Equations Involving Second-Order Mixed Derivatives

9.5.1. Equations Involving Second-Order Mixed Derivatives

1. = aw

2 + ∂x∂t b ∂x ∂x 3 .

1 ◦ . Suppose w(x, t) is a solution of this equation. Then the function

w 1 = C 1 w(C 1 x + aC 1 ϕ(t), C 2 1 t+C 2 )+ ϕ ′ t ( t),

where C 1 and C 3 are arbitrary constants and ϕ(t) is an arbitrary function, is also a solution of the equation.

2 ◦ . There are exact solutions of the following forms:

w = U (z),

z = x + λt

traveling-wave solution;

w = |t| −1 /2

V (ξ), ξ = x|t| −1 /2 self-similar solution.

∂w 2 ∂ 2 w

2 = ∂x∂t ν ∂x ∂x ∂x 3 .

This equation occurs in fluid dynamics; see 9.3.3.1, equation (2) and 10.3.3.1, equation (4) with

f 1 ( t) = 0.

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

w 1 = w(x + ψ(t), t) + ψ ′ t ( t), w 2 = C 1 w(C 1 x+C 1 C 2 t+C 3 , C 1 2 t+C 4 )+ C 2 ,

where ψ(t) is an arbitrary function and C 1 , ...,C 4 are arbitrary constants, are also solutions of the equation.

2 ◦ . Solutions:

w(x, t) =

+ ψ(t),

C 1 t+C 2

w(x, t) =

t ′ ( t), w(x, t) = C 1 exp − λx + λψ(t) − ψ t ′ ( t) + νλ,

x + ψ(t)

where ψ(t) is an arbitrary function and C 1 , C 2 , and λ are arbitrary constants. The first solution is “inviscid” (independent of ν).

3 ◦ . Traveling-wave solution ( λ is an arbitrary constant):

w = F (z),

z = x + λt,

where the function

F (z) is determined by the autonomous ordinary differential equation

4 ◦ . Self-similar solution:

1 w=t −1 /2 G(ξ) − /2

ξ = xt

where the function

G = G(z) is determined by the autonomous ordinary differential equation

The solutions of Items 3 ◦ and 4 ◦ can be generalized using the formulas of Item 1 ◦ .

References : A. D. Polyanin (2001 b, 2002).

∂w 2 ∂ 2 w

+ f (t).

∂x∂t ∂x

∂x 2 ∂x 3

This equation occurs in fluid dynamics; see 9.3.3.2, equation (3) and 10.3.3.1, equation (4).

1 ◦ . Suppose w = w(x, t) is a solution of the equation in question. Then the function

w 1 = w(x + ψ(t), t) + ψ ′ t ( t),

where ψ(t) is an arbitrary function, is also a solution of the equation.

2 ◦ . Degenerate solution (linear in x) for any f (t):

w(x, t) = ϕ(t)x + ψ(t),

where ψ(t) is an arbitrary function, and the function ϕ = ϕ(t) is described by the Riccati equation

ϕ ′ t + ϕ 2 = f (t). For exact solutions of this equation, see Polyanin and Zaitsev (2003).

3 ◦ . Generalized separable solutions for f (t) = Ae − βt ,

A > 0, β > 0:

w(x, t) = Be − 2 1 βt

sin[ λx + λψ(t)] + ψ ′ t ( t),

2 ν where ψ(t) is an arbitrary function.

− βt

w(x, t) = Be 2 cos[ λx + λψ(t)] + ψ t ′ ( t),

A > 0, β > 0:

w(x, t) = Be 1 2 βt sinh[ λx + λψ(t)] + ψ ′

2 ν where ψ(t) is an arbitrary function.

5 ◦ . Generalized separable solution for f (t) = Ae βt ,

A < 0, β > 0:

w(x, t) = Be 2 1 βt

2| A|ν

cosh[ λx + λψ(t)] + ψ ′

2 ν where ψ(t) is an arbitrary function.

6 ◦ . Generalized separable solution for f (t) = Ae βt ,

A is any, β > 0:

βt−λx

w(x, t) = ψ(t)e λx Ae ψ ′ t ( t)

2 ν where ψ(t) is an arbitrary function.

4 λ ψ(t)

λψ(t)

7 ◦ . Self-similar solution for f (t) = At −2 :

w(x, t) = t −1 /2 u(z) − 1 2 z , z = xt −1 /2 , where the function u = u(z) is determined by the autonomous ordinary differential equation

A − 2u z +( u z ) 2 − uu ′′ zz = νu ′′′ zzz ,

whose order can be reduced by one.

8 ◦ . Traveling-wave solution for f (t) = A:

w = w(ξ), ξ = x + λt,

where the function w(ξ) is determined by the autonomous ordinary differential equation

A + λw ξξ ′′ +( w ′ ξ ) 2 − ww ξξ ′′ = νw ′′′ ξξξ ,

whose order can be reduced by one. r✂s

References : V. A. Galaktionov (1995), A. D. Polyanin (2001 b, 2002).

∂x∂t ∂x

∂x 2 ∂x 3

1 ◦ . Suppose w = w(x, t) is a solution of this equation. Then the function

w 1 = w(x + ψ(t), t) + ψ t ′ ( t),

where ψ(t) is an arbitrary function, is also a solution of the equation.

2 ◦ . Generalized separable solutions:

w(x, t) =

+ ϕ(t),

C 1 t+C 2 w(x, t) = ϕ(t)e − λx ϕ ′ − t ( t) + λf (t),

λϕ(t) where ϕ(t) is an arbitrary function and C 1 , C 2 , and λ are arbitrary constants. The first solution is degenerate.

◮ For other equations involving second-order mixed derivatives, see Sections 9.3 and 9.4 .