MSO 203b

Assignment-02

October 08 15, 2012.

1. Classify the following second order PDE as hyperbolic, parabolic or elliptic.

(a) uxx + (5 + 2y 2 )uxy + (1 + y 2 )(4 + y 2 )uyy = 0.
Solution: Hyperbolic. A = 1, B = (5 + 2y 2 )/2 and C = (1 + y 2 )(4 + y 2 ), thus
B 2 AC = 25/4 + y 4 + 5y 2 4 5y 2 y 4 = 9/4 > 0.

(b) (Tricomi equation) yuxx + uyy = 0.

Solution: Mixed type. A = y, B = 0 and C = 1, thus B 2 AC = y. Hence,
it hyperbolic in the lower half-plane y < 0 and elliptic in upper half-plane y > 0.
On y = 0, x-axis, it is degenerately parabolic.
(c) yuxx = xuyy .
Solution: Mixed type. A = y, B = 0, C = x and B 2 AC = xy. Thus, it
is hyperbolic when xy > 0 (I and III quadrant), degenerately parabolic when
xy = 0 (both x and y axes) and elliptic when xy < 0 (II and IV quadrant).
(d) uyy xuxy + yux + xuy = 0.
Solution: Mixed type. A = 0, B = x/2, C = 1 and B 2 AC = x2 /4. Thus,
it is hyperbolic for x 6= 0 (R2 \ {x = 0}) and degeneratly parabolic on the
y-axis({x = 0}).
(e) y 2 uxx + 2xyuxy + x2 uyy = 0.
Solution: Parabolic. Since A = y 2 , B = xy, C = x2 and B 2 AC = 0.
(f) uxx + 2xuxy + (1 y 2 )uyy = 0.
Solution: Mixed type. A = 1, B = x, C = 1 y 2 and B 2 AC = x2 + y 2 1.
Hence it is parabolic in x2 + y 2 = 1 (circle of radius one), elliptic in x2 + y 2 < 1
(disk of radius one) and hyperbolic in x2 + y 2 > 1 (R2 with unit ball removed).
2. Rewrite the PDEs in their canonical forms and solve them.

(a) uxx + 2 3uxy + uyy = 0

MSO 203b

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October 08 15, 2012.

Solution: A = 1, B = 3, C = 1 and B 2 AC = 2 > 0. The equation is

hyperbolic and the characteristic equation is

dy
= 3 2.
dx

Solving
we
get
y

(
3

2)x
=
c.
We
set
w
=
y

(
3
+
2)x and z =

y ( 3 2)x. Then

ux = ( 3 + 2)uw ( 3 2)uz
uy = uw + uz

uxx = ( 3 + 2)2 uww + 2uwz + ( 3 2)2 uzz

uyy = uww + 2uwz + uzz

uxy = ( 3 + 2)uww 2 3uwz ( 3 2)uwz )

Substituting into the governing equations, we get

uwz = 0
uw = F (w)
Z
u =
F (w) dw + g(z)
u = f (w) + g(z).
Thus, the general solution is

u = f (y ( 3 + 2)x) + g(y ( 3 2)x).

(b) x2 uxx 2xyuxy + y 2 uyy + xux + yuy = 0

Solution: A = x2 , B = xy, C = y 2 and B 2 AC = 0. The equation is
parabolic and the characteristic equation is
dy
y
=
,
dx
x
with solution as xy = c. Let w = xy and we choose z = x such that Jacobian
is non-zero. Jacobian is non-zero for x 6= 0. Now if x = 0, the PDE reduces to

MSO 203b

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October 08 15, 2012.

yuyy + uy = 0, which is already in canonical form. Thus, for x 6= 0,

ux
uy
uxx
uyy
uxy

=
=
=
=
=

yuw + uz
xuw
y 2 uww + 2yuwz + uzz
x2 uww
uw + xyuww + xuwz

Substituting them into the PDE, we get

x2 uzz + xuz = 0 = zuzz + uz = 0
Solving for u, we get
d
(zuz ) = 0
dz
zuz = f (w)
f (w)
uz =
z
u = f (w) ln(|z|) + g(w)
u = (ln |x|)f (xy) + g(xy).

(c) uxx (2 sin x)uxy (cos2 x)uyy (cos x)uy = 0

Solution: A = 1, B = sin x, C = cos2 x and B 2 AC = 1 > 0. The
equation is hyperbolic and the characteristic equation is
dy
= sin x 1,
dx
with solution as y x cos x = c. Let w = y + x cos x and z = y x cos x.
Then
ux
uy
uxx
uyy

=
=
=
=

(1 + sin x)uw + (1 + sin x)uz

uw + uz
cos x(uw + uz ) + (1 + sin x)2 uww 2 cos2 xuwz + (1 sin x)2 uzz
uww + 2uwz + uzz

MSO 203b

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October 08 15, 2012.

Substituting into the PDE, we get

uwz = 0
uw = F (w)
Z
u =
F (w) dw + g(z)
u = f (w) + g(z)
u = f (y + x cos x) + g(y x cos x).

(d) uxx + 4uxy + 4uyy = 0

Solution: A = 1, B = 2, C = 4 and B 2 AC = 0. The equation is parabolic
and the characteristic equation is
dy
=2
dx
with the solution 2x y = c. Let w = 2x y and we choose z = x such that
the Jacobian is non-zero. Hence
ux
uy
uxx
uyy
uxy

=
=
=
=
=

2uw + uz
uw
4uww + 4uwz + uzz
uww
2uww uwz

Substituting into the PDE, we get

uzz
uz
u
u

=
=
=
=

0
f (w)
f (w)z + g(w)
xf (2x y) + g(2x y).

3. Show that the following two variable functions are harmonic.

(i)
(iii)
(v)
(vii)

ax + by + c for given constants a and b (ii) xy

x3 3xy 2
(iv) x4 6x2 y 2 + y 4
2
2
x y
(vi) ex sin y
ex cos y

MSO 203b

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October 08 15, 2012.

Solution: Trivial differentiation.

4. Show that u(x, y) = ln r is harmonic in R2 \ {0}, i.e., u is a solution of the Laplace
equation
u = 0 in R2 \ {0},
p
where r = x2 + y 2 . (Hint: Use the fact that r = |(x, y)| and work in polar coordinates).

Solution: Verification is easy.

5. Show that u(x, y) =

1
r

is harmonic in R3 \{0}, i.e., u is a solution of the Laplace equation

u = 0

in R3 \ {0},

p
where r = x2 + y 2 + z 2 . (Hint: Use the fact that r = |(x, y, z)| and work in spherical
coordinates).

Solution: Verification is easy.

6. Let = {(x, y) R2 : 0 < x < a, and 0 < y < b} be a rectangle with boundary .
Solve the Dirichlet problem:
(a)


u(x, y) = 0
(x, y)
u(x, y)
= x + y (x, y)

Solution: u(x, y) = x + y satisfies the Laplace equation and the boundary

conditions. Hence, by maximum principle, u(x, y) = x + y is the solution
(b)


u(x, y) = 0 (x, y)
u(x, y)
= xy (x, y)

Solution: Similar to (a) and u(x, y) = xy is the solution.