Math 2.0

Partial differential equations Definition

Hyperbolic partial differential equation

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Definition

Let U⊆ℝnU \subseteq \R^n be open, let T>0T > 0, and write the variables in U×(0,T)U \times (0, T) as (x,t)(x, t). Consider a linear PDE in U×(0,T)U \times (0, T) of the following form. ∂t2u−∑i,j=1naij(x,t) ∂i∂ju+∑i=1nbi(x,t) ∂iu+b0(x,t) ∂tu+c(x,t) u=f(x,t).\partial_t^2 u - \sum_{i,j=1}^{n} a_{ij}(x, t) \, \partial_i \partial_j u + \sum_{i=1}^{n} b_i(x, t) \, \partial_i u + b_0(x, t) \, \partial_t u + c(x, t) \, u = f(x, t). Here all coefficients are real and aij=ajia_{ij} = a_{ji}. The equation is a second-order linear hyperbolic equation if its spatial part is uniformly elliptic. That is, there is θ>0\theta > 0 with ∑i,jaij(x,t)ξiξj≥θ∣ξ∣2\sum_{i,j} a_{ij}(x, t) \xi_i \xi_j \ge \theta \abs{\xi}^2 for all (x,t)(x, t) and all ξ∈ℝn\xi \in \R^n.

More generally, let PP be a linear operator of order mm in the variables (x,t)(x, t), with principal symbol σm\sigma_m. It is hyperbolic with respect to the time direction at a point yy if both conditions hold:

  1. σm(y,(0,…,0,1))≠0\sigma_m(y, (0, \dots, 0, 1)) \ne 0;
  2. for every ξ∈ℝn\xi \in \R^n the polynomial τ↦σm(y,(ξ,τ))\tau \mapsto \sigma_m(y, (\xi, \tau)) has only real roots.

It is strictly hyperbolic if, in addition, these mm roots are distinct for every ξ≠0\xi \ne 0.

Remarks

Example: the wave equation ∂t2u−c2Δu=0\partial_t^2 u - c^2 \Delta u = 0 with c>0c > 0 is hyperbolic with aij=c2δija_{ij} = c^2 \delta_{ij}; its symbol τ2−c2∣ξ∣2\tau^2 - c^2 \abs{\xi}^2 has the distinct real roots τ=±c∣ξ∣\tau = \pm c \abs{\xi} for ξ≠0\xi \ne 0. Non-example: the equation ∂t2u+Δu=0\partial_t^2 u + \Delta u = 0 is not hyperbolic; its symbol τ2+∣ξ∣2\tau^2 + \abs{\xi}^2 has the non-real roots τ=±i∣ξ∣\tau = \pm i \abs{\xi}, and the equation is elliptic. A first-order system ∂tu+∑jAj(x,t)∂ju=0\partial_t u + \sum_j A_j(x, t) \partial_j u = 0 is called hyperbolic when every matrix ∑jξjAj\sum_j \xi_j A_j with ξ∈ℝn\xi \in \R^n has real eigenvalues and a basis of eigenvectors; see also strict hyperbolicity.

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  1. Elliptic partial differential equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Hyperbolic_partial_differential_equation
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Kinddefinition
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MSC35L10, 35L25
DefinesHyperbolic partial differential equation
UsesLinear PDE, Principal symbol, Elliptic partial differential equation

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