1.4 The Cauchy problem

Data are prescribed on a curve \(\Gamma \), \((x, y) = (x_0(\tau ), y_0(\tau ))\), with \(u = u_0(\tau )\) there.

Theorem 1.4.1. If \(\Gamma \) is \(C^1\) and non-characteristic at a point, meaning that the characteristic direction \((a, b)\) is not tangent to \(\Gamma \): \[ \det \begin {bmatrix} a & b\\ x_0'(\tau ) & y_0'(\tau )\end {bmatrix} \neq 0 , \] then near that point the Cauchy problem for (1.1) has a unique \(C^1\) solution. If \(\Gamma \) is itself a characteristic curve, the problem has either no solution or infinitely many.

Proof. From each point \(\tau \) of \(\Gamma \), solve the characteristic ODEs \(x' = a\), \(y' = b\) with \((x, y)(0) = (x_0(\tau ), y_0(\tau ))\), and the ODE \(u' = f - cu\) along it with \(u(0) = u_0(\tau )\). By the existence, uniqueness and differentiable dependence theorems for ODEs, this defines a \(C^1\) map \((\tau , s) \mapsto (x, y)\) and a function \(u(\tau , s)\). At \(s = 0\) the Jacobian of the map has columns \((x_0', y_0')\) and \((a, b)\), so its determinant is non-zero by the non-characteristic condition, and by the inverse function theorem the map is a \(C^1\) diffeomorphism near the point. Then \(u(x, y) = u(\tau (x, y), s(x, y))\) is a \(C^1\) function satisfying the equation (by Theorem 1.3.2, read backwards) and the data. Any solution satisfies the same ODEs along the characteristics, so it coincides with this one.

If \(\Gamma \) is a characteristic, the data \(u_0\) must themselves satisfy the ODE \(u' = f - cu\) along \(\Gamma \); if they do not, there is no solution, and if they do, the values off \(\Gamma \) are not determined, since nothing links \(\Gamma \) to the neighbouring characteristics, and any smooth choice of data on a transverse curve gives a solution. □

The theorem explains why initial data for the transport equation are given on \(t = 0\), a line crossed by every characteristic once. It also shows why characteristics are where information travels: a discontinuity in the data on \(\Gamma \) is carried along the characteristic through that point, and cannot appear anywhere else.

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