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Chapter 6 Partial Differential Equations

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6.3. CHARACTERISTICS AND HIGHER ORDER EQUATIONS 37<br />

(d) Note that the characteristics for the first order PDE’s for ϕ and ψ are determined<br />

by<br />

( √ )<br />

dx<br />

dt =1, dy b ±<br />

dt = b2 − ac<br />

a<br />

or<br />

( √ )<br />

dy b ±<br />

dx = b2 − ac<br />

.<br />

a<br />

But if ϕ(x, y) = constant and ϕ solves (6.3.13), then<br />

and so<br />

dy<br />

dx = −ϕ x<br />

ϕ y<br />

=<br />

ϕ x + ϕ y<br />

dy<br />

dx =0<br />

( b −<br />

√<br />

b2 − ac<br />

a<br />

)<br />

. (6.3.18)<br />

Hence the characteristics for a 2nd order PDE (6.3.4) coincide with the characteristics<br />

of the associated 1st order PDE (6.3.13) (Similarly for ψ).<br />

(e) In order to obtain the other hyperbolic form we set<br />

ξ = α + β,<br />

η = α − β<br />

so that<br />

and<br />

Thus we have<br />

α = ξ + η<br />

2 , β = ξ − η<br />

2 ,<br />

u α = u η η α + u ξ ξ α = u η + u ξ , u β = u η η β + u ξ ξ β = −u η + u ξ .<br />

u αβ =(−u ηη + u ηξ )+(−u ξη + u ξξ )=u ξξ − u ηη .<br />

Example 6.3.5. Consider the equation y 2 u xx − x 2 u yy = 0, x > 0, y > 0. Here<br />

b 2 − ac = x 2 y 2 > 0. The characteristics are given by ( see (6.3.18))<br />

( √ )<br />

dy b +<br />

dx = b2 − ac<br />

= x a y ,<br />

and<br />

( √ )<br />

dy b −<br />

dx = b2 − ac<br />

= − x a<br />

y .

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