Solutions to Assignment No. 1, MATH 473/MAST666. dy (1) The equation of the characteristics is: = 1 whose general solution dx is x y = c, c = constant.

. Thus, we consider the change of variables: x = x y, y = y . Therefore ux = u x and uy = ux (1) + uy and the given PDE becomes uy + u = 0. Recall that the solutions to the ODE: z + z = 0 are z = ket , k = constant. Consequently, the solution to the PDE is: u(x, y ) = f (x ) ey = f (x y ) ey for an arbitrary C 1 function f . (2) The equation of the characteristics is: dy x2 = 2 whose general sodx y lution is x3 y 3 = c, c = constant. Thus, we consider the change of variables: x = x3 y 3 , y = y (whose Jacobian is nonzero for x, y > 0). 2 2 2 Therefore ux = u x 3x and uy = ux (3y ) + uy , while x = (x + y 3 )2/3 , so that the given PDE becomes in the new variables (x + y 3 )2/3 uy = y 2 , or uy = y 2 . (x + y 3 )2/3

Using ODE techniques, we obtain u = (x + y 3 )1/3 + f (x ) = x + f (x3 y 3 ), where f is an arbitrary C 1 function. (3) The equation of the characteristics is: dy 1 = whose gendx 1 + x2 eral solution is y arctan x = c, c = constant (the sketch of some characteristics is not included here, but they consist of the graph of y = arctan x shifted up and down by constants). Thus, we consider the change of variables: x = y arctan x, y = y which implies ) ( 1 ux = ux , uy = ux + uy . 1 + x2

Thus the solution of the given PDE satises uy = 0 which implies that it must be of the form u(x, y ) = f (y arctan x) for an arbitrary f of class C 1 . (4) By evaluating B 2 AC = 0, we nd that the PDE is parabolic. We then calculate the derivatives of u(x, y ) = f (y + 2x) + xg (y + 2x) and nd:
1

ux uxx uxy uy uyy

= = = = =

2f (y + 2x) + g (y + 2x) + 2xg (y + 2x) 4f (y + 2x) + 4g (y + 2x) + 4xg (y + 2x) 2f (y + 2x) + g (y + 2x) + 2xg (y + 2x) f (y + 2x) + xg (y + 2x) f (y + 2x) + xg (y + 2x).

Therefore uxx 4uxy + 4uyy = 0. (5) Considering u(x, y ) = vex+y , we can calculate: ux = vx ex+y + vex+y uxx = vxx ex+y + 2vx ex+y + v2 ex+y uy = vy ex+y + vex+y uyy = vyy ex+y + 2vy ex+y + v 2 ex+y . e
x+y

Hence uxx + 3uyy 2ux + 24uy + 5u = 0 becomes [ ] vxx + 3vyy + (2 2)vx + (6 + 24)vy + (2 2 + 3 2 + 24 + 5)v = 0. Thus, for = 1 and = 4, we obtain the following PDE for v : Note that, if = x, y = y , then vy y = 2 vyy , thus take = 1/ 3 so that after the change of variables, the equation above becomes: x vx x + vy y 44v = 0, which means that we reduced the original elliptic PDE to an equivalent elliptic PDE in standard form. vxx + 3vyy 44v = 0.

Solutions to the additional problems: (1) We will use problem 1 above (and the same change of variables) to reduce the PDE to uy + u = ex+2y hence uy + u = ex +3y . This can be regarded as a linear ODE for which the integral factor is ey , thus we multiply the PDE by it. ( or u= ex +3y ex+2y + f (x )ey u(x, y ) = + f (x y )ey , 4 4 where f is an arbitrary function of class C 1 .

uey

)
y

= ex +4y

uey =

ex +4y + f (x ) 4

ex Now we use the condition u(x, 0) = to obtain 0 = + f (x), hence 4 x e f (x) = , thus 4 ex+2y ex2y u(x, y ) = . 4 4 (2) There is a series of straightforward computations: ux uxx uxy uy uyy thus 0 = 4u + uxx + 2uxy + 3uyy = 4u + 3u + 6u . 1 Now x = 2 , y = + implies 2 2ux + uy u = 2ux x + 2 2ux y + uy y 1 u = ux + uy 2 2 1 ux x ux y + uy y , u = 2 2 which leads, after division by 9, to the standard form 4 ux x + uy y + u = 0. 9 u = = = = = = 2u + u 4u 4u + u 2u u + u u + u u + 2u + u ,