Solving a PDE first order in three variables












1












$begingroup$



Solve the following PDE



$$ u_{x_1} + u_{x_2} + x_3 u_{x_3} = u^3 $$



with cauchy data $u(x_1,x_2,1) = phi(x_1,x_2) $. Also, determine the values of $x_1,x_2$ and $x_3$ for which the IVP exists.




Try:



The characteristics are given by



$$ begin{align*}
frac{dx_1}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_1 \
frac{dx_2}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_2 \
frac{dx_3}{ds} &= x_3, ; ; ; x(r_1,r_2,0) = 1 \
frac{d z}{ds} &= z^3, ; ; ; x(r_1,r_2,0) = h(r_1,r_2) \
end{align*}$$



We see easily that $x_1(r_1,r_2,s) = s+r_1$ and similarly $x_2 = s + r_2$ and $x_3 = e^s $. Next, we have



$$ frac{dz}{z^3} = ds implies - frac{1}{2 z^2} = s + C implies -frac{1}{2h^2} = C $$



Therefore,



$$ z(r_1,r_2,s) = frac{ 2 |h(r_1,r_2)| }{sqrt{1 - 2h(r_1,r_2)} } $$



also, notice that $s = log x_3 $ and so $r_1 = x_1 - log x_3$ and $r_2 = x_2 - log x_3$. Therefore, our solution is



$$ u(x_1,x_2,x_3) = frac{ 2 | h( x_1 - log x_3, x_2 - log x_3) |}{sqrt{1-2h( x_1 - log x_3, x_2 - log x_3)}} $$



and the solution exists for all $(x_1,x_2,x_3)$ since



$$ Jac(x_1,x_2,x_3) = 1 neq 0 $$



Is this a correct solution?










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    1












    $begingroup$



    Solve the following PDE



    $$ u_{x_1} + u_{x_2} + x_3 u_{x_3} = u^3 $$



    with cauchy data $u(x_1,x_2,1) = phi(x_1,x_2) $. Also, determine the values of $x_1,x_2$ and $x_3$ for which the IVP exists.




    Try:



    The characteristics are given by



    $$ begin{align*}
    frac{dx_1}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_1 \
    frac{dx_2}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_2 \
    frac{dx_3}{ds} &= x_3, ; ; ; x(r_1,r_2,0) = 1 \
    frac{d z}{ds} &= z^3, ; ; ; x(r_1,r_2,0) = h(r_1,r_2) \
    end{align*}$$



    We see easily that $x_1(r_1,r_2,s) = s+r_1$ and similarly $x_2 = s + r_2$ and $x_3 = e^s $. Next, we have



    $$ frac{dz}{z^3} = ds implies - frac{1}{2 z^2} = s + C implies -frac{1}{2h^2} = C $$



    Therefore,



    $$ z(r_1,r_2,s) = frac{ 2 |h(r_1,r_2)| }{sqrt{1 - 2h(r_1,r_2)} } $$



    also, notice that $s = log x_3 $ and so $r_1 = x_1 - log x_3$ and $r_2 = x_2 - log x_3$. Therefore, our solution is



    $$ u(x_1,x_2,x_3) = frac{ 2 | h( x_1 - log x_3, x_2 - log x_3) |}{sqrt{1-2h( x_1 - log x_3, x_2 - log x_3)}} $$



    and the solution exists for all $(x_1,x_2,x_3)$ since



    $$ Jac(x_1,x_2,x_3) = 1 neq 0 $$



    Is this a correct solution?










    share|cite|improve this question









    $endgroup$















      1












      1








      1


      1



      $begingroup$



      Solve the following PDE



      $$ u_{x_1} + u_{x_2} + x_3 u_{x_3} = u^3 $$



      with cauchy data $u(x_1,x_2,1) = phi(x_1,x_2) $. Also, determine the values of $x_1,x_2$ and $x_3$ for which the IVP exists.




      Try:



      The characteristics are given by



      $$ begin{align*}
      frac{dx_1}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_1 \
      frac{dx_2}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_2 \
      frac{dx_3}{ds} &= x_3, ; ; ; x(r_1,r_2,0) = 1 \
      frac{d z}{ds} &= z^3, ; ; ; x(r_1,r_2,0) = h(r_1,r_2) \
      end{align*}$$



      We see easily that $x_1(r_1,r_2,s) = s+r_1$ and similarly $x_2 = s + r_2$ and $x_3 = e^s $. Next, we have



      $$ frac{dz}{z^3} = ds implies - frac{1}{2 z^2} = s + C implies -frac{1}{2h^2} = C $$



      Therefore,



      $$ z(r_1,r_2,s) = frac{ 2 |h(r_1,r_2)| }{sqrt{1 - 2h(r_1,r_2)} } $$



      also, notice that $s = log x_3 $ and so $r_1 = x_1 - log x_3$ and $r_2 = x_2 - log x_3$. Therefore, our solution is



      $$ u(x_1,x_2,x_3) = frac{ 2 | h( x_1 - log x_3, x_2 - log x_3) |}{sqrt{1-2h( x_1 - log x_3, x_2 - log x_3)}} $$



      and the solution exists for all $(x_1,x_2,x_3)$ since



      $$ Jac(x_1,x_2,x_3) = 1 neq 0 $$



      Is this a correct solution?










      share|cite|improve this question









      $endgroup$





      Solve the following PDE



      $$ u_{x_1} + u_{x_2} + x_3 u_{x_3} = u^3 $$



      with cauchy data $u(x_1,x_2,1) = phi(x_1,x_2) $. Also, determine the values of $x_1,x_2$ and $x_3$ for which the IVP exists.




      Try:



      The characteristics are given by



      $$ begin{align*}
      frac{dx_1}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_1 \
      frac{dx_2}{ds} &= 1, ; ; ; x(r_1,r_2,0) = r_2 \
      frac{dx_3}{ds} &= x_3, ; ; ; x(r_1,r_2,0) = 1 \
      frac{d z}{ds} &= z^3, ; ; ; x(r_1,r_2,0) = h(r_1,r_2) \
      end{align*}$$



      We see easily that $x_1(r_1,r_2,s) = s+r_1$ and similarly $x_2 = s + r_2$ and $x_3 = e^s $. Next, we have



      $$ frac{dz}{z^3} = ds implies - frac{1}{2 z^2} = s + C implies -frac{1}{2h^2} = C $$



      Therefore,



      $$ z(r_1,r_2,s) = frac{ 2 |h(r_1,r_2)| }{sqrt{1 - 2h(r_1,r_2)} } $$



      also, notice that $s = log x_3 $ and so $r_1 = x_1 - log x_3$ and $r_2 = x_2 - log x_3$. Therefore, our solution is



      $$ u(x_1,x_2,x_3) = frac{ 2 | h( x_1 - log x_3, x_2 - log x_3) |}{sqrt{1-2h( x_1 - log x_3, x_2 - log x_3)}} $$



      and the solution exists for all $(x_1,x_2,x_3)$ since



      $$ Jac(x_1,x_2,x_3) = 1 neq 0 $$



      Is this a correct solution?







      pde






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      asked Jan 19 at 6:42









      Jimmy SabaterJimmy Sabater

      2,791324




      2,791324






















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          $begingroup$

          You have the right idea; you've just wrong somewhere along the way in forgetting a square and dropping an $s$ it looks like. You can always check if your result is a solution or not by directly applying the PDE to it and checking the condition(s).



          begin{cases}
          u_x + u_y + z u_z = u^3 \
          u(x, y, 1) = phi(x, y).
          end{cases}



          We have the characteristic



          begin{cases}
          begin{align}
          displaystyle &frac{dx}{dt} = 1 &x(0) &= s_1 &implies x(t) &= s_1 + t \
          displaystyle &frac{dy}{dt} = 1 &y(0) &= s_2 &implies y(t) &= s_2 + t \
          displaystyle &frac{dz}{dt} = z &z(0) &= 1 &implies z(t) &= e^t \
          displaystyle &frac{dtilde{u}}{dt} = tilde{u}^3 &tilde{u}(0) &= phibig( s_1, s_2 big) &implies tilde{u}(t) &= sqrt{frac{phi^2(s_1, s_2)}{1-2phi^2(s_1, s_2) t}}.
          end{align}
          end{cases}



          The system is readily solvable for ${t, s_1, s_2}.$



          $$u(x,y,z) = sqrt{frac{phi^2(x - log z, y - log z)}{1 - 2phi^2(x - log z, y - log z)log z}}.$$



          For the Jacobian, I get



          $$J = z.$$



          However, unless using the complex-valued logarithm, I would restrict $z$ to be positive.






          share|cite|improve this answer









          $endgroup$













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            1 Answer
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            1 Answer
            1






            active

            oldest

            votes









            active

            oldest

            votes






            active

            oldest

            votes









            3












            $begingroup$

            You have the right idea; you've just wrong somewhere along the way in forgetting a square and dropping an $s$ it looks like. You can always check if your result is a solution or not by directly applying the PDE to it and checking the condition(s).



            begin{cases}
            u_x + u_y + z u_z = u^3 \
            u(x, y, 1) = phi(x, y).
            end{cases}



            We have the characteristic



            begin{cases}
            begin{align}
            displaystyle &frac{dx}{dt} = 1 &x(0) &= s_1 &implies x(t) &= s_1 + t \
            displaystyle &frac{dy}{dt} = 1 &y(0) &= s_2 &implies y(t) &= s_2 + t \
            displaystyle &frac{dz}{dt} = z &z(0) &= 1 &implies z(t) &= e^t \
            displaystyle &frac{dtilde{u}}{dt} = tilde{u}^3 &tilde{u}(0) &= phibig( s_1, s_2 big) &implies tilde{u}(t) &= sqrt{frac{phi^2(s_1, s_2)}{1-2phi^2(s_1, s_2) t}}.
            end{align}
            end{cases}



            The system is readily solvable for ${t, s_1, s_2}.$



            $$u(x,y,z) = sqrt{frac{phi^2(x - log z, y - log z)}{1 - 2phi^2(x - log z, y - log z)log z}}.$$



            For the Jacobian, I get



            $$J = z.$$



            However, unless using the complex-valued logarithm, I would restrict $z$ to be positive.






            share|cite|improve this answer









            $endgroup$


















              3












              $begingroup$

              You have the right idea; you've just wrong somewhere along the way in forgetting a square and dropping an $s$ it looks like. You can always check if your result is a solution or not by directly applying the PDE to it and checking the condition(s).



              begin{cases}
              u_x + u_y + z u_z = u^3 \
              u(x, y, 1) = phi(x, y).
              end{cases}



              We have the characteristic



              begin{cases}
              begin{align}
              displaystyle &frac{dx}{dt} = 1 &x(0) &= s_1 &implies x(t) &= s_1 + t \
              displaystyle &frac{dy}{dt} = 1 &y(0) &= s_2 &implies y(t) &= s_2 + t \
              displaystyle &frac{dz}{dt} = z &z(0) &= 1 &implies z(t) &= e^t \
              displaystyle &frac{dtilde{u}}{dt} = tilde{u}^3 &tilde{u}(0) &= phibig( s_1, s_2 big) &implies tilde{u}(t) &= sqrt{frac{phi^2(s_1, s_2)}{1-2phi^2(s_1, s_2) t}}.
              end{align}
              end{cases}



              The system is readily solvable for ${t, s_1, s_2}.$



              $$u(x,y,z) = sqrt{frac{phi^2(x - log z, y - log z)}{1 - 2phi^2(x - log z, y - log z)log z}}.$$



              For the Jacobian, I get



              $$J = z.$$



              However, unless using the complex-valued logarithm, I would restrict $z$ to be positive.






              share|cite|improve this answer









              $endgroup$
















                3












                3








                3





                $begingroup$

                You have the right idea; you've just wrong somewhere along the way in forgetting a square and dropping an $s$ it looks like. You can always check if your result is a solution or not by directly applying the PDE to it and checking the condition(s).



                begin{cases}
                u_x + u_y + z u_z = u^3 \
                u(x, y, 1) = phi(x, y).
                end{cases}



                We have the characteristic



                begin{cases}
                begin{align}
                displaystyle &frac{dx}{dt} = 1 &x(0) &= s_1 &implies x(t) &= s_1 + t \
                displaystyle &frac{dy}{dt} = 1 &y(0) &= s_2 &implies y(t) &= s_2 + t \
                displaystyle &frac{dz}{dt} = z &z(0) &= 1 &implies z(t) &= e^t \
                displaystyle &frac{dtilde{u}}{dt} = tilde{u}^3 &tilde{u}(0) &= phibig( s_1, s_2 big) &implies tilde{u}(t) &= sqrt{frac{phi^2(s_1, s_2)}{1-2phi^2(s_1, s_2) t}}.
                end{align}
                end{cases}



                The system is readily solvable for ${t, s_1, s_2}.$



                $$u(x,y,z) = sqrt{frac{phi^2(x - log z, y - log z)}{1 - 2phi^2(x - log z, y - log z)log z}}.$$



                For the Jacobian, I get



                $$J = z.$$



                However, unless using the complex-valued logarithm, I would restrict $z$ to be positive.






                share|cite|improve this answer









                $endgroup$



                You have the right idea; you've just wrong somewhere along the way in forgetting a square and dropping an $s$ it looks like. You can always check if your result is a solution or not by directly applying the PDE to it and checking the condition(s).



                begin{cases}
                u_x + u_y + z u_z = u^3 \
                u(x, y, 1) = phi(x, y).
                end{cases}



                We have the characteristic



                begin{cases}
                begin{align}
                displaystyle &frac{dx}{dt} = 1 &x(0) &= s_1 &implies x(t) &= s_1 + t \
                displaystyle &frac{dy}{dt} = 1 &y(0) &= s_2 &implies y(t) &= s_2 + t \
                displaystyle &frac{dz}{dt} = z &z(0) &= 1 &implies z(t) &= e^t \
                displaystyle &frac{dtilde{u}}{dt} = tilde{u}^3 &tilde{u}(0) &= phibig( s_1, s_2 big) &implies tilde{u}(t) &= sqrt{frac{phi^2(s_1, s_2)}{1-2phi^2(s_1, s_2) t}}.
                end{align}
                end{cases}



                The system is readily solvable for ${t, s_1, s_2}.$



                $$u(x,y,z) = sqrt{frac{phi^2(x - log z, y - log z)}{1 - 2phi^2(x - log z, y - log z)log z}}.$$



                For the Jacobian, I get



                $$J = z.$$



                However, unless using the complex-valued logarithm, I would restrict $z$ to be positive.







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Jan 19 at 8:44









                AEngineerAEngineer

                1,5441317




                1,5441317






























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