The document discusses linear algebra concepts for analyzing systems of linear partial differential equations, including:
1) Finding eigenvalues and eigenvectors of the coefficient matrix to determine if the system is hyperbolic or elliptic.
2) Using characteristic curves to solve initial value problems like the linear advection equation.
3) Solving the Riemann problem by finding discontinuous solutions separated by characteristic lines.
The document discusses linear algebra concepts for analyzing systems of linear partial differential equations, including:
1) Finding eigenvalues and eigenvectors of the coefficient matrix to determine if the system is hyperbolic or elliptic.
2) Using characteristic curves to solve initial value problems like the linear advection equation.
3) Solving the Riemann problem by finding discontinuous solutions separated by characteristic lines.
The document discusses linear algebra concepts for analyzing systems of linear partial differential equations, including:
1) Finding eigenvalues and eigenvectors of the coefficient matrix to determine if the system is hyperbolic or elliptic.
2) Using characteristic curves to solve initial value problems like the linear advection equation.
3) Solving the Riemann problem by finding discontinuous solutions separated by characteristic lines.
Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 274 Lecture 02: Linear Algebra Find the Eigenvalues:
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Lecture 02: Linear Algebra Arrange the Eigenvalues from smallest to largest:
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Lecture 02: Linear Algebra Eigenvectors:
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Lecture 02: Linear Algebra Eigenvector corresponding to first Eigenvalue:
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Lecture 02: Linear Algebra Similarly for Eigenvector corresponding to second Eigenvalue:
Eigenvectors:
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Lecture 02: Linear Algebra Hyerbolicity A system is hyperbolic if matrix A (m x m) has m real eigenvalues and a corresponding set of m linearly independent right eigenvectors.
If the eigenvalues are all distinct, the system is
strictly hyperbolic.
If none of the eigenvalues are real, the system is
elliptic. Fall 2021 Applied Mathematics 280 Lecture 02: Linear Algebra Small Perturbation Equations
where:
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 282 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 283 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 284 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 285 Lecture 02: Linear Algebra Linear Advection Equation An Initial Value Problem:
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Lecture 02: Linear Algebra Characteristic Curves: Curves in the t-x plane along which a PDE becomes an ODE
Regard x as a function of t:
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Lecture 02: Linear Algebra What is the rate of change of x along t?
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Lecture 02: Linear Algebra If the characteristic curve satisfies
Then
Conclusion: u is constant along the
characteristic curve!
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Lecture 02: Linear Algebra Defines a 1-parameter family of curves!
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 291 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 292 Lecture 02: Linear Algebra The Riemann Problem
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 294 Lecture 02: Linear Algebra Based on our previous experience with the linear advection equation, what kind of solution do we expect?
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 296 Lecture 02: Linear Algebra Linear Hyperbolic Systems
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 298 Lecture 02: Linear Algebra Diagonalisability
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Lecture 02: Linear Algebra Characteristic Variables
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 301 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 302 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 303 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 304 Lecture 02: Linear Algebra General Initial Value Problems
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 306 Lecture 02: Linear Algebra Linear Gas Dynamics Revisited
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Lecture 02: Linear Algebra Initial Conditions:
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Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 309 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 310 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 311 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 312 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 313 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 314 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 315 Lecture 02: Linear Algebra Fall 2021 Applied Mathematics 316 Lecture 02: Linear Algebra