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1 - Exercise 1 Page 1 of 8
Exercise 1
Verify the linearity and nonlinearity of the eight examples of PDEs given in the text, by checking
whether or not equations (3) are valid.
Solution
1. ux + uy = 0 (transport)
2. ux + yuy = 0 (transport)
3. ux + uuy = 0 (shock wave)
4. uxx + uyy = 0 (Laplace’s equation)
5. utt − uxx + u3 = 0 (wave with interaction)
6. ut + uux + uxxx = 0 (dispersive wave)
7. utt + uxxxx = 0 √ (vibrating bar)
8. ut − iuxx = 0 (i = −1) (quantum mechanics)
The equations in (3) are L (u + v) = L u + L v and L (cu) = cL u, which state the conditions for
linearity. They will be checked in each case.
Example One:
ux + uy = 0 (transport)
∂ ∂
u+ u=0 (change notation)
∂x ∂y
∂ ∂
+ u=0 (factor the common term)
∂x ∂y
Lu = 0
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 2 of 8
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
∂ ∂
L (cu) = + (cu)
∂x ∂y
∂ ∂
= (cu) + (cu)
∂x ∂y
∂ ∂
=c u+c u
∂x ∂y
∂ ∂
=c u+ u
∂x ∂y
∂ ∂
=c + u
∂x ∂y
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Two:
ux + yuy = 0 (transport)
∂ ∂
u+y u=0 (change notation)
∂x ∂y
∂ ∂
+y u=0 (factor the common term)
∂x ∂y
Lu = 0
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
∂ ∂
L (u + v) = +y (u + v)
∂x ∂y
∂ ∂
= (u + v) + y (u + v)
∂x ∂y
∂ ∂ ∂ ∂
= u+ v+y u+y v
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂
= u+y u+ v+y v
∂x ∂y ∂x ∂y
∂ ∂ ∂ ∂
= +y u+ +y v
∂x ∂y ∂x ∂y
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 3 of 8
∂ ∂
L (cu) = +y (cu)
∂x ∂y
∂ ∂
= (cu) + y (cu)
∂x ∂y
∂ ∂
= c u + cy u
∂x ∂y
∂ ∂
=c u+y u
∂x ∂y
∂ ∂
=c +y u
∂x ∂y
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Three:
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 4 of 8
Example Four:
∂2 ∂2
L = +
∂x2 ∂y 2
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂2
∂
L (u + v) = + (u + v)
∂x2 ∂y 2
∂2 ∂2
= 2
(u + v) + 2 (u + v)
∂x ∂y
∂ 2 ∂ 2 ∂2 ∂2
= u + v + u + v
∂x2 ∂x2 ∂y 2 ∂y 2
∂2 ∂2 ∂2 ∂2
= 2
u + 2u + 2v + 2v
∂x ∂y ∂x ∂y
2 2
2
∂2
∂ ∂ ∂
= + u+ + v
∂x2 ∂y 2 ∂x2 ∂y 2
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
∂2 ∂2
L (cu) = + (cu)
∂x2 ∂y 2
∂2 ∂2
= (cu) + (cu)
∂x2 ∂y 2
∂2 ∂2
= c 2u + c 2u
∂x ∂y
2
∂2
∂
=c u + 2u
∂x2 ∂y
2
∂2
∂
=c + u
∂x2 ∂y 2
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 5 of 8
Example Five:
∂2 ∂2
L = − + u2
∂t2 ∂x2
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂2
∂
L (u + v) = − 2
+ (u + v) (u + v)
∂t2 ∂x2
∂2 ∂2
= 2 (u + v) − 2 (u + v) + (u + v)3
∂t ∂x
∂2 ∂2 ∂2 ∂2
= 2 u + 2 v − 2 u − 2 v + u3 + u2 v + uv 2 + v 3
∂t ∂t ∂x ∂x
∂2 ∂2 ∂ 2 ∂2
= 2 u − 2 u + u3 + 2 v − 2 v + v 3 + u2 v + uv 2
∂t ∂x ∂t 2 ∂x 2
∂2 ∂2
2 ∂ ∂
= − +u u+ − + v v + u2 v + uv 2
2
∂t2 ∂x2 ∂t2 ∂x2
= L u + L v + u2 v + uv 2
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
Example Six:
∂ ∂ ∂3
L = +u + 3
∂t ∂x ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 6 of 8
∂3
∂ ∂
L (u + v) = + (u + v) + (u + v)
∂t ∂x ∂x3
∂ ∂ ∂3
= (u + v) + (u + v) (u + v) + 3 (u + v)
∂t ∂x ∂x
∂3 ∂3
∂ ∂ ∂ ∂
= u + v + (u + v) u+ v + 3u + 3v
∂t ∂t ∂x ∂x ∂x ∂x
∂ ∂ ∂ ∂ ∂ ∂ ∂3 ∂3
= u + v + u u + u v + v u + v v + 3u + 3v
∂t ∂t ∂x ∂x ∂x ∂x ∂x ∂x
∂ ∂ ∂3 ∂ ∂ ∂3 ∂ ∂
= u + u u + 3u + v + v v + 3v + u v + v u
∂t ∂x ∂x ∂t ∂x ∂x ∂x ∂x
∂3 ∂3
∂ ∂ ∂ ∂ ∂ ∂
= +u + 3 u+ +v + 3 v+u v+v u
∂t ∂x ∂x ∂t ∂x ∂x ∂x ∂x
= L u + L v + uvx + vux
Thus, the first equation in (3) is not satisfied. The PDE in this example is nonlinear.
Example Seven:
∂2 ∂4
L = 2
+ 4
∂t ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
2
∂4
∂
L (u + v) = + (u + v)
∂t2 ∂x4
∂2 ∂4
= 2 (u + v) + 4 (u + v)
∂t ∂x
∂2 ∂2 ∂4 ∂4
= 2u + 2v + 4u + 4v
∂t ∂t ∂x ∂x
∂2 ∂4 ∂2 ∂4
= 2u + 4u + 2v + 4v
∂t ∂x ∂t ∂x
∂2 ∂4 ∂2 ∂4
= + u+ + v
∂t2 ∂x4 ∂t2 ∂x4
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 7 of 8
∂2 ∂4
L (cu) = + (cu)
∂t2 ∂x4
∂2 ∂4
= 2 (cu) + 4 (cu)
∂t ∂x
∂2 ∂4
= c 2u + c 4u
∂t
2 ∂x
∂4
∂
=c u + 4u
∂t2 ∂x
2
∂4
∂
=c + u
∂t2 ∂x4
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
Example Eight:
√
ut − iuxx = 0 (i = −1) (transport)
∂ ∂2
u − i 2u = 0 (change notation)
∂t ∂x
∂ ∂2
−i 2 u=0 (factor the common term)
∂t ∂x
Lu = 0
∂ ∂2
L = −i 2
∂t ∂x
Now the equations in (3) may be verified. Suppose u and v are solutions to the PDE. The first
equation in (3) yields
∂2
∂
L (u + v) = − i 2 (u + v)
∂t ∂x
∂ ∂2
= (u + v) − i 2 (u + v)
∂t ∂x
∂ ∂ ∂2 ∂2
= u + v − i 2u − i 2v
∂t ∂t ∂x ∂x
∂ ∂2 ∂ ∂2
= u − i 2u + v − i 2v
∂t ∂x ∂t ∂x
∂2 ∂2
∂ ∂
= −i 2 u+ −i 2 v
∂t ∂x ∂t ∂x
= Lu+Lv
Thus, the first equation in (3) is satisfied. Now for the second equation in (3).
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Strauss PDEs 2e: Section 1.1 - Exercise 1 Page 8 of 8
∂2
∂
L (cu) = − i 2 (cu)
∂t ∂x
∂ ∂2
= (cu) − i 2 (cu)
∂t ∂x
∂ ∂2
= c u − ic 2 u
∂t ∂x
∂2
∂
=c u − i 2u
∂t ∂x
∂2
∂
=c −i 2 u
∂t ∂x
= cL u
The second equation in (3) is also satisfied, and hence the PDE in this example is linear.
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Strauss PDEs 2e: Section 1.1 - Exercise 2 Page 1 of 5
Exercise 2
Which of the following operators are linear?
(a) L u = ux + xuy
(b) L u = ux + uuy
(c) L u = ux + u2y
(d) L u = ux + uy + 1
√
(e) L u = 1 + x2 (cos y)ux + uyxy − [arctan (x/y)]u
Solution
To determine if an operator is linear, one must check whether the conditions for linearity hold:
L (u + v) = L u + L v and L (cu) = cL u
Part (a)
L u = ux + xuy
∂ ∂
Lu = u+x u
∂x ∂y
∂ ∂
= +x u
∂x ∂y
Therefore,
∂ ∂
L = +x
∂x ∂y
∂ ∂
L (u + v) = +x (u + v)
∂x ∂y
∂ ∂
= (u + v) + x (u + v)
∂x ∂y
∂ ∂ ∂ ∂
= u+ v+x u+x v
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂
= u+x u+ v+x v
∂x ∂y ∂x ∂y
∂ ∂ ∂ ∂
= +x u+ +x v
∂x ∂y ∂x ∂y
= Lu+Lv
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Strauss PDEs 2e: Section 1.1 - Exercise 2 Page 2 of 5
The first condition holds. Now the second one must be checked.
∂ ∂
L (cu) = +x (cu)
∂x ∂y
∂ ∂
= (cu) + x (cu)
∂x ∂y
∂ ∂
= c u + cx u
∂x ∂y
∂ ∂
=c u+x u
∂x ∂y
∂ ∂
=c +x u
∂x ∂y
= cL u
Part (b)
L u = ux + uuy
∂ ∂
Lu = u+u u
∂x ∂y
∂ ∂
= +u u
∂x ∂y
Therefore,
∂ ∂
L = +u
∂x ∂y
∂ ∂
L (u + v) = + (u + v) (u + v)
∂x ∂y
∂ ∂
= (u + v) + (u + v) (u + v)
∂x ∂y
∂ ∂ ∂ ∂
= u+ v + (u + v) u+ v
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂ ∂ ∂
= u+ v+u u+u v+v u+v v
∂x ∂x ∂y ∂y ∂y ∂y
∂ ∂ ∂ ∂ ∂ ∂
= u+u u+ v+v v+u v+v u
∂x ∂y ∂x ∂y ∂y ∂y
∂ ∂ ∂ ∂ ∂ ∂
= +u u+ +v v+u v+v u
∂x ∂y ∂x ∂y ∂y ∂y
= L u + L v + uvy + vuy
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Strauss PDEs 2e: Section 1.1 - Exercise 2 Page 3 of 5
Part (c)
L u = ux + u2y
2
∂ ∂
Lu = u+ u
∂x ∂y
∂ ∂ ∂
= + u u
∂x ∂y ∂y
Therefore,
∂ ∂ ∂
L = + u
∂x ∂y ∂y
∂ ∂ ∂
L (u + v) = + (u + v) (u + v)
∂x ∂y ∂y
∂ ∂ ∂
= (u + v) + (u + v) (u + v)
∂x ∂y ∂y
∂ ∂ ∂ ∂ ∂ ∂
= u+ v+ u+ v u+ v
∂x ∂x ∂y ∂y ∂y ∂y
2 2
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
= u+ v+ u + u v + v u + v
∂x ∂x ∂y ∂y ∂y ∂y ∂y ∂y
2 2
∂ ∂ ∂ ∂ ∂ ∂
= u+ u + v+ v +2 u v
∂x ∂y ∂x ∂y ∂y ∂y
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
= + u u+ + v v+2 u v
∂x ∂y ∂y ∂x ∂y ∂y ∂y ∂y
= L u + L v + 2uy vy
Part (d)
L u = ux + uy + 1
∂ ∂
Lu = u+ u+1
∂x ∂y
∂ ∂ 1
= + + u
∂x ∂y u
Therefore,
∂ ∂ 1
L = + +
∂x ∂y u
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Strauss PDEs 2e: Section 1.1 - Exercise 2 Page 4 of 5
∂ ∂ 1
L (u + v) = + + (u + v)
∂x ∂y u + v
∂ ∂
= (u + v) + (u + v) + 1
∂x ∂y
∂ ∂ ∂ ∂
= u+ v+ u+ v+1
∂x ∂x ∂y ∂y
∂ ∂ ∂ ∂
= u+ u+1+ v+ v+1−1
∂x ∂y ∂x ∂y
∂ ∂ 1 ∂ ∂ 1
= + + u+ + + v−1
∂x ∂y u ∂x ∂y v
= Lu+Lv −1
Part (e)
p
Lu = 1 + x2 (cos y)ux + uyxy − [arctan (x/y)]u
3
p ∂ ∂ x
L u = 1 + x2 (cos y) u + u − arctan u
∂x ∂y∂x∂y y
∂3
p
2
∂ x
= 1 + x (cos y) + − arctan u
∂x ∂y∂x∂y y
Therefore,
p ∂ ∂3 x
L = 1 + x2 (cos y) + − arctan
∂x ∂y∂x∂y y
∂3
p
∂ x
L (u + v) = 2
1 + x (cos y) + − arctan (u + v)
∂x ∂y∂x∂y y
∂3
p
2
∂ x
= 1 + x (cos y) (u + v) + (u + v) − arctan (u + v)
∂x ∂y∂x∂y y
∂3 ∂3
p
2
∂ ∂ x
= 1 + x (cos y) u+ v + u+ v − arctan (u + v)
∂x ∂x ∂y∂x∂y ∂y∂x∂y y
∂3
p
2
∂ x
= 1 + x (cos y) + − arctan u
∂x ∂y∂x∂y y
3
p
∂ ∂ x
+ 1 + x2 (cos y) + − arctan v
∂x ∂y∂x∂y y
= Lu+Lv
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Strauss PDEs 2e: Section 1.1 - Exercise 2 Page 5 of 5
The first condition holds. Now the second one must be checked.
∂3
p
∂ x
L (cu) = 1 + x2 (cos y) + − arctan (cu)
∂x ∂y∂x∂y y
∂3
p
2
∂ x
= 1 + x (cos y) (cu) + (cu) − arctan (cu)
∂x ∂y∂x∂y y
∂3
p
2
∂ x
= c 1 + x (cos y) u + c u − c arctan u
∂x ∂y∂x∂y y
∂3
p
∂ x
=c 1 + x2 (cos y) u + u − arctan u
∂x ∂y∂x∂y y
∂3
p
2
∂ x
=c 1 + x (cos y) + − arctan u
∂x ∂y∂x∂y y
= cL u
To summarize, (a) and (e) are linear, whereas (b), (c), and (d) are nonlinear.
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 1 of 7
Exercise 3
For each of the following equations, state the order and whether it is nonlinear, linear
inhomogeneous, or linear homogeneous; provide reasons.
(a) ut − uxx + 1 = 0
(b) ut − uxx + xu = 0
(c) ut − uxxt + uux = 0
(d) utt − uxx + x2 = 0
(e) iut − uxx + u/x = 0
(f) ux (1 + u2x )−1/2 + uy (1 + u2y )−1/2 = 0
(g) ux + ey uy = 0
√
(h) ut + uxxxx + 1 + u = 0
Solution
The order of an equation is the highest derivative that appears. To determine if an operator is
linear, one must check whether the conditions for linearity hold:
L (u + v) = L u + L v and L (cu) = cL u
Assuming that L is a linear operator, the equation L u = 0 is a homogeneous linear equation,
and the equation L u = g (g 6= 0) is an inhomogeneous linear equation.
Part (a)
ut − uxx + 1 = 0
This PDE is of the second order because the second derivative is the highest derivative.
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 2 of 7
The first condition for linearity holds. Now the second one must be checked.
∂2
∂
L (cu) = − (cu)
∂t ∂x2
∂ ∂2
= (cu) − 2 (cu)
∂t ∂x
∂ ∂2
= c u − c 2u
∂t ∂x
∂2
∂
=c − 2 u
∂t ∂x
= cL u
The second condition for linearity is satisfied as well, so the PDE is a linear inhomogeneous one.
Part (b)
ut − uxx + xu = 0
This PDE is of the second order because the second derivative is the highest derivative.
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 3 of 7
The second condition for linearity is satisfied as well, so the PDE is a linear homogeneous one.
Part (c)
ut − uxxt + uux = 0
This PDE is of the third order because the third derivative is the highest derivative.
∂ ∂3 ∂
L u = 0, where L = − 2 +u
∂t ∂x ∂t ∂x
Checking the first condition,
∂3
∂ ∂
L (u + v) = − + (u + v) (u + v)
∂t ∂x2 ∂t ∂x
∂ ∂3 ∂
= (u + v) − 2 (u + v) + (u + v) (u + v)
∂t ∂x ∂t ∂x
∂3 ∂3
∂ ∂ ∂ ∂
= u + v − 2 u − 2 v + (u + v) u+ v
∂t ∂t ∂x ∂t ∂x ∂t ∂x ∂x
∂ ∂ ∂3 ∂3 ∂ ∂ ∂ ∂
= u+ v− 2 u− 2 v+u u+u v+v u+v v
∂t ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x ∂x
∂ ∂3 ∂ ∂ ∂3 ∂ ∂ ∂
= u− 2 u+u u+ v− 2 v+v v+u v+v u
∂t ∂x ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x
∂3 ∂3
∂ ∂ ∂ ∂ ∂ ∂
= − 2 +u u+ − 2 +v v+u v+v u
∂t ∂x ∂t ∂x ∂t ∂x ∂t ∂x ∂x ∂x
= L u + L v + uvx + vux
The first condition for linearity does not hold, so the equation is nonlinear.
Part (d)
utt − uxx + x2 = 0
This PDE is of the second order because the second derivative is the highest derivative.
∂2 ∂2
L u = −x2 , where L = −
∂t2 ∂x2
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 4 of 7
∂2 ∂2
L (u + v) = − (u + v)
∂t2 ∂x2
∂2 ∂2
= (u + v) − (u + v)
∂t2 ∂x2
∂2 ∂2 ∂2 ∂2
= 2u + 2v − 2u − 2v
∂t ∂t ∂x ∂x
∂ 2 ∂ 2 ∂ 2 ∂2
= 2u − 2u + 2v − 2v
∂t ∂x ∂t ∂x
2 2 2 ∂2
∂ ∂ ∂
= − u+ − v
∂t2 ∂x2 ∂t2 ∂x2
= Lu+Lv
The first condition for linearity holds. Now the second one must be checked.
2
∂2
∂
L (cu) = − (cu)
∂t2 ∂x2
∂2 ∂2
= 2 (cu) − 2 (cu)
∂t ∂x
∂2 ∂2
= c 2u − c 2u
∂t
2 ∂x
∂ ∂2
=c − u
∂t2 ∂x2
= cL u
The second condition for linearity is satisfied as well, so the PDE is a linear inhomogeneous one.
Part (e)
∂ ∂2 1
L u = 0, where L = i − 2+
∂t ∂x x
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 5 of 7
Part (f )
Lu = 0
The operator for this PDE is
1 ∂ 1 ∂
L =q +r
∂
2 ∂x 2 ∂y
1+ ∂x u
∂
1 + ∂y u
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 6 of 7
The first condition cannot be satisfied because the square roots cannot be simplified (one for u
and one for v). Hence, the PDE is nonlinear.
Part (g)
ux + ey uy = 0
This PDE is of the first order because the first derivative is the highest derivative.
The first condition for linearity holds. Now the second one must be checked.
∂ y ∂
L (cu) = +e (cu)
∂x ∂y
∂ ∂
= (cu) + ey (cu)
∂x ∂y
∂ ∂
= c u + cey u
∂x ∂y
∂ y ∂
=c +e u
∂x ∂y
= cL u
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Strauss PDEs 2e: Section 1.1 - Exercise 3 Page 7 of 7
The second condition for linearity is satisfied as well, so the PDE is a linear homogeneous one.
Part (h)
√
ut + uxxxx + 1+u=0
This PDE is of the fourth order because the fourth derivative is the highest derivative.
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Strauss PDEs 2e: Section 1.1 - Exercise 4 Page 1 of 1
Exercise 4
Show that the difference of two solutions of an inhomogeneous linear equation L u = g with the
same g is a solution of the homogeneous equation L u = 0.
Solution
Lv = g and L w = g
Since the equation is linear, the operator L satisfies the two conditions for linearity, namely
L (u + v) = L u + L v and L (cu) = cL u. Subtracting the second equation from the first, we get
Lv −Lw = g −g
L v + L (−w) = 0
L [v + (−w)] = 0
L (v − w) = 0
Therefore, the difference of two solutions of an inhomogeneous linear equation is a solution of the
homogeneous equation.
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 1 of 6
Exercise 5
Which of the following collections of 3-vectors [a, b, c] are vector spaces? Provide reasons.
(a) The vectors with b = 0.
(d) All the linear combinations of the two vectors [1, 1, 0] and [2, 0, 1].
Solution
For a collection of 3-vectors V to be a vector space over R, the vector addition and scalar
multiplication operations must satisfy the following ten properties:
(A1) x + y ∈ V for all x, y ∈ V.
V = {[a, 0, c] | a, c ∈ R}
Choose x = [a1 , 0, c1 ] ∈ V and y = [a2 , 0, c2 ] ∈ V and z = [a3 , 0, c3 ] ∈ V.
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 2 of 6
Property A2 is satisfied.
x + y = [a1 , 0, c1 ] + [a2 , 0, c2 ]
= [a1 + a2 , 0, c1 + c2 ]
= [a2 + a1 , 0, c2 + c1 ]
= [a2 , 0, c2 ] + [a1 , 0, c1 ]
=y+x
α1 x = α1 [a1 , 0, c1 ]
= [α1 a1 , 0, α1 c1 ]
So property M2 is satisfied.
α1 (x + y) = α1 ([a1 , 0, c1 ] + [a2 , 0, c2 ])
= α1 [a1 + a2 , 0, c1 + c2 ]
= [α1 (a1 + a2 ), 0, α1 (c1 + c2 )]
= [α1 a1 + α1 a2 , 0, α1 c1 + α1 c2 ]
= [α1 a1 , 0, α1 c1 ] + [α1 a2 , 0, α1 c2 ]
= α1 [a1 , 0, c1 ] + α1 [a2 , 0, c2 ]
= α1 x + α1 y
So property M3 is satisfied.
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 3 of 6
Part (b)
V = {[a, 1, c] | a, c ∈ R}
There is no 0 = [0, 0, 0] vector in this set of 3-vectors, so property A4 is not satisfied. Therefore,
V = {[a, 1, c] | a, c ∈ R} is not a vector space.
Part (c)
V = {[a, b, c] | ab = 0 and a, b, c ∈ R}
Choose x = [a1 , b1 , c1 ] ∈ V and y = [a2 , b2 , c2 ] ∈ V and z = [a3 , b3 , c3 ] ∈ V.
The conditions a1 b1 = 0 and a2 b2 = 0 do not guarantee that (a1 + a2 )(b1 + b2 ) = 0; for example,
take a1 = 0, b1 = 1, a2 = 1, and b2 = 0. Therefore, x + y 6∈ V, and
V = {[a, b, c] | ab = 0 and a, b, c ∈ R} is not a vector space.
Part (d)
Property A2 is satisfied.
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 4 of 6
α1 x = α1 [m1 + 2n1 , m1 , n1 ]
= [α1 (m1 + 2n1 ), α1 m1 , α1 n1 ]
Since α1 (m1 + 2n1 ) and α1 m1 and α1 n1 are members of R, α1 x ∈ V, and property M1 is satisfied.
So property M2 is satisfied.
So property M3 is satisfied.
So property M4 is satisfied.
1x = 1[m1 + 2n1 , m1 , n1 ] = [1(m1 + 2n1 ), 1 × m1 , 1 × n1 ] = [m1 + 2n1 , m1 , n1 ] = x, so property M5
is satisfied.
All ten properties are satisfied, so V = {[a, b, c] | m[1, 1, 0] + n[2, 0, 1] = [a, b, c]} is a vector space.
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 5 of 6
Part (e)
V = {[a, b, c] | c − a = 2b, a, c ∈ R}
Choose x = [a1 , 21 (c1 − a1 ), c1 ] ∈ V and y = [a2 , 12 (c2 − a2 ), c2 ] ∈ V and z = [a3 , 21 (c3 − a3 ), c3 ] ∈ V.
1 1 1
x + y = a1 , (c1 − a1 ), c1 + a2 , (c2 − a2 ), c2 = a1 + a2 , {(c1 + c2 ) − (a1 + a2 )}, c1 + c2
2 2 | {z } 2 | {z }
a4 c4
1
= a4 , (c4 − a4 ), c4
2
Property A2 is satisfied.
1 1
x + y = a1 , (c1 − a1 ), c1 + a2 , (c2 − a2 ), c2
2 2
1
= a1 + a2 , {(c1 + c2 ) − (a1 + a2 )}, c1 + c2
2
1
= a2 + a1 , {(c2 + c1 ) − (a2 + a1 )}, c2 + c1
2
1 1
= a2 , (c2 − a2 ), c2 + a1 , (c1 − a1 ), c1
2 2
=y+x
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Strauss PDEs 2e: Section 1.1 - Exercise 5 Page 6 of 6
So property M2 is satisfied.
1 1
α1 (x + y) = α1 a1 , (c1 − a1 ), c1 + a2 , (c2 − a2 ), c2
2 2
1
= α1 a1 + a2 , {(c1 + c2 ) − (a1 + a2 )}, c1 + c2
2
1
= α1 (a1 + a2 ), α1 {(c1 + c2 ) − (a1 + a2 )}, α1 (c1 + c2 )
2
1 1
= α1 a1 + α1 a2 , α1 (c1 − a1 ) + α1 (c2 − a2 ), α1 c1 + α1 c2
2 2
1 1
= α1 a1 , α1 (c1 − a1 ), α1 c1 + α1 a2 , α1 (c2 − a2 ), α1 c2
2 2
1 1
= α1 a1 , (c1 − a1 ), c1 + α1 a2 , (c2 − a2 ), c2
2 2
= α1 x + α1 y
So property M3 is satisfied.
1
(α1 + β1 )x = (α1 + β1 ) a1 , (c1 − a1 ), c1
2
1
= (α1 + β1 )a1 , (α1 + β1 )(c1 − a1 ), (α1 + β1 )c1
2
1 1
= α1 a1 + β1 a1 , α1 (c1 − a1 ) + β1 (c1 − a1 ), α1 c1 + β1 c1
2 2
1 1
= α1 a1 , α1 (c1 − a1 ), α1 c1 ] + [β1 a1 , β1 (c1 − a1 ), β1 c1
2 2
1 1
= α1 a1 , (c1 − a1 ), c1 + β1 a1 , (c1 − a1 ), c1
2 2
= α1 x + β1 x
So property M4 is satisfied.
1x = 1[a1 , 21 (c1 − a1 ), c1 ] = [1 × a1 , 1 × 12 (c1 − a1 ), 1 × c1 = [a1 , 21 (c1 − a1 ), c1 ] = x, so property M5
is satisfied. All ten properties are satisfied, so V = {[a, b, c] | c − a = 2b, a, c ∈ R} is a vector space.
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Strauss PDEs 2e: Section 1.1 - Exercise 6 Page 1 of 1
Exercise 6
Are the three vectors [1, 2, 3], [−2, 0, 1], and [1, 10, 17] linearly dependent or independent? Do they
span all vectors or not?
Solution
α1 v1 + α2 v2 + · · · + αn vn = 0
For this particular exercise, v1 = [1, 2, 3] and v2 = [−2, 0, 1] and v3 = [1, 10, 17]. There is a
nontrivial solution:
5v1 + 2v2 + (−1)v3 = 0
Therefore, the three vectors are linearly dependent. A more systematic way of coming to this
conclusion is the following: Arrange the vectors as the columns (or rows) of a matrix and find the
determinant of this matrix. If the determinant is nonzero, then the vectors are linearly
independent; otherwise, they are linearly dependent.
1 2 3
0 1
−2 1
−2 0
det −2 0 1 = 1 − 2
1 17 + 3 1 10
10 17
1 10 17
= 1(−10) − 2(−34 − 1) + 3(−20)
=0
This confirms the result. Because v3 can be written in terms of v1 and v2 , the vectors only span
a plane in R3 , not all of R3 .
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Strauss PDEs 2e: Section 1.1 - Exercise 7 Page 1 of 1
Exercise 7
Are the functions 1 + x, 1 − x, and 1 + x + x2 linearly dependent or independent? Why?
Solution
To determine whether a set of functions S = {f1 (x), f2 (x), . . . , fn (x)} is linearly independent or
not, one must consider the Wronski matrix.
···
f1 (x) f2 (x) fn (x)
f10 (x) f20 (x) ··· fn0 (x)
W(x) = .. .. ..
..
.
. . .
(n−1) (n−1) (n−1)
f1 (x) f2 (x) · · · fn (x)
If there is a point x = x0 such that W(x0 ) is nonsingular (i.e. the determinant is nonzero), then
the set of functions is linearly independent.
The associated Wronski matrix for the set of functions in this exercise is
1 + x 1 − x 1 + x + x2
W(x) = 1 −1 1 + 2x
0 0 2
1 + x 1 − x 1 + x + x2
det W(x) = 1 −1 1 + 2x
0 0 2
−1 1 + 2x 1 1 + 2x 2 1 −1
= (1 + x)
− (1 − x)
+ (1 + x + x )
0 2 0 2 0 0
= (1 + x)(−2) − (1 − x)(2) + (1 + x + x2 )(0)
= −4
The determinant of W(x) is nonzero for all values of x, so W(x) is nonsingular. Therefore, the
set of functions {1 + x, 1 − x, 1 + x + x2 } is linearly independent.
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Strauss PDEs 2e: Section 1.1 - Exercise 8 Page 1 of 1
Exercise 8
Find a vector that, together with the vectors [1, 1, 1] and [1, 2, 1], forms a basis of R3 .
Solution
By definition, a basis for R3 is a set of linearly independent vectors that span R3 . In other words,
if every vector in R3 can be written as a linear combination of the vectors in a set, then this set is
a basis of R3 .
The vectors v1 = [1, 1, 1] and v2 = [1, 2, 1] point in two distinct directions in R3 , so it is necessary
for the third vector to point in a different direction. Thus, let the third vector be formed from the
cross product of the two, v3 = v1 × v2 . v3 will point in a direction perpendicular to v1 and v2 .
x̂ ŷ ẑ
v3 = 1 1 1
1 2 1
1 1 1 1 1 1
= x̂ + ŷ
1 1 + ẑ 1 2
2 1
= x̂(−1) + ŷ(0) + ẑ(1)
Therefore, the three vectors, [1, 1, 1], [1, 2, 1], and [−1, 0, 1], form a basis of R3 .
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Strauss PDEs 2e: Section 1.1 - Exercise 9 Page 1 of 2
Exercise 9
Show that the functions (c1 + c2 sin2 x + c3 cos2 x) form a vector space. Find a basis of it. What is
its dimension?
Solution
This is a linear combination of the functions 1, sin2 x, and cos2 x. Since sin2 x + cos2 x = 1, the
basis is just {sin2 x, cos2 x}. And because the basis has two components to it, the dimension is 2.
In order to show that the functions form a vector space, we must show that the following ten
properties are satisfied:
x = a1 + b1 sin2 x + c1 cos2 x
y = a2 + b2 sin2 x + c2 cos2 x
The sum is x + y.
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Strauss PDEs 2e: Section 1.1 - Exercise 9 Page 2 of 2
So property A2 is satisfied.
x + y = a1 + b1 sin2 x + c1 cos2 x + a2 + b2 sin2 x + c2 cos2 x
= a2 + b2 sin2 x + c2 cos2 x + a1 + b1 sin2 x + c1 cos2 x
=y+x
So property A3 is satisfied. We can choose a1 = b1 = c1 = 0 to get the zero vector, so property A4
is satisfied. We can choose a2 = −a1 , b2 = −b1 , and c2 = −c1 in y to get −x.
x + (−x) = a1 + b1 sin2 x + c1 cos2 x + (−a1 − b1 sin2 x − c1 cos2 x)
XX2X X2X
X
x − XX2X X2X X
1 − b1 sin x −
X X
=
a
1 + b1 sin x +
c1X
cos
a c1X
cos
x
=0
So property A5 is satisfied. Choose α ∈ R. Then
αx = α(a1 + b1 sin2 x + c1 cos2 x)
= αa1 + αb1 sin2 x + αc1 cos2 x
= a + b sin2 x + c cos2 x
Thus, αx is just another vector in V. So property M1 is satisfied. Choose β ∈ R. Then
(αβ)x = (αβ)(a1 + b1 sin2 x + c1 cos2 x)
= αβa1 + αβb1 sin2 x + αβc1 cos2 x
= α(βa1 + βb1 sin2 x + βc1 cos2 x)
= α(βx)
So property M2 is satisfied.
α(x + y) = α(a1 + b1 sin2 x + c1 cos2 x + a2 + b2 sin2 x + c2 cos2 x)
= αa1 + αb1 sin2 x + αc1 cos2 x + αa2 + αb2 sin2 x + αc2 cos2 x
= α(a1 + b1 sin2 x + c1 cos2 x) + α(a2 + b2 sin2 x + c2 cos2 x)
= αx + αy
So property M3 is satisfied.
(α + β)x = (α + β)(a1 + b1 sin2 x + c1 cos2 x)
= (α + β)a1 + (α + β)b1 sin2 x + (α + β)c1 cos2 x
= αa1 + βa1 + αb1 sin2 x + βb1 sin2 x + αc1 cos2 x + βc1 cos2 x
= αa1 + αb1 sin2 x + αc1 cos2 x + βa1 + βb1 sin2 x + βc1 cos2 x
= α(a1 + b1 sin2 x + c1 cos2 x) + β(a2 + b2 sin2 x + c2 cos2 x)
= αx + βy
So property M4 is satisfied.
1x = 1(a1 + b1 sin2 x + c1 cos2 x)
= 1 ∗ a1 + 1 ∗ b1 sin2 x + 1 ∗ c1 cos2 x
= a1 + b1 sin2 x + c1 cos2 x
=x
So property M5 is satisfied. All ten properties are satisfied, and so the functions
(c1 + c2 sin2 x + c3 cos2 x) form a vector space.
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Strauss PDEs 2e: Section 1.1 - Exercise 10 Page 1 of 3
Exercise 10
Show that the solutions of the differential equation u000 − 3u00 + 4u = 0 form a vector space. Find a
basis of it.
Solution
In order for the solutions of a differential equation to form a vector space U, the vector addition
and scalar multiplication operations must satisfy the following ten properties:
(A1) u1 + u2 ∈ U for all u1 , u2 ∈ U.
u000 00
1 − 3u1 + 4u1 = 0
u000 00
2 − 3u2 + 4u2 = 0
u000 00
3 − 3u3 + 4u3 = 0
u000 00 000 00
1 − 3u1 + 4u1 + u2 − 3u2 + 4u2 = 0 + 0
u000 000 00 00
1 + u2 − 3u1 − 3u2 + 4u1 + 4u2 = 0
(u1 + u2 )000 − 3(u1 + u2 )00 + 4(u1 + u2 ) = 0
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Strauss PDEs 2e: Section 1.1 - Exercise 10 Page 2 of 3
u000 00
1 − 3u1 + 4u1 = 0
−u000 00
1 + 3u1 − 4u1 = 0
(−u1 )000 − 3(−u1 )00 + 4(−u1 ) = 0
Thus, −u1 is a solution of the differential equation, i.e. −u1 ∈ U, and property A5 is satisfied.
Choose α ∈ R and β ∈ R.
α(u000 00
1 − 3u1 + 4u1 ) = α × 0
αu000 00
1 − 3αu1 + 4αu1 = 0
(αu1 )000 − 3(αu1 )00 + 4(αu1 ) = 0
So αu1 also satisfies the differential equation; in other words, αu1 ∈ U, and property M1 is
satisfied.
(αβ)(u000 00
1 − 3u1 + 4u1 ) = (αβ) × 0
(αβ)u000 00
1 − 3(αβ)u1 + 4(αβ)u1 = 0
[(αβ)u1 ]000 − 3[(αβ)u1 ]00 + 4[(αβ)u1 ] = 0
[α(βu1 )]000 − 3[α(βu1 )]00 + 4[α(βu1 )] = 0
Both (αβ)u1 and α(βu1 ) satisfy the differential equation, so (αβ)u1 = α(βu1 ). And property M2
is satisfied.
(α + β)(u000 00
1 − 3u1 + 4u1 ) = (α + β) × 0
(α + β)u000 00
1 − 3(α + β)u1 + 4(α + β)u1 = 0
αu000 00 000 00
1 − 3αu1 + 4αu1 + βu1 − 3βu1 + 4βu1 = 0
α(u000 00 000 00
1 − 3u1 + 4u1 ) + β(u1 − 3u1 + 4u1 ) = 0
And so property M5 is satisfied. All ten properties are satisfied, so the solutions of the differential
equation form a vector space.
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Strauss PDEs 2e: Section 1.1 - Exercise 10 Page 3 of 3
The equation u000 − 3u00 + 4u = 0 is a linear ordinary differential equation with constant
coefficients. Therefore, the solutions are of the form u(x) = erx . Plugging this into the equation,
The basis of the vector space formed by the solutions is therefore {e−x , e2x , xe2x }.
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Strauss PDEs 2e: Section 1.1 - Exercise 11 Page 1 of 1
Exercise 11
Verify that u(x, y) = f (x)g(y) is a solution of the PDE uuxy = ux uy for all pairs of (differentiable)
functions f and g of one variable.
Solution
ux = f 0 (x)g(y)
uy = f (x)g 0 (y)
uxy = f 0 (x)g 0 (y)
Therefore, u(x, y) = f (x)g(y) is a solution of the PDE, provided that the functions f and g are
differentiable.
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Strauss PDEs 2e: Section 1.1 - Exercise 12 Page 1 of 1
Exercise 12
Verify by direct substitution that
Solution
ux = n cos nx sinh ny
uxx = −n2 sin nx sinh ny
uy = n sin nx cosh ny
uyy = n2 sin nx sinh ny
Therefore, u = un (x, y) = sin nx sinh ny is a solution of the PDE for every n > 0.
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