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Unformatted text preview: involve partial derivatives.
Each of the examples of diﬀerential equation we have seen are types of ODEs, so here is an example of a
PDE: Say that we have a rod of length L sitting in or above a heat source. (For example, the rod might have
one end in a furnace.) We wish to compute the temperature u = u(x, t) as a position x (where 0 ≤ x ≤ L)
and a time t. Note that both time t and position x are independent variables, and u = u(x, t) is a dependent
variable. The diﬀerential equation which models this physical situation is called the Heat Equation :
∂2u
∂u
=
∂ x2
∂t
for some nonzero constant α which depends on the characteristics of the rod.
In this course, we will only be interested in ordinary diﬀerential equa...
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 Spring '09
 EdrayGoins

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