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CH 6
CH 6
6.1 Introduction
Let R denote the real numbers, C the complex numbers, and n-dimensional Euclidean space
is denoted by Rn with points denoted by x (or sometimes by ~x) as tuples x = (x1 , · · · , xn ).
Often in the case of R2 or R3 we will use (x, y) or (x, y, z) to denote points instead of subscript
notation. Ocassionally when we are dealing with dynamical problems where time is one of
the variables we will also use notations likeP(x, t), (~x, t), (x, y, t), or (x, y, z, t). The usual
Euclidean inner product is given by ~x · ~z = nj=1 xj yj and the norm generated by this inner
√
product we denote by single bars just like the absolute value, i.e., |~x| = ~x · ~x.
An n-tuple α = (α1 , · · · , αn ) of nonnegative integers is called a multi-index. We define
X
n
|α| = αk , α! = α1 ! · · · αn !, ∀ x ∈ Rn , xα = xα1 1 · · · xαnn .
k=1
∂u
uj = ∂j u = ,
∂xj
for fist order partials and for higher order partials we have
∂ |α| u
uα = ∂ α u = (∂1 )α1 · · · (∂n )αn u = .
∂xα1 1 · · · ∂xαnn
In particular when α = ~0 then ∂ α is the identity operator. We will agree to order the set of
multi-indices α = (α1 , · · · , αn ), by requiring that α comes before β if |α| ≤ |β| or |α| = |β|
and αi < βi where i is the largest number with αi 6= βi .
1
2 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
A function u is called a classical solution of this equation if ∂ α u exists for each α in F , and
C ∞ (Ω) = ∩∞ ∞ ∞
k=1 C (Ω), C (Ω) = ∩k=1 C (Ω).
k k
with the series converging absolutely and uniformly on Br (x). For complex valued analytic
functions we will use the word holomorphic.
Our definition of partial differential equation is really to broad since it includes equations
that make no sense, such as exp(∂1 u) = 0. It also allows us to think of what should be a
kth order equation as a (k + m)th order equation for any m. In what follows we will impose
various types of conditions on F that make more sense.
The equation (6.1.2) is called linear if F is an affine-linear function of the vector of
variables. This means that we can write
X
aα (x)∂ α u = f (x). (6.1.3)
|α|≤k
6.1. INTRODUCTION 3
P
In this case we define the differential operator L = |α|≤k aα (x)∂ α and write Lu = f . More
generally, we have the quasi-linear equations which have the form
X
aα (x, (∂ β u)|β|≤(k−1) )∂ α u = b(x, (∂ β u)|β|≤(k−1) ). (6.1.4)
|α|≤k
Thus the partial differential equation is linear if u and all of its derivatives appear in a
linear fashion. For example, the general form of a linear 2nd order partial differential equation
is
Auxx + Buxy + Cuyy + Dux + Euy + F u = G
For instance,
yuxx + uyy + ux = 0
is linear and
uuxx + uyy + ux = 0
is nonlinear but quasi-linear. If G = 0 the equation is homogeneous.
Some general concerns in the study of partial differential equation’s are:
1. existence of solutions,
2. uniqueness of solutions,
3. dependence of solutions on the ‘data’,
4. smoothness, or regularity of the solution, and
5. representations for solutions and behavior of solutions.
The first three of these issues are related to the notion of a well-posed problem. In
particular, a problem is well posed in the sense of Hadamard if there exists a unique solution
that depends continuously on the data.
Consider the following examples in R2 ,
1. The general solution of ∂1 u = 0 is u(x1 , x2 ) = f (x2 ) where f is arbitrary. Thus the
equations gives complete information about the behavior of the solution with respect
to x1 (it is a constant) but it gives no information with respect to the x2 variable.
2. The general solution of ∂1 ∂2 u = 0 is u(x1 , x2 ) = f (x1 ) + g(x2 ) where f and g are
arbitrary. Thus, other that the fact that the dependences on x1 and x2 are “uncoupled”
we learn nothing about the dependence on the variables.
3. Any complex valued solution u of the “Cauchy-Riemann” equation ∂1 u + i∂2 u = 0 is a
holomorphic function of z = x1 + ix2 . Thus they are in particular C ∞ . The equation
imposes very strong conditions on all derivatives of the solutions.
4 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Linear partial differential equation’s are often classified as being of elliptic, hyperbolic, or
parabolic type. What follows is a brief and heuristic discussion of some of the features that
characterize these classifications of partial differential equations. Most of what is presented
in this introduction will be made precise in subsequent chapters.
Elliptic Equations
An example of an elliptic partial differential equation is Laplace’s equation,
div grad u = 0
and so
div grad u = ∇ · ∇u = ∇2 u = ∆u = ux1 x1 + · · · + uxn xn = 0.
The Laplacian of u, ∆u, provides a comparison of values of u at a point with values at
neighboring points. To illustrate this idea consider the simplest case that u = u(x) and
assume uxx (x) > 0. Let ũ denote the tangent line approximation to u. For h > 0 and
sufficiently small,
and so
u(x + h) + u(x − h)
> u(x).
2
Roughly stated, u(x) is smaller than its average value at nearby points if uxx (x) > 0. In
higher dimensions, say n = 2, the analogous statement is that if ∆u(x, y) > 0, then the
average value of u at neighboring points, say on a circle about (x, y), is greater than u(x, y).
If ∆u(x, y) < 0, then u(x, y) is greater than the average value of u on a circle about (x, y).
If ∆u(x, y) = 0 then u(x, y) is equal to its average value on a circle about (x, y). (We
will subsequently prove a theorem that makes these ideas rigorous.) More generally, if
∆u(x) = 0, x ∈ Ω ⊂ Rn , then u is equal to its average value at neighboring points everywhere
in Ω. In a certain sense, this says that if u satisfies Laplace’s equation then u represents a
state of equilibrium.
6.1. INTRODUCTION 5
lim un (x, y) = ∞.
n→∞
In other words, small changes in the data do not correspond to small changes in a solution.
6 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Another general feature of elliptic problems is that solutions are smoother that data. For
instance, we will develop the following solution of Poisson’s equation ∆u(x) = f (x), x ∈ R3 ,
Z
−1 f (y)
u(x) = dy.
4π R3 |x − y|
pP
(Here |x| = x2i .) From this representation of the solution, we see that the effect of
integrating the data f against the kernel, 1/|x − y|, mollifies, or smoothes the data and so
we expect that a lack of regularity in f (x) would be eliminated. This is indeed the case and
in the spirit of Weyl’s Theorem, we will show that the solution u is in fact C ∞ .
Hyperbolic Equations
One of the simplest examples of a hyperbolic equation is the wave equation,
Here u(x, t) represents the displacement of a point on an infinite string at point x at time
t. The proper formulation of the problem requires that we stipulate the initial position and
velocity of the string. For the infinite string we need to solve the initial value problem
This initial value problem is also called the Cauchy problem and we will show that it’s
solution is given by D’Alembert’s formula,
Z x+t
1 1
u(x, t) = [f (x + t) + f (x − t)] + g(s) ds.
2 2 x−t
For instance, suppose that g(x) = 0 and f (x) is the characteristic function of the interval
[−1, 1]. Since f (x + t), f (x − t) represent two waves traveling in opposite directions, it is
easy to see that the discontinuity in the initial data at x = −1 and x = 1 will propagate
along the lines x − t = 1, x + t = −1. Moreover, the support of u(x, t) travels with finite
speed and exhibits a sharp leading and trailing edge. The figure below emphasizes that for
each fixed time t, the region where the disturbance has spread is restricted to a finite set.
The presence of the so-called sharp trailing edge is due to the fact that the initial velocity is
zero. We will see that for dimensions 2, 4, 6, · · · the region of support does not exhibit this
trailing edge whereas in dimensions 3, 5, 7, · · · this phenomenon is present, independently of
the initial conditions (unlike dimension 1).
6.1. INTRODUCTION 7
u=0
u=1/2
u=1/2
u=0 u=1
u=0
Parabolic Equations
The heat equation,
ut (x, t) = ∆u(x, t), x ∈ Rn , t > 0
is an example of a parabolic equation. If we think of u(x, t) as being the temperature at a
point x at time t, this equation describes the flow or diffusion of heat. In view of our earlier
discussion of the interpretation of the Laplacian, we see that if say, ∆u(x, t) < 0, then the
temperature at position x is greater than that at surrounding points. From Fourier’s Law of
Cooling, heat would ‘flow’ away from the position x, and from the differential equation we
see that ut < 0, corresponding to the decrease in temperature at that point.
The Cauchy problem for the heat equation on Rn is
u(x, 0) = f (x).
8 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
From this formula, it is reasonable to expect the solution u(x, t) to be infinitely differentiable.
In addtion, we see that if even if the data f is compactly supported, the temperature u(x, t)
will be positive for all x when t > 0. These observations suggest the following general
features of parabolic equations:
1. solutions are smooth, and
χL (x, ξ) = 0.
S ∩ V = {x ∈ V : ϕ(x) = 0}.
Remark 6.2.2. Since, by definition, for each x0 ∇ϕ(x0 ) 6= 0 we can apply the implicit
function theorem (without loss of generality let us assume that ∂xn ϕ(x0 ) 6= 0) to solve ϕ(x) =
0 for xn = ψ(x0 ) where x0 = (x1 , · · · , xn−1 ) near x0 . Thus a neighborhood of x0 can be mapped
to a piece of the hyperplane xn = 0 by x 7→ (x0 , xn − ψ(x0 )). The same neighborhood can be
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 9
also be represented in parametric form as the image of an open set in Rn−1 (with coordinates
x0 ) under the map
x0 7→ (x0 , ψ(x0 )).
Thus x0 can be thought of as giving local coordinates on S near x0 .
A hypersurface S is called characteristic for L at x if the normal vector ν(x) is in Charx (L)
and S is called non-characteristic if it is not characteristic at any point.
An important property of the characteristic variety is contained in the following:
When this expression is expanded out, there will be some differentiations of JFT −1 (y) but
such derivatives are only formed by “using up” some of the ∂y on JFT −1 (y) , so they do not
enter in the computation of the principal symbol in the y coordinates, i.e., they do not enter
the highest order terms. We find that
X ³ ´α
−1 T
χL (x, ξ) = aα (F (y)) JF −1 (y) ξ .
|α|=k
we see that Charx (L) is the image of Chary (L0 ) under the linear map JFT −1 (y) .
10 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Note that if ξ 6= 0 is a vector in the xj -direction (i.e., ξi = 0 for i 6= j), then ξ ∈ Charx (L)
if and only if the coefficient of ∂jk in L vanishes at x. Now, given any ξ 6= 0, by a rotation
of coordinates we can arrange for ξ to lie in a coordinate direction. Thus the condition
ξ ∈ Charx (L) means that, in some sense, L fails to be “genuinely kth order” in the ξ
direction at x.
L is said to be elliptic at x if Charx (L) = ∅ and elliptic on Ω if it elliptic at each x ∈ Ω.
Elliptic operators exert control on all derivatives of all order.
X
n
5. L = ∂1 − ∂j2 (Heat Operator): Charx (L) = {ξ 6= 0 : ξj = 0, for j ≥ 2}.
j=2
X
n
Pn
6. L = ∂12 − ∂j2 (Wave Operator): Charx (L) = {ξ 6= 0 : ξj2 = j=2 ξj }.
2
j=2
Remark 6.2.4. In the notation introduced in Definition 6.2.1 we say that a surface S is
oriented if for each s ∈ S we have made a choice of a vector ν(x) which is orthogonal to S
and is a continuously varying function of x. Such a vector is called a normal vector to S at
x. On S ∩ V = {x : ϕ(x) = 0} we have
∇ϕ(x)
ν(x) = ± .
|∇ϕ(x)|
∂ν u = ν · ∇u.
.
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 11
We now turn to the development for real first order systems. First recall the basic problem
in ODEs is the IVP:
In this disscussion we will consider the analog of this which is the initial value problem
for a first order partial differential equation. We will focus on the linear and quasi-linear
cases.
Let us first consider the linear equation
X
n
aj ∂j u + bu = f (x). (6.2.1)
j=1
then we have
Charx (L) = {ξ 6= 0 : A(x) · ξ = 0}.
That is, Charx (L) ∪ {0} is the hyperplane orthogonal to A(x). From this we see that:
INITIAL VALUE PROBLEM: Find a solution u to (6.2.1) with given initial values
u = ϕ on a given hypersurface S. P
If S is characteristic at a point x0 , then the quantity aj (x0 )∂j u(x0 ) is completely
determined as a certain directional derivative of ϕ along S at x0 . For this reason it may
not be possible to make it equal to f (x0 ) − b(x0 )u(x0 ). As an example, if the equation is
∂1 u = 0 and S is the hyperplane xn = 0, we cannot have u = ϕ on S unless ∂1 ϕ = 0.
Namely, consider the case of R2 . The general solution is given by u(x1 , x2 ) = f (x2 ) where f
is arbitrary. But if S corresponds to x2 = 0 then the solution must satisfy u(x1 , 0) = φ(x1 )
and the only choice is that ϕ ≡ 0.
Thus to make the initial value problem well behaved, we must assume that S is non-
characteristic. It turns out that to solve for u it is useful to compute the integral curves of
the vector field A(x).
12 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Definition 6.2.6. The integral curves of the vector field A(x) are, by definition, the param-
eterized curves x(t) that satisfy the system of ODEs
dx dxj
= A(x), i.e., = aj (x), j = 1, 2, · · · , n. (6.2.2)
dt dt
Along such a curve a soution u of the equation (6.2.1) must satisfy
du X ∂u dxj X
n
= = aj ∂j u = f − bu. (6.2.3)
dt j=1
∂xj dt
That is, along such a curve a solution u of the equation (6.2.1) will satisfy the ODE
du
= f − bu. (6.2.4)
dt
By the fundamental existence uniqueness theorem from ODEs, through each point x0 of S
there passes a unique integral curve x(t) of A, namely the solution of (6.2.2) with x(0) =
x0 . Along this curve the solution u of (6.2.1) must also be a solution of the ODE (6.2.4)
with u(0) = ϕ(x0 ). Moreover, since A is non-characteristic, x(t) 6∈ S (at least for |t| = 6 0
sufficiently small) and the curves x(t) fill out a neighborhood of S. The same result as stated
in Theorem 6.2.7 is given in the simpler case of R2 in Subsection 6.2.1 (see, in particular,
Theorem 6.2.14).
This theorem is a special case of the corresponding result for quasi-linear equations so
we will defer the proof of this result to the proof of the following more general result (see
Theorem 6.2.7).
Consider a first order quasi-linear equation
X
n
aj (x, u)∂j u = b(x, u). (6.2.5)
j=1
In this case, we consider variables (x1 , · · · , xn , u) ∈ Rn+1 and note that if u is a function
of x, then the normal to the graph of u (i.e., (x, u(x)) ∈ Rn+1 ) in Rn+1 is proportional to
~v = (∂1 u, · · · ∂n u, −1). So (6.2.5) says that
dy X dxj X
n n
= ∂j u = aj (x, u)∂j u = b(x, u).
dt j=1
dt j=1
Thus if the graph y = u(x) intersects an integral curve of A in one point (x0 , u(x0 )), it
contains the whole curve.
Suppose we are given intial data u = ϕ on a hypersurface S in Rn . If we form the
submanifold
S ∗ = {(x, ϕ(x)) : x ∈ S}
of Rn+1 , the graph of the solution should be the hypersurface (in Rn+1 ) generated by the in-
tegral curves of A passing through S ∗ . Again, we need to assume that S is non-characteristic
in some sense. This is more complicated than the linear case because aj depend on u as well
as x. We need the following geometric interpretation:
¡ ¢
For x ∈ S, the vector field A(x, ϕ(x)) = a1 (x, ϕ(x)), · · · , an (x, ϕ(x)) should not
be tangent to S at x. Note that this condition involves ϕ as well as S.
Theorem 6.2.8. Suppose that S is a C 1 hypersurface and aj , b and φ are C 1 real valued
functions. Suppose that the vector field V = (a1 (x, φ(x)), · · · , an (x, φ(x))) is not tangent to
S at any x ∈ S (this is the noncharacteristic condition). Then there is a unique solution
u ∈ C 1 of
X
n
aj (x, u)∂j u = b(x, u)
j=1
Proof. The uniqueness follows from the discussion above which states that u must be the
union of integral curves of A in Ω passing through S ∗ .
Now any hypersurface S can be covered by by open sets on which it admits a parametric
representation x = g(s), with s ∈ Rn−1 . If we solve the problem on each such open set,
by uniqueness the local solutions must agree on the overlap of the open sets and hence
patch together to give a solution for all of S. It therefore suffices to assume that S is given
parametrically by x = g(s) with s ∈ Rn−1 .
For each s ∈ Rn−1 , consider the initial value problem
∂xj
(s, t) = aj (x, y), j = 1, · · · , n,
∂t
∂y
(s, t) = b(x, y), (6.2.8)
∂t
xj (s, 0) = gj (s),
y(s, 0) = ϕ(g(s)).
We have u = ϕ on S, and we claim that u satisfies (6.2.5). By the chain rule and the
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 15
∂sk ∂t
fact that = 0, since sk and t are functionally independent, and = 1 we have
∂t ∂t
à n−1 !
Xn
∂u Xn X ∂u ∂sk ∂u ∂t
aj = aj +
j=1
∂x j j=1 k=1
∂s k ∂x j ∂t ∂xj
X
n−1
∂u X ∂sk ∂u X ∂t
n n
= aj + aj
k=1
∂sk j=1 ∂xj ∂t j=1 ∂xj
X
n−1
∂u X ∂sk ∂xj ∂u X ∂xj ∂t
n n
= +
k=1
∂s k j=1 ∂xj ∂t ∂t j=1 ∂t ∂xj
X
n−1
∂u ∂sk ∂u ∂t
= +
k=1
∂s k ∂t ∂t ∂t
∂u
=0+ = b.
∂t
This completes the proof.
We note that the initial surface S in this case is x3 = 0 with constant normal vector ν =
(0, 0, 1). In the present case we see that
A(x) · ν = 1 6= 0
A(x, y, u) · (ux , uy , −1) = 0, A(x, y, u) ≡ (a(x, y, u), b(x, y, u), c(x, y, u)). (6.2.10)
(ux, uy , −1)
u
u = u(x, y)
(a, b, c)
x
Solution Surface
To solve (6.2.9) amounts to constructing a surface such that the normal to the surface
satisfys the orthogonality condition (6.2.10). This is the same as saying that we seek a
surface u = u(x, y) such that the tangent plane to the surface at (x, y, u) contains the
vector (a(x, y, u), b(x, y, u), c(x, y, u)). More specifically, since we are really interested in the
18 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
If these curves lie on a solution surface, then tangent vectors to the curves must lie in the
tangent plane to the surface at the point. This means that for a fixed s the curves (in t)
must satisfy the equations
dx
(s, t) = a(x, y, u), x(s, 0) = x0 (s),
dt
dy
(s, t) = b(x, y, u), y(s, 0) = y0 (s), (6.2.11)
dt
du
(s, t) = c(x, y, u), u(s, 0) = u0 (s).
dt
u
¡ ¢ (ux, uy , −1) ¡ ¢
x0 (s), y0 (s), u0 (s) x(s, τ ), y(s, τ ), u(s, τ )
(a, b, c) y
¡ ¢
x0 (s), y0 (s)
x characteristic
If the vector field A were tangent to the curve C0 , then a solution of (6.2.11) would
coincide with C0 and our method for constructing a surface would fail. We will see that this
problem can be avoided by not perscribing data on the curve with
dx dy
= a, = b.
dt dt
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 19
Such a curve is called a characteristic curve. To construct a solution surface we first find
and then solve the two equations x = x(s, t) and y = y(s, t) for s and t in terms of x and y.
In order to guarantee that this can be done requires a result from advanced calculus – the
inverse function theorem which states:
If x = x(s, t) and y = y(s, t) are C 1 maps in a neighborhood of a point (s0 , t0 ),
the Jacobian ¯
∂x ∂x ¯¯
∂t ∂s ¯
|J| = det ∂y ∂y ¯
¯ 6= 0.
¯
¯
∂t ∂s (s0 ,t0 )
and, in addition, x0 = x(s0 , t0 ) and y0 = y(s0 , t0 ), then there exists a neigh-
borhood R of (s0 , t0 ) and there exists unique C 1 mappings
and
s = s(x0 (s), y0 (s)), 0 = t(x0 (s), y0 (s))
With this we can construct our solution surface as
and
Example 6.2.12. (Unidirectional Wave Motion) In this linear example we seek a function
u = u(x, t) such that
∂u ∂u
+c = 0, (6.2.12)
∂t ∂x
u(x, 0) = F (x). (6.2.13)
We first seek solutions of
dx dt du
= c, = 1, = 0,
dτ dτ dτ
subject to
x(s, 0) = s, t(s, 0) = 0, u(s, 0) = F (s).
Thus we obtain
x = cτ + s, t = τ, u = F (s).
Solving for s and τ in terms of x and t we have
s = x − ct, τ = t
We then get
u(x, t) = u(s(x, t), τ (x, t)) = F (x − ct).
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 21
Example 6.2.13. Let us now consider an example in which data is prescribed on charac-
teristics. In this linear example we seek a function u = u(x, y) such that
∂u ∂u
x +y =u+1 (6.2.14)
∂x ∂y
u(x, x) = x2 . (6.2.15)
We note that the initial curve S in this case is x = y with constant normal vector ν = (1, −1).
In the present case we see that
A(x, x) · ν = x − x = 0
Within the context of these examples in R2 we can restate Theorem 6.2.8 with the
solvability condition (6.2.7) as
Theorem 6.2.14. Suppose a(x, y, u), b(x, y, u), c(x, y, u) are C 1 in Ω ⊂ R3 , C0 is C 1 initial
curve given by (x0 (s), y0 (s), u0 (s)) ⊂ Ω and
µ ¶
a(x0 (s), y0 (s), u0 (s)) x00 (s)
det 6= 0.
b(x0 (s), y0 (s), u0 (s)) y00 (s)
with
u(x0 (s), y0 (s)) = u0 (s).
22 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Proof. Our regularity assumptions guarantee that the initial value problem
dx
= a(x, y, u), x(s, 0) = x0 (s)
dt
dy
= b(x, y, u), y(s, 0) = y0 (s)
dt
du
= c(x, y, u), u(s, 0) = u0 (s)
dt
has a unique local solution that is C 1 in t and s. By our hypotheses
¯
∂x ∂x ¯¯ ¯ ¯
∂t ∂s ¯ ¯ a(x0 (s), y0 (s), u0 (s)) x00 (s) ¯
|J| = det ¯ = ¯ ¯ 6= 0
∂y ∂y ¯¯ ¯ b(x0 (s), y0 (s), u0 (s)) y00 (s) ¯
¯
∂t ∂s t=0
Thus |J| =
6 0 in a neighborhood of the initial curve C0 and by the inverse function theorem
we can solve for
s = s(x, y), t = t(x, y)
and s = s(x0 (s), y0 (s)), 0 = t(x0 (s), y0 (s)), so we can define
and so
aux + buy = c.
dx
= a(x, y, u(x, y)), x(0) = x0
dt
dy
= b(x, y, u(x, y)), y(0) = y0
dt
z(t) = u(x, y), z(0) = z0 .
since u is a solution. Thus we see that γ is the characteristic curve through P0 . In other
words, a solution is always a union of characteristic curves. Through any point on a solution
surface there is a unique characteristic curve.
Therefore if C0 is not a characteristic curve, there is a unique solution surface that
contains it. If, on the other hand, C0 is a characteristic curve then
Remark 6.2.15. The above discussion shows that if C0 were a characteristic curve we could
construct infinitely many solutions containing C0 . Namely, take any curve C1 that meets C0
in a point P0 and such that |J| =6 0 on C1 . Then construct the solution surface through C1 .
As discussed above, this solution surface must contain the characteristic curve C0 .
24 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
P0
C0
C1
u(x, 0) = e−x .
2
ut + 2tux = 0,
dx
= 2t
dt
which yields the parabolas
x = t2 + k, k constant .
The characteristic through a point (ξ, 0) is x = t2 + ξ. Since u is constant on this curve we
have
u(x, t) = exp(−ξ 2 ) = e−(x−t ) .
2 2
Example 6.2.17. In the study of fluid flow an important physical characteristic is the
formation of shock waves. The simplest example of the formation of shocks can be witnessed
in the study of certain quasi-linear equations in R2 called hyperbolic conservation laws.
These are equations of the form
dx
= c(u)
dt
Along this curve
du dx dt
(x(t), t) = ux (x(t), t) + ut (x(t), t) = ux c(u) + ut ≡ 0.
dt dt dt
Hence u is constant on a characteristic. The characteristics are straight lines since
µ ¶
d2 x d dx d du
2
= = c(u) = c0 (u) = 0,
dt dt dt dt dt
26 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
dx
= c(u(x(t), t)) = c(u(ξ, 0)) = c(ϕ(ξ)).
dt
Thus we see that the slope of the characteristics depend on c(u) and the initial data. The
equation for the characteristic passing through (ξ, 0) is given by
¡ ¢
x = c ϕ(ξ) t + ξ,
x
(ξ, 0)
Example 6.2.18. One particularly famous example of a hyperbolic conservation law which
is often used as a one dimensional model for the Navier-Stokes equations is the Burgers’
equation given by
For x < 0, the characteristics have slope (or speed) 1/2; for 0 ≤ x ≤ 1 the slope is 1/(2 − x)
and for x > 1 the slope is 1.
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 27
Let us demonstrate that u − ϕ(x − c(u)t) = 0 implicitly defines a solution u(x, t) of the
equation. First, differentiating with respect to x, we have
£ ¤ £ ¤
ux = ϕ0 (x − c(u)t) x − c(u)t x = ϕ0 (x − c(u)t) 1 − c0 (u)ux t
ϕ0 (x − c(u)t)
ux = . (6.2.20)
1 + tc0 (u)ϕ0 (x − c(u)t)
−c(u)ϕ0 (x − c(u)t)
ut = . (6.2.21)
1 + tc0 (u)ϕ0 (x − c(u)t)
and
u(x, 0) = ϕ(x − 0) = ϕ(x).
t=1
x
(ξ, 0)
From the picture we see that solutions cannot exist for t > 1 since the characteristics
cross beyond that line and the values on u on the intersecting characteristics are different –
28 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
thus, as a function, u is not well defined. More specifically, recall that our solution is defined
by
u(x, t) = ϕ(ξ) where x = ϕ(ξ)t + ξ.
The characteristics are described by
2t + ξ, ξ<0
x = (2 − ξ)t + ξ, 0 ≤ ξ ≤ 1 .
t + ξ, ξ>1
We can compute that the characteristics intersect at
¯ ¯
((2 − ξ)t + ξ)¯ξ=0 = (t + ξ)¯ξ=1 ,
x=t+1
x = 2t
t=1
u=2 u=1
x
(ξ, 0)
Solution
u=2
t
u=1
x
6.2. LINEAR AND QUASILINEAR EQUATIONS OF FIRST ORDER 29
Solution
at which
1 + c0 (ϕ(ξ))ϕ0 (ξ)t = 0.
30 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
(c) If f (x) = −x, show that a shock develops, that is, the solution blows up in finite
time.
ut + cux = 0, x ∈ R, t > 0,
8. Let D be a constant and H the Heaviside function. Solve
u(x, 0) = −H(−x)xex/D
if (c0 is a constant)
a) c(x) = c0 (1 − x/L)
b) c(x, t) = c0 (1 − x/L − t/T ).
6.3. CHARACTERISTICS AND HIGHER ORDER EQUATIONS 31
X
n
∂2
L= aij (x) (6.3.1)
i,j=1
∂xi ∂xj
where aij are real valued functions in Ω ⊂ Rn and aij = aji . Fix a point x0 ∈ Ω. The
characteristic polynomial is given by
X
n
σx0 (L, ξ) = aij (x0 )ξi ξj (6.3.2)
i,j=1
2. Hyperbolic at x0 if the quadratic form (6.3.2) is non-singular and indefinite and can be
reduced by a real linear transformation to a sum of n squares, (n − 1) of the same sign,
i.e., to the form
Xn
ξ1 −
2
aei ξi2 + l. o. t.
i=2
4. Parabolic at x0 if the quadratic form (6.3.2) is singular, i.e., can be reduced by a real
linear transformation to a sum of fewer than n squares, (not necessarily of the same
sign).
It can be shown that in the constant coefficient case a reduction to one of these forms is
always possible with a simple constant matrix transformation of coordinates.
The case of two independent variables and non-constant coefficients can also be analyzed.
∂ 2u ∂2u ∂ 2u
a + 2b + c + F (x, y, u, ux , uy ) = 0 (6.3.3)
∂x2 ∂x∂y ∂y 2
32 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
where a = a(x, y), b = b(x, y), c = c(x, y) are C 2 real valued functions in Ω ⊂ R2 and (a, b, c)
doesn’t vanish at any point. Let us restrict to the linear case
uxx − uyy = 0.
Let
α = ϕ(x, y) = x + y, β = ψ(x, y) = x − y.
So we have
(α + β) (α − β)
x = Φ(α, β) = , y = Ψ(α, β) = .
2 2
We can express the solutions in terms of the (x, y) or (α, β) coordinates
ux = Uα ϕx + Uβ ψx = Uα + Uβ , (6.3.5)
uxx = Uαα + 2Uαβ + Uββ , (6.3.6)
uy = Uα ϕy + Uβ ψy = Uα − Uβ , (6.3.7)
uyy = Uαα − 2Uαβ + Uββ . (6.3.8)
Thus we have
0 = uxx − uyy = 4Uαβ , or Uαβ = 0.
The general solution of this equation is given by
ux = uα ϕx + uβ ψx , uy = uα ϕy + uβ ψy ,
uxx = uαα ϕ2x + 2uαβ ϕx ψx + uββ ψx2 + uα ϕxx + uβ ψxx ,
uyy = uαα ϕ2y + 2uαβ ϕy ψy + uββ ψy2 + uα ϕyy + uβ ψyy ,
uxy = uαα ϕx ϕy + uαβ (ϕx ψy + ϕy ψx ) + uββ ψx ψy + uα ϕxy + uβ ψxy .
Then the equation (6.3.4) is transformed into a new equation of exactly the same form
1. e
a = aαx2 + 2bαx αy + cαy2
3. e
c = aβx2 + 2bβx βy + cβy2
(6.3.10)
4. de = aαxx + 2bαxy + cαyy + dαx + eαy
5. ee = aβxx + 2bβxy + cβyy + dβx + eβy
6. fe = f and ge = g
With this we then obtain the following theorem. The proof is constructive.
e is. Furthermore, we have
Theorem 6.3.2. D is positive, negative or zero if and only if D
2. D = 0 implies Parabolic
a = eb = 0
2. D = 0 implies e
a) uαβ + l.o.t. = 0
b) uαα − uββ + l.o.t. = 0
II. Parabolic
uαα + l.o.t. = 0
III. Elliptic
Remark 6.3.3. One reason why we are interested in classifying equations into such cate-
gories is that in most theoretical developments for 2nd order linear equations one that the
equations are already written in one of the three basic canonical forms. In addition many
numerical routines for solving a PDE assume that the equation is given in one of these
canonical forms. Lower order terms are usually handled separately as a subroutine.
Concerning the proof of Theorem 6.3.2 will consider the cases I. and II. in some detail
and give a reference to where the (somewhat more complicated) case III. can be found in
the literature.
where v could represent either ϕ or ψ. We note that (6.3.11) can be factored into
· µ √ ¶ ¸· µ √ ¶ ¸
−b + b2 − ac −b − b2 − ac
a vx − vy vx − vy . (6.3.12)
a a
With these choices (6.3.11) is satisfied with v given by ϕ and ψ. In addition we must
impose a noncharacteristic solvability condition
¯ ¯
∂(ϕ, ψ) ¯ x¯ ϕ ϕ ¯
y¯
=¯ ¯
∂(x, y) ¯ψx ψy ¯
µ √ ¶ µ √ ¶
−b + b2 − ac −b − b2 − ac
= ϕy ψy − ϕy ψy
a a
2 √ 2
= b − ac ϕy ψy 6= 0. (6.3.15)
a
With this choice we find (in our earlier notation we used a and b which are not the
same as those occuring in the present problem)
¯ ¯
¯ ¯ ¯ 1 0¯¯
¯a x0 (s)¯ ¯
¯ 0 ¯ ¯µ √ ¶ ¯
¯ ¯ = ¯ b − b2 − ac ¯ 6= 0. (6.3.16)
¯ b y0 (s) ¯ ¯
0
1 ¯
¯ a ¯
36 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Moreover,
ϕ(s, t) = s
and so
ϕ s = 1 = ϕx xs + ϕ y ys .
If ϕy = 0, then it follows from (6.3.13) that ϕx = 0, a contradiction. Now, as we have
learned in our earlier work, the condition (6.3.16) guarantees that we can solve for
(s, t) in terms of (x, y) to obtain ϕ(x, y).
Similarly, we can obtain ψ(x, y) by solving
µ √ ¶
dx dy b+ b2 − ac dψ
= 1, = , = 0.
dt dt a dt
and so eb 6= 0 and we can divide by it to put (6.3.17) into the normal form
uαβ = F (α, β, u, uα , uβ ).
(d) Note that the characteristics for the first order PDE’s for ϕ and ψ are determined
by µ √ ¶
dx dy b ± b2 − ac
= 1, =
dt dt a
or µ √ ¶
dy b ± b2 − ac
= .
dx a
But if ϕ(x, y) = constant and ϕ solves (6.3.13), then
dy
ϕx + ϕy =0
dx
and so
µ √ ¶
dy ϕx b− b2 − ac
=− = . (6.3.18)
dx ϕy a
Hence the characteristics for a 2nd order PDE (6.3.4) coincide with the charac-
teristics of the associated 1st order PDE (6.3.13) (Similarly for ψ).
(e) In order to obtain the other hyperbolic form we set
ξ = α + β, η = α − β
so that
ξ+η ξ−η
α= , β= ,
2 2
and
uα = uη ηα + uξ ξα = uη + uξ , uβ = uη ηβ + uξ ξβ = −uη + uξ .
Thus we have
Example 6.3.5. Consider the equation y 2 uxx − x2 uyy = 0, x > 0, y > 0. Here
b2 − ac = x2 y 2 > 0. The characteristics are given by ( see (6.3.18))
µ √ ¶
dy b + b2 − ac x
= = ,
dx a y
and µ √ ¶
dy b− b2 − ac x
= =− .
dx a y
38 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
y 2 − x2 = constant, y 2 + x2 = constant.
We take
α = ϕ(x, y) = x2 + y 2 , β = ψ(x, y) = x2 − y 2 .
We solve for x, y to obtain
r r
α+β α−β
x= , y= .
2 2
If we use (6.3.10) we find
eb = 8x2 y 2 = 2(α2 − β 2 )
de = 2(y 2 − x2 ) = −2β
ee = 2(y 2 + x2 ) = 2α
and also
2β 2β
uαβ = u α − uβ
4(α2 − β 2 ) 4(α2 − β 2 )
βua − αuβ
= .
2(α2 − β 2 )
Example 6.3.6. Suppose that a, b, c, d, e, f in (6.3.4) are constants. Then the char-
acteristics are given by √
dy b ± b2 − ac
= ≡ ν ±.
dx a
Thus the characteristics are straight lines
α = ϕ(x, y) = y − ν + x,
β = ψ(x, y) = y − ν − x.
Recalling that there is a 2 timdes the eb term and multiplying by K, the transformed
equation is
uαβ + Kd0 uα + Ke0 uβ + Kf u = Kg
where
a
K= .
4(ac − b2 )
We note that a further reduction is always possible in this case. Namely we can remove
the first order terms. Let
u = eλα+µβ v.
Then we have
uα = eλα+µβ (λv + vα )
uβ = eλα+µβ (µv + vβ )
uαα = eλα+µβ (vαα + 2λvα + λ2 v)
uββ = eλα+µβ (vββ + 2µvβ + µ2 v)
uαβ = eλα+µβ (vαβ + λvβ + µva + λµv).
f1 = Kf + K 2 d0 e0 , g1 = e−(λα+µβ) Kg,
vαβ + f1 v = g1 .
Thus we need to find a solution ϕ(x, y) of (6.3.19) and then select ψ(x, y) so that
¯ ¯
∂(ϕ, ψ) ¯ x¯ ϕ ϕ ¯
y¯
=¯ ¯
∂(x, y) ¯ψx ψy ¯
= ϕx ψy − ψx ϕy
b
= − ϕy ψy − ψx ϕy
a µ ¶
b
= −ϕy ψx + ψy 6= 0.
a
We may, for example, take ψ = x and prescribe inital conditions for (6.3.18) so that
ϕy 6= 0. With these choices, e
a = 0 (since ϕ satisfies (6.3.18)) and from (6.3.10) we find
Then
and so
uββ − uα = 0.
III. Elliptic Case: Assume that D = b2 − ac < 0. For this case we choose to proceed
in a purely formal fashion. This problem turns out to be rather messy and lengthy
to carry out in detail. For a detailed treatment we refer to the text by Garabedian
[6]. In particular, we will assume that a, b and c are analytic functions near the
point in question (x0 , y0 ). This can be avoided but not without great difficulty. The
characteristic equation (6.3.18) factors in this case into
µ · √ ¸ ¶µ · √ ¸ ¶
−b + i ac − b2 −b − i ac − b2
a vx − vy vx − vy = 0.
a a
We seek a solution of the characteristic equation solving, for example,
µ · √ ¸ ¶
−b + i ac − b2
vx − vy = 0.
a
Let us suppose that we find z(x, y) = ϕ(x, y) + iψ(x, y) so that
Note that in the present case we must have ac < 0 which means that a and c have the
same sign and are not zero. We seek a holomorphic function ϕ = ϕ1 + iϕ2 such that
³ √ ´
aϕx + b + i ac − b2 ϕy = 0,
42 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
or ³ √ ´
a (ϕ1x + iϕ2x ) + b + ac − b2 )(ϕ1y + iϕ2y ) = 0.
Note that, since we have assumed that a, b, c are real the solution ψ of
³ √ ´
aψx + b − i ac − b ψy = 0,
2
is given by ψ = ϕ = ϕ1 − iϕ2 .
To argue that these complex equations are solvable we collecting real and imaginary
parts in the equation for ϕ to obtain a first order linear system of partial differential
equations
p
aϕ1x + bϕ1y − (ac − b2 ) ϕ2y = 0
p
aϕ2x + bϕ2y + (ac − b2 ) ϕ1y = 0.
or µ ¶ µ p ¶ µ ¶
p −b (ac − b2 ) ∂ ϕ1
∂ ϕ1 1
= .
∂x ϕ2 a − (ac − b2 ) −b ∂y ϕ2
If we prescribe any Cauchy initial data
µ ¶ µ ¶
ϕ1 g1 (y)
(0, y) =
ϕ2 g2 (y)
this system has a unique solution by the Cauchy-Kovalevski Theorem.
We now introduce the real transformations
ξ = ϕ1 = Re ϕ, η = ϕ2 = Im ϕ
and note that
µ ¶
ϕ1x ϕ1y
det J = det
ϕ2x ϕ2y
p
1 −bϕ 1y + (ac − b 2 )ϕ
2y ϕ 1y
= 2 det p
a − (ac − b )ϕ1y − bϕ2y ϕ2y
2
µ ¶
ϕ1x ϕ1y
= det
ϕ2x ϕ2y
Ãp !2 µ ¶
(ac − b2 ) ϕ2y ϕ1y
= det
a −ϕ1y ϕ2y
Ãp !2
(ac − b2 ) ¡ 2 ¢
= ϕ2y + ϕ21y 6= 0.
a
6.3. CHARACTERISTICS AND HIGHER ORDER EQUATIONS 43
which implies
We now collect the terms involving ξ = ϕ1 on the left and those involving η = ϕ2 on
the right to get
aξx2 + 2bξx ξy + cξy2 = aηx2 + 2bηx ηy + cηy2
which from (6.3.10) gives
e
a=e
c.
Next we collect the imaginary parts to get
µ ¶
¡ ¢
2 aϕ1x ϕ2x + b ϕ2x ϕ1y + ϕ2y ϕ1x + cϕ1y ϕ2y = 0,
which implies ¡ ¢
eb = aξx ηx + b ξy ηx + ξx ηy + cξy ηy = 0.
−ec = eb2 − e
ae ae
c<0
or
− ln(x) = i ln(y) + K, K a constant.
We take
α = ϕ1 (x, y) = ln(x), β = ϕ2 (x, y) = ln(y).
Then
µ ¶
1 1
e
a=x 2
+ 2b (0) + 0 = 1 = e
c,
x2 x
eb = 0,
µ ¶
e 1
d = x − 2 + 0 + y 2 (0) = −1,
2
x
µ ¶
−1
ee = x (0) + 0 + y
2 2
= −1.
y2
Thus we have
uαα + uββ − uα − uβ = 0.
We conclude this discussion by considering another example. The main point of this
example is to illustrate that the classification of a differential equation is a local result.
uyy − yuxx = 0.
For this equation, D = b2 − ac = y. So when y < 0 the equation is elliptic, when y > 0
the equation is hyperbolic and when y = 0 the equation is parabolic.
For this example a = −y, b = 0 and c = 1 so the characteristic equation
√
dy b ± b2 − ac
=
dx a
reduces to √
dy −ac 1
=± = ±√ .
dx a y
Since
For y > 0 the equation is hyperbolic and the characteristic curves are are given by
3x ± 2y 3/2 = constant
6.3. CHARACTERISTICS AND HIGHER ORDER EQUATIONS 45
The transformations
ξ = 3x − 2y 3/2 , η = 3x + 2y 3/2 ,
reduce the equation to the normal form
1 uξ − uη
uξη − = 0.
6 ξ−η
hyperbolic
x parabolic
0
elliptic
Characteristics for Tricomi Equation
The principal part of the equation is consists of all kth order terms
X
P = aα (x)∂ α .
|α|=k
Let us consider some examples For the Laplacian in two variables we have equation and
principal part are the same and given by
(2,0) (0,2) ∂2 ∂2
L = P = ∂1 + ∂2 = + .
∂x21 ∂x22
46 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
For the wave equation in R2 we again have the equation and principal part are the same
(2,0) (0,2) ∂2 ∂2
L=P = ∂1 − ∂2 = − .
∂x21 ∂x22
For the heat operator in R2 we have the equation and principal part which in this case
are not the same
(2,0) (0,1) ∂2 ∂
L = ∂1 − ∂2 = 2
− ,
∂x1 ∂x2
and
(2,0) ∂2
P = ∂1 = .
∂x21
The characteristic form (or principal symbol) at x ∈ Ω is the homogeneous polynomial
of degree k defined for ξ ∈ Rn by
X
χL (x, ξ) = aα (x)ξ α .
|α|=k
ξ12 − ξ22 = 0.
dy dx
ξ1 = , ξ2 = −
dt dt
denote a normal to C. Then we have
µ ¶2 µ ¶ 2 µ ¶µ ¶
dy dx dy dx dy dx
− = − + =0
dt dt dt dt dt dt
∂ 2u ∂2u ∂ 2u
P u = a 2 + 2b + c 2.
∂x ∂x∂y ∂y
dy dx
ξ1 = , ξ2 = −
dt dt
that satisfies
aξ12 + 2bξ1 ξ2 + cξ22 = 0,
or µ ¶2 µ ¶µ ¶ µ ¶2
dy dy dx dx
a − 2b +c = 0,
dt dt dt dt
or
ady 2 − 2bdydx + cdx2 = 0,
48 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
or · µ √ ¶ ¸· µ √ ¶ ¸
b + b2 − ac b − b2 − ac
a dy − dx dy − dx = 0.
a a
Hence the characteristic curves can be found by solving
µ √ ¶
dy b ± b2 − ac
= ,
dx a
∂u
Lu = = 0, u(x, 0) = f (x), (x, y) ∈ R2 .
∂x
From the PDE we must have u(x, y) = F (y) and the initial condition gives u(x, 0) =
f (x) = F (0) so that f must be a constant or the problem has no solution. If f (x) = c is a
constant then we can take any F (y) such that F (0) = c so we get infinitely many solutions.
Note that the characteristics for this example are determined by
dy
= 0, ⇒ y = constant.
dx
So we have prescribed our initial data along a characteristic curve. Note that y is constant
on a characteristic.
Let S be a surface in Rn with normnal at x given by ν(x). Suppose that we prescribe initial
data by ¯ ¯ ¯
¯ ∂u ¯¯ ∂ k−1 u ¯¯
¯
u¯ = ϕ 1 , = ϕ2 , · · · , = ϕk .
S ∂ν ¯S ∂ν k−1 ¯S
The following theorem is a slightly different statement of the Cauchy-Kovalevski theorem.
50 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Theorem 6.3.15. Suppose that aα , f , ϕ1 , · · · , ϕk and the surface S are analytic (note that
to say S is analytic means that if S is given by F (x1 , · · · , xn ) = 0 then F is an analytic
function). Suppose further that the initial surface S is not characteristic at x0 ∈ S, i.e.,
X £ ¤α
aα (x0 ) ν(x0 ) 6= 0,
|α|≤k
where ν(x0 ) is the normal to S at x0 . Then the Cauchy problem has a solution u(x) in a
neighborhood of x0 . This solution is unique in the class of analytic solutions.
Remark 6.3.16. 1. The Cauchy-Kovalevski theorem says that under certain conditions
we can seek a solution in the form of a power series. While sometimes useful, this is
not a very practical method of solution.
2. The Cauchy-Kovalevski theorem guarantees that the Cauchy problem
∆u(x, y) = 0, |x| < ∞, y > 0,
u(x, 0) = f (x), |x| < ∞,
∂u
(x, 0) = g(x), |x| < ∞
∂x
has a unique solution for every analytic f and g. It does not, however, say that the
problem is well posed. Recall the Hadamard example we discussed earlier.
At this point we mention that there are numerous related topics that should be considered
if we had the time.
Additional topics in this area include
1. Holmgren uniqueness theorem
2. Non-continuous dependence example of Hadamard
3. Classical Lewy example of an equation with no solution of class C 1 for any C ∞ (not
analytic) right hand side
4. Malgrange-Ehrenpreis theorem on local solvability for constant coefficient operators.
Unfortunately, with our time constraints the best we can do is to state some of these
results for completeness.
The first is the Holgren Uniqueness Theorem which says that analyticity is not required
in the Cauchy-Kovalevski theorem to guarantee uniqueness.
Theorem 6.3.17 (Holmgren’s Uniqueness Theorem). Under the same assumptions as
the Cauchy-Kovalevski theorem, any two C k solutions in a neighborhood of x0 must coincide
in a perhaps smaller neighborhood of x0 .
6.3. CHARACTERISTICS AND HIGHER ORDER EQUATIONS 51
The next theorem due to Malgrange and Ehrenpreis gives an existence theorem for general
constant coefficient equations.
On the flip side we should also mention the classical nonexistence example due to Hans
Lewy (1957). This result shattered all hopes of generalizing the Cauchy-Kovalevski theorem
to the non-analytic case.
Consider the differential operator L defined in R3 with coordinates (x, y, t) given by
∂ ∂ ∂
L= +i − 2i(x + iy) .
∂x ∂y ∂t
Theorem 6.3.19 (Hans Lewy Theorem). Let f be a continuous real-valued function de-
pending only on t. If there is a C 1 function u of (x, y, t) satisfying Lu = f in some neigh-
borhood of the origin, then f must actually be analytic.
Once this result is known, it is possible to show that there are C ∞ functions g on R3
such that the equation Lu = g has no solution u ∈ C 1+α (α > 0) in any neighborhood of
any point.
52 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
[1] R. Dautray and J.L. Lions, Mathematical analysis and numerical methods for science
and technology,
[6] P.R. Garabedian, Partial Differential Equations, New York, John Wiley & Sons, 1964.
[8] G. Hellwig, Partial differential equations, New York, Blaisdell Publ. Co. 1964.
[12] P. Lax, Hyperbolic systems of conservation laws and the mathematical theory of shocks,
[13] I.G. Petrovsky, Lectures on partial differential equations, Philadelphia, W.B. Saunders
Co. 1967.
[16] F. Treves, Basic Partial Differential Equations, New York, Academic Press, 1975.
[17] F. Treves, Linear Partial Differential Equations with Constant Coefficients, New York,
Gordon & Breach, 1966.
53
54 BIBLIOGRAPHY
[20] H.F. Weinberger, Partial differential equations, Waltham, Mass., Blaisdel Publ. Co.,
1965.
[21] E.C. Zachmanoglou and D.W. Thoe, Introduction to partial differential equations with
applications,