Assignment 1 and 2

Name: DJEROUITI Khouloud

Group: 1

Exercise 1
Using the method of separation of variables, find a bounded solution to the
following problem:


 uxx + uyy = 0, Ω1 ∩ Ω2

u(x, 0) = 0, x ≥ 0,


 u(0, y) = 0, y ≥ 0,
2
∂Ω1 ∩ Ω2 .

u(x, y) = y ,
such that:
Ω1 = {(x, y) ∈ R2 | x2 + y 2 > 4},
Ω2 = {(x, y) ∈ R2 | x > 0, y > 0}.

Solution
using the method of separation the variable:
u(x, y) = f (x)g(y). Then,

uxx = f ′′ (x)g(y), uyy = f (x)g ′′ (y).

The equation uxx + uyy = 0 becomes:

f ′′ (x)g(y) + f (x)g ′′ (y) = 0.

Dividing through by f (x)g(y) (assuming f (x)g(y) ̸= 0), we have:

f ′′ (x) g ′′ (y)
=− = constant = k.
f (x) g(y)

This gives two ordinary differential equations:

(
f ′′ (x) − kf (x) = 0,
g ′′ (y) + kg(y) = 0.

1
Case 1: k = 0
For k = 0, the equations reduce to:

f (x) = Ax + B, g(y) = Cy + D.

From the boundary conditions:

• uy (x, 0) = 0 =⇒ f (x)g ′ (0) = 0 =⇒ g ′ (0) = 0 =⇒ C = 0.

• u(0, y) = 0 =⇒ f (0)g(y) = 0 =⇒ f (0) = 0 =⇒ B = 0.

Thus, u(x, y) = ADx, which is unbounded as x → ∞ .

Case 2: k > 0
For k= λ2 , the solutions are:

f (x) = Aeλx + Be−λx , g(y) = C cos(λy) + D sin(λy).

From the boundary conditions:

• uy (x, 0) = 0 =⇒ f (x)g ′ (0) = 0 =⇒ g ′ (0) = 0 =⇒ D = 0.

• u(0, y) = 0 =⇒ f (0)g(y) = 0 =⇒ A + B = 0 =⇒ B = −A.

Thus, u(x, y) = 2BC sinh(λx) cos(λy), which is unbounded as x → ∞.

Case 3: k < 0
For k = −λ2 , the solutions are:

f (x) = A cos(λx) + B sin(λx), g(y) = Ceλy + De−λy .

From the boundary conditions:

• uy (x, 0) = 0 =⇒ f (x)g ′ (0) = 0 =⇒ g ′ (0) = 0 =⇒ C = D.

• u(0, y) = 0 =⇒ f (0)g(y) = 0 =⇒ A = 0.

Thus, u(x, y) = 2BC sin(λx) cosh(λy), which is unbounded as y → ∞.

Conclusion
There is no bounded solution to this problem.

2
Exercise 02
We are solving the problem:


 uy = uxx + 2ux + u, 0 < x < 1, y > 0,

u(x, 0) = f (x), 0 < x < 1,


 u(0, y) = 0, y > 0,
ux (1, y) = 23 u(1, y),

y > 0.
Let us apply the change of variable v(x, y) = ex u(x, y). Then, we have:
vy = e−x uy , vx = ex (ux + u), uxx = ex (uxx + 2ux + u).
Substituting these into the equation, we get:
vy = vxx , 0 < x < 1, y > 0,
with the boundary conditions:
3
v(x, 0) = ex f (x), v(0, y) = 0,
vx (1, y) = v(1, y).
2
Using the method of separation of variables, let v(x, y) = h(x)g(y). Sub-
stituting, we have:
h(x)g ′ (y) = h′′ (x)g(y).
Dividing through by h(x)g(y):
g ′ (y) h′′ (x)
= = k.
g(y) h(x)
This leads to two ODEs:
(
h′′ (x) − kh(x) = 0,
g ′ (y) − kg(y) = 0.
g(y) = Ceky .

Case 1: k = 0
From h′′ (x) = 0, we get:
h(x) = Ax + B.
Using the boundary condition v(0, y) = 0:
h(0) = 0 =⇒ B = 0 =⇒ h(x) = Ax.
From vx (1, y) = 32 v(1, y):
3
A = A =⇒ A = 0 =⇒ v(x, y) ≡ 0.
2
3
Case 2: k > 0
Let k = λ2 . Then h(x) satisfies:
h′′ (x) − λ2 h(x) = 0 =⇒ h(x) = Aeλx + Be−λx .
Using v(0, y) = 0:
h(0) = 0 =⇒ A + B = 0 =⇒ h(x) = A(eλx − e−λx ).
From vx (1, y) = 32 v(1, y), we find:
A = 0 =⇒ v(x, y) ≡ 0.

Case 3: k < 0
Let k = −λ2 . Then h(x) satisfies:
h′′ (x) + λ2 h(x) = 0 =⇒ h(x) = A sin(λx) + B cos(λx).
Using v(0, y) = 0:
h(0) = 0 =⇒ B = 0 =⇒ h(x) = A sin(λx).
From vx (1, y) = 32 v(1, y):
3 2λ
Aλ cos(λ) = Asin(λ), tan(λ) =
2 3
Thus, there exists an infinite sequence of positive values λn , n ∈ N s.t
The solution is:
X∞ ∞
X
−λn y
v(x, y) = Cn An e sin(λn x), v(x, y) = αn e−λn y sin(λn x).
n=1 n=1

Using the initial condition v(x, 0) = ex f (x):

∞
X
αn sin(αn x) = ex f (x).
n=1

Multiplying by sin(αm x) and integrating from 0 to 1:

Z 1
2λn
αn = ex f (x) sin(λn x) dx.
λn − sin(λn )cos(λn ) 0
then the solution of the problem:

∞ Z 1
−x
X 2λn
u(x, y) = e ex f (x) sin(λn x) dxe−λn y sin(λn x).
n=1
λn − sin(λn )cos(λn ) 0

4
Conditions for f (x) for a bounded solution
2
ex f (x) must be odd.
1. P
2. ∞ n=1 Cn e
−λn y
sin(dn x) must converge rapidly.
Thus, f (x) should be smooth and not grow rapidly as x → 1.

Exercise 3
Solve the following PDE:

uyy (x, y) − 4uxx (x, y) = F (x, y),


0 < x < 1, y > 0,
u(x, 0) = f (x), x > 0,


 u(0, y) = g(y), y > 0,

uy (x, 0) = h(x), x > 0.

(i): F = f = h = 0
The equation reduces to:
uyy − 4uxx = 0.
This is hyperbolic PDE because the discriminant ∆ = 4 > 0.
We will solve the system of ODEs such that (x, y) → (r, s):
(
−4rx2 + ry2 = 0,
−4s2x + s2y = 0.
This implies:
(
( rrxy )2 = 14 ,
( ssxy )2 = 14 .
This implies:
(
rx
ry
= 21 ,
sx
sy
= − 21 .
r(x, y) = f (x + 2y), where f ∈ C 1 is arbitrary. let f = Id :
Then:

r(x, y) = x + 2y, s(x, y) = x − 2y.

We then get:
urs = 0.

5
The solution is:
u(x, y) = F (r) + G(s) = F (x + 2y) + G(x − 2y),
where F and G are arbitrary functions F ∈ C 2 , G ∈ C 2 .
From the initial conditions:
(
u(x, 0) = 0, =⇒ F (x) + G(x) = 0,
uy (x, 0) = h(x), =⇒ 2F ′ (x) − 2G′ (x) = h(x).

Solving, we find:
c c
F (x) = , G(x) = − .
2 2
Thus, u(x, y) = 0.

(ii): F (x, y) = xy, f (x) = 1, g(y) = ey , h(x) = sin x

We first find a particular solution of the non-homogeneous equation:
up (x, y) = A · xy 3 .
Substituting, we get:
1
6Axy = xy =⇒ A = .
6
Thus:
xy 3
up (x, y) = .
6
The general solution of the PDE is:
u(x, y) = up (x, y) + uh (x, y),
where : uh (x, y) = F (x + 2y) + G(x − 2y).
3
then : uh (x, y) = F (x + 2y) + G(x − 2y) + xy6 .
From the initial conditions:
(
u(x, 0) = f (x) =⇒ F (x) + G(x) = 1,
uy (x, 0) = h(x) =⇒ 2F ′ (x) − 2G′ (x) = sin x =⇒ 2F (x) − 2G(x) = − cos x.

Solving these, we find:

1 cos x 1 cos x
F (x) = − , G(x) = + .
2 4 2 4
Thus, the solution is:
1  xy 3
u(x, y) = 1 + cos(x − 2y) − cos(x + 2y) + .
4 6
6
(iii) :Prove Uniqueness Using the Energy Method
Let u1 , u2 be two solutions such that ω(x, y) = u1 (x, y) − u2 (x, y). Then:
(
ωyy − 4ωxx = 0,
ω(x, 0) = 0, ωy (x, 0) = 0, ω(0, y) = 0.

Define the energy:

Z
1
E(t) = (ωy2 + 4ωx2 ) dx.
2

Differentiating E(t) with respect to t:

Z 1
′
E (t) = (ωt ωtt + 4ωx ωxt ) dx,
0
Z 1
= (ωt (4ωxx ) + 4ωx ωxt ) dx,
0
Z 1 Z 1
1
= [ωt ωx ]0 − 4 (ωt ωxx ) dx + 4 (ωt ωxx ) dx,
0 0
=0

Thus, E(t) is constant. From the initial conditions:

E(0) = 0 =⇒ ωt (x, y) = 0, ωx (x, y) = 0 =⇒ ω(x, y) = 0

Hence, u1 = u2 .