-
A first order IVP
This is an example of as advection equation of the form
$$u_t + cu_x +au = f(x,t)$$
$$u(x,0) = u_0,$$
where $c = 1$, $a = -3$, $f(x,t) = 0$, and $u_0 = x^2$. To solve this equation, we rewrite $u(x,t)$ as $U(\xi,\tau)$, where $\xi = x-ct = x-t$ and $\tau = t.$ By applying the chain rule, the PDE becomes
$$(U_{\xi}(-1) + U_{\tau}(1)) + U_{\xi}(1) = 3U.$$
SImplifying, we get
$$U_{\tau} = 3U$$
or
$$\frac{\partial U}{\partial \tau} = 3U.$$
We move all $U$ and $\tau$ terms to one side,
$$\frac{dU}{U} = 3d\tau,$$
and integrate:
$$lnU = 3\tau + \phi(\xi),$$
where $\phi$ is an unknown function of $\xi$. We then solve for U by raising $e$ to both sides:
$$U = e^{3\tau + \phi(\xi)}.$$
We simplify the right hand side using a technique familiar to students of calculus and ordinary differential equations:
$$e^{3\tau + \phi(\xi)} = e^{ \phi(\xi)}e^{3\tau} = \phi(\xi)e^{3\tau},$$
where we abuse $\phi$ to represent $e^{\phi}$ as is done with constants $C$ in calculus. it may seem odd that we can seemingly just transform an exponential function of $\xi$ into a regular one. Recall, however, that we do not yet know what the original $\phi(\xi)$ is, and it could very well be a logarithmic function, canceling out the exponential. We will get the same answer regardless when we plug in our initial conditions.
Hence our formula for U is
$$U(\xi,\tau) = \phi(\xi)e^{3\tau}.$$
Now we rewrite our equation in terms of $x$ and $t$:
$$u(x,t) = \phi(x-t)e^{3t}.$$
Finally, we plug in our initial values to solve for $\phi$:
$$u(x,0) = \phi(x) = x^2.$$
Our final solution, then, is
$$u(x,t) = (x-t)^2e^{3t}.$$
-
Burgers equation
Recall our basic conservation law expressed as a PDE:
$$u_t + \varphi_x = f.$$
Here we assume the source $f = 0$ and the flux $\varphi = \frac{1}{2}u^2$. Taking the derivative of the flux with respect to $x$ by using the chain rule, we find $\varphi_x = uu_x$. Plugging these variables back into the original equation, we get
$$u_t + uu_x = 0.$$
-
Steady state heat flow with source
Heat flow with a constant internal heat source is governed by
$$u_t = 2u_{xx} + 6, u(0,t) = -1, u(1,t) = 4.$$
For a steady state temperature distribution, $u(x,t)$ does not change with respect to time, so $u_t = 0$. Hence, $2u_{xx} + 6 = 0$. Solving this equation for $u_{xx}$ yields $u_{xx} = -3$, and then integrating twice gives the solution
$$u(x,t) = -\frac{3}{2}x^2 +Cx + D$$
where C and D are constants. By setting $u(0,t) = -1$ and $u(1,t) = 4$, I was able to solve for C and D, and get a final solution of
$$u(x,t) = -\frac{3}{2}x^2 +\frac{13}{2}x - 1.$$
-
A random vibration problem