Terminology — Question 5

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Question 5

For the first-order PDE ut+ux=0u_t+u_x=0 on ℝ2\mathbb R^2, consider C1C^1 solutions. A characteristic curve is a curve (x(t),t)(x(t),t) along which the PDE forces uu to be constant. Suppose data are prescribed on the line x=atx=at: u(at,t)=h(t),t∈ℝ,u(at,t)=h(t),\qquad t\in\mathbb R, where a∈ℝa\in\mathbb R and h∈C1(ℝ)h\in C^1(\mathbb R).

Tasks

  1. Use the chain rule to identify the characteristic lines, and prove that every C1C^1 solution has the form u(x,t)=F(x−t)u(x,t)=F(x-t).

  2. For a≠1a\ne 1, determine the unique FF and verify the resulting full solution for arbitrary hh.

  3. For a=1a=1, classify exactly which hh permit a solution and whether that solution is unique. Give two distinct solutions when h≡Hh\equiv H is constant.

  4. Compare a=0,h(t)=sin⁡ta=0,h(t)=\sin t with a=1,h(t)=sin⁡ta=1,h(t)=\sin t. Explain geometrically why data on an entire line can determine a unique field, no field, or many fields.

Original worksheet page 1: question and worked solution for 9-3-005
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Question 5 – Solution

Strategy. Check whether the data line intersects all characteristic lines or follows just one of them.

Step 1: Recover the characteristic form. Along x=t+sx=t+s, the chain rule gives ddtu(t+s,t)=ux+ut=0\frac{d}{dt}u(t+s,t)=u_x+u_t=0. Thus u(t+s,t)=u(s,0)u(t+s,t)=u(s,0). Defining F(s)=u(s,0)F(s)=u(s,0) proves u(x,t)=F(x−t)\boxed{u(x,t)=F(x-t)} for every solution. Conversely this form has ut=−F′u_t=-F' and ux=F′u_x=F', so it solves the PDE.

Step 2: Use a noncharacteristic data line. The condition becomes F((a−1)t)=h(t)F((a-1)t)=h(t). If a≠1a\ne 1, the argument ranges over all real numbers exactly once. Consequently F(s)=h(sa−1),u(x,t)=h(x−ta−1).\boxed{F(s)=h\!\left(\frac{s}{a-1}\right),\qquad u(x,t)=h\!\left(\frac{x-t}{a-1}\right).} This is C1C^1, solves the PDE and takes the prescribed trace. The characteristic representation proves uniqueness in the whole stated C1C^1 class.

Step 3: Diagnose characteristic data. If a=1a=1, the condition reduces to F(0)=h(t)F(0)=h(t) for every tt. A solution exists exactly when hh is constant, say HH. Then any C1C^1 function with F(0)=HF(0)=H works. For example, u=Hu=H and u=H+x−tu=H+x-t are distinct solutions. Thus compatible characteristic data leave infinitely many fields undetermined.

Step 4: Interpret the two sine traces. For a=0a=0, u(x,t)=sin⁡(t−x)u(x,t)=\sin(t-x) is the unique solution. For a=1a=1, the varying trace sin⁡t\sin t contradicts constancy along that characteristic, so no solution exists. The diagram shows the unique intersection with x=0x=0 and the characteristic line x=tx=t; the latter supplies information on just one member of the family.

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Original worksheet page 2: question and worked solution for 9-3-005

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