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3.3      Elliptic Equations


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                   We start with an elliptic equation, (B − AC < 0). We seek a change of independent
                   variables that will put Equation 3.1 in the form

                                                u σσ + u ττ = G(σ, τ, u, u σ , u τ )               (3.16)

                   If we make the change of variables determined by
                                               √                              √
                                        −B + i AC − B     2            −B − i AC − B     2
                                  ξ x                            ψ x
                                     =                     ,        =                     ,
                                  ξ y           A                ψ y           A
                   the equation will have the form

                                                  u ξψ = G(ξ, ψ, u, u ξ , u ψ ).


                   ξ and ψ are complex-valued. If we then make the change of variables

                                                       ξ + ψ         ξ − ψ
                                                  σ =        ,  τ =
                                                         2            2i
                   we will obtain the canonical form of Equation 3.16. Note that since ξ and ψ are complex
                   conjugates, σ and τ are real-valued.

                   Example 3.5 Consider
                                                      2
                                                              2
                                                     y u xx + x u yy = 0.                          (3.17)
                   For x 6= 0 and y 6= 0 this equation is elliptic. We find new variables that will put this
                   equation in the form u ξψ = G(·). From Example 3.2 we see that they are
                               p
                                   2 2
                      dy          y x       x                      y 2      x 2                2     2
                          = −i         = −i ,    y dy = −ix dx,       = −i     + const,   ξ = y + ix
                      dx          y 2       y                       2       2
                                 p
                                    2 2
                          dy       y x      x                    y 2    x 2                 2     2
                             = i         = i ,   y dy = ix dx,      = i    + const,   ψ = y − ix
                          dx       y 2      y                     2     2


                   The variables that will put Equation 3.17 in canonical form are
                                                 ξ + ψ               ξ − ψ
                                                            2
                                             σ =        = y ,   τ =        = x 2
                                                    2                 2i
                   We calculate the derivatives of σ and τ.

                                                     σ x = 0   σ y = 2y
                                                     τ x = 2x   τ y = 0


                   Then we calculate the derivatives of u.


                                                         u x = 2xu τ


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