Solving Linear First Order PDE with Initial Conditions

In summary, the problem is to solve a PDE involving the partial derivatives of a function u with respect to x, y, and z, given initial conditions and using characteristics. The characteristic system is found and solved, and the solution for the PDE is found to be u = -x^{-3}e^z when y = -x. The value of u at any point is equal to the value of the initial conditions at the intersection of the initial conditions with the characteristic that goes through that point. Further steps are needed to obtain a complete solution.
  • #1
MisterX
764
71

Homework Statement



Mod note: Pasted the OP's correction into the original problem.
Solve
[itex]xe^z\frac{\partial u}{\partial x} - 2ye^z\frac{\partial u}{\partial y} + \left(2y-x \right)\frac{\partial u}{\partial z} = 0[/itex]
given that for [itex]x > 0[/itex], [itex]u = -x^{-3}e^z[/itex] when [itex]y=-x[/itex]

Homework Equations


[itex]\mathbf{a}\left(\mathbf{x} \right) \cdot \nabla u = 0[/itex]
means that on a curve parameterized by t where
[itex]\frac{\partial \mathbf{x}}{\partial t} = \mathbf{a}\left(\mathbf{x} \right)[/itex]
[itex]\frac{\partial u}{\partial t} = \nabla u \cdot \frac{\partial \mathbf{x}}{\partial t} = \mathbf{a}\left(\mathbf{x} \right) \cdot \nabla u = 0[/itex]
In other words solutions to [itex]\frac{\partial \mathbf{x}}{\partial t} = \mathbf{a}\left(\mathbf{x} \right)[/itex], called characteristics, are the level curves of [itex]u[/itex]

The Attempt at a Solution


So the characteristic system is
[itex]\dot{x} = xe^z[/itex]

[itex]\dot{y} = -2ye^z[/itex]

[itex]\dot{z} = 2y-x[/itex]

First we can notice
[itex]e^z = \frac{\dot{x}}{x} = -\frac{1}{2} \frac{\dot{y}}{y}[/itex]
By substitution we can arrive at
[itex]\int \frac{dx}{x} = -\frac{1}{2}\int \frac{dy}{y}[/itex]
[itex]ln(x) = -\frac{1}{2}ln(y) + C[/itex]
[itex]x = C_1y^{-1/2}[/itex]
Now we may also notice that [itex]\dot{z}[/itex] looks at lot like the sum of the coefficients of [itex]e^z[/itex] in [itex]\dot{x}[/itex] and [itex]\dot{y}[/itex].
[itex]\frac{\partial}{\partial t} \left(x + y \right) = -\frac{\partial z}{\partial t}e^z = - \frac{\partial e^z}{\partial t}[/itex]
thus
[itex]e^z = x + y + C_2 = C_1y^{-1/2} + y + C_2[/itex]
[itex]z = ln\left( C_1y^{-1/2} + y + C_2\right)[/itex]
I think it means I have solved the characteristic.
[itex]y = t[/itex]
[itex]x = \frac{C_1}{\sqrt{t}}[/itex]
[itex]z = ln\left( C_1t^{-1/2} + t + C_2\right)[/itex]

However I am not sure what to do now to utilize the initial conditions and come up with the solution of the PDE. I know that the value of u at a point will be equal to the value of the initial conditions at the intersection of the initial conditions with the characteristic that goes through that point. I think we were taught about characteristics not being parallel to the initial conditions curve, but I'm not firm on exactly what the existence conditions were. Any help would be appreciated. If anyone has a suggestion for a book that covers this that might be easier or more helpful than Evans, I'd be interested.
 
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  • #2
You went to a lot of effort to format this using LaTeX, but right off the bat, your first equation is incomprehensible.

With respect to which variables are your three partials taken?
MisterX said:

Homework Statement


Solve
[itex]xe^z\frac{\partial u}{\partial} - 2ye^z\frac{\partial u}{\partial} + \left(2y-x \right)\frac{\partial u}{\partial} = 0[/itex]
 
  • #3
Oops, here you go.

Homework Statement


Solve
[itex]xe^z\frac{\partial u}{\partial x} - 2ye^z\frac{\partial u}{\partial y} + \left(2y-x \right)\frac{\partial u}{\partial z} = 0[/itex]
given that for [itex]x > 0[/itex], [itex]u = -x^{-3}e^z[/itex] when [itex]y=-x[/itex]
 
  • #4
I would set t = x, to avoid the square root.
At what value of t does a level curve intersect y = -x? What is the value of u there?
 

FAQ: Solving Linear First Order PDE with Initial Conditions

What is a linear first order PDE?

A linear first order PDE (partial differential equation) is a mathematical equation that involves multiple independent variables and their partial derivatives. It is called "linear" because the dependent variable and its derivatives appear only in a linear fashion.

What are some examples of linear first order PDEs?

Examples of linear first order PDEs include the heat equation, the wave equation, and the diffusion equation. These equations are commonly used to model physical phenomena such as heat flow, wave propagation, and diffusion of substances.

How do you solve a linear first order PDE?

There are several methods for solving a linear first order PDE, depending on the specific equation and boundary conditions. Some common techniques include separation of variables, the method of characteristics, and the method of characteristics.

What are the applications of linear first order PDEs?

Linear first order PDEs have a wide range of applications in various fields, including physics, engineering, and economics. They are commonly used to model and analyze physical systems, such as heat transfer in buildings, electromagnetic fields in electronics, and financial derivatives in economics.

What are the differences between linear and nonlinear first order PDEs?

The main difference between linear and nonlinear first order PDEs is in their mathematical form. Linear PDEs have a linear relationship between the dependent variable and its derivatives, while nonlinear PDEs have a nonlinear relationship. This means that the solutions to linear PDEs can be found using analytical methods, while nonlinear PDEs often require numerical methods for solution.

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