ASSIGNMENT # 1

TUT0101,TUT0201: DUE Sept 21 (R) in your tutorial class.

TUT0301,TUT5101: DUE Sept 20 (W) in your tutorial class.

Name: . . . . . . . . . . . . . . . . . . . . . . Student #: . . . . . . . . . . . Tutorial Section #: . . . . . . . . . . . .

PLEASE NOTE:
(1) Assignment should be neat (erase do not cross out, well spaced, etc.), well identified (Name,
Student #), and STAPLED. you MUST USE THIS SHEET AS THE FRONT PAGE OF
YOUR ASSIGNMENT.
(2) Assignment follows same order as topics taught in class. Questions also ordered from easier
to harder. Please do problems in same order as listed to help with marking.
(3) Please feel free to discuss the assignment with classmates in person, but everyone must
do/submit their own work. I am available if you have any questions (contact me by email).
DO NOT CHEAT.

This assignment covers Sections 1.1, 1.2, and 1.5 including related Exercises. This is only
for evaluation and it would be very helpful for your tests or quizzes that you can do more
practice by Exercise of each sections.
If you see any typo in the assignment please inform me ASAP. Thanks.
Problem 1 (Justify Solution). Show the function is a solution of the PDEs
p
(a) uxx + uyy = 0, u(x, y) = ex sin y and u(x, y) = log x2 + y 2 .
(b) bux + auy + u = 0, u(x, y) = exp( xb )f (ax by) for arbitrary differentiable function f .
(c) uxx x1 ux x2 uyy = 0 u(x, y) = f (2y +x2 )+g(2y x2 ) for arbitrary twice differentiable functions
f and g.
Comment: Read lecture #1 and review partial derivatives of multivariable functions from your
Calculus course.
Problem 2 (Classification of PDEs). Please state 1) whether the PDE is linear, quasi-linear,
semi-linear, or fully nonlinear, 2) whether it is homogeneous or inhomogeneous, 3) order of the PDE.
(a) Black-Scholes equation (mathematical finance)
ut + 21 2 x2 uxx + rxux ru = 0 for u(t, x) and constants r and .
(b) Vibrating plate equation (mechanic)
utt uxxxx 2uxyxy uyyyy = x for u(x, y).
(c) Minimal surface equation
 (differential
 geometry)
 
uxx +u
2
yy
2
+ ux x 1
+ uy y 1
= 0 for u(x, y).
1+ux +uy 1+u2x +u2y 1+u2x +u2y
(d) Yamabe Equation (differential geometry)
uxx + uyy + f (x, y)u = g(x, y)u5 for u(x, y).
Comment: Read lecture #1 and review definitions. Optional problems: see problems of Exercise
1.1 of textbook.
Problem 3 (Separation of Variables for 1st Order PDEs). Use method of separation of
variables to solve the following problems
1
APM 346: Partial Differential Equations Fall 2017

(a) ux + u = uy , u(x, 0) = 4e3x use u(x,
y) = f (x)g(y).

2 2 1
(b) x uxy + 9y u = 0, u(x, 0) = exp x use u(x, y) = f (x)g(y).
(c) u2x + u2y = 1, use u(x, y) = f (x) + g(y)
(d) x2 u2x + y 2 u2y = u2 , use u(x, y) = ef (x) eg(y) .
Comment: Read lectures #2 and #3. Optional problems: see problems of Exercise 1.2 of
textbook.
Problem 4 (First Order PDEs). For each of the following IVP (i) find and plot the characteristic
lines (curves), (ii) solve the IVP, and (iii) plot the solution of (a)-(b) for indicated time.
(a) ut + (1 + x2 )ux = 0, u(0, x) = arctan x, t = 1, 2, 3 and what is limt u(t, x)?.
(b) ut + sin xu = 0, u(0, x) = cos( x
2 ), t = 1, 2, 3 and what is limt u(t, x)?.
x2 2
(c) ux + xuy = (y 2 ) , u(0, y) = exp(y).
(d) 2xux + (x + 1)uy = y, for x > 0, u = 2y on x = 1.
(e) yux + xuy = xy, for x, y 0 with u(0, y) = exp(y 2 ).
Comment: Read lectures #2 and #3. Use geometric method or coordinate method. Optional
problems: see problems of Exercise 1.2 and 1.5 of textbook.