Partial Differential Equations

Problem Sheet - 1

1. Find the partial differential equation arising from each of the following surfaces:
(i) u = f (x − y), (ii) 2u = (ax + y)2 + b, (iii) f (x2 + y 2 , x2 − u2 ) = 0.
(x, y: independent variables, u: dependent variable, a, b: arbitrary constants,
f : arbitrary function.)

2. Is it must that a well-posed initial value problem possesses a unique solution? Justify
your answer.

3. Find the general integral of the following partial differential equations:

(i) x2 p + y 2 q + u2 = 0, (ii) x2 (y − u)p + y 2 (u − x)q = u2 (x − y).

4. Show that the integral surface of the equation 2y(u − 3)p + (2x − u)q = y(2x − 3) that
passes through the circle x2 + y 2 = 2x, u = 0 is x2 + y 2 − u2 − 2x + 4u = 0.

5. Find the solution of the following Cauchy problems:

(i) ux + uy = 2, u(x, 0) = x2 ; (ii) 5ux + 2uy = 0, u(x, 0) = sin x.

6. Show that the Cauchy problem ux + uy = 1, u(x, x) = x has infinitely many solutions.

7. Consider the PDE xux + yuy = 4u, where x, y ∈ R. Find the characteristics curves
for the equation and determine an explicit solution that satisfies u = 1 on the circle
x2 + y 2 = 1.

8. Find a function u(x, y) that solves the Cauchy problem

x2 ux + y 2 uy = u2 , u(x, 2x) = x2 , x ∈ R.

Is the solution defined for all x and y?

9. Find the surface which is orthogonal to the one-parameter system

u = cxy(x2 + y 2 )

and which passes through the hyperbola x2 − y 2 = a2 , u = 0.

10. Derive a partial differential equation by eliminating a and b from the relation z =
axy + b.

11. Derive a partial differential equation by eliminating the arbitrary function f from
f (x2 + y 2 , x2 − z 2 ) = 0.

12. Eliminate the parameters a, b, c from the following relations and find the corresponding
partial differential equation:
√ x2 y 2 z 2
(i) log z = a log x + 1 − a2 log y + b; (ii) 2 + 2 + 2 = 1; (iii) 2z = (ax + y)2 + b.
a b c

13. Find the partial differential equation of all planes which are at a constant distance k
from the origin.

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14. Form a partial differential equation by eliminating the arbitrary function f from the
following equations:

(i) z = eay f (x + by); (ii) f (z − xy, x2 + y 2 ) = 0.

15. Find the general integral of the following partial differential equations:

(i) x2 p+y 2 q+z 2 = 0; (ii) (p−q)z = z 2 +(x+y); (iii) x2 (y−z)p+y 2 (z−x)q = z 2 (x−y).

16. Find an integral surface of xp+yq = z passing through the curve x+y = 1; x2 +y 2 +z 2 =
25.

17. Show that the integral surface of the equation 2y(z − 3)p + (2x − z)q = y(2x − 3) that
passes through the circle x2 + y 2 = 2x, z = 0 is x2 + y 2 − z 2 − 2x + 4z = 0.

18. Find the surface which is orthogonal to the one-parameter system

z = cxy(x2 + y 2 )

and which passes through the hyperbola x2 − y 2 = a2 , z = 0.

19. Classify whether the following PDE is linear, quasi-linear, semi-linear or nonlinear

(a) zzx − 2xyzy = 0

(b) zx2 + zzy = 2
(c) xzx + yzy = z 2
(d) xzx2 + yzy2 = 2
(e) 5uxx − 3uyy + cos xux + ex uy + u = 0
(f) uuxx + xyuxy + u = 0
(g) x2 uxx + 2xyuxy + y 2 uyy + u2x + 2ux uy + u2y + u = 0
(h) Auxx + Buxy + Cuyy + f (x, y, u, ux , uy ) = 0, where A, B, C are real constants and
f (x, y, u, ux , uy ) an arbitrary function.

20. Solve the following PDE by method of characteristic

(a) ux + uy = u2 , u(x, 0) = h(x)

(b) uy = xuux , u(x, 0) = x
(c) xuy − yux = u, u(x, 0) = h(x)
(d) uy + uux = 0, u(x, 0) = h(x)
(e) −yzx + xzy = 0, z(s, s2 ) = s3

21. Consider the PDE ux +yuy = 0. Find the characteristic curves. Plot some characteristic
curves. Find the solution of the PDE.

22. Find the integral curve of the equations

dx dy dz
= =
y(x + y) + az x(x + y) − az z(x + y)

23. Show that along every characteristic strip of the equation F (x, y, z, p, q) = 0, the
function F (x, y, z, p, q) is a constant.

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24. Find the solution of the equation z = 12 (p2 + q 2 ) + (p − x)(q − y) which passes through
the x-axis.

25. Show that the equations

xp = yq, z(xp + yq) = 2xy

are compatible and solve them.