Can we Use Partial Derivatives to Verify the Solution of PDE with Derivatives?

In summary, the conversation discusses verifying that a given function is the solution to a specific problem. The process involves taking partial derivatives and using Leibniz's integral rule. There is also a suggestion to define a new function to make the calculations easier. However, there are some errors in the derivatives and the final result does not satisfy the problem.
  • #1
mathmari
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Hey! :eek:

I want to verify that $$w(x,t)=\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$ is the solution of the problem $$w_{tt}=c^2w_{xx}+f(x,t) , \ \ x>0, t>0 \\ w(x,0)=w_t(x,0)=0, \ \ x>0 \\ w(0,t)=0 , \ \ t\geq 0$$ For that we have to take the partial derivatives of $w$. But how can we do that in this case for example as for $t$ where we have at both integrals the $t$ ? Could you give me a hint? (Wondering)
 
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  • #2
mathmari said:
Hey! :eek:

I want to verify that $$w(x,t)=\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$ is the solution of the problem $$w_{tt}=c^2w_{xx}+f(x,t) , \ \ x>0, t>0 \\ w(x,0)=w_t(x,0)=0, \ \ x>0 \\ w(0,t)=0 , \ \ t\geq 0$$ For that we have to take the partial derivatives of $w$. But how can we do that in this case for example as for $t$ where we have at both integrals the $t$ ? Could you give me a hint? (Wondering)

Hey mathmari! (Wave)

How about defining $g(x,t,\tau) = \int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dy$, and then differentiating one integral at a time using Leibniz's integral rule? (Wondering)
 
  • #3
I like Serena said:
How about defining $g(x,t,\tau) = \int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dy$, and then differentiating one integral at a time using Leibniz's integral rule? (Wondering)

We have the following partial derivatives, or not?
\begin{align*}w_{t}&=\frac{\partial}{\partial{t}}\left [\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau\right ]=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau\\ & =\frac{1}{2c}\int_{-x}^xf(y,\tau)dy+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau\end{align*}
\begin{align*}w_{tt}&=\frac{1}{2c}\int_{-x}^xf_t(y,\tau)dy+\frac{1}{2c}\frac{\partial}{\partial{t}}\int_0^tg_t(x,t,\tau )d\tau\\ & =\frac{1}{2c}\int_{-x}^xf_t(y,\tau)dy+\frac{1}{2c}g_t(x,t,t)+\frac{1}{2c}\int_0^tg_{tt}(x,t,\tau )d\tau\end{align*}

\begin{align*}&w_x=\frac{\partial}{\partial{x}}\left [\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau\right ]=\frac{1}{2c}\int_0^tg_x(x,t,\tau )d\tau \\ &w_{xx}=\frac{\partial}{\partial{x}}\left [\frac{1}{2c}\int_0^tg_x(x,t,\tau )d\tau\right ]=\frac{1}{2c}\int_0^tg_{xx}(x,t,\tau )d\tau \end{align*}

Is everythig correct so far? Now we have to calculate the derivaties of $g$, right?
 
  • #4
I think it should be $f(y,t)$ and $f_t(y,t)$, shouldn't it?
Otherwise I believe it's all correct. (Happy)
 
  • #5
I like Serena said:
I think it should be $f(y,t)$ and $f_t(y,t)$, shouldn't it?
Otherwise I believe it's all correct. (Happy)

Ah ok! We have the following partial derivatives of $g$, or not?
\begin{align*}g_t&=\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dy\\ & =c\cdot f(x+c(t-\tau),\tau)-c\cdot f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\end{align*}

\begin{align*}g_{tt}&=c\cdot f_x(x+c(t-\tau),\tau)\cdot \frac{d}{dt}[x+c(t-\tau)]-c\cdot f_x(c(t-\tau)-x, \tau)\cdot \frac{d}{dt}[c(t-\tau)-x]+\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\\ & =c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\end{align*}

\begin{align*}g_x&=\frac{\partial}{\partial{x}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dy\\ & = f(x+c(t-\tau),\tau)-(-1)\cdot f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\\ & = f(x+c(t-\tau),\tau)+ f(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\end{align*}

\begin{align*}g_{xx}&= f_x(x+c(t-\tau),\tau)+ f_x(c(t-\tau)-x, \tau)\cdot (-1)+\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_x(y,\tau )dy\\ & = f_x(x+c(t-\tau),\tau)- f_x(c(t-\tau)-x, \tau)+f_x(x+c(t-\tau),\tau )-f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy \\ & = 2f_x(x+c(t-\tau),\tau)- 2f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy\end{align*}

(Wondering)
 
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  • #6
I must have some mistakes...because if these derivative were correct, we would get

\begin{align*}w_{xx}&=\frac{1}{2c}\int_0^tg_{xx}(x,t,\tau)d\tau\\ & =\frac{1}{2c}\int_0^t\left [2f_x(x+c(t-\tau),\tau)- 2f_x(c(t-\tau)-x, \tau)+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_{xx}(y,\tau )dy\right ]d\tau\end{align*}

\begin{align*}w_{tt}&=\frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2c}g_t(x,t,t)+\frac{1}{2c}\int_0^tg_{tt}(x,t,\tau )d\tau \\ & = \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2c}\left [c\cdot f(x,t)-c\cdot f(-x, t)+\int_{-x}^{x}f_t(y,t )dy\right ]+\frac{1}{2c}\int_0^t\left [c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\right ]d\tau \\ & = \frac{1}{c}\int_{-x}^xf_t(y,t)dy+\frac{f(x,t)-f(-x,t)}{2}+\frac{1}{2c}\int_0^t\left [c^2\cdot f_x(x+c(t-\tau),\tau)-c^2\cdot f_x(c(t-\tau)-x, \tau)+f_t(x+c(t-\tau),\tau )\cdot c-f(c(t-\tau)-x, \tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau)dy\right ]d\tau\end{align*}

But these don't satisfy the problem, do they? (Wondering)
 
  • #7
I am trying it again.

I have done the following:

\begin{equation*}w(x,t)=\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau \end{equation*}

\begin{align*}w_t&=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau \\
& =\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^t\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dyd\tau\\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2c}\int_0^t\left [f(x+c(t-\tau ),\tau)\cdot c-f(c(t-\tau )-x,\tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\right ]d\tau \\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2}\int_0^tf(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}\int_0^tf(c(t-\tau )-x,\tau)d\tau+\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dyd\tau\end{align*}

is the first derivative of $w$ as for $t$ correct? (Wondering)
 
  • #8
mathmari said:
I am trying it again.

I have done the following:

\begin{equation*}w(x,t)=\frac{1}{2c}\int_0^tg(x,t,\tau )d\tau \end{equation*}

\begin{align*}w_t&=\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^tg_t(x,t,\tau )d\tau \\
& =\frac{1}{2c}g(x,t,t)+\frac{1}{2c}\int_0^t\frac{\partial}{\partial{t}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau )dyd\tau\\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2c}\int_0^t\left [f(x+c(t-\tau ),\tau)\cdot c-f(c(t-\tau )-x,\tau)\cdot c+\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dy\right ]d\tau \\ & = \frac{1}{2c}\int_{-x}^xf(y,t)dy+\frac{1}{2}\int_0^tf(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}\int_0^tf(c(t-\tau )-x,\tau)d\tau+\frac{1}{2c}\int_0^t\int_{c(t-\tau)-x}^{x+c(t-\tau)}f_t(y,\tau )dyd\tau\end{align*}

is the first derivative of $w$ as for $t$ correct? (Wondering)

I think this is correct yes. (Nod)

And we can simplify it bit more since $f(y,\tau)$ does not depend on $t$.
Therefore $\pd{}t f(y,\tau)=0$. (Thinking)
 
  • #9
I like Serena said:
I think this is correct yes. (Nod)

And we can simplify it bit more since $f(y,\tau)$ does not depend on $t$.
Therefore $\pd{}t f(y,\tau)=0$. (Thinking)

Ok! At the next step we have \begin{align*}w_{tt}&= \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2}f(x,\tau)+\frac{1}{2}\int_0^t\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}f(-x,\tau)-\frac{1}{2}\int_0^t\frac{\partial}{\partial{t}}f(c(t-\tau )-x,\tau)d\tau\end{align*} Is the following correct? \begin{equation*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)=f_x(x+c(t-\tau ),\tau)\cdot \frac{d(x+c(t-\tau)}{dt}+f_t(x+c(t-\tau ),\tau)\cdot \frac{d\tau}{dt}\end{equation*} Or do we not use here the chain rule? (Wondering)
 
  • #10
If this is correct then we get \begin{align*}w_{tt}&= \frac{1}{2c}\int_{-x}^xf_t(y,t)dy+\frac{1}{2}f(x,t)+\frac{c}{2}\int_0^tf_x(x+c(t-\tau ),\tau)d\tau-\frac{1}{2}f(-x,t)-\frac{c}{2}\int_0^tf_x(c(t-\tau )-x,\tau)d\tau\end{align*}

The second derivative as for $x$ (if I have no mistakes) is \begin{align*}w_{xx}&=\frac{1}{2c}\int_0^tf_x(x+c(t-\tau ),\tau)d\tau-\frac{1}{2c}\int_0^tf_x(c(t-\tau )-x,\tau)d\tau\end{align*}

At the $w_{tt}$ is it correct that we have once $f(x,t)$ and once $f(-x,t)$ ? (Wondering)
 
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  • #11
mathmari said:
Is the following correct? \begin{equation*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)=f_x(x+c(t-\tau ),\tau)\cdot \frac{d(x+c(t-\tau)}{dt}+f_t(x+c(t-\tau ),\tau)\cdot \frac{d\tau}{dt}\end{equation*} Or do we not use here the chain rule? (Wondering)

I believe that it should be:
\begin{align*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)&=f_x(x+c(t-\tau ),\tau)\cdot \frac{\partial(x+c(t-\tau))}{\partial t}+f_t(x+c(t-\tau ),\tau)\cdot \frac{\partial\tau}{\partial t} \\
&=f_x(x+c(t-\tau ),\tau)\cdot c
\end{align*}
shouldn't it? (Wondering)
 
  • #12
I like Serena said:
I believe that it should be:
\begin{align*}\frac{\partial}{\partial{t}}f(x+c(t-\tau ),\tau)&=f_x(x+c(t-\tau ),\tau)\cdot \frac{\partial(x+c(t-\tau))}{\partial t}+f_t(x+c(t-\tau ),\tau)\cdot \frac{\partial\tau}{\partial t} \\
&=f_x(x+c(t-\tau ),\tau)\cdot c
\end{align*}
shouldn't it? (Wondering)

Ah ok, with partial derivatives not just derivatives. But the result is the same as mine!

I am not really sure about the terms $f(x,t)$ and $f(-x,t)$ also about the term $\frac{1}{2c}\int_{-x}^xf_t(y,t)dy$.

If that integral would we $0$ and if we had twice $f(x,t)$ instead of once $f(x,t)$ and once $f(-x,t)$, then $w$ would satisfy the problem, wouldn't it?

Do we maybe use the fact that at the problem it is $x>0$ ?

(Wondering)
 
  • #13
Are maybe the limits of the limits wrong? These limits should describe the following set:

View attachment 8160

Are the limits that I used at the integral of $w(x,t)$ correct? (Wondering)
 

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  • #14
I believe you've already found that it should be:
$$w(x,t)=\frac{1}{2c}\int_0^{t-\frac{x}{c}}\int_{c(t-\tau)-x}^{x+c(t-\tau)}f(y,\tau)dyd\tau+\frac{1}{2c}\int_{t-\frac{x}{c}}^t\int_{x-c(t-\tau)}^{x+c(t-\tau)}f(y,\tau)dyd\tau$$
It also means that some of the steps are not correct yet. (Thinking)
 

FAQ: Can we Use Partial Derivatives to Verify the Solution of PDE with Derivatives?

What is a solution of a partial differential equation (PDE)?

A solution of a PDE is a function that satisfies the given equation and all of its boundary conditions. It represents the relationship between multiple variables and describes how they change over time or space.

How do you find a solution of a PDE?

Finding a solution of a PDE involves using mathematical techniques such as separation of variables, Fourier transforms, or finite difference methods. These methods help to transform the PDE into a simpler form that can be solved using known techniques.

What is the role of derivatives in solving a PDE?

Derivatives play a crucial role in solving a PDE as they represent the rate of change of a function with respect to its variables. PDEs involve multiple variables and their derivatives, and by manipulating these derivatives, we can find a solution to the equation.

Can all PDEs be solved analytically?

No, not all PDEs can be solved analytically. Some PDEs are considered to be "non-solvable" and require numerical methods to find an approximate solution. However, many PDEs in physics and engineering have known analytical solutions.

What are some real-world applications of PDEs and their solutions?

PDEs and their solutions have numerous real-world applications, such as in physics, engineering, finance, and biology. They are used to model and understand phenomena such as heat flow, fluid dynamics, elasticity, and diffusion. PDE solutions are also essential in developing mathematical models for predicting and analyzing real-world systems.

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