Sum of Second Order Linear PDEs

Click For Summary
SUMMARY

The discussion focuses on the properties of the sum of two multivariate functions, u_{1}(x,t) and u_{2}(x,t), which are solutions to second-order linear partial differential equations (PDEs). The equations are expressed in the form Au_{xx}+Bu_{xy}+Cu_{yy}+Du_{x}+Eu_{y}+Fu=G. The conclusion drawn is that the sum of these functions, defined as v=u_{1}+u_{2}, satisfies a new linear PDE, represented as (A+H)v_{xx}+(B+I)v_{xy}+(C+J)v_{yy}+(D+K)v_{x}+(E+L)v_{y}+(F+M)v=G+N, confirming the linearity of the sum under differentiation.

PREREQUISITES
  • Understanding of second-order linear partial differential equations (PDEs)
  • Familiarity with multivariate functions and their derivatives
  • Knowledge of linearity in mathematical operations
  • Basic concepts of differential calculus
NEXT STEPS
  • Study the properties of linear combinations of solutions to PDEs
  • Explore the implications of non-linear modifications to linear PDEs
  • Learn about the method of characteristics for solving second-order PDEs
  • Investigate the role of boundary conditions in the behavior of PDE solutions
USEFUL FOR

Mathematicians, physicists, and engineers working with partial differential equations, particularly those interested in the linearity and superposition principles in multivariate contexts.

Arkuski
Messages
38
Reaction score
0
Suppose we have two multivariate functions, u_{1}(x,t) and u_{2}(x,t). These functions are solutions to second-order linear equations, which can be written as follows:

Au_{xx}+Bu_{xy}+Cu_{yy}+Du_{x}+Eu_{y}+Fu=G

Each of the coefficients are of the form A(x,y). Now, the linearity of these equations are undermined when any of the derivatives are altered by something other than their coefficients (a square, multiplied by another derivative, etc). Let's suppose that the previous linear model applies to u_{1}(x,t) and u_{1}(x,t) has the following format:

Hu_{xx}+Iu_{xy}+Ju_{yy}+Ku_{x}+Lu_{y}+Mu=N

The question is to determine whether u_{1}(x,t)+u_{2}(x,t) is also a second degree linear PDE. If we were to compute this, we would find that the derivative of the sum would be the sum of the derivatives (i.e. \frac{\partial}{\partial x}=u_{1_{x}}+u_{2_{x}}. However, in the long sum of the terms, the derivatives appear as a linear combination, so for example, our \frac{\partial}{\partial x} term appears as Du_{1_{x}}+Ku_{2_{x}}. Would the sum thus constitute as being non-linear?
 
Last edited:
Physics news on Phys.org
If you define ##v=u_{1}+u_{2}##, then by the linearity of differentiation, ##v## satisfies the PDE
$$(A+H)v_{xx}+(B+I)v_{xy}+(C+J)v_{yy}+(D+K)v_{x}+(E+L)v_{y}+(F+M)v=G+N.$$
This is linear in ##v##. If I understand you correctly, this is what you're asking.
 
Ackbeet said:
If you define ##v=u_{1}+u_{2}##, then by the linearity of differentiation, ##v## satisfies the PDE
$$(A+H)v_{xx}+(B+I)v_{xy}+(C+J)v_{yy}+(D+K)v_{x}+(E+L)v_{y}+(F+M)v=G+N.$$
This is linear in ##v##. If I understand you correctly, this is what you're asking.

I should have been more clear. I meant that the second equation would have variables w_{xx} and so forth. This way, A+H could not reasonably be distributed as you have them.
 

Similar threads

  • · Replies 21 ·
Replies
21
Views
2K
Replies
5
Views
4K
Replies
5
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 1 ·
Replies
1
Views
4K
  • · Replies 0 ·
Replies
0
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 6 ·
Replies
6
Views
6K
Replies
1
Views
3K
  • · Replies 0 ·
Replies
0
Views
2K