I'm trying to solve the following exercise on first order pde with discontinuous coefficients, which I've found online. It consists in giving an unambiguous meaning to the following equation $$u_t+\textrm{sign}(x)u_x=0,\,\,\,\,u(0,x)=u_0(x)$$ The hint consists in approximating the problem with the following $$u_t+f_\epsilon(x)u_x=0$$ with $f_\epsilon (x)$ a smooth non decreasing function, such that $f_\epsilon(x)=\textrm{sign(x)}$ if $\vert x\vert>\epsilon$ and then in passing to the limit of $\epsilon\to 0$. I've solved the regularized problem with the method of characteristics getting as characteristic curves $x(t)=t+c$ in $x>\epsilon$, $x(t)=-t+c$ in $x<-\epsilon$ and in the remaining region I draw curves in a qualitative way. But now, what about the limit? I have problems in the region $\vert x\vert<t$ in crossing the axis $x=0$. Any suggestions for the limit?
2026-05-17 05:00:09.1778994009
Exercise on discontinuous coefficients in first order pde
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Take $f_\epsilon$ to be an odd function (which is a natural thing to do) and observe that the characteristics are even as functions of $x$: that is, writing a characteristic as $t=t(x)$ gives $t(x)=t(-x)$. With the initial condition $u(0,x)=u_0(x)$, there is no solution to regularized problem unless $u_0$ is an even function. And if $u_0$ is even, the solution satisfies $u(x,t)=u_0(|x|-t)$ for $|x|>t+\epsilon$. In the limit $\epsilon\to0$ this determines the solution to original problem for $|x|\ge t$. The region $|x|\le t$ remains undetermined; the initial value problem does not tell us what $u$ does there.