MA 201 (Part II)

Partial Differential Equations

Session July-Nov, 2016
Solutions to Tutorial Problems - 6

Derivation of PDEs, General integrals, Integral surface through given curves, Cauchy problems

1. Find the partial differential equation arising from each of the following surfaces:
√
(a) u = f (x − y), (b) 2u = (ax + y)2 + b, (c) log u = a log x + 1 − a2 log y + b,
(d) f (x2 + y 2 , x2 − u2 ) = 0.

Solution: (a) ux + uy = 0.
(Differentiating w.r.t. x gives ux = f ′ (x − y) and then w.r.t. y gives uy = −f ′ (x − y).
Eliminating f ′ gives the PDE)
(b) xux + yuy = (uy )2 .
(Differentiating w.r.t. x gives ux = a(ax + y) and then w.r.t. y gives uy = ax + y.
⇒ a = ux /uy ⇒ uy = (ux /uy )x + y which gives the PDE.)
(c) (ux )2 x2 + (uy )2 y 2 = u2 .
(Differentiating
√ w.r.t. x gives ux /u = a/x, ⇒ a = (ux x/u) and then w.r.t. y gives
uy /u = 1 − a /y.2

Putting value of a from the first one into the second one gives the PDE.)
xy
(d) ux y − uy x = .
u
(Take x + y = u1 , x2 − u2 = u2 ). With ux = p and uy = q, we obtain
2 2

{ } { }
∂f ∂u1 ∂u1 ∂f ∂u2 ∂u2
+p + +p = 0,
∂u1 ∂x ∂u ∂u2 ∂x ∂u
{ } { }
∂f ∂u1 ∂u1 ∂f ∂u2 ∂u2
+q + +q = 0.
∂u1 ∂y ∂u ∂u2 ∂y ∂u

(Find the partial derivatives as:

∂x = 2x, ∂y = 2y, ∂x = 2x, ∂y = 0, ∂u = 0, ∂u = −2u.
∂u1 ∂u1 ∂u2 ∂u2 ∂u1 ∂u2

Eliminate the partial derivatives of f by considering

 
 2x (2x − 2up) 
 
 2y (2y − 2uq)  = 0

which gives the PDE.

2. Find the general integral of the following partial differential equations, where ux = p and
uy = q.
(a) x2 p+y 2 q +u2 = 0, (b) (p−q)u = u2 +(x+y), (c) x2 (y −u)p+y 2 (u−x)q = u2 (x−y).

Solution:
(a) F (1/x − 1/y, 1/y + 1/u) = 0.
(Write the auxiliary equations as dx/x2 = dy/y 2 = du/(−u2 ). Take the first two fractions to
get 1/x − 1/y = c1 and take the second and third fractions to get 1/y + 1/u = c2 . [You can
also take the first and third fractions.])
(b) F (x + y, 2x − log(u2 + x + y)) = 0.

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 (Write the auxiliary equations as dx/u = dy/(−u) = du/(u2 + x + y). Take the first two
fractions to get x + y = c1 . Now take the first and third fractions and write x + y = c1 there
to get dx/u = du/(u2 + c).)
(c) F (1/x + 1/y + 1/u, xyu) = 0.
dx/x2 dy/y 2 du/u2
(Step 1: Write the auxiliary equations as = = . Then rewrite them as
y−u u−x x−y
(dx/x2 ) + (dy/y 2 ) du/u2 dx dy du
= which gives 2 + 2 + 2 = 0 ⇒ 1/x + 1/y + 1/u = c1 .
y−x x−y x y u
dx/x dy/y du/u
Step 2: Rewrite the auxiliary equations as = = . Then
x(y − u) y(u − x) u(x − y)
(dx/x) + (dy/y) du/u dx dy du
= which gives + + = 0 ⇒ log xyu = log c2 .)
u(y − x) u(x − y) x y u
These steps give us the solution.

3. Show that the integral surface of the equation 2y(u − 3)p + (2x − u)q = y(2x − 3) that passes
through the circle x2 + y 2 = 2x, u = 0 is x2 + y 2 − u2 − 2x + 4u = 0.
Solution: Take the first and third fractions to get the first curve as x2 − u2 − 3x + 6u = C1 .
dx dy du
Then use multipliers 1, 2y, −2 to write + 2y −2 = 0 (each fraction is equal to this).
dt dt dt
This gives d{x + y 2 − u} = 0 ⇒ x + y 2 − 2u = c2 to get the second curve. Using the given
conditions, x2 − 3x = c1 , x + y 2 = c2 adding which we get x2 + y 2 − 2x = c1 + c2 and finally
the relation c1 + c2 = 0 which will give the required surface.

4. Find the solution of the following Cauchy problems:

(a) ux + uy = 2, u(x, 0) = x2 ; (b) 5ux + 2uy = 0, u(x, 0) = sin x.
dx(t,s) dy(t,s) du(t,s)
Solution:(a) The characteristics equations are: dt = 1, dt = 1, dt = 2, whose
solutions are given by

x(t, s) = t + C1 (s), y(t, s) = t + C2 (s), u(t, s) = 2t + C3 (s).

Using the parametric initial conditions x(0, s) = s, y(0, s) = 0, u(0, s) = s2 , we obtain

x(t, s) = t + s y(t, s) = t u(t, s) = 2t + s2 .

Now, writing (t, s) as functions of (x, y), we have t = y s = x − y. Thus, the integral surface
is given by
U (x, y) = u(t(x, y), s(x, y)) = 2y + (x − y)2 .
(b) The solution will proceed as in Q.4 (a). The integral surface is given by U (x, y) =
sin(x − 25 y).

5. Show that the Cauchy problem ux + uy = 1, u(x, x) = x has infinitely many solution.
Solution: Note that the transversality condition is violated i.e., the Jacobian J = 0. Further,
the initial curve is a characteristics curve. Therefore, it has infinitely many solution.

6. Consider the PDE xux + yuy = 4u, where x, y ∈ R. Find the characteristics curves for the
equation and determine an explicit solution that satisfies u = 1 on the circle x2 + y 2 = 1.
Solution: The characteristics equations x′ (t) = x, y ′ (t) = y, u′ (t) = 4u yield the solutions

x(t, s) = C1 (s)et , y(t, s) = C2 (s)et , u(t, s) = C3 (s)e4t .

The characteristics curves are given by xy = C. With x0 (s) = s, y0 (s) = (1 − s2 )1/2 , u0 (s) =
1, it now follows that U (x, y) = u(t(x, y), s(x, y)) = (x2 + y 2 )2 , which is the required integral
surface.

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7. Find a function u(x, y) that solves the Cauchy problem
x2 ux + y 2 uy = u2 , u(x, 2x) = x2 , x ∈ R.
Is the solution defined for all x and y? Check whether the transversality condition holds.
Solution: Solving the characteristics equations: dx(t,s)
dt = x2 , dy(t,s)
dt = y 2 , du(t,s)
dt = u2 , we
get
1 1 1
− = t + C1 (s), − = t + C2 (s), − = t + C3 (s).
x y u
Using the parametric initial conditions x(0, s) = s, y(0, s) = 2s, u(0, s) = s2 , we obtain
1 1 1 1 1 1
= − t, = − t, = 2 − t.
x s y 2s u s
xy y−2x
Now, writing (t, s) as functions of (x, y), we obtain s = 2(y−x) t= xy . Thus, the integral
surface is given by
s2 x2 y 2
U (x, y) = u(t(x, y), s(x, y)) = = .
1 − ts2 {4(y − x)2 − xy(y − 2x)}
The solution is not defined on the curve 4(y −x)2 = xy(y −2x) that passes through the origin.
8. Find a function u(x, y) that satisfies the PDE −yux + xuy = 0 subject to the side condition
u(x, x2 ) = x3 , (x > 0).
Solution
PDE: −yux + xuy = 0 (1)
2 3
Side Condition: u(x, x ) = x , (x > 0). (2)
Step 1. (Finding characteristic curves (x(t, s), y(t, s), u(t, s)))
Solve
d d d
x(t, s) = −y(t, s), y(t, s) = x(t, s), u(t, s) = 0.
dt dt dt
with initial conditions x(0, s) = s, y(0, s) = s2 , u(0, s) = s3 . The general solution is
x(t, s) = c1 (s) cos(t) + c2 (s) sin(t), y(t, s) = c1 (s) sin(t) − c2 (s) cos(t).
Step 2. (Applying IC)
Using ICs, we find that
c1 (s) = s, c2 (s) = −s2 ,
and hence
x(t, s) = s cos(t) − s2 sin(t) and y(t, s) = s sin(t) + s2 cos(t).
Step 3. (Writing the parametric form of the solution)
Note that c(x, y) = 0 and d(x, y) = 0. Therefore, it follows that
d(t, s) = 0, µ(t, s) = 1.
In view of the given initial curve and u = u(t, s), we obtain
u(x(0, s), y(0, s)) = u(s, s2 ) = g(s) = s3 , u(t, s) = s3 .
Thus, the parametric form of the solution of the problem is given by
x(t, s) = s cos(t) − s2 sin(t), y(t, s) = s sin(t) + s2 cos(t), u(t, s) = s3 .
Step 4. (Expressing u(s, t) in terms of U (x, y)) It is left as an exercise to show that
1 [ √ ]3/2
U (x, y) = √ −1 + 1 + 4(x2 + y 2 ) .
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