Math 2.0

Partial differential equations Definition

Parabolic partial differential equation

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Definition

Let U⊆ℝnU \subseteq \R^n be open, let T>0T > 0, and write the variables in U×(0,T)U \times (0, T) as (x,t)(x, t). Consider a linear PDE in U×(0,T)U \times (0, T) of the following form. ∂tu−∑i,j=1naij(x,t) ∂i∂ju+∑i=1nbi(x,t) ∂iu+c(x,t) u=f(x,t).\partial_t u - \sum_{i,j=1}^{n} a_{ij}(x, t) \, \partial_i \partial_j u + \sum_{i=1}^{n} b_i(x, t) \, \partial_i u + c(x, t) \, u = f(x, t). Here all coefficients are real, aij=ajia_{ij} = a_{ji}, and ∂i\partial_i is the derivative in xix_i. The equation is a second-order linear parabolic equation if its spatial part is uniformly elliptic. That is, there is θ>0\theta > 0 with ∑i,j=1naij(x,t) ξiξj≥θ∣ξ∣2for all (x,t)∈U×(0,T), ξ∈ℝn.\sum_{i,j=1}^{n} a_{ij}(x, t) \, \xi_i \xi_j \ge \theta \abs{\xi}^2 \quad \text{for all } (x, t) \in U \times (0, T), \ \xi \in \R^n.

Remarks

Example: the heat equation ∂tu−Δu=0\partial_t u - \Delta u = 0 is parabolic with aij=δija_{ij} = \delta_{ij} and θ=1\theta = 1. Non-example: the backward heat equation ∂tu+Δu=0\partial_t u + \Delta u = 0 has aij=−δija_{ij} = -\delta_{ij}, which fails the inequality for every θ>0\theta > 0, so it is not parabolic in this sense. View a parabolic equation as a second-order equation in the n+1n + 1 variables (x,t)(x, t). Its coefficient matrix has one zero eigenvalue, in the tt direction, and nn eigenvalues of the same sign. This matches the classification of second-order PDEs. Higher-order parabolic equations, such as ∂tu+Δ2u=0\partial_t u + \Delta^2 u = 0, are defined with an elliptic spatial operator of higher order.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Parabolic_partial_differential_equation
About this page
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Kinddefinition
WritingW0 stub
MSC35K10, 35K25
DefinesParabolic partial differential equation
UsesElliptic partial differential equation, Linear PDE
Changed2 November 2026

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