Cauchy problem/characteristics method with initial condition on ellipse

In summary, the problem involves finding an explicit solution for the PDE xu_x + y u_y = 4u on a given ellipse with initial conditions and using characteristic curves to find a parametric representation of the integral surface. This can be achieved by solving for t in a system of equations and then using it to find u(x,y).
  • #1
math2011
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0

Homework Statement



Consider the PDE [itex]xu_x + y u_y = 4 u, -\infty < x < \infty, -\infty < y < \infty[/itex]. Find an explicit solution that satisfies [itex]u = 1[/itex] on the ellipse [itex]4x^2 + y^2 = 1[/itex].

Homework Equations





The Attempt at a Solution



The characteristic curves are
[itex]x(t,s) = f_1(s) e^t[/itex]
[itex]y(t,s) = f_2(s) e^t[/itex]
[itex]u(t,s) = f_3(s) e^{4t}[/itex].

The initial conditions are
[itex]x(0,s) = s[/itex]
[itex]y(0,s) = \pm \sqrt{1 - 4s^2}[/itex]
[itex]u(0,s) = 1[/itex].

Parametric representation of the integral surface is then
[itex]x(t,s) = s e^t[/itex]
[itex]y(t,s) = \pm \sqrt{1 - 4s^2} e^t[/itex]
[itex]u(t,s) = e^{4t}[/itex].

How do I invert these to get [itex]u(x,y)[/itex]?
 
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  • #2
Since u(t,s)=e^{4t}, you need only solve for t=T(x,y) in the system:

[tex]x=se^t[/tex]
[tex]y=e^t\sqrt{1-4s^2}[/tex]

then:

[tex]u(x,y)=u(T(x,y))=e^{4T(x,y)}[/tex]

I'll start it for you:

[tex]y^2=e^{2t}(1-4s^2)[/tex]

but from the first equation:

[tex]s^2=x^2e^{-2t}[/tex]

now you finish it to find t=T(x,y). Not sure about the [itex]\pm[/itex] though on y.
 
  • #3
Thank you. I got [itex]t = \frac{1}{2} \ln (y^2 + 4x^2)[/itex] and hence [itex]u = e^{2 \ln(y^2 + 4x^2)}[/itex].
 

Related to Cauchy problem/characteristics method with initial condition on ellipse

1. What is the Cauchy problem and how is it related to the characteristics method?

The Cauchy problem is a mathematical problem that involves finding a solution to a partial differential equation with initial conditions. The characteristics method is a technique used to solve the Cauchy problem by following the paths of characteristic curves in the solution domain.

2. What is an initial condition and why is it important in the Cauchy problem?

An initial condition is a set of values that specify the state of a system at a particular point in time. In the Cauchy problem, the initial condition is important because it helps determine the unique solution to the partial differential equation.

3. Can the characteristics method be used to solve the Cauchy problem for any initial condition?

No, the characteristics method is only applicable when the initial condition is given along a characteristic curve. If the initial condition is given on a non-characteristic curve, other methods such as the method of characteristics or the Laplace transform must be used.

4. How does the initial condition being on an ellipse impact the solution to the Cauchy problem?

If the initial condition is given on an ellipse, the solution to the Cauchy problem will also take the shape of an ellipse. This is because the characteristic curves on an ellipse are closed curves, which causes the solution to "wrap around" in the solution domain.

5. Are there any limitations to using the characteristics method for the Cauchy problem with an initial condition on an ellipse?

Yes, the characteristics method may not provide a unique solution if the initial condition is given on a degenerate ellipse (i.e. a circle) or if the characteristic curves intersect. In these cases, other methods must be used to solve the Cauchy problem.

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