(1) The document provides examples of first order partial differential equations and their solutions.
(2) It discusses determining the characteristic equations from a given PDE and using them to find the general solution.
(3) The solutions are expressed in terms of arbitrary functions of the characteristic variables, satisfying any initial or boundary conditions.
(1) The document provides examples of first order partial differential equations and their solutions.
(2) It discusses determining the characteristic equations from a given PDE and using them to find the general solution.
(3) The solutions are expressed in terms of arbitrary functions of the characteristic variables, satisfying any initial or boundary conditions.
(1) The document provides examples of first order partial differential equations and their solutions.
(2) It discusses determining the characteristic equations from a given PDE and using them to find the general solution.
(3) The solutions are expressed in terms of arbitrary functions of the characteristic variables, satisfying any initial or boundary conditions.
(1) The document provides examples of first order partial differential equations and their solutions.
(2) It discusses determining the characteristic equations from a given PDE and using them to find the general solution.
(3) The solutions are expressed in terms of arbitrary functions of the characteristic variables, satisfying any initial or boundary conditions.
Problem sheet 8 (a) Eliminate the arbitrary functions from the following to obtain first order partial differential equations for u: (i) u = f (x + y) (ii) u = f (xy) (iii) u = xn f (y/x). (b) Solve the first order PDE yux + xuy = 0 subject to i) u = y on x = 0 and ii) u = cos x on x2 + y 2 = 1. (c) Consider the first order linear PDE (x − y)y 2 ux + (y − x)x2 uy = (x2 + y 2 )u and show that the general solution is of the form
3 3 u F x +y , =0 (x − y) for arbitrary F . (d) Solve the initial value problem ut + exp(x)ux = 0, u(x, 0) = x. (e) Consider the linear first order PDE tvx + xvt = cv determine the characteristics and show that the general solution has the form v(x, t) = (x + t)c F (x2 − t2 ). 2 (a) This example is going “backwards” and shows how the arbitrary function naturally appears. (i) u = f (x + y). We take ux = f ′ (x + y), uy = f ′ (x + y) and so ux − uy = 0. (ii) u = f (xy). We take ux = yf ′ (xy), uy = xf ′ (xy) so xux − yuy = 0. (iii) u = xn f (y/x) so ux = nxn−1 f (y/x) − xn−2 yf ′ (y/x) and uy = xn−1 f ′ (y/x). If we look at ux we notice that ux = nu/x − yuy /x and so xux + yuy = nu (b) A linear first order homogeneous PDE. The characteristic equations dx dy du = = y x 0 so u =constant and y 2 − x2 = constant. The latter defines the characteristic equations. Since y 2 − x2 is an integral of the PDE we have that u(x, y) = F (y 2 − x2 ) as our general solution. p i) If u(0, y) = y then y = F (y 2 ) and so u = (y 2 − x2 ). This solution is only valid in the sectors y > x and y < −x. If we sketch the characteristics that intersect the y axis then we see that they only continue into those regions. ii) If u = cos x on the circle x2 + y 2 = 1 then cos x = F (1 − 2x2 ) we have to invert this relation so we set t = 1 − 2x2 and see that p p x = ((1 − t)/2), F (t) = cos( ((1 − t)/2)) therefore the solution is " 12 # 1 2 2 u(x, y) = cos (1 + x − y ) . 2
(c) From the characteristic equations we obtain
dx dy =− 2 y2 x and so x3 + y 3 = constant= I1 . Following the hint d(x − y) du = (x − y) u and so u/(x − y) =constant= I2 . Thus
u F x3 + y 3 , =0 (x − y) as required. (d) This is a straightforward example: dt du = e−x dx = 1 0 which gives u = f (t + e−x ) for arbitrary f . The initial condition gives x = f (e−x ), set z = e−x and we get f (z) = − log z so u = − log(t + e−x ). 3 (e) The characteristic equations are dx dt dv = t, = x, = cv ds ds ds from which xdx = tdt, x2 − t2 = constant and dv d(x + t) = cv (x + t) and thus v = A(x + t)c for some constant A. Putting this together we get v(x, t) = (x + t)c F (x2 − t2 ).
