Consider the following non linear PDE on $\mathbb{R}^n$ $$ \partial_t u_t(x) \,=\, F\big(x, u_t(x), D u_t(x)\big)$$ with given initial condition $u_0(x)$. Assume that:
- $u_0$ is rotation invariant, namely $u_0(Ox)=u_0(x)$ for all rotation matrix $O$;
- if $u$ is a rotation invariant function, then $F(x,u(x),Du(x))$ is rotation invariant
Can I conclude that the solution of the PDE $u_t$ is rotation invariant for any $t\geq0$? In discrete time this would be a very intuitive result...