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Handbook of mathematics for engineers and scienteists part 106 ppsx

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The solutions of these equations are expressed in terms of elliptic functions.. Below, we discuss several types of three-argument functional equations of the form 15.6.4.2 that arise mos

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Let us dwell on the case (15.6.3.22b) According to (15.6.3.23),

h = A1(z + C1)2+ A2

where A1= –C3/3and A2= –C2are any numbers Substituting (15.6.3.22b) and (15.6.3.25) into (15.6.3.24) yields

w = B1ln|z + C1|+ B2, F = A1 B1(z + C1) + A2B1

(z + C1)2.

Eliminating z, we arrive at the explicit form of the right-hand side of equation (15.6.3.16):

F(w) = A1 B1e u + A2B1e–2u, where u= w – B2

For simplicity, we set C1=0, B1=1, and B2=0and denote A1= a and A2= b Thus, we have

w (z) = ln|z|, F(w) = ae w + be–2w, g (z) = –1 /z, h (z) = az2+ b/z. (15.6.3.27)

It remains to determine ψ(t) and ϕ(x) We substitute (15.6.3.27) into the functional differential

equa-tion (15.6.3.18) Taking into account (15.6.3.17), we find

[ψ  tt – (ψ  t)2– aψ3– b] – [ϕ  xx ϕ – (ϕ  x)2+ aϕ3] + (ψ tt –32)ϕ – ψ(ϕ  xx+32) =0 (15.6.3.28)

Differentiating (15.6.3.28) with respect to t and x yields the separable equation*

(ψ  ttt–6aψψ  t )ϕ  x – (ϕ  xxx+6aϕϕ  x )ψ  t=0, whose solution is determined by the ordinary differential equations

ψ  ttt–6aψψ  t = Aψ  t,

ϕ  xxx+6aϕϕ  x = Aϕ  x,

where A is the separation constant Each equation can be integrated twice, thus resulting in

(ψ  t)2=23+ Aψ2+ C+ C2,

(ϕ  x)2= –23+ Aϕ2+ C3ϕ + C4, (15.6.3.29)

where C1, , C4are arbitrary constants Eliminating the derivatives from (15.6.3.28) using (15.6.3.29), we

find that the arbitrary constants are related by C3= –C1and C4= C2+ b So, the functions ψ(t) and ϕ(x) are

determined by the first-order nonlinear autonomous equations

(ψ t )2=23+ Aψ2+ C+ C2,

(ϕ  x)2= –23+ Aϕ2– C1ϕ + C2+ b.

The solutions of these equations are expressed in terms of elliptic functions

For the other cases in (15.6.3.22), the analysis is performed in a similar way Table 15.6 presents the final results for the cases (15.6.3.22a)–(15.6.3.22e)

Case 2 Integrating the third and fourth equations in (15.6.3.21) yields

B – C t + D2 if A=0;

4A (At + D1)2– B

A , ϕ = – 1

4A (Ax + D2)2+B – C

where D1and D2are arbitrary constants In both cases, the functionF(w) in equation (15.6.3.16) is arbitrary.

The first row in (15.6.3.30) corresponds to the traveling-wave solution w = w(kx + λt) The second row leads

to a solution of the form w = w(x2– t2)

* To solve equation (15.6.3.28), one can use the solution of functional equation (15.5.4.4) [see (15.5.4.5)]

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TABLE 15.6

Nonlinear Klein–Gordon equations ∂ tt w – ∂ xx w=F(w) admitting functional separable solutions of the form

w = w(z), z = ϕ(x) + ψ(t) Notation: A, C1, and C2are arbitrary constants; σ =1for z >0and σ = –1 for z <0

No Right-hand sideF(w) Solution w(z) Equations for ψ(t) and ϕ(x)

1 aw ln w + bw e z (ψ  t)2= C1e–2ψ + aψ –12a + b + A,

(ϕ  x)2= C2e–2ϕ – aϕ +12a + A

2=23+ Aψ2+ C+ C2,

(ϕ  x)2= –23+ Aϕ2– C1ϕ + C2+ b

3 a sin w + b

sin w ln tan w

4 +2sin

w

4



4arctan e z (ψ



t)2= C1e2ψ + C2e–2ψ + bψ + a + A, (ϕ  x)2= –C2e2ϕ – C1e–2ϕ – bϕ + A

4 a sinh w + b

sinh w ln tanh w

4 +2sinh

w

2



2lncothz

2 (ψ  t)2= C1e2ψ + C2e–2ψ – σbψ + a + A, (ϕ  x)2= C2e2ϕ + C1e–2ϕ + σbϕ + A

5 a sinh w +2b



sinh w arctan e w/2+ cosh w

2



2lntanz

2 (ψ  t)2= C1sin2ψ + C2cos2ψ + σbψ + a + A, (ϕ  x)2= –C1sin2ϕ + C2cos2ϕ – σbϕ + A

15.6.4 Splitting Method Solutions of Some Nonlinear Functional

Equations and Their Applications

15.6.4-1 Three-argument functional equations of special form Splitting method The substitution of the expression

w = F (z), z = ϕ(x) + ψ(t) (15 6 4 1 ) into a nonlinear partial differential equation sometimes leads to functional differential equations of the form

f (t) + Φ1(x) Ψ1(z) + · · · + Φk(x) Ψk(z) = 0 , (15 6 4 2 ) where Φj(x) and Ψj(z) are functionals dependent on the variables x and z, respectively,

Φj(x) ≡ Φj x , ϕ, ϕ x, , ϕ(x n)

,

Ψj(z) ≡ Ψj F , Fz , , Fz(n)

It is reasonable to solve equation (15.6.4.2) by the splitting method At the first stage,

we treat (15.6.4.2) as a purely functional equation, thus disregarding (15.6.4.3)

Differenti-ating (15.6.4.2) with respect to x yields the standard bilinear functional differential equation

in two independent variables x and z:

Φ1(x) Ψ1(z)+ · · ·+Φ k(x) Ψk(z)+ Φ1(x)ϕ(x) Ψ1(z)+ · · ·+ϕ(x) Φk(x) Ψ k(z) = 0 , (15 6 4 4 ) which can be solved using the results of Subsections 15.5.3–15.5.5 Then, substituting the solutions Φm(x) and Ψm(z) into (15.6.4.2) and taking into account the second relation in (15.6.4.1), we find the function f (t) Further, substituting the functionals (15.6.4.3) into the

solutions of the functional equation (15.6.4.2), we obtain determining systems of ordinary

differential equations for F (z), ϕ(x), and ψ(t).

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Below, we discuss several types of three-argument functional equations of the form (15.6.4.2) that arise most frequently in the functional separation of variables in nonlinear equations of mathematical physics The results are used for constructing exact solutions for some classes of nonlinear heat and wave equations.

15.6.4-2 Functional equation f (t) + g(x) = Q(z), with z = ϕ(x) + ψ(t).

Here, one of the two functions f (t) and ψ(t) is prescribed and the other is assumed unknown, also one of the functions g(x) and ψ(x) is prescribed and the other is unknown, and the function Q(z) is assumed unknown.*

Differentiating the equation with respect to x and t yields Q zz = 0 Consequently, the solution is given by

f (t) = Aψ(x) + B, g (x) = Aϕ(x) – B + C, Q (z) = Az + C, (15 6 4 5 )

where A, B, and C are arbitrary constants.

15.6.4-3 Functional equation f (t) + g(x) + h(x)Q(z) + R(z) = 0 , with z = ϕ(x) + ψ(t) Differentiating the equation with respect to x yields the two-argument equation

g

x+ h xQ + hϕ xQ z+ ϕ xR z = 0 (15 6 4 6 ) Such equations were discussed in Subsections 15.5.3 and 15.5.4 Hence, the following relations hold [see formulas (15.5.4.4) and (15.5.4.5)]:

g

x = A1

x+ A2ϕ

x,

h

x = A3

x+ A4ϕ

x,

Q

z = –A1– A3Q ,

R

z = –A2– A4Q ,

(15 6 4 7 )

where A1, , A4are arbitrary constants By integrating system (15.6.4.7) and substituting the resulting solutions into the original functional equation, one obtains the results given below.

Case 1 If A3= 0 in (15.6.4.7), the corresponding solution of the functional equation is given by

f = –12A1A4ψ2+ (A

1B1+ A2+ A4B3)ψ – B2– B1B3– B4,

g = 12A1A4ϕ2+ (A

1B1+ A2)ϕ + B2,

h = A4ϕ + B1,

Q = –A1z + B3,

R = 12A1A4z2– (A

2+ A4B3)z + B4,

(15 6 4 8 )

where Akand Bkare arbitrary constants and ϕ = ϕ(x) and ψ = ψ(t) are arbitrary functions.

* In similar equations with a composite argument, it is assumed that ϕ(x) const and ψ(t) const

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Case 2 If A3≠ 0 in (15.6.4.7), the corresponding solution of the functional equation is

f = –B1B3eA3ψ+ 

A2– A A1A4

3



ψ – B2– B4– A1A4

A2 3

,

g = A1B1

A3 e

A3ϕ+ 

A2– A1A4

A3



ϕ + B2,

h = B1eA3ϕA4

A3,

Q = B3eA3zA1

A3,

R = A4B3

A3 e

A3z+ 

A1A4

A3 – A2



z + B4,

(15 6 4 9 )

where Akand Bkare arbitrary constants and ϕ = ϕ(x) and ψ = ψ(t) are arbitrary functions.

Case 3 In addition, the functional equation has two degenerate solutions:

f = A1ψ + B1, g = A1ϕ + B2, h = A2, R = –A1z – A2Q – B1– B2, (15.6.4.10a)

where ϕ = ϕ(x), ψ = ψ(t), and Q = Q(z) are arbitrary functions; A1, A2, B1, and B2 are arbitrary constants; and

f = A1ψ + B1, g = A1ϕ + A2h + B2, Q = –A2, R = –A1z – B1– B2, (15.6.4.10b)

where ϕ = ϕ(x), ψ = ψ(t), and h = h(x) are arbitrary functions; and A1, A2, B1, and B2are arbitrary constants The degenerate solutions (15.6.4.10a) and (15.6.4.10b) can be obtained directly from the original equation or its consequence (15.6.4.6) using formulas (15.5.4.6).

Example 1 Consider the nonstationary heat equation with a nonlinear source

∂w

2w

We look for exact solutions of the form

Substituting (15.6.4.12) into (15.6.4.11) and dividing by w z  yields the functional differential equation

ψ t  = ϕ  xx + (ϕ  x)2w



zz

w  z +F(w(z))

w  z Let us solve it by the splitting method To this end, we represent this equation as the functional equation

f (t) + g(x) + h(x)Q(z) + R(z) =0, where

f (t) = –ψ t , g (x) = ϕ  xx, h (x) = (ϕ  x)2, Q (z) = w zz  /w z , R (z) = f (w(z))/w  z (15.6.4.13)

On substituting the expressions of g and h of (15.6.4.13) into (15.6.4.8)–(15.6.4.10), we arrive at overde-termined systems of equations for ϕ = ϕ(x).

Case 1 The system

ϕ  xx= 12A1A4ϕ2+ (A1B1+ A2)ϕ + B2,

(ϕ  x)2= A+ B1

following from (15.6.4.8) and corresponding to A3=0in (15.6.4.7) is consistent in the cases

ϕ = C1x+ C2 for A2= –A1C2, A4= B2=0, B1= C2,

ϕ=14A4x2+ C1x+ C2 for A1= A2=0, B1= C2– A4C2, B2 = 12A4, (15.6.4.14)

where C1and C2are arbitrary constants

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The first solution in (15.6.4.14) with A1≠ 0leads to a right-hand side of equation (15.6.4.11) containing the inverse of the error function [the form of the right-hand side is identified from the last two relations in (15.6.4.8) and (15.6.4.13)] The second solution in (15.6.4.14) corresponds to the right-hand side ofF(w) = k1 w ln w+k2w

in (15.6.4.11) In both cases, the first relation in (15.6.4.8) is, taking into account that f = –ψ t , a first-order linear solution with constant coefficients, whose solution is an exponential plus a constant

Case 2 The system

ϕ  xx= A1B1

A3ϕ+



A2A1A4

A3



ϕ + B2,

(ϕ  x)2= B1e A3ϕA4

A3,

following from (15.6.4.9) and corresponding to A3≠ 0in (15.6.4.7), is consistent in the following cases:

–A4/A3x + C1 for A2= A1A4/A3, B1= B2=0,

A3 ln|x|+ C1 for A1= 12A2, A2= A4= B2=0, B1=4A–2eA3C1,

A3 lncos 12

A3A4 x + C1 + C2 for A1= 1

2A2, A2= 12A3A4 , B2=0, A3A4>0,

A3 lnsinh 1

2

–A3A4x + C1 + C2 for A1= 1

2A2, A2= 12A3A4, B2=0, A3A4<0,

A3 lncosh 12

–A3A4x + C1 + C2 for A1= 12A2, A2= 12A3A4, B2=0, A3A4<0,

where C1and C2are arbitrary constants The right-hand sides of equation (15.6.4.11) corresponding to these solutions are represented in parametric form

Case 3 Traveling-wave solutions of the nonlinear heat equation (15.6.4.11) and solutions of the linear

equa-tion (15.6.4.11) withF 

w= const correspond to the degenerate solutions of the functional equation (15.6.4.10)

15.6.4-4 Functional equation f (t) + g(x)Q(z) + h(x)R(z) = 0 , with z = ϕ(x) + ψ(t) Differentiating with respect to x yields the two-argument functional differential equation

g

xQ + gϕ xQ z+ h xR + hϕ xR z= 0 , (15 6 4 15 ) which coincides with equation (15.5.4.4), up to notation.

Nondegenerate case Equation (15.6.4.15) can be solved using formulas (15.5.4.5) In

this way, we arrive at the system of ordinary differential equations

g

x= (A1g + A2h )ϕ x,

h

x= (A3g + A4h )ϕ x,

Q

z= –A1Q – A3R ,

R

z= –A2Q – A4R ,

(15 6 4 16 )

where A1, , A4are arbitrary constants.

The solution of equation (15.6.4.16) is given by

g (x) = A2B1ek1ϕ+ A

2B2ek2ϕ,

h (x) = (k1– A1)B1ek1ϕ+ (k

2– A1)B2ek2ϕ,

Q (z) = A3B3ek1z+ A

3B4ek2z,

R (z) = (k1– A1)B3ek1z+ (k

2– A1)B4ek2z,

(15 6 4 17 )

where B1, , B4are arbitrary constants and k1and k2are roots of the quadratic equation

(k – A1)(k – A4) – A2A3= 0 (15 6 4 18 )

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In the degenerate case k1 = k2, the terms ek2ϕ and ek2z in (15.6.4.17) must be replaced

by ϕek1ϕ and zek1z, respectively In the case of purely imaginary or complex roots, one

should extract the real (or imaginary) part of the roots in solution (15.6.4.17).

On substituting (15.6.4.17) into the original functional equation, one obtains conditions

that must be met by the free coefficients and identifies the function f (t), specifically,

B2= B4= 0 =⇒ f(t) = [A2A3+ (k1– A1)2]B1B3ek1ψ,

B1= B3= 0 =⇒ f(t) = [A2A3+ (k2– A1)2]B2B4ek2ψ,

A1= 0 =⇒ f(t) = (A2A3+ k12)B1B3ek1ψ+ (A

2A3+ k22)B2B4ek2ψ.

(15 6 4 19 )

Solution (15.6.4.17), (15.6.4.19) involves arbitrary functions ϕ = ϕ(x) and ψ = ψ(t).

Degenerate case In addition, the functional equation has two degenerate solutions,

f = B1B2eA1ψ, g = A

2B1eA1ϕ, h = B

1eA1ϕ, R = –B

2eA1z– A

2Q ,

where ϕ = ϕ(x), ψ = ψ(t), and Q = Q(z) are arbitrary functions; A1, A2, B1, and B2 are arbitrary constants; and

f = B1B2eA1ψ, h = –B1eA1ϕ– A2g , Q = A2B2eA1z, R = B2eA1z,

where ϕ = ϕ(x), ψ = ψ(t), and g = g(x) are arbitrary functions; and A1, A2, B1, and B2

are arbitrary constants The degenerate solutions can be obtained immediately from the original equation or its consequence (15.6.4.15) using formulas (15.5.4.6).

Example 2 For the nonlinear heat equation (15.6.3.1), searching for exact solutions in the form w = w(z),

with z = ϕ(x) + ψ(t), leads to the functional equation (15.6.3.3), which coincides with the equation

f (t) + g(x)Q(z) + h(x)R(z) =0if

f (t) = –ψ  t, g (x) = ϕ  xx, h (x) = (ϕ  x)2, Q (z) = F(w), R(z) = [F(w)w  z] z

w  z , w = w(z).

15.7 Direct Method of Symmetry Reductions of

Nonlinear Equations

15.7.1 Clarkson–Kruskal Direct Method

15.7.1-1 Simplified scheme Examples of constructing exact solutions.

The basic idea of the simplified scheme is as follows: for an equation with the unknown

function w = w(x, t), an exact solution is sought in the form

w = f (t)u(z) + g(x, t), z = ϕ(t)x + ψ(t). (15 7 1 1 )

The functions f (t), g(x, t), ϕ(t), and ψ(t) are found in the subsequent analysis and are chosen in such a way that, ultimately, the function u(z) would satisfy a single ordinary

differential equation.

Below we consider some cases in which it is possible to construct exact solutions of nonlinear equations of the form (15.7.1.1).

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Example 1 Consider the generalized Burgers–Korteweg–de Vries equation

∂w

We seek its exact solution in the form (15.7.1.1) Inserting (15.7.1.1) into (15.7.1.2), we obtain

af ϕ n u(z n) + bf2ϕuu  z + f (bgϕ – ϕ  t x – ψ t  )u  z + (bf g x – f t  )u + ag x(n) + bgg x – g t=0 (15.7.1.3)

Equating the functional coefficients of u(z n) and uu  zin (15.7.1.3), we get

Further, equating the coefficient of u  zto zero, we obtain

Inserting the expressions (15.7.1.4) and (15.7.1.5) into (15.7.1.3), we arrive at the relation

ϕ2n–1(au(z n) + buu  z) + (2– n)ϕ n–2ϕ  t u+ 1

2



(2ϕ2– ϕϕ tt )x +2ϕ t ψ t – ϕψ tt

=0

Dividing each term by ϕ2n–1and then eliminating x with the help of the relation x = (z – ψ)/ϕ, we obtain

au(z n) + buu  z+ (2– n)ϕn–1ϕ  t u+1

b ϕ

– 2n–2(2ϕ2– ϕϕ tt )z + 1

b ϕ

– 2n–2(ϕψϕ tt – ϕ2ψ +2ϕϕ t ψ t–2ψϕ2) =0

(15.7.1.6)

Let us require that the functional coefficient of u and the last term be constant,

ϕn–1ϕ  t = –A, ϕ–2n–2(ϕψϕ tt – ϕ2ψ +2ϕϕ t ψ t–2ψϕ2t ) = B, where A and B are arbitrary As a result, we arrive at the following system of ordinary differential equations for ϕ and ψ:

ϕ t = –Aϕ n+1,

ψ +2Aϕ n ψ t + A2(1– n)ϕ2n ψ = –Bϕ2n (15.7.1.7)

Using (15.7.1.6) and (15.7.1.7), we obtain an equation for u(z),

au(z n) + buu  z + A(n –2)u + A2

b (1– n)z + B

For A≠ 0, the general solution of equations (15.7.1.7) has the form

ϕ (t) = (Ant + C1)–n1,

ψ (t) = C2(Ant + C1)n– n1 + C3(Ant + C1)–n1 + B

A2(n –1),

(15.7.1.9)

where C1, C2, and C3are arbitrary constants

Formulas (15.7.1.1), (15.7.1.4), (15.7.1.5), and (15.7.1.9), together with equation (15.7.1.8), describe an exact solution of the generalized Burgers–Korteweg–de Vries equation (15.7.1.2)

Example 2 Consider the Boussinesq equation

2w

∂t2 +

∂x



∂x



+ a ∂

4w

Just as in Example 1, we seek its solutions in the form (15.7.1.1), where the functions f (t), g(x, t), ϕ(t), and

ψ (t) are found in the subsequent analysis Substituting (15.7.1.1) into (15.7.1.10) yields

af ϕ4u  + f2ϕ2uu  + f (z2+ gϕ2)u  + f2ϕ2(u )2+ (f z tt+2f g x ϕ+2f t z t )u 

+ (f g xx + f tt )u + g tt + gg xx + g x2+ ag x(4)=0 (15.7.1.11)

Equating the functional coefficients of u  and uu , we get

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