Hyperbolic partial differential equation

In mathematics, a hyperbolic partial differential equation of order n is a partial differential equation (PDE) that, roughly speaking, has a well-posed initial value problem for the first n − 1 derivatives. More precisely, the Cauchy problem can be locally solved for arbitrary initial data along any non-characteristic hypersurface. Many of the equations of mechanics are hyperbolic, and so the study of hyperbolic equations is of substantial contemporary interest. The model hyperbolic equation is the wave equation. In one spatial dimension, this is

The equation has the property that, if u and its first time derivative are arbitrarily specified initial data on the line t = 0 (with sufficient smoothness properties), then there exists a solution for all time t.

The solutions of hyperbolic equations are "wave-like". If a disturbance is made in the initial data of a hyperbolic differential equation, then not every point of space feels the disturbance at once. Relative to a fixed time coordinate, disturbances have a finite propagation speed. They travel along the characteristics of the equation. This feature qualitatively distinguishes hyperbolic equations from elliptic partial differential equations and parabolic partial differential equations. A perturbation of the initial (or boundary) data of an elliptic or parabolic equation is felt at once by essentially all points in the domain.

Although the definition of hyperbolicity is fundamentally a qualitative one, there are precise criteria that depend on the particular kind of differential equation under consideration. There is a well-developed theory for linear differential operators, due to Lars Gårding, in the context of microlocal analysis. Nonlinear differential equations are hyperbolic if their linearizations are hyperbolic in the sense of Gårding. There is a somewhat different theory for first order systems of equations coming from systems of conservation laws.

A partial differential equation is hyperbolic at a point P provided that the Cauchy problem is uniquely solvable in a neighborhood of P for any initial data given on a non-characteristic hypersurface passing through P. Here the prescribed initial data consist of all (transverse) derivatives of the function on the surface up to one less than the order of the differential equation.

By a linear change of variables, any equation of the form