# Difference between revisions of "Parabolic partial differential equation"

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u _ {t} - \sum _ { i,j=1}^n a _ {ij} ( x, t) u _ {x _ {i} x _ {j} } - \sum | u _ {t} - \sum _ { i,j=1}^n a _ {ij} ( x, t) u _ {x _ {i} x _ {j} } - \sum | ||

− | _ { i= } | + | _ { i=1}^ { n } a _ {i} ( x, t) u _ { x _ i } - a( x, t) u = |

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− | u _ {t} - \sum _ { i= } | + | u _ {t} - \sum _ { i=1}^{ n } u _ {x _ {i} x _ {i} } = 0. |

$$ | $$ | ||

## Revision as of 01:00, 24 December 2020

An equation (cf. Differential equation, partial) of the form

$$ u _ {t} - \sum _ { i,j=1}^n a _ {ij} ( x, t) u _ {x _ {i} x _ {j} } - \sum _ { i=1}^ { n } a _ {i} ( x, t) u _ { x _ i } - a( x, t) u = $$

$$ = \ f( x, t), $$

where $ \sum a _ {ij} \xi _ {i} \xi _ {j} $ is a positive-definite quadratic form. The variable $ t $ is singled out and plays the role of time. A typical example of a parabolic partial differential equation is the heat equation

$$ u _ {t} - \sum _ { i=1}^{ n } u _ {x _ {i} x _ {i} } = 0. $$

#### Comments

The above defines second-order linear parabolic differential equations. There also exist notions of non-linear parabolic equations. For instance, in [a2] equations are studied of the form $ \phi _ {t} = F( \phi _ {x _ {i} x _ {j} } , \phi _ {x _ {i} } , \phi , x _ {i} , t ) $, where $ F $ is a function of variables $ ( u _ {ij} , u _ {i} , u , x _ {i} , t ) $ such that for a certain $ \epsilon > 0 $ one has $ \epsilon \| \lambda \| ^ {2} \leq \sum _ {i,j} F _ {u _ {ij} } \lambda _ {i} \lambda _ {j} $ on the domain under consideration.

A semi-linear partial differential equation of the second order, i.e. one of the form $ \sum _ {i,j = 1 } ^ {n} a _ {ij} ( \partial ^ {2} \phi ) / ( \partial x _ {i} \partial x _ {j} )= f ( x , \phi , \phi _ {x _ {i} } ) $, is said to be of parabolic type if $ \mathop{\rm det} ( a _ {ij} ) = 0 $ at each point of the domain under consideration.

#### References

[a1] | A. Friedman, "Partial differential equations of parabolic type" , Prentice-Hall (1964) MR0181836 Zbl 0144.34903 |

[a2] | N.V. Krylov, "Nonlinear elliptic and parabolic equations of the second order" , Reidel (1987) (Translated from Russian) MR0901759 Zbl 0619.35004 |

**How to Cite This Entry:**

Parabolic partial differential equation.

*Encyclopedia of Mathematics.*URL: http://encyclopediaofmath.org/index.php?title=Parabolic_partial_differential_equation&oldid=51053