Hyperbolic partial differential equation

Mathematics

Mathematics is the study of quantity, space, structure, and change. Mathematicians seek out patterns and formulate new conjectures. Mathematicians resolve the truth or falsity of conjectures by mathematical proofs, which are arguments sufficient to convince other mathematicians of their validity...

, a hyperbolic partial differential equation of order n is a partial differential equation

Partial differential equation

In mathematics, partial differential equations are a type of differential equation, i.e., a relation involving an unknown function of several independent variables and their partial derivatives with respect to those variables...

(PDE) that, roughly speaking, has a well-posed initial value problem

Initial value problem

In mathematics, in the field of differential equations, an initial value problem is an ordinary differential equation together with a specified value, called the initial condition, of the unknown function at a given point in the domain of the solution...

for the first n−1 derivatives. More precisely, the Cauchy problem

Cauchy problem

A Cauchy problem in mathematics asks for the solution of a partial differential equation that satisfies certain conditions which are given on a hypersurface in the domain. Cauchy problems are an extension of initial value problems and are to be contrasted with boundary value problems...

can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics

Mechanics

Mechanics is the branch of physics concerned with the behavior of physical bodies when subjected to forces or displacements, and the subsequent effects of the bodies on their environment....

are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation

Wave equation

The wave equation is an important second-order linear partial differential equation for the description of waves – as they occur in physics – such as sound waves, light waves and water waves. It arises in fields like acoustics, electromagnetics, and fluid dynamics...

. In one spatial dimension, this is

The equation has the property that, if u and its first time derivative are arbitrarily specified initial data on the initial line t = 0 (with sufficient smoothness properties), then there exists a solution for all time.

The solutions of hyperbolic equations are "wave-like." If a disturbance is made in the initial data of a hyperbolic differential equation, then not every point of space feels the disturbance at once. Relative to a fixed time coordinate, disturbances have a finite propagation speed. They travel along the characteristics

Method of characteristics

In mathematics, the method of characteristics is a technique for solving partial differential equations. Typically, it applies to first-order equations, although more generally the method of characteristics is valid for any hyperbolic partial differential equation...

of the equation. This feature qualitatively distinguishes hyperbolic equations from elliptic partial differential equations and parabolic partial differential equation

Parabolic partial differential equation

A parabolic partial differential equation is a type of second-order partial differential equation , describing a wide family of problems in science including heat diffusion, ocean acoustic propagation, in physical or mathematical systems with a time variable, and which behave essentially like heat...

s. A perturbation of the initial (or boundary) data of an elliptic or parabolic equation is felt at once by essentially all points in the domain.

Although the definition of hyperbolicity is fundamentally a qualitative one, there are precise criteria that depend on the particular kind of differential equation under consideration. There is a well-developed theory for linear differential operators, due to Lars Gårding

Lars Gårding

Lars Gårding is a Swedish mathematician. He has made notable contributions to the study of partial differential operators. He is a professor emeritus of mathematics at Lund University in Sweden...

, in the context of microlocal analysis

Microlocal analysis

In mathematical analysis, microlocal analysis comprises techniques developed from the 1950s onwards based on Fourier transforms related to the study of variable-coefficients-linear and nonlinear partial differential equations...

. Nonlinear differential equations are hyperbolic if their linearizations are hyperbolic in the sense of Gårding. There is a somewhat different theory for first order systems of equations coming from systems of conservation law

Conservation law

In physics, a conservation law states that a particular measurable property of an isolated physical system does not change as the system evolves....

Definition

A partial differential equation is hyperbolic at a point P provided that the Cauchy problem

Cauchy problem

is uniquely solvable in a neighborhood of P for any initial data given on a non-characteristic hypersurface passing through P. Here the prescribed initial data consists of all (transverse) derivatives of the function on the surface up to one less than the order of the differential equation.

Examples

By a linear change of variables, any equation of the form

with

can be transformed to the wave equation, apart from lower order terms which are inessential for the qualitative understanding of the equation. This definition is analogous to the definition of a planar hyperbola.

The one-dimensional wave equation

Wave equation

is an example of a hyperbolic equation. The two-dimensional and three-dimensional wave equations also fall into the category of hyperbolic PDE.

This type of second-order hyperbolic partial differential equation may be transformed to a hyperbolic system of first-order differential equations.

Hyperbolic system of partial differential equations

Consider the following system of

first order partial differential equations for

unknown function

Function (mathematics)

In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

, where

are once continuously

Continuous function

In mathematics, a continuous function is a function for which, intuitively, "small" changes in the input result in "small" changes in the output. Otherwise, a function is said to be "discontinuous". A continuous function with a continuous inverse function is called "bicontinuous".Continuity of...

differentiable

Differentiable function

In calculus , a differentiable function is a function whose derivative exists at each point in its domain. The graph of a differentiable function must have a non-vertical tangent line at each point in its domain...

functions, nonlinear in general.

Now define for each

a matrix

Matrix (mathematics)

In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

We say that the system

is hyperbolic if for all

the matrix

has only real

Real number

In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...

eigenvalues and is diagonalizable

Diagonalizable matrix

In linear algebra, a square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P such that P −1AP is a diagonal matrix...

.

If the matrix

has distinct real eigenvalues, it follows that it's diagonalizable. In this case the system

is called strictly hyperbolic.

Hyperbolic system and conservation laws

There is a connection between a hyperbolic system and a conservation law

Conservation law

In physics, a conservation law states that a particular measurable property of an isolated physical system does not change as the system evolves....

. Consider a hyperbolic system of one partial differential equation for one unknown function

. Then the system

has the form

Now

can be some quantity with a flux

Flux

In the various subfields of physics, there exist two common usages of the term flux, both with rigorous mathematical frameworks.* In the study of transport phenomena , flux is defined as flow per unit area, where flow is the movement of some quantity per time...

. To show that this quantity is conserved, integrate

Integral

Integration is an important concept in mathematics and, together with its inverse, differentiation, is one of the two main operations in calculus...

over a domain

and

are sufficiently smooth functions, we can use the divergence theorem

Divergence theorem

In vector calculus, the divergence theorem, also known as Gauss' theorem , Ostrogradsky's theorem , or Gauss–Ostrogradsky theorem is a result that relates the flow of a vector field through a surface to the behavior of the vector field inside the surface.More precisely, the divergence theorem...

and change the order of the integration and