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First-order partial differential equation : ウィキペディア英語版
First-order partial differential equation
In mathematics, a first-order partial differential equation is a partial differential equation that involves only first derivatives of the unknown function of ''n'' variables. The equation takes the form
: F(x_1,\ldots,x_n,u,u_,\ldots u_) =0. \,
Such equations arise in the construction of characteristic surfaces for hyperbolic partial differential equations, in the calculus of variations, in some geometrical problems, and in simple models for gas dynamics whose solution involves the method of characteristics. If a family of solutions
of a single first-order partial differential equation can be found, then additional solutions may be obtained by forming envelopes of solutions in that family. In a related procedure, general solutions may be obtained by integrating families of ordinary differential equations.
==Characteristic surfaces for the wave equation==

Characteristic surfaces for the wave equation are level surfaces for solutions of the equation
: u_t^2 = c^2 \left(u_x^2 +u_y^2 + u_z^2 \right). \,
There is little loss of generality if we set u_t =1: in that case ''u'' satisfies
: u_x^2 + u_y^2 + u_z^2= \frac. \,
In vector notation, let
: \vec x = (x,y,z) \quad \hbox \quad \vec p = (u_x, u_y, u_z).\,
A family of solutions with planes as level surfaces is given by
: u(\vec x) = \vec p \cdot (\vec x - \vec), \,
where
: | \vec p \,| = \frac, \quad \text \quad \vec \quad \text.\,
If ''x'' and ''x''0 are held fixed, the envelope of these solutions is obtained by finding a point on the sphere of radius 1/''c'' where the value of ''u'' is stationary. This is true if \vec p is parallel to \vec x - \vec. Hence the envelope has equation
: u(\vec x) = \pm \frac | \vec x -\vec \,|.
These solutions correspond to spheres whose radius grows or shrinks with velocity ''c''. These are light cones in space-time.
The initial value problem for this equation consists in specifying a level surface ''S'' where ''u''=0 for ''t''=0. The solution is obtained by taking the envelope of all the spheres with centers on ''S'', whose radii grow with velocity ''c''. This envelope is obtained by requiring that
: \frac | \vec x - \vec\, | \quad \hbox \quad \vec \in S. \,
This condition will be satisfied if | \vec x - \vec\, | is normal to ''S''. Thus the envelope corresponds to motion with velocity ''c'' along each normal to ''S''. This is the Huygens' construction of wave fronts: each point on ''S'' emits a spherical wave at time ''t''=0, and the wave front at a later time ''t'' is the envelope of these spherical waves. The normals to ''S'' are the light rays.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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