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!
pde differential-operators transport-equation
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up vote
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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!
pde differential-operators transport-equation
New contributor
add a comment |
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!
pde differential-operators transport-equation
New contributor
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
pde differential-operators transport-equation
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New contributor
New contributor
asked Nov 12 at 12:20
Jfischer
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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 :
$$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$
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
add a comment |
1 Answer
1
active
oldest
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1 Answer
1
active
oldest
votes
active
oldest
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active
oldest
votes
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 :
$$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$
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
add a comment |
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 :
$$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$
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
add a comment |
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 :
$$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$
$$u_t(x,t)-u_x(x,t) = u_x(1,t).$$
$u_x(1+t)$ 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 :
$$g(x)=x^mqquad:qquad u(x,t)=(x+t)^m+(1+t)^m-1$$
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
add a comment |
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
add a comment |
Jfischer is a new contributor. Be nice, and check out our Code of Conduct.
Jfischer is a new contributor. Be nice, and check out our Code of Conduct.
Jfischer is a new contributor. Be nice, and check out our Code of Conduct.
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