Show $u_{xx}$ satisfies the PDE $u_t+cu_x=0$

calculuslinear-pdepartial derivativepartial differential equations

Let $c$ be a constant and consider the following Cauchy problem associated with the inhomogeneous transport PDE $$u_t+cu_x=x, \ u(x,0)=x+2.$$
a) Show $u_{xx}$ satisfies the homogeneous PDE and homogeneous initial data associated with the above Cauchy problem, i.e. $u_t+cu_x=0$ and $u(x,0)=0$.

b) Hence explain why $u_{xx}\equiv 0$

c) Hence, or otherwise, solve the original inhomogeneous Cauchy problem.

Honestly I don't really understand what the question is asking for. How can $u_{xx}$ satisfy a homogeneous, first-order PDE?

If we take
\begin{align}
\frac{\partial}{\partial x}\left(u_t+cu_x\right)&=0 \\
u_{tx}+cu_{xx}&=0
\end{align}

Best Answer

The notation in OP is somewhat confusing.

a) Let us follow the problem resolution as suggested by @littleO in the comments. Thus, we differentiate twice the PDE problem $u_t + c u_x = x$, $u(x,0) = x+2$ with respect to $x$: $$ u_{txx} + c u_{xxx} = 0, \qquad u_{xx}(x,0) = 0 . $$ Swapping derivatives yields $v_t + cv_x = 0$, $v(x,0) = 0$, where $v=u_{xx}$. Up to the notation for $u_{xx}$, this is exactly what is asked in a).

b) The solution of the Cauchy problem satisfied by $v$ can be deduced from the method of characteristics, and we have $v=u_{xx}\equiv 0$.

c) The method of characteristics is applied to $u_t + c u_x = x$, $u(x,0) = x+2$, which leads to $$ u(x,t) = (x-ct) + 2 + (x-ct)t + \tfrac{1}{2} c t^2 . $$ Note that $u_{xx} \equiv 0$, as predicted in b).


Alternative approaches for c):

  • Set $w = u - \frac12 x^2/c$, which gives $w_t=u_t$ and $w_x=u_x - x/c$. Hence $w_t + cw_x =0$ with $w(x,0) = x+2 - \frac12 x^2/c$, which can be solved by applying the method of characteristics.

  • Set $w = u - (x+2)$, which gives $w_t=u_t$ and $w_x=u_x - 1$. Hence $w_t + cw_x = c+x$ with $w(x,0) = 0$, which can be solved by applying the method of characteristics.

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