Solve PDE Method of Characteristics help

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In summary: In terms of those "axes" the "characteristic curves" are the coordinate axes. The equation becomes w\vec{u_x}+ v\vec{u_y}+ \vec{u_z}= 3\vec{u}. The "characteristic equations" are \vec{x}(s)= (x_0+y_0^{1/2}e^{-z_0}e^s, x_0e^s, y_0^{1/2}e^{2s}), \vec{v}(s)= (x_0+y_0^{1/2}e^{-z_0}e^s, x_0e^s, y_0^{1
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lackrange
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The problem: Solve for u(x,y,z) such that

[tex] xu_x+2yu_y+u_z=3u\; \;\;\;\;u(x,y,0)=g(x,y) [/tex]

So I write

[itex]\frac{du}{ds}=3u \implies \frac{dx}{ds}=x,\; \frac{dy}{ds}=2y\;\frac{dz}{ds}=1 .[/itex]

Thus [tex]u=u_0e^{3s},\;\;x=x_0e^{s}\;\;y=y_0e^{2s}\;\;z=s+z_0 [/tex]
but from here I can't figure out what to do, there are several ways I can write s...I have only done the method of characteristics before with two variables, and those are pretty much the only examples I can find. Can someone help please?
 
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  • #2
lackrange said:
The problem: Solve for u(x,y,z) such that

[tex] xu_x+2yu_y+u_z=3u\; \;\;\;\;u(x,y,0)=g(x,y) [/tex]

So I write

[itex]\frac{du}{ds}=3u \implies \frac{dx}{ds}=x,\; \frac{dy}{ds}=2y\;\frac{dz}{ds}=1 .[/itex]

Thus [tex]u=u_0e^{3s},\;\;x=x_0e^{s}\;\;y=y_0e^{2s}\;\;z=s+z_0 [/tex]
but from here I can't figure out what to do, there are several ways I can write s...I have only done the method of characteristics before with two variables, and those are pretty much the only examples I can find. Can someone help please?
If you have done the method of characteristiced with two variables it pretty much generalizes to three variables directly- write out the characteristics in terms of x, y, and z and use those to define new variables.

If [itex]x= x_0e^s[/itex] and [itex]y= y_0e^{2s}[/itex], you have [itex]s= ln(x/x_0)= (1/2)ln(y/y_0)[/itex] so that ln(x/x_0)- ln(y^{1/2}/y_0^{1/2})= ln((y_0^{1/2}/x_0)(x/y^{1/2}= 0 which then gives [itex]x/y^{1/2}= constant[/itex]. Each curve with different constant is a characteristic. With [itex]z= s+ z_0[/itex] that gives also [itex]s= z-z_0= ln(x/x_0)[/itex], have [itex]x/x_0= e^{z-z_0}= e^{-z_0}e^z[/itex] so [itex]x= (constant)e^z[/itex] or [itex]xe^{-z}= constant[/itex]. Putting [itex]s= z-z_0= ln(y^{1/2}/y_0^{1/2})[/itex], we get [itex]y^{1/2}e^{-z}= constant[/itex].

We want to use those "characteristics" or "characteristic curves" as axes: let [itex]u= x/y^{1/2}[/itex], [itex]v= xe^{-z}[/itex], and [itex]w= y^{1/2}e^{z}[/itex].
 

1. What is the Method of Characteristics for solving PDEs?

The Method of Characteristics is a mathematical technique used to solve partial differential equations (PDEs). It involves finding a set of curves, called characteristic curves, that satisfy the given PDE. By solving these characteristic curves, the solution to the PDE can be obtained.

2. How does the Method of Characteristics work?

The Method of Characteristics works by transforming a PDE into a system of ordinary differential equations (ODEs) along the characteristic curves. These ODEs can then be solved using standard techniques, such as separation of variables or Euler's method. The resulting solutions can then be used to construct the solution to the original PDE.

3. When is the Method of Characteristics useful?

The Method of Characteristics is useful for solving linear, first-order PDEs with constant coefficients. It is also commonly used for solving boundary value problems, as it can handle non-constant boundary conditions. Additionally, the Method of Characteristics can be applied to a wide range of PDEs, including those in fluid mechanics, heat transfer, and electromagnetism.

4. What are the advantages of using the Method of Characteristics?

One of the main advantages of the Method of Characteristics is that it provides an explicit solution to a PDE, as opposed to numerical methods which only provide an approximation. This makes it easier to analyze and interpret the solution. Additionally, the Method of Characteristics can be applied to a variety of PDEs and boundary conditions, making it a versatile tool for solving problems in various fields of science and engineering.

5. Are there any limitations to the Method of Characteristics?

While the Method of Characteristics is a powerful and widely used technique for solving PDEs, it does have some limitations. It can only be applied to linear, first-order PDEs with constant coefficients. It also requires that the characteristic curves do not intersect, which may not always be the case. In these situations, alternative methods, such as numerical methods, may need to be used.

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