Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2011/ii/paper-1/30a/i/solution

In phase-space coordinates , the characteristic equations for a transport equation are the Hamilton equations
Smoothness of gives a unique local Hamiltonian flow . Along it the chain rule gives . Thus
The inverse is the backward autonomous flow, so this formula defines the unique local classical solution wherever the characteristic reaches the initial hypersurface. A smooth Hamiltonian on all of need not have a globally complete flow; the formula is understood on the interval and region where both flows exist. A common global time interval requires the corresponding completeness or growth assumption.

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