The Method of Characterisitcs Explained

To illustrate the method of characteristics consider the partial differential equation for

Obviously, this is in fact an ODE. The solution is found by integration with respect

toand readswhereis an arbitrary function of

is uniquely determined by fixingalong the lineor any curve in theplane.

∂u

The initial value problemandfor allhas the unique solution

To find this solution we identified a curve along which the PDE becomes an ODE – the lines- whereis a constant, then solved the ODE for each– for eachthere must be one initial value ofgiven on this curve. We have used the coordinateto parameterise a characteristic curve andto parameterise the different curves.

We can generalize this. Consider the general semilinear PDE

First choose a characteristic curve parameterised by

Definition: A characteristic curve is a curve in the−plane, along which the PDE becomes an ODE. The characteristic curves, parameterised byi.e.are solutions of the characteristic equations

There is a one-parameter family of these curves which are parameterised byIfthen the characteristic curves can be expressed as functions y(x):

they are solutions of the ODE :obtained fromwithas the integration constant. Similarly, ifthen the characteristic curves can be expressed as functionsthey are solutions of the ODE