Classication of 2nd order PDE and canonical forms

Let D R2 be a smooth domain. Let R, S, T : D R be smooth functions. Let ux = u/x and uy = u/y and L := R 2 2 2 + T 2, + 2S x2 xy y (1)

where R2 + S 2 + T 2 = 0. Consider, an equation Lu + g(x, y, u, ux , uy ) = 0, where g is a smooth function. The quantity Classication: Equation (2) is called i. hyperbolic in D if ii. parabolic in D if iii. elliptic in D if > 0 in D = 0 in D < 0 in D. (2)

= S 2 RT is called the discriminant of (2).

Let us consider a coordinate transformation = (x, y), = (x, y), which is an invertible transformation locally i.e. x y y x = 0. Simple calculation shows ux = u x + u x uy = u y + u y
2 2 uxx = u x + 2u x x + u x + u xx + u xx 2 2 uyy = u y + 2u y y + u y + u yy + u yy

(3)

uxy = u x y + (x y + y x )u + u x y + u xy + u xy Substituting these in (2), we have

2 2 2 2 (Rx + 2Sx y + T y )u + (Rx + 2Sx y + T y )u +

2 [Rx x + S(x y + y x ) + T y y ] u = G(, , u, u , u ). Let

2 2 A = Rx + 2Sx y + T y

(4)

B = Rx x + S(x y + y x ) + T y y
2 2 C = Rx + 2Sx y + T y

Then (4) can be written as Au + 2Bu + Cu = G(, , u, u , u ). A simple calculation leads to (Homework!) B 2 AC = (S 2 RT )(x y y x )2 (6) (5)

Thus if we choose a smooth invertible transformation of coordinate, the sign of the discriminant does not change. Since and are arbitrary, we choose it so that (4) takes a simpler form. Case 1: S 2 RT > 0: Let 1 , 2 be distinct real roots of R2 + 2S + T = 0. We choose and so that = 1 ; = 2 (7) x y x y With such a choice, we note that, A = C = 0 and (5) reduces to u = (, , u, u , u ) (8)

Coming back to (7), note that 1 and 2 are functions of x and y. Let f1 (x, y) = c1 and f2 (x, y) = c2 be solutions of dy + 1 (x, y) = 0; dx respectively. Then we know (!) = f1 (x, y), dy + 2 (x, y) = 0 dx

= f2 (x, y)

are solution of (7). The curves = constant and = constant are called the characteristic curves of (2) and (8) is the canonical form of (2). Case 2: S 2 RT = 0. In this case the quadratic R2 + 2S + T = 0 has a repeated real root, say (x, y). Now A = 0 if we choose x = y . Let f (x, y) = c1 be a solution of dy + (x, y) = 0 dx Then = f (x, y). Now choose so that x y x y = 0. Then by (6), B = 0 and (5) reduces to u = (, , u, u , u ), (9) which is the canonical form of (2). = constant and =constant are called characteristic equations of (2). Case 3: S 2 RT < 0: Let 1 , 2 be complex roots of R2 + 2S + T = 0. As in the case 1, we again nd (2) reduces to (8) but and are complex conjugate. In this case there are no real characteristic curves. Let + = ; = 2 2i Now (x, y) and (x, y) are real and they form a smooth invertible cordinate transformation by which (2) reduces to the following cannonical form u + u = (, , u, u , u ) 2

Examples: 1. utt = c2 uxx , c > 0, is hyperbolic on every domain D of R2 . This equation is called the wave equation. 2. The heat equation ut = uxx is parabolic type 3. The Laplaces equation (also called potential equation) uxx + uyy = 0 is elliptic type Example: Let us nd the canonical form of y 2 uxx 2xyuxy + x2 uyy = y2 x2 ux + uy x y

Here R = y 2 , S = xy, T = x2 , thus S 2 RT = 0 and so it is parabolic. Let us nd the roots of R2 + 2S + T = 0 i.e. y 2 2 2xy + x2 = 0 or (y x)2 = 0 i.e. = x/y is the repeated real root. Solution of dy x + =0 dx y is x2 +y 2 = c1 . So = x2 +y 2 . We choose = x2 y 2 (!!) and we note that (, )/(x, y) = 0. Transforming from x, y to , , we nally get u = 0 which is the canonical form of the given equation. Remark: u = 0 = un = f () = u = f () + g(), where f and g are arbitrary functions. In terms of x, y, the solution is u(x, y) = f (x2 + y 2 )(x2 y 2 ) + g(x2 + y 2 )