Jim Lambers

MAT 417/517
Spring Semester 2013-14
Lecture 16 Notes

These notes correspond to Lesson 23 in the text.

Classification of PDEs
Previously, we learned how to classify a general second-order linear PDE of the form

Auxx + Buxy + Cuyy + Dux + Euy + F u = G

as hyperbolic if B 2 − 4AC > 0, parabolic if B 2 − 4AC = 0, and elliptic if B 2 − 4AC < 0. We will
now use this classification system to transform such PDEs into simpler ones, to facilitate analysis
and solution.
This transformation process consists of choosing new independent variables ξ, η that lead to
simplified coefficients. From the Chain Rule, we obtain

ux = uξ ξx + uη ηx ,
uy = uξ ξy + uη ηy ,
uxx = uξξ ξx2 + 2uξη ξx ηx + uηη ηx2 + uξ ξxx + uη ηxx ,
uxy = uξξ ξx ξy + uξη [ξx ηy + ξy ηx ] + uηη ηx ηy + uξ ξxy + uη ηxy ,
uyy = uξξ ξy2 + 2uξη ξy ηy + uηη ηy2 + uξ ξyy + uη ηyy .

We then obtain a new PDE of the form

Auξξ + Buξη + Cuηη + Duξ + Euη + F u = G,

where

A = Aξx2 + Bξx ξy + Cξy2 ,

B = 2Aξx ηx + B[ξx ηy + ξy ηx ] + 2Cξy ηy ,
C = Aηx2 + Bηx ηy + Cηy2 ,
D = Aξxx + Bξxy + Cξyy + Dξx + Eξy ,
E = Aηxx + Bηxy + Cηyy + Dηx + Eηy ,
F = F,
G = G.

We will now solve for coordinates ξ and η so that A = C = 0, in order to reduce the PDE to a
canonical form in which the only second-order coefficient is B. From the above equations for the
coefficients of the transformed PDE, we obtain the equations

A[ξx /ξy ]2 + B[ξx /ξy ] + C = 0,

A[ηx /ηy ]2 + B[ηx /ηy ] + C = 0.

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These are quadratic equations in [ξx /ξy ] and [ηx /ηy ], each of which has two solutions. Since the
coefficients of both equations are the same, we must choose different solutions for each unknown,
in order to avoid having both variables ξ and η being the same. We therefore obtain
√ √
−B + B 2 − 4AC −B − B 2 − 4AC
[ξx /ξy ] = , [ηx /ηy ] = .
2A 2A
These solutions yield first-order ODEs that can now be solved to obtain the coordinates ξ and η in
terms of x and y. From the equations ξ = constant and η = constant, we obtain the equations

dξ = ξx dx + ξy dy = 0,
dη = ηx dx + ηy dy = 0,

which yields the ODEs

dy ξx dy ηx
=− , =− .
dx ξy dx ηy
These ODE can be solved using standard techniques, such as those applied to separable equations,
linear equations or exact equations. Integrating factors can be used if needed.
The new coefficient B can be rewritten as
   
ξx η x ξx η x
B = ξy ηy 2A +B + + 2C .
ξy ηy ξy ηy

Using the fact that the sum of the roots of the general quadratic equation

Ax2 + Bx + C = 0

is equal to −B/A, and that the product of the roots is equal to C/A, we obtain

B2
     
C B ξy η y 2
B = ξy ηy 2A + B − + 2C = ξy ηy 4C − =− [B − 4AC].
A A A A

The PDE can now be written in the canonical form

Buξη + Duξ + Euη + F u = G.

The canonical form is useful because much theory related to second-order linear PDE, as well as
numerical methods for their solution, assume that a PDE is already in canonical form.
It is worth noting the relationship between the characteristic variables ξ, η and the classification
of the PDE as hyperbolic, parabolic, or elliptic. If the PDE is hyperbolic, then these characteristic
variables can be obtained, as there are two distinct real roots of the quadratic equation used
to compute their slopes. If the PDE is parabolic, there is a double root, so there is only one
characteristic variable; therefore, the only characteristic surface is a plane η = constant or ξ =
constant. If the PDE is elliptic, there are no real roots, so elliptic PDE do not have characteristic
curves.
Example Consider the hyperbolic PDE

y 2 uxx − x2 uyy = 0,

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in which A = y 2 , B = 0, and C = −x2 . To transform this into canonical form, we introduce the
new variables ξ, η and obtain
√
−B + B 2 − 4AC x
ξx /ξy = = ,
2A y
√
−B − B 2 − 4AC x
ηx /ηy = =− .
2A y
We then solve for η and ξ by solving the ODEs
dy ξx x dy ηx x
=− =− , =− =
dx ξy y dx ηy y

that arise by implicit differentiation of the equations ξ = constant and η = constant, respectively.
These ODEs are separable. Rewriting them as

y dy = −x dx, y dy = x dx

and integrating both sides yields

ξ = y 2 + x2 , η = y 2 − x2 .

It follows that the coefficients of the transformed PDE are

A = 0,
B = 2Aξx ηx + B[ξx ηy + ξy ηx ] + 2Cξy ηy
= 2y 2 (2x)(−2x) + 0[(2x)(2y) + (2y)(−2x)] + 2(−x2 )(2y)(2y)
= −16x2 y 2 ,
C = 0,
D = Aξxx + Bξxy + Cξyy + Dξx + Eξy
= y 2 (2) + 0(0) − x2 (2) + 0(2x) + 0(2y)
= 2(y 2 − x2 ),
E = Aηxx + Bηxy + Cηyy + Dηx + Eηy
= y 2 (−2) + 0(0) − x2 (2) + 0(−2x) + 0(2y)
= −2(y 2 + x2 ),
F = F = 0,
G = G = 0.

We conclude that the transformed PDE, in the original variables, is

−16x2 y 2 uξη + 2(y 2 − x2 )uξ − 2(y 2 + x2 )uη = 0.

Rewriting the coefficients in terms of the new variables yields

2(η 2 − ξ 2 )uξη + ηuξ − ξuη = 0.

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 An alternative canonical form can be obtained by introducing the new variables

α = ξ + η,
β = ξ − η.

From the Chain Rule, we obtain

uξ = uα αξ + uβ βξ = uα + uβ ,
uη = uα αη + uβ βη = uα − uβ ,
uξη = uαα αη + uαβ βη + uβα αη + uββ βη
= uαα − uαβ + uβα − uββ
= uαα − uββ .

This leads to the canonical form

Buαα − Buββ + (D + E)uα + (D − E)uβ + F u = G.

Example The alternative canonical form of the PDE from the previous example is

2(η 2 − ξ 2 )(uαα − uββ ) − (ξ − η)uα + (ξ + η)uβ = 0,

or, in the new variables,

−2αβ(uαα − uββ ) − βuα + αuβ = 0.
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