AE5001 Advanced Math 2

Exercise 18.2
Solve the given Cauchy problem, verify that the results obtained is a solution, and comment on
any restrictions that need to be placed on it.
8. + = + 2, (0, ) = 3

=1

=+2

= .

= .

1
= 2
2
1
= 2
2

=+2

= ( + 2)
ln( + 2) = + ln ()
= (). 2
1
(, ) = ( 2 ) . 2
2
(0, ) = 3 = () 2
() = 3 + 2

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

1
(, ) = [3 ( 2 ) + 2] . 2
2

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

9. + 4 = 3 + 2 sec 2 2 , (, 0) = 3

=1

= 4

= 3 + 2 sec 2 2

= 4

= 4

= 2 2 +
= 2 2

= 3 + 2 sec 2 2

= 3 + tan 2 + ()
= 3 + tan 2 + ( 2 2 )
(, 0) = 3 = 3 + tan 2 + (2 2 )
(2 2 ) = tan 2
1
() = tan
2
1
(, ) = 3 + tan ( 2 2 ) + tan 2
2
1

For (x, y) such that tan 2 andtan (2 2 ) are both finite.

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

Exercise 18.3
10. (1 + 2 ) + = (1 + 2 )( 1), given that (, 0) = sinh()

1
=
1 + 2

=
1 + 2
= tan1 +

=1

=
1
ln( 1) = + ln ()
1 = ()
(, ) = ( tan1 ) + 1
(, 0) = sinh() = () + 1
() = sinh 1
(, ) = (sinh( tan1 ) 1) + 1

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

11. 3 9 + 6 = , given that (, 0) = .

= 3

ln = 3 + ln
= 3
= 3
6
=

3
3 6)
=

3
Solving linear first order ODE above

3
+ 2 =

3
() = 2
() =

3
3

() = exp { () }.
() = 2
(. )
= ()

2
3
2
[ . ] = .

2 =

= () 2 . 2
3
1
(, ) = ( 3 ) 2 ( 3 ) 3
3
1
(, 0) = = ()
3
4
() =
3
4
1
(, ) = 3 . 2
3
3

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

(, ) =

1
(4 1)
3

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

Exercise 18.4
2. Given that the differential equation
+ () = 0
Has a discontinuous solution and that () is a continuous function of , find the jump
condition that must be satisfied by its shock solution.

As () = (()), the PDE above can be written

+ (()) = 0.
To allow discontinuity, integral representation is used over an interval 1 < < 2 .
Integrating equation above over the interval gives

+ (()) = 0

Provided is differentiable with respect to , the time derivative can be taken outside the
first integral, which then becomes
2

+
(()) = 0
1
1

2
(, ) + ((2 , )) ((1 , )) = 0
1
To develop this result further by allowing discontinuity in (, ) across = (),
()
2

(, ) + (, ) = ((1 , )) ((2 , ))
1
()
This result is a conservation law in integral form for the quantity represented by (, ).
Applying Leibniz theorem we find that

()

(, ) +

()

(, ) +

( ) = ((1 , )) ((2 , ))

Letting 1 () and 2 () , when (1 , ) and (2 , ) , simplifies the

result to

( ) = ( ) ( )

The equation above is the jump condition experienced by a discontinuous solution of this
PDE across the discontinuity at = ().

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

5. Show that the Riemann problem

+ = 0

0, < 2
(, 0) = {
1, > 2

with

Has a centered simple wave solution. Generalize the approach suggested in Exercise 4 to
find the analytical solution for the centered simple wave, stating the region in the (, )plane occupied by the centered simple wave solution.
Given that the differential equation
+ () = 0
() =

(())

So we can find that

() =

1 2

From the above equation we can find the jump condition experienced by a discontinuous
solution of this PDE across the discontinuity at = () becomes
1
( ) = (2 2 )
2
So the speed propagation of the discontinuity
1
= ( )
2
From the speed propagation of the discontinuity initiated by the discontinuity in the initial
1

data is seen to be = 2. = ( 2)/ with 0 1

Finding a solution in the region S of the form (, ) = (), where = ( 2)/. Then,
as =

()

= (

) () and = ()/ = (1/)(), substitution into

the PDE followed by cancellation of t and (), shows that

() = (, ) = ( 2)/
The solution (, ) in the region > 0 bounded by characteristic = 2 and = + 2.
This solution in S resolves the initial discontinuity immediately and joins the constant
solution to the left and right in a continuous manner, which is called a centered simple
wave with its center located at the origin 2.

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

Exercise 18.6
14. 22 2 41 3 + 3 + 1 = 0
0 0 2
=[ 0 2 0 ]
2 0 0
The eigenvalues of A are 1 = -2, 2 = 2, and 3 = 2, so from the classification of the PDE,
the above equation is seen to be hyperbolic type.
An orthogonal matrix Q can always be associated with A in such a way that Q TAQ = D,
where D is a diagonal matrix with the eigenvalues of A as the elements along its leading
diagonal.
2 0 0
= [ 0 2 0]
0 0 2
0 0 2
2 0 0

[ 0 2 0 ] = [ 0 2 0]
2 0 0
0 0 2
So from the above equation, we find Q equal to
=[

1/2
0
1/2

1/2 0
0
1]
1/2 0

So the necessary changes of variables determined by = , becomes

1 =

1
2

1
2

2 ,

2 = 3 ,

2 =

1
2

1 +

1
2

The PDE becomes

21 1 + 22 2 + 23 3

Darren F. G. Meka
23613003

AE5001 Advanced Math 2

15. 311 + 222 223 + 233 + 4 7 = 0.

3 0
0
= [0 2 1]
0 1 2
The eigenvalues of A are 1 = 3, 2 = 3, and 3 = 1, so from the classification of the PDE,
the above equation is seen to be elliptic type.
An orthogonal matrix Q can always be associated with A in such a way that Q TAQ = D,
where D is a diagonal matrix with the eigenvalues of A as the elements along its leading
diagonal.

3
[0
0

3 0 0
= [0 3 0 ]
0 0 1
0
0
3
2 1] = [0
1 2
0

0 0
3 0]
0 1

So from the above equation, we find Q equal to

1
= [0
0

0
0
1/ 2 1/2 ]
1/2
1/2

So the necessary changes of variables determined by = , becomes

1 = 1 ,

1
1
2 = ( ) 2 + ( ) 3 ,
2
2

3 = (

1
) 2 + ( ) 3
2
2

The PDE becomes

31 1 + 32 2 + 3 3 + 4 7 = 0
The PDE can be further simplified by scaling the variables 1 , 2 , 3 to arrive at new
variables 1 , 2 , 3
1 =

1
3

1 ,

2 =

1
3

2 ,

3 = 3

From those scaling, reduce the PDE to simpler form

1 1 + 2 2 + 3 3 + 4 7 = 0

Darren F. G. Meka
23613003