The general quasi-linear first order equation in two dimensions takes
the form
The characteristics are defined by
In general, the variation of a function of two variables along
a line is given by the total differential of calculus,
Note that frequently, you may have to solve the ordinary differential
equations in a different form or order. For example, if depends
on , you will not be able to solve to
find as a function of since in is still an unknown
function of . But maybe, say, is not a function of , in
which case you could solve ; then you could
plug that solution for as a function of into
to get an equation for that no longer involves .
The bottom line is that it is really best to write the characteristic
equations as
In all the unsolved problems in the book, there is at least one solvable ratio. But if there is none, you may be forced to try to change variables, e.g. to polar, or eliminate one variable by, say, differentiating a ratio, hopefully producing a second order ordinary differential equation with one variable eliminated.
ExampleQuestion: (5.30) Solve
Solution:
This example wants to solve the partial differential equation
For this equation, a ratio like is not immediately solvable for , since besides would be an unknown function of . The only solvable ratio is in fact that between and :
where is the integration constant. These characteristic lines are hyperbola; they are sketched in figure 20.1.
Now that is a known function of , specifically assuming it is positive, the ordinary differential equation for can be solved
to give
Taking exponentials and noting that the square root equals , this simplifies to
For example, if it is given that 1 at the point 1 shown as a fat dot in figure 20.2, then it follows from the above general expressions that 0, so the characteristic line is the line shown in grey, and that , so you would get for on the grey line.
Figure 20.2: Given the value of at a single point on a characteristic line, can be found at every point on that line.
ExampleQuestion: (5.6) Solve the nasty example
Solution:
In this case, none of the ratios
is a solvable ordinary differential equation; each involves three variables. You might try to take a derivative of an equation, like
which is indeed an ordinary differential equation for not involving the unknown . But it is an awkward second order nonlinear equation.The trick is to guess that the combination can be found as a function of :
which produces
This can then be plugged into
to get a separable equation giving as a function of , with another integration constant . However, that becomes a mess, involving either an arctan or logarithm, depending on the value of .