In the mathematical theory of partial differential equations, a Monge equation, named after Gaspard Monge, is a type of first-order partial differential equation. A Monge equation is a function of type F ( u , q 1 : n , p 1 : n ) : R 2 n + 1 → R {\displaystyle F(u,q^{1:n},p_{1:n}):\mathbb {R} ^{2n+1}\to \mathbb {R} } . The problem is to find solutions of type u ( q 1 : n ) : R n → R {\displaystyle u(q^{1:n}):\mathbb {R} ^{n}\to \mathbb {R} } , such that F ( u , q , ∂ q u ) = 0. {\displaystyle F\left(u,q,\partial _{q}u\right)=0.} In modern notation, it is an equation on a differentiable manifold M {\displaystyle M} defined by a function F : R × T ∗ M → R {\displaystyle F:\mathbb {R} \times T^{*}M\to \mathbb {R} } , where T ∗ M {\displaystyle T^{*}M} is the cotangent bundle. The problem is to find solutions of type u ( q ) : M → R {\displaystyle u(q):M\to \mathbb {R} } , such that F ( u , q , d u ) = 0. {\displaystyle F\left(u,q,du\right)=0.} The Hamilton–Jacobi equation is a particularly important example.
Solution The Monge equation is usually solved by the method of characteristics. Specifically by the Monge cone.
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