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F (x, y , u) = u(x, y ) − u = 0.
Note that the gradient vector ∇F = hux , uy , −1i is normal to the integral
surface F (x, y , u) = 0. Equation (1) may be written as
This shows that the vector ha, b, ci and the gradient vector ∇F are
orthogonal. In other words, the vector ha, b, ci lies in the tangent plane
of the integral surface u = u(x, y ) at each point in the (x, y , u)-space
where ∇F 6= 0.
IIT Guwahati MA201(2016):PDE
Quasi-linear First-Order PDEs
Formation of quasi-linear First-Order PDEs
General solution quasi-linear First-Order PDEs
The method of Lagrange
Solving a Cauchy Problem
Remarks.
• Assume that a(x, y , u), b(x, y , u) and c(x, y , u) are sufficiently
smooth and do not all vanish at the same point. Then, the theory of
ODE ensures that a unique characteristic curve passes through each
point (x0 , y0 , u0 ).
• The IVP for (1) requires that u(x, y ) be specified on a given curve in
(x, y )-space which determines a curve Γ in (x, y , u)-space referred to
as the initial curve. To solve this IVP, pass a characteristic curve
through each point of the initial curve Γ. These curves generate a
surface known as integral surface. This integral surface is the
solution of the IVP.
• The characteristic equations (4) for x and y are not, in general,
uncoupled from the equation for u and hence differ from those in
the linear case.
• The characteristics equations (4) can be expressed in the
nonparametric form as
dx dy du
= = . (5)
a(x, y , u) b(x, y , u) c(x, y , u)
IIT Guwahati MA201(2016):PDE
Quasi-linear First-Order PDEs
Formation of quasi-linear First-Order PDEs
General solution quasi-linear First-Order PDEs
The method of Lagrange
Solving a Cauchy Problem
Theorem
If φ = φ(x, y , u) and ψ = ψ(x, y , u) are two given functions of x, y and
u and if G (φ, ψ) = 0, where G is an arbitrary function of φ and ψ, then
u = u(x, y ) satisfies a first order PDE
where
∂(φ, ψ) φx φy
= .
∂(x, y ) ψx ψy
Remarks.
• Since G is an arbitrary function that leads to equation (6), so G is
called the general solution for the equation.
• This gives an idea to find the general solution for the quasi-linear
equation
∂u ∂u
a(x, y , u) + b(x, y , u) = c(x, y , u).
∂x ∂y
IIT Guwahati MA201(2016):PDE
Quasi-linear First-Order PDEs
Formation of quasi-linear First-Order PDEs
General solution quasi-linear First-Order PDEs
The method of Lagrange
Solving a Cauchy Problem
Gφ φx + ux φu ) + Gψ ψx + ux ψu ) = 0, (7)
Gφ φy + uy φu ) + Gψ ψy + uy ψu ) = 0. (8)
Remarks (contd.)
• Consider following quasi-linear equation:
∂u ∂u
a(x, y , u) + b(x, y , u) = c(x, y , u). (9)
∂x ∂y
• Consider following equation with general solution G (φ, ψ) = 0:
F (u1 , u2 ) = 0, (11)
dx dy du
= = . (12)
a b c
Example
Find the general integral/general solution of xux + yuy = u.
Solution. The associated system of equations are
dx dy du
= = .
x y u
From the first two relations, we have
dx dy x
= =⇒ ln x = ln y + ln c1 =⇒ = c1 .
x y y
Similarly,
du dy u
= =⇒ = c2 .
u y y
x
Take u1 = y and u2 = uy . The general integral is given by
x u
F ( , ) = 0,
y y
where F is an arbitrary function.
IIT Guwahati MA201(2016):PDE
Quasi-linear First-Order PDEs
Formation of quasi-linear First-Order PDEs
General solution quasi-linear First-Order PDEs
The method of Lagrange
Solving a Cauchy Problem
Example
Find the general integral of the equation
dx dy du
= = 2 .
x(y 2 + u) −y (x 2 + u) (x − y 2 )u
IIT Guwahati MA201(2016):PDE
Quasi-linear First-Order PDEs
Formation of quasi-linear First-Order PDEs
General solution quasi-linear First-Order PDEs
The method of Lagrange
Solving a Cauchy Problem
• Taking
y dx + x dy du
= 2
xy 3 3
+ xyu − yx − yxu (x − y 2 )u
will ultimately give rise to
d(xy ) du
=− ,
xy u
• The solution is
xyu = c1 . (19)
• Similarly taking
x dx + y dy du
= 2 ,
x 2y 2 + x 2u − y 2x 2 − y 2u (x − y 2 )u
x 2 + y 2 − 2u = c2 . (20)
−s 2 = c1 , 2s 2 − 2 = c2 ,
2c1 + c2 + 2 = 0.
x 2 + y 2 + 2xyu − 2u + 2 = 0.
Example
∂u ∂u
PDE: u + = 0; IC: u(x, 0) = f (x).
∂x ∂y
Example
∂u ∂u
PDE: (y + u) +y = x − y ; IC: u(x, 1) = 1 + x.
∂x ∂y
d
(u + x) = (u + x) ⇒ u(t, s) + x(t, s) = (1 + 2s)e t .
dt
From (i), we again obtain
dx
+ x = (2 + 2s)e t ⇒ x(s, t) = (1 + s)e t − e −t ,
dt
and
u(t, s) = se t + e −t .
Noting that
x − y = se t − e −t ,
we finally get
u(x, y ) = 2/y + (x − y ).
Note that the solution is not global (it becomes singular on the x-axis),
but it is well defined near the initial curve.
IIT Guwahati MA201(2016):PDE