Partial Differential equations

Solutions to Assignment 2

1. (a) Find a solution of the equation

y ux + 2x uy = 0
2
satisfying the additional condition u(0, y) = e−y .
(b) In which region of the (x, y) plane is the solution uniquely determined by the addi-
tional condition? [Hint: sketch the characteristic curves.]
Solution. The characteristic curves are solutions of the equation
dx dy
= or, equivalently, 2x dx = y dy.
y 2x
Integrating, we obtain
y2
x2 − = const or 2x2 − y 2 = C
2
where C is a constant. Hence,
u = f (2x2 − y 2).
2
Substituting this into the condition u(0, y) = e−y , we find that
2 2 −y 2
u(0, y) = f (−y 2 ) = e−y ⇒ f (s) = es ⇒ u(x, y) = e2x .

Characteristic curves are hyperbolas shown in Fig. 1. Evidently, the characteristic curves
√
located in the regions where |y| < 2 |x| do not intersect the line x = 0 (where function u
2
must be equal to e−y ). These are shown as red dashed curves in Fig. 1. So, the solution is
√
determined uniquely only in the regions where |y| > 2 |x|.

0
y

−1

−2

−3
−3 −2 −1 0 1 2 3
x

Figure 1

1
2. Find the regions in the (x, y) plane where the equation

xuxx + 2xyuxy − yuyy = 0

is elliptic, hyperbolic, or parabolic. Sketch them.

2 hyperbolic

hyperbolic
1

elliptic

0
y

elliptic

−1 hyperbolic

hyperbolic

−2

−3
−3 −2 −1 0 1 2 3
x

Figure 2

Solution. We have:

D = (xy)2 − x · (−y) or D = xy(xy + 1).

It follows that

(a) D = 0 and the equation is parabolic, if one of the following is true: y = 0 or x = 0 or

y = −1/x.

(b) D > 0 and the equation is hyperbolic, if one of the following is true:

(i) xy > 0 and xy > −1 or, equivalently, xy > 0;

(ii) xy < 0 and xy < −1 or, equivalently, xy < −1.

(c) D < 0 and the equation is elliptic, if one of the following is true:

(i) xy < 0 and xy > −1 or, equivalently, −1 < xy < 0;

(ii) xy > 0 and xy < −1, which is impossible.

2
 The corresponding domains on the (x, y) plane are shown in Fig. 1.

3. Let u be a function of two real variables x and t. Assuming that u is as smooth as

necessary, show that

−3u(x, t) + 4u(x + h, t) − u(x + 2h, t)

ux (x, t) = + O(h2 ).
2h

Solution. Let
−3u(x, t) + 4u(x + h, t) − u(x + 2h, t)
X = ux (x, t) −
2h
We need to show that X = O(h2 ).
First we expand u(x + h, t) and u(x + 2h, t) in Taylor’s series at (x, t):

h2
u(x + h, t) = u(x, t) + hux (x, t) + uxx (x, t) + O(h3 ),
2
4h2
u(x + 2h, t) = u(x, t) + 2hux (x, t) + uxx (x, t) + O(h3 )
2
Substituting the above Taylor expansions into the formula for X, we obtain

h2
  
1
X = ux (x, t) − −3u(x, t) + 4 u(x, t) + hux (x, t) + uxx (x, t)
2h 2
4h2
  
3
− u(x, t) + 2hux (x, t) + uxx (x, t) + O(h )
2
1 
2h ux (x, t) + O(h3 )

= ux (x, t) −
2h
2
= O(h ).