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PS3

This document contains a problem set for a third-year course on second order partial differential equations (PDEs) for the semester 2024/2025. It includes exercises on determining the type of PDEs, transforming them to standard form, solving the one-dimensional wave equation, and applying various methods to solve specific PDEs. The exercises also involve initial value problems and conditions for solutions in specific domains.

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asa peter pan
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12 views3 pages

PS3

This document contains a problem set for a third-year course on second order partial differential equations (PDEs) for the semester 2024/2025. It includes exercises on determining the type of PDEs, transforming them to standard form, solving the one-dimensional wave equation, and applying various methods to solve specific PDEs. The exercises also involve initial value problems and conditions for solutions in specific domains.

Uploaded by

asa peter pan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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NHSM Problem set 3 3rd year

Semester 5, 2024/2025 Second order PDEs Partial Differential Equations

Exercise 3.1

Determine the type of the following second order PDEs


(1) (1 + x 2 )uxx − (1 + y 2 )uy y = ux + uy . (2) uxx + 2uxy + uy y = 0.
(3) y 2 uxx + 2uxy + uy y = 0. (4) (1 + y 2 )uxx + 2xy uxy + (1 + x 2 )uy y = 1.
(i) 5uxx − 3uy y + (cos x )ux + e y uy + u = 0.

Exercise 3.2

Transform the following PDEs to standard form. Find the general solution when possible.
(1) x 2 uxx − 4xy uxy + 4y 2 uy y + xux = 0. (2) uxx − 5uxy + 6uy y = 0
(3) xy 3 uxx − x 2 y 2 uxy − 2x 3 y uy y − y 3 ux + 2x 3 uy = 0. (4) 8uxx − 6uxy + uy y = 0.

Exercise 3.3

Solve the one-dimensional wave equation

utt = c 2 uxx , −∞ < x < +∞

subject to the initial conditions

u (x, 0) = f (x ), −∞ < x < +∞ ut (x, 0) = g (x ), −∞ < x < +∞

using the change of variables: r = x − ct and s = x + ct.

Exercise 3.4

Using the factorization method, solve the following PDEs


(i) uxx − uy y + 4(ux + u ) = 0
(ii) acuxy + aux + cuy + u = 0

Exercise 3.5

Obtain the standard form of the following PDE

∂ 2u ∂ 2u ∂ 2u
2 + 3 − 7 =0
∂x 2 ∂y 2 ∂x∂y

1
NHSM Problem set 3 3rd year
Semester 5, 2024/2025 Second order PDEs Partial Differential Equations

Exercise 3.6

Obtain the standard form of the following PDE


2
y 2 uxy + uy y − uy = 0
y
in the half-plane y > 0 that satisfies the initial conditions

u|y =1 = 1 − x. uy |y =1 = 3.

Exercise 3.7

Given two functions φ, ψ, consider the IVP


(
utt + uxt − 12uxx = 0,
(1)
u (0, x ) = φ(x ), ut (0, x ) = ψ (x ).

(i) Determine the type of the PDE and its standard form.
(ii) Write the general solution of utt + uxt − 12uxx = 0 then solve the IVP (1).

Exercise 3.8 (Second order PDE - 4 points)

Obtain the standard form of the following PDE


2
y 2 uxy + uy y − uy = 0
y
in the half-plane y > 0 that satisfies the conditions

u (x, 1) = 1 − x. uy (x, 1) = 3.

Exercise 3.9

Show that the general solution of the wave equation utt − c 2 uxx = 0 is given by

u (x, t ) = f (x − ct ) + g (x + ct )

for sufficiently differentiable functions f and g by considering the change of variables

s = x − ct
r = x + ct.

2
NHSM Problem set 3 3rd year
Semester 5, 2024/2025 Second order PDEs Partial Differential Equations

Exercise 3.10

Solve the initial value problem



u
 tt


 − uxx = 0 on − ∞ < x < ∞, t > 0

u (x, 0) = 0

t (x, 0) = ψ (x ).
u

where 
1 on |x| ≤ 1
ψ (x ) = 
0 on |x| > 1.
You may leave your solution in terms of ψ. Using this solution, answer the following
(i) Will the wave ever return to its original state at x = 0?
(ii) What happens at each point x when t → ∞?
(iii) For some positive time t > 0, is there a location x such that u (x, t ) = 0?

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