Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
MA201(2018):PDE
Linear First-Order PDEs
Definition
A function u of the independent variables x and y is a solution to
(1) if u and its partial derivatives appearing in (1) satisfy (1)
identically for (x, y ) in some region Ω ⊂ R2 .
MA201(2018):PDE
Linear First-Order PDEs
MA201(2018):PDE
Linear First-Order PDEs
MA201(2018):PDE
Linear First-Order PDEs
MA201(2018):PDE
Linear First-Order PDEs
Method of Characteristics
• On the curve C , we make following transformation
Characteristic Curves
Hence, we have following system of ODEs
dx
= a(x(t), y (t)) = a(t), (8)
dt
dy
= b(x(t), y (t)) = b(t), (9)
dt
du
= c(t)u(t) + d(t). (10)
dt
Remarks.
• The ODEs (8)-(10) are known as the characteristic equations for the
PDE
aux + buy = cu + d. (11)
The solution curves of the characteristic equation are the
characteristic curves for (11).
• The approach described above is called the method of
characteristics.
MA201(2018):PDE
Linear First-Order PDEs
OP = r = r(t).
MA201(2018):PDE
Linear First-Order PDEs
• Then the tangent vector to the curve at P(x(t), y (t), u(t)) is r0 (t)
and is given by
r0 (t) = hx 0 (t), y 0 (t), u 0 (t)i. (12)
MA201(2018):PDE
Linear First-Order PDEs
Observe that
• Normal to the surface F (x, y , u) = 0 is given by ∇F = hux , uy , −1i
• What can you say about the vector ha(t), b(t), c(t)u(t) + d(t)i?
It is a tangent vector to C at P(x(t), y (t), u(t)).
• r0 (t) = hx 0 (t), y 0 (t), u 0 (t)i is also a tangent vector to C at
P(x(t), y (t), u(t)).
MA201(2018):PDE
Linear First-Order PDEs
Characteristic Curves
Hence, we have following system of ODEs
dx
= a(x(t), y (t)) = a(t), (13)
dt
dy
= b(x(t), y (t)) = b(t), (14)
dt
du
= c(t)u(t) + d(t). (15)
dt
Remarks.
• Thus any point P(x, y , u) = P(x(t), y (t), u(t)) on the solution
curve C are given by
Z t Z t
x(t) = x(0) + a(s)ds, y (t) = y (0) + b(s)ds. (16)
0 0
MA201(2018):PDE
Linear First-Order PDEs
Characteristic Curves
• Thus location of point P(x, y , u) = P(x(t), y (t), u(t)) on the
solution curve C is known completely provided the point
(x(0), y (0), u(0)) is given.
• Now onwards, (x(0), y (0), u(0)) will denote any given point on
the solution surface. We call it as initial point.
MA201(2018):PDE
Linear First-Order PDEs
MA201(2018):PDE
Linear First-Order PDEs
Γ = {(x0 (τ ), y0 (τ ), u0 (τ )) : s ∈ J}.
Notation Overloaded:
Example
Determine the solution the following IVP:
∂u ∂u
+c = 0, u(x, 0) = f (x),
∂y ∂x
MA201(2018):PDE
Linear First-Order PDEs
Solution.
• Step 1.(Write the parametric form of the initial curve)
Γ = {(x, y , u) ∈ S : S is the solution surface & u = u(x, y ) = f (x), y =
= {(τ, 0, f (τ )) : τ ∈ J} = {(x0 (τ ), y0 (τ ), u0 (τ )) : τ ∈ J}.
• Step 2.(Write the Initial Conditions)
x(0) = x0 (τ ) = τ, y (0) = y0 (τ ) = 0, u(0) = u0 (τ ) = f (τ ).
• Step 3.(Solve the Characteristic Equations)
dx
= a(t) = c, x(0) = τ,
dt
dy
= b(t) = 1, y (0) = 0,
dt
du
= 0, u(0) = f (τ ).
dt
Thus, the parametric form of the solution of the problem is given by
x = ct + τ, y = t, u = f (τ ).
• Step 4.(If possible express u in terms of x and y )
u = f (τ ) = f (x − ct) = f (x − cy ).
MA201(2018):PDE
Linear First-Order PDEs
Remarks.
• The parametric representation of the integral surface might hide
further difficulties. The difficulty lies in the inversion of the
transformation from the plane (t, τ ) to the plane (x, y ).
∂y
∂(x, y ) ∂x
J = ∂t
= ∂x ∂t
∂y
∂(t, τ ) ∂τ ∂τ
a b
= ∂x0 (τ ) ∂y0 (τ ) 6= 0
(18)
∂τ ∂τ
MA201(2018):PDE