Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2010/differential-equations/8/solution

Use a parameter . The characteristic equations are
For a graph of a function satisfying the equation, solve the first two equations after substituting . The chain rule and the partial differential equation give , exactly the third equation. Uniqueness for the resulting linear ordinary differential equation system shows that its characteristic through the initial point agrees with this curve on the graph of a function. This proves invariance as long as the graph of a function remains defined along the curve. A claim about the entire curve additionally requires a surface continued along that flow; a restricted graph of a function patch alone cannot imply global continuation.
Let , and . Then . Since ,
Along the characteristic starting from these give and . Consequently the characteristic surface generated by the given line satisfies
To see that the whole displayed cone is generated, not just contained in it, decompose with , . The full solution is
When , variation of gives all azimuths about the axis, while the freely chosen supplies every positive radius on both halves. This is precisely the two-sided circular cone, with
The edge cases matter: gives the plane (semi-angle ), and generates only the axis (semi-angle zero), not a two-dimensional surface. In the latter case the initial line is itself characteristic, so it does not determine a unique integral surface. The nondegenerate cone is smooth away from its vertex and can be used as a graph of a function only on patches whose tangent plane is not vertical. Thus the printed geometric conclusion has its ordinary characteristic-surface meaning in the nondegenerate case, with these domain and degeneracy qualifications; it cannot be asserted for every global smooth graph of a function without them.

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