数学 中的特征线法 是求解偏微分方程 的一种方法，适用于准线性偏微分方程的求解。只要初始值不是沿着特征线给定，即可通过特征线法获得偏微分方程的精确解。 其基本思想是通过把双曲线型的准线性偏微分方程转化为两组常微分方程，再对常微分方程进行求解。两组常微分方程中的一组用于定义特征线，另一组用以描述解沿给定特征线变化。
设所需求解的准线性偏微分方程为
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⋯
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{\displaystyle a_{1}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{1}}}+a_{2}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{2}}}+\cdots +a_{N}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{N}}}=b\left({\boldsymbol {x}},u\right)}
1
其中
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=
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{\displaystyle u\left({\boldsymbol {x}}\right)=u\left(x_{1,}x_{2},\ldots ,x_{N}\right)}
取某变量
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{\displaystyle s}
u
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{\displaystyle u({\boldsymbol {x}})}
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{\displaystyle s}
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{\displaystyle {\frac {{\text{d}}u}{{\text{d}}s}}=\left({\frac {\partial x_{1}}{\partial s}}\right){\frac {\partial u}{\partial x_{1}}}+\left({\frac {\partial x_{2}}{\partial s}}\right){\frac {\partial u}{\partial x_{2}}}+\ldots +\left({\frac {\partial x_{N}}{\partial s}}\right){\frac {\partial u}{\partial x_{N}}}}
2
若定义
∂
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{\displaystyle {\frac {\partial x_{k}}{\partial s}}=a_{k}\left({\boldsymbol {x}},u\right)}
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{\displaystyle {\frac {{\text{d}}u}{{\text{d}}s}}=a_{1}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{1}}}+a_{2}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{2}}}+\ldots +a_{N}\left({\boldsymbol {x}},u\right){\frac {\partial u}{\partial x_{N}}}=b\left({\boldsymbol {x}},u\right)}
3
即，求解的偏微分方程(1
{
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{\displaystyle \left\{{\begin{array}{rcl}{\dfrac {\partial x_{k}}{\partial s}}&=&a_{k}\left({\boldsymbol {x}},u\right)\\[1em]{\dfrac {{\text{d}}u}{{\text{d}}s}}&=&b\left({\boldsymbol {x}},u\right)\end{array}}\right.}
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积分过程需要给定初始条件。一般初始条件给定的形式为
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{\displaystyle x}
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{\displaystyle g\left({\boldsymbol {x}},u\right)=0}
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将此曲面对应为
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{\displaystyle s=0}
设想
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{\displaystyle {\boldsymbol {x}}}
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{\displaystyle u}
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{\displaystyle \{s,t_{1},t_{2},...,t_{N-1}\}}
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{\displaystyle \{t_{1},t_{2},...,t_{N-1}\}}
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⋮
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{\displaystyle {\begin{array}{rcl}x_{1}\left(s=0\right)&=&h_{1}\left(t_{1},t_{2},\ldots ,t_{N-1}\right)\\x_{2}\left(s=0\right)&=&h_{2}\left(t_{1},t_{2},\ldots ,t_{N-1}\right)\\\vdots \\u\left(s=0\right)&=&v\left(t_{1},t_{2},\ldots ,t_{N-1}\right)\end{array}}}
6
从方程组(4 6
x
{\displaystyle {\boldsymbol {x}}}
u
{\displaystyle u}
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{\displaystyle s,t_{1},t_{2},...,t_{N-1}}
沿着一阶偏微分方程的特征线, 偏微分方程简化为一个常微分方程 . 沿着特征线求出对应常微分方程的解就可以得到偏微分方程的解.
为了更好地解释这一方法, 考虑具有以下形式的偏微分方程
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{\displaystyle a(x,y,u){\frac {\partial u}{\partial x}}+b(x,y,u){\frac {\partial u}{\partial y}}=c(x,y,u).}
1
假设解 u 已知, 考虑R 3 中的曲面 z = u (x ,y ). 曲面的法向量 为
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{\displaystyle (u_{x}(x,y),u_{y}(x,y),-1).\,}
那么,[ 1] 1
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{\displaystyle (a(x,y,z),b(x,y,z),c(x,y,z))\,}
与曲面 z = u (x ,y ) 在任意点处相切. 换句话说, 解函数的图像必定是该向量场的积分曲线 的并. 这些积分曲线被称作偏微分方程的特征线.
Courant, Richard ; Hilbert, David , Methods of Mathematical Physics, Volume II, Wiley-Interscience, 1962 Delgado, Manuel, The Lagrange-Charpit Method , SIAM Review, 1997, 39 (2): 298–304, doi:10.1137/S0036144595293534 Evans, Lawrence C., Partial Differential Equations, Providence: American Mathematical Society, 1998, ISBN 0-8218-0772-2 John, Fritz , Partial differential equations 4th, Springer, 1991, ISBN 978-0387906096 Polyanin, A. D.; Zaitsev, V. F.; Moussiaux, A., Handbook of First Order Partial Differential Equations, London: Taylor & Francis, 2002, ISBN 0-415-27267-X Polyanin, A. D., Handbook of Linear Partial Differential Equations for Engineers and Scientists, Boca Raton: Chapman & Hall/CRC Press, 2002, ISBN 1-58488-299-9 Sarra, Scott, The Method of Characteristics with applications to Conservation Laws , Journal of Online Mathematics and its Applications, 2003 [2010-04-06 ] , （原始内容存档 于2020-02-22） Streeter, VL; Wylie, EB, Fluid mechanics International
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![{\displaystyle \left\{{\begin{array}{rcl}{\dfrac {\partial x_{k}}{\partial s}}&=&a_{k}\left({\boldsymbol {x}},u\right)\\[1em]{\dfrac {{\text{d}}u}{{\text{d}}s}}&=&b\left({\boldsymbol {x}},u\right)\end{array}}\right.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8283f4af60cd2b121f4d01ab8b38a5102ac0a3ad)
