First order linear PDE, understanding solution/method

In summary, the conversation discusses solving an initial boundary value problem by transforming the coordinates to get the general solution. The solution is dependent on the region of the coordinate system and the boundary conditions. The justification for the substitution is explained and the final solution is given for both regions of the coordinate system.
  • #1
complex000
1
0

Homework Statement



Solve the initial boundary value problem:

u_t + cu_x = -ku

u is a function of x,t

u(x,0) = 0, x > 0
u(0,t) = g(t), t > 0

treat the domains x > ct and x < ct differently in this problem. the boundary condition affects the solution in the region x < ct, while the IC affects it in the region x > ct.

The Attempt at a Solution



The question previous question walks you through transforming the coordinates to get the general solution:

A = x - ct B = t

So by the chain rule:

u_x = (dA/dx)u_A + (dB/dx)u_B
u_t = (dA/dt)u_A + (dB/dt)u_B

dA/dx = 1 dB/dt = 0
dA/dt = 1 dB/dt = 1

Therefore

u_x = u_A
u_t = -cu_A + u_B

the new equation is now:

-cu_A + u_B + cu_A + ku

= u_B + ku

therefore

u_B = -ku

--> u = exp(-kB).f(A)
--> u(x,t) = exp(-kt).f(x-ct)

the justification given here is: "since the intergration constant is only constant in B, it may depend on A". I don't understand this step, what does that justification mean? I see that all they did was swap from B and A back to x-ct and t though I don't quite understand what's happening.

Anyway, now we have the general solution, so we can work on the main part of the question:

u(x,t) = exp(-kt).f(x-ct)

Since u(x,0) = 0 then f(x) = 0 for x > 0

Since u(0,t) = g(t) then exp(-kt).f(-ct) = g(t) for t > 0

Here is where I get confused...

=> f(z) = g(-z/c) exp(-(kz/c)) for z < 0

then the next step says

=> u(x,t) = 0 for x > ct
and u(x,t) = exp(-kt).exp(-(k/c)*(x-ct)).g(-(x-ct)/c) for x < ct

=> u(x,t) = exp(-kx/c).g(t-(x/c)) for x < ct

No idea what happens once they substitute z, and why they are doing the things they've done. Any help is appreciated. Sorry for the difficult notation and thank you in advance!
 
Physics news on Phys.org
  • #2
With four first equation, it's just s trick. The change of variables is perfectly valid, because if you calculate the Jacobian you obtain a non-zero result, that means the co-ordinate system (A,B) is perfectly allowable. Or that I think you mean that if f(x,y)=A(x) + B(y) say, then [itex]\partial f/\partial x=A'(x)[/itex], remember these are partial differentials that you're dealing with, not full ones.

For the second part of your question, you need to understand that f is a function of a single variable only, for the second part that are introducing a new variable z=-ct, as [itex]t\geqslant 0[/itex], we can say that [itex]z\leqslant 0[/itex], so we have found f(B) in two regions, when [itex]B\leqslant 0[/itex] and when [itex]B\geqslant 0[/itex]. The variable in the equation is x-ct, so for x-ct>0, the solution is zero, i.e. for x>ct and for x-ct<0, the solution is as you mentioned it, .e. for x<ct.
 

1. What is a first order linear PDE?

A first order linear PDE (partial differential equation) is a mathematical equation that involves multiple variables and their partial derivatives. It can be written in the form of a(x,y)ux + b(x,y)uy = c(x,y), where u is the unknown function and a, b, and c are known functions of the variables x and y.

2. How do you solve a first order linear PDE?

To solve a first order linear PDE, the method of characteristics is often used. This involves finding the characteristic curves of the equation and using them to reduce the PDE into an ordinary differential equation (ODE) that can be solved using standard techniques.

3. What is the difference between a first order linear PDE and a second order linear PDE?

The main difference between a first order linear PDE and a second order linear PDE is the number of independent variables and their derivatives. A first order PDE involves only one independent variable and its first derivative, while a second order PDE involves two independent variables and their first and second derivatives.

4. Can a first order linear PDE have multiple solutions?

Yes, a first order linear PDE can have infinitely many solutions. This is because the equation only involves one independent variable, so there are many different functions that can satisfy the equation.

5. How are first order linear PDEs used in real-world applications?

First order linear PDEs have many applications in physics, engineering, and other fields. They are commonly used to describe the behavior of physical systems, such as heat transfer, fluid flow, and electromagnetic waves. They can also be used in finance and economics to model the dynamics of stock prices and other economic variables.

Similar threads

  • Calculus and Beyond Homework Help
Replies
5
Views
906
  • Calculus and Beyond Homework Help
Replies
1
Views
2K
  • Calculus and Beyond Homework Help
Replies
3
Views
572
  • Calculus and Beyond Homework Help
Replies
11
Views
746
  • Calculus and Beyond Homework Help
Replies
1
Views
835
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
2K
  • Calculus and Beyond Homework Help
Replies
2
Views
904
  • Calculus and Beyond Homework Help
Replies
19
Views
776
  • Calculus and Beyond Homework Help
Replies
3
Views
910
Back
Top