Help: analytical of 2nd order PDE

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SUMMARY

The discussion focuses on analytically solving a second-order partial differential equation (PDE) given by ∂u/∂t - a*x*∂u/∂x - D*∂²u/∂t² = 0, with initial and boundary conditions specified. The user initially employs the method of separation of variables, leading to two ordinary differential equations (ODEs): T' + a λ T = 0 and F'' + η F' + λ F = 0. The main inquiry is whether the self-similar method is the only viable approach for solving this PDE and how to appropriately define the similarity variable.

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  • Understanding of second-order partial differential equations (PDEs)
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pangyatou
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What method can I use to analytically solve the following 2nd order PDE?
u=u(x,t)
∂u/∂t - a*x*∂u/∂x-D*∂^{2}u/∂t^{2} = 0
I.C.: u(x,t=0)=u_i
B.C.: u(x=+∞)=0
u(x=-∞)=1

Is self-similar the only way to solve it, or is there any other method can be used to solve it?
How to set the similarity variable if I use self-similar method?

Thanks
 
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I use separation variable:
u(x,t)=F(η)T(t): η=sqrt(a/D) x
Then obtain the following 2 ODEs:
(1)T'+a λ T=0
(2)F"+η F'+λ F=0

How to solve the second ODE?
 

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