Characteristic coordinate 2026-09-24
A characteristic coordinate is a function constant along one family of characteristics. For a second-order equation in two variables, two independent characteristic coordinates reduce the principal part to a mixed derivative.
Characteristic plane 2026-09-25
A characteristic plane is a planar characteristic hypersurface. For , the planes carry the two travelling-wave families.
The total differential order of is two, so its principal symbol is . The conormal to is , on which vanishes. The initial line is a characteristic hypersurface for this total-order symbol; the first-order time derivative does not enter it.
Suppose a real analytic solution existed near . Repeated use of the heat equation gives . The initial power series is near zero, hence
The time Taylor series at would therefore have coefficients . The ratio of successive absolute coefficients is , giving radius of convergence zero. This contradicts the assumed real analytic regularity. No such analytic local solution exists, although the initial function itself is real analytic.
For a defining function with , the characteristic hypersurface test is that the principal symbol vanish at .
For the wave equation with speed ,
Thus its characteristic hypersurfaces satisfy . In one space dimension the two families are ; cones are characteristic away from their vertices.
For the free Schrodinger equation, in normalized units,
Its total-order characteristic hypersurfaces satisfy . Their normal is purely temporal, so locally they are constant-time hypersurfaces. Multiplying the equation by a nonzero constant or choosing the opposite sign convention does not change this test.
For the Laplace equation,
There are no real characteristic hypersurfaces for the Laplace equation, since their normal cannot be zero. These statements concern the ordinary total-order principal symbol, not a weighted space-time grading.
For the heat equation, viewed as a second-order equation in all variables, the principal symbol is . It vanishes on , so is a characteristic hypersurface and
Writing does not repair its hypotheses: the right side has second spatial derivatives, exceeding the first-order normal-form allowance. Indeed real analytic initial data need not produce a jointly real analytic solution through time zero. In one dimension, would force
The time Taylor coefficients have zero radius of convergence.
Nevertheless the forward heat equation has Hadamard well-posedness in standard or Sobolev space classes for ; its Fourier multiplier gives stable smoothing. Backward evolution has the growing multiplier and is unstable. Neither forward stability nor backward instability is decided simply by whether the real analytic theorem applies.
For , the conormal to its zero set is . The principal symbol of is
A characteristic hypersurface requires on the surface. Thus satisfies the anisotropic eikonal equation
The first-order and zeroth-order terms do not affect this condition.
Expanding the equation gives
For the hyperbolic partial differential equation discriminant, , , , so
For a curve , the characteristic hypersurface equation is , or . Therefore the two families of characteristic curves are
The values include the characteristic lines and . Every curve in the first family approaches as ; every curve in the second approaches . The two curves through are and , shown as the thick curves below. Equivalently, the characteristic coordinates are and .
Figure 1.
Characteristic families of the variable-coefficient wave equation
. Blue and orange curves show the two families of characteristic curves, with arrows in the direction of increasing time. Dashed lines mark the characteristic lines . The thick curves pass through the origin. The initial segment and shaded forward strip indicate the region where the zero data force vanishing, as proved in the next part. Details.
Locally write the real analytic hypersurface as with . The conormal bundle is spanned by . The surface is a characteristic hypersurface at precisely when the principal symbol vanishes on that conormal:
Only the matrix , which is a symmetric matrix, contributes to this expression.
A characteristic hypersurface of the form must satisfy
On either connected component of , separation gives
One choice valid on both components is
Indeed, and away from the axes, so . Thus
are the two families of characteristics, and are characteristic coordinates.