Mathematical behaviour of pde’s

Hyperbolic Equations
For hyperbolic equations, information at a given point P influences only those regions between the advancing
characteristics. For example, examine Fig. 4.1, which is sketched for a two-dimensional problem with two
independent space variables. Point P is located at a given (x, y). Consider the left- and right-running characteristics
through point P, as shown in Fig. 4.1. Information at point P influences only the shaded region—the region labelled
I between the two advancing characteristics through P in Fig. 4.1. This has a collorary effect on boundary conditions
for hyperbolic equations. Assume that the x-axis is a given boundary condition for the problem, i.e. the dependent
variables u and v are known along the x-axis. Then the solution can be obtained by ‘marching forward’ in the
distance y, starting from the given boundary. However, the solution for u and v at point P will depend only on
that part of the boundary between a and b, as shown in Fig. 4.1. Information at point c, which is outside the interval
ab, is propagated along characteristics through c, and influences only region II in Fig. 4.1. Point P is outside region
II, and hence does not feel the information from point c. For this reason, point P depends on only that part

Fig. 4.1 Domain and boundaries for the solution of hyperbolic equations:Two-dimensional steady flow
Of the boundary which is intercepted by and included between the two retreating characteristic lines through point
P, i.e. interval ab. In fluid dynamics, the following types of flows are governed by hyperbolic partial differential
equations, and hence exhibit the behavior described above:
(1) Steady, inviscid supersonic flow.
If the flow is two-dimensional, the behaviour is like that already discussed in Fig. 4.1. If the flow is three-
dimensional, there are characteristic surfaces in xyz space, as sketched in Fig. 4.2. Consider point P at a given (x, y,
z) location. Information at P influences the shaded volume within the advancing characteristic surface. In addition, if
the x− y plane is a boundary surface, then only that portion of the boundary shown as the cross-hatched area in the
x− y plane, intercepted by the retreating characteristic surface, has any effect on P. In Fig. 4.2, the dependent
variables are solved by starting with data given in the xy-plane, and ‘marching’ in the z-direction. For an inviscid
supersonic flow problem, the general flow direction would also be in the z-direction.
(2) Unsteady inviscid compressible flow.
For unsteady one- and two-dimensional inviscid flows, the governing equations are hyperbolic, no matter whether
the flow is locally subsonic or supersonic. Here, time is the marching direction. For onedimensional unsteady flow,
consider a point P in the (x, t) plane shown in Fig. 4.3.
 Fig. 4.2 Domain and boundaries for the solution of hyperbolic equations:Three-dimensionalsteady flow

Fig. 4.3 Domain and boundaries for the solution of hyperbolic equations:one-dimensional unsteady flow

Fig. 4.4 Domain and boundaries for the solution of hyperbolic equations: two-dimensional unsteady flow
Once again, the region influenced by P is the shaded area between the two advancing characteristics through P, and
the interval ab is the only portion of the boundary along the x-axis upon which the solution at P depends. For two-
dimensional unsteady flow, consider a point P in the (x, y, t) space as shown in Fig. 4.4. The region influenced by P,
and the portion of the boundary in the xy-plane upon which the solution at P depends, are shown in this figure.
Starting with known initial data in the xy-plane, the solution ‘marches’ forward in time.
Parabolic Equations
For parabolic equations, information at point P in the xy-plane influences the entire region of the plane to one side of
P. This is sketched in Fig. 4.5, where the single characteristic line through point P is drawn. Assume the x- and y-
axes are boundaries; the solution at P depends on the boundary conditions along the entire y axis, as well as on that
portion of the x-axis from a to b. Solutions to parabolic equations are also ‘marching’ solutions; starting with
boundary conditions along both the x- and y-axes, the flow-field solution is obtained by ‘marching’ in the general x-
direction.
 Fig. 4.5 Domain and boundaries for the solution of parabolic equations: two dimensions
In fluid dynamics, there are reduced forms of the Navier–Stokes equations which exhibit parabolic-type behaviour.
If the viscous stress terms involving derivativeswith respect to x are ignored in these equations, we obtain the
‘parabolized’ Navier– Stokes equations, which allows a solution to march downstream in the x-direction,
starting with some prescribed data along the x- and y-axes. A further reduction of the Navier–Stokes equations for
the case of high Reynolds number leads to thewell-known boundary layer equations. These boundary layer
equations exhibit the parabolic behavior shown in Fig. 4.5.
Elliptic Equations
For elliptic equations, information at point P in the xy-plane influences all other regions of the domain. This is
sketched in Fig. 4.6, which shows a rectangular domain. Here, the domain is fully closed, surrounded by the closed
boundary abcd. This is in contrast to the open domains for parabolic and hyperbolic equations discussed earlier,
and shown in the previous figures, namely, Figs. 4.1, 4.2, 4.3, 4.4 and 4.5. Forelliptic equations, because point P
influences all points in the domain, then in turn the solution at point P is influenced by the entire closed boundary
abcd. Therefore,the solution at point P must be carried out simultaneously with the solution at all other points in the
domain. This is in stark contrast to the ‘marching’ solutions germaine to parabolic and hyperbolic equations. For this
reason, problems involving elliptic equations are frequently called ‘equilibrium’, or ‘jury’ problems, because
the solution within the domain depends on the total boundary around the domain. (See Ref. [3] for more details.)
In fluid dynamics steady, subsonic, inviscid flow is governed by elliptic equations.As a sub-case, this also includes
incompressible flow (which theoretically implies that the Mach number is zero). Hence, for such flows, physical
boundary conditions must be applied over a closed boundary that totally surrounds the flow, and the flow-field
solution at all points in the flow must be obtained simultaneously because the solution at one point influences the
solution at all other points. In terms of Fig. 4.6, boundary conditions must be applied over the entire boundary abcd.
These boundary conditions can take the following forms:

Fig. 4.6 Domain and boundaries for the solution of elliptic equations in two dimensions
(1) A specification of the dependent variables u and v along the boundary. This type of boundary conditions is
called the Dirichlet condition.
(2) A specification of derivatives of the dependent variables, such as ∂u/∂x, etc.,
along the boundary. This type of boundary condition is called the Neumann condition.