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Recipe

Solve a quasilinear first-order PDE

Use when: the equation is a(x,y,u)u_x+b(x,y,u)u_y=c(x,y,u), with a coefficient depending on u itself

Goal: u(x,y), built from the three coupled characteristic ODEs plus the prescribed initial data

Taught in Quasilinear first-order PDEs

  1. 1

    Write x'(t)=a(x,y,u), y'(t)=b(x,y,u), and u'(t)=c(x,y,u), using the given data u(x_0,y_0)=u_0 as the third initial condition.

    Example

    For u_t+uu_x=0: x'(t)=u, y'(t)=1 (here y plays the role of t), and u'(t)=0.

    Why: the curve x(t),y(t) a value of u travels along now depends on u itself, so all three unknowns are genuinely coupled together.

  2. 2

    Look at c(x,y,u) before solving anything else, since it decides whether u(t) can be isolated from the other two equations.

    Example

    For u_t+uu_x=0, u'(t)=0 gives u(t)=u_0 immediately, before x(t) is touched.

    • c\equiv0 — u'(t)=0 means u=u_0 stays fixed along the curve, so substitute this known constant into the remaining equations.
    • c genuinely depends on u — all three equations must be solved together as one coupled system, since u(t) keeps changing along the curve.

    ⚡ Shortcut

    When the initial data itself is constant (u(x,0)=3 for every x), every characteristic carries the same u_0, so the whole solution is that same constant everywhere, with no further algebra needed.

    Why: freezing u at u_0 for the whole curve is only correct when c\equiv0; otherwise it silently drops the feedback that makes the equation quasilinear.

  3. 3

    With u known (constant, from the case above, or already solved), solve x'(t)=a and y'(t)=b for x(t) and y(t) in terms of x_0,y_0,t.

    Example

    With u=u_0: x'(t)=u_0\Rightarrow x=x_0+u_0t.

    Why: this is an ordinary ODE once u is no longer an unknown sitting inside the coefficient.

  4. 4

    Substitute the prescribed u_0=u(x_0,y_0) into the solved curve, then solve for x_0 in terms of x,y (or x,t).

    Example

    With u_0=u(x_0,0)=x_0 and x=x_0(1+t): x_0=x/(1+t), so u(x,t)=x_0=x/(1+t).

    Why: the characteristic system alone only describes one curve at a time; the initial data is what ties every curve back to a single formula for u(x,y).

  5. 5

    Differentiate the candidate u and confirm it satisfies both the PDE and the initial condition exactly.

    Example

    u_x=1/(1+t), u_t=-x/(1+t)^2, so uu_x+u_t=x/(1+t)^2-x/(1+t)^2=0, and u(x,0)=x.

    Why: this catches an algebra slip in solving the coupled system before it's reported as the final answer.

Common mistakes

  • Freezing u at its starting value u_0 for the whole curve when c(x,y,u) is not identically zero.
  • Solving x'(t)=a and y'(t)=b before checking whether u(t) needs to be found first or solved jointly with them.
  • Forgetting that constant initial data is a special case, not a hint that the equation itself has become linear.
  • Reporting the curve's equation in terms of x_0,y_0,t instead of eliminating those parameters down to a formula in x and y alone.