MA 1506

Mathematics II
Tutorials

MA 1506 Mathematics II Ngo Quoc Anh

Tutorial 11
Partial Differential Equations
Question 1

Groups: B03 & B08 Question 2

April 11, 2012 Question 3

Question 4

Question 5

Question 6

Ngo Quoc Anh

Department of Mathematics
National University of Singapore
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 MA 1506
Question 1: Classification of systems of ODEs Mathematics II
Tutorials
Given matrix B representing a sys-
Ngo Quoc Anh
tem of ODEs, in order to deter-
mine the phase portrait of the
system, we calculate det B and
trace(B). For example, given
Question 1
  Question 2
2 −2
B= , Question 3
4 0
Question 4

Question 5
we get that
Question 6

det B = 8, trace(B) = 2.

Using the picture on the right, we

conclude that the system represents either SPIRAL SOURCE
or NODAL SOURCE. Since det B > 14 (trace(B))2 , i.e., the
point (trace(B), det B) lies above the parabola, we get the
answer SPIRAL SOURCE.
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 MA 1506
Question 2 Mathematics II
Tutorials

Let Ngo Quoc Anh

E(t) and D(t) be the number of Elves and Dwarves

respectively. Let also
BE and DE be the birth and death rates per capita for
Question 1
Elves. Similarly,
Question 2
BD and DD for Dwarves. Question 3
We are told that Question 4

Question 5
BE > BD and DE < DD . Question 6

In order to formulate ODEs, we still need

PE and PD : constants measuring the prejudice of Elves
and Dwarves respectively.
Moreover, we are told that PE > PD . In the standard
Malthusian model, dE
dt is controlled by (BE − DE )E.
However, due to the presence of PE , the amount PE D must
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 MA 1506
Question 2 Mathematics II
Tutorials

be deduced. Thus, we can formulate the following Ngo Quoc Anh

(
dE
dt = (BE − DE )E − PE D,
dD
dt = (BD − DD )D − PD E.
Question 1
The above system of ODEs can be rewritten into Question 2

 dE     Question 3

dt BE − DE −PE E
dD = . Question 4

dt
−PD B D − D D D Question 5

  Question 6
5 −4
In a concrete case, the given matrix B =
−1 2
satisfies all above conditions.
Since det B = 6, trace(B) = 7, and
trace(B)2 − 4 det B = 25, we have a nodal source in the
phase portrait. Given that at a certain time, the number of
Dwarves is slightly larger than that of Elves, we now study
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 MA 1506
Question 2 Mathematics II
Tutorials
the population of Elves. From D
Ngo Quoc Anh
the picture on the right, the
phase portrait is bisected by the
line D = E.
All points above that line will Question 1
E
move along trajectories that Question 2

eventually hit the D axis (equiv- Question 3

Question 4
alently, E = 0). So, if at some
Question 5
time, there holds D > E, then
Question 6
Elf population may increase for
a while, but eventually it will reach a maximum and the
collapse to zero.
In other words, Rivendell is completely taken over by
Dwarves even though BE > BD and DE < DD . The key
point is that the prejudice of the Elves cancels out their
other advantages and causes them to lose the competition.
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 MA 1506
Question 3 Mathematics II
Pure water in Tutorials
4 gal.min
Let us first observe the following Ngo Quoc Anh

lbs lbs gallons

Tank A
= × . Solution to B

Tank B
sec gallons sec 6 gal/min

Therefore, in order to solve the 25 lbs UF6 Question 1

Solution to A
problem, we use the following rule: 2 gal/min Exit
Question 2
4 gal/min Question 3
Rate of change of the amount of U F6 equals Question 4
concentration in × flow rate in − concentration out × Question 5
flow rate out where concentration is the mass of U F6 per Question 6

unit volume of water.

Let xA and xB be the mass of U F6 in tanks A and B
respectively. By hypothesis, the concentration in the tanks A
xA xB
and B are 100 and 100 respectively.
Clearly, the amounts of water in both tanks remain constant
since the 4 gallons/min of pure water flowing into the tank
A balances the solution that exits from the tank B. 6/14
 MA 1506
Question 3 Mathematics II
Tutorials
Pure water in
From the given data, we get 4 gal.min
Ngo Quoc Anh
xB xA
ẋA = 2 − 6 ,
| 100 | 100

Tank A
Solution to B

Tank B
{z } {z } 6 gal/min
in from B out to B
xA xB xB Question 1
ẋB = 6 − 2 −4 . 25 lbs UF6

| 100
{z } | 100
{z } | 100
{z } Solution to A
2 gal/min Exit
Question 2

in from A out to A exit 4 gal/min Question 3

Question 4
For the initial condition, xA (0) = 25 and xB (0) = 0. In
Question 5
matrix form, we get Question 6
    
ẋA 1 −6 2 xA
= .
ẋB 100 6 −6 x B

Remember, for the system ẋ = Ax with x(0) = x0 , the

solution is x(t) = x0eAt . Using
 this fact and by diagonalize
1 −6 2
the matrix A = 100 appearing in the above
6 −6
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 MA 1506
Question 3 Mathematics II
Tutorials
system, we get that
Ngo Quoc Anh
√
25 λ1 t 25 3 λ1 t
xA = (e + eλ2 t ), xB = (e − eλ2 t )
2 2
where √ √ Question 1
−3 + 3 −3 − 3
λ1 = , λ2 = . Question 2
50 50 Question 3
24 12
Since A has det A = 10000 and trace(A) = − 100 , we get a Question 4

nodal sink. xB
Question 5

Question 6

xA

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 MA 1506
Question 4 Mathematics II
Tutorials
Given the PDE ux + 3uy = 0, in order to check that
Ngo Quoc Anh
u(x, y) = F (y − 3x) is a solution, we simply check that

F (y − 3x)x + 3F (y − 3x)y = 0.

By the chain rule, Question 1

Question 2

F (y − 3x)x +3F (y − 3x)y Question 3

= (−3)F (t)t=y−3x + 3F 0 (t)t=y−3x = 0.

0
  Question 4

Question 5

Question 6
To find the particular solution to the PDE, we need to find
the specific function F . This can be done if we impose some
boundary condition. For example,
(a) Suppose u(0, y) = 4 sin y, then F (y) = 4 sin y. Hence
u(x, y) = 4 sin(y − 3x).
(b) Suppose u(x, 0) = ex+1 , then F (−3x) = ex+1 , or
x y−3x
F (x) = e− 3 +1 . Thus, u(x, y) = e− 3 +1 .
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 MA 1506
Question 5: PDEs with derivatives of only one variable Mathematics II
Tutorials
(a) When we look at the PDE uxy = ux , we can see the
Ngo Quoc Anh
following (ux )y = ux . Therefore, if we think v = ux then
vy = v. This can be regarded as an ODE w.r.t the variable
y. In other words,
dv
= dy.
v Question 1

Question 2
By integrating (x is being considered as a parameter), one
Question 3
gets
Question 4
ln |v| = y + a(x), Question 5

or equivalently, Question 6

a(x) y y
v = |±e{z } e = b(x)e .
b(x)

Going back to u, we get

du
= b(x)ey ,
dx
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 MA 1506
Question 5: PDEs with derivatives of only one variable Mathematics II
Tutorials
which implies
Z Ngo Quoc Anh

y
u=e b(x)dx +h(y) = c(x)ey + h(y).
| {z }
c(x)
Question 1
(b) For the PDE ux = 2xyu, the situation remains the same. Question 2
Think about an ODE of u w.r.t. the variable x, hence y is a Question 3
parameter. Therefore, we write Question 4

Question 5
du
= 2xydx. Question 6
u
By integrating both sides,

ln |u| = yx2 + a(y).

Thus,
a(y) yx 2 2
u = ±e
| {z } e = c(y)eyx .
c(y)
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 MA 1506
Question 6: Solving PDEs by the method of separation of Mathematics II
Tutorials
variables
Ngo Quoc Anh
Let consider the PDE yux − xuy = 0. Our aim was to find
non-trivial solution, i.e., u 6≡ 0. The idea of the method is to
split u(x, y) into X(x)Y (y) where X and Y are one-variable
(single variable) functions. Using this special form of u, we
Question 1
can easily calculate all derivatives appearing in the PDE
Question 2

0 0 Question 3
ux = X Y, uy = XY ,
Question 4

Question 5
which transforms the PDE to
Question 6

yX 0 Y = xXY 0 .

By the no-crossing principle, u 6= 0 at every point. Hence,

we can divide both sides by XY to get

1 X0 1Y0
= .
xX yY
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 MA 1506
Question 6: Solving PDEs by the method of separation of Mathematics II
Tutorials
variables
Ngo Quoc Anh
Since the LHS depends only on x while the RHS depends
only on y, the common value must be constant, say k.
Therefore, we have two corresponding ODEs

X0 Y0 Question 1
= kx, = ky. Question 2
X Y
Question 3

By solving, we get that Question 4

Question 5
1 1
c1 kx2 c2 ky 2
X = ±e e 2 , Y = X = ±e e 2 . Question 6

Thus,
2c
z}|{
k 2 2
(x +y )
c1 +c2 2 c2 (x2 +y 2 )
u = ±e
| {z } e = c1 e .
c1

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 MA 1506
Question 6: Solving PDEs by the method of separation of Mathematics II
Tutorials
variables
Ngo Quoc Anh
The PDE ux = yuy can be solved similarly. For the PDE
uxy = u, the transformed equation is X 0 Y 0 = XY which is
nothing but
X0 Y 0
= 1 6= 0. Question 1
X Y
Question 2
Therefore, Question 3
X0 Y
= 0. Question 4
X Y Question 5
X0 Y
In particular,
X =Y0 = k for some constant k. We are now Question 6

in position to solve for X and Y .

For the PDE xuxy + 2yu = 0, the transformed equation is
xX 0 Y 0 + 2yXY = 0. Using the no-crossing principle, either
u ≡ 0 or u 6= 0 at every point which helps us to write

X0 1 Y0
  
x − = 1.
X 2y Y
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