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Local linear transport has a unique solution from noncharacteristic Cauchy data

Statement

Let a,c,f be C1 near a point (x,t), and let σ:URnRn×R be a C1 parametrized hypersurface written σ(η)=(γ(η),τ(η)), with datum g:UR of class C1. Assume σ(η)=(x,t). If σ is noncharacteristic at η, then there are neighborhoods V of η and W of (x,t) and a unique uC1(W) such that

ut+axu+cu=fon W,

and

u(γ(η),τ(η))=g(η)(ηV).

Facts & Assumptions

Given: C1 coefficients, a C1 data surface σ(η)=(γ(η),τ(η)), datum g, and a base point η where the surface is noncharacteristic.

[L1]

Noncharacteristic first-order data mean that the transport vector B=(a,1) is transverse to the parametrized surface (Noncharacteristic Cauchy surfaces for first-order transport).

[L2]

Characteristics depend C1 on their initial position and satisfy the linearized variational equation (Transport characteristics depend C^1 on the initial position).

[L3]

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).

[L4]

A C1 map with invertible derivative at a point has a local C1 inverse (The Euclidean inverse function theorem).

[L5]

The chain rule computes the derivative of a C1 function along a C1 curve (The chain rule for total derivatives: D(gf)(a)=Dg(f(a))Df(a)).

[L6]

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

technique · direct
1.1

Apply [L2] to the space-time vector field a~((x,t),r):=(a(x,t),1) with initial time r=0. After shrinking near η, its flow Γ(s;z) is jointly continuous, DzΓ=Y exists, and Y=Da~(Γ)Y with Y(0,z)=In+1. The coefficient Da~(Γ(s;z)) is jointly continuous; applying [L6] to this linear matrix ODE, with z as parameter, makes Y jointly continuous. Also sΓ=a~(Γ) is jointly continuous. Thus Γ is C1 in (s,z). Since σ is C1, Φ(s,η):=Γ(s;σ(η)) is C1, and Φ(0,η)=σ(η).

L2L6given
2.1

At (0,η), the s-derivative of Φ is the transport vector sΦ(0,η)=a~(σ(η),0)=(a(x,t),1)=B(σ(η)). For each j, the ηj-derivative is ηjΦ(0,η)=ηjσ(η) because Φ(0,η)=σ(η). Thus the columns of DΦ(0,η) are exactly the n tangent vectors to the data surface together with the transport vector, so [L1] says that DΦ(0,η) is invertible.

L1step 1.1
3.1

By [L4], after shrinking domains there are neighborhoods I of 0, V of η, and W of (x,t) such that Φ:I×VW is a C1 diffeomorphism. Write Γ(ρ;σ(η))=(X(ρ;η),T(ρ;η)). For each ηV, [L3] gives the unique solution z(,η) of sz(s,η)+c(X(s;η),T(s;η))z(s,η)=f(X(s;η),T(s;η)),z(0,η)=g(η), namely z(s,η)=e0sc(X(ρ;η),T(ρ;η))dρg(η)+0seλsc(X(ρ;η),T(ρ;η))dρf(X(λ;η),T(λ;η))dλ. The C1 integrands on the compact local interval may be differentiated in s and η, so z is C1. Define u:=zΦ1 on W.

L3L4step 1.1step 2.1
4.1

Because Φ(0,η)=σ(η), step 3.1 gives u(γ(η),τ(η))=g(η) for ηV. Moreover u(Φ(s,η))=z(s,η), so [L5] and sΦ=(a,1) give sz(s,η)=ut(Φ(s,η))+a(Φ(s,η))xu(Φ(s,η)). Substitution into the scalar ODE for z proves the transport PDE throughout W. If two C1 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 W.

L3L5step 3.1

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