Past exam of the differential equations and applications course of the University of Oxford / 2011 / B / 6 / a

Write $F_p,F_q$ evaluated at the fixed pair $(p(s),q(s))$. Differentiating in $\tau$ gives $x_{\tau }=F_p$, $y_{\tau }=F_q$, and $u_{\tau }=p{F}_p+q{F}_q$, proving $u_{\tau }=p{x}_{\tau }+q{y}_{\tau }$.

Differentiate the other parameter. The difference of the required sides isThe first bracket is zero by the prescribed initial compatibility condition, and the second is zero by differentiating $F(p(s),q(s))=0$. Thus $u_s=p{x}_s+q{y}_s$ as well. These calculations use the differentiability of the supplied parametric functions.

If the coordinate Jacobian determinant $J=x_s{y}_{\tau }-y_s{x}_{\tau }$ is nonzero, the inverse function theorem gives local coordinates $(x,y)$. The chain rule then makes $(u_x-p,u_y-q)$ solve a homogeneous two-by-two linear system with determinant $J$. ThereforeThis is the method of characteristics for a first-order equation depending only on the gradient.