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Abstract
Purpose: Our aim in this study is to generate some partial differential equations (PDEs) with variable coefficients by
using the PDEs with non-constant coefficients.
Methods: Then by applying the single and double convolution products, we produce some new equations having
polynomials coefficients. We then classify the new equations on using the classification method for the second order
linear partial differential equations.
Results: Classification is invariant under single and double convolutions by applying some conditions, that is, we
identify some conditions where a hyperbolic equation will be hyperbolic again after single and double convolutions.
Conclusions: It is shown that the classifications of the new PDEs are related to the coefficients of polynomials which
are considered during the process of convolution product.
Keywords: Hyperbolic equation, Elliptic equation, Single and double convolution, Classification of PDE
MSC: 35L05; 44A35
Introduction the solution may not be held globally for equations with
The topic of partial differential equations (PDEs) is a variable coefficients.
very important subject, yet there is no general method On the other side, there are some very useful phys-
to solve all the PDEs. The behavior of the solutions very ical problems whose type can be changed. One of the
much depends essentially on the classification of PDEs; best known example is for the transonic flow, where the
therefore, the problem of classifying partial differential equation is in the form of
equations is very natural and well known since the classi-
fication governs the sufficient number and the type of the u2 2uv v2
1 − 2 φxx − 2 φxy + 1 − 2 φyy + f (φ) = 0
conditions in order to determine whether the problem is c c c
well posed and has a unique solution.
It is also well known that some second-order linear par- where u and v are the velocity components, and c is a
tial differential equations can be classified as parabolic, constant (see [1]).
hyperbolic, or elliptic; however, if a PDE has coefficients Similarly, partial differential equations with variable
which are not constant, it is rather a mixed type. In many coefficients are also used in finance, for example, the
applications of partial differential equations, the coeffi- arbitrage-free value C of many derivatives
cients are not constant; in fact, they are a function of
two or more independent variables and possible depen- ∂C σ 2 (s, τ ) ∂ 2 C ∂C
+ s2 2
+ b(s, τ ) − r(s, τ )C = 0
dent variables. Therefore, the analysis that we have for ∂τ 2 ∂s ∂s
the equations having constant coefficients to describe
with three variable coefficients σ (s, τ ), b(s, τ ), and r(s, τ ).
In fact, this partial differential equation holds whenever
*Correspondence: akilicman@putra.upm.edu.my C is twice differentiable with respect to s and once with
2 Department of Mathematics and Institute for Mathematical Research,
respect to τ ; see [2]. However, in the literature, there
University Putra Malaysia, UPM, Serdang, Selangor, 43400, Malaysia
Full list of author information is available at the end of the article was no systematic way to generate partial differential
equations with variable coefficients by using the equations
© 2012 Eltayeb et al.; licensee Springer. This is an Open Access article distributed under the terms of the Creative Commons
Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction
in any medium, provided the original work is properly cited.
Eltayeb et al. Mathematical Sciences 2012, 6:47 Page 2 of 6
http://www.iaumath.com/content/6/1/47
with constant coefficients; most of the partial differential Results and discussion
equations with variable coefficients depend on the nature Now, let us consider the general linear second order par-
of particular problems. tial differential equation with non-constant coefficients in
Recently, Kılıçman and Eltayeb [3] studied the classi- the form of
fications of hyperbolic and elliptic equations with non-
a(x, y)uxx + b(x, y)uxy + c(x, y)uyy + d(x, y)ux + e(x, y)uy
constant coefficients, which was extended by the same
authors [4] to the finite product of convolutions and + f (x, y)u = 0,
classifications of hyperbolic and elliptic PDEs where the (3)
authors consider the coefficients of polynomials with pos-
and the almost linear equation in two variables
itive coefficients. In fact, in their paper [5], the same
authors proposed a systematic way to generate PDEs with auxx + buxy + cuyy + F(x, y, u, ux , uy ) = 0, (4)
variable coefficients by using the convolution product. In
where a, b, and c, are polynomials and defined by
this study, we extend the current classification to the arbi-
trary coefficients. During this study, we use the following
n
m
n
m
x n m
c(x, y) = ckl xk yl
F (x) ∗ G(x) = F(x − θ, )G(θ)dθ,
0 l=1 k=1
(3) Suppose that i, ζ + η, α + β, and k + l are odd, for By using Equations 7, 8, and 9, we compute
each aαβ > 0, bζ η < 0, ckl > 0, and pi > 0; the coefficients of Equation 19; thus, we have
Equation 5 is to be a hyperbolic equation under the
19 20 18
condition that the power ζ = α+k β+l
2 and η = 2 and
D1 = y x . (20)
97020
the power of x and y in polynomials a(x, y), c(x, y)
are either even or odd. Now, we are going to study Thus, Equation
20 is positive
under
the
the classification of Equation 5. If we look at the condition aαβ , |ckl | ≤ maxbζ η ; thus,
power of x, y in Equation 10, we see that the power of Equation 19 is hyperbolic.
a +c
B(x, y)2 = the power of A1 (x, y)C1 (x, y) and the (b) If max aαβ , |ckl | > bζ η and αβ 2 kl then
coefficient of A
2 2
1 (x, y)C y) under the
1 (x, y) < B1 (x, A(x, y)C(x, y) > B(x, y) , thus, D1 < 0,
condition max aαβ , |ckl | ≤ bζ η . Thus, the Equation 5 is an elliptic equation.
power of Equation 10 is even and D1 > 0 ; thus,
Equation 5 is a hyperbolic equation. In this case, the (5) Suppose that i is odd and ζ + η, α + β and k + l are
coefficient of A
2 even , aαβ < 0, bζ η > 0, ckl < 0 and pi > 0;
1 (x, y)C y) under the
1 (x,y) > B1 (x,
condition min aαβ , |ckl | > bζ η . Thus, the Equation 5 is to be an elliptic or hyperbolic equation
β+l
power of Equation 10 is even and D1 < 0; thus, under condition that the power ζ = α+k 2 and η = 2
Equation 5 is an elliptic equation. In particular, let us and the power of x and y in polynomials a(x, y),
consider the simple example of the non-constant c(x, y) are either even or odd. Now,
let us study the
following conditions: (1) If the max aαβ , |ckl | ≤
equation in the form
bζ η and pi ≥ bζ η then A(x, y)C(x, y) > B(x, y)2 ,
thus D1 < 0, and
Equation
5 is an elliptic equation.
3x5 ∗ 2x2 y3 uxx + 3x5 ∗ −5x3 y4 uxy (2) If the max aαβ , |ckl | ≤ bζ η and pi < bζ η
+ 3x5 ∗ 4x4 y5 uxx = f (x, y), then A(x, y)C(x, y) < B(x, y)2 , thus D1 > 0, and
Equation 5 is a hyperbolic equation. One can easily
(17)
check that the method will work when we consider
the following equation:
and we compute the coefficients of Equation 17 by
using Equations 7, 8, and 9; we obtain A2 (x, y)uxx + B2 (x, y)uxy + C2 (x, y)uyy
(21)
+ F(x, y, u, ux , uy ) = 0
11 8 18
D1 = y x . (18) where the coefficients of Equation 21 are given by
20160
A2 (x, y) = p(y) ∗y a(x, y), B2 (x, y) = p(y) ∗y b(x, y),
and C2 (x, y) = p(y) ∗y c(x, y). Similar results can be
Then, it is easy to see that Equation 18 is always
obtained. Now, let us extend the above results from a
positive
under
the
condition
single convolution to a double convolution as follows:
max aαβ , |ckl | ≤ bζ η , and thus, Equation 17 is a
If we multiply Equation 4 by a polynomial by using
hyperbolic equation.
the double convolution as p(x, y) ∗ ∗ where
(4) Suppose that i, ζ + η, α + β, and k + l are even, for
m
each aαβ > 0, bζ η > 0, ckl > 0, and pi < 0; p(x, y) = pij xi yj , then Equation 4 becomes
i=1
Equation 5 is to be either a hyperbolic or elliptic
equation under condition that the power ζ = α+k 2 A(x, y)uxx + B(x, y)uxy
and η = β+l and the power of x and y in
2 + C(x, y)uyy + F(x, y, u, ux , uy ) = 0
polynomials a(x, y), c(x, y) are either even or odd.
Now, let us study the classification of Equation 5. (22)
Under the following conditions:
where the coefficients in Equation 22 are given by
(a) If the max aαβ , |ckl | ≤ bζ η then A(x, y) = p(x, y) ∗ ∗a(x, y), B(x, y) = p(x, y) ∗ ∗b(x, y),
A1 (x, y)C1 (x, y) < B1 (x, y)2 , thus D1 > 0, and C(x, y) = p(x, y) ∗ ∗c(x, y) of which the symbol
and Equation 5 is a hyperbolic equation. In ∗∗ indicates double convolution. Then, we shall
particular, we consider the following example classify Equation 22 as the more general form instead
of Equation 4 by considering the function
(−3x4 ∗ 2x2 y12 )uxx + (−3x4 ∗ 5x4 y10 )uxy D(x, y) = B(x, y)2 − A(x, y)C(x, y). (23)
+ (−3x4 ∗ 5x6 y8 )uyy = f (x, y). First of all, we compute the coefficients of
(19) Equations 22 by using the results that were given by
Eltayeb et al. Mathematical Sciences 2012, 6:47 Page 5 of 6
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n
n
m
m
i! j! aαβ pij xα+i+1 yβ+j+1
A(x, y) = . (24)
j=1 β=1 i=1 α=1
((α + 1)((α + 2)...(α + i + 1)) (β + 1)((β + 2)...(β + j + 1)
n
n
m
m
i! j! bζ η pij xζ +i+1 yη+j+1
B(x, y) = ; (25)
j=1 η=1 ζ =1 i=1
((ζ + 1)((ζ + 2)...(ζ + i + 1)) (η + 1)((η + 2)...(η + j + 1)
n
n
m
m
i! j! ckl pij xk+i+1 yl+j+1
C(x, y) = . (26)
j=1 l=1 k=1 i=1
((k + 1)((k + 2)...(k + i + 1)) (l + 1)((l + 2)...(l + j + 1)
a +c
Then, one can easily set up (ii) If the max aαβ , |ckl | > bζ η and αβ 2 kl
2
then A(x, y)C(x, y) > B(x, y) , thus D < 0,
D(x, y) = B2 (x, y) − A(x, y)C(x, y). (27)
and Equation 22 is an elliptic equation. In
We assume that all the coefficients A(x, y), B(x, y), and Equation 28, if we change the constant
C(x, y) are convergent. Now, we can consider some partic- coefficient of the second term from 5 to 4,
ular cases: the equation becomes
and by using Equations 24, 25, and 26, and 2. Merton, RC: Theory of rational option pricing. Bell J. Economics and
substituting in Equation 27, we have Manage. Sci. 4, 141–183 (1973)
3. Kılıçman, A, Eltayeb, H: A note on classification of hyperbolic and elliptic
17 equations with polynomail coefficients. Appl. Mathematics Lett. 21(11),
D= x12 y18 . (32) 1124–1128 (2008)
98784000 4. Kılıçman, A, Eltayeb, H: On finite product of convolutions and
From Equation 32, we see that classifications of hyperbolic and elliptic equations. Math. Comput. Model .
Equation
31 is a
54(9–10), 2211-2219 (November 2011). doi:10.1016/j.mcm.2011.05.031
hyperbolic
equation for
all x, y
in R2.
5. Kılıçman, A, Eltayeb, H: Note on partial differential equations with
(ii) If the bζ η ≤ max aαβ , |ckl | then non-constant coefficients and convolution method. Appl. Mathematics &
A(x, y)C(x, y) > B(x, y)2 , thus D < 0, and Inf. Sci. 6(1), 59–63 (2012)
6. Eltayeb, H, Kılıçman, A: A note on solutions of wave, Laplace’s and heat
Equation 22 is an elliptic equation. Now, if we equations with convolution terms by using double Laplace transform.
make
a simple
change
in Equation 31, since Appl. Mathematics Lett. 21(12), 1324–1329 (2008)
bζ η ≤ max aαβ , |ckl | will be different by 7. Kılıçman, A, Eltayeb, H: A note on defining singular integral as distribution
and partial differential equations with convolution term. Math. Comput
replacing the constant coefficient 6 of the Modell. 49, 327–336 (2009)
second term by 4, then Equation 31 becomes 8. Kılıçman, A, Eltayeb, H, Ashurov, RR: Further analysis on classifications of
3 5 PDE(s) with variable coefficients. Appl Mathematics Lett. 23(9), 966–970
3x y ∗ ∗ − 4xy2 uxx + 3x3 y5 ∗ ∗4x2 y3 uxy (2010)
9. Kılıçman, A, Altun, O: On the solution of some boundary value problems
+ 3x3 y5 ∗ ∗ − 3x3 y4 uyy by using differential transform method with convolution term. Filomat.
26(5), 917–928 (2012)
= f (x, y).
(33) doi:10.1186/2251-7456-6-47
Cite this article as: Eltayeb et al.: An analysis on classifications of hyperbolic
and elliptic PDEs. Mathematical Sciences 2012 6:47.
Similarly, as above, we obtain
11
D=− x12 y18 . (34)
444528000
From Equation 34, we see that Equation 33 is an
elliptic equation.
Conclusions
Thus, the above examples lead us to make following state-
ment: The classification of partial differential equations
with polynomial coefficients depends very much on the
signs of the coefficients. In this particular case, if we use
continuously differential functions as in [9], we can solve
some boundary value problems having singularity since
the convolution regularizes the singularity.
Competing interests
The authors declare that they have no competing interests.
Authors’ contributions
Each author contributed equally in the development of the manuscript. All
authors read and approved the final manuscript.
Acknowledgements
The first author gratefully acknowledges that this project was supported by
the Research Center, College of Science, King Saud University.
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Author details
1 Mathematics Department, College of Science, King Saud University, P.O. Box
journal and benefit from:
2455, Riyadh, 11451, Saudi Arabia. 2 Department of Mathematics and Institute 7 Convenient online submission
for Mathematical Research, University Putra Malaysia, UPM, Serdang, Selangor, 7 Rigorous peer review
43400, Malaysia. 3 Department of Mathematics, Texas A&M University -
Kingsville 700 University Blvd., Kingsville, TX, 78363-8202 USA. 7 Immediate publication on acceptance
7 Open access: articles freely available online
Received: 6 April 2012 Accepted: 22 August 2012 7 High visibility within the field
Published: 9 October 2012 7 Retaining the copyright to your article
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