Exercise 1

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Strauss PDEs 2e: Section 1.

2 - Exercise 1 Page 1 of 4

Exercise 1
Solve the first-order equation 2ut + 3ux = 0 with the auxiliary condition u = sin x when t = 0.

Solution

The Geometric Method: Characteristic Curves

Start by rewriting the PDE as


3
ut + ux = 0
2
and then apply the method of characteristics to solve for u. On the paths defined by
dx 3
= , x(ξ, 0) = ξ, (1)
dt 2
the PDE reduces to an ODE,
du
= 0. (2)
dt
That is, u = u(x, t) is constant on the characteristics defined by (1). Integrating (2), we find that
u(ξ, t) = f (ξ),
where f is an arbitrary function of the characteristic coordinate, ξ. Integrating (1), we see that
3
x = t + ξ.
2
Solving for ξ gives
3
ξ = x − t.
2
Therefore,  
3
u(x, t) = f x − t .
2
We can check that this is the solution to the PDE.
ux = f 0
3
ut = − f 0
2
2ut + 3ux = 0, so this is the solution to the PDE. We’re told that u(x, 0) = sin x, though, so we
can determine this unknown function, f .
u(x, 0) = f (x) = sin x
This implies that f (w) = sin w, where w is any expression. Thus,
 
3
u(x, t) = sin x − t .
2
The function is shown below in Figure 1. Shown below that in Figure 2 are the characteristic
curves in the tx-plane for various values of ξ along with the line t = 0 (where the auxiliary
condition is defined). Note that because t = 0 intersects each of the characteristics exactly once,
the solution we obtained for u(x, t) is valid everywhere in the tx-plane, that is, for all x and t.

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Strauss PDEs 2e: Section 1.2 - Exercise 1 Page 2 of 4

Figure 1: Plot of u(x, t) for −5 < t < 5 and −5 < x < 5.

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Strauss PDEs 2e: Section 1.2 - Exercise 1 Page 3 of 4

Figure 2: Plot of the characteristic curves along with the data curve in the tx-plane.

The Coordinate Method: Change of Variables

To solve this PDE with the coordinate method, start by making the change of variables,

t0 = 2t + 3x
x0 = 3t − 2x.

Solving for the old variables in terms of the new ones gives us
1
t= (2t0 + 3x0 )
13
1
x = (3t0 − 2x0 ).
13

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Strauss PDEs 2e: Section 1.2 - Exercise 1 Page 4 of 4

To find what ut and ux are in terms of these new variables, it’s necessary to use the chain rule.

∂u ∂t0 ∂u ∂x0
ut = + = 2ut0 + 3ux0
∂t0 ∂t ∂x0 ∂t
∂u ∂t0 ∂u ∂x0
ux = 0 + 0 = 3ut0 − 2ux0
∂t ∂x ∂x ∂x
Now we substitute these expressions into the PDE. The transformed equation is

2(2ut0 + 3ux0 ) + 3(3ut0 − 2ux0 ) = 0.

Simplifying this gives

13ut0 = 0
ut0 = 0.

Solve for u by partially integrating both sides with respect to t0 .

u(x0 , t0 ) = g(x0 ),

where g is an arbitrary function of x0 . Now we return to the original variables, x and t.

u(x, t) = g(3t − 2x)

We can check that this is the solution.

ut = 3g 0
ux = −2g 0

2ut + 3ux = 0, which means this is the solution to the PDE. Now plug in the initial condition,
u(x, 0) = sin x to determine g.

u(x, 0) = g(−2x) = sin x

This implies that


 w
g(w) = sin − ,
2
where w is any expression. Therefore,
 
3t − 2x
u(x, t) = sin −
2
 
3
u(x, t) = sin x − t ,
2
and we get the same answer as with the method of characteristics.

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