Solving overdetermined, well posed, linear system of PDEs

analysismultivariable-calculuspartial differential equationsreal-analysissystems of equations

Let $f=f(u,v)$ be a (given) solution of the following PDE,

$$
\begin{equation}
\frac{\partial^2 f}{\partial u\partial v}=f,\label{1}\tag{$*$}
\end{equation}
$$

and consider the overdetermined system(s) of PDEs

$$
\begin{cases}
\dfrac{\partial x}{\partial u}=f\cos\left(u-v\right)\\
\\
\dfrac{\partial x}{\partial v}=\dfrac{\partial f}{\partial v}\sin\left(u-v\right)\\
\\
\dfrac{\partial y}{\partial u}=f\sin\left(u-v\right)\\
\\
\dfrac{\partial y}{\partial v}=-\dfrac{\partial f}{\partial v}\cos\left(u-v\right).
\end{cases}
$$

Since $f$ solves \eqref{1} it is guaranteed that
$$
\frac{\partial^2 x}{\partial u\partial v}=\frac{\partial^2 x}{\partial v\partial u}
$$

and similarly for $y$, so the system is well posed. The question is, is it possible to write down a general solution for $x(u,v)$ and $y(u,v)$ in terms of integrals of $f$ ?

If I try, for instance, to integrate the first equation to get
$$
x=\int \mathrm{d}u\;f\cos(u-v)+g(v),
$$
with $g(v)$ some unknown function of $v$, and then plug in the second equation for $x$, I cannot solve for $g(v)$, so I need to try some other ansatz.

Best Answer

You can do this as follows: Start with any values for $(x,y)$ at $(0,0)$, say $$ (x,y)(0,0) = (x_0,y_0). $$ Integrate the first and third equations along the line $v = 0$: \begin{align*} x(u,0) &= x_0 + \int_{s=0}^{s=u} f(s,0)\cos(s)\,ds\\ y(u,0) &= y_0 + \int_{s=0}^{s=u} f(s,0)\sin(s)\,ds \end{align*} Next, for each $u$, integrate the second and fourth equations along the line $(u,\cdot)$ to get your solution: \begin{align*} x(u,v) &= x(u,0) + \int_{t=0}^{t=v} \frac{\partial f}{\partial v}(u,t)\sin(u-t)\,dt\\\ y(u,v) &= y(u,0) + \int_{t=0}^{t=v} \frac{\partial f}{\partial u}(u,t)\cos(u-t)\,dt. \end{align*}

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