Help with a 2nd order PDE involving mixed derivatives

In summary, the conversation is discussing a PDE in two variables, u and v, of the form \partial\psi/\partial u\partial v + 1/r(\partial r/\partial u \partial \psi/\partial v + \partial r/\partial v \partial \psi/\partial u). The speaker suggests using the method of characteristics and a Riemann function to approach the problem.
  • #1
aurban
1
0
I have a PDE in two variables, [itex]u[/itex] and [itex]v[/itex], which takes the form

[itex]
\frac{\partial\psi}{\partial u\hspace{1pt}\partial v} + \frac{1}{r}\left(\frac{\partial r}{\partial u} \frac{\partial \psi}{\partial v} + \frac{\partial r}{\partial v}\frac{\partial\psi}{\partial u}\right)[/itex]

for an auxiliary field [itex]r=r(u,v)[/itex]. It would be nice to have this equation in a form that is amenable to the method of characteristics, as there are independent evolution equations for [itex]r[/itex] in both directions. My first idea was to define some intermediary fields [itex] \rho = r\partial_v\psi [/itex] and [itex] \tilde{\rho} = r\partial_u\psi [/itex], then write down the wave equation as

[itex] \partial_u(r\rho)+\partial_v(r\tilde{\rho}) = \rho\partial_u r + r\partial_u\rho + \tilde{\rho}\partial_vr+r\partial_v\tilde{\rho} = 0. [/itex]

Then, making the ansatz

[itex] -\left(\rho\partial_u r + r\partial_u\rho\right) = \tilde{\rho}\partial_vr+r\partial_v\tilde{\rho} = \gamma = \text{const.} [/itex]

one arrives at a system of four first-order equations along characteristics: two for [itex]\psi[/itex] and one each for [itex]\rho[/itex] and [itex]\tilde{\rho}[/itex]. (Initial data is free for the last two fields along the characteristic for which it lacks an evolution equation.)

My question is, does this seem reasonable or is there a better method for approaching this problem?
 
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  • #2
There are a number of things that you can do, the equation that you have written down is a hyperbolic equation, so characteristics are a possibility, the use of a Riemann function may also be of some use here as well.
 

Related to Help with a 2nd order PDE involving mixed derivatives

1. What is a 2nd order PDE involving mixed derivatives?

A 2nd order partial differential equation (PDE) involving mixed derivatives is a mathematical equation that involves second-order derivatives with respect to two or more independent variables. This type of PDE is commonly encountered in physics and engineering applications, where a physical quantity is dependent on multiple variables.

2. How do I solve a 2nd order PDE involving mixed derivatives?

Solving a 2nd order PDE involving mixed derivatives typically involves using a combination of analytical and numerical methods. These methods include separation of variables, the method of characteristics, and finite difference or finite element methods. The specific approach used will depend on the specific form and boundary conditions of the PDE.

3. Can you provide an example of a 2nd order PDE involving mixed derivatives?

One example of a 2nd order PDE involving mixed derivatives is the heat equation, which describes how temperature changes over time and space. It is given by:
∂u/∂t = α(∂²u/∂x² + ∂²u/∂y²)
where u is the temperature, t is time, x and y are spatial variables, and α is a constant.

4. What are the applications of 2nd order PDEs involving mixed derivatives?

2nd order PDEs involving mixed derivatives have a wide range of applications in physics, engineering, and applied mathematics. They are commonly used to model phenomena such as heat transfer, fluid dynamics, and electrostatics. In addition, they are also used in economics, biology, and other fields to describe complex systems.

5. What is the importance of understanding 2nd order PDEs involving mixed derivatives?

Understanding 2nd order PDEs involving mixed derivatives is crucial for solving a wide range of real-world problems in various fields. They provide a powerful mathematical tool for modeling and predicting the behavior of physical systems. Additionally, they are also important in the development of new technologies and advancements in science and engineering.

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