Generalized linear transport equation











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I stumbled upon a transport equation of the form
$$u_t(x,t)=u_x(x,t) + u_x(1,t).$$
Since I can write it in the form $u_t(x,t) = Lu(x,t)$ where L is some linear operator I thought that there must be some theory behind this type of equations. Unfortunately, so far my research was unsuccessful.
Is there a way to solve the problem explicitly, e.g., by using method of characteristics in some way?



Thank you in advance!










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Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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    I stumbled upon a transport equation of the form
    $$u_t(x,t)=u_x(x,t) + u_x(1,t).$$
    Since I can write it in the form $u_t(x,t) = Lu(x,t)$ where L is some linear operator I thought that there must be some theory behind this type of equations. Unfortunately, so far my research was unsuccessful.
    Is there a way to solve the problem explicitly, e.g., by using method of characteristics in some way?



    Thank you in advance!










    share|cite|improve this question







    New contributor




    Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.






















      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      I stumbled upon a transport equation of the form
      $$u_t(x,t)=u_x(x,t) + u_x(1,t).$$
      Since I can write it in the form $u_t(x,t) = Lu(x,t)$ where L is some linear operator I thought that there must be some theory behind this type of equations. Unfortunately, so far my research was unsuccessful.
      Is there a way to solve the problem explicitly, e.g., by using method of characteristics in some way?



      Thank you in advance!










      share|cite|improve this question







      New contributor




      Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      I stumbled upon a transport equation of the form
      $$u_t(x,t)=u_x(x,t) + u_x(1,t).$$
      Since I can write it in the form $u_t(x,t) = Lu(x,t)$ where L is some linear operator I thought that there must be some theory behind this type of equations. Unfortunately, so far my research was unsuccessful.
      Is there a way to solve the problem explicitly, e.g., by using method of characteristics in some way?



      Thank you in advance!







      pde differential-operators transport-equation






      share|cite|improve this question







      New contributor




      Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|cite|improve this question







      New contributor




      Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|cite|improve this question




      share|cite|improve this question






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      Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      asked Nov 12 at 12:20









      Jfischer

      1




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      Jfischer is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






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      Check out our Code of Conduct.






















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          $$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
          $u_x(1+t)$ is a function of $t$ only. Let $u_x(1+t)=f(t)$. Of course, this is an unknown function.
          $$u_t(x,t)-u_x(x,t) = f(t).$$
          Solving for the general solution. Charpit-Lagrange equations :
          $$frac{dt}{1}=frac{dx}{-1}=frac{du}{f(t)}$$
          A first family of characteristic curves comes from $frac{dt}{1}=frac{dx}{-1}$
          $$x+t=c_1$$
          A second family of characteristic curves comes from $frac{dt}{1}=frac{du}{f(t)}$
          $$u-int f(t)dt=c_2$$
          General solution of the PDE : $u-int f(t)dt=Phi(x+t)$



          $Phi(X)$ is an arbitrary function of one variable only. In the above equation $X=(x+t)$.
          $$u(x,t)= Phi(x+t)+int f(t)dt$$
          $u_x(x,t)=left(frac{dPhi(X)}{dX}right)_{(X=x+t)}=Phi'(x+t)$



          $u_x(1,t)=left(frac{dPhi(X)}{dX}right)_{(X=1+t)}=Phi'(1+t)$.
          $$f(t)=u_x(1,t)=Phi'(1+t).$$
          $int f(t)dt=int_{t_0}^t f(zeta)dzeta+C= int_{t_0}^t Phi'(1+zeta)dzeta +C =Phi(1+t)+C$.



          Finally the solution is :
          $$u(x,t)= Phi(x+t)+Phi(1+t)+C$$
          $Phi$ is an arbitrary function. $C$ is an arbitrary constant.
          They have to be determined to fit some boundary and initial conditions. One cannot go further since those conditions are not specified in the wording of the question.



          CHECKING :
          $$u_x(x,t)=Phi'(x+t)$$
          $$u_t(x,t)=Phi'(x,t)+Phi'(1+t)$$
          $$u_t(x,t)-u_x(x,t)=Phi'(1+t)=u_x(1,t)$$
          The PDE is satisfied. The above result is correct.



          IN ADDITION after the comments :



          Case of condition $u(x,0)=g(x)=Phi(x)+Phi(1)+C=Phi(x)+C_2$



          $Phi(x)=g(x)-C_2$



          $u(x,t)= (g(x+t)-C_2)+(g(1+t)-C_2)+C$



          Thus $quad -2C_2+C+g(1)=0quad;quad C=2C_2-g(1)$



          $u(x,t)=(g(x+t)-C_2)+(g(1+t)-C_2)+2C_2-g(1)$



          $$u(x,t)=g(x+t)+g(1+t)-g(1)$$



          Example :



          $$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$






          share|cite|improve this answer























          • Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
            – Jfischer
            10 hours ago













          Your Answer





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          1 Answer
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          $$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
          $u_x(1+t)$ is a function of $t$ only. Let $u_x(1+t)=f(t)$. Of course, this is an unknown function.
          $$u_t(x,t)-u_x(x,t) = f(t).$$
          Solving for the general solution. Charpit-Lagrange equations :
          $$frac{dt}{1}=frac{dx}{-1}=frac{du}{f(t)}$$
          A first family of characteristic curves comes from $frac{dt}{1}=frac{dx}{-1}$
          $$x+t=c_1$$
          A second family of characteristic curves comes from $frac{dt}{1}=frac{du}{f(t)}$
          $$u-int f(t)dt=c_2$$
          General solution of the PDE : $u-int f(t)dt=Phi(x+t)$



          $Phi(X)$ is an arbitrary function of one variable only. In the above equation $X=(x+t)$.
          $$u(x,t)= Phi(x+t)+int f(t)dt$$
          $u_x(x,t)=left(frac{dPhi(X)}{dX}right)_{(X=x+t)}=Phi'(x+t)$



          $u_x(1,t)=left(frac{dPhi(X)}{dX}right)_{(X=1+t)}=Phi'(1+t)$.
          $$f(t)=u_x(1,t)=Phi'(1+t).$$
          $int f(t)dt=int_{t_0}^t f(zeta)dzeta+C= int_{t_0}^t Phi'(1+zeta)dzeta +C =Phi(1+t)+C$.



          Finally the solution is :
          $$u(x,t)= Phi(x+t)+Phi(1+t)+C$$
          $Phi$ is an arbitrary function. $C$ is an arbitrary constant.
          They have to be determined to fit some boundary and initial conditions. One cannot go further since those conditions are not specified in the wording of the question.



          CHECKING :
          $$u_x(x,t)=Phi'(x+t)$$
          $$u_t(x,t)=Phi'(x,t)+Phi'(1+t)$$
          $$u_t(x,t)-u_x(x,t)=Phi'(1+t)=u_x(1,t)$$
          The PDE is satisfied. The above result is correct.



          IN ADDITION after the comments :



          Case of condition $u(x,0)=g(x)=Phi(x)+Phi(1)+C=Phi(x)+C_2$



          $Phi(x)=g(x)-C_2$



          $u(x,t)= (g(x+t)-C_2)+(g(1+t)-C_2)+C$



          Thus $quad -2C_2+C+g(1)=0quad;quad C=2C_2-g(1)$



          $u(x,t)=(g(x+t)-C_2)+(g(1+t)-C_2)+2C_2-g(1)$



          $$u(x,t)=g(x+t)+g(1+t)-g(1)$$



          Example :



          $$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$






          share|cite|improve this answer























          • Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
            – Jfischer
            10 hours ago

















          up vote
          1
          down vote













          $$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
          $u_x(1+t)$ is a function of $t$ only. Let $u_x(1+t)=f(t)$. Of course, this is an unknown function.
          $$u_t(x,t)-u_x(x,t) = f(t).$$
          Solving for the general solution. Charpit-Lagrange equations :
          $$frac{dt}{1}=frac{dx}{-1}=frac{du}{f(t)}$$
          A first family of characteristic curves comes from $frac{dt}{1}=frac{dx}{-1}$
          $$x+t=c_1$$
          A second family of characteristic curves comes from $frac{dt}{1}=frac{du}{f(t)}$
          $$u-int f(t)dt=c_2$$
          General solution of the PDE : $u-int f(t)dt=Phi(x+t)$



          $Phi(X)$ is an arbitrary function of one variable only. In the above equation $X=(x+t)$.
          $$u(x,t)= Phi(x+t)+int f(t)dt$$
          $u_x(x,t)=left(frac{dPhi(X)}{dX}right)_{(X=x+t)}=Phi'(x+t)$



          $u_x(1,t)=left(frac{dPhi(X)}{dX}right)_{(X=1+t)}=Phi'(1+t)$.
          $$f(t)=u_x(1,t)=Phi'(1+t).$$
          $int f(t)dt=int_{t_0}^t f(zeta)dzeta+C= int_{t_0}^t Phi'(1+zeta)dzeta +C =Phi(1+t)+C$.



          Finally the solution is :
          $$u(x,t)= Phi(x+t)+Phi(1+t)+C$$
          $Phi$ is an arbitrary function. $C$ is an arbitrary constant.
          They have to be determined to fit some boundary and initial conditions. One cannot go further since those conditions are not specified in the wording of the question.



          CHECKING :
          $$u_x(x,t)=Phi'(x+t)$$
          $$u_t(x,t)=Phi'(x,t)+Phi'(1+t)$$
          $$u_t(x,t)-u_x(x,t)=Phi'(1+t)=u_x(1,t)$$
          The PDE is satisfied. The above result is correct.



          IN ADDITION after the comments :



          Case of condition $u(x,0)=g(x)=Phi(x)+Phi(1)+C=Phi(x)+C_2$



          $Phi(x)=g(x)-C_2$



          $u(x,t)= (g(x+t)-C_2)+(g(1+t)-C_2)+C$



          Thus $quad -2C_2+C+g(1)=0quad;quad C=2C_2-g(1)$



          $u(x,t)=(g(x+t)-C_2)+(g(1+t)-C_2)+2C_2-g(1)$



          $$u(x,t)=g(x+t)+g(1+t)-g(1)$$



          Example :



          $$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$






          share|cite|improve this answer























          • Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
            – Jfischer
            10 hours ago















          up vote
          1
          down vote










          up vote
          1
          down vote









          $$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
          $u_x(1+t)$ is a function of $t$ only. Let $u_x(1+t)=f(t)$. Of course, this is an unknown function.
          $$u_t(x,t)-u_x(x,t) = f(t).$$
          Solving for the general solution. Charpit-Lagrange equations :
          $$frac{dt}{1}=frac{dx}{-1}=frac{du}{f(t)}$$
          A first family of characteristic curves comes from $frac{dt}{1}=frac{dx}{-1}$
          $$x+t=c_1$$
          A second family of characteristic curves comes from $frac{dt}{1}=frac{du}{f(t)}$
          $$u-int f(t)dt=c_2$$
          General solution of the PDE : $u-int f(t)dt=Phi(x+t)$



          $Phi(X)$ is an arbitrary function of one variable only. In the above equation $X=(x+t)$.
          $$u(x,t)= Phi(x+t)+int f(t)dt$$
          $u_x(x,t)=left(frac{dPhi(X)}{dX}right)_{(X=x+t)}=Phi'(x+t)$



          $u_x(1,t)=left(frac{dPhi(X)}{dX}right)_{(X=1+t)}=Phi'(1+t)$.
          $$f(t)=u_x(1,t)=Phi'(1+t).$$
          $int f(t)dt=int_{t_0}^t f(zeta)dzeta+C= int_{t_0}^t Phi'(1+zeta)dzeta +C =Phi(1+t)+C$.



          Finally the solution is :
          $$u(x,t)= Phi(x+t)+Phi(1+t)+C$$
          $Phi$ is an arbitrary function. $C$ is an arbitrary constant.
          They have to be determined to fit some boundary and initial conditions. One cannot go further since those conditions are not specified in the wording of the question.



          CHECKING :
          $$u_x(x,t)=Phi'(x+t)$$
          $$u_t(x,t)=Phi'(x,t)+Phi'(1+t)$$
          $$u_t(x,t)-u_x(x,t)=Phi'(1+t)=u_x(1,t)$$
          The PDE is satisfied. The above result is correct.



          IN ADDITION after the comments :



          Case of condition $u(x,0)=g(x)=Phi(x)+Phi(1)+C=Phi(x)+C_2$



          $Phi(x)=g(x)-C_2$



          $u(x,t)= (g(x+t)-C_2)+(g(1+t)-C_2)+C$



          Thus $quad -2C_2+C+g(1)=0quad;quad C=2C_2-g(1)$



          $u(x,t)=(g(x+t)-C_2)+(g(1+t)-C_2)+2C_2-g(1)$



          $$u(x,t)=g(x+t)+g(1+t)-g(1)$$



          Example :



          $$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$






          share|cite|improve this answer














          $$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
          $u_x(1+t)$ is a function of $t$ only. Let $u_x(1+t)=f(t)$. Of course, this is an unknown function.
          $$u_t(x,t)-u_x(x,t) = f(t).$$
          Solving for the general solution. Charpit-Lagrange equations :
          $$frac{dt}{1}=frac{dx}{-1}=frac{du}{f(t)}$$
          A first family of characteristic curves comes from $frac{dt}{1}=frac{dx}{-1}$
          $$x+t=c_1$$
          A second family of characteristic curves comes from $frac{dt}{1}=frac{du}{f(t)}$
          $$u-int f(t)dt=c_2$$
          General solution of the PDE : $u-int f(t)dt=Phi(x+t)$



          $Phi(X)$ is an arbitrary function of one variable only. In the above equation $X=(x+t)$.
          $$u(x,t)= Phi(x+t)+int f(t)dt$$
          $u_x(x,t)=left(frac{dPhi(X)}{dX}right)_{(X=x+t)}=Phi'(x+t)$



          $u_x(1,t)=left(frac{dPhi(X)}{dX}right)_{(X=1+t)}=Phi'(1+t)$.
          $$f(t)=u_x(1,t)=Phi'(1+t).$$
          $int f(t)dt=int_{t_0}^t f(zeta)dzeta+C= int_{t_0}^t Phi'(1+zeta)dzeta +C =Phi(1+t)+C$.



          Finally the solution is :
          $$u(x,t)= Phi(x+t)+Phi(1+t)+C$$
          $Phi$ is an arbitrary function. $C$ is an arbitrary constant.
          They have to be determined to fit some boundary and initial conditions. One cannot go further since those conditions are not specified in the wording of the question.



          CHECKING :
          $$u_x(x,t)=Phi'(x+t)$$
          $$u_t(x,t)=Phi'(x,t)+Phi'(1+t)$$
          $$u_t(x,t)-u_x(x,t)=Phi'(1+t)=u_x(1,t)$$
          The PDE is satisfied. The above result is correct.



          IN ADDITION after the comments :



          Case of condition $u(x,0)=g(x)=Phi(x)+Phi(1)+C=Phi(x)+C_2$



          $Phi(x)=g(x)-C_2$



          $u(x,t)= (g(x+t)-C_2)+(g(1+t)-C_2)+C$



          Thus $quad -2C_2+C+g(1)=0quad;quad C=2C_2-g(1)$



          $u(x,t)=(g(x+t)-C_2)+(g(1+t)-C_2)+2C_2-g(1)$



          $$u(x,t)=g(x+t)+g(1+t)-g(1)$$



          Example :



          $$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited 9 hours ago

























          answered 2 days ago









          JJacquelin

          41.9k21750




          41.9k21750












          • Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
            – Jfischer
            10 hours ago




















          • Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
            – Jfischer
            10 hours ago


















          Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
          – Jfischer
          10 hours ago






          Thank you for your response. That was really helpful. In general my initial condition will just look like this: $u(x,0)=g(x)$ where g is some continuous function. For the sake of my example I choose $g(x) = x^m$ for some natural number $m$. Setting $C=-g(1)$ and $Phi=g$ would yield a solution, since $$u(x,0)=Phi(x+0) + Phi(1) - g(1) = Phi(x) = g(x)$$ and by your calculation. Is that right? But this choice is always possible independent of what my initial condition looks like as long as $g(1)$ is well defined and that is what puzzles me a bit.
          – Jfischer
          10 hours ago












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