C La s s Ş, ' "

P a r t ia l D iffe r e n t ia l E q u a t io n s

Þ W h e n th e u n kn o w n fu n c tiode pe n ds
n o n s e v e ra l
in d e p e n d e n t v a r ia bı
e s , p a r tia l d e r iv a tiv e s a ppe a r in
th e e q u a tio n

Þ ı
n th is ca se th e e q u a tio n is sa id to be a p a r tia ı
d iffe re n tia l e q u a tio n (P D E )
Þ E xa m p le s

2 W " - " "

q " " " ı
ðt ô3 x
2 2
a u (x 1) ô u (x t)
(w q u a tio )
, ,
- av e e n
2 2
ÔA ôt

Scanned by CamScanner
p a r t ia l D iffe re n t ia l E q u a t io n s , C o n t

ific a t io n f d iffe re n t ia l e q u a t io n s is
A no th e r c la s s o
n fu n c t io n s t h a t a r
e
r e la t e d to t h e n u m b e r o f u n k n o w
in v o lv e d 国 石国 么 南N 电 ヒ

fu i
nct o n e qu a t io n is
Fo r s in g le u n kn ow n ,
o n e

kn o w fu t io n s , a
su ffic ie n t Fo r tw o o r m o re u n n n c

s y s te m o f e qu a t io n s is re q u ir e d

o rd e r

e q u a t io
c a n

ns o
b e r e w r itte n
f Įo w e r o r d e r s
as a s y s te m o f d iffe

Y
re ì t ia l

W hy d o W e Ne e d t o C la s s ify th e P D E s ?
- ľ jţ - Ĺ rù ı
ço

Þ PD s d e s c r ib e t h e b e h a v io r o f m a n y p h y s ic a l a n d e n g in e e r in g phe n o rn ı

Þ w ave p ro p a g a t io n

Þ F lu id flo w (a ir o r liq u id )
Þ W a te r in p ip e s o r p o r o u s m e d ia
Þ W e a th e r : la r g e s y s te m o f co u p le d P D F s fo r m o m e n tu m , p re s s u re ,
m o is t u r e ,
he a

Þ V ib ra t io n

Þ M e c ha n ic s o f so lid s
Þ E c le c tic fie ld s an d p o t e n tia ls
Þ M a n y m o r e v a r io u s a p p lic a t io n s

Þ C o n c u s s io n : b e c a u s e o f a g re a t v a r ie ty o f p h e n o m e n a go v e rn
th e r e is a n e e d to in t r o d u c e c la s s ific a tio n of P D E s

Scanned by CamScanner
屬
P D E s d e f i n it io n s

Þ G e n e r a Į (im p lic i t ) f o r m f o r o n e f u n c t io n

Þ H ig h e s t d e r iv a t iv e d e f in e s o r d e r o f p D E

Þ L in e a r P D E > P D E is li n e a r in u (x ) a n d
y
f o r a ll d e r iv a t iv e s o f u (x y )

ó r p l j P I
L in e a r P D E s o f 2 O r d e r

N t W t ill a k o f Į in e a r P D E s e v e n if
Þ o e e s s p e
f f ic ie t s (x ) (x y ) m ig h t b e n o n li n e a r ř
t h e c o e n a y E L

/ ì lc j j ) a )q t a r ) ıl U P j Ĵ N IC Ĺ
it y is ir e d o n ly in t h e u n k n o w n f u n c t io n u
Þ L in e a r r e q u

v a n is h in g m ix e d d e r iv a t iv e s (b O )
n o to w e r o r d e r d e r iv a t iv e s (d e =

a v a n is h i n g f u n c t io n 1 0

( (í q k Ço o

Scanned by CamScanner
 0 沪 しっ O ー
っ

C la s s ific a t io n o f Į in e a r P D Es o f2

E [Į ip t ic E q u a t io n s

Þ O c c u r s m a in ly fo r s t a t io n a r y p r o b le m s

Þ S o lv e d a s bo u n d a ry v a lu e p r o b le m

Þ S o lu t io n is s m o o t h if bo u n d a ry co n d it io n s a llo w

V o =
f

Scanned by CamScanner
1 L
E llip t ic E q u a t io ns -
Do m a in o n flu
f ı e n ce
自
团
团
長
lj JT ı
X
m

一
'
幻 Jic 节ゆ

?(

Þ A ll p o in t s in c o m p u ta tio na l do m a in a r e c o u p le d
w it h e a c h o t h e r

뇌
.

Þ A n y Lo c a l c h a n g e in flu e n c e s t h e w h o le
c o m p u ta t io n a l d o m a in (w it h d e c a y in g in te n s ity )・

Pa ra b o lic E q u a t io n s

5 5 k
Þ De sc r ib e s no n s ta t io n a ry p ro c e sse s .

Þ S o lv e d as In it ia l a n d Bo u n d a ry v a lu e p r o b le m

Þ D is c o t in u it ie s / s h a r p g r a d ie n ts a r e
n sm o o th e d o u t
p jc
d u r in g te m p o r a Į e v o 山 tio n Lbı
i) p ï
'
4

ð 11 2
u (x t) 一 a u (x t)
ðx面
, ,
小
ðt

R e p re s e n tat iv e E x a m p Į e : D iffu s io n Eq u a t io n ,

a n d H e a t c o n d u c t io n e q u a t io n s .

Scanned by CamScanner
Pa ra b o lic E q u a t io ns Do m a in o f ı
n flu e nce q

，
ご， -

u (・
、 )
į ( )
。 x
园 '

园里
Þ A d is t u r b a nc e t o t h e s o Į u t io n in t r o d u ce d in p c n in f Į u
a n y p a rt o f th e co m p u t a t io na ldo m a in fo r t >
.

Þ T he m a g n it u d e o f t h e d is t u r b a nce q u ic k ly a tt e n u
m ov in g a w a y fr o m P

H y p e r b o lic E q u a t io n s

Þ in it ia l a n d Bo u n d a ry v a lu e p r o b le m

Þ D is c o n t in u it ie s / s h a r p g r a d ie n t s in in it ia l
s ta te re m a in d u r in g t e m p o r a l e v o lu t io n

Þ A ty p ic a l e x a m p Į e is t h e W ave e q u a t io n

0 2
112
2
c 玆 (x t) 一 u (x t)
石二
ðx 百
; ,
Ot 2 ,

Scanned by CamScanner
 H y p e r b o lic E q u a t io n s D o m a in o f In f lu e n c e

Þ O ly t h e r e s t r tį
n i门
t 合 a ro u n d x i i n f l t
s o lu t io n in P (W
a c ha ra c t e r is t ic
Ha r a c te r is t ic
d is c u s s e d [a t e r )

艮
UĠ i) óN F T)
'
Tt

P 3 局1多久)

X i c t, X i X i+ C tl
X

C La s s ific a t io n fo r n o n c o n s t a n t
co e ffic ie n ts
(ų l P' t)P rd rk)?Ħ
y n = 0
_ 2

H e re , A y B O , C = 1, D E F O = B2 4A C 0 4 (y )( 1 ) 4 y į
= = = = = =

fo r y > O , T h is e q u a t io n is h y p e r b o Į ic ; fo r y O , t h is e q u a t io n is -

p a r a b o [ic ; fo r y < 0 , t h is e q u a t io n is e Įlip t ic

'
Ex 2 w ın X ) + w '" ' "
ð
xy
' " ・・ '
i
. - "
.
: M
2 2x C 2 D E F O B2 4A C
H e re A =
s in x ,
B = s in ,
=
co s x ,
= = = =
,

z 2 z 4 s in z 2 O
4 s in z
x co s x - 4 s in xco s x x co s X = is
pa ra b o lic e ve w w he re .

Scanned by CamScanner
 b ì ą t "
W
W e lı p o s e d p r o b le m s
(a s d e f i n e d b y H a d a m a r d 1 9 0 2 )

A P r o b le m is lL
w e p o s e d if
Þ A s o lu t io n e x is t s
Þ T h e s o Į u t io n i s u iq
n u e
Þ T h e s o lu t i d
o n e p e n d s c o n t i n ly
b o d
u o u s o n t h e
u n a r y a n d / o r i n i t ia l c o n d iu o n s

P r o b le m h ic h
s w d o n o t f u lf i lL t h e s e c r it e r i a a r e i ıı p
W e ll p o s e d b le
p r o m s h a v e d
a g o o c h a n c e t o b
n u m e r i c a l ly w it h e s o
a s t a b le a lg o r it h m

III c o n d it i ? m ) ı ) y i ) U
o n e d p r o b le m s
v
コ に 社 N ) 呻 乓 叵 户 所
Þ E v e n w Į l
e p o s e d p r o b le m s c a n b e il\ d
(e r r o r s o r n i ) i
c o n it i o n e d i
o s e n d a t a le a d t o la r
e s m a ll c tl
g e e r r o r s ì t h
Þ C a n o c c u r if c o n t in
n e s o l u t io n
u o u s b le
p r o m s a r e lv
s o e d a p p r o i
x m a t e ly o n a
Þ C o n d it i o n n u m b e r o f m a t i
r x A
k (A )
二 憲裟 A m i n (A )
w h e r e À . (A ) a n d i n ( A ) a r e m a x i m
K

a l

I C ;
L
Þ W e ll
)
Q n k ) } '
ı
ţ 1 与 它 b
' L
l
c o n d it io n d ソ ? 」 \ì 4 Ų
e p r o b le m s h a v e a lo w d
c o n it i
. 。 でn にn 岁u
o

C la s s if ic a t io n f P
o D E s b y t h e
m n w
M e t h o d o f

Scanned by CamScanner
區

i f i f P D E b t h M e t h o d o f
! C l a s s c a t i o n o s y e
! C h a r a c t e r i s t i c s

Þ D e f i n i t i o n o f t h e

t o t a l d i f f e r e n t i a l

g i f t i l ( y )
h i g t i f i t

p t i 【 d i t i i
g i f t h y p l i t
t t t d i f f t i l i

d d f d
Z d y

C h a r a c t e r i s t i c s

T h
i d

l d
f

i i
d p

d
i Į p D

d
E

t
A B
+ d
š
x
ï C

ã
匡

Scanned by CamScanner
 S o lu t io n o f t h e 1 s t o r d e r P D E b y t h e
m e t h o d o f c h a r a c t e r is t ic s

E q t i f h t i t i
3 r (t ) ı (0 ) + 3 t

名
ı Ń

中
团
团

S o lu t io n o f t h e 1 s t o r d e r P D E b y t h e
m e t h o d o f c h a r a c t e r is t ic s
E x 2 : 2 c ı « . o ) f (・ )
E q t i f h t i t g ı *
?
2
团
团

一
-

蕃
■

Scanned by CamScanner
 艮
C la s s ific a t io n o f P D E s b y t h e 从e t h o d o f
C ha ra c t e r is t ic s , C o n t .

Co n s id e r a ge n e ra l2 o rd e r lin e a r PD E o f t h e fo rm

A
? Į + B C
"
Q Jb
+ +
O ×2 ðx ðy Oy 2 2 nł
yy ì q )a

C la s s ific a t io n o f t h e 2 n d O rd e r P D E by
th e M e th o d o f C ha ra c t e r is t ic s , C o n t .

Þ C o n s id e r ge n e ra l2 n d o rd e r PD E 穆

A 十 廿 十 し
而下 宁
ー リ 一 L ' -
石 "
ー 一 - I W ' 一

不下 瓦元ツ āx

. Le t P = ; Q =
; R = :S -
} T= :

A R + B S + CT + H = O
Đ
dp
'
_ dx + dy d x + S dy R = S
ax ay

d
E d× + ðdy y sdx + T dy T =
Q s E T
q =
õx
=
dy dy

Scanned by CamScanner
r

C la s s if ic a t io n o f t h e 2 n d O r d e r P D E b y
t h e M e t h o d o f C h a r a c t e r is t ic s ,
C o n t

Þ N e t ] ĥ ) Ĵ ) ıQ Ą Į u Ý O

r .

C la s s if ic a t io n o f t h e 2 n d O r d e r P D E b y
t h e M e t h o d o f C h a r a c t e r is t ic s ,
C o n t 1

) ţ j t r l c
F t h e t io n o f c h a r a c t e r is t ic s :
Þ r o m e q u a
l c Q u 【
n
c "
] )Q N I rN J

1 「泸 乃
空 B 土 妇 2
4 A C
a l a 2
d x 2 A

T w o d if f e r e n t r e a l r o o t s = tw o r e a l c h a r a c t e r is t ic s h y p e r b o \ic

e q u a t io n
\ I \
s in g Į e r e a l r o o t s i n g le r e a l c h a r a c t e r i s t ic p a r a b o \i c e q u

T w o c o m p le x c o n j u g a t e r o o t s e l li p t i c e q u a t io n

Scanned by CamScanner
 S y s te m o f tw Į in e
o a r 1 s t o rd e r p D Es
Þ Co n s id e r t h e fo llo w in
g s y s te m f 1
o s t o rd e r lin e a r p D Es

4 11 + 8 1 + A
u v

ôx 1 12 T + B E1
ðy ax 12 -

Þ T h e fu ll d iffe i
r e n t a Įs fo r u a n d u fu nc t io n s a re

du 一
警d x 十
器d y . 警警器 一

S y s te m o f Tw o L in e a r 1 st O rd e r P D Es , C o n ť
;R N ļ Ġj{ 户 %l ı

S ho u ld b e e q u a l to ze Sho u ld b e e q ua l to m l

N o n t r iv ia l s o lu tio n d e t [] O =

Scanned by CamScanner