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Any solution of the Poisson equationΔw = C is also a solution of the original equation these are “inviscid” solutions... and Degasperis, A., Spectral Transform and Solitons: Tolls to Sol

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T9.5 H IGHER -O RDER E QUATIONS 1333

6 The Boussinesq equation is solved by the inverse scattering method Any rapidly decaying function F = F (x, y; t) as x → +∞ and satisfying simultaneously the two linear

equations

1

3

∂F

∂t +

2F

∂x2 –

2F

∂y2 =0,

3F

∂x3 +

3F

∂y3 =0

generates a solution of the Boussinesq equation in the form

w=12 d

dx K (x, x; t), where K(x, y; t) is a solution of the linear Gel’fand–Levitan–Marchenko integral equation

K (x, y; t) + F (x, y; t) +



x K (x, s; t)F (s, y; t) ds =0

Time t appears here as a parameter.

∂y

∂x (Δw) – ∂w

∂x

∂y (Δw) = νΔΔw, Δw = ∂2w

∂x2 +

2w

∂y2

There is a two-dimensional stationary equation of motion of a viscous incompressible fluid — it is obtained from the Navier–Stokes equation by the introduction of the stream

function w.

1◦ Suppose w(x, y) is a solution of the equation in question Then the functions

w1= –w(y, x),

w2= w(C1x + C2, C1y + C3) + C4,

w3= w(x cos α + y sin α, –x sin α + y cos α),

where C1, , C4and α are arbitrary constants, are also solutions of the equation.

2 Any solution of the Poisson equationΔw = C is also a solution of the original equation

(these are “inviscid” solutions)

3 Solutions in the form of a one-variable function or the sum of functions with different

arguments:

w (y) = C1y3+ C

2y2+ C

3y + C4,

w (x, y) = C1x2+ C

2x + C3y2+ C

4y + C5,

w (x, y) = C1exp(–λy) + C2y2+ C

3y + C4+ νλx,

w (x, y) = C1exp(λx) – νλx + C2exp(λy) + νλy + C3,

w (x, y) = C1exp(λx) + νλx + C2exp(–λy) + νλy + C3,

where C1, , C5and λ are arbitrary constants.

4 Generalized separable solutions:

w (x, y) = A(kx + λy)3+ B(kx + λy)2+ C(kx + λy) + D,

w (x, y) = Aeλ(y+kx) + B(y + kx)2+ C(y + kx) + νλ(k2+1)x + D,

w (x, y) =6νx (y + λ)–1+ A(y + λ)3+ B(y + λ)–1+ C(y + λ)–2+ D,

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1334 NONLINEARMATHEMATICALPHYSICSEQUATIONS

w (x, y) = (Ax + B)eλy + νλx + C,

w (x, y) =

A sinh(βx) + B cosh(βx)

e–λy+ ν

λ (β2+ λ2)x + C,

w (x, y) =

A sin(βx) + B cos(βx)

e–λy+ ν

λ (λ2– β2)x + C,

w (x, y) = Ae λy+βx + Be γx + νγy + ν

λ γ (β – γ)x + C, γ =



λ2+ β2,

where A, B, C, D, k, β, and λ are arbitrary constants.

5◦ Generalized separable solution linear in x:

w (x, y) = F (y)x + G(y), (1)

where the functions F = F (y) and G = G(y) are determined by the autonomous system of

fourth-order ordinary differential equations

F 

y F yy  – F F yyy  = νF yyyy  , (2)

G 

y F yy  – F G  yyy = νG  yyyy. (3) Equation (2) has the following particular solutions:

F = ay + b,

F =6ν (y + a)–1,

F = ae–λy+ λν, where a, b, and λ are arbitrary constants.

Let F = F (y) be a solution of equation (2) (F const) Then the corresponding general solution of equation (3) can be written in the form

G=



U dy + C4, U = C1U1+ C2U2+ C3



U2



U1

Φ dy – U1



U2

Φ dy



,

where C1, C2, C3, and C4are arbitrary constants, and

U1=



F 

yy if F yy  0,

F if F yy  ≡ 0, U2= U1

 Φ dy

U2 1 , Φ = exp



–1

ν



F dy



6 There is an exact solution of the form (generalizes the solution of Item5):

w (x, y) = F (z)x + G(z), z = y + kx, kis any number

7 Self-similar solution:

w=



F (z) dz + C1, z= arctan



x y



,

where the function F is determined by the first-order autonomous ordinary differential

equation 3ν (F z )2–2F3+12νF2+ C

2F + C3=0 (C1, C2, and C3are arbitrary constants)

8 There is an exact solution of the form (generalizes the solution of Item7):

w = C1ln|x|+



V (z) dz + C2, z= arctan



x y



Trang 3

R EFERENCES FOR C HAPTER T9 1335

References for Chapter T9

Ablowitz, M J and Segur, H., Solitons and the Inverse Scattering Transform, Society for Industrial and

Applied Mathematics, Philadelphia, 1981.

Andreev, V K., Kaptsov, O V., Pukhnachov, V V., and Rodionov, A A., Applications of Group-Theoretical

Methods in Hydrodynamics, Kluwer Academic, Dordrecht, 1999.

Bullough, R K and Caudrey, P J (Editors), Solitons, Springer-Verlag, Berlin, 1980.

Burde, G I., New similarity reductions of the steady-state boundary-layer equations, J Physica A: Math Gen.,

Vol 29, No 8, pp 1665–1683, 1996.

Calogero, F and Degasperis, A., Spectral Transform and Solitons: Tolls to Solve and Investigate Nonlinear

Evolution Equations, North-Holland, Amsterdam, 1982.

Cariello, F and Tabor, M., Painlev´e expansions for nonintegrable evolution equations, Physica D, Vol 39,

No 1, pp 77–94, 1989.

Clarkson, P A and Kruskal, M D., New similarity reductions of the Boussinesq equation, J Math Phys.,

Vol 30, No 10, pp 2201–2213, 1989.

Dodd, R K., Eilbeck, J C., Gibbon, J D., and Morris, H C., Solitons and Nonlinear Wave Equations,

Academic Press, London, 1982.

Galaktionov, V A., Invariant subspaces and new explicit solutions to evolution equations with quadratic

nonlinearities, Proc Roy Soc Edinburgh, Vol 125A, No 2, pp 225–448, 1995.

Gardner, C S., Greene, J M., Kruskal, M D., and Miura, R M., Method for solving the Korteweg–de

Vries equation, Phys Rev Lett., Vol 19, No 19, pp 1095–1097, 1967.

Goursat, E., A Course of Mathematical Analysis, Vol 3, Part 1 [Russian translation], Gostekhizdat, Moscow,

1933.

Grundland, A M and Infeld, E., A family of non-linear Klein-Gordon equations and their solutions, J Math.

Phys., Vol 33, pp 2498–2503, 1992.

Hirota, R., Exact solution of the Korteweg-de Vries equation for multiple collisions of solutions, Phys Rev.

Lett., Vol 27, p 1192, 1971.

Ibragimov, N H (Editor), CRC Handbook of Lie Group Analysis of Differential Equations, Vol 1, Symmetries,

Exact Solutions and Conservation Laws, CRC Press, Boca Raton, 1994.

Kawahara, T and Tanaka, M., Interactions of traveling fronts: an exact solution of a nonlinear diffusion

equation, Phys Lett., Vol 97, p 311, 1983.

Kersner, R., On some properties of weak solutions of quasilinear degenerate parabolic equations, Acta Math.

Academy of Sciences, Hung., Vol 32, No 3–4, pp 301–330, 1978.

Novikov, S P., Manakov, S V., Pitaevskii, L B., and Zakharov, V E., Theory of Solitons The Inverse

Scattering Method, Plenum Press, New York, 1984.

Pavlovskii, Yu N., Investigation of some invariant solutions to the boundary layer equations [in Russian],

Zhurn Vychisl Mat i Mat Fiziki, Vol 1, No 2, pp 280–294, 1961.

Polyanin, A D and Zaitsev, V F., Handbook of Exact Solutions for Ordinary Differential Equations, 2nd

Edition, Chapman & Hall/CRC Press, Boca Raton, 2004.

Polyanin, A D and Zaitsev, V F., Handbook of Nonlinear Partial Differential Equations, Chapman &

Hall/CRC Press, Boca Raton, 2004.

Samarskii, A A., Galaktionov, V A., Kurdyumov, S P., and Mikhailov, A P., Blow-Up in Problems for

Quasilinear Parabolic Equations, Walter de Gruyter, Berlin, 1995.

Svirshchevskii, S R., Lie–B¨acklund symmetries of linear ODEs and generalized separation of variables in

nonlinear equations, Phys Lett A, Vol 199, pp 344–348, 1995.

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Chapter T10

Systems of Partial

Differential Equations

T10.1 Nonlinear Systems of Two First-Order Equations

∂t = buw.

General solution:



t (t)

aϕ (x) + bψ(t), w= –

ϕ 

x (x)

aϕ (x) + bψ(t), where ϕ(x) and ψ(t) are arbitrary functions.

∂t = bu k.

General solution:

w = ϕ(x) + E(x)



ψ (t) – 1

2ak



E (x) dx

–1

,

u=

1

b

∂w

∂t

1/k

, E (x) = exp



ak



ϕ (x) dx



,

where ϕ(x) and ψ(t) are arbitrary functions.

∂t = bu k w.

General solution:

u=



–ψ t  (t)

bnψ (t) – akϕ(x)

1/k

, w=



ϕ 

x (x)

bnψ (t) – akϕ(x)

1/n

,

where ϕ(x) and ψ(t) are arbitrary functions.

∂t = u k g(w).

1 First integral:

∂w

∂x = kg(w)



f (w)

g (w) dw + θ(x)g(w), (1)

where θ(x) is an arbitrary function The first integral (1) may be treated as a first-order ordinary differential equation in x On finding its general solution, one should replace the constant of integration C with an arbitrary function of time ψ(t), since w is dependent on

x and t.

1337

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1338 SYSTEMS OFPARTIALDIFFERENTIALEQUATIONS

2◦ To the special case θ(x) = const in (1) there correspond special solutions of the form

w = w(z), u = [ψ  (t)]1/kv (z), z = x + ψ(t) (2)

involving one arbitrary function ψ(t), with the prime denoting a derivative The functions

w (z) and v(z) are described by the autonomous system of ordinary differential equations

v 

z = f (w)v,

w 

z = g(w)v k,

the general solution of which can be written in implicit form as



dw

g (w)[kF (w) + C1] = z + C2, v = [kF (w) + C1]

1/k, F (w) =

f (w)

g (w) dw.

∂x = f (a1u + b1w), ∂w

∂t = g(a2u + b2w).

LetΔ = a1b2– a2b1≠ 0

Additive separable solution:

u= 1

Δ[b2ϕ (x) – b1ψ (t)], w=

1

Δ[a1ψ (t) – a2ϕ (x)],

where the functions ϕ(x) and ψ(t) are determined by the autonomous ordinary differential

equations

b2

Δϕ  x = f (ϕ),

a1

Δψ  t = g(ψ).

Integrating yields

b2

Δ



f (ϕ) = x + C1,

a1

Δ



g (ψ) = t + C2.

∂t = g(au + bw).

Solution:

u = b(k1x – λ1t ) + y(ξ), w = –a(k1x – λ1t ) + z(ξ), ξ = k2x – λ2t,

where k1, k2, λ1, and λ2 are arbitrary constants, and the functions y(ξ) and z(ξ) are

determined by the autonomous system of ordinary differential equations

k2y 

ξ + bk1= f (ay + bz), –λ2z 

ξ + aλ1= g(ay + bz).

∂t = ug(au – bw) + wh(au – bw) + r(au – bw).

Here, f (z), g(z), h(z), and r(z) are arbitrary functions.

Generalized separable solution:

u = ϕ(t) + bθ(t)x, w = ψ(t) + aθ(t)x.

Here, the functions ϕ = ϕ(t), ψ = ψ(t), and θ = θ(t) are determined by a system involving

one algebraic (transcendental) and two ordinary differential equations:

bθ = f (aϕ – bψ),

aθ 

t = bθg(aϕ – bψ) + aθh(aϕ – bψ),

ψ 

t = ϕg(aϕ – bψ) + ψh(aϕ – bψ) + r(aϕ – bψ).

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T10.1 N ONLINEAR S YSTEMS OF T WO F IRST -O RDER E QUATIONS 1339

∂x = f (au – bw) + cw, ∂w

∂t = ug(au – bw) + wh(au – bw) + r(au – bw).

Here, f (z), g(z), h(z), and r(z) are arbitrary functions.

Generalized separable solution:

u = ϕ(t) + bθ(t)e λx, w = ψ(t) + aθ(t)e λx, λ= ac

b

Here, the functions ϕ = ϕ(t), ψ = ψ(t), and θ = θ(t) are determined by a system involving

one algebraic (transcendental) and two ordinary differential equations:

f (aϕ – bψ) + cψ =0,

ψ 

t = ϕg(aϕ – bψ) + ψh(aϕ – bψ) + r(aϕ – bψ),

aθ 

t = bθg(aϕ – bψ) + aθh(aϕ – bψ).

∂x = e λu f (λu – σw), ∂w

∂t = e σw g(λu – σw).

Solutions:

u = y(ξ) – 1

λ ln(C1t + C2), w = z(ξ) – 1

σ ln(C1t + C2), ξ= x + C3

C1t + C2, where the functions y(ξ) and z(ξ) are determined by the system of ordinary differential

equations

y 

ξ = e λy f (λy – σz), –C1ξz 

ξ

C1

σ = e σz g (λy – σz).

∂x = u k f (u n w m), ∂w

∂t = w s g(u n w m).

Self-similar solution with s≠ 1and n≠ 0:

u = t n(s–1) m y (ξ), w = t– s–11 z (ξ), ξ = xt m(k–1) n(s–1), where the functions y(ξ) and z(ξ) are determined by the system of ordinary differential

equations

y 

ξ = y k f (y n z m),

m (k –1)ξz ξ  – nz = n(s –1)z s g (y n z m).

∂x = u k f (u n w m), ∂w

∂t = wg(u n w m).

1 Solution:

u = e mt y (ξ), w = ent z (ξ), ξ = e m(k–1) t x,

where the functions y(ξ) and z(ξ) are determined by the system of ordinary differential

equations

y 

ξ = y k f (y n z m),

m (k –1)ξz  ξ – nz = zg(y n z m).

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