Math 2.0

Partial differential equations Definition

Classification of second-order PDEs

Builds on Linear PDEPrincipal symbolSymmetric matrixEigenvalue

Definition

Let Ω\Omega be an open set in ℝn\R^n and consider a linear PDE of order 22 in Ω\Omega. ∑i,j=1naij(x) ∂i∂ju+∑i=1nbi(x) ∂iu+c(x) u=f(x).\sum_{i,j=1}^{n} a_{ij}(x) \, \partial_i \partial_j u + \sum_{i=1}^{n} b_i(x) \, \partial_i u + c(x) \, u = f(x). Its coefficients are real and aij=ajia_{ij} = a_{ji}, so that A(x)=(aij(x))A(x) = (a_{ij}(x)) is a real symmetric matrix. At a point x∈Ωx \in \Omega the equation is called:

  1. elliptic if all eigenvalues of A(x)A(x) are nonzero and have the same sign;
  2. hyperbolic if all eigenvalues of A(x)A(x) are nonzero, and exactly one of them has a sign opposite to the others;
  3. ultrahyperbolic if all eigenvalues are nonzero, and at least two are positive and at least two are negative;
  4. parabolic if exactly one eigenvalue of A(x)A(x) is zero and the others are nonzero and have the same sign.

The equation has one of these types in Ω\Omega if it has that type at every point of Ω\Omega.

Remarks

The quadratic form ξ↦∑aij(x)ξiξj\xi \mapsto \sum a_{ij}(x) \xi_i \xi_j is the principal symbol at xx, so the type depends only on the second-order part. In two variables, write the second-order part as Auxx+2Buxy+CuyyA u_{xx} + 2B u_{xy} + C u_{yy}. The equation is elliptic where AC−B2>0AC - B^2 > 0, hyperbolic where AC−B2<0AC - B^2 < 0, and parabolic where AC−B2=0AC - B^2 = 0 and (A,B,C)≠(0,0,0)(A, B, C) \ne (0, 0, 0). Example: the Tricomi equation uyy+y uxx=0u_{yy} + y \, u_{xx} = 0 has AC−B2=yAC - B^2 = y, so it is elliptic for y>0y > 0, hyperbolic for y<0y < 0 and parabolic on the line y=0y = 0. Non-example: for n=3n = 3, a matrix A(x)A(x) with eigenvalues 1,0,01, 0, 0 fits none of the four clauses; such points are degenerate. The type is invariant under a smooth change of variables, by Sylvester's law of inertia applied to the transformed coefficient matrix.

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  1. Eigenvalue concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Partial_differential_equation
About this page
TagJ53A2A04P7
URIm2://J53A2A04P7
Kinddefinition
WritingW0 stub
MSC35A99, 35J15, 35L10
DefinesClassification of second-order PDEs
UsesLinear PDE, Principal symbol, Symmetric matrix, Eigenvalue
Changed2 November 2026

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