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Local linear transport has a unique solution from noncharacteristic Cauchy data
Statement
Let be near a point , and let be a parametrized hypersurface written , with datum of class . Assume . If is noncharacteristic at , then there are neighborhoods of and of and a unique such that
and
Facts & Assumptions
Given: coefficients, a data surface , datum , and a base point where the surface is noncharacteristic.
Noncharacteristic first-order data mean that the transport vector is transverse to the parametrized surface (Noncharacteristic Cauchy surfaces for first-order transport).
Characteristics depend on their initial position and satisfy the linearized variational equation (Transport characteristics depend C^1 on the initial position).
A scalar linear ODE with continuous coefficients has a unique solution given by its integrating-factor formula (A scalar first-order linear ODE has a unique solution given by the integrating-factor formula).
A map with invertible derivative at a point has a local inverse (The Euclidean inverse function theorem).
The chain rule computes the derivative of a function along a curve (The chain rule for total derivatives: ).
ODE solutions on one common compact interval depend jointly and continuously on their initial data and parameters (Continuous dependence of ODE solutions on initial data and parameters).
Proof
Apply [L2] to the space-time vector field with initial time . After shrinking near , its flow is jointly continuous, exists, and with . The coefficient is jointly continuous; applying [L6] to this linear matrix ODE, with as parameter, makes jointly continuous. Also is jointly continuous. Thus is in . Since is , is , and .
At , the -derivative of is the transport vector For each , the -derivative is because . Thus the columns of are exactly the tangent vectors to the data surface together with the transport vector, so [L1] says that is invertible.
By [L4], after shrinking domains there are neighborhoods of , of , and of such that is a diffeomorphism. Write . For each , [L3] gives the unique solution of namely The integrands on the compact local interval may be differentiated in and , so is . Define on .
Because , step 3.1 gives for . Moreover , so [L5] and give Substitution into the scalar ODE for proves the transport PDE throughout . If two solutions shared the data, [L5] would restrict each one to the same scalar IVP on every characteristic, and uniqueness in [L3] would make them agree throughout .
Depends on
- Transport characteristics depend C^1 on the initial position
- Continuous dependence of ODE solutions on initial data and parameters
- Noncharacteristic Cauchy surfaces for first-order transport
- The Euclidean inverse function theorem
- A scalar first-order linear ODE has a unique solution given by the integrating-factor formula
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
Used by
- Characteristic Cauchy data may be nonunique or incompatible Counterexample
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Sources
- John Andersson, First Order PDE: The Method of Characteristics (standard reference, not scraped)
- Victor Ivrii, Partial Differential Equations (standard reference, not scraped)