Past exam of the differential equations 1 course of the University of Oxford / 2023 / 2 / b

A characteristic curve in $(x,y,z)$ follows the vector field defining the first-order partial differential equation. Along such a curve the chain rule turns the equation intoIts characteristic projection is the curve $(x(s),y(s))$ in the independent-variable plane.

Writing $x(0)=\xi$, $y(0)=\eta$, $z(0)=\zeta$, separation of variables givesThese formulas hold on the maximal interval through $s=0$ where the denominators remain nonzero, using the real cube root. They include $\eta =0$ (a stationary characteristic projection) and $\zeta =0$ (the zero height). For $\zeta \ne 0$, the last formula follows from $d(z^{-3})/ds=1$. The alternative zero solution must be retained when deriving this by division by $z^4$.

Parametrize the data by $(\xi ,\eta ,\zeta )=(\cos \theta ,\sin \theta ,-1)$. The determinant testing Noncharacteristic Cauchy data isThus the open upper and lower semicircles are noncharacteristic, but the entire circle is not a valid noncharacteristic data curve: the determinant vanishes at $(1,0)$ and $(-1,0)$.

There is a stronger obstruction at those two points. On $y=0$, the differential equation forces $0=-z^4/3$, and hence $z=0$. This contradicts the prescribed value $z=-1$ at both endpoints. ThereforeThe obstruction is already present if the equation is imposed next to the circle and the solution and its first partial derivatives extend continuously to it.

Away from the endpoints, the characteristic projections are radial half-lines:For $\sin \theta >0$, $r$ increases with $s$; for $\sin \theta <0$, $r$ decreases with $s$. Each projection meets its own open semicircle exactly once and never crosses $y=0$. The endpoint projections themselves are single stationary points, although their lifted characteristic curves have varying height.

Use the compatible open semicircles and set $r=\sqrt{x^2+y^2}$. The characteristic curve through $(\cos \theta ,\sin \theta ,-1)$ hasThe condition $s<1$ is essential: at $s=1$ there is finite-time blowup, so the opposite branch cannot be reached from the data. From $r=(1-s\sin \theta {)}^{-1}$ and $y=r\sin \theta$,Eliminating $s$ yieldsThe ratio inside the cube root is positive precisely on the two data-determined regionsOn $D_{+}$ each point traces to the upper semicircle, and on $D_{-}$ to the lower semicircle, with $s<1$. To check the parameter ranges explicitly, for $\eta =\sin \theta >0$ they are $-\infty <s<1$, whereas for $\eta <0$ they are $1/\eta <s<1$. At the latter lower endpoint the planar projection escapes to infinity. The inverse function theorem and uniqueness for the characteristic ordinary differential equations give a unique smooth solution on each region. Equivalently, each point has the unique foot $(x/r,y/r)$ and parameter $(r-1)/y$.

A direct check is particularly short. For $s=(r-1)/y$, let $\mathcal{D}=xy{\partial }_x+y^2{\partial }_y$. Then $\mathcal{D}r=yr$, $\mathcal{D}y=y^2$, andSince $dz/ds=-z^4/3$, the displayed formula solves the partial differential equation, and $r=1$ gives $z=-1$ on both open semicircles. The finite boundary where $r=1+y$, away from the axis, is the parabola $y=(x^2-1)/2$ and corresponds to blowup. Points on $y=0$ cannot be added to a classical continuation of these regions: where they are approached from a data-determined region, the height behaves like a nonzero multiple of $|y{|}^{1/3}$, or has incompatible limits at the endpoints. The formula is therefore the complete classical answer for the compatible arcs, while the full-circle problem as printed has no classical solution.