Exercise 8.8

Reduce the partial differential equation

[tex]\[ a u_x + b u_y + c u = 0 \][/tex]

to a first-order ODE by introducing the change of variables [tex]\( s = ax + by \)[/tex] and [tex]\( t = bx - ay \)[/tex].



Answer :

To reduce the partial differential equation

[tex]\[ a u_x + b u_y + c u = 0 \][/tex]

to a first-order ordinary differential equation by introducing the change of variables [tex]\( s = ax + by \)[/tex] and [tex]\( t = bx - ay \)[/tex], we proceed as follows:

### Step 1: Express [tex]\( u \)[/tex] in terms of the new variables [tex]\( s \)[/tex] and [tex]\( t \)[/tex]

Given the function [tex]\( u = u(s, t) \)[/tex], where [tex]\( s = ax + by \)[/tex] and [tex]\( t = bx - ay \)[/tex].

### Step 2: Compute the partial derivatives of [tex]\( u \)[/tex] with respect to [tex]\( x \)[/tex] and [tex]\( y \)[/tex]

Using the chain rule for partial derivatives, we have:

[tex]\[ u_x = \frac{\partial u}{\partial s} \frac{\partial s}{\partial x} + \frac{\partial u}{\partial t} \frac{\partial t}{\partial x} \][/tex]
[tex]\[ u_y = \frac{\partial u}{\partial s} \frac{\partial s}{\partial y} + \frac{\partial u}{\partial t} \frac{\partial t}{\partial y} \][/tex]

First, compute the needed derivatives:
[tex]\[ \frac{\partial s}{\partial x} = a, \quad \frac{\partial s}{\partial y} = b \][/tex]
[tex]\[ \frac{\partial t}{\partial x} = b, \quad \frac{\partial t}{\partial y} = -a \][/tex]

Thus:
[tex]\[ u_x = \frac{\partial u}{\partial s} a + \frac{\partial u}{\partial t} b \][/tex]
[tex]\[ u_y = \frac{\partial u}{\partial s} b - \frac{\partial u}{\partial t} a \][/tex]

### Step 3: Substitute these expressions into the original PDE

The original PDE in terms of [tex]\( u_x \)[/tex] and [tex]\( u_y \)[/tex] is:

[tex]\[ a u_x + b u_y + c u = 0 \][/tex]

Substitute the expressions for [tex]\( u_x \)[/tex] and [tex]\( u_y \)[/tex]:

[tex]\[ a (a u_s + b u_t) + b (b u_s - a u_t) + c u = 0 \][/tex]

### Step 4: Simplify the equation

[tex]\[ a^2 u_s + ab u_t + b^2 u_s - ab u_t + c u = 0 \][/tex]

Notice that the [tex]\( u_t \)[/tex] terms cancel out:

[tex]\[ (a^2 + b^2) u_s + c u = 0 \][/tex]

### Step 5: Collect terms involving [tex]\( u \)[/tex] and [tex]\( u_s \)[/tex]

The equation simplifies to:

[tex]\[ (a^2 + b^2) \frac{\partial u}{\partial s} + c u = 0 \][/tex]

### Step 6: Solve this as a first-order ODE

This is now a first-order ordinary differential equation in terms of [tex]\( s \)[/tex]:

[tex]\[ (a^2 + b^2) \frac{du}{ds} + c u = 0 \][/tex]

If we divide the entire equation by [tex]\( a^2 + b^2 \)[/tex] (assuming [tex]\( a^2 + b^2 \ne 0 \)[/tex]):

[tex]\[ \frac{du}{ds} + \frac{c}{a^2 + b^2} u = 0 \][/tex]

This is a linear first-order ordinary differential equation of the form:

[tex]\[ \frac{du}{ds} + \lambda u = 0 \][/tex]

where [tex]\( \lambda = \frac{c}{a^2 + b^2} \)[/tex].

### Step 7: Solution of the first-order ODE

The solution to this first-order linear ODE is:

[tex]\[ u(s) = u_0 \exp \left(-\lambda s \right) = u_0 \exp \left(-\frac{c}{a^2 + b^2} s \right) \][/tex]

where [tex]\( u_0 \)[/tex] is an integration constant that may depend on the second variable [tex]\( t \)[/tex]:

[tex]\[ u(s, t) = u_0(t) \exp \left(-\frac{c}{a^2 + b^2} s \right) \][/tex]

Thus, the partial differential equation [tex]\( a u_x + b u_y + c u = 0 \)[/tex] has been reduced to a first-order ordinary differential equation as outlined above.