The Transport Equation
The simplest PDE of all describes something being carried along at constant speed — a dye drifting
down a pipe, a signal moving along a wire. With u(x, t) the amount at
position x and time t, the
transport equation (or advection equation) is
u_t + c\,u_x = 0.
It says the time-change of u is exactly balanced by its spatial
slope, scaled by a speed c. First order, linear, homogeneous — and yet
it already contains the essential idea of propagation.
The solution is the initial shape, sliding
Claim: if the profile at t = 0 is u(x, 0) = f(x),
then for all time
u(x, t) = f(x - ct).
Check it. By the
chain rule,
u_t = -c\,f'(x - ct) and u_x = f'(x - ct), so
u_t + c\,u_x = -c f' + c f' = 0. ✓ The whole profile simply
translates to the right at speed c, rigid and
undistorted — no spreading, no decay. The graph at time t is the
starting graph shifted by ct.
Watch it travel
A Gaussian bump f(x) = e^{-x^2} carried by
u(x, t) = e^{-(x - ct)^2}. Advance the time
t and the bump glides along, perfectly preserving its shape; change the
speed c (even make it negative) to send it the other way. The faint
curve marks the original position at t = 0.