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(x, y) U
(5.1)
(5.2)
e0 [w] = Aw + 2Bw + Cw
with the coefficients of the principal part L
given by
A(, ) = ax2 + 2bx y + cy2
B(, ) = ax x + b(x y + y x ) + cy y
C(, ) =
ax2
+ 2bx y +
(5.3)
cy2
Observe that
t
A B
a b
= x y
x x ,
B C
y y
b c
y y
where t denotes the transpose of the matrix. Recalling that the determinant
of the product of matrices is equal to the product of the determinants of
matrices and that the determinant of a transpose of a matrix is equal to the
determinant of a matrix, we get
a b
A B
(J(x, y))2 .
(5.4)
= det
det
b c
B A
This shows that the discriminant of L has the same sign as the discriminant
of the transformed equation and so it is an invariant of the change of coordinates. Consequently, we can classify equations (5.1) according to the sign
of the discriminant.
Definition 5.1. The equation (5.1) is called
hyperbolic at (x, y) if (L)(x, y) > 0.
parabolic at (x, y) if (L)(x, y) = 0.
elliptic at (x, y) if (L)(x, y) < 0.
Example 5.2.
tion.
(5.5)
Hence the equation (5.5) is hyperbolic for y < 0, parabolic when y = 0, and
elliptic for y > 0.
Next we shall show that we can find changes of coordinates in which the
(5.1) takes a simple form.
Hyperbolic equations.
Suppose that equation (5.1) is hyperbolic on the domain U . This means
that b2 ac > 0 at each point of U . We shall show that in this we can
choose (x, y) 7 ((x, y), (x, y)) so that
A(, ) = ax2 + 2bx y + cy2 = 0
(5.6)
(5.7)
Under such a change of coordinates and dividing by 2B the hyperbolic equation (5.1) takes its canonical form
e
L[w]
= w + [w] = G,
(5.8)
b + b2 ac
b b2 ac
y x
y = 0
a x
a
a
and so, we need to solve the following two linear equations
x 1 y = 0
(5.9)
x 2 y = 0,
(5.10)
and
where we have abbreviated
b b2 ac
1 =
a
and 2 =
b2 ac
.
a
(5.11)
dy
= 1 ,
dt
dz
= 0.
dt
The last equation says that the solution is constant along each of the characteristics (x(t), y(t)). In view of the first two equations, the characteristics
can be obtain as curves y = y(x) solving
dy
=
dx
dy
dt
dx
dt
= 1 ,
(5.12)
and then the solution is constant at points (x, y(x)). Similarly, one solves
(5.10) to obtain .
In summary, to choose and one solves the (5.11) to obtain two real
roots 1 and 2 . Then, denoting by
f (x, y) = C1
and
g(x, y) = C2
and
dy
= 2 (x, y),
dx
(5.13)
The solutions of both equations in (5.13) are called the two families of characteristics of (5.1).
Example 5.4. Consider
yuxx + uyy = 0
In the region where y < 0, the equation is hyperbolic. Solving y2 + 1 = 0,
one finds two real solutions
1 =
1
(y)1/2
and 2 =
dx (y)1/2
and
35
1
(y)1/2
dy
dx
+ 1 = 0 and
dy
1
= 0.
+
dx (y)1/2
dy
dx
+ 2 = 0,
2
(y)3/2 + x = C2 .
3
and
Therefore, we set
2
= (y)3/2 + x
3
and
2
= (y)3/2 + x.
3
y = (y)1/2 ,
x = 1,
y = (y)1/2 .
uxx = v + 2v + v
1
uyy = yv + 2yv yv + (y)1/2 [v v ].
2
Substituting into the equation, one obtains
0 = yuxx + uyy
1
1
1/2
3/2
[v v ] = 4y v (y)
(v v ) .
= 4yv + (y)
2
8
1
(v v ) = 0.
6( )
Parabolic equations.
Suppose that (5.1) is parabolic on the domain U . Hence b2 ac = 0 at
each point of U . As before assume that a 6= 0 on U . We find a map
(x, y) 7 (x, y), (x, y)) so that B(, ) = A(, ) = 0. It suffices to make
A = 0 since 0 = B 2 AC = B 2 implies that B(, ) = 0. Under such
a change of coordinates the parabolic equation (5.1) can be brought to its
canonical form
e
L[w]
= w + [w] = G(, )
(5.15)
i.e.,
dy
y
= .
dx
x
y = x,
x = 1,
y = 0.
The Jacobian of the map (x, y) 7 ((x, y), (x, y)) is nonzero. Let v(, ) =
u(x(, ), y(, )), that is, u(x, y) = v((x, y), (x, y)). Using the chain rule,
ux = yv + v
uy = xv
uxx = y 2 v + 2yv + v
uxy = xyv + xv + v
uyy = x2 v .
Substituting into the equation, one gets
x2 v + xv = 0,
so that, using x = ,
1
v + v = 0.
1
A()
38
b i ac b2
1 =
a
and
39
b i ac b2
2 =
.
a
and
dy
= 2 .
dx
(5.16)
This time the solutions are complex. If f (x, y) = C1 and g(x, y) = C2 are
complex solutions of (5.16), then
(x, y) = f (x, y)
Then set
=
1
( + )
2
and =
1
( ).
2i
i
y 1/2
and
2 =
i
y 1/2
dy
+1 = 0 and
We look for two complex families of characteristics, dx
0,
dy
dy
i
i
+ 1/2 = 0 and
1/2 = 0.
dx y
dx y
and
2 3/2
y ix = C2 .
3
and
2
= y 3/2 x,
3
Therefore, we set
2
= y 3/2 + x
3
and then
1
2
= ( + ) = y 3/2
2
3
and
40
1
( ) = x.
2i
dy
dx +2
y = y 1/2 ,
x = 1,
1
v = 0.
2y 3/2
41
y = 0.