First Order Linear PDEs with Constant Coecients aut + bux = f (x, t) A Toy Model of Trac Flow Consider

a continuum model of trac ow along a straight road (x-axis). We make a (clearly oversimplifying) assumption: all vehicles are driving to the positive x-direction with the same constant speed c. The other assumptions are the cars on the neighboring lanes will change to our lane in a prescribed rate f (x, t). (0.2) (0.1)

Derive the PDE: Denote by (x, t) the trac density at point x and time t. In other words, the number of cars in the segment [x1 , x2 ] at time t is
x2

(x, t)dx.
x1

By the conservation law, [the rate of change of this number with respect to time] = [the number of cars entering the segment at x1 per unit time] [the number of cars leaving at x2 per unit time] + [the number of cars joining from side lanes]. This gives d dt
x2 x2

(x, t)dx = c(x1 , t) c(x2 , t) +

x1 x1

f (x, t)dx.

(0.3)

(Question: Why is the number of cars entering the segment at x1 per unit time is c(x1 , t)?) The equation (0.3) is equivalent to
x2 x1

(x, t) + c (x, t) f (x, t) dx = 0. t x

This holds for any x1 and x2 and hence implies the transport PDE: (x, t) + c (x, t) = f (x, t). t x (0.4)

Solve The Simplest Case: The simplest case is when f (x, t) 0, that is, no cars join us from outside. In this case, the equation reduces to t + cx = 0. Given the initial condition (x, 0) = g(x), the solution is (x, t) = g(x ct). (0.5) It simply means the density prole is shifted a distance ct to the right at time t without change in shape. This of course is not surprising from our assumption (0.1). Another meaning of Eq. (0.5) is that along a straight line x x0 = ct on the space-time plane, the density (x, t) = (x0 +ct, t) remains constant. This observation suggests the solution method for the general case when f (x, t) 0, that is, the characteristics.

General Mathematical Formulation Now we consider the following general mathematical problem aut + bux = f (x, t) u(x, 0) = g(x) x R, t > 0, x R, [PDE] [Initial Condition]

(0.6)

where a = 0 and b are constants, and f (x, t) and g(x) are given functions. Often, f (x, t) is called the nonhomogeneous term and g(x) is called the initial data. This is a typical initial value problem for PDEs. Our objective is to nd the solution u(x, t). Solution Formula 1 b u(x, t) = g x t + a a Characteristic Lines A straight line a(x x0 ) = bt in the spacetime is called a characteristic line. For a reason, which will be more clear in later sections, we prefer to use the parameterized form for the characteristic line: t = as, x = x0 + bs. (0.8) Here, the variable s parameterizes the line. Derivation of the Solution Formula Take the directional derivative of u along a characteristic line (0.8): d u(x0 + bs, as) = aut (x0 + bs, as) + bux (x0 + bs, as) ds = f (x0 + bs, as). Here, the rst identity follows from the chain rule, and we used the PDE in the second identity. Now integrating the above equation with respect to s over the interval [0, s], we obtain
s t

f
0

b b x t + , a a

d.

(0.7)

u(x0 + bs, as) u(x0 , 0) =

0

f (x0 + b, a)d.

From the equation of the characteristic line (0.8), we know x0 = x bt/a and s = t/a. Plugging into the last equation, we obtain the solution formula
t/a b b u(x, t) = g x t + f x t + b, a d a a 0 t b 1 b b =g x t + f x t + , d. a a 0 a a

In the last step, we made the change of integration variable = a.

Example Consider 2ut + 3ux = 0 x R, t > 0, 1+ex u(x, 0) = 1+e4x x R, 1 1 + ex3t/2 + u(x, t) = 1 + e4(x3t/2) 2 The solution u(x, t) is the initial data f (x) =

1+ex 1+e4x t 0

[PDE] [Initial Condition] 1 + ex3t/2 . 0 d = 1 + e4x6t

Using the formula (0.7), we compute

translated to the right by 3t/2.

Example Consider
1 2ut + 3ux = 4 sin x x R, t > 0, 1+ex u(x, 0) = 1+e4x x R,

Using the formula (0.7), we compute 1 + ex3t/2 1 t1 u(x, t) = + sin(x 3t/2 + 3 /2)d 1 + e4(x3t/2) 2 0 4 =t 1 + ex3t/2 1 2 cos(x 3t/2 + 3 /2) = + 1 + e4x6t 8 3 =0 = 1 1 1 + ex3t/2 cos x + cos(x 3t/2). 4x6t 1+e 12 12
x3t/2

Ths solution u(x, t) consists two parts: the rst part, 1+e 4x6t , is just the initial data translated 1+e 1 1 and solves the corresponding homogeneous equation, and the second part, 12 cos x+ 12 cos(x 1 3t/2), is the response induced by the nonhomogeneous term 4 sin x in the PDE.

The graphs of u(x, t) vs x at several times: t = 0 red, t = /3 orange, t = 2/3 gold, t = blue, t = 4/3 grey.

[PDE] [Initial Condition]

Exercises [1] Solve 2ut + 5ux = 0, t = 2. [2] Solve 2ut 5ux = 0, t = 2. u(x, 0) = 1/(1 + ex ). Graph the solution u(x, t) vs x, at t = 0, t = 1, u(x, 0) = 1/(1 + ex). Graph the solution u(x, t) vs x, at t = 0, t = 1,
2 /8

1 1 [3] Solve 2ut + 5ux = 4 cos x + 6 sin 4t, u(x, 0) = ex t = 0, t = /5, t = 2/5, t = 3/5, t = 4/5.

[4] Solve ut + 2ux = 6te2x , [5] Solve 3ut + 2ux = cos t,

u(x, 0) = x2 . u(x, 0) = sin x.

[6] Solve ut + ux = t cos x, u(x, 1) = 3 + x2 . (Hint: Notice a minor dierence between [6] and Eq. (0.6). Here the initial data is given at t = 1. You need to modify Formula (0.7) a little bit.)

(See next page for answers)

The graphs of u(x, t) vs x at several times: t = 0 red, t = /3 orange, t = 2/3 gold, t = blue, t = 4/3 grey.

. Graph the solution u(x, t) vs x, at

Answers [1] u(x, t) = 1/(1 + ex5t/2 ). The blue graph below is for t = 0, orange t = 1, grey t = 2.
2

1.5 u 1

0.5

0 -10 -5 -0.5 0 5 x 10

-1

[2] u(x, t) = 1/(1 + ex+5t/2 ). The blue graph below is for t = 0, orange t = 1, grey t = 2
2

1.5 u 1

0.5

0 -10 -5 -0.5 0 5 x 10

-1

[3] u(x, t) = e(x5t/2)

2 /8

1 5 1 1 1 sin x sin x t cos(4t) + . 20 20 2 48 48

The graphs of u(x, t) vs x at several times: t = 0 red, t = /5 orange, t = 2/5 gold, t = 3/5 blue, t = 4/5 grey.

3 3 3 [4] u(x, t) = (x 2t)2 + e2(x2t) e2x te2x 8 8 2 [5] u(x, t) = 1 2 sin t + sin x t 3 3

[6] u(x, t) = 3 + (x t + 1)2 + cos x + t sin x cos(x t + 1) sin(x t + 1)