MAT613: PARTIAL DIFFERENTIAL EQUATIONS

ASSIGNMENTS
1st SEMESTER 2023/2024

PROFESSOR BONIFACE NKEMZI

Department of Mathematics
Faculty of Science
University of Buea, Cameroon

Assignment I: Some notions and rules in partial differential equations

Answer the following questions very carefully and write your solutions using the Latex software and submit your write
up by email as a PDF file not later than Thursday, 2 November 2023.

1. The following question illustrate some sources of some simple PDEs.

(a) Suppose u(x,t) denotes the density of cars on a certain stretch of highway (in units of cars per mile).
i. Explain why u(x,t) obeys the Fundamental Conservation Law

∂ u(x,t) ∂ ϕ(x,t)
+ = f (x,t), (0.1)
∂t ∂x
where ϕ(x,t) denotes the flux of cars at the point x and time t.
ii. If we further assume f = 0, what does that mean in this scenario?
iii. Assume f = 0 and model the flux of cars with the constitutive equation ϕ = (M − u)u, where M is the
maximum number of cars that can fit on the stretch of road under discussion. Say if this assumption
is reasonable in terms of a traffic flow model.
iv. Assume f = 0 and use the constitutive equation in (c) to write the PDE that models the traffic density
and simplify.
(b) Show that the following PDEs result from the fundamental conservation law (0.1) by identifying the con-
stitutive equation for the flux term ϕ in each case.
i. ut + uux + uxxx = 0.
ii. ut − ux e−u = 0.
ux
iii. ut + 1+u 2 = |t|.

2. The following question shows some useful application of the multiindex notations.
Assume that f : Rn → R is smooth. Prove that the Taylor formula for f can be written in the form
1 α
f (x) = ∑ D f (0)xα + O(|x|k+1 ) as x → 0
|α|≤k
α!

for each k = 1, 2, · · · . (Hint: Fix x ∈ Rn and consider the function of one variable g(t) := f (tx).)
3. The following questions illustrate the classification of second order PDEs in R2 .
(a) When is a second order partial differential equation said to be elliptic, hyperbolic and parabolic, respec-
tively.
(b) Consider the semilinear second order PDE

∂ 2u ∂ 2u ∂ 2u ∂u ∂u
a(x, y) 2
+ 2b(x, y) + c(x, y) 2 = f (x, y, u, , ), (x, y) ∈ Ω ⊂ R2 . (0.2)
∂x ∂ x∂ y ∂y ∂x ∂y
where a, b, and c are continuous functions. Prove that
i. equation (0.2) is elliptic in Ω if and only if ac − b2 > 0 at every point in Ω.

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 ii. equation (0.2) is hyperbolic in Ω if and only if ac − b2 < 0 at every point in Ω.
iii. equation (0.2) is parabolic in Ω if and only if ac − b2 = 0 at every point in Ω.
(c) Use the above stated rule to justify if the following second order equations are elliptic, hyperbolic or
parabolic:
i.
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
4 2
− 24 + 11 2
− 12 − 9 − 5u = 0
∂x ∂ x∂ y ∂y ∂x ∂y
ii.
∂ 2u ∂ 2u 2
2∂ u ∂u ∂u
2x2 2
+ 5xy + 2y 2
+ 8x + 5y =0
∂x ∂ x∂ y ∂y ∂x ∂y
4. The following questions illustrate the transformation of differential equations from one coordinate system to
another.
(a) Consider the transformation of the Cartesian coordinate system (x1 , x2 , x3 ) into cylindrical coordinates
(r, θ , z) defined by

x1 = r cos θ , x2 = r sin θ , x3 = z.

By using chain rule for diiferentiation, transform the Laplace equation

∂ 2u ∂ 2u ∂ 2u
+ + =0
∂ x12 ∂ x22 ∂ x32

into cylindrical coordinates.

(b) The following questions show that the Laplace operator is rotation invariant.
i. Let (x, y) denote the usual Cartesian coordinate system. Suppose a new coordinate system (ξ , η) is
obtained by rotation of the xy-coordinates through an angle α. Show that the two coordinate systems
are related by the equations
ξ = x cos α + y sin α, x = ξ cos α − η sin α,
η = −x sin α + y cos α, y = ξ sin α + η cos α.
Show that the Laplace operator is invariant with respect to the above transformation, that is, 4 u(x, y) =
4 u(ξ , η).
ii. Show that in general, if O is an orthogonal n × n matrix, then we have 4 u(x) = 4 u(Ox), where
x ∈ Rn .

Assignment II: Mathematical methods for partial differential equations

To be submitted not later than 10 November 2022

Answer the following questions very carefully and write your solutions using the Latex software and submit your write
up as a PDF file not later than 31 January 2021.

1. Solve the following first order equations in R2 .

(a) ux + uy = u, u(x, 0) = cos x.
(b) x2 ux + y2 uy = u2 , u(x, 2x) = 1.
(c) uux + uy = 1, u(x, x) = 0. What happens if we replace the boundary condition by u(x, x) = 1?
(d) xux + yuy = 2u, u(x, 1) = g(x).
(e) uux + uy = 1, u(x, x) = x/2.
(f) xux + 2yuy = 3u, u(x, y, 0) = g(x, y).

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2. (a) Write down the characteristic equations for the PDE

ut + b · Du = f in Rn × (0, ∞) (0.3)

where b ∈ Rn , f = f (x,t).
(b) Use the characteristic ODE to solve (0.3) subject to the initial condition

u=g on Rn × {t = 0}

3. Consider the following wave equation that models the vibration of a finite string of length l > 0 that is fixed at
its two ends and allowed to oscillate freely due to initial displacement.

∂ 2u 2
2∂ u
− a = 0 in (0, l) × (0, ∞), (0.4)
∂t 2 ∂ x2
u(0,t) = u(l,t) = 0, t ∈ [0, ∞), (0.5)
∂ u(x, 0)
u(x, 0) = φ (x), = φ1 (x), 0 ≤ x ≤ l, (0.6)
∂t

(a) Determine a series solution of the initial-boundary value problem (0.4) using the Fourier method of sepa-
ration of variables.
(b) Assume that the functions φ and φ1 in (0.4) satisfy the relations

φ (−x) = −φ (x) and φ1 (−x) = −φ1 (x),

and show that the series solution obtained in (a) is identical to the solution
Z x+at
φ (x − at) + φ (x + at) 1
u(x,t) = + φ1 (z)dz.
2 2a x−at

4. Consider the following mathematical model of a forced vibrating finite string of length l > 0 that is fixed at its
two ends, that is, the initial-boundary value problem

∂ 2u 2
2∂ u
− a = f (x,t) in (0, l) × (0, ∞), (0.7)
∂t 2 ∂ x2
u(0,t) = u(l,t) = 0, t ∈ [0, ∞), (0.8)
u(x, 0) = φ (x), 0 ≤ x ≤ l, (0.9)
∂ u(x, 0)
= φ1 (x), 0≤x≤l (0.10)
∂t

Solve the initial-boundary value problem (0.7) using the Fourier method of separation of variables.
(Hint: Consider the solution u in the form u = v + w, where v solves the problem

∂ 2v 2
2∂ v
− a = f (x,t) in (0, l) × (0, ∞),
∂t 2 ∂ x2
v(0,t) = v(l,t) = 0, 0t ∈ [0, ∞),
v(x, 0) = 0, 0 ≤ x ≤ l,
∂ v(x, 0)
= 0, 0 ≤ x ≤ l.
∂t

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 and w solves the problem

∂ 2w 2
2∂ w
− a = 0 in (0, l) × (0, ∞),
∂t 2 ∂ x2
w(0,t) = w(l,t) = 0, t ∈ [0, ∞),
w(x, 0) = φ (x), 0 ≤ x ≤ l,
∂ w(x, 0)
= φ1 (x), 0≤x≤l
∂t

Determine v and w to conclude.

5. Use the Fourier transform method to solve the ordinary differential equation

y00 (x) − k2 y(x) = − f (x), −∞ < x < ∞

and show that the solution is given by

1
Z ∞
y(x) = e−k|x−t| f(t)dt. (0.11)
2k −∞

Take in (0.11) f (x) = 1 and show that the resulting integral is

1 1
Z ∞
y(x) = e−k|x−t| dt = .
2k −∞ k2

6. Consider the following Cauchy problem for the heat equation:

ut − c2 uxx = 0, −∞ < x < ∞, t > 0 (0.12)

with initial condition

u(x, 0) = f (x), −∞ < x < ∞. (0.13)

Solve (0.12), (0.13) using integral transform method and show that the solution is giving by
1
Z ∞Z ∞
2 c2 t
u(x,t) = e−iλ (x−s)−λ f(s)dλ ds.
2π −∞ −∞