← 2019 Paper 2
UPSC 2019 Maths Optional Paper 2 Q6a — Step-by-Step Solution
15 marks · Section B
Quasilinear first-order PDEs (Lagrange's method) · PDEs · asked 9× in 13 yrs · Read the full method →
Question
Solve the first order quasilinear partial differential equation by the method of characteristics:
x∂x∂u+(u−x−y)∂y∂u=x+2yin x>0, −∞<y<∞ with u=1+y on x=1.
Technique
Lagrange’s method / method of characteristics. Two independent integrals C1=(u+y)/x (from combining dy+du) and C2=x2(x+2y−u) (from a linear ODE in y along the characteristic); the Cauchy data fixes the relation C1=1+2C2.
Solution
Setup. This is Lagrange’s equation Pux+Quy=R with
P=x,Q=u−x−y,R=x+2y.
Characteristic (Lagrange auxiliary) system:
xdx=u−x−ydy=x+2ydu.
Step 1 — First integral C1
Add the dy and du rows: (u−x−y)+(x+2y)dy+du=u+yd(u+y). Pair with xdx:
u+yd(u+y)=xdx ⟹ ln(u+y)=lnx+const.
C1=xu+y.
Step 2 — Second integral C2
Along a characteristic put x=es (so dx/ds=x), and u+y=C1x. Then
dsdy=u−x−y=(C1x−y)−x−y=(C1−1)x−2y,
i.e. dsdy+2y=(C1−1)es, whose solution is
y=Ae−2s+3C1−1es=x2A+3C1−1x.
Hence 3A=3x2y−(C1−1)x3 is constant. Using C1=(u+y)/x,
3A=3x2y−(xu+y−1)x3=3x2y−(u+y)x2+x3=x2(x+2y−u).
C2=x2(x+2y−u).
(Quick check: along the characteristics both C1 and C2 are constant.)
Step 3 — Apply the Cauchy data u=1+y on x=1
On the data curve (x=1, u=1+y):
C1=1(1+y)+y=1+2y,C2=1⋅(1+2y−(1+y))=y.
Eliminating the parameter y: C1=1+2C2. The general solution is Φ(C1,C2)=0; the data fixes the function as C1=1+2C2, i.e.
xu+y=1+2x2(x+2y−u).
Step 4 — Solve for u
xu+y=1+2x3+4x2y−2x2u ⟹ u+y=x+2x4+4x3y−2x3u,
u(1+2x3)=x+2x4+4x3y−y,
Answer
u(x,y)=1+2x32x4+4x3y+x−y.