Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
Note:
It is intimated that the following lectures will not be repeated and would be part
of mid-term & final exam as well.
(Week 4) Lectures 5-6
Overviews: Learning Overviews of the last lecture are
Second-Order Partial Differential Equations
Types of Second-Order Partial Differential Equations
Canonical form of Second-Order Partial Differential Equations
Objectives: Learning objectives of this lecture are
Canonical form of Second-Order Partial Differential Equations
Text Book & Recourses:
1. J. Kevorkian, Partial Differential Equations: Analytical Solution Techniques. Texts in
Applied Mathematics, vol. 35. 2nd ed. New York, NY: Springer, 2000. ISBN:
9780387986050.
2. J. Kevorkian, Partial Differential Equations, Wadsworth and Books, 1989.
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
CLASSIFICATION OF PARTIAL DIFFERENTIAL EQUATIONS AND
CANONICAL FORMS
1.1 Canonical forms
Let us now try to construct transformations, which will make one, or possibly two
of the coefficients of the leading second order terms of equation (7) vanish, thus
reducing the equation to a simpler form called canonical from. For convenience, we
reproduce below the original PDE
𝐴(𝑥, 𝑦)𝑢𝑥𝑥 + 𝐵(𝑥, 𝑦)𝑢𝑥𝑦 + 𝐶(𝑥, 𝑦)𝑢𝑦𝑦 = 𝐹(𝑥, 𝑦, 𝑢, 𝑢𝑥 , 𝑢𝑦 ) (1)
and the corresponding transformed PDE
𝑎(𝜉, 𝜂)𝑤𝜉𝜉 + 𝑏(𝜉, 𝜂)𝑤𝜉𝜂 + 𝑐(𝜉, 𝜂)𝑤𝜂𝜂 = 𝜙(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (2)
We again mention here that for the PDE (2) (or (7)) to remain a second-order PDE,
the coefficients A, B, and C (or a, b, and c) do not vanish simultaneously.
By definition, a PDE is hyperbolic if the discriminant Δ = 𝐵2 − 4𝐴𝐶 > 0. Since
the sign of discriminant is invariant under the change of coordinates (see equation
(9)), it follows that for a hyperbolic PDE, we should have 𝑏 2 − 4𝑎𝑐 > 0. The
simplest case of satisfying this condition is 𝑎 = 𝑐 = 0. So, if we try to chose the
new variables 𝜉 and 𝜂 such that the coefficients a and c vanish, we get the following
canonical form of hyperbolic equation:
𝑤𝜉𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (3)
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
𝜙
where Ψ = . This form is called the first canonical form of the hyperbolic
𝑏
equation. We
also have another simple case for which 𝑏 2 − 4𝑎𝑐 > 0 condition is satisfied. This
is the case when 𝑏 = 0 and 𝑐 = −𝑎. In this case (9) reduces to
𝑤𝛼𝛼 − 𝑤𝛽𝛽 = Ψ(𝛼, 𝛽, 𝑤, 𝑤𝛼 , 𝑤𝛽 ) (4)
which is the second canonical form of the hyperbolic equation.
By definition, a PDE is parabolic if the discriminant Δ = 𝐵2 − 4𝐴𝐶 = 0. It follows
that for a parabolic PDE, we should have 𝑏 2 − 4𝑎𝑐 = 0. The simplest case of
satisfying this condition is a(or c) = 0. In this case another necessary requirement b
= 0 will follow automatically (since 𝑏 2 − 4𝑎𝑐 = 0). So, if we try to chose the new
variables 𝜉 and 𝜂 such that the coefficients a and b vanish, we get the following
canonical form of parabolic equation:
𝑤𝜂𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (5)
𝜙
where Ψ = .
𝑐
By definition, a PDE is elliptic if the discriminant Δ = 𝐵2 − 4𝐴𝐶 < 0. It follows
that for a elliptic PDE, we should have 𝑏 2 − 4𝑎𝑐 < 0. The simplest case of
satisfying this condition is b = 0 and c = a. So, if we try to chose the new variables
Advanced Partial Differential Equations (SMT-702)
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𝜉 and 𝜂 such that b vanishes and c = a, we get the following canonical form of elliptic
equation:
𝑤𝜉𝜉 + 𝑤𝜂𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (6)
𝜙
where Ψ = .
𝑎
In summary, equation (7) can be reduced to a canonical form if the coordinate
transformation 𝜉(𝑥, 𝑦) and 𝜂(𝑥, 𝑦) can be selected such that:
𝑎 = 𝑐 = 0 corresponds to the first canonical form of hyperbolic PDE given
by
𝑤𝜉𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (7)
𝑏 = 0, 𝑐 = −𝑎 corresponds to the second canonical form of hyperbolic
PDE given by
𝑤𝛼𝛼 − 𝑤𝛽𝛽 = Ψ(𝛼, 𝛽, 𝑤, 𝑤𝛼 , 𝑤𝛽 ) (8)
𝑎 = 𝑏 = 0 corresponds to the canonical form of parabolic PDE given by
𝑤𝜂𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (9)
𝑏 = 0, 𝑐 = 𝑎 corresponds to the canonical form of elliptic PDE given by
𝑤𝜉𝜉 + 𝑤𝜂𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (10)
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
1.2 Hyperbolic equations
For a hyperbolic PDE the discriminant D(= B2−4AC) > 0. In this case, we have seen
that, to reduce this PDE to canonical form we need to choose the new variables 𝜉
and 𝜂 such that the coefficients a and c vanish in (7). Thus, from (8), we have
𝑎 = 𝐴 𝜉𝑥2 + 𝐵 𝜉𝑥 𝜉𝑦 + 𝐶 𝜉𝑦2 = 0 (11)
𝑐 = 𝐴 𝜂𝑥2 + 𝐵 𝜂𝑥 𝜂𝑦 + 𝐶 𝜂𝑦2 = 0 (12)
Dividing equation (11) and (12) throughout by 𝜉𝑥2 and 𝜂𝑥2 respectively to obtain
𝜉𝑥2 𝜉𝑥
𝐴 +𝐵 +𝐶 =0 (13)
𝜉𝑦2 𝜉𝑦
𝜂𝑥2 𝜂𝑥
𝐴 2 +𝐵 +𝐶 =0 (14)
𝜂𝑦 𝜂𝑦
𝜉𝑥
Equation (13) is a quadratic equation for whose roots are given by
𝜉𝑦
−𝐵 − √𝐵2 − 4𝐴𝐶
𝜇1 (𝑥, 𝑦) =
2𝐴
−𝐵 + √𝐵2 − 4𝐴𝐶
𝜇2 (𝑥, 𝑦) =
2𝐴
The roots of the equation (14) can also be found in an identical manner, so as only
two distinct roots are possible between the two equations (13) and (14). Hence, we
may consider 𝜇1 as the root of (13) and 𝜇2 as that of (14). That is,
𝜉𝑥 −𝐵−√𝐵2 −4𝐴𝐶
𝜇1 (𝑥, 𝑦) = = (15)
𝜉𝑦 2𝐴
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
𝜂𝑥 −𝐵+√𝐵2 −4𝐴𝐶
𝜇2 (𝑥, 𝑦) = = (16)
𝜂𝑦 2𝐴
The above equations lead to the following two first-order differential equations
𝜉𝑥 − 𝜇1 (𝑥, 𝑦)𝜉𝑦 = 0 (17)
𝜂𝑥 − 𝜇1 (𝑥, 𝑦)𝜂𝑦 = 0 (18)
These are the equations that define the new coordinate variables x and h that are
necessary to make a = c = 0 in (7).
As the total derivative of 𝜉 along the coordinate line 𝜉(𝑥, 𝑦) = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, 𝑑𝜉 = 0.
It follows that
𝑑𝜉 = 𝜉𝑥 𝑑𝑥 + 𝜉𝑦 𝑑𝑦 = 0
and hence, the slope of such curves is given by (rearranging of above equation)
𝑑𝑦 𝜉𝑥
=−
𝑑𝑥 𝜉𝑦
We also have a similar result along coordinate line𝜂(𝑥, 𝑦) = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡, i.e.,
𝑑𝑦 𝜂𝑥
=−
𝑑𝑥 𝜂𝑦
Using these results, equation (14) can be written as
𝑑𝑦 2 𝑑𝑦
𝐴( ) −𝐵( ) +𝐶 = 0 (19)
𝑑𝑥 𝑑𝑥
This is called the characteristic polynomial of the PDE (2) and its roots are given by
𝑑𝑦 −𝐵+√𝐵2 −4𝐴𝐶
𝜆1 (𝑥, 𝑦) = = (20)
𝑑𝑥 2𝐴
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
𝑑𝑦 −𝐵−√𝐵2 −4𝐴𝐶
𝜆2 (𝑥, 𝑦) = = (21)
𝑑𝑥 2𝐴
The required variables 𝜉 and 𝜂 are determined by the respective solutions of the two
ordinary differential equations (20) and (21), known as the characteristic equations
of the PDE (2). They are ordinary differential equations for families of curves in the
xy-plane along which 𝜉 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝜂 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡. Clearly, these families of
curves depend on the coefficients A, B, and C in the original PDE (2).
Integration of equation (20) leads to the family of curvilinear coordinates 𝜉(𝑥, 𝑦) =
𝑐1 while the integration of (21) gives another family of curvilinear coordinates
𝜂(𝑥, 𝑦) = 𝑐2 , where 𝑐1 and 𝑐2 are arbitrary constants of integration. These two
families of curvilinear coordinates 𝜉(𝑥, 𝑦) = 𝑐1 and 𝜂(𝑥, 𝑦) = 𝑐2 are called
characteristic curves of the hyperbolic equation (2) or, more simply, the
characteristics of the equation. Hence, second-order hyperbolic equations have two
families of characteristic curves. The fact that Δ > 0 means that the characteristic
are real curves in xy-plane.
If the coefficients A, B, and C are constants, it is easy to integrate equations (20) and
(21) to obtain the expressions for change of variables formulas for reducing a
hyperbolic PDE to the canonical form. Thus, integration of (20 – 21) produces
−𝐵+√𝐵2 −4𝐴𝐶 −𝐵−√𝐵2 −4𝐴𝐶
𝑦= 𝑥 + 𝑐1 and 𝑦 = 𝑥 + 𝑐2 (22)
2𝐴 2𝐴
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
−𝐵+√𝐵2 −4𝐴𝐶 −𝐵−√𝐵2 −4𝐴𝐶
𝑦− 𝑥 = 𝑐1 and 𝑦 − 𝑥 = 𝑐2 (23)
2𝐴 2𝐴
Thus, when the coefficients A, B, and C are constants, the two families of
characteristic curves associated with PDE reduces to two distinct families of parallel
straight lines. Since the families of curves 𝜉 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝜂 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 are the
characteristic curves, the change of variables are given by the following equations:
−𝐵+√𝐵2 −4𝐴𝐶
𝜉 =𝑦− 𝑥 = 𝑦 − 𝜆1 𝑥 (24)
2𝐴
−𝐵−√𝐵2 −4𝐴𝐶
𝜂 =𝑦− 𝑥 = 𝑦 − 𝜆2 𝑥 (24)
2𝐴
The first canonical form of the hyperbolic is:
𝑤𝜉𝜂 = Ψ(𝜉, 𝜂, 𝑤, 𝑤𝜉 , 𝑤𝜂 ) (25)
𝜙
where Ψ = and b is calculated from (8)
𝑏
𝑏 = 2𝐴 𝜉𝑥 𝜂𝑥 + 𝐵 (𝜉𝑥 𝜂𝑦 + 𝜉𝑦 𝜂𝑥 ) + 2𝐶 𝜉𝑦 𝜂𝑦
−𝐵 + √𝐵2 − 4𝐴𝐶 −𝐵 − √𝐵2 − 4𝐴𝐶
= 2𝐴 (− ) (− )
2𝐴 2𝐴
−𝐵 + √𝐵2 − 4𝐴𝐶 −𝐵 − √𝐵2 − 4𝐴𝐶
+ 𝐵 ((− ) (1) + (1) (− ))
2𝐴 2𝐴
+ 2𝐶 (1)(1)
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
2
(−𝐵)2 − (√𝐵2 − 4𝐴𝐶) 𝐵 − √𝐵2 − 4𝐴𝐶 + 𝐵 + √𝐵2 − 4𝐴𝐶
= 2𝐴 ( ) + 𝐵 ( )
(2𝐴)2 2𝐴
+ 2𝐶
𝐵2 − 𝐵2 + 4𝐴𝐶 2𝐵
= ( ) + 𝐵 ( ) + 2𝐶
2𝐴 2𝐴
2𝐴𝐶 𝐵2
= ( ) + ( ) + 2𝐶
𝐴 𝐴
𝐵2
= 2𝐶 + + 2𝐶
𝐴
𝐵2
= + 4𝐶
𝐴
Each of the families 𝜉(𝑥, 𝑦) = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 and 𝜂(𝑥, 𝑦) = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 forms an
envelop of the domain of the xy-plane in which the PDE is hyperbolic.
The transformation 𝜉 = 𝜉(𝑥, 𝑦) and 𝜂 = 𝜂(𝑥, 𝑦) can be regarded as a
mapping from the xy-plane to the 𝜉𝜂-plane, and the curves along which 𝜉and
𝜂are constant in the xy-plane become coordinates lines in the 𝜉𝜂-plane.
Since these are precisely the characteristic curves, we conclude that when
a hyperbolic PDE is in canonical form, coordinate lines are characteristic
curves for the PDE. In other words, characteristic curves of a hyperbolic PDE
are those curves to which the PDE must be referred as coordinate curves in
order that it take on canonical form.
Advanced Partial Differential Equations (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685
We now determine the Jacobian of transformation defined by (23) and (24).
We have
−𝝀𝟏 𝟏
𝑱=| | = 𝝀𝟐 − 𝝀𝟏
−𝝀𝟐 𝟏
We know that 𝝀𝟏 = 𝝀𝟐 only if 𝐵2 − 4𝐴𝐶 = 0. However, for an hyperbolic PDE,
𝐵2 − 4𝐴𝐶 ≠ 0. Hence Jacobian is nonsingular for the given transformation. A
consequence of 𝝀𝟏 ≠ 𝝀𝟐 is that at no point can the particular curves from each family
share a common tangent line.
