Lecture 2 :

Classication of PDEs:
Denition:
1. Semilinear if:
||
= R|a

(x)D

u + F(D
k1
u, ..., Du, u, x) = 0. This is
the case where the largest derivative terms have only coecients which
are a function ox x, while the lower order terms can be mixed.
2. Quasi-linear:
|=k
a

(D
k1
u, ..., Du, u, x)D

u+F(D
k1
u, ..., Du, u, x) =
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 - Burgers equation is
u
t
+ (.5 u
2
)
x
= 0 is a quasi-linear equation.
Some amples:
1. u
2
x
+ u
t
= 1 - this is nonlinear. First, it is rst order so we concentrate
on the two u terms in the equation. Because the rst term u
2
x
depends on
itself.
Denition 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 dierent
possible classes:
Elliptic: time independent.
Parabolic: time dependent and diusive.
Hyperbolic: tie dependent and wavelike.
How do we determine which of these a particular PDE is? Answer: Concentrate
on the coecients 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 dierent 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.
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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 .
An Example: Classify (1
2
)
d
2

dx
2
+
d
2

dy
2
= 0 (x, y) = 0
Where mu is a constant. Not that C is 1
2
, B = 0, and A=1. Then the discrim-
inant is 0
2
(1
2
) 1. Note that as we change the value of mu, the equation
changes properties. Consider where this equation is equal to zero: when = 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
dx
=
du
0
ds

ds
dx
=
du
0
ds
1
du
dx
=
du
0
ds

ds
dt
=
du
0
ds
(a)1
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 = x at. The
linears in (t,x) plane on which x-at is constant are called the characteristics.
Parabolic
u
t
= ku
xx
, k > 0 - the heat equation. Note that this describe the way that the
heat is diused 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.
Elliptic:
u
xx
+u
yy
= g u = u(x, y)
2
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 nd 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 coecients, we can always admit a plane wave solution of the form
u(x, t) = e
i(x+t)
, R, 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
ix
,
then there is a solution u(x, t) = e
ix
e
ix
for t0 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 = () known as the dispersion
relation.
For the case of the heat example:
u
t
= ku
xx
, k > 0
ie
i(x+t)
= k(i)
2
e
i(x+t)
[i = k
2
](i) for (i
2
= 1)
= ik
2
and
u(x, t) = e
i(x+ik
2
t)
= e
k
2
t
e
ix
The rst 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 decays at
the rate e
k
2
+ because of the diustion.
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