Math 2.0

Partial differential equations Definition

Dispersive partial differential equation

Builds on Partial differential equationFourier transformHessian matrix

Definition

Let n≥1n \ge 1. Consider a linear evolution partial differential equation with constant coefficients for u ⁣:ℝn×ℝ→ℂu \colon \R^n \times \R \to \C. Suppose that its plane-wave solutions u(x,t)=ei(ξ⋅x−ωt)u(x, t) = e^{i(\xi \cdot x - \omega t)} are exactly those with ω=ωj(ξ)\omega = \omega_j(\xi) for finitely many functions ωj ⁣:ℝn→ℂ\omega_j \colon \R^n \to \C. These functions are the branches of the dispersion relation. The equation is dispersive if:

  1. each ωj(ξ)\omega_j(\xi) is real for all real ξ\xi, so plane waves neither grow nor decay;
  2. for some jj, the Hessian matrix of ωj\omega_j is not identically zero, so the group velocity ∇ωj(ξ)\nabla \omega_j(\xi) depends on ξ\xi.

A nonlinear equation is called dispersive when its linear part is.

Remarks

Example: the Schrödinger equation iut+Δu=0i u_t + \Delta u = 0 has ω(ξ)=∣ξ∣2\omega(\xi) = \abs{\xi}^2, which is real, with Hessian 2I≠02I \ne 0, so it is dispersive. The Airy equation ut+uxxx=0u_t + u_{xxx} = 0, the linear part of the Korteweg–De Vries equation, has ω(ξ)=−ξ3\omega(\xi) = -\xi^3, with ω′′(ξ)=−6ξ\omega''(\xi) = -6\xi, so it is dispersive. Non-example: the transport equation ut+cux=0u_t + c u_x = 0 has ω(ξ)=cξ\omega(\xi) = c\xi, whose second derivative vanishes, so clause 2 fails; solutions move without changing shape. The heat equation ut=Δuu_t = \Delta u has ω(ξ)=−i∣ξ∣2\omega(\xi) = -i\abs{\xi}^2, which is not real, so clause 1 fails; it is dissipative rather than dispersive. The one-dimensional wave equation, with ω=±cξ\omega = \pm c\xi, is not dispersive. In dimension n≥2n \ge 2 the branches ±c∣ξ∣\pm c\abs{\xi} have nonzero Hessian, so the wave equation meets clause 2, although it is often not called dispersive. By the Fourier transform, the solution is u^(ξ,t)=e−iω(ξ)tu^(ξ,0)\hat u(\xi, t) = e^{-i\omega(\xi) t}\hat u(\xi, 0) for a single branch, and a nondegenerate Hessian, as for the Schrödinger equation, is what yields decay estimates in L∞L^\infty.

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  1. Euclidean space object
  2. Fourier transform concept
  3. Function concept
  4. Partial differential equation concept
  5. Function of several variables concept
  6. Partial derivative concept
  7. Higher partial derivatives concept
  8. Hessian matrix concept
  9. Dispersive partial differential equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Dispersive_partial_differential_equation
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WritingW0 stub
MSC35Q55, 35Q53, 35B40
DefinesDispersive partial differential equation
UsesPartial differential equation, Fourier transform, Hessian matrix

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