Geometrical Interpretation of the general solution of a first order, quasi linear partial differential equation

multivariable-calculuspartial differential equations

In a course on partial differential equations I came through this theorem about the general solution of a first order quasi-linear partial differential equation.

  • The general solution of a first-order, quasi-linear partial differential equation
    $$a(x,y,u)u_x + b(x,y,u)u_y = c(x,y,u)$$
    is given by $f(ϕ,ψ)=0$,
    where $f$ is an arbitrary function of $ϕ(x,y,u)$ and $ψ(x,y,u).$

  • $ϕ=C1$ and $ψ=C2$ are solution curves of the characteristic equations
    $$\frac{dx}{a}=\frac{dy}{b}=\frac{du}{c}.$$

Is there any geometric interpretation of both these points so that I can have a better intuitive understanding of the graphical representation of $f$,$\phi$ and $\psi$ ?

Best Answer

As per usual set-up, we are looking at $\mathbb{R}^3$ coordinates $(x,y,z)$ for surfaces $z(x,y)=u(x,y)$. Geometrically the PDE says the vector field $\mathbf{v}(x,y,z)=(a(x,y,u(x,y)),b(x,y,u(x,y)),c(x,y,u(x,y)))$ is orthogonal to $(u_x(x,y,u(x,y)),u_y(x,y,u(x,y)),-1)$.

The level sets of $\phi$ (and similarly $\psi$) are therefore integral surfaces of the vector field $\mathbf{v}$ in $\mathbb{R}^3$ from $\frac{\mathrm{d}x}{a}=\frac{\mathrm{d}y}{b}=\frac{\mathrm{d}u}{c}$. We want $\phi$ and $\psi$ to have the property that $\phi=C_1$ intersect $\psi=C_2$ transversely for $C_1,C_2\in\mathbb{R}$.

Now $f(v,w)=0$ is (assuming regularity conditions) a smooth curve in $vw$-plane. So $f(\phi,\psi)=0$ defines a smooth union of characteristic curves, so is also an integral surface of $\mathbf{v}$.

Related Question