Assignment I

PARTIAL DIFFERENTIAL EQUATION

December 1, 2016

Prepared By

Getachew Fetene(GSR/1411/08)
Miliyon Tilahun(GSR/1401/08)
Fatuma Zeynu(GSR/1398/08)
Adem Aman(GSR/1397/08)
Eshetu Dadi(GSR/1524/08)

X
Submitted to

Dr. Legesse Lemecha

1. (Page 10) [Problem 1] Find the general solutions of the following equations:
1a) xux + yuy = nu (Eulers relation)
Solution. The characteristic equations are
dy
du
dx
=
=
x
y
nu
|{z} |{z} |{z}
(i)

(ii)

(iii)

Equating (i) and (ii), we get

dx
dy
y
=
= c1
x
y
x
Equating (i) and (iii), we get
dx
du
u
=
n = c2
x
nu
x
where c1 and c2 are arbitrary constants. Hence, the general solution is


y u
F
,
=0
x xn
where F is arbitrary C 1 -function.
1b) xux + yuy = xn
Solution. The characteristic equations are
dy
du
dx
=
= n
x
y
x
|{z} |{z} |{z}
(i)

(ii)

(iii)

Equating (i) and (ii) gives

dy
y
dx
=
= c1
x
y
x
Equating (i) and (iii) gives
du
xn
dx
= n u
= c2
x
x
n
where c1 and c2 are arbitrary constants. Hence, the general solution is


y
xn
F
,u
=0
x
n
where F is arbitrary C 1 -function.
1c) aux + buy + cu = d, where a, b, c, d constants and a2 + b2 6= 0.
Solution. The characteristic change of coordinate is given by
(
= ax + by
= bx ay
Thus,

+ u
= au + bu
x
x

uy = u
+ u
= bu au
y
y

ux = u

After some algebraic simplification the question becomes

(a2 + b2 )u + cu = d
Which can be rewritten as

u +


c
d
u= 2
,
a 2 + b2
a + b2

a2 + b2 6= 0

This is a linear pde with integrating factor

() = e

c
a2 +b2

= e a2 +b2

Thus,


c
c
d
d

e a2 +b2
ue a2 +b2 = 2
2
d
a +b
This implies
c

u(, )e a2 +b2 =
Hence
u(, ) =

c
d a2 +b
2
e
+ f ()
c

d
c
+ f ()e a2 +b2
c

Therefore,
d
c (ax+by)
+ f (bx ay)e a2 +b2
c
is the general solution where f is arbitrary function in C 1 .
u(x, y) =

2. (Page 10) [Problem 3] Find the general solutions of the equations

3a) (y z)ux + (z x)uy + (x y)uz = 0
Solution. The coefficients are a = y z, b = z x, c = x y, d = 0.
The characteristic equation is
dx
dy
dz
=
=
yz
zx
xy
| {z } | {z } | {z }
(ii)

(i)

(iii)

Add (i) and (ii) and equate with (iii)

dx
dy
dz
+
=
yz
zx
xy
This implies
d(x + y)
dz
=
yz+zx
xy
Then
d(x + y)
dz
=
yx
yx
Multiplying (1) by y x gives
d(x + y) = dz
Integrate both side to get
x + y = z + c1
where c1 is arbitrary constant.
Therefore,
x + y + z = c1
3

(1)


dx

=yz

dt

dy
=zx

dt

dz = x y
dt

(2)
(3)
(4)

Multiply (2),(3) and (4) by x, y and z respectively

dx

= x(y z)
x

dt

dy
y
= y(z x)

dt

z dz = z(x y)
dt

(5)
(6)
(7)

Then we have

dx

x
= xy xz

dt

dy
y
= yz xy

dt

z dz = xz yz
dt

(8)
(9)
(10)

Taking the summation of (8),(9) and (10) we get

x

dy
dz
dx
+y
+z
=0
dt
dt
dt

Which implies
xdx + ydy + zdz = 0dt
Integrating both side
Z

xdx +

ydy +

Z
zdz =

0dt

Thus,
x2
y2
z2
+
+
= c0
2
2
2
Hence
x2 + y 2 + z 2 = c2 ,

where c2 = 2c0

Therefore,
F (c1 , c2 ) = F (x + y + z, x2 + y 2 + z 2 ) = 0
is the general solution where F is arbitrary C 1 -function.
3b) x(y z)ux + y(z x)uy + z(x y)uz = 0
Solution. The coefficients are a = x(y z), b = y(z x), c = z(x y), d = 0.
The characteristic equation is
dx
dy
dz
=
=
x(y z)
y(z x)
z(x y)
| {z } | {z } | {z }
(i)

(ii)

(iii)

Add (i) and (ii) and equate with (iii)

dy
dz
dx
+
=
x(y z) y(z x)
z(x y)
This implies
d(x + y)
dz
=
xy xz + yz xy
z(x y)
Then
d(x + y)
dz
=
z(y x)
z(y x)

(11)

Multiplying (11) by z(y x) gives

d(x + y) = dz
Integrate both side to get
x + y = z + c1
where c1 is arbitrary constant.
Therefore,
x + y + z = c1

dx

= x(y z)

dt

dy
= y(z x)

dt

dz = z(x y)
dt

(12)
(13)
(14)

Divide (12),(13) and (14) by x, y and z respectively

1 dx

=yz

x
dt

1 dy
=zx
y dt

1 dz = x y
z dt

(15)
(16)
(17)

Taking the summation of (15),(16) and (17) we get

1 dz
1 dx 1 dy
+
+
=0
x dt
y dt
z dt
Which implies
1
1
1
dx + dy + dz = 0dt
x
y
z
Integrating both side
Z

1
dx +
x

1
dy +
y

1
dz =
z

Thus,
ln x + ln y + ln z = ln c0
Which can be simplified as
ln xyz = ln c0
5

Z
0dt

Hence
xyz = c2 ,

where c2 = ln c0

Therefore,
F (c1 , c2 ) = F (x + y + z, xyz) = 0
is the general solution where F is arbitrary C 1 -function.
3c) a1 ux + a2 uy + a3 uz + cu = 0, where a1 , a2 , a3 , c are constants and ai 6= 0 for i = 1, 2, 3.
Solution. The characteristic equation is
dy
dz
du
dx
=
=
=
a1
a2
a3
cu
|{z} |{z} |{z} | {z }
(i)

(ii)

(iv)

(iii)

Equating (i) and (ii),

dx
dy
=
a1
a2
Taking integral both side
Z

Z
a2 dx =

a1 dy

Thus
a2 x = a1 y + c1 ,

where c1 is an arbitrary constant.

Then
a 2 x a 1 y = c1
Equating (i) and (iii),
dx
dz
=
a1
a3
Taking integral both side
Z

Z
a3 dx =

a1 dz

Thus
a3 x = a1 z + c2 ,

where c2 is an arbitrary constant.

Then
a3 x a1 z = c2
Equating (i) and (iv),
dx
du
=
a1
cu
Taking integral both side
Z
Thus

cx
= ln u + c3 ,
a1

c
dx =
a1

du
u

where c3 is an arbitrary constant.

Then
u=e

cx
a1

is a particular solution.

Therefore,
u=e

cx
a1

F (a2 x a1 y, a3 x a1 z) where F is arbitrary C 1 -function

is the general solution to the given PDE.

6

3. (Page 22) [Problem 2] Solve the following initial value problems

2a) ux + yuy = 2u,

u(1, s) = s.

Solution. The coefficients are

a = 1, b = y, c = 2u, d = 0
The initial curves are
x(s, 0) = 1,

y(s, 0) = s,

u(s, 0) = s

The characteristic system is given by

dx

=1

dt

dy
=y

dt

du = 2u
dt

(18)
(19)
(20)

Integrating (18) gives

x = t + c1
That is
x(s, t) = t + c1
Using the initial condition x(s, 0) = 1, we compute c1 = 1. Therefore,
x(s, t) = t + 1

(21)

Integrating (19) gives

ln y = t + c2
Thus
y(s, t) = et+c2 = ket
Using the initial condition y(s, 0) = s, k is found to be k = s. Therefore,
y(s, t) = set

(22)

Integrating (20) gives

ln u = 2t + c3
Thus
u(s, t) = k1 e2t
Using the initial condition u(s, 0) = s, we found k1 = s. Therefore,
u(s, t) = se2t

(23)

From (21) and (22) we have

(

x=t+1
y = set

(24)

Now,
J=


(x, y)  xs
=
ys
(s, t)

 
xt   0
=
yt   et

Hence (24) is invertible.


1 
= et 6= 0
set 

From (23) we have

u(s, t) = se2t
But from (24) we have s = ye1x and t = x 1. Inserting this on the above equation gives
u(x, y) = ye1x e2(x1)
After some algebraic simplification we get
u(x, y) = yex1
which is the solution of the given PDE.
2b) ux + uy = u2 ,

u(s, 0) = s2 .

Solution. The coefficients are

a = 1, b = 1, c = u2
The initial curves are
x(s, 0) = s,

y(s, 0) = 0,

u(s, 0) = s2

The characteristic system is given by

dx

=1

dt

dy
=1

dt

du = u2
dt

(25)
(26)
(27)

Integrating (25) gives

x=t+c
That is
x(s, t) = t + c
Using the initial condition x(s, 0) = s, we compute c = s. Therefore,
x(s, t) = t + s

(28)

Integrating (26) gives

y = t + c1
That is
y(s, t) = t + c1
Using the initial condition y(s, 0) = 0, we compute c1 = 0. Therefore,
y(s, t) = t

(29)

From (28) and (29) we have

(
x=t+s
y=t

(30)

Now,

(x, y)  xs
J=
=
ys
(s, t)
Hence (30) is invertible.

 
xt   1
=
yt   0


1 
= 1 6= 0
1 

Integrating (27) gives

1
= t + c2
u

Then
u=

1
t + c2

That is
u(s, t) =

1
t + c2

Using the initial condition u(s, 0) = s2 , we compute c2 = s12 . Therefore,

u(s, t) =

1
t s12

(31)

From (30) we have t = y and s = x y. Therefore

u(x, y) =

1
y

1
(xy)2

After some algebraic simplification, we get

u(x, y) =

(x y)2
1 y(x y)2

which is the solution of the given PDE.

2c) xux + (y + x2 )uy = u,

u(2, s) = s 4.

Solution. The coefficients are

a = x, b = y + x2 , c = u, d = 0
The initial curves are
x(s, 0) = 2,

y(s, 0) = s,

u(s, 0) = s 4

The characteristic system is given by

dx

=x

dt

dy
= y + x2

dt

du

=u
dt

(32)
(33)
(34)

Integrating (32) gives

ln x = t + c1
That is
x(s, t) = et+c1 = ket
Using the initial condition x(s, 0) = 2, we compute k = 2. Therefore,
x(s, t) = 2et
Integrating (34) gives
ln u = t + c2
Thus
u(s, t) = et+c2 = k1 et
9

(35)

Using the initial condition u(s, 0) = s 4, k1 is found to be k1 = s 4. Therefore,

u(s, t) = et+c2 = (s 4)et

(36)

From (33) we have

dy
y = x2
dt
A linear, non-homogenous first order differential equation. From (35) we have x = 2et , then
y 0 y = (2et )2 = 4e2t
Now, the integrating factor
(y) = e
Then

dt

= et



d
t
ye
= et 4e2t
dt

Integrating both sides

yet =

4et dt

Which is
yet = 4et + c3
Then
y(s, t) = 4e2t + c3 et
Using the initial condition y(s, 0) = s, we found c3 = s 4. Therefore,
y(s, t) = 4e2t + (s 4)et

(37)

From (35) and (37) we have

(

x = 2et
y = e2t + (s 4)et

(38)

Now,

(x, y)  xs
=
J=
ys
(s, t)

 
xt   0
=
yt   et


2et 
= 2e2t 6= 0
8e2t + (s 4)et 

Hence (38) is invertible.

From (36) we have
u(s, t) = (s 4)et
2

But from (38) we have t = ln(x/2) and s = 4 + 2( yx

x ). Inserting this on the above equation
gives


 
y x2
u(s, t) = 4 + 2
4 eln(x/2)
x
After some algebraic simplification we get
u(x, y) = y x2
which is the solution of the given PDE.
4. (Page 22) [Problem 3] Show that the solution of the quasi-linear PDE uy + a(u)ux = 0 with the initial
condition u(s, 0) = h(s) is given implicitly by u = h(x a(u)y). Show that the solution becomes
singular for some positive y unless a(h(s)) is a nondecreasing function.
10

Solution. The characteristic equations are

dx
= a(u),
dt

dy
= 1,
dt

du
=0
dt

I.C
x(s, 0) = s,
Then

y(s, 0) = 0,

u(s, 0) = h(s)

dy
= 1 dy = dt
dt

Thus
y(s, t) = t + g(s)
From the I.C y(s, 0) = 0, we get g(s) = 0. Therefore
y(s, t) = t
du
= 0 u(s, t) = h(s)
dt
dx
= a(u) dx = a(h(s))dt
dt
Then
x = a(h(s))t + g1 (s)
From the initial condition x(s, 0) = s, we have g1 (s) = s. Therefore
x(s, t) = a(h(s))t + s s = x a(h(s))t
Therefore
u(x, y) = h(x a(u)y)
Now if two curves with different s meet each other, then the solution become singular there. i.e.
ya(h(s1 )) + s1 = ya(h(s2 )) + s2
then
y=

s2 s1
a(h(s2 )) a(h(s1 ))

But this will always happen for some positive y, unless a(h(s)) is a nondecreasing function.
5. (Page 27) [Problem 1] Find the general solution of the equation
1a) (x y)y 2 ux (x y)x2 uy z(x2 + y 2 )u = 0
Solution. The coefficients are a = (x y)y 2 , b = (x y)x2 , c = x2 + y 2
The characteristic equation is
dx
dy
du
=
= 2
(x y)y 2
(x y)x2
(x + y 2 )u
| {z } |
{z
} |
{z
}
(i)

(ii)

(iii)

Using proportion property (i) and (ii)

dx
dy
dx
dy
=
2 =
2
2
(x y)y
(x y)x
y
x2
x2 dx = y 2 dy
11

Integrating the last equation

Z

x2 dx =

y 2 dy

This implies

x3
y3
=
+ c0 ,
3
3

where c0 is arbitrary constant.

Thus
x3 + y 3 = c1 ,

where c1 = 3c0 .

Add (i) and (ii) then equate with (iii)

dx dy
du
= 2
2
2
(x y)y + (x y)x
(x + y 2 )u
After some algebraic simplification we get
du
d(x y)
=
xy
u
Integrate both side to get
ln(x y) = ln u + ln c2
Then



xy
ln
= ln c2
u

Hence
xy
= c2 , where c2 arbitrary constant.
u
Therefore,


3
3 xy
F (c1 , c2 ) = F x + y ,
=0
u
is the general solution to the given PDE where F is arbitrary C 1 -function.
1b) (y u)ux + (u x)uy = x y
Solution. The coefficients are a = y u, b = u x, c = x y
The characteristic equation is
dx
dy
du
=
=
yu
ux
xy
| {z } | {z } | {z }
(ii)

(i)

(iii)

Add (i) and (ii) and equate with (iii)

dx + dy
du
=
yu+ux
xy
This implies
d(x + y)
du
=
yx
yx
Which implies
d(x + y) = du
Integrate both side to get
x + y = u + c1

12

where c1 is arbitrary constant.

Therefore,
x + y + u = c1
Now,

dx

=yu

dt

dy
=ux

dt

du = x y
dt

(39)
(40)
(41)

Multiply (39),(40) and (41) by x, y and u respectively

dx

x
= x(y u)

dt

dy
= y(u x)
y

dt

u du = u(x y)
dt

(42)
(43)
(44)

Taking the summation of (42),(43) and (44) we get

x

dx
dy
du
+y
+u
=0
dt
dt
dt

Which implies
xdx + ydy + udu = 0dt
Integrating both side
Z

Z
xdx +

Z
ydy +

Z
udu =

0dt

Thus,
y2
u2
x2
+
+
= c0
2
2
2
Hence
x2 + y 2 + u2 = c2 ,

where c2 = 2c0

Therefore,
F (c1 , c2 ) = F (x + y + u, x2 + y 2 + u2 ) = 0
is the general solution to the given PDE where F is arbitrary C 1 -function.
1c) x(y u)ux + y(u x)uy = (x y)u
Solution. The coefficients are a = x(y u), b = y(u x), c = (x y)u.
The characteristic equation is
dx
dy
du
=
=
x(y u)
y(u x)
u(x y)
| {z } | {z } | {z }
(i)

(ii)

(iii)

Add (i) and (ii) and equate with (iii)

dx
dy
du
+
=
x(y u) y(u x)
u(x y)
13

This implies
d(x + y)
du
=
xy xu + yu xy
u(x y)
Then
d(x + y)
du
=
u(y x)
u(y x)

(45)

Multiplying (45) by u(y x) gives

d(x + y) = du
Integrate both side to get
x + y = u + c1
where c1 is arbitrary constant.
Therefore,
x + y + u = c1

dx

= x(y u)

dt

dy
= y(u x)

dt

du = u(x y)
dt

(46)
(47)
(48)

Divide (46),(47) and (48) by x, y and u respectively

1 dx

=yu

x dt

1 dy
=ux
y dt

1 du = x y
u dt

(49)
(50)
(51)

Taking the summation of (49),(50) and (51) we get

1 dx 1 dy
1 du
+
+
=0
x dt
y dt
u dt
Which implies
1
1
1
dx + dy + du = 0dt
x
y
u
Integrating both side
Z

1
dx +
x

1
dy +
y

1
du =
u

Z
0dt

Thus,
ln x + ln y + ln u = ln c0
Which can be simplified as
ln xyu = ln c0
Hence
xyu = c2 ,

where c2 = ln c0

Therefore,
F (c1 , c2 ) = F (x + y + u, xyu) = 0
is the general solution to the given PDE where F is arbitrary C 1 -function.
14

1d) uux + (u2 x2 )uy = x

Solution. The coefficients are a = u, b = u2 x2 , c = x.
The characteristic equation is
dy
du
dx
= 2
=
2
u
u

x
x
|{z} | {z } |{z}
(i)

(ii)

(iii)

Equate (i) with (ii)

dx
du
=
u
x
Then
xdx = udu
Integrating both side gives

x2
u2
=
+ c0 ,
2
2

where c0 is arbitrary constant.

After some algebraic simplification we get

x 2 + u 2 = c1 ,

where c1 = 2c0

Add (i) and (iii) and equate with (ii)

dx + du
dy
= 2
u x)
u x2
This implies
dy
d(x + u)
=
u x)
(u x)(u + x)
Which implies
(u + x)d(x + u) = dy
Integrate both side to get
(x + u)2
= y + c0 ,
2

where c0 is arbitrary constant.

Then
(x + u)2 2y = c2 ,

where c2 = 2c0 .

Therefore,
F (c1 , c2 ) = F (x2 + u2 , (x + u)2 2y) = 0
is the general solution of the given PDE where F is arbitrary C 1 -function.
1e) (1 +

u x y)ux + uy = 2

Solution. The coefficients are a = 1 +

The characteristic equation is
1+
|

u x y, b = 1, c = 2.

dx
dy
du
=
=
u x y |{z}
1
2
|{z}
{z
}
(i)

15

(ii)

(iii)

Equate (ii) with (iii)

dy
du
=
1
2
Then
2dy = du
Integrating both side gives
u 2y = c1 ,

where c1 is arbitrary constant.

Subtract (i) and (ii) from (iii) then equate with (ii)
dy
du dx dy

=
2 1 (1 + u x y)
1
which implies
d(u x y)
dy

=
uxy
1
Integrate both side to get

2 u x y + c2 = y

Then

c2 = y + 2 u x y ,
Therefore,

where c2 is an arbitrary constant.

F (c1 , c2 ) = F (u 2y, y + 2 u x y) = 0

is the general solution of the given PDE where F is arbitrary C 1 -function.

6. (Page 27) [Problem 2] Solve the initial value problems
2a)
(
xux + yzuz = 0
u(x, y, 1) = xy
Solution. The coefficients are
a = x, b = 0, c = yz, d = 0
The initial curves are
x(s, 0) = s,

y(s, 0) = s,

u(s, 0) = xy ,

z(s, 0) = 1

The characteristic system is given by

dx

=x

dt

dy

=0
dt
dz

= yz

dt

du = 0
dt
Integrating (52) gives
ln x = t + c1
16

(52)
(53)
(54)
(55)

Then
x(s, t) = ket
Using the initial condition x(s, 0) = s, we compute k = s. Therefore,
x(s, t) = set

(56)

Integrating (53) gives

y = c2
Using the initial condition y(s, 0) = s, k is found to be c2 = s. Therefore,
y(s, t) = s

(57)

Integrating (54) gives

ln z = yt + c3
Using the initial condition z(s, 0) = 1, c3 is found to be c3 = 0. Therefore,
z = eyt

(58)

z 1/s = et

(59)

and we have

From (56) and (57) we have

(

x = set
y=s

(60)

Now,
J=

 
xt   et
=
yt   1


(x, y)  xs
=
ys
(s, t)


set 
= set 6= 0
0 

Hence (60) is invertible.

Thus
s=

x
x
= 1/s
t
e
z

(by 59)

Integrating (55) gives

u = c4
Thus
u(s, t) = c4
y

Using the initial condition u(s, 0) = x , we found c4 = ss . Therefore,

u(s, t) = ss

(61)

Define u(s, t) = u(x, y). Hence

u(s, t) = ss =

s

z 1/s

Therefore
u(x, y) =
which is the solution of the given PDE.

17

=
xy
z

xs
(z 1/s )s

xy
z

2b)
(
(z y)2 ux + zuy + yuz = 0
u(0, y, z) = 2y(y z)
Solution. The characteristic equation of the integral curves are
dx
dy
dz
du
=
=
=
2
(z y)
z
y
0
| {z } |{z} |{z} |{z}
(ii)

(i)

(iv)

(iii)

Subtract (ii) from (iii) then equate with (i)

dz dy
dx
=
(z y)2
yz
which implies
dx = (z y)d(z y)
Integrate both side to get
x=

(z y)2
+ c1
2

Then
2x + (z y)2 = c1 ,

where c1 is an arbitrary constant.

Equate (ii) with (iii)

dz
dy
=
z
y
Then
ydy = zdz
Integrating both side gives
y 2 z 2 = c2 ,

where c2 is arbitrary constant.

Now, equate (iii) and (iv)

dz
du
=
y
0

du = 0

u = c3

Therefore, F (c1 , c2 , c3 ) = 0 is the general solution of the given PDE where F is arbitrary C 1 function.
We can also express u0 as
g(c1 + c2 + c3 ) = g(2x + (z y)2 + y 2 z 2 )
= g(2x + 2y 2 2zy)
= g(2x + 2y(y z))
From the initial condition
u(0, y, z) = 2y(y z)
we have
g(0 + 2y(y z)) = 2y(y z)
Therefore,
u(x, y, z) = 2x + (z y)2 + y 2 z 2

18

7. (Page 27) [Problem 3] The Euler PDE for a homogeneous function u(x, y, z) is
xux + yuy + zuz = u
Show that the initial value problem u(x, y, 1) = h(x, y) has a solution u = z h( xz , yz ), z 6= 0 and
u(x, y, z) = u(x, y, z).
Solution.
xux + yuy + zuz = u
The characteristic curves are

dy
dz
du
dx
=
=
=
x
y
z
u
|{z}
|{z} |{z} |{z}
(i)

(iii)

(ii)

(iv)

Equating (i) and (iii) gives us

dx
dz
=
x
z

x
= c1
z

dy
dz
=
y
z

y
= c2
z

Equating (ii) and (iii) gives

Equating (iii) and (iv) gives

dz
du
u
=

= c3
z
u
z
The general solution of the PDE expressed on the form of implicit equation (c1 , c2 , c3 ) = 0 is :
x y u 
, ,
=0

z z z
where is any differentiable function of three variables. This can also be written as
x y
u
=F
,

z
z z
where F is any differentiable function of two variables.
u(x, y, z) = z F
With the condition u(x, y, 1) = h(x, y) = 1 F

x y
1, 1

x y
,
z z

= F (x, y) the function F is determined :

F (X, Y ) = h(X, Y )
where X and Y are any dummy variables. Hence, with X =
consistent with the given condition is :
x y
u(x, y, z) = z h
,
z z
Moreover,
u(x, y, z) = z h

x
z

and Y =

x y
,
= u(x, y, z)
z z

8. (Page 36) [Problem 1] Solve the following initial value problems:

1a)
(
ux uy = 2
: x = s, y = s, u = 3s, 0 s 1
19

y
z

the particular solution

Solution. Let F (x, y, u, ux , uy ) = 0 i.e. ux uy 2 = 0 be a first order PDE and p = ux and

q = uy , then the new characteristic equation pq 2 = 0 is
x
t
y
t
u
t
p
t
q
t

=
(pq 2) = q
p
p
F

=
=
(pq 2) = p
q
q
F
F
=p
+q
= pq + qp = 2pq
p
q
F
F
=
p
=0p0=0
x
u
F
F
=
q
=0q0=0
y
u
=

When we integrate the above characteristic equation we get

x(s, t) = qt + s

(62)

y(s, t) = pt + s

(63)

u(s, t) = 4t + 3s

(64)

x = qt + s

y = pt + s

u = 4t + 3s

p = p0 (s)

q = q (s)
0

(65)

From (62),(63) and (64) we have

From the initial condition

dx0 (s)
=1
ds
dy0 (s)
y0 (s) = s
=1
ds
du0 (s)
u0 (s) = 3s
=3
ds
where p0 (s) and q0 (s) satisfy the given equation
x0 (s) = s

p0 q0 = 2

(66)

dx0
dy0
du0
= p0 (s)
+ q0 (s)
= p0 + q0 = 3
ds
ds
ds

(67)

Then

From (66) and (67)

(

p0 q0 = 2
p0 + q0 = 3

Thus
if q0 = 1, then p0 = 2 and if q0 = 2, then p0 = 1.

20

WOLG take q0 = 1 and p0 = 2. Now (65) becomes

x=t+s

y = 2t + s
u = 4t + 3s

p=2

q = 1
Then we have
s = 2x y
t=yx
Hence define u(s, t) = u(x, y). From (64) we have
u(s, t) = 4t + 3s
Therefore,
u(x, y) = y + 2x
is the general solution of the given PDE with the initial condition.
1b)
(
ux uy = u
: x = s, y = 1, u = s, 0 s 1
Solution. Let F (x, y, u, ux , uy ) = 0 i.e. ux uy u = 0 be a first order PDE and p = ux and
q = uy , then the new characteristic equation pq u = 0 is
x
t
y
t
u
t
p
t
q
t

=
(pq u) = q
p
p
F

=
=
(pq u) = p
q
q
F
F
=p
+q
= pq + qp = 2pq
p
q
F
F
=
p
= 0 p (1) = p
x
u
F
F
=
q
= 0 q (1) = q
y
u
=

When we integrate the above characteristic equation we get

x
q
=q=
t
t
x(s, t) = q + c1

(68)

y
p
=p=
t
t
y(s, t) = p + c2
u
= 2pq = 2u,
t
21

where pq = u

(69)

u(s, t) = se2t

(70)

From (68),(69) and (70) we have

x = q + c1

y = p + c2
u = se2t

p = p0 (s)

q = q (s)
0

(71)

From the initial condition

dx0 (s)
=1
ds
dy0 (s)
y0 (s) = 1
=0
ds
du0 (s)
u0 (s) = s
=1
ds
where p0 (s) and q0 (s) satisfy the given equation
x0 (s) = s

p0 q0 = u0 = s

(72)

dx0
dy0
du0
= p0 (s)
+ q0 (s)
= p0 1 + q0 0 = p0 = 1
ds
ds
ds

(73)

Then

By substituting (73) into (72) we get

q0 = s
Consider p0 = 1 and q0 = s. Now (71) becomes

x = q
y=p

u = se2t
But

dp
=p
dt

This implies
p = k1 et
Using p0 = 1 we get
p = et
Again
dq
=q
dt
This implies
q = k2 et
Using q0 = s we get
q = set
Then we have
s = x/y
t = ln y
22

Hence define u(s, t) = u(x, y). From (70) we have

u(s, t) = se2t
Therefore, after some algebraic simplification we get
u(x, y) = xy
which is the general solution to the given PDE with the initial condition.
1c)
(

u2x + u2y + 2(ux x)(uy y) 2u = 0

: x = s, y = 0, u = 0, 0 s 1

Solution. Let F (x, y, u, ux , uy ) = 0 i.e. u2x + u2y + 2(ux x)(uy y) 2u = 0 be a first order PDE
and p = ux and q = uy , then the new characteristic equation p2 + q 2 + 2(p x)(q y) 2u = 0 is
x
t
y
t
u
t
p
t
q
t

F
= 2p + 2q 2y
p
F
=
= 2q + 2p 2x
q
F
F
=p
+q
= 2p2 + 2q 2 + 4pq 2py 2qx
p
q
F
F
=
p
= 2p + 2q 2y
x
u
F
F
=
q
= 2q + 2p 2x
y
u
=

When we integrate the above characteristic equation we get

x = (2p + 2q 2y)t + c1
y = (2q + 2p 2x)t + c2

u = (2p2 + 2q 2 + 4pq 2py 2qx)t + c3

(74)

From the initial condition

dx0 (s)
=1
ds
dy0 (s)
y0 (s) = 0
=0
ds
du0 (s)
u0 (s) = 0
=0
ds
where p0 (s) and q0 (s) satisfy the given equation
x0 (s) = s

p20 + q02 + 2p0 q0 2p0 y0 2x0 q0 + 2x0 y0 2u = 0

and
du0
dx0
dy0
= p0 (s)
+ q0 (s)
= p0 1 + q0 0 = p0 = 0
ds
ds
ds
By substituting this into (75) we get
q0 = 2s

23

(75)

Consider p0 = 0 and q0 = 2s. Now (74) becomes

x = 4st + s
y = 2st

u = 4s2 t
and we have
s = x 2y
y
t=
2x 4y
Therefore, after some algebraic simplification we get
u(x, y) = 2y(x 2y)
which is the general solution to the given PDE with the initial condition.
1d)
(

u3x uy = 0

: x = s, y = 0, u = 2s s, 0 s 1

Solution. Let F (x, y, u, ux , uy ) = 0 i.e. u3x uy = 0 be a first order PDE and p = ux and q = uy ,
then the new characteristic equation p3 q = 0 is
x
t
y
t
u
t
p
t
q
t

F
3
=
(p q) = 3p2
p
p
F
3
=
=
(p q) = 1
q
q
F
F
=p
+q
= p(3p2 ) + q(1) = 3p3 q
p
q
F
F
=
p
=0p0=0
x
u
F
F
=
q
=0q0=0
y
u
=

When we integrate the above characteristic equation we get

x(s, t) = 3p2 t + s

(76)

y(s, t) = t

(77)

u(s, t) = (3p3 q)t + 2s s

(78)

x = 3p2 t + s

y = t

u = (3p3 q)t + 2s s

p = p0 (s)

q = q (s)
0

(79)

From (76),(77) and (78) we have

From the initial condition

x0 (s) = s
24

dx0 (s)
=1
ds

dy0 (s)
=0
ds

du0 (s)
u0 (s) = 2s s
=3 s
ds
where p0 (s) and q0 (s) satisfy the given equation
y0 (s) = 0

p30 q0 = 0

(80)

du0
dx0
dy0
= p0 (s)
+ q0 (s)
= p0 1 + q0 0 = p0 = 3 s
ds
ds
ds

(81)

Then

By substituting (81) into (80) we get

q0 = 27( s)3

Consider p0 = 3 s and q0 = 27( s)3 which satisfy the given equation p30 q0 = 0 and from (79)
we have

x = 3p2 t + s = 3(3 s)2 t + s = 27st + s

But y = t t = y, thus
s=

x
1 27y

p = p0 (s) = 3 s = 3

x
1 27y
r
3
3
x
q = q0 (s) = 27( s) = 27
1 27y

3
u = (3p q)t + 2s s
= (3q q)t + 2s3/2
r
= (2q)(y) + 2

since p3 = q
3/2

x
1 27y
3 

r
3/2
x
x
+2
1 27y
1 27y
r
3
x
= 2(1 27y)
1 27y
 r
= 2y 27

Therefore, after some algebraic simplification we get

2x x
u(x, y) =
1 27y
which is the general solution to the given PDE with the initial condition.
1e)
(

ux + 21 u2y = 1
: x = 0, y = s, u = s2 , 0 s 1

25

Solution. Let F (x, y, u, ux , uy ) = 0 i.e. ux + 12 u2y 1 = 0 be a first order PDE and p = ux and
q = uy , then the new characteristic equation p + 12 q 2 1 = 0 is
x
t
y
t
u
t
p
t
q
t

1
=
(p + q 1) = 1
p
p
2
F

1
=
=
(p + q 1) = q
q
q
2
F
F
=p
+q
= p(1) + q(q) = p + q 2
p
q
F
F
=
p
=0p0=0
x
u
F
F
=
q
=0q0=0
y
u
=

When we integrate the above characteristic equation we get

x(s, t) = t

(82)

y(s, t) = qt + s

(83)

u(s, t) = (p + q 2 )t + s2

(84)

x=t

y = qt + s
u = (p + q 2 )t + s2

p = p0 (s)

q = q (s)
0

(85)

From (82),(83) and (84) we have

From the initial condition

dx0 (s)
=0
ds
dy0 (s)
y0 (s) = s
=1
ds

du0 (s)
u0 (s) = s2 s
= 2s
ds
where p0 (s) and q0 (s) satisfy the given equation
x0 (s) = 0

1
p0 + q02 1 = 0
2

(86)

du0
dx0
dy0
= p0 (s)
+ q0 (s)
= p0 0 + q0 1 = q0 = 2s
ds
ds
ds

(87)

Then

By substituting (87) into (86) we get

p0 = 1 2s2
Consider p0 = 1 2s2 and q0 = 2s which satisfy the given equation p0 + 21 q02 1 = 0 and from
(85) we have
x=t

26

But y = qt + s, thus
s=

y
2x + 1


2
y
p = p0 (s) = 1 2s2 = 1 2
2x + 1


y
q = q0 (s) = 2s = 2
2x + 1
u = (p + q 2 )t + s2
= (1 2s2 + 4s2 )x + s2
= (1 + 2s2 )x + s2
= x + 2xs2 + s2
= x + (2x + 1)s2
Therefore, after some algebraic simplification we get
u(x, y) = x +

y2
2x + 1

which is the general solution to the given PDE with the initial condition.
9. (Page 36) [Problem 2] Consider the differential equation
u2x + xuy = 0.

(88)

Making the so called Legendre transformation

v = px + qy u,
where p = ux , q = uy , show that v satisfies the equation
p2 + qvp = 0.
Show that the solution of (88) can be expressed in parametric form as

p2

x = 3 q
p
0
y = 3q
2 + f (q)

p3
u = 3q + qf 0 (q) f (q)
where f is an arbitrary continuously differentiable function.
Solution. The Legendre transformation of equation (88) is
vp =

p2
q

(89)

with p = ux , q = uy , vp = x and vq = y. The by integrating (89) we get

v=

p3
+ f (q)
q

Using equation (89) and vp = x, we have

x=
27

p2
q

(90)

Differentiating equation (90) with respect to q and using vq = y, we have

y=

p3
+ f 0 (q)
3q 2

Therefore,
u = px + qy v
  3

 2
 3
p
p
p
0
0
+ f (q)
+ f (q)
=p
+q
q
3q 2
3q 2
p3
= + qf 0 (q) f (q)
3q
Hence, the parametric representation of the solution of (88) is given by

p2

x = 3 q
p
0
y = 3q
2 + f (q)

p3
u = 3q + qf 0 (q) f (q)

10. (Page 151) [Problem 1] Show that any solution of the problem
ut + uux = un , x R, t > 0,
u(x, 0) = u0 (x), x R
satisfies the functional relation
u = et u0 (x u + uet ),

n = 1,

u0 (x ln(1 tu))
, n = 2,
1 tu0 (x ln(1 tu))


n2
1  2n
1n
1n
n1
= (1 n)t + u0
x+
, n 6= 1, 2
u
(u
+ (n 1)t)
n2

u=
u1n
Solution.

11. (Page 151) [Problem 2] Consider Liouvilles equation

2u
= eu
xy
Show that: (a) Making the change of variables (x, y, u) 7 (x0 , y 0 , u0 ) such that
u0
0
1
u
2 (u+u )

x00 = x + e 1

u = u 2 e 2 (uu0 )
y 0
y

x0 = x

0
y =y
where is a constant, the equation (91) reduces to
2 u0
= 0.
x0 y 0

28

(91)

(b) The solution of the problem

(

du
dx

+ p(x)e 2 u = q(x)
u(x0 ) = u0

is

u(x) = 2 ln

u0
2

Rx

e2
R
1 x

x0

q(s)ds
1

p(t)e 2
x0

Rx
x0

q(s)ds

dt

(c) The general solution of the equation (91) is

1

u(x, y) = 2 ln

e 2 (f (x)g(y))
Ry
ef (t) dt + 1 y0 eg(t) dt
x0

Rx

where f and g are functions, x0 and y0 are constants.

Solution.
12. (Page 152) [Problem 3] (a) Consider the Cauchy problem for the advection-diffusion equation

ut + aux = uxx ,
u(x, 0) = u0 (x),

x R, t > 0,

(92)

x R,

with u0 (x) L1 (R). Making a change of variables v(x, t) = u(x + at, t) it reduces to Cauchy problem
for the diffusion equation
vt = vxx ,

x R, t > 0,

v(x, 0) = u0 (x),

x R,

(b) Show that the solution u (x, t) C (R (0, )) of (92) is

Z
2
1
1
u0 ()e 4t (xat) d
u (x, y) =
2 t
and u (x, t) u0 (x at) as 0.
Solution.
13. (Page 167) [Problem 1] Consider the Cauchy problem
ut + uux = 0,

u(x, 0) =

k1

k+1
2

k +1
k2 1

0,

x0
r

k2 +1
k2 1

2

(1 x)2 , 0 x 1
x 1,

where k 2 is an integer.
(a) Find the characteristics of the problem and show that their envelope is the curve
x=1+


p
k2 + 1 
2
t

1
+
t
k2 1

in (x, t) plane.
29

(b) Verify that the continuous solution exists for

0t
and does not exist for t

2k
k2 1

2k
k2 1

(c) Plot the picture of characteristics and their envelope with Mathematica in the case k = 2.
Solution.
14. (Page 167) [Problem 2] (a) Find the characteristics and the solution of the problem
ut + uux = 0,

a + , x a,
u(x, 0) = x + , a x b,

b + , x b.
(b) Show that:
if 0 the solution is differentiable for t 0,
if < 0 the solution is continuous for 0 t < 1 .
Solution.
15. Page 168) [Problem 3] Consider the Cauchy problem
ut + uux = 0,

x 0,
1,
u(x, 0) = cos2 (x), 0 x /2,

0,
x /2.
(a) Determine the characteristics and show that they have an envelope of two branches. (b) Plot the
picture of characteristics and their envelope with Mathematica. (c) Find a weak solution.
Solution.
16. (Page 168) [Problem 4] Consider the problem
ut + uux + au = 0, u(x, 0) = u0 (x).
Show that the characteristics of the problem are
x = x0 +

1 eat
u0 (x0 )
a

Discuss the question of breaking of solutions.

Solution.

The End

30