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Chapter 1





               Introduction to PDE






               1.1      Solved Problems

               Exercise 1. Solve the equation u          xy  − sin 5x + e  3y  = 0 for an unknown function
               u(x, y).

                   This isn’t too hard either. First let’s integrate in x, regarding y as fixed. So we
               get
                                                          1
                                                                        3y
                                          u (x, y) = − cos 5x − e x + f(y).
                                            y
                                                          5
               Next let’s integrate in y, regarding x as fixed. We get the solution

                                                  1              1
                                                                    3y
                                    u(x, y) = − y cos 5x − e x + F(y) + G(x),
                                                  5              3
                         0
               where F = f.

               Exercise 2. Solve the equation u          xy  + 2u = 0.
                                                                  x
                   We can transform the problem into an ODE by setting v = u . The new function
                                                                                        x
               v(x, y) satisfies the equation
                                                        v + 2v = 0.
                                                          y
               Treating x as a parameter, we obtain v(x, y) = C(x)e          −2y . Integratingv we construct
                                                                                                       0
               the solution to the original problem: u(x, y) = D(x)e          −2y  + E(y), where D = C.

                                                                                     1
                                                                                                         3
               Exercise 3. Find a solution of the wave equation 4u − u                 xx  = cos 2t + x .
                                                                               tt
                                                                                     9
                   Notice that we are asked to find a solution, and not the most general solution.
               We shall exploit the linearity of the wave equation. According to the superposition
               principle, we can split
                                                         u = v + w,

               such that v and w are solutions of

                                                           1
                                                   4v − v     xx  = cos 2t,
                                                      tt
                                                           9
                                                             1
                                                                         3
                                                     4w − w      xx  = x .
                                                        tt
                                                             9
                                                               4
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