Paper 2, Section II, B

Methods
Part IB, 2010

Explain briefly the use of the method of characteristics to solve linear first-order partial differential equations.

Use the method to solve the problem

(xy)ux+(x+y)uy=αu(x-y) \frac{\partial u}{\partial x}+(x+y) \frac{\partial u}{\partial y}=\alpha u

where α\alpha is a constant, with initial condition u(x,0)=x2,x0u(x, 0)=x^{2}, x \geqslant 0.

By considering your solution explain:

(i) why initial conditions cannot be specified on the whole xx-axis;

(ii) why a single-valued solution in the entire plane is not possible if α2\alpha \neq 2.