1. For the following statements, answer true of false. Show your logic.

1
(a) (5 points) The partial differential equation utt = ux − u is nonlinear.
Solution. True. We can rewrite

u · utt = u · ux − 1. (1)

The terms uutt and uux are nonlinear. Thus, the PDE is nonlinear.

(b) (5 points) The profile u(x, t) = 3 sech2 (7x − 5t + 3) is a traveling wave.

Solution. True. Let

f (z) = 3 sech2 (7z + 3). (2)

Then u(x, t) = f x − 75 t . Therefore, the function u(x, t) is a traveling wave.

(c) (5 points) The dispersion relation of the equation ut = uxx + u is ω = −ik 2 + i.

Solution. True. Inserting eikx−iωt into the above PDE yields

−iωeikx−itω = −k 2 eikx−itω + eikx−itω ⇒ ω = i − ik 2 (3)

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2. Consider the following dispersion relation
k
ω= .
5 + k2
(a) (5 points) Find the partial differential equation which this dispersion relation satisfies. HINT: expand and
multiply both sides by −i.
Solution. We have

5ω + ωk 2 = k. (4)

Multiplying through by −i gives

−5iω − iωk 2 = −ik ⇒ 5(−iω) − (−iω)(−k 2 ) = −ik. (5)

Therefore, we see that the PDE must be

5ut − utxx = −ux . (6)

(b) (5 points) Is this equation dispersive?

Solution. Note that the phase velocity

ω(k) 1
cp (k) = = (7)
k 5 + k2
1. is real for real k, and
2. cp (k) is nonconstant.
Therefore, this equation is dispersive.

(c) (5 points) If it is not dispersive, is there growth or decay? If it is dispersive, find it’s phase and group
velocity.
Solution. The phase velocity cp was determined in the last part to be

1
cp (k) = . (8)
5 + k2
The group velocity is

dω(k) 5 − k2
cg (k) = = . (9)
dk (5 + k 2 )2

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3. (20 points) Using characteristic lines, draw the (x, t) diagram for the solution of the wave equation problem


 x ∈ (−∞, ∞), t ∈ (0, ∞)
 1, x ∈ (−1, 0)



utt = uxx , u(x, 0) = −1, x ∈ (0, 1) .
0, otherwise

 


ut (x, 0) = 0


In other words, indicate the value of the solution in the (x, t)-plane, by dividing it into regions where the solution
is constant. Draw the solution profile u(x, t), for t = 0, 1, 2. All four of these graphs should be on separate plots.

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4. (20 points) Write down the solution of the following initial-boundary value problem

 x ∈ (0, ∞), t ∈ (0, ∞)
u(x, 0) = e−x , for x ∈ (0, ∞)


utt = uxx ,

 ut (x, 0) = 0, for x ∈ (0, ∞)
u(0, t) = 0, for t ∈ (0, ∞).


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5. Let σ > 0 be a constant, and consider the problem


 x ∈ (0, L), t ∈ (0, ∞)
u(x, 0) = f (x), for x ∈ (0, L)

ut = σ(uxx − u), .

 u(0, t) = 0, for t > 0
u(L, t) = 0, for t > 0


(a) (7 1/2 points) Assume that u(x, t) = w(t)v(x), and derive two ODE’s, one for w and one for v. Use λ as
your separation constant.
Solution. Inserting u(x, t) = w(t)v(x) into our PDE gives

w0 v = σ(wv 00 − wv). (10)

This is equivelent to

w0 v 00 − v
= . (11)
σw v
Since the left and right hand side of the above equation are functions of distinct variables, we can assert
that for a constant λ,

w0 v 00 − v
= = λ. (12)
σw v

(b) (7 1/2 points) Solve the ODE for v when λ < −1. Determine which λ give a nontrivial solution.
Solution. Suppose that λ < 0. We see that the ODE in v is

v 00 = (1 + λ)v. (13)

Let −r2 = 1 + λ where r > 0. Then

v(x) = c1 cos(rx) + c2 sin(rx). (14)

Applying our boundary conditions implies that

nπ
r= , n = 1, 2, 3, · · · . (15)
L
So,
 nπx 
vn (x) = bn sin , (16)
L
and
n2 π 2
λ=− − 1. (17)
L2

(c) (5 points) Solve the ODE for w. Then use superposition to write down the form of the general solution.
Solution. Now,
2
π 2 /L2 −1)t
w0 = σλw ⇒ w(t) = ce−σ(n . (18)

By superposition,
∞  nπx 
2
π 2 /L2 −1)t
X
u(x, t) = bn e−σ(n sin . (19)
n=1
L

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6. (10 points) Consider the PDE

ut − ux + uxt = 0.

Write down the PDE which results from the change of variable y = t − x and z = t + x.
Solution. By the chain rule
∂u ∂u ∂y ∂u ∂z ∂u ∂u
ut = = · + · = + = uy + uz (20)
∂t ∂y ∂t ∂z ∂t ∂y ∂z
Similarly,
∂u ∂u ∂y ∂u ∂z ∂u ∂u
ux = = · + · =− + = −uy + uz . (21)
∂x ∂y ∂x ∂z ∂x ∂y ∂z
Thus,

uxt = (−uy + uz )y + (−uy + uz )z = −uyy + uzz . (22)

Combining these three results gives our new PDE

uzz + 2uz − uyy = 0. (23)

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