Partial Differential Equations – Solving Fully Nonlinear 1st Order PDE with Method of Characteristics

characteristicspartial differential equations

I know there are some similar problem posted on here, but I can't find the solution to this particular problem:

$$u+\frac{1}{2}(u_x)^2+u_y=0\qquad\text{in }\mathbb{R}\times(-\infty,0)$$
$$u(x,0)=-x^2\qquad x\in\mathbb{R}$$

Here's what I've tried:
$$F((p,q),z,(x,y))=z+\frac{1}{2}p^2+q,$$ and $$F_p=p,F_q=1,F_z=1,F_x=F_y=0$$
gives $$\begin{cases}
\dot{p}=-p\newline
\dot{q}=-q\newline
\dot{z}=p^2+q\newline
\dot{x}=p\newline
\dot{y}=1.\end{cases}$$

Now I don't see how to continue. I've also tried to do this using Lagrange-Charpit equations, but also using this I couldn't get it to work.

I also tried to differentiate the entire expression with respect to $x$ and substitute $v=u_x$, which gave $$vv_x+v_y=-v,$$ which is a quasilinear PDE looking like an inviscid Burger's equation with an extra $-v$ term, but also here I couldn't quite continue after a while.

If anyone could kindly give an answer to this problem, or a hint which method to use, I would very much appreciate it.

(I've been doing characteristics for about 3 days now and every time I think I get it, there seems to be something I'm missing in my particular problem.

Best Answer

Your calculus is correct. $$v\,v_x+v_y=-v\quad\text{is OK.}$$ The Charpit-Lagrange characteristic ODEs are : $$\frac{dx}{v}=\frac{dy}{1}=\frac{dv}{-v}$$ A first characteristic equation comes from solving $\frac{dy}{1}=\frac{dv}{-v}$ : $$v\,e^y=c_1 $$ A second characteristic equation comes from solving $\frac{dx}{v}=\frac{dv}{-v}$ : $$v+x=c_2$$ The general solution of the PDE on the form of implicit equation $c_1=f(c_2)$ is: $$v\,e^y=f(v+x)$$ $f$ is an arbitrary function. $$\boxed{v(x,y)=e^{-y}f\big(v(x,y)+x\big)}$$ $f$ has to be determined according to the boundary condition. $$u(x,0)=-x^2\quad\implies\quad v(x,0)=u_x(x,0)=-2x$$ $$-2x=e^0f(-2x+x)=f(-x)\quad\implies\quad f(X)=-2(-X)=2X$$ The function $f(X)$ is determined. We put it into the above general solution where $X=v+x$ : $$v=e^{-y}\:2(v+x)$$ $$v=\frac{2x}{e^y-2}$$ $$u=\int \frac{2x}{e^y-2} dx=\frac{x^2}{e^y-2}+C$$ $u(x,0)=-x^2\quad\implies\quad C=0$ $$\boxed{u(x,y)=\frac{x^2}{e^y-2}}$$