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Chapter 3

Second Order Partial

Differential Equations

3.1 IntroducL?on:

Consider the must

general second order partial
differential equátion
F(1,7, (), uz, (T),u(r), z) g(r), (i,j 1,2,.n)
=
=
(3.1 1)
It is called Homogeneous only if g(z) is zero otherwise it. is called
Nonhomogcneous
31.1 Linear Equatioon:
If F in (3.1.1) is linear in
all its variables then it is
order partial differential called linear second
equation.It can be expressed as

F(UzE,, U7,, 4, T) Ri,(7}ur,z, + P(E)) +Q.(7)u()

=

f(z), =

i,j=1,2,. ,n. If all Ri; (r), P(z) and Qi(T) are constants then
differential equation the partial
is with constant
coeticient otherwise it is with
variable coeficients.
Bramples:
(0) R(,y)uzz t S(z, y)uzy
+T(z, U)uyy t+ P(z, y)u; +Q(T, v)u, =
f(z,y)
(ii)u =
kAu, (iiü)u,! =
¢Au, (1u) Au =0
 26

/3.1.2 Semilinear Equation:

f F in (3.1.1) is linear in uz,z, only and non:incar in u(x) and u,,(r)

then it is caBled semi-linear second order partial differential equaticu lt
can be expressed as

a) t 9(r, u, pi) =0
F(U, 47,, U, ==
,
Eramples:
(2) R(z, v) uzz + S(7, v}uzy + T(z,v)uyy + 9(T, y, 1, ur, 4,) =0

( ) u = kAu = g{r,u), {n1)u- c°Au = g(z, u). (iv)Au = g{z, 1u)

3.1.3 Quasilinear Equation.

Equation (3. 1 i) is calle cquslnear it F is of the fou

F ( u r , , , uz,, u , I ) = A , ( c , u)uz.", t R{z,«)&o+u(1) = y(4}

Eramples:
t,) 0
(:)R(z, y, u)u7a t
S(z,y, u)Ury + T(z, y, 1)Uyy t J[7, y,", U,. =

The typicai quas1linear cquition whih arises applicaons is the

porous Inedium equation

u= kA(u),

where k >0 and y> lare constants This equation governs the seepag
of a fuid through a pøtous mecdiuun (tor example-water through so:l)

3.1.4 Nonlinear Equation:

Equation (3.1.1) is called nonlinear it it is neither linear,semi-linear n

quasi-linear
Dcamples:
Ou
() ) +u =
glz):(7)( + u gl) =
 PARTIAL DIrFERENTIAI. EQuATIONS MTA
27
3.2
Classification of Second Order
Equations:
Consider the equation
R(z, y)uz + S(r,U)uy + T(r.
y)uyy + f(z, y, 4, Uz, tiy) = 0
(3.2.1)
It is
semi-linear,second order, partial differential equation with
variable
coefficients. The functions R(x,y), S(x,y) and T(x,y) are real valued
tinuous functions. It can be written as
con
R(,y).r S(z,y).s + T(z, y).t + f(z, y, u(z, y), P. 9) =
0,
where u, =
P, Uy= 9, Upz =
T, t,
partial differential equation (3.2.1) uzy
the uyy =
aim is to classify =
S. Our
and reduce it to its
canonical form.First. we classify partial differential equation nornal or
(3.2.1)
Definition 3.2.1 The part1al
dafferential equation (3.2 1):s called
hyperbolc second order partzal differential equation if S4 4RT>0 -

Definition 3.2.2 The partaal

d1fferential equation
perabolicsecond oTder partiul dafferential eguation if S' (3.2.1):s
4RT =0
cailed
-

Definition 3.2.3 The partial

dfferential equation (3.2.1)is called
elliptiç seçond order partral dajferential equation if S -4RT <0
In order to reduce the given partial differentia.
normal or canonical form. we introduce the
equation (3.2.1) to its
following transformation:
=
E(z, y), n =
n(z y) and u(z,y) >
u(E(z, y), n(z, y)) which
satisly the condition 7y - z{u # 0 i.e.

40
Now,we obtain first order derivatives of u(z, y as
follows,
Ou Ou Of Ou 0n

Ou 8u 0 Ou ôn
By ôyOn By
=
ugy +
unly
Second order derivatives of u(z, y) can be obtained as follows.
 AND G
28

0u OE ôn ôu 0'n
On n
,

8u

(3.2.2
, u8 du Oa,Ou ôn
ôu dn.
8u )= aDE
y oy oy'an 8y
Oy? y Oy ay ag Oy On Oy
Ou +
Uyy aE2 Oy 0y OgOn Oy Oy

Ou 0'
0u 0n d
dy öy On Oy2
dn Oy ôy ih

yy1E-(Ey)* + 2ug y-y 1u 6yu+ 1uy 7y)*Uny (323

u dE JE

*u Ug dn, du d*7
u on Ün
8n2 Oy dx

z y u eSyaz + ug77ly`z t uçSay t Uyl, + ungEyn (3.24

Substitute (3.2.2),(3.2.3) and (3 2.-i) in equation (3.2.1),
R.ug ( ) +24 + ug fzr I unn (n:) + y 7ertS juEeSk
ugnytz t+ ugazy tu7y» +u,¢Sy7z * uyzy] + T-[uge {5,) + 2tu y y

u6yy + unn-(7y +t F({,7, u(E, 7), ug, u,)

u-Tyy + =
0, .

then equations (3.2.1)becomes

Auge + 2B{Ez, Syi 7z» 7ykso + CUnn t

Pt, , 6,7)=0 (3.2.h

where
A(, 6,) REf + SE-, +TE
 PARTIAL DIFFERENTIAL
EqUaTIONS MTA 29

B(E yi e. "y)= RE:7a +S(y + Ey7a) + TEyly

We have identily
Cn,7y) Rn +Sn:ly + T =

B-AC {S -4RT)(6:7y6n:)
=

Now
determine and n
we

simplest form.The proceduresuch

that equation
is simple.ln
(3.2.5) reduces to its
discriminant S 4RT of the
-
this procedure sign of the
equation
R+SA+T=0 (3.2.6)
dominates.Therefore we consider the following three
cletermine and n in each case which will different cases and
help us to obtain normnal or
canonical form of the above equation.
Case I:Suppose that S' -

4RT > 0 then the

quadratic equation
RA+SA+T = 0
has two real and disiinct roots säy A1 and A2. Note
of that. the coefficients
t and
anare zero,i.e.
L
AE. Ey) = 0, Cz 7,) = 0.
To prove our clairn let us choose and n such that

and
(3.2.7)

The first order linear partial differential equations

(3.2.8)
and n can be solved using Lagrange's Method. (3.2.7)andIt f(T,
(3.2.8) in
f(T, y) C2 are solutions of ordinary differential
= y) C1 and. =

equation
+A(, y) = 0 and+a(z, dy y) = 0
dr
then S(z, y) c and 7 f,y) Ca.This
= = =

make the coefficients of ug and

=
choice of f and n will
unn 2ero, i.e.

A( y) =0, C(nz, n,) =0.

 D.B.DILeBDE AND C.D.DIHAIGUDE

30

Then the identity

s-4R7)(E71, - 6ne)?
becomes
B ( S - 4RT)(E1,
-

,ne)

Clearly B 4 0, then equation (3 25)Deconies

°)), Ug, uy) 0.
2B(E,y;ne,y)uey I 6,7,u({,
=

uy)
. F(E,7, u(6,7), ug,
2B( 6y, , }y)
fn= #(E,n, u(6, 7), ug,
1tn)
This is normalor canonicalform of equat10n (3.2 1),1m this case eqm12s.
(3.2.1)is called hyperbolic equation Note thet = ( 2 , y) and n

JiE, U) are called characteristic cuI ves aud thie equationss

dy
d+A(r, y) =0 und Azix,y)
+ =
0
d
are called characteristic equati1ons
Erample 3.2.1: Classify the partial differential oquation

v'z4ryuzy +3uyy-4, + ,y=0

and reduce it to its normal form
Solution: Compare the given ecquation with

R(z, y)uzz t S(0,y)u;, +T(r, y)uyy t S(r, y, u, u,, Uy= 0

We have R =y', S -4zy, T 3z Now consi1ler
= =

S2-4RT =16r'y2 - 12r2y = 4z*y* > 0

Therefore,the given partial ditferential equation is hyperbolic. Consider
R+SA +T= y*A -

471yA +3z = 0
It is quadratic equation in A.lt has two roots
say , and A2 Such that
4ry + 22y 3r
22 d Az = ity - 2ry-
22
 P'AniAL DirrtaeN11AL IquAT1UNS NTA 31

Thetetoe,the chararteristic equatio13 are

0 and 0
Onsp ating the vanalblex, we have
dy +3edr = 0 and ydy t+ tda = 0.

On mtegtalion, We get
3 and y t r c
Thus we get characteristic curves

+ 3, and =
On dlerentiating witlh respect to r and wiuli respect to y, we have

6r and t , = "2y

Smiarly,ditterentiating n with respect to both r and y, we get

2 x and n, = 2y
The choice of and is dictated by the condition

6 2#0
2:ar 2 0

Our choice of and n is correct.Thus

u(S,7)=u(y+3,y+ *)
Ou du O 8u ön
8n Or
du
6ru6xue + 2run
du Ou 8u
=
n Oy ug+uly
2yu t 2yu
Oy
 A
D . B . D H A I G U D E A N D C . D . D I I A I G U D E

32

We also calculate
+ 242*ufn t da"tm t 2u1
- y

4z =
36z°ug{ + 6ue
t 2 + ly Unn
3 4y=4yusg +8y u{y 2ue
+

2ryugg +'16ryus,
+ 4ryun
-3nt3
Uzy
becomes
differential equation
Theretore, the given partial
0
16r y'un + 12p'ug + 12u
=

-3 -

0
= -2(f
uy=
-

3)uy + 3u+ 3ti=

o(6, 7, u(S, 7), Ug, u,)
(&-3n)
? It is the normal form of the given equation.
Brample 3.2.2:Classify the partial differcntial cqiat10n up =0
and reduce it to its normal forn1

Solution:Compare the given cquation with

R . y)u: + S(7,y)uzy + T(x,y)uyy + S(t. y, 1, 114, tiy)= 0.

Here R 1,8=0,T= 1 then S? - 4RT = 4> 0 Thecforn.the given
equation is hyperbolir partial differential equ2lion Consider

RA+ SA T A*1 =0
It is quadratic equation in Alt has two roots
say A1 and A2 such that
A = 1 and A2 =-1. Therefore, the characteristic equations aie

dt dt
+ 1 =0 and - 1= 0
dr dr
We have dt + dz= 0 and dt dr U. On
=
integration, we get
-

t 2 =1
and t I =
¢2. Thus we get characteristic curves

= t+ t and n =t- t.
On differentiating with respect to r and t,we have f =
l and & = l
Similarly, differentiating 7 w.r. to T and t,we have n = -

1 and n=
The choice of and n is dictated by the
condition
 PARTIAL DIFFeRENTIAL
EQUATiONS MTA 33

We have

Our choice of and 7 is correct.Thus

u(6,7) = u(t + z,t - a)

du d , du ôn
du

Ou Ou dn

ut
We also calculate

Therefore, the given partal differential equatiun becomes

2un tl (2u Unn du=0

,Thus tlie normal fornm cf the given enuation is u= 0
Erample 3.2.3:Classify the partial diíferental equation

U 4yy =
0
and 1educe it to its nornal form
Solution:Compare the given equation with
R(T, y)u: + S(r, y)uzy + T(7,y)uyy +
J(z, y, u, uz, u,) 0. =

Here R = 1,S=0,T= -1.consicler S* 4RT 4 >0. Therefore,the

-
=

given partial differential equation is hyperbolic.Consider the equation

RA2+ SA+ T = A - z' = 0 lt is quadratic equation in It has two
roots say A1 and Az such that A = z and Ap = r. Therefore,he
characteristic equations are

I =0 and z =0
dr
 + 55
+
635 w
 '

PaNTIAL DIFFER ENTIAL EQUATIONS MTA 35

ADrample 3.2.4:Clussily the partial differential equation

T4t'lyy
for2
and reduce it to its normal form
Solution:Compare the given equation will1 general equation
R(T, 7)u,z + S(2,y)uzy + T(, y)uyy + f(2, y, u, uz, ly) = 0.
Here R= 1,S 0,7 -42 Consider S2 -4RT
= =
= 162 >0.
Therefore,the given differential equation is hy perbolic partial diferen-
tial equation. Consider the equation
RA+SA+T =A - 4x = 0

It is quadratic equation in Alt has two

A1 = 2x and A2 = -2
roots
say 1 and A2 Such
Therefore,the characteristic equations are
that

2 dy -2r = =0.
= 0 and dr
d
On separating the variables, we have dy + 2rdr = 0 and dy 2xdr = 0
-

On integration get y +
we Ci and y t = =
C2. Thus we get
characteristic curves y +T, and 7= y - i . On
with respect. to I as we!l as with
differentiating
respect to y,we have
62z and §, = 1
Similarly,on dilferentiating n with respect to r as well aswith respect
to y,wehave n- = -2r and ny 1.The choice
=
of { and m is dictated by
the condition

640
in
We have

Our choice of and n is correct.Thus

u(E. n) =
u{r' +y, -I + y)
Ou du OE, ôu ôn =
uf + Ur
 Ou2ru 2tu
du du du dn 1u4yt u,ly
Oy dy on y

ay
We also calculate
Urz = 4rugg + 2u - 8z u + 4z'u - 24,

yy=1Et + 2utn +
Therefore, the given differential equation becomes -167*itn = T

1u=0 is the norma form of the given equation

B.rample 3.2.5:Classify the partial differential erq1ation

'lz yuy, = 0

and reduce it to its normal torm

Soution:Compare the given equation with
R{z,y)zz t S(z,v)u,y + T(z, yjuyy 1 J{t,v, 4, u. ",)= 0
Here R =
r2, S =0,T - y2: Observe
S?- 4RT that 4r =
0
Therefore, the given partiaj differential equation is hyper boic
C a s e II:Suppose that S - 4RT = 0 then thc quadratic equation

RA+SA +T =0
has two real and equal roots say Aj =^2 = . Note thai the coefh
of ug coefficient of un 15 zero, i.e.

A(E.5,) = 0, or C(1:, Ty) = 0.

To prove our claim let us choose f such that

(
then we have
A(6.6,) = RE+ SE6, + T =0
 -1434

14
38
.D DHAIGUDE AND C.D.DHAIcUDE

This is normal or canonical form of

equation (3.2.1),in this case equalion
(3.2.1) is called
parabolic equation Note that
S(c,v) but
n= f(x, y) and f =

independent of n are called characteristic curves and the

equation
dy
dt A(r,u)
dt = 0
is called characteristic
equation.
im Erample 3.2.6:Classify the partial differential equation
u 2ryuzy + y'1ulyy e =

and reduce them to its normal

form
Solution:Compare the given equation' with
R(r, y)urz S(r, y) zy + T(,y)uyy t, S(7,y, u, uz,
t
l4y) 0 =

Here Rr2, S -2ny. T y2 Consider S2 4Rr 41*y*

= =

Therefore, the given partial differential equation is 42:y =

6

sider the equation RX+ SA+T r'A- parabul1c Con-

2.xyA y
+
=
0 it is =
quadra
equation in A lt has
two(iepeated) roots Let Aj =
A2 A
Therefore, the characteristic equation is
= =
twice)
dr
dr t 0
On separating the variables, we liave

dy + d =0.

On integration, we get ry = c Thus we get characteristic curves =

zy,
and y. On differentiating &with respect tot as well as with
respect
to y,we have f =y and 6y =
T
Similarly,on differentiating n with respect to . as
well as with re-
spect to y,we have n: = 0 and ny= 1.The chôice of f and n is dictatecd

by the condition,

We have
 PARTIAL DiFFeRENTIAL EQUATIONS MTA 39

Our choice of f and correct.Thus u(6, 7) u(ty, y)

is =

O u 0 du O-
uE +ullz
Bu
yug

oy a Oy On Oy
Ou
8y
We also calculate

luyy ugg + 2xu{n t lm

Uzy yu+/utn tug
Therefore, the given paitial differential equation becomes,
yuyy27yus = e
Onsimpiification,we get,
Um plE, 7, u(8,n), 14g, 147)
Il is the not unal form of the given cquation.
Brample 3.2.7:Classify the partial differential equation
R 2, T - 1

Or2t2
and reduce it to its normal form and solve it.
Solution: Compare the given equatiorn with

R(T, y)uzz + S(z, y)ury + T(r, y)uyy + S(, y, u, uz, uy) 0 =

Here R(z, v) = 1, S(z, u) = 2, T(7, u) = 1The condition S? - 4RT =

4-4 0 holds good.Therefore the equation is parabolic. The quadratic
equation is RA + SA + T = 0 becomes A+ 2 +i = C.It has two
real equal rootsA -1 twice. Therefore,the characteristic equation is
da 0 and characteristic curve is.say{ = y - z = C1. We chouse
n=zThe choice of fand n is good enough

.
 .
D.B.DHAIGUDE AND C.D.DHAIGUDE

40

We have E =-1, 6y =1 and nz =

1,7y = 0
We obtain u, =
11.(-1)+4.l
UyyUgE and

Substituting these values in the given equaton it. becomes

41m0
It is the
required normal form.
Remmark 3.2.1 :lf we choosc
) y, we get the same: 1LOTnai fornm.
=

iphi Case
III:Suppose that S 4RT <0 then the -

quadratic equation
*

RA+ S+T= 0
has distinct a3 cem
istinct comp lex 2wB
twocomplex
cients of ugg and coniugate roots say A and A Note rhat the
uny are zero,i.e. coetii-
AEz.E) 0, C(7, 7y)-0 =

Ifwe choose and

7 such that
have system of
first order linear partial A1sy
=
anl ,
A ien we
.1f fis, y)= éj and diterential equata ts
equation
f(r.y) C2 are selutioins of =
and
rdir
d tetial
d v) =0 and dy
then f(t, y) C and n
=
d +Az(#, y) 0 =

make the coetficients ot S(7,y) C2 =

=

ugE and un zero, 1.e.This choire nt and n will

A(6) 0, C(ME. ,)- =
0.
Then the identity.

B- AC =
(S RT)ik:7, -,n.
becones
B
s 4RT)(6:7, 67 -

Clearly B #0, then the

equation (3.2.5)becomes
2B(.6y;nz, ny}ugn +
Pig.7, u({. n), g.
it, =