First order Linear PDE, Method of Characteristics

In summary, the student is trying to solve the homework equation parametrically and with x and y, but gets two different solutions. He then tries to solve the equation treating x as a parameter variable and s as the other parameter variable, but gets an equation for G(1/x). Finally, if you're still interested in this, the student tries to solve the equation again, this time getting the same answer as the second solution.
  • #1
PAR
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Homework Statement


[tex]x*u_{x} + y*u_{y}= 1 + y^2[/tex]
u(x,1) = 1+ x; -infinity < x < +infinity

Solve this parametrically and in terms of x and y

Homework Equations



We are supposed to solve this using the method of characteristics

The Attempt at a Solution



My problem is that solving the equation parametrically and with x and y give two different solutions.

I will first try to solve this parametrically, using variables s and t.

let x = s along the initial line y = 1 Is this assumption correct, or should the initial line be y = 0? I have only solved problems where the initial line as been explicitly stated. I chose y = 1 because it made the equations work out, and because the initial condition was u(x,1), so I am not sure if that is correct.

So,

dx/dt = x => x = s * e^t

dy/dt = y => y = Ce^t, since the initial line is y = 1, C= 1; y = e^t

du/dt = 1 + y^2 => u = t + [tex]\frac{e^{2t}}{2}[/tex] + D

Now apply the initial condition:

u(x,1) = 1 + x = 0 + 1/2 + D => D = x + 1/2

So,

u = t + [tex]\frac{e^2t}{2}[/tex] + x + 1/2

since y = e^t that means t = ln|y| (|| is absolute value... I would also like to know if y is always positive so I can remove the absolute value.)

So the solution for u is:

u = ln|y| + (y^2)/2 + x + 1/2

That is solving the equation parametrically, now I am a supposed so solve the equation treating x as a parameter variable and s as the other parameter variable:

Rewrite the equation to:

[tex]u_{x}+ (y/x)*u_{y} = (1 + y^2)/x [/tex] (divided through by x)

so,

dy/dt = y/x => y = k(s)x (k is a function of s)

du/dt = (1+y^2)/x => u = (1+y^2)ln(x) + C(s) = (1+y^2)ln(x) + G(y/x)

Applying the initial condition:

u(x,1) = 1+x = 2ln(x) + G(1/x)

G(1/x) = 1+x - 2ln(x)

This is where I get confused:

First, the solutions I derived don't look at all like each other, and second for the later solution, I don't see how G(1/x) will tell me what G(y/x) is. I would appreciate any and all help, Thank You.
 
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  • #2
I've done the entire problem a second time through and I get the same answer. My main concerns are:

What is the initial curve and why? y = 1?

When solving the problem in terms of x,y (the later solution), what is G(y/x)? I've tried applying the initial condition but I just get an equation for G(1/x). Again, thanks in advance.
 
  • #3
The correct answer is:

u=x/y + ln y + y^2/2 + 1/2

You can check that this satisfies both the PDE and the initial condition:

u(x,1)=1+x

If you're still interested in this I'll try to write more. I haven't done this stuff for 30 years so I'm a little rusty.
 

FAQ: First order Linear PDE, Method of Characteristics

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

A first order linear PDE is a mathematical equation that involves partial derivatives of a function with respect to two or more variables. It is called linear because the unknown function appears to the first power and its derivatives appear to the first power as well.

What is the Method of Characteristics for solving first order linear PDEs?

The Method of Characteristics is a technique used to solve first order linear PDEs. It involves finding specific curves, known as characteristic curves, along which the PDE can be reduced to an ordinary differential equation (ODE). By solving the ODE, the solution to the PDE can be obtained.

What is the significance of the initial conditions in solving first order linear PDEs using the Method of Characteristics?

The initial conditions are crucial in the Method of Characteristics because they determine the characteristic curves and the corresponding ODEs. Without the initial conditions, the solution cannot be uniquely determined.

Can the Method of Characteristics be used for all first order linear PDEs?

No, the Method of Characteristics is only applicable to first order linear PDEs with constant coefficients. For PDEs with variable coefficients, other techniques such as separation of variables or the method of characteristics for non-constant coefficients must be used.

How does the Method of Characteristics relate to physical systems?

The Method of Characteristics is commonly used in physics and engineering to model and solve problems related to wave propagation, heat transfer, and fluid dynamics. In these systems, the characteristic curves represent the paths along which the physical quantities are conserved, making the Method of Characteristics a powerful tool for understanding and predicting their behavior.

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