Partial Differential Equations – Solving Using Method of Characteristics

characteristicspartial differential equations

Use the method of characteristics to solve
$$u_t+uu_x+\frac{1}{2}u=0, \quad t>0, \quad {-\infty}<x<\infty$$
$$u(x,0)=\sin(x)\quad {-\infty}<x<\infty$$
(solution may be expressed in implicit form). Show that a shock solution is possible if $t=t_c=2\ln(2)$.

Notes: Although I have used the method of characteristics to solve the wave equation and have cover basic theory in class. But, I am bit lost in application. Any hints would be appreciated.

Best Answer

Characteristic lines are paths that carry information. If two characteristics collide, there will be two contradictory accounts of the solution there, and the continuum description will break down. At that point, usually $\partial_xu$ becomes infinite.

From the solution given, we know that along a characteristic $$\frac{dx}{dt}=u,\qquad\frac{du}{dt}=-\frac{u}{2}$$ so that the location of the characteristic originating at $x_0$ is $$x=x_0+2u_0(1-\exp{(-t/2)})$$ and$$\frac{dx}{dx_0}=1+2\frac{du_0}{dx_0}(1-\exp{(-t/2)})$$ We want to know the time and place where this first vanishes. This will be where $\frac{du_0}{dx_0}$ takes its most negative value, of $-1$ at $x_0=\pi$, and when $$1-2(1-\exp{(-t/2)})=0$$ which gives you $t_c$.

It might be instructive if you used Mathematica or something to plot the characteristic paths. You would see how they intersect and how they then produce a double covering of the plane.