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Partial Differential Equations Assignment #1 Solutions

The document provides solutions to assignment problems involving partial differential equations (PDEs). It uses characteristic equations to change variables and reduce PDEs to standard forms. For example, one problem reduces the PDE uy'+u=0 to the solution u(x,y)=f(x-y)e-y where f is an arbitrary function. Another problem reduces the elliptic PDE vxx+3vyy-44v=0 to the standard form through a change of variables.

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0% found this document useful (0 votes)
391 views3 pages

Partial Differential Equations Assignment #1 Solutions

The document provides solutions to assignment problems involving partial differential equations (PDEs). It uses characteristic equations to change variables and reduce PDEs to standard forms. For example, one problem reduces the PDE uy'+u=0 to the solution u(x,y)=f(x-y)e-y where f is an arbitrary function. Another problem reduces the elliptic PDE vxx+3vyy-44v=0 to the standard form through a change of variables.

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Solutions to Assignment No. 1, MATH 473/MAST666. dy (1) The equation of the characteristics is: = 1 whose general solution dx is x y = c, c = constant.

. Thus, we consider the change of variables: x = x y, y = y . Therefore ux = u x and uy = ux (1) + uy and the given PDE becomes uy + u = 0. Recall that the solutions to the ODE: z + z = 0 are z = ket , k = constant. Consequently, the solution to the PDE is: u(x, y ) = f (x ) ey = f (x y ) ey for an arbitrary C 1 function f . (2) The equation of the characteristics is: dy x2 = 2 whose general sodx y lution is x3 y 3 = c, c = constant. Thus, we consider the change of variables: x = x3 y 3 , y = y (whose Jacobian is nonzero for x, y > 0). 2 2 2 Therefore ux = u x 3x and uy = ux (3y ) + uy , while x = (x + y 3 )2/3 , so that the given PDE becomes in the new variables (x + y 3 )2/3 uy = y 2 , or uy = y 2 . (x + y 3 )2/3

Using ODE techniques, we obtain u = (x + y 3 )1/3 + f (x ) = x + f (x3 y 3 ), where f is an arbitrary C 1 function. (3) The equation of the characteristics is: dy 1 = whose gendx 1 + x2 eral solution is y arctan x = c, c = constant (the sketch of some characteristics is not included here, but they consist of the graph of y = arctan x shifted up and down by constants). Thus, we consider the change of variables: x = y arctan x, y = y which implies ) ( 1 ux = ux , uy = ux + uy . 1 + x2

Thus the solution of the given PDE satises uy = 0 which implies that it must be of the form u(x, y ) = f (y arctan x) for an arbitrary f of class C 1 . (4) By evaluating B 2 AC = 0, we nd that the PDE is parabolic. We then calculate the derivatives of u(x, y ) = f (y + 2x) + xg (y + 2x) and nd:
1

ux uxx uxy uy uyy

= = = = =

2f (y + 2x) + g (y + 2x) + 2xg (y + 2x) 4f (y + 2x) + 4g (y + 2x) + 4xg (y + 2x) 2f (y + 2x) + g (y + 2x) + 2xg (y + 2x) f (y + 2x) + xg (y + 2x) f (y + 2x) + xg (y + 2x).

Therefore uxx 4uxy + 4uyy = 0. (5) Considering u(x, y ) = vex+y , we can calculate: ux = vx ex+y + vex+y uxx = vxx ex+y + 2vx ex+y + v2 ex+y uy = vy ex+y + vex+y uyy = vyy ex+y + 2vy ex+y + v 2 ex+y . e
x+y

Hence uxx + 3uyy 2ux + 24uy + 5u = 0 becomes [ ] vxx + 3vyy + (2 2)vx + (6 + 24)vy + (2 2 + 3 2 + 24 + 5)v = 0. Thus, for = 1 and = 4, we obtain the following PDE for v : Note that, if = x, y = y , then vy y = 2 vyy , thus take = 1/ 3 so that after the change of variables, the equation above becomes: x vx x + vy y 44v = 0, which means that we reduced the original elliptic PDE to an equivalent elliptic PDE in standard form. vxx + 3vyy 44v = 0.

Solutions to the additional problems: (1) We will use problem 1 above (and the same change of variables) to reduce the PDE to uy + u = ex+2y hence uy + u = ex +3y . This can be regarded as a linear ODE for which the integral factor is ey , thus we multiply the PDE by it. ( or u= ex +3y ex+2y + f (x )ey u(x, y ) = + f (x y )ey , 4 4 where f is an arbitrary function of class C 1 .

uey

)
y

= ex +4y

uey =

ex +4y + f (x ) 4

ex Now we use the condition u(x, 0) = to obtain 0 = + f (x), hence 4 x e f (x) = , thus 4 ex+2y ex2y u(x, y ) = . 4 4 (2) There is a series of straightforward computations: ux uxx uxy uy uyy thus 0 = 4u + uxx + 2uxy + 3uyy = 4u + 3u + 6u . 1 Now x = 2 , y = + implies 2 2ux + uy u = 2ux x + 2 2ux y + uy y 1 u = ux + uy 2 2 1 ux x ux y + uy y , u = 2 2 which leads, after division by 9, to the standard form 4 ux x + uy y + u = 0. 9 u = = = = = = 2u + u 4u 4u + u 2u u + u u + u u + 2u + u ,

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