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Question
Classify each of the following differential equations below as either hyperbolic,

parabolic or elliptic. Find the characteristics, transform the equation to
characteristic coordinates and express the general solution in the original
variables.
(a) uxx + 3uxy + 2uyy = 0
(b) uxx + 2uxy + 2uyy = 0
(c) uxx + 2uxy + uyy = 0
(d) uxx + 4uxy − 5uyy = 0
(e) uxx + uyy = 0
(f ) uxx − uyy = 0
Answer
All are second order linear homogeneous with constant coefficients.
3 1
(a) a = 1, b = , c = 2; b2 − ac = > 0, hyperbolic.
2 4
Characteristics
  s 

 3 9
ξ = y + − + − 2 x


2 4



 s 

 3 9

 η = y + − − − 2 x
2 4



i.e., (
ξ =y−x
η = y − 2x
i.e., (
y = x + const
y = 2x + const
∂2u
Transforms to ∂η = 0 in characteristic coordinates
∂ξ
whence u = f (ξ) + g(η) in general solution
so u(x, y) = f (y − x) + g(y − 2x)
1
CHECK:
ux = −f 0 − 2g 0 uxx = f 00 + 4g 00
uy = f 0 + g 0 uyy = f 00 + g 00
uxy = −f 00 − 2g 00
df (ξ) dg(η)
where f 0 denotes and g 0 denotes etc.
dξ dη
so
uxx + 3uxy + 2uyy = +f 00 + 4g 00 + 3(−f 00 − 2g 00 ) + 2f 00 + 2g 00

= 3f 00 + 6g 00 − 3f 00 − 6g 00
√
= 0
(b) a = 1, b = 1, c = 2; b2 − ac = −1 < 0 elliptic

No real characteristics. However try the solution
 ³ √ ´
 ξ = ay + −b + b2 − ac x
³ √ ´
 η = ay + −b + b2 − ac x
i.e., (
ξ = y + (i − 1)x
η = y + (−i − 1)x
NB complex conjugate coefficients of x

Although these are complex characteristics (which we normally reject)
∂2u
we can use these formally as in the hyperbolic case to eliminate the 2
∂ξ
∂2u
and terms in the transformed (2.1), equation (2.4) of the lecture
∂η 2
notes. Instead of obtaining Laplace’s equation as in the lecture notes,
∂2u
we obtain = 0 with solutions u = p(ξ) + q(η), i.e.,
∂ξ∂η
u(x, y) = p(y − (1 − i)x) + q(y − (1 + i)x)
This formula could only become real with appropriate boundary condi-
tions (see later). However, we can check that it does satisfy the original
equation:
2
CHECK:
ux = p0 (i − 1) + q 0 (−i − 1) uxx = p00 (i − 1)2 + q 00 (−i − 1)2
uy = p 0 + q 0 uyy = p00 + q 00
uxy = p00 (i − 1) + q 00 (−i − 1)
uxx + 2uxy + 2uyy

= p00 [(i − 1)2 + 2(i − 1) + 2] + q 00 [(−i − 1)2 + 2(−i − 1) + 2]
= p00 [−1 − 2i + 1 + 2i − 2 + 2] + q 00 [−1 + x + 1 − 2i − 2 + 2]
√
= 0
NB
Say we carried out the method of the lecture notes and transformed as

 ξ¯ = cx − by
√ = 2x − y

ac − b2
η̄ = y = y


The we would obtain Laplace’s equation.
uξ̄ξ̄ + uη̄η̄ = 0
What is the general solution of this? Try the solution
u = f (ξ¯ + iη̄) + g(ξ¯ − iη̄) f, g arbitrary
It works, so the general solution must be
u(x, y) = f (2x − y + iy) + g(2x − y − i − y)

= f (2x + (i − 1)y) + g(2x + (−i − 1)y)
How does this relate to the solution above?

Well f, g, p, q are arbitrary functions.
We can scale the arguments:
" #
2x
2x + (i − 1)y = (i − 1) +y
(i − 1)
2x
· ¸
= (i − 1) (−1 − i) + y
2
= (i − 1)[y − (1 + i)x]
3
Similarly
" #
2x
2x − (1 + i)y = −(1 + i) y −
(1 + i)
= −(1 + i)[y − (1 − i)x]
So if we let
(
f ((i − 1)X̄) = p(X̄)
g(−(1 + i)Ȳ ) = p(X̄)
we obtain
u(x, y) = p(y − (1 − i)x) + q(y − (1 + i)x)

√
In x, y coords, the same general solution as above .
MORAL:
General solution to Laplace equation
uξ̄ξ̄ + uη̄η̄ = 0 is u = f (ξ¯ + iη̄) + g(ξ¯ − iη̄)
(c) a = 1, b = 1, c = 1; b2 − ac = 0, parabolic.
Characteristics: only one set
(
ξ = ay − bx ← characteristic
η = y ← not important
i.e., (
ξ =y−x
η=y
∂2u
Transforms equation to =0
∂η 2
whence u(ξ, η) = p(ξ) + ηq(ξ) is general solution
⇒ u(x, y) = p(y − x) + yq(y − x)
4
(d) a = 1, b = 2, c = −5; b2 − ac = 9 > 0, hyperbolic.
Characteristics
(
ξ =y+x
η = y − 5x
i.e., (
y = −x + const
y = 5x + const
Gives general solution to transformed equation uξη = 0 as u = p(ξ) +

q(η), so
u(x, y) = p(y + x) + q(y − 5x)
(e) uxx + uyy = 0, a = 1, b = 0, c = 1; b2 − ac = −1 < 0 elliptic

For general solution see (B) above.
For solution with boundary conditions given see Q7
(f ) uxx − uyy = 0, a = 1, b = 0, c = −1; b2 − ac = 1 > 0 hyperbolic

Characteristics
(
ξ =y+x
η =y−x
So general solution is
u(x, y) = p(y + x) + q(y − x)

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Question

Classify each of the following differential equations below as either hyperbolic,

(a) uxx + 3uxy + 2uyy = 0

(b) uxx + 2uxy + 2uyy = 0

(c) uxx + 2uxy + uyy = 0

(d) uxx + 4uxy − 5uyy = 0

(e) uxx + uyy = 0

uxx + 3uxy + 2uyy = +f 00 + 4g 00 + 3(−f 00 − 2g 00 ) + 2f 00 + 2g 00

(b) a = 1, b = 1, c = 2; b2 − ac = −1 < 0 elliptic

NB complex conjugate coefficients of x

u(x, y) = p(y − (1 − i)x) + q(y − (1 + i)x)

uxx + 2uxy + 2uyy

The we would obtain Laplace’s equation.

u(x, y) = f (2x − y + iy) + g(2x − y − i − y)

How does this relate to the solution above?

u(x, y) = p(y − (1 − i)x) + q(y − (1 + i)x)

⇒ u(x, y) = p(y − x) + yq(y − x)

Gives general solution to transformed equation uξη = 0 as u = p(ξ) +

u(x, y) = p(y + x) + q(y − 5x)

(e) uxx + uyy = 0, a = 1, b = 0, c = 1; b2 − ac = −1 < 0 elliptic

(f ) uxx − uyy = 0, a = 1, b = 0, c = −1; b2 − ac = 1 > 0 hyperbolic

u(x, y) = p(y + x) + q(y − x)

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