Homework Set 3

Tommy Lee
November 5, 2013

1 S ECTION 1.5
1.1 P ROBLEM 3
Solve the boundary problem u = 0 for 0 < x < 1 with u (0) + ku (0) = 0 and u (1) ku (1) = 0 Do the + and - cases separately. what is special about the case k = 2? 1.1.1 S OLUTION We rst solve the differential equation u = 0 u =0 u = c1 u = c1 x + c2 Then substituting the differential equations into u = 0 for 0 < x < 1 with u (0) + ku (0) = 0 and u (1) ku (1) = 0. We can determine the coefcients c 1 and c 2 and how the boundary conditions impose and affect the coefcients. u (0) + ku (0) = 0 c 1 + k (c 1 (0) + c 2 ) = 0 c 1 = c 2 k u (1) + ku (1) = 0 c 1 + k (c 1 (1) + c 2 ) = 0 c 1 (1 + k ) + c 2 k = 0 c 2 k (1 + k ) + c 2 k = 0 c 2 k 2 = 0 c 2 = 0 or k = 0; (1.2) (1.1)

In the rst case ( + ) we get the result that c 2 = 0 or k = 0. If k = 0 then any values of c 1 , c 2 can be used to solve the problem. If c 2 = 0, then c 1 = 0 and then the function is trivial. u (1) ku (1) = 0 c 1 k (c 1 c 2 ) = 0 c 2 k k (c 2 k + c 2 ) = 0 2c 2 k c 2 k 2 = 0 c 2 k (k + 2) = 0 c 2 k = 0 or k = 2 In the second case ( - ), we can get the results that c 2 k = 0 or k = 2. Since c = 0, k = 0 provide trivial answers, we can see that k = 2 is the only possible choice, this implies that c 2 can be any numbers, and c 1 = c 2 . (1.3)

1.2 P ROBLEM 5
Consider the equation u x + yu y = 0 (1.4) with the boundary condition u (x , 0) = (x ). (a) For (x ) = x show that no solution exists. (b) For (x ) = 1 show that there are many solutions. 1.2.1 S OLUTION From previous problems, we know that the solution for the differential equation is u (x , y ) = f (e x y ) u u f = x f x u x ye = f u u f = y f y u x = e f

(1.5)

When we use the method of characteristics and look on the curve C, it is expected that on C, e x y = C onst on the curve, When were on the curve C described by f (e x y ) evaluated at (x , 0), we should expect a constant, but since f (e x (0)) = f (0) = X , this means that for one curve, there exists multiple values of the curve C which varies with X on the curve. This is a contradiction.

1.3 P ROBLEM 6
Solve the equation u ( x + 2x y 2 u y = 0

1.3.1 S OLUTION Using the method of characteristics, we examine

dy dy = 2x y 2 2 = 2xd x dx y dy = y 1 + const y2 2xd x = x 2 2x = y 1 + c y 1 + x 2 = const u (x , y ) = f (x 2 + y 1 ) Testing the prescribed solution: u u f = x f x u = (2x ) f u u f = y f y u = ( y 2 ) f u u u x + 2x y 2 u y = 0 (2x ) + 2x y 2 ( y 2 ) f f u u (2x ) (2x ) = 0 0 = 0 f f So the solution to the differential equation is u (x , y ) = f (x 2 + y 1 )

(1.6)

(1.7)

2 S ECTION 1.6
2.1 P ROBLEM 2
Find regions in the xy plane where the equation (1 + x )u xx + 2x yu x y y 2 u y y = 0 2.1.1 S OLUTION the general form of the equation au xx + 2bu x y + cu y y ... = f (x , y ) describes any of the second order forms of the equations. By inspection, it can be seen that a = (1 + x ), b = x y , c = y 2 , (2.1)

then the relationship ac b 2 = (1 + x ) y 2 (x y )2 = + y 2 (1 + x 2 + x )1 When y 2 (1 + x + x 2 ) = 0 it is parabolic When y 2 (1 + x + x 2 ) > 0 it is hyperbolic When y 2 (1 + x + x 2 ) < 0 it is elliptic The attached chart contains multiple bands. Obviously, the function is parabolic when y = 0. We can see from the graph that all the results are positive or zero. Which can conclude that there are no elliptic forms in this equation.

2.2 P ROBLEM 3
Among all the equations of the form (1) show that the only ones unchanged under all rotations (rotationally invariant) have the form a (u xx + u y y ) + bu = 0 2.2.1 S OLUTION let x = sin() + cos(), y = cos() + sin(), then: 2 2 2 2 2 2 = cos ( ) 2 sin( ) cos( ) ( ) + sin x 2 2 2 2 2 2 2 2 2 = sin ( ) + 2 sin( ) cos( ) + cos ( ) y 2 2 2 This change of co-ordinates is meant to eliminate the cross terms u x y , which does not get preserved by rotations. u x , and u y do not remain invariant, as they have new coefcients of sin + cos and cos sin Take the equation a (u xx + u y y ) + bu = 0 and apply the partials. 2 u 2 u 2 u 2 u 2 2 ( ) ( ) = cos 2 sin( ) cos( ) + sin x 2 2 2 2 u 2 u 2 u 2 u 2 2 = sin ( ) + 2 sin( ) cos( ) + cos ( ) y 2 2 2 2 u 2 u 2 u 2 2 + = (cos ( ) + sin ( )) x 2 y 2 2 + (2 sin() cos() 2 sin() cos()) + (sin2 () + cos2 () 2 u 2 u 2 u 2 u + = + x 2 y 2 2 2 a (u xx + u y y ) + bu a (u + u ) + bu As a change of coordinates and rotating the axes did not change the form of the differential equation, the form a (u xx + u y y ) + bu = 0 is invariant under rotation. 2 u 2 2 u

2.3 P ROBLEM 4
What is the type of the equation u xx 4u x y + 4u y y = 0 (2.2)

Show by direct substitution that u (x , y ) = f ( y + 2x ) + xg ( y + 2x ) is a solution for arbitrary functions f and g. 2.3.1 S OLUTION Using the standard form au xx + 2bu x y + cu y y .. = f (x , y ) where a , b, c are constant coefcients, we can see that for this equation a = 1, b = 2, c = 4. then ac b = 4 2 > 0 Since this is greater than zero, then this is a wave or hyperbolic type of equation. d u u f u g = + ( ( X ))g ( y + 2x ) + x d x f x x g x u u (2) + g ( y + 2x ) + x (2) ux = f g d u u f u g = + ( ( X ))g ( y + 2x ) + x d y f y y g y u u uy = (1) + x (1) f g d 2u d du d u u = = ( (2) + g ( y + 2x ) + x (2)) 2 dx dx dx dx f g u xx = (4) u xx = 4 2 u u x u 2 u + (2) + (2) + (4 x ) f 2 g x g g 2

2 u u 2 u + 4 + (4 x ) f 2 g g 2

d 2u d du u u = = ( (1) + x (1)) 2 dy d y d y y f g uy y = uy y = 2 u 2 u x u + + x f 2 y g g 2 2 u 2 u + x f 2 g 2

2 u u u u = = ( (1) + x (1)) x y x y x f g ux y = 2 u u 2 u (2) + (1) + x (2) f 2 g g 2

Then through direct substitution, we get the following. 2 u u 2 u + 4 + 4 x ) f 2 g g 2 2 u u 2 u + 1 ) + 2 x f 2 g g 2 2 u u 2 u + 0 ) + x f 2 g g 2 u 2 u 2 u + (4 4 + 0) + (4 8 + 4) x =00=0 f 2 g g 2 2 u u 2 u + 4 + 4 x f 2 g g 2 2 u u 2 u 4 8 x f 2 g g 2 2 u u 2 u 0 + 4 x f 2 g g 2

(4 4(2 +4(1

=4 = 8 =4

(4 8 + 4)

Thus, u (x , y ) = f ( y + 2x ) + xg ( y + 2x ) is a solution.