MATH20401(PDEs)

Tony Shardlow Problems Part I

1. True or false? Fully explain your answers. The function u(x, y) = A(y) u(x, y) = A(y) u(t, x) = A(x)B(t) u(t, x) = A(x)B(t) u(t, x, y) = A(x, y) u(x, t) = A(x+ct) + B(xct) u(x, y) = ekx sin(ky) is a solution of uy = 0 uxy = 0 uxt = 0 uuxt = ux ut ut = 0 utt + c2 uxx = 0 uxx + uyy = 0

where A and B are arbitrary functions and c and k are constants. 2. In each of the following cases (a)(c), nd second order PDEs which are satised by the given function. For cases (d)(f) nd a rst order PDE involving ux and ut : (a) u(t, x) = A(x + ct) + B(x ct) where c is a constant (b) u(t, x) = A(x) + B(t) (c) u(t, x) = A(x)/B(t) (d) u(t, x) = A(xt) (e) u(t, x) = A(x2 t) (f) u(t, x) = A(x2 /t) EXAMPLE: for (a), ut = cA (x + ct) cB (x ct) and utt = c2 A (x + ct) + c2 B (x ct) and uxx = A (x + ct) + B (x ct). Hence utt = c2 uxx . This is a second order PDE for u. 3. For each of the cases (a)(f) above, can you determine the functions A and/or B using the initial condition u(0, x) = f0 (x) where f0 is some given function? Give expressions for A and/or B wherever they can be determined. EXAMPLE: for (a): u(0, x) = A(x)+B(x). If u(0, x) = f0 (X), then A(x)+B(x) = f0 (x). There are many possible A, B , but they cannot be determined explicitly or uniquely from the PDE problem. This means the PDE problem is ill posed with this choice of initial condition. 4. Repeat the above question for the alternative initial condition u(1, x) = f1 (x) where f1 is some given function.

MATH20401(PDEs): Problem Sheet I: Page 1

5. Consider the backward heat equation for u(t, x), corresponding to having the thermal diusivity coecient = 1: ut + uxx = 0. (a) Show that, for constant values of A and T , u= x2 AT 1/2 exp 4(T t) (T t)1/2

is a solution for any t < T . (b) For any given T, > 0, show how to choose A so that |u(0, x)| . Show that u(t, x) becomes innite at x = 0 as t T . (c) Is the backward heat equation well-posed for t > 0 when subjected to initial conditions at t = 0? (d) Can you suggest conditions for which the equation might be well-posed? 6. This question is in two parts. (a) Conrm that the function u(x, y) = cosh(y/) cos(x/) where is a constant satises Laplaces equation uxx + uyy = 0 together with the boundary conditions u(x, 0) = cos(x/), uy (x, 0) = 0.

(b) For any > 0, show how to choose so that |u(x, 0)| < . Show that u(x, y) is unbounded as 0. Hence show that this PDE problem is ill posed. 7. Give the order of the following PDEs. Identify which are non-linear, quasi-linear, semilinear, or linear. (a) (b) (c) (d) (e) ut (x2 + u)uxx = x t 1 u2 utt 2 u2 + (uux )x = eu x ut uxx = u3 (uxy )2 uxx + ut = 0 ut + ux uy = 10

8. Categorise the following second order PDEs as elliptic, parabolic or hyperbolic. Also state their degree of nonlinearity and (if linear) whether homogeneous or inhomogeneous: (a) (b) (c) (d) (e) ut + utx uxx + u2 = sin u x ux + uxx + uy + uyy = sin(xy) ux + uxx uy uyy = cos(xyu) utt + xuxx + ut = f (x, t) ut + uuxx + u2 utt utx = 0

EXAMPLE: write (a) as utx uxx + ut + u2 = sin u x

2nd order

Write the second order term as auxx + butx + cutt , so a = 1, b = 1, c = 0. Then b2 4ac = 1 and the PDE is hyperbolic. The PDE is semilinear because the coecients a, b, c are independent of u.

MATH20401(PDEs): Problem Sheet I: Page 2