← 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:

xux+(uxy)uy=x+2yin x>0, <y< with u=1+y on x=1.x\frac{\partial u}{\partial x}+(u-x-y)\frac{\partial u}{\partial y}=x+2y\quad\text{in } x>0,\ -\infty<y<\infty\text{ with } u=1+y\text{ on } x=1.

Technique

Lagrange’s method / method of characteristics. Two independent integrals C1=(u+y)/xC_1=(u+y)/x (from combining dy+dudy+du) and C2=x2(x+2yu)C_2=x^2(x+2y-u) (from a linear ODE in yy along the characteristic); the Cauchy data fixes the relation C1=1+2C2C_1=1+2C_2.

Solution

Setup. This is Lagrange’s equation Pux+Quy=RP u_x+Q u_y=R with

P=x,Q=uxy,R=x+2y.P=x,\qquad Q=u-x-y,\qquad R=x+2y.

Characteristic (Lagrange auxiliary) system:

dxx=dyuxy=dux+2y.\frac{dx}{x}=\frac{dy}{\,u-x-y\,}=\frac{du}{\,x+2y\,}.

Step 1 — First integral C1C_1

Add the dydy and dudu rows: dy+du(uxy)+(x+2y)=d(u+y)u+y\dfrac{dy+du}{(u-x-y)+(x+2y)}=\dfrac{d(u+y)}{u+y}. Pair with dxx\dfrac{dx}{x}:

d(u+y)u+y=dxx  ln(u+y)=lnx+const.\frac{d(u+y)}{u+y}=\frac{dx}{x}\ \Longrightarrow\ \ln(u+y)=\ln x+\text{const}. C1=u+yx.\boxed{C_1=\dfrac{u+y}{x}.}

Step 2 — Second integral C2C_2

Along a characteristic put x=esx=e^{s} (so dx/ds=xdx/ds=x), and u+y=C1xu+y=C_1 x. Then

dyds=uxy=(C1xy)xy=(C11)x2y,\frac{dy}{ds}=u-x-y=(C_1x-y)-x-y=(C_1-1)x-2y,

i.e. dyds+2y=(C11)es\dfrac{dy}{ds}+2y=(C_1-1)e^{s}, whose solution is

y=Ae2s+C113es=Ax2+C113x.y=A e^{-2s}+\frac{C_1-1}{3}e^{s}=\frac{A}{x^2}+\frac{C_1-1}{3}x.

Hence 3A=3x2y(C11)x33A=3x^2y-(C_1-1)x^3 is constant. Using C1=(u+y)/xC_1=(u+y)/x,

3A=3x2y(u+yx1)x3=3x2y(u+y)x2+x3=x2(x+2yu).3A=3x^2y-\Big(\frac{u+y}{x}-1\Big)x^3=3x^2y-(u+y)x^2+x^3=x^2(x+2y-u). C2=x2(x+2yu).\boxed{C_2=x^2(x+2y-u).}

(Quick check: along the characteristics both C1C_1 and C2C_2 are constant.)

Step 3 — Apply the Cauchy data u=1+yu=1+y on x=1x=1

On the data curve (x=1x=1, u=1+yu=1+y):

C1=(1+y)+y1=1+2y,C2=1(1+2y(1+y))=y.C_1=\frac{(1+y)+y}{1}=1+2y,\qquad C_2=1\cdot(1+2y-(1+y))=y.

Eliminating the parameter yy: C1=1+2C2C_1=1+2C_2. The general solution is Φ(C1,C2)=0\Phi(C_1,C_2)=0; the data fixes the function as C1=1+2C2C_1=1+2C_2, i.e.

u+yx=1+2x2(x+2yu).\frac{u+y}{x}=1+2\,x^2(x+2y-u).

Step 4 — Solve for uu

u+yx=1+2x3+4x2y2x2u  u+y=x+2x4+4x3y2x3u,\frac{u+y}{x}=1+2x^3+4x^2y-2x^2u\ \Longrightarrow\ u+y=x+2x^4+4x^3y-2x^3u, u(1+2x3)=x+2x4+4x3yy,u(1+2x^3)=x+2x^4+4x^3y-y,

Answer

  u(x,y)=2x4+4x3y+xy1+2x3.  \boxed{\;u(x,y)=\dfrac{2x^4+4x^3y+x-y}{1+2x^3}.\;}
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