Conceptual question with first-order linear PDEs.

In summary, the conversation is about proving that a solution of a homogeneous PDE cannot be zero at one, and only one point in the plane. The equation states that the directional derivative of the solution to the direction of a given vector is equal to the solution multiplied by a constant. This means that if the solution is zero at a point, it must also be zero on a line passing through that point and having the same direction as the given vector.
  • #1
Eclair_de_XII
1,083
91

Homework Statement


"Show that a solution of the homogeneous PDE ##au_x+bu_y+cu=0## cannot be zero at one, and only one point in the plane."

My interpretation of this is that ##u(x,y)## is zero everywhere on the plane except on that point ##(x_0,y_0)##.

Homework Equations


##w=bx-ay##
##z=y##

##x=\frac{1}{b}(w+az)##
##y=z##

The Attempt at a Solution


##v(w,z)=u(\frac{1}{b}(w+az),z)##
##v_z(w,z)=\frac{a}{b}u_x+u_y##
##bv_z(w,z)=au_x+bu_y##
##bv_z+cv=0## or ##v_z+\frac{b}{c}v=0##

I solve this and come up with the solution: ##v(w,z)=e^{-\frac{b}{c}v}g(w)## or:

##u(x,y)=e^{-\frac{b}{c}y}⋅g(bx-ay)##

Then I set ##u(x,y)=0## and now I have ##g(bx_0-ay_0)=0## since ##e^{-\frac{b}{c}y}≠0,∀y∈ℝ##. My thinking is that the solution curve is never zero when it intersects the characteristic line. And that intersection is the point at which ##u(x,y)≠0##. But I'm not very sure that my thinking is correct; that's like the only point I can think of where ##u(x,y)## is non-zero.

It's like, in general, I need to define a specific side condition such that the solution intersects each characteristic line exactly once. So I guess the solution is only defined on the characteristic line and is zero everywhere else? And if it is tangent to one of those lines, or is parallel to them, there is either no solution or infinitely many? Help me understand this.

*There's also a part two to this problem, but I don't want to post it until the first part is solved.*
 
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  • #2
Eclair_de_XII said:
"Show that a solution of the homogeneous PDE ##au_x+bu_y+cu=0## cannot be zero at one, and only one point in the plane."

My interpretation of this is that ##u(x,y)## is zero everywhere on the plane except on that point ##(x_0,y_0)##.
I don't see that this necessarily follows. Couldn't u(x, y) be zero at, say, two or three points?
 
  • #3
The equation basically says that the directional derivative of ##u(x,y)## to the direction of vector ##a\mathbf{i} + b\mathbf{j}## is equal to ##cu(x,y)##. If ##u(x,y)=0## at some point, what can you say about the values of ##u## on a line passing through that point and having direction given by ##a\mathbf{i} + b\mathbf{j}## ?
 
  • #4
hilbert2 said:
The equation basically says that the directional derivative of ##u(x,y)## to the direction of vector ##a\mathbf{i} + b\mathbf{j}## is equal to ##cu(x,y)##. If ##u(x,y)=0## at some point, what can you say about the values of ##u## on a line passing through that point and having direction given by ##a\mathbf{i} + b\mathbf{j}## ?

I'm guessing that the line is perpendicular to ##a\mathbf{i} + b\mathbf{j}##?
 

1. What is a first-order linear PDE?

A first-order linear partial differential equation (PDE) is a mathematical equation that involves partial derivatives of a function with respect to two or more independent variables. It is called linear because it is a linear combination of the dependent variable and its partial derivatives.

2. What is the difference between a first-order and a second-order PDE?

A first-order PDE involves only first-order partial derivatives of the dependent variable, while a second-order PDE involves second-order partial derivatives. This means that a first-order PDE has only one independent variable, while a second-order PDE has two or more independent variables.

3. How do you solve a first-order linear PDE?

To solve a first-order linear PDE, you typically use a technique called the method of characteristics. This involves finding a set of curves, called characteristics, along which the PDE reduces to an ordinary differential equation. The solution to the PDE can then be found by solving this ordinary differential equation.

4. What are some real-life applications of first-order linear PDEs?

First-order linear PDEs have many applications in physics, engineering, and other scientific fields. They are commonly used to model heat transfer, fluid flow, and diffusion processes. They also have applications in finance, where they are used to model stock prices and interest rates.

5. Can a first-order linear PDE have more than one solution?

Yes, a first-order linear PDE can have infinitely many solutions. This is because the method of characteristics only yields a particular solution, and there may be other solutions that satisfy the PDE. However, the solution to a first-order linear PDE is unique if certain conditions, such as initial or boundary conditions, are specified.

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