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Okay. Good morning, everybody.

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We're now starting partial differential equations, which is certainly one of the richest topics that humanity has ever created.

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I think you could say we've been talking about Odie now.

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PD So. PD Partial differential equation, which means at least two independent variable.

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So to begin with, a bit of the history, of course, Newton and Live, MIT and so on invented calculus.

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And that was in the second half of the 17th century. And I guess from there, in the ensuing hundred and 50 years or so,

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people did more and more with differential equations and then partial differential equations, especially linear ones.

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So in the 19th century, you would have had a huge understanding of linear partial differential equations.

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And then in the 20th century, non linearity became important.

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So now we have this very rich world of linear and nonlinear problems.

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Roughly speaking, in the linear case, you can often say more theoretically.

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In the nonlinear case you can do amazing things computationally,

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and many important things on earth are linear and many other important things are nonlinear.

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They're both very important. I brought along a couple of books.

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There are of course, hundreds of books on Pdes.

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I brought along a couple of my favourites, which from your point of view would be sort of at the mathematics end of things.

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These are certainly not science or engineering books. One is by far with a lurid cover introduction to partial differential equations.

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And another classic, which keeps getting reissued every decade or so, is Fritz John Partial Differential Equations.

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So let's begin with the standard notation that we'll use and that people use all the time, namely subscripts.

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When you write you sub t in this world that generally means the partial derivative of you with respect to t.

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And if you write you sub x, of course it's the partial with respect to x.

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And if you write multiple subscripts, the obvious thing happened like u x x would be the partial squared of you with respect to x squared.

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So with notation like that, you can write down PDS compactly in particular.

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There's also some vector notation which we know and love the gradient and the Laplace.

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So when I write that symbol, I mean the gradient. So the gradient of a scalar function u is a vector in three dimensions.

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It would be the vector of the three partial derivatives. You X, you y, you z.

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And numerical people generally think of vectors as columns.

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So I would tend to think of that as a column vector. And similarly so that's the gradient.

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The other big one is the Laplace, in which we write with an upward pointing triangle, and that's a scalar,

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namely the sum of the second derivatives in three D that would be u, x, x, plus u, y, y plus u z.

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So that's c la plus in. These go back about 200 years to the glory days of French mathematics after Napoleon.

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In the handouts there for handouts. You'll notice a couple of pages from the PD coffee table book.

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That was a project we did jointly about 15 years ago here at Oxford.

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It never got finished, so we finished about 40 pages intending to do about 100.

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So it has never been published, but it's freely available online.

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If you go to my web page and look under books, you'll find it.

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In each case, there's this two page spread describing a PD, and we tried to make it really beautiful and informative.

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So although some years have passed, these are still the easiest way to get to know some of the world's interesting PD.

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And, well, there are two of them today.

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And I will continue to hand out a couple more in each lecture from now on so you can get to know some of our favourite PBDEs.

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Let me write down a couple of standards. So.

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For example, the LE Plus equation.

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Is that the plus in of a function equals zero?

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And that makes sense in 3D, but also in 2D. And one day it would be a trivial, odd EU x x equals zero.

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People classify PDS into different categories, which I won't really go into very much,

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but this one is the classic, the canonical example of an elliptic PD.

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The Poisson equation is the same thing, except with a right hand side that may be non-zero.

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So that would be LA plus the interview equals F where F would be in general a function of the space variables.

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So that's also elliptic. Intuitively, an elliptic equation is one where everything is coupled together instantly.

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There's no no notion of time propagation.

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The heat equation, also known as the diffusion equation, now does have a time variable.

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So that would be u t equals le plus the end of u.

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So that now is a time dependent equation.

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It's classified, this one as parabolic, which loosely speaking, means a time dependent PDT where information travels infinitely fast.

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And then the canonical example of the third category would be the wave equation.

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Which is the second order version of this u t t equals le plus ian.

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So this is all second derivative duty equals u x x plus u y y plus u.

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That's the canonical example of the hyperbolic PD.

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And loosely speaking, a hyperbolic equation is one where information travels at a finite speed.

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So for this equation, the way I've written it, information travels at speed.

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One, just to give a couple examples of a non-linear equation.

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There's the equation due to a guy called burgers.

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So the burgers equation and that is u t equals u squared sub x plus u x x.

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So there you see non linearity. You have a derivative of u squared.

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That's the nonlinear term coupled with a linear and diffusive term.

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I'm not putting any constants in these equations. Of course, in an application you'd have physical constants all over the place.

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Then one other example of a famous nonlinear equation would be the CDV equation that stands for court to Vagaries.

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And that's you t equals you squared x plus u x x x.

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Little difference is like adding or subtracting an x of course have a huge effect.

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When you have a skilled y, you instantly see a term like that is diffusion.

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Which means things get smoother and sort of move off to infinity.

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A term like this means dispersion. Which means that something like this turns into a wave train.

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Very different behaviour. So diffusion is smooth. Dispersion of waves.

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Let's look at the handout called examples of. Just to give you a sense of how vast the intellectual terrain here is, how much of science,

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especially science but also engineering is related to these things and not just related, but founded on PBDEs.

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It's absolutely at the heart of the intellectual world.

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So I'll just read them through. So we have a sense of them.

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The wave equation I've mentioned, and that would, for example, describe sound waves in air or water.

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So the field of acoustics is based on the wave equation.

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The heat equation describes diffusion of all sorts of things.

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In the case of heat, it's momentum, it's the fusing. But of course other things can diffuse, like salt or whatever you like.

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The LE Plus equation is the steady state version of these things.

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So often you find that if there's no T in the equation, that's because tea has gone to infinity.

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If you have a steady state solution of the heat equation, it's no longer changing in time.

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So you have the LE Plus equation. So that's steady state and electromagnetics.

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Electrostatic electromagnetics is very much built on that as the the first pillar,

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the Laplace equation, the bi harmonic equation is the fourth order analogue of the LE Plus equation.

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So the LE Plus equation is second order by harmonic.

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Harmonic as LE Plus by harmonic is sort of harmonic squared.

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That's a fourth order linear PD and that's the basis of solid mechanics.

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Elastic waves are by harmonic, whereas acoustic waves are harmonic.

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So acoustic is second order. Elastic is fourth order.

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Turns out it's the same equation for this gives fluids in the limit of zero reynolds number where a viscosity completely dominates momentum.

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The Poisson equation is a steady state. Potentials, as I say here, when you have sources.

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So if you have an electrostatic field, for example, with some charge distributed around, then you'd have the LE Plus equation.

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Plus on the question. Sorry, I guess I already mentioned the elastic wave equation.

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The bi harmonic is a scalar version. Elastic waves actually involve two coupled fields.

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So you have sound waves and solids actually involve pressure waves going this way and shear waves going that way.

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So it's a coupled system of equations. The Helmholtz equation is what you get if you do acoustics, but you fix the frequency.

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So if you look at the response of a system to an input at a given frequency, that becomes the Helmholtz equation.

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Another Elliptic PD. Maxwell's equations.

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Well, they're pretty famous. They were, I think, the first great example of a scientific advance that was really necessarily cast in the light of PBS.

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This came long after Pdes existed. 50 years after Laplace, ampersand and all that stuff.

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But when Maxwell did his work, you might know a bit of this history.

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Initially, for a decade or so, he was working with fairly physical models of how electric,

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how Faraday's discoveries might work, how electric fields and magnetic fields might interconnect.

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But as time went by, he realised that the right way to do this was as a partial differential equation.

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And his great paper, which created electromagnetic wave theory, wrote down the pdes that we call Maxwell's equations.

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So that's linear. It's epical in impact, but linear.

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And then Einstein's equations are very, very nonlinear. This is a coupled system of about ten nonlinear equations at the heart of general relativity.

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If you look at a typical applied mathematician like me, I more or less know Maxwell's equations,

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and I certainly don't really know Einstein's equations. Is there anyone in the room who works with Einstein's equations?

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Okay. One of the great discoveries of all time. Schrodinger's equation is the basis of quantum mechanics and chemistry, if you like.

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I personally think that Schrodinger's equation was the most important scientific advance of the 20th century.

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With the date DNA, Watson and Crick would come in as number two because once we had this equation in principle, the whole periodic table is explained.

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Chemistry suddenly has a mathematical basis.

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It's amazing the impact of Schrodinger's equation.

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The court of negative freeze equation I mentioned here the characteristic solutions of those are solid times.

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These are nonlinear waves which travel at a speed that depends on their amplitude and interact in interesting ways.

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The the equation dates to the early 20th century,

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but it was in the 1970s that people discovered solid lines and that really for a decade became the centrepiece of applied mathematics.

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The Klein Gordon equation is something that comes up in quantum mechanics attempts to relate that to relativity.

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Berger's equation I mentioned is at the heart of the theory of shockwaves.

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If you don't have this term there at all, then you get pure shock waves with with absolute discontinuity.

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If you have a little viscosity in there, you get smoothed off shock waves.

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So typically there'd be a small epsilon multiplying this term in a Berger's equation as another.

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Your Stokes equations are the basis of all the fluid mechanics.

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So you take any Newtonian fluid, the navier-stokes equations which date to 1846 or so describe how it evolves.

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And really, for the last hundred and 70 years we've been trying to solve them in various configurations.

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The Euler equations are the same thing, but without viscosity, so they're a special case of the Navier-stokes equations.

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When viscosity doesn't matter, the fisher CP equation, which we'll get to at the end of today, is a simple travelling wave equation.

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So it describes the sort of thing like pulses in neurones.

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It actually doesn't do precisely that, but it's that kind of flavour.

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The next one, the Hodgkin Huxley equation, is precisely more complicated system of equations designed to model neurones.

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The black holes equation is something that came up a few decades ago for valuation of options in finance.

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I remember when I first heard about it, it seemed like a silly gimmick, but now it's infinitely important.

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So virtually all of what I've mentioned is science. But then there are also equations that come up in engineering.

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In other words, equations that people design in order to achieve something.

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And certainly the paranormal like equation is in that category.

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It's a nonlinear diffusion equation designed so that instead of smoothing away edges actually sharpen up in an interesting fashion.

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And that is one of the early ones in a whole industry of using PDA used to do image processing.

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The Koshy Riemann equations are an elliptic pair of equations which are at the heart of complex analysis of the Allen Khan equation,

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which will play with a bit related to formation of structure in alloys and other materials.

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The key promoter efficiency equation is a beautiful example of a chaotic problem.

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So it's a PDA whose solutions are chaotic.

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They look chaotic on the screen, and they can be proved to be chaotic.

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And it has some connection with problems of flames and turbulence.

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So here's the trivia question for you Which three equations on this list won a Nobel Prize?

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Anyone have a category candidate? Black Show.

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Yes, Black. Charles Equation 1997 Economics.

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Nobel Prize. MAXWELL No, because it was too early.

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It certainly deserved a Nobel Prize, but it was already there when Nobel got going.

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Schrodinger. Yes. So Schrodinger in 1933 won a Nobel Prize.

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And the last. Another one that should have surely was Einstein's equations.

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But Einstein famously, by best estimates, are that he deserved four Nobel Prizes.

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He got one, and it wasn't for the Einstein equations.

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So the other one is the Hodgkin Huxley equations for neural conduction.

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And so that was the 1963 Nobel Prize in Physiology or Medicine.

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So it's a wonderfully diverse here we have one in physics, Schrodinger, one in medicine, Hodgkin Huxley and one in economics.

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And Black-Scholes. Interestingly, mathematicians take the view that, you know, linear problems are easy, nonlinear problems are significant.

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There's even the expression linearity breeds contempt.

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Nevertheless, if you look at the three that won Nobel Prizes, two of them are linear.

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So Schrodinger is linear and Black-Scholes is linear.

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It's only the Hodgkin Huxley equations which are nonlinear.

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Okay.

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I have another trivia that we won't go into here, but I believe that at least a third of physics Nobel Prizes have been won by eigenvalue problems.

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So let's just glance for a moment at the PDT coffee table book on feet, just to give you a sense of that.

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So the heat equation is the diffusion equation, and as the picture illustrates, it describes how edges turn into smooth things.

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I hope you'll, in your own time read this. We try to write these things very carefully to say things that are interesting and important.

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For example, there's the interesting mathematical fact that the solution is not unique.

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It only becomes unique if you force it to be zero at infinity.

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But then, more importantly physically is the wonderful, exciting connection between diffusion and probability.

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Everything in our world that diffuses almost has some randomness as the underlying mechanism.

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And because I like to demonstrate things on the computer, I'd like to play with that a bit.

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I guess I'll write down a few things first, but then we're going to play with random effects that underline the underlie the heat equation.

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But let's first treat it as a PD. So what I'll call Section 5.2 is our first numerical approach to solving PD e's by explicit.

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Finite difference in one dimension. So when you see that phrase, you know that I'm talking about parties that have two independent variables,

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namely one space variable and one time variable.

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So the heat equation is the simplest such equation. Let's consider that one.

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Suppose we have you t equals you.

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X x the one d heat equation. And suppose we want to solve that numerically on the computer?

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Well, the obvious thing to do is make a grid with space steps and time steps.

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So let's do that. We'll have our grid of points in space.

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And here we are at time zero. And then at the next time looks like this.

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In the simplest case, we just have a regular grid in both space and time.

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And the notation we often use is that K is often the timestamp.

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So Delta T and H is often the space that.

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So you can imagine this criticising the problem by approximating this space

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derivatives by some finite difference in this direction and time in that direction.

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Many ways to do this. For example. So the simplest formula.

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I'll begin without even writing down the formula. I'll write down what's called the stencil for the formula.

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So if you show the points that a formula connects in a diagram like this, that's called the stencil.

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And what that picture means is I'm about to tell you an algebraic equation.

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To get an estimate of this value, given estimates of these values,

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the notation will use is I'll call this the end plus one j and that's this point here.

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This point is then the end. J This would be V and Jerry plus one and V and Jane minus one.

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So the subscript is telling you the x index and the superscript is telling you the time index.

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So the simple formula you could use to model the heat equation would couple these four points.

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And what we need to do is approximate the space derivative with these three and the time derivative with those two.

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So it's pretty obvious how we should do that. We should say the end plus one minus the N divided by the time step.

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Is equal to the j plus one minus to the J plus v j minus one.

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Divided by the square of the space step.

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So there you have the simplest possible finite difference formula for a p.

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There are many things you can say about that formula. We're going to run it in a minute.

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One thing you can say about it is that we could interpret it as a matrix of matrix multiplication.

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So suppose I think of V.

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As a vector. Of samples at different places in space.

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So I could think of it as v one. V to.

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Me capital, then I guess I'll call it.

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So suppose I have capital n grid points in space, then the whole state at a given time is given by this vector of linked capital.

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N and I could write this as a matrix problem.

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So that stencil, that formula tells you this new value in terms of the other values at the previous time step.

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So I could write it in this form.

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I could say the vector of values at the new time step is equal to sum matrix times the vector values at the old times.

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And that matrix has coefficients that come from this formula.

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And in fact, it's a tri diagonal matrix. And it contains a constant on the diagonal and another constant on the first super diagonal.

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And that same other constant on the first sub diagonal.

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And A is equal to. One minus two.

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K over H Square. B is equal to Kovrig Square.

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So. Very generally, whenever you deal with finite difference approximations, at least linear ones, they can be formulated as matrix problems.

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In this case, it's simply multiplying a vector by a matrix.

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So you don't have to think of that as a matrix problem.

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But in other cases, we'll be solving a system of equations if you want to do this on a computer.

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Of course, if A is big, you'd be crazy to make this giant matrix as a matrix,

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but you could use a sparse representation and just contain the numbers that matter.

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The last thing to say about the way I formulated it here. I didn't talk about boundary conditions, but of course that's a big issue involving Pdes.

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The simplest version of all of this would go as follows Imagine that I have an interval on which I want to solve the problem,

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and suppose my boundary condition is that you is zero at both ends.

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Then the natural thing to do would be to regard my unknowns as in the interior of that interval.

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So this would be the one and this would be the end.

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Of course, other boundary conditions would be treated in other ways, but for this case of zero boundary conditions.

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What I've written down is exactly everything.

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The boundary conditions are already there in the way I've written it, sort of from the fact that you'll notice the matrix of course,

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doesn't contain a term there or there, but since that term is going to multiply zero anyway, it doesn't matter.

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So this simple matrix form has implicitly imposed a couple of boundary conditions.

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Let's run that thing. And this is the code called M35.

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So if you look at M 35 heat, you'll see what it does is exactly this.

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It uses a sparse matrix. So it actually does do it as matrix times vector just for fun.

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And the matrix is spire so that that's not so inefficient. It actually constructs the main diagonal and then the off diagonal of the sparse matrix.

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You can see the commands A times sparse and B time sparse.

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There's the basic version of this code actually should have a percent sign a comment before the line that says comment is in for periodic B.S.

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So the first version I'm going to show you is zero boundary conditions, as if that line had a percent sign in front of it.

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So if I type 35 heat. You can see it flow.

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A general principle of the heat equation is that it's exciting for a few milliseconds and then it grows boring.

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Notice the boundary conditions are visible. You can see that it's zero at the end.

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There's no unknown at the end. So the first point you see is the first in from the edge.

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So there's the heat equation. Let's just run it once more. There you are.

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It started with a non smooth initial condition, but infinitesimal amount of time is enough to make that smooth.

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Notice that the space step I've used is 1/40, so a modest number of grid points and the time step I've used.

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You can see the second line of code is 0.4 times x squared.

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So I've taken a pretty small time step of 0.4 times x squared.

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Let's run it again. But pause at each step.

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So I have a variation called AM 35 pause.

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And you can see I achieve that by commenting in the pause command.

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So this is the initial condition. And then after one timestamp it looks like that mathematically this is now a smooth function.

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Of course, computationally it still lives on a grid. And then very quickly you can see the shape changing.

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It looks exactly flat in the top middle.

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Mathematically, it's not exactly flat, but it's, if you like, exponentially close to being flat.

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And then quickly you get. That behaviour.

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Then there are two other things to modify with the comments. Suppose you wanted periodic boundary conditions.

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So the value at this end, rather than being forced to be zero, is set equal to the value at this end.

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Well, you can achieve that by making the matrix wrap around you.

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Make it into a circular matrix in effect. There's a line of code that shows you that the one that breaks into the margin a little bit.

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If I run that version, I get M 35 PR, so it looks the same and so far it is almost the same.

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But now you can see at the boundary it's going up because now there's no heat being lost at the end.

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The heat is just averaging out. So that's the one of the physical interpretations here.

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We start with an uneven heat distribution. As time goes to infinity, it becomes a constant heat.

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But the total amount of heat doesn't change with periodic boundary conditions.

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Whereas for the initial one. With zero boundary conditions.

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Again, it's the heat flow, but now the ends of the bar, if you like, are being held at temperature zero.

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So he has flowing out and the destiny is zero temperature.

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The last modification in this code to make is the one that.

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Determines the size of the time step. So if you see in that second line of code, it's K equals 0.4 X squared.

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And then the comment says, try changing point four, 2.5.

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1.5 is the critical value at which the thing goes unstable.

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So now let's change it. 2.51. So that's called n 35 u for unstable.

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And you see this beautiful growth of instability.

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Normally it doesn't look like that. That's what it looks like if you're right at the edge of instability.

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Of course, normally you would have picked point seven or 3.2 and then you'd have explosion much faster.

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So obviously there are issues to discuss concerning stability of these disparate transactions.

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Now let's play with the other two codes on the page, which are the physical underpinnings of diffusion.

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This is really one of the exciting stories of the last 150 years, if you like.

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The the one minute version of the history is that you had these classical laws of continuum mechanics,

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some of them invented here in Oxford, you know, Boyle's Law and so on, which in the 19th century people realised had a statistical basis.

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So the two big names were Maxwell and Boltzmann,

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who realised that it was random bouncing around of particles that were the basis of Boyle's law and other laws of continuum mechanics.

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That was all a little bit abstract still in the 19th century, and then it became more concrete.

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And famously with Einstein, another one of the Nobel Prizes, he didn't win once for his paper on Brownian motion in 1905,

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when he really studied the details of how random effects could be visible on a macroscopic scale.

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So he explained the motion of little particles in a fluid as the result of a lot

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of impacts from even smaller particles in a fluid that were effectively random.

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And then mathematically that became the basis of a greatly growing area of mathematics.

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Norbert Wiener was a famous name who turned that idea of Brownian motion into a very precise

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mathematical concept of a continuous curve that's nowhere smooth with a dimension of a half,

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and all sorts of neat things going on, or one and a half, depending what you measure.

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And in fact, in my career, among the two or three biggest developments in mathematics over the years that I've

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been doing this is the growth of everything to do with probability and stochastic.

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It's just amazing. So maybe 30 years ago you might have said the centrepiece of somewhat applied mathematics would be pdes.

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Now many people would say it's probability. Personally, I still like beauty, and I think probability is a fad, but a very important fact.

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So the word stochastic just gets more and more important in mathematics.

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So let's go back to 1905. If Einstein had had MATLAB, this is what he would have done.

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He would have run this code called M 36 Brownian.

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And what it does is show you some Brownian motion. Now, Brownian motion as as the phrase is used by mathematicians,

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describes a mathematical limit where things are really happening on infinitely small timescales.

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So a Brownian path is a continuous path.

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Of course, one simulates that by discrete things, and if you take a random walk, then that looks like a Brownian path.

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And in a limit of more and more smaller and smaller steps, it can be proved it has the same behaviour.

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So this code is taking random walks of a thousand particles.

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So if I say M 36 Brownian.

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You say a thousand particles start in the middle and then they're just moving independently.

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Each one is moving around the block, but on a small enough scale that it's essentially Brownian motion.

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The usual principle. At first it's interesting, and then it becomes boring.

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So let's start it again. Pay attention. All sorts of things spring from this bit of physics.

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This randomness is the source of the square root of t effect that you get in diffusion problems.

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So what what's the radius of this blob?

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Well, it scales like the square root of t all the square roots that appear and statistics are related to this picture.

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It gets this universal square root effect that shows up in all kinds of ways and.

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The more you study this stuff, the more addictive it becomes. You ask yourself, how big is how far out should the biggest one be?

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That would be a question of extreme value statistics. And of course, all sorts of things are known.

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What's the density function as a function of time? Well, that's easy.

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That's a normal distribution and so on and so on.

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In the limit of infinitely many particles, infinitely small time steps,

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you get normal distributions and those arise in solving the heat equation and other diffusion equations.

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You may notice the square effect, but that, of course, is due to the finite use of my screen.

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The particles are not really confined to a square. There's another code that's even more addictive.

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So if we had a spare hour, I would spend it all running the next code.

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Let's run a little bit. This is called M 37 Rectangle.

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Now, if I do in 37 rectangle.

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Rectangle can. It ask me how many fleas do I want to put in a box of length?

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Ten and with one. So let's begin with one flea.

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So there's the flea. And when I press return, it wanders around.

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And I don't know what's going on there, sir, until it hits the boundary.

333
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So you can't resist wondering how long will that take?

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Sorry about the weird graphics effects. See if I can prove that.

335
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Let's give it more fleas. Oh, dear.

336
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Let's try again, please. So each one keeps going until it hits the boundary and then it stops.

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So of course, you can ask questions like. After a certain amount of time, how many do you expect to still be alive?

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Let's take more fleas. But actually the way this problem arose for me was an interest in the question

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of what's the probability of a flea reaching the end rather than a side?

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So of course it might happen by chance that one of the fleas gets all the way to the end before hitting the side.

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And you can see that that's going to be hard work. Let's take a thousand.

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And in fact, this was one of the problems in the. Siam 100 to the challenge that I showed you.

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I think the last problem was to determine the probability that this particle ends up at an end rather than at a side.

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And the answer is something like ten to the minus six. And in fact, that probability can be determined exactly analytically for what it's worth.

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You can use a conformal map of the rectangle onto a circle in order to find what would be called the harmonic measure of the end of the region.

346
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Let's do it one more time and then we'll stop that.

347
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With 10,000. Now, of course, in the world of gases, you have ten to the 23 fleas.

348
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So, you know, a jar of gas would have roughly Avogadro's number of fleas in it.

349
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Sorry about that. I have no idea.

350
00:39:28,330 --> 00:39:33,970
Those of us on the campaign team have found that this year, the last 12 months, MATLAB seems to have gotten worse.

351
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We hope this is a transient effect, but all sorts of weird things have been happening to us graphically,

352
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and we're referring specifically to the graphics. We don't know how to fix them, but when new versions come out, things tend to be fixed.

353
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So hopefully. Hopefully it will solve itself.

354
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Okay. Let's kill that. Okay.

355
00:39:59,770 --> 00:40:05,560
So you can see that probability, random walks, random effects are at the heart of important PD.

356
00:40:06,250 --> 00:40:14,200
And to put that backwards, the pdes exist in order to model in a scientifically compact way, ultimately the effects of randomness.

357
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But there are so many random particles in the physical world that although that may be the mechanism,

358
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still the right way to do it is the continuous model for many purposes, of course, never for all purposes.

359
00:40:26,830 --> 00:40:35,350
Now along those lines, I wanted to just make a remark or two about discrete versus continuous models.

360
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So if you ask, you know, what's the truth? Is the truth discrete or continuous?

361
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The more you think about that, the more you find that there are just too many things going on to give the single answer to that question.

362
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And let me illustrate that by mentioning some things that are discrete and their analogues that are continuous.

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So for example, molecules bouncing around are discrete, right?

364
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And in some sense that's the truth of what's happening with continuum mechanics.

365
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And then the continuous models that we use are of course continuous.

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So continuum mechanics or the continuum models used in physics.

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Our continuous and boil and hooked didn't know about all these molecules bouncing around.

368
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All they knew was that they could measure the pressure of air and it would satisfy an equation.

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Something else this discrete would be a finite difference.

370
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Approximation. And that's a discrete approximation to a PD.

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So in some sense that's the truth. But this is the mechanism we use for studying that truth.

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Something discrete would be a random walk.

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And when we say random walk, we we typically mean things like take a point and then go north, south, east or west with probability one.

374
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And so you might follow a trajectory like this. So a random walk has some discrete time and space, maybe.

375
00:42:27,420 --> 00:42:37,230
Or maybe just one or the other is discrete, but that's a approximation to a continuous object that mathematicians call Brownian motion.

376
00:42:39,080 --> 00:42:43,790
But of course, Brownian motion to a mathematician, that's nothing continuous to a physicist.

377
00:42:43,800 --> 00:42:46,850
Well, maybe that's something in the realm of bouncing molecules again.

378
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So I really mean here. Brownian motion for mathematicians.

379
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Another example since we've been showing pictures on the screen.

380
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What about the dots on a computer screen? They are discrete at various levels.

381
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They look discrete to you and they realise by pixels which are also discreet.

382
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But then somehow we end up with perceiving things that are continuous.

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So there are all sorts of complexities there.

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Of course, your brain has its discrete rods and cones, business and discrete neurones, but somehow we end up perceiving it as a continuum.

385
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You can see things are very mixed together. Let me just mention one more, which is floating point arithmetic.

386
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Which the computer is using when I do all of these experiments.

387
00:43:42,990 --> 00:43:46,380
But that's an approximation to real arithmetic.

388
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And the list could go on. And what strikes me about a list like this is that the different rows really have nothing to do with one another.

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The fact that this is discrete and that continuous completely unrelated to

390
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this discrete versus that continuous and this discrete versus that continuous,

391
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they're just all different. Things like this come up all the time in many different ways.

392
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Another handout is an essay I wrote on this.

393
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So the one with a pretty picture of Hurricane Katrina is an essay I wrote on discrete and continuous things.

394
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Okay. I want to spend the last few minutes talking about something non-linear.

395
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Our first example of a nonlinear PD, the Fisher CP equation.

396
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Fourier was way back in 1807 or something, and he's the guy who did the heat equation, which is linear,

397
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or at least he is a key person in that mostly the 19th century was about linear problems,

398
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but a big counterexample is navier-stokes, which is a nonlinear equation, and that's deep into the 19th century.

399
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In the 20th century, all sorts of good things happen in nonlinear problems.

400
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So the Fisher CP equation is an equation that was independently studied by Fisher,

401
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the great statistician in England, and then KP MP three Russian mathematicians.

402
00:45:36,040 --> 00:45:39,159
So what? I even forget their names. What is it? That's cool.

403
00:45:39,160 --> 00:45:44,620
McGrath, Piotrowski and his schooner. That's right. And Komarov is one of the greats of all time.

404
00:45:45,700 --> 00:45:49,060
There's another page from the coffee table book that I handed out there.

405
00:45:49,300 --> 00:45:58,390
So the point of this equation, physically, scientifically, is that the solutions of it usually are travelling waves.

406
00:45:59,500 --> 00:46:04,540
If you're a mathematician, you can prove that other solutions also exist, but they tend to be unstable.

407
00:46:04,540 --> 00:46:09,729
The stable solutions are travelling waves and they take a particular form.

408
00:46:09,730 --> 00:46:14,110
Sorry, that looks like an infinite slope. I shouldn't have done that with a finite slope.

409
00:46:15,090 --> 00:46:23,669
So at a particular time it will look like that and then it will move at a certain speed and indeed far away from boundaries.

410
00:46:23,670 --> 00:46:31,530
There exist solutions with precisely this form of a constant shape that translate and translate at a constant speed.

411
00:46:33,840 --> 00:46:38,549
So the equation is you t equals.

412
00:46:38,550 --> 00:46:41,810
I'll put an epsilon in front of the diffusion term.

413
00:46:42,740 --> 00:46:59,020
Plus you minus u squared. And this is prototypical of all sorts of pdes that blend together a linear bit of physics and a non-linear bit of physics.

414
00:46:59,320 --> 00:47:02,470
So this this is the linear diffusion term.

415
00:47:05,750 --> 00:47:09,260
And this is the nonlinear reaction term.

416
00:47:14,580 --> 00:47:20,100
Diffusion is a reasonably clear word. Reaction sort of means pretty much anything nonlinear.

417
00:47:21,650 --> 00:47:24,680
To model this, we can do just the sort of thing we did before.

418
00:47:25,580 --> 00:47:31,130
The simplest model would be the end, plus one minus the N divided by K.

419
00:47:33,470 --> 00:47:40,610
Is equal to. Well, you just do one term for that and another for this, and that will work.

420
00:47:41,000 --> 00:47:47,840
So we would say, just as with the heat equation, we'd say v j plus one minus to the J plus v minus one.

421
00:47:49,380 --> 00:47:56,220
Divided by H squared. So that's an H, so that's our diffusion term.

422
00:47:56,730 --> 00:48:04,290
And then the reaction term we could put in simply like this v j minus v j square.

423
00:48:07,680 --> 00:48:12,120
And that worked fine. Again, we're going to need a time stamp sufficiently small for it to work.

424
00:48:12,120 --> 00:48:17,910
But assuming the time stamp is small, that works fine. And if we want we could write it in matrix form.

425
00:48:18,210 --> 00:48:21,870
We would have V and plus one equals matrix times vector.

426
00:48:24,520 --> 00:48:34,370
So that would be the linear part of the problem. But then, of course, we'd have to add in a nonlinear term, so we'd have to choose your own notation.

427
00:48:34,390 --> 00:48:41,080
But it turns out it's the timestamp times this non-linear vector v j minus v square.

428
00:48:46,330 --> 00:48:51,850
So I have a code that we can run for that. It's called M 38 feature KPP.

429
00:48:51,850 --> 00:48:53,830
And you'll see it looks just like the heat equation.

430
00:48:54,010 --> 00:49:01,959
Except that I've added this additional term k times you might achieve squared, but non-linear problems are always more interesting.

431
00:49:01,960 --> 00:49:11,820
And let's see what it looks like. So this is M 38.

432
00:49:21,560 --> 00:49:24,890
So that's the initial condition I've chosen.

433
00:49:25,070 --> 00:49:28,969
And the reason for choosing this is that I want to illustrate this wonderful

434
00:49:28,970 --> 00:49:33,500
feature of nonlinearity that you can have a preferred shape of a solution.

435
00:49:33,950 --> 00:49:39,770
So this is just an arbitrary initial condition. But if I let time evolve.

436
00:49:42,050 --> 00:49:47,210
Almost any initial condition will converge towards the shape of the travelling wave.

437
00:49:47,510 --> 00:49:58,620
So look at this. And now it's exponentially close, if you like, to this way, which in principle would go forever except at the right boundary.

438
00:49:58,620 --> 00:50:02,760
I have a boundary condition, but on an infinite domain that would simply go forever.

439
00:50:02,940 --> 00:50:12,180
Let's run that a couple more times. So there's other initial effect which is complicated.

440
00:50:12,480 --> 00:50:20,760
Not much travelling is happening yet, but then eventually it settles down and the slope gets a little less and it reaches this steady effect.

441
00:50:20,940 --> 00:50:27,630
And of course, you can interpret this physically in all sorts of waves of heat or information flowing from one part to another.

442
00:50:28,260 --> 00:50:39,990
This very simple model is philosophically, if you like, very much like the Hodgkin Huxley equations, which describe how pulses flow in neurones.

443
00:50:44,480 --> 00:50:50,480
And the last thing I'll do is show you that it too goes unstable if you take the time, step too big.

444
00:50:50,990 --> 00:50:56,180
So let's run the unstable version where I change .42.51.

445
00:50:57,980 --> 00:51:02,690
So I say 30. Thank you for unstable same initial condition.

446
00:51:06,070 --> 00:51:10,100
Who knows what's happening? Looks like a shark.

447
00:51:12,200 --> 00:51:15,650
Okay. See you on Friday. I resigned.

448
00:51:16,130 --> 00:51:16,760
Oh, yes.