hw1 Sol
hw1 Sol
hw1 Sol
1. (#1.1.2 in Strauss) Which of the following operators are linear? (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/y)]u Solution: (a) Linear. (b) Nonlinear the term uuy is quadratic in u. (c) Nonlinear the term u2 is quadratic in u. y
Solutions
(d) Nonlinear the term 1 is of 0th order in u. Check the additive property of L: L(u + v) = Lu + Lv 1 = Lu + Lv. (e) Linear all instances of u and its derivatives enter linearly. 2. (#1.1.3 in Strauss) For each of the following equations, state the order and whether it is nonlinear, linear inhomogeneous, or linear homogeneous; provide reasons. (a) ut uxx + 1 = 0 (b) ut uxx + xu = 0 (c) ut uxxt + uux = 0 (d) utt uxx + x2 = 0 (e) iut uxx + u/x = 0 (f) ux (1 + u2 )1/2 + uy (1 + u2 )1/2 = 0 x y (g) ux + ey uy = 0 (h) ut + uxxxx + 1 + u = 0 Solution: (a) 2nd order, linear inhomogeneous (ut uxx = 1) (b) 2nd order, linear homogeneous (c) 3rd order, nonlinear (uux is quadratic in u) (d) 2nd order, linear inhomogeneous (utt uxx = x2 ) (e) 2nd order, linear homogeneous (f) 1st order, nonlinear (g) 1st order, linear homogeneous (h) 4th order, nonlinear ( 1 + u is nonlinear in u) 3. Show that cos(x ct) is a solution of ut + cux = 0. Solution: To check, plug the function into the equation, and verify that one gets an identity. ut = c sin(x ct), ux = c sin(x ct). So ut + cux = c sin(x ct) c sin(x ct) = 0. 1
4. (#1.1.10 in Strauss) Show that the solutions of the dierential equation u 3u + 4u = 0 form a vector space. Find a basis of it. Solution: The set of solutions to this ODE, S = {u : R R | u 3u + 4u = 0} is a subset of the set of all function of one variable F = {f : R R}. Since the set of all functions F is a vector space, then to show that its subset S is a vector (sub)space, it is enough to show that S is d3 d2 closed under addition and multiplication by scalars. But since the operator L = dx3 3 dx2 +4 is linear, we have u, v S Lu = Lv = 0 L(u + v) = Lu + Lv = 0 (u + v) S. Similarly for multiplications by scalars: u S, c R Lu = 0 L(cu) = cLu = 0 (cu) S. Thus the set of solutions S is indeed a vector space (one can alternatively check the properties of vector spaces for S directly). To nd a basis, solve the equation by considering its characteristic equation: k 3 3k 2 + 4 = 0. Regrouping terms k 3 2k 2 k 2 + 4 = 0, and factoring out common factors k 2 (k 2) (k 2)(k + 2), one gets the following factorization: (k 2)(k 2 k 2), or (k 2)2 (k + 1) = 0. Thus, k = 2 and k = 1 are the roots of the characteristic polynomial, the former being a double root. The general solution to the ODE is then u(x) = c1 ex + c2 e2x + c3 xe2x , hence {ex , e2x , xe2x } forms a basis for S. 5. (#1.1.11 in Strauss) Verify that u(x, y) = f (x)g(y) is a solution of the PDE uuxy = ux uy for all pairs of (dierentiable) functions f and g of one variable. Solution: We compute: ux = f (x)g(y), uy = f (x)g (y), uxy = f (x)g (y). Plugging into the equation, we get uuxy = f (x)g(y)f (x)g (y) = f (x)g(y)f (x)g (y) = ux uy , which is an identity, hence u(x, y) = f (x)g(y) solves the PDE. 6. (#1.1.12 in Strauss) Verify by direct substitution that un (x, y) = sin nx sinh ny is a solution of uxx + uyy = 0 for every n > 0. Solution: We compute: x un (x, y) = n cos nx sinh ny, 2 x un (x, y) = n2 sin nx sinh ny. Similarly y un (x, y) = n sin nx cosh ny, 2 x un (x, y) = n2 sin nx sinh ny. Thus, uxx + uyy = n2 sin nx sinh ny + n2 sin nx sinh ny = 0. 7. Find the general solution of uxy + ux = 0. (Hint: rst treat it as an ODE for ux ). Solution: 2
Denote v = ux . It follows that uxy = (ux )y = vy , so we can rewrite the equation in terms of v as follows vy + v = 0. One can solve this equation by treating it as an ODE in y, and obtain the solution v(x, y) = ey f (x). Recalling how v was dened, we have that ux = ey f (x). Integrating in terms of x, we arrive at the solution u(x, y) = ey f (x) dx = ey F (x) + G(y), where F and G are arbitrary (dierentiable) functions of one variable. To check that this is indeed the solution, plug it into the equation: ux = ey F (x), uxy = ey F (x). So uxy + ux = ey F (x) + ey F (x) = 0.