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I'm solving the pde: $\begin{cases} xu_x + yu_y = 1 + y^2 \\ u(x, 1) = x + 1 \end{cases}$ Make sure to include all pictures of characteristics and justify whether or not you have found the unique solution.

I've found a solution using the method of characteristics: $u = \ln(y)+\frac{y^2}{2}+\frac{x}{y}+\frac{1}{2}$. How can I argue using the picture of projections on $(x,y)$-plane that the solution is not uniquely determine $u(x, y)$ for $y < 0$?

Rafa Budría
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dxdydz
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1 Answers1

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The projections of the characteristics are lines through the origin $x/y=c_1$ (btw, this is the picture you need). From the boundary conditions, at first sight it seems that every characteristic curve has a initial value assigned as we are given the value for $u$ along a line cutting every characteristic curve (the line $y=1$ or $(x,1)$ ) e. g. To pick a value for $c_1$ unambiguously determines (apparently) the value for $u$ along the line $x=c_1y$, so is, $u_0=u(c_1,1)=1+c_1$ then $u(c_1y,y)=\ln |y|+y^2/2+c_1+1/2$

But I said "apparently" because in fact the projections of the characteristics are rays from the origin, not lines through the origin. The formula for the general solution, $u = \ln|y|+\frac{y^2}{2}+f\left(\frac{x}{y}\right)$ shows that in any case is defined the value for $y=0$. So is, the characteristics are cut in two for each value of $c_1$ We have $u(c_1y,y)=\ln |y|+y^2/2+c_1+1/2$ for $y>0$, but for $y<0$ we can have the perfectly compatible equation $u(c_1y,y)=\ln |y|+y^2/2+g(c_1)$, being $g$ any function, because the given boundary conditions don't cut the rays laying into the half plane with $y<0$: is not given any value for $u$ at some point of these rays.

Rafa Budría
  • 7,364
  • I tried to draw the characteristics and the initial data, https://imgur.com/a/w4A9RCX, is it correct? I still don't get the second part – dxdydz Nov 15 '18 at 20:06
  • Your drawing is not quite correct as it seems to imply that the projections of the characteristics are straight lines passing by the origin, and they aren't. The projection of the characteristics are rays not touching the point $(0,0)$ because the characteristics themselves go to infinity as they approach to $y=0$, so is, they are not defined at $y=0$. – Rafa Budría Nov 15 '18 at 20:15
  • edited my drawing (considering the fact that y cannot be 0): https://imgur.com/a/inZDa9y, sorry, I still couldn't catch this part: "because the given boundary conditions don't cut the rays laying into the half plane with y<0: is not given any value for u at any point of these rays." why can't we have for y>0 $u = \ln(y)+\frac{y^2}{2}+g(c_1)+\frac{1}{2}$? – dxdydz Nov 15 '18 at 22:14
  • Better, but the rays in $y<0$ are not drawn. Anyway, the drawing correctly shows that the initial data doesn't assign values for the rays not drawn, so is, every assignation for those rays is compatible with the initial data, and the solution is not unique. – Rafa Budría Nov 16 '18 at 05:58