3 Classification of 2nd Order PDEs

PPRPPR §3 Classification of Second Order Linear PDEs
3.1– 3.4 (Classification, Transformations)
General Form
A
@2u
2
@x1
+B
@2u
@x1 @x2
@2u
+C 2 +D
@x2
@u
@x1
+E
@u
@x2
MATH 221
Institute of Mathematics
University of the Philippines
Diliman, Quezon City, Philippines
§3 Classification of 2nd Order PDEs
3.1 Classification of 2nd Order Linear PDEs in R2
+ Fu + G = 0,
where A, B, C, D, E, F , and G are functions depending on x1 , x2 and

such that A2 + B 2 + C 2 6= 0.
Principal Part :
@2u
A 2 +B
@x1
@2u
@x1 @x2
@2u
+C 2
@x2
MATH 221 (IMATH, UPDiliman) 1 / 71
Case of Nonconstant Coefficients
Suppose A, B, C, D, E, F , and G are functions depending on

x1 , x2 2 ⌦ and such that A2 + B 2 + C 2 6= 0 on ⌦.
The equation
3
A
@2u
2
@x1
A=
+B
=) B 2
@2u
@x1 @x2
Laplace Equation :
@2u
+C 2 +D
@x2
@u
@x1
+E
c 2 , B = 0, C = 1
A = 1, B = 0, C = 1
=) B 2
Heat Equation:
@u
@t
B = C = 0, A = c 2
@u
@x2
4AC = 4c 2 > 0
4AC =
+ Fu + G = 0.
hyperbolic at (x1 , x2 ) if and only if B 2 4AC > 0 at (x1 , x2 )

hyperbolic on ⌦ if and only if B 2 4AC > 0 for every (x1 , x2 ) 2 ⌦
elliptic at (x1 , x2 ) if and only if B 2
parabolic at (x1 , x2 ) if and only if B 2
1 Wave Equation :
@2u
@2u @2u
+
@x12 @x22
c
=0
4<0
2@
@x 2
2u
4AC < 0 at (x1 , x2 ) ,
4AC = 0 at (x1 , x2 ) .
@t 2
c2
@2u
@x 2
=0
=) HYPERBOLIC
=) ELLIPTIC
=0
MATH 221 (IMATH, UPDiliman)
(2)
4 / 71
Discriminant:
B2 4AC =) B 2 4AC = 0 =) PARABOLIC
3.1– 3.4 (Classification, Transformations) §3 Classification of 2nd Order PDEs MATH 221 (IMATH, UPDiliman) 2 / 71 3.1– 3.4 (Classification, Transformations) §3 Classification of 2nd Order PDEs MATH 221 (IMATH, UPDiliman) 5 / 71
Case of Constant Coefficients Example: Nonconstant Case
The Tricomi equation in R2
The equation @2u @2u

2
+ x1 2 = 0
@x1 @x2
@2u @2u @2u @u @u
A 2
+B +C 2 +D +E + Fu + G = 0. (1) appears in the study of transonic flows, being a simple mathematical
@x1 @x1 @x2 @x2 @x1 @x2
model of the transition from subsonic to supersonic speeds in
aerodynamics.
1 hyperbolic if and only if B 2 4AC > 0, We have A = 1, B = 0, C = x1
2 elliptic if and only if B 2 4AC < 0,
Hence, this equation is
3 parabolic if and only if B 2 4AC = 0.
hyperbolic if x1 < 0 (supersonic regime)
elliptic if x1 > 0 (subsonic regime)
PPRPPR
Canonical Forms in R2
3
Hyperbolic PDE
Elliptic PDE
Parabolic PDE
where F = F(u, ux1 , ux2 , G(x1 , x2 ))

@2u
@x12
Given
YES!
@2u
A 2 +B
@x1
@2u
@x1 @x2
@2u
+C 2 +D
@x2
can we express it in canonical form?

@u
@x1
+E
@u
@x2
@2u
@x22
=F
@2u
@x12
@2u
+
@x12
=F
or
@2u
@x22
=F
@2u
@x1 @x2
+ Fu + G = 0,
We consider affine transformations of the form T : (x1 , x2 ) ! (x̄1 , x̄2 )
T =
(
x̄1 =
x̄2 =
(x1 , x2 )
(x1 , x2 )
=F

To obtain (3), we express the derivatives ux1 x1 , ux1 x2 , ux2 x2 , . . . , in terms
of the new variables x̄1 , x̄2 by applying the Chain Rule.
In the transformed PDE (~), u is a function of x̄1 , x̄2 while x̄1 , x̄2 are
functions of x1 , x2 . Hence, by the Chain Rule and with x̄1 = , x̄2 = :
where
ux1 =
ux2 =
Hence, we have:
x1
@u
@x1
= ↵1 ,
=
@u
@x2
ux1
ux2
=
x2 =
ux1 x1 =
@u @ x̄1
@u @ x̄1
[@ux̄1 ↵1 + ux̄2 ↵2 ]
= ↵1
= ↵1
✓
+ ↵2
✓
@x1
= ↵1
@ux̄1 @ x̄1 @ux̄1 @ x̄2

@ x̄1 @x1
@ux̄1
✓
@ x̄1
↵1 +
+
+
@u @ x̄2
@ x̄1 @x1 @ x̄2 @x1
+
@u @ x̄2
@ x̄1 @x2 @ x̄2 @x2
= ux̄1
= ux̄1
1, x1
x1
x2
@x1
@ x̄2 @x1
◆
@ux̄2 @ x̄1 @ux̄2 @ x̄2

@ x̄1 @x1
@ux̄1
@ x̄2
+
+ ↵2
@ x̄2 @x1
◆
↵2 + ↵2
Simplifying (and assuming ux̄1 x̄2 = ux̄2 x̄1 ), we obtain

✓
◆
=
= ↵2 and
+ ux̄2
+ ux̄2
@x1
@ux̄2
@ x̄1
x1
x2
x2
To obtain the second order derivatives ux1 x1 , ux1 x2 , ux2 x2 , we again apply
the Chain Rule to ux1 , ux2 .
@ux̄1 @ux̄2
↵1 +
@ux̄2
@ x̄2
◆
=
↵2 .
@u @
@u @
1
2.
= ux̄1 ↵1 + ux̄2 ↵2
= ux̄1
+
+ ux̄2
@u @
@ x̄1 @x1 @ x̄2 @x1
@u @
@ x̄1 @x2 @ x̄2 @x2
2
,
ux1 x1 = ux̄1 x̄1 ↵12 + 2ux̄1 x̄2 ↵1 ↵2 + ux̄2 x̄2 ↵22
We obtain the other second order derivatives in a similar manner.

3.2 Affine Transformations and Characteristics So we have the following derivatives:

(Constant Coefficients)
ux1 = ux̄1 x1 + ux̄2 x1 = ux̄1 ↵1 + ux̄2 ↵2
ux2 = ux̄1 x2 + ux̄2 x2 = ux̄1 1 + ux̄2 2
Let us consider the 2nd order linear PDE with constant coefficients
ux1 x1 = ux̄1 x̄1 ↵12 + 2ux̄1 x̄2 ↵1 ↵2 + ux̄2 x̄2 ↵22
@2u @2u @2u @u @u 2 2
A 2
+B +C 2 +D +E + Fu + G = 0. (3) ux2 x2 = ux̄1 x̄1 1 + 2ux̄1 x̄2 1 2 + ux̄2 x̄2 2
@x1 @x1 @x2 @x2 @x1 @x2
ux1 x2 = ux̄1 x̄1 ↵1 1 + ux̄1 x̄2 ↵1 2 + ux̄2 x̄1 ↵2 1 + ux̄2 x̄2 ↵22 .
We apply an affine transformation T (change of variables)
⇢
(x1 , x2 ) = x̄1 = ↵1 x1 + 1 x2 (NOTE: To find general form for the second derivatives, we apply the
T = (4)
(x1 , x2 ) = x̄2 = ↵2 x1 + 2 x2 , Chain and Product Rules to expressions in ⇤.)
with ↵1 2 ↵2 1 6= 0 to obtain Substituting these expressions in (3), we regroup terms to obtain the
transformed form (~). That is,
@2u @2u @2u @u @u
Ā + B̄ + C̄ + D̄ + Ē + F̄ u + Ḡ = 0. (~) Ā is the coefficient of ux̄1 x̄1 , B̄ is the coefficient of ux̄1 x̄2 ,
@ x̄12 @ x̄1 @ x̄2 @ x̄22 @ x̄1 @ x¯2
C̄ is the coefficient of ux̄2 x̄2 , ...
PPRPPR
We have
with
Ā
@2u
Characteristics
Given PDE (3)
2
@ x̄1
@2u
+ B̄
A 2 +B
@x1
equation of (3) ,
@2u
@x1
where z = z(x1 , x2 ).
Definition
@x
@2u
@ x̄1 @ x̄2
2
F̄
@2u
+C 2 +D
@x2
@u
@2u
+ C̄ 2 + D̄
@ x̄2
Ā = ↵12 A + ↵1
= F,
@u
@ x̄1
B̄ = 2↵1 ↵2 A + (↵1
C̄ = ↵22 A + ↵2
D̄ = ↵1 D +
Ē = ↵2 D +
Ḡ(x̄1 , x̄2 ) = G(x1 , x2 ).
@x1
+E
@u
@x2
+ Ē
@u
@ x¯2
1 E,
2 E,
1B
2B
+ F̄ u + Ḡ = 0,
+
2
2
1 C,
+ ↵2
2
2 C,
+ Fu + G = 0,
we can associate with it a quadratic equation, called the characteristic
A(zx1 )2 + Bzx1 zx2 + C(zx2 )2 = 0
The curve z(x1 , x2 ) = c is a characteristic (or characteristic curve) of

the 2nd order linear PDE (3) () z(x1 , x2 ) = c is a solution of the
1 )B +2 1 2 C,
(~)

(5)
(6)
(7)
13 / 71
Examples:
Find the characteristics of the following equations:

1
2
uxx
2uxx
Solutions:
dx
uyy = 0
A = 1 and C =
=)
4uxy
(dy )2
=) (dy + dx)(dy
=)
dy
= ±1
=) y = x + c and y = x
y = x + c and y =
6uyy + ux = 0
(dx)2 = 0
One can verify
invariant under the transformation.

B̄ 2
1 (x = x1 , y = x2 )
dx) = 0
3x + c
4ĀC̄ = (B 2
In general, if we apply the transformation T defined by
we obtain
B̄ 2
x̄1 = (x1 , x2 ),
4ĀC̄ = (B 2
c
where + is a positive constant. Hence, the sign of the discriminant is
4AC)(
4AC) · (+)
x̄2 = (x1 , x2 )
The principal part of the transformed equation becomes simple if we

have
x1 x2
x2 x1 )
2
.
16 / 71
(8)
characteristic equation Ā = C̄ = 0 or Ā = C̄ (Hyperbolic Case)

Ā = C̄ (Elliptic Case)
A(zx1 )2 + Bzx1 zx2 + C(zx2 )2 = 0. B̄ = C̄ = 0 (Parabolic Case)
To find the characteristics of (3), we use the following theorem:

Theorem (1) Assignment: Prove the following:
z(x1 , x2 ) = c is a characteristic of (3), that is, z is a solution of the 1 z(x1 , x2 ) = c is a characteristic of (F), that is, z is a solution of the
characteristic equation characteristic equation
A(zx1 )2 + Bzx1 zx2 + C(zx2 )2 = 0. A(zx1 )2 + Bzx1 zx2 + C(zx2 )2 = 0.
() z is a solution of () z is a solution of
A(dx2 )2 B(dx1 )(dx2 ) + C(dx1 )2 = 0 (?) A(dx2 )2 B(dx1 )(dx2 ) + C(dx1 )2 = 0
Proof: (Exercise) ( or equivalently, A(y 0 )2 By 0 + C = 0.)

2 Given u and its derivatives on a curve , the second derivatives
REMARK: If we let x = x1 , y = x2 , we can also express (?) as
are uniquely determined, unless is a characteristic curve.
A(dy )2 B(dx)(dy ) + C(dx)2 = 0 3 The discriminant is invariant under the given transformation
T : (x1 , x2 ) ! (x̄1 , x̄2 ).
and if we let y0 = dy /dx, (?) can also be expressed as
A(y 0 )2 By 0 + C = 0
PPRPPR
Given (3) with none of the constants A, B, C vanishing, we have
associated the differential equation
whose solutions are
1 =
B+
p
3.3 Transformation to Canonical Form

(Constant Coefficient Case)
A(y 0 )2
Setting y 0 = , this is equivalent to the equation
B 2 4AC
2A
2
,
By 0 + C = 0.
B + C = 0,
The expression B 2 4AC is the discriminant of (10) and we consider

the three cases: B 2 4AC > 0, B 2 4AC < 0, and B 2 4AC = 0,
analogous with the nature of the conic
2
Ax12 + Bx1 x2 + Cx22 = 0,

=
B
The transformation to canonical form depends on the characteristics.

We use the property: z is a solution of the characteristic equation
() z is a solution of
2
A(zx1 ) + Bzx1 zx2 + C(zx2 ) = 0.
A(dx2 )2 B(dx1 )(dx2 ) + C(dx1 )2 = 0

From this ODE, we can determine for the transformation T
As shown:
x̄1 = (x1 , x2 ) x̄2 = (x1 , x2 ).
2
p
B 2 4AC
2A
.

(9)
(10)
(11)
19 / 71
We have Ā = C̄ = 0 () the mappings ( , ) are both solutions of
A
Azx21 + Bzx1 zx2 + Czx22 = 0.
=) ( , ) are solutions of (for x = x1 , y = x2 )

✓
dy
dx
Hence
=)
These satisfy the CE so we can take

dy
dx
=
◆2
B±
B
dy
dx
+ C = 0.
y = M± x + K ,
So we have the characteristic curves given by
= M+ x
B 2 4AC
2A
M± x = K .
= M±
,
K 2R
y = x̄1
to be:
(CE)
(A 6= 0)
Ā = ↵12 A + ↵1 1B + 2
1C =M x y = x̄2
B̄ = 2↵1 ↵2 A + (↵1 2 + ↵2 1 )B +2 1 2C
C̄ = ↵22 A + ↵2 2B + 2
2C
Hyperbolic Case Hyperbolic Case

Suppose PDE (3) is hyperbolic, that is, B 2 4AC > 0. Theorem ((2) Transformation for Hyperbolic PDE)
We determine the transformation T : (x1 , x2 ) ! (x̄1 , x̄2 ) If PDE (3) is hyperbolic, then the transformation given by
⇢ 8 p
(x1 , x2 ) = x̄1 = ↵1 x1 + 1 x2 >
> B + B 2 4AC
T = <x̄1 = x1 + x2 ,
(x1 , x2 ) = x̄2 = ↵2 x1 + 2 x2 , p2A (12)
> 2
:x̄2 = B
> B 4AC
x1 + x2 ,
such that (3) is transformed to canonical form (~) with principal part 2A
ux1 x2 with Ā = C̄ = 0, that is,
transforms (3) to the canonical form
Ā = ↵12 A + ↵1 1B + 2
1C =0
@2u @u @u
C̄ = ↵22 A + ↵2 2 = D1 + E1 + F1 u + G1 (x̄1 , x̄2 )
2B + 2C = 0. @ x̄1 @ x¯2 @ x̄1 @ x̄2
Note that the characteristic equation of (3) is given by where D1 , E1 , F1 , G1 are constants.
A(zx1 )2 + Bzx1 zx2 + C(zx2 )2 = 0. Proof: With our choice of ↵1 , ↵2 , 1. 2, we have

Ā = C̄ = 0 and B̄ 6= 0.
PPRPPR
B̂ = 2↵1 ↵2 Ā + (↵1
Ĉ = ↵22 Ā + ↵2 2 B̄ +
+
2
Given the hyperbolic canonical form with B̄ = 1 and Ā = C̄ = 0, we

can convert to the second canonical form with principal part
+ ↵2
2
2 C̄.
@2u
@ x̂12
1 )B̄ +2
@2u
@ x̂22
We determine T 0 : (x̄1 , x̄2 ) ! (x̂1 , x̂2 ) such that B̂ = 0 and Â =

where
Â = ↵12 Ā + ↵1 1 B̄
2
1 C̄
.
1 2 C̄
Ĉ
25 / 71
Example 1:
Find the characteristic curves and transformation that converts the
PDE to canonical form:
Solution: (x1 = x, x2 = y )
which gives y 0 = 1, 3
We take the transformation

2ux1 x1
2(y 0 )2 + 4y 0
so the characterstic curves are given by
Example 2:
@x12
from which we obtain y 0 (y 0 + 5) = 0 or

dy
dx
= 0 =) y = K ,
4ux1 x2
We have A = 2, B = 4, C = 6 and B 2 4AC > 0 (hyperbolic).

The characteristic curves satisfy the ODE
y = x + K,
x̄1 = x1
6 = (2y 0
x2 ,
Convert the following PDE to the two canonical forms:

@2u
5
@2u
@x1 @x2
The PDE is hyperbolic in R2 because B 2 4AC = 25 > 0. The

associated DE ( we let x = x1 and y = x2 ) is given by
y=
6ux2 x2 + ux1 = 0.
x̄2 =
@u
(y 0 )2 + 5y 0 = 0
We consider the transformation ( change of variables )

dy
dx
=
+
2)(y 0 + 3) = 0
3x + K .
@u
@x1 @x2
3x1
=0
5 =) y =
x2 .
5x + K
28 / 71
Taking ↵1 = 1 = 1, ↵2 = 1, and 2 = 1 gives the desired result

(
since Ā = C̄ = 0 and B̄ 6= 0. x̄1 = 5x1 + x2 ,
x̄2 = x2 ,
Hyperbolic Case 2
With ↵1 = 5, 1 = 1, ↵2 = 0, 2 = 1 and
Theorem ((3) Transformation for Hyperbolic PDE) A = 1, B = 5, C = 0, D = 1, E = 1, we obtain
Gven the hyperbolic PDE (3), the transformation
8 Ā = ↵12 A + ↵1 1B + 2
1C =0
> B B̄ = 2↵1 ↵2 A + (↵1 +2
<x̂1 = A x1 + 2x2 ,
> 2 + ↵2 1 )B 1 2C = 25
p C̄ = ↵22 A + ↵2 2B + 2
2C =0
> 2
:x̂2 = B
> 4AC
x1 . D̄ = ↵1 D + 1E = 4
A
Ē = ↵2 D + 2E = 1
transforms (3) to the second canonical form
So the first canonical form (uxy = F) for the given PDE is given by
@2u @2u @u @u
= D1 + E1 + F1 u + rG1 (x̄1 , x̄2 )
@ x̂12 @ x̂22 @ x̄1 @ x̄2
@2u @u @u @2u 4 @u 1 @u
25 4 + =0 or = + .
where D1 , E1 , F1 , G1 are constants. @ x̄1 @ x¯2 @ x̄1 @ x̄2 @ x̄1 @ x¯2 25 @ x̄1 25 @ x̄2
Note that the above transformation (x1 , x2 ) ! (x̂1 , x̂2 ) is the

composition of T 0 : (x̄1 , x̄2 ) ! (x̂1 , x̂2 ) with T : (x1 , x2 ) ! (x̄1 , x̄2 ) from
Theorem 2.
PPRPPR
For the second canonical form (uxx uyy ), let us consider the
canonical form in (x̄1 , x̄2 ) and apply the transformation (see
transformation to (x̂1 , x̂2 ) on slide 25) :
So with ↵1 = 1 = 1, ↵2 = 1, 2 = 1 and
Remark:
Â =
B̂ = 2↵1 ↵2 Ā + (↵1
Ĉ = ↵22 Ā + ↵2
D̂ = ↵1 D̄ +
Ê = ↵2 D̄ +
So we obtain the second canonical form:
@2u
@ x̂12
x̂1 = x̄1 + x̄2
Ā = C̄ = 0, B̄ = 25, D̄ = 4, Ē = 1 , we obtain
↵12 Ā + ↵1
1 Ē
2 Ē
@2u
@ x̂22
1 B̄
2 B̄
Given the two transformations T1 : (x, y ) ! (x̄, ȳ ) and

T2 : (x̄, ȳ ) ! (x̂, ŷ )
T1 :
(
x̄1 = 5x1 + x2
x̄2 = x2
T2 :
(
=3
= 5.
+
x̂1 = x̄1 + x̄2

x̂2 = x̄1 x̄2
2
x̂2 = x̄1
3 @u
2
1 C̄
+ ↵2
2
2 C̄
25 @ x̂1
= 25
The transformation T : (x, y ) ! (x̂, ŷ ) is just the composition of the

above transformations, giving
T = T2 T1 =
⇢
x̂1 = 5x1 + 2x2 ,
x̂2 = 5x1 ,
which is the transformation given in Hyperbolic Case 2.

1 )B̄
25
1 @u
x̄2 .
+2
5 @ x̂2
.
1 2 C̄ =0

This means that our characteristic equation ȳ = (x, y ) is a root of
A
✓ ◆2
dy
dx
So we take
B
dy
dx
+ C = 0 =)
since the discriminant
ȳ = (x, y ) =
For , we only need to ensure ↵1
NOTE: We could also take : (x, y ) =

dy
dx

=
B
p
B ± B 2 4AC
2A
2A
(x, y ) = x or
If PDE (3) is parabolic, then the transformation given by

8
<x̄1 = x1 ( or x2 )
:x̄2 = B x1 x2 ,
@2u
@ x̄12
2A
= D1
where D1 , E1 , F1 , G1 are constants.

@u
@ x̄1
+ E1
@u
@ x̄2
y
2
=
B
2A
= 0. This gives one family of characteristics
y=
B
2A
x + K.
( or ȳ =
↵2
2A
1
x + y.
B
2A
x + y)
6= 0. We can take
(x, y ) = y .
Theorem ( (4) Transformation for Parabolic PDE)
+ F1 u + G1 (x̄1 , x̄2 )
(13)
Please verify that this change in variables transforms the given PDE
directly to the canonical form.
Parabolic Case Proof:
Suppose (3) is parabolic (B 2 4AC = 0). We need to find a Consider the transformation given by (13) where
transformation T such that (~) is in canonical form given by B
↵1 = 1, 1 = 0, ↵2 = , 2 = 1.
@2u 2A
=F
@ ū12 We have
where F is linear in u. That is, we aim to have B̄ = C̄ = 0. Ā = ↵12 A + ↵1 1B + 2

1C = A 6= 0
We have the same characteristic equation (since this comes from (3)) B̄ = 2↵1 ↵2 A + (↵1 2 + ↵2 1 )B +2 1 2C
and associated differential equation. We proceed as in the hyperbolic
case. (Again, let us use x = x1 , y = x2 ) = 2(B/2A)A + ( 1 + 0)B + 0 = 0
Since (3) and (~) are both parabolic, we have C̄ = ↵22 A + ↵2 2B + 2

2C
B2 4AC = B̄ 2 4ĀC̄ = 0. B2 B 4AC B 2

= ( )A + ( )B + C = =0
4A2 2A 4A
Hence, it suffices to make C̄ = ↵22 A + ↵2 2B + 2
2C = 0.
Hence, (~) is in canonical form. ⇤
PPRPPR
Parabolic Case
Exercise: Show that the transformation given by
Example:
The equation
@2u
2
@x1
+4
transformation given in the exercise)
it becomes
(
@2u
@x1 @x2
x̄1 = 2x1 + x2 ,
x̄1 =
x̄2 =
also transforms a hyperbolic PDE (3) to canonical form.

B
2A
B
2A
x1 + x2
x1 + x2 ,
@2u
+4 2 +
@x2
@u
@x1
= 0,
is parabolic in R2 . By the change of variables (we use the
x̄2 = 2x1 + x2
Adding the two equations in (|) is equivalent to Ā
which we obtain
then
(↵12 + 2i↵1 ↵2
If we consider
Observe that
()
8
>
>
>
<
>
>
>
:
+(
↵22 ) A + [(↵1
z(x, y ) = (x, y ) + i (x, y ) = (↵1 x +
zx = ↵1 + ↵2 i
2
1 + 2i
zx2 = ↵12 + 2i↵1 ↵2 ↵22
zy2 = 12 + 2i 1 2 2
2
zx zy = (↵1 1 ↵2 2 ) + i(↵1
Substituting () in (14), we obtain
(15) ) as its characteristic. This implies
A(y 0 )2 By 0 + C = 0 () y 0 =
can consider M+ and
z(x, y ) =
B+i
p
2A
x y
p
dy
dx
=
B±
2A
1 2
1
and zy =
↵2
2
2)
2)
C = 0.
1y )
Azx2 + Bzx zy + Czy2 = 0
which is the characteristic equation of (3) with z(x, y ) = k (given by
p
=
B±i
p
2A
since < 0. Hence, we obtain the characteristics y = M± x + k . We
= M±
1
i(↵1
+ i (↵2 x +
2
C̄ + i B̄ = 0 from
2 i.
+ ↵2
+ ↵2
1 ).
1 )]B
2 y ),

(14)
(15)
40 / 71
@2u 1 @u 1 @u B i 4AC B 2
= + . = x y+ x = (x, y ) + i (x, y )
@ x̄12 8 @ x̄1 8 @ x̄2 2A 2A
Elliptic Case Elliptic case

Suppose (3) is elliptic, that is, = B2 4AC < 0 =) M± 2 C.
We aim to to convert (3) to canonical form (~) with Theorem ( (5) Transformation of Elliptic PDE)
If PDE (3) is elliptic , then the transformation given by
Ā = C̄ and B̄ = 0.
8
>
> B
That is: <x̄1 = x1 x2
2A
p
8
2
<Ā = ↵12 A + ↵1 :x̄2 = 4AC B x1 ,
2
1 B+ 1 C = ↵22 A + ↵2 2 B+ 2
2 C = C̄ >
>
2A
:B̄ = 2↵ ↵ A + (↵ + ↵2 B+2 C = 0
1 2 1 2 1) 1 2
or equivalently, Ā C̄ = 0 and i B̄ = 0, so
@2u @2u @u @u
8 + = D1 + E1 + F1 u + G1 (x̄1 , x̄2 )
<(↵12 ↵22 ) A + (↵1 1 ↵2 2 ) B + ( 12 2 @ x̄12 @ x̄22 @ x̄1 @ x̄2
2) C = 0
(|)
:2i↵ ↵ A + i(↵ where D1 , E1 , F1 , G1 are constants.
1 2 1 2 + ↵2 1 )B + 2i 1 2 C = 0
p
where i = 1.
PPRPPR
Proof:
From our discussion above, we consider z(x, y ) = x̄1 + i x̄2 =

z(x, y ) is a characteristic of (3)
() Azx2 + Bzx zy + Czy2 = 0
() Ā C̄ + i B̄ = 0 (Verify please!)
() Ā = C̄ and B̄ = 0. :-)
Remark: It can be also shown that the transformation
Consider the equation
it becomes
8
>
>
<x̄1 = x2
>
>
p
<x̄1 =
>
B
2A
x1
:x̄2 = 4AC B x1 ,
>
>
transforms (3) to canonical form.

2A
@2u
p2
2
2
@x1
:x̄2 = 3 x1
>
+
2
@2u
which is elliptic in R2 . By the transformation

8
x1 + x2 ,
u=
+
⇤
@2u
@x1 @x2 @x22
@2u @2u
+
4
= u.
u = 0,
+i .

Exercises:
Transform the following to canonical form:

1
3
2uxx 4uxy
4uxx + 12uxy + 9uyy
uxx + 2uxy + 17uyy = 0.
Remark on the Characteristics

6uyy + ux = 0.

2ux + u = 0.
1. If u, ux , uy are known along some curve = z(x, y ), then the

second derivatives uxx , uyy , uxy are uniquely determined along
unless is a characteristic of the PDE .
Why? Suppose
Suppose u, ux , uy are given on
Then
is a smooth curve on the xy -plane given by
dux
x = x(t), y = y (t).
by
u = F (t), ux = G(t), uy = H(t).

@ x̄12 @ x̄22 3 = uxx x 0 (t) + uxy y 0 (t) = G0 (t)

dt
duy
= uyx x 0 (t) + uyy y 0 (t) = H 0 (t)
dt
Summary
Hyperbolic Case
p Together with the principal part of the PDE : Auxx + Buxy + Cuyy , we
B± B2 4AC
(x1 , x2 ) = M+ x1 + x2 = x̄1 M± = have a system of three equations in 3 unknowns (uxx , uxy , uyy ) which
2A
can be solved unless
(x1 , x2 ) = M x1 + x2 = x̄2
A B C
Parabolic Case x0 y0 0 = A(y 0 )2 + C(x 0 )2 Bx 0 y 0 = 0
(x1 , x2 ) = x̄1 = x1 0 x0 y0
B
(x1 , x2 ) = x̄2 = x1 x2 () A(dy )2 B(dx)(dy ) + C(dx)2 = 0
2A
Elliptic Case () z(x, y ) is a characteristic curve of the PDE.
B
(x1 , x2 ) = x̄1 = x1 x2
2A
p
4AC B 2
(x1 , x2 ) = x̄2 = x1
2A
PPRPPR
3.4 Transformation for the Non-Constant Coefficient
Case in R2
Suppose the coefficients A, B, C, D, E, F , and G are functions of
x1 , x2 2 ⌦ and such that A2 + B 2 + C 2 6= 0 on ⌦. We consider
where (
@2u
for x > 0.
2
@x1
+B
In particular,
Ā =
B̄ = 2
D̄ =
Ē
x
@2u
@x1 @x2
=
y
@2u
+C 2 +D
@x2
2
@u
@x1
x1
y
x1 A
+E
x1 x1 A
x1 x1 A
x
+
@u
@x2
x1 A
Example
+
+
+ Fu + G = 0.
We also apply a nonsingular transformation given by

x̄1 = (x1 , x2 ),
Consider the Tricomi equation uxx + xuyy = 0.

Evaluating =
p
x1 x2 B
x1 x2 B
+
+
x2 x2 C
x2 x2 C
Hyperbolic Region. Let x < 0. Then with A = 1, B = 0, and C = x, we

have
Hence, dy /dx = ±
p
M± =
±
p
2
4x
=±
p
x 2 R.
x The characteristics are given by
2
y = ± ( x)3/2 + K .
3
We consider the transformation given by
2
x̄2 = (x1 , x2 )
6= 0) to transform (F) to canonical form (F̄).
x1
+(
x2 B +
x1 x2
2
x2 C, C̄
+ x2
=
x1 )B
+(
+(
2
x1 A
x1 D
+2
x1 D
4x, the equation is hyperbolic for x < 0 and elliptic

+
+
+
x2
x1
x2 E)
x2 E)
x2 C
x2 B +

2
x2 C
(F)
49 / 71
We obtain
3
1
4xux̄,ȳ + ( x) 1/2 (ux̄ + uȳ ) = 0
2
Solve for x in terms of x̄, ȳ using and to obtain
For the elliptic region, exercise!
Outline of Solution for the Elliptic Region:

Let x > 0. Then we have
dy
dx
This gives us the curve

2
3
=±
Consider the characteristics

p
We consider the transformation:

p
( x)
x = [ (x̄ + ȳ )]2/3
4
Hence, the PDE in canonical form is given by
x = ±i x 2 C.
x̄ = (x, y ) =
2
1/2
ux̄ ȳ =
3
= [ (x̄ + ȳ )]
4
ux̄ + uȳ
6(x̄ + ȳ )
.
y = ± ( x)3/2 + K = ± ix 3/2 = K .
3
z(x, y ) =
y,
2 3/2
3
ix y.
ȳ = (x, y ) =
1/3
2 3/2
3
x .
52 / 71
(x, y ) = ( x)3/2 y CANONICAL FORM:

3
2 1 1
(x, y ) = ( x)3/2 + y . ux̄ x̄ + uȳ ȳ = p uȳ = uȳ
3 2 x3 3ȳ
We have 3.5 Second Order PDEs in Rn

2 2
Ā = xA + x yB + y C,
B̄ = 2 x xA + ( x y + y x )B +2 y yC
2 2
C̄ = x A + x x2 B + y C General Form:
D̄ = xx A + xy B + yy C +( xD + y E)
Ē @u @ 2 u
= xx A + xy B + yy C +( xD + y E) F (x1 , x2 , . . . , xn , u, , )=0
@xi @xi @xj
From the transformation,
where u = u(x1 , x2 , . . . , xn ) and i, j = 1, 2, . . . n.
2 2
(x, y ) = ( x)3/2 y, (x, y ) = ( x)3/2 + y ,
3 3
N N
we obtain X @2u X @u
aij + bi + cu = F (??)
@xi @xj @xi
x = xx = x = xx = i,j=1 i=1
y = yy = y = yy =
1
So : Ā = C̄ = 0, B̄ = 4x, D̄ = Ē = ( x)1/2
2
PPRPPR
Remarks:
The classification is still dependent on the coefficients in the
principal part, in particular, the coefficients aij of the second
derivatives uxi xj =
if we take
A
@2u
A 2 +B
@x12
@x1
+B
@x1 @x2
@2u
@x1 @x2
@2u
@x1 @xj
+C 2 +D
@x2
@2u
+C 2 =@
@x2
@u
@x1
.
We assume the matrix A = (aij ) defined by the coefficients is

symmetric, that is, aij = aji .
The symmetric condition is not restrictive since if the solution is in
C 2 , uxi xj = uxj xi . We can replace aij and aji by
a11 = A,
B/2
+E
@u
@x2
+ Fu + G = 0,
aij + aji
2
a12 = B/2 = a21 ,

the principal part of (3) can be expressed as a product of two matrices
[aij ] · [uxi xj ]:
0
A
.
For the linear PDE of order 2 in R2 given by (3)
@2u @2u @2u
B/2
C
a22 = C
1 0
A·@
ux1 x1
ux2 x1
ux1 x2
ux2 x2
1
A
55 / 71
Consider
This equation has two real roots
1 2 =
Hence, we have
(c) (Elliptic)
p
1,2
Multiplying the two roots gives

=
(A + C) + (A C)2 + B 2 (A + C)
2
(A + C)2 (A C)2 B 2
4
=
4
·
4AC)
4
=
2
1 2
p
B 2 + 4AC
.
4
=
(A
2
.
(A + C)
1, 2
p
(A + C) ± (A + C)2 +
p2
(A + C) ± (A + C)2 + B 2 4AC
p 2
(A + C) ± (A C)2 + B 2
2
.
This means that the type (hyperbolic, parabolic, elliptic) of the given
PDE is determined by 1 2 . Specifically,
(a) (Hyperbolic)
(b) (Parabolic)
> 0 ()
()
1 2
= 0 () at least one of
< 0 ()
The same analogy is given for PDEs in n variables.

1
1
<0
/4 = 0
(B 2
6= 0, 2 6= 0 and are of opposite signs,
6= 0, 2
1 and 2 is zero,
6= 0 and have the same sign.
C)2 + B 2
Classification for PDEs in Rn

We consider the matrix
0 1 Let us now consider the second order PDE in Rn given by (??). Its
A B/2 principal part can also be expressed as a product of two matrices
A=@ A (aij )(uxi xj ).
B/2 C
The matrix A associated with the coefficients aij of the principal part of
whose eigenvalues satisfy (??) has eigenvalues given by the roots of
A B/2 a11 a12 ... a1N

B2
= (A )(C ) = 0, (16) a21 a22 ... a2N
4 = det(A I) = 0. (A)
B/2 C ... ... ... ...
aN1 aN2 . . . aNN
or equivalently
If A is symmetric,
2
(A + C) (B 2 4AC)/4 = 0. A has N real eigenvalues
Let = B2 4AC. the number of negative, positive, or zero eigenvalues at an
arbitrary point x0 2 RN is invariant under affine transformations of
coordinates.
PPRPPR
Classification for PDEs in Rn
Definition
Let 1 , 2 , . . . , N be the eigenvalues given by the roots of (A) and let
x0 2 Rn . Then PDE (??) is called
Let
1
Remark:
hyperbolic at the point x0 if 1 , 2 , . . . ,
the same sign except one at x0 ,
parabolic at the point x0 if one of
elliptic at the point x0 if
same sign at x0 ,
1,
P be the number of positive eigenvalues of matrix A

Z be the number of zero eigenvalues
then (??) is
elliptic if Z = 0 and P = 0 or Z = 0 and P = n
hyperbolic if Z = 0 and P = 1 or Z = 0 and P = n
ultrahyperbolic if Z = 0 and 1 < P < n
parabolic if Z > 0 (or det A = 0)
2, . . . ,
least two of them are negative and two of them are positive,
1,
N
N
ultrahyperbolic at the point x0 if 1 , 2 , . . . , N are not zero and at
Equation (??) is called elliptic, hyperbolic, parabolic, or ultrahyperbolic

on ⌦ if it is elliptic, hyperbolic, parabolic, or ultrahyperbolic at every
point of ⌦, respectively.
3.1– 3.4 (Classification, Transformations) §3 Classification of 2nd Order PDEs

are not zero and are of
2, . . . ,
1
n is zero at x0 .
are not zero and have the
1
61 / 71
Let us consider in particular the wave equation in R3 given by
An
det CA
0
0
a.
-
=
3
=
-
(3
,
,
poop E)
IX )
(3-7) [
1
whose roots are 1, 1, 1. So, Z = 0 and P = 2 = 3

implies the PDE is hyperbolic.
Classify 3ux1 x1 + ux2 x2 + 4ux3 x3 + 4ux2 x3 = 0.
Example classify
(x Xi
:
Azz
0
3- 7)
-
-
7) [ ( I
-
-
utt
We have (for the coordinates (x, y , t)): a11 = 1, a22 = 1, a33 =

Hence det(A I) = 0 is given by
13¥
Ct HH X )
(3-2) (22-52)=(3-7) X
-
4
,
1
-
0
0
Azz
uxx
Xz
3 U
Z
7) ( 47 )
-
xx
-
-
-
5×-122-47--0
Xs
=
t
-
uyy = 0.
= (1
in
7,9
-
4
,
Azz
4/(3-2)=0
]
I
=
)2 ( 1
Ulyyt4Uzzt4 Uyzso
handouts
)
④
CS T )
-
=
) = 0,
1. This
0
1.
64 / 71
Eigenvalues :
X -
⑦ 3 5
parabolic
,
Oui an
eigenvalue PDE
Examples: Principal Part of Canonical Forms
N
@2u X @2u
N
X1
1 Hyperbolic:
@2u @x12 @xi2
1 Wave Equation = uxi xi (Hyperbolic) i=2
@t 2 N
i=1 X @2u
N 2 Elliptic:
@u X @xi2
2 Heat Equation = uxi xi (Parabolic ) i=1
@t NXm
i=1
@2u
@2u @2u @2u 3 Parabolic:
3 Laplace Equation + + ... + =0 (Elliptic) i=1
@xi2
2
@x1 2
@x2 @xN2
where m = Z > 0
Classify 3ux1 x1 + ux2 x2 + 4ux3 x3 + 4ux2 x3 = 0. m N
4 X @2u X @2u
4 Ultrahyperbolic:
5 3ux1 x1 + ux2 x2 + 4ux3 x3 + 4ux1 x2 = 0? @xi2 @xi2
i=1 i=m+1
where 1 < m = P < N 1
PPRPPR
Constant Coefficient Case
Theorem
Suppose equation (??) has constant coefficients aij in a set ⌦ ✓ RN .
Then there is a linear transformation of the form
new coordinates is of the form
Remark:
x̄i =
N
X
k =1
bik xk ,
N
X
k =1
i = 1, . . . , N,
with (bij )1i,jN nonsingular such that the principal part of (??) in the
i ux̄i x̄i .
where i (i = 1, 2, . . . , N) are the eigenvalues (not necessarily distinct)

of matrix A.
3.1– 3.4 (Classification, Transformations) §3 Classification of 2nd Order PDEs
The transformation is of the form X̄ = B T X , where x, x̄ 2 Rn .

The matrix C corresponding to the transformed PDE is given by
C = B T AB.
B can be chosen such that C is a diagonal matrix which removes

all terms of the form uxi xj , i 6= j.
From a theorem in Linear Algebra, the columns of B are the
normalized eigenvectors of A and the diagonal entries of C are
the corresponding eigenvalues of A.
To transform N
P
k =1 i ux̄i x̄i to canonical form, a rescaling of the
independent variables is applied where
Example/Exercise:
Classify and transform to canonical form:
Solution:
2uxx + 2uyy
@ 4
1 = 2, 2 = 18, 3 = 9.
2
6
4
2
bk · bk = b1k2 2
+ b2k
6
15uzz + 8uxy
15
1
6 A
The eigenvalues are given by the solutions of det(A

12uyz
The matrix corresponding to the principal part of the given PDE is

given by
0
From the Remark, the k th column vector bk = (b1k , b2k , b2k )T of

the diagonalizing matrix B satisfies
(A k I)bk = 0 (consisting of 3 equations)
2
+ b2k = 1.
To illustrate: For k = 1, 1 = 2.
From (A k I)bk = 0 for k = 1, we obtain b11 =
Using b1 · b1 = 1, we have b11 = b21 =
X̄ = B T X to obtain
2ux̄ x̄ 18uȳ ȳ + 9uzz = 0.

p p
p
1
2
Solving for B satisfying the above conditions, we obtain the
Rescaling, with x̂ = x̄/ 2, ŷ = ȳ /3 2, ẑ = z̄/3, we obtain

12uxz = 0.
I) = 0:
b21 and b31 = 0

and b31 = 0.
change of variables from X = (x, y , z) to X̄ = (x̄, ȳ , z̄) via

70 / 71
N
X x̄i ux̄ x̄ uȳ ȳ uzz = 0.
for i 6= 0: x̂i = , and for i = 0: x̂i = x̄i . (17)
| i|
k =1 pak ganern!
Note that if X̄ = (x̄1 , x̄2 , . . . , x̄1 ) is related to X = (x1 , x2 , . . . , x1 ) by

the linear transformation X̄ = B T X , that is,
n
X
x̄i = bki xk (i = 1, 2, ..., n),
k =1
then the PDE of the form (??)

n N
X @2u X @u
aij + bi + cu = F
@xi @xj @xi
i,j=1 i=1
is transformed to (using the Chain Rule as in the 2-dimensional

case)
n n
X @2u X @u
Cij + Bi + Cu = F .
@ x̄i @ x̄j @ x̄i
i,j=1 i=1
EXERCISE: Find form for Cij , Bi .
3.1– 3.4 (Classification, Transformations) §3 Classification of 2nd Order PDEs MATH 221 (IMATH, UPDiliman) 69 / 71

3 Classification of 2nd Order PDEs

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PPRPPR §3 Classification of Second Order Linear PDEs

3.1– 3.4 (Classification, Transformations)