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1 - Exercise 1 Page 1 of 8
Exercise 1
Verify the linearity and nonlinearity of the eight examples of PDEs given in the text, by checking
whether or not equations (3) are valid.
Solution
1. ux + uy = 0 (transport)
2. ux + yuy = 0 (transport)
3. ux + uuy = 0 (shock wave)
4. uxx + uyy = 0 (Laplace’s equation)
5. utt − uxx + u3 = 0 (wave with interaction)
6. ut + uux + uxxx = 0 (dispersive wave)
7. utt + uxxxx = 0 √ (vibrating bar)
8. ut − iuxx = 0 (i = −1) (quantum mechanics)
The equations in (3) are L (u + v) = L u + L v and L (cu) = cL u, which state the conditions for
linearity. They will be checked in each case.
Example One:
ux + uy = 0 (transport)
∂ ∂
u+ u=0 (change notation)
∂x ∂y
∂ ∂
+ u=0 (factor the common term)
∂x ∂y
Lu = 0
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 2 of 8
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
∂ ∂
L (cu) = + (cu)
∂x ∂y
∂ ∂
= (cu) + (cu)
∂x ∂y
∂ ∂
=c u+c u
∂x ∂y
∂ ∂
=c u+ u
∂x ∂y
∂ ∂
=c + u
∂x ∂y
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Two:
ux + yuy = 0 (transport)
∂ ∂
u+y u=0 (change notation)
∂x ∂y
∂ ∂
+y u=0 (factor the common term)
∂x ∂y
Lu = 0
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
∂ ∂
L (u + v) = +y (u + v)
∂x ∂y
∂ ∂
= (u + v) + y (u + v)
∂x ∂y
∂ ∂ ∂ ∂
= u+ v+y u+y v
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂
= u+y u+ v+y v
∂x ∂y ∂x ∂y
∂ ∂ ∂ ∂
= +y u+ +y v
∂x ∂y ∂x ∂y
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 3 of 8
∂ ∂
L (cu) = +y (cu)
∂x ∂y
∂ ∂
= (cu) + y (cu)
∂x ∂y
∂ ∂
= c u + cy u
∂x ∂y
∂ ∂
=c u+y u
∂x ∂y
∂ ∂
=c +y u
∂x ∂y
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Three:
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 4 of 8
Example Four:
∂2 ∂2
L = +
∂x2 ∂y 2
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂2
∂
L (u + v) = + (u + v)
∂x2 ∂y 2
∂2 ∂2
= 2
(u + v) + 2 (u + v)
∂x ∂y
∂ 2 ∂ 2 ∂2 ∂2
= u + v + u + v
∂x2 ∂x2 ∂y 2 ∂y 2
∂2 ∂2 ∂2 ∂2
= 2
u + 2u + 2v + 2v
∂x ∂y ∂x ∂y
2 2
2
∂2
∂ ∂ ∂
= + u+ + v
∂x2 ∂y 2 ∂x2 ∂y 2
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
∂2 ∂2
L (cu) = + (cu)
∂x2 ∂y 2
∂2 ∂2
= (cu) + (cu)
∂x2 ∂y 2
∂2 ∂2
= c 2u + c 2u
∂x ∂y
2
∂2
∂
=c u + 2u
∂x2 ∂y
2
∂2
∂
=c + u
∂x2 ∂y 2
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 5 of 8
Example Five:
∂2 ∂2
L = − + u2
∂t2 ∂x2
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂2
∂
L (u + v) = − 2
+ (u + v) (u + v)
∂t2 ∂x2
∂2 ∂2
= 2 (u + v) − 2 (u + v) + (u + v)3
∂t ∂x
∂2 ∂2 ∂2 ∂2
= 2 u + 2 v − 2 u − 2 v + u3 + u2 v + uv 2 + v 3
∂t ∂t ∂x ∂x
∂2 ∂2 ∂ 2 ∂2
= 2 u − 2 u + u3 + 2 v − 2 v + v 3 + u2 v + uv 2
∂t ∂x ∂t 2 ∂x 2
∂2 ∂2
2 ∂ ∂
= − +u u+ − + v v + u2 v + uv 2
2
∂t2 ∂x2 ∂t2 ∂x2
= L u + L v + u2 v + uv 2
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
Example Six:
∂ ∂ ∂3
L = +u + 3
∂t ∂x ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 6 of 8
∂3
∂ ∂
L (u + v) = + (u + v) + (u + v)
∂t ∂x ∂x3
∂ ∂ ∂3
= (u + v) + (u + v) (u + v) + 3 (u + v)
∂t ∂x ∂x
∂3 ∂3
∂ ∂ ∂ ∂
= u + v + (u + v) u+ v + 3u + 3v
∂t ∂t ∂x ∂x ∂x ∂x
∂ ∂ ∂ ∂ ∂ ∂ ∂3 ∂3
= u + v + u u + u v + v u + v v + 3u + 3v
∂t ∂t ∂x ∂x ∂x ∂x ∂x ∂x
∂ ∂ ∂3 ∂ ∂ ∂3 ∂ ∂
= u + u u + 3u + v + v v + 3v + u v + v u
∂t ∂x ∂x ∂t ∂x ∂x ∂x ∂x
∂3 ∂3
∂ ∂ ∂ ∂ ∂ ∂
= +u + 3 u+ +v + 3 v+u v+v u
∂t ∂x ∂x ∂t ∂x ∂x ∂x ∂x
= L u + L v + uvx + vux
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
Example Seven:
∂2 ∂4
L = 2
+ 4
∂t ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂4
∂
L (u + v) = + (u + v)
∂t2 ∂x4
∂2 ∂4
= 2 (u + v) + 4 (u + v)
∂t ∂x
∂2 ∂2 ∂4 ∂4
= 2u + 2v + 4u + 4v
∂t ∂t ∂x ∂x
∂2 ∂4 ∂2 ∂4
= 2u + 4u + 2v + 4v
∂t ∂x ∂t ∂x
∂2 ∂4 ∂2 ∂4
= + u+ + v
∂t2 ∂x4 ∂t2 ∂x4
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 7 of 8
∂2 ∂4
L (cu) = + (cu)
∂t2 ∂x4
∂2 ∂4
= 2 (cu) + 4 (cu)
∂t ∂x
∂2 ∂4
= c 2u + c 4u
∂t
2 ∂x
∂4
∂
=c u + 4u
∂t2 ∂x
2
∂4
∂
=c + u
∂t2 ∂x4
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Eight:
√
ut − iuxx = 0 (i = −1) (transport)
∂ ∂2
u − i 2u = 0 (change notation)
∂t ∂x
∂ ∂2
−i 2 u=0 (factor the common term)
∂t ∂x
Lu = 0
∂ ∂2
L = −i 2
∂t ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
∂2
∂
L (u + v) = − i 2 (u + v)
∂t ∂x
∂ ∂2
= (u + v) − i 2 (u + v)
∂t ∂x
∂ ∂ ∂2 ∂2
= u + v − i 2u − i 2v
∂t ∂t ∂x ∂x
∂ ∂2 ∂ ∂2
= u − i 2u + v − i 2v
∂t ∂x ∂t ∂x
∂2 ∂2
∂ ∂
= −i 2 u+ −i 2 v
∂t ∂x ∂t ∂x
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 8 of 8
∂2
∂
L (cu) = − i 2 (cu)
∂t ∂x
∂ ∂2
= (cu) − i 2 (cu)
∂t ∂x
∂ ∂2
= c u − ic 2 u
∂t ∂x
∂2
∂
=c u − i 2u
∂t ∂x
∂2
∂
=c −i 2 u
∂t ∂x
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
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