charpits method to solve $u_x^2 + yu_y = u$
$u_x^2 + yu_y = u$ subject to $u(x,1) = 1 +x^2 /4$ for $-infty < x < infty $
Setting $p = du/dx$ and $q = du/dy$, I get $p^2 +yq = u$ and so I am able to write the diffeq as $F(p,q,y,u) = p^2 + qy - u = 0 $
Charpits equations then give me:
$dx/dt = 2p$,
$dy/dt = y$,
$dp/dt = p$,
$dq/dt = 0 $,
$du/dt = 2p^2 + qy$
How would I go about solving these equations in order to find u in explicit form and then find where it is uniquely defined by the data?
differential-equations pde partial-derivative characteristics
add a comment |
$u_x^2 + yu_y = u$ subject to $u(x,1) = 1 +x^2 /4$ for $-infty < x < infty $
Setting $p = du/dx$ and $q = du/dy$, I get $p^2 +yq = u$ and so I am able to write the diffeq as $F(p,q,y,u) = p^2 + qy - u = 0 $
Charpits equations then give me:
$dx/dt = 2p$,
$dy/dt = y$,
$dp/dt = p$,
$dq/dt = 0 $,
$du/dt = 2p^2 + qy$
How would I go about solving these equations in order to find u in explicit form and then find where it is uniquely defined by the data?
differential-equations pde partial-derivative characteristics
add a comment |
$u_x^2 + yu_y = u$ subject to $u(x,1) = 1 +x^2 /4$ for $-infty < x < infty $
Setting $p = du/dx$ and $q = du/dy$, I get $p^2 +yq = u$ and so I am able to write the diffeq as $F(p,q,y,u) = p^2 + qy - u = 0 $
Charpits equations then give me:
$dx/dt = 2p$,
$dy/dt = y$,
$dp/dt = p$,
$dq/dt = 0 $,
$du/dt = 2p^2 + qy$
How would I go about solving these equations in order to find u in explicit form and then find where it is uniquely defined by the data?
differential-equations pde partial-derivative characteristics
$u_x^2 + yu_y = u$ subject to $u(x,1) = 1 +x^2 /4$ for $-infty < x < infty $
Setting $p = du/dx$ and $q = du/dy$, I get $p^2 +yq = u$ and so I am able to write the diffeq as $F(p,q,y,u) = p^2 + qy - u = 0 $
Charpits equations then give me:
$dx/dt = 2p$,
$dy/dt = y$,
$dp/dt = p$,
$dq/dt = 0 $,
$du/dt = 2p^2 + qy$
How would I go about solving these equations in order to find u in explicit form and then find where it is uniquely defined by the data?
differential-equations pde partial-derivative characteristics
differential-equations pde partial-derivative characteristics
edited Nov 24 at 13:07
asked Nov 24 at 13:02
pablo_mathscobar
786
786
add a comment |
add a comment |
1 Answer
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You should be able to see that some equations can be solved directly, $y=y_0e^t$, $p=p_0e^t$, $q=q_0$, and then insert into the remaining equations, $$x=x_0+2p_0(e^t-1),$$ $$z=z_0+p_0^2(e^{2t}-1)+q_0y_0(e^t-1).$$
Now apply $$dz=p,dx+q,dyimplies dot z_0(s)=p_0(s)dot x_0(s)+q_0(s)dot y_0(s)$$ along the initial curve $x_0(s)=s$, $y_0(s)=1$, $z_0(s)=u(x_0(s),y_0(s))=1+frac{s^2}4$ to get $$frac{x_0}2=p_0cdot 1+q_0cdot 0.$$ Using the original equation $p_0^2+q_0=z_0$ gives $q_0=1$. Thus all collected,
begin{align}
x&=x_0y\
z=u(x,y)&=1+frac{x_0^2}4+frac{x_0^2}4(y^2-1)+(y-1)=frac{x^2}4+y
end{align}
etc.
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
add a comment |
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You should be able to see that some equations can be solved directly, $y=y_0e^t$, $p=p_0e^t$, $q=q_0$, and then insert into the remaining equations, $$x=x_0+2p_0(e^t-1),$$ $$z=z_0+p_0^2(e^{2t}-1)+q_0y_0(e^t-1).$$
Now apply $$dz=p,dx+q,dyimplies dot z_0(s)=p_0(s)dot x_0(s)+q_0(s)dot y_0(s)$$ along the initial curve $x_0(s)=s$, $y_0(s)=1$, $z_0(s)=u(x_0(s),y_0(s))=1+frac{s^2}4$ to get $$frac{x_0}2=p_0cdot 1+q_0cdot 0.$$ Using the original equation $p_0^2+q_0=z_0$ gives $q_0=1$. Thus all collected,
begin{align}
x&=x_0y\
z=u(x,y)&=1+frac{x_0^2}4+frac{x_0^2}4(y^2-1)+(y-1)=frac{x^2}4+y
end{align}
etc.
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
add a comment |
You should be able to see that some equations can be solved directly, $y=y_0e^t$, $p=p_0e^t$, $q=q_0$, and then insert into the remaining equations, $$x=x_0+2p_0(e^t-1),$$ $$z=z_0+p_0^2(e^{2t}-1)+q_0y_0(e^t-1).$$
Now apply $$dz=p,dx+q,dyimplies dot z_0(s)=p_0(s)dot x_0(s)+q_0(s)dot y_0(s)$$ along the initial curve $x_0(s)=s$, $y_0(s)=1$, $z_0(s)=u(x_0(s),y_0(s))=1+frac{s^2}4$ to get $$frac{x_0}2=p_0cdot 1+q_0cdot 0.$$ Using the original equation $p_0^2+q_0=z_0$ gives $q_0=1$. Thus all collected,
begin{align}
x&=x_0y\
z=u(x,y)&=1+frac{x_0^2}4+frac{x_0^2}4(y^2-1)+(y-1)=frac{x^2}4+y
end{align}
etc.
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
add a comment |
You should be able to see that some equations can be solved directly, $y=y_0e^t$, $p=p_0e^t$, $q=q_0$, and then insert into the remaining equations, $$x=x_0+2p_0(e^t-1),$$ $$z=z_0+p_0^2(e^{2t}-1)+q_0y_0(e^t-1).$$
Now apply $$dz=p,dx+q,dyimplies dot z_0(s)=p_0(s)dot x_0(s)+q_0(s)dot y_0(s)$$ along the initial curve $x_0(s)=s$, $y_0(s)=1$, $z_0(s)=u(x_0(s),y_0(s))=1+frac{s^2}4$ to get $$frac{x_0}2=p_0cdot 1+q_0cdot 0.$$ Using the original equation $p_0^2+q_0=z_0$ gives $q_0=1$. Thus all collected,
begin{align}
x&=x_0y\
z=u(x,y)&=1+frac{x_0^2}4+frac{x_0^2}4(y^2-1)+(y-1)=frac{x^2}4+y
end{align}
etc.
You should be able to see that some equations can be solved directly, $y=y_0e^t$, $p=p_0e^t$, $q=q_0$, and then insert into the remaining equations, $$x=x_0+2p_0(e^t-1),$$ $$z=z_0+p_0^2(e^{2t}-1)+q_0y_0(e^t-1).$$
Now apply $$dz=p,dx+q,dyimplies dot z_0(s)=p_0(s)dot x_0(s)+q_0(s)dot y_0(s)$$ along the initial curve $x_0(s)=s$, $y_0(s)=1$, $z_0(s)=u(x_0(s),y_0(s))=1+frac{s^2}4$ to get $$frac{x_0}2=p_0cdot 1+q_0cdot 0.$$ Using the original equation $p_0^2+q_0=z_0$ gives $q_0=1$. Thus all collected,
begin{align}
x&=x_0y\
z=u(x,y)&=1+frac{x_0^2}4+frac{x_0^2}4(y^2-1)+(y-1)=frac{x^2}4+y
end{align}
etc.
edited Nov 24 at 13:53
answered Nov 24 at 13:08
LutzL
55.4k42053
55.4k42053
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
add a comment |
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
I think you assumed that $du/dt=2p2+qx$ and not $du/dt=2p2+qy$ Solving $du/dt=2p2+qy$ is $u = p_0^2 e^2t + q_0y_0e^t + u_0$ If $u_0=u(x,1)=1+x^2/4$, how do I find $p_0$ and $q_0$, is $p_0 = x/2$ and $q_0=0$
– pablo_mathscobar
Nov 24 at 13:23
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
Corrected. The initial curve has $x_0(s)=s$, $y_0(s)=1$ and $z_0(s)=1+s^2/4$. Now insert into $$dot z_0(s)=p_0(s)dot x_0(s)+q(s)dot y_0(s)$$ to find $p_0(s)=s/2$. Then use the original equation to find $q_0(s)=1$.
– LutzL
Nov 24 at 13:39
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
when solving $dx/dt = 2p_0 e^t$ we get $x = 2p_0e^t + C_1$ since $x_0 = s$ and $p_0 = s/2$ surely this should give $C_1 = 0$ at t=0 and so the equation for x should be $x = 2p_0e^t $ and not $x=x0+2p_0e^t = s + 2p_0e^t$ as you claim
– pablo_mathscobar
Nov 24 at 13:44
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
Yes, if you integrate $e^t$ you get $(e^t-1)$ etc.
– LutzL
Nov 24 at 13:54
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
brilliant thanks
– pablo_mathscobar
Nov 24 at 14:11
add a comment |
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