Method of characteristics-How can I continue?

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In summary, the given hyperbolic system of equations can be solved using the method of characteristics. By finding the eigenvalues of the coefficient matrix, it is determined to be hyperbolic. The left eigenvector is found and used to find a linear combination of the equations. By setting a new variable, the equation is reduced to a simpler form. The solution is found by solving the characteristic equation, which involves treating C as a constant. Finally, the solution is expressed in terms of a new variable.
  • #1
mathmari
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Hey! :eek:

I have to solve the following hyperbolic system of equations using the method of characteristics:

$$\left.\begin{matrix}
\frac{\partial{u_1}}{\partial{t}}+\frac{\partial{u_1}}{\partial{x}}+x^2 \frac{\partial{u_2}}{\partial{x}}=0\\
\frac{\partial{u_2}}{\partial{t}}+t^2 \frac{\partial{u_1}}{\partial{x}}+\frac{\partial{u_2}}{\partial{x}}=0
\end{matrix}\right\}$$

$ A=\begin{bmatrix}
1 & x^2\\
t^2 & 1
\end{bmatrix}$

$\displaystyle{u_t+Au_x=0}$

To check if it is hyperbolic, we have to find the eigenvalues:$\displaystyle{det(A-\lambda I)=(1-\lambda)^2-(xt)^2=0 \Rightarrow \lambda=1 \pm xt}$

$\gamma^T=\begin{bmatrix}
\gamma_1 & \gamma_2
\end{bmatrix}$: left eigenvectors

  • $\lambda=1-xt:$
To find the eigenvector, we do the following:

$$\gamma^T(A-\lambda I)=0 \Rightarrow \begin{bmatrix}
\gamma_1 & \gamma_2
\end{bmatrix} \begin{bmatrix}
xt & x^2\\
t^2 & xt
\end{bmatrix}=\begin{bmatrix}
0 & 0
\end{bmatrix}$$

We set $\gamma_1=1$, so $\gamma_2=-\frac{x}{t}$

We take the linear combination of the equations:

$$\gamma_1(\frac{\partial{u_1}}{\partial{t}}+\frac{\partial{u_1}}{\partial{x}}+x^2 \frac{\partial{u_2}}{\partial{x}})+\gamma_2 ( \frac{\partial{u_2}}{\partial{t}}+t^2 \frac{\partial{u_1}}{\partial{x}}+\frac{\partial{u_2}}{\partial{x}} )=0$$

$$(\frac{\partial{u_1}}{\partial{t}}-\frac{x}{t}\frac{\partial{u_2}}{\partial{t}})+((1-xt)\frac{\partial{u_1}}{\partial{x}}+(x^2-\frac{x}{t})\frac{\partial{u_2}}{\partial{x}})=0$$

I cannot write it as followed:

$$\frac{\partial}{\partial{t}}(u_1-\frac{x}{t}u_2)+(1-xt) \frac{\partial}{\partial{t}}(u_1-\frac{x}{t}u_2)=0$$

right??

So I cannot write it as a total derivative of something...

How can I continue then??
 
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  • #2
mathmari said:
I cannot write it as followed:

$$\frac{\partial}{\partial{t}}(u_1-\frac{x}{t}u_2)+(1-xt) \frac{\partial}{\partial{x}}(u_1-\frac{x}{t}u_2)=0$$

right??

So I cannot write it as a total derivative of something...

How can I continue then??

Hi! (Wasntme)

You can write it like that only if $\frac x t$ is constant.
So I think that is what you need:
$$x = C t$$
 
  • #3
I like Serena said:
Hi! (Wasntme)

You can write it like that only if $\frac x t$ is constant.
So I think that is what you need:
$$x = C t$$

Ahaa... (Thinking)

  • $\lambda=1+xt$

$\displaystyle{\gamma_1=1, \gamma_2=\frac{x}{t}}$

$$\gamma_1(\frac{\partial{u_1}}{\partial{t}}+\frac{\partial{u_1}}{\partial{x}}+x^2 \frac{\partial{u_2}}{\partial{x}})+\gamma_2 ( \frac{\partial{u_2}}{\partial{t}}+t^2 \frac{\partial{u_1}}{\partial{x}}+\frac{\partial{u_2}}{\partial{x}} )=0$$$$(\frac{\partial{u_1}}{\partial{t}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{t}})+(1+xt)(\frac{\partial{u_1}}{\partial{x}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{x}})=0$$

$$(\frac{\partial{u_1}}{\partial{t}}+C\frac{\partial{u_2}}{\partial{t}})+(1+Ct)(\frac{\partial{u_1}}{\partial{x}}+C\frac{\partial{u_2}}{\partial{x}})=0$$

$$\frac{\partial}{\partial{t}}(u_1+Cu_2)+(1+Ct) \frac{\partial}{\partial{x}}(u_1+Cu_2)=0$$

We set $\displaystyle{v_+=u_1+Cu_2}$:

$$\frac{\partial}{\partial{t}}v_++(1+Ct) \frac{\partial}{\partial{x}}v_+=0$$

$$\frac{dv_+}{dt}=\frac{\partial{v_+}}{\partial{t}}+\frac{dx}{dt}\frac{\partial{v_+}}{\partial{t}}=0 \text{ when } \frac{dx}{dt}=1+Ct$$

To solve the equation $\displaystyle{\frac{dx}{dt}=1+Ct }$, do I consider $C$ as a constant?? Or do I have to replace it with $\displaystyle{\frac{x}{t}}$?? (Wondering)
 
  • #4
mathmari said:
$$(\frac{\partial{u_1}}{\partial{t}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{t}})+(1+xt)(\frac{\partial{u_1}}{\partial{x}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{x}})=0$$

$$(\frac{\partial{u_1}}{\partial{t}}+C\frac{\partial{u_2}}{\partial{t}})+(1+Ct)(\frac{\partial{u_1}}{\partial{x}}+C\frac{\partial{u_2}}{\partial{x}})=0$$

Wah? :eek:
To solve the equation $\displaystyle{\frac{dx}{dt}=1+Ct }$, do I consider $C$ as a constant?? Or do I have to replace it with $\displaystyle{\frac{x}{t}}$?? (Wondering)

Yep. Like a constant. (Mmm)
 
  • #5
I like Serena said:
Wah? :eek:

It should be as followed, shouldn't it?? (Blush) (Sweating)

$$(\frac{\partial{u_1}}{\partial{t}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{t}})+(1+xt)(\frac{\partial{u_1}}{\partial{x}}+\frac{x}{t}\frac{\partial{u_2}}{\partial{x}})=0$$

$$(\frac{\partial{u_1}}{\partial{t}}+C\frac{\partial{u_2}}{\partial{t}})+(1+Ct^2)(\frac{\partial{u_1}}{\partial{x}}+C\frac{\partial{u_2}}{\partial{x}})=0$$

$$\frac{\partial}{\partial{t}}(u_1+Cu_2)+(1+Ct^2) \frac{\partial}{\partial{x}}(u_1+Cu_2)=0$$

We set $\displaystyle{v_+=u_1+Cu_2}$:

$$\frac{\partial}{\partial{t}}v_++(1+Ct^2) \frac{\partial}{\partial{x}}v_+=0$$

$$\frac{dv_+}{dt}=\frac{\partial{v_+}}{\partial{t}}+\frac{dx}{dt}\frac{\partial{v_+}}{\partial{t}}=0 \text{ when } \frac{dx}{dt}=1+Ct^2$$

$\displaystyle{\frac{dx}{dt}=1+Ct^2 \Rightarrow dx=(1+Ct^2)dt \Rightarrow x=t+\frac{C}{3}t^3+a \Rightarrow a=x-t-\frac{C}{3}t^3}$

So $v_+$ is constant when $x-t-\frac{C}{3}t^3$ is constant, so
$$v_+=f(x-t-\frac{C}{3}t^3)$$Or have I done something wrong?? (Wondering)
 

FAQ: Method of characteristics-How can I continue?

What is the method of characteristics?

The method of characteristics is a mathematical technique used to solve partial differential equations. It involves transforming the original equation into a system of ordinary differential equations and solving them along certain characteristic curves.

How is the method of characteristics used in science?

The method of characteristics is commonly used in fluid dynamics, specifically in the study of shock waves and boundary layer flows. It is also used in other fields such as heat transfer, electromagnetics, and finance.

What are the advantages of using the method of characteristics?

The method of characteristics allows for the solution of complex partial differential equations by breaking them down into simpler ordinary differential equations. It also provides insight into the behavior of solutions along characteristic curves and can handle discontinuities in the equations.

Are there any limitations to the method of characteristics?

The method of characteristics is limited to certain types of partial differential equations, such as hyperbolic and quasilinear equations. It also requires the existence of characteristic curves, which may not always be present in the problem at hand.

How can I continue my study of the method of characteristics?

To further study the method of characteristics, you can explore more complex problems and applications, as well as different numerical methods for solving the resulting ordinary differential equations. You can also refer to textbooks and research articles for a deeper understanding of the theory behind the method.

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