Quasilinear partial differential equation

A quasilinear partial differential equation is linear in its highest-order derivatives, while its coefficients may depend on the independent variables, the unknown function, and lower-order derivatives.

For a $C^1$ flux $F$ and a weak solution of $\mathrm{div}F(Du)=0$, discrete integration by parts and the fundamental theorem of calculus along a line segment show that $w_h={\delta }_{\ell ,-h}u$ solves $\mathrm{div}(A_{h}D{w}_h)=0$, with $p_{-}=Du(x-h{e}_{\ell })$ and $p_{+}=Du(x)$. Coercive quadratic-form bounds and operator norm bounds for $DF$ on all segments between these gradients pass to $A_h$. This produces a divergence-form elliptic operator without initially assuming second partial derivatives of $u$.

The p-Laplacian is the nonlinear divergence-form operatorIt is the Euler-Lagrange operator of the p-energy. For $p>2$ it is degenerately elliptic where $Du=0$.

For a scalar differential operator of order $k$, the principal symbol replaces each order-$k$ derivative ${\partial }^{\alpha }$ by ${\xi }^{\alpha }$ and discards lower-order terms. For a quasilinear partial differential equation, the coefficients are evaluated at the prescribed lower-order data.

A hypersurface $\Sigma =\{\varphi =0\}$ is characteristic for a differential equation at $x\in \Sigma$ when its principal symbol vanishes on the conormal $d\varphi (x)$:It is non-characteristic where this quantity is nonzero.

A characteristic plane is a planar characteristic hypersurface. For $u_{zz}-m^2{u}_{xx}=0$, the planes $x\pm mz=\text{constant}$ carry the two travelling-wave families.

A non-characteristic hypersurface satisfies $p(x,d\varphi (x))\ne 0$. This lets the equation solve for the highest derivative normal to the hypersurface.

A characteristic coordinate is a function constant along one family of characteristics. For a second-order equation in two variables, two independent characteristic coordinates reduce the principal part to a mixed derivative.

The change of variables $X=\rho e^{-t}$, $S=e^{-t}>0$ turnsinto $w_{SS}-w_{XX}=0$. Indeed, with $D={\partial }_t+\rho {\partial }_{\rho }$, the original operator is $D^2+D-{\partial }_{\rho }^2$, while $D=-S{\partial }_S$ and ${\partial }_{\rho }=S{\partial }_X$. Its characteristic curves are $\rho =-1+C{e}^t$ and $\rho =1+C{e}^t$, including the characteristic lines $\rho =\pm 1$. General smooth solutions have the form $F(e^{-t}(\rho +1))+G(e^{-t}(\rho -1))$. Zero Cauchy data on $-1<\rho <1$ at $t=0$ force vanishing throughout that strip for $t\ge 0$, but not for all negative time: $u=(e^{-t}(\rho +1)-2{)}_{+}^3$ is a global $C^2$ counterexample. Thus the characteristic barriers describe a forward domain of dependence, not a barrier in both time directions.

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

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 $\ell dv/dt=\ell s$.

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.