Hyperbolic partial differential equation

A scalar second-order equationis hyperbolic where $B^2-AC>0$. Equivalently, its principal symbol has two distinct real characteristic directions.

This partial differential equation has discriminant $y$, so it is a hyperbolic partial differential equation above $y=0$ and an elliptic partial differential equation below it. In its hyperbolic region the displayed characteristic coordinates have Jacobian determinant $18\sqrt{y}$. The chain rule givesThe first derivative terms arise from differentiating the coordinate coefficients and cannot be discarded. The coordinate change degenerates at the line where the two characteristic directions merge.

On $x>0$, the linear partial differential equation $u_{xx}-x^2{u}_{yy}-u_x/x=0$ has characteristic curves $y\pm x^2/2=\text{constant}$. The change of variables $\xi =x^2-2y$, $\eta =x^2+2y$ has Jacobian determinant $8x\ne 0$. The chain rule givesThus its canonical form of a second-order partial differential equation is $U_{\xi \eta }=0$, and its general twice differentiable solution is $u=f(x^2-2y)+g(x^2+2y)$. The first derivative term exactly cancels the derivatives of the coordinate coefficients.

More generally, for positive differentiable $a(x)$, choose $s(x)$ with $s^{\prime }(x)=a(x)$. Then the same cancellation givesThe characteristic coordinates are $s\pm y$. The quadratic example is $a(x)=x$, $s=x^2/2$, with both coordinates multiplied by two.

For the Euler-type operator $-x^2{\partial }_x^2-x{\partial }_x+{\partial }_y^2$, set $z=\ln |x|$ on either half-plane $x\ne 0$. The chain rule gives $x{\partial }_x={\partial }_z$ and $x^2{\partial }_x^2+x{\partial }_x={\partial }_z^2$. The operator becomes ${\partial }_y^2-{\partial }_z^2$. Its characteristic coordinates $\xi =y+z$, $\eta =y-z$ reduce it further to $4{\partial }_{\xi }{\partial }_{\eta }$. Thus the constant-forcing equation $-x^2{u}_{xx}-x{u}_x+u_{yy}=c$ has solutions $u=(c/4)\xi \eta +g(\xi )+h(\eta )$, with arbitrary sufficiently differentiable functions $g,h$. The logarithmic change of variables cannot by itself describe smooth passage across $x=0$.

For a one-dimensional first-order system $v_t+A(v,x,t)v_x=s$, hyperbolicity means that the coefficient matrix has real eigenvalues and a complete set of eigenvectors. Distinct real eigenvalues give strict hyperbolicity and separate characteristic curves. Along a curve of speed $\lambda$, a left eigenvector $\ell A=\lambda \ell$ gives the compatibility equation $\ell dv/dt=\ell s$.

A first-order system $U_t+A(U)U_x=C(U)$ is strictly hyperbolic at a state when $A$ has distinct real eigenvalues. These separate its characteristic families and permit independent compatibility equations from left eigenvectors. At a repeated eigenvalue strict hyperbolicity fails; if the matrix is also defective, even hyperbolicity in the complete-eigenvector sense fails. For $A=\left(\begin{array}{cc}u& 2\\ 2v& u\end{array}\right)$ the eigenvalues $u\pm 2\sqrt{v}$ are distinct precisely when $v>0$.

For a one-dimensional wave equation whose principal symbol is ${\xi }_t^2-c(y{)}^2{\xi }_y^2$, a travel-time coordinate isIts two families of characteristic curves are $s(y)-t=\text{constant}$ and $s(y)+t=\text{constant}$ wherever the wave speed $c$ is positive.

For $c(y)=1-y^2$ in the strip $|y|<1$, the travel-time coordinate is $s(y)=\mathrm{artanh}y$. The characteristic curves areequivalently $y=\tanh (C\mp x)$. Outside the strip the same separated ordinary differential equation gives hyperbolic cotangent branches, and the equilibrium curves $y=\pm 1$ are also characteristic.