Chapter 6 Partial Differential Equations
Chapter 6 Partial Differential Equations
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 .