Clever coordinate substitution for linear PDE

In summary, Simon found a way to solve the PDE by using a coordinate substitution and solving for the unknown function using the method of characteristics.
  • #1
sith
14
0
Hi! I am currently working with a linear PDE on the form

[itex]\frac{\partial f}{\partial t} + A(v^2 - v_r^2)\frac{\partial f}{\partial \phi} + B\cos(\phi)\frac{\partial f}{\partial v} = 0[/itex].

[itex]A[/itex] and [itex]B[/itex] are constants. I wish to find a clever coordinate substitution that simplifies, or maybe even solves the problem. So far I have tried with an action-angle approach that reduces the dimensionality of the problem. I first assume a general substitution [itex]\lbrace\phi, v\rbrace \rightarrow \lbrace r(\phi, v), s(\phi, v)\rbrace[/itex], and choose

[itex]r(\phi, v) = A\left(\frac{1}{3}v^3 - v_r^2 v\right) - B\sin(\phi)[/itex].

This choice then cancels all the [itex]\partial/\partial r[/itex] terms, and one is left with

[itex]\frac{\partial f}{\partial t} + \left[A(v^2 - v_r^2)\frac{\partial s}{\partial\phi} + B\cos(\phi)\frac{\partial s}{\partial v}\right]\frac{\partial f}{\partial s} = 0[/itex].

Now I am left with the choice of [itex]s(\phi, v)[/itex]. Is there maybe a way to choose [itex]s[/itex] such that the expression in front of [itex]\partial f/\partial s[/itex] becomes constant? Am I even on the right track, or are there much more clever ways to solve the problem?

Thanks in advance,
Simon
 
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  • #2
Sorry, I forgort to mention also that [itex]v_r[/itex] is constant.
 
  • #3
sith said:
Hi! I am currently working with a linear PDE on the form

[itex]\frac{\partial f}{\partial t} + A(v^2 - v_r^2)\frac{\partial f}{\partial \phi} + B\cos(\phi)\frac{\partial f}{\partial v} = 0[/itex].

[itex]A[/itex] and [itex]B[/itex] are constants. I wish to find a clever coordinate substitution that simplifies, or maybe even solves the problem. So far I have tried with an action-angle approach that reduces the dimensionality of the problem. I first assume a general substitution [itex]\lbrace\phi, v\rbrace \rightarrow \lbrace r(\phi, v), s(\phi, v)\rbrace[/itex], and choose

[itex]r(\phi, v) = A\left(\frac{1}{3}v^3 - v_r^2 v\right) - B\sin(\phi)[/itex].

This choice then cancels all the [itex]\partial/\partial r[/itex] terms, and one is left with

[itex]\frac{\partial f}{\partial t} + \left[A(v^2 - v_r^2)\frac{\partial s}{\partial\phi} + B\cos(\phi)\frac{\partial s}{\partial v}\right]\frac{\partial f}{\partial s} = 0[/itex].

Now I am left with the choice of [itex]s(\phi, v)[/itex]. Is there maybe a way to choose [itex]s[/itex] such that the expression in front of [itex]\partial f/\partial s[/itex] becomes constant? Am I even on the right track, or are there much more clever ways to solve the problem?

Thanks in advance,
Simon

You basically need to solve the PDE

$$A(v^2 - v_r^2)\frac{\partial s}{\partial\phi} + B\cos(\phi)\frac{\partial s}{\partial v} = \mbox{const}.$$

Note that, however, solving this equation is the same as solving the time-independent version of your original equation. e.g., let ##f(t,v,\phi) = g(v,\phi)\exp(\lambda t)##; your original equation will reduce to the same equation you would need to solve to get ##s(v,\phi)##.
 
  • #4
Mute said:
You basically need to solve the PDE

$$A(v^2 - v_r^2)\frac{\partial s}{\partial\phi} + B\cos(\phi)\frac{\partial s}{\partial v} = \mbox{const}.$$

Note that, however, solving this equation is the same as solving the time-independent version of your original equation. e.g., let ##f(t,v,\phi) = g(v,\phi)\exp(\lambda t)##; your original equation will reduce to the same equation you would need to solve to get ##s(v,\phi)##.

Ah, yes, I see that.. =P But I think I actually have found a way to solve the problem. First to separate out the time dependence as you suggested. Then use the coordinate substitution ##r(\phi, v)## as I wrote in the first post, and simply put ##s(\phi, v) = v##. Then of course ##B\cos(\phi)## has to be rewritten in terms of ##r## and ##v##. I end up with an ODE that is solveable. The final result I got was

$$f(t, \phi, v) = f_0(r(\phi, v))\exp\left(\lambda\left[t \pm \int_0^v{\frac{d u}{\sqrt{B^2 - \left[A\left(\frac{u^3 - v^3}{3} - v_r(u - v)\right) + B\sin(\phi)\right]^2}}}\right]\right),$$

where ##\lambda## is a constant, ##f_0## is an arbitrary function of ##r(\phi,v)##, and the ##\pm## depends on ##\phi## (minus if ##|\phi| < \pi/2##). Well, the integral doesn't have an analytical solution as far as I know, and Mathematica didn't think so either, so I guess this is as far as one can get. And since the equation is linear one can add an arbitrary sum of these solutions as well. Anyway, thanks for the help Mute. :)
 
  • #5
Maybe I'm missing something, but it seems to me this equation can be solved using the method of characteristics.
 
  • #6
Chestermiller said:
Maybe I'm missing something, but it seems to me this equation can be solved using the method of characteristics.

Yes, it was actually the method that I used to solve it (before I knew there was a name for the method =P). The substitution

$$r(\phi, v) = A\left(\frac{1}{3}v^3 - v_r^2 v\right) - B\sin(\phi)$$
is the characteristic of the ##\phi, v##-differential equation.
 

1. What is a clever coordinate substitution for linear PDE?

A clever coordinate substitution for linear PDE is a mathematical technique that involves replacing the original coordinates in a partial differential equation (PDE) with new coordinates in order to simplify the equation and make it easier to solve. This substitution can help eliminate complicated terms and make the equation more manageable.

2. How does a clever coordinate substitution work?

A clever coordinate substitution works by transforming the original coordinates in a PDE into new coordinates using a specific substitution rule. This substitution rule is chosen based on the structure of the PDE and the desired simplification. The new coordinates are then substituted into the PDE, resulting in a new equation that is hopefully easier to solve.

3. What are the benefits of using a clever coordinate substitution?

Using a clever coordinate substitution can make solving linear PDEs easier and more efficient. It can help eliminate complicated terms and reduce the number of variables in the equation, making it more manageable. This can save time and effort in solving the PDE and can also provide a deeper understanding of the underlying problem.

4. Are there any limitations to using a clever coordinate substitution?

While a clever coordinate substitution can be a useful tool, it is not applicable to all PDEs. The success of the substitution depends on the structure of the PDE and the chosen substitution rule. In some cases, the substitution may not simplify the equation as desired, or it may lead to complex solutions. Additionally, the substitution may only work for certain types of PDEs and may not be applicable to other types of equations.

5. How do I choose the appropriate coordinate substitution for a linear PDE?

Choosing the appropriate coordinate substitution for a linear PDE requires a good understanding of the problem and the structure of the equation. It may involve trial and error, as well as knowledge of different substitution techniques. It is important to carefully analyze the PDE and consider the desired simplification before selecting a substitution. Consulting with other experts or researching similar problems can also provide valuable insights for choosing the right substitution.

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