Aksum University

College of Natural & Computational Sciences

Department of Mathematics
Assignment-1 of Partial Differential Equations

Name: Mebrahtom Abraha Beyene

ID No: AKU1300002

2015 Geez Calendar.

1. Solve the Cauchy problem
2xy
ux + uy = 0,
1 + x2
u(x, x + x3 ) = cosx.

Solution:The problem is linear Cauchy problem. defining the hypersurface from the initial condition,we
have

S = (x, y) = x, x + x3


also

s = (s1 , s2 )

and
 
2xy
a(x, y) = 1, , at (x, y) = (0, 0)
1 + x2
we have

a(0, 0) = (1, 0)

The defining function for the hypersurfae S will be given as

S = (x, y) : ψ (x, y) = x + x3 − y .


Note that ψ (x, y) is 0 in S. since S is hypersurface it is locally graph of some function say ψ. Thus,

(s1 , ψ (s1 , s2 )) = s1 + s31

The gradient of the defining function will be given as

∇ψ (x, y) = 1 + 3x2 , −1 ,

so at (0,0)

∇ψ (0, 0) = (1, −1)

Then looking the inner product

< a(0, 0), ∇ψ(0, 0) >=< (1, 0), (1, −1) >= 1 6= 0

This shows that S is non characterstic to

 
∂ 2xy ∂
L= + × , at(x, y) = (0, 0).
∂x 1 + x2 ∂y

1
Thus, the Cauchy problem has a solution near (0,0). Now consider (x1 (s1 , s2 ) , x2 (s1 , s2 )) then

dx1


 = a1 (x(s)) = 1



 ds2
x (s , 0) = s
1 1 1
dx 2x1 x2 (Eq1)
2

 = a 2 (x(s)) =
ds2 1 + x21




x2 (s1 , 0) = s1 + s31


dx1
⇒ =1 ⇒ x1 = s2 + cs1 ,where cs1 is constant. since x1 (s1 , 0) = s1 .
ds2
Then we have
x1 (s1 , s2 ) = s2 + s1 .
dx2 2x1 .x2 2(s1 + s2 ).x2 dx2 2(s1 + s2 )
Again, = 2
= 2
.⇒ = ds2 .
ds2 1 + x1 1 + (s1 + s2 ) x2 1 + (s1 + s2 )2
Letting u = s2 + s1 , then du = ds2 . Then the equation becomes

dx2 2u
= du.
x2 1 + u2
Again let y = 1 + u2 and then dy = 2udu. Hence the equation becomes

dx2 dy
= .
x2 y
Solving for the equation and making arrangements x2 in terms of s1 and s2 ,we have
x2 (s1 , s2 ) = c(1 + (s1 + s2 )2 ).
where c is constant. Then x2 (s1 , 0) = c(1 + s21 ). Since x2 (s1 , 0) = s1 + s31 . ⇒ c = s1 . Hence
x2 (s1 , s2 ) = s1 (1 + (s1 + s2 )2 ) .
Now let v(s) = u(x(s)).

2 2
dv X dxj du(x(s)) X du(x(s))
= = aj (x(s)) = f (x(s)) = 0.
ds2 j=1
ds2 dx j j=1
dx j

So solving the equation


 dv = 0
ds2 (Eq2)
v(s , 0) = u(x(s , 0)) = u(s , ψ(s )) = u(s , s + s3 ) = cos s .
1 1 1 1 1 1 1 1

from (Eq 2) v(s1 , s2 ) = c(s1 ). since v(s1 , 0) = cos s1 we have c(s1 ) = cos s1 .Hence
v(s1 , s2 ) = cos s1 .

2
 Now let(x, y) = (x1 (s1 , s2 ), x2 (s1 , s2 )) = (s1 + s2 , s1 (1 + (s1 + s2 )2 ).
y
⇒ x = s1 + s2 and y = s1 (1 + x2 ). ⇒ s1 = .Thus, the solution of the cauchy problem is given
1 + x2
by

y
u(x, y) = v(x−1 (x, y) = v(s1 , s2 ) = cos s1 = cos .
1 + x2
i.e
y
u(x, y) = cos is the solution for the problem.
1 + x2
2. Find the solution u(x,y) of the PDE

(y + u) ux + yuy = x − y,

whose graph contains the curve {(t, 1, 1 + t)}.

Solution:Since (t, 1, 1 + t) is on the graph of the given problem,the problem can be written as

(y + u)ux + yuy = x − y
u(t, 1) = 1 + t = g(t).

the problem is quasi linear cauchy problem.let (x, y) = (x1 , x2 ) = X, then

a1 (x1 (s), x2 (s), z(s)) = x2 (s) + z(s), and a2 (x1 (s), x2 (s), z(s)) = x2 (s) and
f (x1 (s), x2 (s), z(s)) = x1 (s) − x2 (s), where s = (s1 , s2 ).
defiining the hypersurface from the initial condition we have

S = {(x, y) : (x, y) = (t, 1)} .

since S is hypersurface it is locally graph some functions,let it ψ. so that (s1 , ψ(s1 )) = (s1 , 1). The
defining function for S is given by ψ(x, y) = y − 1.
note that the defining function on S is 0. The gradient of the defining function is ∇ψ = (0, 1).
From the above we have a((x1 (s), x2 (s), z(s)) = (x2 (s) + z(s), x2 ). Hence, taking (X0 ) = (0, 1), we have
a(X0 , g(X0 )) = a(0, 1, g(0)) = a(0, 1, 1) = (2, 1) and ∇ψ(X0 ) = (0, 1). taking the inner product we have
< a(X0 , g(X0 )), ∇ψ(X0 ) >=< (2, 1), (0, 1) >= 1 6= 0. Hence, S is non characteristic to
∂ ∂
L = (y + u) +y at X0 = (0, 1). Thus the problem has a solution in the neighbourhood of
dx dy
X0 .Now we need to find first X(s) = (x1 (s), x2 (s)).

dx1


 = a1 (X(s), z(s)) = x2 (s) + z(s)
ds2




x (s , 0) = s
1 1 1
dx2 (Eq1)

 = a2 (X(s), z(s)) = x2 (s)
ds2




x2 (s1 , 0) = (s1 , ψ(s1 ) = ψ(s1 ) = 1.


solving x2 (s) from

3
 
 dx2 = x (s)
2
ds2
x (s , 0) = 1
2 1

having the above equation we have

x2 (s1 , s2 ) = es2 .
to solve for x1 (s) first we need to solve z(s) from the equation

 dz = f (X(s), z(s)) = x (s) − x (s)
1 2
ds2 (Eq2)
z(s , 0) = u(X(s , 0)) = u(s , ψ(s )) = u(s , 1) = 1 + s .
1 1 1 1 1 1

dz
from (eq 2) we have = x1 (s) − x2 (s). applying derivative with respect to s2
ds2
we get

d2 z dx1 dx2
2
= − . (Eq 3).
ds2 ds2 ds2
dx1 dx2
From (Eq 1) we get that = x2 (s) + z(s). since = x2 (s)
ds2 ds2
dx1 dx2
⇒ − = z(s).
ds2 ds2
relating with (Eq 3) we get

d2 z
− z(s) = 0.
ds22
the problem seems like y 00 − y = 0. Thus the characteristic equation of the problem is λ2 − 1 = 0. solving
for λ we have λ1 = −1 or λ2 = 1. Thus, the general solution of the problem will be
z(s1 , s2 ) = Aeλ1 s2 + Beλ2 s2 ., where A and B are constants. but, z(s1 , 0) = 1 + s1 .
Hence s1 + 1 = A + B. in this case either A = 1 and B = s1 or A = s1 and B = 1.
Now let A = 1 and B = s1 . Then

z(s1 , s2 ) = e−s2 + s1 es2 .

dx1
turning to solve for x1 from = x2 (s) + z(s), but x2 (s) = es2 .
ds2
dx1
⇒ = es2 + e−s2 + s1 es2 .
ds2
solving this equation and taking x1 (s1 , 0) = s1 ,we get

4
 x1 (s1 , s2 ) = es2 − e−s2 + s1 es2 .
note that the constant of integration is 0. Now let (x, y) = X(s) = (x1 (s), x2 (s)) = (es2 −e−s2 +s1 es2 , es2 ).
1 xy − y 2 + 1
⇒ y = es2 . ⇒ s2 = lny, where y > 0. and x = s1 y + y − . solving for s1 = .
y y2

x−1 (x, y) = (s1 , s2 ).

Thus,u(x,y) = z(x−1 (x,y) = z(s1 , s2 ) = s1 es2 + e−s2 . expressing in terms of x and y,
xy − y 2 + 1 1
u(x, y) = 2
y + . simplifying we get
y y
2
+ x − y, where y > 0.
u(x, y) =
y
is the required solution of the given problem.
3. Given f = f (x, t) continuous in Rn × (0, ∞) , g = g(x) continuous Rn × {t = 0} and b ∈ Rn , solve the
cauchy problem

ut + < b, Du > = f, f ∈ Rn × (0, ∞) ,

u = g, g on Rn × {t = 0}.
Pn
Solution:The inner product < b, Du > can be given as < b, Du >= b.Du = i=1 bi uxi . where Du is
the gradient of u = (ux1 , ux2 , · · · , uxn ). and b = (b1 , b2 , · · · , bn ).
Then the problem can be written as

ut + b.Du = f (x, t), in Rn × (0, ∞)

u(x, 0) = g(x, 0) = g(x) on Rn × {t = 0} .

This is non homogeneous linear Cauchy problem with

ai (x, t) = bi where i = 1, 2, ..., n. and an+1 (x, t) = 1. we can define the hypersurface from the initial
condition as
S = {(x, t) = (x, 0)} and take s = (s1 , s2 , · · · , sn , sn+1 ). since a hypersurface is locally a graph of some
function say ψ ,then
(s0 , ψ(s0 ) = (s0 , 0). where s0 = (s1 , s2 , · · · , sn ).
The defining function for S is given by ψ(x, t) = t. the gradient of the defining function is
∇ψ(x, t) = (0, 1). where 0 ∈ Rn . taking (x, t) = X0 = (0, 0) ∈ Rn+1 and solving at X0 = (0, 0) for
a(0, 0) = (b, 1) ∈ Rn+1 and ∇ψ(0, 0) = (0, 1) ∈ Rn+1 . taking the inner product of
∂ ∂
+ ni=1
P
< a(0, 0), ∇ψ(0, 0) >=< (b, 1), (0, 1) >= 1 6= 0 ∈ R. then S is non characteristic to L =
∂t ∂xi
at X0 = (0, 0). Thus, the problem has a solution in the neighbourhood of X0 = (0, 0). now let
(X(s), z(s)) = (x1 (s), x2 (s), · · · , xn (s), xn+1 (s), z(s)). solving the xi (s) ’s, where i = 1, 2, · · · , n, n + 1
and z(s) from

5
 dxi (s)


 = ai (x(s)) = bi = b = (b1 , b2 , · · · , bn )


 ds n+1
x (s0 , 0) = s where i = 1, 2, · · · , n.

i i
dx (s) (Eq1)
n+1
= an+1 (x(s)) = 1


dsn+1




xn+1 (s0 , 0) = (s0 , ψ(s0 )) = ψ(s0 ) = 0


Then solving from (Eq 1) we get

xi (s) = bi sn+1 + si , where i = 1, 2, · · · , n and
xn+1 (s) = sn+1 .
let z(s) = u(x(s)) and we can also solve for z(s) from


 dz(s) = f (x, t)
dsn+1
 0
z(s , 0) = u(x(s0 , 0)) = u(s0 , ψ(s0 )) = u(s0 , 0) = g(s0 ).

solving z(s) = z(s0 , sn+1 ) we have

R sn+1 dz(s0 , t) Rs
0
dt = 0 n+1 f (x, t)dt.
dsn+1
s R sn+1 R sn+1
z(s0 , t)|0n+1 = z(s0 , sn+1 ) − z(s0 , 0) = 0
f (x, t)dt. ⇒ z(s) = z(s0 , sn+1 ) = 0
f (x, t)dt + z(s0 , 0).

Z sn+1
z(s) = f (x, t)dt + g(s0 ) .
0

now let (x, t) = X(s) = (xi (s), xn+1 (s)) = (bi sn+1 + si , sn+1 ) where i = 1, 2, · · · , n. ⇒ t = sn+1 and
x = bi t + si , ⇒ si = x − bi t. note that bi = (b1 , b2 , · · · , bn ) = b.

x−1 (x, t) = s = (si , sn+1 ) = (x − bt, t). Since f is continuous on Rn × (0, ∞) , it is continuous on
Rn × (0, sn+1 ) , so that it is integrable. Thus, the solution of the problem is given by

Rs
z(s) = u(x, t) = z(si , sn+1 ) =R z(x − bt, t) = 0 n+1 f (x − bt)dt + g(x − bt).
s
⇒ u(x, t) = 0 n+1 f (x − bt)dt + g(x − bt)
is the solution for the given problem.
4. determine the solution of the cauchy problem

uux + uy = 1,
x
u(x, x) = .
2
Solution:This is quasilinear Cauchy problem,with a1 (x, y, z) = z = u, a2 (x, y, z) = 1 and f (x, y, z) =
1.

6
The hypersurface S = {(x, y) : (x, y) = (x, x)} . let s = (s1 , s2 ), taking S as locally graph of ψ, then
(s1 , ψ(s1 ) = (s1 , s1 ). The defining function for S will be defined by ψ(x, y) = x − y and its gradient is
x
given by ∇ψ(x, y) = (1, −1). now let X0 = (x, y) = (1, 0). taking g(x) = we get the inner product
2
1 1
< a(X0 , g(X0 )), ∇ψ(X0 ) >=< (g(X0 ), 1), (1, −1) =< ( , 1), (1, −1) >= − 6= 0. Thus S is non charac-
2 2
∂ ∂
teristic to L = u + at X0 . Hence the given cauchy problem has a solution near X0 .
dx dy
now let (X(s), z(s)) = (x1 (s), x2 (s), z(s)), with

dx1


 =u
ds2




x (s , 0) = s
1 1 1
dx2

 =1
ds2




x2 (s1 , 0) = (s1 , ψ(s1 )) = ψ(s1 ) = s1


solving for x1 and x2 from the above equation we  get

 x1 (s1 , s
2 ) = us2 + s1and x2 (s1 , s2 ) = s2 + s1 .
dz(s) P2 dxi du(x(s)) P2 du(x(s))
let z(s) = u(x(s)). then = i=1 . = 1 ai . = f (x(s). then
ds2 ds2 dxi dxi
solving for z(s) from

 dz = f (x(s)) = 1

ds2
s
z(s1 , 0) = u(x(s1 , 0)) = u(s1 , ψ(s1 )) = u(s1 , s1 ) = 1 .

2
s1
⇒ z(s1 , s2 ) = s2 + .
2
now let (x, y) = X(s) = (x1 (s1 , s2 ), x2 (s1 , s2 ) = (us2 + s1 , s2 + s1 ).

x = us2 + s1 (1)
y = s2 + s1 (2)

then from(2) we have s1 = y − s2 ,replacing on (1) and solving for s2 we have

x−y
s2 =
u−1
and solving for s1 in terms of x, y, u we get

yu − x
s1 = .
u−1
yu − x x − y
Thus, x−1 (x, y) = (s) = (s1 , s2 ) = ( , ).
u−1 u−1
yu − x x − y x−y yu − x
u(x, y) = z(x−1 (x, y)) = z(s) = z( , )= + .
u−1 u−1 u − 1 2(u − 1)

7
 simplifying

x + y(u(x, y) − 2)
u(x, y) =
2(u(x, y) − 1)
is the required solution for the problem.

5. Solve the fully non linear cauchy problem

u2x + u2y = 1,
π
u(cos θ, sin θ) = 0, 0 ≤ θ ≤ .
4
Solution:first we need to write down in the form of F (x, y, z, p, q) = 0 where z = u, p = ux , q = uy .
⇒ F (x, y, z, p, q) = p2 + q 2 − 1, and (f (s), g(s), h(s)) = (cos(s), sin(s), 0).
where x(s, 0) = f (s), y(s, 0) = g(s), z(s, 0) = h(s), p(s, 0) = φ(s) and q(s, 0) = ψ(s). we need to find
φ(s), ψ(s)
we know that F (x, y, z, p, q) = 0. ⇒ f (x(s, 0), y(s, 0), z(s, 0), p(s, 0), q(s, 0)) = 0.
⇒ F (f (s), g(s), h(s), φ(s), ψ(s)) = 0.

⇒ φ2 (s) + ψ 2 (s) − 1 = 0 (1)

Leth(s) = u(f (s), g(s)) then h0 (s) = ux (f (s), g(s)).f 0 (s) + uy (f (s), g(s)).g 0 (s)
= ux (x(s, 0), y(s, 0)).f 0 (s) + uy (x(s, 0), y(s, 0)).g 0 (s) = p(s, 0).f 0 (s) + q(s, 0).g 0 (s).

h0 (s) = φ(s).f 0 (s) + ψ(s).g 0 (s).

now solving φ(s) and ψ(s) from

(
F (f (s), g(s), h(s), φ(s), ψ(s)) = 0
h0 (s) = φ(s).f 0 (s) + ψ(s).g 0 (s)

from the equation F (f (s), g(s), h(s), φ(s), ψ(s)) = 0 we have φ2 (s) + ψ 2 (s) − 1 = 0. we know that
(f (s), g(s), h(s)) = (cos(s), sin(s), 0). ⇒ f (s) = cos(s), g(s) = sin(s) and h(s) = 0. since h(s) = 0 then
h0 (s) = 0 = φ(s).f 0 (s) + ψ(s).g 0 (s).
⇒ 0 = φ(s).(−sin(s)) + ψ(s).cos(s) = −φ(s).sin(s) + ψ(s).cos(s).
⇒ ψ(s).cos(s) = φ(s).sin(s)

1
⇒ ψ(s) = φ(s).tan(s) (2) for s 6= (2n + )π, where n ∈ N.
2
replacing (2) on (1) we have φ (s) + φ (s).tan (s) − 1 = 0. ⇒ φ (s)(1 + tan2 (s)) = 1. then we get
2 2 2 2

π
φ(s) = cos(s) similarly ψ(s) = sin(s) where 0 ≤ s ≤ .
4

8
now the characteristic equations will be

dx d
= Fp = (p2 + q 2 − 1) = 2p


dt dp




x(s, 0) = f (s) = cos(s)



dy d


= Fq = (p2 + q 2 − 1) = 2q





 dt dq



 y(s, 0) = g(s) = sin(s)
 dp d d


= −Fx − Fz p = − (p2 + q 2 − 1) − (p2 + q 2 − 1)p = 0
dt dx dz
p(s, 0) = φ(s) = cos(s)




dq


 = −Fx − Fz q = 0




 dt
q(s, 0) = ψ(s) = sin(s)





 dz
= Fp .p + Fq .q = 2(p2 + q 2 )


dt




z(s, 0) = h(s) = 0

first we need to solve p,q from

 dp
 =0
dt




p(s, 0) = cos(s)
dq

 =0
 dt



q(s, 0) = sin(s)

then solving from the equation above we get p(s, t) = cos(s) and q(s, t) = sin(s) . again solving z(s)
from

 dz
= 2(p2 + q 2 ) = 2(cos2 (s) + sin2 (s)) = 2
dt
z(s, 0) = 0

⇒ z(s, t) = 2t
similarly solving x,y from
 dx
 = 2p = 2cos(s)
dt




x(s, 0) = cos(s)
dy

 = 2q = 2sin(s)
 dt



y(s, 0) = sin(s)

then we get x(s, t) = (2t + 1).cos(s) and y(s, t) = (2t + 1).sin(s) .

9
Then x2 + y 2 = (2t + 1)2 hence we have

p
x2 + y 2 = 2t + 1.

p
⇒ x2 + y 2 − 1 = 2t
p
Thus, u(x(s, t), y(s, t)) = z(s, t) = 2t = x2 + y 2 − 1

p
⇒ u(x, y) = x2 + y 2 − 1 is the solution for the given problem.

10