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Aksum University College of Natural & Computational Sciences Department of Mathematics Assignment-1 of Partial Differential Equations
Aksum University College of Natural & Computational Sciences Department of Mathematics Assignment-1 of Partial Differential Equations
Solution:The problem is linear Cauchy problem. defining the hypersurface from the initial condition,we
have
S = (x, y) = x, x + x3
also
s = (s1 , s2 )
and
2xy
a(x, y) = 1, , at (x, y) = (0, 0)
1 + x2
we have
a(0, 0) = (1, 0)
S = (x, y) : ψ (x, y) = x + x3 − y .
Note that ψ (x, y) is 0 in S. since S is hypersurface it is locally graph of some function say ψ. Thus,
∇ψ (x, y) = 1 + 3x2 , −1 ,
so at (0,0)
< a(0, 0), ∇ψ(0, 0) >=< (1, 0), (1, −1) >= 1 6= 0
1
Thus, the Cauchy problem has a solution near (0,0). Now consider (x1 (s1 , s2 ) , x2 (s1 , s2 )) then
dx1
= a1 (x(s)) = 1
ds2
x (s , 0) = s
1 1 1
dx 2x1 x2 (Eq1)
2
= a 2 (x(s)) =
ds2 1 + x21
x2 (s1 , 0) = s1 + s31
dx1
⇒ =1 ⇒ x1 = s2 + cs1 ,where cs1 is constant. since x1 (s1 , 0) = s1 .
ds2
Then we have
x1 (s1 , s2 ) = s2 + s1 .
dx2 2x1 .x2 2(s1 + s2 ).x2 dx2 2(s1 + s2 )
Again, = 2
= 2
.⇒ = ds2 .
ds2 1 + x1 1 + (s1 + s2 ) x2 1 + (s1 + s2 )2
Letting u = s2 + s1 , then du = ds2 . Then the equation becomes
dx2 2u
= du.
x2 1 + u2
Again let y = 1 + u2 and then dy = 2udu. Hence the equation becomes
dx2 dy
= .
x2 y
Solving for the equation and making arrangements x2 in terms of s1 and s2 ,we have
x2 (s1 , s2 ) = c(1 + (s1 + s2 )2 ).
where c is constant. Then x2 (s1 , 0) = c(1 + s21 ). Since x2 (s1 , 0) = s1 + s31 . ⇒ c = s1 . Hence
x2 (s1 , s2 ) = s1 (1 + (s1 + s2 )2 ) .
Now let v(s) = u(x(s)).
2 2
dv X dxj du(x(s)) X du(x(s))
= = aj (x(s)) = f (x(s)) = 0.
ds2 j=1
ds2 dx j j=1
dx j
from (Eq 2) v(s1 , s2 ) = c(s1 ). since v(s1 , 0) = cos s1 we have c(s1 ) = cos s1 .Hence
v(s1 , s2 ) = cos s1 .
2
Now let(x, y) = (x1 (s1 , s2 ), x2 (s1 , s2 )) = (s1 + s2 , s1 (1 + (s1 + s2 )2 ).
y
⇒ x = s1 + s2 and y = s1 (1 + x2 ). ⇒ s1 = .Thus, the solution of the cauchy problem is given
1 + x2
by
y
u(x, y) = v(x−1 (x, y) = v(s1 , s2 ) = cos s1 = cos .
1 + x2
i.e
y
u(x, y) = cos is the solution for the problem.
1 + x2
2. Find the solution u(x,y) of the PDE
(y + u) ux + yuy = x − y,
(y + u)ux + yuy = x − y
u(t, 1) = 1 + t = g(t).
dx1
= a1 (X(s), z(s)) = x2 (s) + z(s)
ds2
x (s , 0) = s
1 1 1
dx2 (Eq1)
= a2 (X(s), z(s)) = x2 (s)
ds2
x2 (s1 , 0) = (s1 , ψ(s1 ) = ψ(s1 ) = 1.
3
dx2 = x (s)
2
ds2
x (s , 0) = 1
2 1
x2 (s1 , s2 ) = es2 .
to solve for x1 (s) first we need to solve z(s) from the equation
dz = f (X(s), z(s)) = x (s) − x (s)
1 2
ds2 (Eq2)
z(s , 0) = u(X(s , 0)) = u(s , ψ(s )) = u(s , 1) = 1 + s .
1 1 1 1 1 1
dz
from (eq 2) we have = x1 (s) − x2 (s). applying derivative with respect to s2
ds2
we get
d2 z dx1 dx2
2
= − . (Eq 3).
ds2 ds2 ds2
dx1 dx2
From (Eq 1) we get that = x2 (s) + z(s). since = x2 (s)
ds2 ds2
dx1 dx2
⇒ − = z(s).
ds2 ds2
relating with (Eq 3) we get
d2 z
− z(s) = 0.
ds22
the problem seems like y 00 − y = 0. Thus the characteristic equation of the problem is λ2 − 1 = 0. solving
for λ we have λ1 = −1 or λ2 = 1. Thus, the general solution of the problem will be
z(s1 , s2 ) = Aeλ1 s2 + Beλ2 s2 ., where A and B are constants. but, z(s1 , 0) = 1 + s1 .
Hence s1 + 1 = A + B. in this case either A = 1 and B = s1 or A = s1 and B = 1.
Now let A = 1 and B = s1 . Then
4
x1 (s1 , s2 ) = es2 − e−s2 + s1 es2 .
note that the constant of integration is 0. Now let (x, y) = X(s) = (x1 (s), x2 (s)) = (es2 −e−s2 +s1 es2 , es2 ).
1 xy − y 2 + 1
⇒ y = es2 . ⇒ s2 = lny, where y > 0. and x = s1 y + y − . solving for s1 = .
y y2
5
dxi (s)
= ai (x(s)) = bi = b = (b1 , b2 , · · · , bn )
ds n+1
x (s0 , 0) = s where i = 1, 2, · · · , n.
i i
dx (s) (Eq1)
n+1
= an+1 (x(s)) = 1
dsn+1
xn+1 (s0 , 0) = (s0 , ψ(s0 )) = ψ(s0 ) = 0
dz(s) = f (x, t)
dsn+1
0
z(s , 0) = u(x(s0 , 0)) = u(s0 , ψ(s0 )) = u(s0 , 0) = g(s0 ).
Z sn+1
z(s) = f (x, t)dt + g(s0 ) .
0
now let (x, t) = X(s) = (xi (s), xn+1 (s)) = (bi sn+1 + si , sn+1 ) where i = 1, 2, · · · , n. ⇒ t = sn+1 and
x = bi t + si , ⇒ si = x − bi t. note that bi = (b1 , b2 , · · · , bn ) = b.
x−1 (x, t) = s = (si , sn+1 ) = (x − bt, t). Since f is continuous on Rn × (0, ∞) , it is continuous on
Rn × (0, sn+1 ) , so that it is integrable. Thus, the solution of the problem is given by
Rs
z(s) = u(x, t) = z(si , sn+1 ) =R z(x − bt, t) = 0 n+1 f (x − bt)dt + g(x − bt).
s
⇒ u(x, t) = 0 n+1 f (x − bt)dt + g(x − bt)
is the solution for the given problem.
4. determine the solution of the cauchy problem
uux + uy = 1,
x
u(x, x) = .
2
Solution:This is quasilinear Cauchy problem,with a1 (x, y, z) = z = u, a2 (x, y, z) = 1 and f (x, y, z) =
1.
6
The hypersurface S = {(x, y) : (x, y) = (x, x)} . let s = (s1 , s2 ), taking S as locally graph of ψ, then
(s1 , ψ(s1 ) = (s1 , s1 ). The defining function for S will be defined by ψ(x, y) = x − y and its gradient is
x
given by ∇ψ(x, y) = (1, −1). now let X0 = (x, y) = (1, 0). taking g(x) = we get the inner product
2
1 1
< a(X0 , g(X0 )), ∇ψ(X0 ) >=< (g(X0 ), 1), (1, −1) =< ( , 1), (1, −1) >= − 6= 0. Thus S is non charac-
2 2
∂ ∂
teristic to L = u + at X0 . Hence the given cauchy problem has a solution near X0 .
dx dy
now let (X(s), z(s)) = (x1 (s), x2 (s), z(s)), with
dx1
=u
ds2
x (s , 0) = s
1 1 1
dx2
=1
ds2
x2 (s1 , 0) = (s1 , ψ(s1 )) = ψ(s1 ) = s1
x = us2 + s1 (1)
y = s2 + s1 (2)
x−y
s2 =
u−1
and solving for s1 in terms of x, y, u we get
yu − x
s1 = .
u−1
yu − x x − y
Thus, x−1 (x, y) = (s) = (s1 , s2 ) = ( , ).
u−1 u−1
yu − x x − y x−y yu − x
u(x, y) = z(x−1 (x, y)) = z(s) = z( , )= + .
u−1 u−1 u − 1 2(u − 1)
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simplifying
x + y(u(x, y) − 2)
u(x, y) =
2(u(x, y) − 1)
is the required solution for the problem.
u2x + u2y = 1,
π
u(cos θ, sin θ) = 0, 0 ≤ θ ≤ .
4
Solution:first we need to write down in the form of F (x, y, z, p, q) = 0 where z = u, p = ux , q = uy .
⇒ F (x, y, z, p, q) = p2 + q 2 − 1, and (f (s), g(s), h(s)) = (cos(s), sin(s), 0).
where x(s, 0) = f (s), y(s, 0) = g(s), z(s, 0) = h(s), p(s, 0) = φ(s) and q(s, 0) = ψ(s). we need to find
φ(s), ψ(s)
we know that F (x, y, z, p, q) = 0. ⇒ f (x(s, 0), y(s, 0), z(s, 0), p(s, 0), q(s, 0)) = 0.
⇒ F (f (s), g(s), h(s), φ(s), ψ(s)) = 0.
(
F (f (s), g(s), h(s), φ(s), ψ(s)) = 0
h0 (s) = φ(s).f 0 (s) + ψ(s).g 0 (s)
from the equation F (f (s), g(s), h(s), φ(s), ψ(s)) = 0 we have φ2 (s) + ψ 2 (s) − 1 = 0. we know that
(f (s), g(s), h(s)) = (cos(s), sin(s), 0). ⇒ f (s) = cos(s), g(s) = sin(s) and h(s) = 0. since h(s) = 0 then
h0 (s) = 0 = φ(s).f 0 (s) + ψ(s).g 0 (s).
⇒ 0 = φ(s).(−sin(s)) + ψ(s).cos(s) = −φ(s).sin(s) + ψ(s).cos(s).
⇒ ψ(s).cos(s) = φ(s).sin(s)
1
⇒ ψ(s) = φ(s).tan(s) (2) for s 6= (2n + )π, where n ∈ N.
2
replacing (2) on (1) we have φ (s) + φ (s).tan (s) − 1 = 0. ⇒ φ (s)(1 + tan2 (s)) = 1. then we get
2 2 2 2
π
φ(s) = cos(s) similarly ψ(s) = sin(s) where 0 ≤ s ≤ .
4
8
now the characteristic equations will be
dx d
= Fp = (p2 + q 2 − 1) = 2p
dt dp
x(s, 0) = f (s) = cos(s)
dy d
= Fq = (p2 + q 2 − 1) = 2q
dt dq
y(s, 0) = g(s) = sin(s)
dp d d
= −Fx − Fz p = − (p2 + q 2 − 1) − (p2 + q 2 − 1)p = 0
dt dx dz
p(s, 0) = φ(s) = cos(s)
dq
= −Fx − Fz q = 0
dt
q(s, 0) = ψ(s) = sin(s)
dz
= Fp .p + Fq .q = 2(p2 + q 2 )
dt
z(s, 0) = h(s) = 0
then solving from the equation above we get p(s, t) = cos(s) and q(s, t) = sin(s) . again solving z(s)
from
dz
= 2(p2 + q 2 ) = 2(cos2 (s) + sin2 (s)) = 2
dt
z(s, 0) = 0
⇒ z(s, t) = 2t
similarly solving x,y from
dx
= 2p = 2cos(s)
dt
x(s, 0) = cos(s)
dy
= 2q = 2sin(s)
dt
y(s, 0) = sin(s)
9
Then x2 + y 2 = (2t + 1)2 hence we have
p
x2 + y 2 = 2t + 1.
p
⇒ x2 + y 2 − 1 = 2t
p
Thus, u(x(s, t), y(s, t)) = z(s, t) = 2t = x2 + y 2 − 1
p
⇒ u(x, y) = x2 + y 2 − 1 is the solution for the given problem.
10