Find the solution to the following PDEs:

𝜕𝑢 𝜕𝑢
1. 𝑥 =𝑦
𝜕𝑥 𝜕𝑦

Solution:

This is 1 st Order PDE

𝑢 = 𝑓(𝑥)𝑓(𝑦)
𝜕𝑢
= 𝑓′ (𝑥)𝑓(𝑦)
𝜕𝑥
𝜕𝑢
= 𝑓(𝑥)𝑓′(𝑦)
𝜕𝑦

Substitute expressions to the PDE:

𝑥𝑓′ (𝑥)𝑓(𝑦) = 𝑦𝑓(𝑥)𝑓′(𝑦)

Separate the variables on 2 sides of the equation

𝑥𝑓′ (𝑥) 𝑦𝑓′ (𝑦)
=
𝑓(𝑥) 𝑓 (𝑦)
𝑥𝑓′ (𝑥) 𝑦𝑓′ (𝑦)
= =𝜆
𝑓(𝑥) 𝑓 (𝑦)
𝑥𝑓′ (𝑥) 𝑦𝑓′ (𝑦)
𝑓(𝑥 )
=𝜆 𝑓(𝑦)
=𝜆

𝑑 𝑓(𝑥) 𝑑 𝑓(𝑦)
𝑥( ) 𝑦 ( 𝑑𝑦 )
𝑑𝑥
𝑓(𝑥)
=𝜆 𝑓(𝑦)
=𝜆

𝑑 𝑓(𝑥 ) 𝜆 𝑑 𝑓(𝑦) 𝜆
𝑓(𝑥)
= 𝑥 𝑑𝑥 𝑓(𝑦)
= 𝑦 𝑑𝑦

For 1 st Order PDE, Let 𝜆 = 𝛼

𝑑 𝑓 (𝑥) 𝛼 𝑑 𝑓(𝑦) 𝛼
∫ = ∫ 𝑑𝑥 ∫ = ∫ 𝑑𝑦
𝑓(𝑥) 𝑥 𝑓 (𝑦) 𝑦

ln 𝑓(𝑥) = 𝛼 ln𝑥 + 𝐶 ln 𝑓(𝑦) = 𝛼 ln 𝑦 + 𝐶

ln 𝑓(𝑥) = ln𝑥 𝛼 + 𝐶 ln 𝑓(𝑦) = ln 𝑦 𝛼 + 𝐶
𝛼 𝛼
𝑒 ln 𝑓(𝑥) = 𝑒 ln 𝑥 +𝐶
𝑒 ln 𝑓(𝑦) = 𝑒 ln 𝑦 +𝐶

𝛼 𝛼
𝑓(𝑥) = 𝑒 ln 𝑥 𝑒 𝐶 𝑓(𝑦) = 𝑒 ln 𝑦 𝑒 𝐶
𝑓(𝑥) = 𝐶𝐴 𝑥 𝛼 𝑓(𝑦) = 𝐶𝐵 𝑦 𝛼

Solve for 𝑢
𝑢 = 𝑓(𝑥)𝑓(𝑦)
𝑢 = 𝐶𝐴 𝑥 𝛼 (𝐶𝐵𝑦 𝛼)

𝑢 = 𝐶𝐴 𝐶𝐵(𝑥 𝛼𝑦 𝛼)
𝒖 = 𝑪𝟏 (𝒙𝒚)𝜶

We can replace 𝛼 with 𝐶2 since both can represent an arbitrary constant.

 𝜕2 𝑢 𝜕𝑢
2. 𝑘 2 −𝑢 = , 𝑘>0
𝜕𝑥 𝜕𝑡
This is 2 nd Order PDE

𝑢 = 𝑓(𝑥)𝑓(𝑡)
𝜕2 𝑢
𝜕𝑥2
= 𝑓′′ (𝑥)𝑓(𝑡 )

𝜕𝑢
= 𝑓(𝑥)𝑓′(𝑡)
𝜕𝑡

Substitute expressions to the PDE:

𝑘 𝑓′′ (𝑥)𝑓(𝑡) − 𝑓(𝑥)𝑓(𝑡) = 𝑓(𝑥)𝑓′(𝑡)

Separate the variables on 2 sides of the equation

𝑘 𝑓′′ (𝑥)𝑓(𝑡) − 𝑓(𝑥)𝑓(𝑡) = 𝑓(𝑥)𝑓′(𝑡)
𝑓′′ (𝑥) 𝑓 ′ (𝑡 )
𝑘 −1=
𝑓 (𝑥) 𝑓 (𝑡 )
𝑓′′ (𝑥) 𝑓′ (𝑡 )
𝑘 = +1
𝑓 (𝑥) 𝑓 (𝑡 )
𝑓′′ (𝑥) 1 𝑓′ (𝑡 )
= ( + 1) = 𝜆
𝑓 (𝑥) 𝑘 𝑓 (𝑡 )

𝑓′′ (𝑥) 1 𝑓′ (𝑡)

=𝜆 ( + 1) = 𝜆
𝑓 (𝑥) 𝑘 𝑓(𝑡)

𝑑 𝑓(𝑡)
( )
′′ ( 𝑑𝑡
𝑓 𝑥) = 𝜆 𝑓(𝑥) 𝑓(𝑡)
= 𝑘𝜆 − 1

𝑑 𝑓(𝑡)
𝑓′′ (𝑥) − 𝜆 𝑓(𝑥) = 0 = (𝑘𝜆 − 1)𝑑𝑡
𝑓 (𝑡)

For 2 nd Order PDE, we let 𝜆 be 𝜆 = −𝛼 2 , 𝜆 = 𝛼 2 and 𝜆 = 0

At 𝜆 = 𝛼 2
𝑑 𝑓(𝑡)
𝑓′′ (𝑥) − 𝛼 2 𝑓(𝑥) = 0 = (𝑘𝛼 2 − 1)𝑑𝑡
𝑓 (𝑡)
𝑑 𝑓 (𝑡)
Aux Eqn. ∫ ( ) = ∫(𝑘𝛼 2 − 1)𝑑𝑡
𝑓 𝑡
𝑚2 − 𝛼 2 𝑚0 = 0 ln 𝑓(𝑡 ) = (𝑘𝛼 2 − 1)𝑡 + 𝑐
2
𝑚2 − 𝛼 2 = 0 𝑒 ln 𝑓(𝑡) = 𝑒 ( 𝑘𝛼 −1) 𝑡+𝐶
2
𝑚2 = 𝛼 2 𝑓(𝑡 ) = 𝑒 ( 𝑘𝛼 −1) 𝑡 𝑒 𝐶
2
𝑚 = ±𝛼 (Real and Distinct) 𝑓(𝑡 ) = 𝐶𝑒 ( 𝑘𝛼 −1) 𝑡
Solution:
𝑓(𝑥) = 𝐶𝐴 cosh 𝛼𝑥 + 𝐶𝐵 sinh𝛼𝑥

Solve for 𝑢
𝑢 = 𝑓(𝑥)𝑓(𝑡)
2 −1) 𝑡
𝑢 = (𝐶𝐴 cosh 𝛼𝑥 + 𝐶𝐵 sinh𝛼𝑥 )𝐶𝑒 ( 𝑘𝛼
2 2
𝑢 1 = 𝑒 −𝑡 (𝐶1 𝑒𝑘𝛼 𝑡 cosh 𝛼𝑥 + 𝐶2𝑒 𝑘𝛼 𝑡 sinh𝛼𝑥 ) FIRST SOLUTION
At 𝜆 = −𝛼 2
𝑑 𝑓(𝑡)
𝑓′′ (𝑥) + 𝛼 2 𝑓(𝑥) = 0 𝑓 (𝑡)
= (−𝑘𝛼 2 − 1)𝑑𝑡
𝑑 𝑓 (𝑡)
Aux Eqn. ∫ ( ) = ∫(−𝑘𝛼 2 − 1)𝑑𝑡
𝑓 𝑡
𝑚2 + 𝛼 2 𝑚0 = 0 ( ) ( 2
ln 𝑓 𝑡 = −𝑘𝛼 − 1 𝑡 + 𝑐)
2
𝑚2 + 𝛼 2 = 0 𝑒 ln 𝑓(𝑡) = 𝑒 ( −𝑘𝛼 −1) 𝑡+𝐶
2
𝑚2 = −𝛼 2 𝑓(𝑡 ) = 𝑒 ( −𝑘𝛼 −1) 𝑡 𝑒 𝐶
2
𝑚 = ±𝛼 𝑖 (Complex Congujate) 𝑓(𝑡 ) = 𝐶𝑒 ( −𝑘𝛼 −1) 𝑡
Solution:
𝑓(𝑥) = 𝐶𝐴 cos 𝛼𝑥 + 𝐶𝐵 sin𝛼𝑥

Solve for 𝑢
𝑢 = 𝑓(𝑥)𝑓(𝑡)
2
𝑢 = (𝐶𝐴 cos 𝛼𝑥 + 𝐶𝐵 sin 𝛼𝑥 )𝐶𝑒 ( −𝑘𝛼 −1) 𝑡

2 2
𝑢 2 = 𝑒 −𝑡 (𝐶3 𝑒 −𝑘𝛼 𝑡 cos 𝛼𝑥 + 𝐶4 𝑒−𝑘𝛼 𝑡 sin𝛼𝑥 ) SECOND SOLUTION

At 𝜆 = 0
𝑑 𝑓(𝑡)
𝑓′′ (𝑥) + 𝛼 2 𝑓(𝑥) = 0 = (𝑘(0) − 1)𝑑𝑡
𝑓 (𝑡)
𝑑 𝑓 (𝑡)
Aux Eqn. ∫ 𝑓 (𝑡) = − ∫ 𝑑𝑡
𝑚2 − (0)𝑚0 = 0 ln 𝑓(𝑡 ) = −𝑡 + 𝑐
𝑚2 = 0 𝑒 ln 𝑓(𝑡) = 𝑒 −𝑡+𝐶
𝑚 = 0 (twice) (Real and Repeated) 𝑓(𝑡 ) = 𝑒 −𝑡 𝑒 𝐶
𝑓(𝑡 ) = 𝐶𝑒 −𝑡
Solution:
𝑓(𝑥) = 𝐶𝐴 + 𝐶𝐵 𝑥

Solve for 𝑢
𝑢 = 𝑓(𝑥)𝑓(𝑡)

𝑢 = (𝐶𝐴 + 𝐶𝐵 𝑥)𝐶𝑒 −𝑡

𝑢 3 = 𝑒 −𝑡 (𝐶5 + 𝐶6 𝑥) THIRD SOLUTION

The final answer would be the linear combination of the 1 st , 2 nd and 3 rd solutions
𝑢 = 𝑢1 + 𝑢2 + 𝑢3

Where,
2 2
𝑢 1 = 𝑒 −𝑡 (𝐶1 𝑒𝑘𝛼 𝑡 cosh 𝛼𝑥 + 𝐶2𝑒 𝑘𝛼 𝑡 sinh𝛼𝑥 )
2 2
𝑢 2 = 𝑒 −𝑡 (𝐶3 𝑒 −𝑘𝛼 𝑡 cos 𝛼𝑥 + 𝐶4 𝑒−𝑘𝛼 𝑡 sin𝛼𝑥 )

𝑢 3 = 𝑒 −𝑡 (𝐶5 + 𝐶6 𝑥)