Charpit's equations 2026-10-31
For a first-order nonlinear partial differential equation , with , Charpit's equations extend the method of characteristics to the five-dimensional space of position, value and gradient:
The chain rule gives by direct cancellation, so a trajectory starting on remains there. Initial data on require both and . The non-characteristic condition is . It makes the projection onto locally invertible. Compatible initial contact data then propagate as , reconstructing a classical solution. Multiple permitted initial normal derivatives can give different local branches; loss of the projection Jacobian determinant marks a characteristic caustic.
Set . Parametrize the data by , , . Tangential differentiation gives ; substitution into then gives . Thus the data allow two normal-derivative branches, indexed by , with . For each branch is non-characteristic; the endpoint is degenerate.
The Charpit's equations reduce to , , , and . Integrating with these initial values gives
Direct substitution checks , and recovers the initial data. The projection onto the plane has Jacobian determinant
It first vanishes at . These points form the characteristic caustic , ; a single classical solution cannot in general be continued through the fold by treating all projected characteristic curves as a graph.
For a precise description put . On the chart containing the initial curve and lying before the fold, , elimination gives
The plus square-root is forced by , rather than a free second choice. The conditions give the complete unfolded chart
Interior points of the domain have strict inequality at the boundary generated by as well. The other boundary is the characteristic caustic; the original endpoint contributes no open chart. On the portion obtained by following characteristics forward from the data, , the region is more specifically
The boundary is and meets the characteristic caustic at . Negative characteristic times give the continuation across the initial segment into the opposite half-plane. Each sign branch is a distinct local solution; the initial values alone do not select one of them.
Figure 1.
Two characteristic branches, their forward regions, and the first caustic
. Details.
The solid shading follows ; the lighter shading shows the same smooth chart at . Reflected panels correspond to the two allowed signs of the initial normal derivative. Beyond the dashed characteristic caustic the characteristic parametrization no longer gives this smooth graph.
Take . Parametrize the initial line by , , . Initial compatibility gives , and then gives . The characteristic formula in part (a) yields
Since , take . To select the branch connected smoothly to the initial data, stop each characteristic before its coordinate map folds. Its Jacobian determinant is
so this branch has . Eliminating gives
For fixed , the right side defining is strictly increasing on that selected branch. At its lower endpoint it equals , and it tends to infinity as . Thus it gives exactly one for every point in
Substituting that unique into the formula for gives the required classical solution. As at fixed , , and as required.
Without the pre-fold branch restriction, the algebraic equation also has a smaller positive root. That root tends to zero as , and its tends to zero rather than , so it does not solve the prescribed initial-boundary problem. The fold is the characteristic caustic; uniqueness here is for the classical branch continued from the given initial data before that fold.
On an open set where , put . The chain rule gives , so the quadratic eikonal equation is equivalent to . For constant positive data on a smooth initial curve, the tangential derivative vanishes and the two allowed normal derivatives are . Locally the two solutions are , where is oriented distance along the normal rays; hence wherever the chosen stays positive and the normal-coordinate map remains invertible.
There are two separate obstructions to using this initial-data chart. A characteristic caustic occurs when normal rays focus and the projection Jacobian determinant vanishes. Alternatively can reach zero while the geometric rays remain separated: the square-root transformation then ceases to apply and the original Charpit's equations have a degenerate zero-gradient state. A continuation of beyond either obstruction needs separate justification; squaring an algebraic expression alone does not preserve a prescribed positive square-root branch.