Method of characteristics

The method of characteristics solves a first-order partial differential equation by reducing it to ordinary differential equations along characteristic curves.

For a transport equation ${\partial }_{t}f+b(t,z)\cdot {\nabla }_{z}f=h$, solve $\dot{z}=b(t,z)$. The chain rule then gives $d[f(t,z(t))]/dt=h(t,z(t))$. Initial data and the time integral of this source determine the solution along each characteristic curve.