Transport equation $p_t - (xp)_x = 0$ for density of substance












2












$begingroup$


So I'm trying to do the following:




i) Solve
$$p_t - (xp)_x = 0 quadtext{for}quad (t,x) in (0, infty ) times mathbb{R}$$
$$p(0,x) = {p_0}(x) quadtext{for}quad x in mathbb{R}, {p_0} in C_0^1 ( mathbb{R})$$
ii) Calculate $$lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx quadtext{for}quad phi in C( mathbb{R})$$
iii) Assuming that $p_0 geq 0$ and $p$ is the density of a substance at the time $t$. Interpet i ) and ii) from a physical perspective! Is the mathematical result of ii) the same as one would expect physically?




Ok, so I think I've managed to solve i) with the method of characteristics and got $p = e^t p_0(xe^t)$.
For ii), I was thinking you could substitute $u=x e^t$ to get
begin{aligned}
lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx &= lim_{t to infty} int_{mathbb{R}} phi(u/e^t) p_0(u) dx \
&= int_{mathbb{R}} lim_{t to infty} phi(u/e^t) p_0(u) dx \
&= int_{mathbb{R}} phi (0) p_0(u)
end{aligned}



but I am not sure if it is finished or even correct.
I also need help with iii), I know that $p$ is the density and that the integral over the density can give you the volume, but I am not sure how to physically interpret the formulas in i) and ii).










share|cite|improve this question











$endgroup$

















    2












    $begingroup$


    So I'm trying to do the following:




    i) Solve
    $$p_t - (xp)_x = 0 quadtext{for}quad (t,x) in (0, infty ) times mathbb{R}$$
    $$p(0,x) = {p_0}(x) quadtext{for}quad x in mathbb{R}, {p_0} in C_0^1 ( mathbb{R})$$
    ii) Calculate $$lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx quadtext{for}quad phi in C( mathbb{R})$$
    iii) Assuming that $p_0 geq 0$ and $p$ is the density of a substance at the time $t$. Interpet i ) and ii) from a physical perspective! Is the mathematical result of ii) the same as one would expect physically?




    Ok, so I think I've managed to solve i) with the method of characteristics and got $p = e^t p_0(xe^t)$.
    For ii), I was thinking you could substitute $u=x e^t$ to get
    begin{aligned}
    lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx &= lim_{t to infty} int_{mathbb{R}} phi(u/e^t) p_0(u) dx \
    &= int_{mathbb{R}} lim_{t to infty} phi(u/e^t) p_0(u) dx \
    &= int_{mathbb{R}} phi (0) p_0(u)
    end{aligned}



    but I am not sure if it is finished or even correct.
    I also need help with iii), I know that $p$ is the density and that the integral over the density can give you the volume, but I am not sure how to physically interpret the formulas in i) and ii).










    share|cite|improve this question











    $endgroup$















      2












      2








      2


      2



      $begingroup$


      So I'm trying to do the following:




      i) Solve
      $$p_t - (xp)_x = 0 quadtext{for}quad (t,x) in (0, infty ) times mathbb{R}$$
      $$p(0,x) = {p_0}(x) quadtext{for}quad x in mathbb{R}, {p_0} in C_0^1 ( mathbb{R})$$
      ii) Calculate $$lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx quadtext{for}quad phi in C( mathbb{R})$$
      iii) Assuming that $p_0 geq 0$ and $p$ is the density of a substance at the time $t$. Interpet i ) and ii) from a physical perspective! Is the mathematical result of ii) the same as one would expect physically?




      Ok, so I think I've managed to solve i) with the method of characteristics and got $p = e^t p_0(xe^t)$.
      For ii), I was thinking you could substitute $u=x e^t$ to get
      begin{aligned}
      lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx &= lim_{t to infty} int_{mathbb{R}} phi(u/e^t) p_0(u) dx \
      &= int_{mathbb{R}} lim_{t to infty} phi(u/e^t) p_0(u) dx \
      &= int_{mathbb{R}} phi (0) p_0(u)
      end{aligned}



      but I am not sure if it is finished or even correct.
      I also need help with iii), I know that $p$ is the density and that the integral over the density can give you the volume, but I am not sure how to physically interpret the formulas in i) and ii).










      share|cite|improve this question











      $endgroup$




      So I'm trying to do the following:




      i) Solve
      $$p_t - (xp)_x = 0 quadtext{for}quad (t,x) in (0, infty ) times mathbb{R}$$
      $$p(0,x) = {p_0}(x) quadtext{for}quad x in mathbb{R}, {p_0} in C_0^1 ( mathbb{R})$$
      ii) Calculate $$lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx quadtext{for}quad phi in C( mathbb{R})$$
      iii) Assuming that $p_0 geq 0$ and $p$ is the density of a substance at the time $t$. Interpet i ) and ii) from a physical perspective! Is the mathematical result of ii) the same as one would expect physically?




      Ok, so I think I've managed to solve i) with the method of characteristics and got $p = e^t p_0(xe^t)$.
      For ii), I was thinking you could substitute $u=x e^t$ to get
      begin{aligned}
      lim_{t to infty} int_{mathbb{R}} phi(x) p(t,x) dx &= lim_{t to infty} int_{mathbb{R}} phi(u/e^t) p_0(u) dx \
      &= int_{mathbb{R}} lim_{t to infty} phi(u/e^t) p_0(u) dx \
      &= int_{mathbb{R}} phi (0) p_0(u)
      end{aligned}



      but I am not sure if it is finished or even correct.
      I also need help with iii), I know that $p$ is the density and that the integral over the density can give you the volume, but I am not sure how to physically interpret the formulas in i) and ii).







      pde hyperbolic-equations transport-equation






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Dec 6 '18 at 13:45









      Harry49

      6,17331132




      6,17331132










      asked Oct 15 '18 at 15:11









      Tierra TelderTierra Telder

      234




      234






















          1 Answer
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          $begingroup$

          The PDE $p_t−(xp)_x=0$ in (i) rewrites as $p_t−xp_x=p$. Its solution obtained via the method of characteristics is indeed $p(t,x)=e^t, p_0(x e^t)$. Setting $u = x e^t $, the integral in (ii) rewrites as
          $$
          Phi(t) = int_{Bbb R}phi(x), p(t,x),text d x = int_{Bbb R}phi(ue^{-t}), p_0(u),text d u
          $$

          which limit at infinity is
          $$
          lim_{tto {+infty}}Phi(t) = phi(0)int_{Bbb R}p_0(u),text d u , .
          $$

          The PDE in (i) is a conservation law. If $p$ is the density of a given substance, then the total amount of substance $P(t) = int_{Bbb R} p(t,x),text d x$ evolves as
          $$
          P'(t) = int_{Bbb R} partial_t p(t,x),text d x = [x, p(t,x)]_{x=-infty}^{x=+infty} = 0, ,
          $$

          i.e. $P(t)= P(0)= int_{Bbb R} p_0$. The product $-xp$ is the flux of this substance, where $-x$ is analogous to a transport velocity (cf. conservation of mass). When $t$ goes to infinity, the substance flows towards $x=0$ where the speed is zero, and it stays concentrated there. This can be illustrated by a plot of the characteristic curves $x=x_0 e^{-t}$ in the $x$-$t$ plane:



          characteristics



          The quantity $Phi$ in (ii) expresses the total amount of $phi$ related to the substance over the whole domain $Bbb R$. According to the flow of the substance, the quantity $Phi$ equals $phi(0)$ multiplied by the total amount of substance $P (0)$ as $t$ goes to infinity.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
            $endgroup$
            – Tierra Telder
            Oct 17 '18 at 13:40






          • 1




            $begingroup$
            @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
            $endgroup$
            – Harry49
            Oct 17 '18 at 13:47












          • $begingroup$
            Thank you very much!
            $endgroup$
            – Tierra Telder
            Oct 18 '18 at 11:15











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          3












          $begingroup$

          The PDE $p_t−(xp)_x=0$ in (i) rewrites as $p_t−xp_x=p$. Its solution obtained via the method of characteristics is indeed $p(t,x)=e^t, p_0(x e^t)$. Setting $u = x e^t $, the integral in (ii) rewrites as
          $$
          Phi(t) = int_{Bbb R}phi(x), p(t,x),text d x = int_{Bbb R}phi(ue^{-t}), p_0(u),text d u
          $$

          which limit at infinity is
          $$
          lim_{tto {+infty}}Phi(t) = phi(0)int_{Bbb R}p_0(u),text d u , .
          $$

          The PDE in (i) is a conservation law. If $p$ is the density of a given substance, then the total amount of substance $P(t) = int_{Bbb R} p(t,x),text d x$ evolves as
          $$
          P'(t) = int_{Bbb R} partial_t p(t,x),text d x = [x, p(t,x)]_{x=-infty}^{x=+infty} = 0, ,
          $$

          i.e. $P(t)= P(0)= int_{Bbb R} p_0$. The product $-xp$ is the flux of this substance, where $-x$ is analogous to a transport velocity (cf. conservation of mass). When $t$ goes to infinity, the substance flows towards $x=0$ where the speed is zero, and it stays concentrated there. This can be illustrated by a plot of the characteristic curves $x=x_0 e^{-t}$ in the $x$-$t$ plane:



          characteristics



          The quantity $Phi$ in (ii) expresses the total amount of $phi$ related to the substance over the whole domain $Bbb R$. According to the flow of the substance, the quantity $Phi$ equals $phi(0)$ multiplied by the total amount of substance $P (0)$ as $t$ goes to infinity.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
            $endgroup$
            – Tierra Telder
            Oct 17 '18 at 13:40






          • 1




            $begingroup$
            @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
            $endgroup$
            – Harry49
            Oct 17 '18 at 13:47












          • $begingroup$
            Thank you very much!
            $endgroup$
            – Tierra Telder
            Oct 18 '18 at 11:15
















          3












          $begingroup$

          The PDE $p_t−(xp)_x=0$ in (i) rewrites as $p_t−xp_x=p$. Its solution obtained via the method of characteristics is indeed $p(t,x)=e^t, p_0(x e^t)$. Setting $u = x e^t $, the integral in (ii) rewrites as
          $$
          Phi(t) = int_{Bbb R}phi(x), p(t,x),text d x = int_{Bbb R}phi(ue^{-t}), p_0(u),text d u
          $$

          which limit at infinity is
          $$
          lim_{tto {+infty}}Phi(t) = phi(0)int_{Bbb R}p_0(u),text d u , .
          $$

          The PDE in (i) is a conservation law. If $p$ is the density of a given substance, then the total amount of substance $P(t) = int_{Bbb R} p(t,x),text d x$ evolves as
          $$
          P'(t) = int_{Bbb R} partial_t p(t,x),text d x = [x, p(t,x)]_{x=-infty}^{x=+infty} = 0, ,
          $$

          i.e. $P(t)= P(0)= int_{Bbb R} p_0$. The product $-xp$ is the flux of this substance, where $-x$ is analogous to a transport velocity (cf. conservation of mass). When $t$ goes to infinity, the substance flows towards $x=0$ where the speed is zero, and it stays concentrated there. This can be illustrated by a plot of the characteristic curves $x=x_0 e^{-t}$ in the $x$-$t$ plane:



          characteristics



          The quantity $Phi$ in (ii) expresses the total amount of $phi$ related to the substance over the whole domain $Bbb R$. According to the flow of the substance, the quantity $Phi$ equals $phi(0)$ multiplied by the total amount of substance $P (0)$ as $t$ goes to infinity.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
            $endgroup$
            – Tierra Telder
            Oct 17 '18 at 13:40






          • 1




            $begingroup$
            @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
            $endgroup$
            – Harry49
            Oct 17 '18 at 13:47












          • $begingroup$
            Thank you very much!
            $endgroup$
            – Tierra Telder
            Oct 18 '18 at 11:15














          3












          3








          3





          $begingroup$

          The PDE $p_t−(xp)_x=0$ in (i) rewrites as $p_t−xp_x=p$. Its solution obtained via the method of characteristics is indeed $p(t,x)=e^t, p_0(x e^t)$. Setting $u = x e^t $, the integral in (ii) rewrites as
          $$
          Phi(t) = int_{Bbb R}phi(x), p(t,x),text d x = int_{Bbb R}phi(ue^{-t}), p_0(u),text d u
          $$

          which limit at infinity is
          $$
          lim_{tto {+infty}}Phi(t) = phi(0)int_{Bbb R}p_0(u),text d u , .
          $$

          The PDE in (i) is a conservation law. If $p$ is the density of a given substance, then the total amount of substance $P(t) = int_{Bbb R} p(t,x),text d x$ evolves as
          $$
          P'(t) = int_{Bbb R} partial_t p(t,x),text d x = [x, p(t,x)]_{x=-infty}^{x=+infty} = 0, ,
          $$

          i.e. $P(t)= P(0)= int_{Bbb R} p_0$. The product $-xp$ is the flux of this substance, where $-x$ is analogous to a transport velocity (cf. conservation of mass). When $t$ goes to infinity, the substance flows towards $x=0$ where the speed is zero, and it stays concentrated there. This can be illustrated by a plot of the characteristic curves $x=x_0 e^{-t}$ in the $x$-$t$ plane:



          characteristics



          The quantity $Phi$ in (ii) expresses the total amount of $phi$ related to the substance over the whole domain $Bbb R$. According to the flow of the substance, the quantity $Phi$ equals $phi(0)$ multiplied by the total amount of substance $P (0)$ as $t$ goes to infinity.






          share|cite|improve this answer











          $endgroup$



          The PDE $p_t−(xp)_x=0$ in (i) rewrites as $p_t−xp_x=p$. Its solution obtained via the method of characteristics is indeed $p(t,x)=e^t, p_0(x e^t)$. Setting $u = x e^t $, the integral in (ii) rewrites as
          $$
          Phi(t) = int_{Bbb R}phi(x), p(t,x),text d x = int_{Bbb R}phi(ue^{-t}), p_0(u),text d u
          $$

          which limit at infinity is
          $$
          lim_{tto {+infty}}Phi(t) = phi(0)int_{Bbb R}p_0(u),text d u , .
          $$

          The PDE in (i) is a conservation law. If $p$ is the density of a given substance, then the total amount of substance $P(t) = int_{Bbb R} p(t,x),text d x$ evolves as
          $$
          P'(t) = int_{Bbb R} partial_t p(t,x),text d x = [x, p(t,x)]_{x=-infty}^{x=+infty} = 0, ,
          $$

          i.e. $P(t)= P(0)= int_{Bbb R} p_0$. The product $-xp$ is the flux of this substance, where $-x$ is analogous to a transport velocity (cf. conservation of mass). When $t$ goes to infinity, the substance flows towards $x=0$ where the speed is zero, and it stays concentrated there. This can be illustrated by a plot of the characteristic curves $x=x_0 e^{-t}$ in the $x$-$t$ plane:



          characteristics



          The quantity $Phi$ in (ii) expresses the total amount of $phi$ related to the substance over the whole domain $Bbb R$. According to the flow of the substance, the quantity $Phi$ equals $phi(0)$ multiplied by the total amount of substance $P (0)$ as $t$ goes to infinity.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Oct 17 '18 at 13:52

























          answered Oct 15 '18 at 17:41









          Harry49Harry49

          6,17331132




          6,17331132












          • $begingroup$
            Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
            $endgroup$
            – Tierra Telder
            Oct 17 '18 at 13:40






          • 1




            $begingroup$
            @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
            $endgroup$
            – Harry49
            Oct 17 '18 at 13:47












          • $begingroup$
            Thank you very much!
            $endgroup$
            – Tierra Telder
            Oct 18 '18 at 11:15


















          • $begingroup$
            Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
            $endgroup$
            – Tierra Telder
            Oct 17 '18 at 13:40






          • 1




            $begingroup$
            @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
            $endgroup$
            – Harry49
            Oct 17 '18 at 13:47












          • $begingroup$
            Thank you very much!
            $endgroup$
            – Tierra Telder
            Oct 18 '18 at 11:15
















          $begingroup$
          Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
          $endgroup$
          – Tierra Telder
          Oct 17 '18 at 13:40




          $begingroup$
          Thank you so much for your explanation, the physical perspective makes a lot more sense now. One thing I'm still not sure about is in ii) where the limit and integral switch places. I know you can use the Dominated Convergence Theorem, but for that there needs to be an integrable function g so that $|f_n| leq g$. Why is this the case here?
          $endgroup$
          – Tierra Telder
          Oct 17 '18 at 13:40




          1




          1




          $begingroup$
          @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
          $endgroup$
          – Harry49
          Oct 17 '18 at 13:47






          $begingroup$
          @TierraTelder Assuming that $phi$ is positive and bounded $0 leq phi leq M$, we have $0 leq phi(ue^{-t}) p_0(u) leq M p_0(u)$ for all $t$. Since $p_0$ is integrable ($int_{Bbb R} p_0 = P(0)$), we can pass to the limit.
          $endgroup$
          – Harry49
          Oct 17 '18 at 13:47














          $begingroup$
          Thank you very much!
          $endgroup$
          – Tierra Telder
          Oct 18 '18 at 11:15




          $begingroup$
          Thank you very much!
          $endgroup$
          – Tierra Telder
          Oct 18 '18 at 11:15


















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