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UPSC 2015 Maths Optional Paper 2 Q5b — Step-by-Step Solution

10 marks · Section B

Second-order linear PDEs with constant coefficients (CF, PI) · PDEs · asked 13× in 14 yrs · Read the full method →

Question

Solve (D2+DD′−2D′2)u=ex+y(D^2+DD'-2D'^2)u=e^{x+y}, where D=∂/∂xD=\partial/\partial x, D′=∂/∂yD'=\partial/\partial y.

Technique

Factor the operator D2+DD′−2D′2=(D−D′)(D+2D′)D^2+DD'-2D'^2=(D-D')(D+2D'); CF from each factor as ϕi(y+aix)\phi_i(y+a_i x); PI with resonance handled by applying the non-resonant factor first (D+2D′→3D+2D'\to 3), then solving the resonant first-order PDE directly via characteristics.

Solution

Step 1 — Factor the operator

D2+DD′−2D′2=(D−D′)(D+2D′)D^2+DD'-2D'^2=(D-D')(D+2D')? Check: (D−D′)(D+2D′)=D2+2DD′−D′D−2D′2=D2+DD′−2D′2(D-D')(D+2D')=D^2+2DD'-D'D-2D'^2=D^2+DD'-2D'^2 ✓.

So the operator factors as (D−D′)(D+2D′)(D-D')(D+2D').

Step 2 — Complementary function

For (D−aD′)u=0(D-aD')u=0, the general solution is u=ϕ(y+ax)u=\phi(y+ax) (arbitrary function).

CF: uc=ϕ1(y+x)+ϕ2(y−2x)u_c=\phi_1(y+x)+\phi_2(y-2x), where ϕ1,ϕ2\phi_1,\phi_2 are arbitrary functions of one variable.

Step 3 — Particular integral

For RHS eax+bye^{ax+by}, D→aD\to a, D′→bD'\to b. Here a=1,b=1a=1,b=1.

f(D,D′)=D2+DD′−2D′2f(D,D')=D^2+DD'-2D'^2; f(1,1)=1+1−2=0f(1,1)=1+1-2=0 — resonance.

Factor (D−D′)(D-D') kills ex+ye^{x+y} (since D−D′D-D' applied to ex+ye^{x+y} gives ex+y−ex+y=0e^{x+y}-e^{x+y}=0). So we need a tt-multiplier-style boost.

Standard rule: if f(D,D′)=(D−aD′)⋅g(D,D′)f(D,D')=(D-aD')\cdot g(D,D') and g(a⋅1,1⋅1)≠0g(a\cdot 1,1\cdot 1)\ne 0… let me set up properly.

For PI of ex+y/[(D−D′)(D+2D′)]e^{x+y}/[(D-D')(D+2D')]: factor D+2D′D+2D' at D=1,D′=1D=1,D'=1 gives 1+2=3≠01+2=3\ne 0. So apply (D+2D′)−1(D+2D')^{-1} first (no resonance with this factor), then (D−D′)−1(D-D')^{-1} (resonance with this factor).

Apply (D+2D′)−1(D+2D')^{-1} to ex+ye^{x+y}: 1/(D+2D′)1/(D+2D') acting on ex+ye^{x+y}: substitute D=1,D′=1D=1,D'=1, get 1/31/3. So (D+2D′)−1ex+y=ex+y/3(D+2D')^{-1}e^{x+y}=e^{x+y}/3.

Apply (D−D′)−1(D-D')^{-1} to ex+y/3e^{x+y}/3: resonance. Use the standard shift rule:

1D−aD′eax+y-stuff=tricky; use direct method.\dfrac{1}{D-aD'}e^{ax+y\text{-stuff}}=\text{tricky; use direct method}.

For PDE (D−D′)u=ex+y(D-D')u=e^{x+y}: this is a first-order linear PDE. Lagrange: dx/1=dy/(−1)=du/ex+ydx/1=dy/(-1)=du/e^{x+y}.

dy/(−1)=dx/1⇒y=−x+c1dy/(-1)=dx/1\Rightarrow y=-x+c_1, i.e. x+y=c1x+y=c_1. So ex+y=ec1e^{x+y}=e^{c_1} constant along characteristics.

du/ex+y=dx/1⇒du=ex+ydx=ec1dxdu/e^{x+y}=dx/1\Rightarrow du=e^{x+y}dx=e^{c_1}dx, so u=ec1x+c2=xex+y+c2u=e^{c_1}x+c_2=xe^{x+y}+c_2.

Hence one PI of (D−D′)u=ex+y(D-D')u=e^{x+y} is u=xex+yu=xe^{x+y}.

We had 1/(D−D′)1/(D-D') acting on ex+y/3e^{x+y}/3: so PI=xex+y/3\text{PI}=xe^{x+y}/3.

Verification (PI for original): Take up=xex+y/3u_p=xe^{x+y}/3.

Dup=(1/3)(ex+y+xex+y)=(ex+y/3)(1+x)D u_p=(1/3)(e^{x+y}+xe^{x+y})=(e^{x+y}/3)(1+x). D2up=(1/3)[ex+y(1+x)+ex+y]=(ex+y/3)(2+x)D^2 u_p=(1/3)[e^{x+y}(1+x)+e^{x+y}]=(e^{x+y}/3)(2+x). D′up=(1/3)xex+y=xex+y/3D' u_p=(1/3)xe^{x+y}=xe^{x+y}/3. DD′up=(1/3)[ex+y+xex+y]=(ex+y/3)(1+x)DD' u_p=(1/3)[e^{x+y}+xe^{x+y}]=(e^{x+y}/3)(1+x). D′2up=xex+y/3D'^2 u_p=xe^{x+y}/3.

(D2+DD′−2D′2)up=(ex+y/3)[(2+x)+(1+x)−2x]=(ex+y/3)(3)=ex+y(D^2+DD'-2D'^2)u_p=(e^{x+y}/3)[(2+x)+(1+x)-2x]=(e^{x+y}/3)(3)=e^{x+y} ✓.

Step 4 — General solution

Answer

  u=ϕ1(y+x)+ϕ2(y−2x)+x3ex+y.  \boxed{\;u=\phi_1(y+x)+\phi_2(y-2x)+\dfrac{x}{3}e^{x+y}.\;}
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