Bundled (paired) version of a Burger's characteristic curve $\gamma : \mathbb{R} \to \mathbb{R} \times \mathbb{R}$: the time component has derivative $1$ and the space component has derivative $u(\gamma_t, \gamma_x)$.
- time_param (s : ℝ) : HasDerivAt (fun (s : ℝ) => (γ s).1) 1 s
- spatial_eq (s : ℝ) : HasDerivAt (fun (s : ℝ) => (γ s).2) (u (γ s).1 (γ s).2) s
Instances For
Spatial-component analogue: if $u$ is constant along the characteristic $(g_0, g_1)$ then $g_1$ has zero acceleration, $g_1''(s) = 0$ for all $s$.
Uniqueness for the linear ODE $w'(s) = -w(s) \cdot h(s)$ with $w(0) = 0$ on the right half-line: any differentiable solution with continuous coefficient $h$ must vanish identically on $[0, \infty)$. Proved via Grönwall.
Two-sided uniqueness: any differentiable solution of $w'(s) = -w(s) h(s)$ with $w(0) = 0$ and continuous $h$ vanishes on all of $\mathbb{R}$.
Proposition 2.0.2 (Burger solutions are constant along characteristics). Let $u$ be a $C^1$ solution of Burger's equation with initial data $u(0, \cdot) = f$. Then along the straight characteristic emanating from $(0, p)$, the solution is constant: $u(s, p + f(p) \cdot s) = f(p)$ for all $s \in \mathbb{R}$.
Theorem 3.1 ("Solving" Burger's equation). Reformulation of
burgers_constant_along_straight_char: if $(t, x)$ lies on the characteristic
through $(0, p)$, i.e. $x = p + f(p) \cdot t$, then $u(t, x) = f(p)$.
If $f$ is differentiable and $f'(x_0) < 0$, then there exists some $x_1 > x_0$ with $f(x_1) < f(x_0)$. (A strict decrease just to the right of $x_0$.)
If $f'(x_0) < 0$ for some $x_0$, then two characteristics for Burger's equation collide at some positive time: there exist distinct $p_0, p_1$ and $t > 0$ with $p_0 + f(p_0) t = p_1 + f(p_1) t$.
The forward-time contradiction underlying the singularity theorem: if the initial data has $f'(x_0) < 0$, then there is a point $(t, x)$ with $t > 0$ where the constant-along-characteristics property forces $u(t, x) = f(p_0) = f(p_1)$ for distinct $p_0, p_1$ with $f(p_0) \ne f(p_1)$, a contradiction.
Implicit Function Theorem (bare form). If $f \in C^1(\mathbb{R})$ with $f' \ge 0$ everywhere, then there exists a $C^1$ function $p_0(t, x)$ on $\mathbb{R}^2$ that inverts the characteristic relation $x = p + f(p) t$ and agrees with the identity at $t = 0$.
The characteristic inverse $p_0(t, x)$ satisfies the linear transport equation $\partial_t p_0 + f(p_0) \partial_x p_0 = 0$. Derived by implicit differentiation of the relation $x = p_0(t, x) + f(p_0(t, x)) t$.
Combined IFT-with-transport statement: if $f \in C^1$ with $f' \ge 0$, then the characteristic inverse $p_0$ exists, is $C^1$, agrees with the identity at $t = 0$, satisfies $x = p_0 + f(p_0) t$, and obeys the transport PDE $\partial_t p_0 + f(p_0) \partial_x p_0 = 0$.
Existence direction of Theorem 4.1. If $f \in C^1(\mathbb{R})$ has $f'(x) \ge 0$ for all $x$, then Burger's equation admits a global $C^1$ solution $u(t, x) = f(p_0(t, x))$ with initial data $u(0, \cdot) = f$.
Theorem 4.1 (Sharp Characterization of Singularity Formation in Burger's Equation). For initial data $f \in C^1(\mathbb{R})$, Burger's equation $u_t + u u_x = 0$ has a global $C^1$ solution on $[0, \infty) \times \mathbb{R}$ with $u(0, \cdot) = f$ if and only if $f'(x) \ge 0$ for all $x \in \mathbb{R}$. Equivalently, singularities form in finite time iff the initial data has a strictly decreasing portion.