MA 201: Lecture - 3

Solving quasilinear PDE

Sneddon: Chapter 2 (Section 4 and 5)
Quasi-linear First-Order PDEs
A first order quasi-linear PDE is of the form
∂u ∂u
a(x, y , u) + b(x, y , u) = c(x, y , u). (1)
∂x ∂y

ˆ Let u(x, y ) be a solution of (1).

ˆ Setting z = u(x, y ), we obtain a surface S in xyz-plane given by

S := F (x, y , z) = u(x, y ) − z = 0.

Note that the gradient vector ∇F = (ux , uy , −1) is normal to the

surface S.
ˆ Also equation (1) may be written as

aux + buy − c = (a, b, c) · (ux , uy , −1) = 0. (2)

ˆ This shows that the vector (a, b, c) and the gradient vector ∇F are
orthogonal.
ˆ In other words, the vector (a, b, c) lies in the tangent plane of the
surface S at each point in the (x, y , z)-space where ∇F 6= 0.
ˆ At each point (x, y , u), the vector (a, b, c) determines a direction in
(x, y , u)-space(or (x, y , z)-space) called the characteristic direction.
ˆ Consider a curve in (x, y , u) plane given in parametric form as

x = x(t), y = y (t), and u = u(t), (3)

satisfying
dx
= a(x(t), y (t), u(t)),
dt
dy
= b(x(t), y (t), u(t)), (4)
dt
du
= c(x(t), y (t), u(t)),
dt

ˆ Thus the tangent vector along these curves given by

(dx/dt, dy /dt, du/dt) coincides with the vector field (a, b, c).
ˆ The solutions of (4) are called the characteristic curves of the
quasi-linear equation (1).
Remarks.
ˆ A smooth union of the characteristic curves given by (4) gives a
surface in (x, y , u)-space having the property that this surface is
tangent to the vector field (a, b, c) at every point. Thus it is an
integral surface.
ˆ To solve the IVP (1), 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.
ˆ 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.
ˆ 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)
Theorem (Existence and uniqueness result)
Let a(x, y , u), b(x, y , u) and c(x, y , u) in (1) have continuous partial
derivatives with respect to x, y and u variables. Let the initial curve Γ be
described parametrically as

x = x(s), y = y (s), and u(s) = u(x(s), y (s)).

The initial curve Γ has a continuous tangent vector and

dy dx
J(s) = a[x(s), y (s), u(s)] − b[x(s), y (s), u(s)] 6= 0 (6)
ds ds
on Γ. Then, there exists a unique solution u = u(x, y ), defined in some
neighborhood of the initial curve Γ, satisfies (1) and the initial condition
u(x(s), y (s)) = u(s).

Theorem
(6) is known as Transversality condition.
Example
∂u ∂u
PDE: u + = 0; IC: u(x, 0) = f (x).
∂x ∂y

ˆ Step 1. (Finding characteristic curves)

To solve the IVP, we parameterize the initial curve as

x = s, y = 0, u = f (s).

The characteristic equations are

dx dy du
= u, = 1, = 0.
dt dt dt
Let the solutions be denoted as x(t, s), t(t, s), and u(t, s). We
immediately find that

u(t, s) = c3 (s), x(t, s) = ut + c1 (s), y (t, s) = t + c2 (s),

where ci , i = 1, 2, 3 are constants to be determined using IC.

ˆ Step 2. (Applying IC) The initial conditions at t = 0 are given by

x(0, s) = s, y (0, s) = 0, u(0, s) = f (s).

Using these conditions, we obtain

x(t, s) = ut + s, y (t, s) = t, u(t, s) = f (s).

ˆ Step 3. (Writing the parametric form of the solution)

The solutions are thus given by

x(t, s) = ut + s = f (s)t + s, y (t, s) = t, u(t, s) = f (s).

ˆ Step 4. (Expressing u(t, s) in terms of u(x, y ))

Applying the condition (6), we find that J(s) = −1 6= 0, along the
entire initial curve. We can immediately solve for s(x, y ) and t(x, y )
to obtain
s(x, y ) = x − tf (s), t(x, y ) = y .
Since t = y and s = x − tf (s) = x − yu, the solution can also be
given in implicit form as

u = f (x − yu).
Example
∂u ∂u
PDE: (y + u) +y = x − y ; IC: u(x, 1) = 1 + x.
∂x ∂y

Observe that the Jacobian

 
 2+s 1 
J =  = −1 6= 0.
1 0 
Therefore, we conclude that there exists an integral surface at least in
the vicinity of Γ.
The characteristics equations and initial conditions are:
dx dy du
(i) = y + u, (ii) = y , (iii) = x − y.
dt dt dt
x(0, s) = s, y (0, s) = 1, u(0, s) = 1 + s.
From (ii), we immediately have y (t, s) = e t .
Adding (i) and (iii), we get

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.
Remark The method of characteristic is used for solving the quasi-linear
PDE (1) when the initial condition is prescribed on some given curve.
(also known as Cauchy Problem).
Question Is it possible to get an explicit form of a general solution which
is defined to be a solution from which all particular solutions can be
obtained?
Following result gives motivation for the concept of general solution for
the quasi-linear PDE (1).
Theorem
If φ(x, y , u) = c1 and ψ(x, y , u) = c2 where c1 , c2 ∈ R, are two given
functions of x, y and u and if F (φ, ψ) = 0, where F is an arbitrary
function of φ and ψ, then u = u(x, y ) satisfies a first order PDE

∂u ∂(φ, ψ) ∂u ∂(φ, ψ) ∂(φ, ψ)

+ = (7)
∂x ∂(y , u) ∂y ∂(u, x) ∂(x, y )

where  
∂(φ, ψ)  φx φy 

= .
∂(x, y )  ψx ψy 
How to prove it?
ˆ Differentiate F (φ, ψ) = 0 with respect to x and y respectively:

Fφ φx + ux φu ) + Fψ ψx + ux ψu ) = 0, (8)
Fφ φy + uy φu ) + F ψ ψy + uy ψu ) = 0. (9)

ˆ Nontrivial solutions for Fφ and Fψ can be found if

 
 φx + ux φu ψx + ux ψu 
 
=0
 ψy + uy ψu ψy + uy ψu 


ˆ Expanding this determinant gives first-order, quasi-linear equation

(7).
Remarks.
ˆ Since F is an arbitrary function that leads to equation (7), so F is
called the general solution for the equation.
ˆ 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). (10)
∂x ∂y
ˆ Consider following equation with general solution F (φ, ψ) = 0:

∂u ∂(φ, ψ) ∂u ∂(φ, ψ) ∂(φ, ψ)

+ = . (11)
∂x ∂(y , u) ∂y ∂(u, x) ∂(x, y )

ˆ Equations (10) and (11) will be identical if we select φ = φ(x, y , u)

and ψ = ψ(x, y , u) in such way that

∂(φ, ψ) ∂(φ, ψ) ∂(φ, ψ)

a= , b= , c= .
∂(y , u) ∂(u, x) ∂(x, y )

ˆ What is (φ, ψ)?

The following theorem gives φ and ψ.
Theorem
The general solution of the quasi-linear PDE (1) is

F (φ, ψ) = 0, (12)

where F is an arbitrary function, the functions φ(x, y , u) = c1 and

ψ(x, y , u) = c2 form a solution of the equations

dx dy du
= = . (13)
a b c
Example
Find the general integral 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 = yu . The general integral is given by

x u
F ( , ) = 0.
y y
Example
Find the general integral of the equation

u(x + y )ux + u(x − y )uy = x 2 + y 2 .

Solution. The characteristic equations are

dx dy du
= = 2 .
u(x + y ) u(x − y ) x + y2
Each of these ratios is equivalent to
dx dy du dx dy du
y +x −u =0=x −y −u .
dt dt dt dt dt dt
Consequently, we have
u2 1
d{xy − } = 0 and d{ (x 2 − y 2 − u 2 )} = 0.
2 2
Integrating we obtain two integrals
2xy − u 2 = c1 and x 2 − y 2 − u 2 = c2 ,
where c1 and c2 are arbitrary constants.
Thus, the general solution is
F (2xy − u 2 , x 2 − y 2 − u 2 ) = 0,
Driving a particular solution from the general solution of PDE (1)
Example
Find the general integral of the equation

(x − y )ux + (y − x − u)uy = u.

Find the integral surface satisfying u = 1 on x 2 + y 2 = 1.

Solution. The characteristic equations are
dx dy du
= = .
(x − y ) (y − x − u) u
Each of these ratios is equivalent to
dx dy du
+ + = 0.
dt dt dt
Consequently, we have
d{x + y + u} = 0.
Integrating we obtain get
x + y + u = c1 (14)
where c1 is an arbitrary constant.
Next taking x + y + u = c1 in the last two fractions of the characteristic
equation we get
dy du 2dy 2du
= or = .
(y − (c1 − y )) u 2y − c1 u

Integrating this we obtain get

log(2y − c1 ) − 2 log u = log c2 .

where c2 is an arbitrary constant. This can be also written as

(y − x − u)
= c2 (15)
u2
Thus, the general solution is
 
(y − x − u)
F x + y + u, = 0,
u2

where F is an arbitrary function.

Parametrizing
√ the initial condition, u = 1 on x 2 + y 2 = 1, as
(t, 1 − t 2 , 1) and using in the equations (14)-(15) we
p
t + 1 − t 2 + 1 = c1 (16)

and p
1 − t 2 − t − 1 = c2 (17)
From (16)-(17) we get the following relation:

c12 + c22 − 2c1 + 2c2 = 0.

Putting the value of c1 and c2 we get

(y − x − u)2 (y − x − u)
(x + y + u)2 + 4
− 2(x + y + u) + 2 = 0,
u u2
i.e.,

u 4 (x + y + u)2 + (y − x − u)2 − 2u 4 (x + y + u) + 2u 2 (y − x − u) = 0.