Partial Differential Equations

In summary, the conversation discusses the general solution of a partial differential equation of constant coefficients, as well as a specific example and the process of finding a valid solution. It also mentions a similar question for the same initial condition but different values for x and y. The conversation also touches on a separate topic of variable coefficient PDEs and finding the general solution for a specific example. The speaker requests assistance and clarification on how to proceed with the problem.
  • #1
Tsunoyukami
215
11
I am working on some problems for an assignment in my PDEs class and find myself either not understanding what I am supposed to do or being unsure of my answers or the next step.

I am going to outline my understanding of the problems, provide my attempt at a solution and highlight where I am having difficultly. Please correct me anywhere that I am wrong and offer as much assistance and helpful prods in the right direction as you can. Thank you very much in advance!Constant Coefficient PDEs
The general solution of a partial differential equation of the form ##au_{x} + bu_{y} = 0## where a and b are constants is of the form ##u(x,y) = f(bx -ay)## where f is any arbitrary function of one variable. You can not find a specific solution to this PDE unless provided with further information, such as an intitial condition (ie. when x or y is equal to 0).My homework question:

"Consider the equation ##u_{x} - 3u_{y} = 0## in ##{x>0, y>0}## with the initial condition at ##x = 0, u = y, y >0##. Where is this solution defined? Is it defined everywhere in ##{x>0,y>0}## or do we need to impose an initial condition at y = 0? If we need to impose such a condition use at ##y = 0, u = x (x>0)## and solve this IVBP."

Given ##u_{x} - 3u_{y} = 0## we find the general solution ##u(x,y) = f(-3x -y)##.
Using the initial condition at ##x = 0, u = y, y >0##:

##u(x,y) = u(0,y) = f(-y) = y##

Let ##w = -y \rightarrow y = -w##; then:

##f(w) = -w##

##u(x,y) = -(-3x-y)##

##u(x,y)= 3x + y##Now, if I understand the question, I must determine if ##u(x,y)= 3x + y## is a valid solution of ##u_{x} - 3u_{y} = 0## for all x, y such that x>0 and y>0, correct? I'm not sure how to do this exactly. Any help here would be greatly appreciated.

Note: After this question there is a very similar question in which we are asked to do the same thing (given the same initial condition) and we are considering {x<0, y>0} instead.
EDIT:

Variable Coefficient PDEs

My homework question:

"Find the general solution of ##xu_{x} + 4yu_{y} = 0## in ##{(x,y)\neq(0,0}##; when is this solution continuous at (0,0)?"

In the one example in my textbook (for ##u_{x} + yu_{y} = 0## they write ##\frac{dy}{dx} = \frac{y}{1}##. I do not understand how or why they can write this (they turn it into a separable ODE). Can someone please explain why/how they do this?

If I accept the idea of writing it as a separable equation I can write:

##\frac{dx}{dy} = \frac{x}{4y}##

##\frac{dx}{x} = \frac{dy}{4y}##

Integrating both sides, we find:

##lnx + c = \frac{1}{4} lny + d##

##lnx + c = lny^{\frac{1}{4}} + d##

##lnx + b= lny^{\frac{1}{4}}##, where ##b = c-d##

##e^(lnx + b) = e^(lny^{\frac{1}{4}})##

##x e^b = y^{\frac{1}{4}}##, but ##e^b## is a constant, so we say ##e^b = C##

##Cx = y^{\frac{1}{4}}##

##(Cx)^4 = y##

So ##y = (Cx)^4## describes the characteristic curves of the ODE, but I'm unsure of what I must do next to solve the PDE.EDIT:

After browsing around for a little bit I think I've managed to find the general solution for this problem.

##u(x,y) = u(x,[Cx]^4)##
##\frac{du(x, [Cx]^4)}{dx} = \frac{du}{dx} + \frac{du}{dy}\frac{dy}{dx} = \frac{du}{dx} + \frac{du}{dy}\frac{4y}{x} = xu_{x} + 4yu_{y} = 0##; this is the initial question, so we know that this works. Now we know:

##u(x,y) = u(x, [Cx]^4) = f(C)##, but we can solve for C in terms of x and y to find ##C = \frac{y^(\frac{1}{4})}{x}## so we have the general solution:

##u(x,y) = f(\frac{y^(\frac{1}{4})}{x})##
 
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  • #2
Tsunoyukami said:
Now, if I understand the question, I must determine if ##u(x,y)= 3x + y## is a valid solution of ##u_{x} - 3u_{y} = 0## for all x, y such that x>0 and y>0, correct? I'm not sure how to do this exactly. Any help here would be greatly appreciated.

Note: After this question there is a very similar question in which we are asked to do the same thing (given the same initial condition) and we are considering {x<0, y>0} instead.

It's easy to check. Just plug it into the equation and initial conditions and see if it works.
 
  • #3
Well the solution ##u(x,y) = 3x +y## does satisfy the given PDE, but I'm unsure how to consider the idea of whether or not its valid for all x and y greater than 0.

For example, ##u_{x} = 3, u_{y} = 1## and these satisfy the PDE regardless of the values of x and y because they do not depend on either x or y. Does this mean that it holds true for all x and y greater than 0 or is there more that I have to show?
 
  • #4
Tsunoyukami said:
Well the solution ##u(x,y) = 3x +y## does satisfy the given PDE, but I'm unsure how to consider the idea of whether or not its valid for all x and y greater than 0.

For example, ##u_{x} = 3, u_{y} = 1## and these satisfy the PDE regardless of the values of x and y because they do not depend on either x or y. Does this mean that it holds true for all x and y greater than 0 or is there more that I have to show?

Like you say, it works for all x and y, and that includes x>0 and y>0. If it satisfies the boundary conditions how could anyone argue that it isn't a solution when it is?
 
  • #5
Then by the same reasoning it is also a valid solution provided that x<0, y>0 (for the next part of the problem). I felt like there was more I had to show before I could come to such a conclusion because it seemed so obvious.

Thank you very much for your help.I've edited my initial post to include a question about Variable Coefficient PDEs; if you have the time would you mind providing me with a hint as to how to proceed? Again, thank you very much!
 
  • #6
Tsunoyukami said:
Then by the same reasoning it is also a valid solution provided that x<0, y>0 (for the next part of the problem). I felt like there was more I had to show before I could come to such a conclusion because it seemed so obvious.

Thank you very much for your help.I've edited my initial post to include a question about Variable Coefficient PDEs; if you have the time would you mind providing me with a hint as to how to proceed? Again, thank you very much!

That generally isn't a good idea. You should post new questions in a separate post. With several replies already, many readers may well just skip the thread assuming it is finished. I will answer your first question. Suppose you have ##u(x,y) = C##, which defines y implicitly as a function of ##x## and you want to calcuate ##dy/dx##. You would differentiate implicitly: ##u_x + u_y\frac {dy}{dx} = 0##. This gives$$
\frac {dy}{dx} = -\frac{u_x}{u_y}$$So for an equation like ##xu_x+4yu_y = 0## you would have$$
\frac {dy}{dx}= -\frac{u_x}{u_y}=\frac{4y}{x}$$ I'm not a PDE expert so I will leave your question about the characteristics to someone else.
 
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  • #7
Okay, thank you very much! I think I have the answer to my second question now (just not sure about the continuity aspect). Thanks again for your time!
 

Related to Partial Differential Equations

1. What is a partial differential equation (PDE)?

A partial differential equation is a mathematical equation that involves the partial derivatives of a multivariable function. It describes how the function changes at different points in space and time.

2. What are the applications of PDEs in science?

PDEs are used to model and analyze a wide range of phenomena in science, including fluid dynamics, heat transfer, quantum mechanics, and electromagnetism. They are also used in finance, engineering, and other fields to solve complex problems.

3. How are PDEs different from ordinary differential equations (ODEs)?

Unlike ODEs, which involve only one independent variable, PDEs involve multiple independent variables. This means that the solution to a PDE is a function of several variables, whereas the solution to an ODE is a function of a single variable.

4. What methods are used to solve PDEs?

There are several methods for solving PDEs, including separation of variables, method of characteristics, and numerical methods such as finite difference and finite element methods. The choice of method depends on the specific PDE and its boundary conditions.

5. How are PDEs used in real-world problems?

PDEs are used to model and predict real-world problems, such as weather patterns, fluid flow in pipes and channels, and heat transfer in buildings and electronic devices. By solving PDEs, scientists can better understand these phenomena and make informed decisions and predictions.

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