Scribd
Upload
40 views2 pages

Classification of PDEs

This document discusses different types of partial differential equations including linear and nonlinear equations. It covers classification of PDEs as elliptic, parabolic, or hyperbolic based on properties of the highest order derivatives. Examples of important PDEs from physics and other fields are also mentioned.

Uploaded by

vijay kumar honnali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
40 views2 pages

Classification of PDEs

This document discusses different types of partial differential equations including linear and nonlinear equations. It covers classification of PDEs as elliptic, parabolic, or hyperbolic based on properties of the highest order derivatives. Examples of important PDEs from physics and other fields are also mentioned.

Uploaded by

vijay kumar honnali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 2

Classification[edit]

Notation[edit]
When writing PDEs, it is common to denote partial derivatives using subscripts. For example:

In the general situation that u is a function of n variables, then ui denotes the first partial derivative
relative to the i-th input, uij denotes the second partial derivative relative to the i-th and j-th inputs,
and so on.
The Greek letter Δ denotes the Laplace operator; if u is a function of n variables, then

In the physics literature, the Laplace operator is often denoted by ∇2; in the mathematics
literature, ∇2u may also denote the Hessian matrix of u.
Equations of first order[edit]
Main article: First-order partial differential equation

Linear and nonlinear equations[edit]


Linear equations[edit]
A PDE is called linear if it is linear in the unknown and its derivatives. For example, for a
function u of x and y, a second order linear PDE is of the form

where ai and f are functions of the independent variables x and y only. (Often the mixed-partial
derivatives uxy and uyx will be equated, but this is not required for the discussion of linearity.) If
the ai are constants (independent of x and y) then the PDE is called linear with constant
coefficients. If f is zero everywhere then the linear PDE is homogeneous, otherwise it
is inhomogeneous. (This is separate from asymptotic homogenization, which studies the effects of
high-frequency oscillations in the coefficients upon solutions to PDEs.)
Nonlinear equations[edit]
Three main types of nonlinear PDEs are semi-linear PDEs, quasilinear PDEs, and fully nonlinear
PDEs.

Nearest to linear PDEs are semi-linear PDEs, where only the highest order derivatives appear as
linear terms, with coefficients that are functions of the independent variables. The lower order
derivatives and the unknown function may appear arbitrarily. For example, a general second order
semi-linear PDE in two variables is
In a quasilinear PDE the highest order derivatives likewise appear only as linear terms, but with
coefficients possibly functions of the unknown and lower-order derivatives:

Many of the fundamental PDEs in physics are quasilinear, such as the Einstein equations of general
relativity and the Navier–Stokes equations describing fluid motion.
A PDE without any linearity properties is called fully nonlinear, and possesses nonlinearities on one
or more of the highest-order derivatives. An example is the Monge–Ampère equation, which arises
in differential geometry.[3]

Linear equations of second order[edit]


Elliptic, parabolic, and hyperbolic partial differential equations of order two have been widely studied
since the beginning of the twentieth century. However, there are many other important types of PDE,
such as the third order non-linear Korteweg–de Vries equation. There are also hybrids such as
the Euler–Tricomi equation, which vary from elliptic to hyperbolic for different regions of the domain.
There are also important extensions of these basic types to higher-order PDE, but such knowledge
is more specialized.

The elliptic/parabolic/hyperbolic classification provides a guide to appropriate initial and boundary


conditions and to the smoothness of the solutions. Assuming uxy = uyx, the general linear second-
order PDE in two independent variables has the form

where the coefficients A, B, C... may depend upon x and y. If A2 + B2 + C2 > 0 over a region of
the xy-plane, the PDE is second-order in that region. This form is analogous to the equation for a
conic section:

More precisely, replacing ∂x by X, and likewise for other variables (formally this is done by a Fourier
transform), converts a constant-coefficient PDE into a polynomial of the same degree, with the terms
of the highest degree (a homogeneous polynomial, here a quadratic form) being most significant for
the classification.

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy