PDEMOC7

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xu_x + u_y = y, u(x,0)=x^2\,

The initial curve will be parameterized by \Gamma(s,0,s^2)\,.

The characteristics are

\frac{dx}{dt}=x, \frac{dy}{dt}=1, \frac{dz}{dt}=y\,

For x\,,

\frac{dx}{dt}=x\,

x^{-1}dx = dt\,

\ln x = t+c_1(s)\,

x(s,t) = c_4(s)e^t\,

x(s,0) = c_4(s) = s\,

So x(s,t) = se^t\,


For y\,,

\frac{dy}{dt}=1

y(s,t) = t+c_2(s)\,

y(s,0) = c_2(s) = 0\,

So y(s,t) = t\,


For z\,,

\frac{dz}{dt}=y=t\,

z(s,t) = \frac{1}{2}t^2+c_s(3)\,

z(s,0) = c_s(0) = s^2\,

z(s,t) = \frac{1}{2}t^2+s^2\,


The solution is

z(s,t) = u(x,y) =\frac{1}{2}y^2 + (xe^{-y})^2\,


Main Page : Partial Differential Equations : Method of Characteristics

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