PDE
Background
- The averaged quantities of many natural processes such as the deformation, density, velocity, pressure,temperature,concentration, or electromagnetic field are governed by partial differential equations (PDEs).
- Most PDEs used in practice only contain the first and second partial derivatives (we call them second-order PDEs).
Definition
Let O be an open set in Rd R d . A sufficiently general form of a linear second-order PDE in n independent variables z=(z1,…,zn)T z = ( z 1 , … , z n ) T is
−∑i,j=1n∂∂zi(aij∂u∂zj)+∑i=1n(ci∂u∂zi+∂biu∂zi)+a0u=f(z) − ∑ i , j = 1 n ∂ ∂ z i ( a i j ∂ u ∂ z j ) + ∑ i = 1 n ( c i ∂ u ∂ z i + ∂ b i u ∂ z i ) + a 0 u = f ( z )
where
aij=aij(z),bi=bi(z),ci=ci(z),a0=a0(z). a i j = a i j ( z ) , b i = b i ( z ) , c i = c i ( z ) , a 0 = a 0 ( z ) .and
u(z)∈C2() u ( z ) ∈ C 2 ( O )
aij(z),bi(z),ci(z)∈C1() a i j ( z ) , b i ( z ) , c i ( z ) ∈ C 1 ( O )
a0(z),f(z)∈C() a 0 ( z ) , f ( z ) ∈ C ( O )
- Assume that the coefficient matrix
A(z)={ aij}ni,j=1 A ( z ) = { a i j } i , j = 1 n
is symmetric.
Definition 1.1 (Elliptic, parabolic and hyperbolic equations) Consider a second-order PDE with a symmetric coefficient matrix A(z).
1. The equation is said to be elliptic at z if A (z) is positive definite.
2. The equation is said to be parabolic at z if A(z) is positive semidefinite, but not positive definite, and the rank of (A(z), b(z), c(z)) is equal to n.
3.The equation is said to be hyperbolic at z if A (z) has one negative and n-1 positive eigenvalues.
Operator notation
- It is customary to write elliptic PDEs in a compact form
Lu=f L u = f
where