In plain words
A first-order PDE is an ordinary equation hiding along certain curves. Find those curves, carry the initial data along them, and watch for the moment two of them collide.
Quasilinear:
Lagrange's method: solve dx/a = dy/b = du/c. Two independent integrals give the general solution .
Characteristic form: dx/dt = a, dy/dt = b, du/dt = c. The solution is constant (or evolves by c) along characteristic curves.
The standard worked patterns
| PDE, data | Solution |
|---|---|
| u = f(x − y) | |
| characteristics uy, | |
| kx | u = kx kx needs 1 + ky ≠ 0 |
| u constant on y − 2x = const |
Existence trap: the solution exists for all y > 0 exactly when the Jacobian ky never vanishes there — i.e. k ≥ 0. Negative k makes characteristics cross and the solution breaks down (shock).
Data on a characteristic
If the initial curve is itself a characteristic, there is either no solution or infinitely many. Always check that the data curve is non-characteristic: along it.
Charpit (fully nonlinear F(x, y, u, p, q) = 0)
dx/F_p = dy/F_q = du/(pF_p + qF_q) = −dp/(F_x + pF_u) = −dq/(F_y + qF_u).
Key takeaways
- Characteristics carry the data; crossing characteristics = loss of existence.
- Check the non-characteristic condition on the initial curve before anything else.
- Burgers-type with increasing data is fine; decreasing data forms a shock.