MSO 203b

Assignment-02

October 08 15, 2012.

1. Classify the following second order PDE as hyperbolic, parabolic or elliptic. (a) uxx + (5 + 2y 2 )uxy + (1 + y 2 )(4 + y 2 )uyy = 0. Solution: Hyperbolic. A = 1, B = (5 + 2y 2 )/2 and C = (1 + y 2 )(4 + y 2 ), thus B 2 AC = 25/4 + y 4 + 5y 2 4 5y 2 y 4 = 9/4 > 0.

(b) (Tricomi equation) yuxx + uyy = 0. Solution: Mixed type. A = y, B = 0 and C = 1, thus B 2 AC = y. Hence, it hyperbolic in the lower half-plane y < 0 and elliptic in upper half-plane y > 0. On y = 0, x-axis, it is degenerately parabolic. (c) yuxx = xuyy . Solution: Mixed type. A = y, B = 0, C = x and B 2 AC = xy. Thus, it is hyperbolic when xy > 0 (I and III quadrant), degenerately parabolic when xy = 0 (both x and y axes) and elliptic when xy < 0 (II and IV quadrant). (d) uyy xuxy + yux + xuy = 0. Solution: Mixed type. A = 0, B = x/2, C = 1 and B 2 AC = x2 /4. Thus, it is hyperbolic for x = 0 (R2 \ {x = 0}) and degeneratly parabolic on the y-axis({x = 0}). (e) y 2 uxx + 2xyuxy + x2 uyy = 0. Solution: Parabolic. Since A = y 2 , B = xy, C = x2 and B 2 AC = 0. (f) uxx + 2xuxy + (1 y 2 )uyy = 0. Solution: Mixed type. A = 1, B = x, C = 1 y 2 and B 2 AC = x2 + y 2 1. Hence it is parabolic in x2 + y 2 = 1 (circle of radius one), elliptic in x2 + y 2 < 1 (disk of radius one) and hyperbolic in x2 + y 2 > 1 (R2 with unit ball removed). 2. Rewrite the PDEs in their canonical forms and solve them. (a) uxx + 2 3uxy + uyy = 0

MSO 203b

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October 08 15, 2012.

Solution: A = 1, B = 3, C = 1 and B 2 AC = 2 > 0. The equation is hyperbolic and the characteristic equation is dy = 3 2. dx Solving we y ( 3 2)x = c. We set w = y ( 3 + 2)x and z = get y ( 3 2)x. Then ux = ( 3 + 2)uw ( 3 2)uz uy = uw + uz uxx = ( 3 + 2)2 uww + 2uwz + ( 3 2)2 uzz uyy = uww + 2uwz + uzz uxy = ( 3 + 2)uww 2 3uwz ( 3 2)uwz )

Substituting into the governing equations, we get uwz = 0 uw = F (w) u = F (w) dw + g(z)

u = f (w) + g(z). Thus, the general solution is u = f (y ( 3 + 2)x) + g(y ( 3 2)x).

(b) x2 uxx 2xyuxy + y 2 uyy + xux + yuy = 0 Solution: A = x2 , B = xy, C = y 2 and B 2 AC = 0. The equation is parabolic and the characteristic equation is dy y = , dx x with solution as xy = c. Let w = xy and we choose z = x such that Jacobian is non-zero. Jacobian is non-zero for x = 0. Now if x = 0, the PDE reduces to

MSO 203b

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October 08 15, 2012.

yuyy + uy = 0, which is already in canonical form. Thus, for x = 0, ux uy uxx uyy uxy = = = = = yuw + uz xuw y 2 uww + 2yuwz + uzz x2 uww uw + xyuww + xuwz

Substituting them into the PDE, we get x2 uzz + xuz = 0 = zuzz + uz = 0 Solving for u, we get d (zuz ) = 0 dz zuz = f (w) f (w) uz = z u = f (w) ln(|z|) + g(w) u = (ln |x|)f (xy) + g(xy).

(c) uxx (2 sin x)uxy (cos2 x)uyy (cos x)uy = 0 Solution: A = 1, B = sin x, C = cos2 x and B 2 AC = 1 > 0. The equation is hyperbolic and the characteristic equation is dy = sin x 1, dx with solution as y Then ux uy uxx uyy = = = = x cos x = c. Let w = y + x cos x and z = y x cos x.

(1 + sin x)uw + (1 + sin x)uz uw + uz cos x(uw + uz ) + (1 + sin x)2 uww 2 cos2 xuwz + (1 sin x)2 uzz uww + 2uwz + uzz

MSO 203b

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October 08 15, 2012.

Substituting into the PDE, we get uwz = 0 uw = F (w) u = F (w) dw + g(z)

u = f (w) + g(z) u = f (y + x cos x) + g(y x cos x).

(d) uxx + 4uxy + 4uyy = 0 Solution: A = 1, B = 2, C = 4 and B 2 AC = 0. The equation is parabolic and the characteristic equation is dy =2 dx with the solution 2x y = c. Let w = 2x y and we choose z = x such that the Jacobian is non-zero. Hence ux uy uxx uyy uxy = = = = = 2uw + uz uw 4uww + 4uwz + uzz uww 2uww uwz

Substituting into the PDE, we get uzz uz u u = = = = 0 f (w) f (w)z + g(w) xf (2x y) + g(2x y).

3. Show that the following two variable functions are harmonic. (i) (iii) (v) (vii) ax + by + c for given constants a and b (ii) xy x3 3xy 2 (iv) x4 6x2 y 2 + y 4 2 2 x y (vi) ex sin y ex cos y

MSO 203b
Solution: Trivial dierentiation.

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October 08 15, 2012.

4. Show that u(x, y) = ln r is harmonic in R2 \ {0}, i.e., u is a solution of the Laplace equation u = 0 in R2 \ {0}, where r = x2 + y 2 . (Hint: Use the fact that r = |(x, y)| and work in polar coordinates).

Solution: Verication is easy.

1 r

5. Show that u(x, y) =

is harmonic in R3 \{0}, i.e., u is a solution of the Laplace equation u = 0 in R3 \ {0},

where r = x2 + y 2 + z 2 . (Hint: Use the fact that r = |(x, y, z)| and work in spherical coordinates).

Solution: Verication is easy. 6. Let = {(x, y) R2 : 0 < x < a, and 0 < y < b} be a rectangle with boundary . Solve the Dirichlet problem: (a) u(x, y) = 0 (x, y) u(x, y) = x + y (x, y)

Solution: u(x, y) = x + y satises the Laplace equation and the boundary conditions. Hence, by maximum principle, u(x, y) = x + y is the solution (b) u(x, y) = 0 (x, y) u(x, y) = xy (x, y)

Solution: Similar to (a) and u(x, y) = xy is the solution.