MA201 Mathematics III

PDE Tutorial Problem Solutions

Formulation and classification of PDEs, Method of Characteristics, General Integral

5. Find the general integral of the following PDEs:

(i) x(y 2 − u2 )p − y(u2 + x2 )q = u(x2 + y 2 ).

Sol: Characteristic equations are
dx dy du
= = . . . (I)
x(y 2 − u2 ) −y(x2 + u2 ) u(x2 + y 2 )

xdx + ydy + udu xdx + ydy + udu

= =
x2 (y 2 − u2 ) 2 2 2 2 2 2
− y (u + x ) + u (x + y ) 0
=⇒ x2 + y 2 + z 2 = c1
1 1 1
Again choosing , − , − as multipliers, each fraction of (I) equals
x y u
dx dy du
x − y − u d(log x − log y − log u)
=
0 0
=⇒ log x − log y − log u = c2
Therefore general integral is given by

F (x2 + y 2 + u2 , log x − log y − log u) = 0

where F is an arbitrary function.

(ii) (y − ux)p + (x + uy)q = x2 + y 2 .
Sol: Characteristic equations are
dx dy du
= = 2 . . . (I)
y − ux x + uy x + y2

Choosing x, −y, u as multipliers, each fraction of (I) equals

xdx − ydy + udu

=⇒ x2 − y 2 + u2 = c1
0
Again choosing y, x, −1 as multipliers, each fraction of (I) equals

ydx + xdy − du
=⇒ xy − u = c2
0
Therefore general integral is given by

F (xy − u, x2 − y 2 + u2 ) = 0

where F is an arbitrary function.

(iii) x(x2 + 3y 2 )p − y(3x2 + y 2 )q = 2u(y 2 − x2 ).
Sol: Characteristic equations are
dx dy du
= = . . . (I)
x(x2 + 3y 2 ) −y(3x2 + y 2 ) 2u(y 2 − x2 )
1 1 1
Choosing , , − as multipliers, each fraction of (I) equals
x y u
1
x dx + y1 dy − u1 du xy
=⇒ = c1
0 u

1
 dx dy
Also taking = we get
x(x2 + 3y 2 ) −y(3x2 + y 2 )
y
dy y 3 + ( x )2
=−
dx x 1 + 3( xy )2

Putting y = vx we get
dv v(3 + v 2 )
v+x =−
dx 1 + 3v 2
 
dx 1 2v
=⇒ 4 + + dv = 0
x v 1 + v2
=⇒ 4d(ln x) + d(ln v) + d(ln(1 + v 2 )) = 0
=⇒ x4 v(1 + v 2 ) = c2
Using y = vx and xy = c1 u we get from above
c2
=⇒ u(x2 + y 2 ) = = c3
c1
Therefore general integral is given by
 xy 
F , u(x2 + y 2 ) = 0
u
where F is an arbitrary function.
(iv) (1 + y)p + (1 + x)q = u.
Sol: Characteristic equations are
dx dy du
= = . . . (I)
1+y 1+x u
From first two equations we get

(1 + x)dx = (1 + y)dy =⇒ (1 + x)2 − (1 + y)2 = c1

Also taking 1, 1, 0 as multipliers, each fraction of (I) equals

dx + dy d(x + y + 2)
=
2+x+y 2+x+y
d(2 + x + y) du
=⇒ =
2+x+y u
2+x+u
=⇒ = c2
u
Therefore general solution is given by
 
2 2 2+x+y
F (1 + x) − (1 + y) , =0
u
where F is an arbitrary function.
(v) (u2 − 2yu − y 2 )p + (xy + xu)q = xy − ux.
Sol: Characteristic equations are
dx dy du
= = . . . (I)
u2 − 2yu − y 2 xy + xu xy − ux
Now
dy du
=
x(y + u) x(y − u)
=⇒ (ydy − udu) − (udy + ydu) = 0
 2
y − u2

=⇒ d − uy = 0
2
=⇒ y 2 − u2 − 2uy = c1
Choosing x, y, u as multipliers, each equation in (I) equals
xdx + ydy + udu
=⇒ xdx + ydy + udu = 0
0

2
 =⇒ x2 + y 2 + u2 = c2
Therefore general solution is given by
F x2 + y 2 + u2 , y 2 − u2 − 2uy = 0

where F is an arbitrary function.

(vi) (x2 + y 2 + yu)p + (x2 + y 2 − xu)q = u(x + y).
Sol: Characteristic equations are
dx dy du
= 2 = . . . (I)
x2 + y 2 + uy x + y 2 − xu u(x + y)
Choosing 1, −1, 0 as multipliers, each fraction of (I) equals
dx − dy
. . . (II)
u(x + y)
Again choosing x, y, 0 as multipliers, each fraction of (I) equals
xdx + ydy
. . . (III)
(x + y)(x2 + y 2 )
From (I), (II), (III) we get
du dx − dy xdx + ydy
= =
u(x + y) u(x + y) (x + y)(x2 + y 2 )
du dx − dy xdx + ydy
=⇒ = =
u u x2 + y 2
Taking first two fractions
dx − dy − du = 0 =⇒ x − y − u = c1
and first and third fractions give
x2 + y 2 x2 + y 2
 
d ln 2
= 0 =⇒ = c2
u u2
Therefore general integral is given by
x2 + y 2
 
F x − y − u, =0
u
where F is an arbitrary function.
6. Find the general integral of the PDE
x(y 2 + u)p − y(x2 + u)q = (x2 − y 2 )u
and hence show that the integral surface which contains the straight line x + y = 0, u = 1 is
x2 + y 2 + 2xyu − 2u + 2 = 0.

Sol: Characteristic equations are

dx dy du
= = . . . (I)
x(y 2 + u) −y(x2 + u) u(x2 − y 2 )
1 1 1
Choosing , , as multipliers, each fraction of (I) equals
x y u
1
x dx + y1 dy + u1 du
=⇒ d(log x + log y + log u) = 0 =⇒ xyu = c1 . . . (II)
0
Again choosing x, y, −1 as multipliers, each fraction of (I) equals
xdx + ydy − du
=⇒ x2 + y 2 − 2u = c2 . . . (III)
0
Parametrizing the initial conditions as (s, −s, 1), from (II), (III) we get
−s2 = c1 ; 2s2 − 2 = c2
=⇒ 2c1 + c2 + 2 = 0
giving the solution
2xyu + x2 + y 2 − 2u + 2 = 0
.

3
7. Find the general integral of the PDE

2y(u − 3)p + (2x − u)q = y(2x − 3)

and hence show that the integral surface which passes through the circle x2 + y 2 = 2x, u = 0 is

x2 + y 2 − u2 − 2x + 4u = 0.

Sol: Characteristic equations are

dx dy du
= = . . . (I)
2y(u − 3) 2x − 4 y(2x − 3)
1
2 dx + ydy − du
=
0
=⇒ x + y 2 − 2u = c1 . . . (II)
Also from first and third fraction
2xdx − 3dx − 2udu + 6du = 0
=⇒ x2 − 3x − u2 + 6u = c2 . . . (III)
Initial conditions can be parametrized as x = s, y = (2s − s2 )1/2 , u = 0. Then (II) gives

s + 2s − s2 = c1

and (III) gives

s2 − 3s = c2
which in turn give
c2 + c1 = 0
giving the solution as
y 2 + x2 − 2x − u2 + 4u = 0.

4
 Classification of 2nd order PDEs, Reduction to Canonical form

8. Classify the following second-order partial differential equations as hyperbolic, parabolic and elliptic equations :

(i) xyuxx − (x2 − y 2 )uxy − xyuyy − 12uy + 7u = ex .

Sol: (i) Here A = xy, B = −(x2 − y 2 ), C = −xy. Hence

B 2 − 4AC = (−(x2 − y 2 ))2 − 4(xy)(−xy)

= (x2 + y 2 )2

If

(a) x ̸= 0, y ̸= 0, then B 2 − 4AC > 0, implying PDE is hyperbolic.

(b) x = 0, y = 0, then B 2 − 4AC = 0, implying PDE is parabolic.

(ii) (x − y)(xuxx − (x + y)uxy + yuyy ) − (x + y)(ux + uy ) = 0.
Sol: Here A = (x − y)x, B = (x − y)(−(x + y)), C = (x − y)y. Hence

B 2 − 4AC = {(x − y)(−(x + y))}2 − 4(x − y)x(x − y)y

= (x − y)2 {(x + y)2 − 4xy}
= (x − y)4

If

(a) x ̸= y, then B 2 − 4AC > 0, implying PDE is hyperbolic.

(b) x = y, then B 2 − 4AC = 0, implying PDE is parabolic.

(iii) xuxx + 4xyuxy + 4yuyy − 12uy + 7u = x2 + y 2 .
Sol: Here A = x, B = 4xy, C = 4y. Hence

B 2 − 4AC = (4xy)2 − 4x(4y)

= 16xy(xy − 1)

If

(a) x ̸= 0, y = 0 or x = 0, y ̸= 0, then B 2 − 4AC = 0, implying PDE is parabolic.

(b) xy > 1 or xy < 0, then B 2 − 4AC > 0, implying PDE is hyperbolic.

(c) 0 < xy < 1, then B 2 − 4AC < 0, implying PDE is elliptic.

(iv) 9 sin(x + y)uxx + 6 cos(x + y)uxy − uyy = sin(x + y).
Sol: Here A = 9 sin(x + y), B = 6 cos(x + y), C = −1. Hence

B 2 − 4AC = 36 cos2 (x + y) − 4(9 sin(x + y))(−1)

= 36(cos2 (x + y) + sin(x + y))

If

(a) cos2 (x + y) + sin(x + y) = 0, then B 2 − 4AC = 0, implying PDE is parabolic.

(b) cos2 (x + y) + sin(x + y) > 0, then B 2 − 4AC > 0, implying PDE is hyperbolic.

(c) cos2 (x + y) + sin(x + y) < 0, then B 2 − 4AC < 0, implying PDE is elliptic.
(v) (x + 1)uxx − 2(x + 2)uxy + (x + 3)uyy = 0.
Sol: Here A = x + 1, B = −2(x + 2), C = x + 3. Hence

B 2 − 4AC = (−2(x + 2))2 − 4(x + 1)(x + 3)

=4

Therefore PDE is always hyperbolic.

5
(vi) yuxx + (x + y)uxy + xuyy = 0.
Sol: Here A = y, B = x + y, C = x. Hence

B 2 − 4AC = (x + y)2 − 4yx

= (x − y)2

If

(a) x = y, then B 2 − 4AC = 0 Therefore PDE is parabolic.

(b) x ̸= y, then B 2 − 4AC > 0 Therefore PDE is hyperbolic.