Why should information propagation of Hyperbolic PDE be bounded by the largest and smallest wave speeds obtained by diagonalising it?
I have being studying Compressible Fluid Dynamics and 1D Euler equations. I learnt that information propagate in three waves speeds: u-c, u, u+c. So the domain of dependence and range of influence must be bounded by them. I did not understand this?
So we have a linear hyperbolic homogeneous PDE,
del U / del t + A * del U / del x = 0
Assuming A is a 3x3 matrix, we can diagonalise it as A = Q^-1 D Q and let dV = Q^-1 dU. Now, we get three ODE,
- dv_1 = 0 for dx/dt = lambda_1
- dv_2 = 0 for dx/dt = lambda_2
- dv_3 = 0 for dx/dt = lambda_3
Here, lambda_1, lambda_2, lambda_3 are eigenvalues of matrix A. So far so good.
Now, how did we come to the conclusion that the domain of dependence and range of influence must be bounded by the smallest and largest wave speed (eigenvalue)?