Added May 27, 2019.
From UMN Math 5587 HW2, Fall 2016, problem 3.
Solve for \(u(x,t)\) with \(x>0,t>0\) and initial conditions not zero \(u(x,1)=\frac {x}{1+x^2}\)
Mathematica ✓
ClearAll["Global`*"]; pde = D[u[x, t], t] + D[u[x, t], x] == 0; ic = u[x,1]== x/(1+1+x^2); sol = AbsoluteTiming[TimeConstrained[DSolve[{pde,ic}, u[x, t], {x, t}], 60*10]];
Maple ✓
restart; pde := diff(u(x,t),t)+diff(u(x,t),x)=0; ic := u(x,1)= x/(1+x^2); cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,ic],u(x,t))),output='realtime'));
Hand solution
Solve \(u_{t}+u_{x}=0\) with initial conditions \(u\left ( x,1\right ) =\frac {x}{1+x^{2}}\). The characteristic equations are
At \(s=0\) we have \(x\left ( 0\right ) =\xi ,t\left ( 1\right ) =1,u\left ( 0\right ) =\frac {\xi }{1+\xi ^{2}}\). Solving (1) gives \(t=s+t\left ( 1\right ) =s+1\). Solving (2) gives \(x=s+x\left ( 0\right ) =s+\xi \). From these solutions we solve for \(\xi \), which gives \(\xi =x-s=x-\left ( t-1\right ) \). Hence
Equation (3) gives
Hence
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