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The Genuinely Nonlinear First-Order Equation

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Partial Differential Equations

Part of the book series: Mathematical Engineering ((MATHENGIN))

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Abstract

The general non-linear first-order partial differential equation requires a deeper analysis than its linear and quasi-linear counterparts. Instead of a field of characteristic directions, the non-linear equation delivers a one-parameter family of directions at each point of the space of dependent and independent variables. These directions subtend a local cone-like surface known as the Monge cone. Augmenting the underlying space by adding coordinates representing the first partial derivatives of the unknown field, however, it is possible to recover most of the features of the quasi-linear case so that, ultimately, even the solution of the general non-linear equation can be reduced to the integration of a system of ordinary differential equations.

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Notes

  1. 1.

    In honour of Gaspard Monge (1764–1818), the great French mathematician and engineer, who made seminal contributions to many fields (descriptive geometry, differential geometry, partial differential equations).

  2. 2.

    There are some mathematical subtleties. For example, we are tacitly assuming that the partial derivatives of the function F with respect to the arguments \(u_x\) and \(u_y\) do not vanish simultaneously. Also, we are considering a small range of tangent planes, where one of the slopes is a single-valued function of the other.

  3. 3.

    See previous footnote.

  4. 4.

    The Monge cone is a particular case of an envelope of surfaces. In Box 5.1 we present a more general derivation.

  5. 5.

    We follow the terminology of [3].

  6. 6.

    See [3].

  7. 7.

    This example is suggested as an exercise in [4], p. 66.

  8. 8.

    See Boxes 5.3 and 5.4. For a thorough understanding of these topics within the mathematical context, see [1], p. 59, [2], p. 33, and [3], p. 29. For many interesting and challenging problems on the general integral, [4] is highly recommended.

References

  1. Duff GFD (1956) Partial differential equations. Toronto University Press, Toronto

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  2. Garabedian PR (1964) Partial differential equations. Wiley, London

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  3. John F (1982) Partial differential equations. Springer, Berlin

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  4. Sneddon IN (1957) Elements of partial differential equations. McGraw-Hill, New York (Republished by Dover (2006))

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Correspondence to Marcelo Epstein .

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Epstein, M. (2017). The Genuinely Nonlinear First-Order Equation. In: Partial Differential Equations. Mathematical Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-55212-5_5

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  • DOI: https://doi.org/10.1007/978-3-319-55212-5_5

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-55211-8

  • Online ISBN: 978-3-319-55212-5

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