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UPSC 2026 Maths Optional Paper 2 Q6a — Step-by-Step Solution

20 marks · Section B

Classification and reduction to canonical form · PDEs · asked 9× in 14 yrs · Read the full method →

Question

Reduce the partial differential equation

y∂2z∂x2+(x+y)∂2z∂x ∂y+x∂2z∂y2=0y\frac{\partial^2 z}{\partial x^2} + (x + y)\frac{\partial^2 z}{\partial x\,\partial y} + x\frac{\partial^2 z}{\partial y^2} = 0

to canonical form and hence solve it.

Technique

A second-order linear PDE with variable coefficients: the first move is always the discriminant B2−4ACB^2-4AC, which here is the perfect square (x−y)2(x-y)^2 — so the equation is hyperbolic everywhere except on the line y=xy=x, where it is parabolic. Off that line the two characteristic families y−x=c1y-x=c_1 and y2−x2=c2y^2-x^2=c_2 are the new coordinates; in them the equation collapses to ∂ξ(ξzη)=0\partial_\xi(\xi z_\eta)=0, which integrates twice by inspection and delivers the two arbitrary functions. The trap is the sign of the middle term in the characteristic ODE (A dy2−B dx dy+C dx2=0A\,dy^2 - B\,dx\,dy + C\,dx^2=0, minus BB), and the trap after that is forgetting to say where the reduction is legitimate.

Solution

Throughout write

A=y,B=x+y,C=x,A=y,\qquad B=x+y,\qquad C=x,

so that the equation is Azxx+Bzxy+Czyy=0A z_{xx}+B z_{xy}+C z_{yy}=0, with z=z(x,y)z=z(x,y) assumed C2C^2.

Step 1 — Classify: compute the discriminant.

B2−4AC=(x+y)2−4xy=x2+2xy+y2−4xy=(x−y)2  ≥  0.B^2-4AC=(x+y)^2-4xy=x^2+2xy+y^2-4xy=(x-y)^2\;\ge\;0 .

Hence

So the type is not constant on the plane, and a hyperbolic canonical form can only be sought on a region that does not meet y=xy=x. Fix once and for all such a region, say

Ω={(x,y):y>x}(the argument on {y<x} is identical).\Omega=\{(x,y): y>x\}\qquad(\text{the argument on } \{y<x\} \text{ is identical}).

Step 2 — The characteristic equation (mind the sign).

If φ(x,y)=const\varphi(x,y)=\text{const} is a characteristic curve, then the coefficient of zφφz_{\varphi\varphi} after the change of variable must vanish, i.e.

Aφx 2+Bφxφy+Cφy 2=0.(1)A\varphi_x^{\,2}+B\varphi_x\varphi_y+C\varphi_y^{\,2}=0. \tag{1}

Along φ=const\varphi=\text{const} we have φx dx+φy dy=0\varphi_x\,dx+\varphi_y\,dy=0, so φx=−φy dydx\varphi_x=-\varphi_y\,\dfrac{dy}{dx}. Substituting into (1) and cancelling φy 2≠0\varphi_y^{\,2}\neq0:

A(dydx)2−B dydx+C=0,equivalentlyA dy2−B dx dy+C dx2=0.(2)A\left(\frac{dy}{dx}\right)^{2}-B\,\frac{dy}{dx}+C=0,\qquad\text{equivalently}\qquad A\,dy^{2}-B\,dx\,dy+C\,dx^{2}=0. \tag{2}

The middle sign is a minus — this is exactly where careless work loses the question, because with a +B+B one gets y−xy-x and y2−x2y^2-x^2 replaced by nonsense.

Here (2) reads

y dy2−(x+y) dx dy+x dx2=0,y\,dy^{2}-(x+y)\,dx\,dy+x\,dx^{2}=0 ,

which factorises without any division (so no special pleading is needed when y=0y=0):

(dy−dx)(y dy−x dx)=y dy2−x dx dy−y dx dy+x dx2=y dy2−(x+y) dx dy+x dx2.  ✓\bigl(dy-dx\bigr)\bigl(y\,dy-x\,dx\bigr)=y\,dy^2-x\,dx\,dy-y\,dx\,dy+x\,dx^2=y\,dy^{2}-(x+y)\,dx\,dy+x\,dx^{2}. \;\checkmark

Step 3 — Integrate the two characteristic families.

dy−dx=0  ⟹  y−x=c1(a family of parallel lines of slope 1),dy-dx=0\;\Longrightarrow\; y-x=c_1 \qquad(\text{a family of parallel lines of slope }1), y dy−x dx=0  ⟹  y2−x2=c2(a family of rectangular hyperbolas with asymptotes y=±x).y\,dy-x\,dx=0\;\Longrightarrow\; y^{2}-x^{2}=c_2 \qquad(\text{a family of rectangular hyperbolas with asymptotes } y=\pm x).

Take as new independent variables

  ξ=y−x,η=y2−x2  (characteristic coordinates).\boxed{\;\xi=y-x,\qquad \eta=y^{2}-x^{2}\;}\quad\text{(characteristic coordinates).}

Figure to draw (small, one-third of a page, worth its space because it makes the classification visible): draw the two axes; draw three or four parallel lines of slope 11 (the family y−x=c1y-x=c_1) and, on top of them, two branches each of the hyperbolas y2−x2=c2y^2-x^2=c_2 for one positive and one negative c2c_2; draw the line y=xy=x as a bold dashed line and label it “parabolic locus B2−4AC=0B^2-4AC=0: the two families are tangent here”; label the line family ”ξ=\xi= const” and the hyperbola family ”η=\eta= const”; shade the region y>xy>x and label it Ω\Omega (hyperbolic).

The geometry the figure exposes is worth one sentence in the answer: on y=xy=x the hyperbola of the second family degenerates to y2−x2=0y^2-x^2=0, i.e. to the pair of lines y=±xy=\pm x, one branch of which is the line characteristic y−x=0y-x=0. The two families therefore coincide exactly on the parabolic locus — which is the geometric reason the reduction fails precisely there.

Step 4 — Check the change of variable is admissible.

ξx=−1,ξy=1,ηx=−2x,ηy=2y,\xi_x=-1,\quad \xi_y=1,\qquad \eta_x=-2x,\quad \eta_y=2y, J=∂(ξ,η)∂(x,y)=ξxηy−ξyηx=(−1)(2y)−(1)(−2x)=2(x−y).J=\frac{\partial(\xi,\eta)}{\partial(x,y)}=\xi_x\eta_y-\xi_y\eta_x=(-1)(2y)-(1)(-2x)=2(x-y).

So J≠0J\neq0 exactly when y≠xy\neq x: the map (x,y)↦(ξ,η)(x,y)\mapsto(\xi,\eta) is a genuine change of coordinates on Ω\Omega and nowhere else. (Explicitly it inverts as x=12 ⁣(ηξ−ξ)x=\tfrac12\!\left(\dfrac{\eta}{\xi}-\xi\right), y=12 ⁣(ηξ+ξ)y=\tfrac12\!\left(\dfrac{\eta}{\xi}+\xi\right) for ξ>0\xi>0, so Ω\Omega maps onto the half-plane ξ>0\xi>0.) The vanishing of JJ on y=xy=x is the same degeneracy as the vanishing of the discriminant — a consistency check worth stating.

Step 5 — Transform the equation.

Under z(x,y)=Z(ξ,η)z(x,y)=Z(\xi,\eta) the standard transformation formula gives

Azxx+Bzxy+Czyy=AˉZξξ+BˉZξη+CˉZηη+DˉZξ+EˉZη,A z_{xx}+B z_{xy}+C z_{yy}=\bar A Z_{\xi\xi}+\bar B Z_{\xi\eta}+\bar C Z_{\eta\eta}+\bar D Z_{\xi}+\bar E Z_{\eta},

with

Aˉ=Aξx2+Bξxξy+Cξy2,Cˉ=Aηx2+Bηxηy+Cηy2,\bar A=A\xi_x^2+B\xi_x\xi_y+C\xi_y^2,\qquad \bar C=A\eta_x^2+B\eta_x\eta_y+C\eta_y^2, Bˉ=2Aξxηx+B(ξxηy+ξyηx)+2Cξyηy,\bar B=2A\xi_x\eta_x+B(\xi_x\eta_y+\xi_y\eta_x)+2C\xi_y\eta_y, Dˉ=Aξxx+Bξxy+Cξyy,Eˉ=Aηxx+Bηxy+Cηyy.\bar D=A\xi_{xx}+B\xi_{xy}+C\xi_{yy},\qquad \bar E=A\eta_{xx}+B\eta_{xy}+C\eta_{yy}.

Compute each:

Aˉ=y(−1)2+(x+y)(−1)(1)+x(1)2=y−(x+y)+x=0  ✓\bar A=y(-1)^2+(x+y)(-1)(1)+x(1)^2=y-(x+y)+x=0 \;\checkmark Cˉ=y(−2x)2+(x+y)(−2x)(2y)+x(2y)2=4x2y−4xy(x+y)+4xy2=0  ✓\bar C=y(-2x)^2+(x+y)(-2x)(2y)+x(2y)^2=4x^2y-4xy(x+y)+4xy^2=0 \;\checkmark

(Both vanish — as they must, since ξ\xi and η\eta were built to be characteristic. This is the check that the Step 2 sign was right.)

Bˉ=2y(−1)(−2x)+(x+y)[(−1)(2y)+(1)(−2x)]+2x(1)(2y)\bar B=2y(-1)(-2x)+(x+y)\bigl[(-1)(2y)+(1)(-2x)\bigr]+2x(1)(2y) =4xy−2(x+y)2+4xy=8xy−2(x2+2xy+y2)=−2(x−y)2.=4xy-2(x+y)^2+4xy=8xy-2(x^2+2xy+y^2)=-2(x-y)^2 . Dˉ=y(0)+(x+y)(0)+x(0)=0(ξ is linear),\bar D=y(0)+(x+y)(0)+x(0)=0\qquad(\xi \text{ is linear}), Eˉ=y(−2)+(x+y)(0)+x(2)=2(x−y).\bar E=y(-2)+(x+y)(0)+x(2)=2(x-y).

Hence the equation becomes

−2(x−y)2 Zξη+2(x−y) Zη=0.-2(x-y)^2\,Z_{\xi\eta}+2(x-y)\,Z_{\eta}=0 .

On Ω\Omega we have x−y≠0x-y\neq0, so divide by −2(x−y)2-2(x-y)^2:

Zξη−1x−y Zη=0.Z_{\xi\eta}-\frac{1}{x-y}\,Z_{\eta}=0 .

Finally x−y=−ξx-y=-\xi, giving the canonical (normal) form

  Zξη+1ξ Zη=0  equivalently∂∂ξ(ξ ∂Z∂η)=0.(3)\boxed{\;Z_{\xi\eta}+\frac{1}{\xi}\,Z_{\eta}=0\;}\qquad\text{equivalently}\qquad \frac{\partial}{\partial\xi}\Bigl(\xi\,\frac{\partial Z}{\partial\eta}\Bigr)=0 . \tag{3}

This is the first canonical form of a hyperbolic equation: the second-order part is the single mixed derivative ZξηZ_{\xi\eta}, and only a first-order term survives.

Step 6 — Integrate the canonical form.

Write (3) as ∂∂ξ(ξZη)=0\dfrac{\partial}{\partial\xi}\bigl(\xi Z_\eta\bigr)=0. Integrating with respect to ξ\xi (at fixed η\eta), the bracket is a function of η\eta alone; call it F′(η)F'(\eta), with FF an arbitrary C2C^2 function:

ξ Zη=F′(η)⟹Zη=F′(η)ξ(ξ≠0).\xi\,Z_\eta=F'(\eta)\qquad\Longrightarrow\qquad Z_\eta=\frac{F'(\eta)}{\xi}\quad(\xi\neq0).

Now integrate with respect to η\eta at fixed ξ\xi; the “constant” of integration is an arbitrary C2C^2 function GG of ξ\xi:

Z(ξ,η)=F(η)ξ+G(ξ).Z(\xi,\eta)=\frac{F(\eta)}{\xi}+G(\xi).

Step 7 — Return to (x,y)(x,y).

z(x,y)=F(y2−x2)y−x+G(y−x),z(x,y)=\frac{F\bigl(y^{2}-x^{2}\bigr)}{y-x}+G\bigl(y-x\bigr),

with F,GF,G arbitrary twice-differentiable functions. Two arbitrary functions for a second-order PDE in two variables — the count is right. ■\qquad\blacksquare

Step 8 — Two checks and one remark that earn marks.

(i) Direct verification of the GG-part. For z=G(y−x)z=G(y-x): zxx=G′′z_{xx}=G'', zxy=−G′′z_{xy}=-G'', zyy=G′′z_{yy}=G'', so

yG′′−(x+y)G′′+xG′′=(y−x−y+x)G′′=0.  ✓yG''-(x+y)G''+xG''=\bigl(y-x-y+x\bigr)G''=0 . \;\checkmark

(ii) Direct verification of a non-trivial FF-part. Take F(η)=η2F(\eta)=\eta^{2}, so z=(y2−x2)2y−x=(y−x)(y+x)2z=\dfrac{(y^2-x^2)^2}{y-x}=(y-x)(y+x)^2. Put u=y−xu=y-x, v=y+xv=y+x; then z=uv2z=uv^{2} and

zxx=2u−4v,zxy=2u,zyy=2u+4v,z_{xx}=2u-4v,\qquad z_{xy}=2u,\qquad z_{yy}=2u+4v,

so

yzxx+(x+y)zxy+xzyy=y(2u−4v)+v(2u)+x(2u+4v)=2u(x+y)+4v(x−y)+2uv=2uv−4uv+2uv=0.  ✓yz_{xx}+(x+y)z_{xy}+xz_{yy}=y(2u-4v)+v(2u)+x(2u+4v)=2u(x+y)+4v(x-y)+2uv=2uv-4uv+2uv=0 .\;\checkmark

(iii) The degenerate line, again. Since η=y2−x2=(y−x)(y+x)=ξ (x+y)\eta=y^2-x^2=(y-x)(y+x)=\xi\,(x+y), the first term can be rewritten

F(η)ξ=F(ξ(x+y))ξ  →  ξ→0    {±∞,F(0)≠0,F′(0) (x+y),F(0)=0.\frac{F(\eta)}{\xi}=\frac{F\bigl(\xi(x+y)\bigr)}{\xi}\;\xrightarrow[\;\xi\to0\;]{}\;\begin{cases}\pm\infty, & F(0)\neq0,\\[2pt] F'(0)\,(x+y), & F(0)=0 .\end{cases}

So a solution of this family extends continuously across the parabolic line y=xy=x only if F(0)=0F(0)=0, in which case, writing H(η)=F(η)/ηH(\eta)=F(\eta)/\eta, the general solution takes the equivalent and manifestly regular form

z=(x+y) H(y2−x2)+G(y−x).z=(x+y)\,H\bigl(y^{2}-x^{2}\bigr)+G(y-x).

(For example H≡1H\equiv1 gives z=x+yz=x+y, which indeed solves the equation trivially.) Saying this explicitly is what turns a correct answer into a complete one: the printed instruction “reduce to canonical form” is only meaningful off y=xy=x, and the general solution itself remembers that.

Answer

  B2−4AC=(x−y)2: hyperbolic for y≠x, parabolic on y=x.Characteristics  ξ=y−x,η=y2−x2;canonical formZξη+1ξZη=0 ⟺ ∂∂ξ(ξZη)=0.General solutionz(x,y)=F(y2−x2)y−x+G(y−x)(y≠x),equivalently z=(x+y)H(y2−x2)+G(y−x),  F,G,H arbitrary C2.  \boxed{\;\begin{aligned} &B^2-4AC=(x-y)^2:\ \text{hyperbolic for } y\neq x,\ \text{parabolic on } y=x.\\[2pt] &\text{Characteristics }\ \xi=y-x,\quad \eta=y^{2}-x^{2};\qquad \text{canonical form}\quad Z_{\xi\eta}+\frac{1}{\xi}Z_{\eta}=0\ \Longleftrightarrow\ \frac{\partial}{\partial\xi}\bigl(\xi Z_{\eta}\bigr)=0.\\[4pt] &\text{General solution}\qquad z(x,y)=\frac{F\bigl(y^{2}-x^{2}\bigr)}{y-x}+G\bigl(y-x\bigr)\quad(y\neq x),\\[2pt] &\text{equivalently } z=(x+y)H\bigl(y^{2}-x^{2}\bigr)+G(y-x),\ \ F,G,H \text{ arbitrary } C^{2}. \end{aligned}\;}
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