PDEs, Homework #1

Solutions
1. Consider the equation u
x
yu
y
= 2u subject to u(x, 0) = f(x). Find a function f for
which no solutions exist and one for which innitely many solutions exist.
In this case, the characteristic equations are
dx
ds
= 1,
dy
ds
= y,
du
ds
= 2u
and we can easily integrate them to get
x = s + x
0
, y = y
0
e
s
, u = u
0
e
2s
.
The characteristic curves are given by y = y
0
e
s
= y
0
e
x
0
x
, so our initial condition is
one of these curves. Assuming that u(0, y
0
) = g(y
0
), instead, we now get
x = s, y = y
0
e
x
= u = g(y
0
)e
2s
= g(ye
x
)e
2x
.
This shows that every solution of the PDE satises u(x, 0) = g(0)e
2x
= Ce
2x
. If the
given function f is not a scalar multiple of e
2x
, then no solutions exist by above. If f
is a scalar multiple of e
2x
, on the other hand, then innitely many solutions exist.
2. Let a R be some xed number. Solve the equation u
x
+ 2xyu
y
= au.
The characteristic equations are
dx
ds
= 1,
dy
ds
= 2xy,
du
ds
= au.
We cannot solve the middle one directly, but x = s + x
0
and u = u
0
e
as
, so
dy
y
= 2xds = (2s + 2x
0
) ds = log y = s
2
+ 2x
0
s + log y
0
.
If we impose the initial condition u(0, y
0
) = f(y
0
), for instance, then we get
x
0
= 0, x = s, y = y
0
e
s
2
= u = f(ye
x
2
)e
ax
.
3. Solve xu
x
+ yu
y
= xu subject to u(1, y) = f(y). Is the solution unique? Is it global?
The characteristic equations are
dx
ds
= x,
dy
ds
= y,
du
ds
= xu.
Note that the rst two imply x = x
0
e
s
and y = y
0
e
s
, hence also
du
u
= xds = x
0
e
s
ds = log u = x
0
e
s
x
0
+ log u
0
.
Since our initial condition requires that x
0
= 1 and u
0
= f(y
0
), we conclude that
x = e
s
, y = y
0
x = u = u
0
e
xx
0
= f(y/x)e
x1
.
The solution we have found is actually unique because the Jacobian
J = det
[
x 0
y 1
]
= x
is nonzero on the initial curve. It is not global because it is not dened when x = 0.
4. Solve the transport equation u
t
+ (uv)
x
= 0 when the velocity v is constant. Conclude
that u(x, t) = u(x tv, 0) and explain this identity in terms of the physical problem.
Since v is constant, we have u
t
+ vu
x
= 0 and the characteristic equations
dt
ds
= 1,
dx
ds
= v,
du
ds
= 0
can be easily integrated to give
t = s + t
0
, x = vs + x
0
, u = u
0
.
If we now impose the initial condition u(x
0
, 0) = f(x
0
), then we end up with
t = s, x = vt + x
0
, u = f(x
0
) = f(x vt).
This gives the general solution of the problem and also implies the identity
u(x, t) = f(x vt) = u(x vt, 0).
In terms of the physical problem, the trac is moving with constant velocity v, so the
trac at point x at time t is precisely the trac we had initially vt units to the left.
5. Find all separable solutions of xu
x
+ 2yu
y
+ u
z
= 3u and then nd all solutions.
The separable solutions u = F(x)G(y)H(z) are those which satisfy
xF

(x)G(y)H(z) + 2yF(x)G

(y)H(z) + F(x)G(y)H

(z) = 3F(x)G(y)H(z).
Dividing through by F(x)G(y)H(z), we now arrive at the equation
xF

(x)
F(x)
+
2yG

(y)
G(y)
+
H

(z)
H(z)
= 3.
Since there is only one term that depends on x, this term must be constant. The same
is true for the only term that depends on y, so we end up with
xF

(x)
F(x)
= ,
2yG

(y)
G(y)
= ,
H

(z)
H(z)
= 3 .
Solving these three equations using separation of variables, one now nds that
log F(x) = log x + c
1
, log G(y) =

2
log y + c
2
, H(z) = c
3
e
(3)z
.
Thus, every separable solution of the given PDE has the form
u(x, y, z) = F(x)G(y)H(z) = Cx

y
/2
e
(3)z
.
Let us now use characteristics to nd all solutions. In this case, we have
dx
ds
= x,
dy
ds
= 2y,
dz
ds
= 1,
du
ds
= 3u
and we can easily integrate these equations to get
x = x
0
e
s
, y = y
0
e
2s
, z = s + z
0
, u = u
0
e
3s
.
If we impose the initial condition u(x
0
, y
0
, 0) = f(x
0
, y
0
), then we end up with
z = s, x = x
0
e
z
, y = y
0
e
2z
= u = f(xe
z
, ye
2z
)e
3z
.
6. Show that the characteristic curves for the equation yu
x
xu
y
= 0 are circles around
the origin and conclude that every solution must be even as a function of x. Are there
any solutions with u(x, 0) = x? Find the unique solution with u(x, 0) = x
2
.
The characteristic equations are given by
x

= y, y

= x, u

= 0.
The easiest way to solve them is to eliminate x and write
y

= x

= y = y

+ y = 0 = y = c
1
sin s + c
2
cos s
for some constants c
1
, c
2
. To ensure that y(0) = 0, we need to have c
2
= 0 and then
y = c
1
sin s = x = y

= c
1
cos s = c
1
= x
0
.
In particular, x = x
0
cos s and y = x
0
sin s, so the characteristic curves are
x
2
+ y
2
= x
2
0
cos
2
s + x
2
0
sin
2
s = x
2
0
.
Since u is constant along these curves, it is constant on circles around the origin.
To show that u(x, y) is an even function of x, we need to show that u(x, y) = u(x, y).
This is true because the points (x, y) lie on the same circle around the origin and u
is constant on that circle. There are no solutions with u(x, 0) = x because this is not
an even function of x. When u(x, 0) = x
2
, on the other hand, we have
u(x, y) = u(x
0
, 0) = x
2
0
= x
2
+ y
2
.
7. Solve xu
x
uu
y
= y subject to u(1, y) = y. Is the solution unique? Is it global?
The characteristic equations are
dx
ds
= x,
dy
ds
= u,
du
ds
= y.
Note that the rst one gives x = x
0
e
s
= e
s
, while the other two imply
y

= u

= y = y

+ y = 0 = y = c
1
sin s + c
2
cos s.
To ensure that y(0) = y
0
, we need to have c
2
= y
0
, while
u = y

= c
1
cos s + c
2
sin s = c
1
= u(0) = y
0
.
Putting it all together, we have actually found that
x = e
s
, y = y
0
(cos s sin s), u = y
0
(cos s + sin s)
so we can eliminate y
0
, s to nally conclude that
u(x, y) = y
cos s + sin s
cos s sin s
= y
cos(log x) + sin(log x)
cos(log x) sin(log x)
.
The solution we have found is unique because the Jacobian
J = det
[
x 0
u 1
]
= x
is nonzero on the initial curve. It is not global, as it is not dened when x 0.
8. Let a R be some xed number. Solve u
2
x
+ u
2
y
= 1 subject to u(x, ax) = 1.
This is a fully nonlinear PDE with F = p
2
+ q
2
1. The characteristic equations are
x

= F
p
= 2p, y

= F
q
= 2q, u

= pF
p
+ qF
q
= 2p
2
+ 2q
2
= 2
together with p

= q

= 0. In particular, p = p
0
and q = q
0
, while
x = 2p
0
s + x
0
, y = 2q
0
s + y
0
, u = 2s + u
0
.
The initial condition gives y
0
= ax
0
and u
0
= 1, but it also implies
d
dx
u(x, ax) = 0 = u
x
+ au
y
= 0 = p
0
+ aq
0
= 0.
Since p
2
0
+ q
2
0
= 1 because of the PDE, we must thus have
(aq
0
)
2
+ q
2
0
= 1 = (1 + a
2
)q
2
0
= 1 = q
0
=
1

1 + a
2
and p
0
= aq
0
=
a

1+a
2
. This allows us to eliminate p
0
, q
0
and we nd
x =
2as

1 + a
2
+ x
0
, y =
2s

1 + a
2
+ ax
0
, u = 1 + 2s.
Once we also eliminate x
0
using the rst two equations, we get
ax y =
2a
2
s + 2s

1 + a
2
= 2s

1 + a
2
= u = 1
ax y

1 + a
2
.
9. Solve x
2
u
x
y
2
u
y
= u
2
subject to u(x, x) = 1.
In this case, the characteristic equations are
dx
ds
= x
2
,
dy
ds
= y
2
,
du
ds
= u
2
.
To solve the rst equation, for instance, one separates variables to get
x
2
dx = ds =
1
x
= s
1
x
0
= x =
x
0
1 x
0
s
.
The third equation is identical and the second one similar, so we end up with
x =
x
0
1 x
0
s
, y =
y
0
1 + y
0
s
, u =
u
0
1 u
0
s
.
By assumption, we have y
0
= x
0
and u
0
= 1, so
1
x
=
1
x
0
s,
1
y
=
1
x
0
+ s, u =
1
1 s
.
Once we now eliminate x
0
from the rst two equations, we arrive at
1
y

1
x
= 2s = s =
x y
2xy
= u =
2xy
2xy x + y
.
10. Solve u
x
u
y
= 1 subject to u(x, 0) = x.
This is a fully nonlinear PDE with F = pq 1. The characteristic equations are
x

= F
p
= q, y

= F
q
= p, u

= pF
p
+ qF
q
= 2pq = 2
together with p

= q

= 0. In particular, p = p
0
and q = q
0
, while
x = q
0
s + x
0
, y = p
0
s + y
0
, u = 2s + u
0
.
The initial condition gives y
0
= 0 and u
0
= x
0
, but it also implies
p
0
= u
x
(x
0
, 0) = 1.
Since q
0
= 1/p
0
= 1 because of the PDE, we have actually found that
x = s + x
0
, y = s, u = 2s + x
0
.
Eliminating x
0
and s, as usual, we conclude that u = 2y + (x y) = x + y.