UCONN - Math 3435 - Spring 2018 - Problem set 1

Question 1 (Exercise 1.2, 1b) Show that u satisfies the given PDE

u( x, y) = f ( x ) + g(y); u xy = 0 where the functions f and g are assumed to be C2 .

Solution: Since f , g ∈ C2 we can take first x derivative and then y derivative of u

ux = f 0 (x) then u xy = 0.

Hence u satisfies the given PDE.

Question 2 (Exercise 1.2, 1d) Show that u satisfies the given PDE

u( x, t) = x2 + 2t and u xx = ut .

Solution: Since
u x = 2x u xx = 2 and ut = 2
we get u xx = ut . Hence u satisfies the given PDE.

Question 3 (Exercise 1.2, 1f) Show that u satisfies the given PDE

u( x, t) = sin( x − ct) utt − c2 u xx = 0 where c is real constant.

Solution: Since
u x = cos( x − ct) and u xx = − sin( x − ct)
and
ut = −c cos( x − ct) and utt = −c2 sin( x − ct).
Combining these two we get

−c2 sin( x − ct) − (−c2 sin( x − ct)) = 0.

Hence u satisfies the given PDE.

Question 4 (Exercise 1.2, 2c) Show that log( x2 + y2 ), x2 + y2 6= 0 is a solution of Laplace’s equation u xx +
uyy = 0.

Solution: Since
2x 2 4x2
ux = and u xx = −
x + y2
2 x 2 + y2 ( x 2 + y2 )2
Similarly,
2y 2 4y2
uy = and uyy = − .
x 2 + y2 x 2 + y2 ( x 2 + y2 )2
Combining these two we get

2 4x2 2 4y2
u xx + uyy = − + −
x 2 + y2 ( x 2 + y2 )2 x 2 + y2 ( x 2 + y2 )2
4 4x2 + 4y2
= 2 −
x + y2 ( x 2 + y2 )2
4 4
= 2 2
− 2 = 0.
x +y x + y2
Hence u satisfies Laplace’s equation.

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Question 5 (Exercise 1.2, 3d) Show that the given function u solves the heat equation ut − ku xx = 0 where
 2
1 −x
u( x, t) = √ exp .
kt 4kt

Solution: Since
− x2 − x2 x2
   
1 1 1 1
ut = − √ 3/2 exp + √ exp
2 kt 4kt kt 4kt 4kt2
and
− x2 − x2
 2
−2x −2 −x −2x −2x
       
1 1 1
u x = √ exp and u xx = √ exp + √ exp .
kt 4kt 4kt kt 4kt 4kt kt 4kt 4kt 4kt

Combining these all together we see that (after some algebra)

 2  2 2
1 1 1 −x 1 −x x
ut − ku xx = − √ 3/2 exp + √ exp
2 kt 4kt kt 4kt 4kt2
 2  2 2 
−x −x

1 1 1 1 x
− k − √ 3/2 exp + √ exp
2 kt 4kt kt 4kt 4kt2
= 0.

Question 6 (Exercise 1.2, 4d) Show that the given function u satisfies the wave equation utt − c2 u xx = 0 for
some c where
u( x, t) = f ( x + 2t) + g( x − 2t) for f , g ∈ C2 .

Solution: Notice that f , g are function of single variable and twice differentiable and therefore

u x = f 0 ( x + 2t) + g0 ( x − 2t) and u xx = f 00 ( x + 2t) + g00 ( x − 2t).

Similarly,
ut = 2 f 0 ( x + 2t) − 2g0 ( x − 2t) and utt = 4 f 00 ( x + 2t) + 4g00 ( x − 2t).
Hence

utt − c2 u xx = 4 f 00 ( x + 2t) + 4g00 ( x − 2t) − c2 ( f 00 ( x + 2t) + g00 ( x − 2t))

= (4 − c2 )( f 00 ( x + 2t) + g00 ( x − 2t)).

Hence u satisfies the wave equation utt − c2 u xx = 0 iff c = ±2.

Question 7 (Exercise 1.2, 5c and 5d) Write the order of the given PDE and classify them as linear or nonlin-
ear. If the PDE is linear, specify if it is homogeneous or non-homogeneous.

5c) u xxyy + e x u x = y and 5d) uu xx + uyy − u = 0.

Solution: u xxyy + e x u x = y is a fourth order linear PDE and it is non-homogeneous as the right-hand-
side contains a nonzero function y which does not contain derivative of u. On the other hand, uu xx +
uyy − u = 0 is a second order nonlinear PDE due the term uu xx .

Question 8 (Exercise 1.2, 12) For what values of the positive constants m and n the PDE

u xx + uyy + mu xy + u x + nuy = 0

be (a) hyperbolic, (b) elliptic, (c) parabolic.

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Solution: By the Classification theorem at page 31, we have to look for the sign of b2 − 4ac where in
this problem b = m, a = 1 and c = 1, d = 1, e = n, k = 0. Hence we get

b2 − 4ac = m2 − 4.

The PDE is hyperbolic if b2 − 4ac = m2 − 4 > 0. Therefore, when m > 2 or m < −2 the PDE is
hyperbolic.
The PDE is elliptic if b2 − 4ac = m2 − 4 < 0. Therefore, when −2 < m < 2 the PDE is elliptic.
The PDE is parabolic if b2 − 4ac = m2 − 4 = 0 and 2cd 6= de or 2ae 6= bd. Now if m = ±2 and
since 2cd = 2, be = mn hence we should 2 6= mn or since 2ae = 2n and bd = m hence we should have
2n 6= m. Hence if m = ±2 and either n 6= 2/m = ±1 or n 6= m/2 = ±1 then the PDE is parabolic.

Question 9 (Exercise 1.2, 13) It is given that u1 ( x, y) = x2 solves u xx + uyy = 2 and u2 ( x, y) = cx3 + dy3
solves u xx + uyy = 6cx + 6dy for some real constants c and d.
(a) Find a solution of u xx + uyy = Ax + By + C for given A, B, C.
(b) How can many more solutions of the problem (c) be produced?

Solution: (a) Notice that u xx + uyy = 0 is a linear PDE. Therefore, any linear combinations of solutions
will also be solutions. Consider u( x, y) = mu1 ( x, y) + nu2 ( x, y) where m, n are constants to be chosen
so that u satisfies u xx + uyy = Ax + By + C. Since mu1 ( x, y) solves u xx + uyy = 2m and nu2 ( x, y) solves
u xx + uyy = 6cx + 6dy. Then u( x, y) = mu1 ( x, y) + nu2 ( x, y) solves u xx + uyy = 2m + n(6cx + 6dy) and
we want the right-hand side to be Ax + By + C. Therefore, 2m = C, 6cxn = Ax, and 6dyn = By. If we
choose m = C/2, cn = A/6 and dn = B/6 then

u( x, y) = mu1 ( x, y) + nu2 ( x, y) = C/2x2 + A/6x3 + B/6y3

solves u xx + uyy = Ax + By + C.
(b) We want to generate more solutions by using the linearity of the above PDE. If we can find any
solution to homogeneous equation u xx + uyy = 0, for example u3 ( x, y) = x2 − y2 . Then the solution
to non-homogeneous part u( x, y) = C/2x2 + A/6x3 + B/6y3 plus any constant multiple of solution to
homogeneous part will give us a new solution to u xx + uyy = Ax + By + C. Hence

C 2 A 3 B 3
u( x, y) + Du3 ( x, y) = x + x + y + D ( x 2 − y2 )
2 6 6
solves u xx + uyy = Ax + By + C for given A, B, C for arbitrary constant D so that we can generate
infinitely many solutions.

Question 10 (Exercise 1.3, 1b) Find the general solution to u xy = x2 y where u = u( x, y).

Solution: Since u xy = x2 y we can integrate first with respect to x and then y;

y2
Z Z
ux = u xy dy = x2 ydy = x2 + f (x)
2
where f ( x ) is some C1 function. If we integrate now with respect to x we get
2 x 3 y2
2y
Z Z Z
u( x, y) = u x dx = (x + f ( x ))dx = + f ( x )dx + g(y)
2 3 2
where g(y) is a C2 function.

Question 11 (Exercise 1.3, 1c) Find the general solution to u xyz = 0 where u = u( x, y, z).

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Solution: First integration with respect to z gives
Z
u xy = u xyz dz = f ( x, y)

where f ( x, y) is a C1 function. Then if we integrate with respect to y we get

Z Z
ux = u xy dy = f ( x, y)dy + g( x, z)

where g( x, z) is a C2 function. Finally, if we integrate with respect to x we get

Z ZZ Z
u( x, y, z) = u x dx = f ( x, y)dydx + g( x, z)dx + h(y, z)

where h(y, z) is a C3 function. Or we can write these integrals as some functions as

ZZ Z
F ( x, y) = f ( x, y)dydx and G ( x, z) = g( x, z).

Then u( x, y, z) = F ( x, y) + G ( x, y) + h(y, z) where F, G, h are C3 functions.