Tutorial7 2016 Solution

MA 201 (Part II)
Partial Differential Equations

Session July-Nov, 2014
Solutions to Tutorial Problems - 7
Topics: Orthogonal surface, 1st order non-linear PDE

Classification of 2nd order PDEs, Canonical/Normal forms, The wave equation: Infinite string problem
1. Find the surface which is orthogonal to the one-parameter system
u = cxy(x2 + y 2 )
and which passes through the hyperbola x2 − y 2 = a2 , u = 0.

u
Solution: Write f (x, y, u) ≡ = c so that
xy(x2 + y 2 )
∂f u 3x2 + y 2 ∂f u 3y 2 + x2 ∂f 1
=− 2 2 2 2
, = − 2 2 2 2
, = .
∂x y x (x + y ) ∂y x y (x + y ) ∂u xy(x + y 2 )
2
The auxiliary equations can be written and adjusted as
x(x2 + y 2 )dx y(x2 + y 2 )dy

= = −udu.
3x2 + y 2 3y 2 + x2
Adding first and second and equating to third,
(x2 + y 2 )(xdx + ydy)

= −udu.
4(x2 + y 2 )
giving x2 + y 2 + 4u2 = c1 . Similarly, on subtraction and using x2 + y 2 = c1 − 4u2 :
(x2 + y 2 )(xdx − ydy) 2 2

p
= −udu, ⇒ x − y = c2 c1 − 4u2 .
2(x2 − y 2 )
Using the given conditions: a4 = c22 c1 which ultimately gives

(x2 + y 2 )a4 = (x2 + y 2 + 4u2 )(x2 − y 2 )2 .
2. Show that the equations xp − yq = x and x2 p + q = xu are compatible, and find a one–
parameter family of common solutions.
Solution: Check the compatibility condition for first part. Then from the given equations
find
xu − x2

y(u − x)
p= 1+ , q= .
1 + xy 1 + xy
(u − x)(ydx + xdy)
From the integrability condition du = pdx + qdy, get du = dx + which
1 + xy
on integration gives u = x + c(1 + xy).
3. Determine the general solution of the following non-linear partial differential equations:
(i) p2 + qy − u = 0; (ii) (p2 + q 2 )y − qu = 0

1
Solution: (i) u = ay + (x − b)2 , (ii) u2 = a2 y 2 + (ax + b)2 .
4
1
4. Solve the following partial differential equations:
p
(i) pq + p + q = 0; (ii) u = px + qy + 1 + p2 + q 2 ;
(iii) upq − p − q = 0; (iv) p2 + q 2 = x + y; (v) p2 y(1 + x2 ) = qx2 .

a
Solution: (i) u = ax − y + b, (Eqn independent of x, y, z)
p a + 1
(ii) u = ax + by + 1 + a2 + b2 , (Eqn Clairaut’s type)
2(1 + a)
(iii) u2 = [ax + y] + b, (Eqn not containing x, y)
a
2 2
(iv) u = (x + a)3/2 + (y − a)3/2 + b, (Separable equations)
3 3
p
2
1 2
(v) u = a(1 + x ) + ay + b, (Separable equations)
2
5. Find an integral surface of
y(u2x − u2y ) + uuy = 0
containing the initial curve
u = 3t, on x = 2t, y = t.
Solution: Here, f = y(p2 − q 2 ) + uq, so that
fx = 0, fy = p2 − q 2 , fu = q, fp = 2yp, fq = −2yq + u.
Thus, Charpit’s equations are given by

dx dy du dp dq
= = = = .
2yp −2yq + u 2yp2 + q(u − 2yq) −pq −p2
Last pair of terms gives

p2 − q 2 = a. (1)
This together with given equation, we obtain
ay + uq = 0. (2)
Solving for p and q, we obtain

r
ay a2 y 2
q=− & p=± a+ .
u u2
This leads to
udu + aydy √
p = ± adx.
u2 + ay 2
Integrating, we obtain
p √ √
u2 + ay 2 = ± ax ± b or u2 = (b + ax)2 − ay 2 .
Then apply initial data to have b = 0 and a = 3. An integral surface is
u2 = 3(x2 − y 2 ).
6. Classify the following second-order partial differential equations:

(i) uxx + 4uxy + 4uyy − 12uy + 7u = x2 + y 2 ; (ii) uxx + 4uxy + (x2 + 4y 2 )uyy = sin(x + y)
(iii) (x + 1)uxx − 2(x + 2)uxy + (x + 3)uyy = 0; (iv) yuxx + (x + y)uxy + xuyy = 0.
x2
Solution: (i) Parabolic, (ii) Parabolic on the ellipse + y 2 = 1, hyperbolic inside the ellipse
4
and elliptic outside the ellipse, (iii) Hyperbolic, (iv) hyperbolic if x 6= y, parabolic for x = y.
2
7. Reduce the following equations to canonical form and hence solve them:
(i) uxx + 4uxy + 3uyy = 0; (ii) 4uxx − 12uxy + 9uyy = e3x+2y ,
(iii) uxx + 2uxy + uyy = x2 + 3 sin(x − 4y).
Solution: (i) Equation is hyperbolic. Characteristics are given by ξ = 3x − y and η = x − y.

Canonical form is uξη = 0. The solution is u = f (3x − y) + g(x − y).
(ii) Equation is parabolic. Characteristics are given by ξ = x and η = 2y + 3x. Canonical
1 x2 3x+2y
form is uξξ = eη . The solution is u = e + xf (3x + 2y) + g(3x + 2y).
4 8
(iii) Equation is parabolic. Characteristics are given by ξ = y and η = y − x. Canonical form
x4 1
is uξξ = (ξ − η)2 − 3 sin(3ξ + η). Solution is u = + sin(x − 4y) + yf (y − x) + g(y − x).
12 3
8. Find D’Alembert solution of one-dimensional wave equation with the following initial condi-
tions:
(a) u(x, 0) = sin x, ut (x, 0) = 0, (b) u(x, 0) = sin x, ut (x, 0) = cos x.
Solution:
1
(a) u(x, t) = sin x cos ct, (b) u(x, t) = sin x cos ct + sin ct cos x.
c
9. A string stretching to infinity in both directions is given the initial displacement
1
φ(x) =
1 + 4x2
and released from rest. Find its subsequent motion as a function of x and t.
Solution: Recall D’Alembert solution for one-dimensional wave equation. Here initial dis-
1
placement u(x, 0) = φ(x) = and initial velocity ut (x, 0) = ψ(x) = 0. The required
1 + 4x2
expression for u(x, t) is
1 + 4(x2 + c2 t2 )
u(x, t) =
[1 + 4(x + ct)2 ][1 + 4(x − ct)2 ]
.

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MA 201 (Part II)

Partial Differential Equations

Topics: Orthogonal surface, 1st order non-linear PDE

1. Find the surface which is orthogonal to the one-parameter system

and which passes through the hyperbola x2 − y 2 = a2 , u = 0.

The auxiliary equations can be written and adjusted as

x(x2 + y 2 )dx y(x2 + y 2 )dy

(x2 + y 2 )(xdx + ydy)

giving x2 + y 2 + 4u2 = c1 . Similarly, on subtraction and using x2 + y 2 = c1 − 4u2 :

(x2 + y 2 )(xdx − ydy) 2 2

Using the given conditions: a4 = c22 c1 which ultimately gives

(i) p2 + qy − u = 0; (ii) (p2 + q 2 )y − qu = 0

(iii) upq − p − q = 0; (iv) p2 + q 2 = x + y; (v) p2 y(1 + x2 ) = qx2 .

Thus, Charpit’s equations are given by

Last pair of terms gives

Solving for p and q, we obtain

Then apply initial data to have b = 0 and a = 3. An integral surface is

6. Classify the following second-order partial differential equations:

Solution: (i) Equation is hyperbolic. Characteristics are given by ξ = 3x − y and η = x − y.

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