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where A, B, C and F are given differentiable functions and subscripts denote partial derivatives. The
equation can be reduced to a normal form (see Section 3.1) using a transformation of independent
variables
ξ = ξ(x, y) , η = η(x, y) . (2)
Then Eq. (1) takes the form
Au
b
ξξ + 2Buξη + Cuηη + F = 0 ,
b b b
where
so that the sign of Bb 2 − AbCb is independent of the particular choice of ξ and η and can be used to classify
the equation.
Definition Equation (1) is said to be
elliptic if B 2 − AC < 0 ,
parabolic if B 2 − AC = 0 , and
hyperbolic if B 2 − AC > 0 .
If A, B and C are functions of position, the type of a second-order PDE can be different in different
regions (see Example 4).
In three and more dimensions, second-order PDEs can be of one type in one pair of variables and of
another type in the other variables, e.g., there can occur elliptic-hyperbolic equations, ultra-hyperbolic
equations, etc.
Example 1
An oscillating string with fixed ends excited by plucking and striking is described by the wave equa-
tion
utt − c2 uxx = 0
with boundary conditions
u(0, t) = u(L, t) = 0 (fixed ends)
and one of the initial conditions
where x is position along the string, t is time, u(x, t) is the deviation of the string from a straight shape
at position x and time t, c is the speed of wave propagation, L is the length of the string, and f and g
are given functions.
This equation has A = 1, B = 0, C = −c2 , so that B 2 − AC = c2 > 0. This is a hyperbolic
equation.
Example 2
Cooling of a hot metal rod is described by the heat equation
ut = νuxx
where u(x, t) is the temperature of the rod at position x and time t, ν is the thermal diffusivity (a
measure of the ability of the rod material to conduct heat), T1 and T2 are the fixed temperatures of the
rod ends, and f (x) is the initial temperature distribution.
The heat equation has A = 0. B = 0, C = −ν, so that B 2 −AC = 0. This is a parabolic equation.
Example 3
A steady-state temperature distribution in a plate with a given temperature distribution on its boundary
S is described by the Laplace equation
uxx + uyy = 0
ut = ν(uxx + uyy )
Example 4
The Tricomi equation
yuxx + uyy = 0
has A = y, B = 0, C = 1, so that B 2 − AC = −y. This equation is of mixed type: it is elliptic in the
upper half-plane y > 0 and hyperbolic in the lower half-plane y < 0. Note, however, that this equation
is not parabolic on the x-axis, y = 0, where it degenerates into uyy = 0. Partial differential equations
are not introduced on lines: they then degenerate into ODEs (as we could see in the case of first-order
PDEs).
MAS323/PHY401/MAS823 Classification of 2nd -order PDEs 3
Example 5
Find the general solution of the homogeneous wave equation utt − c2 uxx = 0.
Solution
Introduce new independent variables
ξ = x + ct , η = x − ct ,
which can be found from equations for the characteristics of this equation. Then
ut = cuξ − cuη ,
utt = c(cuξξ − cuξη ) − c(cuηξ − cuηη ) ,
= c2 uξξ − 2c2 uξη + c2 uηη ,
uxx = uξξ + 2uξη + uηη .
u = f (ξ) + g(η)
= f (x + ct) + g(x − ct) ,
uxx + uyy = 0
is solved by
u = x2 − y 2 , u = ex cos y , u = ln(x2 + y 2 ) .
General solutions of higher-order PDEs are often difficult to find and hardly useful.
A unique solutions modelling a given process or phenomenon can be specified by additional con-
straints imposed on the boundary of the region in space considered (boundary conditions) or at
some time (initial conditions).
If the number of such constraints is too large, the problem will be overdetermined and will not have
any solutions.
If the number of the constraints is too small, the problem will have more than one solution.
If a differential equation has been given together with all the necessary boundary and/or initial
conditions, it is said that a boundary value or initial value problem has been formulated.
Common boundary value problems, formulated in a region Q in space whose boundary is S, a surface
in 3D or curve in 2D, are as follows.
u = µ on S ,