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    Math 4315 - Pdes: Sample Test 1 - Solutions

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    Ram Asrey Gautam
    This document contains: 1. Solutions to sample test problems involving first and second order partial differential equations. Key steps include introducing alternate coordinate systems and using the method of characteristics. 2. Solutions involve finding arbitrary functions that satisfy the PDEs and any boundary/initial conditions. 3. Solutions are presented parametrically and in explicit form after eliminating independent variables.

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    Math 4315 - Pdes: Sample Test 1 - Solutions

    Uploaded by

    Ram Asrey Gautam
    69 views5 pages
    This document contains: 1. Solutions to sample test problems involving first and second order partial differential equations. Key steps include introducing alternate coordinate systems and using the method of characteristics. 2. Solutions involve finding arbitrary functions that satisfy the PDEs and any boundary/initial conditions. 3. Solutions are presented parametrically and in explicit form after eliminating independent variables.

    Original Title

    Math 4315 - PDEs T1

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    This document contains: 1. Solutions to sample test problems involving first and second order partial differential equations. Key steps include introducing alternate coordinate systems and using the method of characteristics. 2. Solutions involve finding arbitrary functions that satisfy the PDEs and any boundary/initial conditions. 3. Solutions are presented parametrically and in explicit form after eliminating independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    69 views5 pages

    Math 4315 - Pdes: Sample Test 1 - Solutions

    Uploaded by

    Ram Asrey Gautam
    This document contains: 1. Solutions to sample test problems involving first and second order partial differential equations. Key steps include introducing alternate coordinate systems and using the method of characteristics. 2. Solutions involve finding arbitrary functions that satisfy the PDEs and any boundary/initial conditions. 3. Solutions are presented parametrically and in explicit form after eliminating independent variables.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 5

    Math 4315 - PDEs

    Sample Test 1 - Solutions

    1. Solve the following first order PDEs by introducing an alternate coordi-


    nate system (i.e. ( x, y) → (r, s))

    (i ) xu x − yuy = 2u,
    (ii ) yu x − uy = 1,

    Solutions
    (i) If us = u x xs + uy ys then choosing

    xs = x, ys = −y, gives us = 2u.

    Solving gives

    x = a (r ) e s , y = b (r ) e −s , u = c(r )e2s ,

    where a(r ), b(r ) and c(r ) are arbitrary functions of r. Eliminating s from
    the first two and first and third gives
    u
    xy = a(r )b(r ) = A(r ), = c(r )/a(r )2 = B(r ).
    x2

    Noting again that A(r ) and B(r ) are arbitrary. Further, elimination of r
    gives
    u
    2
    = f ( xy) or u = x2 f ( xy).
    x

    (ii) If us = u x xs + uy ys then choosing

    xs = y, ys = −1, gives us = 1.

    Solving the second and third gives

    y = − s + b (r ), u = s + c (r ),

    giving the first as


    x s = y = − s + b (r ).

    1
    Integrating gives
    ( b (r ) − s )2
    x=− + a (r ),
    2
    where a(r ), b(r ) and c(r ) are arbitrary functions of r. Eliminating s from x
    and y gives
    y2
    x+ = a(r ), or 2x + y2 = A(r ).
    2
    Eliminating s from y and u gives

    u + y = c (r ) + b (r ) = B (r ).

    Noting again that A(r ) and B(r ) are arbitrary. Further, elimination of r
    gives
    u + y = f (2x + y2 ) or u = −y + f (2x + y2 ).

    2. Solve the following using the method of characteristics


    2
    (i ) yu x + xuy = xu, u( x, 0) = e− x
    (ii ) xu x + 2uuy = u, u( x, 0) = x2

    Solutions
    (i) The characteristic equations are
    dx dy du
    = = .
    y x xu
    Solving the first pair, i.e.
    dx dy
    = gives c1 = x 2 − y2 .
    y x

    Solving the second and third, i.e.


    dy du
    = gives y = ln |u| − ln |c2 | or c2 = u e − y .
    x xu
    The solution is therefore given by

    u e − y = f ( x 2 − y2 ) or u = e y f ( x 2 − y2 ).
    2
    Imposing the initial condition u( x, 0) = e− x gives
    2
    u( x, 0) = e0 f ( x2 − 02 ) = e− x =⇒ f ( x ) = e− x .

    2
    This gives the solution as
    2 − y2 ) 2 +y− x2
    u = ey e−( x = ey .

    (ii) The characteristic equations are


    dx dy du
    = = .
    x 2u u
    Solving the first and third, i.e.
    dx du u
    = gives ln | x | = ln |u| − ln|c2 | or = c2 .
    x u x

    Solving the second and third, i.e.


    dy du y y
    = gives = u − c1 or c1 = u − .
    2u u 2 2
    The solution is therefore given by
    u y y
    = f (u − ) or u = x f (u − ).
    x 2 2
    Imposing the initial condition u( x, 0) = x2 gives
    √
    x 2 = x f ( x 2 − 0) =⇒ f ( x2 ) = x =⇒ f (x) = x.
    This gives the solution as
    r
    y
    u=x u− .
    2

    3. Solve the following nonlinear PDE


    (i ) xu2x + uy = 1, u( x, 1) = x + 1.
    (ii ) u x uy − 2xu x − 2yuy = 0, u( x, 0) = x2

    Solution
    (i) If F = xp2 + q − 1 then the characteristic equations are
    xs = Fp = 2xp (1.4a)
    ys = Fq = 1 (1.4b)
    2
    us = pFp + qFq = 2xp + q (1.4c)
    ps = −( Fx + pFu ) = − p2 (1.4d)
    qs = −( Fy + qFu ) = 0. (1.4e)

    3
    To these we associate the following initial condition. When s = 0, then

    y = 1, x = r, u = r + 1, p = 1, q = 1 − r, (1.5)

    where p is obtained from differentiating the initial condition and q from


    the original equation.
    From (1.4d) and (1.4e) we find that
    1
    = s + A (r ), q = B (r ).
    p

    From the boundary conditions (1.5) we find that A = 1 and B = 1 − 4 so

    1
    = s + 1, q = 1 − r.
    p

    From (1.4a) and (1.4a) we integrate giving

    x = C (r )(s + 1)2 , y = s + D (r ).

    The boundary conditions (1.5) gives A = r and D = 1. Thus,

    x = r ( s + 1)2 , y = s + 1. (1.6)

    From (1.4c) we have

    us = 2xp2 + q = r + 1 ⇒
    u = (r + 1)s + E(r ) = (r + 1)s + r + 1. (1.7)

    Eliminate r and s from (1.6) and (1.7) gives the solution


    x
    u = y+ .
    y

    (ii) If F = pq − 2xp − 2yq then the characteristic equations are

    xs = Fp = q − 2x (1.8a)
    ys = Fq = p − 2y (1.8b)
    us = pFp + qFq = 2pq − 2xp − 2yq = pq (1.8c)
    ps = −( Fx + pFu ) = 2p (1.8d)
    qs = −( Fy + qFu ) = 2q. (1.8e)

    To these we associate the following initial condition. When s = 0, then

    y = 0, x = r, u = r2 , p = 2r, q = 2r, (1.9)

    4
    where p is obtained from differentiating the initial condition and q from
    the original equation. As we need p and q to find x, y and u, we focus on
    these first. Solving (1.4d) and (1.4e) for p and q gives

    p = a(r )e2s , q = b(r )e2s ,

    and imposing the initial condition gives a(r ) = 2r and b(r ) = 2r. Thus,

    p = 2re2s , q = 2re2s .

    From (1.4c) we see that


    us = 4r2 e4s ,
    which integrates giving
    u = r2 e4s + c(r ),
    and the initial condition here gives c(r ) = 0. Substituting (1.10) into (1.4a)
    and (1.4b) gives

    xs + 2x − 2re2s = 0, ys + 2y − 2re2s = 0.

    Solving yields
    r 2s r 2s
    x= e + d(r ) e−2s , y= e + e(r ) e−2s .
    2 2
    Applying the remaining initial conditions gives
    r 0 r
    r= e + d (r ) e0 , 0 = e0 + e (r ) e0 ,
    2 2
    showing that d(r ) = 2r and e(r ) = − 2r . Thus, we have the following para-
    metric solutions
    r ³ 2s ´ r ³ 2s ´
    x= e + e−2s , y = e − e−2s , u = r2 e4s .
    2 2
    Eliminate r and s gives
    u = ( x + y )2 .

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