2nd order partial differential equation

In summary: Then, multiplying both sides by e^{xy}, you getV = \frac{e^{xy+x-y+1}}{1-y} + e^{xy}f(y)And finally, solving for U_y, you getU_y = \frac{e^{(x-1)y+x+1}}{1-y} + e^{xy}f(y)So your generic function f(y) is actually \frac{f(y)}{1-y}. Then integrating with respect to y, you getU = \int dy \left[\frac{e^{(x-1)y+x+1}}{1
  • #1
pk415
5
0
Hello all, this is my first post and I'm having trouble with some homework. Here is the problem:

Solve:
[tex]U_x_y - yU_y = e^x[/tex]

I tried subbing [tex]V = U_y[/tex] then I have

[tex]V_x - yV = e^x[/tex]

I solve this as a linear equation with an integrating factor of [tex]e^{-\frac{1}{2}y^2}[/tex]

and get

[tex]V = e^{\frac{1}{2}y^2}*(e^{-\frac{1}{2}y^2} \int e^x dx + f(y))[/tex]

[tex]V = e^x + e^{\frac{1}{2}y^2}*f(y)[/tex]

or
[tex]U_y = e^x + e^{\frac{1}{2}y^2}*f(y)[/tex]

Now, how do I integrate the second part wrt y?

Thanks
 
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  • #2
You have the wrong integrating factor. You integrated with respect to y to find it when you should have integrated with respect to x, treating y as a constant.

The function of y that you end up with in your result cannot be integrated without some sort of initial condition to let you determine what the function is.

For example, say you were given [itex]U_y(x=0,y) = y[/itex], then solving for [itex]f(y)[/itex] (using the equation for U_y I arrived at) gives [itex]f(y) = y - \frac{1}{1-y}[/itex].

An initial condition [itex]U(x=a,y) = g(y)[/itex] may be harder to solve, since it would involve an integral over f(y), though I would think you could just differentiate or Laplace transform to solve for f(y).
 
Last edited:
  • #3
Thanks Mute

So then my integrating factor should be

[tex]e^{-xy}[/tex] right?

Then I have

[tex]V = e^{xy}[\int e^{-xy}e^x + f(y)][/tex]

[tex]V = e^{xy}[e^{1-y} \int e^x + f(y)][/tex]

[tex]V = e^{xy}[e^{1-y}e^x + f(y)][/tex]

[tex]V = e^{xy+x-y+1} + e^{xy}f(y)[/tex]

[tex]U_y = e^{(x-1)y+x+1} + e^{xy}f(y)[/tex]

And I was thinking I could bring the e^y into the generic function f(y) to get

[tex]U_y = e^{(x-1)y+x+1} + e^xf(y)[/tex]

then integrate wrt y and get

[tex]U=\frac{1}{x-1}e^{(x-1)y+x+1} + e^xg(y) + h(x)[/tex]

But when I put this U back into the original equation it doesn't work...

Does this make any sense?
 
  • #4
The integrating factor is correct now, but you seem to be making the mistake [itex]e^{ab} = e^ae^b[/itex]. The correct laws are [itex](e^a)^b = e^{ab}[/itex] and [itex]e^{a+b} = e^ae^b[/itex].

So, you should get

[tex]e^{-xy}V = \left[\int dx~e^{-xy}e^x\right] + f(y)= \left[\int dx~e^{x(1-y)}\right] + f(y) = \frac{e^{-xy}e^x}{1-y} + f(y)[/tex]
 

1. What is a second order partial differential equation?

A second order partial differential equation is a mathematical equation that involves two or more independent variables and their partial derivatives up to the second order. It describes the relationship between a function and its partial derivatives with respect to the independent variables.

2. What is the difference between a first and second order partial differential equation?

The main difference between a first and second order partial differential equation is the order of the highest derivative present in the equation. In a first order equation, the highest derivative is first order, while in a second order equation, the highest derivative is second order.

3. What is the general form of a second order partial differential equation?

The general form of a second order partial differential equation is: A(x,y) ∂2u/∂x2 + B(x,y) ∂2u/∂x∂y + C(x,y) ∂2u/∂y2 = F(x,y,u,∂u/∂x,∂u/∂y), where A, B, and C are functions of the independent variables x and y, and F is a function of x, y, u, and the partial derivatives of u.

4. What are some examples of physical phenomena described by second order partial differential equations?

Some examples of physical phenomena that can be described by second order partial differential equations are heat conduction, wave propagation, and diffusion. These equations are used to model and understand the behavior of various physical systems in fields such as physics, engineering, and biology.

5. How are second order partial differential equations solved?

Solving a second order partial differential equation involves finding a function u(x,y) that satisfies the equation for given boundary conditions. There are various methods for solving these equations, such as separation of variables, Fourier series, and numerical methods. The specific method used will depend on the nature of the equation and the problem at hand.

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