PDEs, Homework #1

Solutions
1. Consider the equation ux yuy = 2u subject to u(x, 0) = f (x). Find a function f for
which no solutions exist and one for which infinitely many solutions exist.
In this case, the characteristic equations are
dy
dx
= 1,
= y,
ds
ds
and we can easily integrate them to get
x = s + x0 ,

du
= 2u
ds

y = y0 es ,

u = u0 e2s .

The characteristic curves are given by y = y0 es = y0 ex0 x , so our initial condition is

one of these curves. Assuming that u(0, y0 ) = g(y0 ), instead, we now get
x = s,

y = y0 ex

u = g(y0 )e2s = g(yex )e2x .

This shows that every solution of the PDE satises u(x, 0) = g(0)e2x = Ce2x . If the
given function f is not a scalar multiple of e2x , then no solutions exist by above. If f
is a scalar multiple of e2x , on the other hand, then innitely many solutions exist.
2. Let a R be some fixed number. Solve the equation ux + 2xyuy = au.
The characteristic equations are
dx
dy
du
= 1,
= 2xy,
= au.
ds
ds
ds
We cannot solve the middle one directly, but x = s + x0 and u = u0 eas , so
dy
= 2x ds = (2s + 2x0 ) ds
y

log y = s2 + 2x0 s + log y0 .

If we impose the initial condition u(0, y0 ) = f (y0 ), for instance, then we get
x0 = 0,

x = s,

y = y0 e s

u = f (yex )eax .
2

3. Solve xux + yuy = xu subject to u(1, y) = f (y). Is the solution unique? Is it global?
The characteristic equations are
dx
dy
du
= x,
= y,
= xu.
ds
ds
ds
Note that the rst two imply x = x0 es and y = y0 es , hence also
du
= x ds = x0 es ds = log u = x0 es x0 + log u0 .
u
Since our initial condition requires that x0 = 1 and u0 = f (y0 ), we conclude that
x = es ,

y = y0 x

u = u0 exx0 = f (y/x)ex1 .

 The solution we have found is actually unique because the Jacobian

[
]
x 0
J = det
=x
y 1
is nonzero on the initial curve. It is not global because it is not dened when x = 0.
4. Solve the transport equation ut + (uv)x = 0 when the velocity v is constant. Conclude
that u(x, t) = u(x tv, 0) and explain this identity in terms of the physical problem.
Since v is constant, we have ut + vux = 0 and the characteristic equations
dt
= 1,
ds
can be easily integrated to give
t = s + t0 ,

dx
= v,
ds
x = vs + x0 ,

du
=0
ds
u = u0 .

If we now impose the initial condition u(x0 , 0) = f (x0 ), then we end up with
t = s,

x = vt + x0 ,

u = f (x0 ) = f (x vt).

This gives the general solution of the problem and also implies the identity
u(x, t) = f (x vt) = u(x vt, 0).
In terms of the physical problem, the trac is moving with constant velocity v, so the
trac at point x at time t is precisely the trac we had initially vt units to the left.
5. Find all separable solutions of xux + 2yuy + uz = 3u and then find all solutions.
The separable solutions u = F (x)G(y)H(z) are those which satisfy
xF (x)G(y)H(z) + 2yF (x)G (y)H(z) + F (x)G(y)H (z) = 3F (x)G(y)H(z).
Dividing through by F (x)G(y)H(z), we now arrive at the equation
xF (x) 2yG (y) H (z)
+
+
= 3.
F (x)
G(y)
H(z)
Since there is only one term that depends on x, this term must be constant. The same
is true for the only term that depends on y, so we end up with
xF (x)
= ,
F (x)

2yG (y)
= ,
G(y)

H (z)
= 3 .
H(z)

Solving these three equations using separation of variables, one now nds that

H(z) = c3 e(3)z .
log F (x) = log x + c1 ,
log G(y) = log y + c2 ,
2
Thus, every separable solution of the given PDE has the form
u(x, y, z) = F (x)G(y)H(z) = Cx y /2 e(3)z .

 Let us now use characteristics to nd all solutions. In this case, we have

dx
= x,
ds

dy
= 2y,
ds

dz
= 1,
ds

du
= 3u
ds

and we can easily integrate these equations to get

x = x0 es ,

y = y0 e2s ,

u = u0 e3s .

z = s + z0 ,

If we impose the initial condition u(x0 , y0 , 0) = f (x0 , y0 ), then we end up with

z = s,

x = x0 ez ,

y = y0 e2z

u = f (xez , ye2z )e3z .

6. Show that the characteristic curves for the equation yux xuy = 0 are circles around
the origin and conclude that every solution must be even as a function of x. Are there
any solutions with u(x, 0) = x? Find the unique solution with u(x, 0) = x2 .
The characteristic equations are given by
x = y,

y = x,

u = 0.

The easiest way to solve them is to eliminate x and write

y = x = y

y + y = 0

y = c1 sin s + c2 cos s

for some constants c1 , c2 . To ensure that y(0) = 0, we need to have c2 = 0 and then
y = c1 sin s

x = y = c1 cos s

c1 = x0 .

In particular, x = x0 cos s and y = x0 sin s, so the characteristic curves are

x2 + y 2 = x20 cos2 s + x20 sin2 s = x20 .
Since u is constant along these curves, it is constant on circles around the origin.
To show that u(x, y) is an even function of x, we need to show that u(x, y) = u(x, y).
This is true because the points (x, y) lie on the same circle around the origin and u
is constant on that circle. There are no solutions with u(x, 0) = x because this is not
an even function of x. When u(x, 0) = x2 , on the other hand, we have
u(x, y) = u(x0 , 0) = x20 = x2 + y 2 .
7. Solve xux uuy = y subject to u(1, y) = y. Is the solution unique? Is it global?

 The characteristic equations are

dx
= x,
ds

dy
= u,
ds

du
= y.
ds

Note that the rst one gives x = x0 es = es , while the other two imply
y = u = y

y + y = 0

y = c1 sin s + c2 cos s.

To ensure that y(0) = y0 , we need to have c2 = y0 , while

u = y = c1 cos s + c2 sin s

c1 = u(0) = y0 .

Putting it all together, we have actually found that

x = es ,

y = y0 (cos s sin s),

u = y0 (cos s + sin s)

so we can eliminate y0 , s to nally conclude that

u(x, y) = y

cos s + sin s
cos(log x) + sin(log x)
=y
.
cos s sin s
cos(log x) sin(log x)

The solution we have found is unique because

[
x
J = det
u

the Jacobian
]
0
=x
1

is nonzero on the initial curve. It is not global, as it is not dened when x 0.

8. Let a R be some fixed number. Solve u2x + u2y = 1 subject to u(x, ax) = 1.
This is a fully nonlinear PDE with F = p2 + q 2 1. The characteristic equations are
x = Fp = 2p,

y = Fq = 2q,

u = pFp + qFq = 2p2 + 2q 2 = 2

together with p = q = 0. In particular, p = p0 and q = q0 , while

x = 2p0 s + x0 ,

y = 2q0 s + y0 ,

u = 2s + u0 .

The initial condition gives y0 = ax0 and u0 = 1, but it also implies

d
u(x, ax) = 0
dx

ux + auy = 0

p0 + aq0 = 0.

Since p20 + q02 = 1 because of the PDE, we must thus have

(aq0 )2 + q02 = 1

(1 + a2 )q02 = 1

1
q0 =
1 + a2

a
and p0 = aq0 = 1+a
2 . This allows us to eliminate p0 , q0 and we nd

2as
2s
+ x0 ,
y =
+ ax0 ,
u = 1 + 2s.
2
1+a
1 + a2
Once we also eliminate x0 using the rst two equations, we get

2a2 s + 2s
ax y
ax y =
= 2s 1 + a2 = u = 1
.
2
1+a
1 + a2
x =

9. Solve x2 ux y 2 uy = u2 subject to u(x, x) = 1.

In this case, the characteristic equations are
dx
dy
du
= x2 ,
= y 2 ,
= u2 .
ds
ds
ds
To solve the rst equation, for instance, one separates variables to get
x0
1
1
x2 dx = ds = = s
= x =
.
x
x0
1 x0 s
The third equation is identical and the second one similar, so we end up with
x0
y0
u0
x=
,
y=
,
u=
.
1 x0 s
1 + y0 s
1 u0 s
By assumption, we have y0 = x0 and u0 = 1, so
1
1
1
1
=
s,
=
+ s,
x
x0
y
x0

u=

1
.
1s

Once we now eliminate x0 from the rst two equations, we arrive at

1 1
xy
2xy
= 2s = s =
= u =
.
y x
2xy
2xy x + y
10. Solve ux uy = 1 subject to u(x, 0) = x.
This is a fully nonlinear PDE with F = pq 1. The characteristic equations are
x = Fp = q,

y = Fq = p,

u = pFp + qFq = 2pq = 2

together with p = q = 0. In particular, p = p0 and q = q0 , while

x = q0 s + x0 ,

y = p 0 s + y0 ,

u = 2s + u0 .

The initial condition gives y0 = 0 and u0 = x0 , but it also implies

p0 = ux (x0 , 0) = 1.
Since q0 = 1/p0 = 1 because of the PDE, we have actually found that
x = s + x0 ,

y = s,

u = 2s + x0 .

Eliminating x0 and s, as usual, we conclude that u = 2y + (x y) = x + y.