i

LECTURE NOTES
IN PARTIAL DIFFERENTIAL EQUATIONS

Third Edition

by
Tadeusz STYŠ

GABORONE, May 2006

æ
ii
Contents

1 Solution of Partial Differential Equations 3

1.1 The General Solution of PDE . . . . . . . . . . . . . . . . . . 3
1.2 First Order PDE with Constant Coefficients . . . . . . . . . . 5
1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2 Classification of Partial Differential Equations of the Second

Order 11
2.1 Hyperbolic, Elliptic and Parabolic Equations . . . . . . . . . . 11
2.2 The Standard Form of Hyperbolic, Elliptic and Parabolic Equa-
tions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3 Transformation of a Hyperbolic Equation into a Standard Form 15
2.4 Transformation of an Elliptic Equation into the Standard Form 20
2.5 Transformation of a Parabolic Equation into the Standard Form 23
2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

iii
iv

PREFACE
These lecture notes are designed for undergraduate students as a complemen-
tary reading text to an introductory course on Partial Differential Equations.
It is assumed that the students have basic knowledge in Real Analysis.

The notes have been used for teaching the course MAT426 (PDE), Partial
Differential Equations at the Faculty of Science, University of Botswana.

Tadeusz STYŠ
 1

æ
2
Chapter 1

Solution of Partial Differential

Equations

1.1 The General Solution of PDE

The general solution of a partial differential equation (PDE) is considered as
a collection of all possible solutions of a given equation.
Example 1.1 Consider the following first order linear PDE equations
ux (x, y) = 2 x + y, −∞ < x, y < ∞ (1.1)

uy (x, y, z) = x + 2 y + z, −∞ < x, y, z < ∞ (1.2)

Solution. Let the variable y in (1.1) be fixed, and let us integrate both sides
of equation (1.1) with respect to the variable x. Then, we obtain
u(x, y) = x2 + y x + f(y) (1.3)
for arbitrary differentiable function f(y). Thus, all solutions of equation (1.1)
are of the form (1.3), where f(y) is any differentiable function.
Similarly, let us integrate both sides of the equation (1.2) with respect the
variable y, when the variables x and z are fixed. Then, we obtain all solutions
of equation (1.2) in following form:
u(x, y, z) = x + y 2 + z y + g(x, z), (1.4)
for arbitrary differentiable function g(x, z).
Example 1.2 Consider the following second and third order linear PDE equa-
tions
uxy (x, y) = 2 x + y, −∞ < x, y < ∞ (1.5)

uxyz (x, y, z) = x + 2 y + z, −∞ < x, y, z < ∞ (1.6)

3
4

Solution. Let us integrate both sides of equation (1.5) with respect to the
variable y, when the variable x is fixed. Then, we obtain
1
ux(x, y) = 2 x y + y 2 + f(x) (1.7)
2
for arbitrary differentiable function f(x). Next, we integrate equation (1.7)
with respect to the variable x, when the variable y is fixed. Then, we obtain
1
u(x, y) = x2y + y 2 x + F (x) + g(y) (1.8)
2
where F (x) is an antiderivative to the function f(x) and g(y) is an arbitrary
differentiable function of the variable y. Thus, all solutions of equation (1.5)
are of the form (1.8), where F (x) is an antiderivative to the arbitrary function
f(x), and g(y) is any differentiable function of the variable y.
Now, let us integrate both sides of equation (1.6) with respect to the variable
z, when the variables x and y are fixed. Then, we obtain
1
uxy (x, y, z) = x z + 2y z + z 2 + f(x, y) (1.9)
2
Next, we integrate equation (1.9) with respect to the variable y, when the
variables x and z are fixed. Then, we obtain
1
ux(x, y, z) = x y z + y 2 z + z 2 y + F (x, y) + g(x, z) (1.10)
2
where F (x, y) is an antiderivative to f(x, y) with respect to the variable y, and
g(x, z) is an arbitrary differentiable function of the variables x and y.
Finally, we integrate equation (1.10) with respect to the variable x, when the
variables y and z are fixed. Then, we obtain
1 1
u(x, y, z) = x2 y z + x y 2 z + x yz 2 + F F (x, y) + G(x, z) (1.11)
2 2
where F F (x, y) is an antiderivative to the antiderivative F (x, y) with respect
to the variable x, and G(x, z) is an antiderivative to g(x, z) with respect to
the variable x.

Example 1.3 Find all solutions of the following non-linear PDE equation:

(uxx)2 + (uyy )2 = 0, −∞ < x, y < ∞ (1.12)

Solution. We note that uxx = 0 and uyy = 0 . All solutions of the equation
uxx = 0 are in the form

u(x, y) = f(y)x + g(y) (1.13)

 5

and all solutions of the equation uyy = 0 are in the form

u(x, y) = q(x)y + r(x), (1.14)

for arbitrary differentiable functions f(y), g(y), q(x) and r(x). Then, all
solutions of equation (1.12) have common part which is included in both (1.13)
and (1.14). So that, the solutions which have both forms are in the following
form:
u(x, y) = a x y + b x + c y + d,
for arbitrary constants a, b, c and d.
Example 1.4 Consider the following first order PDE equation
x ux − 2 x uy = u, −∞ < x, y < ∞. (1.15)
Show that
u(x, y) = xf(2 x + y) (1.16)
is the solution of equation (1.15) when f is any differentiable function. Find
the solution within the family of solutions (1.16), which satisfies the condition
u(1, y) = y 2, −∞ < y < ∞.

Solution. Let us note that f(2x + y) is the function of one variable t =

2x + y, −∞ < t < ∞. By differentiation, we find
0 0
ux (x, y) = f(2x + y) + 2 x f (2x + y), uy (x, y) = x f (2x + y).

Hence, we compute
0 0
x ux−2 x uy = x f(2x+y)+2 x2 f (2x+y)−2 x2 f (2x+y) = x f(2x+y) = u(x, y).
Now, applying the condition u(1, y) = y 2 to the solution (1.16), we find func-
tion f. Thus, u(1, y) = 1, f(2 ∗ 1 + y) = y 2. Let t = 2 + y and y = t − 2.
Then, f(t) = (t − 2)2 . We can choose f(2x + y) = (2x + y − 2)2 . Let us note
that the solution u(x, y) = x(2x + y − 2)2 satisfies the condition u(1, y) = y 2.

1.2 First Order PDE with Constant Coefficients

Let us consider the following equation

a ux + b uy + c u = f(x, y), a2 + b2 > 0. (1.17)

where a, b, and c are constant coefficients, and f(x, y) is a given continuous
function.
Let us consider the case when b 6= 0. Then, we shall transform the equation

a ux + b uy + c u = f(x, y),
6

given in x, y coordinates to the equation

w + az
b vz + c v = f( , z)
b
in the new coordinates w, z

w = b x − a y, z = y

Hence, we find
w+az
x= , y = z.
b
In terms of the new coordinates, we compute

a ux + b uy = a(vw wx + vz zx ) + b(vw wy + vz zy ) = (a b − b a)vw + b vz = b vz .

Thus, in the new variables, equation (1.17), takes the form

w+a z
b vz + c v = f( , z) (1.18)
b
Now, we shall solve the equation

b vz + c v = g(w, z), (1.19)

w+az
for g(w, z) = f( , z)
b
In order to find the general solution of equation (1.19), we divide the above
cz
equation by b and multiplying by the factor e b , to obtain
cz cz cz
c 1
e b vz (w, z) + e b v(w, z) = g(w, z)e b ,
b b
or
cz cz
∂ 1
[e b v(w, z)] = g(w, z)e b . (1.20)
∂z b
Integrating both sides of equation (1.20) with respect to z, and multiplying by
cz
−
the factor e b , we obtain the following general solution of equation (1.19)
cz Z cz
− 1
v(w, z) = e b [ g(w, z)e b dz + C(w)], (1.21)
b
where C(w) is an arbitrary differentiable function of the variable z.
In the case when b = 0, we have already the equation in the form (1.19), so
that
aux + c u = f(x, y).
 7

The new function

w+a z
v(w, z) ≡ u(x, y) = u( , z).
b
Now, we can solve equation (1.19) by formula (1.21) to get the solution v(w, z),
and then to obtain the solution u(x, y) = v(b x−a y, y). Below, we shall present
some examples following the above solution of the first order linear equation
with constant coefficients.

Example 1.5 .

(1a) Find all solutions of the equation

∂u ∂u
− +u=1 (1.22)
∂x ∂y

(1b) Find the solution of equation (1.22) which satisfies the condition

u(x, y) = 2 for y=x

Solution 1a. Note that the coefficients a = 1, b = −1, c = 1 and the function
f(x, y) = 1. First, we transfer the equation to the form

vz + c v = g(w, z),

by the mapping
w = − x − y, z=y
So that we have
x = −w − z, y = z.
We consider the new unknown

v(w, z) = u(x, y) = u(−w − z, z),

for which, we compute the expression

ux − uy = (vw wx + wz zx) − (vw wy + wz zy ) = −vz .

Since g(w, z) = f(−w − z, z) = 1, therefore, we obtain the equation

−vz (w, z) + v(w, z) = 1.

Multiplying the above equation by e−z , we have

∂ −z
−e−z vz (w, z) + e−z v(w, z) = e−z or − [e v] = e−z .
∂z
8

By integration with z
−e−z v = −e−z + C(w) or v(w, z) = 1 − C(w)ez
Hence, we find the solution
v(w, z) = u(−w − z, z) = 1 − C(w) ez and u(x, y) = 1 − C(−x − y)ey ,
for arbitrary differentiable function C(w).
Solution 1b. For y = x, we find u(x, x) = 1 − C(−2x)ex = 2.
So that
C(−2x) = −e−x
t
−
Let t = −2x. Then, we have C(t) = −e 2 and the solution
−x − y y−x
y
u(x, y) = 1 + e 2 e = 1 + e 2
satisfies the condition u(x, x) = 2.
Example 1.6 Find the general solution of the equation
3 ux − 2 uy + u = x. (1.23)
Solution. We consider the new variables
w = 2 x + 3 y, z = y.
Hence
w−3z
x= , y = z.
2
Then, we introduce the unknown
w − 3z
v(w, z) = u(x, y) = u( , z).
2
Now, we compute
3 ux − 2 uy = 3(vw wx + vz zx) − 2(vw wy + vz zy ) = −2vz .
Equation (1.23), in the new variables becomes
1
−2vz + v = (w − 3 z). (1.24)
2
z
−
Dividing by −2 and multiplying by the factor e 2 , we obtain
z z
∂ − 1 −
[e 2 v(w, z)] = − e 2 (w − 3 z). (1.25)
∂z 4
 9

Integrating both sides of (1.25) with respect z, when w is fixed, we find

z z z
− 1 Z − 3Z −
e 2 v(w, z) = − w e 2 dz + ze 2 dz + C(w)
4 4
z z Z −z
1 − 3 −
= we 2 + [ze 2 (−2) − e 2 (−2) dz] + C(w) (1.26)
2 4
z
− w 3z
= e 2[ − − 3] + C(w),
2 2
where C(w) is an arbitrary differentiable function of the variable w.
Hence, we find the solution
z
1
v(w, z) = [w − 3 z − 6] + e 2 C(w).
2
and coming back to the original variables, we obtain the general solution of
equation (1.23) in the following form
y y
1
u(x, y) = [2x + 3y − 3y − 6] + e 2 C(2x + 3y) = x − 3 + e 2 C(2x + 3y).
2
Let us observe that choosing the function C(2x + 3y), we obtain a particular
solution. For example, the particular solution is
y
u(x, y) = x − 3 + e 2 .

for C(2x + 3y) = 1, Indeed, we have

y y
3ux − 2uy + u = 3 + e 2 + x − 3 + e 2 = x.

Also, for C(2x + 3y) = 2x + 3y, we have the particular solution

y
u(x, y) = x − 3 + e 2 (2x + 3y).

1.3 Exercises
Question 1. Find the general solution of the equations
(a) ux = 3x + 2y,
(b) uxy = x y,
(c) uxyz = x + y + z.
10

Question 2. Find all solutions of the equations

(a) ux − 2uy + u = x + y,
(b) ux + 2uy + 3u = x + y,
(c) ux − uy + u = 0.
Question 3.
1. Find all solutions of the equation

ux + uy − 2u = y

2. Find the solution of the equation which satisfies the condition

u(x, 1) = x for −∞<x<∞

Question 4.
1. Find the general solution of the equation

ux + 4uy + 2u = 5

2. Find the solution u(x, y) of the equation which satisfies the condition

u(1, y) = 2 for −∞<y <∞

Chapter 2

Classification of Partial
Differential Equations of the
Second Order

2.1 Hyperbolic, Elliptic and Parabolic Equations

We shall consider the following form of partial differential equations:
∂ 2u ∂ 2u ∂ 2u
Lu ≡ a(x, y) + 2b(x, y) + c(x, y) +
∂x2 ∂x∂y ∂y 2
(2.1)
∂u ∂u
+d(x, y) + e(x, y) + g(x, y)u = f(x, y),
∂x py
where u(x, y) is an unknown function and the coefficients
a(x, y), b(x, y), c(x, y), d(x, y), e(x, y), g(x, y)
and the right side f(x, y) are given functions of the variables (x, y) in the
domain Ω.
For the classification purpose, we consider the following differential operator
of the second order associated with the main part of equation (2.1)
∂ 2u ∂ 2u ∂ 2u
L0 u = a(x, y) + 2b(x, y) + c(x, y)
∂x2 ∂x∂y ∂y 2
We shall observe that the differential operator
∂u ∂u
L1 u = d(x, y) + e(x, y) + g(x, y)u.
∂x ∂y
of order one does not effect the type of the equation. The type of an equation
is determined by the operator L0 of the sedcond order.
Classification. All the equations of the general form (2.1) are divided in
three the following classes pending on the sign of the discriminant b2 − a c.

11
12

1. (2.1) is called hyperbolic equation if the discriminant b2 − a c > 0, for

all (x, y) ∈ Ω,

2. (2.1) is called elliptic equation if the discriminant b2 − a c < 0, for

all (x, y) ∈ Ω,

3. (2.1) is called parabolic equation if the discriminant b2 − a c = 0, for

all (x, y) ∈ Ω.

Also,

1. the operator L is called

hyperbolic operator if the discriminant b2 − a c > 0,

2. the operator L is called elliptic operator if the discriminant b2 − a c < 0,

3. the operator L is called parabolic operator if the discriminant b2 − a c =

0.

Example 2.1 .

The wave equation

∂ 2u ∂ 2 u
− 2 = 0,
∂t2 ∂y
is the hyperbolic equation, since the discriminant

b2 − a c = 02 − 1(−1) = 1 > 0.

• Laplace’s equation
∂ 2u ∂ 2u
+ = 0,
∂x2 ∂y 2
is the elliptic equation, since the discriminant

b2 − a c = 02 − 1 ∗ 1 = −1 < 0.

• The heat equation

∂u ∂ 2u
− 2 = 0,
∂t ∂x
is the parabolic equation, since the discriminant

b2 − a c = 02 − 1 ∗ 0 = 0.
 13

2.2 The Standard Form of Hyperbolic, Elliptic and Parabolic

Equations
The following standard or canonical forms of hyperbolic, elliptic and parabolic
equations are considered:
1. The first standard form of a hyperbolic equation
∂ 2u ∂u ∂u
= f ∗ (t, x, u, , ),
∂t∂x ∂t ∂x
2. the second standard form of a hyperbolic equation
∂ 2u ∂ 2u ∂u ∂u
− = f ∗
(t, x, u, , ),
∂t2 ∂x2 ∂t ∂x
3. the standard form of an elliptic equation
∂ 2 u ∂ 2u ∂u ∂u
2
+ 2 = f ∗ (t, x, u, , ),
∂x ∂y ∂x ∂y

4. the standard form of a parabolic equation

∂u ∂ 2u ∂u
= k 2 2 + f ∗ (t, x, u, ),
∂t ∂x ∂x
Here, f ∗ is a function independent of the second derivatives.
In order to transform equation (2.1) into its canonical form, we consider the
new variables
ξ = ξ(x, y) = ϕ(x, y), η = η(x, y) = η(x, y).
For the composed function u(ξ, η) = u(ξ(x, y), η(x, y)), we compute the fol-
lowing derivatives:
∂u ∂u ∂ξ ∂u ∂η ∂u ∂u ∂ξ ∂u ∂η
= + , = +
∂x ∂ξ ∂x ∂η ∂x ∂y ∂ξ ∂y ∂η ∂y
and
∂ 2u ∂ 2u ∂ξ 2 ∂ 2u ∂ξ ∂η ∂ 2u ∂η 2 ∂u ∂ 2ξ ∂u ∂ 2η
= 2( ) +2 + ( ) + +
∂x2 ∂ξ ∂x ∂ξ∂η ∂x ∂x ∂η 2 ∂x ∂ξ ∂x2 ∂η ∂x2
∂ 2u ∂ 2u ∂ξ ∂ξ ∂ 2u ∂ξ ∂η ∂ 2u ∂ξ ∂η ∂ 2u ∂η ∂η
= 2 + + + +
∂x∂y ∂ξ ∂x ∂y ∂ξ∂η ∂x ∂y ∂ξ∂η ∂y ∂x ∂η 2 ∂x ∂y
∂u ∂ 2ξ ∂u ∂ 2η
+ +
∂ξ ∂x∂y ∂η ∂x∂y
∂ 2u ∂ 2u ∂ξ 2 ∂ 2u ∂ξ ∂η ∂ 2u ∂η 2 ∂u ∂ 2ξ ∂u ∂ 2η
= 2( ) +2 + ( ) + +
∂y 2 ∂ξ ∂y ∂ξ∂η ∂y ∂y ∂η 2 ∂y ∂ξ ∂y 2 ∂η ∂y 2
14

Now, substituting the above relationship to equation (2.1), we obtain the fol-
lowing equation in terms of the variables ξ and η:

∂ 2u ∂ 2u ∂ 2u ∂u ∂u
A 2
+ 2B + C 2
+D +E + Gu = F (2.2)
∂ξ ∂ξ∂η ∂η ∂ξ ∂η

where
∂ξ 2 ∂ξ ∂ξ ∂ξ
A = a( ) + 2b + c( )2
∂x ∂x ∂y ∂y
∂ξ ∂η ∂ξ ∂η ∂ξ ∂η ∂ξ ∂η
B=a + b( + )+c
∂x ∂x ∂x ∂y ∂y ∂x ∂y ∂y
∂η 2 ∂η ∂η ∂η 2
C = a( ) + 2b + c( )
∂x ∂x ∂y ∂y
2 2 2
∂ ξ ∂ ξ ∂ ξ ∂ξ ∂ξ
D = a 2 + 2b +c 2 +d +e
∂x ∂x∂y ∂y ∂x ∂y
2 2 2
∂ η ∂ η ∂ η ∂η ∂η
E = a 2 + 2b +c 2 +d +e
∂x ∂x∂y ∂y ∂x ∂y
G = g, F = f.

It may be verified that

∂ξ ∂η ∂ξ ∂η 2
B 2 − A C = (b2 − a c)( − ) ,
∂x ∂y ∂y ∂x

where
∂ξ ∂ξ
 
 
 
 ∂x ∂y  ∂ξ ∂η ∂ξ ∂η
J (ξ, η) = = − 6= 0,
 
∂η ∂η
 



 ∂x ∂y ∂y ∂x

∂x ∂y 

is Jacobian of the mapping

ξ = ξ(x, y), η = η(x, y), (2.3)

Thus, the type of the equation remains the same in the new coordinates ξ and
η, provided that Jacobian J (ξ, η) 6= 0.
We note that, every equation of the general form (2.1) can be transformed by
a transformation
ξ = ξ(x, y), η = η(x, y). (2.4)

to a standard form.
 15

2.3 Transformation of a Hyperbolic Equation into a Stan-

dard Form
If we assume the canonical form of the hyperbolic equation in the two variables
ξ, η
∂ 2u ∂ 2u ∂ 2u
= f (t, ξ, ete, u),
∗
or 2
− 2 = f ∗ (t, ξ, η, u),
∂ξ∂η ∂t ∂x
with the wave equation as the representative

∂ 2u ∂ 2u ∂ 2u
=0 or = .
∂ξ∂η ∂ξ 2 ∂η 2

then, we have to put the following conditions:

∂ξ 2 ∂ξ ∂ξ ∂ξ
A = a( ) + 2b + c( )2 = 0,
∂x ∂x ∂y ∂y
(2.5)
∂η ∂η ∂η ∂η
C = a( )2 + 2b + c( )2 = 0,
∂x ∂x ∂y ∂y

We shall call the curves given by equations (2.5) as characteristics of equation

(2.1), if the functions given in the implicit form

ϕ(x, y) = constant and ψ(x, y) = constant

are different solutions of characteristic equations (2.5).

Then, along of the characteristic curves the following equations hold:

∂ξ ∂ξ
dx + dy = 0.
dx dy
(2.6)
∂η ∂η
dx + dy = 0,
dx dy
or
dy ξx
=− ,
dx ξy
(2.7)
dy ηx
=− ,
dx ηy
dy
Substituting relation (2.7) between and ξx , ηx, ξy , ηy , to equation (2.5), we
dx
obtain the following ordinary differential equation

dy 2 dy
a( ) − 2 b + c = 0. (2.8)
dx dx
16

Hence, we obtain two ordinary differential equations to determine the charac-

teristics curves:
q
dy b(x, y) − b(x, y)2 − a(x, y)c(x, y)
= λ1 =
dx a(x, y)
q (2.9)
dy b(x, y) + b(x, y)2 − a(x, y)c(x, y)
= λ2 =
dx a(x, y)
where λ1 and λ2 are roots of the quadratic equation
aλ2 − 2bλ + c = 0. (2.10)
and
ξx
= −λ1 ,
ξy
(2.11)
ηx
= −λ2
ηy
Example 2.2 .
(a) Find the characteristics for the equation:
utt − utx − 6uxx − 5u = 2, . (2.12)

(b) Transform equation (2.12) into its standard form.

Solution
To (a). The coefficients of the equation are:
1
a = 1, b = − , c = −6, d = 0, e = 0, g = −5, f = 2
2
(see formula ( 2.1))
The equation is hyperbolic since the discriminant ∆ = b2 − ac = 14 + 6 =
6.25 > 0 is positive.
There are two families of characteristics determined by the ordinary differential
equation
dx dx
( )2 + −6=0
dt dt
(see formula ( 2.8)).
The two characteristic equations are
√ √
dx b − b2 − ac dx b + b2 − ac
= = 2, = = −3 (2.13)
dt a dt a
Solving the above equations, we find the equations of the characteristics
x = 2t + constant, x = −3t + constant
 17

In order to transform equation (2.12) to its standard form in terms of the

variables ξ, η, we apply the mapping

ξ = x − 2t, η = x + 3t

to evaluate the coefficients A, B, C, D, E, G, F by the formulae

∂ξ 2 ∂ξ ∂ξ ∂ξ
A = a( ) + 2b + c( )2 = (−2)2 + 2 − 6 = 0,
∂t ∂t ∂x ∂x
∂ξ ∂η ∂ξ ∂η ∂ξ ∂η ∂ξ ∂η 1 13
B=a + b[ + ]+c = −6 − [−2 + 3] − 6 = − ,
∂t ∂t ∂t ∂x ∂x ∂t ∂x ∂x 2 2
∂η ∂η ∂η ∂η
C = a( )2 + 2b + c( )2 = (3)2 − 3 − 6 = 0,
∂t ∂t ∂x ∂x
D = 0, E = 0, G = −5, F = 2

Hence, find the first standard form

∂ 2u ∂ 2u 1
−13 − 5u = 2 or = − (5u + 2) (2.14)
∂t∂x ∂t∂x 13
Note that one can obtain from the first standard form the second standard
form by the mapping
α = t − x, β =t+x
Indeed, we evaluate,
∂u ∂u ∂α ∂u ∂β ∂u ∂u
= + = +
∂t ∂α ∂t ∂β ∂t ∂α ∂β
Hence, we find

∂ 2u ∂ 2 u ∂α ∂ 2u ∂β ∂ 2u ∂α ∂ 2u ∂β ∂ 2u ∂ 2u
= + + + =− 2 +
∂t∂x ∂α2 ∂x ∂β∂α ∂x ∂β∂α ∂x ∂β 2 ∂x ∂α ∂β 2

By the first standard form (2.14), we obtain the second standard from

∂ 2u ∂ 2u 1
− = (5u + 2)
∂α 2 ∂β 2 13

Example 2.3 .

(a) Find equations of the characteristic for the following hyperbolic equation:

y 2uxx − x2uyy = 0, x > 0, y > 0. (2.15)

(b) Transform equation (2.15) into the canonical form

18

Solution
To (a). The two characteristic equations are
√ √
dy b − b2 − ac x dy b = b2 − ac x
= =− , = = (2.16)
dx a y dx a y
Note that this is equivalent to setting A = C = 0.
Solving the above ordinary differential equations by the method of separating
variables, we find the equations for the characteristics in the implicit form
y 2 − x2 = constant, y 2 + x2 = constant.
To (b). We find the standard form of the hyperbolic equation in the new
variables
ξ = y 2 − x2 , η = y 2 + x2 .
Then, we compute the coefficients A, B, C, D, E, F, G in the equation
Auξξ + 2Buξη + Cuηη + Duξ + Euη + Gu = F. (2.17)
having the coefficients a = y 2, b = 0, c = −x2, d = 0, e = 0, f = 0, g = 0 in
the equations
auξξ + auξη + auηη + auξ + euη + fu = g.
we compute
A = a(ξx )2 + 2 b ξx ξy + c (ξy )2 = y 2(−2x)2 − x2(2y)2 = 0

B = aξx ηx + b(ξx ηy + ξy ηx ) + cξy ηy = y 2 (−2x)(2x) − x2 (2y)(2y) = −8x2 y 2

C = a(ηx )2 + 2 b ηx ηy + c (ηy )2 = y 2(−2x)2 − x2(2y)2 = 0

D = aξxx + 2bξxy + cξyy + dξx + eξy = −2((x2 + y 2 )

E = aηxx + 2bηxy + cηyy + dηx + eηy = 2(y 2 − x2 )

F = 0, G = 0.
Substituting the above coefficients to the equation (2.17), we obtain the fol-
lowing equation
−(x2 + y 2)uξ + (y 2 − x2)uη
uξη = . (2.18)
8x2 y 2
Hence, by the equations of the characteristics, we find the first canonical form
ηuξ − ξuη
uξη =
2(η 2 − ξ 2 )
We can find the second canonical form of equation (2.17), introducing the new
variables
α = ξ + η, β = ξ − η.
 19

Now, we can rewrite equation (2.18), given in variables ξ, η in terms of the

variables α, β to obtain the second canonical form.
Then, we compute
uξ = uααξ + uβ βξ = uα + uβ

uη = uααη + uβ βη = uα − uβ

uξη = uαααη + uαβ βη + uβααη + uββ βη = uαα − uββ

Hence, by substituting, we obtain the second canonical from equation (2.15).
βuα + αuβ
uαα − uββ = − .
2αβ
Example 2.4 . Consider th equation
∂ 2u ∂ 2u ∂ 2u
y + (x + y) + x = 0, (2.19)
∂x2 ∂x∂y ∂y 2
1. Find the range of x and y for which the equation is hyperbolic.
2. Transform the equation to a canonical form.
1
Solution. We have a = y, b = (x + y) c = x, d = e = g = f = 0. The dis-
2
criminant
1
b2 − a c = (x − y)2 > 0,
4
is positive for all real x 6= y .
Then, equation (2.19) is hyperbolic on the whole x, y plane, except the line
y = x, where (2.19) becomes the parabolic equation.
The equation for the characteristics is:
dy 2 dy
y( ) − (x + y) + x = 0. (2.20)
dx dx
Then, we find the roots
q x 
(x + y) − (x + y)2 − 4xy(x + y) − |x − y| , if
 x≤y
r1 = = = y
2y 2y  1, if

x > y,
 x
q 
2
(x + y) − (x + y) − 4xy (x + y) + |x − y|  y , if x≥y
r2 = = =
2y 2y  1, if

x > y,
x
So that, we consider λ1 = and λ2 = 1.
y
Hence, we obtain the following two equations for characteristics
dy x dy
= , =1 (2.21)
dx y dx
20

Solving the above equations, we find

ϕ(x, y) = y 2 − x2 = constant, ψ(x, y) = y − x = constant. (2.22)

Now, we consider the mapping

ξ = y 2 − x2 , η = y − x. (2.23)

To transform the hyperbolic equation to the standard form, we compute

A = a(ξx)2 + 2bξx ξy + c (ξy )2 = y(−2x)2 + (x + y)(−2x)(2y) + (2y)2 = 0

B = aξxηx + b(ξxηy + ıy ηx ) + cξy ηy =

= y(−2x)(−1) + 12 (x + y)(−2x − 2y) + 2xy = −(x − y)2 = −ψ 2,

C = a(ηx)2 + 2bηx ηy + c(ηy )2 = y − (x + y) + x = 0

D = aξxx + 2bξxy + cξyy + dξx + eξy = −2(y − x) = −2ψ,

E = aηxx + 2bηxy + cηyy + dηx + eηy = 0, F = 0.

In the new variables ξ and η, the hyperbolic equation (2.19) takes the standard
form
∂ 2u ∂u
η + = 0. (2.24)
∂ξ∂η ∂ξ

2.4 Transformation of an Elliptic Equation into the Stan-

dard Form
Let us recall that the equation

∂ 2u ∂ 2u ∂ 2u
a(x, y) + 2b(x, y) + c(x, y) +
∂x2 ∂x∂y ∂y 2
(2.25)
∂u ∂u
+d(x, y) + e(x, y) + g(x, y)u = f(x, y),
∂x py

is elliptic when the discriminant b2 − ac < 0. Then the roots λ1 and λ2 of

the quadratic equation (2.10) are complex and hence the solution ξ(x, y) and
η(x, y) of equation (2.8) for characteristic will be also complex. Therefore,
mapping (2.3) is determined by the conjugate roots of quadratic equation
(2.10), that is, by λ − iµ and λ + iµ. Then , the functions ξ(x, y) and η(x, y)
are complex solutions of the differential equation (2.8) for the chracteristics
This characteristic equation is
dy 2 dy
a( ) − 2 b + c = 0.
dx dx
 21

Soloving the quadratic equation

aλ2 − 2bλ + c = 0
dy
for λ = , we get two equations
dx
dy dy
= λ(x, y) − iµ(x, y), = λ(x, y) + iµ(x, y) (2.26)
dx dx
Thus, if ξ(x, y) = α(x, y) + iβ(x, y) = constant is the complex solution of the
characteristic equation then the conjugate η(x, y) = α(x, y) − iβ(x, y) is also
the complex solution of the characteristic equation. We consider the complex
mapping
ξ(x, y) = α(x, y) + iβ(x, y), η(x, y) = α − iβ(x, y).
In order to obtain a real mappipng which leads the original equation to the
standard form, we apply the mapping
ξ(x, y) = α(x, y), η(x, y) = β(x, y)
as the real and the imaginary parts of the complex solution.
By the real mapping, we transform the equation in x, y variables to the equa-
tion in the new variables ξ, η using formulae (2.2) for the evaluation of the
coefficients A, B, C, D, E, G, F .
Then we arrive to the equation
∂ 2u ∂ 2 u ∂u ∂u
A( + ) + D + E + Gu = F (2.27)
∂ξ 2 ∂η 2 ∂ξ ∂η
with A = C and B = 0.
Dividing by A, we obtain the standard form
∂ 2u ∂ 2 u D ∂u E ∂u G F
2
+ 2+ + + u= , (2.28)
∂ξ ∂η A ∂ξ A ∂η A A
with the Laplace’s equation
∂ 2u ∂ 2u
+ 2 = 0,
∂ξ 2 ∂η
as the representative.

Example 2.5 . Determine type of the equation

∂ 2u ∂ 2u ∂ 2u
− 2 + 2 = 0. (2.29)
∂x2 ∂x∂y ∂y 2
Transform the equation into the standard form.
22

Solution. We have data: a = 1, b = −1, c = 2, d = 0, e = 0, g = 0, f = 0.

The discriminant b2 − ac = −1 < 0. So that, it is the elliptic equation. The
characteristics of this equation are defined by the equation
dy 2 dy
( ) − 2 + 2 = 0.
dx dx
dy
Solving the equation for λ = , we have the two equations
dx
dy dy
= −1 − i, = −1 + i.
dx dx
Integrating the above equations, we find the following complex mapping

ξ(x, y) = y + x + ix, η(x, y) = y + x − ix.

Apply the real mapping ξ = x + y and η = x. Then, by formulae (2.2), we

find
A = a(ξx )2 + 2bξx ξy + c(ξy )2 = 1

B = aξx ηx + b(ξx ηy + ξy ηx ) + cξy ηy = 0

(2.30)
C = a(ηx)2 + 2bηx ηy + c(ηy )2 = 1

D = 0, E = 0, G = 0, F = 0.
In terms of ξ, η we get
∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u
− 2 + 2 = + 2.
∂x2 ∂x∂y ∂y 2 ∂ξ 2 ∂η
Thus, the standard form of the equation in the new variables is:
∂ 2u ∂ 2u
+ 2 = 0.
∂ξ 2 ∂η
Example 2.6 . Determine type of the equation
∂ 2u ∂ 2u
+ y = 0, y > 0, (2.31)
∂x2 ∂y 2
Transform the equation into the standard form.
Solution. We have data: a = 1, b = 0, c = y, d = 0, e = 0, g = 0, f = 0.
The discriminant b2 − ac = −y < 0 for y > 0. So that, it is the elliptic
equation. The characteristics of this equation are defined by the equation
dy 2
( ) + y = 0, y > 0.
dx
 23

dy
Solving the equation for λ = , we have the two equations
dx
dy √ dy √
= i y, = −i y, y > 0.
dx dx
Integrating the above separate variables equations, we find the following com-
plex mapping
√ √
ξ = ξ(x, y) = x + 2i y, η = η(x, y) = x − 2i y. y > 0
√
Let ξ = x and η = 2 y. Then, we find

∂u ∂u ∂ 2u ∂ 2u
= , =
∂x ∂ξ ∂x2 ∂ξ 2
(2.32)
∂u 1 ∂u ∂ 2u 1 ∂ 2u 1 ∂u
=√ , 2
= 2
− √ 3
∂y y ∂η ∂y y ∂η 2 y ∂η

In terms of ξ, η we get

∂ 2u ∂ 2u ∂ 2 u ∂ 2 u 1 ∂u
+ y = + 2− = 0, y > 0.
∂x2 ∂y 2 ∂ξ 2 ∂η η ∂η
Thus, the standard form of the equation in the new variables is:

∂ 2u ∂ 2u 1 ∂u
+ 2− = 0, y > 0.
∂ξ 2 ∂η η ∂η

2.5 Transformation of a Parabolic Equation into the

Standard Form
For a parabolic equation there is one repeating root of equation (2.10) equal
b
to . Then, we find only one solution ξ(x, y) = constant of the equation
a
dy b
=
dx a
In this case, we consider the mapping

ξ = ξ(x, y), η = η(x, y),

where η(x, y) = constant is an arbitrary family of curves such that Jacobian

J (ξ, η) = ξx ηy − ξy ηx 6= 0.
Because
ξx b
= −λ = −
ξy a
24

therefore
aξx + bξy = 0.
Multiplying this equation by b and using the equality b2 = ac, we find

abξx + b2ξy = 0

abξx + ac2ξy = 0

a(bξx + cξy ) = 0 bξx + cξy = 0

Hence, we have

B = aξxηx + b(ξx ηy + ξy ηx ) + cξy ηy = ηx (aξx + bξy ) + ηy (bξx + cξy ) = 0.

∂ 2u
Therefore, the term with in the canonical form is absent.
∂ξ∂η

Example 2.7 Transform the following equation:

utt − 2utx + uxx − ut − ux + u = 0, t ≥ 0, −∞ ≤ x ≤ ∞.

to its standard form.

Solution. From the general form of a linear PDE of the second order (2.1),
we find the coefficients

a = 1, b = −1, c = 1, d = −1, e = −1, g = 1, f = 0.

In order to determine the type of the equation, we compute the discriminant

b2 − a c = (−1)2 − 1 = 0.

Since the discriminant equals to zero, the equation is parabolic one. Then,
there is one family of characteristics determined by the ordinary differential
equation
dx b
= = −1
dt a
Hence, we obtain the solution t + x = constant. Now, we choose the mapping

ξ = t + x, η = t.

Let us note that for η, we are free to choose any function for which the Jacobian

ξt ηx − ξx ηt 6= 0.
 25

Now, we compute the coefficients

A = a(ξt )2 + 2bξt ξx + c(ξx )2 = 1 − 2 + 1 = 0,

B = aξt ηt + b(ξt ηx + ξx ηt ) + c ξx ηx = 1 − (0 + 1) + 0 = 0

C = a (ηt )2 + 2b ηt ηx + c(ηx )2 = 1 − 2 ∗ 0 + 0 = 1,

D = a ξtt + 2b ξtx + c (ξx )2 + d ξt + e ξx = 0 − 2 ∗ 0 + 0 − 1 − 1 = −2,

E = a ηtt + 2b ηtx + c (ηx )2 + d ηt + e ηx = 0 − 2 ∗ 0 + 0 − 1 − 0 = −1,

G = 1, F = 0.

Hence, by the general form (2.2), we obtain the standard form of the equation

uηη − 2uξ − uη + u = 0.

or
1 1 1
uξ = uηη + uη − u.
2 2 2
Example 2.8 . Determine type of the equation

∂ 2u ∂ 2u 2
2∂ u
x2 + 2xy + y = 0, (2.33)
∂x2 ∂x∂y ∂y 2
Transform the equation into the standard form.

Solution. The discriminant b2 − ac = x2 y 2 − x2y 2 = 0, so that it is a parabolic

equation for all real x and y.
In order to find the canonical form of the equation, we solve the characteristics
equation
dy y
= .
dx x
It is easy to find the solution y = kx, where k is a generic constant. Then, we
consider the mapping

ξ = y − kx, η = η(x, y),

Here, η(x, y) is an arbitrary function such that Jacobian ξx ψy − ξy ψx 6= 0. Let

η(x, y) = x. Then, we find the coefficients

A = x2ξx2 + 2xyξx ξy + y 2ξy2 = (kx − y)2 = 0,

B = x2ξx ηx + xy(ξxηy + ξy ηx ) + y 2ξy ηx = 0,

C = x2ηx2 + 2xyηx ηy + y 2ηy2 = x2 ,

26

Hence, in the new variables ξ and η equation (2.33) takes the canonical form

∂ 2u
= 0.
∂η 2
Applications of the canonical form of elliptic, parabolic and hyper-
bolic equations

1. The three major classifications as elliptic, parabolic and hyperbolic equa-

tions, in fact classify physical problems into three basic physical types:
steady-state problems, diffusion and wave propagation. The mathemat-
ical solutions of these three types of equations are very different.
2. Much of the theoretical work on the properties of solutions to hyperbolic
problems assume the equation has been written in the canonical form

uξξ − uηη = Φ(ξ, η, u, uξ , uη ).

3. Many computer programs have been written to find the numerical so-
lution of the canonical form. Having the numerical solution in the new
variables, we can always come back to the original variables.
 27

2.6 Exercises
Question 2.1 Classify the following equations:
1.
9uxx + 12uxy + 4uyy + ux = 0.

2.
uxx − 8uxy + 2uyy + xux − yuy = 0,

3.
4uxx + 2uxy + uyy − uy = 0.

4. Find characteristics curves of the above three equations.

5. Transform the above three equations into their canonical forms.

Question 2.2 Transform the equation

utx + ut + ux + u = f(t, x),

into the equation

uξ,η − uξξ + uξ + uη + u = g(ξ, η).

Question 2.3 Find characteristics of Tricomi’s equation

y uxx + uyy = 0,

in the lower half-plane y < 0. Transform Tricomi’s equation into the canonical
form in the upper-half of the plane when y > 0.

Question 2.4 Show that all linear partial differential equations of the second
order in two variables x and y of elliptic type with constant coefficients can be
transformed into the canonical form

uxx + uyy + gu = f(x, y)

Question 2.5 Show that all linear partial differential equations of the second
order in two variables t and x of hyperbolic type with constant coefficients can
be transformed into the canonical form

utt − uxx + gu = f(t, x)