Classifying a PDE's order and linearity

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In summary, the conversation discusses a system of first order PDEs and their properties based on the linearity of the functions ##f_1## and ##f_2##. The PDEs can be linear, quasilinear, semi-linear, or fully nonlinear depending on the nature of these functions. The example of ##f_1(u_1,u_2)=\sin u_1+\frac{1}{\cos u_2}## is used to demonstrate the difference between quasilinear and fully nonlinear PDEs. It is concluded that fully nonlinear PDEs are not possible for this system of PDEs.
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Homework Statement
State the system of PDEs order and whether they are linear, semi-linear, quasilinear, or fully nonlinear.
Relevant Equations
The equations of conservation laws.
##\partial_t u_1 = \partial_x (f_1(u_1, u_2))##
##\partial_ t u_2 = \partial_x (f_2(u_1, u_2))##
please see below.
 
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  • #2
We have the following equations of conversation laws.

##
\partial_t u_1 = \partial_x (f_1(u_1, u_2))##
##\partial_ t u_2 = \partial_x (f_2(u_1, u_2))
##This is a system of first order PDEs, because the highest derivatives are of order 1. The nature of the functions ##f_1## and ##f_2## are not given, so we assume the linearity of the PDEs depend on these functions. If the functions ##f_1## and ##f_2## are linear in both ##u_1## and ##u_2##, the PDEs are linear. if the functions ##f_1## and ##f_2##are not linear in ##u_1## and ##u_2##, we have quasilinear PDEs because the coefficients of the highest derivatives depend on lower derivatives.
 
  • #3
What if say ##f_1(u_1,u_2)=\sin u_1+\frac{1}{\cos u_2}## isn't then the PDEs full non linear?
 
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@Delta2
Then we have

##\partial_t u_1 = \partial_x (\sin u_1+\frac{1}{\cos u_2})##
##\partial_t u_1 = cos(u_1)\partial_x u_1 +sec(u_2)tan(u_2)\partial_x u_2##

and our highest derivatives ##\partial_x u_1## and ##\partial_x u_2## depend on trigonometric functions of ##u_1## and ##u_2##, which means our PDE is quasilinear.

We learned a PDE is quasilinear if the coefficients of highest derivatives only depend on lower derivatives. a PDE is fully nonlinear if the dependence on highest derivatives is nonlinear, for example, when we have ##(\partial_x u_1)^2## in a term. Am I misunderstanding the definitions?
 
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docnet said:
We learned a PDE is quasilinear if the coefficients of highest derivatives only depend on lower derivatives. a PDE is fully nonlinear if the dependence on highest derivatives is nonlinear, for example, when we have (∂xu1)2 in a term. Am I misunderstanding the definitions?
I see, hmm, then if those are your definitions of quasilinear and non linear then I think you are correct.
 
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@Delta thank you

So we have a system of PDEs whose properties depend on our functions ##f_1## and ##f_2##.

(1) If ##f_1## and ##f_2## are both linear in both ##u_1## and ##u_2##, our PDEs are linear with constant coefficients.

(2) If ##f_1## and ##f_2## result in derivatives whose coefficients are functions of ##u_1## and ##u_2##, our PDEs are quasilinear, because the coefficients of the highest derivatives are functions of ##u_1## and ##u_2##.

For example, for ##f_1 = (\sin u_1+\frac{1}{\cos u_2}) ## we have ##\partial_x (\sin u_1+\frac{1}{\cos u_2}) = cos(u_1)\partial_x u_1 +sec(u_2)tan(u_2)\partial_x u_2##.

(3) If ##f_1## and ##f_2## result in derivatives whose coefficients are functions ##f(x, t)##, our PDEs are semi-linear, because the coefficients of the highest derivatives only depend on ##x## and ##t##.

(4) If ##f_1## and ##f_2## result in PDEs whose dependence on highest derivatives is nonlinear, then we have fully nonlinear PDE.

I am not sure if the case is possible, for I cannot think of an example.
 
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  • #7
No case (4) is not possible for these PDEs because from the chain rule we get $$\partial_x f_1(u_1,u_2)=\partial_{u_1}f_1\partial_x u_1+\partial_{u_2}f_1\partial_x u_2$$ so the derivatives ##\partial_x u_1,\partial_x u_2## appear as they are, without being raised to powers or anything else.
 
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  • #8
I am sorry, for my last post to make sense, I should have explained that
##u_1, u_2 : t × x → R## and ##f_1, f_2 : R^2 → R ##

Delta2 said:
No case (4) is not possible for these PDEs because from the chain rule we get $$\partial_x f_1(u_1,u_2)=\partial_{u_1}f_1\partial_x u_1+\partial_{u_2}f_1\partial_x u_2$$ so the derivatives ##\partial_x u_1,\partial_x u_2## appear as they are, without being raised to powers or anything else.

Thank you! I understand now.
 

1. What is the definition of a partial differential equation (PDE)?

A PDE is a mathematical equation that involves multiple independent variables and their partial derivatives. It is used to describe relationships between multiple quantities in a system, such as temperature, pressure, and velocity.

2. How do you determine the order of a PDE?

The order of a PDE is determined by the highest order of the partial derivatives present in the equation. For example, if the equation contains only first-order partial derivatives, it is a first-order PDE.

3. What is the difference between a linear and a nonlinear PDE?

A linear PDE is one in which the dependent variable and its derivatives appear in a linear manner, meaning they are not multiplied or divided by each other. A nonlinear PDE, on the other hand, contains nonlinear terms, such as products or powers of the dependent variable and its derivatives.

4. How do you classify a PDE as elliptic, parabolic, or hyperbolic?

The classification of a PDE depends on the coefficients of the highest order derivatives in the equation. If these coefficients are constant and have the same sign, the PDE is elliptic. If they are constant and have opposite signs, the PDE is hyperbolic. If they are not constant, the PDE is parabolic.

5. Why is it important to classify a PDE's order and linearity?

Knowing the order and linearity of a PDE helps determine the type of solution it will have and the methods that can be used to solve it. It also provides insight into the physical behavior of the system described by the PDE, which is crucial in many scientific applications.

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