Solving First Order PDEs: Laplace, Fourier & Separation of Variables

In summary, we have two equations with initial conditions for $u$ that can be solved using separation of variables. For the third equation, we can introduce a change of variables and use the chain rule to create a boundary in the new variable plane, which leads to a system of equations with boundary conditions that can be solved for the solution of $u$.
  • #1
Markov2
149
0
1) $u_x+u_y=0,\,x\in\mathbb R,\,y>0$ and $u(x,0)=\cos x,\,x\in\mathbb R.$

2) $xu_x+u_y+uy=0,\,x\in\mathbb R,\,y>0$ and $u(x,0)=F(x),\,x\in\mathbb R.$

3) Solve the following equation $2xu_y-u_x=4xy,$ where the initial curve is given by $x=0,\,y=s,\,z=s.$

-------------------------

1) Laplace transform or Fourier transform? Can I try separation of variables?

2) Same as 1).

3) I don't get the part of the initial curve, what does it mean?
 
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  • #2
For 1 and 2, I would use separation of variables. For 3, I believe it should read

$x = 0, y = s, u = s$ which really says that $u(0,y) = y$ so separation of variables would work.

The form of the IC in 3 suggests a different way. Supoose we introduce a change of variables $(r,s)$ such that $(x,y) \to (r,s)$. Now the chain rule would give us

$u_r = u_x x_r + u_y y_r$

If we choose $x_r = -1, y_r = 2x$ then

$u_r = -1 u_x + 2x u_y = 4xy$ (from the actual PDE).

Now we create a boundary in the $(r,s)$ plane let's say this is $r=0$ on which $x = 0, y = s, u = s$.

Thus, we are required to solve

$
\begin{alignat}{3}
x_r &= -1, &\;\;\;\;x(0,s) &= 0\\
y_r &= 2x, &\;\;\;\;y(0,s) & = s\\
u_r &= 4xy, &\;\;\;\; u(0,s) &= s.
\end{alignat}$

Once you have the solution, eliminate $r$ and $s$.
 
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FAQ: Solving First Order PDEs: Laplace, Fourier & Separation of Variables

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

A first order partial differential equation (PDE) is an equation that involves partial derivatives of a function with respect to one or more independent variables. It is considered a first order PDE if the highest order derivative in the equation is of first order.

What is the Laplace transform?

The Laplace transform is a mathematical operation that transforms a function of time into a function of a complex variable. It is commonly used to solve linear differential equations with constant coefficients, such as first order PDEs.

How does the Fourier transform help solve first order PDEs?

The Fourier transform is a mathematical operation that decomposes a function into its frequency components. It is useful in solving first order PDEs because it can convert a differential equation into an algebraic equation, making it easier to solve.

What is the method of separation of variables?

The method of separation of variables is a common technique used to solve first order PDEs. It involves separating a multi-variable function into simpler functions that only depend on one variable, and then solving each function separately.

What are some real-world applications of solving first order PDEs?

Solving first order PDEs using techniques like Laplace, Fourier, and separation of variables can be applied to various fields of science and engineering, such as heat transfer, fluid mechanics, electromagnetics, and quantum mechanics. These techniques are also used in financial mathematics and signal processing.

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