Solution of a Class of First-Order Quasilinear Partial Differential Equations

Abstract

AbstractA method for constructing a solution for some systems of first-order quasilinear partial differential equations is presented. The type of equations can either be hyperbolic or elliptic. The method is based on the application of the generalized hodograph method, which allows us to write the solution in an implicit form. There is a system of first-order linear partial differential equations that is used for commuting flows in the generalized hodograph method. We discover an analogy between the commuting flows and divided differences for the Hermite polynomial. This analogy allows us to obtain an explicit representation for commuting flows. The introduction of new (Lagrangian) variables, which are conserved on the characteristics of the original system, suggests a way to transform the solution of the Cauchy problem for first-order quasilinear partial differential equations to the solution of the Cauchy problem for ordinary differential equations. Numerical, and in some cases analytical, integration of the Cauchy problem makes it possible to construct explicit solutions of the problem on the level lines (isochrons) of the implicit solution. The method proposed is significantly different from the grid method, finite element method, finite volume method, and, in fact, is more precise. The error of the solution can arise only at the last stage in the numerical integration of the Cauchy problem for ordinary differential equations. Moreover, the method allows us to obtain multivalued solutions, in particular, to study the process of wave breaking in hyperbolic systems. Particular cases of the equations considered here describe diffusion-free approximation in a wide range of mass transport processes in multicomponent mixtures, such as electrophoresis, chromatography, centrifugation. As a simple example, the solution of the electrophoresis problem (separation multicomponent mixture to individual component) is presented.KeywordsGeneralized hodograph methodCommuting flowsDivided differenceMathematical Subject Classification (2000)35L4535L4035L65