Bachelor of Science in Mathematics

Final Year Project Report-I

Project Supervisor
Dr. Khalil Ahmad

Project Student
Aimen Abbasi (180101)
Rimsha Rashid (180094)

Department of Mathematics,
Air University, Islamabad, Pakistan
2021

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 THE EXACT SOLUTION OF NONLINEAR PDEs

Submitted By

AIMEN ABBASI 180101

RIMSHA RASHEED 180094

PROJECT SUPERVISIOR

____________________________
DR. KHALIL AHMED

DEAN /HOD

DR. RASHID MAHMOOD

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TABLE OF CONTENTS

1.Introduction:……………………………………………………………………………...4
1.1 Nonlinear partial Differential Equation………………………………………………...4
2. Basic concept and definition………………………………………………………….....5
2.1 Solutions of non linear PDEs…………………………………………………………..6
2.2 Non linear PDEs Application…………………………………………………… …... 6
2.3 Motivation……………………………………………………………………………...7
2.4 Nonlinear kinematic wave equation ………………………………………………….. 7
3 Traveling Wave and Self-similar Solutions of PDEs ....................................................... 8
4. Exact solution of partial differentiation by using power index method………………...12
Case1………………………………………………………………………………………12
Case2………………………………………………………………………………………13
Future work………………………………………………………………………………...14
References…………………………………………………………………………………15

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 THE EXACT SOLUTIONS OF NONLINEAR PDES

1. INTRODUCTION
1.1 NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS
Historically, partial differential equations originated from the study of surfaces in geometry and for
solving a wide variety of problems in mechanics. During the second half of the nineteenth century, a
large number of mathematicians became actively involved in the investigation of numerous problems
presented by partial differential equations. The primary reason for this research was that partial
differential equations both express many fundamental laws of nature and frequently arise in the
mathematical analysis of diverse problems in science and engineering. The next phase of the
development of linear partial differential equations is characterized by the efforts to develop the general
theory and various methods of solutions of these linear equations. In fact, partial differential equations
have been found to be essential to develop the theory of surfaces on the one hand and to the solution
of physical problems on the other. These two areas of mathematics can be seen as linked by the bridge
of the calculus of variations. With the discovery of the basic concepts and properties of distributions,
the modern theory of the linear partial differential equations is now well established. The subject plays
a central role in modern mathematics, especially in physics, geometry, and analysis.[1]
Partial differential equations is a many-faceted subject. Created to describe the mechanical behavior
of objects such as vibrating strings and blowing winds, it has developed into a body of material that
interacts with many branches of mathematics, such as differential geometry, complex analysis, and
harmonic analysis, as well as a ubiquitous factor in the description and elucidation of problems in
mathematical physics. There is existence and uniqueness of solutions to ODE and explicit solutions to
equations with constant coefficients and relations to linear algebra–and more sophisticated results–on
flows generated by vector fields, connections with differential geometry, the calculus of differential
forms, stationary action principles in mechanics, and their relation to Hamiltonian systems. These are
equations of relativistic motion as well as equations of classical Newtonian mechanics. There are also
applications to topological results, such as degree theory, the Brouwer fixed point theorem, and the
Jordan-Brouwer separation theorem. Finding and interpreting the solutions of these equation is a
central part of the modern applied mathematics, and a thorough understanding of partial differential
equations is essential for mathematicians. [2]
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2. BASIC CONCEPTS AND DEFINITIONS

The most general first-order nonlinear partial differential equation in two independent variables x and
y has the form
F(x, y, u, ux, uy)=0. (1)

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The most general second-order nonlinear partial differential equation in two in-dependent variables x
and y has the form
F(x, y, u, ux, uy, uxx, uxy, uyy)=0. (2)
Similarly, the most general first-order and second-order nonlinear equations in more independent
variables can be introduced.
More formally, it is possible to write these equations in the operator form

Lxu(x)=f(X), (3)

Where Lx is a partial differential operator and f(X) is a given function of two or more independent
variables X=(x,y,...). If Lx is not a linear operator, (3) is called a non linear partial differential equation.
Equation (3) is called an inhomogeneous nonlinear equation. If f(x) NOT = 0. On the other hand, (3)
is called a homogeneous nonlinear equation if f(X)=0.

2.1 SOLUTIONS OF NONLINEAR PDES :

In general, the linear superposition principle can be applied to linear partial differential equations if
certain convergence requirements are satisfied. This principle is usually used to find a new solution as
a linear combination of a given set of solutions. For nonlinear partial differential equations, however,
the linear superposition principle cannot be applied to generate a new solution. So, because most
solution methods for linear equations cannot be applied to nonlinear equations, there is no general
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 method of finding analytical solutions of nonlinear partial differential equations, and numerical
techniques are usually required for their solution. A transformation of variables can sometimes
be found that transforms a nonlinear equation into a linear equation, or some other ad hoc method can
be used to find a solution of a particular nonlinear equation. In fact, new methods are usually required
for finding solutions of nonlinear equations. Methods of solution for nonlinear equations represent
only one aspect of the theory of nonlinear partial differential equations. [2]
Although the origin of nonlinear partial differential equations is very old, they have undergone
remarkable new developments during the last half of the twentieth century. One of the main
impulses for developing nonlinear partial differential equations has been the study of nonlinear wave
propagation problems. These problems arise in different areas of applied mathematics, physics, and
engineering, including fluid dynamics, nonlinear optics, solid mechanics, plasma physics, quantum
field theory, and condensed-matter physics. Nonlinear wave equations in particular have provided
several examples of new solutions that are remarkably different from those obtained for linear wave
problems. The best known examples of these are the corresponding shock waves, water waves, solitons
and solitary waves. One of the remarkable properties of solitons is a localized wave form that is retained
after interaction with other solitons, confirming solitons’ ‘particle-like’ behavior. Indeed, the theory of
nonlinear waves and solitons has experienced a revolution over the past three decades. During this
revolution, many remarkable and unexpected phenomena have also been observed in physical,
chemical, and biological systems. Other major achievements of twentieth-century applied mathematics
include the discovery of soliton interactions, the Inverse Scattering Transform (IST) method for finding
the explicit exact solution for several canonical partial differential equations, and asymptotic
perturbation analysis for the investigation of nonlinear evolution equations.[2]
2.2 NONLINEAR PDES APPLICATIONS :
It has new applications to problems in fluid dynamics, plasma physics, nonlinear optics, gas dynamics,
analytical dynamics, and acoustics. It has special applications in physical, chemical, biological, and
engineering problems involving nonlinear wave phenomena.
Non-linear PDE’s include one-dimensional wave, Klein–Gordon (KG), sine–Gordon (SG), Burgers,
Fisher, Korteweg–de Vries(KdV), Boussinesq , modified KdV, nonlinear Schrödinger (NLS), the
Euler equation of motion , Benjamin–Ono(BO), Benjamin–Bona–Mahony (BBM), Ginzburg–Landau
(GL), Burgers–Huxley(BH), KP, concentric KdV, Whitham, Davey–Stewartson, Toda lattice,
Camassa–Holm (CH), and Degasperis–Procesi (DP) equations. This is followed by variational
principles and the Euler–Lagrange equations. Also included are Plateau’s problem, Hamilton’s
principle, Lagrange’s equations, Hamilton’s equations, the variational principle for nonlinear
Klein–Gordon equations, and the variational principle for nonlinear water waves.

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 It has some applications in the continuity equation, the associated energy equation and energy flux,
linear water wave problems and their solutions, nonlinear finite amplitude waves (the Stokes waves),
gravity waves, gravity-capillary waves, and linear and nonlinear dispersion relations. Finally, the
modern theory of nonlinear water waves is formulated.
2.3 MOTIVATION:
True Laws of Nature cannot be linear.
Albert Einstein
...the progress of physics will to a large extent depend on the progress of nonlinear
mathematics, of methods to solve nonlinear equations . . . and therefore we can learn
by comparing different nonlinear problems.
Werner Heisenberg
Partial differential equations arise frequently in the formulation of fundamental laws of nature and in
the mathematical analysis of a wide variety of problems in applied mathematics, mathematical physics,
and engineering science. This subject plays a central role in modern mathematical sciences, especially
in physics, geometry, and analysis. Many problems of physical interest are described by partial
differential equations with appropriate initial and/or boundary conditions. These problems are usually
formulated as initial-value problems, boundary-value problems, or initial boundary-value problems.
In order to prepare myself for study and research in nonlinear partial differential equations, a way of
finding essential exact solution of linear partial differential equation is their is required.
Questions of existence, uniqueness, and stability of solutions of nonlinear partial differential equations
are of fundamental importance. These and other aspects of nonlinear equations led me into one of the
most diverse and active subjects of modern mathematics
2.4. NONLINEAR MODEL KINEMATIC WAVE EQUATION :
The simplest first-order nonlinear wave (or kinematic wave) equation is

ut+g(u)ux=0, x∈R, t>0,

where g(u) is a given function of u. This equation describes the propagation of a nonlinear wave (or
disturbance). A large number of nonlinear problems governed by equation (2.3.1) include waves in
traffic flow on highways (Light hill and Whitham1955; Richards1956), shock waves, flood waves,
waves in glaciers (Nye1960,1963), chemical exchange processes in chromatography, sediment
transport in rivers (Kynch 1952), and waves in plasmas.

3 Traveling Wave and Self-similar Solutions of PDEs

3.1 Traveling Wave Solution of PDE
Consider the following nonhomogeneous equation
𝜕𝑢 𝜕𝑢
+ 𝑢. 𝜕𝑥 − 1 = 0, (1)
𝜕𝑡
where 𝑢(𝑥, 𝑡) is unknown function, 𝑥 and 𝑡 are independent variables. By considering the
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 transformation 𝑢(𝑥, 𝑡) = 𝑓(𝜉) and wave variable   kx   t , the PDE reduces to the following
ODE
(𝑘𝑓(𝜉) − 𝜆)𝑓 ′ (𝜉) − 1 = 0 (2)
The analytic solution of (2) are
𝜆+√2𝑘𝐶1 +2𝑘𝜉+𝜆2 −𝜆+√2𝑘𝐶1 +2𝑘𝜉+𝜆2
𝑓1 (𝜉) = and 𝑓2 (𝜉) = ,
𝑘 𝑘
where 𝐶1 is constant of integration.
For 2D plot of 𝑓(𝜉) for = 8 , 𝑘 = 1 and 𝜆 = 1, 𝑘 = 2 in above solutions, we get
𝑓3 (𝜉) = 8 − √1 + 2𝜉 and 𝑓4 (𝜉) = 8 + √1 + 2𝜉
𝑓4 (𝜉) = 1 − √2 + 2𝜉 and 𝑓5 (𝜉) = 1 − √2 + 2𝜉

Figure 1: 2D plot of solution of ODE

The exact solution of PDE (1) are
𝜆+√2𝑘𝐶1 +2𝑘(𝑘𝑥−𝜆𝑡)+𝜆2 𝜆−√2𝑘𝐶1 +2𝑘(𝑘𝑥−𝜆𝑡)+𝜆2
𝑈1 (𝑥, 𝑡) = and 𝑈2 (𝑥, 𝑡) =
𝑘 𝑘
For 𝜆 = 0, the solution is called stationary and 𝑘 = 0, the solution is called space-homogeneous.
We can plot the graph of 𝑈1 and 𝑈2 , for different values of parameters.
𝑈1 = 1 − √3 + 2(𝑥 − 𝑡) and 𝑈2 = 1 + √3 + 2(𝑥 − 𝑡) .

Figure 2: 3D plot of u(x, t) for 𝜆 = 1 and 𝑘

3.2 SELF SIMILAR TANSFORMATION

Self-similarity allows the reduction of the partial differential equations. This is an approach which identifies
equations for which the solution depends on certain groupings of the independent variables separately. We
will illustrate this technique for Nonlinear PDE. Consider the following equation

𝜕𝑢 𝜕2 𝑢
− 𝑎𝑢𝑛 − 𝑢 =0 (1)
𝜕𝑡 𝜕𝑥 2

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Now, let

𝑡 = 𝐶; = 𝐶𝑘𝑋 ; 𝑢 = 𝐶𝑚𝑈 (2)

To find value of we will use chain rule as follow

(3)

Now to find the value of ′𝑈𝑛′ , we will replace value of ′𝑈′ as follow

𝑢𝑛 = (𝐶𝑚𝑈) = 𝐶𝑚𝑛 𝑈𝑛 (4)

To find value of we will use chain rule as follow

Again talking partial derivative of (3) with respect to ′𝑥′ we get

(5)

By transforming (1) we get equation of the form

Solving above equation for , we get

After simplification we get

If a pair of the parameters has been found such that (1) holds true, there is a self similar solution
of the form

Where

To find value of , therefore

To find value of put , such that
By putting values of we get

and
Therefore, the self-similar transformation for is

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Substituting (c) into (1), we get the variables coefficients nonlinear ordinary differential equation:

′′ ′
2B

In order to proceed further, we employ the computerized on the given equation

With transformation and variable , the pde reduces to following ode

′′ ′
2B

The analytical solution of (d) is

For 2D plot of for C1=1, 2, 9 and 13 in above solutions, we get

and

and

Figure 3: 2D plot of solution of ODE

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The exact solution of above PDE (1) is

We can plot the graph of as follow

Figure 4: 3D plot of u(x,t)

4. EXACT SOLUTION OF PARTIAL DIFFERENTIATION BY USING POWER INDEX

METHOD
CONSIDER THE PARTIAL DIFFERENTIAL EQUATION

𝜕𝑢 𝜕𝑢
+ 𝑢 𝜕𝑥 = 0 𝑢(𝑥, 0) = 𝑥, 𝑡 > 0 (1)
𝜕𝑡

we will use this transformation

𝑥𝑚 𝑥𝑚
= , u(x,t) = 𝑡 𝑛 𝑓() (2)
𝑡𝑛

𝑥𝑚 𝑥 𝑚−1 𝑥 2𝑚−1
−n𝑓() − n 𝑓 ′ () + 𝑓 2 () + 𝑡 2𝑛−1 𝑚 𝑓()𝑓 ′ () = 0 (3)
𝑡𝑛 𝑡 𝑛−1

Index(x) Index(t) m=𝟏=n m=1,n=1

𝟐
m N 1 1 (1,1)
( , ) 2 2
m-1 n-1 1 1 (0,0)
(− 2 , − 2)
2m-1 2n-1 (0,0) (1,1)

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 CASE-1

Now we consider the new variable  and transformation

𝑥 𝑥
 = 𝑡 , 𝑢(𝑥, 𝑡) = 𝑡 𝑓() (4)

The PDE (3), reduces to the form

𝑓′2 () +𝑓()𝑓 ′ () − 𝑓() − 𝑓 ′ () =0 (5)

The analytic solution of Eq-(2) is

𝑐1
f() = 1, f() = (6)


The graphical representation of 𝑓() 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑏𝑦

Fig 5:

Using (6) and transformation ,the exact solution of (2) is gives as

𝑡
u(x,t) = c1 𝑥 (7)

Fig6: The 3D plot of (7)

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 CASE-II
1
Choose m=n=2, we get

1
𝑓() − 𝑓 ′ () +  𝑓 2 () − 𝑓()𝑓 ′ () = 0 (8)

The analytical solutions of (7) are

𝑐1,
𝑓1() =  , f2()= 

The exact solution of (8) are

𝑥
𝑢(𝑥, 𝑡) = 𝑐1 𝑡 (9)

The graphical representation 𝑓() is give

Fig:7 2D plot of solution od ODE

Fig:8 The 3D plot of (9)

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 6. Future work
 Generalized Burger’s equation

 Perturbed Burger’s equation

 Black-Scholes equation

 Burger's –Fisher equation

 Mixed KdV - mKdV equation

 Two-Dimensional wave equation

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7. REFRENCES:

[1] Lokenath Debnath L.D Birkhäuser Boston, 06-Oct-2011 Nonlinear Partial Differential Equations
for Scientists and Engineers, Birkhasuer , pp-149
[ 2] (AMS) Chen, DiBenedetto. (eds.) - Nonlinear partial differential equations-Proceedings (1999)
[3] Notas de matematica 119 North-Holland mathematics studies 146) Elemer E. Rosinger -
Generalized Solutions of Nonlinear Partial Differential Equations-North-Holland (1987)
[4] (Pure and applied mathematics) J. David Logan - An introduction to nonlinear partial differential
equations-Wiley-Interscience (2008).

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