698 Answers and Hints to Selected Exercises

24. V !! (t) + 2b V ! (t) + k 2 c2 V (t) = 0.

25. Differentiating with respect to r and t partially gives

V !! (r) + n2 V (r) = 0.

2.8 Exercises

2. (a) xp − yq = x − y, (d) yp − xq = y 2 − x2 .

3. (a) u = f (y), (b) u = f (bx − ay), (c) u = f (y e−x ),

! " # 2 2$
(d) u = f y − tan−1 x , (e) u = f x −yx ,
dx dy du d(x+u) d(u+y)
(f) Hint: y+u = y = x−y = x+u = x , x dx = (u + y) d (u + y) ⇒
2 d(u+x) dy u+x
(u + y) − x2 = c1 . u+x = y ⇒ y = c2 ,
# $
u+x 2 2
f y , (u + y) − x = 0.
dx dy du d(u−y)
(g) y2 = −xy = xu−2xy = x(u−y) .

From the second and the fourth, (u − y) y = c1 and x2 + y 2 = c2 .

! " ! "
Hence, (u − y) y = f x2 + y 2 . Thus, u = y + y −1 f x2 + y 2 .
! "
(h) u + log x = f (xy), (i) f x2 + u2 , y 3 + u3 = 0.
! "
4. u (x, y) = f x2 + y −1 . Verify by differentiation that u satisfies the

original equation.
! " ! "
5. (a) u = sin x − 32 y , (b) u = exp x2 − y 2 ,
! " ! "3 ! "
(c) u = xy + f xy , u = xy + 2 − xy , (d) u = sin y − 21 x2 ,


 ) ! "*
 1 y 2 + exp − x2 − y 2 for x > y,
2
(e) u = ) ! "*

 1 x2 + exp − y 2 − x2
2 for x < y.

(f) Hint: y = 21 x2 + C1 , u = C12 x + C2 ,

! "2 ! " ! "2 ! "
u = x y − 12 x2 + f y − 12 x2 , u = x y − 12 x2 + exp y − 12 x2 .
y u+1 1 x2
(g) x = C1 and y = C2 , C2 = 1 + C12
. Thus, u = y + y − 1,

y #= 0.
dy du
(h) Hint: x + y = C1 , −u = u2 +C12
, u2 + C12 = C2 exp (−2y).
 2.8 Exercises 699

From the Cauchy data, it follows that 1 + C12 = C2 , and hence,

+, - .1
2 −2y 2 2
u = 1 + (x + y) e − (x + y) .
dy
! " !y"
(i) dx − xy = 1, dx
d y
x = 1
x which implies that x = C1 exp x .
u+1
! u+1
! y
""
x = C2 . Hence, f x , x exp − x = 0.
2
Initial data imply x = C1 and x x+1 = C2 . Hence C2 = C1 + C11 .
u+1
! y" 1 !y" 2
! y" !y"
x = x exp − x + x exp x . Thus, u = x exp − x + exp x − 1.
dx dy du
(j) √
x
= u = −u2 . The second and the third give y = − log (Au) and

hence, A = 1 and u = exp (−y). The first and the third yield
√ √
u−1 = 2 x − B. At (x0 , 0), x0 > 0, B = 2 x0 − 1. Hence,
!√ √ "
u−1 = 2 x − x0 + 1 = y1 . The solution along the characteristic is
!√ √ "
u = exp (−y) or u−1 = 2 x − x0 + 1.
dx dy du
(k) ux2 = exp(−y) = −u2 . The first and the third give x−1 = log u + A
1
and hence, A = x0 ,
x0 > 0. The second and third yield u = exp (−y).
! "
Or, eliminating u gives y = x−1 0 −x
−1
.
√
6. u2 − 2ut + 2x = 0, and hence, u = t + t2 − 2x.
# $
x
7. u (x, y) = exp x2 −y 2 .
! "
8. (a) u = f xy , xz (b) Hint: u1 = x−yxy = C1 ,
# $
d(x−y) dz x−z x−y x−y
x2 −y 2 = z(x+y) gives u = z = C2 . Hence, u = f xy , z .

(c) φ = (x + y + z) = C1 .
( dx
x ) ( dy
y ) ( dz
z )
dx dy dz
x + y + z d log(xyz)
Hint: y−z = z−x = x−y = 0 = 0 ,

ψ = xyz = C2 , and hence, u = f (x + y + z, xyz) is the general

solution.

(d) Hint: x dx + y dy = 0, x2 + y 2 = C1
! " ! "
z dz = − x2 + y 2 y dy = −C1 y dy, z 2 + x2 + y 2 y 2 = C2 ,
! ! " "
u = f x2 + y 2 , z 2 + x2 + y 2 y 2 .
−1 ! "
(e) xy2 −zdx2 = zy2 −xdy2 = yz2 −xdz2 = d(log0xyz) . u = f x2 + y 2 + z 2 , xyz .
−1 −1
700 Answers and Hints to Selected Exercises
2 3
# 3
$
x2
9. (a) Hint: y − x2 = C1 , u = xy − x3 + C2 , φ u − xy + x3 , y − 2 = 0.
3
# 2
$ 3
# 2
$2
u = xy − x3 + f y − x2 , u = xy − x3 + y − x2 .
x2
(b) u = xy − 13 x3 + y − 2 + 56 .
x+u 2 2u 2 2
11. y = C1 , u2 − (x − y) = C2 , u2 − y − (x − y) − y (x − y) = 0.
2
u= y + (x − y), y > 0.
τ2 (2x−2y+y2 )
12. (a) x = 2 + τ s + s, y = τ + 2s, u = τ + s = 2(y−1)
2
τ
(b) x = 2 + τ s + s2 , y = τ + 2s, u = τ + s,
2
(y − s) = 2x − s2 , which is a set of parabolas.
1 2
(c) x = 2 (τ + s) , y = u = τ + s.

13. Hint: The initial curve is a characteristic, and hence, no solution exists.
# $ /# $1 0
xy x2 −y 2 +1 2
14. (a) u = exp x+y , (b) u = sin 2 ,
! " 21 !y"
(c) u = 2 xy
3 + 12 log 3x , (e) u = 21 x2 − 41 y 2 + 12 x2 y + 41 .
dx dy du
(f) Hint: 1 = 2 = 1+u , y − 2x = c1 and (1 + u) e−x = c2 ,

(1 + u) e−x = f (y − 2x), 1+u = exp (3x − y + 1) [1 + sin (y − 2x − 1)].

dy
(g) Hint: dx du
1 = 2 = u , y−2x = c1 , and u e
−x
= c2 , u e−x = f (y − 2x),
! " ! y−3x "
u = exp y−x 2 cos 2 .
dy 2 2 2
(h) dx du
1 = 2x = 2x u , (y − x) = c1 , and u e−x = c2 , u e−x =
! " ! "
f y − x2 , u (x, y) = x2 − y ey .
dx dy du
(i) u = 1 = u , u − x = c1 , and u e−y = c2 , f (u e−y , u − x) = 0,
2x ey dx
u ey = g (u − x), u = 2ey −1 , dy = u, x = A (2ey − 1) is the family of

characteristics.
dx dy du 1 1
(j) 1 = 1 = u2 , y − x = c1 , and u + x = c2 , u + x = f (y − x),
! 1−tanh x " tanh(x−y)
f (x) = − tanh x , u (x, y) = 1−y tanh(x−y) .
x dx+y dy+u du
15. 3uy = u2 + x2 + y 2 . Hint: 0 , x2 + y 2 + u2 = c1 ,
dy
y = − du
u gives uy = c2 .
! "
x2 + y 2 + u2 = f (uy), and hence, 3u2 = f u2 .
 2.8 Exercises 701
2
16. (a) x (s, τ ) = τ , y (s, τ ) = τ2 + aτ s + s, u (s, τ ) = τ + as.
−1 ! "
τ = x, s = (1 + ax) y − 21 x2 a, and hence,
−1 1 ! "2
u (x, y) = x + as = (1 + ax) x + a y + 12 x2 , singular at x = − a1 .
2 2 √
(b) y = u2 + f (u − x), 2y = u2 + (u − x) , u (0, y) = y.
d(x+y+u) d(y−u) d(u−x)
17. (a) Hint: 2(x+y+u) = −(y−u) = −(u−x)
2 2
(x + y + u) (y − u) = c1 and (x + y + u) (u − x) = c2 .
dx dy
(b) Hint: x = −y . Hence, xy = a.
dx du dx u(u2 +a)
xu(u2 +a) = x4 . So, du = x3 giving x4 = u4 + 2au2 + b

and, thus, x4 − u4 − 2u2 xy = b.

dx dy dy
! "
(c) x+y = x−y (exact equation). u = f x2 − 2xy − y 2 .
= 0
! ! ""
(d) f x2 − y 2 , u − 12 y 2 x2 − y 2 = 0.
! "
(e) f x2 + y 2 + z 2 , ax + by + cz = 0.
dx dy dz y
18. Hint: x = y and hence, xz = c,
= z , z = d.
! " ! "
x2 + y 2 = a2 and z = tan−1 xy give c2 + d2 z 2 = a2
! "
and z = b tan−1 dc .
! " ! "
c = az cos θ, d = az sin θ, and z = b tan−1 (tan θ) = bθ.

Thus, the curves are x b θ = az cos θ and y b θ = az sin θ.

, -
2
19. F x + y + u, (x − 2y) + 3u2 = 0. Hint: (dx−2dy)9u
du
= −3(x−2y) .
2 2
(x − 2y) + 3u2 = (x + y + u) .
! " ! 2 "4
20. F x2 + y, yu = 0, x + y = yu.
dz (dx+dy+dz)
21. Hint: x − y + z = c1 , −(x+y+z) = ,
and hence,
8z
, -
2 2
8z 2 + (x + y + z) = c2 . F (x − y + z) , 8z 2 + (x + y + z) = 0.
2 2
c21 + c2 = 2a2 , or (x − y + z) + (x + y + z) + 8z 2 = 2a2 .
! "
22. F x2 + y 2 + z 2 , y 2 − 2yz − z 2 = 0.
! √ "
(a) y 2 − 2yz − z 2 = 0, two planes y = 1+ 2 z.

(b) x2 + 2yz + 2z 2 = 0, a quadric cone with vertex at the origin.

(c) x2 − 2yz + 2y 2 = 0, a quadric cone with vertex at the origin.

702 Answers and Hints to Selected Exercises

23. Use the Hint of 17(c).

2
dx
dt = x + y, dy d x
dt = x − y, dt2 = 2x.
! dx "2 dx
√
dt = 2x2 + c. When x = 0 = y, dt = 2 x.
√
2 u = ln x + x2 − 2xy + 2y.
! "
24. (a) a = f x + 32 y .

(b) x = at + c1 , y = bt, u = c2 ect , c2 = f (c1 ),

! " ! "
u (x, y) = f x − ab y exp cy b .
# $
x c
(c) u = f 1−y (1 − y) .
−1 ! "
(d) x = 21 t2 + αst + s, y = t; u = y + 12 α (αy + 1) 2x − y 2 .
2 2 √
26. (a) Hint: (f ! ) = 1 − (g ! ) = λ2 ; f ! (x) = λ and g ! (y) = 1 − λ2 .
√
f (x) = λx + c1 and g (y) = y 1 − λ2 + c2 .
√
Hence, u (x, y) = λx + y 1 − λ2 + c.
2 2 2 2
(b) Hint: (f ! ) + (g ! ) = f (x) + g (y) or (f ! ) − f (x) = g (y) − (g ! ) = λ.
2
3
Hence, (f ! ) = f (x) + λ and g ! = g (y) − λ.

Or, √ df = dx and √dg = dy.

f +λ g−λ
! "2 ! "2
f (x) + λ = x+c2
1
and g (y) − λ = y+c
2
2
.
! "2 ! y+c2 "2
u (x, y) = x+c
2
1
+ 2 .
2
(c) Hint: (f ! ) + x2 = −g ! (y) = λ2 .
√
Or f ! (x) = λ2 − x2 , and g (y) = −λ2 y + c2 .

Putting x = λ sin θ, we obtain

! " √
f (x) = 21 λ2 sin−1 λx + x2 λ2 − x2 + c1 ,
! " √
u (x, y) = 12 λ2 sin−1 λx + x2 λ2 − x2 − λ2 y + (c1 + c2 ).
2 2
(d) Hint: x2 (f ! ) = λ2 and 1 − y 2 (g ! ) = λ2 .
√
Or, f (x) = λ ln x + c1 and g (y) = 1 − λ2 ln y + c2 .
1 1
27. (a) Hint: v = ln u gives vx = u · ux , and vy = u · uy .
! "2 ! u "2
x2 uux + y 2 uy = 1.
2 2
Or, x2 vx2 + y 2 vy2 = 1 gives x2 (f ! ) + y 2 (g ! ) = 1.
 2.8 Exercises 703
2 2
x2 {f ! (x)} = 1 − y 2 (g ! ) = λ2 .
√
Or, f (x) = λ ln x + c1 and g (y) = 1 − λ2 (ln y) + c2 .
√
Thus, v (x, y) = λ ln x + 1 − λ2 (ln y) + ln c, (c1 + c2 = ln c).
√
1−λ2
u (x, y) = c xλ y .

(b) Hint: v = u2 and v (x, y) = f (x) + g (y) may not work.

Try u = u (s), s = λ x y, so that ux = u! (y)·(λy) and uy = u! (s)·(λx).

! "2
Consequently, 2λ2 u1 duds = 1. Or, u1 du
ds =
√1 1 .
2 λ
# $ # $
s xy
Hence, u (s) = c1 exp λ√ 2
. u (x, y) = c1 exp √
2
.
ux
1 √ uy
1 √ 2 2
28. Hint: vx = 2 u
, vy = 2 u
. This gives x4 (f ! ) + y 2 (g ! ) = 1.
2 2
Or, x4 (f ! ) = 1 − y 2 (g ! ) = λ2 .
2 2
Or, x4 (f ! ) = λ2 and y 2 (g ! ) = 1 − λ2 .
√
Hence, f (x) = − λx + c1 and g (y) = 1 − λ2 ln y + c2
! √ "2
u (x, y) = − λx + 1 − λ2 ln y + c .
u v2 v2
29. Hint: vx = uux , vy = uy . y
x2 + y 2 = 1, and v = f (x) + g (y).
x

2
(f " ) 1 ! 2 2
Or, x2 = 1 − y 2 (g ) = λ .
√
f ! (x) = λx, and g ! (y) = 1 − λ2 y.
√
Or, f (x) = λ2 x2 + c1 , and g (y) = 21 y 2 1 − λ2 + c2 .
2√
v (x, y) = λ2 x2 + y2 1 − λ2 + c = ln u.
# √ $
λ 2 y2 2
u (x, y) = c exp 2 x + 2 1 − λ , c1 + c2 = ln c.
2 λ 2
ex = u (x, 0) = c e 2 x , which gives c = 1 and λ = 2.

30. (a) Hint: ξ = x − y, η = y; u (x, y) = ey f (x − y),

x2
(b) ξ = x, η = y − uξ = η + 12 ξ 2 , u = ξη + 61 ξ 3 + f (η).
2 ,
# 2
$
u (x, y) = xy − 13 x3 + f y − x2 .
! " # 2
$
(c) ξ = y exp −x2 , η = y, and e2u f (ξ) = η, e2u f y e−x = y,
dx dy du
(d) 1 = −y = 1+u , ξ = y ex , η = y.

Thus, (1 + u) f (ξ) = η1 . Or, (1 + u) f (y ex ) = y −1 .

! "
31. (c) u (x, y) = α exp βx − ab βy .
704 Answers and Hints to Selected Exercises

(6x+3ct2 +5ct3 )
32. (a) v (x, t) = x + ct, u (x, t) = 6(1+2t) .
(6x+3ct2 +4ct3 )
(b) v (x, t) = x + ct, u (x, t) = 6(1+2t) .

33. (a) v (x, t) = ex+at , u − a1 eat = c1 , and

! "
u − a1 eat = f x − ut + at eat − a12 eat .
−1 1 ! " ! "2
u (x, t) = (1 + t) (x − ut) + a1 + at − a12 eat + a12 − a1 .
(6x−3ct2 +4ct3 )
(b) v = x − ct, u (x, t) = 6(1−2t) .
dt dy du
34. 1 = −x = u , t + ln x = c1 , and xu = c2 . g (xu, t + ln x) = 0.
1
Or, u = x h (t + ln x). u (x, t) = et ln (xet ),

where g and h are arbitrary functions.

3.9 Exercises

11. Hint: Differentiate the first equation with respect to t to obtain ρtt +
! "
ρ0 divut = 0. Take gradient of the last equation to get ∇ρ = − ρ0 /c20 ut .

We next combine these two equations to obtain ρtt = c20 ∇2 ρ. Ap-

plication of ∇2 to p − p0 = c20 (ρ − ρ0 ) leads to ∇2 p = c20 ∇2 ρ. Also

ptt = c20 ρtt = c40 ∇2 ρ = c20 ∇2 p.

Using u = ∇φ in the first equation gives ρt + ρ0 ∇2 φ = 0, and dif-

! "
ferenting the last equation with respect to t yields ρt = − ρ0 /c20 φtt .

Combining these two equations produces the wave equation for φ. Fi-

nally, we take gradient of the first and the last equations to obtain
! "
∇ρt + ρ0 ∇2 u = 0 and ∇ρ = − ρ0 /c20 ut that leads to the wave equa-

tion for ut .

14. (a) Differentiate the first equation with respect to t and the second

equation with respect to x. Then eliminate Vxt and Vx to obtain the

desired telegraph equation.

∂2 1 ∂2 1
(e) (i) ∂x2 (I, V ) = c2 ∂t2 (I, V ) , c2 = LC .
 3.9 Exercises 705
2
∂ ∂ 1
(ii) (I, V ) = κ ∂x
∂t 2 (I, V ) , κ = RC .
# 2 $
∂ ∂ 2 ∂2
(iii) ∂t2 + 2k ∂t + k (I, V ) = c2 ∂x 2 (I, V ).

17. (a) The two-dimensional unsteady Euler equations are

du ∂p ∂p
dt = − ρ1 ∂x ,
dv
dt = − ρ1 ∂y ,
d ∂ ∂ ∂ ∂
where dt = ∂t +u·∇= ∂t + u ∂x + v ∂y , and u = (u, v).

(b) For two-dimensional steady flow, the Euler equations are

u ux + v uy = − ρ1 px , u vx + v vy = − ρ1 py .
dp
Using dρ = c2 , these equations become

u ux + v uy = −c2 (ρx /ρ), u vx + v vy = −c2 (ρy /ρ).

Multiply the first equation by u and the second by v and add to obtain
# 2$
u ux + uv (uy + vx ) + v vy = − cρ (uρx + vρy ).
2 2

Using the continuity equation (ρu)x + (ρv)y = 0, the right hand of this

equation becomes c2 (ux + vy ). Hence is the desired equation.

(c) Using u = ∇φ = (φx , φy ), the result follows.

(d) Substitute ρx and ρy from 17(b) into the continuity equation

uρx + vρy + ρ (ux + vy ) = 0 to obtain

! 2 " ! "
c − u2 φxx − 2uvφxy + c2 − v 2 φyy = 0.

Also

du = ux dx + uy dy = −φxx dx − φxy dy,

dv = vx dx + vy dy = −φxy dx − φyy dy.

Denoting D for the coefficient determinant of the above equations for

φxx , φxy and φyy gives the solutions

φxx = − DD1 , φxy = D2

D , φyy = −D3
D .

D = 0 gives a quadratic equation for the slope of the characteristic C,

that is,
! " # dy $2 #
dy
$ ! "
c2 − u2 dx + 2uv dx + c2 − v 2 = 0.

Thus, directions are real and distinct provided

706 Answers and Hints to Selected Exercises
! "! " ! 2 "
4u2 v 2 − 4 c2 − u2 c2 − v 2 > 0, or u + v 2 > c2 .
dy (c2 −v2 ) ! dv "
D2 = 0 gives − dx = (c2 −u2 ) du .

Substitute into the quadratic equation to obtain

! 2 " ! dv "2 ! dv " ! 2 "
c − v 2 du − 2uv du + c − u2 = 0.

Note that when D1 = D2 = D3 = D = 0, any one of the second order

φ derivatives can be discontinuous.

18. (a) Hint: Use ∇ × ∂u

∂t =
∂ω
∂t , ∇ × (u · ∇u) u · ∇ω − ω∇u, where we have

used ∇ · u = 0 and ∇ · ω = 0. Since ∇ × ∇f = 0 for any scalar function

f , these lead to the vorticity equation in this simplified model.

(b) The rate of change of vorticity as we follow the fluid is given by the

term ω · ∇u.

(c) u = i u (x, y) + j v (x, y) and ω = ω (x, y) k and hence,

∂
ω · ∇u = ω (x, y) ∂z [i u (x, y) + j v (x, y)] = 0. This gives the result.

20. We differentiate the first equation partially with respect to t to find

Ett = c curl Ht . We then substitute Ht from the second equation to ob-

tain Ett = −c2 curl (curl E). Using the vector identity curl (curl E) =

grad (div E)−∇2 E with div E = 0 gives the desired equation. A similar

procedure shows that H satisfies the same equation.

21. When Hooke’s law is used to the rod of variable cross section, the

tension at point P is given by TP = λ A (x) ux , where λ is a constant. A

longitudinal vibration would displace each cross sectional element of the

rod along the x-axis of the rod. An element P Q of length δx and mass

m = ρ A (x) δx will be displaced to P ! Q! with length (δx + δu) with the

same mass m. The acceleration of the element P ! Q! is utt so that the

difference of the tensions at P ! and Q! must be equal to the product

!∂ " ∂
m utt . Hence, m utt = TQ" − TP " = ∂t TP " δx = ∂x (λ A (x) ux ) δx.

This gives the equation.

 4.6 Exercises 707

4.6 Exercises
1. (a) x < 0, hyperbolic;
# $4 # $
uξη = 14 ξ−η
4 − 1
2
1
ξ−η (uξ − uη ),

x = 0, parabolic, the given equation is then in canonical form;

x > 0, elliptic and the canonical form is

1 β4
uαα + uββ = β uβ + 16 .

(b) y = 0, parabolic; y #= 0, elliptic, and hence,

uαα + uββ = uα + eα .

(d) Parabolic everywhere and hence,

2ξ 1
uηη = η2 uξ + η2 eξ/η .

(f) Elliptic everywhere for finite values of x and y, then

uαα + uββ = u − α1 uα − β1 uβ .

(g) Parabolic everywhere

1
) −1 ! η−ξ " *
uηη = 1−e2(η−ξ)
sin e − uξ .

(h) B 2 − 4AC = y − 4x. Equation is hyperbolic if y > 4x, parabolic if

y = 4x and elliptic if y < 4x.

(i) y = 0, parabolic; and y #= 0, hyperbolic,

(1+ξ−ln η) 1
uξη = η uξ + uη + η u.

2. (i) u (x, y) = f (y/x) + g (y/x) e−y ,

(ii) Hint: ϕ = ru and check the solution by substitution.

u (r, t) = (1/r) f (r + ct) + (1/r) g (r − ct);

(iii) A = 4, B = 12, C = 9. Hence, B 2 − 4AC = 0. Parabolic at every

dy 3
point in (x, y)-plane. dx = 2 or y = 32 x + c ⇒ 2y − 3x = c1 , ξ = 2y − 3x,

η = y. The canonical form is uηη − u = 1 ⇒ u (ξ, η) = f (ξ) cosh η +

g (ξ) sinh η − 1. Or, u (x, y) = f (2y − 3x) cosh y + g (2y − 3x) sinh y − 1.

(iv) Hyperbolic at all points in the (x, y)-plane. ξ = y − 2x, η = y + x.

Thus, uξη + uη = ξ, u (ξ, η) = η (ξ − 1) + f (ξ) e−ξ + g (ξ).

708 Answers and Hints to Selected Exercises

u (x, y) = (x + y) (y − 2x − 1) + f (x + y) exp (2x − y) + g (y − 2x).

(v) Hyperbolic. ξ = y, η = y−3x. ξuξη +uη = 0, u (ξ, η) = 1ξ f (η)+g (ξ).

u (x, y) = y1 f u (y − 3x) + g (y).

(vi) A = 1, B = 0, C = 1, B 2 − 4AC = −4 < 0. So, this equation

dy dx
is elliptic. dx = +i or dy = +i or ξ = x + i y = c1 and

η = x − i y = c2 .

The general solution is u = φ (ξ) + ψ (η) = φ (x + iy) + ψ (x − iy).

(vii) u = φ (x + 2iy) + ψ (x − 2iy).

(viii) B 2 − 4AC = 0. Equation is parabolic. The general solution is

!B"
given by (4.3.16), where λ = 2A = −1 and hence, the general solution

becomes u = φ (y + x) + y ψ (y + x).

(xi) B 2 − 4AC = 25 > 0. Hyperbolic. The general solution is

! " ! "
u = φ y − 32 x + ψ y − 16 x .
√ √ √
3. (a) ξ = (y − x) + i 2 x, η = (y − x) − i 2 x, α = y − x, β = 2 x,
√ ! √ "
uαα + uββ = − 12 uα − 2 2 uβ − 12 u + 12 exp β/ 2 .

(b) ξ = y + x, η = y; uηη = − 23 u.
7 1
(c) ξ = y − x, η = y − 4x; uξη = 9 (uξ + uη ) − 9 sin [(ξ − η) /3].

(d) ξ = y + ix, η = y − ix. Thus, α = y, β = x.

The given equation is already in canonical form.

(e) ξ = x, η = x − (y/2); uξη = 18uξ + 17uη − 4.

(f) ξ = y + (x/6), η = y; uξη = 6u − 6η 2 .

(g) ξ = x, η = y; the given equation is already in canonical form.

(h) ξ = x, η = y; the given equation is already in canonical form.

(i) Hyperbolic in the (x, y) plane except the axes x = y = 0. ξ = xy, η =

√ 3 # 4 $
(y/x); y = ξη, x = ξ/η; uξη = 21 1 + 12 ηξ uη − 14 √1ξη − 4ξη 1
− 12 .
dy √ √
(j) Elliptic when y > 0; dx = + i y, α = 2 y and β = −x;

uαα + uββ = α2 uβ . Parabolic when y = 0; uxx + 12 uy = 0.

 4.6 Exercises 709
√ √
Hyperbolic when y < 0; ξ = x − 2 −y, η = −x − 2 −y.
1 2
The canonical form is uξη = 16 (ξ + η) (uη − uξ ).
dy −1
(k) Parabolic, dx . Integrating gives 21 y 2 = ln x+ln ξ, where
= (xy)
! "
ξ is an integrating constant. Hence, ξ = x1 exp 21 y 2 , η = x.
2 ! " ! "
uxx = x−4 ey uξξ − 2x−2 exp 12 y 2 uξη + uηη + 2x−2 exp 21 y 2 uξ ,
! " ! " ! "
uxy = −yx−3 exp y 2 uξξ + yx−1 exp 21 y 2 uξη − yx−2 exp 21 y 2 uξ ,
! " 2 ! " ! " ! "
uyy = y 2 x−2 ey uξξ + y 2 x−2 exp 12 y 2 uξ . uηη + ξ/η 2 uξ = 0.
√ √
(l) Elliptic if y > 0, ξ = x + 2i y, η = x − 2i y,
√
α = 12 (ξ + η) = x, β = 2i1
(ξ − η) = 2 y; uαα + uββ = β1 uβ .
√ √ √
Hyperbolic y < 0, ξ = x + 2i y, η = x − 2i y, ξ − η = 4i y;
# $
1 uξ −uη
uξη + 2 ξ−η = 0. The equations of the characteristic curves are
dy √ √ 1 2
dx = + i y that gives 2 y = + i (x − c), or y = + 4 (x − c) ,

where c is an integrating constant. Two branches of parabolas with

positive or negative slopes.

4. (i) u (x, y) = f (x + cy)+g (x − cy); (ii) u (x, y) = f (x + iy)+f (x − iy);

(iii) Use z = x + iy. Hence, u (x, y) = (x − iy) f1 (x + iy) + f2 (x + iy)

+ (x + iy) + f3 (x − iy) + f4 (x − iy)

(iv) u (x, y) = f (y + x)+g (y + 2x); (v) u (x, y) = f (y)+g (y − x);

(vi) u (x, y) = (−y/128) (y − x) (y − 9x) + f (y − 9x) + g (y − x).

5. (i) vξη = − (1/16) v, (ii) vξη = (84/625) v.

3y
7. (ii) Use α = 2 , β = −x3 /2.
3 !y"
8. x = r cos θ, y = r sin θ; r= x2 + y 2 , θ = tan−1 x .
! "
∂u
∂x = ∂u
∂r · ∂r
∂x + ∂u
∂θ · ∂θ
∂x = ur · x
r + uθ · − ry2 .
∂r ∂θ
uxx = (ux )x = (ux )r · ∂x + (ux )θ ∂x
! " ! " ! "! "
= xr ur − ry2 uθ r = xr + xr ur − ry2 uθ − ry2
! "x #y 2y 1 ∂y
$
= xr urr − rx2 ur + 1r ur ∂x
∂r r − u
r 2 rθ − u
r3 θ + u
r 2 ∂r θ r
x

! "! y " # y ∂y
$
y
+ xr urθ + 1r ur · ∂x
∂θ − r2 + u
r 2 θθ + 1
u ·
r 2 θ ∂θ r 2
710 Answers and Hints to Selected Exercises

x2 2xy y2 y2 2xy
= r2 urr − r3 urθ + r4 uθθ + r3 ur + r4 uθ .

Similarly,
y2
! 2xy " x2 x2 2xy
uyy = r2 urr + r3 urθ + r4 uθθ + r3 ur − r4 uθ .
1 1
Adding gives the result: ∇2 u = uxx + uyy = urr + r ur + r 2 uθθ = 0.

9. (c) Use Exercise 8.

# $
∂ ∂
10. (a) ux = uξ ξx + uη ηx = a uξ + c uη = a ∂ξ + c ∂η u,
# $
∂ ∂
uy = uξ ξy + uη ηy = b uξ + d uη = b ∂ξ + d ∂η u.
# $# $
∂ ∂ ∂ ∂
uxx = (ux )x = a ∂ξ + c ∂η a ∂ξ + c ∂η u
! 2 "
= a uξξ + 2ac uξη + c2 uηη .
# $# $
∂ ∂ ∂ ∂
uyy = (uy )y = b ∂ξ + d ∂η b ∂ξ + d ∂η u

= b2 uξξ + 2bd uξη + d2 uηη .

# $# $
∂ ∂ ∂ ∂
uxy = (uy )x = a ∂ξ + c ∂η b ∂ξ + d ∂η u

= ab uξξ + (ad + bc) uξη + cd uηη .

Consequently,

0 = A uxx + 2B uxy + C uyy

! "
= A a2 + 2Bab + C b2 uξξ +2 [ac A + (ad + bc) B + bd C] uξη
! "
+ A c2 + 2Bcd + C d2 uηη .

Choose arbitrary constants a, b, c and d such that a = c = 1 and such

that b and d are the two roots of the equation

Cλ2 + 2Bλ + A = 0, and

√
−B + D
λ= C = b, d, D = B 2 − AC.

Thus, the transformed equation with a = c = 1 is given by

[A + (b + d) B + bd C] uξη = 0.

Or,
! 2 "! "
C AC − B 2 uξη = 0.

If B 2 − AC > 0, the equation is hyperbolic, and the equation uξη = 0 is

in the canonical form. The general solution of this canonical equation

 4.6 Exercises 711

is u = φ (ξ) + ψ (η), where φ and ψ are arbitrary functions and the

transformation becomes ξ = x + by and η = x + dy, where b, d are real

and distinct.

If B 2 − AC < 0, the equation is elliptic, and b and d are complex conju-

! "
gate numbers d = b . With a = c = 1, the transformation is given by
1 1
ξ = x+by and η = x+b y. Then α = 2 (ξ + η) and β = 2i (ξ − η) can be

used to transform the equation into the canonical form uαα + uββ = 0.

If B 2 − AC = 0, the equation is parabolic, here b = − B

C , a, c and d are

arbitrary, but c and d are not both zero. Choose a = c = 1, d = 0 so

that ξ = x − B
C y and η = y are used to transform the equation into the

form uηη = 0. The general solution is u = φ (ξ) + ηψ (η), where φ and ψ

are arbitrary functions, and b is the double root of Cλ2 + 2Bλ + A = 0,

and ξ = x + by.

11. Seek a trial solution u (x, y) = f (x + my) so that uxx = f !! , uyy =

! "
m2 f !! . Substituting into the Laplace equation yields m2 + 1 f !! = 0

which gives that either f !! = 0 or m2 + 1 = 0. Thus, m = + i. The

general solution is u (x, y) = F (x + iy) + G (x − iy). Identifying c with

i gives the d’Alembert solution

5 x+iy
1 1
u (x, y) = [f (x + iy) + f (x − iy)] + g (α) dα.
2 2i x−iy

2
! " ! "
12. (a) Hyperbolic. (ξ, η) = 3 y 3/2 + x3/2 , 3 ξ 2 − η 2 uξη = ηuη − ξuη .

(b) Elliptic. dy
dx = + i sech2 x, ξ = y + i tanh x, η = y − i tanh x;
2β
α = y, β = tanh x. Thus, uαα + uββ = (1−β 2 ) uβ .

(d) Hyperbolic. ξ = y + tanh x, η = y − tanh x.

+ .−1
2 2
uξη = 4 − (ξ − η) (η − ξ) (uξ − uη ) in the domain (η − ξ) < 4.

(e) Parabolic. ξ = y − 3x, η = y; uηη = − η3 (uξ + uη ).

! "
(f) Elliptic. α = 12 y 2 − x2 , β = 12 x2 . The canonical form is
712 Answers and Hints to Selected Exercises
−1
uαα + uββ = [2β (α + β)] [αuα − (α + 2β) uβ ].

(g) Elliptic. α = sin x + y, β = x,

uαα + uββ = (sin β) uα − u.
! "
(h) Parabolic. ξ = x + cos y, η = y. Thus, uηη = sin2 η cos η uξ .

13. The general solution is

5 x
x
u (x, y) = e e−α cos (α + y eα−x ) dα + ex f (y e−x ) + g (x),
0
where f and g are arbitrary functions.

5.12 Exercises
1. (a) u (x, t) = t, (b) u (x, t) = sin x cos ct + x2 t + 13 c2 t3 ,

(c) u (x, t) = x3 + 3c2 xt2 + xt, (d) u (x, t) = cos x cos ct + (t/e),
) ! "
(e) u (x, t) = 2t + 21 log 1 + x2 + 2cxt + c2 t2
! "*
+ log 1 + x2 − 2cxt + c2 t2 ,

(f) u (x, t) = x + (1/c) sin x sin ct.

2. (a) u (x, t) = 3t + 12 xt2 .
! "
(c) u (x, t) = 5 + x2 t + 31 c2 t3 + 1/2c2 (ex+ct + ex−ct − 2ex ),

(e) u (x, t) = sin x cos ct + (et − 1) (xt + x) − x t et ,

! "
(f) u (x, t) = x2 + t2 1 + c2 + (1/c) cos x sin ct.



 0, 0≤t<r−R



3. s (r, t) = s0 (r−t)
 2r , r−R<t<r+R



 0, r+R<t<∞

1 3
4. u (x, t) = 4 sin (y + x) + 4 sin (−y/3 + x) + y 2 /3 + xy.

5. u (x, t) = sin x cos at + xt, where a is a physical constant.

5 x/t 5 x/t
1 1
!x" 1√ f (τ ) 1
√ g(τ )
6. (b) u (x, t) = 2 f (xt) + 2 tf t + 4 xt 3 dτ − 2 xt 3 dτ .
xt τ2 xt τ2
6√ 7 6√ 7
y 2 +x2 −8 y 2 −x2 +16
19. u (x, t) = f 2 +g 2 − f (2).
6 2
7 # $
y− x2 +4 y+x2 /2
22. u (x, t) = g 2 +f 2 − f (2).