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Chapter 6 Partial Differential Equations

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10 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS<br />

Note that if ξ ≠ 0 is a vector in the x j -direction (i.e., ξ i = 0 for i ≠ j), then ξ ∈ Char x (L)<br />

if and only if the coefficient of ∂j<br />

k in L vanishes at x. Now, given any ξ ≠ 0, by a rotation<br />

of coordinates we can arrange for ξ to lie in a coordinate direction. Thus the condition<br />

ξ ∈ Char x (L) means that, in some sense, L fails to be “genuinely kth order” in the ξ<br />

direction at x.<br />

L is said to be elliptic at x if Char x (L) =∅ and elliptic on Ω if it elliptic at each x ∈ Ω.<br />

Elliptic operators exert control on all derivatives of all order.<br />

Example 6.2.3. The first three examples are in R 2 as discussed above.<br />

1. L = ∂ 1 : Char x (L) ={ξ ≠0:ξ 1 =0}.<br />

2. L = ∂ 1 ∂ 2 : Char x (L) ={ξ ≠0:ξ 1 =0 or ξ 2 =0}.<br />

3. L = 1 2 (∂ 1 + i∂ 2 ): L is elliptic on R 2 .<br />

4. L =<br />

n∑<br />

∂j 2 (Laplace Operator): L is elliptic on R n .<br />

j=1<br />

n∑<br />

5. L = ∂ 1 − ∂j 2 (Heat Operator): Char x (L) ={ξ ≠0:ξ j =0, for j ≥ 2}.<br />

j=2<br />

6. L = ∂ 2 1 −<br />

n∑<br />

∂j<br />

2<br />

j=2<br />

(Wave Operator): Char x (L) ={ξ ≠0:ξ 2 j = ∑ n<br />

j=2 ξ2 j }.<br />

Remark 6.2.4. In the notation introduced in Definition 6.2.1 we say that a surface S is<br />

oriented if for each s ∈ S we have made a choice of a vector ν(x) which is orthogonal to S<br />

and is a continuously varying function of x. Such a vector is called a normal vector to S at<br />

x. OnS ∩ V = {x : ϕ(x) =0} we have<br />

ν(x) =± ∇ϕ(x)<br />

|∇ϕ(x)| .<br />

Thus ν(x) is a C k−1 function on S. If S is the boundary of a domain Ω then we usually<br />

choose the orientation so that ν points out of Ω.<br />

At this point we can also define the normal derivative by<br />

.<br />

∂ ν u = ν ·∇u.

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