[Math] Solving a partial differential equation using method of characteristics

ordinary differential equationspartial differential equations

I keep getting stuck and have a hard time understanding my professor, so I'm hoping to get some help here. The question is: Solve the partial diff/eq:

${\partial u}\over{\partial t}$ + $c {{\partial u}\over{\partial x}}$ = $e^{2x}$

of an unknown function of two variables $u=u(t, x)$ where $c \in \mathbb{R}$ is a fixed parameter, and with the additional initial condition $u(0, x) = f(x)$, where $f$ is a given function.

What I have so far:

1st Step: Characteristic Curves
$s \to (t(s), x(s))$

${d \over ds} u(t(s), x(s)) = t'(s){\partial u \over \partial t} + x'(s){\partial u \over \partial x}$

Char. curves:
\begin{cases}
t'(s) = 1 \\
x'(s) = c \\
\end{cases}

so:
\begin{cases}
t(s) = s+d_1 \\
x(s) = cs + d_2 \\
\end{cases}

the characteristics eq's thus become:
\begin{cases}
t(s) = s' \\
x(s) = cs + d \\
\end{cases}

2nd Step:

As long as everything above is correct, this is now where I'm getting stuck: Solve for $u$ along the curve:

$z(s) = u(t(s), x(s))$

$z'(s) + z(s) = e^{2x}$

and then I'm lost…any help would be great…

Best Answer

You can solve for $u$ in a simpler fashion as follows. Since your PDE is linear, it must hold:

$$\frac{dt}{1} = \frac{dx}{c} = \frac{du}{e^{2x}},$$

which gives you the characteristics:

$$ \begin{align} dx - cdt = & 0 \iff x- ct = \eta, \\ e^{2x}dx/c = & du \iff u = e^{2x}/(2c) + \xi. \end{align}$$ Since the original equation is a 1st order PDE, then $\xi$ must be a function of $\eta$, $\xi = g(\eta)$ (or conversely, $\eta = h(\xi)$), so your solution is given by (prove that it satisfies the original PDE):

$$u(t,x) = e^{2x}/(2c) + g(x-ct).$$

Apply now the initial condition to obtain:

$$u(0,x) = f(x) = e^{2x}/(2c) + g(x),$$

so $g(x) = f(x)-e^{2x}/(2c)$, and hence the solution which satisfies the given initial condition is:

$$u(t,x) = e^{2x}/(2c) + f(x-ct) - e^{2(x-ct)}/(2c).$$

Cheers!

Edit

Everything commented above is valid for $c \neq 0$ (non-zero phase velocity). What happens if $c = 0$? Then, the original equation can be rewritten as follows:

$$u_t = e^{2x},$$

so the solution can be easily achieved by integrating "partially" with respect to $t$:

$$u(x,t) = e^{2x} t + h(x),$$

being $h(x)$ an arbitrary function. Apply again the initial condition to obtain $f(x) = h(x)$, so the solution becomes:

$$u(x,t) = e^{2x} t + h(x).$$

(Note that you could have done: $\int^{u(t,x)}_f u_t \, dt = \int^t_0 e^{2x} \, dt$ or write again the characteristics equations, which yields $dx = 0 \Rightarrow x = \eta$).

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