HOMEWORK 1

SHUANGLIN SHAO
1. P5. #1.
Proof. Equations 1, 2, 4, 7, 8 are linear equations. Equations 3, 5, 6 are
nonlinear equations.
2. P5. #2.
Proof. (a). linear.
L(au + bv) = (au + bv)
x
+ x(au + bv)
y
= au
x
+ bv
x
+ xau
y
+ xbv
y
= a(u
x
+ xu
y
) + b(v
x
+ xv
y
)
= aL(u) + bL(v).
This proves that L is linear.
(b). nonlinear.
L(au + bv) = (au + bv)
x
+ (au + bv)(au + bv)
y
= au
x
+ bv
x
+ (au + bv)(au
y
+ bv
y
)
= au
x
+ bv
x
+ a
2
uu
y
+ b
2
vv
y
+ abuv
y
+ bavu
y
.
On the other hand,
aL(u) + bL(v) = a(u
x
+ uu
y
) + b(v
x
+ vv
y
)
= au
x
+ bv
x
+ auu
y
+ bvv
y
.
If a = 2, b = 0, these two identities above not equal; otherwise
uu
y
= 0, implies that (u
2
)
y
= 0, i.e., u
2
(x, y) = u
2
(x, 0).
The last condition put a constraint on u, which is not known. So the linearity
fails.
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(c). nonlinear.
L(au + bv) = (au + bv)
x
+ ((au + bv)
y
)
2
= au
x
+ bv
x
+ (au
y
+ bv
y
)
2
= au
x
+ bv
x
+ a
2
u
2
y
+ b
2
v
2
y
+ 2abu
y
v
y
.
On the other hand,
aL(u) + bL(v) = a(u
x
+ u
2
y
) + b(v
x
+ v
2
y
)
= au
x
+ bv
x
+ au
2
y
+ bv
2
y
.
Similarly as in (b), if a = 2, b = 0, if L is linear, u
2
y
= 0. So
u
y
= 0.
This is not known. So linearity fails.
(d). nonlinear.
L(au + bv) = (au + bv)
x
+ (au + bv)
y
+ 1
= a(u
x
+ u
y
) + b(v
x
+ v
y
) + 1.
On the other hand
aL(u) + bL(v) = a(u
x
+ u
y
+ 1) + b(v
x
+ v
y
+ 1)
= a(u
x
+ u
y
) + b(v
x
+ v
y
) + a + b.
So if a = b = 1, if L is linear, we have 1 = 2. So linearity fails. Another way
to see this is that L does not map zero functions to zero.
(e). linear. The proof is similar to that in (a). So we omit it.
3. P5. # 3.
Proof. (a). It is a linear inhomogeneous equation. Dene
L(u) = u
t
u
xx
, g = 1.
(b). It is a linear homogeneous equation. Dene
L(u) = u
t
u
xx
+ xu.
(c). nonlinear. The proof is similar to that in (b) in #2; so we omit it.
(d). It is a linear inhomogeneous equation. Dene
L(u) = u
t
u
xx
, g = x
2
.
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(e). It is a linear homogeneous equation. Dene
L(u) = iu
t
u
xx
+
1
x
u.
(f ). nonlinear. If the operator is dened,
L(u) =
u
x
_
1 + u
2
x
+
u
y
_
1 + u
2
y
,
then
L(2u) = 2L(u).
Otherwise
2u
x
_
1
_
1 + u
2
x

1
_
1 + 4u
2
x
_
+ 2u
y
_
_
1
_
1 + u
2
y

1
_
1 + 4u
2
y
_
_
= 0.
This equation puts a constraint on u, which is not known.
(g). It is a linear homogeneous equation. Dene
L(u) = u
x
+ e
y
u
y
.
(h). It is a linear inhomogeneous equation. If we dene
L(u) = u
t
+ u
xxxx
+

1 + u,
then L(0) = 1 = 0. So linearity fails.
4. P5. # 4.
Proof. Let u and v solve the linear homogeneous equation L(u) = g. Then
we have
L(u) = g,
L(v) = g.
So we have
L(u v) = 0.
So the dierence u v solves the equation L(u) = 0.
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5. P5. #10.
Proof. Dene L(u) = u

3u

+4u. Then the equation u

3u

+4u = 0
reduces to the linear homogeneous equation
L(u) = 0.
Let V be the solution space of L(u) = 0. Let u, v V. For any a, b R,
then
au + bv V
because L(au + bv) = aL(u) + bL(v) = 0. So V is a vector space over R.
From the theory of ODE, V is spanned by the basis
{e
x
, e
2x
, xe
2x
}.

6. P5. #11.
Proof. To the equation, uu
xy
= u
x
u
y
,
LHS = f(x)g(y) (f(x)g(y))
xy
= f(x)f
x
(x)g(y)g
y
(y).
On the other hand,
RHS = u
x
u
y
= (f(x)g(y))
x
(f(x)g(y))
y
= f(x)f
x
(x)g(y)g
y
(y).
Thus u(x, y) = f(x)g(y) is a solution.
7. P9. #1.
Proof. By formula (2) in Section 1.2,
u(x, t) = f(2x 3t),
where f is a function of one variable. Given the condition, we have
u(x, 0) = f(2x) = sin x.
So f(x) = sin
x
3
. Thus
u(x, t) = sin
2x 3t
2
= sin(x
3
2
t).

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8. P9. #2.
Proof. Let v = u
y
. Then 3v + v
x
= 0. We multiply both sides by e
3x
,
v
x
e
3x
+ 3e
3x
v = 0.
By using the chain rule of dierentiation,
(ve
3x
)
x
= 0.
Thus by the fundamental theorem of calculus,
v(x, y)e
3x
v(0, y) = 0.
Set g(y) = v(0, y). Then
v(x, y) = e
3x
g(y).
To solve for u,
u
y
= e
3x
g(y).
Again by the fundamental theorem of calculus,
u(x, y) u(x, 0) = e
3x
_
y
0
g(t)dt.
Let f(x) = u(x, 0) and h(y) =
_
y
0
g(t)dt. We have
u(x, y) = f(x) + e
3x
h(y),
where f and h are both functions of one variable.
9. P10. # 3.
Proof. We follow the method in solving Equation (4) in section 1.2. The
equation is
u
x
+
1
1 + x
2
u
y
= 0.
So the directional derivative of u along the direction (1,
1
1+x
2
) is zero. We
look for the equations of these characteristic curves y = y(x) in the plane
such that their directions are (1,
1
1+x
2
). Their equations are
dy(x)
dx
=
1
1 + x
2
.
Thus integrating from 0 to x, we obtain
y(x) y(0) =
_
x
0
1
1 + t
2
dt = tan
1
x.
Hence
y(x) = tan
1
x + y(0);
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that is to say, y tan
1
x = C, where C = y(0). On each of these curves
u(x, y) is a constant because
d
dx
u(x, tan
1
x + C) = u
x
+
u
y
1 + x
2
= 0.
Thus u(x, tan
1
x + C) = u(0, tan
1
0 + C) = u(0, C) is independent of x.
Therefore there exists a function of one variable f such that
u(x, y) = f(y tan
1
x).

10. P10. #5.

Proof. We still use the method in solving Equation (4) in section 1.2. The
equation is
u
x
+
y
x
u
y
= 0.
So the directional derivative of u along the direction (1,
y
x
) is zero. We look
for the equations of these characteristic curves y = y(x) in the plane such
that their directions are (1,
y
x
). Their equations are
dy(x)
dx
=
y
x
.
To solve this equation,
y

(x)
y(x)
=
1
x
. Thus
d(ln y(x))
dx
=
1
x
.
Integrating this equation from 1 to x, we see that
ln y(x) = ln x + ln y(1);
that is to say, ln y(x) = ln y(1)x, where y(x) = Cx, where C = y(1). On
each of these curves u(x, y) is a constant because
d
dx
u(x, Cx) = u
x
+ Cu
y
= u
x
+
y
x
u
y
= 0.
Thus u(x, Cx) = u(1, C) is independent of x. Therefore there exists a func-
tion of one variable f such that
u(x, y) = f(y/x).

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11. P10. # 8.
Proof. The equation is
(1) au
x
+ bu
y
+ cu = 0.
Thus
a
u
x
u
+ b
u
y
u
= c.
Let v = ln u. The equation above is
av
x
+ bv
y
+ c = 0.
Thus without loss of generality, we assume that a = 0. Thus
a(v +
c
a
x)
x
+ b(v +
c
a
x)
y
= 0.
Therefore we have
v +
c
a
x = f(bx ay),
where f is a function of one variable. Since u = e
v
,
(2) u(x, y) = e

c
a
x+f(bxay)
.
Another way is to use the coordinate method. From the equation a
ux
u
+b
uy
u
=
c. Let v = ln u. Then
av
x
+ bv
y
= c.
We change variables: x

= bx ay and y

= ax + by. Then
v
x
= bv
x
+ av
y
,
v
y
= av
x
+ bv
y
.
Thus
c = av
x
+ bv
y
= (a
2
+ b
2
)v
y
.
Hence we have
v
y
=
c
a
2
+ b
2
.
Integrating from 0 to y

, we have
v(x

, y

) v(x

, 0) =
cy

a
2
+ b
2
.
Therefore
u(x

, y

) = u(x

, 0)e

cy

a
2
+b
2
,
i.e.,
(3) u(x, y) = f(bx ay)e

c
a
2
+b
2
(ax+by)
.
Remark. Equation (2) and (3) is in the same form. Writing
e

c
a
x
= e

c
a
2
+b
2
(ax+by)
bc
a(a
2
+b
2
)
(bxay)
.
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Then we write
e

c
a
x+f(bxay)
= e

c
a
2
+b
2
(ax+by)
_
e

bc
a(a
2
+b
2
)
(bxay)
e
f(bxay)
_
,
where the second factor is a function of bx ay.
12. P10. # 9.
Proof. Let v = u x. Then the original equation is
v
x
+ v
y
= 0.
Thus we see that
v(x, y) = f(x y),
where f is a function of one variable. Therefore v(x, y) = x + f(x y).
13. P10. # 10.
Proof. Let x

= x + y and y

= x + y. Then
u
x
= u
x
+ u
y
,
u
y
= u
x
+ u
y
,
x =
y

2
,
y =
x

+ y

2
.
Thus the equation that u
x
+ u
y
+ u = e
x+2y
becomes
u
y
+
1
2
u =
1
2
e
x

2
+
3
2
y

.
Multiplying both sides by e
y

2
,
d
dy

_
e
y

2
u
_
=
1
2
e
x

2
+2y

.
This implies that
e
y

2
u(x

, y

) u(x

, 0) =
1
2
e
x

2
_
y

0
e
2t
dy

=
1
4
e
x

2
(e
2y

1).
Hence
u(x

, y

) =
1
4
e
x

2
(e
2y

1) e

2
u(x

, 0).
In terms of (x, y)-variables,
u(x, y) =
1
4
_
e
x+2y
e
x
_
e

x+y
2
u(y x, 0).
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One can verify that u(x, y) satises that u
x
+u
y
+u = e
x+2y
. But if imposing
the condition that u(x, 0) = 0, we obtain a contradiction. Indeed, since
u(x, 0) = 0 for any x,
u(y x, 0) = 0.
Thus
(4) u(x, y) =
1
4
(e
x+2y
e
x
).
This is also a solution to the equation. Let y = 0 in (4). Thus
u(x, 0) =
1
4
(e
x
e
x
),
which is generally not zero. Therefore there is no solution for this equation
with u(x, 0) = 0.
Department of Mathematics, KU, Lawrence, KS 66045
E-mail address: slshao@math.ku.edu
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