Instant download Analytical Methods for Solving Nonlinear Partial Differential Equations 2nd 2nd Edition Daniel Arrigo pdf all chapter
Instant download Analytical Methods for Solving Nonlinear Partial Differential Equations 2nd 2nd Edition Daniel Arrigo pdf all chapter
com
https://ebookmeta.com/product/analytical-methods-for-
solving-nonlinear-partial-differential-equations-2nd-2nd-
edition-daniel-arrigo/
OR CLICK HERE
DOWLOAD NOW
https://ebookmeta.com/product/partial-differential-equations-an-
introduction-to-analytical-and-numerical-methods-wolfgang-arendt/
ebookmeta.com
https://ebookmeta.com/product/numerical-methods-for-elliptic-and-
parabolic-partial-differential-equations-2nd-edition-peter-knabner/
ebookmeta.com
https://ebookmeta.com/product/partial-differential-equations-iii-
nonlinear-equations-third-edition-michael-e-taylor/
ebookmeta.com
https://ebookmeta.com/product/new-models-for-journalism-1st-edition-
brant-houston/
ebookmeta.com
https://ebookmeta.com/product/wild-moon-1st-edition-lori-heart/
ebookmeta.com
https://ebookmeta.com/product/philosophy-by-women-22-philosophers-
reflect-on-philosophy-and-its-value-1st-edition-elly-vintiadis-editor/
ebookmeta.com
Luca: Alpha Cops - Book 5 1st Edition King
https://ebookmeta.com/product/luca-alpha-cops-book-5-1st-edition-king/
ebookmeta.com
Synthesis Lectures on
Mathematics & Statistics
Daniel Arrigo
Analytical Methods
for Solving Nonlinear
Partial Differential
Equations
Second Edition
Synthesis Lectures on Mathematics &
Statistics
Series Editor
Steven G. Krantz, Department of Mathematics, Washington University, Saint Louis, MO,
USA
This series includes titles in applied mathematics and statistics for cross-disciplinary
STEM professionals, educators, researchers, and students. The series focuses on new and
traditional techniques to develop mathematical knowledge and skills, an understanding of
core mathematical reasoning, and the ability to utilize data in specific applications.
Daniel Arrigo
Analytical Methods
for Solving Nonlinear Partial
Differential Equations
Second Edition
Daniel Arrigo
University of Central Arkansas
Conway, AR, USA
This Springer imprint is published by the registered company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface to Second Edition
The second edition primarily mirrors the first edition. Several typos have been corrected
and new material has been added. In particular, “Generating Contact transformations” and
“Parametric Legendre transformation” both seen in Chap. 4. Several addition exercises
and references have been added to supplement these sections.
v
Preface to First Edition
vii
viii Preface to First Edition
In Chap. 5, we consider first integrals. Simply put, these are PDEs of a lower order
(if they exist) and yield exact solutions of a given equation. I first consider second order
quasilinear PDEs in two independent variables and then general Monge-Ampere (MA)
equations in two independent variables. Often times, PDEs admit very general classes of
first integrals. When this happens, it is sometimes possible to transform the given PDE
to one that is very simple. I then consider three classes of MA equations: a class of
hyperbolic, parabolic, and elliptic MA equations.
The final chapter, Chap. 6, is functional separability. This is a generalization of the
usual separation of variables that one usually finds in an introductory course when solving
PDEs like the heat equation, the wave equation, or Laplace’s equation.
It is fair to say that this book does not cover all techniques used to solve nonlinear
PDEs but rather represents techniques that I personally have interest in and have success-
fully used. For example, techniques like the inverse scattering transform and Bäcklund
transformations are extremely important and should be added to one’s arsenal. It is also
fair to say this is not the only book on techniques for solving PDEs. For example, one
should also consider A. R. Forsyth’s “A Treatise on Differential Equations,” W. F. Ames’
“Nonlinear Partial Differential Equations in Engineering, Vol. I and II,” and L. Debnath’s
“Nonlinear Partial Differential Equations for Scientists and Engineers.”
I first would like to thank my wife Peggy. She once again became a book widow. My
love and thanks. Second, I would like to thank all of my students who, over the past 12+
years, volunteered to read the book and gave much needed input on both the presentation
of material and on the complexity of the examples given. Finally, I would like to thank
Susanne Filler of Springer Nature Publishers. Once again, she made the process a simple
and straightforward one.
ix
Contents
xi
xii Contents
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
Nonlinear PDEs are Everywhere
1
Outside of Quantum mechanics, the world around us is modeled by nonlinear partial differ-
ential equations (PDEs). Here is just a short list of places that one may find nonlinear PDEs.
u t = (D(u)u x )x (1.1)
is a nonlinear PDE that models heat transfer in a medium where the thermal conductivity
may depend on the temperature. The equation also arises in numerous other fields such as
soil physics, population genetics, fluid dynamics, neurology, combustion theory, and reac-
tion chemistry, to name just a few (see [1] and the references within).
3. Burgers Equation
u t + uu x = νu x x (1.3)
is a partial differential equation that incorporates both nonlinearity and diffusion. It was first
introduced as a simplified model for turbulence [3] and appears in various areas of applied
mathematics, such as soil-water flow [4], nonlinear acoustics [5], and traffic flow [6].
4. Fisher’s equation
u t = u x x + u(1 − u) (1.4)
is a model proposed for the wave of advance of advantageous genes [7] and has applications
in early farming [8], chemical wave propagation [9], nuclear reactors [10], chemical kinetics
[11], and in theory of combustion [12].
models the transmission of nerve impulses [13, 14] and arises in population genetics models
[15].
u t + 6uu x + u x x x = 0 (1.6)
describes the evolution of long water waves down a canal of rectangular cross section. It
has also been shown to model longitudinal waves propagating in a one-dimensional lattice,
ion-acoustic waves in a cold plasma, waves in elastic rods, and used to describe the axial
component of velocity in a rotating fluid flow down a tube [16] .
(1 + u 2y )u x x − 2u x u y u x y + (1 + u 2x )u yy = 0 (1.10)
1.1 Exercises 3
∂σx x ∂σx y
+ + Fx = 0
∂x ∂y
(1.12)
∂σx y ∂σ yy
+ + Fy = 0
∂x ∂y
arise in elasticity. Here, σx x , σx y and σ yy are normal and shear stresses, and Fx and Fy are
body forces [30]. These have been used by Cox, Hill, and Thamwattana [31] (see also [32])
to model highly frictional granular materials.
∇ ·u=0
∇P (1.13)
ut + u · ∇u = − + ν∇ 2 u
ρ
describe the velocity field and pressure of incompressible fluids. Here ν is the kinematic
viscosity, u is the velocity of the fluid parcel, P is the pressure, and ρ is the fluid density [33].
1.1 Exercises
ut = um u x x ,
m∈R (1.14)
of the form u = kt p x q for suitable constants k, p and q. Use these to obtain solutions to
u
x
u t = (uu x )x and u t = . (1.15)
u x
2. Show that Fisher’s equation
u t = u x x + u(1 − u) (1.16)
4 1 Nonlinear PDEs are Everywhere
admit solutions of the form u = f (x − ct) where f satisfies the ordinary differential equa-
tion (ODE)
f ′′ + c f ′ + f − f 2 = 0. (1.17)
Further show exact solutions can be obtained in the form
1
f = 2 (1.18)
a + bekz
f ′′ + c f ′ + f (1 − f )( f + λ) = 0. (1.20)
u t = u x x + f (x)u (1.23)
2 2
can be difficult to find. If v = ek t sinh kt or v = ek t cosh kt (k is an arbitrary constant),
show
u = vx − tanh x · v
satisfies (1.22).
1.1 Exercises 5
6. Show
2 f ′ (x)g ′ (y)
u = ln
( f (x) + g(y))2
where f (x) and g(y) are arbitrary functions satisfies Liouville’s equation
u x y = eu .
7. Show
−1
u = 4 tan−1 eax+a y
where a is an arbitrary nonzero constant satisfies the Sine-Gordon equation
u x y = sin u.
8. Show that if
u = f (x + ct)
satisfies the KdV equation (1.6) then f satisfies
c f ′ + 6 f f ′ + f ′′′ = 0 (1.24)
where prime denotes differentiation with respect to the argument of f . Show there is one
value of c such that f (r ) = 2 sech2 r is a solution of (1.24).
9. The PDE
vt − 6v 2 vx + vx x x = 0
is known as the modified Korteweg de Vries (mKdV) equation. Show that if v is a solution
of the mKdV, then
u = vx − v 2
is a solution of the KdV (1.6).
1
F Ftt − Ft2 + F Fx x − Fx2 − F Fx x x x − 4Fx Fx x x + 3Fx2x = 0.
(1.26)
3
Further show that (1.26) admits solutions of the form F = ax 2 + bt 2 + c for suitable a, b
and c (see [36]).
6 1 Nonlinear PDEs are Everywhere
References
23. A.C. Scott, The application of Backlund transforms to physical problems, in Backlund Trans-
formations ed. by R.M. Miura, Lecture Notes in Mathematics, vol. 515 (Springer, Berlin, 1975),
pp. 80–105
24. D.D. Holm, Geometric Mechanics Part 1: Dynamics and Symmetry (Imperial College Press,
2011)
25. E.P. Gross, Structure of a quantized vortex in boson systems. Il Nuovo Cimento. 20(3), 454–457
(1961)
26. L.P. Pitaevskii, Vortex lines in an imperfect Bose gas. Sov. Phys. JETP. 13(2), 451–454 (1961)
27. J.C.C. Nitsche, On new results in the theory of minimal surfaces. Bull. Am. Math. Soc. 71,
195–270 (1965)
28. L.P. Eisenhart, A Treatise on the Differential Geometry of Curves and Surfaces (Dover Publ,
New York, 1960)
29. F.C. Frank, J.H. van der Merwe, One-dimensional dislocations. I. Static theory. Proc. R. Soc.
Lond. A 198, 205–216 (1949)
30. S. Timoshenko, J.N. Goodier, Theory of Elasticity (McGraw-Hill, 1951)
31. G.M. Cox, J.M. Hill, N. Thamwattana, A formal exact mathematical solution for a sloping
rat-hole in a highly frictional granular solid. Acta Mech. 170, 127–147 (2004)
32. D.J. Arrigo, L. Le, J.W Torrence, Exact solutions for a class of ratholes in highly frictional
granular solids. Dyn. Cont., Dis. Imp. Sys. B: Appl. Algor. 19, 497–509 (2012)
33. G.K. Batchelor, An introduction to Fluid Mechanics (Cambridge University Press, 2000)
34. M.J. Ablowitz, A. Zeppetella, Explicit solutions of Fisher’s equations for a special wave speed.
Bull. Math. Bio. 41, 835–840 (1979)
35. R. Hirota, Exact N-soliton solutions of the wave equation of long waves in shallow-water and in
nonlinear lattices. J. Math. Phys. 14, 810–814 (1973)
36. M.J. Ablowitz, J. Satsuma, Solitons and rational solutions of nonlinear evolution equations. J.
Math. Phys. 19, 2180–2186 (1978)
Compatibility
2
xu x − u 2y = 2u, (2.1)
u(x, x) = 0. (2.2)
As with most introductory courses in partial differential equations (see, for example, [1])
we use the method of characteristics. Here, we define F as
F = x p − q 2 − 2u. (2.3)
xs = F p = x, (2.4a)
ys = Fq = −2q, (2.4b)
2
u s = p F p + q Fq = x p − 2q , (2.4c)
ps = −Fx − p Fu = p, (2.4d)
qs = −Fy − q Fu = 2q. (2.4e)
In order to solve the PDE (2.1) we will need to solve the system (2.4). As (2.1) has a boundary
condition (BC), we will create BCs for the system (2.4). In the (x, y) plane, the line y = x is
the boundary where u is defined. To this, we associate a boundary in the (r , s) plane. Given
the flexibility, we can choose s = 0 and connect the two boundaries via x = r (Fig. 2.1).
Therefore, we have
x = r , y = r , u = 0 when s = 0. (2.5)
Fig. 2.1 Change in the boundary from the (x, y) plane to the (r , s) plane
If we denote p0 = u x (x, x) and q0 = u y (x, y), then (2.6) and (2.7) become
p0 + q0 = 0, r p0 − q02 = 0. (2.8)
(i ) p0 = 0, q0 = 0, (2.9a)
(ii ) p0 = r , q0 = −r . (2.9b)
As case (i) gives rise to the trivial solution u = 0, we will only consider case (ii).
Solving (2.4a) gives
x = a(r )es , (2.10)
2 Compatibility 11
where a is an arbitrary function. From the boundary condition (2.5), we find that a(r ) = r
gives
x = r es . (2.11)
Solving (2.4d) gives
p = b(r )es , (2.12)
where b is an arbitrary function. From the boundary condition (2.9b), we find that b(r ) = r
gives
p = r es . (2.13)
Solving (2.4e) gives
q = c(r )e2s , (2.14)
where c is an arbitrary function. From the boundary condition (2.9b), we find that c(r ) = −r
gives
q = −r e2s . (2.15)
To solve (2.4b) we need to use q. Thus,
easily integrates, giving y = r e2s + d(r ). Using the BC (2.5) shows that d = 0 gives
y = r e2s . (2.17)
which again integrates easily giving u = 21 (r 2 e2s − r 2 e4s ) + e(r ), where e is an arbitrary
function. From the boundary condition (2.5), we find that e(r ) = 0 gives
r 2 e2s − r 2 e4s
u= . (2.19)
2
Eliminating r and s from (2.11), (2.17), and (2.19) gives
x 2 − y2
u= . (2.20)
2
The reader can verify the the solution (2.20) does indeed satisfy the PDE (2.1) and the BC
(2.2).
12 2 Compatibility
Obtaining exact solutions to nonlinear PDEs such as (2.1) can be a difficult task as we
are required to solve equations such as (2.4)! The difficulty is not so much in solving
these characteristic equations but in eliminating the 5 arbitrary functions that appear upon
integration. So we ask, is it possible to obtain exact solutions another way?
Consider the PDE
u y = −y. (2.21)
This integrates to give
y2
u=− + f (x), (2.22)
2
where f is an arbitrary function of integration and substitution into the original PDE (2.1)
gives
xf' = 2f. (2.23)
This ODE is solved giving
f = cx 2 , (2.24)
which from (2.22) leads to
y2
u = cx 2 − . (2.25)
2
The initial condition (2.2) gives c = 1/2, and leads to the solution given in (2.20).
Consider the PDE
u x = x. (2.26)
This integrates to give
x2
u= + g(y), (2.27)
2
where g is an arbitrary function of integration and substitution into the original PDE (2.1)
gives
− g '2 = 2g. (2.28)
This ODE is solved giving (we will omit the trivial solution g = 0)
y2 c2
g=− + cy − , (2.29)
2 2
which from (2.27) and the initial condition (2.2) again leads to the solution (2.20).
As for the final example, consider the PDE
u x + xu y = x − x y. (2.30)
( )
1 2 1 2
u = y− y +h y− x , (2.31)
2 2
where h is an arbitrary function of its argument. Substitution into the original PDE (2.1)
gives
2(λ − 1)h ' − h '2 − 1 = 2h, (2.32)
where h = h(λ) and λ = y − 21 x 2 . This ODE actually has two solutions
1 1 2
h = cλ − (c + 1)2 , h= λ − λ, (2.33)
2 2
and leads to the exact solutions
12
( )
1 2 1
u=y− + c y − x − (c + 1)2 ,
2 2 2
( )2 (2.34)
1 1 1
u = (x 2 − y 2 ) + y − x2 .
2 2 2
y2
u=− + f (x),
2
x2
u= + g(y), (2.35)
2 ( )
1 1
u = y − y2 + h y − x 2 .
2 2
If we impose the initial condition u(x, x) = 0 in each solution form (2.35), we obtain the
solution u = 21 (x 2 − y 2 ), but we certainly would have missed obtaining the second exact
solution in (2.34). So are there others? For example, both
u y = x 2,
(2.36)
xu x + 2yu y = 2u − y 2 ,
will lead to exact solutions of the given PDE (2.1) however, the boundary conditions might
not be satisfied. In fact any PDE of the form
u x u 2x
( )
2
F , , u y + y, xu x − u y − 2u = 0 (2.37)
x uy
2. How do we know that they will lead to a solution that also satisfies the BC?
Before trying to answer such questions, it is important to know that an actual solution exists.
Namely, does a solution exist that satisfies both the original PDE and second appended PDE?
So, in the first example, does a solution exist that satisfies both
2u y2
ux = + , u y = −y? (2.39)
x x
∂u x ∂u y
If so, then they certainly would be compatible, so = . Calculating these gives
∂y ∂x
2u y 2y ?
+ = 0, (2.40)
x x
and since u y = −y, then (2.40) is identically satisfied, so the two equations (2.38) are
compatible. For the second example we ask: are the following compatible?
xu x − u 2y = 2u and u x = x. (2.41)
x 2 − u 2y = 2u and u x = x. (2.42)
2x − 2u y u x y = 2u x , (2.43)
and since u x = x then (2.43) is identically satisfied then (2.41) are compatible. For the final
example, we ask: are these compatible?
xu x − u 2y = 2u and u x + xu y = x − x y. (2.44)
Definitely a harder problem to explicitly find u x and u y but is that really necessary? If they
were compatible, they would have the same second derivatives. If we calculate the x and y
derivatives of each we obtain
xu x x − 2u y u x y = u x , (2.45a)
xu x y − 2u y u yy = 2u y , (2.45b)
u x x + xu x y + u y = 1 − y, (2.45c)
u x y + xu yy = −x. (2.45d)
2.1 Charpit’s Method 15
u x x = x 2 u yy − u y + x 2 − y + 1, u x y = −xu yy − x, (2.46)
x(2u y + x 2 )u yy − u x + xu y + x 3 − x y + x = 0, (2.47a)
2
(2u y + x )(u yy + 1) = 0. (2.47b)
If (2.44) were to be compatible, then (2.47) would be identically satisfied. So we see two
cases emerge:
(i) 2u y + x 2 = 0,
(ii) 2u y + x 2 / = 0.
1
2u x − x 3 − x + x y = 0,
3
which is compatible with u y = 21 x 2 and so (2.44) are compatible. In the second case where
u yy = −1, (2.47a) reduces to
u x + xu y + x(y − 1) = 0
which is identically satisfied by virtue of (2.44) and again, (2.44) are compatible.
So now we know how to determine when two first order PDEs are compatible. Our next
step is to determine how they come about.
Consider the compatibility of the following first order PDEs
F(x, y, u, p, q) = 0,
(2.48)
G(x, y, u, p, q) = 0,
Fx + p Fu + u x x F p + u x y Fq = 0,
Fy + q Fu + u x y F p + u yy Fq = 0,
(2.49)
G x + pG u + u x x G p + u x y G q = 0,
G y + qG u + u x y G p + u yy G q = 0.
−Fx G q − p Fu G q + Fq G x + p Fq G u
uxx = ,
F p G q − Fq G p
−F p G x − p F p G u + Fx G p + p Fu G p
uxy = ,
F p G q − Fq G p
F p2 G x + p F p2 G u − Fy F p G q − q Fu F p G q
+q Fu Fq G p − Fx F p G p − p Fu F p G p + Fy Fq G p
u yy = .
(F p G q − Fq G p )Fq
F p G x + Fq G y + ( p F p + q Fq )G u − (Fx + p Fu )G p − (Fy + q Fu )G q = 0,
conveniently written as
| | | |
| Dx F F p |
| + | D y F Fq | = 0,
| |
|
| Dx G G p | | Dy G Gq | (2.51)
G = xu x − u 2y − 2u
= x p − q 2 − 2u,
G x = p, G y = 0, G u = −2, G p = x, G q = −2q,
x Fx − 2q Fy + x p − 2q 2 Fu + p F p + 2q Fq = 0.
( )
2.1 Charpit’s Method 17
Solving this linear PDE by the method of characteristics gives the solution as
p p2
( )
2
F , , q + y, x p − q − 2u = 0 (2.53)
x q
G x = 0, G y = 0, G u = 0, G p = q, G q = p,
or
F = F(uu y − 2x, uu x − 2y, u x , u y ). (2.56)
For example, if we choose
uu y − 2x = 0, (2.57)
then on integrating we obtain
u 2 = 4x y + f (x), (2.58)
where f is an arbitrary function of integration and substituting into the original PDE (2.54)
gives
xf' = f. (2.59)
This ODE is easily integrated giving
f = cx, (2.60)
where c is a constant of integration and leads to the exact solution
18 2 Compatibility
u 2 = 4x y + cx. (2.61)
If we choose
uu x + u y − 2y = 0, (2.62)
then on integrating we obtain
( )
2 3
u − y2 + f yu − x − y = 0, (2.63)
3
where f is an arbitrary function of its argument and substituting into the original PDE (2.54)
gives
f f '2 − 1 = 0. (2.64)
Again, this ODE is easily integrated giving
( )3/2
3
f = c± x (2.65)
2
G = u 2x + u 2y − u 2 = p2 + q 2 − u 2 .
Thus,
G x = 0, G y = 0, G u = −2u, G p = 2 p, G q = 2q,
and the Charpit equation’s are
| | | |
| Dx F F p |
| + | D y F Fq | = 0,
| |
|
| −2 pu 2 p | | −2qu 2q |
p Fx + q Fy + p 2 + q 2 Fu + pu F p + qu Fq = 0.
( )
(2.68)
Note that the third term can be replaced by u 2 Fu , due to the original equation. Solving
(2.68), a linear PDE, by the method of characteristics gives the solution as
( p q p q)
F = F x − ln u, y − ln u, , .
u u u u
2.1 Charpit’s Method 19
vx + v y = 2(x + y),
v = 2x y + f (x − y).
Substitution into the original Eq. (2.67) gives the following ODE
g '2 − 2g = 0 (2.70)
It is interesting to note that when we substitute the solution of the compatible equation
into the original it reduces to an ODE. A natural question is: does this always happen? This
was proven to be true in two independent variables by the author [2].
20 2 Compatibility
So now we ask, of the infinite possibilities of compatible equations, can we choose the
right one(s) to not only solve a given PDE but also satisfy the given boundary condition
(BC)? The following example illustrates.
(i ) u(x, 1) = 0,
1
(ii ) u(x, 0) = x 2 , (2.74)
2
(iii ) u(x, x) = 2x 2 .
Denoting
G = pq − x p − yq,
where p = u x and q = u y , then
G x = − p, G y = −q, G u = 0, G p = q − x, G q = p − y,
Note that the third term can be replaced by pq Fu , due to the original PDE. Solving (2.75)
by the method of characteristics gives the solution as
or
F = F(u 2y − 2xu y , u 2x − 2yu x , u x /u y , u x u y − 2u). (2.77)
So how do we incorporate the BCs? Here, we will look at each BC separately.
Boundary Condition (i) In this case u(x, 1) = 0, and differentiating with respect to x gives
u x (x, 1) = 0 on the boundary. From the original PDE (2.73) we then have u y (x, 1) = 0.
Substituting these into (2.77) gives
Language: Italian
LE SEDUZIONI
LE VERGINI FOLLI
TORINO-GENOVA
S. LATTES & C., Editori
Proprietà letteraria
Altre volte ella ha cantato pene d'amore, nei Canti della Giovinezza,
nelle Vergini Folli, che attraverso l'aspra fatica del sonetto, in cui
l'alunna di Vittoria Alfieri tormentava la sua cocciuta libertà subalpina
desiderosa di classici freni, trasparivano i primi segni della futura
perfezione. Aveva cantato la sua pura passione.
desiderio di te me lo attanaglia.
Pari e patta: anche una donna può considerare gli uomini come vili
strumenti di piacere: