1
vote
2answers
32 views

Is this PDE not solvable using characteristic lines?

My PDE book solved the following equation using the method of characteristic lines: $3u_x - 2u_y + u = x, u = u(x,y).$ I then encountered the following problem in the exercises: $u_x + u_y - u = 0$. ...
1
vote
2answers
81 views

Solving a wave equation: $a^2\frac{\partial^2 u}{\partial x^2}=\frac{\partial^2 u}{\partial t^2}$

Find product solution $$a^2\frac{\partial^2 u}{\partial x^2}=\frac{\partial^2 u}{\partial t^2}$$ by the method of separation of variables So first off: $$u(x,t)=X(x)T(t)$$ ...
3
votes
1answer
41 views

Derivation of Lagrange-Charpit Equations

I am working through the derivation of the Lagrange-Charpit equations presented in this Wikipedia article: http://en.wikipedia.org/wiki/Method_of_characteristics#Fully_nonlinear_case I am interested ...
2
votes
2answers
60 views

Confused over the solution of partial differential equation $xu_x+u_t=0$

Consider, $$ \displaystyle x\frac{\partial u}{\partial x}+\frac{\partial u}{\partial t} = 0 $$ with initial values $ t = 0 : \ u(x, 0) = f(x) $ and calculate the solution $ u(x,t) $ of the above ...
1
vote
0answers
31 views

Dirichlet Eigenvalues of Laplace-Beltrami operator in Hyperbolic space

Consider the hyperbolic half-plane $\mathbb{H}=\lbrace (x,y)\in\mathbb{R}^2: y>0 \rbrace$ with standard Riemannian metric. The Laplace-Beltrami Operator can be written as ...
2
votes
2answers
30 views

Cauchy Problem and Region of Validity

I have the Cauchy Problem $$ 2xu_x+(x+y)u_y=2u $$ with data $$ u(x,-x)=\sqrt{x},x>0$$ Omitting details, my answer is $$u(x,y) =\sqrt{x}\left ( \frac{y}{2x}-\frac{1}{2} \right)^{-\frac{1}{3}} ...
4
votes
1answer
36 views

What is the purpose of studying Sturm-Louville eigenvalue problem?

After a cursory read on the SL eigenvalue problem, I did not immediately feel enlightened and failed find much usefulness except for knowing that SL generalizes a broader class of differential ...
2
votes
1answer
28 views

In what sense is the Ricci-Flow equation a “distant relative” of the Black-Scholes equation?

In the book "The Poincare Conjecture: In Search of the Shape of the Universe" by Donal O'Shea, the author states that, "The Ricci-flow equation Perelman wrote, a type of heat equation, is a distant ...
3
votes
3answers
139 views

Initial-value problem for non-linear partial differential equation $y_x^2=k/y_t^2-1$

For this problem, $y$ is a function of two variables: one space variable $x$ and one time variable $t$. $k > 0$ is some constant. And $x$ takes is value in the interval $[0, 1]$ and $t \ge 0$. At ...
4
votes
3answers
115 views

Solution of $\frac{d^2y}{dx^2} - \frac{H(x) y}{b} = H(-x)$

Does the equation $$\frac{d^2y}{dx^2} - \frac{H(x)}{b} y = c H(x)$$ have a solution where $H(x)$ is the Heaviside step function and $b$ and $c$ are constant? Update: What about the second step ...
2
votes
1answer
69 views

ODE $d^2y/dx^2 + y/a^2 = u(x)$

Does the following ODE: $$d^2y/dx^2 + y/a^2 = u(x)$$ have a solution? where $u(x)$ is the step function and a is constant.
0
votes
0answers
24 views

Is my function singular at these two points?

My function $S(x,y,t)$ satisfies the following PDE $$\frac{\partial S(x,y,t)}{\partial t}=-H(x,y)$$ where the known function $H=x^2+xy+y^2+\frac{1}{x-\alpha}+\frac{1}{\beta-x}$. It is clear that $H$ ...
3
votes
4answers
85 views

Differential equation which has following solution $y=\frac{1}{1+\exp(ax)}$

Is there any linear differential equation which has following solution $$y=\frac{1}{1+\exp(ax)}$$ $a$ is constant. something like: $$ y'' + by' +cy + \alpha = 0$$ where $b$, $\alpha$ and $c$ are ...
2
votes
1answer
35 views

Solve 2 connected ODEs describing a domain

This problem confused me for a long time. I have 2 ODEs which describe part of our domain. They are connected at middle: $$ \frac{d^2}{dx^2} u = -a, x<x_0 $$ $$ \frac{d^2}{dx^2} u - \frac{u}{b^2}= ...
1
vote
4answers
67 views

Differential equation with the solution of $(1+ax/2)\exp(-ax)$

Is there any linear differential equation which has following solution $$y=(1+ax/2)\exp(-ax)$$ $a$ is constant.
5
votes
1answer
99 views

My first partial differential equation attempt

have I solved this correctly? My textbook is asking for the relation between $ \alpha $ and $ \beta $: $$ \frac{\partial{u}}{\partial{t}}=\frac{\partial^2{u}}{\partial{x^2}} $$ Textbook's proposed ...
2
votes
0answers
16 views

Growth condition in differential equation and vanishing solution at boundaries

In a discussion on solving a partial differential equation I lately read: "Under a standard growth condition on the solution at infinity, the resulting PDE is fully specified without boundary ...
1
vote
0answers
32 views

PDE and Taylor's formula

I'm looking to a prove that a function that satisfies the following equations is actually $f(x,t)=x^3 \pm tx$ after changing coordinates. Here are the equations: 1) $\frac{\partial^3 f}{\partial ...
0
votes
0answers
46 views

Elliptical Coordinates PDE, wave equation and separation of variables

I need some help with this problem. I know how to use the method of separation of variables and that the constant lambda should give you trig functions with solutions at some interval of pi, which ...
0
votes
2answers
41 views

Show Uniqueness of Solution for Boundary Value Problem

Let $G \subseteq R^n$ be a simple, connected and bounded region with smooth boundary and let $f : \overline G \to \mathbb R$, $g : \partial G \to \mathbb R$ be continuous. Show that the following ...
0
votes
1answer
28 views

Show that Fourier series arising in solution of differential eqn. converges uniformly

Let $f \in L_2(0,\pi)$ have the Fourier expansion $f(x) = \sum_{n=2}^{\infty} f_n\sin(nx)$. Compute (formally) the boundardy value problem $$ u''(x) + u(x) = f(x) \qquad \mbox{ for } 0 < x < ...
0
votes
0answers
19 views

Accuracy of a finite-difference method for numerically solve a PDE or BVP

When solving the Poisson Equation $$-u''(x)=f(x)$$ with Dirichlet-Neuman boundary conditions $$u(0)=0, u'(1)=0$$ using a finite difference 2-order centered scheme and a 2-order upwind ...
1
vote
1answer
27 views

Problem on energy of a Discrete Galerkin Method

I'm reading an article from this website: article question is in page 3,about a wave equation,and use the Galerkin method to discrete the space. (1) page4 why the author use the fraction ...
1
vote
0answers
31 views

existence and uniqueness of volterra integral equation of the first kind

$$ \int_0^t k(s,t)f(s)ds=g(t) $$ To know the existence and uniquness of solution of volterra integral equation(VIE) of the first kind, we differentiate it and convert to the VIE of the second kind. ...
1
vote
1answer
68 views

Solving a master equation with linear coefficients

I have the following PDE: $$ \partial_t P(x,y,t)=x\partial_xP(x,y,t)+(y-1)\partial_yP(x,y,t)+2P(x,y,t). $$ Mathematica suggests that the solution is $$ ...
0
votes
0answers
13 views

obtain the continuous form of a master equation

I have the following master equation: $$ \partial_tP(x,y,t)=-[x+(1-x-y)]P(x,y,t)\\ +(x+\epsilon)P(x+\epsilon,y-\epsilon,t)\\ +(1-x-y+\epsilon)P(x,y-\epsilon,t) $$ where $\epsilon$ is a small number, ...
2
votes
2answers
60 views

Separation of variables: when to have exponential solution and when sinusoidal?

In separation of variables, one can assume a solution of V(x,y) = X(x)Y(y) and after plugging this into Laplace's equation which is: ${{\partial^2 V} \over {\partial x^2}}$ + ${{\partial^2 V} \over ...
1
vote
1answer
38 views

Solution to $u_t+\Delta^2u+\Delta u=0$

Suppose there exists a solution to *$u_t+\Delta^2u+\Delta u=0$ of the form $u(x,y,t)=c(t)e^{i\pi(x/4\pi+y/4\pi)}$. I need to find such a function $c(t)$. Plugging $u(x,y,t)$ into *, I got ...
0
votes
2answers
29 views

Finding polynomial satistying potential equation and boundary conditions

Can someone help me with this problem? I know that this polynomial is a solution of Poisson's equation.
1
vote
3answers
52 views

Solving $\frac{\partial z}{\partial x} + \frac{\partial z}{\partial y} = 0$ by changing variables

Transform the differential equation $\frac{\partial z}{\partial x} + \frac{\partial z}{\partial y} = 0 $ by introducing new variables $x = u+v$ and $y=u-v$. then solve it. I which I could show ...
0
votes
0answers
44 views

Derivation of fundamental solution of heat equation by reduction to ODE - Question on integration factor

In the derivation of fundamental solution for heat equation ( as in PDE by L.Evans ), we come across the reduction to following ODE : $\alpha w + {1\over2}r w'+ w'' +{n-1\over{r}}w' = 0$ Set ...
2
votes
0answers
126 views

Eigenvalues problem for generalized Kuramoto-Sivashinsky equation

I been working on Kuramoto-Sivashinsky Equation. In the process of analysis, I need to solve the following eigenvalues problem $$ -u_{xxxx}-\lambda u_{xx}=\beta(\lambda)u $$ where $\lambda$ is a ...
0
votes
1answer
20 views

How rigorous is multiplying both sides of an eqaution for the differential of a function?

I have to solve this equation: $$ -C_0 f + \frac{1}{2}f^2 +\frac{d^2 f}{d X^2}=A $$ where $C_0$ and $A$ are two real nonzero constant; $f:\mathcal{R}\to \mathcal{R}$ I have seen that the person who ...
0
votes
1answer
25 views

Why are we discarding solutions to this heat equation?

Dirichlet problem on unit disc in polar: $u_{rr} + (1/r) + (1/r^2)u_{\theta\theta} = 0$ $u(1,\theta) = f$ Period in $\theta$ gives $u(r,\theta) = \sum R_n(r) e^{in\theta}$ Inserted into our PDE ...
0
votes
0answers
25 views

Space-dependent diffusivity and finite-differences

I want to implement a finite difference code of this simple diffusion equation with space-dependent diffusivity: $$\partial_{t}u =D\partial_{x}^{2}u+\partial_{x}D\cdot\partial_{x}u$$ I go for a ...
4
votes
2answers
76 views

Intuitive interpretation of $\frac{\partial S(a,t)}{\partial t} = -\frac{\partial S(a,t)}{\partial a}$

I'm trying to visualize what the following equation is saying: $$\frac{\partial S(a,t)}{\partial t} = -\frac{\partial S(a,t)}{\partial a}$$ where $S$ is a probability-density, but I think you can ...
1
vote
0answers
51 views

Fourier transform help for solving $u_t+u_{xxxx}+u_{xx}=0$

I just started to learn a little bit of fourier analysis in solving PDEs. I want to find a solution $u(x,t)$ to $u_t+u_{xxxx}+u_{xx}=0$. My attempt: Applying the fourier transform to both sides gives ...
1
vote
1answer
85 views

linearize a nonlinear ode

Could anyone suggest me how to linearize the following system of nonlinear odes (special attention to (2) \begin{align} -cU'&=-U''+UV\tag{1}\\ -cV'&=-k(k+1)V^{k-1}(V')^2+(k+1)V^k ...
1
vote
1answer
139 views

Existence and uniqueness for a system of first-order PDE

Let $y$ be a scalar and ${\bf t}=(t_1,\ldots,t_K)$ and \begin{align*} \frac{\partial y({\bf t})}{\partial t_k} &=f_k(y({\bf t}),{\bf t}) \qquad k=1,\ldots,K\\ y(t_{10},\ldots,t_{K0}) &=y_0 ...
3
votes
2answers
44 views

Variable substitution in second order PDE

Consider the the PDE $$A(x, y)\partial_{xx} u + B(x, y)\partial_{xy}u + C(x, y)\partial_{yy}u=h(x, y) $$ Now I want to make a variable substitution $\xi=f(x, y), \eta=g(x,y)$, so I can get $u$ as a ...
2
votes
2answers
83 views

What do mathematicians mean by “analytical solution of an equation”?

Given a PDE equations of the form: $\dfrac{\partial}{\partial t} u(t,x) = \left(\hat{L}+\hat{N_u}\right)u(t,x) \;\;\;\;\;\;\hspace{10mm}(**)$ where $\hat{L}$ is a linear operator and ...
1
vote
1answer
28 views

What is the difference between bounded boundary and a bounded domain?

This I found while studying sobolev spaces. In some results they have assumed that $\Omega\subseteq \mathbb{R}^n$ is with bounded boundary. Somebody told me the difference between the set with bounded ...
0
votes
1answer
56 views

Help needed in solving a differential equation

Please help me in solving: $$a^2z+\frac{\partial^2z}{\partial x^2}-\frac{\partial^2 z}{\partial y^2}=0$$ ($a$ is a constant) I plugged this in Wolfram Alpha and it outputs that this is a second ...
1
vote
0answers
37 views

Explicit solution of the nonlinear Schrödinger equation

Consider the linear Schrödinger equation, $$ (LS) \begin{cases} \partial_{t}u= i\Delta u, t\in \mathbb R,\\ u(x,0)=u_{0}(x), \end{cases} $$ $x\in \mathbb R^{n}.$ Taking the Fourier transform with ...
3
votes
0answers
81 views

Solving 1D telegrapher's equation by reduction to two-dimensional wave equation

The solution $w : \mathbb R \times \mathbb R_{+} \to \mathbb R$ of the Cauchy problem for the telegrapher's equation $$ w_{tt} - c^2 w_{xx} + c^2 \lambda^2 w = 0 $$ with $$ w(x,0) = 0, \qquad ...
2
votes
0answers
72 views

Solution to Schrödinger equation $ \partial_t f(x,t) = -\partial_x^2 f(x,t) + \delta(t)V(x)f(x,t).$

I want to solve $$ i\partial_t f(x,t) = -\partial_x^2 f(x,t) + \delta(t-t_0)V(x)f(x,t),$$ for any $V \in C^{\infty}[-1,1]$ and $f: [-1,1] \times \mathbb{R_{\ge 0}} \rightarrow \mathbb{C}$. I would ...
1
vote
0answers
21 views

System of ODEs and DAE system

Let us consider the following system of ODEs: $$ y' = f(y,z),\quad z' = g(y,z),\quad y(0) = y_0,\;z(0)=z_0 $$ and the following one: $$ y' = f(y,z),\quad 0 = g(y,z), \quad y(0) = y_0. $$ $f$ and $g$ ...
5
votes
0answers
94 views

Solve PDE by getting two ODEs

My goal is to solve this PDE for $f:[-1,1] \times \mathbb{R}_{\ge 0}\rightarrow \mathbb{C}$ $$ \partial_t f(x,t) = -\partial_x^2 f(x,t) + g(t)V(x)f(x,t).$$ I would consider this PDE to be solved if ...
2
votes
3answers
60 views

2D Heat Equation with special initial condition

I want to solve the 2 dimensional heat equation on a square $\Omega = \{ (x,y) : 0 < x < \pi, 0 < y < 2\pi \}$ with the Fourier Method \begin{align*} \partial_t u - \Delta u & = 0 ...
1
vote
0answers
29 views

Solving $u_{\xi\eta} = 0$ and differentiability conditions on solutions

After transformation someone often encounters the PDE $$ u_{\xi\eta} = 0 $$ but I am quite confused about the differentiability conditions of its solution (for example in this post I read different ...