Partial differential equations (PDEs) involve partial derivatives of dependent variables with respect to more than one independent variable. PDEs can be linear if the dependent variable and all its partial derivatives occur linearly, or non-linear. PDEs are used to model systems in fields like physics, engineering, and quantum mechanics, with examples being the Laplace, heat, and wave equations used in fluid dynamics, heat transfer, and quantum mechanics respectively. The heat equation specifically describes the distribution of heat over time in a given region.