MATH20401(PDEs)

1. Function u(x, y) = A(y) u(x, y) = A(y) u(t, x) = A(x)B(t) u(t, x) = A(x)B(t) u(t, x, y) = A(x, y) u(x, t) = A(x+ct) + B(xct) u(x, y) = ekx sin(ky)

Tony Shardlow Answer Sheet Part 1

Comment uy = A (y) uxy = 0 uxt = A (x)B (t) = 0 uuxt = ABA B = ux ut ut = t A(x, y) = 0 utt + c2 uxx = 2c2 (A + B ) uxx = k 2 ekx sin(ky), uyy = k 2 ekx sin(ky)

Conclusion False True False True True False True

2. These are not the only possible cases; you might nd other PDEs: (a) u(t, x) = A(x+ct) + B(xct): ut = cA (x+ct) cB (xct), ux = A (x+ct) + B (xct), utt = c2 A (x+ct) + c2 B (xct), uxx = A (x+ct) + B (xct) so utt c2 uxx = 0 (wave equation). (b) u(t, x) = A(x) + B(t): ut = B (t) so utx = 0. (c) u(t, x) = A(x)/B(t): ln u = ln A(x) ln B(t) so (ln u)tx = 0. Now (ln u)t = ut /u and (ln u)tx = utx /u ut ux /u2 . Finally, uutx ut ux = 0. (d) u(t, x) = A(xt): ut = xA (xt), ux = tA (xt), so tut xux = 0. (e) u(t, x) = A(x2 t): ut = x2 A (x2 t), ux = 2xtA (x2 t) so 2tut xux = 0. (f) u(t, x) = A(x2 /t): ut = x2 A (x2 /t), ux = t
2

2x t A

(x2 /t) so 2tut + xux = 0.

3. (a) u(0, x) = A(x) + B(x) = f0 (x) so A(x) + B(x) = f0 (x). There is not enough information to determine both A( ) and B( ). (b) u(0, x) = A(x) + B(0) = f0 (x) so A(x) = f0 (x) B(0). We would only need to know one value of B, namely B(0) to determine A. However, the initial conditions gives no information about B. (c) u(0, x) = A(x)/B(0) = f0 (x) so A(x) = B(0)f0 (x). We would only need to know one value of B, namely B(0) to determine A, but we have no information about B. (d) u(0, x) = A(0) = f0 (x) so A(0) = f0 (x). This tries to set a constant A(0) to something that is not constant f0 (x), which is not possible! (e) (exactly the same) (f) u(0, x) = A() = f0 (x) so A() = f0 (x). This tries to set a constant A() to something that is not constant f0 (x), which is again not possible! 4. (a) u(1, x) = A(x + c) + B(x c) = f1 (x) so A(x + 1) + B(x 1) = f1 (x). Again more information is needed to nd both A( ) and B( ). (b) u(1, x) = A(x) + B(1) = f1 (x) so A(x) = f1 (x) B(1). We only need to know B(1) to determine A. We obtain no information about B. MATH20401(PDEs): Answer Sheet I: Page 1

(c) u(1, x) = A(x)/B(1) = f1 (x) so A(x) = B(1)f1 (x). We only need to know B(1) to determine A. There is no information about B. (d) u(1, x) = A(x) = f1 (x) so A(x) = f1 (x). (e) u(1, x) = A(x2 ) = f1 (x) so A(x2 ) = f1 (x). This determines A() for 0 provided f1 () = f1 (). (f) u(1, x) = A(x2 ) = f1 (x) so A(x2 ) = f1 (x). Again, this determines A() for 0 provided f1 () = f1 (). 5. (a) To conrm that u = AT 1/2 (T t)1/2 ex
2 /4(T t)

is a solution of ut = uxx :

(b)

2 2 1 ut = 2 AT 1/2 (T t)3/2 ex /4(T t) 1 AT 1/2 x2 (T t)5/2 ex /4(T t) , 4 2 ux = 1 AT 1/2 x(T t)3/2 ex /4(T t) , 2 2 /4(T t) 2 1 1 uxx = 2 AT 1/2 (T t)1/2 ex + 4 AT 1/2 x2 (T t)5/2 ex /4(T t) = ut so that ut = uxx . 1/2 For this solution |u(0, x)| = AT1/2 exp(x2 /4(T 0)) A as exp(x2 /4T ) T

< 1.

Further as t T , u(t, 0) .

(c) We have shown that u(x, t) is a soln of the backward heat eqn, it tends to innity as t T , and initially u(x, 0) = A exp(x2 /T ) with |u(0, x)| A. Recall that the soln of the backward heat eqn with zero initial condition is the zero soln u(x, t) = 0 for all x, t. By taking A = 1, change the zero initial condition to u(x, 0) = exp(x2 /T ). This is a small change of size to the initial condition. But, as we saw above, the solution now becomes innite at time t = T and this is far from the behaviour of the zero solution. Because of this, the backward heat equation is ill-posed for t > 0 when subject to initial conditions at t = 0. A small change in initial condition causes a drastic change in the solution. (d) The backward heat equation is well posed when subject to nal conditions at some time (say) t = tf for times before the nal time, t < tf . 6. (a) To conrm that u = cosh(y/) cos(x/) is a solution: At y = 0 we have u(x, 0) = cosh(0) cos(x/) = cos(x/) and uy (x, 0) = sinh(0) cos(x/) = 0 so the boundary conditions are satised. Also, uxx = 1 cosh(y/) cos(x/) and uyy = 1 cosh(y/) cos(x/) so that the PDE uxx + uyy = 0 is satised. Hence u = cosh(y/) cos(x/) is a solution satisfying the conditions. (b) Now u(x, 0) = cos(x/) and |u(x, 0)| . Hence, take = . Also u(x, y) = cosh(y/) cos(x/) and cosh(z) = (ez + ez )/2 is unbounded as z . Hence, maxx,y |u(x, y)| as 0 (we can always nd x so that cos(x/) > 1/2) Hence small changes in the boundary conditions lead to large changes in the solution. This means the problem is ill posed. In general, Laplaces equation is ill-posed if it is subjected to conditions on a boundary that does not entirely surround the domain in which the equation is to be satised. 7. (a) ut (x2 + u)uxx = x t is second order and quasilinear (because the second order term includes uuxx , the multiplier depends on u but not second derivatives of u)).
1 (b) u2 utt 2 u2 + (uux )x = eu is second order and quasilinear (because the second order x term is u2 utt + uuxx , the multipliers of utt and uxx depend on u but not second derivatives of u).

MATH20401(PDEs): Answer Sheet I: Page 2

(c) ut uxx = u3 is second order and semilinear (because the second order term uxx is linear and u3 is nonlinear). (d) (uxy )2 uxx + ut = 0 is second order and fully nonlinear (because the second order term u2 is non-linear). xy (e) ut + ux uy = 10 is rst order, linear and inhomogeneous. 8. We consider the operators to contain the terms autt + butx + cuxx (or dierent subscripts for dierent independent variables): (a) ut + utx uxx + u2 = sin u. b2 4ac = 1 > 0 so: hyperbolic and semilinear. x (b) ux + uxx + uy + uyy = sin(xy). b2 4ac = 4 < 0 so: elliptic, linear and inhomogeneous. (c) ux + uxx uy uyy = cos(xyu). b2 4ac = 4 > 0 so: hyperbolic and semilinear. (d) utt + xuxx + ut = f (x, t). b2 4ac = 4x so: elliptic for x > 0, hyperbolic for x < 0, parabolic for x = 0, linear and inhomogeneous. (e) ut + uuxx + u2 utt utx = 0. b2 4ac = 1 4u3 so: elliptic for u3 > 1 , hyperbolic 4 for u3 < 1 , parabolic for u3 = 1 , and quasilinear. 4 4

MATH20401(PDEs): Answer Sheet I: Page 3