Finding a solution of this PDE

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In summary, the conversation is about finding a solution to the given PDE with only knowledge of the initial condition. The person tried to solve it using characteristics but could only find examples for when the left hand side is zero. They are now unsure of how to proceed and are seeking help.
  • #1
climbon
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Hi,

i'm having trouble finding a solution to this PDE,

[tex] \frac{d U(x,y,t)}{dt} = A(x) \frac{\partial U(x,y,t)}{\partial y} + B(y) \frac{\partial U(x,y,t)}{\partial x}[/tex]

with only knowledge of the initial condition U(x,y,0)=F(x,y).

I've tried to solve this using characteristics but the only examples i can find in books is for the case when the left hand side is zero. Tried following the method from some books but can only solve it for when the L.H.S is zero. I'm not sure where to go next

Any help would be fantastic.

Thanks.
 
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  • #2
For the LHS do you mean:
[tex]
\frac{\partial U}{\partial t}
[/tex]
 
  • #3
climbon said:
Hi,

i'm having trouble finding a solution to this PDE,

[tex] \frac{d U(x,y,t)}{dt} = A(x) \frac{\partial U(x,y,t)}{\partial y} + B(y) \frac{\partial U(x,y,t)}{\partial x}[/tex]

with only knowledge of the initial condition U(x,y,0)=F(x,y).

I've tried to solve this using characteristics but the only examples i can find in books is for the case when the left hand side is zero. Tried following the method from some books but can only solve it for when the L.H.S is zero. I'm not sure where to go next

Any help would be fantastic.

Thanks.
The LHS should read ∂U(x,y,t)/∂t not dU(x,y,t)/dt.

Then, for (parameter) s∈I⊂ℝ:

d/ds[U(x(s),y(s),t(s))]= ∂U/∂x·dx/ds + ∂U/∂y·dy/ds + ∂U/∂t·dt/ds≡ B(y)∂U/∂x + A(x)∂U/∂y - ∂U/∂t= 0.

You seek, U(x(s),y(s),t(s))= constant.

ADDENDUM:
Hint: dx/B = dy/A = dt/-1.
 
Last edited:

1. What is a PDE?

A PDE, or partial differential equation, is a mathematical equation that involves multiple variables and their partial derivatives. It is used to model various physical phenomena in fields such as physics, engineering, and economics.

2. What is the process for solving a PDE?

The process for solving a PDE involves breaking it down into simpler equations and applying various mathematical techniques and methods, such as separation of variables, the method of characteristics, or numerical methods. The specific approach depends on the type of PDE and the boundary conditions given.

3. What are the different types of PDEs?

There are several types of PDEs, including elliptic, parabolic, and hyperbolic equations. Elliptic equations involve steady-state problems, parabolic equations describe phenomena that change over time, and hyperbolic equations are used to model wave-like behavior.

4. How do I determine the boundary conditions for a PDE?

Boundary conditions for a PDE can be determined from the physical problem being modeled. They represent the values of the dependent variable at the boundaries of the domain and are necessary for obtaining a unique solution to the equation.

5. What are some real-world applications of PDEs?

PDEs have a wide range of applications in various fields, such as heat transfer, fluid dynamics, electromagnetics, and quantum mechanics. They are also used in finance and economics to model stock prices and interest rates.

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