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Ps 2

This document is a problem set for a third-year course on Partial Differential Equations, focusing on first-order PDEs. It includes various exercises that require finding integral curves, solving PDEs using first integrals, and applying the method of characteristics to different equations. The exercises cover a range of topics, including Cauchy problems and wave equations.

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10 views2 pages

Ps 2

This document is a problem set for a third-year course on Partial Differential Equations, focusing on first-order PDEs. It includes various exercises that require finding integral curves, solving PDEs using first integrals, and applying the method of characteristics to different equations. The exercises cover a range of topics, including Cauchy problems and wave equations.

Uploaded by

asa peter pan
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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NHSM Problem set 2 3rd year

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

Exercise 2.1
Find the integral curves of the following system of ODEs:
dx dy dz dx dy dz dx dy dz
(1) = = , (2) = = , (3) = = ,
y −z z −x x −y z xz y xz − y yz − x xy − z
dx dy dz dx dy dz dx dy dz
(4) = = , (5) = 2
= , (6) = = .
y + 3z z + 5x x + 7y x y +x y +z yz −xz xy (x 2 + y 2 )

Exercise 2.2
Using first integrals, solve the following PDEs:

(1) y ux − xuy = 0, (2) ux + 2xy 2 uy = 0, (3) xux − y uy = 0, (4) y ux + xuy = u,


(5) (1 + x 2 )ux + uy = 0, (6) u (x + y )ux + u (x − y )uy = x 2 + y 2 , (7) xux + y uy = u,
(8) y zx − 4xzy = 2xy , (9) xzx − xy zy = z, (10) xzx + 2y zy = 0, for x, y > 0, (11) 3uy + uxy = 0.

Exercise 2.3
Solve the following equations:

(1) (x + u )ux + (y + u )uy = x − y , (2) xux + y uy − zuz = u, (3) xux − y uy = 0, (4) y ux + xuy = u.

Exercise 2.4
Using the method of characteristics, solve the "first order wave equation"

ut + c (x, t, u )ux = 0, s.t. u (x, 0) = sechx,

where c = c (t, x, u ) is referred to as the “wave speed", in the following three cases:

ut + 2ux = 0, ut + 2xux = 0, ut + 2uux = 0.

Exercise 2.5
Using the method of characteristics, solve the following problems:

(1) u ux + uy = 0; u (x, 0) = f (x ); (2) 2xux + y uy = 2x, u (x, x ) = x 2 + x,


1
(3) xzx + 2y zy = 0, z (x, ) = x, x > 0, y > 0, (4) xzx − xy zy = z, z (x, x ) = x 2 e x ,
x
 
(5) ut + ux − xuy = 0, u (x, y , 0) = x 2 + 2y e −x , (6) ux + uy + u = e x +2y , u (x, 0) = 0.

1
NHSM Problem set 2 3rd year
Semester 5, 2024/2025 First order PDEs Partial Differential Equations

Exercise 2.6
Find the parametric form of the solutions of the PDEs.

(i) xzx − xy zy = z, for all (x, y ), z (s 2 , s ) = s 3

(ii) (y + x )zx + (y − x )zy = z, z (cos(s ), sin(s )) = 1, for 0 ≤ s ≤ 2π

Exercise 2.7
Solve the following Cauchy’s problems:

(1) ux + uuy = 0, u (0, y ) = f (y ), (2) ux uy = u, u (x, 1 − x ) = 1,

(3) ux + uuy = 2x, u (0, y ) = f (y ), (4) ux uy = u, u (x, −x ) = x.

Exercise 2.8
Find the general solution of the following PDEs

(1) ux2 + y uy − u = 0, (2) ux2 + y uy = u, (3) |∇u (x, y )|2 = xy , ux (0, y ) = 0, (4) ux2 + y uy = u.

Exercise 2.9
Using the method of characteristics, solve the following Cauchy problem:
(
ut + xux = u 3 ,
u (x, 0) = sin(x ).

At some time T > 0, the solution u blows up (∃x0 , lim |u (x0, T )| → +∞. Find the smallest
t→T
time T and the corresponding points x0 achieving a blow up.

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