MSO 203b

Assignment-01

October 1, 2012.

1. Classify the following PDE as linear, semilinear, quasilinear or fully nonlinear. (a) ut (x, t) + xux (x, t) = 0. Solution: Linear (b) ut (x, t) + aux (x, t) = u2 (x, t). Solution: Semilinear (c) xut (x, t) + ux (x, t) = u(x, t). Solution: Linear (d) (Burgers Equation) ut (x, t) + u(x, t)ux (x, t) = 0. Solution: quasilinear (e) (Poisson Equation) u(x) = f (x, u(x)) x Rn , where = .

Solution: Linear, if f is linear in u and Semilinear if f is nonlinear in u. (f) ux (x, y) + uuy (x, y) = 0.

Solution: quasilinear (g) (Eikonal Equation) | u(x, y)| = 1 (x, y) R2 , where |(x, y)| = Solution: nonlinear (h) (Monge-Amp`re equation) det [D2 u(x, y)] = f (x, y), for (x, y) R2 . e Solution: nonlinear (i) (Biharmonic equation) 2 u(x, y) = 0 for (x, y) R2 . Solution: linear 2. Find the rst order PDE whose solution is the given function (or surface) u. (a) The family of all spheres in R3 whose centres lie on the z-axis with radius a, i.e., x2 + y 2 + (z c)2 a2 = 0. x2 + y 2 .

MSO 203b

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Solution: Taking u(x, y, a, c) = z and dierentiating w.r.t x and y, we get 2x + 2(u(x, y) c)ux = 0 and 2y + 2(u(x, y) c)uy = 0. Eliminating the constants we get yux xuy = 0. (b) The family of all right circular cones with vertex at (0, 0, c), whose axes coincides the z-axis with inclination , i.e., x2 +y 2 (zc)2 tan2 = 0. Compare the PDE obtained with the one obtained in (a). Further, show that any surface u(x, y) = f (x2 + y 2 ) satises the same PDE as obtained in (a). Solution: Taking u(x, y, a, c) = z and dierentiating w.r.t x and y, we get 2x (2 tan2 )(u(x, y) c)ux = 0 and 2y (2 tan2 )(u(x, y) c)uy = 0. Eliminating the constants we get yux xuy = 0. Thus, we get the same rst order PDE for as (a). Now, let v(x, y) = x2 + y 2 . Then, u(x, y) = f (v) and ux = f (v)2x, uy = f (v)2y. Eliminating f (v), we get yux xuy = 0.

3. (a) Let v(x, y) be a given function of x, y and f : R R is an arbitrary (or unknown) one variable function. Find the rst order PDE whose solution is u(x, y) = f (v). Solution: Dierentiating u w.r.t x and y, we get ux = f (v)vx , uy = f (v)vy . Eliminating f (v), we get vy ux vx uy = 0. (b) Let f, g : R R be two arbitrary (or unknown) one variable functions. Find the second order PDE whose solution is u(x, y) = f (x ay) + g(x + ay), for some given a R. Solution: Dierentiating u w.r.t x and y, we get ux = f (x ay) + g (x + ay), uy = af (x ay) + ag (x = ay). Dierentiating once again, we get uxx = f (x ay) + g (x + ay), uyy = a2 f (x ay) + a2 g (x = ay). Eliminating f and g , we get uyy = a2 uxx .

4. For a given : R R, Check if the data curve is non-characteristic and solve the rst

MSO 203b
order Cauchy problem

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ut + xux = 0, for (x, t) R (0, ) u(x, 0) = (x) for x R.

Solution: Set = {(r, 0) | r R}, the curve (line) on which u is given. For the Cauchy problem to be well-posed, we rst need to check that is a non-characteristic data curve. Under the parametrisation of , 1 (r) = r and 2 (r) = 0. Since a(r) = r and b(r) = 1, we have (a, b) (2 (r), 1 (r)) = (r, 1) (0, 1) = 1 = 0. Hence is non-characteristic. We now solve the characteristic equations dx(s) = x, ds to get x(s) = c1 es , We get x = c4 et , and u(x, t) = f (xet ). But (x) = u(x, 0) = f (x). Therefore, u(x, t) = (xet ). Aliter: We now solve the characteristic equations dx(r, s) = x, ds to get x(r, s) = c1 (r)es , Using the initial conditions, x(r, 0) = r, we get x(r, s) = res , t(r, s) = s, and z(r, s) = (r). We now write r, s in terms of x, t and set u(x, t) = z(r(x, t), s(x, t)). Thus, s(x, t) = t and r(x, t) = xet . Therefore, u(x, t) = (xet ). 5. For any given constant a, check if the data curve is non-characteristic and solve the rst order Cauchy problem ut + aux = u2 , for (x, t) R (0, ) u(x, 0) = cos(x) for x R. t(r, 0) = 0, and z(r, 0) = (r) t(r, s) = s + c2 (r), and z(r, s) = c3 (r). dt(r, s) dz(r, s) = 1, and =0 ds ds t(s) = s + c2 , and z(s) = c3 . dt(s) dz(s) = 1, and =0 ds ds

MSO 203b

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Is the solution u obtained well-dened for all (x, t) R (0, )? Solution: As usual set = {(r, 0) | r R}, the curve (line) on which u is given. Since is non-characteristic (as shown in problem 4), the Cauchy problem to be well-posed. We now solve the characteristic equations dx(s) = a, ds to get x(s) = as + c1 , t(s) = s + c2 , and dt(s) dz(s) = 1, and = z2 ds ds 1 = s + c3 . z(s)

Eliminating parameter s, we get x at = c4 and 1/z + t = c5 . Therefore, 1 + t = f (x at). u(x, t) Hence 1/ cos x = f (x) and 1 1 = t. u(x, t) cos(x at) Therefore, u(x, t) = cos(x at) . 1 t cos(x at)

Aliter: We now solve the characteristic equations dx(r, s) = a, ds to get x(r, s) = as + c1 (r), Using the initial conditions, x(r, 0) = r, we get x(r, s) = as + r, t(r, s) = s, and t(r, 0) = 0, and z(r, 0) = cos(r) 1 1 =s . z(r, s) cos(r) t(r, s) = s + c2 (r), and 1 = s + c3 (r). z(r, s) dt(r, s) dz(r, s) = 1, and = z2 ds ds

We now write r, s in terms of x, t and set u(x, t) = z(r(x, t), s(x, t)). Thus, s(x, t) = t, r(x, t) = x at and 1 1 =t . u(x, t) cos(x at)

MSO 203b
Therefore,

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u(x, t) =

cos(x at) . 1 t cos(x at)

The solution would blow up when 1 t cos(x at) = 0. For instance at t = 1, the rst blow up will occur for all x such that cos(x a) = 1, i.e., x = a + 2k for all k = 0, 1, 2, . . .. 6. Check if the data curve is non-characteristic and solve the rst order Cauchy problem xux + yuy = u + 1, for (x, y) (0, ) (0, ) u(x, x2 ) = x2 for x (0, ).

Solution: Note that the data curve is the parabola y = x2 . Hence, we set = {(r, r2 ) | r R}, the curve (parabola) on which u is given. Under the parametrisation of , 1 (r) = r and 2 (r) = r2 . Since, a(r) = r and b(r) = r2 , we have (r, r2 ) (2r, 1) = r2 = 0 for r = 0. Hence is non-characteristic for r = 0 and the Cauchy problem is well-posed. We now solve the characteristic equations dx(s) = x(s), ds to get x(s) = c1 es , Eliminating s, we get y(s) = c2 es , and z(s) = c3 es 1. dy(s) dz(s) = y(s), and = z(s) + 1 ds ds

y = c4 and z = c5 x 1. x Therefore u(x, y) = xf (y/x) 1. Using the boundary condition, x2 = xf (x) 1 and 2 +1 f (x) = x x . Therefore, u(x, y) = y2 +1 x2 x2 x2 1=y+ 1. y y

Aliter: We now solve the characteristic equations dx(r, s) = x(r, s), ds to get x(r, s) = c1 (r)es , y(r, s) = c2 (r)es , and z(r, s) = c3 (r)es 1. dy(r, s) dz(r, s) = y(r, s), and = z(r, s) + 1 ds ds

MSO 203b
Using the initial conditions, x(r, 0) = r, we get x(r, s) = res ,

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y(r, 0) = r2 , and z(r, 0) = r2

y(r, s) = r2 es , and z(r, s) = (r2 + 1)es 1.

We now eliminate r, s and set u(x, y) = z(r(x, y), s(x, y)). Thus, es = x2 /y, r = y/x and y2 x2 x2 u(x, y) = 1=y+ 1. +1 x2 y y