8.2.
CLASSIFICATION OF A PARTIAL DIFFERENTIAL EQUATION IN THREE
INDEPENDENT VARIABLES.
A linear partial differential differential equation of the second order in 3 independent variables
au + cu=0
b
j z, 3 is given by i=l
.. (1)
i=l j1
where a (=a,), b, and c are constants or some finctions of the independent variables x, x,,X,
and u is the dependent variable.
Since q, =aj, A= la,] is areal symmetric matrix of order3 x3. The eigen values of
matrix Aare roots of thecharacteristic equation of A, namely. | A-I|=0.
With help of matrixA, (1) is classified as follows:
I. If all the eigenvalues of A are non-zero and have the same sign, except precisely one of
them, then (1) is known as hyperbolic type of equatio.
II. If 4 =0, i.e., any one of theeigenvalues of A is zero, then (1) is known as parabolic type
ofequation
III. If all the eigenvalues of A are non-zero and of the same sign, then (1) is known as elliptic
type afequation.
Note. the matrix A can be remembered as indicated below:
Coeff. of g Coeff. of u Coeff of
A=Coeff. of u Coef. of u Coeff of u,
|Coeff. of u [Link] uy Coeff of uz
Eisteñice and Uniqueness of Integral Surface Passing Through a:
Given Curve
GiveD the Partial differential equation Pp +g =R with the initial curve
T:,(). »().-%(4) ..)
Unique Solution: If P(o»).95.:)
d dy
dt dt
or A :
|P(o().Jo().(1)) o(u).().*0 0))
d dt
then (1) has unique solution
No-Solution: If P(.o.)loro)R\9ori)
di,
then' (1) has io
dt
solution
Infinite Solution: If P(»})_e% R»)-u, then
di dyo
dt dt
(1) has infinite solutions.
Canonical or Normal Forms. Riemann Method
8.1. CLASSIFICATION OF PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER.
Consider a general partial differential equation of second order for a fnction of two indepen
dent variables x and y in the fom:
Rr+Ss+Tt +f(x.y, 2.p.) = 0, ..(1)
where R, S and Tare continuous functions ofx and y only possessing partial derivatives defined in
some domain D on the rv-plane. Then (1) is said to be
() Hyperbolic at a point (*, y) in domain Dif ' -4RT>0
(i) Parabolic at a point (*, v) in domain Dif ' -4RT =0
(ii) Elliptic at apoint (%, y) in domain Dif ' -4RT <0
Observe that the type of (1) is determined solely by its principal part (Rr +Ss+Tt, which
involves the highest order derivatives of:) and that the type will generally change with position in
the y-plane unlessR, S and Tare constants
Remark. Some authors use u in place of-. Then, we have
r=tula, s=ß'ulaÙ and =8u/ar². etc.
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