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Quiz 2 Solution MTH442

The document contains 3 math problems about solving partial differential equations (PDEs) using initial value problems. The first problem involves finding the solution to a PDE using the method of characteristics. The second problem involves solving a separable PDE. The third problem involves solving the heat equation by assuming the solution is a sum of functions of x and t.

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Caroline Seidenzahl
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28 views2 pages

Quiz 2 Solution MTH442

The document contains 3 math problems about solving partial differential equations (PDEs) using initial value problems. The first problem involves finding the solution to a PDE using the method of characteristics. The second problem involves solving a separable PDE. The third problem involves solving the heat equation by assuming the solution is a sum of functions of x and t.

Uploaded by

Caroline Seidenzahl
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MAT 442-001 QUIZ 2 — Spring 2024

1. (2 points) Find the unique solution u = u(x, y) to the initial value problem
(1 + x2 )ux + uy = 0, u(0, y) = y 2 + 3y.

Solution: In order to find the general solution, we need to solve the ODE
dy 1
= .
dx 1 + x2
Its solution can be obtained by taking integration directly:
Z
1
y= dx = arctan x + c ⇒ Φ(x, y) = y − arctan x = c.
1 + x2
Therefore the general solution to the PDE is u(x, y) = f (y − arctan x). By applying
the initial condition, we have
u(0, y) = y 2 + 3y = f (y) ⇒ u(x, y) = (y − arctan x)2 + 3(y − arctan x).

2. (2 points) Find the unique solution u = u(x, y) to the initial value problem
(x2 + 1)ux + 2xyuy = 0, u(0, y) = sin(y 2 + 1).

Solution: In order to find the general solution, we need to solve the ODE
dy 2xy
= 2 .
dx x +1
This equation cannot be solved by taking integration directly. It is a separable equation
dy 2x
in the sense that we can change it to a form = 2 dx in which x and y are placed
y x +1
separately in the two sides. We then take integrals:
Z Z
dy 2x
= 2
dx ⇒ ln y = ln(x2 + 1) + c.
y x +1
Note that we add only one constant in the right side (indeed, adding two different
constants in two sides ends with adding only one constant in one side). It yields
y y
ln y − ln(x2 + 1) = c ⇒ ln 2 = c, ⇒ 2
= ec .
x +1 x +1
 
y
Therefore the general solution to the PDE is u(x, y) = f . By applying the
x2 + 1
initial condition, we have
" 2 #
y
u(0, y) = sin(y 2 + 1) = f (y) ⇒ u(x, y) = sin +1 .
x2 + 1

1
2

3. (2 points) Find the unique solution u = u(x, t) to the heat equation


ut = uxx , u(x, 0) = 3x2 + 2x − 1.
(Hint: Try a function of the form u = f (x) + g(t).)
Solution: If we try u(x, t) = f (x) + g(t), then ut = g 0 (t), uxx = f 00 (x), and the heat
equation is changed to g 0 (t) = f 00 (x). Apparently, in order to make this identity, both
g 0 (t) and f 00 (t) need to be constants. It follows that g(t) is a linear function of t and
f (x) is a quadratic function of x. Because u(x, 0) = 3x2 + 2x − 1 = f (x) + g(0), we
take f (x) = 3x2 + 2x − 1. So g(0) = 0, and g 0 (t) = f 00 (x) = 6. It gives g(t) = 6t and
u(x, t) = 3x2 + 2x − 1 + 6t.

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