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PDEs are classified into hyperbolic, parabolic and elliptic. where do these names come from? Do they have anything to do their geometric shapes?

mehrdad
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It's primarily due to the similarity to the corresponding algebraic equations. For example, let $A \in \mathbb{R}^{n\times n}$ be a symmetric positive definite matrix. We say that the PDEs: $$ \begin{cases} \sum_{i,j=1}^n A_{ij} \partial_i \partial_j u =f &\text{is elliptic} \\ \partial_t u - \sum_{i,j=1}^n A_{ij} \partial_i \partial_j u =f&\text{is parabolic} \\ \partial_{t}^2 u - \sum_{i,j=1}^n A_{ij} \partial_i \partial_j u =f&\text{is hyperbolic}. \end{cases} $$ Similarly, we say that the algebraic equations for $\xi \in \mathbb{R}^n$ and $\tau \in \mathbb{R}$ $$ \begin{cases} \sum_{i,j=1}^n A_{ij} \xi_i \xi_j = C &\text{is elliptic} \\ \tau - \sum_{i,j=1}^n A_{ij} \xi_i \xi_j =C &\text{is parabolic} \\ \tau^2 - \sum_{i,j=1}^n A_{ij} \xi_i \xi_j =C &\text{is hyperbolic}. \end{cases} $$ In the latter case we say this because the solution sets are the ellipses, parabolas, and hyperbolas.

There is a deeper connection between these ideas when one uses the Fourier transform to study the above PDEs because on the Fourier side the differential operators become polynomials.

Glitch
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  • Note that the "Fourier transform" that you mean includes $t$ in the parabolic and hyperbolic cases. (Often we use a FT just in $x$, which converts certain evolution PDEs into ODEs.) – Ian Apr 30 '16 at 18:15
  • Sure. I didn't want to elaborate too much on this technique. You can certainly use the space-time FT for the hyperbolic problem, but for parabolic problems it's usually better to use something like the Laplace transform in the time variable. – Glitch Apr 30 '16 at 18:29