MATH443

PARTIAL DIFFERENTIAL EQUATIONS

FINAL EXAM SOLUTIONS
January 11, 2012 WEDNESDAY 15:30-17:30, SAZ04

QUESTIONS: Solve any four of the following five problems. WARNING:

1. In each problem explain what you are doing.
2. The way you solve, not the answers, gets points.
3. Just writing the answers gets no points, you must derive them.
4. Show all your work in well-organized mathematical sentences.
Explain your reasoning carefully an in full detail
[25]1. Let (2y + 3z)dx + (2x + az)dy + (3x + by)dz = 0 be an integrable
Pfaffian differential equation, where a and b are arbitrary real constants. (a)
Find the a and b. (b) Find the primitive of this Pfaffian differential equation.
Solution: If this Pfaffian DE is integrable then the vector field X = (2y +
3x, 2x + az, 3x + by) satisfies curlX = (b − a, 0, 0). Hence X · curlX =
(b − a)(2y + 3x) = 0 implies b = a, except on the plane 2y + 3x = 0. For
b = a DE becomes
2(ydx + xdy) + 3(zdx + xdz) + a(zdy + ydz) = 0
Then the solution is
2xy + 3xz + ayz = c
which defines a family of surfaces in R3 , where c is an arbitrary constant.
Hence the primitive of the Pfaffian DE is φ = 2xy + 3xz + ayz.
On the plane 2x + 3y = 0 the Pfaffian DE reduces to (2x + az)dy + (3x +
δ
by)dz = 0 which is a Pfaffian DE in R2 . The solution is z = γ+2 y 2 + y γ
a 3
where  are an integration constant and γ = b−9/2 and δ = b−9/2 . If b = 9/2
then the solution is az − 3y = 0.
[25]2. Solve the following Cauchy Problem: Let 2zx − 3zy + (x + y)z = 0 so
that z(x, 0) = x2 .

Solution: Using the Lagrange method

dx dy dz
= =
2 −3 −(x + y)z

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(i) First two gives 3x + 2y = c1
(ii) adding the numerators and denominators of the firs two we get

dx dy dx + dy dz
= = =
2 −3 −1 −(x + y)z

then using the third and the last one we obtain

1 2
z(x, y) = e 2 (x+y) f (3x + 2y)

where f is an arbitrary function.

Using the condition z(x, 0) = x2 we determine the function f
1 2
z(x, 0) = e 2 x f (3x) = x2
1 2 x2 1 2
Hence f (3x) = x2 e− 2 x . Then f (x) = 18
e− 9 x . Therefore the solution is

1 2 (3x + 2y)2 − 1 (3x+2y)2

z(x, y) = e 2 (x+y) e 18
9

[25]3. Find the type of the partial differential equation yzyy − xzyx + zy = 0
and find its general solution.
Solution: R = 0, S = −x and T = y Then RT − S 2 = −x2 . This says that
this PDE is of hyperbolic type everywhere except x = 0. The coordinate
transformations are found from

Rξx2 + Sξx ξy + T ξy2 = −xξx ξy + yξy2 = 0

This equation gives

(i) ξy = 0 → ξ = x
(ii)−xξx + yξy = 0 → ξ = xy
Hence change of variables are ξ = x and η = xy. with this change of variable
The above PDE reduces to
ζξη = 0
where ζ(ξ, η) = z(x(ξ, η), y(ξ, η)). Then the general solution is

z(x, y) = f (xy) + g(x)

2
where f and g are arbitrary functions.
[25]4. Solve the following initial and boundary value problem:

ut − 2 k t uxx = 0, 0 < x < π, t > 0,

u(0, t) = u(π, t) = 0, t ≥ 0,
u(x, 0) = 2 sin 2x − 5 sin 3x, 0 ≤ x ≤ π

Here k is a positive real number.

Solution: The PDE and the boundary conditions are linear and homoge-
nous. Then we can use the method of separation of variables. Let u(x, t) =
φ(x) R(t). Inserting this into the PDE we get

φ00 + λφ = 0,
R0 = −2 ktλR (1)

where λ is a (separation) constant. The second equation has solution

2
R(t) = R0 e−kλt

where R0 is an arbitrary constant. The first equation with the boundary

conditions gives an eigenvalue problem

φ00 + λφ = 0, 0 < x < π

φ(0) = φ(π) = 0

which has solution only when λ > 0

φn (x) = sin nx, n = 1, 2, · · ·

λn = n 2 , · · ·

Then
2 t2
un (x, t) = An e−k n sin nx, n = 1, 2, · · · (2)
Since the initial temperature is a superposition of the eigenfunctions for
n = 2, 3, i.e.,
u(x, 0) = 2 sin 2x − 5 sin 3x,

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then the solution of this problem will be the superposition of the u2 and u3
with C2 = 2 and C3 = −5, i.e.,
2 2
u(x, t) = 2 e−4 k t sin 2x − 5e−9 k t sin 3x

[25]5. A Dirichlet problem in a circular region is given as follows:

∇2 u = 0, (r, θ) ∈ D ⊂ R2 ,
u(a, θ) = b0 cos2 θ

where D is the circular region with center at the origin and radius a. Here b
is an arbitrary constant.
(i)What other conditions we need for the existence of the solution?
(ii) Find the solution of this boundary value problem.
Solution: Writing the Laplace operator in polar coordinates we rewrite this
boundary value problem as

1 ∂2u
 
1 ∂ ∂u
r += 0, 0 < r < a, − π < θ < π,
r ∂r ∂r r2 ∂θ2
b b
u(a, θ) = b cos2 θ = + cos 2θ, − π < θ < π
2 2
(i) To have the solution of this problem we must have the following further
conditions
(a) u(r, θ) must be defined at all points (r, θ) ∈ D, in particular at the origin
r = 0.
(b) periodicity conditions: u(r, −π) = u(r, π) and uθ (r, −π) = uθ (r, π) for all
r ∈ [0, a].
(ii) Using the method of separation of variables u(r, θ) = φ(θ) R(r) we get

φ00 + λφ = 0, − π < θ < π,

u(r, −π) = u(r, π), and uθ (r, −π) = uθ (r, π),
r2 R00 + rR0 − λR = 0, 0 ≤ r < a,

The firs two equations define an eigenvalue problem which has the solution
{1, sin nθ, cos nθ} with λ = n2 with n = 1, 2, 3, · · ·. The third equation has

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the general solution Cn rn + Dn r−n . Since n is a positive integer and since
the solution must be finite at r = 0 then we take Dn = 0 for all n ≥ 1. Then
we arrive at the solution

un (r, θ) = A0 + [An cos nθ + Bn sin nθ] rn . n = 1, 2, · · ·

where A0 , An and Bn are arbitrary constants for all n ≥ 1. The function

u(r, θ) on the boundary, r = a, is a linear superposition of the eigenfunctions
1 and cos 2θ, hence the solution must be the superposition of the u0 = A0 = 2b
and u2 (r, θ) with a2 A2 = 2b . Hence

b b
u(r, θ) = + 2 r2 cos 2θ.
2 2a