Classification of Partial

Differential Equations (PDEs)

Solution procedure of a PDE depends on Type of the
equation

Initial and Boundary Conditions also depends on the

Type of PDE

Order of PDEs

1st Order PDE

2nd Order PDE

Most of the governing equations of fluid

mechanics and heat transfer are
expressed as a 2nd order PDEs.

Linear and Nonlinear PDEs

Linear PDEs
The dependent variable and its derivatives enter the equation
linearly (there is no product of the dependent variable or its
derivatives)
Two solutions to the governing equation can be added together
to give a third solution to the original equation
Example: 1-D Wave Equation

a: speed of sound (Constant)

u
u
= a
t
x

Linear and Nonlinear PDEs

Non-Linear PDEs

A nonlinear PDE contain a product of the dependent variable and/or a

product of its derivatives.

Two solutions to a nonlinear equation cannot be added to produce a

third solution.

Example: Inviscid Burgers Equation

u
u
= u
t
x

Linear and Nonlinear PDEs

Quasi-Linear PDEs
If a PDE is linear in its highest order derivatives, it is called a
quasi linear

Second order PDEs

o

Consider:

2
2
2
+ F + G = 0
+E
+C 2 +D
A 2 +B
y
x
y
xy
x
A, B, C, D, E, F and G are function of the independent variables x
and y and dependent variable
Assume =f (x, y) is the solution of the DE
x and y represent changes from locations (x,y) to (x+dx,y+dy)

 x
x
2
2
d x =
dx +
dy = 2 dx +
dy
x
xy
x
y
2
2
y
y

d y =
dx +
dy =
dx + 2 dy
x
y
xy
y

Original Equation

A 2 +B
+C 2 =H
x
xy
y
2

H = ( D
+E
+ F + G )
x
y

The previous Equation can be

solved for using Cramers Rule
2
2
A B C x2 H
dx dy 0 = d

xy x
0 dx dy 2 d y

y 2

A H
dx d x

C
0

0 d y dy
2
=
A B C
xy
dx dy 0
0 dx dy

Discontinuities

A B C
2
dy
dx dy 0 = 0 A B dy + C = 0

dx
dx
0 dx dy

Solving this quadratic Eq.

2
B B 4 AC
dy
=
2A
dx ,
Characteristic curve real or imaginary:
Depending on the value of B 2 4 AC

PDEs Classification

Elliptic if

Parabolic if

Hyperbolic if

(B

4 AC < 0

(B

4 AC = 0

(B

4 AC > 0

Notice: Classification depends only on the

coefficients of the highest order
derivatives

Elliptic Equations
An elliptic PDE has no real characteristics
curve
A disturbance is propagated instantly in all
directions within the region.
Examples:
2 2
+ 2 =0
Laplaces Eq.
2
x
y

Poisson s Eq.

+ 2 = f ( x, y )
2
x
y
2

Solution Domain of Elliptic

PDEs

Domain of solution is a closed region (R)

Providing
the
boundary
conditions
uniquely yields the solution within the
domain

Parabolic Equation

The solution domain for a parabolic PDE is

an open region

Examples of Parabolic PDEs

1-D Unsteady heat conduction equation

T
T
= 2
t
x
2

Diffusion of Viscosity Eq.

u
u
= 2
y
t
2

Hyperbolic Equations

Examples: 2nd order wave Eq.

2
2

2
=a
2
2
t
x

A complete description of the flow requires two sets of IC

and two sets of BC

1ST Order Hyperbolic Eq.

One IC and One BC required

= a
t
x

Examples

Ex. 1: Classify the steady 2-D velocity potential equation

(1 M ) + = 0
A = (1 M ), B = 0, C = 1
(B 4 AC ) = 4(1 M )
2

Solution:

Then

xx

yy

If M<1 (Subsonic), (B2-4AC)<0, Elliptic

If M=1 (Sonic), (B2-4AC)=0, Parabolic
If M>1 (Supersonic), (B2-4AC)>0, Hyperbolic

Model Equations

The selected model PDEs which will be used

in the next chapters are as follows:
2

Laplaces Eq. :
Poissons Eq. :

Unsteady Heat Conduction Eq.:

1D N-S Eq.:
Wave Eq. :
Burgers Eq. :

2
=0
+
2
2
y
x

2 2
+
= f ( x, y )
x 2
y 2

2T 2T
T
)
=( 2 +
t
x
y 2
u
2u
= ( 2 )
t
y

u
u
= u ( )
x
t
2
2u
2 u
=a ( 2)
2
t
x

System of first Order PDEs

The equation of fluid motion are composed of

conservation of mass, conservation of
momentum and conservation of energy.
Consider 1st order PDEs

+ [A] + [B ] + = 0
t
x
y

: Vector containing the unknown variables

[A] and [B]: Coefficient Matrices =f(t,x,y)
=f(, x,y)

Representation of the PDEs Eq.

Consider two set of 1st order PDEs

u
v
v
u
u
+ a1
+ a2
+ a3
+ a4
+ 1 = 0
t
x
x
y
y

u
v
v
v
u
+ b1
+ b2
+ b4
+ 2 = 0
+ b3
t
x
y
y
x

Where

a1
u
= , [A] =
v
b1
Steady state:

a2
a3
, [B ] =

b2
b3

a4
1
, =

b4
2

[A] + [B] + = 0
x
y

Classification of the relation

H = R 4 PQ
2

Check the sign of

Where

P = A,Q = B

And

R=
Hyperbolic if H>0
Parabolic if H=0
Elliptic if H<0

a1
b1

(determinant)

a3
+
b4 b2

a4

a2
b3

Other Approach for PDEs

classification

G
G
G
n = nx i + n y j

Cartesian System For 2D Problem

Hyperbolic: If the characteristics normal are all real

Elliptic: If they are complex
Mixed elliptic/hyperbolic: If Mixed real and complex
values
Parabolic: If there is less than K real characteristics
(K=number of PDEs in the system)

Model Relations

Consider

[A ] + [B ] = 0
x
y
Characteristics direction can be obtained if T = 0
Where
T = A nx + B n y

[ ] [ ]

[ ]

[A] and [B] were previously defined

a1 n x
[T ] =
b1 n x

a 2 n x a3 n y
+

b2 n x b3 n y

a 2 n y a1 n x + a3 n y
=

b4 n y b1 n x + b3 n y

a2 nx + a4 n y

b2 n x + b4 n y

Determinant is computed as

[T ] = (a3b4 b3 a4 )n y2 + (a1b2 a2 b1 )n x2 + (a1b4 + a3b2 a2 b3 b1a4 )n x n y

=0

Divided by nx2 to obtain

ny
(a3b4 b3 a 4 )
nx

ny
2
+ (a1b2 a 2 b1 )n x + (a1b4 + a 3 b2 a 2 b3 b1 a 4 )

nx

Eq. can be rewritten as

ny
Q
nx
ny

nx

+ (a1b2 a 2 b1 ) = 0

ny

+ R + P = 0
nx

R R 2 4 PQ R H
=
=
2Q
2Q

Hyperbolic PDE If H>0

Elliptic PDE if H<0
Parabolic PDE if H=0

Example 1

Classify the following system

v u
u v
=0
+
=0,
x y
x y
G

G
q
q
=0
A +B
x
y

Solution: Vector Form

Where
1 0
0 1
G u
q = , A =
, [B ] =

v
0
1
1
0

Therefore

P = A = 1, Q = B = 1

Cont.

And

a1
R=
b1

a 4 a3
+
b4 b2

a2
b3

1 1
0 0

1 1

H = R 4 PQ = 4 < 0
2

H:

The system is Classified as Elliptic PDE

=0

2nd approach

[T]:
a1 n x
[T ] =
b1 n x

a 2 n x a3 n y
+

b2 n x b3 n y

Determinant T:

T =n +n

2
x
According to previous Requirement

ny
n + n = 0
nx
2
x

a 4 n y (1)n x + (0)n y
=

b4 n y (0)n x + (1)n y

2
y

ny
+ 1 = 0

nx

(0)n x + (1)n y
(1)n x + (0)n y

2
y

= 1

Both value of (ny/nx) are imaginary: System is Elliptic PDE

Example 2

Non-dimensional, 2D Steady Inviscid Incompressible

fluid motion Eqs. Is

u v
=0
+
x y
u
u p
u
=0
+v
+
x
y x
v p
v
u +v +
=0
x
y y

Classify the system of equation

Solution

Unknown vector

Vector Formulation

Where
[T]:

1 0 0
A = u 0 1
0 u 0

Q = v
p
Q
Q
A
+B
=0
X
y

0 1 0
B = v 0 0
0 v 1

[T ] = [A]n x + [B ]n y

 nx
[T ] = un x
0

0
0
un x

0 0

n x + vn y
0 0

[T]:

nx

[T ] = un x + vn y

Dividing by n yields to
3
x

ny
0
vn y

ny
0
un x + vn y

0
n y

nx
n y

[T ] = (un x + vn y ) n x2 + n y2 = 0

n y
n y2
ny
ny

u
= ,
= 1
2 + 1 v + u = 0
nx
n
nx
v nx

Since mixed real and complex values, the System is a mixed Hyperbolic/Elliptic
system

Systems of 2nd Order PDEs

Classification of 2nd order PDEs is

facilitated if the order reduced to 1st then
the same previous procedure can be
applied
Lets consider Nondimensional form of
Steady, Incompressible Eq. of Motion

Eq.

u v
+
=0
x y
u
u
p 1 2 u 2 u
+v
= +
u
( 2 + 2)
x
y
x Re x
y
v
v
p 1 2 v 2 v
u +v
= +
( 2 + 2)
x
y
y Re x
y

Introducing auxiliary variables

Continuity Eq. Becomes

v
v
u
a = ,b = ,c =
y
x
y

v
u
=
= b
x
y

New variables
v v b
=
=
x y xy x
2

v 2 v a
and =
=
y x xy x

Equating the two expressions

b a

=0
x y
Similarly
c b
+
=0
x y

st
1

order system

u
=c
y
u v
+
=0
x y
b a

=0
x y
c b
+
=0
x y
a c p
+
= ub + vc
x y x
1 a b p
+
= ua + vb
Re x y y
1
Re

Vector Form

Vector form

Where

0
1
u

v
0

a
Q = , A = 0
0
b

p
0

Q
Q
+B
A
=C
x
y

0
0

0
0

0
0

0
0

0
0

1
0
1
Re

1
Re

0 0
1
0
0 0

0
0 0

1 0 , B = 0
0
0 1

0 0
0

0
1

0
0

0
0

0 1
0 0

0
1

0
0
1

Re

Re

0
0

0
0
0

0
0

Matrix [T]

n y
n
x
0

[T ] = 0

[T]:

|T|=0:

ny
0

0
ny

0
nx

0
0

nx
ny

Re

nx

Re

ny
nx
Re
ny

Re

0
0
0

nx

ny

ny
1 2 2
2 2
2
2
T =
n y n x + n y = 0 n x + n y = 0
Re
nx
ny
= 1 = imaginary( Elliptic)
nx

+ 1 = 0

Example

Unsteady 1-D Euler Eqs (For Prefect gas)

u
+u
+
=0
t
x
x
u
u 1 p
+u
+
=0
t
x x
p
p
2 u
+u
+ a
=0
t
x
x
Vector Formn
Q
Q
+A
=0
t
x

Where

Q = u , A = 0 u

p
0 a 2

0
1

Eigenvalue of the System

Or

a 2

0
1

=0

1 2
2
(u )(u )(u ) a = (u )(u ) a 2 = 0

( )

From which

1 = u, 2 = u a, 3 = u + a

Since all the eigenvalues are real, the

system is classified as hyperbolic

Initial and Boundary Conditions

Initial Condition: It is a requirement that

the dependent variable is specified at
some initial state.
Boundary Condition: It is a requirement
that the dependent variable or its
derivative must satisfy on the boundary of
the domain of the PDE.

Example 1

IC:
For t=0: T=T0
BC:

t 0 :
x =
x =
y =
y =

T
0
x
T
L
x
T
0
y
H T

= 0
= 1
= T0
= T0

Example 2

IC:
For t=0: u, v=0 and p=p0
BC:

t 0:
x =
x =
y =
y =

u
0
= C , p = P0
x
u
L
= 0 , p = P0
x
U 0 p
u
0
=
,
= 0
h y
y
H u , v = 0, p = 0