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Here, s and α are the new independent variables. Solving these ODE’s yields

                                                                           s
                                  x = as           y = bs + α         u = e f(α).

                   We can solve for s and α and substitute these variables into the expression for u.

                                  s = x/a          α = y − bx/a       u = e x/a  f(y − bx/a)


                   Thus the solution to the partial differential equation is

                                                 u(x, y) = e x/a  f(y − bx/a) .


                   Example 2.4 As another example of the method, consider the following problem
                   from “Handbook of Differential Equations” by Zwillinger.


                                                   2
                                            u x + x u y = −yu,   u(0, y) = f(y).
                   The corresponding system of ODE’s and initial conditions are

                               ∂x                ∂y     2         du
                                   = 1              = x               = −yu
                               ∂s                ∂s                ds
                               x(s = 0) = 0     y(s = 0) = α      u(s = 0) = f(α)

                   Solving the ODE’s and substituting in the values of the variables yields


                                                 ∂y
                               x = s                = s 2
                                                 ∂s
                                                     s 3          du       3
                                                                            s
                               x = s            y =     + α           = −      + α u
                                                     3             ds       3
                                                                                    4
                                                           3
                                                         x                          s
                               s = x            α = y −           u = f(α) exp −       − sα
                                                          3                         12


                   Thus the solution is
                                                             3       4
                                                            x          x
                                           u(x, y) = f  y −      exp      − xy .
                                                             3          4


                   2.6      Similarity Methods


                   2.6.1     Introduction.

                   Consider the partial differential equation (not necessarily linear)


                                                      ∂u ∂u
                                                  F      ,   , u, t, x  = 0.
                                                      ∂t ∂x


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