Can we Use Partial Derivatives to Verify the Solution of PDE with Derivatives?

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Discussion Overview

The discussion revolves around verifying the solution of a partial differential equation (PDE) using partial derivatives. Participants explore the application of Leibniz's integral rule to differentiate an integral representation of the solution with respect to time and space variables. The focus is on the mathematical reasoning involved in computing these derivatives and ensuring they satisfy the given PDE conditions.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant presents a solution in integral form and seeks guidance on how to differentiate it with respect to time, noting the complexity due to the presence of time in both integrals.
  • Another participant suggests defining a function to simplify the differentiation process and proposes using Leibniz's integral rule for the derivatives.
  • Participants discuss the correctness of the computed partial derivatives, with some suggesting corrections to the notation of functions involved.
  • There are multiple calculations of derivatives of the defined function, with participants questioning the accuracy of their results and expressing uncertainty about whether these derivatives satisfy the original PDE.
  • One participant attempts to simplify the expressions further, considering the independence of certain functions from time, while another questions the application of the chain rule in their calculations.
  • Participants express uncertainty about the correctness of their results and the implications of their findings on the verification of the solution to the PDE.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the correctness of their calculations or whether the derivatives satisfy the PDE. There is ongoing debate about the proper application of differentiation techniques and the implications of their results.

Contextual Notes

Some participants express uncertainty about specific steps in their calculations, particularly regarding the application of the chain rule and the interpretation of the derivatives. There are also unresolved questions about the dependence of certain functions on the variables involved.

mathmari
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Hey! :o

I want to verify that $$w(x,t)=\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$ is the solution of the problem $$w_{tt}=c^2w_{xx}+f(x,t) , \ \ x>0, t>0 \\ w(x,0)=w_t(x,0)=0, \ \ x>0 \\ w(0,t)=0 , \ \ t\geq 0$$ For that we have to take the partial derivatives of $w$. But how can we do that in this case for example as for $t$ where we have at both integrals the $t$ ? Could you give me a hint? (Wondering)
 
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mathmari said:
Hey! :o

I want to verify that $$w(x,t)=\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$ is the solution of the problem $$w_{tt}=c^2w_{xx}+f(x,t) , \ \ x>0, t>0 \\ w(x,0)=w_t(x,0)=0, \ \ x>0 \\ w(0,t)=0 , \ \ t\geq 0$$ For that we have to take the partial derivatives of $w$. But how can we do that in this case for example as for $t$ where we have at both integrals the $t$ ? Could you give me a hint? (Wondering)

Hey mathmari! (Wave)

How about defining $g(x,t,\tau) = \int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dy$, and then differentiating one integral at a time using Leibniz's integral rule? (Wondering)
 
I like Serena said:
How about defining $g(x,t,\tau) = \int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dy$, and then differentiating one integral at a time using Leibniz's integral rule? (Wondering)

We have the following partial derivatives, or not?
\begin{align*}w_{t}&=\frac{\partial}{\partial{t}}\left [\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau\right ]=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau\\ & =\frac{1}{2c}\int_{-x}^xf(y,\tau)dy+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau\end{align*}
\begin{align*}w_{tt}&=\frac{1}{2c}\int_{-x}^xf_t(y,\tau)dy+\frac{1}{2c}\frac{\partial}{\partial{t}}\int_0^tg_t(x,t,\tau )d\tau\\ & =\frac{1}{2c}\int_{-x}^xf_t(y,\tau)dy+\frac{1}{2c}g_t(x,t,t)+\frac{1}{2c}\int_0^tg_{tt}(x,t,\tau )d\tau\end{align*}

\begin{align*}&w_x=\frac{\partial}{\partial{x}}\left [\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau\right ]=\frac{1}{2c}\int_0^tg_x(x,t,\tau )d\tau \\ &w_{xx}=\frac{\partial}{\partial{x}}\left [\frac{1}{2c}\int_0^tg_x(x,t,\tau )d\tau\right ]=\frac{1}{2c}\int_0^tg_{xx}(x,t,\tau )d\tau \end{align*}

Is everythig correct so far? Now we have to calculate the derivaties of $g$, right?
 
I think it should be $f(y,t)$ and $f_t(y,t)$, shouldn't it?
Otherwise I believe it's all correct. (Happy)
 
I like Serena said:
I think it should be $f(y,t)$ and $f_t(y,t)$, shouldn't it?
Otherwise I believe it's all correct. (Happy)

Ah ok! We have the following partial derivatives of $g$, or not?
\begin{align*}g_t&=\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dy\\ & =c\cdot f(x+c(t-\tau),\tau)-c\cdot f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\end{align*}

\begin{align*}g_{tt}&=c\cdot f_x(x+c(t-\tau),\tau)\cdot \frac{d}{dt}[x+c(t-\tau)]-c\cdot f_x(c(t-\tau)-x, \tau)\cdot \frac{d}{dt}[c(t-\tau)-x]+\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\\ & =c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\end{align*}

\begin{align*}g_x&=\frac{\partial}{\partial{x}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dy\\ & = f(x+c(t-\tau),\tau)-(-1)\cdot f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\\ & = f(x+c(t-\tau),\tau)+ f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\end{align*}

\begin{align*}g_{xx}&= f_x(x+c(t-\tau),\tau)+ f_x(c(t-\tau)-x, \tau)\cdot (-1)+\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\\ & = f_x(x+c(t-\tau),\tau)- f_x(c(t-\tau)-x, \tau)+f_x(x+c(t-\tau),\tau )-f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy \\ & = 2f_x(x+c(t-\tau),\tau)- 2f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy\end{align*}

(Wondering)
 
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I must have some mistakes...because if these derivative were correct, we would get

\begin{align*}w_{xx}&=\frac{1}{2c}\int_0^tg_{xx}(x,t,\tau)d\tau\\ & =\frac{1}{2c}\int_0^t\left [2f_x(x+c(t-\tau),\tau)- 2f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy\right ]d\tau\end{align*}

\begin{align*}w_{tt}&=\frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2c}g_t(x,t,t)+\frac{1}{2c}\int_0^tg_{tt}(x,t,\tau )d\tau \\ & = \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2c}\left [c\cdot f(x,t)-c\cdot f(-x, t)+\int_{-x}^{x}f_t(y,t )dy\right ]+\frac{1}{2c}\int_0^t\left [c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\right ]d\tau \\ & = \frac{1}{c}\int_{-x}^xf_t(y,t)dy+\frac{f(x,t)-f(-x,t)}{2}+\frac{1}{2c}\int_0^t\left [c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\right ]d\tau\end{align*}

But these don't satisfy the problem, do they? (Wondering)
 
I am trying it again.

I have done the following:

\begin{equation*}w(x,t)=\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau \end{equation*}

\begin{align*}w_t&=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau \\
& =\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^t\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dyd\tau\\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2c}\int_0^t\left [f(x+c(t-\tau ),\tau)\cdot c-f(c(t-\tau )-x,\tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\right ]d\tau \\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2}\int_0^tf(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}\int_0^tf(c(t-\tau )-x,\tau)d\tau+\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dyd\tau\end{align*}

is the first derivative of $w$ as for $t$ correct? (Wondering)
 
mathmari said:
I am trying it again.

I have done the following:

\begin{equation*}w(x,t)=\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau \end{equation*}

\begin{align*}w_t&=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau \\
& =\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^t\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dyd\tau\\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2c}\int_0^t\left [f(x+c(t-\tau ),\tau)\cdot c-f(c(t-\tau )-x,\tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\right ]d\tau \\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2}\int_0^tf(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}\int_0^tf(c(t-\tau )-x,\tau)d\tau+\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dyd\tau\end{align*}

is the first derivative of $w$ as for $t$ correct? (Wondering)

I think this is correct yes. (Nod)

And we can simplify it bit more since $f(y,\tau)$ does not depend on $t$.
Therefore $\pd{}t f(y,\tau)=0$. (Thinking)
 
I like Serena said:
I think this is correct yes. (Nod)

And we can simplify it bit more since $f(y,\tau)$ does not depend on $t$.
Therefore $\pd{}t f(y,\tau)=0$. (Thinking)

Ok! At the next step we have \begin{align*}w_{tt}&= \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2}f(x,\tau)+\frac{1}{2}\int_0^t\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}f(-x,\tau)-\frac{1}{2}\int_0^t\frac{\partial}{\partial{t}}f(c(t-\tau )-x,\tau)d\tau\end{align*} Is the following correct? \begin{equation*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)=f_x(x+c(t-\tau ),\tau)\cdot \frac{d(x+c(t-\tau)}{dt}+f_t(x+c(t-\tau ),\tau)\cdot \frac{d\tau}{dt}\end{equation*} Or do we not use here the chain rule? (Wondering)
 
  • #10
If this is correct then we get \begin{align*}w_{tt}&= \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2}f(x,t)+\frac{c}{2}\int_0^tf_x(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}f(-x,t)-\frac{c}{2}\int_0^tf_x(c(t-\tau )-x,\tau)d\tau\end{align*}

The second derivative as for $x$ (if I have no mistakes) is \begin{align*}w_{xx}&=\frac{1}{2c}\int_0^tf_x(x+c(t-\tau ),\tau)d\tau-\frac{1}{2c}\int_0^tf_x(c(t-\tau )-x,\tau)d\tau\end{align*}

At the $w_{tt}$ is it correct that we have once $f(x,t)$ and once $f(-x,t)$ ? (Wondering)
 
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  • #11
mathmari said:
Is the following correct? \begin{equation*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)=f_x(x+c(t-\tau ),\tau)\cdot \frac{d(x+c(t-\tau)}{dt}+f_t(x+c(t-\tau ),\tau)\cdot \frac{d\tau}{dt}\end{equation*} Or do we not use here the chain rule? (Wondering)

I believe that it should be:
\begin{align*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)&=f_x(x+c(t-\tau ),\tau)\cdot \frac{\partial(x+c(t-\tau))}{\partial t}+f_t(x+c(t-\tau ),\tau)\cdot \frac{\partial\tau}{\partial t} \\
&=f_x(x+c(t-\tau ),\tau)\cdot c
\end{align*}
shouldn't it? (Wondering)
 
  • #12
I like Serena said:
I believe that it should be:
\begin{align*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)&=f_x(x+c(t-\tau ),\tau)\cdot \frac{\partial(x+c(t-\tau))}{\partial t}+f_t(x+c(t-\tau ),\tau)\cdot \frac{\partial\tau}{\partial t} \\
&=f_x(x+c(t-\tau ),\tau)\cdot c
\end{align*}
shouldn't it? (Wondering)

Ah ok, with partial derivatives not just derivatives. But the result is the same as mine!

I am not really sure about the terms $f(x,t)$ and $f(-x,t)$ also about the term $\frac{1}{2c}\int_{-x}^xf_t(y,t)dy$.

If that integral would we $0$ and if we had twice $f(x,t)$ instead of once $f(x,t)$ and once $f(-x,t)$, then $w$ would satisfy the problem, wouldn't it?

Do we maybe use the fact that at the problem it is $x>0$ ?

(Wondering)
 
  • #13
Are maybe the limits of the limits wrong? These limits should describe the following set:

View attachment 8160

Are the limits that I used at the integral of $w(x,t)$ correct? (Wondering)
 

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  • #14
I believe you've already found that it should be:
$$w(x,t)=\frac{1}{2c}\int_0^{t-\frac{x}{c}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau+\frac{1}{2c}\int_{t-\frac{x}{c}}^t\int_{x-c(t-\tau)}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$
It also means that some of the steps are not correct yet. (Thinking)
 

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