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Lecture 2 :

Classification of PDEs:


1. Semilinear if: Σ |α| = R|a α (x)D α u + F(D k1 u,

, Du, u, x) = 0. This is

the case where the largest derivative terms have only coefficients which are a function ox x, while the lower order terms can be mixed.

Quasi-linear: Σ α|=k a α (D k1 u,

2. , 0 . In this case the highest order term is dependent only on the inde- pendent variable, but the lower order term (and the lowest order term only) is dependent on other factors. For instance - Burger’s equation is u t + (.5 u 2 ) x = 0 is a quasi-linear equation.

, Du, u, x) =

Du, u, x)D α u+F(D k1 u,

Some amples:



u x + u t = 1 - this is nonlinear. First, it is first order so we concentrate on the two u terms in the equation. Because the first term u x depends on itself.


Definition of well-posedness:

1. A solution exists.

2. The solution is unique.

3. The solution is stable - it depends continuously on the data used in the problem.

When we are dealing with linear, second order PDEs we have three different possible classes:

Elliptic: time independent.

Parabolic: time dependent and diffusive.

Hyperbolic: tie dependent and wavelike.

How do we determine which of these a particular PDE is? Answer: Concentrate on the coefficients in front of each particular term. For instance:

A(x, t)u tt +B(x, t)u xt +C(x, y)u xx +D(x, t)u t +E(x, t)u x +F (x, t)u = G(x, t) The above is the most general linear second order PDE that there is. It will be the model which we use when determining which of the three different classes our PDE can take. To determine what category we use the discriminant:

B(x 0 , t 0 ) 2 A(x 0 , t 0 )C(x 0 , t 0 )

where the variable terms represent the relevant functions at a particular point.


Hyperbolic if the discriminant is greater than 0.

Parabolic if the discriminant is equal to 0.

Elliptic if the discriminant is less than 0.

These categories hold if the particular equation it has the required property at each point in the domain Ω.

An Example: Classify (1 µ 2 ) d 2 σ

dx 2


d 2 σ

dy 2

= 0 σ(x, y) = 0

Where mu is a constant. Not that C is 12 , B = 0, and A=1. Then the discrim- inant is 0 2 (12 ) 1. Note that as we change the value of mu, the equation changes properties. Consider where this equation is equal to zero: when µ = 1. When mu is greater than 1, this becomes parabolic, and when the value of mu is less than 1 then the discriminant becomes positive and the equation is elliptic.

What kind of behavior do we expect to see?

The most simple hyperbolic equation we may get is: u tt = c 2 u xx - the wave equation. Note that c is a constant. In this case A = 1, B=0 and C = c 2 .In this case the suared value of c means that the discriminant will always be greater than 0 so it is a hyperbolic equation.

Consider u t + au x = 0 - the advection equation. This is also hyperbolic. No- tice that the solution is u(x, t) = u 0 (x at), where u(x, 0) = u 0 (x). If we let

s = x at and:


= du 0

dx = du 0







= du 0 ds



= du 0 ds



This describes a moving solution that appears and disappears in waves. We have a solution at (t,) and it depends only on the value of ξ = x at. The linears in (t,x) plane on which x-at is constant are called the characteristics.


u t = ku xx , k > 0 - the heat equation. Note that this describe the way that the heat is diffused over a period of time. Let A=0, B=0, C=-k. In this case we just use the discriminant to determine the type of second order PDE this is. u(x,t) is the termperature at a spatial location x and time t.


u xx + u yy = g

u = u(x, y)


This often models a steady state for something. Imagine that you have a plate warmer and you want to know what the temperature of the plate is at any par- ticular point. The heat equation The heat warmer is suplying heat and if we wanted to find out what it looked like it we remove any time derivatives.

A few words about Fourier Analysis:

The fundamental idea of Fourier analysis is that if we have a linear PDE with constant coefficients, we can always admit a ”plane wave solution” of the form u(x, t) = e i(ξx+ωt) , ξ R, ω C. Xi is the wave number, and the omega value is the frequency.

Another way to think of it is that if the plane wave solution u(x, 0) = e iξx , then there is a solution u(x, t) = e iωx e iξx for t¿0 where the exponential value is called the growth factor and the omega value determines how the equation behaves in time . For each equation, we have ω = ω(ξ) known as the dispersion relation.

For the case of the heat example:

u t = ku xx , k > 0

iωe i(ξx+ωt) = k(iξ) 2 e i(ξx+ωt)

[= 2 ](i) for (i 2 = 1)

= ikξ 2 and


u(x, t)

= e i(ξx+ikξ 2 t) = e 2 t e iξx

The first term in the above example is referred to as the growth factor. This is the dissipation. Physically, this oscillatory compnent in the initial data of wave ξ decays at

the rate e kξ


+ because of the diffustion.