Classification and Examples - Key Proof
We prove that the classification of second-order PDEs is invariant under smooth changes of variables, establishing that the type of a PDE is a fundamental geometric property.
Let be a second-order linear differential operator, and let be a smooth change of coordinates with nonvanishing Jacobian.
Step 1: Apply the chain rule to compute second derivatives. We have:
Computing involves terms like , mixed terms , and first-order derivative terms.
Step 2: The transformed operator has the form:
where the coefficients are given by:
Step 3: The discriminant transforms as:
Step 4: Since the Jacobian determinant is nonzero by assumption, we have:
Therefore, and have the same sign.
This proof shows that the discriminant determines an intrinsic geometric property of the PDE, independent of the coordinate system. The type is determined by whether the quadratic form is indefinite (hyperbolic), degenerate (parabolic), or definite (elliptic).
The invariance under coordinate transformations is crucial because it means the classification has geometric meaning. Different coordinate systems may simplify the equation (as in the canonical form), but they cannot change its fundamental type. This geometric perspective connects PDE theory to differential geometry and provides deeper insight into the nature of different equation types.