HOMEWORK 1 SOLUTIONS

Section 1.1 : #2, 3, 11, 12 #2) Which of the following operators are linear? (This is accomplished by checking if Lu = cLu and L(u + v) = Lu + LV are satised). (a) Lu = ux + xuy (b) Lu = ux + uuy (c) Lu = ux + u2 y (d) Lu = ux + uy + 1 (e) Lu = 1 + x2 cos(y)ux + uyxy arctan( x )u y Answer: Only (a) and (e) are Linear. (b), (c), and (d) do not satisfy L(cu) = cL(u). #3) For each of the equations below state the order and type. Equation (a) (b) (c) (d) (e) (f ) (g) (h) Order 2 2 3 2 2 1 1 4 Type Linear Inhomogeneous Linear Homogeneous Non-Linear Linear Inhomogeneous Linear Homogeneous Non-Linear Linear Homogeneous Non-Linear

#11 Verify that u(x, y) = f (x)g(y) is a solution for all pairs of dierentiable functions f and g of one variable to the equation: uuxy = ux uy Answer: ux = f (x)g(y) uy = f (x)g (y) uxy = f (x)g (y) Then we have: uuxy = f (x)g(y)f (x)g (y) = f (x)g(y)f (x)g (y) = ux uy #12 Verify by substitution that: un (x, y) = sin(nx) sinh(ny) is a solution of uxx + uyy = 0 for every n > 0. Answer: (un )xx = n2 sin(nx) sinh(ny) and (un )yy = n2 sin(nx) sinh(ny). When we add these together, we get (un )xx + (un )yy = 0.
1

Section 1.2 : #1, 3, 7, 8 #1 Solve the rst order equation with initial condition: 2ut + 3ux = 0 u(x, 0) = sin(x) Answer: Following the Geometric or Coordinate Method, we get: u(x, t) = f (2x 3t) We solve for f (x) using the initial condition. u(x, 0) = f (2x) = sin(x) Then f (x) = sin( x ), which means 2 3 u(x, t) = sin(x t) 2 #3 Solve (1 + x2 )ux + uy = 0 and sketch some characteristic curves. Answer: Following the Geometric Method : dy 1 = dx 1 + x2 y = arctan(x) + c c = y arctan(x) u(x, y) = f (c) = f (y arctan(x)) The characteristic curves are graphs of the form y = arctan(x) + c for any value of c. #7 Solve aux + buy + cu = 0. Answer: Following the Coordinate Method : Let x = ax + by and y = bx ay. Then we have: aux + buy = (a2 + b2 )ux (a2 + b2 )ux + cu = 0 c ux = 2 u a + b2 c ln(u) = 2 x + f (y ) a + b2
cx

u(x , y ) = f (y )e a2 +b2 u(x, y) = f (bx ay)e

c(ax+by) a2 +b2

Alternative Solution: Rewrite the equation as: ux uy a +b +c=0 u u

Then let v = ln u and solve: avx + bvy + c = 0 This has the homogenous solution vh = f (bxay) and a particular solution vp =
cx a .

Then v(x, y) = f (bx ay) + u(x, y) = f (bx ay)e cx a

cx a

Note: This solution does not appear valid for a = 0, but with an appropriate choice of f (bx ay) it is equivalent to the solution reached using the CoordinateM ethod. #8 Solve ux + uy + u = ex+2y with u(x, 0) = 0. Answer: One possible approach includes using the solution to the previous problem to nd the solution to the homogenous equation and then nding a particular solution. Heres another approach using a change of coordinates and an integrating factor. Let x = x + y and y = x y. The equation to solve becomes: 2ux + u = e 2 1 1 3x y ux + u = e 2 2 2 Multiply the equation by the integrating factor e 2 to get: x 1 x 1 4x y e 2 ux + ue 2 = e 2 2 2 x 1 4x y = e 2 e2u 2 x x 1 4x y e 2 dx e 2 u dx = 2 x x 1 4x y e 2 u = e 2 + f (y ) 4 x 1 3x y u(x , y ) = e 2 + e 2 f (y ) 4 xy 1 u(x, y) = ex+2y + e 2 f (x y) 4 Using the initial condition to solve for f , we have: x 1 0 = u(x, 0) = ex + e 2 f (x) 4 Then f (x) =
1 3x 2 4 e ,
x 3x y

and we get: 1 x+2y 1 x2y e e 4 4

u(x, y) = .

Section 1.3 : #7, 8 #7 Derive the equation for heat ow in a ball where the temperature depends only on the spherical coordinate r = ( u) x2 + y 2 + z 2 . Answer: We start with the general heat equation: cut =

In this problem, we are told that c, , and are constants, so ut = Cu = C(uxx + uyy + uzz ) Using the chain rule, we rewrite uxx in terms of derivatives in terms of r.
2 uxx = (ur rx )x = urx rx + ur rxx = urr rx + ur rxx

Also, r= rx = rxx Then x2 + y 2 + z 2 x r 1 x2 = 3 r r

uxx = urr The expressions for uyy

x2 1 x2 + ur 3 2 r r r and uzz are similar. When added together, we get 2ur r

1 |x|3 +1

ut = C urr +

#10 Given f (x) is continuous and |f (x)| ball of radius R. Then f d = lim x R all space lim = lim = lim Similarly, f d lim x all space Then by the squeeze theorem:
R R

for all x. Let B(R) be a f (x) dS n

B(R)

f (x)d = lim x
B(R)

|f (x) |dS = lim n

B(R)

|f (x)|||dS n
B(R)

|f (x)|dS lim
B(R)

B(R)

1 4R dS = lim 3 =0 R R + 1 R3 + 1 |f (x) |dS 0 n

B(R)

B(R) 2

|x|3

1 dS +1

f d = 0 x all space