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Assignment 1

This document contains solutions to exercises from a partial differential equations course. It discusses: 1) Classifying linearity and order of various PDEs. 2) Using the characteristic curve and coordinate methods to solve first order PDEs. 3) Applying techniques like divergence theorem to evaluate integrals related to PDEs.

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tiffanyyy00
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
184 views

Assignment 1

This document contains solutions to exercises from a partial differential equations course. It discusses: 1) Classifying linearity and order of various PDEs. 2) Using the characteristic curve and coordinate methods to solve first order PDEs. 3) Applying techniques like divergence theorem to evaluate integrals related to PDEs.

Uploaded by

tiffanyyy00
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH 4220 (2012-13) partial differential equations

CUHK

Suggested solution to Assignment 1


Exercise 1.1
2. By the denition of linearity for operators in 1.1(3), the operators in (a) and (e) are linear,
others are not linear. 
3. (a) order 2 with uxx , linear inhomogeneous; (b) order 2 with uxx , linear homogeneous; (c)
order 3 with uxxt , nonlinear; (d) order 2 with with utt , uxx , linear inhomogeneous; (e) order 2 with
uxx , linear homogeneous; (f) order 1 with ux and uy , nonlinear; (g) order 1 with ux and uy , linear
homogeneous; (h) order 4 with uxxxx , nonlinear. 
4. Suppose that Lu1 = g and Lu2 = g and let u = u1 u2 , then Lu = Lu1 Lu2 = g g = 0
since the operator L is linear. 
11. Let u(x, y) = f (x)g(y), then, at every point (x, y), we have
u(x, y)uxy (x, y) = f (x)g(y)f (x)g (y)
= f (x)g(y)f (x)g (y)
= ux (x, y)uy (x, y)
Hence uuxy = ux uy , and we get the desired result. 
12. For the function un (x, y) = sin nx sinh ny, for every n > 0, at every point (x, y),
uxx + uyy = n2 sin(nx) sinh(ny) + n2 sin(nx) sinh(ny) = 0,
which implies the desired conclusion. 

Exercise 1.2
1. Using the characteristic curve method or the coordinate method, we have u(t, x) = f (3t 2x).
Setting t = 0 yields the equation f (2x) = sin x. Letting w = 2x yields f (w) = sin(w/2).
Therefore, u(t, x) = sin(x 3t/2). 
2. Let v = uy , then 3v + vx = 0. Thus we have v(x, y) = f (y)e3x , i.e., uy (x, y) = f (y)e3x , which
implies u(x, y) = F (y)e3x + g(x), where both F and g are arbitrary (dierential) functions. 
3. The characteristic curves satisfy the ODE: dy/dx = 1/(1+x2 ), which implies y = arctan x+C.
Thus u(x, y) = f (y arctan x). For the characteristic curves,
please see the Figure 1. 
5. The characteristic curves satisfy the ODE: dy/dx = 1/ 1 x2 , which implies y = arccos x+
C. Thus u(x, y) = f (y + arccos x). Setting x = 0 yields the equation f (y + /2) = y. Letting
w = y + /2 yields f (w) = w /2 and then u(x, y) = y + arccos x /2. 
6. (a) The characteristic curves satisfy the ODE: dy/dx = x/y, which implies y 2 = x2 + C and
2
thus u(x, y) = f (y 2 x2 ). Setting x = 0 yields the equation f (y 2 ) = ey . Letting w = y 2 yields
2
2
f (w) = ew and u(x, y) = ex y .
(b) Please see the Figure 2. 
7. Change variables to x = ax + by, y = bx ay. By the chain rule,
ux = aux + buy , uy = bux auy .

We have (a2 + b2 )ux + cu = 0 which implies u(x , y ) = f (y )ecx /(a +b ) and thus u(x, y) = f (bx
2
2
ay)ec(ax+by)/(a +b ) . 
8. Note that u(x, y) = ex+2y /4 is a special solution of the inhomogeneous equation. On the other
hand, by the Coordinate Method the solutions of the corresponding homogeneous equation has the
form f (x y)ex/2 . Thus the general solution is
u(x, y) = f (x y)ex/2 + ex+2y /4.
1

MATH 4220 (2012-13) partial differential equations

CUHK

Setting y = 0 yields the equation f (x)ex/2 + ex /4 = 0 which implies f (x) = e3x/2 /4 and thus
u(x, y) = (ex+2y ex2y )/4. 
9.By changing variables,
x = ax + by,

y = bx ay.

The original equation is equivalent to the following form


(a2 + b2 )ux = f (

ax + by bx ay
,
).
a2 + b2 a2 + b2

1
Therefore, we have the general solution to the above equation is u(x , y ) = a2 +b
f dx +g(y ), where
2

g is a arbitrary function. Returning back to the original parameters, we get u(x, y) = 2 1 2 1 L f ds+
(a +b ) 2

g(bx ay). 
11.Using Coordinate Method, we change variables x = x + 2y, y = 2x y, then the original
equation is changed into
5ux + y u = x y .
x y

Note that u(x , y ) = x y5 is a special solution and u(x , y ) = f (y )e 5 is the general solution of
the corresponding homogeneous equation. Hence the general solution of original equation is
u(x, y) = f (2x y)e

(x+2y)(2xy)
5

+ x + 2y

5
,
2x y

where f is an arbitrary (dierential) function. 

Exercise 1.3
1. By Newtons Law, F = ma, we have
ux
u
T
= utt ,
k
2
t
1 + ux
where we just add the term k u
for the resistance, k is the proportional number. Then we get
t
T uxx k
by ignoring the higher order term. 
x
5. The mass of dye is M (t) = x0 u(y, t)dy, so

u
= utt ,
t
M
t

x
x0

ut (y, t)dy. Then by the Ficks law,

M
= ow in ow out = V (u(x0 , t) u(x, t)) + kux (x, t) kux (x0 , t).
t
Dierentiating with respect to x, we get ut = kuxx V ux . 

6. Since the heat ow depends only on t and on the distance r = x2 + y 2 to the axis of the
cylinder,

u(x, y, z, t) = u( x2 + y 2 , t) = u(r, t)
Then by the chain rule,
ux = ur x/r, uy = ur y/r, uz = 0,
2

MATH 4220 (2012-13) partial differential equations

CUHK

uxx = urr x2 /r2 + ur (r2 x2 )/r3 , uyy = urr y 2 /r2 + ur (r2 y 2 )/r3 , uzz = 0.
Therefore, ut = k(uxx +yy +uzz ) = k(urr + ur /r). 

7. Since the heat ow depends only on t and on the distance r = x2 + y 2 + z 2 to the axis of
the cylinder,

u(x, y, z, t) = u(r, t) = u( x2 + y 2 + z 2 , t)
then by the chain rule,
ux = ur x/r, uy = ur y/r, uz = ur z/r,
and
uxx = urr x2 /r2 + ur (r2 x2 )/r3 ,
uyy = urr y 2 /r2 + ur (r2 y 2 )/r3 ,
uzz = urr z 2 /r2 + ur (r2 z 2 )/r3 .
Therefore, ut = k(uxx +yy +uzz ) = k(urr + 2ur /r). 
9. For the L.H.S, we have

a
F = 4
5r4 dr = 4a5 ,
D

while for the R.H.S, we have


F ndS = 4a2 a3 = 4a5 ,
bdy D

10. By the divergence theorem, we have

f dx =
f n dS
| f | dS
1/|x|3 dS = 4/R.
|x|R

Hence

|x|=R

|x|=R

|x|=R

f dx = lim

f dx = 0. 

all space

|x|R

Exercise1.4

1. Setting u(x, t) = f (t) + x2 yields the equations f (t) = 2 and f (0) = 0. Hence f (t) = 2t and
u(x, t) = 2t + x2 is a solution of the diusion equation. 
2. (a) NO heat ows across the boundary, by the Fouriers law, we have u/x = 0;
(b) NO gas ows across the boundary, by the Ficks law, we have u/x = 0;
(c) NO heat or gas ows across the boundary, by the Fouriers or Ficks law, we have u/n = 0. 
3. After long time, if this homogeneous body reaches a steady state, then t u = 0, therefore
u xx = 0. Since it is insulated, therefore, we have u constant. So the steady -state temperature is
f dx
D
. 
dx
D

Exercise1.5

1. First the generate solution of the ODE is u(x) = C1 cos x + C2 sin x, thus the solution(s) of
the problem be
u(x) = C1 cos x + C2 sin x,
3

MATH 4220 (2012-13) partial differential equations

CUHK

where C1 and C2 satisfy


C1 = 0 and C1 cos(L) + C2 sin(L) = 0,
and C1 = 0 and C2 sin(L) = 0. Therefore, the solution is unique if only if L is not an integer multiple
of . 
2. (a) If there exists a solution u0 , the problem is not unique since u = u0 + C(ex 2) is also a
solution for any constant C.
(b) A solution does not necessary exist since there is a necessarily condition that f (x) must satisfy
for existence:
l
l
[u (x) + u (x)] dx = u (l) + u(l) u (0) u(0) = 0. 
f (x) dx =
0

3. The generate solution of the ODE is u(x) = ax + b, where a and b are constants. Hence when
we do with the + case , the solution(s) of the boundary problem be 0 if k = 0 and b if k = 0. When
we do with the case, the solution(s) of the boundary problem be 0 if k = 0, 2 and b if k = 0 and
2bx + b if k = 2.
If k = 2, the boundary problem is unique for the + case, but it is not unique for the case. 
4. (a) Adding a constant C(= 0) to a solution will give another solution, so we dont have
uniqueness if there is a solution;
(b) Integrating f (x, y, z) on D and using the divergence theorem, we obtain

f (x, y, z) dxdydz =
u dxdydz =
u dxdydz =
u ndS = 0;
D

bdyD

(c) The temperature of the object u(x, y, z) C reaches a steady (or equilibrium) state. 

Exercise1.6
1. They are second-order PDES, we check the sign of the discriminant to classify these equations
(a) D = [(1 3)/2]2 1 1 = 3 > 0, so its hyperbolic.
(b) D = (6)2 9 1 = 0, so its hyperbolic. 
2. Indeed, its discriminant
D = (xy)2 (1 + x)(y 2 ) = (x2 + x + 1)y 2 = [(x + 1/2)2 + 3/4]y 2 ,
so it is hyperbolic in {y = 0}, parabolic on {y = 0}, and elliptic nowhere. For their picture, please
see Figure 3. 
3. Consider a rotation of independent variables:
t

(x , y ) = Bt (x, y)

where B is an orthogonal matrix. Converting to the new variables,the new coecient matrix is
BAt B
where A = (aij ) is the original coecient matrix, and t (a1 , a2 ) = Bt (a1 , a2 ). Hence the only one that
are unchanged under all rotations have the form a(uxx + uyy ) + bu = 0. 
4. It is parabolic since its discriminant D = (4/2)2 1 4 = 0. By the chain rule, for arbitrary
functions f and g, it is easy to check that u(x, y) = f (y +2x)+(x2y)g(y +2x) satises the equation
uxx 4uxy + 4uyy = 0 and thus is a solution. 
4

MATH 4220 (2012-13) partial differential equations

CUHK

5. Set u = vex+y , then


ux = (vx + v)ex+y , uy = (vy + v)ex+y ,
and thus
uxx = (vxx + 2vx + 2 v)ex+y , uyy = (vyy + 2vx + 2 v)ex+y .
From the equation uxx + 3uyy 2ux + 24uy + 5u = 0, we have
(vxx + 2vx + 2 v) + 3(vyy + 2vy + 2 v) 2(vx + v) + 24(vy + v) + 5v = 0.

Letting = 1, = 4 yields vxx + 3vyy 44v = 0 and then setting x = x, y = 3y yields


vx x + vy y 44v = 0. 
6. (a) It is hyperbolic since its discriminant D = (1/2)2 > 0;
(b) Set v = uy , we have 3v + vx = 0 which implies v(x, y) = f (y)e3x and thus u(x, y) =
F (y)e3x + g(x), where F, g are arbitrary (dierential) functions.
(c) Setting y = 0 yields
e3x = u(x, 0) = F (0)e3x + g(x)
0 = uy (x, 0) = F (0)e3x .
Therefore,

u(x, y) = (F (y) + 1 F (0))e3x ,

where F (y) satisfy F (0) = 0. Put F (y) = ny 2 , n = 1, 2, ..., which satises F (0) = 0 for any n, we
obtain innite solutions u(x, y) = (ny 2 + 1)e3x of the problem. 

MATH 4220 (2012-13) partial differential equations

CUHK

Uniquely determined region

Figure 1: for Exercise 1.2.6(b)

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