How Do You Solve the Method of Characteristics for Nonlinear PDEs?

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In summary: The other way is to use the inverse of the characteristic equation, which is:\frac{du}{dx}=-\frac{1}{x}u^{2}Again integrating this equation shows that:\frac{1}{u}=\frac{-xu^{2}}{2}+F(k)For our initial conditions we take u(\xi ,1)=\xi, so from (b) we have \frac{du}{dx}=\frac{1}{x}u^{2}+F(\frac{ y}{ x})Now to find F(\xi
  • #1
gtfitzpatrick
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Homework Statement



[itex] x \frac{ \partial u}{ \partial x} + y \frac{ \partial u}{ \partial y}= -x^2u^2[/itex]

Homework Equations





The Attempt at a Solution



characteristics are given by
[itex] \frac{ dy}{ dx} = \frac{ y}{ x} [/itex] (a)

and

[itex] \frac{ du}{ dx} = -\frac{x^2u^2 }{ x} [/itex] (b)

So i integrate both equations

but for (a) do i bring the y across which ends up giving ln(y) = ln(x) + k
or leave it where it is and i get y = -yln(x) + k

??
 
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  • #2
Hello, still doing characteristics? Why not write the characteristic equations as:
[tex]
\dot{x}=x,\quad\dot{y}=y,\quad\dot{u}=-x^{2}u^{2}
[/tex]
You won't be able to write down a complete solution as you have no initial condition to work from. For your equation for characteristics, your first answer was correct, the characteristics are given by [itex]y=kx[/itex] for k constant.
 
  • #3
To expand on hunt_mat's answer:
Don't we need to separate the variables before integrating?

1/y dy = 1/x dxHmmm, then again you're using partial deriv. notation, which I've only studied Calc. for, not yet Differential Equations.
 
  • #4
thanks for the replies lads. I guess i never total got to grips with methods of chars.!
I also have initial conditions of u(x,1) = x for -infinity<x<infinity.

y=kx becomes k=y/x

then from (b) we have [itex] \frac{ du}{ dx} = -\frac{x^2u^2 }{ x}[/itex] which when differentiated gives [itex] u = \frac{ 2}{ x^2} + F(k) [/itex]

and transfer in our earlier value of k gives [itex] u = \frac{ 2}{ x^2} + F(\frac{ y}{ x}) [/itex]
im getting confused now i think in different methods?
 
  • #5
There are essentially two ways for the method of characteristics (I recognise your name from a number of MOC posts, did I post my notes on the subject?)
From one of your calculations you have:
[tex]
\frac{du}{dx}=-xu^{2}
[/tex]
Integrating this equation shows that:
[tex]
\frac{1}{u}=\frac{x^{2}}{2}+F(\xi )
[/tex]
We now paramatrise the initial data, so take [itex](\xi ,1)[/itex] as the point which the characteristic passes through, this will give the initial values as [itex]u(\xi ,1)=\xi[/itex], evaluating the characteristic at this point yields [itex]1=k\xi[/itex], giving a value for k which can then be inserted back into the equation for the characteristic. We now evaluate [itex]u[/itex] at the point [itex](\xi ,1)[/itex] to obtain
[tex]
\frac{1}{\xi}=\frac{\xi^{2}}{2}+F(\xi )
[/tex]
From this you can compute [itex]F(\xi )[/itex] and then from there you can substitute for [itex]\xi[/itex] by using the equation of the characteristic.
Now to find u you have the solution
 

FAQ: How Do You Solve the Method of Characteristics for Nonlinear PDEs?

What is the method of characteristics?

The method of characteristics is a mathematical technique used to solve partial differential equations, particularly those that involve a system of first-order equations. It is based on the idea of extending the solution of a differential equation along curves called characteristics, which are determined by the initial conditions of the problem.

How does the method of characteristics work?

The method of characteristics works by transforming the original partial differential equation into a set of ordinary differential equations along the characteristics. These equations can then be solved using standard techniques, and the solution can be found by following the characteristics back to their origin.

What types of problems can be solved using the method of characteristics?

The method of characteristics is particularly useful for solving problems involving wave propagation, such as those found in fluid dynamics, acoustics, and electromagnetism. It can also be applied to problems involving diffusion, heat transfer, and other types of transport phenomena.

What are the advantages of using the method of characteristics?

One of the main advantages of the method of characteristics is its ability to handle complex boundary conditions and discontinuities in the solution. It can also provide a more intuitive understanding of the behavior of the system being studied by following the characteristics and visualizing the solution in terms of wavefronts.

What are the limitations of the method of characteristics?

The method of characteristics may not be suitable for all types of partial differential equations, and it can be computationally expensive for problems with high dimensionality. It also requires a certain level of mathematical proficiency and may not be as accessible as other numerical methods for solving differential equations.

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