Strauss PDEs 2e: Section 1.

2 - Exercise 10 Page 1 of 5

Exercise 10
Solve ux + uy + u = ex+2y with u(x, 0) = 0.

Solution

The Geometric Method: Characteristic Curves

On the paths defined by

dy
= 1, y(ξ, 0) = ξ, (1)
dx
the PDE reduces to an ODE,
du
+ u = ex+2y . (2)
dx
That is, u = u(x, y) is constant on the characteristics defined by (1). (2) is a first-order linear
ODE that can be solved with an integrating factor. Multiply both sides by
´
1 dx
I=e = ex .

We find that
du
ex + ex u = ex ex+2y
dx
d x
(e u) = e2x+2y
dx
Now integrate both sides.
ˆ
x
e u= e2(x+y) dx + f (ξ),

where f is an arbitrary function of the characteristic coordinate, ξ. Before we go any further, it is

critical to note that y is a function of ξ and x, so we have to solve (1) to proceed. Integrating (1)
gives
y = x + ξ. (3)
Substituting this into the integral yields
ˆ
x
e u= e2(2x+ξ) dx + f (ξ)
1
ex u = e2(2x+ξ) + f (ξ)
4
1 3x+2ξ
u(x, ξ) = e + e−x f (ξ),
4
Solving (3) for ξ gives
ξ = y − x.
And so
1
u(x, y) = e3x+2(y−x) + e−x f (y − x).
4
Simplifying this gives us
1
u(x, y) = ex+2y + e−x f (y − x).
4

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Strauss PDEs 2e: Section 1.2 - Exercise 10 Page 2 of 5

We’re told that u(x, 0) = 0, though, so we can determine this unknown function, f .
1
u(x, 0) = ex + e−x f (−x) = 0
4
Solving for f gives
1
f (−x) = − e2x .
4
This implies that f (w) = − 14 e−2w , where w is any expression. Thus,
 
1 x+2y −x 1 −2(y−x)
u(x, y) = e +e − e
4 4
1 x+2y
− ex−2y .


u(x, y) = e (4)
4
Another form for u(x, y) can be obtained by factoring out ex .

ex 1 2y 1 −2y
 
u(x, y) = e − e
2 2 2

And so
1
u(x, y) = ex sinh 2y.
2
We can check that (4) is the solution to the PDE.
1 x+2y
− ex−2y


ux = e
4
1
2ex+2y + 2ex−2y


uy =
4
Hence,
1 x+2y
1
1 x+2y
− ex−2y + 2ex+2y + 2ex−2y + − ex−2y


ux + uy + u = e e
4
  4  4
1 1 1 x+2y 1 1 1 x−2y
ux + uy + u = + + e + − + − e
4 2 4 4 2 4
ux + uy + u = ex+2y ,

which means that (4) is the solution to the PDE. Shown below in Figure 1 are the characteristic
curves in the xy-plane. Since the data curve (y = 0) intersects each of the characteristics exactly
once, the solution we obtained for the PDE is valid everywhere in the xy-plane, that is, for all x
and y. u(x, y) is shown in Figure 2.

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Strauss PDEs 2e: Section 1.2 - Exercise 10 Page 3 of 5

Figure 1: Plot of the characteristic curves in the xy-plane along with the data curve for −5 < x < 5
and −5 < y < 5.

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Strauss PDEs 2e: Section 1.2 - Exercise 10 Page 4 of 5

Figure 2: Plot of u(x, y) for −1 < x < 1 and −1 < y < 1.

The Coordinate Method: Change of Variables

To solve this PDE with the coordinate method, start by making the change of variables,

x0 = x + y
y 0 = x − y.

Solving for the old variables in terms of the new ones gives us
1
x = (x0 + y 0 )
2
1
y = (x0 − y 0 ).
2
To find what ux and uy are in terms of these new variables, it’s necessary to use the chain rule.

∂u ∂x0 ∂u ∂y 0
ux = + = ux0 + uy0
∂x0 ∂x ∂y 0 ∂x
∂u ∂x0 ∂u ∂y 0
uy = + = ux0 − uy0
∂x0 ∂y ∂y 0 ∂y
Now we substitute these expressions into the PDE. The transformed equation is
1 0 0 1 0 0
(ux0 + uy0 ) + (ux0 − uy0 ) + u = e 2 (x +y )+2[ 2 (x −y )] .

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Strauss PDEs 2e: Section 1.2 - Exercise 10 Page 5 of 5

Simplifying this gives

1 0 0
2ux0 + u = e 2 (3x −y )
1 1 1 0 0
ux0 + u = e 2 (3x −y ) .
2 2
This is a linear inhomogeneous equation for u, so we have to multiply both sides by the
integrating factor,
´ x0 1 1 0
I(x0 ) = e 2 ds = e 2 x .
1 0 1 1 0 1 1 0 0
e 2 x ux0 + e 2 x u = e 2 (4x −y )
2 2
0
Now the left side can be written as the x -derivative of Iu.
∂  1 x0  1 1 (4x0 −y0 )
e2 u = e2
∂x0 2
Partially integrate both sides with respect to x0 .
ˆ x0
1 0 1 1 (4s−y0 )
x
e u=
2 e2 ds + g(y 0 ),
2
where g is an arbitrary function of y 0 .
1 0 1 1 0 0
e 2 x u = e 2 (4x −y ) + g(y 0 )
4
1 1 0 0 1 0
u(x0 , y 0 ) = e 2 (3x −y ) + e− 2 x g(y 0 )
4
Now we return to the original variables, x and y.
1 1 1
u(x, y) = e 2 [3(x+y)−(x−y)] + e− 2 (x+y) g(x − y)
4
Simplifying this result gives
1 1
u(x, y) = ex+2y + e− 2 (x+y) g(x − y).
4
We’re told that u(x, 0) = 0, though, so we can determine this unknown function, g.
1 1
u(x, 0) = ex + e− 2 x g(x) = 0
4
1 1
e− 2 x g(x) = − ex
4
1 3
g(x) = − e 2 x
4
This implies that
1 3
g(w) = − e 2 w ,
4
where w is any expression. Thus,
 
1 x+2y − 12 (x+y) 1 3 (x−y)
u(x, y) = e +e − e 2
4 4
1 x+2y
− ex−2y ,


u(x, y) =
e
4
which is the same answer we obtained using the method of characteristics.

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