Basic Concepts

1. Hyperbolic Equations[1]
A partial differential equation of second order, i.e., one of the form
Auxx + 2Buxy + Cuyy + Dux + Euy +F = 0
is called hyperbolic if
B 2 - 4AC < 0
Example: The one dimensional wave equation:
utt - c2 uxx = 0
is an example of a hyperbolic equation.
2. Riemann Function[2]
The Riemann function R(x, y; , ) is defined as the solution of the equation
Rxy - (aR)x - (bR)y + cR = 0
which satisfies the conditions
y

Z
R(, y; , ) = exp[

a(, t) dt]

and
Z
R(x, ; , ) = exp[

b(t, ) dt]

on the characteristics x = and y = , where (, ) is a point on the domain

on which the conditions state above are defined. The solution is then given by the
Riemann formula
Z
u(x, y) =

Z
d

R(, ; x, y)f (, ) d
1

This method of solution is called the Riemann method.

3. Greens theorem[3]
Let C be a positively oriented, piecewise smooth, simple closed curve in a plane,
and let D be the region bounded by C. If L and M are functions of (x, y) defined
on an open region containing D and have continuous partial derivatives there, then
Z
ZZ
L
M

) dx dy
(L dx + M dy) =
(
y
C
D x
where the path of integration along C is counterclockwise.
4. Adjoint Equation[4]
The adjoint equation is applicable to linear differential equations which yield
a linear differential equation of a lower order. For every solution of the adjoint
equation we can find, we can reduce the order of the original equation by one.
1

5. Adjoint Linear Operators[5]

To a linear operator L, defined by
L(u) = auxx + 2huxy + buyy + 2gux + 2f uy + cu
where the coefficients are continuously differentiable functions of x and y alone,
there corresponds a unique linear operator L , called the adjoint of L, such that
vL(u) - uL (v) is a divergence.
If D is a domain whose boundary is a regular closed curve C, it follows by Greens
theorem that
ZZ
Z
(vL(u) uL (v)) dx dy =
(lH + mK) ds
D

where (l, m) are direction cosines of the outward normal to C.

After doing some calculations and subsequent simplifications, we get,
L (v) = (av)xx + 2(hv)xy + (bv)yy 2(gv)x 2(f v)y + cv
where
H = avux u(av)x + hvuy u(hv)y + 2guv
K = hvux (hv)x + bvuy u(bv)y + 2f uv
H and K are not unique; we can add to them /y and -/x respectively; but
L is unique and the adjoint of L is L.
L is said to be self-adjoint if L = L. The condition for this is
ax + hy = 2g, hx + by = 2f
so that a self-adjoint operator can be written in the form

(aux ) +
(huy ) +
(hux ) +
(buy ) + cu
x
x
y
y

Riemann Method
6. Use[4]
The Riemanns method is applicable to linear hyperbolic equations of the
second order in two independent variables which yields an exact solution in terms
of the solution to the adjoint equation.
7. Idea[4]
The solution of a non-characteristic initial value problem in two dimensions can
be found if the adjoint equation with specific boundary conditions can be solved.
8. Essentials of Riemann Method[6]
The solution of the problem of Cauchy given by Riemann for the partial differential equation
(1)
uxy - a(ux uy ) = 0, a = a(x, y)
has been extended to the general linear partial differential equation of second order
in two independent variables x, y,
(2)
uxy + aux + buy + cu = f
where a, b, c, f are given functions of x, y.
For the sake of simplicity we consider the equations of the type
(3)
L(u) = uxy - aux - buy = 0, a = a(x, y), b = b(x, y)
Actually, if a solution u1 of (2) and a solution u0 of the homogeneous equation
(f = 0) are known, equation (2) can always be reduced to one of type (3) for a new
unknown function u defined by u = u1 + u0 u.
The classical procedure associates with (3) its adjoint equation
(4)
M (v) = vxy + (av)x + (bv)y = 0
and is based on the differential identity
(5)
Ax + By = vL(u) - uM (v), where A =

(vuy uvy )
2

- auv, and B =

(vux uvx )
2

- buv

The identity implies that the line integral

Z
I = (B dx A dy)
vanishes around closed paths lying in the interior of a domain D within which the
function u, v are regular solutions of L(u) = 0 and M (v) = 0, respectively.
The line integral I vanishes around closed paths leads immediately to the solution
of Cauchys problem for (3). Let C be an arc meeting any horizontal or vertical
line in at most one point. Along C the values of ux , uy (Cauchys data) for the

solution of (3) are given.

In order to calculate the value u(P ) of the solution at the point P in the figure, the
line integral I is evaluated around the closed path P XY P formed by the horizontal
line segment P X, the arc XY of C, and the vertical line segment Y P . One finds
(6)
RY
RX
RP
B(x, y) dx + X (B dx A dy) - Y A(x, y) dy = 0
P
If a solution v = v(x, y; x, y) of M (v) = 0 can be found for which
(7)
vx = -bv on y = y, vy = -av on x = x and v(x, y; x, y) = 1
hold on the characteristics x = x and y = y through P , we shall have
(8)
A(x, y) = (uv)y /2 and B(x, y) = (uv)x /2
and consequently (6) will yield
(9)
RY
u(P ) = 21 [u(X)v(X) + u(Y )v(Y )] + X (B dx A dy)
The function v is known as Riemanns function, and, once it has been determined, u(P ) may be calculated from (9) from the knowledge of Cauchy data along
C.
The first step in Riemanns method is the formulation of the line integral I
so that it vanishes around closed paths. We note that the coefficients A, B of
the differentials are bilinear forms in two set of variables u, ux , uy and v, vx , vy .
Furthermore, the real reason for the introduction of adjoint equation (4) and its
solution v is to make available the identity (5), which guarantees that I vanishes
around closed paths.
9. A more general case[5]
Consider the following equation
L(u) = 2uxy + 2gux + 2f uy + cu = F (x, y)
given u, ux , uy on some duly rectangular arc C. The data satisfy the strip condition
du = ux dx + uy dy on C. The functions g, f , c, F are assumed to be continuously
differentiable functions of x and y alone.
Let the characteristics y = y0 and x = x0 through P (x0 , y0 ) cut C in Q and
R respectively. Let D be the domain bounded by P Q, P R and C; let be its
boundary. Then, if L(u) = F , L (v) = 0, we have

ZZ

ZZ

(vL(u) uL (v)) dx dy =

vF dx dy =
D

ZZ
[
D

H K
+
] dx dy =
X y

Z
(K dx+H dy)

where
H = avux - u(av)x + hvuy - u(hv)y + 2guv
and
K = hvux - (hv)x + bvuy - u(bv)y + 2f uv
by Greens theorem, assuming that u and v have continuous second derivatives.
Using the aforementioned values of H and K, the integral round is equal to
Z
Z
Z

[(vu)x 2u(vx f v)] dx +

(K du + H dy) +
[(vu)y 2u(vy gv)] dy
PQ
QR
RP
Z
= 2(uv)P (uv)Q (uv)R +
(K dx + H dy)
QR

provided that
vx f v = 0 when y = y0
vy gv = 0 when x = x0
that is, provided that
Z

v(x, y0 ) = exp

f (, y0 ) d
x0

and
Z

v(x0 , y) = exp

g(x0 , ) d
y0

where we have taken v(x0 , y0 ) to be unity, as we may without the loss of generality.
Hence v is given by a characteristic boundary value problem for L (v) = 0.
This problem has a solution, the Riemann-Green function, which we denote by
v(x, y; x0 , y0 ). If Q is (x1 , y0 ), and R is (x0 , y1 ), it follows that
1
1
u(x0 , y0 ) = u(x1 , y0 )v(x1 , y0 ; x0 , y0 ) + u(x0 , y1 )v(x0 , y1 ; x0 , y0 )
2
2
Z
ZZ
1
1
(K dx H dy) +
v(x, y; x0 , y0 )F (x, y) dx dy
2 QR
2
D

This is the required solution, since

H = vuy - uvy + 2guv and K = uvx - vux + 2f uv
are given on QR by the Cauchy data.
10. Determination of the Riemann-Green function[5]
The difficulty in Riemanns solution is the determination of the Riemann-Green
function. The method replaces a Cauchy problem by a characteristic boundary
value problem.
It suffices to consider the case when independent variables are characteristic
variables, so that the linear operator is
L(u) = 2uxy + 2gux + 2f uy + c

If we make the change of dependent variable u = U , and divide through by , we

get a linear operator
M (U ) = 2Uxy + 2GUx + 2F Uy + CU
where
G=g+

F =f+

and

and
C = c + 2g

x
y
xy
+ 2f
+

The Riemann-Green function for L(u), v(x, y; x0 , y0 ), satisfies the adjoint equation
L (u) = 0 and the conditions
vx = f v on y = y0 , vx = gv on x = x0
and
v(x0 , y0 ; x0 , y0 ) = 1
It follows that the Riemann-Green function for M (U ) = 0 is
V (x, y; x0 , y0 ) =

(x, y)
v(x, y; x0 , y0 )
(x0 , y0 )

For example, if we put u = (x + y)U in uxy = 0, for which the Riemann-Green

function is constant, we get
Uxy +

Ux + Uy
=0
x+y

for which the Riemann-Green function is therefore

V (x, y; x0 , y0 ) =

x+y
x0 + y0

The change of dependent variable is useful if we can choose so that M (U ) = 0 is

self-adjoint. This occurs if

log, g = - y
log
f = - x

such a transformation is thus possible when gx = fy .

The Riemann-Green function is the solution of a characteristic boundary value
problem, and does not depend in any way on the arc carrying the Cauchy data. If
it is possible to solve by some other method the problem of Cauchy with a simple
curve carrying the data, a comparison of this solution and the Riemann solution
should give the Riemann-Green function. In the case of the two equations discussed
by Riemann, it was possible to do this; he solved the problem of Cauchy with data
on a straight line by using Fourier cosine transforms.

11. An Example[4]
Consider the following partial differential equation (E1)
2 w 2 w = 0
w(, 1) = f ()
w (, 1) = g()
where - < < , 1 < < , and f () and g() are given functions. If we
change variables in equation (E1) from {w, , } to {u, x, y} by
u(x, y) = w(, )

x = and y =
Now, equation (E1) becomes upon doing the transformations stated above
(10)
1
uxy - 2x
uy = 0

The boundary conditions in equation (E1) transform to

(11)
u(s, 1s ) = f (s) and sux (s, 1s ) + 1s uy (s, 1s ) = g(s)
where < s < . By manipulations of equation (11), we can derive the following
set of equations (E2),
1
u(s, ) = f (s)
s
1
1
1
ux (s, ) = [f 0 (s) + g(s)]
s
2
s
1
1
uy (s, ) = [sg(s) s2 f (s)]
s
2
The domain in which equations (10) and (E2) are to be solved is shown in this figure.

To solve equations (10) and (E2), we use Riemanns method. Comparing equation (10) to L[u] = uxy + a(x, y)ux + b(x, y)uy + c(x, y)u = f (x, y), we determine
a = 0, b = 1/2x, c = 0, f = 0
The Riemanns method gives solution of the form
Z Q
ZZ
1
1
u(, ) = R(P ; , )u(P ) + R(Q; , )u(Q)
B[u(x, y), R(x, y; , )] +
f (x, y)R(x, y; , ) dx dy
2
2
P
D
This formula is valid when we wish to find u(S) = u(, ), where S represents an
arbitrary point as shown in the figure below. If we assume that the initial curve
is monotonically decreasing then we can write the solution in the above stated

form. Here, P and Q are as shown in the figure below.

Coming back to our problem at hand (10), we can write the solution (E3) as follows
Z Q
1
1
1
1
1
1
1
u(, ) = R(P ; , )u(P ) + R(Q; , )u(Q)
[( Ruy Ry u) dy ( Ru + Rux Rx u) dx]
2
2
2
2
2x
2
2
P
All that remains to find the Riemanns function. Using equations from section 2,
we say that R(x, y; , ) satisfies (E4)
1
Ry = 0
Rxy +
2x
R(, y; , ) = 1
r

R(x, y; , ) =
x
R(, ; , ) = 1
Because the first equation of (E4) can be integrated directly with respect to x and
then with respect to y the general solution to equation (E4) is easily seen to be of
the form
(12)

R(x, y; , ) = M (x; , ) + K(y;,)

x
for some M (x; , ) and some K(y; , ). Using equation (12) in the boundary
conditions in the set of equations (E4), the solution is found to be
(13)
q
R(x, y; , ) =

Using equation (13) in equation (E3), we can find u(, ) and hence, w(, ) for
any values of and .
12. Riemann Zeta Function[7]
The Riemann zeta function, (s), is a function of a complex variable s that
analytically continues the sum of infinite series

X
1
n=1

ns

which converges when the real part of s is greater that 1. The Riemann zeta function plays a pivotal role in analytic number theory and has applications in physics,
probability theory, and applied statistics.
Definition: The Riemann zeta function (s) is a function of a complex variable s
= + t.

The following infinite series converges for all complex numbers s with real part
greater than 1, and defines (s) in this case:

X
1
(s) =
ns
n=1
where = R(s) > 1
It can also be defined by the integral
Z s1
1
x
(s) =
dx
(s) 0 ex 1
The Riemann zeta function is defined as the analytic continuation of the function
defined for > 1 by the sum of preceding series.

10

References
[1]
[2]
[3]
[4]
[5]
[6]
[7]

Wolfram Mathworld: Hyperbolic Partial Differential Equations

Wolfram Mathworld: Riemann Function
Wikipedia: Greens Theorem
Zwillinger D. (1997), Handbook of Differential Equations 3rd edition, Academic Press
Copson E.T., Partial Differential Equations, Cambridge University Press 1975
Martin M.H., Riemanns Method and the Problem of Cauchy, University of Maryland
Wikipedia: Riemann Zeta Function