Sie sind auf Seite 1von 3

# MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 37

## Consider the following rst-order PDE of the form

f (x, y, z, ux , uy , uz ) = 0, (1)

where x, y, z are independent variables and u is the dependent variable. Note that the
dependent variable u does not appear in the PDE (1).

## Idea of Jacobis Method: The fundamental idea of Jacobis method is to introduce

two rst-order PDEs involving two arbitrary constants a and b of the following form

h1 (x, y, z, ux , uy , uz , a) = 0, (2)
h2 (x, y, z, ux , uy , uz , b) = 0 (3)

such that
(f, h1 , h2 )
= 0 (4)
(ux , uy , uz )
and

## Equations (1), (2) and (3) can be solved for ux , uy , uz ;

The equation
du = ux dx + uy dy + uz dz (5)

is integrable.

## (f, h) (f, h) (f, h)

+ + =0 (6)
(x, ux ) (y, uy ) (z, uz )

## for h = hi , i = 1, 2. Equation (6) leads to a semi-linear PDE of the form

h h h h h h
fux + fuy + fuz fx fy fz =0 (7)
x y z ux uy uz

## dx dy dz dux duy duz

= = = = = . (8)
fux fuy fuz fx fy fz

## The rest of the procedure is same as in Charpits method.

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 38

The method just described above can be applied to solve rst-order equation of the
form
f (x, y, z, p, q) = 0. (9)

Next, we shall show how to transform the equation f (x, y, z, p, q) = 0 into the equation
g(x, y, z, ux , uy , uz ) = 0 so that the above procedure can be applied.

## If u(x, y, z) is a relation between x, y and z and satises (9) then we have

ux + uz zx = 0 = ux + uz p = 0 = p = ux /uz ,
uy + uz zy = 0 = uy + uz q = 0 = q = uy /uz .

Substituting
p = ux /uz and q = uy /uz

## in (9) we obtain an equation

g(x, y, z, ux , uy , uz ) = 0 (10)

## which can be solved by the Jacobis method.

EXAMPLE 1. Find a complete integral of p2 x + q 2 y = z by Jacobis method.

Step 1: (Converting the given PDE into the form f (x, y, z, ux , uy , uz ) = 0).

## Set p = ux /uz and q = uy /uz in the given PDE to obtain

u2x u2y
x + y=z
u2z u2z
= xu2x + yu2y zu2z = 0.

Thus,
f (x, y, z, ux , uy , uz ) = xu2x + yu2y zu2z = 0. (11)

## The auxiliary equations are given by

dx dy dz dux duy duz
= = = = =
fux fuy fuz fx fy fz
dx dy dz dux duy duz
= = = = = = 2
2xux 2yuy 2zuz u2x u2y uz
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 39

Now,
dx dux ux dx 2xdux
= = =
2xux ux2 2xux2 2xu2x
= ux dx = 2xdux
dx dux
= = 2
x ux
= log x = 2 log(ux ) + log(a)
= log x + log(u2x ) = log(a)
( a )1/2
= xu2x = a = ux = .
x
Similarly, we get
( )1/2
b
yu2y = b = uy = .
y
and [ ]1/2
(a + b)
uz = .
z

## Step 2(c): Solving the equation du = ux dx + uy dy + uz dz.

( a )1/2 ( )1/2 ( )
b a + b 1/2
du = dx + dy + dz
x y z
= u = 2(ax)1/2 + 2(by)1/2 + 2((a + b)z)1/2 + c. (12)

Step 3: (Finding solution of the given PDE from the solution of PDE (11)).

## Writing u = c in (12), we get the complete integral of the given PDE as

[( )1/2 ( )1/2 ]2
ax by
z= + .
a+b a+b

Practice Problems
Find the complete integral of the following PDEs:

1. (p2 + q 2 )y = qz

2. z 2 = pqxy