Exercices-Solutions

Pr. BOUETOU BOUETOU THOMAS

University of Yaoundé I,

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1st order PDE

Example of the lesson

look for the general solution of the system

∂z ∂z
xz + yz = −xy (1)
∂x ∂y

and the integral curve goes through the curve

y = x 2, z = x 3. (2)

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1st order PDE

∂z ∂z
xz + yz = −xy (3)
∂x ∂y
and the integral curve goes through the curve

y = x 2, z = x 3. (4)

Lets constitute the ordinary equation system

dx dy dz
= = . (5)
xz yz −xy
First we have
dx dy x
= ⇒ = c1 , (6)
xz yz y
and also we have
ydy + xdy dz d(xy ) dz
= ⇒ = ⇒ d(xy ) = −2zdz ⇒ xy + z 2 = c2 . (7)
xyz + xyz −xy 2xyz −xy

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1st order PDE

∂z ∂z
xz + yz = −xy (8)
∂x ∂y
and the integral curve goes through the curve

y = x 2, z = x 3. (9)

Then, we have
x

 y = c1
(10)
xy + z 2 = c2 .


The general solution of Eq. (10) could be written as

x
F ( , xy + z 2 ) = 0, (11)
y

where F is an arbitrary differentiable function.

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1st order PDE

∂z ∂z
xz + yz = −xy (12)
∂x ∂y
and the integral curve goes through the curve

y = x 2, z = x 3. (13)

Since z is inside one of the first integrals (5), therefore, the general solution
could be written in the form
r
2 x x
xy + z = f ( ) or z = ± f ( ) − xy (14)
y y
where f is an arbitrary differentiable function.
To look for the surface integral going through the line(13), lets write this line
under the parametric form

x = t, y = t 2 , z = t 3 (15)

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1st order PDE

∂z ∂z
xz + yz = −xy (16)
∂x ∂y
and the integral curve goes through the curve

y = x 2, z = x 3. (17)

Thus, we have

t 1 1 1
2
= c1 ⇒ = c1 , t 6 + t 3 = c2 ⇒ 6 + 3 = c2 , (18)
t t c1 c1
then we have  y 6  y 3
+ = z 2 + xy . (19)
x x

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1st order PDE

Find the general integral.

∂z ∂z
(x 2 + y 2 ) + 2xy = 0. (20)
∂x ∂y

Lets constitute the ordinary equation system

dx dy dz
= = . (21)
x2 + y2 2xy 0
One of the proportionality propriety gives us

dx dy dx + dy dx − dy d(x + y ) d(x − y )
= ⇒ 2 = 2 ⇒ =
x2 + y2 2xy x + y 2 + 2xy x + y 2 − 2xy (x + y )2 (x − y )2
(22)

1 1 2y y
⇒− =− +c ⇒ 2 = c, ⇒ 2 = c1 (23)
x +y x −y x − y2 x − y2

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1st order PDE

Find the general integral.

∂z ∂z
(x 2 + y 2 ) + 2xy = 0. (24)
∂x ∂y

Secondly, we have
dz = 0 ⇒ z = c2

2y 2y
⇒ F( , z) ⇒ z = f ( 2 ), (25)
x2 − y2 x − y2
where f is an arbitrary differentiable function.

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1st order PDE

Lets find the general solution of

∂z ∂z
(xz + y ) + (x + yz) = 1 + z 2. (26)
∂x ∂y

Lets constitute the ordinary equation system

dx dy dz
= = . (27)
xz + y x + yz 1 + z2
The first integral gives us

ydx − xdy dz ydx − xdy dz

= ⇒ = (28)
yxz + y 2 − x 2 − xyz 1 + z2 y2 − x2 1 + z2
ydx−xdy
x2 dz
⇒ = (29)
y 2 1 + z2


x −1

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1st order PDE

Lets find the general solution of

∂z ∂z
(xz + y ) + (x + yz) = 1 + z 2. (30)
∂x ∂y

d yx

y 
dz 1  x − 1 
⇒ = − ⇒ ln = − arctan(z) + c (31)
y 2 1 + z2 2  yx + 1 


x − 1
Then, we get r
y −x
c1 = ln + arctan(z). (32)
y +x

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1st order PDE

Lets find the general solution of

∂z ∂z
(xz + y ) + (x + yz) = 1 + z 2. (33)
∂x ∂y

For the second integral, we have

xdx − ydy dz xdx − ydy dz

= ⇒ = (34)
x 2 z + xy − yx − y 2 z 1 + z2 z(x 2 − y 2 ) 1 + z2

d(x 2 − y 2 ) dz
⇒ = , (35)
2z(x 2 − y 2 ) 1 + z2

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1st order PDE

Lets find the general solution of

∂z ∂z
(xz + y ) + (x + yz) = 1 + z 2. (36)
∂x ∂y

which gives us

d(x 2 − y 2 ) 2zdz
= ⇒ ln |x 2 − y 2 | = ln |1 + z 2 | + c (37)
x2 − y2 1 + z2
 2
x − y2  2 2

⇒ ln   = ln c2 ⇒ c2 = x − y (38)
1+z 2  1+z 2

Therefore, the general solution could take the form

x2 − y2
 r 
y −x
F ln + arctan(z), = 0, (39)
y +x 1 + z2

where F is a some differentiable function.

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1st order PDE

Lets find the general solution of

∂z ∂z p
2y 4 − 2x 2 y = x 2 z 2 + 1. (40)
∂x ∂y

Lets constitute the ordinary equation system

dx dy dz
4
= 2
= √ . (41)
2y −2x y x z2 + 1
2

The first integral gives us

dy dz dy dz
= √ ⇒ =√ (42)
−2x 2 y 2 2
x z +1 −2y z2 + 1
1 √
⇒ − ln y = arg sinh(z) + c1 ⇒ c1 = − (ln y + arg sinh(z)) (43)
2

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1st order PDE

Lets find the general solution of

∂z ∂z p
2y 4 − 2x 2 y = x 2 z 2 + 1. (44)
∂x ∂y

The second integral leads us to have

dx dy dx dy
= ⇒ 3 = , (45)
2y 4 −2x 2 y y −x 2

x3 y4
⇒ x 2 dx + y 2 dy = 0 ⇒+ = c2 (46)
3 4
Therefore the general solution could be written as follow

√ x3 y4
 
F − (ln y + arg sinh(z)) , + =0 (47)
3 4

where F is a some differentiable function.

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 (2nd order PDE)

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2nd order PDE
Reduce to the canonical form the equation
∂2U ∂2U
x2 2
− y 2 2 = 0. (48)
∂x ∂y

In this case, a = x 2 , b = 0, c = −y 2 , b2 − ac = x 2 y 2 > 0

Therefore, this corresponds to hyperbolic type of equation.
Lets establish the equation of characteristic.

a(dy )2 −2bdxdy +c(dx)2 = x 2 (dy )2 −y 2 (dx)2 = 0 ⇒ (xdy +ydx)(xdy −ydx) = 0.

(49)
We get two differential equations

xdy + ydx = 0 and xdy − ydx = 0. (50)

By separating the variables and integrating, it comes that

dy dx
+ = 0 ⇒ ln y + ln x = ln c1 ⇒ xy = c1 , (51)
y x
dy dx y
− = 0 ⇒ ln y − ln x = ln c2 ⇒ = c2 , (52)
y x x
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Reduce to the canonical form the equation
∂2U 2
2∂ U
x2 − y = 0. (53)
∂x 2 ∂y 2

i.e. it gives two families of characteristic.

We introduce the new variables
y
ξ = xy , η =
, (54)
x
we put out the partial derivatives with respect the new variables.
We have

∂U ∂U ∂ξ ∂U ∂η ∂U ∂U y
= + = y− , (55)
∂x ∂ξ ∂x ∂η ∂x ∂ξ ∂η x 2
∂U ∂U ∂ξ ∂U ∂η ∂U ∂U 1
= + = x+ , (56)
∂y ∂ξ ∂y ∂η ∂y ∂ξ ∂η x

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Reduce to the canonical form the equation
∂2U ∂2U
x2 2
− y 2 2 = 0. (57)
∂x ∂y

∂2U
   
∂ ∂U ∂ ∂U ∂U y
= = y− (58)
∂x 2 ∂x ∂x ∂x ∂ξ ∂η x 2
   
∂ ∂U ∂ ∂U y
= y − (59)
∂x ∂ξ ∂x ∂η x 2
 2
∂ 2 U ∂η
 2
∂ 2 U ∂η y
 
∂ U ∂ξ ∂ U ∂ξ ∂U 2y
= + y − + + (60)
∂ξ 2 ∂x ∂ξ∂η ∂x ∂η∂ξ ∂x ∂η 2 ∂x x 2 ∂η x3
 2 2
  2 2

∂ U ∂ U y ∂ U ∂ U y y ∂U 2y
= y− y− y− + (61)
∂ξ 2 ∂ξ∂η x 2 ∂η∂ξ ∂η 2 x 2 x 2 ∂η x 3
∂2U y 2 ∂2U y 2 ∂2U 2y ∂U
= y2 − 2 + + 3 (62)
∂ξ 2 x 2 ∂ξ∂η x 4 ∂η 2 x ∂η

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Reduce to the canonical form the equation
∂2U ∂2U
x2 2
− y 2 2 = 0. (63)
∂x ∂y

Also, we have

∂2U
   
∂ ∂U ∂ ∂U ∂U 1
= = x+ (64)
∂y 2 ∂y ∂y ∂y ∂ξ ∂η x
   
∂ ∂U ∂ ∂U 1
= x + (65)
∂y ∂ξ ∂y ∂η x
 2
∂ 2 U ∂η
 2
∂ 2 U ∂η 1
 
∂ U ∂ξ ∂ U ∂ξ
= + x + + (66)
∂ξ 2 ∂y ∂ξ∂η ∂y ∂η∂ξ ∂y ∂η 2 ∂y x
 2
∂2U 1 ∂2U ∂2U 1 1
  
∂ U
= x + x + x + (67)
∂ξ 2 ∂ξ∂η x ∂η∂ξ ∂η 2 x x
∂2U ∂2U 1 ∂2U
= x2 2
+2 + 2 . (68)
∂ξ ∂ξ∂η x ∂η 2

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Reduce to the canonical form the equation
∂2U 2
2∂ U
x2 − y = 0. (69)
∂x 2 ∂y 2

Therefore, replacing them into the given differential equation, we get

2
y 2 ∂2U y 2 ∂2U 2
∂2U 1 ∂2U
   
2 2∂ U 2y ∂U 2 2∂ U
x y −2 2 + 4 + 3 −y x +2 +
∂ξ 2 x ∂ξ∂η x ∂η 2 x ∂η ∂ξ 2 ∂ξ∂η x 2 ∂η 2
(70)
=0
After simplification, we get

∂2U 2 ∂U y ∂2U 1 ∂U 1 ∂2U 1 ∂U 1

−4 y +2 = 0, ⇒ − =0 ⇒ = . (71)
∂ξ∂η ∂η x ∂ξ∂η 2 ∂η xy ∂ξ∂η 2 ∂η ξ

Hence, the equation is reduced to its canonical form.

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U ∂2U
x2 2
− 2xy − y 2 2 = ex . (72)
∂x ∂x∂y ∂y

In this case, a = x 2 , b = −xy , c = y 2 , b2 − ac = x 2 y 2 − x 2 y 2 = 0

Therefore, this corresponds to parabolic type of equation.
Lets establish the equation of characteristic.

a(dy )2 − 2bdxdy + c(dx)2 = x 2 (dy )2 + 2xydxdy + y 2 (dx)2 = (73)

(xdy )2 + 2xydxdy + (ydx)2 = 0 ⇒ (xdy + ydx)2 = 0. (74)
We get one differential equation

xdy + ydx = 0 ⇒ d(xy ) = 0, ⇒ xy = c1 . (75)

Then, we set
ξ = xy . (76)

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U 2
2∂ U
x2 − 2xy − y = ex . (77)
∂x 2 ∂x∂y ∂y 2

Using the Cauchy Condition, we have

∂ξ ∂η ∂ξ ∂η ∂η ∂η
− 6= 0 ⇒ y −x 6= 0. (78)
∂x ∂y ∂y ∂x ∂y ∂x

Here, we notice that this condition can be verified if we set

η = x or η = y . (79)
Then, let us choose our new coordinates

ξ = xy , η = x. (80)

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U ∂2U
x2 2
− 2xy − y 2 2 = ex . (81)
∂x ∂x∂y ∂y

ξ = xy , η = x. (82)
we put out the partial derivatives with respect the new variables.
We have

∂U ∂U ∂ξ ∂U ∂η ∂U ∂U
= + = y+ , (83)
∂x ∂ξ ∂x ∂η ∂x ∂ξ ∂η
∂U ∂U ∂ξ ∂U ∂η ∂U
= + = x, (84)
∂y ∂ξ ∂y ∂η ∂y ∂ξ

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U 2
2∂ U
x2 − 2xy − y = ex . (85)
∂x 2 ∂x∂y ∂y 2

∂2U
   
∂ ∂U ∂ ∂U ∂U
= = y+ (86)
∂x 2 ∂x ∂x ∂x ∂ξ ∂η
   
∂ ∂U ∂ ∂U
= y + (87)
∂x ∂ξ ∂x ∂η
 2
∂ 2 U ∂η
 2
∂ 2 U ∂η
 
∂ U ∂ξ ∂ U ∂ξ
= + y+ + (88)
∂ξ 2 ∂x ∂ξ∂η ∂x ∂η∂ξ ∂x ∂η 2 ∂x
 2 2
  2 2

∂ U ∂ U ∂ U ∂ U
= 2
y+ y+ y+ (89)
∂ξ ∂ξ∂η ∂η∂ξ ∂η 2
∂2U ∂2U ∂2U
= y2 2
+ 2y + (90)
∂ξ ∂ξ∂η ∂η 2

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U ∂2U
x2 2
− 2xy − y 2 2 = ex . (91)
∂x ∂x∂y ∂y

Also, we have

∂2U
   
∂ ∂U ∂ ∂U
= = x (92)
∂y 2 ∂y ∂y ∂y ∂ξ
 2
∂ 2 U ∂η ∂2U

∂ U ∂ξ
= 2
+ x = x2 2 (93)
∂ξ ∂y ∂ξ∂η ∂y ∂ξ

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U 2
2∂ U
x2 − 2xy − y = ex . (94)
∂x 2 ∂x∂y ∂y 2

And also
∂2U
   
∂ ∂U ∂ ∂U ∂U
= = y+ (95)
∂x∂y ∂y ∂x ∂y ∂ξ ∂η
   
∂ ∂U ∂ ∂U
= y + (96)
∂y ∂ξ ∂y ∂η
 2
∂ 2 U ∂η ∂ 2 U ∂ξ ∂ 2 U ∂η
  
∂ U ∂ξ ∂U
= + y + + + (97)
∂ξ 2 ∂y ∂ξ∂η ∂y ∂ξ ∂η∂ξ ∂y ∂η 2 ∂y
∂2U ∂2U ∂U
= 2
xy + x+ (98)
∂ξ ∂η∂ξ ∂ξ

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2nd order PDE

Reduce to the canonical form the equation

∂2U ∂2U ∂2U
x2 2
− 2xy − y 2 2 = ex . (99)
∂x ∂x∂y ∂y

Replacing them into our Equation, we get

∂2U ∂U
η2 − 2ξ = eη (100)
∂η 2 ∂ξ

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