Solving First-Order PDE: $u_x+2u_y+2u=0$

In summary, the given PDE can be solved using the method of characteristics. By parameterizing the independant variables x and y, we can reduce the PDE to a system of ODE's. Solving for the characteristics and eliminating the variables gives the solution for the PDE, which can be verified to satisfy the original equation.
  • #1
Markov2
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Solve

$u_x+2u_y+2u=0,$ $x,y\in\mathbb R$ where $u(x,y)=F(x,y)$ in the curve $y=x.$

I don't know what does mean with the $y=x.$ Well I set up the following $\dfrac{dx}{1}=\dfrac{dy}{2}=\dfrac{du}{-2}
,$ is that correct? but I don't know what's next.

Thanks for the help!
 
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  • #2
Think about the idea behind the method of characteristics. We start by parameterizing the independant variables x and y.

[tex]x=x(s,t) \quad y=y(s,t) \implies u(x,y)=u(x(r,s),y(r,s))[/tex]

Now take the derivative with respect to s to get

[tex]\frac{du}{dx}\frac{dx}{ds}+\frac{du}{dy}\frac{dy}{ds}=\frac{d}{ds}u(x(r,s),y(r,s))[/tex]

Compare this with the PDE to get

[tex]\frac{dx}{ds}=1 \quad \frac{dy}{ds}=2 \quad \frac{du}{ds}=-2u[/tex]

Now we need some intial conditions to solve this system of ODE's

Since we know values of the line [tex]y=x[/tex] we should get

[tex]x(0,t)=t \quad y(0,t)=t \quad u(0,t)=f(t)[/tex]

Solving each of the ODE's gives

[tex]x=s+g(t) \implies t=0+g(t) \implies x=s+t[/tex]

[tex]y=2s+h(t) \implies t=2\cdot 0+h(t) \implies y=2s+t[/tex]

[tex]u=Ae^{-2s} \implies f(t)=A \implies u=f(t)e^{-2s}[/tex]Now we just solve for the characteristics to eliminate t and s. This gives

[tex]s=y-x \quad t=2x-y[/tex]

So the solution is

[tex]u(x,y)=f(2x-y)e^{2(x-y)}[/tex]

We can check that this satisfies the PDE

[tex]u_x=[2f'(2x-y)+2f(2x-y)]e^{2(x-y)}[/tex]

[tex]u_y=[-f'(2x-y)-2f(2x-y)]e^{2(x-y)}[/tex]

[tex]u_x+2u_y=-2f(2x-y)e^{2(x-y)}=-2u[/tex]
 
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Related to Solving First-Order PDE: $u_x+2u_y+2u=0$

1. What is a first-order partial differential equation (PDE)?

A first-order partial differential equation (PDE) is a mathematical equation that involves partial derivatives of an unknown function with respect to two or more independent variables. It describes the relationship between the function and its derivatives, and is often used to model physical phenomena in fields such as physics, engineering, and economics.

2. How do you solve a first-order PDE?

The general approach to solving a first-order PDE is to first rewrite it in its standard form, which is of the form F(x,y,u,ux,uy)=0. Then, depending on the type of PDE (linear or nonlinear), we can use various techniques such as the method of characteristics, separation of variables, or the method of characteristics to find a solution.

3. What is the method of characteristics for solving first-order PDEs?

The method of characteristics is a technique used to solve first-order linear PDEs. It involves finding characteristic curves, which are curves along which the PDE reduces to an ordinary differential equation (ODE). Then, by solving the ODE, we can obtain a general solution to the PDE.

4. What is the role of boundary conditions in solving first-order PDEs?

Boundary conditions are essential in solving first-order PDEs as they help us determine the particular solution that satisfies both the PDE and the given conditions. They can be initial conditions, which specify the value of the function at a given point, or boundary conditions, which specify the behavior of the function along the boundary of the domain.

5. Can you provide an example of solving the PDE $u_x+2u_y+2u=0$?

Suppose we have the PDE $u_x+2u_y+2u=0$ with the initial condition $u(x,0)=x$. We can rewrite the PDE in standard form as ux+2uy+2u=0 and use the method of characteristics to find the solution. By solving the characteristic equations, we obtain the solution $u(x,y)=-e^{-2x+2y}+x$. Substituting the initial condition, we get the particular solution $u(x,y)=x-e^{-2x+2y}$.

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