First Order Partial Differential Equations

1 First Order Partial Differential Equations The profound study of nature is the most fertile source of mathematical discover-ies. - Joseph Fourier (1768-1830) begin our study of Partial Differential equationswithfirstorder Partial Differential doing so, we need to define a (see the appendix on Differential Equations ) that ann-th orderordinary Differential equation is an equation for an unknown functiony(x)n-th Order ordinary Differential equationthat expresses a relationship between the unknown function and its firstnderivatives. One could write this generally asF(y(n)(x),y(n 1)(x), .. ,y (x),y(x),x) =0.( )Herey(n)(x)represents thenth derivative ofy(x). Furthermore, and initialvalue problem consists of the Differential equation plus the values of theInitial value 1 derivatives at a particular value of the independent variable, sayx0:y(n 1)(x0) =yn 1,y(n 2)(x0) =yn 2.

first order partial differential equations 3 1.2 Linear Constant Coefficient Equations Let’s consider the linear first order constant coefficient par-tial differential equation aux +buy +cu = f(x,y),(1.8) for a, b, and c constants with a2 +b2 > 0. We will consider how such equa-

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