Linearity of Partial Differential Equations

In summary, the equations u_{t}-u_{xx}+xu=0 and iu_{t}-u_{xx}+\frac{u}{x}=0 are both linear in the dependent variable u, meaning that u and its derivatives appear to the first degree. This can be seen by rewriting the equations in a linear form and applying the conditions for linearity. The equation u_{x}+e^{y}u_{y}=0 is also linear in u, as it satisfies the conditions for linearity.
  • #1
BustedBreaks
65
0
Is this linear homogeneous, linear inhomogeneous etc...
[tex]u_{t}-u_{xx}+xu=0[/tex]

From that first one I get this
[tex]\frac{u_{t}-u_{xx}}{u}=-x[/tex]
which I'm not sure is linear.

Edit:
Similar questions involve the following equations:
[tex]iu_{t}-u_{xx}+\frac{u}{x}=0[/tex]

and

[tex]u_{x}+e^{y}u_{y}=0[/tex]

Another Edit:

I think I see the answer. I can rewrite the first equation like this:
[tex](u_{t}-u_{xx}+xu)(\frac{1}{x})=0(\frac{1}{x})[/tex]

and get a linear equation:

[tex]\frac{u_{t}}{x}-\frac{u_{xx}}{x}+u=0[/tex]
UGH... Another Edit..

I'm not sure which approach is correct, the first or the second...
 
Last edited:
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  • #2
What makes such an equation linear is the fact that it is linear in the dependent variable u. That means u and its derivatives appear to the first degree. No u2 or uux and the like.

More specifically, if your differential operator is denoted L(u), it has the property that:

L(u + v) = L(u) + L(v) and L(cu) = cL(u) for constant c.

For example, given the equation

c(x,y)uxx+ f(x,y)u + g(x,y)uyy = h(x,y)

if you call L(u) = c(x,y)uxx+ f(x,y)u + g(x,y)uyy the equation becomes:

L(u) = h(x,y)

If you try the above two conditions on L, you will see that it satisfies them because of the linearity of taking derivatives. It wouldn't if it had terms like u2, sin(u) etc.
 

1. What is linearity in the context of partial differential equations?

Linearity in partial differential equations refers to the property of the equation where the dependent variable and its derivatives appear in a linear manner. This means that the equation can be written as a linear combination of the dependent variable and its derivatives.

2. How does linearity affect the solutions to partial differential equations?

Linearity allows for the use of superposition, where the solutions to a linear partial differential equation can be combined to form new solutions. This makes it easier to find solutions to more complex equations by breaking them down into simpler linear equations.

3. Can a partial differential equation be both linear and non-linear?

No, a partial differential equation can only be either linear or non-linear. A non-linear equation cannot be written as a linear combination of the dependent variable and its derivatives.

4. How does the linearity of a partial differential equation affect its stability?

Linear partial differential equations are generally more stable than non-linear equations. This is because the solutions to linear equations do not exhibit chaotic behavior like non-linear solutions can.

5. Are there any real-world applications of linear partial differential equations?

Yes, linear partial differential equations are used in many fields of science and engineering, such as fluid dynamics, heat transfer, and quantum mechanics. They are also essential in the study of physical phenomena, such as wave propagation and diffusion processes.

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