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The stationary equation x dot Du = u is solved by radial characteristics

Example

On Rn∖{0}, the stationary first-order equation

x⋅∇u(x)=u(x)

has precisely the C1 solutions of the form

u(rω)=r g(ω),r>0, ω∈Sn−1,

with arbitrary C1 data g on the unit sphere.

Facts & Assumptions

Given: The stationary equation x⋅∇u=u on Rn∖{0}.

[L1]

Along a characteristic, a transport equation reduces to the scalar ODE from the transport lemma (A transport equation restricts to a linear ODE along each characteristic).

[L2]

A scalar first-order linear ODE has a unique solution given by the integrating-factor formula: on an interval, the equation v′−v=0 with prescribed value at 0 has the unique solution v(s)=esv(0).

Verification

technique · direct
1.1L1L2

Extend u independently of a time variable: u~(x,s)=u(x) on (Rn∖{0})×R. It satisfies u~s+x⋅∇xu~−u~=0. Regard this as transport with characteristic ODE X′(s)=X(s); its solutions are the rays X(s)=esx0 by [L2] applied componentwise, and by [L1] the restricted function v(s)=u(X(s)) satisfies v′(s)=v(s). [L2] then gives v(s)=esv(0), since the constant coefficients are continuous on the whole real characteristic interval.

2.1step 1.1∎

Writing x=rω with r=es and ω∈Sn−1 gives u(rω)=r u(ω), so every solution has the claimed form with g(ω)=u(ω); conversely, for u(rω)=r g(ω) the radial derivative is u/r, hence x⋅∇u=u.

Depends on

Used by

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Sources