Method of characteristics for linear PDE's (variable coefficients)

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SUMMARY

The discussion centers on the method of characteristics for solving the linear partial differential equation (PDE) -yu_x + xu_y = u. The characteristics derived are x_t = -y, y_t = x, and u_t = u. The confusion arises from the solution form x(t,s) = f_1(s)sin(t) + f_2(s)cos(t), where the dependency of x and y on t must be acknowledged, as they are not constants during integration. This realization clarifies the nature of the problem as a system of ordinary differential equations (ODEs).

PREREQUISITES
  • Understanding of partial differential equations (PDEs)
  • Familiarity with the method of characteristics
  • Knowledge of ordinary differential equations (ODEs)
  • Basic trigonometric functions and their properties
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  • Study the method of characteristics in detail for various types of PDEs
  • Explore the relationship between PDEs and ODEs
  • Learn about the implications of variable coefficients in PDEs
  • Investigate the use of trigonometric functions in solving differential equations
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Mathematicians, physicists, and engineering students focusing on differential equations, particularly those interested in the method of characteristics for linear PDEs with variable coefficients.

Defconist
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I was going through an inroductory book on PDE's and at one point they proceed with little show of work. I have problem with equation [itex]-yu_x + xu_y = u[/itex].
Characteristics for this equation are [itex]x_t = -y, y_t = x, u_t = u[/itex].

So far it is clear, but now books states that solution of first characteristic is [itex]x(t,s) = f_1(s)sin(t) + f_2(s)cos(t)[/itex], which is perplexing to me, I would just integrate righthand side treating x or y as constants (we are integrating with respect to t). Any suggestion?
 
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Defconist said:
Characteristics for this equation are
[tex]x_t = -y, y_t = x, u_t = u[/tex].

So far it is clear, but now books states that solution of first characteristic is [itex]x(t,s) = f_1(s)sin(t) + f_2(s)cos(t)[/itex], which is perplexing to me, I would just integrate righthand side treating x or y as constants (we are integrating with respect to t). Any suggestion?

Hi Defconist! Welcome to PF! :smile:

Nooo … x and y depend on t, so if you vary t, then you must vary x and y … they're not constants!

Hint: xt = -y, yt = x,

means that xtt = -x. :smile:
 
Oh, I get it. It is a system od ODE's because the in y the second equation is the same as y in the first one... It's easy to see why I missed that. It is a possibility I feared from the very beginning. Anyway, thanks for getting me from this predicament. :)
 

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