Relationship between Homogeneity and Linearity of Partial Differential Equations

partial differential equations

I'm trying to pin down the relationship between linearity and homogeneity of partial differential equations. So I was hoping to get some examples (if they exists) for when a partial differential equation is

  1. Linear and homogeneous
  2. Linear and inhomogeneous
  3. Non-linear and homogeneous
  4. Non-linear and inhomogeneous

Where a combination is invalid, it would be nice if there is a short explanation of why that combination cannot work. Thanks in advance.

Best Answer

Homogeneous PDE is really only a concept for linear PDE. In general, a second order linear PDE in an open set $\Omega \subset \mathbb R^n$ is of the form $$\tag{$\ast$}\sum_{i,j=1}^n a^{ij}(x) \partial_{ij}u(x)+\sum_{i=1}^nb^i(x)\partial_iu(x) +c(x)u(x)=f(x) \qquad \text{for all } x\in \Omega.$$ Here $a^{ij},b^i,c,f$ are given functions and $u$ is the unknown. There is an analogous formula for linear PDE of higher order involving multi-indices (see the subsection "General linear partial differential operator").

Then $(\ast)$ is homogeneous if $f\equiv0$ and inhomogeneous otherwise. For example, a homogeneous linear PDE is $\Delta u =0$ where $\Delta u$ is the Laplacian of $u$ (i.e. $a^{ij}=\delta^{ij}$, $b^i=c=0$), and an example of an inhomogeneous linear PDE is $\Delta u =1$. For linear PDE, the concept of homogeneity is important because if we have two solutions of $(\ast)$ with $f\neq 0$ then by linearity they must differ by a solution to the homogeneous ($f=0$) problem.


Depending on how nonlinear your PDE is homogeneity either does or does not really make sense. A fully nonlinear second order PDE is of the form $$F(D^2u,\nabla u , u,x)=0 \qquad \text{for all }x\in \Omega. $$ In this form talking about homogeneity is pointless. Indeed, if $u$ solved $ F(D^2u,\nabla u , u,x)=f(x)$ for some $f$ then $u$ satisfies $\tilde F(D^2u,\nabla u , u,x)=0$ where $\tilde F(M,p,z,x)=F(M,p,z,x)-f(x)$, so really the setting hasn't changed.

You can make sense of a homogeneous PDE if the PDE is semi-linear or quasi-linear which means it can be written in the form of $(\ast)$ but the coefficients can depend on $u$ and its derivatives. In this case the definition is the same.

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