Classification of Partial Differential Equations

Q1.
A two-dimensional small-disturbance velocity potential equation for compressible flows
is given as
( )
2 2
2
2 2
1 0 M
x y

+ =

, where M is the Mach number of flow.
(i) Examine whether this equation is parabolic, elliptic, or hyperbolic?
(ii) Justify your inference from pure physical arguments.
Solution

Consider the following second-order partial differential equation
0
xx xy yy x y
A B C D E F G + + + + + + =
or, 0
xx xy yy
A B C H + + + = (1)
where
x y
H D E F G = + + +
Assume that ( ) , x y = is a solution of the differential equation.
It is to be noted that, the second-order derivatives along the characteristic curves
corresponding to 2
nd
order partial differential equations are indeterminate and, indeed,
they may be discontinuous across the characteristics. However, first derivatives are
continuous functions of x and y. Thus,
x x
x xx xy
d dx dy dx dy
x y



= + = +

(2)
y y
y yx yy
d dx dy dx dy
x y



= + = +

(3)
From Eqs (1), (2) and (3), we have

0
0
xx
xy x
y
yy
A B C H
dx dy d
dx dy d

(
( (
(
(
(
=
(
(
(
(
(
(





Since it is possible to have discontinuities in the second-order derivatives of the
dependent variable across the characteristics, these derivatives are indeterminate.
Therefore,
C
0 0
0
A B
dx dy
dx dy
=
or,
2
0
dy dy
A B C
dx dx
| |
+ =
|
\

Solving the equation yields the equations of the characteristics

2
4
2
dy B B AC
dx A

=

Depending on the value of
2
4 B AC , characteristic curves can be real or imaginary.
For
2
4 0 B AC < , no real characteristic is there and the equation is elliptic.
For
2
4 0 B AC = , one real characteristic is there and the equation is parabolic.
When
2
4 0 B AC > , two real characteristics are there and the equation is hyperbolic.
For the governing equation
( )
2 2
2
2 2
1 0 M
x y

+ =

, we have
2
1 A M

= , 0 B = , and 1 C =
Thus,
( )
2 2
4 4 1 B AC M

= .
If, 1 M

< , then
2
4 0 B AC < and the equation is elliptic. For 1 M

= ,
2
4 0 B AC =
and the equation is parabolic. For 1 M

> , then
2
4 0 B AC > and the equation is
hyperbolic.

Q2.
Identify the nature of the following systems of partial differential equations: ,
u v
x y

=


,
u
v
y

where u and v are the two dependent variables.

Differentiating with respect to y, we get
2
2
u v
y y

=


Again, it is given that
u v
x y

=

.
Comparing above two equations, we get
2
2
u u
y x

=


or, 0
yy x
u u = (4)
This becomes a second-order partial differential equation.
x x
x xx xy
u u
du dx dy u dx u dy
x y

= + = +

(5)
y y
y xy yy
u u
du dx dy u dx u dy
x y

= + = +

(6)
From Eqs (4), (5) and (6), we have

0 0 1
0
0
xx x
xy x
y
yy
u u
dx dy u du
dx dy du
u
(
(
(
(
(
(
=
(
(
(
(
(
(




Since it is possible to have discontinuities in the second-order derivatives of the
dependent variable across the characteristics, these derivatives are indeterminate.
Therefore,
0 0 1
0 0
0
dx dy
dx dy
=
or, ( )
2
0 dx =
constant x =
Hence, there is one real characteristic and the given partial differential equation is
parabolic in nature.



Q3.
Consider a general form of the energy conservation equation as:
( ) ( ) ( ) . .
p p
C T VC T k T S
t

+ = +

r
.
In a physical problem, one is interested to obtain the transient temperature
distribution( as a function of and T x t ) in a uniform flow field ( =constant). u U

=
Thermal diffusivity (
p
k
C
)of the medium is negligibly small ( can be taken as zero for
the analysis). There is a uniform rate of volumetric heat generation ( S ) within the
domain and in the physical space the temperature varies only along the x direction. The
physical properties of the medium can be taken as invariants.
(i) Obtain an equation for the characteristics of the final simplified partial
differential equation governing the above-mentioned physical problem.
(ii) Examine whether this equation is parabolic, elliptic or hyperbolic.

Solution
( ) ( ) ( ) . .
p p
C T VC T k T S
t

+ = +

r

T T
U S
t x

+ =


Differentiating with respect to x, we get
2 2
2
0
T T
U
t x x

+ =

(7)
Differentiating with respect to t, we get
2 2
2
0
T T
U
t x t

+ =

(8)
Multiplying Eq. (7) by U

and then subtracting Eq. (8) [U

Eq. (7)-Eq. (8)], we have

=


This is the equation for the characteristics. This is a second-order partial differential
equation.
The above equation can be written as

2
0
xx tt
U T T

= (9)
x x
x xx xt
T T
dT dx dt T dx T dt
x t

= + = +

(10)
t t
t tx tt
T T
dT dx dt T dx T dt
x t

= + = +

(11)

From Eqs (9), (10) and (11), we have

2
0 -1 0
0
0
xx
xt x
tt t
T U
dx dt T dT
dx dt T dT

(
( (
(
( (
=
(
( (
(
( (




Since it is possible to have discontinuities in the second-order derivatives of the
dependent variable across the characteristics, these derivatives are indeterminate.
Therefore,
2
0 -1
0 0
0
U
dx dt
dx dt

=
or,
2
2
0
dx
U
dt

| |
=
|
\

Solving the equation yields the equations of the characteristics

dx
U
dt

=
Therefore , there are two real characteristics of the governing equation and hence the
given partial differential equation is hyperbolic in nature.