 Charpit's equations

For a first-order nonlinear partial differential equation $F(x,y,u,p,q)=0$, with $p=u_x,q=u_y$, Charpit's equations extend the method of characteristics to the five-dimensional space of position, value and gradient:The chain rule gives $dF/dt=0$ by direct cancellation, so a trajectory starting on $F=0$ remains there. Initial data $u_0(s)$ on $(x_0(s),y_0(s))$ require both $F(x_0,y_0,u_0,p_0,q_0)=0$ and $p_0{x}_0^{\prime }+q_0{y}_0^{\prime }=u_0^{\prime }$. The non-characteristic condition is $x_0^{\prime }{F}_q-y_0^{\prime }{F}_p\ne 0$. It makes the projection onto $(x,y)$ locally invertible. Compatible initial contact data then propagate as $du=pdx+qdy$, reconstructing a classical solution. Multiple permitted initial normal derivatives can give different local branches; loss of the projection Jacobian determinant marks a characteristic caustic.