In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function.. The function is often thought of as an "unknown" to be solved for, similarly to how x is thought of as an unknown number to be solved for in an algebraic equation like x 2 − 3x + 2 = 0.However, it is usually impossible to …

Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations. They have relevance to quantum field theory, statistical mechanics, and spatial modeling.

Nov 04, 2011 · A partial differential equation (or briefly a PDE) is a mathematical equation that involves two or more independent variables, an unknown function (dependent on those variables), and partial derivatives of the unknown function with respect to the independent variables.The order of a partial differential equation is the order of the highest derivative involved.