Characteristic flow map Created 2026-09-24 Updated 2026-09-24
The characteristic flow map is the point reached at time by the characteristic curve that passes through at time . Whenever the flow is invertible, transport solutions pull their initial data back by .
Method of characteristics Created 2026-09-24 Updated 2026-09-24
The method of characteristics solves a first-order partial differential equation by reducing it to ordinary differential equations along characteristic curves.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 105 3 a Solution Created 2026-09-24 Updated 2026-09-24
For and , define the characteristic curve byThe bounded derivative makes globally Lipschitz, uniformly in . On each finite time interval, , so Gronwall inequality prevents finite-time escape. The Picard-Lindelof theorem therefore gives a unique trajectory for every finite . Differentiation in givesso the characteristic flow map is a increasing diffeomorphism.
Along a characteristic, the chain rule changes the equation intoTracing backward by the flow therefore givesThe regularity of the flow makes this a classical solution. Conversely, every classical solution obeys the same ordinary differential equation along every characteristic, so the formula also proves uniqueness.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 105 3 d Solution Created 2026-09-24 Updated 2026-09-24
The characteristic curves are . Along one of them, obeys the separable ordinary differential equationThereforeFor , the denominator is positive everywhere. At , it first vanishes where , namely at . The solution consequently has finite-time blowup at timealong the points . No finite classical solution can continue through that time.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 105 3 a Solution Created 2026-09-24 Updated 2026-09-24
The characteristic flow map solves the ordinary differential equationand henceAlong this characteristic curve, the chain rule givesThe value is therefore constant, and tracing back to time zero gives the classical solutionDirect differentiation verifies both the linear transport equation and its initial value.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 105 3 d Solution Created 2026-09-24 Updated 2026-09-24
SetThe scalar conservation law is . Its characteristic curve issuing from satisfiesThe Jacobian of the one-dimensional characteristic map isBefore characteristic crossing, differentiation with respect to givesBecause has compact support, is continuous and vanishes outside a compact set. It therefore attains its minimumby the hypothesis. Since , the function is strictly increasing and tends to infinity. There is consequently a unique first time satisfyingAt a minimizer of , the numerator is nonzero because is nonzero, while the denominator tends to zero as . Hence the classical solution has gradient blow-up: