Heat equation partial differential equation for distribution of heat in a given region over time

In physics and mathematics, the heat equation is a partial differential equation that describes how the distribution of some quantity evolves over time in a solid medium, as it spontaneously flows from places where it is higher towards places where it is lower. It is a special case of the diffusion equation.

Differential operator Typically linear operator defined in terms of differentiation of functions

In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and returns another function.

In mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form

Separation of variables method

In mathematics, separation of variables is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs on a different side of the equation.

In mathematics, the method of characteristics is a technique for solving partial differential equations. Typically, it applies to first-order equations, although more generally the method of characteristics is valid for any hyperbolic partial differential equation. The method is to reduce a partial differential equation to a family of ordinary differential equations along which the solution can be integrated from some initial data given on a suitable hypersurface.

Helmholtz equation

In mathematics and physics, the Helmholtz equation, named for Hermann von Helmholtz, is the linear partial differential equation

Differential equation mathematical equation that contains derivatives of an unknown function

A differential equation is a mathematical equation that relates some function with its derivatives. In applications, the functions usually represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Because such relations are extremely common, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.

In mathematics, a differential-algebraic system of equations (DAEs) is a system of equations that either contains differential equations and algebraic equations, or is equivalent to such a system. Such systems occur as the general form of differential equations for vector–valued functions x in one independent variable t,

Method of lines

The method of lines is a technique for solving partial differential equations (PDEs) in which all but one dimension is discretized. MOL allows standard, general-purpose methods and software, developed for the numerical integration of ODEs and DAEs, to be used. A large number of integration routines have been developed over the years in many different programming languages, and some have been published as open source resources.

A parabolic partial differential equation is a type of partial differential equation (PDE). Parabolic PDEs are used to describe a wide variety of time-dependent phenomena, including heat conduction, particle diffusion, and pricing of derivative investment instruments.

EcosimPro simulation tool for modelling simple and complex physical processes

EcosimPro is a simulation tool developed by Empresarios Agrupados A.I.E for modelling simple and complex physical processes that can be expressed in terms of Differential algebraic equations or Ordinary differential equations and Discrete event simulation.

Finite element method Numerical method for solving physical or engineering problems

The finite element method (FEM), is a numerical method for solving problems of engineering and mathematical physics. Typical problem areas of interest include structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The analytical solution of these problems generally require the solution to boundary value problems for partial differential equations. The finite element method formulation of the problem results in a system of algebraic equations. The method approximates the unknown function over the domain. To solve the problem, it subdivides a large system into smaller, simpler parts that are called finite elements. The simple equations that model these finite elements are then assembled into a larger system of equations that models the entire problem. FEM then uses variational methods from the calculus of variations to approximate a solution by minimizing an associated error function.

References

  1. Wagner, Y. 2000. "A further index concept for linear PDAEs of hyperbolic type," Mathematics and Computers in Simulation, v. 53, pp. 287–291.
  2. W. S. Martinson, P. I. Barton. (2002) "Index and characteristic analysis of linear PDAE systems," SIAM Journal on Scientific Computing, v. 24, n. 3, pp. 905–923.
  3. Lucht, W.; Strehmel, K.. 1998. "Discretization based indices for semilinear partial differential algebraic equations," Applied Numerical Mathematics, v. 28, pp. 371–386.
  4. Simeon, B.; Arnold, M.. 2000. "Coupling DAEs and PDEs for simulating the interaction of pantograph and catenary," Mathematical and Computer Modelling of Dynamical Systems, v. 6, pp. 129–144.
  5. Jacob, J.; Le Lann, J; Pinguad, H.; Capdeville, B.. 1996. "A generalized approach for dynamic modelling and simulation of biofilters: application to waste-water denitrification," Chemical Engineering Journal, v. 65, pp. 133–143.
  6. de Dieuvleveult, C.; Erhel, J.; Kern, M.. 2009. "A global strategy for solving reactive transport equations," Journal of Computational Physics, v. 228, pp. 6395–6410.