<s>[INST] Find all solutions: $x^2 + 2y^2 = z^2$ I'm use to finding the solutions of linear Diophantine equations, but what are you suppose to do when you have quadratic terms? For example consider the following problem:

Find all solutions in positive integers to the following Diophantine equation
$x^2 + 2y^2 = z^2$

I'd usually start by finding the gcd and use some other tricks, but I'm not sure how to approach this type of problem
 [/INST] Since the equation is homogeneous, we may WLOG assume $\gcd(x, y, z)=1$. (So that all solutions will be given by multiplying all the primitive solutions by any positive integer $k$) 
Now if $x$ is even, then $z$ is even, so $y$ is also even, a contradiction. Thus $x$ is odd, so $z$ is odd, and so $x^2 \equiv z^2 \equiv 1 \pmod{4}$. Thus $4 \mid 2y^2$, so $y$ is even. Note that if $p \mid x, z$ for some prime $p$, then $p$ is odd and $p \mid 2y^2$, so $p \mid y$, a contradiction, so $\gcd(x, z)=1$.
Let $y=2y'$, so that $2y'^2=\frac{z^2-x^2}{4}=(\frac{z-x}{2})(\frac{z+x}{2})$. Now $\gcd((\frac{z-x}{2}),(\frac{z+x}{2}))=\gcd(x, z)=1$, so we have 2 cases:
Case 1: $4 \mid z-x$. Then we have $\frac{z-x}{2}=2a^2, \frac{z+x}{2}=b^2, y'=ab$ for some $a, b \in \mathbb{Z}^+$, so $z=b^2+2a^2, x=b^2-2a^2, y=2ab, \, b>a\sqrt{2}>0$. Checking, these are indeed solutions.
Case 2: $4 \mid z+x$. Then we have $\frac{z-x}{2}=b^2, \frac{z+x}{2}=2a^2, y'=ab$ for some $a, b \in \mathbb{Z}^+$, so $z=b^2+2a^2, x=2a^2-b^2, y=2ab, \, a\sqrt{2}>b>0$. Checking, these are indeed solutions.
Therefore all primitive solutions are given by $(x, y, z)=(|b^2-2a^2|, 2ab, b^2+2a^2), a, b \in \mathbb{Z}^+$.
Therefore all positive integer solutions are given by $$(x, y, z)=(k|b^2-2a^2|, k(2ab), k(b^2+2a^2)), a, b, k \in \mathbb{Z}^+$$
</s>