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POLITEHNICA University of Bucharest Faculty of Aerospace Engineering

CHAPTER 6 Power Series Method (II)

S.l.dr.ing.mat. Alina Bogoi Differential Equations

Sec 6.2: Solutions About Singular Points

N-th order linear DE

Constant Coeff

variable Coeff

Homog(find yp)

NON-HOMOG
(find yp)

Cauchy-Euler

Ch 6 Series Point x

Variational of Parameters

x0

Ordinary 6.1
n

x0
n =0

Singular 6.2

cn x
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n =0

n +r c x n

Singular Points
Definition: IF: (i.e)

f (x )

Is

analytic

at

x0 x
0

f ( x ) Can be represented by power series centerd at


f (x ) = c n (x x 0 )n
n =0

with

R>0

x x0 < R

Definition:

x0

Is

an ordinary point of the DE (*)

y ''+ P ( x ) y '+ Q ( x ) y = 0
IF:

(*)
x
0

P ( x ) and Q ( x )

are analytic at

A point that is not an ordinary point of the DE(*) is said to be singular point Special Case: Polynomial Coefficients

Example :
1) 2) ( x 2 25) y ''+ 2xy '+ y = 0 (x 2 -4) 2 y ''+ 3(x 2) y '+ 5 y = 0

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
a2 ( x ) = 0 x0 singular point a2 ( x )Diff_Eq_9_2012/2013 0 x 0 ordinary point
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3)

xy '' 2xy '+ 8 y = 0

Regular Singular Points


Definition:

x0

Is

a regular singular point of the DE (*)

y ''+ P ( x ) y '+ Q ( x ) y = 0
IF:

(*)
x
0

p ( x ) and q ( x )

are analytic at

where p ( x ) = ( x x 0 ) P ( x ) and q ( x ) = ( x x 0 ) 2Q ( x )
A singular point that is not a regular singular point of the DE(*) is said to be irregular singular point

Example :

2)

(x 2 - 4) 2 y ''+ 3( x 2) y '+ 5 y = 0

3)
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xy '' 2xy '+ 8 y = 0

Frobenius Theorem
Theorem 6.2: IF x 0 is a regular singular point

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
1) There exists at least one solution in the form

(x x 0 ) n + r

2) The series will convereg at least on some interval 0 < x -x0 < R

Theorem 6.1:

Existence of Power Series Solutions

a2 ( x ) y ''+ a1 ( x ) y '+ a0 ( x ) y = 0
IF

x0

1)We can find two-linearly independent y 1 , y 2


is an

in the form

(x x 0 )n

with

x x0 < R

ordinary point
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2) R = distance from x 0 to the closest singular point (incl: complex points)

Indicial Equations ( indicial roots)


indicial equation is a quadratic equation in r that results from equating the total coefficient of the lowest power of x to zero

Example :

xy ''+ y = 0

r ( r 1) = 0 r1 = 1 > r2 = 0
(*)

indicial equation indicial roots

y ''+ P ( x ) y '+ Q ( x ) y = 0

where p ( x ) = xP ( x ) and q ( x ) = x 2Q ( x ) a 0 =p (0) and b 0 =q (0)


indicial equation
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r ( r 1) + a0 r + b 0 = 0

Indicial Equations ( indicial roots)


y ''+ P ( x ) y '+ Q ( x ) y = 0 (*)

indicial equation

where p ( x ) = xP ( x ) and q ( x ) = x 2Q ( x ) a 0 =p (0) and b 0 =q (0)

r ( r 1) + a0 r + b 0 = 0

Example :

Find the indicial roots:

indicial equation

3xy ''+ y ' y = 0


Example :

r (3r 2) = 0

Find the indicial roots:

indicial equation

2xy ''+ (1 + x ) y '+ y = 0


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r (2r 1) = 0

Method of Solutions
Find the indicial equations and roots: r1 > r2
Case I:

r1 r2 positive integer r1 , r2 distinct real

y 1 = c n x n +r1 y 2 = c n x n +r 2
n =0 n =0

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Method of Solutions
r1 = r2

Case III:

y 1 = c n x n +r1
n =0

y 2 = y 1 ( x ) ln x + b n x n + r 1
n =0

Case II:

r1 r2 =positive integer r1 , r2 distinct real


y 1 = c n x n +r1
n =0

y 2 = bn x n +r 2
n =0

y 2 = y 1 ( x ) ln x + b n x n + r 2
n =0

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Sec 6.1: Solution about Ordinary Points Sec 6.1.1: Review of Power Series Sec 6.1.2: Power Series Solutions Sec 6.2: Solution about Singular Points Sec 6.3: Special functions. Bessels equation

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Special Functions
Bessels equation of order v

x 2 y + xy + ( x 2 v 2 ) y = 0

Solution: c1 J v ( x ) + c2Yv ( x )
2 n+v

(1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

: 1st kind Bessel function : 2nd kind Bessel function

cos v J v ( x ) J v ( x ) Yv ( x ) = sin v Legendres equation of order n


(1 x 2 ) y 2 xy + n(n + 1) y = 0

One of the solution: Legendre polynomials


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12

Gamma function

( x ) = t x1e t dt
0

modified Bessel equation of order v c1Iv( x) + c2Kv(x) x 2 y + xy ( x 2 + v 2 ) y = 0 modified Bessel equation of the 1st kind modified Bessel equation of the 2nd kind

modified Bessel equation of the 3nd kind x 2 y + (1 2a ) xy + (b 2c 2 x 2 c + a 2 p 2c 2 ) y = 0

I v ( x ) = i v J v ( ix ) I v ( x ) I v ( x ) Kv ( x ) = sin v 2

c c y = xa c J ( bx ) c Y ( bx ) + 2 p 1 p

spherical Bessel functions

v = 1 , 3 , 5 , LL 2 2 2

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Bessels Equation
Solving for Bessels equation of order v x 2 y + xy + ( x 2 v 2 ) y = 0 Steps 1~3

y ( x ) = cn x n+r
n =0

c0 (r v ) x + c1 ((1 + r ) v ) x
2 2
r

r +1

+ [ck ((k + r ) 2 v 2 ) + ck 2 ]x r +k = 0
k =2

Step 4 r 2 v 2 = 0

two roots: v and v


ck = ck 2 v 2 (k + r )2

2 2 Step 5 c1 ( (1 + r ) v ) = 0

c1 = 0
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ck =

ck 2 v 2 (k + r )2

14

Step 6 r = v

ck =

ck 2 k ( k + 2v )

r = v

ck =

ck 2 k ( k 2v )

c1 = 0, c3 = c5 = c7 = c9 = .. = 0
c0 c2 n = (1) 2 4 6LL 2n (2 + 2v)(4 + 2v)(6 + 2v)LL(2n + 2v)
n

(1) n c0 = 2n 2 n!(1 + v)(2 + v)(3 + v)LL (n + v) c2 n = (1) n

when r = v

c0 2 4 6LL 2n (2 2v)(4 2v)(6 2v)LL (2n 2v)

(1) n c0 = 2n 2 n !(1 v)(2 v)(3 v)LL(n v)


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when r = v

Gamma function: a generalization of n!


( x ) = t x1e t dt
0

15

properties of Gamma function (1) ( n + 1) = n!


(1) = 0! = 1

when n is a positive integer

(2) ( x + 1) = x ( x )
( 2 + v ) = (1 + v) (1 + v ) ( 3 + v ) = (2 + v) ( 2 + v )

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Solving for Bessel function


( 1) n c0 c2 n = 2 n 2 n !(1 + v)(2 + v)(3 + v)LL (n + v)

16

when r = v

Set

c0 =

(1) n c2 n = 2 n+v 2 n !(1 + v)(2 + v)(3 + v)LL( n + v)(1 + v) (1) n = 2 n+v 2 n !(2 + v)(3 + v)LL(n + v)(2 + v) (1) n = 2 n+v 2 n !(3 + v)LL(n + v)(3 + v) M (1) n = 2 n+v 2 n !(n + v + 1)
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1 2v (1 + v)

r = v

set c0 =

(1) n c2 n = 2 nv 2 n !(n v + 1)
n+ r c x n n =0

1 2 v (1 v)

17

Two independent solutions of the Bessels equation

When r = v When r = v

(1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

2 n+v

(1) n x J v ( x ) = n ! (1 v + n ) 2 n =0

()

2 n v

Bessel functions of the first kind of order v and v

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We define Jv(x) by

Bessels Functions of the First Kind


(1) x J v ( x) = n =0 n!(1 + v + n) 2
n 2 n+v

and

(1) x J v ( x ) = n =0 n!(1 v + n) 2

2 n v

In other words, the general solution of on (0, ) is y = c1Jv(x) + c2J-v(x), v integer

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: 1st kind Bessel function

Hence for any value of v, the general solution of (1) is

y = c1 J v ( x ) + c2Yv ( x )
Yv(x) is called the Bessel function of the second kind of order v. shows Y0(x) and Y1(x).
Bessels equation of order v Solution: c1 J v ( x ) + c2Yv ( x )
2 n+v

x 2 y + xy + ( x 2 v 2 ) y = 0 (1) n x Jv ( x) = n! (1 + v + n ) 2 n =0

()

: 1st kind Bessel function : 2nd kind Bessel function

cos v J v ( x ) J v ( x ) Yv ( x ) = sin v

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6.3.1.4 Bessel function of the 1st kind (order m) (1) J0(0) = 1, Jm(0) = 0 for m 0

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Properties
(1) J ( x ) = ( 1) m J ( x) m m (2) (3)

J m ( x) = (1) J m ( x)
0 , m > 0 J m ( 0) = 1 , m = 0

(4) xJ ( x) = J ( x) xJ ( x). +1 (5) (6)


d x v J ( x) = x v J ( x) v v +1 dx d x v J ( x) = x v J ( x) v 1 dx v

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6.3.1.5 Bessel function of the 2nd kind (1) lim Ym ( x ) =


x0

(2) Zero crossing

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Modified Bessels equation x 2 y + xy + ( x 2 v 2 ) y = 0


2 2 2 2 (A) x y + xy + ( x v ) y = 0

c1Jv(x) + c2Yv(x) c1Jv( x) + c2Yv( x)

Proof: Set t = x
dy dt dy dy = = dx dx dt dt
2 d 2 y dt d dy dy d y 2 d = Similarly, dx = dt dt = 2 dx dt dx dt 2 2 2 2 dy 2 2 2 2 2 d y 2 t 2 t t x y + xy + ( x v ) y = 2 ( v )y + + 2 2 dt dt 2 dy 2 d y 2 2 Bessel equation t t v ( )y = 0 =t + + 2 dt dt

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y = c1Jv(t) + c2Yv(t) = c1Jv( x) + c2Yv( x)

(B) modified Bessel equation of order v x 2 y + xy ( x 2 + v 2 ) y = 0 c1Iv( x) + c2Kv(x) 2 2 2 2 x y + xy + (i x v ) y = 0 modified Bessel function of the first v I v ( x ) = i J v ( ix ) kind of order v
y = c1 J v ( ix ) + c 2 J ( ix ), where u m , m = 0,1, 2, L .

y = c1 J v ( ix ) + c 2Yv ( ix ), where u = m , m = 0,1, 2, L . We modify it to y = A1 J m ( x ) + A2 K m ( x ), where K v ( x ) =

I ( x ) I v ( x ) , K m ( x ) = lim K v ( x ). 2 sin um

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modified Bessel function of the second kind of order v

Example
Consider the DE
x 2 y"+ xy'+( x 2 1/4) y = 0

We find v = , and the general solution on (0, ) is


y = c1 J1/2 ( x ) + c2 J 1/2 ( x )

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Spherical Bessel Function


J
1 2

(x) = ? 1 = , w e get J 2 (x) =

W ith

1 2

n = 0

x 1 n ! (1 + n + ) 2 2

( 1)

2 n +

1 2

B y (1 + ) = ( ) a n d n = 0 : (1 +

1 ) = 2

, w e fin d

1 1 ) = 2 2 3 3 1 3! n = 1 : (1 + ) = = 2 2 2 23 M 1 (2 n - 1) ! ) = . n = n : (1 + n + 2 2 2 n +1 n ! ( 1) n So, J 1 (x) = (2 n - 1) ! n = 0 2 n ! 2 2 n +1 n ! 1 1 F r o m s in x = x x3 + x5 3! 5 !

x 2 L =

2 n +

1 2

n = 0

( 1)n x (2 n + 1) !
2 n +1

2 n +1

n = 0

( 1)n x (2 n + 1) !

so w e get J
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1 Diff_Eq_9_2012/2013 2

(x) =

s in x .

Spherical Bessel Functions


Jv(x)

v = 1 , 3 , 5 , LL 2 2 2
2 sin x x 2 cos x x

spherical Bessel functions

J1/ 2 ( x) = J 1/ 2 ( x) =

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6.3.2 Legendres Equation


6.3.2.1 Legendres Equation (1 x 2 ) y 2 xy + n(n + 1) y = 0

y ( x ) = ck x k
k =0

n(n + 1) 2 (n 2)n(n + 1)(n + 3) 4 y1 ( x ) = c0 1 x + x 2! 4! (n 4)(n 2)n(n + 1)(n + 3)(n + 5) 6 x + LL 6! (n 1)(n + 2) 3 (n 3)(n 1)(n + 2)(n + 4) 5 y2 ( x ) = c0 x x + x 3! 5! (n 5)(n 3)(n 1)(n + 2)(n + 4)(n + 6) 7 x + LL 7! Diff_Eq_9_2012/2013
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CHAPTER 6 Partial Differential Equations (PDEs)

Classification of PDEs
First-Order PDEs Second Order PDEs
Elliptic Type Parabolic Type Hyperbolic Type
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Second-Order PDEs
Second-order PDE in two variables

Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0

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Coordinate Transformation
Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0

Physical plane Transformed plane


= ( x , y ) u( x , y ) u( , ) = ( x , y )

Chain rule of transformation (first-derivatives)

u x = u x + u x u x x x u u u = u + u u = y y y y y y 1 4 24 3
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Jacobian of transformation

Coordinate Transformation
Chain rule of transformation (secondderivatives) u = (u ) = (u + u )
xx x x

= ( u ) x x + u xx + ( u ) x x + u xx = [( u ) x + ( u ) x ] x + u xx + [( u ) x + ( u ) x ] x + u xx
2 2 = u x + 2 u x x + u x + u xx + u xx

u yy = u + 2 u y y + u + u yy + u yy Similarly Diff_Eq_9_2012/2013
2 y 2 y
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Coordinate Transformation
Chain rule of transformation (mixed derivatives)
u xy = ( u x ) y = ( u ) y x + u xy + ( u ) y x + u xy = u x y + u ( x y + y x ) + u x y + u xy + u xy
Au xx + Bu xy + Cu yy + H = 0 Therefore,
2 2 2 2 = ( A x + B x y + C y + B x y + C y )u + ( A x )u

+ [ 2 A x x + B( x y + y x ) + 2C y y ]u + [( A xx + B xy + C yy )u + ( A xx + B xy + C yy )u + H ] =Diff_Eq_9_2012/2013 Au + B u + C u + H = 0
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Classification of PDEs
Discriminant in the transformed plane ( B ) 2 4 AC = [ 2 A x x + B( x y + y x ) + 2C y y ]2
2 2 2 2 4 ( A x + B x y + C y )( A x + B x y + C y )

= ( x y y x ) 2 ( B 2 4 AC ) = J 2 ( B 2 4 AC )
J 0: one-to-one mapping

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Canonical Forms of PDEs


Any PDE can also be transformed into Canonical form (x,y) (,)
A xx + B xy + C yy + D x + E y + F = G A + B + C + D + E + F = G

Choose (,) to be characteristic directions along which A = C = 0


2 2 A = A x + B x y + C y = 0 2 2 C = A + B + C x x y y =0 Diff_Eq_9_2012/2013
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Characteristic equations: A = C = 0

Canonical Forms of PDEs


2 x x A + B + C = 0 x = B y y y 2 x x x B + = = + A B C 0 y y y B 2 4 AC 2A B 2 4 AC 2A

Characteristic directions: = const, = const (d ,d = 0) = c1 , d = x dx + ydy = 0 x x B B 2 4 AC dy = = = y y dx 2A = c2 , d = x dx + y dy = 0


dy dy A = C = 0 A B + C = 0 Characteristic equation Diff_Eq_9_2012/2013 dx dx
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2

Canonical Forms
Hyperbolic PDE: B2 4AC > 0, 2 real characteristics
A = C = 0 , B = 1 = h1 ( , , , , ), = + h A 1 B 0 C 1 ( , , , , ), , , = = = = 1 =

Parabolic PDE: B2 4AC= 0, 1 real characteristics = h 2 ( , , , , ), A = 1 , B = C = 0 Elliptic PDE: B2 4AC < 0, no real characteristics
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+ = h3 ( , , , , ), A = 1, B = 0 , C = 1

Nature of a Well-Posed Problem


(A) Mathematically well-posed
Governing equations - infinite many solutions Auxiliary (initial and boundary) conditions
(1) the solution exists (existence) (2) the solution is unique (uniqueness) (3) the solution depends continuously on the auxiliary data
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Boundary and Initial Conditions


Initial conditions: starting point for propagation problems Boundary conditions: specified on domain boundaries to provide the interior solution in computational domain R R s n

(i) Dirichlet condition : u = f on R u u = f or = g on R (ii) Neumann condition : n s u (iii) Robin (mixed) condition : + ku = f on R n Diff_Eq_9_2012/2013
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Conclusions
Linear second-order PDE in two independent variables (x,y), (x,t), etc.
2u u u 2u 2u +C 2 + D +E + Fu + G = 0 A 2 +B xy x y x y

A, B, C, , G are constant coefficients (may be generalized) B 2 4 AC < 0 : elliptic 2 Classification B 4 AC = 0 : parabolic (discriminant) B 2 4 AC > 0 : hyperbolic
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Characteristic Equation
Characteristic equation for second-order PDE
dy B B 2 4 AC dy dy A B + C = 0 = dx 2A dx dx
2

Classification of second-order PDEs


Hyperbolic : B 2 4 AC > 0, two real roots (characteristics) 2 Parabolic : B 4 AC = 0, one real root (characteristics) B 2 4 AC < 0, two complex roots (cannot identify Elliptic : the propagation directions)
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General form of second-order PDEs (2 variables)

Classification of PDEs

Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0
(1) Hyperbolic PDEs (Propagation)
(first - order) +u =0 Advection equation t x 2 2 2 Wave equation c = 0 (second order) 2 2 x t
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General form of second-order PDEs (2 variables)

Classification of PDEs

Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0
(2) Parabolic PDEs (Time- or space-marching)
2 = 2 Burgers equation + u t x x 2 Fourier equation = x 2 t
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Diffusion / dispersion

Examples of PDEs
General form of second-order PDEs (2 variables)

Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0
(3) Elliptic PDEs (Diffusion, equilibrium problems) 2 2 + 2 =0 2 Laplace equation y x 2 2 Possions equation 2 + 2 = f ( x , y ) y x 2 2 2 Helmholtz equation c + + =0 Diff_Eq_9_2012/2013 2 2 y december x

General form of second-order PDEs (2 variables)

Classification of PDEs

Au xx + Bu xy + Cu yy + Du x + Eu y + Fu + G = 0
(4) Mixed-type PDEs Steady, compressible potential flow
2 2 2 (1 M ) 2 + 2 = 0 x y

M < 1: subsonic M > 1: supersonic

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First-order PDE
First-order PDE in (x,t)

Aut + Bu x + Cu = f
We will show how to solve this equation. The key is to determine a change of variable
= ( x, y )

= ( x, y )

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PDEs first order


EPD in (x,t)

Aut + Bu x = 0 u ( x, 0) = f ( x)

Characteristics line: = Ax Bt = const From: d = 0


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u ( x, t ) = f ( ) = f ( Ax Bt )

dx B = dt A

Characteristics of first-order PDEs


u = f( )=constant along the characteristic direction = constant Characteristic line
t
= 1 = 2 = 3
t = t3 t = t2 t = t1

d = 0

dt A slope = = Diff_Eq_9_2012/2013 dx B december

t = t0

u = f( ) = constant

First-order PDE
au x + bu y + cu = f
We assume that a, b, c, and f are functions in (x,y) . They are continuous in some region of the plane. a(x,y) and b(x,y) are not both zero for the same (x,y)

We will show how to solve this equation. The key is to determine a change of variable

Diff_Eq_9_2012/2013 = ( x, y ) december

= ( x, y )

First-order PDE
PDE
u ( x, y )

= ( x, y )

ODE w( , )

x
Example

= ( x, y )

Consider the ODE:

w + hw = F
1st order linear ODE

Method:

Find integrating factor = K Multiply equation by K LHS =


d [ w( ) K ( )] d

Example

w +

c w = f a

Integrate Diff_Eq_9_2012/2013 december

both sides

First-order PDE
Characteristic equation

Example

Consider the linear 1st PDE

au x + bu
solution
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+ cu = 0

Find the general solution of thePDE

First-order PDE
Consider the linear first order partial differential equation in two independent variables:

au x + bu y + cu = f
dy b = 1. Find the characteristic equation: dx a 2. Find the general solution of the characteristic equation and put it in the form: (x, y) = c
3. Use the transformation:

=x

= ( x, y )

4. To change PDE into this form:

w + hw = F
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Example

Consider the linear 1st PDE

x u x + yu
2

+ xyu = 1

a = x2,

b = y,

c = xy
dx x2 = dy y

1 2 3 4

characteristic equation: Solution:


ln( y ) + 1 = c x

transformation:
1 e 1 / w =

= x,

= ln( y ) +

1 x

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w +

Example 2ux + 3uy + 8u = 0


Find a solution satisfying

u( x, y) = sin(x)
on the line : x axis
2

exp(-8 y/3) sin(x-2 y/3)

This PDE has general sol: u( x, y) = e4 x g(3x 2 y)

-1

Characteristic curves:
3x + 2 y = k

-2 0.4 0.2 0 y -0.2 -5 x 0 5

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Example

Consider the linear 1st PDE

u x + cos( x ) u y + u = xy
a = 1, b = cos( x ), c =1
6

characteristic curves:

1 2 3 4

characteristic equation: Solution: transformation:

dx = cos x dy

C=4

y sin x = c
= x, = y sin x
y

C=1
0

-2

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w + w = [ + sin ]

-4

C=-4

-6 -6 -4 -2 0 x 2 4 6

System of Equations
Consider two coupled first-order PDEs
A11 u x + B11 u y + A12 v x + B12 v y = E 1 A21 u x + B 21 u y + A22 v x + B 22 v y = E 2

In matrix form
A11 A 21 A12 u x B11 + A22 v x B 21 B12 u y E 1 = B 22 v y E 2

r r u r r or A q x + B q y = E , q = v Diff_Eq_9_2012/2013
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System of Equations
Characteristic equation det [C] = 0
A11 dy B11 dx det C = det A dy B dx = A21 dy B 21 dx + ( B11 B 22 B12 B 21 )dx 2 = Ady 2 + B dxdy + C dx 2 = 0

A12 dy B12 dx A22 dy B 22 dx

= ( A11 A22 A12 A21 )dy 2 + ( A12 B 21 + A21 B12 A11 B 22 A22 B11 )dxdy

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Characteristic directions along which (ux,uy,vx,vy) are not defined uniquely Multiple solutions possible, discontinuity may occur

Characteristic Equation
2

dy dy A + B + C = 0 Characteristic equation dx dx dy B B 2 4 AC = dx 2 A
Characteristic directions

Classification of equation types -- depends on the discriminant of the characteristic equation


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Discriminant DIS

Characteristic Equation
4 ( A11 A22 A12 A21 )( B11 B 22 B12 B 21 )

DIS = B 2 4 AC = ( A12 B 21 + A21 B12 A11 B 22 A22 B11 )


> 0 , 2 real roots, 2 characteristics directions; Hyperbolic B 2 4 AC = 0 , 1 real root, 1 characteristics direction; Parabolic < 0 , 2 complex roots, no real characteristics; Elliptic

DIS < 0 (elliptic), cannot identify characteristic directions along which discontinuity may occur across

Elliptic equation - continuous (smooth) Diff_Eq_9_2012/2013 solution december

Second-Order PDEs
Transformation of higher-order PDE to first-order PDEs

A xx + B xy + C yy + H = 0 r u = x u x = xx , u y = xy let ( i .e .,V = ) v = y v x = xy , v y = yy
Convert to first-order PDEs
Au x + Bu y + Cv y + H = 0 uy + vx = 0 A 0 u x B C u y H 0 1 v + 1 0 v = 0 y x Diff_Eq_9_2012/2013
december

r r r A qx + B qy = E

Second-Order PDEs
Transformation of second-order PDE to two first-order r r r PDEs Aqx + Bqy = E
Ady Bdx Cdx det C = det A dy B dx = dx dy = Ady 2 Bdxdy + Cdx 2 = 0 Characteristics equation and characteristic directions
dy B B 2 4 AC dy dy A B + C = 0 = dx 2A dx dx Hpberbolic : B 2 4 AC > 0; 2 characteristics 2 Parabolic : B 4 AC = 0; 1 characteristics Diff_Eq_9_2012/2013 Elliptic : 2 B 4 AC < 0; no real characteristics december
2

Hyperbolic PDEs
Two real roots, two characteristic directions Two propagation (marching) directions Domain of dependence Domain of influence Domain of Domain of influence influence

finite c
Domain of dependence

Domain of dependence

Hyperbolic

dx = c Diff_Eq_9_2012/2013 dt december

Parabolic

dx dt ( = 0) dt dx

Hyperbolic Equation
Hyperbolic equation propagation problem with no dissipation

tt = xx = 0
t

= f ( ) + g ( )

= x ct
Boundary conditions

Domain of Influence
P(x,t)

= x + ct
Boundary conditions

Domain of Dependence
Diff_Eq_9_2012/2013 december

Initial conditions

One real (double) root, one characteristic direction (typically t = const) The solution is marching in time (or spatially) with given initial conditions The solution will be modified by the boundary conditions (timedependent, in general) during the propagation Irreversible: You can control your future, but not changing what already happened (history!) Domain of

Parabolic PDEs

influence

Domain of dependence
dx dt ( = 0) dt dx

Diff_Eq_9_2012/2013 december

Parabolic

Elliptic PDEs
det [C] 0 in every direction The derivatives (ux,uy,vx,vy) can always be uniquely determined at every point in the solution domain No marching or propagation direction ! Boundary conditions needed on all boundaries The solution will be continuous (smooth) in the entire solution domain all boundary conditions must be satisfied simultaneously
Diff_Eq_9_2012/2013 december

4-2 Mathematical Classification (6)


Domain of Dependence:

Diff_Eq_9_2012/2013 december

Elliptic PDEs
Domain of Dependence coincides with the domain of influence
or
n

or

or

Domain of dependence = Domain of influence

or
Diff_Eq_9_2012/2013 december

Find the type


T T 5 =0 t x
u u u +u =9 2 t x x
2

u u 4 2 =0 2 t x
2 2

u u + 2 = f ( x, y ) 2 x y
2 2
Diff_Eq_9_2012/2013 december

T T = 25 2 t x
2