First order, linear PDE with unknown inhomogeneity function

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SUMMARY

The forum discussion focuses on solving the initial value problem (IVP) for the first-order linear partial differential equation (PDE) given by the equation ∂v/∂x + ∂v/∂t + v = g(x,t). The discussion highlights two approaches: the Laplace transform method and the method of characteristics. The Laplace transform approach leads to a complex expression involving double transforms, while the method of characteristics simplifies the problem by transforming v into u = e^tv(x,t), allowing for a more straightforward solution along characteristic lines in the (x,t) plane.

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  • Understanding of first-order linear partial differential equations
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Homework Statement


Solve the following IVP:

##\frac{\partial v(x,t)}{\partial x} + \frac{\partial v(x,t)}{\partial t} + v(x,t) = g(x,t)##

Homework Equations


The initial values: v(0,t) = a(t) and v(x,0) = b(x)

The Attempt at a Solution



I applied the Laplace transform x -> s to get:

##sV(s,t) - a(t) + \frac{\partial V(s,t)}{\partial t} + V(s,t) = G(s,t)##, here V is the laplace transform of v, and G the L.t. of g.Applying the Laplace transform t -> p I arrive at:

##sV_{2}(s,p) - A(p) + pV_{2}(s,p) - b(s) + V_{2}(s,p)=G_{2}(s,p)##,

here V2(s,p) is the Laplace transform of V(s,t), A(p) is the transform of a(t)...

After some term grouping:

##V_{2}(s,p) (s+p+1) = G_{2}(s,p)+A(p)+b(s)##

##V_{2}(s,p)= \frac{G_{2}(s,p)+A(p)+b(s)}{s+p+1}##

I can write this as three separate fractions:

##V_{2}(s,p)= \frac{G_{2}(s,p)}{s+p+1} + \frac{A(p)}{s+p+1} + \frac{b(s)}{s+p+1}##

I can find the inverse laplace transform twice of the third term rather easily, but if I use the convolution theorem for the first two I end up with integrals inside of integrals. Any suggestions? Or maybe there's a cleaner way to solve this inhomogeneous PDE?
 
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Alright so I managed to get this problem down to this new one which I do not know how to deal with:

Say I have a function which was Laplace transformed twice:

##v(x,t) -> V_{1}(s,t)##
and
##V_{1}(s,t) -> V_{2}(s,p)##

AND I end up with this double transform equal to something like this:

##V_{2}(s,p) = \frac{G_{2}(s,p)}{s+p+1}## where ##G_{2}(s,p)## is the Laplace transform applied twice to the arbitrary function ##g(x,t)##

Question is, how do I get the original ##v(x,t)##?
Had there been only one Laplace transform on ##v## and ##g## I could express the general solution using a simple convolution integral but what to do now?
 
Gytax said:

Homework Statement


Solve the following IVP:

##\frac{\partial v(x,t)}{\partial x} + \frac{\partial v(x,t)}{\partial t} + v(x,t) = g(x,t)##

The initial values: v(0,t) = a(t) and v(x,0) = b(x)

You do not want to use Laplace Transforms here. You want to use the method of characteristics. It may be easier to work with u(x,t) = e^tv(x,t) instead of v, so that <br /> \frac{\partial u}{\partial t} + \frac{\partial u}{\partial x} = e^tg(x,t). This tells you rate of change of u in the direction (1,1) in the (x,t) plane. If you start at a point (x_0,t_0) on the boundary, where u(x_0,t_0) is known, and head along the line (x,t) = (s + x_0, s + t_0) then <br /> \frac{du}{ds} = \frac{\partial u}{\partial t} + \frac{\partial u}{\partial x} = e^{s + t_0}g(s + x_0,s + t_0)
and hence you can find u(s + x_0, s + t_0).

To find u(x,t) you work your way back to the boundary in the direction (-1,-1) to find (x_0,t_0) and then head back to (x,t) as above. Given the form of the boundary, you will have to treat the cases x &gt; t and x &lt; t separately. The case x = t will cause a problem if a(0) \neq b(0).
 

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