First order linear PDE, understanding solution/method

Click For Summary
SUMMARY

The discussion focuses on solving the initial boundary value problem defined by the first order linear partial differential equation (PDE) \( u_t + cu_x = -ku \) with specific boundary conditions. The solution involves transforming coordinates to \( A = x - ct \) and \( B = t \), leading to the general solution \( u(x,t) = exp(-kt)f(x-ct) \). The boundary conditions dictate that \( f(x) = 0 \) for \( x > 0 \) and \( f(z) = g(-z/c) exp(-(kz/c)) \) for \( z < 0 \), resulting in distinct solutions for regions \( x > ct \) and \( x < ct \).

PREREQUISITES
  • Understanding of first order linear partial differential equations (PDEs)
  • Familiarity with boundary value problems and initial conditions
  • Knowledge of coordinate transformations in PDEs
  • Proficiency in using the chain rule for partial derivatives
NEXT STEPS
  • Study the method of characteristics for solving first order PDEs
  • Explore the concept of Jacobians in coordinate transformations
  • Learn about the implications of boundary conditions on PDE solutions
  • Investigate the role of exponential functions in the context of PDE solutions
USEFUL FOR

Mathematicians, physics students, and engineers dealing with partial differential equations, particularly those focused on boundary value problems and their solutions.

complex000
Messages
1
Reaction score
0

Homework Statement



Solve the initial boundary value problem:

u_t + cu_x = -ku

u is a function of x,t

u(x,0) = 0, x > 0
u(0,t) = g(t), t > 0

treat the domains x > ct and x < ct differently in this problem. the boundary condition affects the solution in the region x < ct, while the IC affects it in the region x > ct.

The Attempt at a Solution



The question previous question walks you through transforming the coordinates to get the general solution:

A = x - ct B = t

So by the chain rule:

u_x = (dA/dx)u_A + (dB/dx)u_B
u_t = (dA/dt)u_A + (dB/dt)u_B

dA/dx = 1 dB/dt = 0
dA/dt = 1 dB/dt = 1

Therefore

u_x = u_A
u_t = -cu_A + u_B

the new equation is now:

-cu_A + u_B + cu_A + ku

= u_B + ku

therefore

u_B = -ku

--> u = exp(-kB).f(A)
--> u(x,t) = exp(-kt).f(x-ct)

the justification given here is: "since the intergration constant is only constant in B, it may depend on A". I don't understand this step, what does that justification mean? I see that all they did was swap from B and A back to x-ct and t though I don't quite understand what's happening.

Anyway, now we have the general solution, so we can work on the main part of the question:

u(x,t) = exp(-kt).f(x-ct)

Since u(x,0) = 0 then f(x) = 0 for x > 0

Since u(0,t) = g(t) then exp(-kt).f(-ct) = g(t) for t > 0

Here is where I get confused...

=> f(z) = g(-z/c) exp(-(kz/c)) for z < 0

then the next step says

=> u(x,t) = 0 for x > ct
and u(x,t) = exp(-kt).exp(-(k/c)*(x-ct)).g(-(x-ct)/c) for x < ct

=> u(x,t) = exp(-kx/c).g(t-(x/c)) for x < ct

No idea what happens once they substitute z, and why they are doing the things they've done. Any help is appreciated. Sorry for the difficult notation and thank you in advance!
 
Physics news on Phys.org
With four first equation, it's just s trick. The change of variables is perfectly valid, because if you calculate the Jacobian you obtain a non-zero result, that means the co-ordinate system (A,B) is perfectly allowable. Or that I think you mean that if f(x,y)=A(x) + B(y) say, then \partial f/\partial x=A&#039;(x), remember these are partial differentials that you're dealing with, not full ones.

For the second part of your question, you need to understand that f is a function of a single variable only, for the second part that are introducing a new variable z=-ct, as t\geqslant 0, we can say that z\leqslant 0, so we have found f(B) in two regions, when B\leqslant 0 and when B\geqslant 0. The variable in the equation is x-ct, so for x-ct>0, the solution is zero, i.e. for x>ct and for x-ct<0, the solution is as you mentioned it, .e. for x<ct.
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
1
Views
3K
  • · Replies 1 ·
Replies
1
Views
1K
Replies
5
Views
2K
Replies
1
Views
2K
Replies
2
Views
2K
  • · Replies 11 ·
Replies
11
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 11 ·
Replies
11
Views
3K