Math512 PDE Homework 1

September 15, 2009

Exercise 1.1.1 Show that if z = u(x, y) is an integral surface V = (a, b, c) containing a

point P , then the surface contains the characteristic curve χ passing through P .
Proof. We construct a curve χ=(x(t),y(t),z(t)). Since z = u(x, y) contains a point P, there
a parameter t0 , such that P = (x(t0 ), y(t0 ), z(t0 )). Then it is easy to see that P is in χ. Now
we’d like to show that the surface z = u(x, y) contains χ.

Consider φ(t) = z(t) − u(x(t), y(t)). Since P is in z = u(x, y), then φ(t0 ) = z(t0 ) −
u(x(t0 ), y(t0 )) = 0. And moreover, dφ(t)
dt
= zt − ux xt − uy yt = (−ux , −uy , 1)(xt , yt , zt ).
Since (−ux , −uy , 1) is the normal of the surface u(x, y), then (−ux , −uy , 1)(xt , yt , zt ) = 0,
0
which means that φ (t) = 0 and φ(t0 ) = 0. Thus φ(t) = 0. Then we conclude that χ is in
z = u(x, y).

Exercise 1.1.2 If S1 and S2 are two integral surface of V = (a, b, c) and intersect in a
curve χ, show that χ is a characteristic curve.

Proof. For a point P ∈ S1 ∩ S2 , from Ex 1 we know that the surface S2 contains the
characteristic curve Γ1 passing through P. The same argument works for S2 ,denote the char
curve to be Γ2 . And we know that Γ1 ∩ Γ2 = P . Since a, b, c are all in C 1 , we know from
the ODE theorem that the ODE systmes for Characteristic equations have unique solution,
which means that the characteristic curve passing P is unique. Then Γ1 = Γ2 ∈ S1 ∩ S2 is
the characteristic curve.

Exercise 1.1.4(b) Sovle the given initial value problem and determine the value of x
and y for which it exists.

ux − 2uy = u, u(0, y) = y (1)

Firstly, we have the following characteristic equations:
dx dy dz
= 1; = −2; = z with
dt dt dt
x(s, 0) = 0; y(s, 0) = s; z(s, 0) = s;

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which gives
x = t; y = −2t + s; z = set
which is
u = (y + 2x)ex
To get the domain of solution, we check the Jacobian Matrix
   
 xs y s   0 1 
J =  =   = −1 6= 0
xt yt   1 −2 

which means that the solution exists for any x and y.

Exercise 1.1.6(b) Solve the given initial value problem and determine the value of x
and y for which it exists.
√
ux + uuy = 0, u(x, 0) = x2 + 1 (2)
We have the following characteristic equations:
dx dy √ dz
= 1; = z; = 0 with
dt dt dt
x(s, 0) = s; y(s, 0) = 0; z(s, 0) = s2 + 1;

which gives √
x = t + s; y = s2 + 1t; z = s2 + 1
which is
y
u = (x − √ )2 + 1
u
To get the domain of solution, we check the Jacobian Matrix
 xs ys   1 √ st2  √
   
J =   =
 √ s +1  = s2 + 1 − √ st
xt yt  1 2
s +1  s2 + 1

from which
( we know that J = 0 if t = s + 1s . Solution u does not exist if (x, y) falls on the
x = 2s + 1s
curve √ for s ∈ R.
y = s2 + 1(s + 1s )
Exercise 1.1.9 Consider the equation y 2 ux + xuy = sin(u2 ).
1) Discribe all the projected char curves in the xy-plane.
2) For the solution u of the initial value problem with u(x, 0) = x, determine the values of
ux , uy , uxx , uyy , uxy on the x-axis.

Proof. 1) we have the following characteristic equations:

dx dy
= y2; = x ⇒ y 2 dy = xdx
dt dt
which gives
x2 y3
= + C, C is a constant
2 3
2
2) On the x-axis, we can put y = 0, which gives u = x, then from the equation, y = 0, u = x,
we can get
sin(x2 )
xuy = sin(x2 ) ⇒ uy =
x
If take the derivitive with respect to y on the both sides of equation, and put y = 0, u = x,
we get

2 cos(u2 )xuy 2 cos(x2 ) sin(x2 )

2yux + y 2 ux + xuyy = 2 cos(u2 )uuy ⇒ uyy = =
x x

Since u(x, 0) = x,we can know that ux = 1 and uxx = 0.

If take the derivitive with respect to x on the both sides of equation, and put y = 0, u = x,
we get

uy sin(x2 )
y 2 uxx + uy + xuxy = 2 cos(u2 )uux ⇒ uxy = 2 cos(x2 ) − = 2 cos(x2 ) −
x x2

Exercise 1.2.2 Consider uux + uy = 0 with the initial condition:


u0 f or x ≤ 0

u(x, 0) = h(x) = u0 (1 − x) f or 0 < x < 1 Show that a shock develop at a finite time

0 f or x ≥ 1

and describe the weak solution.

Proof. From the discussion

 in textbook, we know that the characteristic curves are given
u
 0
 y + s f or s ≤ 0
by: x = h(s)y + s = u0 (1 − s)y + s f or 0 < s < 1 then we can see from the graph that

s f or s ≥ 1

u2
the char curves intersect on the point (x, y) = (1, u−1
0 ). We take G(u) = 2 , at the point of
0
(1, u−1
0 ), η (y) =
ul +ur
2
= u20 , which means that the slop of y with respect to x is u20 > u10 .

The char curves is like in figure drawn in class and the solution is given by

2x−1
0; f or y < u0 , x > 1

1−x
u(x, y) = u0 1−u 0y
; f or y < u−1
0 x, 0 < x < 1

u0 ; f or y > u0 x and y > 2x−1
1

u0

dq
Exercise 1.2.7 A reasonable model for low-density is dρ ρx + ρt = 0 with dq/dρ = c,
where c is a constant.
a) Show that ρ is constant along the char curves x = ct + x0 .
b) If a car is alone the highway, what is ρ(x, 0) and what is ρ(x, t)?
c) Explain why c represents the free speed of the highway.

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Proof. a)we have the following characteristic equations:

dx dt
= c; = 1 ⇒ dx = cdt
ds ds
which gives
x = ct + x0 ; x0 is a constant
Then ρ = ρ(ct + x0 , t). By chan rule, we know that
0
ρ (t) = cρx + ρt = 0 ⇒ ρ(x, t) is constant along x = ct + x0

b) Assuming that the car has length l, then ρ(x, 0) = 1/l for |x−x0 | ≤ l/2, and ρ(x, 0) = 0
for |x − x0 | > l/2, where x0 is the center of the car. Thus we have the equation with initial
condition:
(
1/l f or |x − x0 | ≤ l/2
cρx + ρt = 0, with ρ(x, 0) = := δ(x − x0 )
0 f or |x − x0 | > l/2

Since the char curve is given by x = ct + x0 , ρ is constant along the curve, we can get that
ρ(x, t) = δ(x − ct − x0 ).

c) From a) and b), we know that a car goes a distance of x − x0 = ct + x0 − x0 = ct as

time goes on. Thus the free speed is d(x−x
dt
0)
= c.

Extra question Find the envelope for Eq.(27), if Eq.(26) is quasilinear as given by
Eq.(1).

Proof. The quasilinear equation is given by

a(x, y, u)ux + b(x, y, u)uy = c(x, y, u) := ap + bq = c with ux = p, uy = p

c−ap
We can solve q from the equation above, q = b
and take derivative with respect to p, we
have that qp (p) = − ab .

Consider z = w(x, y, p) = p(x − x0 ) + q(p)(y − y0 ) + z0 . Put wp (x, y, p) = 0, we have

a
(x − x0 ) + qp (p)(y − y0 ) = (x − x0 ) − (y − y0 ) = 0
b
(
z = p(x − x0 ) + c−ap
b
(y − y0 ) + z0
The envelope should satisfy a
which can be simplified
(x − x0 ) − b (y − y0 ) = 0
(
z − z0 = cb (y − y0 )
as Notice that the above equations are independent of p, which
(x − x0 ) − ab (y − y0 ) = 0
means that is a line in space.