# 二阶线性偏微分方程的分类和标准式 | 椭圆型、抛物线形、双曲线型 | 偏微分方程（十一）

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∑ i , j = 1 n a i j ( x 1 , ⋅ ⋅ ⋅ , x n ) ∂ 2 u ∂ x i ∂ x j + ∑ j = 1 n b j ( x 1 , ⋅ ⋅ ⋅ , x n ) ∂ u ∂ x j + c ( x 1 , ⋅ ⋅ ⋅ , x n ) u = f ( x 1 , ⋅ ⋅ ⋅ , x n ) (1) \sum_{i,j=1}^na_{ij}(x_1,···,x_n)\frac{\partial^2 u}{\partial x_i\partial x_j}+\sum_{j=1}^nb_j(x_1,···,x_n)\frac{\partial u}{\partial x_j}+c(x_1,···,x_n)u=f(x_1,···,x_n) \tag{1}

### 1. 特征方程和特征线

a 11 ∂ 2 u ∂ x 2 + 2 a 12 ∂ 2 u ∂ x ∂ y + a 22 ∂ 2 u ∂ y 2 + b 1 ∂ u ∂ y + b 2 ∂ u ∂ y + c u = 0 (2) a_{11}\frac{\partial^2u}{\partial x^2}+2a_{12}\frac{\partial^2u}{\partial x\partial y}+a_{22}\frac{\partial^2u}{\partial y^2}+b_1\frac{\partial u}{\partial y}+b_2\frac{\partial u}{\partial y}+cu=0 \tag{2}

{ ξ = φ ( x , y ) , η = ψ ( x , y ) , \begin{cases} \xi=\varphi(x,y), \\ \eta=\psi(x,y), \end{cases}

J = ∂ ( φ , ψ ) ∂ ( x , y ) = ∣ ∂ φ ∂ x ∂ φ ∂ y ∂ ψ ∂ x ∂ ψ ∂ y ∣ ≠ 0 J=\frac{\partial (\varphi,\psi)}{\partial(x,y)}= \begin{vmatrix} \frac{\partial \varphi}{\partial x} & \frac{\partial \varphi}{\partial y} \\ \frac{\partial \psi}{\partial x} & \frac{\partial \psi}{\partial y} \end{vmatrix} \neq 0

A 11 ∂ 2 u ∂ ξ 2 + 2 A 12 ∂ 2 u ∂ ξ ∂ η + A 22 ∂ 2 u ∂ η 2 + B 1 ∂ u ∂ ξ + B 2 ∂ u ∂ η + C u = 0 (a) A_{11}\frac{\partial^2u}{\partial \xi^2}+2A_{12}\frac{\partial^2u}{\partial \xi\partial \eta}+A_{22}\frac{\partial^2u}{\partial \eta^2}+B_1\frac{\partial u}{\partial \xi}+B_2\frac{\partial u}{\partial \eta}+Cu=0 \tag{a}

A 11 = a 11 ( ∂ φ ∂ x ) 2 + 2 a 12 ∂ φ ∂ x ∂ φ ∂ y + a 22 ( ∂ φ ∂ y ) 2 , A 12 = a 11 ∂ φ ∂ x ∂ ψ ∂ x + 2 a 12 ( ∂ φ ∂ x ∂ φ ∂ y + ∂ φ ∂ y ∂ φ ∂ x ) + a 22 ∂ φ ∂ y ∂ ψ ∂ y ( 3 ) A 11 = a 11 ( ∂ ψ ∂ x ) 2 + 2 a 12 ∂ ψ ∂ x ∂ ψ ∂ y + a 22 ( ∂ ψ ∂ y ) 2 A_{11}=a_{11}(\frac{\partial \varphi}{\partial x})^2+2a_{12}\frac{\partial \varphi}{\partial x}\frac{\partial \varphi}{\partial y}+a_{22}(\frac{\partial \varphi}{\partial y})^2 ,\\ A_{12}=a_{11}\frac{\partial \varphi}{\partial x}\frac{\partial \psi}{\partial x}+2a_{12}(\frac{\partial \varphi}{\partial x}\frac{\partial \varphi}{\partial y}+\frac{\partial \varphi}{\partial y}\frac{\partial \varphi}{\partial x})+a_{22}\frac{\partial \varphi}{\partial y}\frac{\partial \psi}{\partial y} \quad \quad (3)\\ A_{11}=a_{11}(\frac{\partial \psi}{\partial x})^2+2a_{12}\frac{\partial \psi}{\partial x}\frac{\partial \psi}{\partial y}+a_{22}(\frac{\partial \psi}{\partial y})^2

a 11 ( ∂ z ∂ x ) 2 + 2 a 12 ∂ z ∂ x ∂ z ∂ y + a 22 ( ∂ z ∂ y ) 2 = 0 (4) a_{11}(\frac{\partial z}{\partial x})^2+2a_{12}\frac{\partial z}{\partial x}\frac{\partial z}{\partial y}+a_{22}(\frac{\partial z}{\partial y})^2=0 \tag{4}

a 11 ( d y ) 2 − 2 a 12 d x d y + a 22 ( d x ) 2 = 0 (5) a_{11}(dy)^2-2a_{12}dxdy+a_{22}(dx)^2=0 \tag{5}

### 2. 方程的分类、化简和标准形

Δ = a 12 2 − a 11 a 22 \Delta= a_{12}^2-a_{11}a_{22}

A 12 2 − A 11 A 22 = J 2 Δ A_{12}^2-A_{11}A_{22}=J^2\Delta

( x 0 , y 0 ) (x_0,y_0) 点，若 Δ > 0 \Delta>0 ，则称二阶线性偏微分方程（2）式在 ( x 0 , y 0 ) (x_0,y_0) 点为双曲型的；若 Δ = 0 \Delta=0 则称（2）式在 ( x 0 , y 0 ) (x_0,y_0) 为抛物型的；若 Δ < 0 \Delta<0 ，则称（2）式在 ( x 0 , y 0 ) (x_0,y_0) 为椭圆型的。若在平面区域D内有 Δ > 0 \Delta>0 Δ = 0 \Delta=0 ，或 Δ < 0 \Delta<0 ，则相应地称方程（2）在区域D内为双曲型、抛物型或椭圆型方程。若方程在区域D的一部分是双曲型的，另一部分是椭圆型的，而在交界线上是抛物型的，则称该方程在D内是混合型方程。

∂ 2 u ∂ t 2 = a 2 ∂ 2 u ∂ x 2 \frac{\partial^2u}{\partial t^2}=a^2\frac{\partial^2u}{\partial x^2}
Δ ≡ a 2 > 0 \Delta\equiv a^2>0

∂ u ∂ t = a 2 ∂ 2 u ∂ x 2 \frac{\partial u}{\partial t}=a^2\frac{\partial^2u}{\partial x^2}
Δ ≡ 0 \Delta \equiv 0

∂ 2 u ∂ x 2 + ∂ 2 u ∂ y 2 = 0 \frac{\partial^2 u}{\partial x^2}+\frac{\partial^2u}{\partial y^2}=0
Δ = − 1 < 0 \Delta=-1<0 ，它们在全平面上依次为双曲型方程、抛物型方程和椭圆型方程。

Δ > 0 \Delta>0 ，特征方程（5）可分解为两个一阶常微分方程。不妨设 a 11 ≠ 0 a_{11}\neq 0 ，此时，有
d y d x = a 12 + Δ a 11 , d y d x = a 12 − Δ a 11 \frac{dy}{dx}=\frac{a_{12}+\sqrt{\Delta}}{a_{11}},\quad \frac{dy}{dx}=\frac{a_{12}-\sqrt{\Delta}}{a_{11}}

φ ( x , y ) = h 1 , ψ ( x , y ) = h 2 \varphi(x,y)=h_1,\quad \psi(x,y)=h_2
ξ = φ ( x , y ) , η = ψ ( x , y ) \xi=\varphi(x,y),\eta =\psi(x,y) ，由定理1和公式（3）知 A 11 = A 22 = 0 A_{11}=A_{22}=0 ，新方程（a）有简单形式
∂ 2 u ∂ ξ ∂ η + 1 2 A 12 ( B 1 u ξ + B 2 u η + C u ) = 0 (7) \frac{\partial^2u}{\partial \xi\partial \eta}+\frac{1}{2A_{12}}(B_1u_{\xi}+B_2u_{\eta}+Cu)=0 \tag{7}

∂ φ ∂ x d x + ∂ φ ∂ y d y = 0 , ∂ ψ ∂ x d x + ∂ ψ ∂ y d y = 0 \frac{\partial \varphi}{\partial x}dx+\frac{\partial \varphi}{\partial y}dy=0, \quad \frac{\partial \psi}{\partial x}dx+\frac{\partial \psi}{\partial y}dy=0

∂ φ ∂ x / ∂ φ ∂ y = − a 12 + Δ a 11 , ∂ φ ∂ x / ∂ ψ ∂ y = − a 12 − Δ a 11 \frac{\partial \varphi}{\partial x}/\frac{\partial \varphi}{\partial y}=-\frac{a_{12}+\sqrt{\Delta}}{a_{11}},\quad \frac{\partial \varphi}{\partial x}/\frac{\partial \psi}{\partial y}=-\frac{a_{12}-\sqrt{\Delta}}{a_{11}}
a 11 ≠ 0 a_{11}\neq 0 可知 ∂ φ ∂ y ∂ ψ ∂ y ≠ 0 \frac{\partial \varphi}{\partial y}\frac{\partial \psi}{\partial y}\neq 0 。从雅克比行列式算得
J = − 2 Δ a 11 ∂ φ ∂ y ∂ ψ ∂ y ≠ 0 J=-\frac{2\sqrt{\Delta}}{a_{11}}\frac{\partial \varphi}{\partial y}\frac{\partial \psi}{\partial y}\neq 0
ξ , η \xi,\eta 是两个独立的变量，同理由式（3）可算得
A 12 = − 2 Δ a 11 ∂ φ ∂ y ∂ ψ ∂ y ≠ 0 A_{12}=-\frac{2\Delta}{a_{11}}\frac{\partial \varphi}{\partial y}\frac{\partial \psi}{\partial y}\neq 0
B 1 , B 2 , C B_1,B_2,C 也可由推导出的公式算出

s = 1 2 ( ξ + η ) , t = 1 2 ( ξ − η ) s=\frac{1}{2}(\xi+\eta),\quad t=\frac{1}{2}(\xi-\eta)

∂ 2 u ∂ t 2 − ∂ 2 u ∂ s 2 + 1 A ^ 11 ( B ^ 1 u t + B ^ 2 u s + C ^ u ) = 0 (8) \frac{\partial^2u}{\partial t^2}-\frac{\partial^2u}{\partial s^2}+\frac{1}{\hat A_{11}}(\hat B_1u_t+\hat B_2u_s+ \hat Cu)=0 \tag{8}

Δ = 0 \Delta=0 时，由特征方程（5）只能得到一个一阶线性常微分方程。不妨设 a 11 ≠ 0 a_{11}\neq 0 ，该方程为
d y d x = a 12 a 11 \frac{dy}{dx}=\frac{a_{12}}{a_{11}}

ξ = φ ( x , y ) , η = ψ ( x , y ) \xi=\varphi(x,y),\quad \eta=\psi(x,y)

A 12 = 1 a 11 ( a 11 ∂ φ ∂ x + a 12 ∂ φ ∂ y ) ( a 11 ∂ ψ ∂ x + a 12 ∂ ψ ∂ y ) = 0 A_{12}=\frac{1}{a_{11}}(a_{11}\frac{\partial \varphi}{\partial x}+a_{12}\frac{\partial \varphi}{\partial y})(a_{11}\frac{\partial \psi}{\partial x}+a_{12}\frac{\partial \psi}{\partial y})=0

∂ 2 u ∂ η 2 + 1 A 22 ( B 1 ∂ u ∂ ξ + B 2 ∂ u ∂ η + C u ) = 0 \frac{\partial^2 u}{\partial \eta^2}+\frac{1}{A_{22}}(B_1\frac{\partial u}{\partial \xi}+B_2\frac{\partial u}{\partial \eta}+Cu)=0

Δ < 0 \Delta<0 时，特征方程（5）只能在复数域内分解成两个一阶方程。不妨设 a 11 ≠ 0 a_{11}\neq 0 ，相应的一阶方程为
d y d x = a 12 + i − Δ a 11 和 d y d x = a 12 − i − Δ a 11 \frac{dy}{dx}=\frac{a_{12}+i\sqrt{-\Delta}}{a_{11}}\quad 和 \quad \frac{dy}{dx}=\frac{a_{12}-i\sqrt{-\Delta}}{a_{11}}

φ ( x , y ) ± i ψ ( x , y ) = h \varphi(x,y)\pm i\psi(x,y)=h

{ ξ = φ ( x , y ) η = ψ ( x , y ) \begin{cases} \xi=\varphi(x,y) \\ \eta=\psi(x,y) \end{cases}

∂ 2 u ∂ ξ 2 + ∂ 2 u ∂ η 2 + 1 A 11 ( B 1 ∂ u ∂ ξ + B 2 ∂ u ∂ η + C u ) = 0 \frac{\partial^2 u}{\partial \xi^2}+\frac{\partial^2u}{\partial\eta^2}+\frac{1}{A_{11}}(B_1\frac{\partial u}{\partial \xi}+B_2\frac{\partial u}{\partial \eta}+Cu)=0

x 2 ∂ 2 u ∂ x 2 − 2 x y ∂ 2 u ∂ x ∂ y + y 2 ∂ 2 u ∂ y 2 + x ∂ u ∂ x + y ∂ u ∂ y = 0 x^2\frac{\partial^2 u}{\partial x^2}-2xy\frac{\partial^2 u}{\partial x\partial y}+y^2\frac{\partial^2u}{\partial y^2}+x\frac{\partial u}{\partial x}+y\frac{\partial u}{\partial y}=0

Δ = ( x y ) 2 − x 2 y 2 = 0 \Delta=(xy)^2-x^2y^2=0 ，方程为抛物型，特征方程
x 2 ( d y ) 2 + 2 x y d x d y + y 2 ( d x ) 2 = ( x d y + y d x ) 2 = 0 x^2(dy)^2+2xydxdy+y^2(dx)^2=(xdy+ydx)^2=0

y d x + x d y = 0 ydx+xdy=0

x y = c xy=c

ξ = x y , η = y \xi=xy,\quad \eta=y

η u η η + u η = 0 \eta u_{\eta\eta}+u\eta=0
v = u η v=u_\eta ，得
η v η + v = 0 \eta v_\eta+ v=0

u η = v = φ ( ξ ) η − 1 u_{\eta}=v=\varphi(\xi)\eta^{-1}

u = φ ( ξ ) l n ∣ η ∣ + ψ ( ξ ) = φ ( x y ) l n ∣ y ∣ + ψ ( x , y ) , y ≠ 0 u=\varphi(\xi)ln|\eta|+\psi(\xi)=\varphi(xy)ln|y|+\psi(x,y),\quad y\neq 0

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