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Strauss PDEch 1 S 1 P 03

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Strauss PDEs 2e: Section 1.

1 - Exercise 3 Page 1 of 7

Exercise 3
For each of the following equations, state the order and whether it is nonlinear, linear
inhomogeneous, or linear homogeneous; provide reasons.
(a) ut − uxx + 1 = 0
(b) ut − uxx + xu = 0
(c) ut − uxxt + uux = 0
(d) utt − uxx + x2 = 0
(e) iut − uxx + u/x = 0
(f) ux (1 + u2x )−1/2 + uy (1 + u2y )−1/2 = 0
(g) ux + ey uy = 0

(h) ut + uxxxx + 1 + u = 0

Solution

The order of an equation is the highest derivative that appears. To determine if an operator is
linear, one must check whether the conditions for linearity hold:
L (u + v) = L u + L v and L (cu) = cL u
Assuming that L is a linear operator, the equation L u = 0 is a homogeneous linear equation,
and the equation L u = g (g 6= 0) is an inhomogeneous linear equation.

Part (a)

ut − uxx + 1 = 0
This PDE is of the second order because the second derivative is the highest derivative.

The equation can be written as


∂ ∂2
L u = −1, where L = − 2
∂t ∂x
Checking the first condition,
∂2
 

L (u + v) = − 2 (u + v)
∂t ∂x
∂ ∂2
= (u + v) − 2 (u + v)
∂t ∂x
∂ ∂ ∂2 ∂2
= u + v − 2u − 2v
∂t ∂t ∂x ∂x
∂ ∂ 2 ∂ ∂2
= u − 2u + v − 2v
∂t ∂x  ∂t ∂x
∂2 ∂2
 
∂ ∂
= − u+ − v
∂t ∂x2 ∂t ∂x2
= Lu+Lv

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 2 of 7

The first condition for linearity holds. Now the second one must be checked.
∂2
 

L (cu) = − (cu)
∂t ∂x2
∂ ∂2
= (cu) − 2 (cu)
∂t ∂x
∂ ∂2
= c u − c 2u
∂t ∂x 
∂2


=c − 2 u
∂t ∂x
= cL u
The second condition for linearity is satisfied as well, so the PDE is a linear inhomogeneous one.

Part (b)

ut − uxx + xu = 0
This PDE is of the second order because the second derivative is the highest derivative.

The equation can be written as


∂ ∂2
L u = 0, where L = − 2 +x
∂t ∂x
Checking the first condition,
∂2
 

L (u + v) = − + x (u + v)
∂t ∂x2
∂ ∂2
= (u + v) − 2 (u + v) + x(u + v)
∂t ∂x
∂ ∂ ∂2 ∂2
= u + v − 2 u − 2 v + xu + xv
∂t ∂t ∂x ∂x
∂ ∂2 ∂ ∂2
= u − 2 u + xu + v − 2 v + xv
∂t ∂x ∂t ∂x
∂2 ∂2
   
∂ ∂
= − +x u+ − +x v
∂t ∂x2 ∂t ∂x2
= Lu+Lv
The first condition for linearity holds. Now the second one must be checked.
∂2
 

L (cu) = − + x (cu)
∂t ∂x2
∂ ∂2
= (cu) − 2 (cu) + x(cu)
∂t ∂x
∂ ∂2
= c u − c 2 u + cxu
∂t ∂x
∂2
 

=c − +x u
∂t ∂x2
= cL u

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 3 of 7

The second condition for linearity is satisfied as well, so the PDE is a linear homogeneous one.

Part (c)

ut − uxxt + uux = 0
This PDE is of the third order because the third derivative is the highest derivative.

The equation can be written as

∂ ∂3 ∂
L u = 0, where L = − 2 +u
∂t ∂x ∂t ∂x
Checking the first condition,

∂3
 
∂ ∂
L (u + v) = − + (u + v) (u + v)
∂t ∂x2 ∂t ∂x
∂ ∂3 ∂
= (u + v) − 2 (u + v) + (u + v) (u + v)
∂t ∂x ∂t ∂x 
∂3 ∂3

∂ ∂ ∂ ∂
= u + v − 2 u − 2 v + (u + v) u+ v
∂t ∂t ∂x ∂t ∂x ∂t ∂x ∂x
∂ ∂ ∂3 ∂3 ∂ ∂ ∂ ∂
= u+ v− 2 u− 2 v+u u+u v+v u+v v
∂t ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x ∂x
∂ ∂3 ∂ ∂ ∂3 ∂ ∂ ∂
= u− 2 u+u u+ v− 2 v+v v+u v+v u
∂t ∂x ∂t ∂x ∂t ∂x ∂t ∂x  ∂x ∂x
∂3 ∂3
 
∂ ∂ ∂ ∂ ∂ ∂
= − 2 +u u+ − 2 +v v+u v+v u
∂t ∂x ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x
= L u + L v + uvx + vux

The first condition for linearity does not hold, so the equation is nonlinear.

Part (d)

utt − uxx + x2 = 0
This PDE is of the second order because the second derivative is the highest derivative.

The equation can be written as

∂2 ∂2
L u = −x2 , where L = −
∂t2 ∂x2

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 4 of 7

Checking the first condition,

∂2 ∂2
 
L (u + v) = − (u + v)
∂t2 ∂x2
∂2 ∂2
= (u + v) − (u + v)
∂t2 ∂x2
∂2 ∂2 ∂2 ∂2
= 2u + 2v − 2u − 2v
∂t ∂t ∂x ∂x
∂ 2 ∂ 2 ∂ 2 ∂2
= 2u − 2u + 2v − 2v
∂t ∂x  ∂t ∂x
2 2 2 ∂2
 
∂ ∂ ∂
= − u+ − v
∂t2 ∂x2 ∂t2 ∂x2
= Lu+Lv

The first condition for linearity holds. Now the second one must be checked.
 2
∂2


L (cu) = − (cu)
∂t2 ∂x2
∂2 ∂2
= 2 (cu) − 2 (cu)
∂t ∂x
∂2 ∂2
= c 2u − c 2u
∂t
 2 ∂x 
∂ ∂2
=c − u
∂t2 ∂x2
= cL u

The second condition for linearity is satisfied as well, so the PDE is a linear inhomogeneous one.

Part (e)

iut − uxx + u/x = 0


This PDE is of the second order because the second derivative is the highest derivative.

The equation can be written as

∂ ∂2 1
L u = 0, where L = i − 2+
∂t ∂x x

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 5 of 7

Checking the first condition,


∂2
 
∂ 1
L (u + v) = i − 2 + (u + v)
∂t ∂x x
∂ ∂2 1
= i (u + v) − 2 (u + v) + (u + v)
∂t ∂x x
∂ ∂ ∂2 ∂2 1 1
= i u + i v − 2u − 2v + u + v
∂t ∂t ∂x ∂x x x
∂ ∂2 1 ∂ ∂2 1
= i u − 2u + u + i v − 2v + v
∂t ∂x x ∂t ∂x x
∂2 ∂2

∂ 1 ∂ 1
= i − 2+ u+ i − 2 + v
∂t ∂x x ∂t ∂x x
= Lu+Lv
The first condition for linearity holds. Now the second one must be checked.
∂2
 
∂ 1
L (cu) = i − 2 + (cu)
∂t ∂x x
∂ ∂2 1
= i (cu) − 2 (cu) + (cu)
∂t ∂x x
∂ ∂2 1
= ic u − c 2 u + c u
∂t ∂x x
∂ ∂2 1
=c i − 2 + u
∂t ∂x x
= cL u
The second condition for linearity is satisfied as well, so the PDE is a linear homogeneous one.

Part (f )

ux (1 + u2x )−1/2 + uy (1 + u2y )−1/2 = 0


This PDE is of the first order because the first derivative is the highest derivative.

The equation can be written as


1 ∂ 1 ∂
q u+ r u=0

 2 ∂x   2 ∂y
1+ ∂x u

1 + ∂y u
 
 1 ∂ 1 ∂ 
q +r u = 0
 ∂
 2 ∂x   2 ∂y 
1 + ∂x u ∂
1 + ∂y u

Lu = 0
The operator for this PDE is
1 ∂ 1 ∂
L =q +r

 2 ∂x   2 ∂y
1+ ∂x u

1 + ∂y u

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 6 of 7

Checking the first condition,


 
1 ∂ 1 ∂ 
L (u + v) = 

 q ∂ 2 ∂x + r h i2 ∂y  (u + v)

1 + ∂x (u + v) ∂
1 + ∂y (u + v)
1 ∂ 1 ∂
=q (u + v) + r 2 ∂y (u + v)
∂ ∂
 2 ∂x 
1+ ∂x u + ∂x v

1 + ∂y u+ ∂
∂y v

The first condition cannot be satisfied because the square roots cannot be simplified (one for u
and one for v). Hence, the PDE is nonlinear.

Part (g)

ux + ey uy = 0
This PDE is of the first order because the first derivative is the highest derivative.

The equation can be written as


∂ ∂
L u = 0, where L = + ey
∂x ∂y
Checking the first condition,
 
∂ y ∂
L (u + v) = +e (u + v)
∂x ∂y
∂ ∂
= (u + v) + ey (u + v)
∂x ∂y
∂ ∂ ∂ ∂
= u+ v + ey u + ey v
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂
= u + ey u + v + ey v
∂x ∂y ∂x ∂y
   
∂ y ∂ ∂ y ∂
= +e u+ +e v
∂x ∂y ∂x ∂y
= Lu+Lv

The first condition for linearity holds. Now the second one must be checked.
 
∂ y ∂
L (cu) = +e (cu)
∂x ∂y
∂ ∂
= (cu) + ey (cu)
∂x ∂y
∂ ∂
= c u + cey u
∂x ∂y
 
∂ y ∂
=c +e u
∂x ∂y
= cL u

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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 7 of 7

The second condition for linearity is satisfied as well, so the PDE is a linear homogeneous one.

Part (h)

ut + uxxxx + 1+u=0
This PDE is of the fourth order because the fourth derivative is the highest derivative.

The equation can be written as



∂ ∂4 1+u
L u = 0, where L = + 4+
∂t ∂x u
Checking the first condition,
p !
∂ ∂4 1 + (u + v)
L (u + v) = + 4+ (u + v)
∂t ∂x u+v

∂ ∂4 1+u+v
= (u + v) + 4 (u + v) + (u + v)
∂t ∂x u+v
∂ ∂ ∂4 ∂4 √
= u + v + 4u + 4v + 1 + u + v
∂t ∂t ∂x ∂x
The first condition cannot be satisfied because the square root cannot be simplified (one for u and
one for v). Hence, the PDE is nonlinear.

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