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Cauchy Problem For First-Order Partial Differential Equations

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125 views3 pages

Cauchy Problem For First-Order Partial Differential Equations

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2.3.

Cauchy Problem for First Order Partial Di¤erential Equations


The problem of …nding integral curve passing through a certain point of
the xy-plane of the ordinary di¤erential equation y 0 = f (x; y) is one of the
main problems in the study of di¤erential equations. Under the fairly general
conditions that f must satisfy, the problem has only one solution. A similar
problem in studying a partial di¤erential equation of the …rst order with two
independent variables is the problem of …nding an integral surface through a
given curve in xyz space. This problem is called the initial value problem or the
Cauchy problem.
Solution to Cauchy Problem
We saw in the previous section how to …nd general solutions of …rst order linear
partial di¤erential equations. Let’s see how to use parametric equations to
determine an integral surface passing through a curve which is given below

: x = x(t) ; y = y(t) ; z = z(t): (1)

Consider the equation


@z @z
P (x; y; z) + Q(x; y; z) = R(x; y; z): (2)
@x @y
The corresponding Lagrange system is
dx dy dz
= = : (3)
P Q R
Suppose that two solutions of this system are obtained as follows

u(x; y; z) = c1 ; v(x; y; z) = c2 :

We have seen in the previous section that all surfaces satisfying the partial
di¤erential equation (2) are represented by the equation F (u; v) = 0, which will
be obtained from a relation F (c1 ; c2 ) = 0 between the arbitrary constants c1
and c2 . If there is an integral surface passing through the curve between these
surfaces, its equation will correspond to a special case of the arbitrary function
F . Since the points of the curve are found on this surface, the particular
solution must be such that

u[x(t); y(t); z(t)] = c1 ; v[x(t); y(t); z(t)] = c2 : (4)

Between these two equations in (4), when the parameter t is eliminated, we can
obtain
(c1 ; c2 ) = 0: (5)
Thus the solution of the Cauchy problem, i.e., the equation of the integral
surface passing through the curve of the partial di¤erential equation (2) can
be found
(u; v) = 0: (6)

1
Example 1. Find the solution of the equation 2ux 3uy + 2u = 2x such
x
that u = x2 for y = :
2
Solution: The given partial di¤erential equation is linear and we can write
its general solution as
x
u(x; y) = (x 1) + e f (3x + 2y):

If we apply initial condition in the general solution where f is an arbitrary


function, we see that
x2 = (x 1) + e x f (2x)
or
f (2x) = (x2 x + 1)ex
t
Here, if we put 2x = t, we …nd x = and we can obtain f for the desired
2
solution
t2 t t
f (t) = ( + 1)e 2 :
4 2
Thus, we arrive at the desired solution of the problem,

x (3x + 2y)2 (3x + 2y) 3x+2y


u(x; y) = (x 1) + e +1 e 2
4 2
or
(3x + 2y)2 3x + 2y x+2y
u(x; y) = x 1+ +1 e 2
4 2
and this solution is unique.
Example 2. In order for the equation 2ux 3uy + 2u = 2x to have a
3x
solution in the form u = '(x) for y = , show that ' should be given as
2
x
'(x) = x 1 + ke where k is a constant and …nd the corresponding solution.
Solution: The general solution of the given partial di¤erential equation is as
follows
u(x; y) = (x 1) + e x f (3x + 2y):
If we want the initial condition to be provided,
3x x
y= ; '(x) = (x 1) + e f (0)
2
is obtained. It is not possible to determine f as we want. For every value of f ,
f (0) = k is constant. Thus, the initial condition is ful…lled if ' is only
x
'(x) = x 1 + ke :

In this case, for f (0) = k, we can …nd the the corresponding solution
x
u(x; y) = (x 1) + e f (3x + 2y):

2
Here the function f is a semi-arbitrary function that has the value f (0) = k.
Since an in…nite number of functions of this type can be taken, the problem in
this case has an in…nite number of di¤erent solutions.
Example 3. Find the equation of the integral surface of the di¤erential
equation
2y (z 3) p + (2x z) q = y (2x 3)
which passes through the circle z = 0; x2 + y 2 = 2x:
Example 4. Find the equation of the integral surface of the di¤erential
equation
(x y) y 2 p + (y x) x2 q = x2 + y 2 z
which passes through the curve xz = 1; y = 0:
Example 5. Find the particular integral of the di¤erential equation

(2xy 1) p + z 2x2 q = 2 (x yz)

which passes through the line x = 1; y = 0:

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