Underdetermined IBVP's: constructing boundary condition during evolution












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$begingroup$


For $(t,x)in[0,T]times[0,X]$ let there be a partial differential equation (PDE) of the generic form
$$partial_ty=f(t,x,y,partial_xy)$$
along with some initial condition (i.c.)
$$y_i(x):=y(0,x)$$
but no boundary condition (b.c.).



The above initial-boundary value problem (IBVP) is profoundly underdetermined.



However one may come to think that for some infinitesimal $h$ there are two distinct approximations for the $x$-partial derivative:
$$partial_xyapproxfrac{y(t,x+h)-f(t,x)}{h}qquadqquadpartial_xyapproxfrac{y(t,x)-f(t,x-h)}{h}$$



Based on these approximations one can




  1. evaluate $partial_xy(0,x)$ for any $xin[0,X]$ and then

  2. evaluate $partial_ty(0,x)$ for any $xin[0,X]$ and then

  3. evaluate $y(0+dt,x)=y(0,x)+dtcdot partial_ty(0,x)$


In this way one is able to construct a unique solution $y(t,x)$ although the above IBVP is underdetermined. It is as if the missing boundary condition $y(t,X)$ is constructed in parallel with the evolution of initial data.



I would appreciate any recommendations of bibliography or ideas concerning this kind of integration.










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$endgroup$

















    1












    $begingroup$


    For $(t,x)in[0,T]times[0,X]$ let there be a partial differential equation (PDE) of the generic form
    $$partial_ty=f(t,x,y,partial_xy)$$
    along with some initial condition (i.c.)
    $$y_i(x):=y(0,x)$$
    but no boundary condition (b.c.).



    The above initial-boundary value problem (IBVP) is profoundly underdetermined.



    However one may come to think that for some infinitesimal $h$ there are two distinct approximations for the $x$-partial derivative:
    $$partial_xyapproxfrac{y(t,x+h)-f(t,x)}{h}qquadqquadpartial_xyapproxfrac{y(t,x)-f(t,x-h)}{h}$$



    Based on these approximations one can




    1. evaluate $partial_xy(0,x)$ for any $xin[0,X]$ and then

    2. evaluate $partial_ty(0,x)$ for any $xin[0,X]$ and then

    3. evaluate $y(0+dt,x)=y(0,x)+dtcdot partial_ty(0,x)$


    In this way one is able to construct a unique solution $y(t,x)$ although the above IBVP is underdetermined. It is as if the missing boundary condition $y(t,X)$ is constructed in parallel with the evolution of initial data.



    I would appreciate any recommendations of bibliography or ideas concerning this kind of integration.










    share|cite|improve this question











    $endgroup$















      1












      1








      1


      1



      $begingroup$


      For $(t,x)in[0,T]times[0,X]$ let there be a partial differential equation (PDE) of the generic form
      $$partial_ty=f(t,x,y,partial_xy)$$
      along with some initial condition (i.c.)
      $$y_i(x):=y(0,x)$$
      but no boundary condition (b.c.).



      The above initial-boundary value problem (IBVP) is profoundly underdetermined.



      However one may come to think that for some infinitesimal $h$ there are two distinct approximations for the $x$-partial derivative:
      $$partial_xyapproxfrac{y(t,x+h)-f(t,x)}{h}qquadqquadpartial_xyapproxfrac{y(t,x)-f(t,x-h)}{h}$$



      Based on these approximations one can




      1. evaluate $partial_xy(0,x)$ for any $xin[0,X]$ and then

      2. evaluate $partial_ty(0,x)$ for any $xin[0,X]$ and then

      3. evaluate $y(0+dt,x)=y(0,x)+dtcdot partial_ty(0,x)$


      In this way one is able to construct a unique solution $y(t,x)$ although the above IBVP is underdetermined. It is as if the missing boundary condition $y(t,X)$ is constructed in parallel with the evolution of initial data.



      I would appreciate any recommendations of bibliography or ideas concerning this kind of integration.










      share|cite|improve this question











      $endgroup$




      For $(t,x)in[0,T]times[0,X]$ let there be a partial differential equation (PDE) of the generic form
      $$partial_ty=f(t,x,y,partial_xy)$$
      along with some initial condition (i.c.)
      $$y_i(x):=y(0,x)$$
      but no boundary condition (b.c.).



      The above initial-boundary value problem (IBVP) is profoundly underdetermined.



      However one may come to think that for some infinitesimal $h$ there are two distinct approximations for the $x$-partial derivative:
      $$partial_xyapproxfrac{y(t,x+h)-f(t,x)}{h}qquadqquadpartial_xyapproxfrac{y(t,x)-f(t,x-h)}{h}$$



      Based on these approximations one can




      1. evaluate $partial_xy(0,x)$ for any $xin[0,X]$ and then

      2. evaluate $partial_ty(0,x)$ for any $xin[0,X]$ and then

      3. evaluate $y(0+dt,x)=y(0,x)+dtcdot partial_ty(0,x)$


      In this way one is able to construct a unique solution $y(t,x)$ although the above IBVP is underdetermined. It is as if the missing boundary condition $y(t,X)$ is constructed in parallel with the evolution of initial data.



      I would appreciate any recommendations of bibliography or ideas concerning this kind of integration.







      ordinary-differential-equations pde numerical-methods partial-derivative boundary-value-problem






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      share|cite|improve this question













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      edited Dec 29 '18 at 19:24







      dkstack

















      asked Dec 29 '18 at 10:51









      dkstackdkstack

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