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First Order Partial Differential Equations

1 First Order Partial Differential Equations The profound study of nature is the most fertile source of mathematical discover-ies. - Joseph Fourier (1768-1830) begin our study of Partial Differential equationswithfirstorder Partial Differential doing so, we need to define a (see the appendix on Differential Equations ) that ann-th orderordinary Differential equation is an equation for an unknown functiony(x)n-th Order ordinary Differential equationthat expresses a relationship between the unknown function and its firstnderivatives. One could write this generally asF(y(n)(x),y(n 1)(x), .. ,y (x),y(x),x) =0.( )Herey(n)(x)represents thenth derivative ofy(x). Furthermore, and initialvalue problem consists of the Differential equation plus the values of theInitial value 1 derivatives at a particular value of the independent variable, sayx0:y(n 1)(x0) =yn 1,y(n 2)(x0) =yn 2,.. ,y(x0) =y0.( )If conditions are instead provided at more than one value of the indepen-dent variable, then we have a boundary value problem.

First Order Partial Differential Equations “The profound study of nature is the most fertile source of mathematical discover-ies.” - Joseph Fourier (1768-1830) 1.1 Introduction We begin our study of partial differential equations with first order partial differential equations. Before doing so, we need to define a few terms.

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