Help solving 1st order PDE with associated Equation

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In summary: If it's epsilon<0 then it's the zeroth order and if it's not then it's the first order. If it's Epsilon=0 then it's the second order.
  • #1
iqjump123
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Homework Statement


Solve This equation:

[itex]\epsilon[/itex](Ut+Ux)+U=1
with [itex]\epsilon[/itex] being a very small number from 0 to 1
and x bounds from neg infinity to pos infinity, t>0, and condition
u(x,0)=sinx

Homework Equations


method of associated equation (dx/P=dt/Q=du/R, and so forth)

The Attempt at a Solution


So far, I have attempted to apply the method of solving via associated equation and said
dt/[itex]\epsilon[/itex]=dx/[itex]\epsilon[/itex]=du/(1-u),
and using the first two equated equations, got that
[itex]\epsilon[/itex](t-x)=C1

Then next was that I used dx/[itex]\epsilon[/itex] = du/1-u and solved to get x/[itex]\epsilon[/itex]+ln(1-u)=C2.
I then said the general equation is:
x/[itex]\epsilon[/itex]+ln(1-u)=f([itex]\epsilon[/itex](t-x)).
Then I applied the initial condition u(x,0)=sinx to solve for the f(x).
Attempting to solve this out got me

1-e^(f(-x[itex]\epsilon[/itex]-x/[itex]\epsilon[/itex]))=sinx, but am lost after that on how to get the exact solution.

Help will be appreciated! Thanks!
 
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  • #2
You mean method of characteristics?
your equation:
[tex]
\epsilon\frac{\partial u}{\partial t}+\epsilon\frac{\partial u}{\partial x}=1-u
[/tex]
The characteristics are defined by:
[tex]
\frac{dt}{ds}=\epsilon ,\quad \frac{dx}{ds}=\epsilon ,\quad\frac{du}{ds}=1-u
[/tex]
With initial conditions [itex]u(r,0)=\sin r[/itex] with t(0)=0 and x(0)=r. Solving the first two equations shows that [itex]x=\epsilon s+r[/itex]. Then solving the final equation yields [itex]-\log (1-u)=s+C[/itex], to compute C, use the initial condition:
[tex]
-\log (1-\sin r)=C
[/tex]
So:
[tex]
\log\left(\frac{1-\sin r}{1-u}\right) =s
[/tex]
You have equations to substitute t and x for r and s.
 
  • #3
hunt_mat said:
You mean method of characteristics?
your equation:
[tex]
\epsilon\frac{\partial u}{\partial t}+\epsilon\frac{\partial u}{\partial x}=1-u
[/tex]
The characteristics are defined by:
[tex]
\frac{dt}{ds}=\epsilon ,\quad \frac{dx}{ds}=\epsilon ,\quad\frac{du}{ds}=1-u
[/tex]
With initial conditions [itex]u(r,0)=\sin r[/itex] with t(0)=0 and x(0)=r. Solving the first two equations shows that [itex]x=\epsilon s+r[/itex]. Then solving the final equation yields [itex]-\log (1-u)=s+C[/itex], to compute C, use the initial condition:
[tex]
-\log (1-\sin r)=C
[/tex]
So:
[tex]
\log\left(\frac{1-\sin r}{1-u}\right) =s
[/tex]
You have equations to substitute t and x for r and s.

Hello hunt_mat- thanks for the input. I have seen if your method will work, but have trouble understanding the two conditions involving t(0)=0 and x(0)=r- how did u get such boundary conditions?

thanks!
 
  • #4
You initial conditions are called Cauchy data. Basically what happens in 1st order PDEs is that the initial data get propagated and changed along the characteristics. So what you have to do in paramatrise you initial data in one variable (I used r) abd you characteristics with another variable (I called it s).

So with the initial condition, there was no t involved in you equation to t is zero when s=0 (s=0 is when you're on the initial curve), and so you set t(0)=0. As your initial data is sinx, what you do is set x=r as will be your paramatrisation of your initial condition for x. then you just insert this paramtrisation into the condition for u and that is where you get sin r as the paramatrisation.
 
  • #5
hunt_mat said:
You initial conditions are called Cauchy data. Basically what happens in 1st order PDEs is that the initial data get propagated and changed along the characteristics. So what you have to do in paramatrise you initial data in one variable (I used r) abd you characteristics with another variable (I called it s).

So with the initial condition, there was no t involved in you equation to t is zero when s=0 (s=0 is when you're on the initial curve), and so you set t(0)=0. As your initial data is sinx, what you do is set x=r as will be your paramatrisation of your initial condition for x. then you just insert this paramtrisation into the condition for u and that is where you get sin r as the paramatrisation.

Thanks for your help hunt_mat.
Now, the question asks for a second part (let me know if I should move this question to a separate thread) to this same question:

-For 0<epsilon<<1, obtain zeroth order outer and inner perturbation solutions and construct a uniformly valid composite solution.

I have tried to use the zeroth order outer and inner methods by first assuming that epsilon goes to 0. However, that gives u=1 for both inner and outer cases, and I am pretty sure that isn't right :p

Any help will be appreciated. Thanks!
 
  • #6
I thought that this would come into it, you need to rescale x and y and look for the dominant balance.
 

FAQ: Help solving 1st order PDE with associated Equation

What is a first order partial differential equation (PDE)?

A first order partial differential equation is a mathematical equation that involves partial derivatives of a function with respect to multiple independent variables. It describes how a function changes in relation to its independent variables.

What is the associated equation for a first order PDE?

The associated equation for a first order PDE is an ordinary differential equation (ODE) that can be obtained by eliminating the highest order partial derivative from the PDE. It represents the behavior of the function along specific curves or surfaces in the solution space.

How do I solve a first order PDE with its associated equation?

To solve a first order PDE with its associated equation, you can use various methods such as separation of variables, method of characteristics, or transforming it into a standard form. These methods involve using algebraic, analytical, and numerical techniques to obtain a solution that satisfies both the PDE and the associated equation.

What are the applications of solving first order PDEs?

First order PDEs have many applications in mathematics, physics, engineering, and other scientific fields. They are used to model and analyze various phenomena such as heat transfer, fluid dynamics, and population growth. They also have applications in image processing, finance, and other areas that involve predicting and analyzing continuous processes.

Are there any software programs available for solving first order PDEs?

Yes, there are many software programs and tools available for solving first order PDEs. Some popular choices include MATLAB, Mathematica, Maple, and Wolfram Alpha. These programs offer a variety of methods for solving PDEs and can handle complex equations with ease. However, it is important to have a good understanding of the underlying mathematical concepts to effectively use these programs.

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