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Added Feb. 17, 2019.
Chapter 4.1.1 example 1 from Handbook of first order partial differential equations by Polyanin, Zaitsev, Moussiaux.
Solve for \(w(x,y)\)
\[ w_x + a y w_y = b y^2 w \]
Mathematica ✓
ClearAll[w, x, y, n, a, b, m, c, k, alpha, beta, gamma, A, C0, s]; ClearAll[lambda, B, s, mu, d, g, B, v, f, h, q, p, delta]; ClearAll[g1, g0, h2, h1, h0, f1, f2]; pde = D[w[x, y], x] + a*y*D[w[x, y], y] == b*y^2*w[x, y]; sol = AbsoluteTiming[TimeConstrained[DSolve[pde, w[x, y], {x, y}], 60*10]];
\[ \left \{\left \{w(x,y)\to e^{\frac {b y^2}{2 a}} c_1\left (y e^{-a x}\right )\right \}\right \} \]
Maple ✓
w:='w';x:='x';y:='y';a:='a';b:='b';n:='n';m:='m';c:='c';k:='k';alpha:='alpha';beta:='beta';g:='g';A:='A';f:='f'; C:='C';lambda:='lambda';B:='B';mu:='mu';d:='d';s:='s';v:='v';q:='q';p:='p';l:='l'; g1:='g1';g2:='g2';g0:='g0';h0:='h0';h1:='h1';h2:='h2';f2:='f2';f3:='f3'; pde := diff(w(x,y),x) +a*y*diff(w(x,y),y) = b*y^2*w(x,y); cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve(pde,w(x,y)) ),output='realtime'));
\[ w \left ( x,y \right ) ={\it \_F1} \left ( y{{\rm e}^{-ax}} \right ) {{\rm e}^{1/2\,{\frac {b{y}^{2}}{a}}}} \]
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Added Feb. 17, 2019.
Chapter 4.1.1 example 2 from Handbook of first order partial differential equations by Polyanin, Zaitsev, Moussiaux.
Solve for \(w(x,y)\)
\[ w_x + a y w_y = b e^{\lambda x} y w \]
Mathematica ✓
ClearAll[w, x, y, n, a, b, m, c, k, alpha, beta, gamma, A, C0, s]; ClearAll[lambda, B, s, mu, d, g, B, v, f, h, q, p, delta]; ClearAll[g1, g0, h2, h1, h0, f1, f2]; pde = D[w[x, y], x] + a*y*D[w[x, y], y] == b*Exp[lambda*x]*y*w[x, y]; sol = AbsoluteTiming[TimeConstrained[DSolve[pde, w[x, y], {x, y}], 60*10]];
\[ \left \{\left \{w(x,y)\to c_1\left (y e^{-a x}\right ) e^{\frac {b y e^{x (a+\lambda )-a x}}{a+\lambda }}\right \}\right \} \]
Maple ✓
w:='w';x:='x';y:='y';a:='a';b:='b';n:='n';m:='m';c:='c';k:='k';alpha:='alpha';beta:='beta';g:='g';A:='A';f:='f'; C:='C';lambda:='lambda';B:='B';mu:='mu';d:='d';s:='s';v:='v';q:='q';p:='p';l:='l'; g1:='g1';g2:='g2';g0:='g0';h0:='h0';h1:='h1';h2:='h2';f2:='f2';f3:='f3'; pde := diff(w(x,y),x) +a*y*diff(w(x,y),y) = b*exp(lambda*x)*y*w(x,y); cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve(pde,w(x,y)) ),output='realtime'));
\[ w \left ( x,y \right ) ={\it \_F1} \left ( y{{\rm e}^{-ax}} \right ) {{\rm e}^{{\frac {by{{\rm e}^{x \left ( a+\lambda \right ) -ax}}}{a+\lambda }}}} \]
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Added Feb. 17, 2019.
Chapter 4.1.1 example 3 from Handbook of first order partial differential equations by Polyanin, Zaitsev, Moussiaux.
Solve for \(w(x,y)\)
\[ w_x + a w_y = b w \]
Mathematica ✓
ClearAll[w, x, y, n, a, b, m, c, k, alpha, beta, gamma, A, C0, s]; ClearAll[lambda, B, s, mu, d, g, B, v, f, h, q, p, delta]; ClearAll[g1, g0, h2, h1, h0, f1, f2]; pde = D[w[x, y], x] + a*D[w[x, y], y] == b*w[x, y]; sol = AbsoluteTiming[TimeConstrained[DSolve[pde, w[x, y], {x, y}], 60*10]];
\[ \left \{\left \{w(x,y)\to e^{b x} c_1(y-a x)\right \}\right \} \]
Maple ✓
w:='w';x:='x';y:='y';a:='a';b:='b';n:='n';m:='m';c:='c';k:='k';alpha:='alpha';beta:='beta';g:='g';A:='A';f:='f'; C:='C';lambda:='lambda';B:='B';mu:='mu';d:='d';s:='s';v:='v';q:='q';p:='p';l:='l'; g1:='g1';g2:='g2';g0:='g0';h0:='h0';h1:='h1';h2:='h2';f2:='f2';f3:='f3'; pde := diff(w(x,y),x) +a*diff(w(x,y),y) = b*w(x,y); cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve(pde,w(x,y)) ),output='realtime'));
\[ w \left ( x,y \right ) ={\it \_F1} \left ( -ax+y \right ) {{\rm e}^{bx}} \]