The PDE $u_t = u_xx$ follows the path defined by $dfracdxdt = pm infty$

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I have the PDE $u_t = u_xx$ (heat equation).



I am then told that, by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$.



I wonder how they came to this conclusion? Please kindly explain. :)







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    up vote
    5
    down vote

    favorite
    5












    I have the PDE $u_t = u_xx$ (heat equation).



    I am then told that, by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$.



    I wonder how they came to this conclusion? Please kindly explain. :)







    share|cite|improve this question
























      up vote
      5
      down vote

      favorite
      5









      up vote
      5
      down vote

      favorite
      5






      5





      I have the PDE $u_t = u_xx$ (heat equation).



      I am then told that, by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$.



      I wonder how they came to this conclusion? Please kindly explain. :)







      share|cite|improve this question














      I have the PDE $u_t = u_xx$ (heat equation).



      I am then told that, by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$.



      I wonder how they came to this conclusion? Please kindly explain. :)









      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Aug 10 at 23:46

























      asked Aug 10 at 23:16









      Wyuw

      1468




      1468




















          2 Answers
          2






          active

          oldest

          votes

















          up vote
          3
          down vote



          accepted
          +50










          For a second order PDE in two variables $x$ and $t$,
          $$
          a(x,t) u_xx + 2b(x,t) u_xt + c(x,t) u_tt + dots = 0
          ,
          $$
          there is an associated quadratic form at each point $(x,t)$,
          $$
          Q(h,k) = a(x,t) h^2 + 2b(x,t) hk + c(x,t) k^2
          ,
          $$
          and a characteristic curve is a curve whose normal vector $(h,k)$ satisfies $Q(h,k)=0$ at each point of the curve.



          For the heat equation we have simply
          $$
          Q(h,k)=h^2
          $$
          so the normal vector should be $(h,k)=(0,1)$ at each point, which forces the characteristics to be lines of constant $t$.






          share|cite|improve this answer




















          • Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
            – Wyuw
            Aug 17 at 23:54






          • 1




            Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
            – Hans Lundmark
            Aug 18 at 8:48










          • But where did you get $1/0$ from?
            – Wyuw
            Aug 18 at 9:04






          • 1




            From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
            – Hans Lundmark
            Aug 18 at 9:10











          • thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
            – Wyuw
            Aug 19 at 8:51

















          up vote
          4
          down vote













          The rewriting of the PDE collects the leading order (second order) derivatives on the right-hand side, as the characteristics should be determined by the leading order terms.
          If you have a vector $v=(a,b)$ in the $(x,t)$-plane, then the characteristics of the second order operator $(vcdotnabla)^2=(apartial_x+bpartial_t)^2$ are lines in the direction of the vector $v$.
          In this particular case $a=1$ and $b=0$, so the line points in the $x$ direction with no $t$ component.
          This conclusion is then expressed — in my opinion clumsily — by saying that $fracdxdt=pminfty$.



          Since you gave no source in your question, I can't interpret everything.
          But there is truth to the statement: the heat equation (not only in $1+1$ dimensions) has infinite speed of propagation, meaning that solutions travel infinitely fast in all directions.
          This is described in the question as $fracdxdt=pminfty$, but I do hope the source you are using also gives a description in words.






          share|cite|improve this answer
















          • 1




            thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
            – Wyuw
            Aug 19 at 8:52










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          2 Answers
          2






          active

          oldest

          votes








          2 Answers
          2






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          up vote
          3
          down vote



          accepted
          +50










          For a second order PDE in two variables $x$ and $t$,
          $$
          a(x,t) u_xx + 2b(x,t) u_xt + c(x,t) u_tt + dots = 0
          ,
          $$
          there is an associated quadratic form at each point $(x,t)$,
          $$
          Q(h,k) = a(x,t) h^2 + 2b(x,t) hk + c(x,t) k^2
          ,
          $$
          and a characteristic curve is a curve whose normal vector $(h,k)$ satisfies $Q(h,k)=0$ at each point of the curve.



          For the heat equation we have simply
          $$
          Q(h,k)=h^2
          $$
          so the normal vector should be $(h,k)=(0,1)$ at each point, which forces the characteristics to be lines of constant $t$.






          share|cite|improve this answer




















          • Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
            – Wyuw
            Aug 17 at 23:54






          • 1




            Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
            – Hans Lundmark
            Aug 18 at 8:48










          • But where did you get $1/0$ from?
            – Wyuw
            Aug 18 at 9:04






          • 1




            From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
            – Hans Lundmark
            Aug 18 at 9:10











          • thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
            – Wyuw
            Aug 19 at 8:51














          up vote
          3
          down vote



          accepted
          +50










          For a second order PDE in two variables $x$ and $t$,
          $$
          a(x,t) u_xx + 2b(x,t) u_xt + c(x,t) u_tt + dots = 0
          ,
          $$
          there is an associated quadratic form at each point $(x,t)$,
          $$
          Q(h,k) = a(x,t) h^2 + 2b(x,t) hk + c(x,t) k^2
          ,
          $$
          and a characteristic curve is a curve whose normal vector $(h,k)$ satisfies $Q(h,k)=0$ at each point of the curve.



          For the heat equation we have simply
          $$
          Q(h,k)=h^2
          $$
          so the normal vector should be $(h,k)=(0,1)$ at each point, which forces the characteristics to be lines of constant $t$.






          share|cite|improve this answer




















          • Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
            – Wyuw
            Aug 17 at 23:54






          • 1




            Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
            – Hans Lundmark
            Aug 18 at 8:48










          • But where did you get $1/0$ from?
            – Wyuw
            Aug 18 at 9:04






          • 1




            From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
            – Hans Lundmark
            Aug 18 at 9:10











          • thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
            – Wyuw
            Aug 19 at 8:51












          up vote
          3
          down vote



          accepted
          +50







          up vote
          3
          down vote



          accepted
          +50




          +50




          For a second order PDE in two variables $x$ and $t$,
          $$
          a(x,t) u_xx + 2b(x,t) u_xt + c(x,t) u_tt + dots = 0
          ,
          $$
          there is an associated quadratic form at each point $(x,t)$,
          $$
          Q(h,k) = a(x,t) h^2 + 2b(x,t) hk + c(x,t) k^2
          ,
          $$
          and a characteristic curve is a curve whose normal vector $(h,k)$ satisfies $Q(h,k)=0$ at each point of the curve.



          For the heat equation we have simply
          $$
          Q(h,k)=h^2
          $$
          so the normal vector should be $(h,k)=(0,1)$ at each point, which forces the characteristics to be lines of constant $t$.






          share|cite|improve this answer












          For a second order PDE in two variables $x$ and $t$,
          $$
          a(x,t) u_xx + 2b(x,t) u_xt + c(x,t) u_tt + dots = 0
          ,
          $$
          there is an associated quadratic form at each point $(x,t)$,
          $$
          Q(h,k) = a(x,t) h^2 + 2b(x,t) hk + c(x,t) k^2
          ,
          $$
          and a characteristic curve is a curve whose normal vector $(h,k)$ satisfies $Q(h,k)=0$ at each point of the curve.



          For the heat equation we have simply
          $$
          Q(h,k)=h^2
          $$
          so the normal vector should be $(h,k)=(0,1)$ at each point, which forces the characteristics to be lines of constant $t$.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Aug 17 at 12:09









          Hans Lundmark

          33k564109




          33k564109











          • Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
            – Wyuw
            Aug 17 at 23:54






          • 1




            Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
            – Hans Lundmark
            Aug 18 at 8:48










          • But where did you get $1/0$ from?
            – Wyuw
            Aug 18 at 9:04






          • 1




            From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
            – Hans Lundmark
            Aug 18 at 9:10











          • thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
            – Wyuw
            Aug 19 at 8:51
















          • Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
            – Wyuw
            Aug 17 at 23:54






          • 1




            Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
            – Hans Lundmark
            Aug 18 at 8:48










          • But where did you get $1/0$ from?
            – Wyuw
            Aug 18 at 9:04






          • 1




            From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
            – Hans Lundmark
            Aug 18 at 9:10











          • thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
            – Wyuw
            Aug 19 at 8:51















          Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
          – Wyuw
          Aug 17 at 23:54




          Hmm, I'm struggling to see how this relates to my question? It says that by writing the equation as $(partial_x + (0)partial_t)^2 u = u_t$, we see that its characteristics would follow the path defined by $dfracdxdt = pm infty$? Sorry I am new to this.
          – Wyuw
          Aug 17 at 23:54




          1




          1




          Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
          – Hans Lundmark
          Aug 18 at 8:48




          Well, it's hard to say what you are expected to know, since you haven't told us the source of the statement, but presumably they are referring to some earlier explanation of how to read off the characteristics from a factorisation. At least if you have constant coefficients, factoring the differential operator is the same as factoring the quadratic form. In this case, it's just $h^2 = (1h+0k)^2$, which makes it easy to see for which vectors the quadratic form is zero. And this tells you the slope of the characteristic, in this case “1/0”.
          – Hans Lundmark
          Aug 18 at 8:48












          But where did you get $1/0$ from?
          – Wyuw
          Aug 18 at 9:04




          But where did you get $1/0$ from?
          – Wyuw
          Aug 18 at 9:04




          1




          1




          From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
          – Hans Lundmark
          Aug 18 at 9:10





          From $1h+0k$, the coefficients are $1$ and $0$. So the vector $(h,k)=(-0,1)$ (swap the numbers and change one sign) will make the quadratic form zero. So this is the normal vector of the characteristic. Thus the vector $(1,0)$ (swap back and change one sign) is a tangent vector of the characteristic. So the slope is $1/0$ or $0/1$ depending on whether you write $dx/dt$ or $dt/dx$.
          – Hans Lundmark
          Aug 18 at 9:10













          thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
          – Wyuw
          Aug 19 at 8:51




          thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Joonas Ilmavirta, I understand now
          – Wyuw
          Aug 19 at 8:51










          up vote
          4
          down vote













          The rewriting of the PDE collects the leading order (second order) derivatives on the right-hand side, as the characteristics should be determined by the leading order terms.
          If you have a vector $v=(a,b)$ in the $(x,t)$-plane, then the characteristics of the second order operator $(vcdotnabla)^2=(apartial_x+bpartial_t)^2$ are lines in the direction of the vector $v$.
          In this particular case $a=1$ and $b=0$, so the line points in the $x$ direction with no $t$ component.
          This conclusion is then expressed — in my opinion clumsily — by saying that $fracdxdt=pminfty$.



          Since you gave no source in your question, I can't interpret everything.
          But there is truth to the statement: the heat equation (not only in $1+1$ dimensions) has infinite speed of propagation, meaning that solutions travel infinitely fast in all directions.
          This is described in the question as $fracdxdt=pminfty$, but I do hope the source you are using also gives a description in words.






          share|cite|improve this answer
















          • 1




            thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
            – Wyuw
            Aug 19 at 8:52














          up vote
          4
          down vote













          The rewriting of the PDE collects the leading order (second order) derivatives on the right-hand side, as the characteristics should be determined by the leading order terms.
          If you have a vector $v=(a,b)$ in the $(x,t)$-plane, then the characteristics of the second order operator $(vcdotnabla)^2=(apartial_x+bpartial_t)^2$ are lines in the direction of the vector $v$.
          In this particular case $a=1$ and $b=0$, so the line points in the $x$ direction with no $t$ component.
          This conclusion is then expressed — in my opinion clumsily — by saying that $fracdxdt=pminfty$.



          Since you gave no source in your question, I can't interpret everything.
          But there is truth to the statement: the heat equation (not only in $1+1$ dimensions) has infinite speed of propagation, meaning that solutions travel infinitely fast in all directions.
          This is described in the question as $fracdxdt=pminfty$, but I do hope the source you are using also gives a description in words.






          share|cite|improve this answer
















          • 1




            thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
            – Wyuw
            Aug 19 at 8:52












          up vote
          4
          down vote










          up vote
          4
          down vote









          The rewriting of the PDE collects the leading order (second order) derivatives on the right-hand side, as the characteristics should be determined by the leading order terms.
          If you have a vector $v=(a,b)$ in the $(x,t)$-plane, then the characteristics of the second order operator $(vcdotnabla)^2=(apartial_x+bpartial_t)^2$ are lines in the direction of the vector $v$.
          In this particular case $a=1$ and $b=0$, so the line points in the $x$ direction with no $t$ component.
          This conclusion is then expressed — in my opinion clumsily — by saying that $fracdxdt=pminfty$.



          Since you gave no source in your question, I can't interpret everything.
          But there is truth to the statement: the heat equation (not only in $1+1$ dimensions) has infinite speed of propagation, meaning that solutions travel infinitely fast in all directions.
          This is described in the question as $fracdxdt=pminfty$, but I do hope the source you are using also gives a description in words.






          share|cite|improve this answer












          The rewriting of the PDE collects the leading order (second order) derivatives on the right-hand side, as the characteristics should be determined by the leading order terms.
          If you have a vector $v=(a,b)$ in the $(x,t)$-plane, then the characteristics of the second order operator $(vcdotnabla)^2=(apartial_x+bpartial_t)^2$ are lines in the direction of the vector $v$.
          In this particular case $a=1$ and $b=0$, so the line points in the $x$ direction with no $t$ component.
          This conclusion is then expressed — in my opinion clumsily — by saying that $fracdxdt=pminfty$.



          Since you gave no source in your question, I can't interpret everything.
          But there is truth to the statement: the heat equation (not only in $1+1$ dimensions) has infinite speed of propagation, meaning that solutions travel infinitely fast in all directions.
          This is described in the question as $fracdxdt=pminfty$, but I do hope the source you are using also gives a description in words.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Aug 18 at 9:51









          Joonas Ilmavirta

          20.2k84181




          20.2k84181







          • 1




            thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
            – Wyuw
            Aug 19 at 8:52












          • 1




            thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
            – Wyuw
            Aug 19 at 8:52







          1




          1




          thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
          – Wyuw
          Aug 19 at 8:52




          thanks for the explanation! Unfortunately the textbook does not provide any information beyond what I gave in the main post which is why I had so much trouble understanding it in the first place. But thanks to you and Hans Lundmark, I understand now
          – Wyuw
          Aug 19 at 8:52












           

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