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An '''elliptic partial differential equation''' is a general [[partial differential equation]] of second [[Differential equation#Nomenclature|order]] of the form
: <math>Au_{xx} + 2Bu_{xy} + Cu_{yy} + Du_x + Eu_y + F = 0\,</math>
that satisfies the condition
:<math>B^2 - AC < 0.\ </math>
 
(Assuming implicitly that <math>u_{xy}=u_{yx}</math>. )
Just as one classifies [[conic section]]s and [[quadratic form]]s based on the [[discriminant]] <math>B^2 - 4AC</math>, the same can be done for a second-order PDE at a given point.  However, the [[discriminant]] in a PDE is given by <math>B^2 - AC,</math> due to the convention (discussion and explanation [[partial differential equations#Equations of second order|here]]). The above form is analogous to the equation for a planar [[ellipse]]:
 
: <math>Ax^2 + 2Bxy + Cy^2 + \cdots = 0</math> , which becomes (for : <math>u_{xy}=u_{yx}=0</math>) :
 
: <math>Au_{xx} + Cu_{yy} + Du_x + Eu_y + F = 0</math> , and  <math>Ax^2 + Cy^2 + \cdots = 0</math> . This resembles the standard ellipse equation: <math>{x^2\over a^2}+{y^2\over b^2}-1=0.</math>
 
In general, if there are ''n'' [[independent variable]]s ''x''<sub>1</sub>, ''x''<sub>2 </sub>, ..., ''x''<sub>''n''</sub>, a general linear partial differential equation of second order has the form
 
: <math>L u =\sum_{i=1}^n\sum_{j=1}^n a_{i,j} \frac{\part^2 u}{\partial x_i \partial x_j} \quad \text{ + (lower-order terms)} =0 \,</math>, where L is an [[elliptic operator]].
 
For example, in three dimensions (x,y,z) :
:<math>a\frac{\partial^2 u}{\partial x^2} + b\frac{\partial^2 u}{\partial x\partial y} + c\frac{\partial^2 u}{\partial y^2} + d\frac{\partial^2 u}{\partial y\partial z} + e\frac{\partial^2 u}{\partial z^2}  \text{ + (lower-order terms)}= 0,</math>
 
which, for [[separable equation|completely separable]] u (i.e. u(x,y,z)=u(x)u(y)u(z) ) gives
 
:<math>a\frac{\partial^2 u}{\partial x^2} + c\frac{\partial^2 u}{\partial y^2} + e\frac{\partial^2 u}{\partial z^2}  \text{ + (lower-order terms)}= 0.</math>
 
This can be compared to the equation for an ellipsoid; <math>{x^2\over a^2}+{y^2\over b^2}+{z^2\over c^2}=1. </math>
 
== See also ==
* [[Elliptic operator]]
* [[Hyperbolic partial differential equation]]
* [[Parabolic partial differential equation]]
*[[partial differential equations#Equations of second order|PDEs of second order]], for fuller discussion
 
==External links==
* {{springer|title=Elliptic partial differential equation|id=p/e035520}}
* {{springer|title=Elliptic partial differential equation, numerical methods|id=p/e035530}}
 
[[Category:Partial differential equations]]

Revision as of 21:47, 24 December 2013

An elliptic partial differential equation is a general partial differential equation of second order of the form

Auxx+2Buxy+Cuyy+Dux+Euy+F=0

that satisfies the condition

B2AC<0.

(Assuming implicitly that uxy=uyx. )

Just as one classifies conic sections and quadratic forms based on the discriminant B24AC, the same can be done for a second-order PDE at a given point. However, the discriminant in a PDE is given by B2AC, due to the convention (discussion and explanation here). The above form is analogous to the equation for a planar ellipse:

Ax2+2Bxy+Cy2+=0 , which becomes (for : uxy=uyx=0) :
Auxx+Cuyy+Dux+Euy+F=0 , and Ax2+Cy2+=0 . This resembles the standard ellipse equation: x2a2+y2b21=0.

In general, if there are n independent variables x1, x2 , ..., xn, a general linear partial differential equation of second order has the form

Lu=i=1nj=1nai,j2uxixj + (lower-order terms)=0, where L is an elliptic operator.

For example, in three dimensions (x,y,z) :

a2ux2+b2uxy+c2uy2+d2uyz+e2uz2 + (lower-order terms)=0,

which, for completely separable u (i.e. u(x,y,z)=u(x)u(y)u(z) ) gives

a2ux2+c2uy2+e2uz2 + (lower-order terms)=0.

This can be compared to the equation for an ellipsoid; x2a2+y2b2+z2c2=1.

See also

External links

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