practise problems for solving first order PDEs using method of characteristics

by Nasser Abbasi

Problem 2

Solve

MATH

MATH

Solution

Seek solution where MATH constant,hence

MATH

Compare to (1) we see that $\frac{dt}{ds}=1$ or $t=s$ and $\frac{dx}{ds}=xt$, but since $t=s$ then $\frac{dx}{ds}=xs$, and this has solution MATH but $s=t$ $,$ hence MATH

Now at $t=0$, the solution is $2x_{0},$ but this solution is valid any where on this characteristic line and not just when $t=0$. hence

MATH

But MATH from (2), hence

MATH


Problem 3

Solve

MATH

MATH

Solution

Seek solution where MATH constant,hence

MATH

Compare to (1) we see that $\frac{dt}{ds}=1$ or $t=s$ and MATH, but since $t=s$ then MATH, and this has solution

MATH

but $s=t$ hence MATH Hence MATH At $t=0\,$, MATH

Now we are told the solution at $t=0$ is $\frac{1}{1+x^{2}}$, or MATHbut this solution is valid any where on this characteristic line and not just when $t=0$. hence

MATH

Replace the value of $x_{0}$ obtained in (2) we obtain

MATH

Hence

MATH


Problem 4

Solve

MATH

MATH

Solution

Seek solution where MATH constant,hence

MATH

Compare to (1) we see that $\frac{dt}{ds}=1$ or $t=s$ and MATH, but since $t=s$ then MATH hence we need to solve

MATH

but $s=t$ hence MATH Hence MATH

At $t=0\,$, MATH

Now we are told the solution at $t=0$ is $1+x$, or $1-\frac{1}{x_{0}}$but this solution is valid any where on this characteristic line and not just when $t=0$. hence

MATH

Replace the value of $x_{0}$ obtained in (2) we obtain

MATH HenceMATH

To avoid a solution $u$ which blow up, we need $2-xt^{2}\neq0$, hence $xt^{2}\neq2$ $,\,$ for example, $x=2$ and $t=1$ will not give a valid solution. so all region in $x-t$ plane in which $xt^{2}=2$ is not a valid region to apply this solution at.

The solution breaks down along this line in the $x-t$ plane


plot2.png

To see it in 3D, here is the MATH solution that includes the above line, and we see that the solution below the line and the above the line are not continuous across it. ( I think there is a name to this phenomena that I remember reading about sometime, may be related to shockwaves but do not now know how this would happen in reality)


plot.png


Problem 5

$u_{t}-u_{x}=xu$

MATH

Solution

Nonhomogeneous pde first order.

(TO DO)