February 2, 2020 APM 346 Justin Ko

Classifying PDEs
Problem 1. Consider first order equations and determine if they are linear homogeneous, linear
inhomogeneous, or nonlinear; for nonlinear equations, indicate if they are also semilinear, or quasilinear:

ut + xux − u = 0, (1)
2
ut + ux − u = 0, (2)
ut + uux + x = 0. (3)

Solution 1.

(1) Since the coefficients in front of ut , ux , and u are functions of x and t only, the equation is linear.
There is also no term that depends only on x or t, so it is homogeneous. To prove that the equation
is linear, notice that

L[au + bv] = (au + bv)t + x(au + bv)x − (au + bv)

= a(ut + xux − u) + b(vt + xvx − v)
= aL[u] + bL[v].

(2) There is a u2 term, so the function is nonlinear. However, the coefficients of the highest order
terms are functions of x and t, so the function is semilinear. To prove that the operator is non-linear,
we show that the scaling property fails,

L[2x] = (2x)t + (2x)x − (2x)2 = 2 − 4x2 6= 2 − 2x2 = 2L[x].

(3) There is a uux term, so the function is nonlinear. However, the coefficients of the highest order
terms are functions of x, t and u, so the function is quasilinear.

Solving Basic PDEs

PDEs with only one term
Problem 2. Find the general solutions to the following equations:

uxxy = 0, (1)
uxyz = sin(x) + sin(y) sin(z). (2)

Solution 2.

(1) We integrate out each of the partial derivatives and introduce an integration constant in each
step,

uxxy = 0
⇒ uxx = f (x)
⇒ ux = f˜(x) + g(y) f˜x = f
˜ ˜
⇒ u = f˜(x) + xg(y) + h(y) f˜xx = f

˜
where f˜ is a twice differentiable function.

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(2) We integrate out each of the partial derivatives and introduce an integration constant in each
step,

uxyz = sin(x) + sin(y) sin(z)

⇒ uxy = z sin(x) − sin(y) cos(z) + f (x, y)
⇒ ux = yz sin(x) + cos(y) cos(z) + f˜(x, y) + g(x, z) f˜y = f
˜ ˜
⇒ u = −yz cos(x) + x cos(y) cos(z) + f˜(x, y) + g̃(x, z) + h(y, z) g̃x = g, f˜yx = f ,

˜
where f˜ is differentiable in each of its coordinates, and g̃ is differentiable in its first coordinate.

Semilinear First Order PDEs

Problem 3. Find the general solutions to the following equations

ut − 4ux + u = 0, (1)
x+3y
−2ux + 4uy = e − 5u. (2)

Solution 3.

(1) We have the system of equations

dt dx du
= = .
1 −4 −u
Characteristic Curve: We start by solving the equation involving the first and second term,
dt dx dx
= ⇒ = −4 ⇒ C = x + 4t.
1 −4 dt
General Solution: We now solve the equation involving the first and third term,
dt du du
= ⇒ = −u.
1 −u dt
This is a separable ODE, which has solution

log |u| = −t + f (C) ⇒ u = ±ef (C) e−t

Since f (C) is an arbitrary function, we might can redefine ±ef (C) =: g(C). Since C = x + 4t, we have
our general solution is
u(t, x) = g(x + 4t)e−t .
(2) We have the system of equations

dx dy du
= = x+3y .
−2 4 e − 5u
Characteristic Curve: We start by solving the equation involving the first and second term,
dx dy dy
= ⇒ = −2 ⇒ C = y + 2x.
−2 4 dx
General Solution: We now solve the equation involving the first and second term,
dx du du 1 du 5 1
= x+3y ⇒ = − (ex+3y − 5u) ⇒ − u = − ex+3y .
−2 e − 5u dx 2 dx 2 2

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February 2, 2020 APM 346 Justin Ko

There is a y variable appearing in this ODE that we must eliminate it. Since y = C − 2x, we need to
solve
du 5 1
− u = − e−5x+3C .
dx 2 2
5
This is a linear ODE, which can be solved using an integrating factor of the form φ(x) = e− 2 x , which
gives us
15
1 5 2e− 2 x+3C
 Z   
5 1 5 1 −5x+3C 1 5
u = e2x − e−5x+3C e− 2 x dx = − e 2 x + f (C) ⇒ u = e − f (C)e 2 x .
2 2 −15 15 2
Since C = y + 2x, if we set g(z) = − 12 f (z) then we get the general solution
1 x+3y 5
u(x, y) = e + g(y + 2x)e 2 x .
15
Problem 4. Solve the initial value problem
2xyux + (x2 + y 2 )uy = 0
with u(x, y) = exp(x/(x − y)) on {x + y = 1}.

Solution 4. We have the system of equations

dx dy du
= 2 2
= .
2xy (x + y ) 0
Characteristic Curves: We start by solving the equation involving the first and second term,
dx dy dy 1 x 1 y
= 2 2
⇒ = · + · .
2xy (x + y ) dx 2 y 2 x
y
This is a Homogenous ODE, which can be solved using the change of variables w = x. We have
dy dw
dx = x dx + w, so under this change of variables we have

dw 1 1 dw 1 1 1 − w2
+ w = · w−1 + · w ⇒ x
x = · w−1 − · w = .
dx 2 2 dx 2 2 2w
This is a separable equation, so
2w 1 x2 − y 2
2
dw = dx ⇒ − ln(1 − w2 ) = ln x + D ⇒ e−D = x(1 − w2 ) = .
1−w x x
x2 −y 2
If we set C = e−D , then C = x is our characteristic curve.

General Solution: We now solve the equation involving the first and third term,
dx du du
= ⇒ = 0 ⇒ u = f (C).
2xy 0 dx
x2 −y 2
Since C = x , we have our general solution is
 x2 − y 2 
u(x, y) = f .
x
Particular Solution: We now use the initial value to solve for f . Since u(x, y) = exp(x/(x − y)) when
x + y = 1, we have
x
 x2 − y 2   (x − y)(x + y)  x − y
e x−y = u(x, y) x+y=1 = f =f =f .
x x+y=1 x x+y=1 x
x−y 1
If we set z = x , then the above implies e z = f (z), so our particular solution is of the form
x
u(x, y) = e x2 −y2 .

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February 2, 2020 APM 346 Justin Ko

Semilinear First Order PDEs in Higher Dimensions

Problem 5. Find the general solution to the equation

ux + 3uy − 2uz = u.

Solution 5. We have the system of equations,

dx dy dz du
= = = .
1 3 −2 u
Characteristic Curves Part 1: We start by solving the equation involving the first and second term,
dx dy
= =⇒ C = 3x − y.
1 3
Characteristic Curves Part 2: We now solve the equation involving the first and third term,
dx dz
= =⇒ D = 2x + z.
1 −2
General Solution: We now solve the equation involving the first and fourth term,
dx du
= =⇒ x = log |u| + f (C, D) =⇒ u(x, y, z) = f (C, D)ex = f (3x − y, 2x + z)ex ,
1 u
for some function f of two variables.

Problem 6. Find the general solution to the equation

ut + yux + xuy = 0.

Find the particular solution when u(0, x, y) = f (x, y).

Solution 6. We have the system of equations,

dt dx dy du
= = = .
1 y x 0
Characteristic Curves Part 1: We start by solving the equation involving the second and third term,
dx dy
= =⇒ x2 = y 2 + C =⇒ C = x2 − y 2 .
y x
Characteristic
√ Curves Part 2: We now solve the equation involving the first and second term using
the fact y = x2 − C,
dt dx dx p (x + y)
= =√ =⇒ t = log | x2 − C + x| + D = log |y + x| + D =⇒ D = .
1 y 2
x −C et
General Solution: We now solve the equation involving the first and fourth term,
dt du  (x + y) 
= =⇒ u(t, x, y) = g(C, D) = g x2 − y 2 , .
1 0 et
Particular Solution: Plugging in our initial conditions, we have

u(0, x, y) = g(x2 − y 2 , x + y) = f (x, y).

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February 2, 2020 APM 346 Justin Ko

We set u = x2 − y 2 and v = x + y. Our goal is to write x and y as some functions of u and v. We see
that
u
u = x2 − y 2 = (x − y)(x + y) = (x − y)v =⇒ x − y = .
v
Since x + y = v and x − y = uv , we can add and subtract our answers to conclude

1 u 1 u
x= v+ y= v− ,
2 v 2 v
so 1 u 1 u 
u(0, x, y) = g(u, v) = f v+ , v− .
2 v 2 v
Therefore, our particular solution is given by
 (x + y) 
u(t, x, y) = g x2 − y 2 ,
et
 1  x + y x2 − y 2  1  x + y x2 − y 2 
=f + (x+y) , − (x+y)
2 et 2 et
et et
 1  x + y x − y  1  x + y x − y 
=f + −t , − −t .
2 et e 2 et e
Remark: We were a bit sloppy with the constants and domains of our functions above. The constants
C and D changed each line and writing x2 − y 2 = C implicitly in terms of y depends on the value of
C. We should check our general solution to ensure that it is a solution to our PDE by differentiating.

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