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Q: Partial differential equations ( Answered 5 out of 5 stars,   0 Comments )
Question  
Subject: Partial differential equations
Category: Science > Math
Asked by: awl-ga
List Price: $20.00
Posted: 26 Nov 2002 11:41 PST
Expires: 26 Dec 2002 11:41 PST
Question ID: 114983
See if you can solve the following equations
a) Ut + UUx = 1 with initial conditions U(x,0) = x

b) Ut + UUx = U with initial conditions U(x,0) = x

the x and the t in the equations are subscripts. thanks.

Request for Question Clarification by haversian-ga on 26 Nov 2002 12:17 PST
As written, there are no derivatives here.  From the form of the
question, I can infer them, but would prefer to see things written
out.

Write the derivative of a with respect to b as d(a,b).

Do your questions then become:

   d(U,t) + U*d(U,x) = 1

   d(U,t) + U*d(U,x) = U

where U is a function of x and t?

Clarification of Question by awl-ga on 26 Nov 2002 14:32 PST
oh ok, the notation that i'm using is Ut is the partial derivative of
U with respect to t, and Ux is the partial derivative of U with
respect to x.  Where U is U(x, t), i think what you have writen is
correct.

Request for Question Clarification by mathtalk-ga on 29 Nov 2002 20:40 PST
Hi, awl-ga:

Would you please double check the initial condition in part (a) of
your question?  As it stands, both parts have the same initial
condition, and I am a little suspicious there may have been an
unintentional "copying" error.

I wonder if the initial condition on the first part should read U(x,0)
= 0, instead of U(x,0) = x?

regards, mathtalk-ga

Clarification of Question by awl-ga on 02 Dec 2002 12:00 PST
nope i double checked and it is indead u(x, 0) = x for the initial
conditions but if there is an easier or more obvious solution with the
initial conditions of u(x, 0) = 0 then that would be helpful too, just
explain the difference.
Answer  
Subject: Re: Partial differential equations
Answered By: mathtalk-ga on 03 Dec 2002 08:09 PST
Rated:5 out of 5 stars
 
Hi, awl-ga:

Thanks for the clarification and encouragement to post a partial
answer.  I will do so, but I also wish to give a complete treatment of
the original question.  Note the request for clarification which I
mention at the bottom of this post.

Okay, let's start with the second part of your question, since it has
a simple solution:

b) U_t + U U_x = U with U(x,0) = x

The solution is U(x,t) = x, because U_t = 0 and U U_x = (x)(1) = U.

This made me suspect that the first part of your question should
perhaps have been:

a') U_t + U U_x = 1 with U(x,0) = 0

where I have modified the initial condition as previously discussed
(and labelled the new problem a' rather than a for the sake of
clarity).  This PDE has the simple solution U(x,t) = t, which would
make a nice symmetry with the second part of your question.

Note that U_t = 1 and U U_x = U_x = 0 for the function U(x,t) = t.

As for the original first part of your question:

a) U_t + U U_x = 1 with U(x,0) = x

the usual approach to obtaining the exact solution is by the method of
characteristics, which you touch upon in the other question you posted
above this one.

Before launching into that discussion, we should perhaps back up and
give a modicum of historical background.  The homogeneous equation:

U_t + U U_x = 0

with general initial conditions is called the (inviscid) Burger's
equation, and it is often cited as a model problem for nonlinear
hyperbolic first-order PDEs.  It can be expressed in "conservation
form" as:

U_t + ((U^2)/2)_x = 0

The idea of the method of characteristics is that one finds curves x =
x(t) such that along the path of that curve the partial differential
equation simplifies to an ordinary differential equation.  What this
implies is that as long as those "characteristic curves" remain
distinct, there is "transmission" of information along the curve from
the initial condition to the solution at points away from the initial
condition, imposed by the ODE + initial value.

A lot of the background for this analysis can be gleaned from the Web,
but often it appears in PostScript documents rather than HTML (or
PDF).  Note that I have a RFC under your other question concerning a
"viewer" for such documents.  If you have no objection, I would prefer
to hear back from you about whether you can access those files before
completing this answer, so that I can make good use of the equation
formatting abilities there (as opposed to the text-only medium here).

regards, mathtalk-ga

Request for Answer Clarification by awl-ga on 03 Dec 2002 09:28 PST
i do have GSviewer i think that that is a postscript viewer, so please
send me those links if it will help me further understand the problem.
 And one more thing how do you know that U_t = 0, and that U_x = 1? 
i'm sure it's something simple, but i'm just not seeing it. Also can
you clarify your solution for the case of initial condition being U(x,
0) = 0? thanks a lot

Clarification of Answer by mathtalk-ga on 04 Dec 2002 07:12 PST
Hi, awl-ga:

I'm not sure if you are asking how to verify in (b) that U_t = 0 and
U_x = 1, or how I discovered that this is so.  These are often quite
different processes in post-secondary mathematics.

Given that U(x,t) = x, it is easy to see that the partial derivatives
are as stated.  I mentioned these facts in _verifying_ that:

(b) U_t + U U_x = x = U and U(x,0) = x

How did I discover that this was the solution (and thus that the
partial derivatives were as stated)?  The usual phrase is "by
inspection", meaning (in part) a lucky guess.

It is not too difficult to recount why I made this guess.  We know
that U(x,0) = x, and I naturally wondered what would be the
consequence if one simply extended U(x,t) = x throughout time. 
Fortunately it turns out to be the solution of the PDE.

I'm not sure what your wish to be clarified about the solution U(x,t)
= t to:

(a') U_t + U U_x = 1 and U(x,0) = 0

The way I verified the solution is by taking partial derivatives:

 U_t = 1 and U_x = 0

and substituting them into the PDE.  The way I discovered this
solution was that after finding the solution to (b) I began to wonder
if the solution to (a) should not be equally simple.  I therefore
tried the obvious candidate, i.e. t rather than x.  I found it
satisfies the PDE of (a) but not the initial condition U(x,0) = x. 
However it would satisfy U(x,0) = 0, which made me suspect as
recounted earlier, that the problem had simply been misstated
someplace along the way.  After all, the (a) part of an exercise is
typically easier than the (b) part.

In any case the solution to your original problem:

(a) U_t + U U_x = 1 and U(x,0) = x

is:

U(x,t) = x/(t+1) + (1/2)[ t + 1 - 1/(t+1) ]

Note that although this definition involves division by (t+1), it is
valid for all time t >= 0.

To verify that this is a solution of the PDE, one proceeds to compute
the partial derivatives:

U_t = -x/(t+1)^2 + (1/2)[ 1 + 1/(t+1)^2 ]

U_x = 1/(t+1)

and plug these into the equation:

U_t + U U_x 

= -x/(t+1)^2 + (1/2)[ 1 + 1/(t+1)^2 ]

+ (x/(t+1) + (1/2)[ t + 1 - 1/(t+1) ])(1/t+1)

= -x/(t+1)^2 + x/(t+1)^2

+ (1/2)[ 1 + 1/(t+1)^2 ]

+ (1/2)[ 1 - 1/(t+1)^2 ]

= (1/2)[ 1 + 1 ]

= 1

Finally we need to verify the initial condition:

U(x,0) = x/(0+1) + (1/2)[ 0 + 1 - 1/(0+1) ]

= x/1 + (1/2)[ 1 - 1 ]

= x

For this reconfirmed problem (a) the solution was hardly found "by
inspection".  Rather I used the "method of characteristics" which will
be explained more fully in my response to your other question.  Here
is the outline of the solution however.

Mathematicians have observed, in connection with Burger's equation,
that if one gives x = x(t) as a function of time t, then the "total"
derivative of U with respect to time t (as opposed to the partial
derivative U_t) is given by:

dU(x(t),t)/dt = U_t + U_x (dx/dt)

Comparing this expression with the left hand side of the differential
equation, we see that they will coincide provided:

dx/dt = U

Therefore along a path (x(t),t) parameterized by time, we have:

dU/dt = U_t + U U_x = 1

so that along such a "characteristic curve" the function U(x(t),t)
must take the form:

U(x(t),t) = t + b

in order for the total derivative with respect to time to be 1, as
above.

From this and the above prescription that dx/dt is U, we find:

x(t) = t^2/2 + bt + c

for some constants b and c, which may be different depending on the
particular characteristic curve.

The idea is to tie these curves back to the initial condition at t=0
and thus determine the appropriate values of b and c.

Note that at time t=0:

x(0) = c and U(x,0) = dx/dt = b

Since the initial condition is for U(x,0) = x, we see that both:

b = x(0) = c

Therefore upon using these values for b,c:

x(t) = t^2/2 + x(0)t + x(0)

is the equation for the characteristic curve that meets the x-axis at
(x(0),0).  Given that:

U(x(t),t) = t + b = t + x(0)

along such a curve, it remains only to determine for a given point
(x,t) which initial point (x(0),0) will give rise to the
characteristic curve passing through that point:

x = t^2/2 + (t+1) x(0)

x(0) = [ x - t^2/2 ]/(t+1)

Note that since we are concerned with nonnegative time t, the divisor
t+1 here causes no difficulty.  Substituting this value for x(0) into
the solution:

U(x,t) = t + x(0)

= t + [ x - t^2/2 ]/(t+1)

= x/(t+1) + [ t(t+1) - t^2/2 ]/(t+1)

= x/(t+1) + [ t^2/2 + t ]/(t+1)

= x/(t+1) + (1/2)[ t + 1 - 1/(t+1) ]

Recall that we have already verified above that this function indeed
satisfies both the PDE and the initial condition prescribed by part
(a) of your original question.

regards, mathtalk-ga
awl-ga rated this answer:5 out of 5 stars
thank you for your help and hard work the answer helped a lot

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