ProofComplete

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.

ProofInvariance of Classification Under Coordinate Changes

Let Lu=Aβˆ‚2uβˆ‚x2+2Bβˆ‚2uβˆ‚xβˆ‚y+Cβˆ‚2uβˆ‚y2Lu = A\frac{\partial^2 u}{\partial x^2} + 2B\frac{\partial^2 u}{\partial x\partial y} + C\frac{\partial^2 u}{\partial y^2} be a second-order linear differential operator, and let (ΞΎ,Ξ·)=(ΞΎ(x,y),Ξ·(x,y))(\xi, \eta) = (\xi(x,y), \eta(x,y)) be a smooth change of coordinates with nonvanishing Jacobian.

Step 1: Apply the chain rule to compute second derivatives. We have: βˆ‚uβˆ‚x=βˆ‚uβˆ‚ΞΎβˆ‚ΞΎβˆ‚x+βˆ‚uβˆ‚Ξ·βˆ‚Ξ·βˆ‚x\frac{\partial u}{\partial x} = \frac{\partial u}{\partial \xi}\frac{\partial \xi}{\partial x} + \frac{\partial u}{\partial \eta}\frac{\partial \eta}{\partial x}

Computing βˆ‚2uβˆ‚x2\frac{\partial^2 u}{\partial x^2} involves terms like βˆ‚2uβˆ‚ΞΎ2(βˆ‚ΞΎβˆ‚x)2\frac{\partial^2 u}{\partial \xi^2}\left(\frac{\partial \xi}{\partial x}\right)^2, mixed terms βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·βˆ‚ΞΎβˆ‚xβˆ‚Ξ·βˆ‚x\frac{\partial^2 u}{\partial \xi\partial \eta}\frac{\partial \xi}{\partial x}\frac{\partial \eta}{\partial x}, and first-order derivative terms.

Step 2: The transformed operator has the form: L~u=A~βˆ‚2uβˆ‚ΞΎ2+2B~βˆ‚2uβˆ‚ΞΎβˆ‚Ξ·+C~βˆ‚2uβˆ‚Ξ·2+lowerΒ order\tilde{L}u = \tilde{A}\frac{\partial^2 u}{\partial \xi^2} + 2\tilde{B}\frac{\partial^2 u}{\partial \xi\partial \eta} + \tilde{C}\frac{\partial^2 u}{\partial \eta^2} + \text{lower order}

where the coefficients A~,B~,C~\tilde{A}, \tilde{B}, \tilde{C} are given by: (A~B~C~)=(ΞΎx22ΞΎxΞΎyΞΎy2ΞΎxΞ·xΞΎxΞ·y+ΞΎyΞ·xΞΎyΞ·yΞ·x22Ξ·xΞ·yΞ·y2)(ABC)\begin{pmatrix} \tilde{A} \\ \tilde{B} \\ \tilde{C} \end{pmatrix} = \begin{pmatrix} \xi_x^2 & 2\xi_x\xi_y & \xi_y^2 \\ \xi_x\eta_x & \xi_x\eta_y + \xi_y\eta_x & \xi_y\eta_y \\ \eta_x^2 & 2\eta_x\eta_y & \eta_y^2 \end{pmatrix} \begin{pmatrix} A \\ B \\ C \end{pmatrix}

Step 3: The discriminant transforms as: B~2βˆ’A~C~=(B2βˆ’AC)det⁑(ΞΎxΞΎyΞ·xΞ·y)2\tilde{B}^2 - \tilde{A}\tilde{C} = (B^2 - AC)\det\begin{pmatrix} \xi_x & \xi_y \\ \eta_x & \eta_y \end{pmatrix}^2

Step 4: Since the Jacobian determinant is nonzero by assumption, we have: det⁑(ξxξyηxηy)2>0\det\begin{pmatrix} \xi_x & \xi_y \\ \eta_x & \eta_y \end{pmatrix}^2 > 0

Therefore, B~2βˆ’A~C~\tilde{B}^2 - \tilde{A}\tilde{C} and B2βˆ’ACB^2 - AC have the same sign.

β– 
Remark

This proof shows that the discriminant B2βˆ’ACB^2 - AC determines an intrinsic geometric property of the PDE, independent of the coordinate system. The type is determined by whether the quadratic form A dx2+2B dx dy+C dy2A\,dx^2 + 2B\,dx\,dy + C\,dy^2 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.