First order partial differential equation

In summary, the conversation discusses how to solve a differential equation of the form \partial_{x}F_{x}(x,y) + \partial_{y}F_{y}(x,y) = g(x,y), where g(x,y) is a known function and the goal is to find an analytical solution for F. The method of characteristics is suggested, but it is noted that the characteristic equation is dependent on coefficients which are zero in this case. The possibility of the equation being Poisson's equation is also mentioned, with suggestions for solving it using Green's function or eigenfunction methods. It is also noted that if the quantity \partial_x F_y - \partial_y F_x is specified, an analytical solution can be obtained.
  • #1
matt_crouch
161
1
How do I go about solving a differential equation of the form

[itex]\partial_{x}F_{x}(x,y) + \partial_{y}F_{y}(x,y) = g(x,y)[/itex]

Where g(x,y) is a known function and I wish to solve for F. I thought i could apply the method of characteristics but the characteristic equation is dependent on coefficients in front of the derivatives which in this case are zero. If someone can point me in the right direction that could be great at least a way in which i can approach this. I am seeking an analytical solution
 
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  • #2
matt_crouch said:
How do I go about solving a differential equation of the form

[itex]\partial_{x}F_{x}(x,y) + \partial_{y}F_{y}(x,y) = g(x,y)[/itex]

Where g(x,y) is a known function and I wish to solve for F. I thought i could apply the method of characteristics but the characteristic equation is dependent on coefficients in front of the derivatives which in this case are zero. If someone can point me in the right direction that could be great at least a way in which i can approach this. I am seeking an analytical solution

The derivatives are, of course, premultiplied by 1.

Also, don't you mean the first order equation
[itex]\partial_{x}F(x,y) + \partial_{y}F(x,y) = g(x,y)[/itex]

the subscript x already implies a partial derivative with respect to x, which would mean that your equation is second order.
 
  • #3
bigfooted said:
The derivatives are, of course, premultiplied by 1.

Also, don't you mean the first order equation
[itex]\partial_{x}F(x,y) + \partial_{y}F(x,y) = g(x,y)[/itex]

the subscript x already implies a partial derivative with respect to x, which would mean that your equation is second order.

If the OP really means [itex]\partial_x^2 F + \partial_y^2 F = g[/itex] then his PDE is in fact Poisson's Equation, which can be solved by Green's function methods or eigenfunction methods as desired.

It is also possible that [itex]F_x[/itex] and [itex]F_y[/itex] are cartesian components of a 2D vector field, in which case the PDE is [tex]\nabla \cdot \mathbf{F} = g,[/tex] which is one equation in two unknowns, and therefore does not have a unique solution.
 
  • #4
Hi sorry the subscript on the function was to represent a two 2d vector field. Is there a way to obtain an analytical solution if the function g is known?
 
  • #5
matt_crouch said:
Hi sorry the subscript on the function was to represent a two 2d vector field. Is there a way to obtain an analytical solution if the function g is known?

Not unless the quantity [itex]\partial_x F_y - \partial_y F_x = h(x,y)[/itex] is also specified. If it happens that [itex]h = 0[/itex] then you can set [itex]F_x = \partial_x \phi[/itex], [itex]F_y = \partial_y \phi[/itex] to obtain Poisson's equation in the form [itex]\nabla^2\phi = \partial_x^2 \phi + \partial_y^2 \phi = g(x,y)[/itex]. In general you have to set [tex]
F_x = \partial_x \phi - \partial_y \psi \\
F_y = \partial_y \phi + \partial_x \psi
[/tex] which again yields Poisson's equation with[tex]
\nabla^2 \phi = g, \\
\nabla^2 \psi = h.
[/tex]
 

1. What is a first-order partial differential equation?

A first-order partial differential equation (PDE) is a mathematical equation that involves multiple independent variables and their partial derivatives. It is used to describe a physical system or phenomenon that involves rates of change or variations in multiple variables.

2. What are the types of first-order partial differential equations?

The types of first-order PDEs include linear and nonlinear, homogeneous and non-homogeneous, and quasilinear and fully nonlinear equations. They can also be classified based on the type of functions involved, such as elliptic, parabolic, and hyperbolic PDEs.

3. What is the role of boundary conditions in solving a first-order PDE?

Boundary conditions are essential in solving a first-order PDE as they provide additional information about the behavior of the system at the boundaries. They help in determining a unique solution to the PDE and are crucial for numerical methods used to solve the equation.

4. How are first-order PDEs used in real-life applications?

First-order PDEs are commonly used in physics, engineering, and other fields to model and predict various phenomena. They are used to describe heat transfer, fluid dynamics, electromagnetism, and many other physical processes. They also have applications in finance, economics, and biology.

5. What are some methods for solving first-order PDEs?

Some common methods for solving first-order PDEs include the method of characteristics, separation of variables, and the finite difference method. Other numerical methods, such as finite element and finite volume methods, are also used for solving more complex PDEs.

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