MATH220/CME303: PDEs of Applied Mathematics

Solution to Homework #6

1. Problem 1: Solve using characteristics

(a)
∂u ∂u
x1 + x2 = 2u, u(x1 , 1) = g(x1 )
∂x1 ∂x2
(b)
∂u ∂u x1
u + = 1, u(x1 , x1 ) =
∂x1 ∂x2 2

Solution:
(a) For the Cauchy problem
x1 ux1 + x2 ux2 = 2u, u(x1 , 1) = g(x1 )
the surface Γ ⊂ R2 is defined by Γ = {(y1 , y2 ) : y2 = 1}. The characteristic equations become
ξ1′ (s) = ξ1 (s), ξ1 (0) = y1 ,
ξ2′ (s) = ξ2 (s), ξ2 (0) = 1,
U ′ (s) = 2U (s), U (0) = g(y1 )

This leads to the characteristics

ξ1 (s) = y1 es ,
ξ2 (s) = es ,
U (s) = g(y1 ) e2s

Consider the values for s such that a characteristic crosses the point (x1 , x2 ) for x2 ≥ 1. We
obtain
( )
x1
ξ1 (s) = x1 ⇒ s = log ,
y1
x1
ξ2 (s) = x2 ⇒ x2 =
y1
Therefore y1 = x1 /x2 and s = log x2 . Consequently
( )
x1
u(x1 , x2 ) = U (s) = g x22
x2
The solution is undefined for x2 ≤ 0. Note that this is a consequence of the fact that ξ2 (s) > 0
and therefore the characteristics never cross the x1 -axis. The solution only can be extended over
{(x1 , x2 ) : x2 > 0}.

1
(b) For the Cauchy problem
1
uux1 + ux2 = 1, u(x1 , x1 ) = x1
2
the surface Γ ⊂ R2 is defined by Γ = {(y1 , y2 ) : y1 = y2 }. The characteristic equations become

ξ1′ (s) = U (s), ξ1 (0) = y1 ,

ξ2′ (s) = 1, ξ2 (0) = y1 ,
1
U ′ (s) = 1, U (0) = y1
2
The equation for ξ1 can be rewritten as
1
ξ1′′ (s) = 1, ξ1 (0) = y1 , ξ1′ (0) = y1
2
We obtain
1 2 1
ξ1 (s) = s + y1 s + y1 ,
2 2
ξ2 (s) = s + y1 ,
1
U (s) = s + y1
2

Consider the values s for which a characteristic crosses the point (x1 , x2 ). We have

ξ2 (s) = x2 ⇒ s = x2 − y1 ,
1 1
ξ1 (s) = x1 ⇒ x1 = (x2 − y1 )2 + y1 (x2 − y1 ) + y1
2 2
From the second equation we deduce
( )
1 2 1 1 1 1 1 x1 − 12 x22
x1 = x − x2 y1 + y12 + y1 x2 − y12 + y1 = 1 − x2 y1 + x22 ⇒ y1 =
2 2 2 2 2 2 2 1 − 12 x2

We see that for x2 = 2, the value of y1 is undefined. This is due to the fact that, for x2 = 2 we
have s = 2 − y1 and

ξ1′ (2 − y1 ) = 2,
ξ2′ (2 − y1 ) = 2

from which we deduce that the corresponding characteristic curve has to be tangent to Γ. In
other words, the characteristic that crosses (x1 , 2) is precisely a characteristic that is tangent to
Γ. This is the main problem of the solution over these points. We conclude that, for x2 ̸= 2

1 1 x1 − 12 x22 x22 + 2x1 − 4x2

u(x1 , x2 ) = U (s) = x2 − y1 + y1 = x2 − =
2 2 1 − 21 x2 2(x2 − 2)

2
2. Problem 2: Show that
{ ( √ )
− 23 t + 3x + t2 if 4x + t2 > 0
u(t, x) =
0 otherwise
is an entropy solution of the Burgers’ equation
ut + uux = 0

Solution: Let F (u) = 12 u2 . We first check that the proposed function u defined as
{ ( √ )
− 23 t + 3x + t2 , 4x + t2 > 0,
u(t, x) =
0, o.w.
is a pointwise solution of Burguers’ equation away from its discontinuities. This is trivially true for
4x + t2 < 0. For 4x + t2 > 0 we have
1
ux (t, x) = −√ ,
3x + t2
2 2 t
ut (t, x) = − − √
3 3 3x + t2
2 2
= − + tux (t, x),
3 3
2 2√
u(t, x)ux (t, x) = − tux (t, x) − 3x + t2 ux (t, x)
3 3
Therefore
2 2 2 2√
ut + uux = − + tux − tux (t, x) − 3x + t2 ux (t, x) = 0
3 3 3 3
We need to verify Rankine-Hugoniot’s condition for the discontinuity points of u. It satisfies 4x(t)+t2 =
0, from which we deduce ẋ(t) = − 12 t. Remark that
u+ (t) = lim u(t, x)
x↓x(t)
( √ )
2 3 2
= − t+ − t +t 2
3 4
= −t,
u− (t) = lim u(t, x)
x↑x(t)
= 0
so that Rankine-Hugoniot’s condition in our case becomes
F (u+ (t)) − F (u− (t)) t −0
1 2
1
ẋ = = 2 =− t
u+ (t) − u− (t) −t − 0 2

So u is indeed a solution of Burgers’ equation. To prove it is an entropy solution, it suffices to verify

that u+ < ul , which is clear from our previous calculations.

3
3. Problem 3: Compute explicitly the entropy solution for the Burger’s equation with the initial data


 1 if x < −1

0 if −1 < x < 0
g(x) =

 2 if 0 < x < 1


0 if 1 < x

and explain what happens at various times t > 0. Plot the graph of u(t, x) at various times when it
behaves differently.

Solution: We denote as usual F (u) = 12 u2 . Qualitatively the leftmost wave will propagate as a shock-
wave. We denote this discontinuity as x1 . The second wave will develop a rarefaction wave on its left
and a shockwave on its right. We denote the rarefaction front as xf and its shockwave as x2 . We
construct each stage of the solution analyzing the point at each one of them begins to evolve.

Stage 1 (begins at t = 0): The Rankine-Hugoniot condition for the shockwaves is

F (1) − F (0)
ẋ1 =
1−0
1
= ,
2
F (2) − F (0)
ẋ2 =
2−0
= 1

The rarefaction wave is of the form x/t and therefore xr (t) = 2t. It is not difficult to see that


 1, x < −1 + 21 t,




0, −1 + 2 t < x < 0,
1

x
u1 (t, x) = t , 0 < x < 2t,



 2, 2t < x < 1 + t,


0, 1 + t < x

This expression shows that the left shockwave will hit the rarefaction wave at t such that −1 + 21 t = 0,
i.e. t = 2 whereas the rarefaction front will hit the right shockwave at t such that 2t = 1 + t, i.e. t = 1.
Therefore, the next step is to analyze the evolution of the solution for t > 1.

Stage 2 (begins at t = 1): In this case the rarefaction front hits the right shockwave. The result is
a rarefaction wave with shockwave x2 of height α2 = x2 /t. The Rankine-Hugoniot condition for this
case is
F (α2 ) − F (0)
ẋ2 =
α2 − 0
1
= α2
2

4
 1
= x2
2

Additionally, x2 (1) = 2. This implies √

x2 (t) = 2 t

Therefore, the solution at the second stage is



 1, x < −1 + 21 t,

0, −1 + 21 t < x < 0,
u2 (t, x) = x √


t,

0 < x < 2 t,
√
0, 2 t<x

We remark that the left shockwave will hit the rarefaction wave at t = 2, which is the next stage of
the solution.

Stage 3 (begins at t = 2): In this case the left shockwave hits the rarefaction wave. The left
shockwave will consequently change its propagation speed. The Rankine-Hugoniot condition is
F (1) − F (x1 )
ẋ1 =
1 − x1
1
2 − 1 2
2t2 x1
=
1 − 1t x1
( )
1 1
= 1 + x1
2 t

Remark that ∫ ( )1/2 ( )1/2 ( )1/2

t
ds t ∫t t ∫t 2
, e− 2
ds ds
= log ⇒ e 2 2s = 2s =
2 2s 2 2 t
and therefore ( )1/2 ∫ t ( )1/2 ∫ t
t 1 2 ds
x1 (t) = ds = t1/2 1/2
2 2 2 s 2 2s

The solution is then √

x1 (t) = t − 2t
and the solution in this stage is consequently
 √

1, x <√ t − 2t,
√
u3 (t, x) = xt , t − 2t < x < 2 t,

 √
0, 2 t < x
√ √ √
Finally, note that both shockwaves will merge at t such that t − 2t = 2 t, i.e. t = (2 + 2)2 . This
is the last stage of the solution.

5
 √
Stage 4 (begins t = (2 + 2)2 ): In this case, there is only a single shockwave that propagates. The
Rankine-Hugoniot condition is simply
F (1) − F (0)
ẋ1 =
1−0
1
=
2

The last stage of the solution is

{ √
1, x < 12 (2 + 2)2 + 12 t,
u4 (t, x) = √
0, 21 (2 + 2)2 + 12 t < x

In summary, the solution is (see attached diagram at the end for a plot of the different stages)


 u1 (t, x), 0 < t < 1,

u (t, x), 1 < t < 2,
u(t, x) =
2
√

 u3 (t, x), 2 < t < (2 + 2)2 ,

 √ 2
u4 (t, x), t < (2 + 2)

4. Problem 4: Consider the viscous Burgers’ equation

ut + uux = εuxx

where ε > 0 is a constant.

(a) Find all solutions of this equation that have the form u(t, x) = V (x − ct), where the function V (y)
has the limits
lim V (y) = 1, lim V (y) = 0
y→−∞ y→∞

In particular, find all c for which such solution exists.

(b) Let ε → 0, and show that the limit u(t, x) from the previous item is an entropy solution of the
Burgers’ equation.

Solution:
(a) We search a solution of the form u(t, x) = V (x − ct). Remark that ut (t, x) = −cV ′ (x − ct),
ux (t, x) = V ′ (x − ct) and uxx (t, x) = V ′′ (x − ct). Let z = x − ct. Then the PDE becomes

−cV ′ (z) + V V ′ (z) = εV ′′ (z)

which is simply an ODE. We assume that V is regular at infinity and therefore that V ′ (z) → 0
as |z| → ∞. In this case we can integrate from z to ∞ to obtain
1
cV (z) − V 2 (z) = −εV ′ (z)
2

6
 Using the regularity of V ′ at infinity and the condition V (z) → 1 as z → −∞ we obtain c − 12 = 0.
Therefore, the only admissible speed of propagation of a stationary wave satisfying the imposed
conditions is c = 21 . Finally, we obtain the nonlinear ODE
1 1
V ′ (z) = V (z)2 − V (z)
2ε 2ε
which is the Riccati equation (this is also a form of the Bernoulli equation). Let W be such that
V (z) = −2εW ′ (z)W (z)−1 . Then
( ′ )2
W ′′ (z) W (z) W ′′ (z) 1
V ′ (z) = −2ε + 2ε = −2ε + V (z)2
W (z) W (z) W (z) 2ε
from which we deduce
W ′′ (z) 1 1 W ′ (z)
−2ε = V ′ (z) − V (z)2 = − V (z) =
W (z) 2ε 2ε W (z)
Therefore
1 ′
W ′′ (z) + W (z) = 0
2ε
and, for constants A, B ∈ R, we deduce that
W (z) = A e− 2ε z + B
1

so that
W ′ (z) A 1
V (z) = −2ε = 1 = 1
W (z) A + B e 2ε z 1 + C e 2ε z
with C = A−1 B. Remark that V (z) → 0 as z → ∞ and V (z) → 1 as z → −∞ for any choice of
constant C ̸= 0. If C < 0, V has a singularity at z = −2ε log(|C|) and therefore is not a solution
of the viscous Burgers’ equation. Consequently for C > 0 the function V (z) defined is the desired
solution. Note that, for these cases, C acts as a translation parameter. In fact, let z0 = log C.
Then
1
V (z) = 1
1 + e 2ε z+z0
for any z0 ∈ R.
(b) Define
1
Vε (z) = 1
1 + C e 2ε z
We prove that Vε (z) → Θ(z) as ε ↓ 0, where Θ(z) = χ(−∞,0] . Fix z > 0 and let ε be small enough
so that C −1 e− 2ε z < 1/2. Then
1

1 1
= C −1 e− 2ε z ≤ 2C −1 e− 2ε z → 0
1 1
|Vε (z) − Θ(z)| ≤
C −1 e− 2ε z
1 1
−1 + C e 2ε z 1−
1
as ε → 0. For z < 0, let ε be such that C e 2ε z
< 1/2
 
 C e 2ε
1
z  1
C e 2ε z
  1
|Vε (z) − Θ(z)| =   ≤ ≤ 2C e 2ε z → 0
 1 + C e 2ε z  1 − C e 2ε
1 1
z

7
as ε ↓ 0. Consequently Vε → Θ for z ̸= 0 pointwise. Therefore, define uε (t, x) = Vε (x − 12 t). We
conclude ( )
1
lim uε (t, x) = u(t, x) = Θ x − t
ε↓0 2
We now prove that this is indeed an entropy solution for Burgers’ equation with initial condition
u(0, x) = Θ(x). The function u(t, x) satisfies the initial conditions and it is a pointwise solution
for x < 12 t and x > 12 t. Additionally, the discontinuity point propagates at speed c = 12 , which
satisfies Rankine-Hugoniot’s condition. Finally, it is not difficult to see that the characteristics
satisfy

ξt (s) = s,
{
y + s, y < 0,
ξx (s) =
y, y>0

Therefore, for any (t, x), if x − 12 t < 0, we choose the characteristic ξx (s) = x − (t − s). Clearly
ξx (s)− 21 ξt (s) = x− 21 t− 12 (t−s) < x− 12 t < 0, so this characteristic does not cross the discontinuity
curve nor another characteristic. If x − 12 t > 0, then we simply choose ξx (s) = x. Therefore, u is
an entropy solution of Burgers’ equation, as desired.