We will examine the method of characteristics for three different PDEs:
For all three examples, the initial conditions are specified as . The examples take a slightly simpler form than the general equation (1). All three examples have b(x,t) = 1 and c(x,t) = 0. In this case characteristic equation (2b) becomes ,.and the solution is t = s+ k. Using the initial condition t(0) = 0, we determine that the constant is k = 0, so s = t. In this special case with b(x,t) = 1, we only have one characteristic equation to solve. Before proceeding to the examples, we restate the general strategy in terms of this special case.
The advection equation is the PDE
where a is a real constant, the wave speed or velocity of propagation. This is the rate at which the solution will propagate along the characteristics. The velocity is constant, so all points on the solution profile will move at the same speed a.
Now we apply the method of characteristics outlined in the 3 steps above.
To verify that does indeed remain constant along the characteristics, we differentiate along one of these curves to find the rate of change of u along the characteristic:
So we find that the rate of change is zero, verifying that u is constant along the curve.
By writing the characteristic curves as , we see that, in the x-t plane, the characteristics are parallel lines with slope 1/a, so the slope of the characteristics depends only on the constant a.
Experiment in the applet with different values of the wave speed a, which can be changed through the dialog box displayed when the parameters button is pressed. Set to observe the solution profile moving in the opposite direction, and observe the negative slope of the characteristics.
The variable coefficient advection equation is
For this example, we take , so the wave speed depends on the spatial coordinate x. That is, the speed of a point on the solution profile will depend on the horizontal coordinate x of the point.
View the variable coefficient advection equation simulation in the applet. Notice that the characteristics are not straight lines. Also observe that the characteristics do not intersect.