Cauchy problem for quasi-linear pde $u_t+uu_x=1$ The 2019 Stack Overflow Developer Survey Results Are InInitial-boundary value problem for PDE1st order Cauchy problemConsider a first order quasi linear equation under various Cauchy DataTo solve the given cauchy ProblemExistence/uniqueness and solution of quasilinear PDESolving for PDE $z=z(x,y)$ and explain the need to consider separate segments of initial curveMethod of characteristics PDE $u_t +uu_x = x$Local uniqueness of solution for quasi linear PDEChoice of parameter for the solution to a PDE, method of characteristics.Question about the differentiability of solution on base characteristics curve.

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Cauchy problem for quasi-linear pde $u_t+uu_x=1$



The 2019 Stack Overflow Developer Survey Results Are InInitial-boundary value problem for PDE1st order Cauchy problemConsider a first order quasi linear equation under various Cauchy DataTo solve the given cauchy ProblemExistence/uniqueness and solution of quasilinear PDESolving for PDE $z=z(x,y)$ and explain the need to consider separate segments of initial curveMethod of characteristics PDE $u_t +uu_x = x$Local uniqueness of solution for quasi linear PDEChoice of parameter for the solution to a PDE, method of characteristics.Question about the differentiability of solution on base characteristics curve.










1












$begingroup$


I am solving following Cauchy IVP: $$u_t+uu_x=1,$$ $x$ is real,$t>0$, and initial condition is $$u(t^2/4,t)=t/2$$ and found contradictory results:-Parametrizing the given initial curve as follows $x=s^2/4$, $t=s$, $u=s/2$. Characteristic equations are $dx/u=dt/1=du/1$, solving these and using initial conditions, I got solution as $x=u^2/2+s^2/8$, $t=u+s/2$, eliminating $s$ I got $2u^2-2tu+t^2-2x=0$ giving $2u=t+sqrt4x-t^2$, $2u=t-sqrt4x-t^2$. My question is that inspite of conditions of non-existence being satisfied,viz, $P/x'(s)=Q/t'(s)$ not equal to $R/u'(s)$ at the initial data, non-unique solution exists.How to resolve this situation?










share|cite|improve this question











$endgroup$











  • $begingroup$
    Please use Latex for symbols and equations.
    $endgroup$
    – Awe Kumar Jha
    Mar 23 at 5:40















1












$begingroup$


I am solving following Cauchy IVP: $$u_t+uu_x=1,$$ $x$ is real,$t>0$, and initial condition is $$u(t^2/4,t)=t/2$$ and found contradictory results:-Parametrizing the given initial curve as follows $x=s^2/4$, $t=s$, $u=s/2$. Characteristic equations are $dx/u=dt/1=du/1$, solving these and using initial conditions, I got solution as $x=u^2/2+s^2/8$, $t=u+s/2$, eliminating $s$ I got $2u^2-2tu+t^2-2x=0$ giving $2u=t+sqrt4x-t^2$, $2u=t-sqrt4x-t^2$. My question is that inspite of conditions of non-existence being satisfied,viz, $P/x'(s)=Q/t'(s)$ not equal to $R/u'(s)$ at the initial data, non-unique solution exists.How to resolve this situation?










share|cite|improve this question











$endgroup$











  • $begingroup$
    Please use Latex for symbols and equations.
    $endgroup$
    – Awe Kumar Jha
    Mar 23 at 5:40













1












1








1


1



$begingroup$


I am solving following Cauchy IVP: $$u_t+uu_x=1,$$ $x$ is real,$t>0$, and initial condition is $$u(t^2/4,t)=t/2$$ and found contradictory results:-Parametrizing the given initial curve as follows $x=s^2/4$, $t=s$, $u=s/2$. Characteristic equations are $dx/u=dt/1=du/1$, solving these and using initial conditions, I got solution as $x=u^2/2+s^2/8$, $t=u+s/2$, eliminating $s$ I got $2u^2-2tu+t^2-2x=0$ giving $2u=t+sqrt4x-t^2$, $2u=t-sqrt4x-t^2$. My question is that inspite of conditions of non-existence being satisfied,viz, $P/x'(s)=Q/t'(s)$ not equal to $R/u'(s)$ at the initial data, non-unique solution exists.How to resolve this situation?










share|cite|improve this question











$endgroup$




I am solving following Cauchy IVP: $$u_t+uu_x=1,$$ $x$ is real,$t>0$, and initial condition is $$u(t^2/4,t)=t/2$$ and found contradictory results:-Parametrizing the given initial curve as follows $x=s^2/4$, $t=s$, $u=s/2$. Characteristic equations are $dx/u=dt/1=du/1$, solving these and using initial conditions, I got solution as $x=u^2/2+s^2/8$, $t=u+s/2$, eliminating $s$ I got $2u^2-2tu+t^2-2x=0$ giving $2u=t+sqrt4x-t^2$, $2u=t-sqrt4x-t^2$. My question is that inspite of conditions of non-existence being satisfied,viz, $P/x'(s)=Q/t'(s)$ not equal to $R/u'(s)$ at the initial data, non-unique solution exists.How to resolve this situation?







pde characteristics






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share|cite|improve this question













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edited Apr 3 at 12:24









Harry49

8,72431344




8,72431344










asked Mar 23 at 5:31









user463280user463280

293




293











  • $begingroup$
    Please use Latex for symbols and equations.
    $endgroup$
    – Awe Kumar Jha
    Mar 23 at 5:40
















  • $begingroup$
    Please use Latex for symbols and equations.
    $endgroup$
    – Awe Kumar Jha
    Mar 23 at 5:40















$begingroup$
Please use Latex for symbols and equations.
$endgroup$
– Awe Kumar Jha
Mar 23 at 5:40




$begingroup$
Please use Latex for symbols and equations.
$endgroup$
– Awe Kumar Jha
Mar 23 at 5:40










3 Answers
3






active

oldest

votes


















1












$begingroup$

I agree with your result. This is confirmed below.



$$u_t+uu_x=1$$
Chapit-Lagrange system of ODEs : $fracdt1=fracdxu=fracdu1=ds$



A first characteristic equation comes from $fracdt1=fracdu1$ :
$$t-u=c_1$$
A second characteristic equation comes from $fracdxu=fracdu1$ :
$$2x-u^2=c_2$$
The general solution of the PDE on the form of an implicit equation $c_2=F(c_1)$ is :
$$2x-u^2=F(t-u)$$
where $F$ is an arbitrary function, to be determined according to initial condition.



CONDITION : $u(fract^24,t)=fract2$
$$2(fract^24)-(fract2)^2=Fleft(t-fract2right)$$
$$fract^24=Fleft(fract2right)$$
The function $F$ is determined : $quad F(X)=X^2$ .



This shows that $F$ exists and is unique.



We put this function into the above general solution :
$$2x-u^2=(t-u)^2$$
$$2u^2-2tu+t^2-2x=0$$
This is the solution of the PDE fitting to the specified condition.



This solution exists and is unique since $F$ exists and is unique.



We can write it on the form :
$$u=fract2pmsqrtx-frac14 t^2$$
Writing on this form doesn't mean that we now have two solutions. We still have only one solution, the same as before.



This is like the equation of a circle $x^2+y^2=R^2$ written on the form $y=pmsqrtR^2-x^2$. There is still one circle made of two demi-circles.



On a purely mathematical viewpoint the result is : A solution exists and is unique.



But the conclusion can be different if the PDE is a mathematical model for a physical problem. The use of the variable noted $t$ makes think to "time". If so, we are going outside the pur mathematics to go into physics. In that case some implicit conditions can appear, for example that the terms be real (no complex root for example). Or other constraints such as the time always increasing, or requirement about stability, for examples.



Without knowing the context of the problem (What the PDE is supposed to model, etc) one cannot discuss the existence of solution, in other words if the above mathematical solution is a convenient answer to the question.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
    $endgroup$
    – user463280
    Mar 23 at 17:18










  • $begingroup$
    The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
    $endgroup$
    – JJacquelin
    Mar 23 at 19:04











  • $begingroup$
    My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
    $endgroup$
    – JJacquelin
    Mar 23 at 19:06










  • $begingroup$
    U may certainly.But existence part of my question remains unanswered.
    $endgroup$
    – user463280
    Mar 24 at 9:37


















1












$begingroup$

Using the method of characteristics, one writes




  • $fractext d ttext d s=1$. Letting $t(0) = t_0$ gives $t = s + t_0$.


  • $fractext d utext d s=1$. Letting $u(0) = frac12 t_0$ gives $u = s + frac12 t_0$.


  • $fractext d xtext d s=u$. Letting $x(0) = frac14 t_0^2$ gives $x = frac12s^2 + frac12 t_0 s + frac14 t_0^2$.

The parameter $s$ is eliminated by injecting $s = t-t_0$ in the expression $x(s)$ of the characteristic curves. The latter becomes $x = frac14big( t^2 + (t-t_0)^2big)$, which is inverted as $t_0 = t pm sqrt4x - t^2$.
If we inject the equation of the characteristic curves in the expression of $t_0$, we get
$t_0 = t pm |t-t_0|$.
Therefore, the top sign ($+$) corresponds to times $tleq t_0$, while the bottom sign ($-$) corresponds to times $tgeq t_0$.
The curves in the $x$-$t$ plane are shown below for several values of $t_0$ (the blue line marks the boundary where the data is imposed).



characteristics



For example, let us consider the point $(x,t) = big(5/32, -1/4big)$ of the $x$-$t$ plane. From the expression of $t_0$, we find the value $t_0 = 1/2$ which satisfies $t<t_0$, and the value $t_0 = -1$ which satisfies $t>t_0$. Hence, two characteristic curves are passing through this point. The first one carries the value $u = t - t_0/2 = -1/2$. The second one carries the value $u = t - t_0/2 = 1/4$. Both solutions
$$ u(x,t) = tfrac12 big( t mp sqrt4x - t^2 big) ,qquad 4x - t^2geq 0 $$
exist simultaneously. The classical solution deduced from the characteristics is bi-valued everywhere in the region $4x - t^2 > 0$. The problem is not well-posed in the sense of existence and uniqueness.






share|cite|improve this answer











$endgroup$




















    0












    $begingroup$

    Follow the method in http://en.wikipedia.org/wiki/Method_of_characteristics#Example:



    $dfracdtds=1$ , letting $t(0)=0$ , we have $t=s$



    $dfracduds=1$ , letting $u(0)=u_0$ , we have $u=s+u_0=t+u_0$



    $dfracdxds=u=s+u_0$ , letting $x(0)=f(u_0)$ , we have $x=dfracs^22+u_0s+f(u_0)=dfract^22+(u-t)t+f(u-t)=ut-dfract^22+f(u-t)$ , i.e. $u=t+Fleft(x-ut+dfract^22right)$



    $uleft(dfract^24,tright)=dfract2$ :



    $dfract2=t+Fleft(dfract^24right)$



    $Fleft(dfract^24right)=-dfract2$



    $F(t)=mpsqrt t$



    $therefore u=tmpsqrtx-ut+dfract^22$



    $(u-t)^2=x-ut+dfract^22$



    $u^2-2ut+t^2=x-ut+dfract^22$



    $u^2-ut=x-dfract^22$



    $u^2-ut+dfract^24=x-dfract^24$



    $left(u-dfract2right)^2=x-dfract^24$



    $u=dfract2pmsqrtx-dfract^24$






    share|cite|improve this answer









    $endgroup$












    • $begingroup$
      That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
      $endgroup$
      – user463280
      Mar 23 at 7:19










    • $begingroup$
      I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
      $endgroup$
      – user463280
      Mar 23 at 14:56











    Your Answer





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    3 Answers
    3






    active

    oldest

    votes








    3 Answers
    3






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    1












    $begingroup$

    I agree with your result. This is confirmed below.



    $$u_t+uu_x=1$$
    Chapit-Lagrange system of ODEs : $fracdt1=fracdxu=fracdu1=ds$



    A first characteristic equation comes from $fracdt1=fracdu1$ :
    $$t-u=c_1$$
    A second characteristic equation comes from $fracdxu=fracdu1$ :
    $$2x-u^2=c_2$$
    The general solution of the PDE on the form of an implicit equation $c_2=F(c_1)$ is :
    $$2x-u^2=F(t-u)$$
    where $F$ is an arbitrary function, to be determined according to initial condition.



    CONDITION : $u(fract^24,t)=fract2$
    $$2(fract^24)-(fract2)^2=Fleft(t-fract2right)$$
    $$fract^24=Fleft(fract2right)$$
    The function $F$ is determined : $quad F(X)=X^2$ .



    This shows that $F$ exists and is unique.



    We put this function into the above general solution :
    $$2x-u^2=(t-u)^2$$
    $$2u^2-2tu+t^2-2x=0$$
    This is the solution of the PDE fitting to the specified condition.



    This solution exists and is unique since $F$ exists and is unique.



    We can write it on the form :
    $$u=fract2pmsqrtx-frac14 t^2$$
    Writing on this form doesn't mean that we now have two solutions. We still have only one solution, the same as before.



    This is like the equation of a circle $x^2+y^2=R^2$ written on the form $y=pmsqrtR^2-x^2$. There is still one circle made of two demi-circles.



    On a purely mathematical viewpoint the result is : A solution exists and is unique.



    But the conclusion can be different if the PDE is a mathematical model for a physical problem. The use of the variable noted $t$ makes think to "time". If so, we are going outside the pur mathematics to go into physics. In that case some implicit conditions can appear, for example that the terms be real (no complex root for example). Or other constraints such as the time always increasing, or requirement about stability, for examples.



    Without knowing the context of the problem (What the PDE is supposed to model, etc) one cannot discuss the existence of solution, in other words if the above mathematical solution is a convenient answer to the question.






    share|cite|improve this answer









    $endgroup$












    • $begingroup$
      To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
      $endgroup$
      – user463280
      Mar 23 at 17:18










    • $begingroup$
      The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
      $endgroup$
      – JJacquelin
      Mar 23 at 19:04











    • $begingroup$
      My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
      $endgroup$
      – JJacquelin
      Mar 23 at 19:06










    • $begingroup$
      U may certainly.But existence part of my question remains unanswered.
      $endgroup$
      – user463280
      Mar 24 at 9:37















    1












    $begingroup$

    I agree with your result. This is confirmed below.



    $$u_t+uu_x=1$$
    Chapit-Lagrange system of ODEs : $fracdt1=fracdxu=fracdu1=ds$



    A first characteristic equation comes from $fracdt1=fracdu1$ :
    $$t-u=c_1$$
    A second characteristic equation comes from $fracdxu=fracdu1$ :
    $$2x-u^2=c_2$$
    The general solution of the PDE on the form of an implicit equation $c_2=F(c_1)$ is :
    $$2x-u^2=F(t-u)$$
    where $F$ is an arbitrary function, to be determined according to initial condition.



    CONDITION : $u(fract^24,t)=fract2$
    $$2(fract^24)-(fract2)^2=Fleft(t-fract2right)$$
    $$fract^24=Fleft(fract2right)$$
    The function $F$ is determined : $quad F(X)=X^2$ .



    This shows that $F$ exists and is unique.



    We put this function into the above general solution :
    $$2x-u^2=(t-u)^2$$
    $$2u^2-2tu+t^2-2x=0$$
    This is the solution of the PDE fitting to the specified condition.



    This solution exists and is unique since $F$ exists and is unique.



    We can write it on the form :
    $$u=fract2pmsqrtx-frac14 t^2$$
    Writing on this form doesn't mean that we now have two solutions. We still have only one solution, the same as before.



    This is like the equation of a circle $x^2+y^2=R^2$ written on the form $y=pmsqrtR^2-x^2$. There is still one circle made of two demi-circles.



    On a purely mathematical viewpoint the result is : A solution exists and is unique.



    But the conclusion can be different if the PDE is a mathematical model for a physical problem. The use of the variable noted $t$ makes think to "time". If so, we are going outside the pur mathematics to go into physics. In that case some implicit conditions can appear, for example that the terms be real (no complex root for example). Or other constraints such as the time always increasing, or requirement about stability, for examples.



    Without knowing the context of the problem (What the PDE is supposed to model, etc) one cannot discuss the existence of solution, in other words if the above mathematical solution is a convenient answer to the question.






    share|cite|improve this answer









    $endgroup$












    • $begingroup$
      To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
      $endgroup$
      – user463280
      Mar 23 at 17:18










    • $begingroup$
      The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
      $endgroup$
      – JJacquelin
      Mar 23 at 19:04











    • $begingroup$
      My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
      $endgroup$
      – JJacquelin
      Mar 23 at 19:06










    • $begingroup$
      U may certainly.But existence part of my question remains unanswered.
      $endgroup$
      – user463280
      Mar 24 at 9:37













    1












    1








    1





    $begingroup$

    I agree with your result. This is confirmed below.



    $$u_t+uu_x=1$$
    Chapit-Lagrange system of ODEs : $fracdt1=fracdxu=fracdu1=ds$



    A first characteristic equation comes from $fracdt1=fracdu1$ :
    $$t-u=c_1$$
    A second characteristic equation comes from $fracdxu=fracdu1$ :
    $$2x-u^2=c_2$$
    The general solution of the PDE on the form of an implicit equation $c_2=F(c_1)$ is :
    $$2x-u^2=F(t-u)$$
    where $F$ is an arbitrary function, to be determined according to initial condition.



    CONDITION : $u(fract^24,t)=fract2$
    $$2(fract^24)-(fract2)^2=Fleft(t-fract2right)$$
    $$fract^24=Fleft(fract2right)$$
    The function $F$ is determined : $quad F(X)=X^2$ .



    This shows that $F$ exists and is unique.



    We put this function into the above general solution :
    $$2x-u^2=(t-u)^2$$
    $$2u^2-2tu+t^2-2x=0$$
    This is the solution of the PDE fitting to the specified condition.



    This solution exists and is unique since $F$ exists and is unique.



    We can write it on the form :
    $$u=fract2pmsqrtx-frac14 t^2$$
    Writing on this form doesn't mean that we now have two solutions. We still have only one solution, the same as before.



    This is like the equation of a circle $x^2+y^2=R^2$ written on the form $y=pmsqrtR^2-x^2$. There is still one circle made of two demi-circles.



    On a purely mathematical viewpoint the result is : A solution exists and is unique.



    But the conclusion can be different if the PDE is a mathematical model for a physical problem. The use of the variable noted $t$ makes think to "time". If so, we are going outside the pur mathematics to go into physics. In that case some implicit conditions can appear, for example that the terms be real (no complex root for example). Or other constraints such as the time always increasing, or requirement about stability, for examples.



    Without knowing the context of the problem (What the PDE is supposed to model, etc) one cannot discuss the existence of solution, in other words if the above mathematical solution is a convenient answer to the question.






    share|cite|improve this answer









    $endgroup$



    I agree with your result. This is confirmed below.



    $$u_t+uu_x=1$$
    Chapit-Lagrange system of ODEs : $fracdt1=fracdxu=fracdu1=ds$



    A first characteristic equation comes from $fracdt1=fracdu1$ :
    $$t-u=c_1$$
    A second characteristic equation comes from $fracdxu=fracdu1$ :
    $$2x-u^2=c_2$$
    The general solution of the PDE on the form of an implicit equation $c_2=F(c_1)$ is :
    $$2x-u^2=F(t-u)$$
    where $F$ is an arbitrary function, to be determined according to initial condition.



    CONDITION : $u(fract^24,t)=fract2$
    $$2(fract^24)-(fract2)^2=Fleft(t-fract2right)$$
    $$fract^24=Fleft(fract2right)$$
    The function $F$ is determined : $quad F(X)=X^2$ .



    This shows that $F$ exists and is unique.



    We put this function into the above general solution :
    $$2x-u^2=(t-u)^2$$
    $$2u^2-2tu+t^2-2x=0$$
    This is the solution of the PDE fitting to the specified condition.



    This solution exists and is unique since $F$ exists and is unique.



    We can write it on the form :
    $$u=fract2pmsqrtx-frac14 t^2$$
    Writing on this form doesn't mean that we now have two solutions. We still have only one solution, the same as before.



    This is like the equation of a circle $x^2+y^2=R^2$ written on the form $y=pmsqrtR^2-x^2$. There is still one circle made of two demi-circles.



    On a purely mathematical viewpoint the result is : A solution exists and is unique.



    But the conclusion can be different if the PDE is a mathematical model for a physical problem. The use of the variable noted $t$ makes think to "time". If so, we are going outside the pur mathematics to go into physics. In that case some implicit conditions can appear, for example that the terms be real (no complex root for example). Or other constraints such as the time always increasing, or requirement about stability, for examples.



    Without knowing the context of the problem (What the PDE is supposed to model, etc) one cannot discuss the existence of solution, in other words if the above mathematical solution is a convenient answer to the question.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered Mar 23 at 16:22









    JJacquelinJJacquelin

    45.6k21857




    45.6k21857











    • $begingroup$
      To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
      $endgroup$
      – user463280
      Mar 23 at 17:18










    • $begingroup$
      The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
      $endgroup$
      – JJacquelin
      Mar 23 at 19:04











    • $begingroup$
      My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
      $endgroup$
      – JJacquelin
      Mar 23 at 19:06










    • $begingroup$
      U may certainly.But existence part of my question remains unanswered.
      $endgroup$
      – user463280
      Mar 24 at 9:37
















    • $begingroup$
      To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
      $endgroup$
      – user463280
      Mar 23 at 17:18










    • $begingroup$
      The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
      $endgroup$
      – JJacquelin
      Mar 23 at 19:04











    • $begingroup$
      My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
      $endgroup$
      – JJacquelin
      Mar 23 at 19:06










    • $begingroup$
      U may certainly.But existence part of my question remains unanswered.
      $endgroup$
      – user463280
      Mar 24 at 9:37















    $begingroup$
    To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
    $endgroup$
    – user463280
    Mar 23 at 17:18




    $begingroup$
    To JJacquelin,I disagree with you.Here is a counter example:-consider following IVP-. (t+2ux)u_x-(x+2ut)u_t=(x^2-t^2)/2 with Cauchy data x-t=0,u=0.Solving as usual,we get (x-t)^2=4(u+1/2)^2-1 , from which we obtain 2u=-1+√(x-t)^2+1,2u=-1-√(x-t)^2+1, but only 2u=-1+√(x-t)^2+1 satisfies initial data.Hence according to you only solution should be combined form solution (x-t)^2=4(u+1/2)^2-1.Any way ,it is half story.You have not answered the existence part.Pleas reread my comments and original question.
    $endgroup$
    – user463280
    Mar 23 at 17:18












    $begingroup$
    The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
    $endgroup$
    – JJacquelin
    Mar 23 at 19:04





    $begingroup$
    The example that you cite is not comparable to your problem. In the cited example, only one branch of the whole function satisfies the condition. In your case the two branches satisfies the condition. So, there is a unique solution $2u^2 −2ut+t^2 −2x=0$ which is the whole function (artificially cut in two branches by the solving for $u$ ).
    $endgroup$
    – JJacquelin
    Mar 23 at 19:04













    $begingroup$
    My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
    $endgroup$
    – JJacquelin
    Mar 23 at 19:06




    $begingroup$
    My answer is very simple. The solution $2u^2 −2ut+t^2 −2x=0$ satisfies the PDE $u_t +uu_x =1$ and satisfies the condition $u(t^2/4,t)=t/2$ . One can check it directly. The unicity of this solution is proved by the method used in my answer. I have nothing to add. Good luck for the kind of answer that you expect.
    $endgroup$
    – JJacquelin
    Mar 23 at 19:06












    $begingroup$
    U may certainly.But existence part of my question remains unanswered.
    $endgroup$
    – user463280
    Mar 24 at 9:37




    $begingroup$
    U may certainly.But existence part of my question remains unanswered.
    $endgroup$
    – user463280
    Mar 24 at 9:37











    1












    $begingroup$

    Using the method of characteristics, one writes




    • $fractext d ttext d s=1$. Letting $t(0) = t_0$ gives $t = s + t_0$.


    • $fractext d utext d s=1$. Letting $u(0) = frac12 t_0$ gives $u = s + frac12 t_0$.


    • $fractext d xtext d s=u$. Letting $x(0) = frac14 t_0^2$ gives $x = frac12s^2 + frac12 t_0 s + frac14 t_0^2$.

    The parameter $s$ is eliminated by injecting $s = t-t_0$ in the expression $x(s)$ of the characteristic curves. The latter becomes $x = frac14big( t^2 + (t-t_0)^2big)$, which is inverted as $t_0 = t pm sqrt4x - t^2$.
    If we inject the equation of the characteristic curves in the expression of $t_0$, we get
    $t_0 = t pm |t-t_0|$.
    Therefore, the top sign ($+$) corresponds to times $tleq t_0$, while the bottom sign ($-$) corresponds to times $tgeq t_0$.
    The curves in the $x$-$t$ plane are shown below for several values of $t_0$ (the blue line marks the boundary where the data is imposed).



    characteristics



    For example, let us consider the point $(x,t) = big(5/32, -1/4big)$ of the $x$-$t$ plane. From the expression of $t_0$, we find the value $t_0 = 1/2$ which satisfies $t<t_0$, and the value $t_0 = -1$ which satisfies $t>t_0$. Hence, two characteristic curves are passing through this point. The first one carries the value $u = t - t_0/2 = -1/2$. The second one carries the value $u = t - t_0/2 = 1/4$. Both solutions
    $$ u(x,t) = tfrac12 big( t mp sqrt4x - t^2 big) ,qquad 4x - t^2geq 0 $$
    exist simultaneously. The classical solution deduced from the characteristics is bi-valued everywhere in the region $4x - t^2 > 0$. The problem is not well-posed in the sense of existence and uniqueness.






    share|cite|improve this answer











    $endgroup$

















      1












      $begingroup$

      Using the method of characteristics, one writes




      • $fractext d ttext d s=1$. Letting $t(0) = t_0$ gives $t = s + t_0$.


      • $fractext d utext d s=1$. Letting $u(0) = frac12 t_0$ gives $u = s + frac12 t_0$.


      • $fractext d xtext d s=u$. Letting $x(0) = frac14 t_0^2$ gives $x = frac12s^2 + frac12 t_0 s + frac14 t_0^2$.

      The parameter $s$ is eliminated by injecting $s = t-t_0$ in the expression $x(s)$ of the characteristic curves. The latter becomes $x = frac14big( t^2 + (t-t_0)^2big)$, which is inverted as $t_0 = t pm sqrt4x - t^2$.
      If we inject the equation of the characteristic curves in the expression of $t_0$, we get
      $t_0 = t pm |t-t_0|$.
      Therefore, the top sign ($+$) corresponds to times $tleq t_0$, while the bottom sign ($-$) corresponds to times $tgeq t_0$.
      The curves in the $x$-$t$ plane are shown below for several values of $t_0$ (the blue line marks the boundary where the data is imposed).



      characteristics



      For example, let us consider the point $(x,t) = big(5/32, -1/4big)$ of the $x$-$t$ plane. From the expression of $t_0$, we find the value $t_0 = 1/2$ which satisfies $t<t_0$, and the value $t_0 = -1$ which satisfies $t>t_0$. Hence, two characteristic curves are passing through this point. The first one carries the value $u = t - t_0/2 = -1/2$. The second one carries the value $u = t - t_0/2 = 1/4$. Both solutions
      $$ u(x,t) = tfrac12 big( t mp sqrt4x - t^2 big) ,qquad 4x - t^2geq 0 $$
      exist simultaneously. The classical solution deduced from the characteristics is bi-valued everywhere in the region $4x - t^2 > 0$. The problem is not well-posed in the sense of existence and uniqueness.






      share|cite|improve this answer











      $endgroup$















        1












        1








        1





        $begingroup$

        Using the method of characteristics, one writes




        • $fractext d ttext d s=1$. Letting $t(0) = t_0$ gives $t = s + t_0$.


        • $fractext d utext d s=1$. Letting $u(0) = frac12 t_0$ gives $u = s + frac12 t_0$.


        • $fractext d xtext d s=u$. Letting $x(0) = frac14 t_0^2$ gives $x = frac12s^2 + frac12 t_0 s + frac14 t_0^2$.

        The parameter $s$ is eliminated by injecting $s = t-t_0$ in the expression $x(s)$ of the characteristic curves. The latter becomes $x = frac14big( t^2 + (t-t_0)^2big)$, which is inverted as $t_0 = t pm sqrt4x - t^2$.
        If we inject the equation of the characteristic curves in the expression of $t_0$, we get
        $t_0 = t pm |t-t_0|$.
        Therefore, the top sign ($+$) corresponds to times $tleq t_0$, while the bottom sign ($-$) corresponds to times $tgeq t_0$.
        The curves in the $x$-$t$ plane are shown below for several values of $t_0$ (the blue line marks the boundary where the data is imposed).



        characteristics



        For example, let us consider the point $(x,t) = big(5/32, -1/4big)$ of the $x$-$t$ plane. From the expression of $t_0$, we find the value $t_0 = 1/2$ which satisfies $t<t_0$, and the value $t_0 = -1$ which satisfies $t>t_0$. Hence, two characteristic curves are passing through this point. The first one carries the value $u = t - t_0/2 = -1/2$. The second one carries the value $u = t - t_0/2 = 1/4$. Both solutions
        $$ u(x,t) = tfrac12 big( t mp sqrt4x - t^2 big) ,qquad 4x - t^2geq 0 $$
        exist simultaneously. The classical solution deduced from the characteristics is bi-valued everywhere in the region $4x - t^2 > 0$. The problem is not well-posed in the sense of existence and uniqueness.






        share|cite|improve this answer











        $endgroup$



        Using the method of characteristics, one writes




        • $fractext d ttext d s=1$. Letting $t(0) = t_0$ gives $t = s + t_0$.


        • $fractext d utext d s=1$. Letting $u(0) = frac12 t_0$ gives $u = s + frac12 t_0$.


        • $fractext d xtext d s=u$. Letting $x(0) = frac14 t_0^2$ gives $x = frac12s^2 + frac12 t_0 s + frac14 t_0^2$.

        The parameter $s$ is eliminated by injecting $s = t-t_0$ in the expression $x(s)$ of the characteristic curves. The latter becomes $x = frac14big( t^2 + (t-t_0)^2big)$, which is inverted as $t_0 = t pm sqrt4x - t^2$.
        If we inject the equation of the characteristic curves in the expression of $t_0$, we get
        $t_0 = t pm |t-t_0|$.
        Therefore, the top sign ($+$) corresponds to times $tleq t_0$, while the bottom sign ($-$) corresponds to times $tgeq t_0$.
        The curves in the $x$-$t$ plane are shown below for several values of $t_0$ (the blue line marks the boundary where the data is imposed).



        characteristics



        For example, let us consider the point $(x,t) = big(5/32, -1/4big)$ of the $x$-$t$ plane. From the expression of $t_0$, we find the value $t_0 = 1/2$ which satisfies $t<t_0$, and the value $t_0 = -1$ which satisfies $t>t_0$. Hence, two characteristic curves are passing through this point. The first one carries the value $u = t - t_0/2 = -1/2$. The second one carries the value $u = t - t_0/2 = 1/4$. Both solutions
        $$ u(x,t) = tfrac12 big( t mp sqrt4x - t^2 big) ,qquad 4x - t^2geq 0 $$
        exist simultaneously. The classical solution deduced from the characteristics is bi-valued everywhere in the region $4x - t^2 > 0$. The problem is not well-posed in the sense of existence and uniqueness.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Apr 5 at 15:58

























        answered Apr 3 at 13:51









        Harry49Harry49

        8,72431344




        8,72431344





















            0












            $begingroup$

            Follow the method in http://en.wikipedia.org/wiki/Method_of_characteristics#Example:



            $dfracdtds=1$ , letting $t(0)=0$ , we have $t=s$



            $dfracduds=1$ , letting $u(0)=u_0$ , we have $u=s+u_0=t+u_0$



            $dfracdxds=u=s+u_0$ , letting $x(0)=f(u_0)$ , we have $x=dfracs^22+u_0s+f(u_0)=dfract^22+(u-t)t+f(u-t)=ut-dfract^22+f(u-t)$ , i.e. $u=t+Fleft(x-ut+dfract^22right)$



            $uleft(dfract^24,tright)=dfract2$ :



            $dfract2=t+Fleft(dfract^24right)$



            $Fleft(dfract^24right)=-dfract2$



            $F(t)=mpsqrt t$



            $therefore u=tmpsqrtx-ut+dfract^22$



            $(u-t)^2=x-ut+dfract^22$



            $u^2-2ut+t^2=x-ut+dfract^22$



            $u^2-ut=x-dfract^22$



            $u^2-ut+dfract^24=x-dfract^24$



            $left(u-dfract2right)^2=x-dfract^24$



            $u=dfract2pmsqrtx-dfract^24$






            share|cite|improve this answer









            $endgroup$












            • $begingroup$
              That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
              $endgroup$
              – user463280
              Mar 23 at 7:19










            • $begingroup$
              I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
              $endgroup$
              – user463280
              Mar 23 at 14:56















            0












            $begingroup$

            Follow the method in http://en.wikipedia.org/wiki/Method_of_characteristics#Example:



            $dfracdtds=1$ , letting $t(0)=0$ , we have $t=s$



            $dfracduds=1$ , letting $u(0)=u_0$ , we have $u=s+u_0=t+u_0$



            $dfracdxds=u=s+u_0$ , letting $x(0)=f(u_0)$ , we have $x=dfracs^22+u_0s+f(u_0)=dfract^22+(u-t)t+f(u-t)=ut-dfract^22+f(u-t)$ , i.e. $u=t+Fleft(x-ut+dfract^22right)$



            $uleft(dfract^24,tright)=dfract2$ :



            $dfract2=t+Fleft(dfract^24right)$



            $Fleft(dfract^24right)=-dfract2$



            $F(t)=mpsqrt t$



            $therefore u=tmpsqrtx-ut+dfract^22$



            $(u-t)^2=x-ut+dfract^22$



            $u^2-2ut+t^2=x-ut+dfract^22$



            $u^2-ut=x-dfract^22$



            $u^2-ut+dfract^24=x-dfract^24$



            $left(u-dfract2right)^2=x-dfract^24$



            $u=dfract2pmsqrtx-dfract^24$






            share|cite|improve this answer









            $endgroup$












            • $begingroup$
              That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
              $endgroup$
              – user463280
              Mar 23 at 7:19










            • $begingroup$
              I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
              $endgroup$
              – user463280
              Mar 23 at 14:56













            0












            0








            0





            $begingroup$

            Follow the method in http://en.wikipedia.org/wiki/Method_of_characteristics#Example:



            $dfracdtds=1$ , letting $t(0)=0$ , we have $t=s$



            $dfracduds=1$ , letting $u(0)=u_0$ , we have $u=s+u_0=t+u_0$



            $dfracdxds=u=s+u_0$ , letting $x(0)=f(u_0)$ , we have $x=dfracs^22+u_0s+f(u_0)=dfract^22+(u-t)t+f(u-t)=ut-dfract^22+f(u-t)$ , i.e. $u=t+Fleft(x-ut+dfract^22right)$



            $uleft(dfract^24,tright)=dfract2$ :



            $dfract2=t+Fleft(dfract^24right)$



            $Fleft(dfract^24right)=-dfract2$



            $F(t)=mpsqrt t$



            $therefore u=tmpsqrtx-ut+dfract^22$



            $(u-t)^2=x-ut+dfract^22$



            $u^2-2ut+t^2=x-ut+dfract^22$



            $u^2-ut=x-dfract^22$



            $u^2-ut+dfract^24=x-dfract^24$



            $left(u-dfract2right)^2=x-dfract^24$



            $u=dfract2pmsqrtx-dfract^24$






            share|cite|improve this answer









            $endgroup$



            Follow the method in http://en.wikipedia.org/wiki/Method_of_characteristics#Example:



            $dfracdtds=1$ , letting $t(0)=0$ , we have $t=s$



            $dfracduds=1$ , letting $u(0)=u_0$ , we have $u=s+u_0=t+u_0$



            $dfracdxds=u=s+u_0$ , letting $x(0)=f(u_0)$ , we have $x=dfracs^22+u_0s+f(u_0)=dfract^22+(u-t)t+f(u-t)=ut-dfract^22+f(u-t)$ , i.e. $u=t+Fleft(x-ut+dfract^22right)$



            $uleft(dfract^24,tright)=dfract2$ :



            $dfract2=t+Fleft(dfract^24right)$



            $Fleft(dfract^24right)=-dfract2$



            $F(t)=mpsqrt t$



            $therefore u=tmpsqrtx-ut+dfract^22$



            $(u-t)^2=x-ut+dfract^22$



            $u^2-2ut+t^2=x-ut+dfract^22$



            $u^2-ut=x-dfract^22$



            $u^2-ut+dfract^24=x-dfract^24$



            $left(u-dfract2right)^2=x-dfract^24$



            $u=dfract2pmsqrtx-dfract^24$







            share|cite|improve this answer












            share|cite|improve this answer



            share|cite|improve this answer










            answered Mar 23 at 5:56









            doraemonpauldoraemonpaul

            12.9k31761




            12.9k31761











            • $begingroup$
              That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
              $endgroup$
              – user463280
              Mar 23 at 7:19










            • $begingroup$
              I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
              $endgroup$
              – user463280
              Mar 23 at 14:56
















            • $begingroup$
              That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
              $endgroup$
              – user463280
              Mar 23 at 7:19










            • $begingroup$
              I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
              $endgroup$
              – user463280
              Mar 23 at 14:56















            $begingroup$
            That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
            $endgroup$
            – user463280
            Mar 23 at 7:19




            $begingroup$
            That solution I have already given.I am unable to understand how to resolve contradictory non-existence of solution and existence of solution (moreover two solutions).
            $endgroup$
            – user463280
            Mar 23 at 7:19












            $begingroup$
            I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
            $endgroup$
            – user463280
            Mar 23 at 14:56




            $begingroup$
            I mean that when the problem is viewed as existence problem then we get contradictory answers.Existence test (given in my solution) shows that solution should not exist but routine solving comes up with two solutions.My question is how to explain this happening.
            $endgroup$
            – user463280
            Mar 23 at 14:56

















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