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MAT 2165 Lecture 5

This document provides an introduction to partial differential equations (PDEs). It defines what a PDE is, provides examples of common PDEs, and discusses classifying PDEs as elliptic, hyperbolic or parabolic based on properties of the highest-order derivatives. The document also covers solving simple PDEs, the concept of linearity, and solving PDEs as ordinary differential equations. Exercises are provided to reinforce the concepts covered.

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30 views

MAT 2165 Lecture 5

This document provides an introduction to partial differential equations (PDEs). It defines what a PDE is, provides examples of common PDEs, and discusses classifying PDEs as elliptic, hyperbolic or parabolic based on properties of the highest-order derivatives. The document also covers solving simple PDEs, the concept of linearity, and solving PDEs as ordinary differential equations. Exercises are provided to reinforce the concepts covered.

Uploaded by

9cvxx9nqbf
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MAT 2165 Mathematics for Engineers 3: Lecture 5:

Introduction to PDEs
Lydie Mpinganzima
June 27, 2022

Contents
1 Learning outcomes 1

2 What is a Partial Differential Equation 1


2.1 Some of PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

3 Classification of second order PDE 4


3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1 Learning outcomes
Upon completion of this lecture, you should

1. Understand what is a PDE


2. Identify a PDE, boundary conditions and initial conditions
3. Classify PDEs as elliptic, hyperbolic, and parabolic

4. Solve simple first order linear PDE


5. Solve second order PDE by direct integration

2 What is a Partial Differential Equation


A partial differential equation (PDE) is an equation that involves one or more partial derivatives of an
unknown function of two or more independent variables.
A PDE for the unknown function u(x, y) is an equation of the form

F (x, y, u, ux , uy , uxx , uxy , uyy ) = 0,

where the function F is given. This equation is of second order.


The order of a PDE is that of the highest-order derivative that appears in the equation. In the case of a
function of several variables u(x1 , . . . , xn ), the most general second-order partial differential equation can be
written
F (x1 , . . . , xn , ux1 , . . . , uxn , ux1 x1 , ux1 x2 , . . . , uxn xn ) = 0,
where the dots imply the other partial derivatives that may occur. In case n = 1 we obtain the second-order
ordinary differential equation F (x, u, u0 , u00 ) = 0.

1
2.1 Some of PDEs
For example, if a function of two variables is denoted by u(x, y) or u(t, x), then one may consider the following
as examples of partial differential equations:

1. Transport equation ux + uy = 0 6. Poisson equation uxx + uyy = f (x, y)


2. Transport equation ux + yuy = 0 7. Wave equation uxx = ν 2 utt

3. Show wave equation ux + uuy = 0 8. Wave with interaction utt − uxx + u3 = 0


4. Heat conduction equation ut = κuxx 9. Dispersive wave equation ut + uux + uxxx = 0
5. Laplace equation uxx + uyy = 0 10. Vibrating bar utt + uxxxx = 0

Each of these equations has two independent variables, written either as x and y or as x and t. Examples 1
to 3 have order one; Examples 4 to 8 have order two; 9 has order three; and 10 has order four. Examples 2
and 9 are distinguished from the others in that they are not ”linear”. We shall now explain this concept.
Linearity A PDE is linear if it is of the first degree in the dependent variable (unknown function) and its
partial derivatives.
Proposition 2.1. (Superposition principle for homogeneous equations.)
If u1 and u2 are solutions of the same linear homogeneous PDE in some region R, and c1 and c2 are
constants, then
u = c1 u1 + c2 u2 ,
is also a solution of that PDE in the region R.

Solving PDE as ODE


This happens if a PDE involves derivatives with respect to one variable only (or can be transformed to such
a form), so that the other variable(s) can be treated as parameter(s).
Example. Solve uxx + u = 0
Solution. Since no y-derivatives occur, we can solve this equation as an ODE u00 + u = 0 and obtain a
solution of the form
u = A cos x + B sin x
But A and B are not constants but they may be functions of y, so that
u = A(y) cos x + B(y) sin x
where A(y) and B(y) are two functions of y.
One can also PDE using direct integration.
Example. Solve uxy = xy  
∂ ∂u
Example. This equation can be written as = xy
∂x ∂y
Integrating with respect to x by treating y as a constant, we get
∂u yx2
= + f (y)
∂y 2
Integrating with respect to y by treating x as a constant, we get
x2 y 2
u(x, y) = + F (y) dy + G(x)
4
where F (y) and G(x) are arbitrary functions. This is a general solution.

2.2 Exercises
1. For each of the following equations, state the order and whether it is nonlinear, linear inhomogeneous,
or linear homogeneous; provide reasons.

2
(a) ut − uxx + 1 = 0 (e) iut − uxx + u/x = 0
(b) ut − uxx + xu = 0 (f) ux (1 + u2x )−1/2 + uy (1 + u2y )−1/2 = 0
(c) ut − uxxt + uux = 0 (g) ux + ey uy = 0
√
(d) utt − uxx + x2 = 0 (h) ut + uxxxx + 1 + u = 0

2. In each case, verify that the given function is a solution of the Laplace equation:

(a) u = ex cos y (d) u = log (x2 + y 2 )


(b) u = 1 + x2 + y 2 (e) u = arctan (y/x)
3 2
(c) u = x − 3xy (f) u = cos x sinh y

3. Show that for any constant k, the function u(x, y) = (k/2)x2 + (1 − k)y 2 /2 is a solution of Poisson’s
equation uxx + uyy = 1.
4. Verify that u(x, y) = f (x)g(y) is a solution of the PDE uuxy = ux uy for all pairs of (differentiable)
functions f and g of one variable.

5. In each case, verify that the given function is a solution of the wave equation:

(a) u = x2 + t2 (c) u = cos 4t sin 2x


(d) u = 4t2 − x2
1
(b) u = cos 9t sin x (e) u = cos(x + 2t)
4

6. In each case, verify that the given function is a solution of the heat equation:

(a) u = e−4t cos 3x (c) u = e−t sin x


(b) u = e−9t cos ωx

7. Solve the following PDEs

(a) uy + 2yu = 0
(b) 2ut + 3ux with the auxiliary condition u = sin x when t = 0.
(c) 3uy + uxy = 0. (Hint: Let v = uy )
(d) (1 + x2 )ux + uy = 0.
√
(e) 1 − x2 ux + uy = 0 with the condition u(0, y) = y.
2
(f) yux + xuy = 0 with u(0, y) = e−y . In which region of the plane xy is the solution uniquely
determined?
(g) uy = 2xyu
(h) ux + uy + u = ex+2y with u(x, 0) = 0.

8. Solve the following PDEs

∂2u ∂u 68
(a) x + = 0, u(x, 0) = x5 + x − , u(2, y) = 3y 4
∂x∂y ∂y x
∂2u
(b) = sin xy
∂y 2
∂2u
(c) log =x+y
∂x∂y

3
3 Classification of second order PDE
Let us consider the PDE

a(x, y)uxx + b(x, y)uxy + c(x, y)uyy + d(x, y)ux + e(x, y)uy + f (x, y)u = g(x, y) (1)

This is a linear equation of order two in two independent variables.

- If b2 − 4ac > 0, the PDE (1) is called hyperbolic.


- If b2 − 4ac = 0, the PDE (1) is called parabolic.

- If b2 − 4ac < 0, the PDE (1) is called elliptic.

Example.

3.1 Exercises
1. What are the types of the following equations?

(a) uxx − uxy + uy + uyy − 3uyx + 4u = 0


(b) 9uxx + 6uxy + uyy + ux = 0
(c) uxx + 3uxy + uyy + 2ux − uy = 0
(d) uxx + 3uxy + 8uyy + 2ux − uy = 0
(e) uxx − 2uxy + uyy + 2ux − uy = 0
(f) uxx + xuyy = 0

2. Find the regions in the xy plane where each of the following equations
(a) yuxx − 2uxy + xuyy = 0
(b) (1 + x)uxx + 2xyuxy − y 2 uyy = 0

is elliptic, hyperbolic, or parabolic.

References
[1] H.K. Dass, Advanced Engineering Mathematics, S. Chand & Company LTD., 2012.

[2] Erwin Kreyszig, Advanced Engineering Mathematics, John Wiley & Sons, Inc., 2011.

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