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Before characteristic crossing, the method of characteristics for the Inviscid Burgers equation transports each initial value without changing it:Here $\xi$ labels the starting position. Suppose $u_0$ is a bounded continuously differentiable function with bounded derivative. As long as $1+t{u}_0^{\prime }(\xi )>0$ for every label, the characteristic flow map is invertible and differentiating it gives the displayed formula for $u_x$.^[ref]

If the negative minimum $m={\min }_{\xi }{u}_0^{\prime }(\xi )$ is attained, the first breaking time is $t_{\ast }=-1/m$. Two labels ${\xi }_1<{\xi }_2$ with $u_0({\xi }_1)>u_0({\xi }_2)$ have formal intersection timeTheir neighboring-label limit explains why the most negative initial slope breaks first. As $t\uparrow t_{\ast }$, the amplitude remains bounded but $u_x$ diverges: this is gradient blow-up. Continuing intersecting lines would assign incompatible values at one position; the post-breaking entropy solution instead uses shock waves. Nondecreasing data have no forward characteristic crossing by this mechanism.

For a concrete calculation in dimensionless quantities on the infinite line, choose $u_0(\xi )=1-\tanh \xi$, with limiting states $2$ and $0$. Then $u_0^{\prime }(\xi )=-(1-{\tanh }^2\xi )$ has minimum $-1$ at $\xi =0$, so $t_{\ast }=1$ and the breaking point is $(x,t)=(1,1)$. Along the central characteristic curve $x=t$, $u=1$ and $u_x=-1/(1-t)$ before breaking. The labels $\xi =\pm 1$ give intersecting formal lines at $t=1/\tanh 1\approx 1.313$, after the classical solution has already broken.

For smooth compactly supported data in the scalar conservation law $u_t+f(u{)}_x=0$, put $m={\min }_{\xi }{f}^{\prime \prime }(u_0(\xi ))u_0^{\prime }(\xi )$. Its smooth characteristic solution of a scalar conservation law exists until $t_{\ast }=-1/m$ if $m<0$, and for all times if $m\ge 0$. The characteristic flow map $X_t(\xi )=\xi +t{f}^{\prime }(u_0(\xi ))$ has derivative $1+t{f}^{\prime \prime }(u_0)u_0^{\prime }$; its first zero produces gradient blowup. The formula applies to smooth fluxes of either concavity, although it is particularly useful for a concave function flux.

The Hamiltonian $(v^2-x^2)/2$ gives $\dot{x}=v$, $\dot{v}=x$. Its characteristic flow map is multiplication by $A_t$, with $A_t{A}_s=A_{t+s}$ and determinant one. The backward map is $A_{-t}$. This expanding-contracting linear flow preserves phase-space Lebesgue measure and every finite-$p$ integral of a transported density, despite stretching its level sets.

For $\alpha =1$, $f=V_0(s^2-s)$, so the characteristic speed is $a=V_0(2s-1)$ and the conservation law flux is strictly convex. Let $\tau =V_{0}t$ and let $\xi$ be the initial vertical position of a characteristic curve.

For the increasing ramp, the characteristic curves within its sloping part satisfy $z=\xi (1+0.6\tau )$. They spread apart and never cross. The outer plateau characteristic speeds are $-0.6V_0$ and $0.6V_0$, so the complete entropy solution isThe transition widens linearly and its gradient decreases. At large time it approaches a rarefaction wave, with $s\simeq (1+z/\tau )/2$ inside its expanding transition.

For the decreasing ramp, $z=\xi (1-0.6\tau )$ and the characteristic curves converge. Before they meet,All the ramp characteristic curves meet at $z=0$ atThereafter a stationary sedimentation shock separates $s_L=0.8$ below from $s_R=0.2$ above. Indeed the Rankine-Hugoniot condition givesand the incoming characteristic speeds satisfy $a(0.8)=0.6V_0>0>a(0.2)=-0.6V_0$, which makes it an admissible entropy shock. The discontinuity transports no net excess particle flux because both plateau fluxes equal $-0.16V_0$. These are local solutions before a finite container's boundaries affect the transition.

The dependence on $\alpha$ is controlled by the hindered-settling flux inflection:For any smooth initial profile, the characteristic flow map has derivativeThis formula gives the first characteristic crossing: minimize the positive values of $-1/[f^{\prime \prime }(s_0)s_0^{\prime }]$. At $\alpha =0$ neither ramp changes shape; both move down at $V_0$. For $0<\alpha \le 3/2$, the flux is convex throughout $0.2\le s\le 0.8$: the increasing ramp spreads and the decreasing ramp steepens, although its entire ramp generally no longer focuses simultaneously. For $\alpha \ge 9$, the flux is concave throughout that interval and these roles reverse. At the endpoint values the curvature vanishes at one plateau; it does not reverse sign inside the interval.

For $3/2<\alpha <9$, the inflection $s_i=2/(\alpha +1)$ lies between the plateau concentrations. Below $s_i$ the increasing ramp spreads, while above it that ramp compresses; the decreasing ramp has the opposite local behavior. After characteristic crossing, the entropy solution can contain both a shock wave and a rarefaction wave. Quantitatively, an increasing step is selected by the lower convex envelope of $f$ on the interval between its states: curved portions supply rarefaction waves, and straight portions supply shock waves. A decreasing step uses the upper concave envelope. A join between a fan and a shock wave at a state $s_{\ast }$ satisfies the tangent-chord relation $f^{\prime }(s_{\ast })=[f(s_b)-f(s_{\ast })]/(s_b-s_{\ast })$, where $s_b$ is the other shock state. Thus curvature, not simply the magnitude of $\alpha$, decides the wave pattern; the envelope may reduce to one shock if the tangent lies outside the state interval.

Formally the Jacobian determinant of the characteristic flow map satisfies $J^{\prime }=\mathrm{div}B({\Phi }_t)J=0$, $J(0)=1$, so $J=1$. Changing variables $z={\Phi }_t(z_0)$ givesTaking the $p$th root proves $\boxed{\Vert f(t){\Vert }_{L^p}=\Vert f_I{\Vert }_{L^p}}$ for $1\le p<\infty$. Equivalently multiply the equation by $p{f}^{p-1}$ and integrate the divergence term, with vanishing boundary terms. Volume preservation gives the result without needing such boundary decay for general integrable data.

Write $z=(x,v)$ and $B(z)=(v,-\nabla V(x))$. The characteristic flow map ${\Phi }_t$ solves $\dot{z}=B(z)$. Its vector field is globally Lipschitz continuous, so Picard-Lindelöf theorem gives a unique global flow with inverse ${\Phi }_{-t}$. Also ${\mathrm{div}}_{z}B=0$.

The proposed Dirac measure is the unit mass at ${\Phi }_t(z_0)$. For every compactly supported smooth test function $\psi$,This is the weak formulation of $f_t+\mathrm{div}(Bf)=0$, equal to the Liouville equation because $\mathrm{div}B=0$. The initial unit mass is recovered at $t=0$. The characteristic equations are precisely $\dot{\hat{x}}=\hat{v}$, $\dot{\hat{v}}=-\nabla V(\hat{x})$; the time-derivative dots, lost in the converted text, are present in the PDF.

Use $(y,w)$ to label the initial point in phase space. The characteristic equations for a transport equation are $\dot{X}=a(V)$ and $\dot{V}=0$, with $X(s)=y$ and $V(s)=w$. Since the velocity remains fixed, the ordinary differential equations integrate directly:This characteristic flow map exists for all real times, even if $a$ grows rapidly at infinity: each trajectory samples just one fixed velocity. Its inverse is $S_{t,s}$, and its Jacobian matrix is the block triangular matrixConsequently its Jacobian determinant is one. The nonzero Jacobian determinant of $a$ is unnecessary for this construction.

The chain rule gives $d[f(t,X(t),V(t))]/dt=0$ along each characteristic curve. Pulling the initial datum back by the inverse characteristic flow map therefore givesDirect differentiation also gives $f_t=-a(v)\cdot {\nabla }_{x}f$, so this is a classical solution of the transport equation. Composition with a smooth function makes $f$ smooth jointly in $(t,x,v)$; nonnegative initial data remain nonnegative.

If $K=\mathrm{supp}{f}_{\mathrm{in}}$, then $\mathrm{supp}f(t)=S_{0,t}(K)$. A continuous image of a compact set is compact. Thus compact support is preserved at every finite time; there is no claim of one fixed compact support for all $t\ge 0$.

Choose $R_0$ with $K\subset \{(y,w):|y|\le R_0,|w|\le R_0\}$ and let $A_0={\max }_{|w|\le R_0}|a(w)|$, which is finite by continuity. Every point transported from $K$ satisfiesHence anycontains the support of a function in the required phase space ball throughout $[0,T]$. Equivalently, the image of the compact set $[0,T]\times K$ under the characteristic flow map is compact. This uniform support control puts the solution in ${\mathcal{C}}_T$ and justifies the following differentiations under the integral.

The characteristic equations for a transport equation on phase space areA sufficient global hypothesis is that $F$ is continuous in time, locally Lipschitz continuous in $(x,v)$ uniformly on compact time intervals, and, for every finite $T$, satisfies $|F(t,x,v)|\le C_T(1+|x|+|v|)$ for $|t|\le T$. These hypotheses give unique characteristic curves for all real times if the field is defined for all real times. It suffices for forward existence to impose them on nonnegative time. One may strengthen the spatial hypothesis to $C^1$ when differentiating the characteristic flow map below. Local Lipschitz continuity alone guarantees only local existence; the linear-growth bound prevents finite-time escape.

For this force, $\dot{V}=V$, hence $V(t)=e^{t}v$ and $X(t)=x+(e^t-1)v$. Invert the characteristic flow map: the initial velocity for an endpoint $(x,v)$ is $e^{-t}v$, and the initial position is $x-(1-e^{-t})v$. Constancy along each characteristic curve givesThere is no amplitude factor here: this is scalar advection, not the conservative continuity equation for a compressible density.

Differentiating the explicit characteristic flow map gives the block triangular Jacobian matrixIts Jacobian determinant is the product of its diagonal block determinants. Therefore

The finite-$p$ assertion needs the zero-divergence hypothesis from the preceding part, which is not repeated in this part's printed hypotheses. The norm is on ${\mathbb{R}}_x^3\times {\mathbb{R}}_v^3$, and finite conservation requires $f_0$ to belong to the corresponding Lp space in addition to its smoothness.

Writing ${\Phi }_t$ for the characteristic flow map, the general solution is $f_t=f_0\circ {\Phi }_t^{-1}$. A change of variables givesThus the Lp conservation for incompressible transport isWithout that condition the requested conclusion is false: the force in part (c), together with any nonzero smooth integrable initial datum given by a Gaussian function, gives $\Vert f_t{\Vert }_p=e^{3t/p}\Vert f_0{\Vert }_p$. The essential supremum is still conserved by a complete invertible flow, because composition does not change the range of values.

For the negative-flux Inviscid Burgers equation, the method of characteristics givesThe characteristic curve starting at ${\theta }_0$ therefore has $\theta ={\theta }_0-f_0({\theta }_0)z$, and henceFor smooth data this describes a single-valued classical solution as long as the characteristic flow map is invertible. Its Jacobian is $1-z{f}_0^{\prime }({\theta }_0)$; after characteristic crossing, one must instead select a weak solution with the appropriate entropy solution condition.

The conservation form is $f_z+G(f{)}_{\theta }=0$, with conservation law flux $G(f)=-f^2/2$. Integrating this scalar conservation law across a moving discontinuity, or differentiating its Heaviside representation as a distribution, yields the Rankine-Hugoniot conditionFor distinct one-sided limits it simplifies toThis jump-speed relation is exact for the Burgers conservation law; an additional entropy condition is needed to distinguish a physical compressive shock wave from an expansion discontinuity.

The step gives the Burgers Riemann problem with negative flux. If $U>0$, characteristic curves from the left have speed zero, while those from the right have speed $-U$: they converge. The entropy shock wave has speed $-U/2$ and thusCharacteristics enter this shock from both sides, since $0>-U/2>-U$.

If $U<0$, the right-hand speed $-U$ is positive and the two families separate. A smooth steep approximation to the initial step spreads into a rarefaction wave. In the fan, the self-similar characteristic curve relation is $-f=\theta /z$, givingThe endpoint values match continuously. The discontinuity moving at $-U/2$ would satisfy the jump condition even for $U<0$, but its characteristic curves leave the discontinuity and it fails entropy admissibility. For $U=0$ the solution is identically zero.

The characteristic equations for a transport equation are $\dot{X}=V$ and $\dot{V}=X$, so $\ddot{X}=X$. For an initial point $(x_0,v_0)$ their solution isThis is the hyperbolic characteristic flow for an inverted oscillator. The addition formulas give $A_s{A}_t=A_{s+t}$ and $A_t^{-1}=A_{-t}$. In particular, the backward characteristic flow map from the point $(x,v)$ at time $t$ to time $s$ isAlong this characteristic curve, the chain rule changes the transport equation into $d[f(s,S_{s,t}(x,v))]/ds=h(s,S_{s,t}(x,v))$. Integrating from zero to $t$ givesThe assumed $C^1$ regularity makes this a classical solution: on every compact set, the integrand and its needed derivatives are continuous, so differentiation under the finite-time integral is justified. At $t=0$ it has the required initial value, and the characteristic calculation verifies the equation. Conversely every classical solution must satisfy the same integrated identity, proving uniqueness. This is the Duhamel formula for Hamiltonian transport, with Hamiltonian $(v^2-x^2)/2$.

The derivative of the backward characteristic flow map isThus the change of variables formula preserves phase-space Lebesgue measure. With zero source, $f_t=f_0\circ S_{0,t}$, so for every finite $p>0$,Taking the $p$th root proves $\Vert f_t{\Vert }_p=\Vert f_0{\Vert }_p$. For $0<p<1$ this is a quasi-norm, and the argument still works because it uses only a change of variables, not the triangle inequality. The identity also holds in the extended sense when an integral is infinite. Since the flow is bijective and measure-preserving, it additionally preserves the essential supremum, so the same conclusion holds for $p=\infty$.

Taking the essential supremum in the characteristic solution gives the sharper estimateIndeed, the bijective characteristic flow map preserves each spatial-velocity essential supremum. If $H_t={\mathrm{esssup}}_{0\le s\le t,x,v\in \mathbb{R}}|h(s,x,v)|$, this proves $\Vert f_t{\Vert }_{\infty }\le \Vert f_0{\Vert }_{\infty }+t{H}_t$. A time-independent source has $H_t=\Vert h{\Vert }_{L^{\infty }({\mathbb{R}}^2)}$, which is the displayed form. For a time-dependent source, the same symbol must mean a bound uniform over the elapsed time interval; its norm at the final time alone need not bound the accumulated forcing.

The bound is sharp. Take $f_0=1$ and $h=1$, giving $f(t,x,v)=1+t$ and equality for every $t\ge 0$. Both functions are smooth and bounded, although their finite-$p$ integrals over the whole plane are infinite.

Use the unit-period circle $\mathbb{T}=\mathbb{R}/\mathbb{Z}$, with total measure one. The free characteristic flow map givesTranslations in $x$ preserve its periodic measure. The Tonelli theorem and the integral triangle inequality yieldThe Fubini's theorem therefore applies also to signed data, and the same translation givesThis holds for positive or negative time. The printed $L^1(\mathbb{R})$ in this subpart is a domain typo: the spatial variable is periodic, so the correct space is $L^1(\mathbb{T})$. For example, the smooth initial value $f_0(x,v)=e^{-v^2}$ gives the constant density $\sqrt{\pi }$, whose periodic extension is not integrable on the real line.

The characteristic curves solve $\dot{X}=X$, hence $X(t,\xi )=e^t\xi$. By the chain rule, $d[u(t,X(t,\xi ))]/dt=0$. Pulling back along the characteristic flow map givesFor $u_0\in C^1$, this is a classical solution: $u_t=-e^{-t}x{u}_0^{\prime }(e^{-t}x)$ and $u_x=e^{-t}{u}_0^{\prime }(e^{-t}x)$ cancel in the transport equation, and at $t=0$ the initial condition holds. Conversely, constancy along every characteristic curve forces this formula.

For the scalar conservation law, put $v_0(\xi )=f^{\prime }(u_0(\xi ))$ and $m={\min }_{\xi }{v}_0^{\prime }(\xi )={\min }_{\xi }{f}^{\prime \prime }(u_0(\xi ))u_0^{\prime }(\xi )$. The concave-flux characteristic lifespan and characteristic flow map areFor $t<t^{\ast }$, $X_t^{\prime }=1+t{v}_0^{\prime }>0$, and $X_t(\xi )=\xi +ct$ outside the support of $u_0$. Thus $X_t$ is a global smooth diffeomorphism and the formula is $u(t,x)=u_0(X_t^{-1}(x))$. The method of characteristics proves existence and uniqueness among smooth solutions.

If $m<0$, at a minimizer ${\xi }_{\ast }$ the numerator $u_0^{\prime }({\xi }_{\ast })$ is nonzero, since its product with $f^{\prime \prime }(u_0({\xi }_{\ast }))$ is negative. Thereforeblows up as $t\uparrow t^{\ast }$, showing that this is the maximal smooth lifespan. Strict concavity alone does not require $f^{\prime \prime }$ to be negative at every point; the argument uses no such extra hypothesis.