10 on partial differential equations
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MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 33
Lecture 6 Some Special Types of First-Order PDEs
We shall consider some special types of first-order partial differential equations whose
solutions may be obtained easily by Charpit’s method.
Type (a): (Equations involving only p and q)
If the equation is of the form
f(p, q) = 0 (1)
then Charpit’s equations take the form
dx
fp=dy
fq=
dz
pfp + qfq=dp
0=dq
0
An immediate solution is given by p = a, where a is an arbitrary constant. Substituting
p = a in (1), we obtain a relation
q = Q(a).
Then, integrating the expression
dz = adx+Q(a)dy
we obtain
z = ax+Q(a)y + b, (2)
where b is a constant. Thus, (2) is a complete integral of (1).
Note: Instead of taking dp = 0, we can take dq = 0 ⇒ q = a. In some problems, taking
dq = 0 the amount of computation involved may be reduced considerably.
EXAMPLE 1. Find a complete integral of the equation pq = 1.
Solution. If p = a then pq = 1 ⇒ q = 1a . In this case, Q(a) = 1/a. From (2), we
obtain a complete integral as
z = ax+y
a+ b
=⇒ a2x+ y − az = c,
where a and c are arbitrary constants.
Type (b) (Equations not involving the independent variables):
For the equation of the type
f(z, p, q) = 0, (3)
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 34
Charpit’s equation becomes
dx
fp=dy
fq=
dz
pfp + qfq=
dp
−pfz=
dq
−qfz.
From the last two relation, we have
dp
−pfz=
dq
−qfz=⇒ dp
p=dq
q
=⇒ p = aq, (4)
where a is an arbitrary constant. Solving (3) and (4) for p and q, we obtain
q = Q(a, z) =⇒ p = aQ(a, z).
Now
dz = pdx+ qdy
=⇒ dz = aQ(a, z)dx+Q(a, z)dy
=⇒ dz = Q(a, z) [adx+ dy] .
It gives complete integral as ∫dz
Q(a, z)= ax+ y + b, (5)
where b is an arbitrary constant.
EXAMPLE 2. Find a complete integral of the PDE p2z2 + q2 = 1.
Solution. Putting p = aq in the given PDE, we obtain
a2q2z2 + q2 = 1
=⇒ q2(1 + a2z2) = 1
=⇒ q = (1 + a2z2)−1/2.
Now,
p2 = (1− q2)/z2 =
(1− 1
(1 + a2z2)
)(1
z2
)=⇒ p2 =
a2
1 + a2z2
=⇒ p = a(1 + a2z2)−1/2.
Substituting p and q in dz = pdx+ qdy, we obtain
dz = a(1 + a2z2)−1/2dx+ (1 + a2z2)−1/2dy
=⇒ (1 + a2z2)1/2dz = adx+ dy
=⇒ 1
2a
{az(1 + a2z2)1/2 − log[az + (1 + a2z2)1/2]
}= ax+ y + b,
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 35
which is the complete integral of the given PDE.
Type (c): (Separable equations)
A first-order PDE is separable if it can be written in the form
f(x, p) = g(y, q). (6)
That is, a PDE in which z is absent and the terms containing x and p can be separated
from those containing y and q. For this type of equation, Charpit’s equations become
dx
fp=
dy
−gq=
dz
pfp − qgq=
dp
−fx=
dq
−gy.
From the last two relation, we obtain an ODE
dp
−fx=dx
fp=⇒ dp
dx+fxfp
= 0 (7)
which may be solved to yield p as a function of x and an arbitrary constant a. Writing
(7) in the form fpdp+ fzdx = 0, we see that its solution is f(x, p) = a. Similarly, we get
g(y, q) = a. Determine p and q from the equation
f(x, p) = a, g(y, q) = a
and then use the relation dz = pdx+ qdy to determine a complete integral.
EXAMPLE 3. Find a complete integral of p2y(1 + x2) = qx2.
Solution. First we write the given PDE in the form
p2(1 + x2)
x2=q
y(separable equation)
It follows that
p2(1 + x2)
x2= a2 =⇒ p =
ax√1 + x2
,
where a is an arbitrary constant. Similarly,
q
y= a2 =⇒ q = a2y.
Now, the relation dz = pdx+ qdy yields
dz =ax√1 + x2
dx+ a2ydy =⇒ z = a√
1 + x2 +a2y2
2+ b,
where a and b are arbitrary constant, a complete integral for the given PDE.
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 36
Type (d): (Clairaut’s equation)
A first-order PDE is said to be in Clairaut form if it can be written as
z = px+ qy + f(p, q). (8)
Charpit’s equations take the form
dx
x+ fp=
dy
y + fq=
dz
px+ qy + pfp + qfq=dp
0=dq
0.
Now, dp = 0 =⇒ p = a, where a is an arbitrary constant.
dq = 0 =⇒ q = b, where b is an arbitrary constant.
Substituting the values of p and q in (8), we obtain the required complete integral
z = ax+ by + f(a, b).
EXAMPLE 4. Find a complete integral of (p+ q)(z − xp− yq) = 1.
Solution. The given PDE can be put in the form
z = xp+ yq +1
p+ q, (9)
which is of Clairaut’s type. Putting p = a and q = b in (9), a complete integral is given
by
z = ax+ by +1
a+ b,
where a and b are arbitrary constants.
Practice Problems
Find complete integrals of the following PDEs.
1. p+ q = pq
2.√p+
√q = 1
3. z = p2 − q2
4. p(1 + q) = qz
5. p2 + q2 = x+ y
6. z = px+ qy +√
1 + p2 + p2
7. zpq = p2(xq + p2) + q2(yp+ q2)