Classification of Partial Differential Equations

Q1.
A two-dimensional small-disturbance velocity potential equation for compressible flows
is given as
2
2
2
1

M
+
( ) x 2 y 2 = 0 , 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
Axx + B xy + C yy + D x + E y + F + G = 0
or,

Axx + Bxy + C yy + H = 0

(1)

where H = Dx + E y + 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 2nd 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,

dx = x dx + x dy = xx dx + xy dy
(2)
x
y

d y = y dx + y dy = yx dx + yy dy
(3)
x
y
From Eqs (1), (2) and (3), we have
A B C xx H
dx dy 0 = d

xy x
0 dx dy yy d y

Since it is possible to have discontinuities in the second-order derivatives of the
dependent variable across the characteristics, these derivatives are indeterminate.
Therefore,
A B C

dx dy 0 = 0
0 dx dy
2

dy
dy
A B + C = 0
dx
dx
Solving the equation yields the equations of the characteristics
or,

dy B B 2 4 AC
=
dx
2A

Depending on the value of B 2 4 AC , characteristic curves can be real or imaginary.

For B 2 4 AC < 0 , no real characteristic is there and the equation is elliptic.
For B 2 4 AC = 0 , one real characteristic is there and the equation is parabolic.
When B 2 4 AC > 0 , two real characteristics are there and the equation is hyperbolic.
2 2
For the governing equation (1 M 2 ) 2 + 2 = 0 , we have
x
y
2
A = 1 M , B = 0 , and C = 1
Thus, B 2 4 AC = 4 (1 M 2 ) .

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

and the equation is parabolic. For M > 1 , then B 2 4 AC > 0 and the equation is
hyperbolic.
Q2.
Identify the nature of the following systems of partial differential equations:
u
= v, where u and v are the two dependent variables.
y
Solution
u
=v
y
Differentiating with respect to y, we get
2u v
=
y 2 y
u v
Again, it is given that
= .
x y
Comparing above two equations, we get
2u u
=
y 2 x
or,
u yy u x = 0
This becomes a second-order partial differential equation.
u
u
du x = x dx + x dy = u xx dx + u xy dy
x
y
u
u
du y = y dx + y dy = u xy dx + u yy dy
x
y
From Eqs (4), (5) and (6), we have

u v
= ,
x y

(4)
(5)
(6)

0 0 1 u xx u x
dx dy 0 u = du

xy x
0 dx dy u yy du y

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

dx dy 0 = 0
0 dx dy

( dx )

=0
x = constant
Hence, there is one real characteristic and the given partial differential equation is
parabolic in nature.

or,

Q3.
Consider a general form of the energy conservation equation as:
r

C pT ) + . VC pT = . ( k T ) + S .
(
t
In a physical problem, one is interested to obtain the transient temperature
distribution (T as a function of x and t ) in a uniform flow field (u = U =constant).
Thermal diffusivity ( k
C p )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.
Examine whether this equation is parabolic, elliptic or hyperbolic.
(ii)

Solution

C pT ) + . VC pT = . ( k T ) + S
(
t
T
T
+ U
=S
t
x
Differentiating with respect to x, we get
2T
2T
+ U 2 = 0
t x
x
Differentiating with respect to t, we get

(7)

 2T
2T
+
U
=0
(8)

t 2
xt
Multiplying Eq. (7) by U and then subtracting Eq. (8) [ U Eq. (7)-Eq. (8)], we have
2T 2T
U
=
x 2 t 2
This is the equation for the characteristics. This is a second-order partial differential
equation.
The above equation can be written as
U 2 Txx Ttt = 0
(9)
T
T
dTx = x dx + x dt = Txx dx + Txt dt
(10)
x
t
T
T
dTt = t dx + t dt = Ttx dx + Ttt dt
(11)
x
t
2

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

U 2 0 -1 Txx 0

dx dt 0 Txt = dTx
0 dx dt Ttt dTt

Since it is possible to have discontinuities in the second-order derivatives of the

dependent variable across the characteristics, these derivatives are indeterminate.
Therefore,
U 2 0 -1
dx dt 0 = 0
0 dx dt
2

dx
2
or,
U = 0
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.