Elimination of Arbitrary Constant

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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 ).
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(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 ) .
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(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 ).
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(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 ).

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