Pde Lectures

Introduction to Classical Partial Differential
Equations
Horst R Beyer123 & Maricela Beyer2,3
Matematicas
Para Todos R
Tuxtla Gutirrez, 2017
1
UNAM, Instituto de Matemticas, Mexico City,
2
Centro Mesoamericano de Fsica Terica (MCTP), Tuxtla Gutirrez,
3
en apoyo al Programa para un Avance Global e Integrado de la
Matemtica Mexicana, FORDECyT.
Outline
First-Order
The Wave Equation in Two
Introduction Quasi-Linear Systems Space Dimensions
Inhomogeneous Wave
Conventions of PDE Equations
Linear Symmetric Conservation Laws for
Basic Definitions Hyperbolic Systems Wave Equations
Problems Compressible Eulers Main Examples of Elliptic
Three Main Examples Equations in One Space Equations
of PDE Dimension The Method of Separation of
Hyperbolic Systems Variables
Problems Simple Transformations of the
Single First-Order The Inhomogeneous Wave Laplace Operator
Equation in One Space Strong Maximum Principles
Quasi-Linear PDE Dimension Greens Representation
The Linear Case Single Second-Order
Integral Curves of Vector Fields Formula
The Linear Case PDE The Solution of the
Problems Dirichlet Problem for
Characteristic Surfaces Classification of Single
Second-Order Balls in Rn
Problems
Time Decay of Solutions of Quasi-Linear PDE Heat Equation
PDE (Energy Method) Second-Order Equations With
The Quasi-Linear Case Constant Coefficients Appendix
Incompressible Eulers Main Examples of
Equations in One Space Hyperbolic Equations Index
Dimension The Wave Equation in Three
Problems Space Dimensions References
Introduction
I This course introduces into the field of classical PDE,

I although a few results emerging from a functional analytic
treatment are stated.
I The latter results will not be used or proved here.
Introduction
I The classical theory of partial differential equations (PDE)

I considers solutions of PDE or systems of PDE
I that are continuous with continuous partial derivatives up
to some order,
I i.e., maps whose corresponding component functions are
of class C k for some k N .
Introduction
I These classes of functions turned out to be inadequate for

deciding such questions as well-posedness,
I i.e., the existence and uniqueness of the solution
I as well as its continuous dependence on given data with
respect to some topology.
I The theory of function spaces
I as well as the mathematical field of functional analysis
were created for that purpose.
Introduction
I Why is the theory of classical PDE still important?

I Still, its results provide the basic ways of thinking and the
experience that shape the field.
I Without this intuition more advanced courses in PDE
would be hard to follow.
Introduction
I We enter the field through quasi-linear partial differential

equations of the first order.
I Each of these can be solved in a geometric way:
I The restriction of the unknown function of such a PDE to
so called characteristic curves
I leads to a family of ordinary differential equations.
I The solution of these ODE leads to the solution of the PDE.
I The characteritics can be read off from the PDE in
question.
Introduction
I The solutions of such PDE show a remarkable complexity.

I In particular, the possibility or impossibility of the solution
of a boundary value problem is dependent on the geometry
of the characteristics.
I Such PDE provide an excellent training ground for what to
expect in the solution of higher order equations that will be
addressed later on in the course.
Introduction
I References: There are a couple of good references in the

field of classical PDE, such as [9, 12, 23],
I but these and other approaches I am aware of lack
geometrical viewpoints
I and use somewhat dated notation that affects the
transparency of the results.
I The current approach uses geometrical point of views
wherever possible
I and modern notation throughout to achieve utmost
transparency.
Introduction
I For the following, it should be helpful to keep in mind that

predominantly, the theory of PDE is trying to answer the
following questions:
1. Is there a solution of the problem, usually a PDE or a
systems of PDE subject to boundary and/or initial
conditions.
2. If there is such a solution, is it unique?
Introduction
3. If there is unique solution:

I Is it stable against a small perturbation of the data, e.g., the
boundary and/or initial conditions or even a small
perturbation of the PDE/system of PDE?
I How can the solution be calculated or at least
approximated? In the latter case, what about error bounds?
I If a calculation of the solution is not feasible, are there any
special properties of the solution, e.g., how smooth
(differentiable) is it, or is there an asymptotic behavior?
I
Conventions
I The symbols N, R, C been excluded.

denote the natural I We call x R positive
numbers (including zero),
(negative) if x > 0
all real numbers and all
(x 6 0).
complex numbers,
respectively. I In addition, we call x R
I The symbols N , R , C strictly positive (strictly
denote the corresponding negative) if x > 0
sets from which 0 has (x < 0).
Conventions
I For every n N , e1 , . . . , en denotes the canonical basis of
Rn ,
I i.e, for every i {1, . . . , n} the i-th component of ei has
the value 1,
I whereas all other components of ei vanish.
I For every x = (x1 , . . . , xn ) Rn , |x| denotes the Euclidean
norm of x given by
q
|x| := x12 + + xn2 .
I Also, we define the Euclidean scalar product of vectors

x = (x1 , . . . , xn ), y = (y1 , . . . , yn ) Rn by
x y := x1 y1 + + xn yn .
Conventions
I In addition, we define the open ball U (x) of radius > 0
around x by
U (x) := {y Rn : |y x| < } ,
I the closed ball B (x) of radius > 0 around x by
B (x) := {y Rn : |y x| 6 }
I and the n-sphere Sn (x) of radius > 0 around x by
Sn (x) := {y Rn : |y x| = } .
I In the last symbol, the index is omitted if = 1 and the

label x and the brackets are omitted if x = 0.
I In addition, for every S Rn , S denotes the closure of S in
the Euclidean topology.
Conventions
I Further, in connection with matrices, the elements of Rn

are considered as column vectors.
I In this connection, for K {R, C}, M(n n, K) denotes
the vector space of n n matrices with entries from K.
I For every A M(n n, K),
I det A denotes its determinant
I and
kerA := {x Rn : A x = 0} ,
I where the dot denotes matrix multiplication.
Conventions
I We always assume composition of maps (which includes

addition, multiplication etc.) to be maximally defined.
I For instance, the addition of two maps is defined on the
(possibly empty) intersection of their domains.
I For every non-empty set S, idS denotes the identical map
on S defined by
idS (p) := p
for every p S.
Conventions
For each k N, n N , K {R, C} and each non-empty open
subset of Rn ,
I the symbol C k (, K) denotes the linear space of
continuous and k-times continuously partially
differentiable K-valued functions on .
I Further, C0k (, K) denotes the subspace of C k (, K)
containing those elements that have a compact support in
.
I In addition, if U Rn is non-open and such that
U , then C k (U, K) is defined as the subspace of
C k (, K) consisting of those elements for which there is an
extension to an element of C k (V , K) for some open subset
V of Rn containing U.
I In the special case k = 0, the corresponding superscript is
omitted.
Conventions
For every map f : U Rn defined on some subset U Rm ,

where m, n N , and differentiable in x U,
I f 0 (x) M(m n, R) denotes the derivative of f in x given
by
fi
f 0 (x)ij := (x)
xj
for all i {1, . . . , n} and j {1, . . . , m}.
I In addition, in the case n = 1, we define the gradient of f in
x by
n
X f
(f )(x) := (x) ei .
i=1
x i
Conventions
I Further, for every differentiable map from some

non-trivial open interval I of R into Rn , we define
0 ( ) := ((p1 ) 0 ( ), . . . , (pn ) 0 ( ))
for every I,
I where p1 , . . . , pn denote the coordinate projections of Rn ,
defined by
pi (x) := xi
for every x = (x1 , . . . , xn ) Rn and i {1, . . . , n}.
Basic Definitions
Definition 3.1
I A partial differential equation (PDE) for a map
u : Rp , p N ,
I where is a non-trivial open subset of some Rn for n N
satisfying n > 2,
I is an equation
2u 2u

u u
f x, u(x) , (x) , . . . , (x) , 2 (x) , (x) , . . . = 0 ,
x1 xn x1 x1 x2
(3.1)
I where x runs through the elements of .
I Here f : 0 R, where 0 is a non-empty open
subset of some Rm for m N satisfying m > 2p.
Basic Definitions
Definition (cont.)
I Note that such f is not unique.
I The order of the highest derivative occuring in (3.1) 4 is
called the order of the PDE.
I A map u satisfying (3.1) for every x is called a
solution of the PDE.
4
i.e, such that f actually depends on the corresponding coordinate
projection
Basic Definitions
Example 1
(A Hamilton-Jacobi equation)
I The equation
2
S 1 S
=0 (3.2)
t 2 x
for S : R2 R,
I a special case of the so called Hamilton-Jacobi equation
(for the function S)
I which is of importance in the field of classical mechanics,
I is a partial differential equation.
Basic Definitions
Example (cont.)
I For this, we notice that
2
S 1 S S S
(t, x) (t, x) = f t, x, S(t, x) , (t, x) , (t, x)
t 2 x t x
for all (t, x) R2 ,

I where f : R5 R is defined by
x52
f (x) := x4
2
for every x = (x1 , . . . , x5 ) R5 .
Basic Definitions
Example (cont.)
I The order of the highest derivatives occurring in (3.2) is 1,
I and hence the equation is of first order.
I In particular, the family (Sp )pR , where
p2
up (t, x) := t + px
2
for all (t, x) R2 ,
I is a one-parametric family of solutions of the equation.
I The equation is non-linear since u1 is a solution of (3.2),
but 2u1 is not.
Basic Definitions
Example 2
(The wave equation in one space dimension)
I The equation
2u 2u
2 =0, (3.3)
t 2 x
for u : R2 R,
I the so called wave equation in one space dimension (for
the function u)
I which has important applications in the description of the
propagation of waves,
I is a partial differential equation.
Basic Definitions
Example (cont.)
2u 2u
(t, x) (t, x)
t2 x 2
u u
= f t, x, u(t, x) , (t, x) , (t, x) ,
t x
2u 2u 2u 2u

(t, x) , (t, x) , (t, x) , 2 (t, x)
t 2 tx xt x
for all (t, x) R2 ,

I where f : R9 R is defined by
f (x) := x6 x9
for every x = (x1 , . . . , x9 ) R9 .

Basic Definitions
Example (cont.)
I The order of the highest derivatives occurring in (3.3) is 2,
I and hence the equation is of second order.
I Also, as a consequence of the sum rule and product rule for
partial derivatives, the equation is linear.
I In particular, the family (u(a,b) )(a,b)R2 , where
u(a,b) (t, x) := at + bx
for all (t, x) R2 ,

I is a two-parametric family of solutions of the equation.
Basic Definitions
I Examples for PDE equations without solutions are easy to

find.
I For instance, the PDE
2
u
= 1
x
for partially differentiable u : R2 R has no solution.

I For a less obvious example of system of PDE without
solutions, see Problem 3.
Basic Definitions
Definition 3.2
I A system of partial differential equations for u
I consists of a finite number of partial differential equations
(PDE) for u,
I and u is called a solution of the system if it satisfies all
those equations.
I The order of a system of PDE is defined as the maximum of
the orders of those partial differential equations.
Basic Definitions
Definition 3.3
I A PDE or system of PDE is called linear
I if sums as well as real multiples, both pointwise defined, of
solutions are solutions, too.
I Otherwise, it is called non-linear.
Basic Definitions
Example 3
(Cauchy-Riemann equations)
I The system
u1 u2 u1 u2
= , = ,
x1 x2 x2 x1
for u = (u1 , u2 ) : R2 R2 ,
I the so called Cauchy-Riemann system of differential
equations (for u)
I which has applications in the field of complex analysis,
I is a system of PDE.
Basic Definitions
Example (cont.)
u1 u2
(x) (x)
x1 x2

u1 u2 u1 u2
= f1 x, u1 (x), u2 (x), (x) , (x) , (x) , (x) ,
x1 x1 x2 x2
u1 u2
(x) + (x)
x2 x1

u1 u2 u1 u2
= f2 x, u1 (x), u2 (x), (x) , (x) , (x) , (x) ,
x1 x1 x2 x2
Basic Definitions
Example (cont.)
I where f1 , f2 : R7 R are defined by
f1 (x1 , . . . , x7 ) := x4 x7 , f2 (x1 , . . . , x7 ) := x5 + x6
for every x = (x1 , . . . , x7 ) R7 .

I The order of the highest order derivatives occurring in the
system is 1,
I and hence the system is of first order.
I Also, as a consequence of the sum rule and product rule for
partial derivatives,
I the system is linear.
Basic Definitions
Example (cont.)
I In particular, the family (u)(a,b)R2 , where
u(a,b) (x) := (a, b)
for all x R7 ,
I is a two-parametric family of solutions of the system.
Basic Definitions
1) For each of the following PDE or systems of PDE, find a

map f such that
2u 2u

u u
f x, u(x) , (x) , (x) , 2 (x) , (x) , . . . = 0 ,
x1 x2 x1 x1 x2
where u : Rp and p is an appropriate element of N ,

and x runs through the elements of R2 . In particular, find
the order n of the equation or system and decide whether it
is linear. Also, if the equation or system is linear, find a
pn-parametric family of solutions. On the other hand, if the
equation or system is non-linear, find a non-constant
solution and use the solution for the proof of non-linearity.
Basic Definitions
a)
2u 2u u
2
(t, x) 2
(t, x) = 3 (t, x) , := R2 ,
t x t
b)
2u 2u
(x, y) = (x, y) , := R2 ,
x 2 y2
c)
4u 4u 4u
(x, y) + 2 (x, y) + (x, y) = 0 , := R2 ,
x 4 x 2 y2 y4
d)
2u 2u
2
2 = u4 , := (0, ) R ,
t x
e)
u1 u2 u2 u1
+ =0, + = 0 , := R2 .
t x t x
Basic Definitions
Remark: The equation from a) is a special case of the telegraph

equation in 2-dimensions, the equation from b) is the so called
Laplace equation in 2-dimensions, the equation from c) is the so
called biharmonic equation in 2-dimensions, equations of the
form of that in d) appear in Quantum Field Theory and the
system from e) is the system of Maxwells evolution equations
in 1-space dimension.
Basic Definitions
2) Let U be some non-empty open subset of R2 and
a : U R, b : U R partially differentiable such that5
a a b b
b a =b a =0.
x y x y
Show that u : U R defined by
u(x, y) := f (a(x, y)x + b(x, y)y)
for all (x, y) U and some differentiable f : R R

satisfies
u u
b a =0.
x y
5
Note that the following equations are trivially satisfied if a and b are both
constant functions.
Basic Definitions
3) Let p : R R be differentiable, u a real-valued function
that is defined as well as partially differentiable on a
non-empty open subset U of R2 such that
u u
= (p u) .
t t
a) Show for every differentiable f : R R, that the function
v defined by
v(t, x) := f (x + p(u(t, x)) t)
for every (t, x) U, satisfies
v v
= (p u) .
t t
b) In this way, find non-constant u defined on some
non-empty open subset on R2 satisfying
b1)
u u
=a ,
t x
Basic Definitions
4) Show that u : R defined by
2
u := (3.4)
x
satisfies
u 2u u
2 +u =0. (3.5)
t x x
Here, R2 is non-empty and open, R, t and x
denote the coordinate projections of R2 onto the first and
second coordinate, respectively, and C 3 (, R ) is a
solution of the heat equation in one space dimension
2
2 =0 .
t x
Basic Definitions
Remark: (3.5) coincides with the Navier-Stokes equation

describing the evolution of the velocity distribution u of an
imcompressible fluid in one space dimension. Sometimes, this
equation is also called Burgers equation. (3.4) is called
Hopf-Cole transformation. Note that the latter transforms a
nonlinear equation into a linear equation.
Basic Definitions
5) Let r > 0 and a R. Show that the system of PDEs

u u
(x, y) = ax 2 y + 1 , (x, y) = 4x 3
x y
for every (x, y) Ur (0) R2 and differentiable

u : Ur (0) R satisfying u(0, 0) = 0 has a solution if and
only if a = 12. In the latter case, show that there is a
unique solution such that u(0, 0) = 0. In addition,
calculate this solution.
Basic Definitions
6) a) Let f : R R and g : R R be twice differentiable

functions. Define
u(t, x) := f (x t) + g(x + t)
for all (t, x) R2 . Calculate
u u 2u 2u
(t, x) , (t, x) , (t, x) , (t, x)
t x t 2 x 2
for all (t, x) R2 .
a1) Conclude that u satisfies the wave equation in one space
dimension
2u 2u
2 =0. (3.6)
t 2 x
Basic Definitions
t
u Hb ,a L
b
a u Ha ,b L
x
-b -a O a b
u H-a ,-b L -a
-b
u H-b ,-a L
Figure 1: Visualization of the parallelogram identity, (3.7). The sum

of the values of u in the red points equals that in the blue points.
Basic Definitions
6) a) a2) Prove that the following parallelogram identity is true
u(ta, xb)+u(t+a, x+b) = u(tb, xa)+u(t+b, x+a)

(3.7)
for all (t, x), (a, b) R2 .
b) Find solutions u1 : R2 R, u2 : R2 R of (3.6)
satisfying the following initial conditions
1 u1
u1 (0, x) = , (0, x) = 0 ,
1 + x2 t
u2 1
u2 (0, x) = 0 , (0, x) =
t 1 + x2
for all x R.
Basic Definitions
7) Find all maximal solutions of the minimal surface equation

" 2 # 2 " 2 # 2
u u u u u u 2 u
1+ + 1 + 2 =0
y x 2 x y2 x y xy
p
of the form u(x, y) = k( x 2 + y2 ), (x, y) R2 \ Ba (0),
where k C 2 ((a, ), R) and a > 0.
Basic Definitions
8) (Transformations of partial differential expressions) Let

u : R2 R be twice differentiable.
a) Let A, B, C, a, d R and v := u h, where h : R2 R2 is
defined by
h(t, x) := (at, dx)
for all (t, x) R2 . Show that
2v 2v 2v
A 2 (t, x) + B (t, x) + C 2 (t, x) =
t 2 tx
2u
x
u 2u
a2 A 2 + 2adB + d 2 C 2 (h(t, x))
t tx x
for all (t, x) R2 .

Basic Definitions
8) b) Let A, B, C, a, b, c, d R and v := u h, where

h : R2 R2 is defined by
h(t, x) := (at + bx, ct + dx)
for all (t, x) R2 . Show that
2v 2v 2v
A 2 (t, x) + B (t, x) + C 2 (t, x) =
t tx
2
x
u 2u
(a2 A + 2abB + b2 C) 2 + 2[acA + (ad + bc)B + bdC] +
t tx
2u

(c2 A + 2cdB + d 2 C) 2 (h(t, x))
x
for all (t, x) R2 .

Basic Definitions
8) b) Note that
a2 A + 2abB + b2 C = ht(a, b)|M t(a, b)i ,

c2 A + 2cdB + d 2 C = ht(c, d)|M t(c, d)i ,
acA + (ad + bc)B + bdC = ht(a, b)|M t(c, d)i ,
where M denotes the symmetric 2 2-matrix

A B
M := ,
B C
tdenotes transposition, matrix multiplication and h | i the
Euclidean scalar product on R2 .
Basic Definitions
8) c) Use the results of a) and b) to find a, b, c, d R such that

v := u h, where h : R2 R2 is defined by
h(t, x) := (at + bx, ct + dx)
for all (t, x) R2 , satisfies
2v 14 2 v 2v
(t, x) + (t, x) + 5 (t, x)
t 2 3 tx x 2
2u 2u

= 2 (h(t, x))
t 2 x
for all (t, x) R2 .

Three Main Examples of PDE
I For the following examples, let be a non-empty open
subset of R3 .
I Poissons equation determines,
I for example6 , the gravitational potential as a function of
position, U C 2 (R3 , R),
I generated by a mass distribution C(R3 , [0, )).
I In this application, it is given by
4U = 4 ,
I where as usual
3
X 2U
4U :=
i=1
xi2
I and 7 is the gravitational constant.
6
Another application of Poissons equation is in the determination of a
static electric field from a static charge distribution in electrodynamics.
7
= (6.67428 0.00067) 1011 m3 kg1 s2 [5].
I The gravitational field corresponding to U is given by
Eg := U .
I Poissons equation is of second order.

I For the case of a vanishing mass distribution, it is linear.
I It is a prototype of a so called elliptic equation.
In the following examples, I denotes a non-empty open interval

of R whose elements are interpreted as specifying time.
Therefore, the partial derivative of a function f defined on I
into the direction of the first coordinate is denoted by
f
.
t
I The heat equation8 describes the temperature as a function
of position and time, T C 2 (I , R),
I in a homogeneous body occupying the volume .
I It is given by
T
(t, x) [4T (t, )](x) = 0
t
for every (t, x) I ,
I where (0, ) is the thermal diffusivity9 of the body.
I The heat equation is linear and of second order.
I It is a prototype of a so called parabolic equation.
8
This equation is also sometimes referred as diffusion equation.
9
For instance, the thermal diffusivity of iron at 27 degrees Celsius is about
0.227 cm2 /s [15].
I The wave equation describes,
I in particular, the pressure as a function of position and
time, p C 2 (I , [0, )),
I in a homogeneous body occupying the volume .
I In this application, it is given by
2p
(t, x) c2 [4p(t, )](x) = 0
t 2
for every (t, x) I U,
I where c (0, ) is the speed of sound.10
I The wave equation is linear and of second order.
I It is a prototype of a so called hyperbolic equation.
10
For instance, c is about 343.6 m/s in dry air of 20 degrees Celsius [14].
The definition of ellipticity, parabolicity and hyperbolicity of a

PDE or system of PDE will be given later on in the course.
These characterizations will turn out to have major implications
for the type of boundary value problems that can be posed for
the individual types as well as the qualitative behavior of the
solutions.
1) Calculate all necessary derivatives and determine whether u
is a solution of Laplaces equation in two dimensions on D,
2u 2u
(x, y) + (x, y) = 0
x 2 y2
for all (x, y) D. If applicable, a, b R.
a) u(x, y) := a ex cos(y) + b ex sin(y) for (x, y) D := R2 ,

b) u(x, y) := x 3 3xy2 for (x, y) D := R2 ,
c) u(x, y) := (1/2) ln(x 2 + y2 ) for (x, y) D := R2 \ {0} ,
d) u(x, y) := x sin(x + y) + y cos(x + y) for (x, y) D := R2 ,

x+y
e) u(x, y) := arctan
1 xy
for (x, y) D := {(x, y) R2 : xy 6= 1} .
2) Calculate all necessary derivatives and determine whether
u is a solution of Laplaces equation in three dimensions on
D,
2u 2u 2u
(x, y, z) + (x, y, z) + (x, y, z) = 0
x 2 y2 z2
for all (x, y, z) D. If applicable, a, b R.
a) u(x, y, z) := exyz for (x, y, z) D := R3 ,

b) u(x, y, z) := a e5x sin(3y) cos(4z) + b e5x cos(3y) cos(4z)
for (x, y, z) D := R3 ,
c) u(x, y, z) := x 3 2xy2 xz2 for (x, y, z) D := R3 ,
p
d) u(x, y, z) := 1/ x 2 + y2 + z2 for (x, y, z) D := R3 \ {0}
3) Calculate all necessary derivatives and determine whether
or, if applicable, when T is a solution of the heat equation
in one space dimension
T 2T
(t, x) 2 (t, x) = 0
t x
for all (t, x) D, where > 0. If applicable, > 0,
a, b R, a1 , . . . , a6 R.
h p p i
a) T (t, x) := et a sin / x + b cos / x
for (t, x) D := R2 ,

b) T (t, x) := et / x for (t, x) D := R2 ,
c) T (t, x) := a1 + a2 t + a3 x + a4 t 2 + a5 tx + a6 x 2
for (t, x) D := R2 ,
x2

1/2
d) T (t, x) := t exp for (t, x) D := (0, ) R
4 t
4) Let f , g : R R be twice differentiable, but otherwise
arbitrary. Define u : R (R2 \ {0}) R by
1
u(t, x) := p [ f ( t |x| ) + g( t + |x| ) ]
|x|
for all (t, x) R (R2 \ {0}). Calculate all necessary
derivatives of u, and verify that u satisfies the wave
equation
2
u 1
2
4u (t, x) + u(t, x) = 0
t 4|x|2
for every (t, x) R (R2 \ {0}), where
(4u)(t, x) := [4u(t, )](x)
for all (t, x) R (R2 \ {0}).

5) a) Let f , g : R R be twice differentiable, but otherwise
arbitrary. Define u : R (R3 \ {0}) R by
1
u(t, x) := [ f ( t |x| ) + g( t + |x| ) ]
|x|
for all (t, x) R (R3 \ {0}). Calculate all necessary

derivatives of u, and verify that u satisfies the wave
equation in three space dimensions
2u
4u = 0 ,
t 2
where
(4u)(t, x) := [4u(t, )](x)
for all (t, x) R (R3 \ {0}).
5) b) Consider the case that g = f in part a). Calculate
lim u(t, x)
x0,x6=0
for the corresponding u. Conclude that in general, u cannot

be extended to a twice differentiable function on R2 . An
analogous type of reasoning will be applied in Section 1 in
connection with the so called focusing effect.
Single First-Order Quasi-Linear PDE
I For motivation, we consider a simple example,
I namely the equation
u
(x, y) = g(x, y) (5.1)
y
for every (x, y) R2 ,

I where u : R2 R and g : R2 R is some given
continuous function.
I As a consequence of the definition of partial derivatives,
I the equation (5.1) is equivalent to the family of ordinary
differential equations
(u(x, )) 0 = g(x, ) ,
for x R.
I For x R, it follows by the Fundamental Theorem of
Calculus that
Z y1
u(x, y1 ) u(x, y0 ) = (u(x, )) 0 dy
y
Z 0y1 Z y1
= g(x, ) dy = g(x, y) dy
y0 y0
I and hence, for y0 , y1 R such that y0 6 y1 , that
Z y1
u(x, y1 ) = u(x, y0 ) + g(x, y) dy
y0
11
I We conclude for every y R that
Z y
u(x, y) = u(x, y0 ) + g(x, y) dy .
y0
11
Note that for this to be true, our assumption that g is continuous can be
weakened, for instance, to the assumption that g(x, ) is continuous for every
x R.
y
3
C
1
x
-5 -3 -1 1 3 5
-1
-3
-5
Figure 2: A solution to (5.1) is uniquely determined along a parallel to

the y-axes by its value in one point of that parallel. It is possible to
freely specify the values of such solution only along curves C that
intersect each of those parallels in precisely one point.
I As a consequence, the function u is determined along a

parallel to the y-axes,
I if its value is known in one point of that parallel.
I Therefore, the values of u can be freely specified only on
curves that are intersected at most once by each such
parallel.
I In particular, such values cannot be freely specified on a
curve that is intersected by one of those parallels in two
different points.
I If f : I R,
I where I is some non-empty open interval in R,
I is a given function,
I and the values of u along the graph of f are prescribed,
I the solution to (5.1) on I R,
I assuming those values along that graph,
I is given by
Z y
u(x, y) = u(x, f (x)) + g(x, y) dy
f (x)
for every (x, y) I R.

I We note that, in general, such solution is not necessarily
continuous.
I In the following, also general quasi-linear first-order linear

PDE for one unknown function
I will turn out to be equivalent to families of ordinary
differential equations.
I The role of the parallels to the y-axes is played by the
images of integral curves of a vector field a
I that is read off from the coefficients of the equation.
I For the previous PDE, a is given by a(x, y) = (0, 1) for
(x, y) R2 .
I Such integral curves are considered in the next section.
I In the following, we give a brief introduction to the

geometrical concept of integral curves of vector fields.12
I For this, we consider the special example of the field
a : R2 R2 defined by
a(x, y) := ( 1, 1 + y2 ) (5.2)
for every (x, y) R2 .

I Fig 3 displays the direction field ea : R2 R2 that is
associated to a.
12
A more in depth treatment of this concept is given in courses in
differential geometry or differential topology.
I It is defined by
ea (x, y) := |a(x, y)|1 a(x, y)

!
2
1 1+y
= p , p
2
2 + 2y + y 4 2 + 2y2 + y4
for every (x, y) R2 .

I As a consequence, for every (x, y) R2 , the directions of
a(x, y) and ea (x, y) coincide and, in addition, ea (x, y) has
length one
|ea (x, y)| = 1 .
1.5
1.0
0.5
y 0.0
-0.5
-1.0
-1.5
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
x
Figure 3: Plot of the direction field ea corresponding to a defined in

(5.2) along with the image of an integral curve of a.
I For motivation, we interpret a as a velocity field,
I e.g., of a plane fluid flow.
I If we expose a point particle of negligible mass to such a
flow,
I the particle will be carried along,
I such that at every time t
I its corresponding speed coincides with the speed of the
fluid flow at its position at that time.
I Hence if : I R2 describes the path of the particle as a
function of time,
I where I is some non-trivial open time interval,
0 (t) = a((t)) ,
for all t I.
I Such path is called an integral curve of a.13

I Note that in this case also : ( c, c) R2 ,
I where , R are such that I = (, ),
I defined by
(t) := (t + c)
for every t ( c, c),
I is an integral curve of a with the same range as .
13
Here, some abuse of terminology is to be noticed. Usually, curves are
defined as particular sets, whereas is a parametrization of such a set,
namely, the image (I) of . Hence a more accurate, but less common,
naming convention for integral curves would be integral paths.
I For this reason, in the following, we can restrict
consideration to integral curves with domains containing 0.
I If j is the j-th component function of , j {1, 2},
I we arrive at the following system of ordinary differential
equations:
10 (t) = 1 , 20 (t) = 1 + (2 (t))2 ,
t I.
I The first equation has the solution
1 (t) = t + x0 ,
t I,
I where x0 := 1 (0), y0 := 2 (0).
I The second equation is equivalent to
20 (t)
1= = (arctan 2 ) 0 (t) ,
1 + (2 (t))2
t I.
I Hence
arctan(2 (t)) = t + arctan(y0 ) ,
t I.
I From this, we conclude that
I Im := ( arctan(y0 ) (/2), arctan(y0 ) + (/2))
I and that
2 (t) = tan(t + arctan(y0 ))
for all t I Im .
I As a consequence, the integral curve satisfying
(0) = (x0 , y0 )
I and with maximal domain is given by
(t) = (t + x0 , tan(t + arctan(y0 ))) ,
t Im .
I Fig 3 displays part of the range of this maximal integral
curve corresponding to x0 = y0 = 0.
Definition 5.1
(Integral Curves)
I Let n N , be a non-empty open subset of Rn
I and a C 1 (, Rn ).
I An integral curve of a is a differentiable path
I from some non-empty open interval I of R into
I satisfying
0 (t) = a((t)) ,
for every t I.
According to theory of ordinary differential equations14 , the

following existence and uniqueness theorem holds
[4, 6, 11, 22].15
14
more precisely, as a consequence of the theorem of Picard and Lindeloef
and by application of the axiom of choice
15
For the validity of Theorem 5.2, it is sufficient that a is locally Lipschitz
continuous. On the other hand, since the course considers only solutions of
PDE systems of class C k for some k N , such generality is not needed in
the following.
Theorem 5.2
(Existence and uniqueness of integral curves) Let n N ,
be a non-empty open subset of Rn , a C 1 (, Rn ), x and
t0 R. Then there is a uniquely determined maximal, i.e.,
inextendable, integral curve such that (t0 ) = x.
As a consequence of the previous theorem, maximal integral

curves with different ranges cannot intersect.
Corollary 5.3
Let n N , be a non-empty open subset of Rn ,
a C 1 (, Rn ) and 1 : I1 , 2 : I2 be maximal, i.e.,
inextendible, integral curves of a for which there are t1 I1 ,
t2 I2 such that 1 (t1 ) = 2 (t2 ). Then
Ran(1 ) = Ran(2 ) . (5.3)

Proof.
I First, I1 , I2 defined by
I1 := {t R : t + t1 I1 } , I2 := {t R : t + t2 I2 }
I are non-empty open intervals of R around 0

I and 1 , 2 defined by
1 (t) := 1 (t + t1 ) , 2 (s) := 2 (s + t2 )
for every t I1 and s I2

I are maximal integral curves of a such that 1 (0) = 2 (0).
I Hence it follows by Theorem 5.2 that 1 = 2 . The latter
implies (5.3).
For the following vector fields and each point in D, find the
maximal16 integral curve meeting that point at parameter time 0.
a) a(x, y) := (y, x) for (x, y) D := R2 ,

b) a(x, y) := (xy, y2 ) for (x, y) D := R2 ,
c) a(x, y) := (cos2 x sin y, 1) for (x, y) D := R2 ,
d) a(x, y) := (1, cos x / cos y) for (x, y) D := (/6, /6)2 ,
e) a(x, y, z) := (1, y, z) for (x, y, z) D := R3 ,
f) a(x, y, z) := (z, z, x) for (x, y, z) D := R3 ,
g) a(x, y, z) := (1, 1, 1) for (x, y, z) D := R3 .
16
i.e., inextendable
I Such equation is of the form

n
X u
ak + bu = , (5.4)
k=0
xk
I where n N , is a non-empty open subset of Rn+1 ,

I a0 , . . . , an C 1 (, R), b, C(, R) are given
I and u : R is the unknown function which is assumed
to be differentiable.
I The solution of (5.4) can be completely reduced to the
solution of a family of ordinary differential equations by
means of the method of characteristics.
I For this, we read off the characteristic vector field
a := (a0 , . . . , an ) C 1 (, Rn+1 )
from the principal part of (5.4).

I The last is the part containing only the highest order
derivatives of the unknown u, i.e.,
n
X u
ak .
k=0
xk
I The characteristic paths, or short the characteristics of
(5.4) are defined as integral curves of a,
I i.e., paths : I from some non-empty open interval
of R
I whose speed at every position coincides with the
corresponding value of a,
I i.e.,
0 ( ) = a(( )) (5.5)
for every I.
I The range of a characteristic path17 is called a
characteristic curve in the following.
I For the following, it will be sufficient to consider only
characteristic paths defined on intervals around 0.
17
i.e., the set {( ) : I},
According to Theorem 5.2 and its corollary, to every x ,

there corresponds a uniquely determined maximal, i.e.,
inextendable, characteristic path satisfying (0) = x, and such
maximal characteristics 1 and 2 satisfying 1 (0) 6= 2 (0)
cannot intersect.
Along a characteristic path : I , it follows by the chain

rule for differentiable functions in several variables and (5.5)
that
(u ) 0 ( ) = (u)(( )) 0 ( ) = (u)(( )) a(( ))

n
X u
= ak (( )) (( ))
k=0
x k
for every I, where the dot denotes the Euclidean scalar

product for Rn+1 .
Hence the restriction of (5.4) to gives

n
X u
( )( ) = (( )) = ak (( )) (( )) + b(( )) u(( ))
k=0
xk
0
= (u ) ( ) + (b )( ) (u )( )
for every I.
This is an ordinary linear differential equation of the first order

for u . Its solution is given by
Z
(u )( ) = u(x) + ( )(s) eB (s)
ds eB ( )
0
for every I, where x := (0) and B C 1 (I, R) is the

antiderivative of b satisfying B (0) = 0. Summarizing, we
proved the following theorem.
Theorem 5.4
Let n N , be a non-empty open subset of Rn+1 ,
a0 , . . . , an C 1 (, R), b, C(, R) and u : R be
differentiable such that
n
X u
ak + bu = . (5.6)
k=0
xk
Finally, let : I , where I is some non-empty open interval

around 0, be a characteristic of this equation, i.e., an integral
curve of the characteristic vector field
a := (a0 , . . . , an ) C 1 (, Rn+1 )
of (5.6).
Theorem (cont.)
Then
Z
(u )( ) = u(x) + ( )( ) eB ( )
d eB ( ) (5.7)
0
for every I, where x := (0) and B C 1 (I, R) is the

antiderivative of b satisfying B (0) = 0.
Remark 5.4.1
Note in particular that u is constant along characteristics if the
functions b and in (5.6) both vanish.
Remark 5.4.2
Hence the values of u along a characteristic of (5.6) are
uniquely determined by its value in x = (0). As a
consequence, the values of u can only be freely specified on
surfaces that are intersected at most once by the maximal
characteristic curves. In particular, such values cannot be
freely specified on any surface in that is intersected by a
single characteristic curve in two different points.
Figure 4: Characteristic curves and a data surface S. The point p is the

intersection of the characteristic curve through x with S.
We conclude that, the calculation of the value of u at a point

x proceeds in three steps.
1) In the first step, the maximal characteristic path through
x is found such that (0) = x.
2) In the next step, the parameter value is found when that
characteristic intersects a given data surface S, where
values of the solution are prescribed.18
18
In case that does not intersect S, the initial value problem has no unique
solution.
3) The third step uses (5.7) to calculate u(x):

Z
B ( )
u(x) = u((0)) = (u)( ) e ()( ) eB ( ) d ,
0
where B C 1 (I, R) is the antiderivative of b

satisfying B (0) = 0.
4) If in this way a differentiable function u : R is
defined, in the last step, it needs to be verified that u
satisfies (5.6) and assumes the prescribed data on S. If both
is the case, u is the uniquely determined differentiable
solution of (5.6) assuming the prescribed values on S.
2
y 0
-1
-2
-2 -1 0 1 2
x
Figure 5: Plot of the normalized characteristic vector field in

Example 4 along with eight characteristic curves and the unit circle S 1 .
Example 4
I For this, let m R. We consider the equation
u u
x (x, y) + y (x, y) = m u(x, y) (5.8)
x y
for differentiable u : R, where := R2 \ {(0, 0)}.

I The components x , y of a maximal characteristic path
satisfy
x0 ( ) = x ( ) , y0 ( ) = y ( )
for every in its domain
Example (cont.)
I and hence are given by
x ( ) = x (0) e , y ( ) = y (0) e
for every R.
I As a consequence, the range of every maximal
characteristic path is a half-ray originating from the origin
minus the origin.
I The antiderivative of (R R, 7 m) vanishing in 0 is
given by m idR .
Example (cont.)
I Hence it follows by (5.7) that
u(e (0)) = (u )( ) = u((0)) em
for all R.
Example 5
Let f : S 1 R be continuous and u : R be a differentiable
solution of (5.8) with initial values f on S 1 , i.e., such that
u(x, y) = f (x, y) (5.9)
for all (x, y) S 1 . Calculate u.

Example (cont.)
Solution: Using the notation of Example 4, it follows for
(x, y) that
u(x, y) = u (x 2 + y2 )1/2 .(x 2 + y2 )1/2 .(x, y) = u(e .(0))

= u((0)) (e )m ,
where
1
:= ln(x 2 + y2 ) , (0) := (x 2 + y2 )1/2 .(x, y)
2
Example (cont.)
and hence that
u(x, y) = f (x(x 2 +y2 )1/2 , y(x 2 +y2 )1/2 )(x 2 +y2 )m/2 . (5.10)
Indeed, if there is an extension of f to a function f which is

defined as well as differentiable on an open neighborhood of S 1 ,
Example (cont.)
it follows that
u
f

2 2 (m3)/2 2 f
(x, y) = (x + y ) y (x, y) xy (x, y)
x x y
+ mxf (x, y)(x + y )
2 2 (m2)/2
f

u 2 2 (m3)/2 2 f
(x, y) = (x + y ) xy (x, y) + x (x, y)
y x y
+ myf (x, y)(x 2 + y2 )(m2)/2 ,
where
x := x(x 2 + y2 )1/2 , y := y(x 2 + y2 )1/2
Example (cont.)
and hence that the corresponding u satisfies (5.8) and (5.9). In
particular, such u is uniquely determined. Note that u : R
defined by (5.9) is
(i) homogeneous of degree m, i.e., satisfies
u(a.(x, y)) = am u(x, y)
for all a (0, ) and (x, y) ,

(ii) and extendable to a continuous function on R2 for a
non-vanishing f only if m > 0.
Example (cont.)
In addition, note that
(iii) if we consider (5.8) on := R2 which includes the point
where the principal part of (5.8) vanishes19 , the existence
of a solution would depend on m.
19
Such a point is called a singular point of a PDE.
Example (cont.)
(iv) in general, it is not possible to freely specify the boundary
values of u along a closed curve in such as the circle of
radius 1/2 around the point (1, 1). The non-existence of
solutions satisfying boundary values on closed surfaces in
the domain is typical for hyperbolic PDE and systems of
PDE. That such specification is possible for (5.8) and some
closed curves encircling the origin such as S 1 is due to its
singular nature at at the origin which is connected to the
vanishing in the origin of the extension of the
corresponding characteristic vector field to a continuous
function on R2 .
Example (cont.)
In addition, note that (5.10) allows the definition of generalized
solutions for (5.8), i.e., solutions which are not differentiable.
Example 6
(Continuity equation/Conservation of mass)
I Important examples of linear first-order PDE for single
functions are so called continuity equations or
conservation laws. A particular example is the equation
describing the conservation of mass in fluid dynamics
I

+ div(v) = 0 . (5.11)
t
Example (cont.)
I Here : R [0, ) is the mass density of a fluid
occupying the volume ,
I the latter is assumed a non-empty and open subset of R3 ,
I v : R R3 is the distribution of the fluids speed,
I and v is the mass flux density of the fluid.
I In particular, we assume that is differentiable and that
v C 1 (R , R).
Example (cont.)
Equation (5.11) is equivalent to

+ v grad() + div(v) = 0 .
t
The characteristic field of the last equation is given by
a(t, x) = (1, v(t, x))
for every (t, x) R .

Example (cont.)
I In fluid dynamics, differentiable paths : I R3 , where I
is some non-empty open interval of R, such that
0 (t) = v(t, (t))
for every t I are called particle paths.

I They correspond to paths of idealized fluid particles that
are also called fluid elements.
Example (cont.)
I If is such a particle path,
I then the associated : I R4 defined for every t I by
(t) := (t, (t)) ,
I is a characteristic path of (5.11).

I Hence (5.7) gives
Z t
(t, (t)) = (t0 , (t0 )) exp [ div(v)](, ( )) d
t0
for every t I.
Example (cont.)
I This implies that, with increasing time, positive values of
div(v) tend to compress
I and that negative values of div(v) tend to expand fluid
elements.
I Hence incompressible fluids generate speed distributions
with vanishing divergence.
I For instance, for a wide range of applications, water can be
considered incompressible.
I Before we proceed to the definition of characteristic and

non-characteristic surfaces,
I we give a final example that demonstrates the importance
of characteristic curves
I also for the formulation of meaningful boundary
conditions for initial-value problems for (5.4).
t
10
x
1 2 3 4 5
Figure 6: Characteristic curves of (5.12) for the ingoing case +.

Note that, as is usual in physics, the first coordinate, which is a time
coordinate, is drawn on the vertical axis.
t
10
x
1 2 3 4 5
Figure 7: Characteristic curves of (5.12) for the outgoing case .

Note that, as is usual in physics, the first coordinate, which is a time
coordinate, is drawn on the vertical axis.
Example 7
(Connection between characteristic curves and meaningful
boundary conditions)
I For this, let q R.
I We consider the equation

u u
= +qu (5.12)
t x
I on the open right half-plane := R (0, ) for
differentiable u : R
Example (cont.)
I and with boundary condition
lim u(t, x) = 0 (5.13)

x0
for all t > 0.

I The characteristic vector field a : R2 is given by
a(t, x) := (1, 1)
for every (t, x) .

Example (cont.)
I Let (t0 , x0 ) . Then the maximal characteristic path
such that (0) = (t0 , x0 ) satisfies
0 ( ) = (1, 1)
for every in its domain,

I and hence : I R2 is given by
( ) = ( + t0 , + x0 )
for every I := (, x0 ) and I := (x0 , ),

respectively.
Example (cont.)
I In particular, C 1 (I, R2 ).
I Note that the continuous extension of to I assumes a
point in the boundary of
I and that, naturally, the continuous extensions of 0 to I \ I
coincides with the value (1, 1)
I of the continuous extension of the characteristic vector
field to the boundary of .
Example (cont.)
I In particular, is ingoing, outgoing at the boundary
I in the sense that the projection of the last extension onto
the inner normal to the boundary,
I (0, 1), is < 0 and > 0, respectively.
I Further, the equation (5.12) is equivalent to

v=0,
t x
where v(t, x) := eqx u(t, x) for all (t, x) .

Example (cont.)
I Hence
eqx u(t, x) = eq(xt) u(0, x t)
for all (t, x)
I and therefore
u(t, x) = eqt u(0, x t) (5.14)
for all (t, x) .
Example (cont.)
I Hence for the ingoing case, corresponding to the plus
sign in (5.12),
I the boundary condition (5.13) allows only for the trivial
solution
u(t, x) = 0
for all (t, x) and t > 0.
Example (cont.)
I Whereas for the outgoing case, corresponding to the
minus sign in (5.12),
I such solutions are given by
u(t, x) = eqt f (x t) , (t, x) , (5.15)
I where (
f (x) := 0 for x 6 0
f (x) for x > 0
I and f is some differentiable function on (0, ) satisfying
lim f (x) = lim f 0 (x) = 0 .

x0 x0
The following example demonstrates that, in general, the

asymptotic behaviour of solutions of a PDE is not only
governed by its principal part.
Example 8
(Asymptotic behaviour of solutions)
I For this let q R, we consider the equation
u u
= +qu
t x
on := R2
I for differentiable u : R and initial conditions
u(0, x) = f (x) ,
x R,
I where f : R R is differentiable.
Example (cont.)
I Using the characteristic method, the solution of this initial
value problem is found to be
u(t, x) = eqt f (x + t)
for (t, x) R2 .
Find the differentiable function u that satisfies the given conditions. If
applicable, f : R R and g : R2 R are differentiable.
u u
a) y (x, y) + x (x, y) = 0 , (x, y) R2 \((, 0] {0}) ,
x y
u(x, 0) = x for x > 0 ,
u u
b) xy (x, y) y2 (x, y) + 2(x + y) = 0 , (x, y) R (0, ) ,
x y
u(x, 1) = f (x) for x R ,

u 1 u 5y
c) sin(y) (x, y) + (x, y) + 3ye u(x, y) = 0 ,
x cos2 (x) y
(x, y) (/2, /2) R , u(x, 0) = f (x) for x (/2, /2) ,

u u
d) cos(y) (x, y) + 2u + cos(x) (x, y) cos(y) = 0 ,
x y
(x, y) (/6, /6)2 , u(0, y) = f (y) for y (/6, /6) ,
u u u
e) (t, x, y) + x (t, x, y) + y (t, x, y) = 0 , (t, x, y) R3 ,
t x y
u(0, x, y) = sin (x + y) for (x, y) R2 ,
2
u u u
f) z (x, y, z) z (x, y, z) x (x, y, z) = 2y , (x, y, z) (0, ) R2 ,
x y z
u(x, y, 0) = g(x, y) for (x, y) (0, ) R ,
u u u
g) (x, y, z) + (x, y, z) + (x, y, z) 3u(x, y, z) = ex+y ,
x y z
(x, y, z) R3 , u(x, y, 0) = g(x, y) for (x, y) R2 .
I We have seen that, in general, the explicit knowledge of the
characteristics of (5.4),
n
X u
ak + bu = , (5.16)
k=0
xk
is necessary
I for the task of deciding whether a boundary value problem
has a solution.
I In general, it is not possible to obtain such knowledge.
I The following will lead to a simpler necessary criterion for
that task.
I This will lead on the concept of characteristic and
non-characteristic surfaces
I which will also turn out important later for second order
PDE.
I If a0 (x) 6= 0 for all x ,

I we can solve (5.16) for the partial derivative of u
I in the direction of the zeroth coordinate:
n
u X ak u b
= u+ . (5.17)
x0 k=1
a 0 xk a0 a 0
I Assuming for the moment that a0 , . . . , an , b, as well as u

are all C ,
I from (5.17), we can compute all partial derivatives of u in
the direction of the zeroth coordinate by differentiation.
For instance,
2u
x02
n n
X (ak /a0 ) u X ak 2 u (b/a0 ) b u (/a0 )
= u +
x0 xk a0 x0 xk x0 a0 x0 x0
k=1 k=1
n n
X (ak /a0 ) u X ak 2 u (b/a0 ) b u (/a0 )
= u + .
x0 xk a0 xk x0 x0 a0 x0 x0
k=1 k=1
Figure 8: Possible data surface x0 = 1 for (5.17) in the case that

n = 2. Note that the first coordinate, which is a time coordinate, is
drawn on the vertical axis.
I Hence, we expect that there is a unique solution to (5.17)

I that coincides with a given C -function on some surface
x0 = constant
I as is displayed by the following example.
I Note the partial derivative in the direction of x0 at a point
on such a surface
I is a partial derivative in a direction which is orthogonal,
I in the Euclidean sense, to the surface in that point.
Example 9
I We consider the PDE
u u
= , (5.18)
t x
I where = R (a, b) for some a, b R such that a < b
I and u : R is assumed infinitely often differentiable.
I We note that (5.18) implies that
nu nu
= , (5.19)
t n x n
for every n N .
Example (cont.)
I For u, we make the following ansatz
N
X 1
u(t, x) = an (x) t n ,
n=0
n!
for all t R and x (a, b),

I where N N and a0 , a1 , . . . , aN C ((a, b), R).
Example (cont.)
I Using (5.19), it follows that
nu nu (n)
an (x) = n
(0, x) = n
(0, x) = a0 (x)
t x
for every n {1, . . . , N}.
I Hence
N
X 1 (n)
u(t, x) = a0 (x) t n ,
n=0
n!
for all t R and x (a, b).
Example (cont.)
I Substitution of the latter into (5.18) leads to the equation
N N1
u X 1 (n)
X 1 (n+1)
(t, x) = a0 (x) t n1 = a0 (x) t n
t n=1
(n 1)! n=0
n!
N
u X 1 (n+1)
= (t, x) = a0 (x) t n
x n=0
n!
I for (t, x) which is satisfied if and only if

(N+1)
a0 =0.
Example (cont.)
I Hence if p : (a, b) R is a polynomial of an order that is
less or equal to N,
I then
N
X 1 (n)
u(t, x) := p (x) t n ,
n=0
n!
for all t R, x (a, b),
I where p(0) := p, is the unique solution of (5.18) in our set
of ansatz functions that satisfies u(0, ) = p.
Example (cont.)
I We note that u defines a polynomial on R2 which is a
particular case of a Taylor series in two variables.
I Indeed, the use of Taylor series in several variables lead to
the first general theorem on the well-posedness of initial
value problems for PDE,
I the Cauchy-Kowalevski theorem.
I Unfortunately, this theorem is usually too narrow for
applications
I since considering only real-analytic solutions
corresponding to real-analytic data.
I For a discussion of this theorem, see, e.g., [12].
That the above expectation is not always correct is

demonstrated by the following two examples, where one of the
coefficient functions is unbounded.
1.0
0.8
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0

x

Example 10 and the curve {(x 2 , x) : x [0, 1]}. Note that the first
coordinate, which is a time coordinate, is drawn on the vertical axis.
Example 10
(Nonuniqueness of solutions, I)
u 1 u
(t, x) = (t, x) , (5.20)
t 2x x
for every (t, x) ,
I where = R (0, ) and u : R is assumed
differentiable.
Example (cont.)
I The maximal characteristic path meeting (t, x) at
parameter time 0 is given by

( ) = ( + t, + x 2 )
for every (x 2 , ).
I This path meets the initial surface {0} (0, ) if and only
if t < x 2 .
I Hence this surface is no suitable data surface.
Example (cont.)
I We note that for every differentiable f : R R,
I the corresponding uf : R defined by
uf (t, x) := f (t x 2 )
for every (t, x) is a solution of (5.20).

I In particular, if f is such that f (x) = 0 for every
x (, 0],
I then uf (0, x) = 0 for every x > 0.
I Hence there is no unique solution of (5.20) corresponding
to differentiable data on (0, ).
Example (cont.)
I For instance, functions f of this type are given by
fa : R R defined by
(
0 if x 6= 0
fa (x) :=
ax 2 if x > 0 .
for every x R, where a R.

I A visual inspection of the normalized characteristic vector

field in Example 10 suggests that,
I in addition to data given on a surface {t0 } (0, ), t0 R,
I also data on the boundary of is needed
I for a unique characterization of a solution to (5.20).
I The following gives an example where such additional data
is needed at spacial infinity.
3
t 0
-1
-2
-3
-3 -2 -1 0 1 2 3
x

Example 150 and the curve {(1/x 2 , x) : x [3, 3] \ {0}}. Note that
the first coordinate, which is a time coordinate, is drawn on the
vertical axis.
Example 11
(Nonuniqueness of solutions, II)
u x 3 u
(t, x) (t, x) = 0 , (5.21)
t 2 x
for every (t, x) R2 and differentiable u : R2 R.
I The maximal characteristic path meeting (t, x) at
parameter time 0 is given by

( ) = ( + t, x/ 1 + x 2 )
for every R if x = 0
I and (1/x 2 , ) if x 6= 0.
Example (cont.)
I For the cases that x 6= 0, this path meets the initial surface
{0} R if and only if t < 1/x 2 .
I Hence this surface is no suitable data surface.
I We note that for every differentiable f : R R with
compact support,
I the corresponding uf : R defined by
uf (t, x) := f (t (1/x 2 ))
for every (t, x) R2 is a solution of (5.21).

Example (cont.)
I In particular, if f is such that f (x) = 0 for every
x (, 0],
I then uf (0, x) = 0 for every x R.
I Hence there is no unique solution of (5.21) corresponding
to differentiable data on R.
I We note that, if u is a solution of (5.21),
I then v : R (0, ) R defined by v(t, x) := u(t, 1/x)
for (t, x) R (0, ) is a solution of (5.20).
Example (cont.)
I This connection between the solutions of (5.20) and (5.21)
suggests that,
I in addition to data given on a surface {t0 } R, t0 R,
I also data at spacial infinity is needed for a unique
characterization of a solution to (5.21).
I However, the following theorem confirms that the above
expectation is true under certain assumptions on the
coefficients.
Theorem 5.5
I Let n R , a1 , . . . , an C 1 (Rn , R) which together with all
their partial derivatives are bounded functions.
I In addition, let b C(Rn , R) be bounded and t0 R.
I Then to every u0 W 1 (Rn ) there corresponds a uniquely
determined u : R W 1 (Rn ) satisfying
n
!
X
u 0 (t) = ak u(t) b u(t)
k=1
xk
for all t R and

u(t0 ) = u0 .
Theorem (cont.)
I Here W 1 (Rn ) is the Sobolev space consisting of all
elements of L 2 (Rn ), the space of square integrable
functions on Rn , that posses square integrable weak first
derivatives.
I The derivatives /x1 , . . . , /xk denote weak derivatives
I and 0 denotes the ordinary derivative for L 2 (Rn )-valued
maps.
Proof.
The proof of the statement uses more advanced methods from
functional analysis and will not be given here. The statement
follows, for instance, from Theorem 6.30, Corollary 6.31 in [3]
for autonomous Hermitian hyperbolic systems. For similar
statements for non-autonomous Hermitian and quasi-linear
hyperbolic systems see Theorem 11.8, Remark 11.9 and
Theorem 13.6 in [3].
Figure 11: Sketch of a regular hypersurface S with values (x) of the

normal field and characteristic vector field a(x) in x S.
I The surfaces x0 = constant are special cases of regular

hypersurfaces.
I In the following, we consider more general surfaces of the
last type.
I For this, let f C 1 (, R) such that (x) := (f )(x) 6= 0
for all x S, where
S := {x : f (x) = 0} .
I As a consequence, S is a regular C 1 -hypersurface

contained in with normal field .
I It follows for differentiable u : R and x S that

n
X u
ak = a(x) (u)(x)
k=0
xk

a(x) (x) a(x) (x)
= a(x) (x) + (x) (u)(x)
|(x)|2 |(x)|2

a(x) (x)
= (x) (u)(x)
|(x)|2

a(x) (x)
+ a(x) (x) (u)(x)
|(x)|2
I Here the dot denotes the Euclidean scalar product for Rn+1 .
I Note that

a(x) (x)
a(x) (x) (u)(x)
|(x)|2
is the derivative of u into a direction which is normal to

(x) and hence tangential to S in x.
I As a consequence, we can solve (5.4) everywhere on S for
the derivative of u into the normal direction of S
I if and only if a is nowhere vanishing,
I i.e., if and only if is nowhere orthogonal to the
characteristic vector field a.
I If the last is the case, we say that S is non-characteristic.20
I In particular, if S is non-characteristic, it is nowhere
tangent to any characteristic curve.
I In this case, by help of (5.4), the derivative of u in every
point of S into the normal direction of S can be calculated
from the knowledge of the values of u on S.
20
For instance, x0 = c for some constant c R is such surface if a0 (x) 6= 0
for all x .
I On the other hand, we say that S is characteristic if a is

everywhere vanishing,
I i.e., if is everywhere orthogonal to the characteristic
vector field a.
I In this case a is tangential to S, and S contains
characteristic curves.
I Also, by help of (5.4) and for every point in S,
I it is impossible to calculate the derivative of u into the
normal direction of S from the knowledge of the values of
u on S.
As a consequence, non-characteristic regular C 1 -hypersurfaces

are possible candidates for the specification of free data for the
solutions of (5.4), whereas data cannot be freely specified for
these solutions on characteristic surfaces.
Definition 5.6
(Characteristic and non-characteristic hypersurfaces) Let
f C 1 (, R) such that (x) := (f )(x) 6= 0 for all x S,
where
S := {x : f (x) = 0} .
We say that the hypersurface S is non-characteristic if
(x) a(x) = (f )(x) a(x) 6= 0
for all x S, and we say that S is characteristic if
(x) a(x) = 0
for all x S. Note that the latter implies that a|S is tangential to
S and hence that S contains characteristic curves.
For each of the following differential equations, decide whether
the given surfaces are characteristic or non-characteristic.
u u
a) y (x, y) + x (x, y) = 0 , (x, y) R2 ,
x y
1
S1 := S , S2 := R {0} , S3 := (0, ) {0} ,
u u
b) xy (x, y) y2 (x, y) + 2(x + y) = 0 , (x, y) R2 ,
x y
1
S1 := S , S2 := {(x, y) R2 : xy = 1} , S3 := R {1} ,

u 1 u 5y
c) sin(y) (x, y) + (x, y) + 3ye u(x, y) = 0 ,
x cos2 (x) y
(x, y) (/2, /2) R , S1 := (/2, /2) {0} ,
S2 := {(x, y) (/2, /2) R : tan(x) + cos(y) = 1} ,
S3 := {0} R ,

u u
d) cos(y) (x, y) + 2u + cos(x) (x, y) cos(y) = 0 ,
x y
(x, y) R2 , S1 := (/2, /2) {0} , S2 := R {/2} ,
S3 := {(x, y) R2 : sin(y) sin(x) = 1/2} ,
u u u
e) (t, x, y) + x (t, x, y) + y (t, x, y) = 0 , (t, x, y) R3 ,
t x y
2 2
S1 := {0} R , S2 := R {0} ,
S3 := {(t, x, y) R3 : x + y = et } ,
u u u
f) z (x, y, z) z (x, y, z) x (x, y, z) = 2y ,
x y z
3 2
(x, y, z) R , S1 := {0} R , S2 := (0, ) R {0} ,
u u u
g) (x, y, z) + (x, y, z) + (x, y, z) 3u(x, y, z) = ex+y ,
x y z
(x, y, z) R , S1 := {(x, y, z) R3 : x + y = z} ,
3
S2 := R2 {0} , S3 := {(x, y, z) R3 : x + y 2z = 0} .
In the following, we describe the energy method which leads to

estimates on the asymptotic behaviour of the solutions of PDE
in terms of one of its variables. The basis of the method is
provided by the following lemma.
Figure 12: Sketch of the region [0, T ] S in Lemma 5.7 for the case
S = U1 (0) R2 .
Lemma 5.7
Let n {1, 2, 3}, be an open subset of Rn+1 , T > 0 and S a
nonempty bounded open subset of Rn to which Gauss theorem
is applicable and such that [0, T ] S . Further, let
q C 1 (, Rn+1 ) and , > 0 such that
(i) (div q)(t, x) 6 q0 (t, x)/(t + ) for all (t, x) (0, T ) S,
(ii) (q1 (t, x), . . . , qn (t, x)) (x) > 0 for all
(t, x) (0, T ) S, where : S Rn is the outer unit
normal field of S.
Then
Z Z
n t
q0 (t, )dv 6 1 + q0 (0, )dvn (5.22)
S S
for all t [0, T ].

Proof.
I For this, we define E : [0, T ] R by
Z
E(t) := q0 (t, )dvn
S
for every t [0, T ].

I By integration of the equation
q0
(t, ) + div(q1 (t, ), . . . , qn (t, )) (div q)(t, ) = 0
t
over S and subsequent application of Gauss theorem,
Proof (cont.).
I we conclude that
Z Z
q0
0= (t, )dv + div(q1 (t, ), . . . , qn (t, ))dvn
n
SZ t S
(div q)(t, )dvn

S Z
0
> E (t) (div q)(t, )dvn
S
for every t (0, T ).

Proof (cont.).
I Hence it follows by application of the fundamental
theorem of calculus that
Z t Z
n
E(t) 6 E(0) + (div q)(s, )dv ds
0 S
Z t Z
q0 (s, ) n
6 E(0) + dv ds
0 S s+
Z t
E(s)
= E(0) + ds
0 s+

Proof (cont.).
I By introduction of the auxiliary function G : [0, T ] R
defined by Z t
E(s)
G(t) := ds
0 s+
for every t [0, T ],

I it follows that
0
(t + )+1 (idR + ) G (t) = (t + )G0 (t) G(t) 6 E(0)

(5.23)
Proof (cont.).
I and hence that
0
(idR + ) G (t) 6 E(0)(t + )(+1)


I The latter implies that

1 1
(t + ) G(t) 6 E(0) (t + ) +

Proof (cont.).
I and hence that
E(0)
(t + ) 1

G(t) 6

for all t [0, T ].
I Finally, from (5.23), we conclude that
E(t) 6 E(0) + E(0) (t + ) 1 = (t + ) E(0)

for every t [0, T ].

Further, we arrive at the following corollary that can be used to
show time decay of quantities that are related to q0 .
Corollary 5.8
In addition to the assumption of Lemma 5.7, let q0 be positive,
U a nonempty open subset of S and a C(U, R) such that
q0 (t, x) > h(t)a(t, x)
for (t, x) [0, T ] U, where h : [0, T ] (0, ). Then (5.22)

implies that
(t + )
Z Z
n
a(t, )dv 6 q0 (0, )dvn
U h(t) S
for all t [0, T ].

Corollary (cont.)
Further, if in addition,
Z Z
n
q0 (0, )dv 6 C a0 (0, )dvn
S U
for some C > 0, then

(t + )
Z Z Z
n 1 n
a(t, )dv 6 q0 (t, )dv 6 C a(0, )dvn
U h(t) S h(t) U
for all t [0, T ].

Remark 5.8.1
I Usually, the previous lemma is applied to a PDE by
multiplication of the equation with a suitable function
(multiplier) of the unknown function
I such that the principal part of the resulting equation is
contained in a term of the form div q
I for some vector field q whose zeroth (time) component is
strictly positive.
Remark (cont.)
I In such a case, the zeroth component is called an energy
density,
I although in general not related to a physical energy
associated with the unknown function,
I and (5.22) can be used to show uniqueness of the solution
to the initial value problem for the original PDE
I and data that are prescribed on surfaces of constant time
(see, e.g., Theorem 5.9).
Remark (cont.)
I Further, Corollary 5.8 can be used to show decay in time of
functions of the unknown function (see, e.g., Example 12).
I Note that in this the existence of a solution of the original
equation is assumed.
I For this reason, in this case, the estimates provided by
Lemma 5.7 and Corollary 5.8 are called a priori estimates.
I Such estimates will also play an important in the study of
elliptic partial differential equations (see Theorem 7.43).
The application of the energy method will be exemplified in the

following theorem and a subsequent example. It is important
to note that the energy method is applicable to non-linear PDEs
including PDEs of higher oder than 1.
The statement of the following Theorem 5.9 is mainly a

consequence of Lemma 5.7.
Theorem 5.9
Let n {1, 2, 3}, T > 0, S a nonempty bounded open subset of
Rn to which Gauss theorem is applicable and be an open
subset of Rn+1 containing [0, T ] S. In addition, let
a1 , . . . , an C 1 (, R), b, C(, R) such that
[div a(t, )](x) 6 2b(t, x) (5.24)
for every (t, x) (0, T ) S, where

a(t, x) := (a1 (t, x), . . . , an (t, x)) for all (t, x) . Further, let
u, v C 1 (, R) such that
Theorem (cont.)
n n
u X u v X v
+ ak + bu = + ak + bv = ,
x0 k=1 xk x0 k=1 xk
at least one of the conditions
a(t, x) (x) > 0
or
u(t, x) = v(t, x) = 0
is satisfied for all (t, x) of (0, T ) S, where : S Rn is
the outer unit normal field of S, and u|{0}S = v|{0}S . Then
u|[0,T ]S = v|[0,T ]S .
Proof.
We define w := u v. Then
n
w X w
= ak bw
x0 k=1
xk
and hence
n
w2 X w2
= ak 2b w2
x0 k=1
xk
n n
!
X ak w 2 X ak
= + 2b w2 .
k=1
xk k=1
xk
Proof (cont.).
As a consequence,
(div q)(t, x) 6 0
for all (t, x) (0, T ) S, where
q := (w2 , a1 w2 , . . . , an w2 ) .
Hence according to Lemma 5.7

Z
w2 (t, )dvn 6 0
S
for all t [0, T ] which implies that w(t, x) = 0 for all

(t, x) [0, T ] S.
Remark 5.9.1
Note that if u : R satisfies
n
u X u
+ ak + bu = ,
x0 k=1 xk
then v : R, defined by v(t, x) := et u(t, x) for every

(t, x) , satisfies
n
v X v
+ ak + (b + ) v = .
x0 k=1 xk
Remark (cont.)
Hence the the statement of Theorem 5.9 is still true if (5.24) is
replaced by the condition that the function
((0, T ) S R, (t, x) 7 [div a(t, )](x) 2b(t, x))
is bounded from above.
Note that Theorem 5.9 applies to both, the ingoing and

outgoing, cases considered in Example 7. The following
example applies Corollary 5.8.
Example 12
We consider the equation
u u
+ =0
t x
on the open right half-plane := R (0, ) for continuously
differentiable u : R and with boundary condition
lim u(t, x) = 0
x0
for all t > 0.

Example (cont.)
Solutions are given by
u(t, x) = f (x t)
for (t, x) , where

(
f (x) := 0 for x 6 0
f (x) for x > 0
and f is some continuously differentiable function on (0, )

satisfying
lim f (x) = lim f 0 (x) = 0 .
x0 x0
Example (cont.)
Note that for every x > 0, all these solutions vanish in points
(t, x) for which t > x. Also note that for every such f , the
corresponding u : R2 R defined by u(t, x) = f (x t) for
every (t, x) R2 is a continuously differentiable function
satisfying
u u
+ =0 (5.25)
t x
and u(0, x) = f (x) for x R.
Example (cont.)
In the following, we try to use Corollary 5.8 to describe this
decay of the solutions for large times, but without the use of the
explicit knowledge of the solutions. For this, let n N . Then

2n u u q0 q1
0 = 2(t x) u(t, x) + (t, x) = + (t, x)
t x t x
(5.26)
for every (t, x) R2 , where
q0 (t, x) := q1 (t, x) := (t x)2n u2 (t, x)
for every (t, x) R2 .

Example (cont.)
Hence it follows by Lemma 5.8 for every a > 0, > 0, > 0,
and t > a that
Z a Z a
2n 2
(t a) u (t, x)dx 6 (t x)2n u2 (t, x)dx
0 0
Z a Z a
2n 2 2n
6 (t + ) x u (0, x)dx 6 (t + ) a u2 (0, x)dx
0 0
and hence that

Z a 2n Z a
t

2
u (t, x)dx 6 (t + ) 1 u2 (0, x)dx .
0 a 0
Example (cont.)
This implies that Z a
u2 (t, x)dx = 0
0
for t > a and hence that u(t, x) = 0 for x (0, a] and t > a.
Finally, we conclude that u(t, x) = 0 for x (0, ) and t > x.
The reader might wonder what is the motivation behind the

mutiplication of the equation (5.25) by the multiplicator
(R2 R, (t, x) 7 2(t x)2n (u)(t, x)) in the derivation of the
conservation law (5.26) of Example 12.
Such equation is of the form

n
X u
ak (x, u(x)) (x) = (x, u(x)) (5.27)
k=0
xk
for every x . Here n N , is a non-empty open subset of

Rn+1 , a0 , . . . , an C 1 ( R, R), C 1 ( R, R) are given
and u : R is the unknown function which is assumed to be
C 1 . Note that the quasi-linear generalization of the term bu
from the linear case, (5.4), is absorbed in in the term (x, u(x)).
I Again, by means of the method of characteristics, the

solution of (5.27) can be completely reduced to the
solution of a system of ordinary differential equations.
I The main difference to the case of the linear equation is
that, in general, the characteristic vector field and the
characteristic paths depend on the solution.
I Again, we read off the characteristic vector field
au := (a0 (, u), . . . , an (, u)) C 1 (, Rn+1 )
from the principal part of (5.27)

I which is the part containing the highest order derivatives of
the unknown u, i.e.,
n
X u
ak (, u) .
k=0
xk
I The characteristic paths of (5.27) are defined as integral

curves of au ,
I i.e., maps : I from some non-empty open interval I
around 021 of R whose speed at every position coincides
with the corresponding value of au ,
I i.e.,
0 ( ) = a(( ), (u )( )) (5.28)
for all I.
21
The assumption that 0 I does not restrict generality in the following
since obtainable from any integral curve by a suitable reparametrization.
I Again, the range of a characteristic path22 will be called a

characteristic curve in the following.
I It follows by the chain rule for differentiable functions in
several variables and (5.28) that
(u ) 0 ( ) = (u)(( )) 0 ( )
= (u)(( )) a(( ), (u )( ))
n
X u
= ak (( ), (u )( )) (( )) ,
k=0
x k
where the dot denotes the Euclidean scalar product for

Rn+1 .
22
i.e., the set {( ) : I}
I Hence the restriction of (5.27) to gives

n
X u
(( ), (u )( )) = ak (( ), (u )( )) (( ))
k=0
xk
= (u ) 0 ( )
for every I.
I This is an ordinary differential equation of the first order
for u .
I Differently to the case of the linear PDE, in general, this
equation is in general non-linear.
I Hence we arrive at the following system of ordinary
differential equations for (, u ):
0 ( ) = a(( ), u ( )) , u0 ( ) = (( ), u ( )) (5.29)
for every I, where u := u .

I According to the theory of ordinary differential
equations23 , [4, 6, 11, 22], for every x , there is a
unique maximal, i.e., inextendable, solution to this system
satisfying
(, u )(0) = (x, ux ) ,
where (x, ux ) R.
I Note that still the values of u along are uniquely
determined by its value in x = (0).
23
more precisely, as a consequence of the theorem of Picard and Lindeloef
and by application of the axiom of choice
I As a consequence, the values of u can be freely specified

only on surfaces that are intersected at most once by the
maximal characteristic paths.
I In particular, such values cannot be freely specified on any
surface in that is intersected by a single characteristic
path in two different points.
I We also note that if (, u ) is a solution of (5.29),
I also (, u )( + c) is a solution of (5.29) for every c R.
I As a consequence of (5.29), in general, the characteristic
paths of (5.27) depend on the solution u.
I On the other hand, in the case that the coefficient function

a in that equation does not depend on u,
I i.e., if a(x, y) = a(x, y 0 ) for all (x, y), (x, y 0 ) R,
I those characteristic paths are not dependent on u.
I In the latter case, the equation (5.27) is called semi-linear.
I In that case, the calculation of the value of u at a point
x , typically, proceeds in three steps that are similar to
that of the linear case.
I Steps in the solution of the semi-linear case:

1) In the first step, the maximal characteristic path through x
is found such that (0) = x.
2) In the next step, the parameter value is found such that
the corresponding ( ) is in a given data surface S, where
values of the solution are prescribed.
3) In the third step, the solution of the second equation in
(5.29) is found for the initial condition
(u )( ) = f (( )) in order to determine
u(x) = (u )(0), where f : S R are the specified data
for u on S.
1.0
0.5
y 0.0
-0.5
-1.0
-3 -2 -1 0 1 2 3
x
Figure 13: Graph and contour plot of a solution u to (5.30) assuming

the boundary values u(x, 0) = 1/(1 + x 2 ) for every x R. In the
contour plot, relatively darker colors refer to relatively smaller
function values.
Example 13
In the following, we find the solution u : R2 R to the
semi-linear equation
u u
+ + u2 = 0 (5.30)
x y
satisfying the boundary condition u(x, 0) = f (x) for every

x R, where f : R R is a differentiable.
Example (cont.)
I For this, let (x, y) R2 .
I The maximal characteristic path satisfying (0) = (x, y)
is given by ( ) = ( + x, + y) for every R.
I This path intersects the data surface R {0} at time
= y.
I In this special case, the right equation in (5.29) is given by
(u ) 0 ( ) = (u )2 ( ) .
Example (cont.)
I The solution of this equation satisfying the initial condition
(u )(y) = f (x y)
is given by
f (x y)
(u )( ) = ,
f (x y)( + y) + 1
Example (cont.)
I where
(
R \ {(y + [f (x y)]1 )} if f (x y) 6= 0
I :=
R if f (x y) = 0 .
I We note that in the case that f (x y) 6= 0 and
y + [f (x y)]1 = 0 , (5.31)
0/ I.
I As a consequence, in this case, there is no C 1 -solution u of
(5.30) on R2 that satisfies u(x, 0) = f (x) for every x R.
Example (cont.)
I In the remaining cases, we conclude that
f (x y)
u(x, y) = (u )(0) = .
1 + yf (x y)
I Since for every not identically vanishing f there is
(x, y) R2 satisfying (5.31),
I we conclude that the only C 1 -solution u of (5.30) on R2 is
given by u(x, y) = 0 for all (x, y) R2 .
Example (cont.)
I On the other hand, there is a differentiable solution u of
(5.30) on defined by
f (x y)
u(x, y) :=
1 + yf (x y)
for every (x, y) ,

I where
:= R2 \ {(x, y) R2 : 1 + yf (x y) = 0} .
In the general, not necessarily semi-linear, case, typically, the

calculation proceeds in two steps.
Steps in the solution of the general quasi-linear case

1) In the first step, a solution (, u ) of (5.29) needs to be
found such that
a) ( ) = x, where x and R is to be determined,
b) (0) is in the data surface,
c) u (0) = f ((0)), where f is a given function on the data
surface prescribing the values of u,
2) Then u(x) = u ( ).
Example 14
In the following, we find a continuously differentiable
u : R, where := (0, ) R, satisfying
u u
u(x, y) (x, y) + x (x, y) = x
x y
for every (x, y) and such that
u(x, 0) = 3x
for x > 0.
Example (cont.)
I As consequence, a and from (5.27) are given by
a(x, y, z) = (z, x) , (x, y, z) = x
for every (x, y) and z R.

I For the solution, let (x, y) .
Example (cont.)
I In this case, the system (5.29) for the characteristic path
: I through (x, y), satisfying ( ) = (x, y) for a to
be determined R,
I and u := u is given by
10 (s) = u (s) , 20 (s) = 1 (s) , u0 (s) = 1 (s)
for every s I,
I where j denotes the composition of the j-th coordinate
projection of R2 and .
Example (cont.)
I The solutions of this system are given by
1 (s) = a cos(s) + b sin(s) , 2 (s) = a sin(s) b cos(s) + c ,

u (s) = a sin(s) + b cos(s)
for every s I := R and a, b, c R.

Example (cont.)
I Following the previous procedure, we arrive at the
following system of equations
a cos( ) + b sin( ) = x , a sin( ) b cos( ) + c = y ,

c = b , b = 3a
for a, b, c, R.
I Hence a and satisfy
a cos( ) 3a sin( ) = x , a sin( ) + 3a cos( ) 3a = y .

Example (cont.)
I As a consequence,
10a sin( ) = y 3x + 3a , 10a cos( ) = x + 3y + 9a ,
I and therefore
a2 6ay x 2 y2 = 0 .
I The latter leads on

p
a = 3y + x 2 + 10y2 .
Example (cont.)
I Hence it follows that
u(x, y) = u ( ) = a sin( ) + b cos( ) = c y = 3a y

p
= 10y 3 x 2 + 10y2 .
I In the following, we describe another approach to the

solution of (5.27).
I For this, we note that the solutions (, u ) of the system
(5.29) are integral curves of the vector field
(a0 , . . . , an+1 ) C 1 ( R, Rn+2 ),
I where an+1 C 1 ( R, R) is defined by
an+1 (x, y) := (x, y)
for every (x, y) R.

I For this reason, there might be suspected a connection
between the solutions of (5.27)
I and the differentiable solutions v : R R of the
linear equation
n+1
X v
ak (x, y) (x, y) = 0 , (5.32)
k=0
xk
(x, y) R.
I Indeed, this is the case. If v is a differentiable solution of
(5.32)
I and u : R is a differentiable function such that
v(x, u(x)) = c
for every x and some c in the range of v,

then
v v u
(x, u(x)) + (x, u(x)) (x) = 0
xk xn+1 xk
for every k {0, . . . , n}, x
and hence
n
X v v u
0= ak (x, u(x)) (x, u(x)) + (x, u(x)) (x)
xk xn+1 xk
k=0
n
v v X u
= an+1 (x, u(x)) (x, u(x)) + (x, u(x)) ak (x, u(x)) (x)
xn+1 xn+1 xk
k=0
" n #
v X u
= (x, u(x)) ak (x, u(x)) (x) (x, u(x))
xn+1 xk
k=0
for every x .
I If
v
(x, u(x)) 6= 0 ,
xn+1
for every x ,
I the latter implies that u satisfies (5.27).
I We also note that the level surface v1 (c) is a characteristic
surface of (5.32) if (v)(x, y) 6= 0 for every
(x, y) v1 (c).
I Hence we proved the following
Lemma 5.10
Let v : R R be a differentiable solution of the linear
equation
n
X v v
ak (x, y) (x, y) + (x, y) (x, y) = 0 , (5.33)
k=0
xk xn+1
(x, y) R. Further, let c R be in the range of v and

u : R be a differentiable function such that
v
v(x, u(x)) = c , (x, u(x)) 6= 0
xn+1
for all x . Then
Lemma (cont.)
(i) v1 (c) is a characteristic surface of (5.33) if (v)(x, y) 6= 0
for every (x, y) v1 (c) ,
(ii) u satisfies the non-linear equation
n
X u
ak (x, u(x)) (x) = (x, u(x))
k=0
xk
for every x and Graph(u) v1 (c).

Remark 5.10.1
Note that if in addition u is required to satisfy the initial
conditions
u(x) = f (x)
for every x S, where S and f : S R is a given function,
then v needs to satisfy
v(x, f (x)) = c
for every x S.
Further, we note the following.

Lemma 5.11
Let m N, v0 : R R, . . . , vm : R R be
differentiable solutions of (5.33) and f : Rm+1 R be
differentiable. Then v : R R defined by
v(x) := f (v0 (x), . . . , vm (x))
for every x R is a differentiable solution of (5.33).

Proof.
According to the chain rule for vector-valued functions in
several variables, v is differentiable such that
m
v X f vj
(x) = (v0 (x), . . . , vm (x)) (x)
xk j=0
xj xk
for every x R and k {0, . . . , n + 1}.

Proof (cont.).
Hence it follows that
n+1 n+1
" m
#
X v X X f vj
ak (x) (x) = ak (x) (v0 (x), . . . , vm (x)) (x)
k=0
xk k=0 j=0
xj xk
m
" n+1 #
X f X vj
= (v0 (x), . . . , vm (x)) ak (x) (x) = 0 ,
j=0
x j
k=0
x k
where
an+1 (x, y) := (x, y)
for every (x, y) R.
The following gives an example for the application of the
Lemmata 5.10, 5.11.
1.0
0.5
y 0.0
-0.5
-1.0
-1.0 -0.5 0.0 0.5 1.0
x
Figure 14: Graph and contour plot of u from Example 15. In the
contour plot, relatively darker colors refer to relatively smaller
function values.
Example 15
In the following, we find a differentiable u : R, where
:= (0, ) R, satisfying
u u
u(x, y) (x, y) x (x, y) = x
x y
for every (x, y) and such that
u(x, 0) = 2x
for x > 0.
Example (cont.)
For this, we consider differentiable v : R R satisfying
the linear equation
v v v
z (x, y, z) x (x, y, z) + x (x, y, z) = 0 (5.34)
x y z
for all (x, y, z) R.
Two solutions v0 , v1 of this equation are given by
v0 (x, y, z) = x 2 z2 , v1 (x, y, z) = y + z
for every (x, y, z) R.

Example (cont.)
According to Lemma 5.11, for every differentiable f : R2 R,
v : R R defined by
v(x, y, z) := f (v0 (x, y, z), v1 (x, y, z))
for every (x, y, z) R is also a solution of (5.34).

Example (cont.)
In the following, we find one such f satisfying
f ((v0 )(x), (v1 )(x)) = 0
for every x > 0, where
(x) := (x, 0, 2x)
for every x > 0.

Example (cont.)
For this, we notice that
(v0 )(x) = 3x 2 , (v1 )(x) = 2x
and hence that

3
(v0 )(x) + (v1 )2 (x) = 0
4
for every x > 0. As a consequence, f : R2 R, defined by
3 2
f (x, y) := x + y
4
for every (x, y) R2 , is such function.
Example (cont.)
The associated solution v : R R of (5.34) is given by
3
v(x, y, z) = f (v0 (x, y, z), v1 (x, y, z)) = x 2 z2 + (y + z)2
4
1 3 3
= z2 + yz + x 2 + y2
4 2 4
for every (x, y, z) R.
Example (cont.)
By solving the equation
v(x, y, z) = 0 ,
(x, y, z) R, for z, we obtain u : R with the required

properties, p
u(x, y) = 3y + 2 x 2 + 3y2
for every (x, y) , where we note that
v p
(x, y, u(x, y)) = x 2 + 3y2 6= 0
z
for all (x, y) .
As an application, we consider the quasi-linear equation for the

speed distribution u : R2 R of an ideal fluid in one space
dimension under constant pressure and without presence of
external forces24
u u
+u =0. (5.35)
t x
24
The following equation is also referred to as Inviscid Burgers equation.
In this case, a and from (5.27) are given by
a(t, x, y) = (1, y) , (t, x, y) = 0
for every (t, x, y) R3 and (5.29) leads to the following system

of ordinary differential equations for a characteristic path25
:IR
0 ( ) = (1, (u )( )) , (u ) 0 ( ) = 0
for every I which gives
0 ( ) = + 0 (0) , (u )( ) = (u )(0) ,
1 ( ) = (u )(0) + 1 (0) . (5.36)
25
In this case, those paths are particle paths of fluid elements in the fluid
flow.
In particular, u is constant along characteristic curves. We try to

find the value of the solution u at some point (t, x) R2 in
terms of its value at time 0 in some space point that is to be
determined. For this, we demand that
( ) = (t, x) , 0 (0) = 0 .
Then it follows from (5.36) that = t and
u(t, x) = (u )( ) = (u )(0) = u(0, 1 (0))

= u(0, 1 ( ) (u )( ) ) = u(0, x u(t, x) t)
which gives the implicit representation of u(t, x) in terms of the

data u0 := u(0, ) at time zero
u(t, x) = u0 (x u(t, x) t) (5.37)
for all t, x R.
Indeed, if u0 : R R is differentiable and u : R is a

partially differentiable solution of (5.37) on a non-empty open
subset of R2 , then it follows for every (t, x) that

u u
(t, x) = u(t, x) + t (t, x) u00 (x u(t, x) t) ,
t t

u u
(t, x) = 1 t (t, x) u00 (x u(t, x) t) .
x x
This implies that
u
[1 + t u00 (x u(t, x) t)] (t, x) = u(t, x) u00 (x u(t, x) t) ,
t
u
[1 + t u00 (x u(t, x) t)] (t, x) = u00 (x u(t, x) t) (5.38)
x
and hence that

u u
[1 + t u00 (x u(t, x) t)] +u (t, x) = 0
t x
which leads to
u u
+u (t, x) = 0 .
t x
Here, it has been used that
1 + t u00 (x u(t, x) t) 6= 0 .
Otherwise, it would follow by the second equation in (5.38) that
u00 (x u(t, x) t) = 0
which would lead to the contradiction that 1 = 0.

We consider the special case that
u(0, x) = x
for every x R. Then (5.37) leads to
u (t, x) = [ x u (t, x) t ]
and hence
x
u (t, x) =
t1
for all
(t, x) := ( R \ {1} ) R .
Indeed, u C 1 ( , R) and

u u x x 1
+ u (t, x) = + =0
t x (t 1)2 t 1 t 1
for all (t, x) .

As a consequence, u has regular initial data at t = 0 but is

singular at t = 1.
To shed light on the origin of this behavior, we calculate the

characteristic paths corresponding to u .
The characteristic vector field a is given by

x
a(t, x) = 1,
t1
for every (t, x) := (R \ {1}) R.

Hence the maximal characteristic path = (0 , 1 ) : I

such that (0) = (0, x) satisfies

0 1 ( )
( ) = 1,
0 ( ) 1
for every I. Therefore, I = (, 1) and
( ) = (, x (1 ))
for every I.
As a consequence the corresponding characteristic curves all

intersect in the point (1, 0)!
t
t =1
x
- 10 -6 -2 0 2 6 10
Figure 15: Characteristic curves corresponding to u . u is singular

for all x R at t = 1.
Note that : R R2 , defined by
( ) = (, x (1 ))
for every R, is characteristic also for > 1.

In the following, it will be shown that a singular behavior of

solutions corresponding to strictly decreasing data such as u
is to be expected. Note that for physical reasons, both solutions
u have to be discarded because of the unlimited growth of the
data for x .
Singular behavior of the solutions has to expected if

characteristic curves intersect in a point. In general, u cannot be
univalent in such a point. In such a case the solution is said to
develop a shock. In the following, we explore whether such
intersection is possible.
For this, we define : R2 R2 by
(t, x) := (t, x + u(0, x) t)
for every (t, x) R2 . Then for every x R the corresponding

(, x) is such that (0, x) = (0, x).
Indeed, two such characteristic curves starting from points

(0, x), (0, x 0 ) R2 , where x 0 < x, intersect at time
x x0
t :=
u(0, x) u(0, x 0 )
if
u(0, x) < u(0, x 0 ) ,
that is, if the speed u(0, x 0 ) of the fluid element starting from
x 0 < x at time 0 is larger than the speed of the fluid element
starting from x at time 0. Then the former fluid element will
overtake the latter fluid element.
As a consequence, such intersection is impossible for strictly

increasing u(0, ). On the other hand, solutions corresponding
to non-vanishing C data with compact support will develop
shocks.
As a consequence, the demand that u is C 1 is too strong!

t
GHL

t2
R1

R2
t1 R
x
Ht 1L Ht 2L
Figure 16: Paths of integration in the derivation of the shock condition

(5.40).
In the following, we define a class of weak solutions for (5.35).

For this, let R, S C 1 (R, R) such that
S 0 (x) = x R 0 (x)
for every x R.26 Further, let u C 1 (R2 , R) be a solution of

(5.35).
26
For instance, R(x) := x and S(x) := x 2 /2 for all x R.
Then
(R u) (S u) u u
+ = (R 0 u) + (S 0 u)
t x t
x
u u
= (R 0 u) +u =0
t x
which brings (5.35) into the form of a conservation law.

Further, let be some element of C 1 (R2 , R) that vanishes

outside some compact interval. Then it follows by partial
integration (which is a consequence of Greens theorem)

(R u) (S u)
Z
0= + dtdx
R2 t x
Z

= (R u) + (S u) dtdx .
R2 t x
In the following, we say that an almost everywhere continuous

u : R2 R is a weak solution of (5.35) if
Z

(R u) + (S u) dtdx = 0
R2 t x
for all elements of C 1 (R2 , R) that vanishes outside some

compact interval.
For clarification, we consider in the following the simplified

situation that u C 1 (R2 \ G(), R) satisfies (5.35) on its
domain where C 1 (R, R) is strictly increasing and surjective.
Here G() := {(t, (t)) : t R}.
In addition, let u be such that
lim u(t, x) = u (t, (t)) , lim u(t, x) = u+ (t, (t))

x(t) , x<(t) x(t) , x>(t)
(5.39)
for every t R and some u , u+ C(G(), R).
In the following, we investigate whether u is a weak solution of
(5.35). For this, let an element of C 1 (R2 , R) that vanishes
outside a compact interval
R := [t1 , t2 ] [(t1 ), (t2 )] .
In addition, we define
[ [
R1 := ( {t} [(t1 ), (t)] ) , R2 := ( {t} [(t), (t2 )] ) .
t[t1 ,t2 ] t[t1 ,t2 ]
Then it follows by Greens theorem that 27
27
Note that in Fig 16 the convention is used that the first coordinate is
marked on the vertical axis, whereas the second coordinate is marked on the
horizontal axis.
Z

(R u) + (S u) dtdx
R t x
2 Z
X
= (R u) + (S u) dtdx
i=1 Ri
t x
2 Z
X [(R u)] [(S u)] (R u) (S u)
= + +
i=1 Ri
t x t x
2
[(R u)] [(S u)]
X Z
= + dtdx
i=1 Ri
t x
X2 Z
= ((S u), (R u)) d(t, x)
i=1 Ri
Z t2
= (t, (t)) [S(u (t, (t))) R(u (t, (t))) 0 (t)] dt
t
Z t12
+ (t, (t)) [S(u+ (t, (t))) R(u+ (t, (t))) 0 (t)] dt
t1
Since is arbitrary otherwise, it follows that u is a weak

solution of (5.35) if and only if the following jump (or shock)
condition is satisfied
S(u+ (t, (t))) S(u (t, (t)))

= [R(u+ (t, (t))) R(u (t, (t)))] 0 (t) (5.40)
for almost every t R.

This condition connects the speed of the propagation of the

discontinuity with the amounts by which R and S jump across
the discontinuity. Note that this condition is satisfied if u is
continuous. In the following, it is also used for the definition of
weak solutions of (5.35) on a non-trivial open subset of R2
satisfying (5.39) for a continuously differentiable path in .
t
x
-4 -2 0
Figure 17: Curve along which u from Problem 16 develops a shock.

Example 16
Decide whether
(
23 t + 3x + t 2 for 4x + t 2 > 0
u(t, x) :=
0 for 4x + t 2 < 0
for all (t, x) := ((0, ) R) \ {(t, (t)) : t > 0} is a weak

solution of (5.35) for R(x) := x and S(x) := x 2 /2 for all x R.
Here (t) := t 2 /4 for all t (0, ).
Example (cont.)
Solution:
I First, we notice that it follows for every (t, x) R2 that
4x + t 2 > 0 implies that x > t 2 /4
I and hence that 3x + t 2 > t 2 /4.
I As a consequence, u is well-defined.
Example (cont.)
I Obviously, u C 1 (, R) and

u u 2 t
+u (t, x) = 1+
t x 3 3x + t 2

2 2 3
(t + 3x + t 2 )
3 3 2 3x + t 2

2 t t
= 1+ 1 =0
3 3x + t 2 3x + t 2
for (t, x) such that 4x + t 2 > 0.

Example (cont.)
I In addition,
t 1
(t)2
= 0 (t) = 2
2 t
for t > 0.
I Hence u also satisfies the shock condition (5.40)
I and is a weak solution of (5.35) on .
I Note that also u has the unphysical feature that u(t, ) is
unbounded for all t > 0.
Figure 18: Graph of the solution u of Eulers equation from

Problem 17 for a = 1, b = 0.3. The graph extends beyond the bound
(5.44) ( 0.6415) for t.
The following example finds a solution to (5.35) corresponding

to initial data that decay at infinity.
Example 17
Find a solution u of (5.35) to the initial data
2b
u(0, x) =
x2 + a2
for all x R, where a > 0, b R .
Example (cont.)
Solution:
I Such a solution is given by a solution of the implicit
equation
2b
u= . (5.41)
(x ut)2 + a2
I Here for simplicity of notation, the symbol u is used
instead of u(t, x).
I The introduction of v := ut x leads for t 6= 0 on
v+x 2b
= 2
t v + a2
Example (cont.)
I which is equivalent to the cubic equation
0 = (v+x)(v2 +a2 )2bt = v3 +xv2 +a2 v+a2 x2bt (5.42)
I We bring 5.42 into a form which will allow us the

application of Cardanos formulas.
I This is achieved by introduction of
x
w := v +
3
Example (cont.)
I which leads on
0 = v3 + xv2 + a2 v + a2 x 2bt
x 3 x 2 x
= w +x w + a2 w + a2 x 2bt
3 3 3
3 2 x2 x3 2 2x 2 x3
= w xw + w + xw w + + a2 w
3 27 3 9
2a2
+ x 2bt
3
1 2 3
= w3 + (3a2 x 2 )w + (x + 9a2 x 27bt)
3 27
= w3 + 3pw + 2q , (5.43)
Example (cont.)
I where
1 1 3
p := (3a2 x 2 ) , q := (x + 9a2 x 27bt) .
9 27
I According to Cardanos formulas, a solution of the last
cubic equation is given by
p 1/3 p 1/3
w = q + q2 + p3 + q q2 + p3 .
Example (cont.)
I w is real if
( a/ 3 )3
|t| 6 (5.44)
|b|
since q2 + p3 is positive for these cases.
I The last can be seen as follows. First,
36 (q2 + p3 ) = (x 3 + 9a2 x 27bt)2 + (3a2 x 2 )3 > 0
for
|x| 6 a 3 .
Example (cont.)
I Further,
36 (q2 + p3 ) = (x 3 + 9a2 x 27bt)2 + (3a2 x 2 )3

= x 6 + 81a4 x 2 + 729b2 t 2 + 18a2 x 4 54btx 3 486a2 btx
+ 27a6 27a4 x 2 + 9a2 x 4 x 6
= 27a2 x 4 54btx 3 + 54a4 x 2 + 729b2 t 2 486a2 btx + 27a6 .
I Hence, q2 + p3 > 0 for t = 0.

Example (cont.)
I In the following,
we consider the cases t 6= 0 and
|x| > a 3.
I Then
36 (q2 + p3 ) = 27(a2 s2 2bs) s2 t 4 + 54a2 (a2 s2 9bs) t 2

+ 729b2 t 2 + 27a6 ,
where s := x/t.
Example (cont.)
I Hence q2 + p3 > 0 if |s| > 9|b|/a2 or equivalently if
9|b|
|x| > |t| .
a2
I Hence q2 + p3 > 0 if (5.44) is satisfied.
I Hence it follows that u : \ ({0} R) R,
I where " #
( a/ 3 )3 ( a/ 3 )3
:= , R ,
|b| |b|
Example (cont.)
I defined by

1
u(t, x) := 2x (5.45)
3t
h p i1/3
+ (x 3 + 9a2 x 27bt) + (x 3 + 9a2 x 27bt)2 + (3a2 x 2 )3
h p i1/3
3 2 3 2 2 2 2 3
+ (x + 9a x 27bt) (x + 9a x 27bt) + (3a x )
for every (t, x) \ ({0} R),

I is a solution of the implicit equation (5.41) on
\ ({0} R).
Example (cont.)
I Further, it is not difficult to see that
lim tu(t, x) = 0
t0
for every x R.
I Hence it follows by (5.41) that u has a continuous extension
to {0} R given by (R R, x 7 2b/(x 2 + a2 )).
I In particular, it follows that this continuous extension is a
weak solution of (5.35) on .
1) Using the characteristic method, find a differentiable u

satisfying the given conditions.
u u
a) (x, y) + (x, y) + u2 (x, y) + 1 = 0 , (x, y) R2 ,
x y
u(x, 3x) = 1/(1 + x 2 ) for x R ,
u u
b) xu(x, y) (x, y) + yu(x, y) (x, y) = xy , (x, y) (0, )2 ,
x y
2
u(x, 1 x) = x for x (0, ) ,
u u p
c) x (x, y) + y (x, y) = 2xy 1 u2 (x, y) ,
x y
(x, y) (0, ) R , u(x, y) = 1/2 for all (x, y) S 1 (0, )2 ,
1)
u u
d) (t, x) + u(t, x) (x, y) = 1 , (t, x) (2, 2) (1, ) ,
t x
u(0, x) = x for x (1, ) ,
u u
e) (t, x) + u(t, x) (x, y) = x , (t, x) R2 , u(0, x) = 1 for x R ,
t y
u u
f) (t, x) + u(t, x) (x, y) = x , (t, x) (/2, /2) R ,
t y
u(0, x) = 1 for x R ,
u u
g) (t, x) + u(t, x) (x, y) = u3 (x, y) , (t, x) (0, ) R ,
t y
u(0, x) = 1/x for x > 0 .
2) Use Lemmata 5.10, 5.11 to find the solution of the initial

value problem from
a) Example 14 ,
b) Problem 1b) ,
c) Problem 1d) .
3) Use Lemmata 5.10, 5.11 to derive the implicit form (5.41)
of Eulers equation (5.35).
First-Order Quasi-Linear Systems of PDE
Such a system is of the form

n
X u
Ak (x, u(x)) (x) = (x, u(x)) (6.1)
k=0
xk
for every x , where n, p N , is a non-empty open subset

of Rn+1 , A0 , . . . , An C 1 ( Rp , M(p p, R)),
B C( Rp , M(p p, R)), C( Rp , Rp ) are given,
and u : Rp is the unknown map which is assumed to be in
C 1 (, Rp ). In addition, denotes matrix multiplication.
Particularly important for applications is the case that A1 , . . . , An

are all assuming values in the subsapce of symmetric matrices.
In this case, the system is called symmetric hyperbolic.
I In a first step, we investigate the solubility of (6.1) for the

derivative ( )u into the normal direction
: S Rn+1 \ {0} of a regular C 1 -hypersurface S that is
contained in ,
I where n
X
( )u := [( )ui ] ei
i=0
and n
X g
( )g := k
k=0
xk
for every differentiable g : R.
I It follows that
n n
X u X
Ak (x, u(x)) (x) = Ak (x, u(x)) [(ek )u](x)
k=0
xk k=0
n
X k k
= Ak (x, u(x)) ek 2 + 2 u (x)
k=0
|| ||
n
!
1 X
= k (x).Ak (x, u(x)) [( )u](x)
|(x)|2 k=0
n
X
+ Ak (x, u(x)) [(ek ) u] (x)
k=0
for every x S,
I where
k
ek := ek
||2
for every k {0, . . . , n}.
I Note that ek (x) is tangential to S in x and hence that
[(ek ) u] (x)
is a derivative tangential to S
I which can be calculated alone from data for u given on S.
I Hence (6.1) is everywhere on S solvable for ( )u if and
only if !
Xn
det k (x).Ak (x, u(x)) 6= 0
k=0
for all x S.
I In this case, we say that S is non-characteristic for u.
I and, by help of (6.1),
I the derivative of u in every point of S into the normal
direction of S can be calculated from the knowledge of the
values of u on S.
I On the other hand, if

n
!
X
det k (x).Ak (x, u(x)) =0
k=0
for all x S,
I we say that S is characteristic for u.
As a consequence, non-characteristic regular C 1 -hypersurfaces

are possible candidates for the specification of free data for the
solutions of (5.4), whereas data cannot be freely specified for
those solutions on characteristic surfaces.
Since the differentiability of u does not enter the previous

definitions, we extend these to all solutions of (6.1).
Definition 6.1
For a, possibly weak, solution u of (5.4), we define
(i) S is non-characteristic for u if
n
!
X
det k (x).Ak (x, u(x)) 6= 0
k=0
for all x S.
(ii) S is characteristic for u if
n
!
X
det k (x).Ak (x, u(x)) =0
k=0
for all x S.
The following example shows that, differently to the case of a

quasi-linear first-order PDE for one real-valued function,
characteristic hypersurfaces need not exist for solutions of
quasi-linear systems.
Example 18
(Cauchy-Riemann equations) The real part u and imaginary
part v of a holomorphic function defined on a non-trivial open
subset of R2 satisfy
u v u v
= , = . (6.2)
x y y x
An equivalent form of (6.2) is given by

1 0 0 1 u 0
+ = , (6.3)
0 1 x 1 0 y v 0
Hence it follows for every vector (n1 , n2 ) R2 \ {(0, 0)} that

1 0 0 1 n1 n2
det n1 . + n2 . = det = |n|2 > 0 .
0 1 1 0 n2 n1
Example (cont.)
I Hence there are no characteristics for the system (6.3)
I and every regular hypersurface contained in is
non-characteristic.
I As a consequence, it might be suspected that any regular
hypersurface is a suitable data surface for (18).
I This is not the case. In general, the initial value problem
for (18) on regular hypersurfaces is not well-posed.
I In the following, we indicate this fact, only.
I For this, we use that, as is shown in complex analysis in one
variable, any differentiable map (u, v) : R2 defined on
some non-trivial open subset R2 whose component
functions satisfy (6.3) is infinitely often differentiable.
Example (cont.)
I As a consequence, such (u, v) satisfies
2u 2v 2v 2u
= = = 2 ,
x 2 xy yx y
2 2 2
v u u 2v
= = =
x 2 xy yx y2
I and hence
2u 2u 2v 2v
+ = + =0.
x 2 y2 x 2 y2
Example (cont.)
I Generally, the initial value problem for the last equations is
not well-posed.
I Later, this will be indicated in the Example 31 by
Hadamard.
In the following, we consider the special case n = 1. In this

case, characteristic surfaces (so far existent) are 1-dimensional
and hence curves. Hence it might be expected that restriction of
(6.1) to characteristic paths28 leads on a ordinary differential
equation. Indeed, this is true as we will see in the following.
28
i.e., parametrizations of such curves
I For this, we assume that there is a characteristic regular
C 1 -hypersurface S for (6.1) with normal field
: S Rn \ {0}.
I Further, let : I S be differentiable, where I is a
non-trivial open interval of R.
I Then
ek (( )) 0 ( ) = ek (( )) 0 ( ) = k0 ( )
for every I and k {0, . . . , n}.

I In addition, let w : S Rp such that
n
!
X
w(x) ker k (x).Ak (x, u(x)) (6.4)
k=0
for all x S.
I Note that
n
!
X
det k (x).Ak (x, u(x))
k=0
n
!
X
= det k (x).Ak (x, u(x)) =0
k=0
for every x S.
I Hence such w exists. Then
n
X u
w(x) Ak (x, u(x)) (x)
xk
k=0
n
!
1 X
= w(x) k (x).Ak (x, u(x)) [( )u](x)
|(x)|2
k=0
n
X
+ w(x) Ak (x, u(x)) [(ek ) u] (x)
k=0
" n
! #
1 X
= k (x).Ak (x, u(x)) w(x) [( )u](x)
|(x)|2
k=0
n
X
+ w(x) Ak (x, u(x)) (ek ) u
k=0
n
X
= w(x) Ak (x, u(x)) [(ek ) u] (x)
k=0
for every x S.
I Using for the first time that n = 1, it follows that
0 ( ) ek (( )) 0 k0 ( ) 0
ek (( )) = ( ) = ( ) ,
| 0 ( )|2 | 0 ( )|2
1
X u
[(ek ) u] (( )) = [ek (( ))]i (( ))
i=0
xi
1
k0 ( ) X 0 u k0 ( )
= 0 ( ) (( )) = (u )0 ( )
| ( )|2 i=0 i xi | 0 ( )|2
for k = 0, 1.
I Hence (6.1) implies the ordinary differential equation

1
X k0 ( )
0 ( )|2
.(w )( ) Ak (( ), (u )( )) (u )0 ( )
k=0
|
= (w )( ) (( ), (u )( )) (6.5)
for every t I.
The PDE in Theorem 5.9 is a particular case of a

inhomogeneous linear symmetric hyperbolic system. The
following is a natural generalization of Theorem 5.9 to more
general inhomogeneous linear symmetric hyperbolic systems of
PDE. The study of the latter systems is continued in Section 3.
As a by product of this Section, we arrive at the motivation
behind the mutiplication of the equation (5.25) by the
multiplicator (R2 R, (t, x) 7 2(t x)2n (u)(t, x)) in the
derivation of the conservation law (5.26) of Example 12.
Theorem 6.2
Let n {1, 2, 3}, p N \ {0, 1}, T > 0, S a nonempty bounded
open subset of Rn to which Gauss theorem is applicable and
be an open subset of Rn+1 containing [0, T ] S. In addition, let
A1 , . . . , An C 1 (, M(p p, R)) with values in the subspace of
symmetric matrices, B C(, M(p p, R)), C(, Rp )
such that for every (t, x) (0, T ) S the corresponding
symmetric matrix
n
X Ak
B(t, x) + (B(t, x)) (t, x) (6.6)
k=1
xk
is in particular positive.
Theorem (cont.)
Finally, let u, v C 1 (, Rp ) such that
n n
u X u v X v
+ Ak +Bu = + Ak +Bv = ,
x0 k=1 xk x0 k=1 xk
P(t,x) u(t, x) = P(t,x) v(t, x) = 0 , (6.7)

for every (t, x) of (0, T ) S,
Theorem (cont.)
where P(t,x) is the orthogonal projection onto the span of
eigenvectors of
Xn
k (x)Ak (t, x)
k=1
corresponding to strictly negative eigenvalues, where

: S Rn is the outer unit normal field of S, and
u|{0}S = v|{0}S . Then u|[0,T ]S = v|[0,T ]S .
Proof.
In the following, we use the notation h | i for the Euclidean
scalar product on Rp . Further, we define w := u v. Then
n
w X w
+ Ak +Bw = 0
x0 k=1 xk
and hence
n
w X w
0 = 2 hw| i+ 2 hw|Ak i + 2 hw|B wi
x0 xk
k=1
n n
hw|wi X hw|Ak wi AkX
= + wi + hw|B wi + hw|B wi
hw|
x0 xk xk
k=1 k=1
n n
!
hw|wi X hw|Ak wi
X Ak
= + + hw| B + B wi .
x0 xk xk
k=1 k=1
Proof (cont.).
As a consequence,
(div q)(t, x) 6 0
for all (t, x) (0, T ) S, where
q := (hw|wi , hw|A1 wi , . . . , hw|An wi) .

Proof (cont.).
Further,
n
X
(q1 (t, x), , qn (t, x)) (x) = k (x) hw(t, x)|Ak (t, x)w(t, x)i
k=1
n
X
= hw(t, x)| k (x)Ak (t, x)w(t, x)i
k=1
n
X
= h(E P(t,x) )w(t, x)| k (x)Ak (t, x)(E P(t,x) )w(t, x)i
k=1
n
X
= hw(t, x)|(E P(t,x) ) k (x)Ak (t, x)(E P(t,x) )w(t, x)i > 0
k=1
for all t (0, T ) and x S.

Proof (cont.).
Hence according to Lemma 5.7
Z
hw|wi dvn 6 0
S
for all t [0, T ] which implies that w(t, x) = 0 for all

(t, x) [0, T ] S.
Remark 6.2.1
The boundary condition (6.7) is called maximal dissipative.
Remark 6.2.2
Note that if u : Rp satisfies
n
u X u
+ Ak +Bu = ,
x0 k=1 xk
then v : Rp , defined by v(t, x) := et u(t, x) for every

(t, x) , satisfies
n
v X v
+ Ak + (B + E) v = ,
x0 k=1 xk
where E M(p p, R) denotes the unit matrix.

Remark (cont.)
Hence the statement of Theorem 5.9 is still true if (5.24) is
replaced by the condition that there is R such that the
symmetric matrix
n

X Ak
B(t, x) + (B(t, x)) (t, x) + E
k=1
xk
is in particular positive for every (t, x) ((0, T ) S.

I It remains the question of how to find suitable candidates

for vector fields q for the application Lemma 5.7 in the
case of symmetric hyperbolic systems of PDE.
I For this, let n {1, 2, 3}, p N , be an open subset of
Rn+1 , A1 , . . . , An C 1 (, M(p p, R)) with values in the
subspace of symmetric matrices,
I B C(, M(p p, R)) and u, v C 1 (, Rp ) such that
n n
u X u v X v
+ Ak +Bu = + Ak +Bv = 0 .
x0 k=1 xk x0 k=1 xk
I Then
n
u X u
0 =h |vi + hAk |vi + hB u|vi
x0 k=1
x k
n
v X v
+ hu| i+ hu|Ak i + hu|B vi
x0 k=1
xk
n n
hu|vi X hu|Ak vi X Ak
= + + hu|(B + B ) vi ,
x0 k=1
xk k=1
xk
I where we use the notation h | i for the Euclidean scalar

product on Rp .
I Hence
n

X Ak
div q(u, v) = hu|(B + B ) vi ,
k=1
xk
I where
q(u, v) := (hu|vi , hu|A1 vi , . . . , hu|An vi) .
I In particular, if S : C 1 (, Rp ) C 1 (, Rp ) is a symmetry
transformation associated with the system,
I i.e., a map that transforms solutions of the system into
solutions,
I then q(u, Su) is a candidate for the application of
Lemma 5.7.
I For instance in the case that p = 1, A1 , . . . , An are constant

and B = 0,
n
vu X vu
+ Ak
x0 k=1
xk
n
! n
!
v X v u X u
= + Ak u+v + Ak
x0 k=1 xk x0 k=1 xk
I and hence Sv : C 1 (, Rp ) C 1 (, Rp ) defined by

Su := vu is a symmetry transformation.
I This has been exploited in Example 12.
I We consider compressible Eulers equations in one space

dimension
I under assumption of a polytropic equation of state and
absence of external forces.
I The system for the velocity distribution u : R2 R and
the density : R2 (0, ) of an ideal fluid in one space
dimension without presence of external forces and under
the assumption of a polytropic equation of state is given by
u u 1 p
+u = ,
t x x
u
+ =0,
t x

p = p0 , (6.8)
0
I where
1
=1+ (> 1) ,
n
n N is the so called polytropic index of the fluid and
and p0 , 0 > 0.
I The system is quasi-linear.
I Introduction of the new dimensionless variable := /0
gives the system
u u c2
+u + =0,
t x x
u
+ +u =0, (6.9)
t x x
I where c is the velocity of sound in the fluid
1/2
(1)/2 p0
c := c0 , c0 := . (6.10)
0
I or equivalently

1 0 u c2 / u 0
+ = . (6.11)
0 1 t u x 0
I A normal field to a regular characteristic curve satisfies
the equation

0 + 1 u 1 c2 /
0 = det = (0 + 1 u)2 12 c2
1 0 + 1 u
= [0 + 1 (u + c)] [0 + 1 (u c)]
I and hence
0 + 1 (u c) = 0 .
I Therefore, the integral curves of
(1, u c)
are characteristic paths.29

29
Note that, equaling the number of unknown fields, there are two
characteristic vector fields in this case.
I Multiplication of the second equation of (6.9) by c/ leads
to
u u c
+u + c =0,
t x x

u c
c + +u =0.
x t x
I Addition of the last equations and subtraction of the second
from the first equation leads to a system that includes only
derivatives in the directions of the characteristic fields

c
+ (u + c) u+ + (u + c) = 0 ,
t x t x

c
+ (u c) u + (u c) = 0 .
t x t x
(6.12)
+ -
x x x
Figure 19: Characteristic curves through the point (t, x) corresponding

to the characteristic paths , + . Here x 0 := (0) and
x 00 := + (0).
I If + , are integral curves of (1, u + c) and (1, u c),
I the latter equations lead to ordinary differential equations
along + , of the type (6.5):

+ 0 c
(u ) + +
( + )0

0 c
= (u ) ( )0 = 0 .

I The latter equations give rise to so called simple wave
solutions that propagate only along one characteristic
direction by the assumption that
u = F (6.13)
for some function F which is to be determined.

I Substitution of this ansatz into the first equation of (6.12)
gives

+ 0 c
(u ) + +
( + )0

+ 0 c
= (F ) + +
( + )0

0 c
= F + ( + )0 = 0
+

if
2c0 (1)/2
F(x) := x
1
for all x > 0.
I Note that this implies that
2
u= c.
1
I The second equation in (6.12) is satisfied if
= (0) . (6.14)
I As a consequence, the characteristic path satisfies the
system of ordinary differential equations

0 +1
( ) = (1, (u c) )( ) = 1, (c ) ( )
1

+1
= 1, (c )(0)
1
for every of its domain I.
I This gives
+1
0 ( ) = +0 (0) , 1 ( ) = (c )(0) +1 (0) .
1
(6.15)
I We try to find the value of the solution at some point
(t, x) R2 in terms of its value at time 0 in some space
point to be determined.
I For this, we demand that
( ) = (t, x) , 0 (0) = 0 .
I Then it follows from (6.15) that = t

I and from (6.14) that
(t, x) = ( )( ) = ( )(0) = (0, 1 (0))

+1
= 0, 1 ( ) + (c )(0)
1

+1
= 0, x + c(t, x) t . (6.16)
1
I Substitution of (6.13) into the second equation of (6.12)
gives

+ 0 c
(u ) +
( + )0

+ 0 c
= (F ) +
( + )0

0 c
= F ( + )0 = 0
+

I if
2c0 (1)/2
F(x) := x
1
for all x > 0.
I Note that this implies that
2
u= c.
1
I The second equation in (6.12) is satisfied if
+ = + (0) . (6.17)
I As a consequence, the characteristic path + satisfies the
system of ordinary differential equations

+0 + +1 +
( ) = (1, (u + c) )( ) = 1, (c ) ( )
1

+1 +
= 1, (c )(0)
1
for every of its domain I.
I This gives
+1
0+ ( ) = +0+ (0) , 1+ ( ) = (c + )(0) +1+ (0) .
1
(6.18)
I We try to find the value of the solution at some point
(t, x) R2 in terms of its value at time 0 in some space
point to be determined.
I For this, we demand that
+ ( ) = (t, x) , 0+ (0) = 0 .
I Then it follows from (6.18) that = t and from (6.17) that
(t, x) = ( + )( ) = ( + )(0) = (0, 1+ (0))

+ +1 +
= 0, 1 ( ) (c )(0)
1

+1
= 0, x c(t, x) t . (6.19)
1
More generally, we can find an implicit representations of more

general solutions of (6.12) by using so called Riemann
invariants of this system. Since
c
= c0 (3)/2 ,

it follows that

c 2c0 (1)/2
+ (u c) = + (u c)
t x t x 1

2
= + (u c) c.
t x 1
Hence the system (6.12) is equivalent to the system

2
+ (u + c) u+ c =0,
t x 1

2
+ (u c) u c =0.
t x 1
The functions u (2c/( 1)) are Riemann invariants for the

system (6.12), i.e., functions of the unknowns that are constant
along one family of characteristic paths.
This implies that

2 2 +1
u+ c (t, x) = u + c 0, x c(t, x) t
1 1 1

2 2 +1
u c (t, x) = u c 0, x + c(t, x) t
1 1 1
and hence the implicit representations

1 2 +1
u(t, x) = u+ c 0, x c(t, x) t
2 1 1

2 +1
+ u c 0, x + c(t, x) t (6.20)
1 1

1 2 +1
c(t, x) = u+ c 0, x c(t, x) t
4 1 1

2 +1
u c 0, x + c(t, x) t .
1 1
Problem 6.3
Calculate the solutions of (6.20) under the assumption of linear
u(0, ) and (0, ). In particular, verify whether the results
satisfy (6.8).
I For motivation of the definition of hyperbolic systems of

quasi-linear first-order PDE,
I we consider the special case of (6.1) that = Rn ,
I A0 equals the unit matrix E, A1 , . . . An are constant matrices
and of vanishing B and :
n
u X u
(x) + Ak (x) = 0 (6.21)
x0 k=1
xk
for every x Rn .
I We make the ansatz
n
! n
!
X Y
u(x) = exp i k xk .U= exp(ik xk ) . U ,
k=0 k=0
x Rn , where 0 , . . . , n R, U Cp .
I Solutions of this type are called plane waves.
I The ansatz leads to
n
! n n
!
X X X
i0 exp i k xk . U + Ak ik exp i k xk . U
k=0 k=1 k=0
n
! n
!
X X
= i exp i k xk k .Ak + 0 .E U=0
k=0 k=1
for every x Rn .
I The latter is satisfied if and only if
n
!
X
k .Ak + 0 .E U = 0 (6.22)
k=1
I and hence allows non-trivial U if and only if

n
! n
!
X X
det k .Ak + 0 .E = det k .Ak (0 ).E = 0 .30
k=1 k=1
(6.23)
I Note that in this case 0 , . . . , n , if non-trivial, is normal to
a characteristic hypersurface.
30
In applications, such equation is called a dispersion relation. Such
relation restricts the possible wave vectors = (0 , . . . , n ) Rn+1 .
I For arbitrarily given 1 , . . . , n R, the condition (6.23)
states that 0 is an eigenvalue of the matrix
1 .A1 + + n .An (6.24)

I and that U is the corresponding eigenvector.
I We say that (6.21) is hyperbolic if this matrix has only real
eigenvalues such that the associated eigenvectors form a
basis of Cp .
I We say that (6.21) is elliptic if this matrix has no real
eigenvalues.
I If (6.21) is hyperbolic,
I 1 , . . . , n R, 01 , . . . , 0r , where r {1, . . . , p}, are
eigenvalues of the corresponding matrix (6.24) with
corresponding eigenvectors Ul1 , . . . , Ulsl for every
l {1, . . . , r},
I where s1 , . . . , sr {1, . . . , p} are such that
X r
sl = p ,
l=1
and such that U11 , . . . , Ursr form a basis of Cp ,
I then u : Rn+1 C defined by
n
! r " sl
#
X X X
u(x) := exp i k xk exp(i0l x0 ) als Uls
k=1 l=1 s=1
n+1
for every x = (x0 , . . . , xn ) R , where a11 , . . . , arsr C,
is a solution of (6.21).
I Moreover, it is to be expected31 that the span of such
solutions contains solutions of (6.21) corresponding to
data, e.g., with compact support, on surfaces of constant
time.
31
For precise analysis, the methods of Fourier analysis need to be used
which are beyond the scope of this course.
More generally, for the quasilinear system (6.1), we define

define hyperbolicity and ellipticity by localizing the previous
conditions.
Definition 6.4
If A0 = E, we say that the system (6.1) is hyperbolic (elliptic) if
for every x , y 0 , where 0 Rp is an appropriate
subset32 , and (1 , . . . , n ) Rn \ {0}
n
X
k .Ak (x, y)
k=1
has only real eigenvalues with corresponding eigenvectors

forming a basis of Rp (has no real eigenvalues). Sufficient for
this is that all A1 , . . . , An assume values in the linear subspace of
symmetric matrices of M(p p, R). In this case (6.1) is called a
symmetric hyperbolic system. Note that every first-order
quasi-linear PDE for one real-valued function is hyperbolic
according to this definition.
32
For instance, for the system from gas dynamics studied in the subsequent
section, such 0 is given by R2 for > 2 and R R for < 2.
Problem 6.5
The source-free Maxwells equations for the electromagnetic
field E, B : R4 R3 in Minkowski space and inertial
coordinates t, x, y, z are given by
E B
= cB , = c E ,
t t
E =B=0 ,
where c denotes the speed of light, and denotes the gradient

in the spacial coordinates x, y, z. Show that the evolution
equations, i.e., the equations containing time derivatives, form a
symmetric hyperbolic system. In addition, find all plane wave
solutions for the whole system.
Remark 6.5.1
If (6.1) is elliptic, there are no characteristic hypersurfaces for
any of its solutions.
Remark 6.5.2
For sufficient conditions for the well-posedness of initial value
problems for linear and quasi-linear Hermitian hyperbolic
systems see, e.g., Theorem 6.30, Corollary 6.31, Theorem 11.8,
Remark 11.9 and Theorem 13.6 in [3].
Example 19
The Cauchy-Riemann equations form an elliptic system as a
consequence of the results in Example 18.
Example 20
I We consider the system (6.11)

1 0 u c2 / u 0
+ = (6.25)
0 1 t u y 0
on R2 from Section 2
I that occurred in the discussion of compressible Euler
equations.
Example (cont.)
I Then for every (t, x) R2 and 1 R the corresponding
matrix
1 u(t, x) 1 c2 (t, x)/(t, x)
1 (t, x) 1 u(t, x)
leads on the eigenvalue equation

1 u(t, x) 1 c2 (t, x)/(t, x)
0 = det
1 (t, x) 1 u(t, x)
= (1 u(t, x) )2 12 c2 (t, x)
= [1 (u(t, x) + c(t, x)) ] [1 (u(t, x) c(t, x)) ]
I and hence to the eigenvalues
= 1 [u(t, x) c(t, x)] .

Example (cont.)
I These eigenvalues are identical if and only if
1 c(t, x) = 0
which because of (6.10) implies that
(t, x) = 0 .
I In these cases, the matrix is symmetric.

I As a consequence, the system (6.11) is hyperbolic.
t
1
2
0 x
0 1 2 3 4 5
Figure 20: Characteristic curves connecting the initial data curve

t = 0 with the point (1, 3). Compare Problem 21.
Example 21
Decide whether the system
u v u v
2 2 + 3 =0,
x x t t
u v v
4 + =0 (6.26)
x x t
on R2 is hyperbolic.
Example (cont.)
Solution: In matrix form, the system is given by

1 3 2 2 u 0
+ =
0 1 t 1 4 x v 0
which is equivalent to the system

1 0 5 14 u 0
+ = . (6.27)
0 1 t 1 4 x v 0
Example (cont.)
The equation

51 + 0 141
det = (51 + 0 )(41 + 0 ) + 1412
1 41 + 0
= 02 + 0 1 612 = (0 + 31 )(0 21 ) = 0
has the real solutions 0 = 31 , 0 = 21 that differ for

1 R . As a consequence, the system (6.26) is hyperbolic.
Example 22
Calculate a solution to (6.26) such that
u(0, ) = f , v(0, ) = g , (6.28)
where f , g C 1 (R, R).

Example (cont.)
Solution: From the solution of Problem 21, it follows that the
constant vector fields of values (1, 3) and (1, 2) are
characteristic vector fields for the equivalent system (6.27). We
define derivatives

D+ := +3 , D := 2
t x t x
in these directions which leads to the identities
1
= (D+ D )
x 5
3 1
= D+ (D+ D ) = (2D+ + 3 D )
t 5 5
Example (cont.)
and
u v u v 2
2 2 + 3 = (D+ D ) u
x x t t 5
1 2 1
+ (2D+ + 3 D ) u (D+ D ) v (6D+ + 9D ) v
5 5 5
1
= (4D+ u + D u 8D+ v 7D v) = 0 ,
5
u v v 1
4 + = (D+ D ) u
x x t 5
4 1
(D+ D ) v + (2D+ + 3 D ) v
5 5
1
= (D+ u D u 2D+ v + 7D v) = 0 .
5
Example (cont.)
Hence (6.26) is equivalent to the system
4D+ u + D u 8D+ v 7D v = 0
D+ u D u 2D+ v + 7D v = 0 .
Finally, by linear combination of the last two equations, we

arrive at
D+ (u 2v) = 0 , D (u 7v) = 0
which identifies the functions u 2v and u 7v as Riemann
invariants.
Example (cont.)
Since (t, x) = (0, x 3t) + t(1, 3), the points (t, x) R2 and
(0, x 3t) are connected by an integral curve of the constant
vector field (1, 3). As a consequence,
u(t, x) 2v(t, x) = f (x 3t) 2g(x 3t) .
Further, since (t, x) = (0, x + 2t) + t(1, 2), (t, x) R2 and

(0, x + 2t) are connected by an integral curve of the constant
vector field (1, 2). As a consequence,
u(t, x) 7v(t, x) = f (x + 2t) 7g(x + 2t) .

Example (cont.)
Hence,
1
u(t, x) = [7f (x 3t) 2f (x + 2t) 14g(x 3t)
5
+14g(x + 2t)]
1
v(t, x) = [f (x 3t) f (x + 2t) 2g(x 3t)
5
+7g(x + 2t)] . (6.29)
Indeed, it can be verified that u, v : R2 R defined by the

equations in (6.29) satisfy (6.26) and (6.28).
Problem 6.6
Calculate the C 1 -solutions of
a)
u v u
4 6 + =0,
x x t
u v v
3 + =0
x x t
on R2 for initial data
u(0, x) = sin(x) , v(0, x) = cos(x)
for every x R.
Problem (cont.)
b)
u v u v
3 +2 + + =0,
x x y y
u v u v
5 +2 + =0
x x y y
u(x, 0) = sin(x) , v(x, 0) = ex
for every x R.
Problem (cont.)
c)
u v u v
3 + 16 +2 + =0,
x x y y
u v u v
7 + 36 +4 +3 =0
x x y y
u(x, 0) = e3x , v(x, 0) = ex
for every x R.
Solutions:
a)
1
u(t, x) = [6 sin(x 3t) 6 cos(x 3t) sin(x + 2t)
5
+6 cos(x + 2t)]
1
v(t, x) = [sin(x 3t) cos(x 3t) sin(x + 2t)
5
+6 cos(x + 2t)]
for all t, x R.
b)
u(x, y) = sin(x + y)
1
8 sin(x 2y) + 6ex2y 8 sin(x + y)

v(x, y) =
6
for all x, y R.
c)
u(x, y) = 3 e3(xy) 6 e(xy) 2 e3(x2y) + 6 e2yx

v(x, y) = e3(xy) 2 e(xy) e3(x2y) + 3 e2yx
for all x, y R.
For this, let f C 1 (R2 , R). In the following, we calculate the

solutions u C 2 (R2 , R) of the wave equation
2u 2u
2 =f (6.30)
t 2 x
to the initial values
u
u(0, ) = g1 , (0, ) = g2 , (6.31)
t
where g1 C 2 (R, R), g2 C 1 (R, R).
I First, we notice the equivalence of (6.30) to a symmetric
hyperbolic system of PDE.
I For this, let u C 2 (R2 , R) be a solution of (6.30).
I Then
2u 2u

u u u u
f = 2 2 = + +
t x t t x x t x
v v
= ,
t x
I where v C 1 (R2 , R) is defined by
u u
v := + .
t x
I Hence (u, v) C 2 (R2 , R) C 1 (R2 , R) satisfies the system
u u v v
+ =v, =f . (6.32)
t x t x
I Note that this system is symmetric hyperbolic.
I On the other hand if (u, v) C 2 (R2 , R) C 1 (R2 , R) is a

solution of the system (6.32),
I then

v v u u u u
f = = + +
t x t t x x t x
2 2
u u
= 2 2
t x
I and hence u is a solution of (6.30).
I In the following, we find the solutions of (6.32) satisfying
u(0, ) = g1 , v(0, ) = g2 + g10 .

I For this, let (t, x) R2 .
I Then the characteristic path : R R2 of the second
equation in (6.32) satisfying
(t) = (t, x)
I is given by
( ) = (, x + t )
for every R.
I Hence
Z t
v(t, x) = (g2 + g10 )(x + t) + f (, x + t ) d (6.33)
0
for all (t, x) R2 .

I Indeed, v : R2 R defined by (6.33) is an element of
C 1 (R2 , R) satisfying the second equation in (6.32) as well
as v(0, ) = g2 + g10 .
I The characteristic path + : R R2 of the first equation in
(6.32) satisfying
+ (t) = (t, x)
is given by
+ ( ) = (, x t + )
for every R.
I Hence
Z t
u(t, x) = g1 (x t) + v(, x t + ) d (6.34)
0
for all (t, x) R2 .

I Indeed, u : R2 R defined by (6.34) is an element of
C 1 (R2 , R) satisfying the first equation in (6.32)
I as well as u(0, ) = g1 .
I The following calculation leads to the representation (6.35)
that shows that indeed u C 2 (R2 , R).
Z t
u(t, x) = g1 (x t) + (g2 + g10 )(x t + 2 )
0
Z
+ f (s, x t + 2 s) ds d
0
Z x+t
1
= g1 (x + t) + g1 (x t) + g2 ( ) d
2 xt
Z t Z t
+ f (s, x t + 2 s) d ds
0 s
I and finally
Z x+t
1
u(t, x) = g1 (x + t) + g1 (x t) + g2 ( ) d
2 xt
Z t Z x+ts
+ f (s, s) ds ds (6.35)
0 x(ts)
for all (t, x) R2 .

I Hence we proved the following
Theorem 6.7
Let f C 1 (R2 , R), g1 C 2 (R, R) and g2 C 1 (R, R). Then
there is a unique u C 2 (R2 , R) satisfying the wave equation
(6.30) with initial values (6.31). That u is given by (6.35).
Figure 21: Graph of the solution u of (6.30) with vanishing

inhomogeneity and corresponding to the initial data
u(0, x) = 1/(1 + x 2 ) and (u/t)(0, x) = 0 for all x R.
Figure 22: Graph of the solution u of (6.30) with vanishing

inhomogeneity and corresponding to the initial data u(0, x) = 0 and
(u/t)(0, x) = 1/(1 + x 2 ) for all x R.
Figure 23: Graph of the solution u of (6.30) with inhomogeneity

f (t, x) := 1/(1 + x 2 ) for all (t, x) R2 and corresponding to the
initial data u(0, x) = 0 and (u/t)(0, x) = 0 for all x R.
Remark 6.7.1
(i) (Domain of dependence of solutions) According to

(6.35), the value of the solution u at a point (t, x) is
influenced only by the values of g1 at the points x t and
x + t, the values of g2 in the closed interval between
x t, x + t and the values of f inside and on the triangle
with corners (0, x t), (0, x + t), (t, x). Compare Fig 24.
In particular, this allows the calculation of the solution at
previous times from data given at a later time.
Remark (cont.)
(ii) (Conservation of compact support) In the case of
vanishing f and data g1 and g2 vanishing for distances
larger than some L > 0 from the origin, u(t, ) vanishes for
distances larger than |t| + L from the origin because
|x| > |t| + L
for (t, x) R2 implies that
|x + s| > |x| |s| > |x| |t| > L
for all s R such that |s| 6 |t|. Hence the solution u

corresponding to such data is non-zero only on a bounded
domain at every time t R which is typical for hyperbolic
problems. In particular, the outer boundary of the domain
of influence of such data proceeds at speed 1.
Remark (cont.)
(iii) (Well-posedness of the initial value problem) The
solution u is uniquely determined by the data g1 and g2 and
depends continuously on the data in the sense that small
changes of g1 and g2 result only in small changes of u. In
such a case, we say the initial value problem is well-posed.
Remark (cont.)
(iv) (Weak solutions) For the existence of the integrals in the
solution (6.35), it would be sufficient, e.g., that
g1 , g2 C(R, R). This suggests that in such cases the u
defined by (6.35) solves the wave equation where its
derivatives are interpreted in some weak sense.
Problem 6.8
Solve the initial value problem for the 1 + 1 wave equation for
reflecting boundary conditions.
t
x
x-t x x+t
Figure 24: The past domain of dependence of value of the solution u
of (6.30) at the point (t 0 , x 0 ). That value depends only on the values of
the inhomogeneity f in and on the boundary of the red domain and the
values of the data u(0, x 0 t 0 ), (u/t)(0, x 0 t 0 ), u(0, x 0 + t 0 ),
(u/t)(0, x 0 + t 0 ) at time 0.
x
a-t a b b+t
Figure 25: The future domain of influence of the data on the interval
[a, b] at time 0 on the solution u of (6.30). That part of the data can
only influence the values of u inside and on the boundary of the blue
domain.
Figure 26: Graph of u from Example 23 corresponding to (6.36).

The following example shows that there are solutions of the

wave equation in one space dimension, that, interpreted as a
path in L p -space that is parametrized by time, grow indefinitely.
This result can be considered as already indicated by the fact
that u : R R, defined by
u(t, x) := t
for every (t, x) R2 , is a solution of this equation.

Example 23
(Existence of solutions of the wave equation in one space
dimension whose spatial L p -norm is growing indefinitely
with time) In the following, for every p > 0, we show the
existence of a solution u C 2 (R2 , R) of (6.30) for which there
is t0 > 0 and C > 0 such that
Z 1/p
p
|u(t, x)| dx > C t 1/p

for every t > t0 .

Example (cont.)
I For this, let p > 0.
I In addition, let C 1 (R, R) be symmetric,
positive-valued, satisfying (0) > 0 and such that
(x) = 0 for all x R \ (1, 1).
I For instance, : R R defined by
(
(1 x 2 )2 if |x| < 1
(x) = (6.36)
0 if |x| > 1
satisfies these conditions.

I Further, let C 2 (R, R) be the antiderivative of
satisfying (0) = 0.
Example (cont.)
I We note that for every x R
Z x Z 0
(x) = (y) dy (y) dy ,
c c
where c 6 min{x, 0}.

I As a consequence,
( Rx
(y) dy if x > 0
(x) = R 00
x (y) dy if x < 0
for every x R.
Example (cont.)
I In particular, it follows that is monotonically increasing
and antisymmetric.
I Then u C 2 (R2 , R) defined by
1
u(t, x) := [(x + t) (x t)]
2
for every (t, x) R2 is a solution of (6.30)
I such that
u
u(0, x) = 0 , (0, x) = (x)
t
for every x R.
Example (cont.)
I Also, u(t, x) = 0 for x > |t| + 1 as well as x 6 (|t| + 1)
and
1 1
u(t, x) = [(x+t)(xt)] > [(x+t)(x+t)] = 0
2 2
for all (t, x) [0, ) R.
I Further, for t > 0 and x R, it follows that
Z x+t Z 0 Z xt
1
u(t, x) := (y) dy (y) dy (y) dy
2 c c c
1 x+t
Z 0 Z
+ (y) dy = (y) dy ,
c 2 xt
where c 6 min{x t, 0}.

Example (cont.)
I In particular, if t > 2 and |x| 6 t/2, we conclude that
Z x+t Z t/2
1 1
u(t, x) = (y) dy > (y) dy
2 xt 2 t/2
Z 1
1
> (y) dy > 0
2 1
I and hence that

Z Z t/2 Z 1 p
p p 1
|u(t, x)| dx > |u(t, x)| dx > (y) dy t.
t/2 2 1
Single Second-Order PDE
In the following, we consider second-order quasi-linear
second-order PDE of the form
n
X 2u
aij (x, u(x), (u)(x)) (x)
i,j=0
xi xj
n
X u
+ bi (x, u(x), (u)(x)) (x)
i=0
xi
+ c(x, u(x), (u)(x)) u(x) = f (x, u(x), (u)(x)) (7.1)
for every x , where n N \ {0, 1}, is a non-trivial open

subset of Rn , aij : Rn+2 R and bi : Rn+2 R for
i, j {0, . . . , n}, c : Rn+2 R, f : Rn+2 R and
u C 2 (, R).
As a consequence of Schwarzs Theorem, we can assume

without restriction that
aij = aji
for all i, j {0, . . . , n}.
I For the definition of characteristic hypersurfaces for (7.1)

and u, we define aij : R, bi : R, c : R and
f : R by
aij (x) := aij (x, u(x), (u)(x)) , bi (x) := bi (x, u(x), (u)(x)) ,
c(x) := c(x, u(x), (u)(x)) , f (x) := f (x, u(x), (u)(x))
for every x and i, j {0, . . . , n}.

I Further, let g C 2 (, R) such that (g)(x) 6= 0 for all
x S, where
S := {x : g(x) = 0} .
I Since g C 1 (, Rn+1 ), there is an open neighborhood U

of S in such that
v(x) := (g)(x) 6= 0
for all x U.
I In particular, S is a regular C 2 -hypersurface contained in
with normal field v|S .
I We assume that the restrictions

u u
u|S , ... , (7.2)
x0 S xn S
are given.
I Since u C 2 (, R), this implies that the partial derivative

of u on S in any direction of Rn+1 is determined by (7.2).
I The same is true for all partial derivatives of
u u
, ... ,
x0 xn
on S in directions of Rn+1 which are tangential to S.

Definition 7.1
The last statement is true for all directions of Rn+1 if and only if
(7.1) can be solved on S for the second derivative
( )( u) into the normal direction v of S.
In this case, we say that S is non-characteristic for u.
If this is nowhere possible on S, we say that S is characteristic

for u.
We extend the previous definitions to all solutions of (7.1).

In the following, we investigate the solubility of (7.1) for the
second derivative ( )( u) into the normal direction .
I In a first step, it follows that
n n
2 u

X X i u
aij = aij ei + 2
i,j=0
xi xj U i,j=0
|| xj
n n
X u X u
= i aij ( ) + aij (ei ) ,
i,j=0
xj i,j=0
x j
I where
i j
ei := ei = ei i , i := 2
|| 2 ||
for every i {0, . . . , n}.

I Further,
u
( ) = ( u) u
xj xj xj

= [(ej + j ) ] ( u) u
xj

= j ( )( u) + (ej )( u) u
xj
= j ( )( u) + [(ej )] u + [(ej )u]

u
xj
for every j {0, . . . , n}.

I Hence ( )( u) is determined on S by (7.1) as well

as (7.2) if
n n
X 1 X
aij (x) i (x) j (x) = aij (x) i (x) j (x) 6= 0
i,j=0
|(x)|4 i,j=0
for all x S.
I As a consequence, we make the following definition.
Definition 7.2
(i) S = g1 ({0}) is non-characteristic for u if and only if
n
X g g
aij (x, u(x), (u)(x)) (x) (x) 6= 0
i,j=0
xi xj
for all x S.
(ii) S = g1 ({0}) is characteristic for u if and only if
n
X g g
aij (x, u(x), (u)(x)) (x) (x) = 0
i,j=0
xi xj
for all x S.
Figure 27: Two characteristic planes of (7.3) through the origin in R3 .

Here t := x0 , x := x1 , y := x2 . Compare Problem 24.
Figure 28: Forward and backward characteristic cone in R3 with apex

at the origin, where t := x0 , x := x1 , y := x2 . Compare Problem 24.
Example 24
Find characteristic surfaces through any point
(y0 , . . . , yn ) Rn+1 of the equation
2u
4u + c u = 0 , (7.3)
x02
where n N , c R, u C 2 (Rn+1 , R) and 4 is the Laplace

operator in n-dimensions. The action of the last on every twice
partially differentiable function f defined on some non-empty
open subset of Rn+1 is defined by
n
X 2f
4f := .
k=1
xk2
Example (cont.)
Solution:
I For this, let k Rn+1 \ {0} and gk C (Rn+1 , R) be
defined by
n
X
gk,y (x) := ki (xi yi )
k=0
for every x Rn+1 .

I Then
Sk,y := {x Rn+1 : gk (x) = 0}
is a plane through y with normal field
= (gk )|Sk,y = k .
Example (cont.)
I Hence Sk,y is characteristic if and only if k is a null vector
in the Minkowski metric for Rn+1 ,
I i.e., if
X n
2
k0 kj2 = 0 .
j=1
Example (cont.)
I Note that also
Cy := {x Rn+1 : g(x) = 0} ,
I where gy C (Rn+1 \ {y}, R) is defined by

n
X
2
gy (x) := (x0 y0 ) (xj yj )2
j=1
for every x Rn+1 , is characteristic.

I It is the union of the backward characteristic cone Cy with
apex at y and the forward characteristic cone Cy+ with apex
at y.
Example (cont.)
I The latter are defined by
Cy := {x Rn+1 : x0 6 y0 , gy (x) = 0} ,
Cy+ := {x Rn+1 : x0 > y0 , gy (x) = 0} .
We define A C 2 ( Rn+2 , M((n + 1) (n + 1), R)) by
A := (aij )i,j{0,...,n} .
Definition 7.3
We say that the equation (7.1) is of
(i) parabolic type at x if at least one of eigenvalues of
A(x, y) vanishes for every y Rn+2 .
(ii) elliptic type at x if A(x, y) has only non-vanishing
eigenvalues of the same sign for every y Rn+2 .
(iii) hyperbolic type at x if for every y Rn+2 the
corresponding A(x, y) has only non-vanishing eigenvalues
of which n 1 have the same sign, whereas the remaining
eigenvalue is of opposite sign.
(iv) ultra-hyperbolic type at x if A(x, y) has only
non-vanishing eigenvalues with at least two eigenvalues of
each sign for every y Rn+2 . Note that this implies that
n > 4.
Remark 7.3.1
If (7.1) is elliptic there are no characteristic hypersurfaces for
any of its solutions.
Example 25
The velocity potential of a stationary, isentropic, irrotational,
two-dimensional flow (u, v) of a compressible ideal fluid is
described by
2 2 2
2
(c2 u2 ) 2uv + (c 2
v ) =0, (7.4)
x 2 xy y2
where c denotes the local speed of sound.
Example (cont.)
The solutions of
2
c u 2 uv
0=
uv c2 v2
= (c2 u2 )(c2 v2 ) u2 v2
= 2 (2c2 u2 v2 ) + (c2 u2 )(c2 v2 ) u2 v2
= 2 (2c2 u2 v2 ) + c2 (c2 u2 v2 )
2
u2 + v 2 (u2 + v2 )2

2
= c
2 4
are given by
{c2 , c2 (u2 + v2 )} .
Example (cont.)
Hence (7.4) is elliptic at points (x, y) of subsonic speed
u2 (x, y) + v2 (x, y) < c2 (x, y) ,
parabolic at points (x, y) of sonic speed
u2 (x, y) + v2 (x, y) = c2 (x, y) ,
and hyperbolic at points (x, y) of supersonic speed
u2 (x, y) + v2 (x, y) > c2 (x, y) .
Such PDE as (7.4) that have different type in different parts of

the underlying domain are called of mixed type.
Example 26
(Tricomis equation) Tricomis equation is given by
2u 2u
y (x, y) + (x, y) = 0 (7.5)
x 2 y2
for (x, y) R2 . It is a model for the transition from subsonic to

supersonic speeds in aerodynamics. For every (x, y) R2 , the
solutions of

y 0
0 = = (y )(1 )
0 1
are given by = 1, y. Hence (7.5) is elliptic in the open upper

half-plane, parabolic on the real axis and hyperbolic in the open
lower half-plane.
y
9 7 5 3 1 1 3 5 7 9
x
-2 -2 -2 -2 -2 2 2 2 2 2
-4
Figure 29: Characteristic curves of Tricomis equation (7.5). Compare

Problem 27.
Example 27
Calculate two characteristic curves of the Tricomi equation
(7.5) through every (x, y) R2 where possible.
Example (cont.)
Solution:
I For this, let be a non-trivial open subset of R2 ,
I g C 2 (, R) such that v(x, y) := (g)(x, y) 6= 0 for all
(x, y) S,
I where
S := {(x, y) : g(x, y) = 0} .
I S is characteristic if and only if
y v12 (x, y) + v22 (x, y) = 0
for all (x, y) S.

Example (cont.)
I As a consequence, there are no characteristic curves in
R [0, ).
I Therefore, in the following we assume that
R (, 0).
I Further, the condition that
2 2
2 2 g g
0 = y v1 (x, y) + v2 (x, y) = y (x, y) + (x, y)
x y

g g g g
= (x, y) y (x, y) (x, y) + y (x, y)
y x y x
for all (x, y) S

Example (cont.)
I is satisfied if
g g
(x, y) y (x, y) = 0 (7.6)
y x
for all (x, y) .

I The latter equations are single first-order linear PDE that
can be solved by the characteristic method (see Section 2)
or the following educated guess.
Example (cont.)
I For the solutions of (7.6) we make the ansatz
g(x, y) = f (F(y) x)
for every (x, y) , where f and F are suitable

C 2 -functions that are to be determined.
Example (cont.)
I Then
g g
(x, y) y (x, y) = f 0 (F(y)x) F 0 (y) y = 0
y x
is satisfied for every f C 2 (R, R) and

F C 2 ((, 0), R) defined by
2
F(y) := (y)3/2
3
for all y < 0.
Example (cont.)
I In particular, for every c R, the zero set
( 2/3 )
3
Sc, := (x, y) R2 : y = (x c)
2
of the function gc, : R (, 0)

I defined by
2
gc, (x, y) := (y)3/2 (x c)
3
for all (x, y) R (, 0) is a characteristic curve.

I Through a given point (x0 , y0 ) R (, 0),
characteristics are given by Sc1 ,+ , Sc2 , , where
2 2
c1 := x0 (y0 )3/2 , c2 := x0 + (y0 )3/2 .
3 3
Problem 7.4
In [23]: Problems 2.1 a), d) and 2.2 of Chapter V, Section 2 and
7.7 a), b) and c) of Chapter V, Section 7.
In the following, we investigate further the case of linear

second-order PDE with constant coefficients, i.e., the special
case of (7.1), where n N , = Rn+1 and that aij R, bi R,
c R are constant for all i, j {0, . . . , n}.
I In the first step, we try to simplify the structure of (7.1)

by a linear bijective coordinate transformation
h : Rn+1 Rn+1 ( C (Rn+1 , Rn+1 )) adapted to its
coefficients.
I We define
v := u h1
such that
u=vh .
I Then it follows by the chain rule that
n
u X hl v
(x) = (x) (h(x)) ,
xj l=0
xj xl
n
2u X 2 hl v
(x) = (x) (h(x))
xi xj l=0
xi xj xl
n
X hl hk 2v
+ (x) (x) (h(x))
k,l=0
xj xi xk xl
n n
X hk hl 2v X 2 hk v
= (x) (x) (h(x)) + (x) (h(x))
k,l=0
xi xj xk xl
k=0
x i xj xk
for every x Rn+1 and i, j {0, . . . , n}.

I Since h is assumed linear, all partial derivatives of the first
order are constant.
I Hence it follows
n
u X v
(x) = Hki (h(x)) ,
xi k=0
xk
n
2u X 2v
(x) = Hki Hlj (h(x))
xi xj k,l=0
xk xl
for every x Rn+1 and i, j {0, . . . , n},

I where
hi
Hij := .
xj
I Substitution into (7.1) leads to the equivalent equation

n n n n
X X 2v X X v
aij Hki Hlj + bi Hki +cv
i,j=0 k,l=0
xk xl i=0 k=0
xk
(7.7)
n n
! n n
!
X X 2v X X v
= Hki aij Hlj + Hki bi +cv
k,l=0 i,j=0
xk xl k=0 i=0
xk
1
=f h
for v.
I We define the matrices33
H := (Hij )i,j{0,...,n}
I and !
n
X
A := Hki aij Hlj .
i,j=0 k,l{0,...,n}
I Then it follows that
A = H A H t ,
where denotes matrix multiplication and H t the transpose

of H.
33
Note that H is the representation of the derivative of H with respect to the
canonical basis of Rn+1 .
I According to Linear Algebra, there exists an orthogonal H

such that
H A H t = diag(1 , . . . , n ) ,
I where 1 , . . . , n denote the eigenvalues of A and
diag(1 , . . . , n ) the diagonal matrix containing these
eigenvalues in the diagonal.
I For such H, (7.7) simplifies to

n n
X 2 v X v
k + bk + c v = f h1
k=0
xk2 k=0 xk
which is called the canonical form of (7.1) in the case of

constant coefficients.
I Here n
X
bk := Hki bi
i=0
for k {1, . . . , n}
I In the cases of non-vanishing eigenvalues 1 , . . . , n , a
further scale transformation leads to the equivalent
equation for w
n n
X k 2 w X bk w
2
+ + c w = f h1 s1 ,
k=0
|k | xk k=0
|k |1/2 x
k
I where
w := v s1 ,
and s : Rn+1 Rn+1 is defined by
s(x0 , . . . , xn ) := |1 |1/2 x0 , . . . , |n |1/2 xn

for all (x0 , . . . , xn ) Rn+1 .

I Finally, in this case further simplification is possible by the
introduction of
n
!
1 X bk
w(x) := exp xk w(x)
2 k=0 |k |3/2
for all (x0 , . . . , xn ) Rn+1

I which leads to the equivalent equation for w
" n n
! #
X k 2 w 1 X bk2
2
+ c w (x)
k=0
| k | xk 4 | k|
n
! k=0
1 X k bk
xk f h1 s1 (x)

= exp
2 k=0 |k | 3/2
for all (x0 , . . . , xn ) Rn+1 .

I Hence in the elliptic and hyperbolic cases, we can restrict
the discussion of equations of the form (7.1) in the case of
constant coefficients to two equations.
I In the elliptic case to
4u + c u = f ,
where 4 denotes the Laplace operator in n + 1 dimensions
I and in the hyperbolic case to
2u
4u + c u = f , (7.8)
x02
where 4 denotes the Laplace operator in n dimensions.
I Also we identify the heat equation
T
4T = 0 (7.9)
t
as a parabolic equation.
In the following, we calculate the solutions u C 2 (R4 , R) of

the wave equation
2u
4u = 0 (7.10)
t 2
u
u(0, ) = f1 , (0, ) = f2 , (7.11)
t
where f1 C 2 (R3 , R), f2 C 1 (R3 , R).
I This is achieved by help of an integral transformation I that

averages the solutions over spheres of radius r.
I From the averaged functions, the solutions are recovered in
the limit r 0.
I As a function of t and r, rescaled averaged functions u
satisfy the wave equation in one space dimension (6.30).
I The associated initial value problem for the functions u is
solved by Theorem 6.7.
Figure 30: The domain of integration in the definition of I(t, r, x) is

Sr2 (x), a sphere of radius r around x.
I For every h C(R4 , R), we define I(h) : R5 R by
Z
1
I(h)(t, r, x) := h(t, x + ry) dSy
4 S2
Z
1
:= h(t, x + r p(, )) sin dd
4 (0,)(,)
for all (t, r, x) R5 .

I Further, p : R2 R3 is defined by
p(, ) := (sin cos , sin sin , cos )
for all (, ) R2 .
I Then
p((0, ) (, )) = S 2 \ ((, 0] {0} R) .

I For (t, r, x) R5 , I(h)(t, r, x) can be interpreted as the
average of h(t, ) over a sphere of radius |r| around x.
I In particular, it follows that
I(h)(t, r, x) = I(h)(t, r, x) , I(h)(t, 0, x) = h(t, x) .
(7.12)
I If in addition h C 2 (R4 , R), then I(h) C 2 (R5 , R).
I In this case, it follows for t R, r > 0, x R3 that
Z
h(t, x + z) dz
Ur (0)
Z
= h(t, x + rp(, )) r 2 sin drdd
(0,r)(0,)(0,2)
Z r
= 4r 2 I(h)(t, r, x) dr ,
0
where Ur (0) denotes the open unit ball around the origin in
R3 .
I Hence
Z r Z
2 1
4 r I(h)(t, r, ) dr (x) = (4h)(t, x + z) dz
0 4 Ur (0)
Z
1
= (h)(t, x + z) dSz
4 S2 (r)
Z
1
= (h)(t, x + rp(, )) sin() r 2 p(, ) dd
4 (0,)(,)

2
=r I(h) (t, r, x) .
r
I Since
Z

4 r I(h)(t, r, ) dr (r, x) = r 2 [4I(h)](t, r, x) ,
2
r 0
I it follows that
2
2 2
0= r r 4 I(h) = r 4 rI(h) ,
r r r 2
where r denotes the coordinate projection onto the second

coordinate of R5 .
I Note that the last equation is valid on the whole of R5 as a
consequence of the first identity in (7.12).
2

4 rI(h) = 0 . (7.13)
r 2
I In the following, we define for every h C(R4 , R) the

function I(h) : R5 R by
I(h)(t, r, x) := rI(h)(t, r, x)
for every (t, r, x) R5 .

I Furthermore, if h C 2 (R4 , R), then it follows from (7.13)
that
2
I(4h) = 4I(h) = 2 I(h) .
r
I Now let f1 C 2 (R3 , R), f2 C 1 (R3 , R)
I and u C 2 (R4 , R) be a solution of the initial value
problem (7.10), (7.11).
I Then
2
2
u 2
I(u) = 4 I(u) = I(4u) = I = I(u) .
r 2 t 2 t 2
I In addition,
Z Z
r r
I(u)(0, r, x) = f1 (x + ry) dSy = f1 (x ry) dSy ,
4 S2 4 S2
Z
r
I(u) (0, r, x) = f2 (x + ry) dSy
t 4 S2
Z
r
= f2 (x ry) dSy
4 S2
for all (r, x) R4 .
I Hence it follows by Theorem 6.7 that

Z
1
I(u)(t, r, x) = (t + r) f1 (x + (t + r)y) dSy
8 S2
Z
(t r) f1 (x + (t r)y) dSy
S2
Z t+r Z
+ f2 (x + y) dSy d
tr S2
for all (t, r, x) R5

I and
Z
1
I(u)(t, r, x) = (t + r) f1 (x + (t + r)y) dSy
8r 2
Z S
(t r) f1 (x + (t r)y) dSy
S2
Z t+r Z
+ f2 (x + y) dSy d
tr S2
for all (t, r, x) R R R3 .

I Finally, it follows by the second identity in (7.12) that
Z
1
u(t, x) = [ f1 + t (f2 + y f1 ) ] (x + ty) dSy (7.14)
4 S2
for all (t, x) R4 .

Theorem 7.5
(Kirchhoffs formula) Let f1 C 3 (R3 , R), f2 C 2 (R3 , R).
Then there is a unique u C 2 (R4 , R) satisfying (7.10) with
initial values (7.11). That u is given by (7.14). Also
Z
4 t
u(t, x) = R R, (t, x) 7 f1 (x + ty) dSy (t, x)
t 4 S2
Z
t
+ f2 (x + ty) dSy (7.15)
4 S2
for all (t, x) R4 .

Proof.
I In a first step, it will be proved that u2 : R4 R defined by
Z
t
u2 (t, x) := f2 (x + ty) dSy
4 S2
for all (t, x) R4

I is a C 2 -solution of (7.10) such that
u2
u2 (0, ) = 0 , (0, ) = f2 . (7.16)
t
I Indeed, it follows by differentiation under the integral sign
that u2 C 2 (R4 , R).
Proof (cont.).
I Also, the first identity in (7.16) is trivially satisfied.
I Further, it follows for (t, x) R4 that
Z Z
u2 1 t
(t, x) = f2 (x + ty) dSy + (y f2 )(x + ty) dSy ,
t 4 S2 4 S2
(7.17)
I and hence that the second identity in (7.16) is satisfied, too.

Proof (cont.).
I In addition, if t > 0, it follows by Gauss Theorem
Z
(y f2 )(x + ty) dSy
S 2Z
= (p(, ) f2 )(x + tp(, )) sin dd

S 2Z
1
= 2 (4f2 )(x + z) dz
t Ut (0)
Z
1
= 2 (4f2 )(x + p(, )) 2 sin() d dd
t (0,t)(0,)(,)
1 t 2
Z Z
= 2 (4f2 )(x + y)dSy d .
t 0 S2
Proof (cont.).
2 u2
Z
1
(t, x) = (y f2 )(x + ty) dSy
t 2 2 S2
Z
t 2
+ (y f2 )(x + ty) dSy
4 t S2
Z
1 2
+ 2t (4f2 )(x + ty) dSy
t S2
Z
t
= (4f2 )(x + ty) dSy = (4u2 )(t, x)
4 S2
Proof (cont.).
I Since 2 u2 /t 2 and 4u2 are continuous and satisfy
2 u2 2 u2
(t, x) = (t, x) , (4u2 )(t, x) = (4u2 )(t, x)
t 2 t 2
for all (t, x) R4 ,
I it follows that u satisfies (7.10).
I In the next step, we define v1 : R4 R by
Z
t
v1 (t, x) := f1 (x + ty) dSy
4 S2
for all (t, x) R4 .

Proof (cont.).
I Then it follows by differentiation under the integral sign
that v1 C 3 (R4 , R).
I Also, the previous step implies that
2 v1
4v1 = 0 .
t 2
I We define u1 C 2 (R4 , R) by
v1
u1 := .
t
Proof (cont.).
I Then u1 satisfies (7.10) and
v1
u1 (0, ) = (0, ) = f1 ,
t
u1 2 v1
(0, ) = (0, ) = 4v1 (0, ) = 0 .
t t 2
I Hence u := u1 + u2 C 2 (R4 , R) satisfies (7.10) and (6.31).
I That u coincides with (7.14), (7.15) follows with the help
of (7.17).
I The uniqueness of u is a consequence of the reasoning
leading to (7.14).
Remark 7.5.1
(i) (Domain of dependence, Huygens principle) According
to (7.15), the value of u at (t, x) R4 depends only the
values of the data on the sphere of radius |t| around x in R3 .
This phenomenon is known as Huygens principle. It is
known to be true for the wave equation in odd space
dimensions different from 1.34
34
In general, it is not valid in the case of a non-vanishing function c in (7.8).
Remark (cont.)
(i) Hence for t > 0 the domain of dependence of u(t, x) is the
intersection of backward characteristic cone with apex at
(t, x) with the data surface {0} R3 . For t < 0 it is the
intersection of the forward characteristic cone with apex at
(t, x) with the data surface. 35 In particular, this allows the
calculation of the solution at previous times from the data
at later time which is typical for hyperbolic equations.
35
Note that these cones are both characteristic surfaces. In particular, note
the similarity of the situation to the case of a partial differential equation for
one real-valued function.
Remark (cont.)
(ii) (Conservation of compact support) If the data f1 and f2
vanish for distances larger than some radius of R 6 0 from
the origin the u(t, ) vanishes for distances larger than the
radius of |t| + R from the origin because
|x| > |t| + R
|x + ty| > |x| |t| |y| = |x| |t| > R
for all y S 2 .
Remark (cont.)
(ii) Hence the solution u corresponding to such data is
non-zero only on a bounded domain at every time t R
which is typical for hyperbolic problems. In particular, the
outer boundary of the domain of influence of such data
proceeds at speed 1. Such behavior of the solutions is
crucial for the compatibility of PDE / Systems of PDE with
Einsteins Special Relativity because the fastest signal
speed permitted by this theory is the speed of light in
vacuum c = 2.99792458 108 m/sec [5].
Remark (cont.)
solution u is uniquely determined by the data f1 and f2 and
depends continuously on the data in the sense that small
changes of f1 and f2 will result only in small changes of u,
i.e., the initial value problem for the wave equation in three
space dimensions for data given on surfaces of constant
time is well-posed.
Remark (cont.)
representation in the formula (7.14), it is sufficient, e.g.,
that f1 C 1 (R3 , R) and f2 C(R3 , R). This suggests that
in such cases the u defined by (7.14) solves the wave
equation where its derivatives are interpreted in some weak
sense. Indeed, the adoption of such interpretation is crucial
to achieve a formulation where the order of
differentiability of the restrictions of the solutions to
surfaces of constant time is preserved by the evolution.
I For the case of the wave equation in one space dimension,

the solution u is as differentiable as the initial data,
I i.e., to data u(0, ) C 2 (R, R) and
(u/t)(0, ) C 1 (R, R)
I there corresponds a solution u C 2 (R2 , R).
I Theorem 7.5 does not make such a statement.
I Indeed, we will see in the following that such a statement
would be false in general due to a focusing effect.
I For space dimensions n > 1, irregularities in the initial
data are focused from different localities into a smaller
set called caustic leading to stronger irregularities.
I For demonstration, we assume in addition that f1 and f2 are

spherically symmetric, i.e., f1 = f | |2 and f2 = g | |2 for
some f C k+1 (R, R), g C k (R, R) and some k N .
I Then,
Z Z
t t
f2 (ty) dSy = f2 (t p(, )) sin dd
4 S2 4 (0,)(,)
Z
t
= g(t 2 ) sin dd = t g(t 2 )
4 (0,)(,)
for every t R.
I Hence (7.14), (7.15) give for the corresponding value of u

in the origin
u(t, 0) = f (t 2 ) + 2t 2 f 0 (t 2 ) + tg(t 2 )
for every t R and u(, 0) C k (R, R).

I Therefore in general, u C k (R4 , R), only.
In the following, we calculate a solution u C 2 (R3 , R) of the

wave equation
2u
4u = 0 (7.18)
t 2
u
u(0, ) = f1 , (0, ) = f2 , (7.19)
t
where f1 C 3 (R2 , R), f2 C 2 (R2 , R).
I This is done by descending from solutions of the wave
equation in three space dimensions,
I i.e., we extend f1 and f2 to functions f1 C 3 (R3 , R) and
f2 C 2 (R3 , R) by
f1 (x1 , x2 , x3 ) := f1 (x1 , x2 ) , f2 (x1 , x2 , x2 ) := f2 (x1 , x2 )
for all x R3 .
I Then the solution u C 2 (R3 , R) of the wave equation in
three dimensions corresponding to data f1 , f2 at time zero is
given by
Z
4 t
u(t, x) = R R, (t, x) 7 f1 (x + ty) dSy (t, x)
t 4 S2
Z
t f2 (x + ty) dSy
+
4 S2
for all (t, x) R4 .
I Further,
Z Z
f2 (x + ty) dSy = f2 (x + t p(, )) sin dd
S2 (0,)(,)
Z
= f2 (x1 + t sin cos , x2 + t sin sin ) sin dd
(0,)(,)
Z
=2 f2 (x1 + t sin cos , x2 + t sin sin ) sin dd
(0,/2)(,)
f2 (x1 + t sin cos , x2 + t sin sin )
Z
=2 sin cos dd
(0,/2)(,) cos
f2 (x1 + t y1 , x2 + t y2 )
Z
=2 p dy
U1 (0) 1 |y|2
I and hence
" !#
f1 (x + t y)
Z
t
u(t, x) = R4 R, (t, x) 7 p dy (t, x)
t 2 U1 (0) 1 |y|2
f2 (x + t y)
Z
t
+ p dy .
2 U1 (0) 1 |y|2
I In particular, u satisfies
u
= 0 , u(0, x1 , x2 , x3 ) = f1 (x1 , x2 , x3 ) = f1 (x1 , x2 ) ,
x3
u
(0, x1 , x2 , x3 ) = f2 (x1 , x2 , x3 ) = f2 (x1 , x2 )
t
for all x R3 .
I Hence u := u(, , , 0) C 2 (R3 , R) satisfies (7.18) and
(7.19).
I As a consequence, we conclude the following theorem:
Theorem 7.6
Let f1 C 3 (R2 , R), f2 C 2 (R2 , R). Then there is
u C 2 (R3 , R) satisfying (7.18) with initial values (7.19). Such
u is given by
" Z !#
t f1 (x + t y)
u(t, x) := R3 R, (t, x) 7 p dy (t, x)
t 2 U1 (0) 1 |y|2
Z
t f2 (x + t y)
+ p dy (7.20)
2 U1 (0) 1 |y|2
for all (t, x) R3 .

Remark 7.6.1
(i) (Domain of dependence) According to (7.20), the value of
u at (t, x) R3 depends only the values of the data on a
circle of radius |t| around x in R2 and its inside. Hence
Huygens principle is not valid for the wave equations in
two space dimensions. Thus for t > 0 the domain of
dependence of u(t, x) is the intersection of the backward
characteristic cone with apex at (t, x) and its inside with
the data surface {0} R2 . For t < 0 it is the intersection
of forward characteristic cone with apex at (t, x) and its
inside with the data surface.36 In particular, this allows the
calculation of the solution at previous times from the data
at a later time.
36
Note that these cones are both characteristic surfaces. In particular, note
the similarity of the situation to the case of a partial differential equation for
one real-valued function.
Remark (cont.)
(ii) (Preservation of compact support) If the data f1 and f2
vanish for distances larger than some radius of R 6 0 from
the origin, u(t, ) vanishes for distances larger than the
radius of |t| + R from the origin because
|x| > |t| + R
|x + ty| > |x| |t| |y| > |x| |t| > R
for all y U1 (0). Hence the solution u corresponding to

such data is non-zero only on a bounded domain at every
time t R. In particular, the outer boundary of the domain
of influence of such data proceeds at speed 1.
Remark (cont.)
solution u is uniquely37 determined by the data f1 and f2
and depends continuously on the data in the sense that
small changes of f1 and f2 will result only in small changes
of u, i.e., the initial value problem for the wave equation in
two space dimensions for data given on t = constant
surfaces is well-posed.
37
The uniqueness of the solution follows from Theorem 7.14.
Remark (cont.)
representation in the formula (7.20), it would be sufficient,
e.g., that f1 C 1 (R2 , R) and f2 C(R2 , R). This suggests
that in such cases the u defined by (7.20) solves the wave
equation where its derivatives are interpreted in some weak
sense.
Problem 7.7
Decide whether there is a focusing effect for the solutions of the
wave equation in two space dimensions.
Problem 7.8
Let m > 0 and f C 2 (R, R). Show that a solution of the initial
value problem
u
u(0, ) = 0 , (0, ) = f
t
for the Klein-Gordon equation
2 u 2 u
2 + m2 u = 0 (7.21)
t 2 x
and u C 2 (R2 , R) is given by
1 x+t
Z p
u(t, x) = J0 m t 2 (x y)2 f (y) dy
2 xt
for every (t, x) R2 .

Problem (cont.)
Here, the Bessel function J0 is defined by
Z /2
2
J0 (x) := cos(x sin ) d
0
for every x R. [Hint: Descend to (7.21) from (7.18) by

using the ansatz
u(t, x1 , x2 ) = cos(mx2 ) u(t, x1 ) ,
where t, x1 , x2 R.]
In the case of one space dimension, the solution of the
inhomogeneous wave equation is given by (6.35).
In the following, let n {2, 3} and f C 2 (Rn+1 , R). We

calculate a special solution u C 2 (Rn+1 , R) of the
inhomogeneous wave equation
2u
4u = f (7.22)
t 2
u
u(0, ) = 0 , (0, ) = 0 . (7.23)
t
Solutions to more general initial data are given by adding this
solution to solutions of the associated homogeneous wave
equation corresponding to those data.
I For the solution, we use Duhamels integral (or method
of impulses).
I For R, let U(, , ) C 2 (Rn+1 , R) be the solution of
the associated homogeneous wave equation to the initial
values
U
U(0, , ) = 0 , (0, , ) = f (, ) .
t
I We define Z t
u(t, x) := U(t , x, ) d
0
n+1
for every (t, x) R .
I Then it follows that
Z t Z t
u U U
(t, x) = (t , x, ) d + U(0, x, t) = (t , x
t 0 t 0 t
Z t 2
2u U U
2
(t, x) = 2
(t , x, ) d + (0, x, t)
t 0 t t
Theorem 7.9
Let n {2, 3}, f C 2 (Rn+1 , R). Then there is
u C 2 (Rn+1 , R) satisfying (7.22) with the initial values (7.23).
Such u is given by
Z t !
f (, x + (t ) y)
Z
1
u(t, x) = (t ) p dy d
2 0 U1 (0) 1 |y|2
(7.24)
for all (t, x) R3 if n = 2, and

Z t Z
1
u(t, x) = (t ) f (, x + (t )y)dSy d
4 0 S2
(7.25)
for all (t, x) R4 if n = 3.

Remark 7.9.1
According to (7.25), for n = 3, the domain of dependence of the
value of u at (t, x) R4 depends only the values of f on the part
of the characteristic cone with apex at x with time coordinates
between 0 and t and the values of the data on the intersection of
this cone with the data surface.
On the other hand, for n = 2, according to (7.24), the domain of

dependence of the value of u at (t, x) R3 depends on the
values of f on and insight the characteristic cone with apex at x
with time coordinates between 0 and t and the values of the data
on and inside the intersection of this cone with the data surface.
In the following, we consider the equation

n
X 1 u
aij + bu = 0 , (7.26)
i,j=0
xi xj
where n N , is a non-empty open subset of Rn+1 ,

aij C 1 (, R) for all i, j {0, . . . , n} such that aij = aji for all
i, j {0, . . . , n}, C 1 (, R) such that Ran (0, ),
b C(, R) are given and u C 2 (, R) is the unknown
function.
I For solutions u, v of (7.26), it can be derived a

corresponding conservation law.
I First, it follows that
n
X u v
aij + b uv = 0 ,
i,j=0
xi xj
n
X v u
aij + b vu = 0 .
i,j=0
x i x j
I The difference of the last equations gives

n
X u v v u
0= aij aij
i,j=0
x i x j x i xj
n
X 1 v u
= u aij v aij
i,j=0
x i x j x i xj
n
X 1 v u
= aij u v
i,j=0
x i x j xj
n
" n #
X 1 X v u
= aij u v
i=0
xi j=0
xj xj
I and hence
j(u, v) = 0 ,
I where the vector field j(u, v) C 1 (, Rn+1 ) is defined by
n
X v u
(j(u, v))i = aij u v
j=0
xj xj
for all i {0, . . . , n}.

I As a consequence, we showed the following theorem:
Theorem 7.10
Let n N , a non-empty open subset of Rn+1 , aij C 1 (, R)
for all i, j {0, . . . , n} such that aij = aji for all
i, j {0, . . . , n}, C 1 (, R) such that Ran (0, ),
b C(, R) and u, v C 2 (, R) such that
n n
X 1 u X 1 v
aij +b u = aij +b v = 0 ,
i,j=0
xi x j i,j=0
xi xj
Then
j(u, v) = 0 ,
where the vector field j(u, v) C 1 (, Rn+1 ) is defined by
n
X v u
(j(u, v))i = aij u v
j=0
xj xj
and the following simple Corollary:

Corollary 7.11
In addition, if k {2, 3, . . . } and F : C k (, R) C 2 (, R) is a
symmetry transformation, i.e., maps C k -solutions of (7.26) into
C 2 -solutions of (7.26), then it follows the constraint
j(u, F(u)) = 0
for all C k -solutions u of (7.26).

Example 28
We consider the special case of the equation
2u
4u + Vu = 0 , (7.27)
t 2
where V C(, R) is such that
V
=0.
t
Example (cont.)
If u is a C 3 -solution of (7.27), then
2u 2 u

u u
0= 2
4u + Vu = 2 4 +V =0,
t t t t t t
and hence u/t is a C 2 -solution of (7.27). As a consequence,

n
u X u
j0 u, = jk u, .
t t k=1
xk t
Example (cont.)
Further,
2 2
2u

u u u
j0 u, =u 2 = u (4u Vu)
t t t t
" # " #
2 2
u u
= u4u + Vu2 = (uu) + |u|2 + Vu2
t t
= (uu) 2 (u) ,
where " 2 #
1 u 2 2
(u) := + |u| + Vu
2 t
and denotes the gradient in the spatial coordinates. Note that
(u) assumes only positive values if V is a positive function.
Example (cont.)
In addition,
2u

u u u
jk u, = u
t xk t t xk
Hence it follows that

u u
[ (uu) 2 (u)] = u u .
t t t
Example (cont.)
The last implies that

u
(2 (u)) = 2 u
t t
and, finally, the conservation law

(u) u
= u . (7.28)
t t
Example (cont.)
In physical applications, (u) is called the energy density and
u
u
t
the energy flux density associated with u.
Example (cont.)
We note that (7.28) is true also for C 2 -solutions of (7.27) since
for such a u

(u) u
u
t t
" #
2
1 u 2 2 u
= + |u| + Vu u
t 2 t t
u 2 u

u u
= 2
+ (u) u + Vu u (u) 4u
t t t t t t
u 2 u

= 4u + Vu = 0 .
t t 2
Problem 7.12
Let V C(, R) be such that
V
=0.
x1
Find a conservation law for all C 2 -solutions of (7.27).

The following example shows that the above procedure for the
derivation of a conservation law can be generalized to nonlinear
equations.
Example 29
(Energy conservation for a class of nonlinear Klein-Gordon
equations) We consider the case of a nonlinear Klein-Gordon
equation
2u
4u + m2 u + (V 0 u) = 0 , (7.29)
t 2
where m [ 0, ) denotes the mass of the field and the term
V 0 u describes a self-interaction of the field. Here
V C 4 (R, R).
Example (cont.)
If u is a C 3 -solution of (7.29), then
2
u 2 0
0= 4u + m u + (V u)
t 2 t
2
ut
= 2 4ut + m2 ut + (V 00 u)ut ,
t
where a subscript t is used as a shorthand notation for a partial
time derivative.
Note that in general ut is no solution of (7.29). Still,

Example (cont.)
2u

2 0
0 = ut 4u + m u + (V u)
t 2
2
u 2 0
u 4u + m u + (V u)
t 2
2 2 t
u 0 ut 00
= ut 4u + (V u) u 4ut + (V u)ut
t 2 t 2
= ut utt uuttt ut 4u + u4ut + [ 2(V u) u(V 0 u) ]t
= (ut2 uutt )t (ut u uut ) + [ 2(V u) u(V 0 u) ]t
= ut2 u4u + m2 u2 + 2(V u) t (ut u uut )

Example (cont.)
= ut2 + m2 u2 + 2(V u) t ut 4u u4ut (ut u uut )

= ut2 + m2 u2 + 2(V u) t + |u|2 t (ut u + uut )

(ut u uut )
= ut + |u|2 + m2 u2 + 2(V u) t 2(ut u) .
2
As a consequence, we arrive at the conservation law,
(u)
= (ut u) (7.30)
t
Example (cont.)
where
" 2 #
1 u
(u) := + |u|2 + m2 u2 + 2(V u)
2 t
and denotes the gradient in the spatial coordinates. In

physical applications, (u) is called the energy density and
u
u
t
the energy flux density associated with u.
Example (cont.)
Note that (u) is not always positive-valued. Also, we note that
(7.30) is true for V C 3 (R, R) and a C 2 -solution u of (7.29)
since

(u) u
u
t t
" #
2
1 u 2 2 2 u
= + |u| + m u + 2(V u) u
t 2 t t
u 2 u

u 2 u u u
= + (u) + m u (u) 4u
t t 2 t t t t
u 0
+ (V u)
t
u 2 u

2 0
= 4u + m u + (V u) = 0 .
t t 2
Figure 31: The domain of integration in the proof of Theorem 7.13 is

the region of the backward characteristic cone with apex x between
the parallel planes y0 = 0 and y0 = T .
Figure 32: Sketch of the domain of integration for the case n = 2,

x1 = x2 = 0 in the proof of Theorem 7.13.
Lemma 7.13
(Energy inequality) Let n {1, 2, 3}, x = (x0 , . . . , xn ) Rn+1
be such that x0 > 0. Further, let T [0, x0 ). We define the solid
backward characteristic cone SC x with apex x by
" n #1/2
X
SCx := y Rn+1
: y0 6 x 0 (x j yj )2
.

j=1
Finally, let be an open subset of Rn+1 such that
SC n
x ( [0, T ] R )
and u C 2 (, R) be a solution to (7.27), where V is assumed to

be everywhere positive on Cx ( [0, T ] Rn ).
Lemma (cont.)
Then
Z Z
(u)(T , ) dy1 . . . dyn 6 (u)(0, ) dy1 . . . dyn .
Bxn (x1 ,...,xn ) Bxn0 (x1 ,...,xn )
0 T
(7.31)
Proof.
I It follows from (7.28) by Gauss Theorem that
Z
(u) u
0= u (y) dy
SCx ( [0,T ]Rn ) t t
Z
u
= (u), u dS
SCx ( [0,T ]Rn ) t
Z
= (u)(T , ) dy1 . . . dyn
Bxn (x1 ,...,xn )
Z0 T
(u)(0, ) dy1 . . . dyn
Bxn0 (x1 ,...,xn )
Z
u
+ (u), u dS ,
Cx ( [0,T ]Rn ) t
Proof (cont.).
I where denotes the outer unit normal field on the
boundary surface
SC n
of SC n

x ( [0, x0 ] R ) x ( [0, x0 ] R ) .
I A parametrization of Cx is given by f : Rn Rn+1 defined

" n #1/2
X
f (y1 , . . . , yn ) := x0 (xj yj )2 , y1 , . . . , yn
j=1
for every y = (y1 , . . . , yn ) Rn .

Proof (cont.).
I In particular,

1 x1 y1 xn yn
(f (y)) = 1, ,...,
2 |x y| |x y|
for every y = (y1 , . . . , yn ) Rn ,

I where x := (x1 , . . . , xn ).
Proof (cont.).
I In addition, it follows for such y that

u
2 2 (u), u ()
t
2
u
= () + |(u)()|2 + V () (u())2
t
2 u
() (x y) (u)()
|x y| t
2
u
> () + |(u)()|2 + V () (u())2
t

u
2 () |(u)|() > 0 ,
t
where := f (y). Hence it follows (7.31).

Theorem 7.14
(Local Uniqueness) Let x = (x0 , . . . , xn ) Rn+1 be such that
x0 > 0. Further, let be an open subset of Rn+1 such that
SC n
x ( [0, x0 ] R )
and u, v C 2 (, R) be solutions of (7.27) assuming the same

values on {0} Btn (x1 , . . . , xn ), where it is assumed that
V (y) > 0 for all y . Then u and v coincide on
SC n
x ( [0, x0 ] R ).
Proof.
The statement follows by a simple application of Lemma (7.13)
to u v.
Figure 33: Graph of u from Example 30. Here C = 1, T = L = 1 and

m = n = 3.
x
O L
Figure 34: Visualization of in Example 30.

Example 30
(Ill-posedness of the Dirichlet problem for the wave
equation) For this, let T > 0, L > 0 be such that T /L = m/n,
where m, n are elements of N . In addition, define
:= (0, T ) (0, L). Then for every C R, u : R defined
by
u(t, x) := C sin(mt/T ) sin(nx/L)
for every (t, x) is an element of C 2 (, R) satisfying
2u 2u
2 =0
t 2 x
Example (cont.)
whose corresponding extension u to an element of C(, R)
assumes the boundary values
u(0, x) = u(T , x) = 0 , u(t, 0) = u(t, L) = 0 (7.32)
for every x [0, L] and t [0, T ]. As a consequence, the

boundary value problem corresponding to (7.32) for the wave
equation has infinitely many solutions and is not well-posed.
Problem 7.15
Problems 4.1, 4.2 of Chapter VIII, Section 4 in [23].
I In the following, we introduce the method of separation of

variables in the special case of Laplaces equation in
Cartesian coordinates.
I The application of that method is not restricted to such
elliptic equations,
I but can be applied to linear PDE of all types, including
non-constant coefficients, and also to non-linear equations.
I If applicable, the method reduces the process of finding
special solutions of the equation in form of a product to the
solution of a system of ordinary differential equations.
I Typically, in the case of non-linear equations, the method
is suitable only for the finding of particular solutions of the
equation,
I whereas in the case of linear equations a large family of
solutions is found that can be superposed to represent
solutions that do not separate.
I The proper tools for the treatment of such infinite sums
come from functional analysis, in particular, from the
theory of function spaces and operator theory, that are
subject of more advanced texts.
I In order to find special solutions of
4u = 0
on some interval I1 In of Rn ,
I where n N \ {0, 1} and I1 , . . . , In are non-void open
subintervals of R,
I we make the product ansatz
u(x) = u1 (x1 ) un (xn ) (7.33)
for x = (x1 , . . . , xn ) I1 In with unknown twice

differentiable functions u1 : I1 R, . . . , un : In R.
I Then
(4u)(x) = u100 (x1 )u2 (x2 ) . . . un (xn ) + + u1 (x1 )u2 (x2 ) . . . un00 (xn )
(7.34)
I Assuming for the moment that u has no zeros and at the

same time that u1 , . . . , un are three times differentiable,
I the latter is equivalent to
n
(4u)(x) X ui00 (xi )
= =0
u(x) i=1
ui (xi )
for every x = (x1 , . . . , xn ) I1 In .

I This implies that

00 0
4u ui
(x) = (xj ) = 0
xj u ui
for every x = (x1 , . . . , xn ) I1 In

I and hence the constancy of uj00 /uj for every j {1, . . . , n}.
I Hence there are separation constants C1 , . . . , Cn R such
that
u100 = C1 u1 , . . . , un00 = Cn un . (7.35)
I Indeed, for all C1 , . . . , Cn R satisfying
C1 + + Cn = 0
I and any twice differentiable solutions

u1 : I1 R, . . . , un : In R satisfying (7.35),
I it follows by (7.34) that the corresponding u defined by
(7.33) satisfies Laplaces equation.
I The solutions of each of the individual equations of (7.35)
are either first order polynomials, products of an
exponential function, or a linear combination of sin and
cos functions.
u
x
1
Figure 35: Graphs of u1 (x, 0.5), u3 (x, 0.5), u7 (x, 0.5) and u15 (x, 0.5)
from Example 31.
y
x
-2 O 2
Figure 36: Sketch of the domain in Example (31).

Example 31
(Hadamards example of an ill-posed initial value problem
for Laplaces equation) Let := (/2, /2) (0, ) and
n N be odd. Then an element un of C 2 (, R) satisfying
2 un 2 un
+ =0
x 2 y2

such that the corresponding continuous extensions
u
dn
un , C(, R)
y
of un and un /y assume the initial values
u
dn
un (x, 0) = 0 , (x, 0) = e n cos(nx)
y
for every x [/2, /2]

Example (cont.)
and the boundary values
un (/2, y) = un (/2, y) = 0 (7.36)
for every y [0, ) is given by

1 n
un (x, y) := e cos(nx) sinh(ny)
n
for every (x, y) .
Example (cont.)
In particular,
u
n
d
(x, 0) 6 e n

y

for every x [/2, /2] and hence

u
n
d
lim max (x, 0) = 0 .

n x[/2,/2] y
Example (cont.)
Therefore, it might be expected that the sequence u1 , u3 , . . .
approaches in some sense the zero function
u := ( R, x 7 0) on which satisfies Laplaces equation
and is such that the corresponding continuous extensions
u
c
u, C(, R)
y
of u and u/y assume the initial values
u
c
u(x, 0) = 0 , (x, 0) = 0
y
for every x [/2, /2] and the boundary values (7.36).

Example (cont.)
On the other hand, it follows for every y > 0 that

1 ne n
lim = lim =0.
n un (0, y) n sinh(ny)
Also
Z /2 Z /2
2 1 2n 2
u (x, y) dx = 2 e sinh (ny) cos2 (nx) dx
/2 n /2

Z /2
1
= 2 e2 n sinh2 (ny) [1 + cos(2nx)] dx
2n /2

= 2 e2 n sinh2 (ny)
2n
Example (cont.)
and therefore
1
lim R =0.
n /2 u2 (x, y) dx
/2 n
Example (cont.)
Hence small perturbations of the initial data of the zero solution
of Laplaces equation subject to the boundary conditions (7.36)
do not necessarily lead to small perturbations in the solution. As
a consequence, the corresponding initial boundary value
problem for Laplaces equation appears not to be well-posed.
In general initial boundary value problems for elliptic PDE are

not well-posed. Usually, only boundary value problems
specifying data on the whole boundary of the corresponding
domain lead to well-posed problems.
Figure 37: Plates of the capacitor from Prob 7.16.

Problem 7.16
Let a, b > 0 such that a < b and let V1 , V2 R. Find a
harmonic function u C 2 (, R) on
:= (a, b) R2
that can be extended to a continuous function u on assuming

the boundary values
(
V1 for all x {a} R2
u(x, y) = .
V2 for all x {b} R2
The solution describes the potential field in an infinitely

extended parallel plate capacitor.
y
W
W
x
O
Figure 38: 0 is the image of under a Euclidean transformation, a
rigid rotation around the origin about the angle /4.The black points
are the centers of the squares , 0 . Compare Lemma 7.17.
Lemma 7.17
(Euclidean transformations leave the form of the Laplace
operator invariant) For this, let n N and Rn be
non-empty and open. In addition, let 0 Rn be a non-empty
open subset such that
g( 0 ) = .
Here g C (Rn , Rn ) is defined by
g(x) := Ax + b
for all x Rn , where A M(n n, R) is orthogonal, i.e.,

invertible and such that
At = A1 ,
and b Rn .
Lemma (cont.)
Here At denotes the transposed matrix corresponding to A.
Finally, let u C 2 (, R) and u C 2 (0 , R) be defined by
u(x) := (u g)(x) = u(Ax + b)
for all x 0 . Then
(4u)(g(x)) = (4u)(x)
for all x 0 .
Proof.
It follows by the chain rule that
n
u X u
(x) = Aki (g(x)) ,
xi k=1
x k
n
2 u X 2u
(x) = Aki Alj (g(x))
xi xj k,l=1
xk xl
for every x 0 and i, j {1, . . . , n}.

Proof (cont.).
Hence
n X
n
X 2u
(4u)(x) = Aki Ali (g(x))
i=1 k,l=1
xk xl
n n
!
X X 2u
= Aki Ali (g(x)) = (4u)(g(x))
k,l=1 i=1
xk xl
for every x 0 .
Remark 7.17.1
Note in particular in Lemma 7.17 that u is harmonic if and only
if u is harmonic.
Problem 7.18
Let n N . Prove that a real quadratic n n-matrix, n N , is
orthogonal if and only if the associated row vectors form a
orthogonal basis in Rn equipped with the Euclidean scalar
product.
In the following, an orientation preserving C 1 -map between

non-void open subsets of Rn will be called conformal if it
preserves the oriented angles between tangent vectors of all
differentiable paths through points of its domain.
W
W
Hg2 LH0L
gH2 HI2 LL
1 HI1 L gH1 HI1 LL
2 HI2 L

, Hg1 LH0L
, 1 H0L gHp L
2 H0L
p
Figure 39: Diagram on the properties of a conformal map g. Compare

Def. 7.22.
Definition 7.19
Let n N , , 0 Rn be non-empty open subsets and
g C 1 ( 0 , ). Then g is called conformal if
det g 0 (p) > 0
for all p 0 and if there is a scale transformation

: 0 (0, ) such that for any p 0 and any two
differentiable paths 1 , 2 through p, i.e., from open subintervals
I1 and I2 , respectively, of R around 0 into 0 such that
1 (0) = 2 (0) = p,
(g 1 ) 0 (0) (g 2 ) 0 (0) = (p) 10 (0) 20 (0) .

y y
6 x
0.1 0.3 0.4
5
-0.1
4
-0.2
3
-0.3
2
-0.4
1
-0.5
0 x
0 1 2 3 4 5 6
Figure 40: Parallels to the axes of a Cartesian coordinate system of

distances 1, . . . , 6 and their images under the transformation
g := (R2 \{0, 0} R2 \{0, 0}, (x, y) 7 (x/(x 2 +y2 ), y/(x 2 +y2 ))).
Since g is conformal, the images intersect orthogonally.
Theorem 7.20
Let , 0 R2 be non-empty open subsets and g C 1 ( 0 , )
without critical points. Then g is conformal if and only if its
component functions g1 , g2 satisfy the Cauchy-Riemann
equations
g1 g2 g1 g2
= , = . (7.37)
x y y x
Proof.
I For this, let p 0 and 1 : I1 0 , 2 : I2 0 be
differentiable paths from open subintervals I1 , I2 of R
around 0 such that 1 (0) = 2 (0) = p.
I In addition, let : 0 (0, ) and vi := i0 (0) for
i {1, 2}.
I It follows by the chain rule that
(g i ) 0 (0) = ( vi (g1 )(p), vi (g2 )(p) )

g1 g1 g2 g2
= (p) vi1 + (p) vi2 , (p) vi1 + (p) vi2
x y x y
for i {1, 2}.

Proof (cont.).
I Hence
(g 1 ) 0 (0) (g 2 ) 0 (0)

g1 g1 g1 g1
= (p) v11 + (p) v12 (p) v21 + (p) v22
x y x y

g2 g2 g2 g2
+ (p) v11 + (p) v12 (p) v21 + (p) v22
x y x y
" 2 2 # " 2 2 #
g1 g2 g1 g2
= + (p) v11 v21 + +
x x y y

g1 g1 g2 g2
+ + (p) (v11 v22 + v12 v21 ) (7.38)
x y x y
Proof (cont.).
I which gives
" 2 2 #
g1 g1
(g1 ) 0 (0)(g2 ) 0 (0) = + (p) 10 (0)20 (0)
x y
if g1 , g2 satisfy (7.37).
I In this case, it follows in addition that

0 g1 g2 g2 g1
det g (p) = (p)
x y x y
" 2 2 #
g1 g1
= + (p) > 0
x y
Proof (cont.).
I and hence that g is conformal.
I Further, (7.38) leads to
(g 1 ) 0 (0) (g 2 ) 0 (0) (p) 10 (0) 20 (0)

" 2 2 #
g1 g2
= + (p) v11 v21
x x
" 2 2 #
g1 g2
+ + (p) v12 v22
y y

g1 g1 g2 g2
+ + (p) (v11 v22 + v12 v21 ) .
x y x y
Proof (cont.).
I If g is conformal and is the corresponding scale
transformation,
I then the case that v1 = e1 and v2 = e2 leads to the equation

g1 g1 g2 g2
+ (p) = 0 (7.39)
x y x y
Proof (cont.).
I and the cases that v1 = v2 = e1 , v1 = v2 = e2 to the
equations
" 2 2 #
g1 g2
(p) = + (p)
x x
" 2 2 #
g1 g2
= + (p) . (7.40)
y y
I From (7.39) follows the existence of R such that

g1 g2 g2 g1
(p) = (p) , (p) = (p)
y x y x
I and from (7.40) that {1, 1}.
Proof (cont.).
I Further,

0 g1 g2 g2 g1
det g (p) = (p)
x y x y
" 2 2 #
g1 g2
= + (p) > 0
x x
I implies that = 1 and hence that g1 , g2 satisfy (7.37).

Remark 7.20.1
Note that, as a consequence of Theorem 7.20, the component
functions g1 and g2 of every conformal g C 2 ( 0 , ) are both
harmonic , i.e., satisfy
2 g1 2 g1 2 g2 2 g2
+ = + =0,
x 2 y2 x 2 y2
where , 0 R2 are non-empty and open.

Remark 7.20.2
The main source for conformal functions in two real variables
are holomorphic functions in one complex variable. The real
part u and imaginary part v of every holomorphic function
defined on a non-trivial open subset of R2 satisfy the
Cauchy-Riemann equations.
Problem 7.21
Let f : 00 0 , g : 0 , h : 0 , where
, 0 , 00 R2 are non-empty and open, satisfy the
Cauchy-Riemann equations. Show that g, g + h, g h and g f
satisfy the Cauchy-Riemann equations, too, where R and
g h : 0 is defined by
(g h)(x, y) := (g1 h1 g2 h2 , g1 h2 + g2 h1 )(x, y)
for all (x, y) 0 .

Problem 7.22
Prove that the map g : R2 \ {(1, 0)} R2 \ {(0, 1)} defined
by
1 x 2 y2

2y
g(x, y) := ,
(1 x)2 + y2 (1 x)2 + y2
for all (x, y) U1 (0) is bijective and conformal. In particular,
calculate g1 , g(U1 (0)), g(S 1 \ {(1, 0)}) and g(R2 \ B1 (0)).
Lemma 7.23
(Transformation of the Laplace operator in two dimensions
under conformal maps) For this, let , 0 R2 be non-empty
and open and g C 2 ( 0 , ) be conformal. Finally, let
u C 2 (, R). Then
" 2 2 #1
g1 g1
(4u)(g(x)) = (x) + (x) (4u)(x)
x1 x2
for all x 0 , where u C 2 ( 0 , R) is defined by u := u g.

Proof.
2
u X gl u
(x) = (x) (g(x)) ,
xj l=1
xj xl
2
2 u X 2 gl u
(x) = (x) (g(x))
xi xj l=1
xi xj xl
2
X gl gk 2u
+ (x) (x) (g(x))
k,l=1
xj xi xk xl
2 2
X gk gl 2u X 2 gk u
= (x) (x) (g(x)) + (x) (g(x))
k,l=1
xi xj xk xl k=1
xi xj xk
for every x 0 and i, j {1, 2}.

Proof (cont.).
Hence, it follows that
2 2 X 2
X 2 u X gk gl 2u
(4u)(x) = = (x) (x) (g(x))
i=1
xi2 i=1 k,l=1
xi xi xk xl
2 X 2 2
" 2 #
X 2 gk u X X gk gl 2u
+ 2
(x) (g(x)) = (x) (x) (g(x))
x i xk xi xi xk xl
i=1 k=1 k,l=1 i=1
2
" 2 # 2
" 2 #
X X 2 gk u X X gk 2 2 u
+ 2
(x) (g(x)) = (x) 2
(g(x))
x i xk xi x k
k=1 i=1 k=1 i=1
" 2 2 #
g1 g1
= (x) + (x) (4u)(g(x))
x1 x2
for all x 0 , where Remark 7.20.1, (7.39) and (7.40) have

been used.
Problem 7.24
Calculate 2 2
g1 g1
+ ,
x1 x2
where g1 is the first component of the map g from Prob 7.22.
y
gHPL
R
R 2r
P
r
-R R x
-R
Figure 41: The inversion g with respect to SR1 maps the point P onto
the point g(P) on the half-line through P originating from the origin.
In this, the distance of g(P) from the origin is given by R2 /r, where r
is the distance of P from the origin. All points on SR1 are fixed points
under g. Compare Lemma 7.25.
Lemma 7.25
(Transformation of the Laplace operator under inversion
with respect to n-spheres) For this, let n N , R > 0 and
Rn \ {0} be non-empty and open. In addition, let
0 Rn \ {0} be a non-empty open subset such that
g( 0 ) = ,
where g C (Rn \ {0}, Rn \ {0}) is defined by
R2
g(x) := x (7.41)
|x|2
for all x Rn \ {0}.

Lemma (cont.)
Note that g is an involution38 and that its fixed point set is given
by SRn . Finally, let u C 2 (, R) and u C 2 (0 , R) be defined
by
" 2n #
R2
2
2n R
u(x) := u (g(x)) = |x| u x
|| |x|2
for all x 0 . Then

|x|n+2
(4u)(g(x)) = (4u)(x)
R4
for all x 0 .
38
i.e, g(g(x)) = x for all x Rn \ {0},
Proof.
See the proof of Lemma 8.1 in the Appendix.
Remark 7.25.1
The inversion with respect to n-spheres allows the reduction of
some boundary value problems for Poissons equation on
infinitely extended domains to such problems on finitely
extended domains. Note that this inversion is not conformal.
y y
1
2
u =1
u HWL
u =0
1
x
x 1
1 2
Figure 42: Diagram for Prob. 7.26.

Problem 7.26
Problem 12.8 of Chapter VII, Section 12 in [23].
Combined with the method of separation of variables, the

following transformations of the Laplace operator into special
coordinates, such as polar, cylindrical and spherical coordinates,
simplify the solution of boundary value problems for Poissons
equation displaying a special symmetry.
Lemma 7.27
into polar coordinates) For this, let R2 \ {(0, 0)} be
non-empty and open. In addition, let p R2 be a non-empty
open subset such
g(p ) = ,
where g C (R2 , R2 ) is defined by
g(r, ) := (r cos(), r sin())
for all (r, ) R2 . Finally, let u C 2 (, R). Then
2 u 1 u 1 2 u
(4u)(g(r, )) = (r, ) + (r, ) + (r, )
r 2 r r r 2 2
for all (r, ) p ,

Lemma (cont.)
where u C 2 (p , R) is defined by
u(r, ) := (u g)(r, ) = u(r cos(), r sin())
for all (r, ) p .

Proof.
j y

V
2
V W
Wp
0 r x
0 0
Figure 43: Sketch of the regions p and from Problem 32. In

addition, the values of u, u are indicated on the boundaries.
y
1
2
0 1
x
0 2
1
Figure 44: Contour plot of u from Problem 32 in the case V = 1.

Darker areas indicate higher function values.
Example 32
Let V R. Find a solution u C 2 (, R) of the Laplace
equation on := (0, )2 that can be extended to a continuous
function u on \ {(0, 0)} assuming the boundary values
u(x, 0) = 0 , u(0, y) = V
for all x, y (0, ).

Example (cont.)
Solution: The main idea is to adapt the coordinates in such a
way that is transformed into a strip in R2 . Polar coordinates
are suitable for this. As above, we define g C (R2 , R2 ) by
g(r, ) := (r cos(), r sin())
for all (r, ) R2 . Then
g(p ) = ,
where
p := (0, ) (0, /2) .
Example (cont.)
Then u := u g|p has to satisfy
2 u 1 u 1 2 u
[ (4u)(g(r, )) = ] (r, )+ (r, )+ (r, ) = 0
r 2 r r r 2 2
for all (r, ) p and be extendable to a continuous function b

u
on (0, ) [0, /2] satisfying
u(r, 0) = 0 , b
b u(r, /2) = V
for all r > 0. Such u is given by

2V
u(r, ) :=

for all (r, ) p .
Example (cont.)
Therefore u C (, R) defined by
!
2V x
u(x, y) := arccos p
x 2 + y2
for every (x, y) has the required properties.

Problem 7.28
Problem 12.9 of Chapter VII, Section 12 in [23].
Lemma 7.29
(Transformation of the Laplace operator in three
dimensions into cylindrical coordinates) For this, let
R3 \ ({0} {0} R) be non-empty and open. In
addition, let cyl R3 be a non-empty open subset such
g(cyl ) = ,
g(r, , z) := (r cos(), r sin(), z)
for all (r, , z) R3 . Finally, let u C 2 (, R).

Lemma (cont.)
Then
2 u 1 u 1 2 u
(4u)(g(r, , z)) = (r, , z) + (r, , z) + (r, , z)
r 2 r r r 2 2
2 u
+ 2 (r, , z)
z
for all (r, , z) cyl , where u C 2 (cyl , R) is defined by
u(r, , z) := (u g)(r, , z) = u(r cos(), r sin(), z)
for all (r, , z) cyl .

Proof.
Figure 45: is the region between 2 concentric cylinders. Compare

Example 32. Prob. 7.30.
Problem 7.30
Let a, b > 0 be such that a < b and let u1 , u2 R. Find a
harmonic function u C 2 (, R) on
:= (Ub (0) R) \ (Ba (0) R)
that can be extended to a continuous function u on assuming

the boundary values
(
u1 for all x Sa1 R
u(x) = .
u2 for all x Sb1 R
The solution describes the potential field in an infinitely

extended cylindrical capacitor.
Lemma 7.31
dimensions into spherical coordinates) For this, let
addition, let sph R3 be a non-empty open subset such
g(sph ) = ,
g(r, , ) := (r sin() cos(), r sin() sin(), r cos())

Lemma (cont.)
Then
2 u 2 u
(4u)(g(r, , z)) = 2 (r, , z) + (r, , z)
2 r r r
1 u 2 2 u
+ 2 2 (r, , z) + sin () (r, , z)
r sin () 2 2

u
+ sin() cos() (r, , z)

for all (r, , z) sph , where u C 2 (sph , R) is defined by
u(r, , ) := (u g)(r, , )
= u(r sin() cos(), r sin() sin(), r cos())
for all (r, , ) sph .

Proof.
Figure 46: is the region between 2 concentric spheres. Compare

Prob. 7.32.
Problem 7.32
Let a, b > 0 be such that a < b, A, B R, u1 , u2 R and
R3 be defined by := Ub (0) \ Ba (0). Find u C 2 (, R)
such that
B
(4u)(x) = A +
|x|
for every x that can be extended to a continuous function u
on assuming the boundary values
(
u1 for all x Sa2
u(x) = .
u2 for all x Sb2
Problem 7.33
Prove Lemmata 7.27, 7.29 and 7.31.
y
x
HIL
Figure 47: Sketch of structures in the motivation of maximum

principles.
The classical tool for proving uniqueness and continuous

dependence on the boundary data of the solutions of boundary
value problems for elliptic PDE are maximum principles. In the
following, we shall only discuss strong maximum principles.
For motivation, let be a non-trivial open subset of Rn , where

n N , and u C 2 (, R) such that
4u > 0 . (7.42)
As a consequence, u has no local maximum.

This can be seen as follows.
I Assume that u assumes a local maximum in p .
I Further, let v Rn an define the C -path : I by
( ) := p + v
for every I,
I where I is some sufficiently small open interval I around 0.
I Then it follows by the chain rule that
n n
0
X u 0
X u
(u ) ( ) = (( )) i ( ) = vi (( )) ,
i=1
xi i=1
xi
n
X 2u
(u ) 00 ( ) = (( )) vi vj
i,j=1
xi xj
for every I.
I In particular, (u ) 0 (0) = 0 since p is a critical point of u.
I Since u assumes a local maximum value in p, u
assumes a local maximum value in 0
I and hence39
n
00
X 2u
(u ) (0) = (( )) vi vj 6 0 .
i,j=1
xi xj
I This implies that

2u
(p) 6 0
xi2
for all i {1, . . . , n}.
I The latter leads to the contradiction that (4u)(p) 6 0.
I Therefore, u has no local maximum.
39
See, e.g., Theorem 1.83 in [2] and the corresponding proof.
In the following, we generalize the previous reasoning to a

much wider class of elliptic differential operators and also to
include the case of equality in (7.42) which is of main interest.
I For this, we consider the linear second-order partial
differential operator A defined by
n n
X 2u X u
(Au)(x) := aij (x) (x) + bi (x) (x) + c(x) u(x)
i,j=1
xi xj i=1
xi
for every x .
I We assume that aij : R, i, j {1, . . . , n}, satisfy
aij = aji
for all i, j {1, . . . , n} and x .

I Further, we assume that bi : R for i {1, . . . , n},
c:R
I and that u C 2 (, R).
Theorem 7.34
In addition, let c be such that c(x) 6 0 for all x , let
n
X
aij (x) vi vj > 0 (7.43)
i,j=1
for 1309 all v Rn \ {0} and x . Finally, let u C 2 (, R)

be such that
(Au)(x) > 0
for all x . Then there is no positive local maximum for u.
Proof.
I The proof is indirect.
I We assume that there is p such that u(p) > 0 and
u(p) > u(q) for all q in some open neighborhood U
of p.
I Then p is a critical point of u.
I Further,
n
X 2u
aij (p) (p) = (Au)(p)c(p) u(p) > (Au)(p) > 0 .
i,j=1
x i xj
(7.44)
n
In addition, for all v R :
n
X 2u
(p) vi vj 6 0 .
i,j=1
xi xj
Proof (cont.).
I We define the symmetric n n matrices a(p), H(p) by
2u
(a(p))ij := aij (p) , (H(p))ij := (p)
xi xj
for all i, j {1, . . . , n}.

I Then
n n
X 2u X 2u
aij (p) (p) = aij (p) (p) = Tr(a(p)H(p)) ,
i,j=1
xi xj i,j=1
xj xi
I where Tr := (M(n n, R) R, B B11 + + Bnn ) is

the trace function.
Proof (cont.).
I According to linear algebra, there exists an orthogonal
matrix U such that
U a(p) t U 1 = diag(1 , . . . , n ) ,
I where 1 , . . . , n denote the eigenvalues of a(p)

I and diag(1 , . . . , n ) the diagonal matrix containing these
eigenvalues in the diagonal.
I As a consequence of (7.43), these eigenvalues are all > 0.
Proof (cont.).
I For this, note that for every real symmetric n n-matrix B
satisfying
Xn
Bij vi vj > 0 (> 0)
i,j=1
n
for all v R \ {0} and every orthogonal real
n n-matrix C,
I it follows that
n
X n
X
t
(C B C)ij vi vj = Bij (tCv)i (tCv)j > 0 (> 0)
i,j=1 i,j=1
for all v Rn \ {0}.

Proof (cont.).
I Finally,
Tr(a(p)H(p)) = Tr U 1 diag(1 , . . . , n )UH(p)

= Tr U 1 diag(1 , . . . , n )UH(p)U 1 U

= Tr diag(1 , . . . , n )UH(p)U 1

Xn
= i (UH(p)t U 1 )ii 6 0
i=1
I which is in contradiction to (7.44).

Problem 7.35
Let n N and A, B, U real n n-matrices. In particular, let U
be invertible. Prove that
Tr(AB) = Tr(BA) , Tr(UAU 1 ) = Tr(A) .

Theorem 7.36
(E. Hopf) In addition, let be pathwise connected40 and for
every x and every open ball Ux around x let there exist
x > 0 such that
Xn
aij (y) vi vj > x |v|2 (7.45)
i,j=1
for all v Rn and y Ux .41 Further, let aij , bj , i, j {1, . . . , n},

c be bounded on every bounded subset of and c(x) 6 0 for all
x . Finally, let u C 2 (, R) satisfy
(Au)(x) > 0
for all x and assume a positive maximum. Then u is a

constant function.
40
An open subset of Rn is pathwise connected if and only if it is connected.
On the other hand, if applicable, the direct proof of pathwise connectedness
B

p
B
Figure 48: Sketch in the proof of Theorem 7.36. Here B := U and

B 0 := B 0 (p).
Proof.
I We assume that u is non-constant.
I In the first step, we prove that there is an open ball U
around a q such that U ,
u(q) < (7.46)
for all q U
I and for which there is p U such that
u(p) = .
Proof (cont.).
I For the construction of such U,
I let > 0 be the maximum value of u,
I p1 such that u(p1 ) = ,
I q1 such that u(q1 ) <
I and : [0, 1] be a continuous path such that
(0) = q1 and (1) = p1 .
I Further, let
t2 := min 1 () , p2 := (t2 ) .
I Then t2 > 0, u(p2 ) = and u(t) < for all t [0, t2 ).

Proof (cont.).
I In addition, let d > 0 be the distance between Ran and
.
I Further, let q Ud/2 (p2 ) ([0, t2 )) and U the largest open
ball around q that is contained in u1 ((, )).
I The radius of this ball is less or equal to d/2 and hence
U .
I This U satisfies (7.46) and, in particular, there is p
such that u(p) = .
Proof (cont.).
I Further, let r be a point in the open line segment between p
and q,
I
:= |r p| (> 0)
I and 0 (0, ) be such that
B 0 (p) .
I Then
0 < 0 6 |xp| = ||xp|| 6 |rp(xp)| = |rx|
for all x B 0 (p).

Proof (cont.).
I We define
2 2 2 2
v(x) := ek|rx| ek = ek|rx| ek|rp|
for every x , where k [0, ).

I Then
( n
2
X
(Av)(x) = ek|rx| 4k 2 aij (x)(xi ri )(xj rj )
i,j=1
n
)
X 2
2k [aii (x) + bi (x)](xi ri ) + c(x) c(x) ek
i=1
for all x .
Proof (cont.).
I Obviously, it follows that
(Av)(x) > 0
for all x B 0 (p) for sufficiently large k.

I Such k is assumed in the following.
I As a consequence for > 0
[A(u + v)](x) > 0
for all x B 0 (p).

I Also
(u + v)(p) = u(p) .
Proof (cont.).
I Further, let x B 0 (p).
I Then there are two cases.
I In the first case
|x r| >
I and hence v(x) < 0
I as well as
(u + v)(x) < u(x) 6 u(p) .
I In the second case, |x r| 6 , x U
I and therefore
(u + v)(x) < u(p) + v(x) .

Proof (cont.).
I Hence it follows for small enough that
(u + v)(x) < u(p)
for all x B 0 (p).

I Obviously, from this follows that for sufficiently small
> 0 the restriction of u + v to U 0 (p) has a positive
maximum in p.
I This is a contradiction to Theorem (7.34).
I Hence u is a constant function.
Corollary 7.37
In addition, to the assumptions of Theorem 7.36, assume that
c = 0. If u assumes a maximum, then u is a constant function.
Proof.
Assume that u has a maximum in the point p U. Then
v := u u(p) C 2 (, R) has a positive maximum at p and
satisfies
(Av)(x) > 0
for all x . Hence it follows by Theorem 7.36 that v and
therefore also u are constant functions.
Example 33
Define u : R2 R by
u(x, y) := 1 (x 2 + y2 )
for every (x, y) R2 . Then
2u 2u
2 =0.
x 2 y
Also, u is non-constant and assumes a positive maximum.
Hence the statement of Theorem 7.36 is in general false for
hyperbolic A.
Example 34
Let n N , a > 0. Define u : Rn R by
u(x) := a
for every x Rn . Then

4u = 0 ,
and u assumes a positive maximum. Hence the reference to
constant functions in the statement of Theorem 7.36 is
important.
Example 35
Define u : R2 R by
u(x, y) := (x 2 + y2 ) 4
for every (x, y) R2 . Then
(4u u)(x, y) = x 2 + y2 > 0 ,
and u is non-constant and assumes a strictly negative maximum.

This example illustrates the importance of the assumption of
positivity of the maximum in Theorem 7.36.
Example 36
Define u : U1 (0) R by
u(x, y) := (x 2 + y2 ) + 5
for every (x, y) U1 (0). Then
(4u + u)(x, y) = 1 (x 2 + y2 ) > 0 ,
and u is non-constant and assumes a positive maximum. Hence

the statement of Theorem 7.36 would be false in general if the
assumption that c 6 0 would be omitted.
Lemma 7.38
Let be a non-empty pathwise connected open subset of Rn
and u C 2 (, R) be non-constant and such that42
4u = 0 .
Then u does not assume a maximum or a minimum.

Proof.
It follows by Corollary 7.37 that neither u nor u assume a
maximum. As a consequence, u does not assume a maximum or
a minimum.
42
Functions satisfying the following equation are called harmonic.
Problem 7.39
Problems 1.1 - 1.3 of Chapter VII, Section 1 in [23].
In the following, we prove uniqueness of the classical solutions

of certain elliptic equations as consequences of Hopf strong
maximal principle. For this, we define the subspace C (Rn , R)
of C(Rn , R) to consist of those functions f that in addition
vanish at infinity, i.e, satisfy
lim |f (x )| = 0

for all sequences x0 , x1 , . . . in Rn \ {0} such that

1
lim =0.
|x |
p
q
fHpL O fHqL
Figure 49: The points p, q on the unit circle are mapped to the points
f (p), f (q) under the stereographic projection. Compare the proof of
Lemma 7.40.
Lemma 7.40
Every element of C (Rn , R) that assumes a positive value also
assumes a maximum.
Proof.
I For this, we define the stereographic projection
g C(S n+1 \ {N}, Rn ) from the north pole N := en+1 by

p1 pn
g(p) := ,...,
1 pn+1 1 pn+1
I In particular, g is bijective with the continuous inverse
g1 : Rn S n+1 \ {N} given by
2x1 2xn |x|2 1

g1 (x) = e 1 + . . . en + en+1 .
|x|2 + 1 |x|2 + 1 |x|2 + 1
Proof (cont.).
I Then
h := f g C(S n+1 \ {N}, R) .
I We extent h to a function h : S n+1 R by defining
h(N) := 0 (and h(p) := h(p) for every p S n+1 \ {N}.
I Obviously, if q1 , q2 . . . is a sequence in
S n+1 \ ({N} {en+1 }) that converges to N,
I then
1
lim =0
n |g(qn )|
I Hence h is continuous.
I Since S n+1 is compact, h assumes a maximum and a
minimum value.
Proof (cont.).
I Since f assumes a positive value,
I this maximum is assumed in S n+1 \ {N}.
I Therefore, f assumes a maximum value.
y
x
-10 -2 2 10
-1
Figure 50: Graph of f := (R R, x 7 1/(1 + x 2 )).

f C (R, R), but does not assume a maximum. Compare
Example 37.
Example 37
The function f : R R defined by
1
f (x) :=
1 + x2
for every x R is an element of C (R, R) that assumes no
maximum value. Hence the statement of Lemma 7.40 would be
false in general without the assumption that f assumes a positive
value.
Theorem 7.41
Let u C 2 (Rn , R) C (Rn , R) such that
4u = 0 .
Then u(x) = 0 for all x Rn .

Proof.
I We assume that u does not vanish everywhere.
I Since u C (Rn , R), either u or u assume a maximum
according to Lemma 7.40.
I Hence u assumes a maximum or a minimum.
I Also, since u is an element of C (Rn , R) that does not
vanish everywhere,
I it follows that u is not a constant function.
I Hence, according to Lemma 7.38, u does not assume a
maximum or a minimum.
Example 38
Examples of non-trivial harmonic functions that are not
vanishing at infinity are easy to find. For instance, such function
is given by u : R2 R defined by u(x, y) := x 2 y2 .
Corollary 7.42
(Uniqueness of the classical Dirichlet problem) Let
u, v C 2 (Rn , R) C (Rn , R) such that
4u = 4v .
Then u = v.
Proof.
By the assumptions, u v C 2 (Rn , R) C (Rn , R) is
harmonic. Hence it follows by Theorem 7.41 that u v
vanishes everywhere and hence that u = v.
Theorem 7.43
(A priori estimates) In addition, let be pathwise connected
and bounded. Also, let a R and d > 0 such that
(a, a + d) Rn1 . Further, we assume that
aij , bi , c C(, R) for all i, j {1, . . . , n} and that c(x) 6 0 for
all x . In addition,43 let there be C(, (0, )) such that
n
X
aij (x) vi vj > (x)|v|2
i,j=1
for all v Rn and x .
43
In the following, there will be used the same symbols for functions
defined on and their continuous extensions to . It will be clear from the
context whether the function itself or its extension is referred to.
Theorem (cont.)
Finally, let u C 2 (, R) C(, R) such that
Au = f ,
where f C(, R). Then
|f (x)|
max |u(x)| 6 3 max |u(x)| + 2C max ,
x x x (x)
where
|b(x)|
C := exp(( + 1)d) 1 , := max .
x (x)
Proof.
I For this, we define the auxiliary function h C (, R)
by
h (x) := exp((x1 a))
for every x = (x1 , . . . , xn ) and := 1 + .
I Then for every x :
n n
X 2 h X h
[(A c) h )](x) = aij (x) (x) + bi (x) (x)
i,j=1
xi xj i=1
xi
2

= a11 (x) + b1 (x) h (x)

2 |b1 (x)|
> a11 (x) || (x) h (x)
(x)
> ||(|| ) (x) h (x) = (1 + ) (x) h (x) > (x) .
Proof (cont.).
I We define v C (, R) by
v(x) := max |u| + f (ed h (x))

x
for every x ,
I where
|f (x)|
f := max .
x (x)
Proof (cont.).
I Then v(x) > 0 for all x
I and
v(x) > u(x)
for all x and
[A(v u)](x) = [(A c)v](x) f (x) + c(x) v(x)

6 [(A c)v](x) f (x) = f [(A c)h ](x) f (x)
6 f (x) f (x) 6 (|f (x)| + f (x)) 6 0
for all x .
I Hence according to Theorem 7.36, the function v u is
either constant or does not assume a positive maximum
Proof (cont.).
I and therefore
(vu)(x) 6 max |v(x)u(x)| 2 max |u(x)|+f (ed 1)

x x
I and
u(x) = v(x) + (u v)(x) 6 v(x) 6 3 max |u| + 2f (ed 1)

x
for every x .
I Further, since
A(u) = f ,
applying the previous result to u,
Proof (cont.).
I it follows that
u(x) 6 3 max |u| + 2f (ed 1)

x
for every x and,

I finally, that
|u(x)| 6 3 max |u| + 2f (ed 1)

x
for all x .
Corollary 7.44
(Uniqueness and continuous dependence on the boundary
data of the solutions of the classical Dirichlet problem) In
addition to the assumptions of Theorem 7.43, let
v C 2 (, R) C(, R) be such that
Av = f .
Then
max |u(x) v(x)| 6 3 max |u(x) v(x)| ,
x x
where u : R and v : R are continuous extensions of u

and v, respectively. In particular, it follows that u = v if
u(x) = v(x)
for every x .
Proof.
The statements follows by a simple application of Theorem 7.43
to u v.
In the following, we derive Greens representation formula for

elements of C 2 (, R) C 1 (, R), where Rn is a
non-empty bounded open subset for which Gauss theorem is
valid and n {2, 3}.
Theorem 7.45
Let n {2, 3}, Rn be a non-empty bounded open subset
for which Gauss theorem is valid, u C 2 (, R) C 1 (, R)
and x . Then44
Z Z
u(x) = x 4u dy + [ u (x ) x (u) ] dSy ,

(7.47)
44
In the following, the same symbols will be used for functions defined on
open sets and their extensions to continuous functions defined on the
closures of those sets. It will be clear from the context whether the function
itself or its extension is referred to.
Theorem (cont.)
where x C (Rn \ {x}, R) is defined by
(
|x y|2n / [n(2 n)v(B1 (0))] for n > 2
x (y) :=
ln(|x y|) / (2) for n = 2
for every y Rn \ {x},

Z
v(B1 (0)) := dy
B1 (0)
is the volume of the unit ball in Rn and : Rn is the outer

unit normal field on .
Proof.
I For this, we define
(
r 2n / [n(2 n)v(B1 (0))] for n > 2
(r) := (7.48)
ln(r) / (2) for n = 2
for every r (0, ).

I Then x (y) = (|x y|) for every y Rn \ {x}.
Proof (cont.).
I Further,
x 1
(y) = (yi xi ) |x y|n ,
yi nv(B1 (0))
2 x 1
ij |x y|n

(y) =
yi yj nv(B1 (0))
n(xi yi )(xj yj )|x y|(n+2)

for all y Rn \ {x}, i, j {1, . . . , n},

I where (
0 if i 6= j
ij := .
1 if i = j
Proof (cont.).
I As a consequence,
(4x )(y)
n
1 X
|x y|n n(xi yi )2 |x y|(n+2) = 0

=
nv(B1 (0)) i=1
I and

x 1 1n
xi (y) 6 nv(B1 (0)) |x y| ,

2
x 1 n
xi xj 6 v(B1 (0)) |x y|
(y)

for all y Rn \ {x}, i, j {1, . . . , n}.

Proof (cont.).
I It follows for every non-empty bounded open subset
0 Rn for which Gauss theorem is valid
I and v C 2 ( 0 , R) C 1 ( 0 , R) that
Z Z
(v4u u4v) dx = (vu uv) dx
0
Z 0
= [ v (u) u (v) ] dSy (7.49)

0
Proof (cont.).
I In particular,
Z Z
x 4u dy = [ x (u) u (x ) ] dSy
\B (x)
Z
+ [ x (u) u (x ) ] dSy .
S (x)
Proof (cont.).
I Since
Z ! Z

x (u) dSy 6 sup |u| x dSy

S (x) yB (x) S (x)
! Z
= sup |u| () dSy ,
yB (x) S (x)
I it follows that
Z

lim x (u) dSy = 0 . (7.50)

0 S (x)

Proof (cont.).
I Also,
Z Z
0
u (x ) dSy = () u dSy
S (x) S (x)
implies that
Z
lim u (x ) dSy = u(x) . (7.51)
0 S (x)
I Finally, it follows the representation (7.47).

Problem 7.46
Fill in the details that lead to (7.50), (7.51) and the final
conclusion in the previous proof.
Corollary 7.47
In addition to the assumptions of Theorem 7.45, let h : 2 R
be such that hx := h(x, ) is harmonic as well as an element of
C 2 (, R) C 1 (, R) for every x . Further, we define
Gx := x + hx for all x . Then
Z Z
u(x) = Gx 4u dy + [ u (Gx ) Gx (u) ] dSy .

(7.52)
Proof.
It follows by (7.49) that
Z Z
hx 4u dy = [ hx (u) u (hx ) ] dSy
0 0
and hence by (7.47) the representation (7.52).

Remark 7.47.1
If, in addition to the assumptions of Theorem 7.47, Gx admits an
extension Gx C( \ {x}, R) that vanishes on for every
x , then we call G the (Dirichlet) Greens function of the
first kind for . In this case
Z Z
u(x) = Gx 4u dy + u (Gx ) dSy

for every x .
In the following, we solve the Dirichlet problem for open balls
around the origin.
Theorem 7.48
(Poissons integral) Let n {2, 3} and R > 0. We define
D := {(x, y) R2n : x 6= y}, := UR (0) and
G C (2 \ D, R) by
s
2
|x||y|
G(x, y) := x (y) + R2 2x y
R
s
2
p |x||y|
= |x|2 + |y2 | 2x y + R2 2x y
R
for all (x, y) 2 \ D, where C (Rn \ {0}) is defined by

(7.48).
Theorem (cont.)
Then,
(i) G is the (Dirichlet) Greens function of the first kind for .
In particular,
G(x, y) = G(y, x) , G(x, y) < 0
for all (x, y) 2 \ D.

Theorem (cont.)
(ii) In addition, let f : R be continuous. Then by
Poissons integral
R2 |x|2
Z
f (y)
u(x) := dSy
nRv(B1 (0)) |x y|n
for every x there is defined a harmonic element

u C 2 (, R) C(, R) such that
lim u(x) = f (x0 )

xx0
for all x0 .
Proof.
(i):
I First, we note that
2 2
|x||y| 2 |x||y|
+R 2xy = R +2 (|x||y|xy) > 0
R R
for all x , y
I and hence that h : 2 R defined by
s
2
|x||y|
h(x, y) := + R2 2x y
R
for every (x, y) 2

Proof (cont.).
I is well-defined as well as an element of
C (, R) C 1 (, R).
I As a consequence of
" 2 #
|x||y|
+ R2 2x y |x|2 + |y|2 2x y

R
2
2 2 2 |x||y|
= R (|x| + |y| ) + >0
R
for all (x, y) 2 ,

Proof (cont.).
I it follows that
G(x, y) < 0
for all (x, y) 2 \ D.
I Also, obviously,
G(x, y) = G(y, x)
for all (x, y) D
I and for every x , Gx := G(x, ) admits an extension to a
function Gx C(, R) such that
Gx (y) = 0
for all y .
Proof (cont.).
I In the following, g denotes the map defined by (7.41)
describing inversion with respect to SRn .
I In the case n > 2, it follows for x Rn and y Rn \ {0, x}
that
Proof (cont.).
2n
R
x (y) x (g(y))
|g(y)|
2n
R
= (|x y|) (|x g(y)|)
|g(y)|
" 2n 2n #
1 2n |y| R2
= |x y| x 2 y
n(2 n)v(B1 (0)) R |y|
" 2n #
1 |y| R
= |x y|2n x y
n(2 n)v(B1 (0)) R |y|
Proof (cont.).

1 p 2n
= |x|2 + |y2 | 2x y
n(2 n)v(B1 (0))
s 2n
2
|x||y|
+ R2 2x y
R
s
2
p |x||y|
= |x|2 + |y2 | 2x y + R2 2x y
R
= G(x, y)
Proof (cont.).
I and hence that h(x, ) is harmonic for every x .
I In the case n = 2, it follows for x Rn and y Rn \ {0, x}
that

1 |y|
(|x y|) (|x g(y)|) ln
2 R
2

1 1 R 1 |y|
= ln |x y| ln x 2 y
ln
2 2 |y| 2 R

1 1 |y| R
= ln |x y| ln x y
2 2 R |y|
s
q 2
|x||y|
= |x|2 + |y2 | 2x y + R2 2x y
R
= G(x, y)
Proof (cont.).
I and hence that h(x, ) is harmonic for every x .
(ii):
I According to Remark 7.47.1 it follows for every
v C 2 (, R) C 1 (, R) that
Z Z
v(x) = Gx 4v dy + v (Gx ) dSy (7.53)

for every x ,
I where : Rn is the outer unit normal field on .
Proof (cont.).
I Further,
Gx 1
(y) = (yi xi ) |x y|n
yi nv(B1 (0))

1 1
+ 2 yi |x| + xi |x y|n
2
nv(B1 (0)) R
1
R2 |x|2 yi |x y|n

= 2
nR v(B1 (0))
Proof (cont.).
I and hence
n
X yi Gx
(Gx )(y) = (y)
i=1
|y| yi
1
R2 |x|2 |x y|n

=
nRv(B1 (0))
for all x and y .

Proof (cont.).
I In particular, the special case that v(x) = 1 for all x of
(7.53) leads to Z
K(x, y) dSy = 1

for every x ,
I where Poissons kernel K : R is defined by
1
R2 |x|2 |x y|n

K(x, y) :=
nRv(B1 (0))
for all (x, y) .

Proof (cont.).
I Further, it follows for every y that
K
nRv(B1 (0)) (x, y)
xi
= 2xi |x y|n n R2 |x|2 (xi yi ) |x y|(n+2)

2K
nRv(B1 (0)) (x, y) = 2 |x y|n
xi2
+ 4nxi (xi yi ) |x y|(n+2) n R2 |x|2 |x y|(n+2)

+ n(n + 2) R2 |x|2 (xi yi )2 |x y|(n+4)

Proof (cont.).
I and hence that
nRv(B1 (0)) 4K(, y) = 2n |x y|n

X n
(n+2)
xi (xi yi ) + 2n R2 |x|2 |x y|(n+2)

+ 4n |x y|
i=1
" n
#
X
= 2n |x y|n + 2n |x|2 + |y|2 2 xi yi |x y|(n+2) = 0
i=1
for all x .
I As a consequence, K(, y) is harmonic for every y .
I Hence it follows by differentiation under the integral sign
that u C 2 (, R) and that u is harmonic.
Proof (cont.).
I Let x0 , > 0 and > 0 such that
|f (x) f (x0 )| <
for all x U (x0 ).

I Further, let M > 0 be such that |f (x)| 6 M for all x .
Proof (cont.).
I Then it follows for every x U/2 (x0 ) that
Z

|u(x) f (x0 )| = K(x, y)(f (y) f (x0 )) dSy

Z
6 |K(x, y)| |f (y) f (x0 )| dSy
U (x0 )
Z
+ |K(x, y)| |f (y) f (x0 )| dSy
(Rn \U (x0 ))
n Z
2M(R2 |x|2 )
6+ dSy
nRv(B1 (0)) 2
Proof (cont.).
I because

|xy| = |xx0 (yx0 )| > | |xx0 ||yx0 | | > =
2 2
for all y (Rn \ U (x0 )) .
I Obviously, this implies that
lim u(x) = f (x0 ) .

xx0
y
R

x 02
-R R x
W
W
-R
Figure 51: Sketch for the proof of Theorem 7.48.

In the following, we study the solutions of the heat equation as
our main example for a parabolic equation.
The heat equation45 describes the temperature as a function of

position and time, T C 2 (I , R), in a homogeneous body
occupying the volume . It is given by
T
(t, x) [4T (t, )](x) = 0
t
for every (t, x) I , where (0, ) is the thermal
diffusivity46 of the body. The heat equation is linear and of
second order. It is a prototype of a so called parabolic equation.
45
This equation is also sometimes referred as diffusion equation.
46
For instance, the thermal diffusivity of iron at 27 degrees Celsius is about
0.227 cm2 /s [15].
Figure 52: Sketch of P in Theorem 7.49 for the case n = 2 and

= U1 (0).
Theorem 7.49
(Weak Maximum Principle) Let n N , a non-empty
bounded open subset of Rn and a < b. Further, let
u : [a, b] R be a continuous function that is continuously
partially differentiable in the first variable and twice
continuously partially differentiable in the second variable on
(a, b) as well as such that
u
(t, x) [u(t, )](x) 6 0
t
for all (t, x) (a, b) . Then u assumes its maximum value
on the part P of the boundary of [a, b] given by
P := ( {a} ) ( [a, b] ) .
Proof.
I In a first step, we assume the stronger condition that
u
(t, x) [u(t, )](x) < 0 (7.54)
t
for all (t, x) (a, b) .
I Further, let N such that > 1/(b a).
I Then there is (t , x ) [a, b (1/)] such that
u(t , x ) = max u.
[a,b(1/)]
Proof (cont.).
I If (t , x ) (a, b (1/)) , then
u
(t , x ) = 0 , [u(t , )](x ) 6 0
t
I and hence
u
(t , x ) [u(t , )](x ) > 0 , (7.55)
t
I in contradiction to (7.54).
Proof (cont.).
I If (t , x ) {b (1/)} , then
u
(t , x ) > 0 , [u(t , )](x ) 6 0
t
I and hence (7.55) in contradiction to (7.54).
I As a consequence,
(t , x ) ( {a} ) ( [a, b (1/)] ) .

Proof (cont.).
I Since P is compact, there is a strictly increasing sequence
1 , 2 , . . . in N such that ((t1 , x1 ), (t2 , x2 ), . . . ) is
convergent some (t0 , x0 ) P.
I In particular, we conclude that
u(t0 , x0 ) > u(t, x)
for every (t, x) [a, b)

I and, from the continuity of u, that
u(t0 , x0 ) > u(t, x)
for every (t, x) [a, b] .

Proof (cont.).
I Hence
max u = max u .
[a,b] P
I In the following, we assume instead of (7.54) only that

u
(t, x) [u(t, )](x) 6 0
t
for all (t, x) (a, b)
I and define for > 0 a corresponding function v by
t
v (t, x) := u(t, x)

for (t, x) [a, b] .
Proof (cont.).
I Then v is a continuous function that is continuously
partially differentiable in the first variable
I and twice continuously partially differentiable in the
second variable on (a, b)
I as well as such that
v u 1
(t, x) [v (t, )](x) = (t, x) [u(t, )](x) < 0
t t
for all (t, x) (a, b) .
Proof (cont.).
I Hence it follows from the first part of the proof that
max v = max v .
[a,b] P
I and hence the existence of (t , x ) P such that

t t
u(t, x) = v (t, x) 6 v (t , x ) = u(t , x )

for all (t, x) [a, b] .
Proof (cont.).
I The latter implies that
t t ba
u(t, x) 6 u(t , x ) + 6 u(t , x ) +

for all (t, x) [a, b] .
I Since P is compact, there is a strictly increasing sequence
1 , 2 , . . . in N such that ((t1 , x1 ), (t2 , x2 ), . . . ) is
convergent some (t0 , x0 ) P.
I In particular, we conclude, from the continuity of u, that
u(t, x) 6 u(t0 , x0 )
for all (t, x) [a, b]

Proof (cont.).
I and hence that
max u = max u .
[a,b] P
Appendix
Lemma 8.1
(Transformation of the Laplace operator under inversion
with respect to n-spheres) For this, let n N , R > 0 and
Rn \ {0} be non-empty and open. In addition, let
0 Rn \ {0} be a non-empty open subset such that
g( 0 ) = ,
where g C (Rn \ {0}, Rn \ {0}) is defined by
R2
g(x) := x
|x|2
for all x Rn \ {0}. Note that g is an involution47 and that its

fixed point set is given by SRn .
47
i.e, g(g(x)) = x for all x Rn \ {0},
Appendix
Lemma (cont.)
Finally, let u C 2 (, R) and u C 2 (0 , R) be defined by
" 2n #
R2
2
2n R
u(x) := u (g(x)) = |x| u x
|| |x|2
for all x 0 . Then

|x|n+2
(4u)(g(x)) = (4u)(x)
R4
for all x 0 .
Appendix
Proof.
I For this, we define u C 2 (0 , R) by
2
R
u(x) := (u g)(x) = u x
|x|2
for all x 0 .
I Then, it follows by the chain rule that
n 2
R2

u X u R
(x) = (g(x)) 4 2xi xk ,
2 ik
xi k=1
xk |x| |x|
Appendix
Proof (cont.).
I where (
6 m
0 if l =
lm :=
1 if l = m
for all l, m {1, . . . , n},
Appendix
Proof (cont.).
2 u
(x)
xi2
n
2u
2
R2
2
R2

X R R
= (g(x)) ik 4 2xi xk ij 4 2xi xj
xj xk |x|2 |x| |x|2 |x|
j,k=1
n
4R2 8R2 R2

X u
+ (g(x)) 4 ik xi + 6 xi2 xk 4 2xk
xk |x| |x| |x|
k=1
n
R4 2 u 4R4 X 2u
= (g(x)) xi x j (g(x))
|x|4 xi2 |x|6 j=1 xi xj
n
4R4 2 X 2u
+ 8
x i xj xk (g(x))
|x| xj xk
j,k=1
n
4R2 8R2 R2

X u
+ (g(x)) 4 ik xi + 6 xi2 xk 4 2xk
xk |x| |x| |x|
k=1
Appendix
Proof (cont.).
I and hence
n
R4 R2 X u
(4u)(x) = (4u)(g(x)) + 2(2 n) xk (g(x))
|x|4 |x|4 k=1 xk
for every x 0 .
Appendix
Proof (cont.).
I Further,
u u
(x) = (2 n) xi |x|n u(x) + |x|2n (x) ,
xi xi
2 u
2
(x) = (2 n) |x|n u(x) n(2 n) xi2 |x|(n+2) u(x)
xi
u 2 u
+ 2(2 n) xi |x|n (x) + |x|2n 2 (x)
xi xi
n 2 (n+2)
= (2 n) |x| u(x) n(2 n) xi |x| u(x)
n
R2 R2 2

n
X u
+ 2(2 n) |x| (g(x)) x 4 2xi xk
2 ik i
k=1
x k |x| |x|
2 u
+ |x|2n (x)
xi2
Appendix
Proof (cont.).
I and hence
n
X u
(4u)(x) = 2(2 n) R2 |x|(n+2) xi (g(x)) + |x|2n (4u)(x)
i=1
x i
n 4
X u R
= 2(2 n) R2 |x|(n+2) xi (g(x)) + |x|2n 4
(4u)(g(x))
i=1
xi |x|
n
#
R2 X u R4
+2(2 n) 4 xk (g(x)) = n+2 (4u)(g(x))
|x| xk |x|
k=1
for every x 0 .
Appendix
Lemma 8.2
into polar coordinates) For this, let R2 \ {(0, 0)} be
non-empty and open. In addition, let p R2 be a non-empty
open subset such
g(p ) = ,
g(r, ) := (r cos(), r sin())
for all (r, ) R2 . Finally, let u C 2 (, R). Then
2 u 1 u 1 2 u
(4u)(g(r, )) = (r, ) + (r, ) + (r, ) (8.1)
r 2 r r r 2 2
for all (r, ) p ,

Appendix
Lemma (cont.)
where u C 2 (p , R) is defined by
u(r, ) := (u g)(r, ) = u(r cos(), r sin())
for all (r, ) p .

Appendix
Proof.
u u u
(r, ) = cos() (g(r, )) + sin() (g(r, ))
r x1 x2
u u u
(r, ) = r sin() (g(r, )) + r cos() (g(r, )) ,
x1 x2
Appendix
Proof (cont.).
2 u 2u 2u

(r, ) = cos() cos() 2 (g(r, )) + sin() (g(r, ))
r 2 x1 x2 x1
2u 2u

+ sin() cos() (g(r, )) + sin() 2 (g(r, ))
x1 x2 x2
2 2
u u
= cos2 () 2 (g(r, )) + sin2 () 2 (g(r, ))
x1 x2
2
u
+ 2 sin() cos() (g(r, )) ,
x1 x2
Appendix
Proof (cont.).
2 u u
2
(r, ) = r (r, )
r
2u 2u

r sin() r sin() 2 (g(r, )) + r cos() (g(r, ))
x1 x2 x1

u u
+ r cos() r sin() (g(r, )) + r cos() 2 (g(r, ))
x1 x2 x2
2
2u

u 2 2 u 2
= r (r, ) + r sin () 2 (g(r, )) + cos () 2 (g(r, ))
r x1 x
2
2
u
2 sin() cos() (g(r, ))
x1 x2
and hence also (8.1) for all (r, ) p .

Appendix
Lemma 8.3
dimensions into cylindrical coordinates) For this, let
addition, let cyl R3 be a non-empty open subset such
g(cyl ) = ,
g(r, , z) := (r cos(), r sin(), z)

Appendix
Lemma (cont.)
Then
2 u 1 u 1 2 u
(4u)(g(r, , z)) = (r, , z) + (r, , z) + (r, , z)
r 2 r r r 2 2
2 u
+ 2 (r, , z) (8.2)
z
for all (r, , z) cyl , where u C 2 (cyl , R) is defined by
u(r, , z) := (u g)(r, , z) = u(r cos(), r sin(), z)
for all (r, , z) cyl .

Appendix
Proof.
u u u
(r, , z) = cos() (g(r, , z)) + sin() (g(r, , z))
r x1 x2
u u u
(r, , z) = r sin() (g(r, , z)) + r cos() (g(r, , z))
x1 x2
u u
(r, , z) = (g(r, , z)) ,
z x3
Appendix
Proof (cont.).
2 u
(r, , z)
r 2
2u 2u

= cos() cos() 2 (g(r, , z)) + sin() (g(r, , z))
x1 x2 x1
2u 2u

+ sin() cos() (g(r, , z)) + sin() 2 (g(r, , z))
x1 x2 x2
2u 2u
= cos2 () 2
(g(r, , z)) + sin2 () 2 (g(r, , z))
x1 x2
2u
+ 2 sin() cos() (g(r, , z)) ,
x1 x2
Appendix
Proof (cont.).
2 u u
2
(r, , z) = r (r, , z)
r
2u 2u

r sin() r sin() 2 (g(r, , z)) + r cos() (g(r, , z))
x1 x2 x1

u u
+ r cos() r sin() (g(r, , z)) + r cos() 2 (g(r, , z))
x1 x2 x2
2 2

u u
= r 2 sin2 () 2 (g(r, , z)) + cos2 () 2 (g(r, , z))
x x2
2

u
2 sin() cos() (g(r, , z)) ,
x1 x2
2 u 2u
(r, , z) = (g(r, , z))
z2 x32
and hence also (8.2) for all (r, , z) cyl .

Appendix
Lemma 8.4
dimensions into spherical coordinates) For this, let
addition, let sph R3 be a non-empty open subset such
g(sph ) = ,
g(r, , ) := (r sin() cos(), r sin() sin(), r cos())

Appendix
Lemma (cont.)
Then
2 u 2 u
(4u)(g(r, , z)) = 2 (r, , z) + (r, , z)
2 r r r
1 u 2 2 u
+ 2 2 (r, , z) + sin () (r, , z)
r sin () 2 2

u
+ sin() cos() (r, , z) (8.3)

for all (r, , z) sph , where u C 2 (sph , R) is defined by
u(r, , ) := (ug)(r, , ) = u(r sin() cos(), r sin() sin(), r cos())
for all (r, , ) sph .

Appendix
Proof.
u u
(r, , z) = sin() cos() (g(r, , z))
r x1
u
+ sin() sin() (g(r, , z))
x2
u
+ cos() (g(r, , z))
x3
u u
(r, , z) = r cos() cos() (g(r, , z))
x1
u
+ r cos() sin() (g(r, , z))
x2
u
r sin() (g(r, , z))
x3
Appendix
Proof (cont.).
u u
(r, , z) = r sin() sin() (g(r, , z))
x1
u
+ r sin() cos() (g(r, , z)) ,
x2
Appendix
Proof (cont.).
2 u 2 2 2u
(r, , z) = sin () cos () (g(r, , z))
r 2 x12
2u
+ sin2 () sin() cos() (g(r, , z))
x2 x1
2u
+ sin() cos() cos() (g(r, , z))
x3 x1
2u
+ sin2 () sin() cos() (g(r, , z))
x1 x2
2u
+ sin2 () sin2 () 2 (g(r, , z))
x2
2u
+ sin() cos() sin() (g(r, , z))
x3 x2
2u
+ sin() cos() cos() (g(r, , z))
x1 x3
Appendix
Proof (cont.).
2u
+ sin() cos() sin() (g(r, , z))
x2 x3
2u
+ cos2 () (g(r, , z))
x32
2u 2u
= sin2 () cos2 () (g(r, , z)) + sin 2
() sin 2
() (g(r, , z))
x12 x22
2u 2u
+ cos2 () (g(r, , z)) + 2 sin 2
() sin() cos() (g(r, , z))
x32 x1 x2
2u
+ 2 sin() cos() cos() (g(r, , z))
x1 x3
2u
+ 2 sin() cos() sin() (g(r, , z)) ,
x2 x3
Appendix
Proof (cont.).
2 u u 2 2 2 2u
(r, , z) = r (r, , z) + r cos () cos () (g(r, , z))
2 r x12
2u
+ r 2 cos2 () sin() cos() (g(r, , z))
x2 x1
2u
r 2 sin() cos() cos() (g(r, , z))
x3 x1
2u
+ r 2 cos2 () sin() cos() (g(r, , z))
x1 x2
2u
+ r 2 cos2 () sin2 () 2 (g(r, , z))
x2
2u
r 2 sin() cos() sin() (g(r, , z))
x3 x2
2u
r 2 sin() cos() cos() (g(r, , z))
x1 x3
Appendix
Proof (cont.).
2u
r 2 sin() cos() sin() (g(r, , z))
x2 x3
2u
+ r 2 sin2 () (g(r, , z))
x32
u 2u
= r (r, , z) + r 2 cos2 () cos2 () 2 (g(r, , z))
r x1
2u 2u
+ r 2 cos2 () sin2 () (g(r, , z)) + r 2
sin 2
() (g(r, , z))
x22 x32
2u
+ 2r 2 cos2 () sin() cos() (g(r, , z))
x1 x2
2u
2r 2 sin() cos() cos() (g(r, , z))
x1 x3
2u
2r 2 sin() cos() sin() (g(r, , z))
x2 x3
Appendix
Proof (cont.).
2 u u u
(r, , z) = r (r, , z) + r cos() (g(r, , z))
2 r x3
2u
+ r 2 sin2 () sin2 () 2 (g(r, , z))
x1
2u
r 2 sin2 () sin() cos() (g(r, , z))
x2 x1
2u
r 2 sin2 () sin() cos() (g(r, , z))
x1 x2
2u
+ r 2 sin2 () cos2 () 2 (g(r, , z))
x2
u u
= r (r, , z) + r cos() (g(r, , z))
r x3
2u 2u

+ r 2 sin2 () sin2 () 2 (g(r, , z)) + cos2 () 2 (g(r, , z))
x1 x2
2

u
2 sin() cos() (g(r, , z))
x1 x2
Appendix
Proof (cont.).
This implies that
2 u 1 2 u
(r, , z) + (r, , z)
r 2 r 2 2
2u 2u
= cos2 () 2 (g(r, , z)) + sin2 () 2 (g(r, , z))
x1 x2
2
u 2u
+ (g(r, , z)) + 2 sin() cos() (g(r, , z))
x32 x1 x2
1 u
(r, , z) ,
r r
Appendix
Proof (cont.).
2 u 1 cos() u
(r, , z) + 2 (r, , z)
r r r sin()
1 u cos2 () cos() u
= (r, , z) + (g(r, , z))
r r r sin() x1
cos2 () sin() u cos() u
+ (g(r, , z)) (g(r, , z))
r sin() x2 r x3
sin() cos() u sin() sin() u
+ (g(r, , z)) + (g(r, , z))
r x1 r x2
cos() u
+ (g(r, , z))
r x3
1 u cos() u sin() u
= (r, , z) + (g(r, , z)) + (g(r, , z))
r r r sin() x1 r sin() x2
1 u 1 u cos() u
= (r, , z) + 2
(r, , z) (g(r, , )) ,
r r r sin () r r sin2 () x3
Appendix
Proof (cont.).
1 2 u
(r, , z)
r 2 sin2 () 2
1 u cos() u
= 2 (r, , z) + (g(r, , z))
r sin () r r sin2 () x3
2u 2u
+ sin2 () 2 (g(r, , z)) + cos2 () 2 (g(r, , z))
x1 x2
2
u
2 sin() cos() (g(r, , z))
x1 x2
and, finally, (8.3) for all (r, , z) sph .
Index I
Partial differential equation
first-order
linear, 81
Cardanos formulas, 271
Conformal map, 534
Euclidean transformations, 528
Harmonic function, 546, 608, 617
Inversions with respect to n-spheres, 555, 676
Laplace operator, 400
Greens function, 643
Greens representation formula, 630
in cylindrical coordinates, 570, 689
in polar coordinates, 561, 684
in spherical coordinates, 574, 694
Poissons integral, 644
Index II
Poissons kernel, 657
One-point compactification of Rn , 612
Partial differential equation
a priori estimate, 178, 623
asymptotic of solutions, 123
biharmonic equation, 33
Burgers equation, 38
Hopf-Cole transformation, 38
inviscid, 234
Cauchy-Kowalevski theorem, 138
characteristic curve, 83, 195
characteristic hypersurface, 161, 392
characteristic method, 82, 193
characteristic paths, 83, 194
characteristic vector field, 82, 88, 193
characteristics, 83
Index III
conservation law, 106, 255
continuity equation, 106
definition, 18
diffusion equation, 38, 52, 664
maximum principle, 666
elliptic, 49, 405
Hopf maximum principle, 593
strong maximum principle, 586, 603
a priori estimate, 623
Dirichlet problem, 620, 628
Hadamards example, 516
initial boundary value problem, 516
energy method, 167
Euler, 234
first-order
quasi-linear, 192
Index IV
semi-linear, 199
Hamilton-Jacobi, 20
heat equation, 38, 52, 57, 429, 664
maximum principle, 666
hyperbolic, 53, 405
Klein-Gordon, 400, 469
Laplaces equation, 33, 55, 56
linear, 28
mass conservation, 106
method of descent, 459
method of separation of variables, 509
Navier-Stokes equation, 38
Hopf-Cole transformation, 38
non-characteristic hypersurface, 161, 392
non-linear, 28
nonuniqueness of solutions, 141, 147
Index V
order, 19
parabolic, 52, 405, 664
Poissons equation, 49, 620
principal part, 82, 194
quantum field theory, 33
second-order
conservation laws, 485, 493
linear, constant coefficients, 419
quasi-linear, 388
shock condition, 261
shock solution, 249
singular point, 103
symmetry transformation, 480
telegraph equation, 33
transformations, 45, 420, 427, 528, 560
Tricomi, 409
Index VI
ultrahyperbolic, 405
uniqueness of the solutions, 180, 504
wave equation
boundary value problem, 506
focusing effect, 60, 455
backward characteristic cone, 404
caustic, 455
conservation laws, 475
domain of dependence, 373, 450, 464, 474
domain of influence, 374, 452, 465, 504
Duhamels integral, 472
energy density, 486, 494
energy flux density, 486, 494
energy inequality, 498
forward characteristic cone, 404
Huygens principle, 449, 464
Index VII
in one space dimension, 43, 362
in three space dimensions, 53, 59, 430
in two space dimensions, 58, 458
inhomogeneous, 362, 471
inhomogeneous solution, 368, 473
initial value problem is well-posed, 375, 450, 453, 466
instability, 381
Kirchhoffs formula, 441
local uniqueness of the solutions, 504
solution, 368, 441, 463
weak solution, 257
Separation constants, 513
Special Relativity, 452
Stereographic projection, 612
System of PDE
Cauchy-Riemann, 29, 292, 538
Index VIII
characteristic hypersurface, 287
definition, 27
Euler, 316
first-order
elliptic, 341
hyperbolic, 341
quasi-linear, 283
symmetric hyperbolic, 341
Maxwells equations, 33
method of separation of variables, 336
plane waves, 336
Riemann invariants, 332
symmetric hyperbolic, 283, 303
dissipative boundary condition, 310
uniqueness of the solutions, 303
vector fields
Index IX
direction field, 67
integral curves, 75
maximal, 77
References I
[1] Bers L, John F, Schechter M 1964, Partial differential
equations, Wiley: New York.
[2] Beyer H R 2010, Calculus and Analysis: A Combined
Approach, Wiley: New York.
[3] Beyer H R 2007, Beyond partial differential equations: A
course on linear and quasi-linear abstract hyperbolic
evolution equations, Springer Lecture Notes in
Mathematics 1898, Springer: Berlin.
[4] Coddington, E A 1989, An introduction to ordinary
differential equations, Dover : New York.
[5] CODATA (Committee on Data for Science and
Technology), 2006.
[6] Coddington, E A, Levinson, N 1955, Theory of ordinary
differential equations, Dover : New York.
References II
[7] DiBenedetto E 1995, Partial differential equations,
Birkhuser: Boston.
[8] Evans L C 2002, Partial differential equations, AMS:
Providence.
[9] Garabedian P R 1988, Partial differential equations, AMS:
Providence.
[10] Gilbarg D, Trudinger N S 1977, Elliptic partial differential
equations of second order, Springer: Berlin.
[11] Hille, E A 1969, Lectures on ordinary differential
equations, Addison-Wesley : Reading,Mass.
[12] John F 1982, Partial differential equations, 4th ed.,
Springer: New York.
[13] Jost J 2002, Partial differential equations, Springer: New
York.
References III
[14] Kaye G W C, Laby T H 1995, Tables of Physical and
Chemical Constants: And Some Mathematical Functions,
16th ed., Longman Scientific and Technical, London.
[15] Monaghan B J, Quested P N 2001, Thermal diffusivity of
iron at high temperature in both the liquid and solid states,
ISIJ International, 41, 1524-1528.
[16] Morawetz, C S 1975, Notes on time decay and scattering
for some hyperbolic problems, Society for Industrial
Mathematics: Philadelphia.
[17] Protter M H and Weinberger H F 1984, Maximum
principles in differential equations, Springer: New York.
[18] Rauch J 1991, Partial differential equations, Springer:
New York.
[19] Renardy M and Rogers R C 1993, An introduction to
partial differential equations, Springer: New York.
References IV
[20] Smirnov M M 1966, Second-order partial differential

equations, Noordhoff: Groningen.
[21] Spivak M 1979, A comprehensive introduction to
differential geometry, Vol. V, Publish or Perish: Berkeley.
[22] Walter, W 1998, Ordinary differential equations, Springer
: New York.
[23] Zachmanoglou E C, Thoe D W 1986, Introduction to
partial differential equations with applications, Dover:
New York.

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Introduction to Classical Partial Differential

Horst R Beyer123 & Maricela Beyer2,3

Tuxtla Gutirrez, 2017

I This course introduces into the field of classical PDE,

I The classical theory of partial differential equations (PDE)

I These classes of functions turned out to be inadequate for

I Why is the theory of classical PDE still important?

I We enter the field through quasi-linear partial differential

I The solutions of such PDE show a remarkable complexity.

I References: There are a couple of good references in the

I For the following, it should be helpful to keep in mind that

3. If there is unique solution:

I The symbols N, R, C been excluded.

I Also, we define the Euclidean scalar product of vectors

I the closed ball B (x) of radius > 0 around x by

I and the n-sphere Sn (x) of radius > 0 around x by

I In the last symbol, the index is omitted if = 1 and the

I Further, in connection with matrices, the elements of Rn

I We always assume composition of maps (which includes

For every map f : U Rn defined on some subset U Rm ,

I Further, for every differentiable map from some

for all (t, x) R2 ,

for all (t, x) R2 ,

for every x = (x1 , . . . , x9 ) R9 .

for all (t, x) R2 ,

I Examples for PDE equations without solutions are easy to

for partially differentiable u : R2 R has no solution.

for every x = (x1 , . . . , x7 ) R7 .

u(a,b) (x) := (a, b)

1) For each of the following PDE or systems of PDE, find a

where u : Rp and p is an appropriate element of N ,

Remark: The equation from a) is a special case of the telegraph

u(x, y) := f (a(x, y)x + b(x, y)y)

for all (x, y) U and some differentiable f : R R

Remark: (3.5) coincides with the Navier-Stokes equation

5) Let r > 0 and a R. Show that the system of PDEs

for every (x, y) Ur (0) R2 and differentiable

6) a) Let f : R R and g : R R be twice differentiable

for all (t, x) R2 . Calculate

Figure 1: Visualization of the parallelogram identity, (3.7). The sum

6) a) a2) Prove that the following parallelogram identity is true

u(ta, xb)+u(t+a, x+b) = u(tb, xa)+u(t+b, x+a)

7) Find all maximal solutions of the minimal surface equation

8) (Transformations of partial differential expressions) Let

for all (t, x) R2 .

8) b) Let A, B, C, a, b, c, d R and v := u h, where

h(t, x) := (at + bx, ct + dx)

for all (t, x) R2 . Show that

for all (t, x) R2 .

a2 A + 2abB + b2 C = ht(a, b)|M t(a, b)i ,

where M denotes the symmetric 2 2-matrix

8) c) Use the results of a) and b) to find a, b, c, d R such that

h(t, x) := (at + bx, ct + dx)

for all (t, x) R2 , satisfies

for all (t, x) R2 .

I The gravitational field corresponding to U is given by

I Poissons equation is of second order.

In the following examples, I denotes a non-empty open interval

The definition of ellipticity, parabolicity and hyperbolicity of a

a) u(x, y) := a ex cos(y) + b ex sin(y) for (x, y) D := R2 ,

a) u(x, y, z) := exyz for (x, y, z) D := R3 ,

(4u)(t, x) := [4u(t, )](x)

for all (t, x) R (R2 \ {0}).

for all (t, x) R (R3 \ {0}). Calculate all necessary