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Solved Problems


               Solution:

                                       (y + u)u + yu = x − y,           u  y=1  = 1 + x                  (2.4)
                                                         y
                                                 x
               We differentiate u with respect to s.

                                                    du        dx        dy
                                                        = u  x    + u  y
                                                    ds        ds        ds

               We compare this with Equation 2.4 to obtain differential equations for x, y and u.

                                         dx                dy           du
                                              = y + u,         = y,         = x − y
                                          ds               ds           ds

               We parametrize the initial data in terms of s.

                                  x(s = 0) = α,      y(s = 0) = 1,       u(s = 0) = 1 + α


               We solve the equation for y subject to the inital condition.


                                                          y(s) = e  s


               This gives us a coupled set of differential equations for x and u.

                                               dx       s        du            s
                                                    = e +u,           = x − e
                                                ds                ds

               The solutions subject to the initial conditions are

                                                        s
                                                              −s
                                                                                 s
                                     x(s) = (α + 1) e − e ,          u(s) = α e + e   −s  .
                                           s
               We substitute y(s) = e into these solutions.

                                                               1                     1
                                        x(s) = (α + 1)y − ,          u(s) = αy +
                                                               y                     y

               We solve the first equation for α and substitute it into the second equation to

               obtain the solution.
                                                               2 + xy − y  2
                                                  u(x, y) =
                                                                     y
               This solution is valid for y > 0. The characteristic passing through (α, 1) is


                                                                   −s
                                                                                   s
                                                             s
                                          x(s) = (α + 1) e − e ,         y(s) = e .
               Hence we see that the characteristics satisfy y(s) ≥ 0 for all real s.


               Exercise 28.
                   Consider the partial differential equation

                                                   ∂u       ∂u
                                                                    2 3
                                                ut     + x      − t x u = 0.
                                                   ∂t       ∂x

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