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UNIT 14 NON-LINEAR PARTIAL

DIFFERENTIAL EQUATIONS
Structure
14.1 Introduction
Objectives
14.2 The Complete Integral
Compatible Systems of First Order Equations
Charpit's Method
Standard Forms
Jacobi's Method
14.3 Cauchy Problem
14.4 Summary
14.5 SolutionslAnswers

14.1 INTRODUCTION
In Unit 13, we considered only linear PDEs of the first order. From the discussion in the
last unit you must have observed that the construction of an integral of linear PDEs of
first order is a multistage process and in this respect it differs from the usual construction of
an integral of an ordinary differential equation. The problem of finding the integral of a
non-linear PDE of the first order is more involved than that for the corresponding
quasi-linear equation although there are some striking similarities. We shall discuss in this
unit the general method of finding the complete integral of non-linear PDEs of the first ordkr.
--

The method of finding the complete integral of non-linear PDEs of the first order is partly
due to the Italian mathematician Lagrange (1736-1813). Later on, it was the French
mathematician Charpit who perfected it and presented it in a memoir in 1784 to Paris
Academy of Sciences. The method is based on the consideration of compatible system of
first order equations. We have, therefore, started the unit by defining the compatible system
of equations and obtained the conditions for systems to be compatible.

Charpit's method cannot be generalized directly to any number of independent variables.


However, there is another method of solving non-linear PDEs which is due to the German
mathematician Jacobi (1804-185 I), which can be easily generalized for any number of
variables. We have also considered this method in this unit.

The methods due to Charpit and Jacobi, as you shall see later in this unit, aim at constructing
the integral containing a number of arbitrary constants. The results obtained by these
methods do not indicate any particular suggestion of Cauchy's theorem and do not help in

finding a solution to initial-data problem. Consequently, we shall state in Sec. 14.3 the
Cauchy problem, which is based on Charpit's method and which gives the solution of
non-linear first-order PDEs satisfying initial data.

Objectives
.After
-
studying this unit, you should be able to
a define compatible systems of first order equations and find the condition for two
systems of first order non-linear PDEs to be compatible;
a' use Charpit's method for finding the complete integral of a non- linear PDE of first
order;
.-
a identify special types of equations for which short methods can be used to determine
their integrals;
a use Jacobi's method for solving first order non-linear PDEs;
.-
a state the role of the complete integral in determining the integral surfaces of the
non-linear PDE for the Cauchy problem.
I Flrst Order Partial Dlfferentiel
Equations 14.2 THE COMPLETE INTEGRAL

As we have already mentioned, a method of finding the complete integral of a non-linear


PDE

has been developed by Charpit. This method consists in finding another PDE which is
compatible with the given Eqn. (I) and which involves an arbitrary parameter.
Before taking up the Charpit's method, we shall define when a system of first order PDEs
are compatible and what are the conditions satisfied by such systems.

14.2.1 Compatible Systems of First Order Equations


Consider the first order PDE (1). viz..
f(x, y, 2, p, q) = 0
If every solution of this equation is also a solution of the equation

g(x,y,z,p.q) = 0.
we say that Eqs. (1) and (2) are compatible.

We can solve Eqns. (1) and (2) to obtain explicit expressions for p and q in the form

p = Mx,Y,z),q = v(x,y,z) ... . (3)


if

The condition that the pair of Eqns. (1) and (2) should be compatible, then, reduces to the
condition that the equation

Ybu know that Eqn. (5) is a Haniaf differential equation and the necessary and sufficient
condition for its integrability is (ref. Unit 12, Theorem 1)

where X = (@.V,-1).
Now, X . curl X = ($ i + v j - k) . [ i (-vZ) + +k (vx - $y)l

= M-v3 + Y($3 - (vx - ey)


.= X .curl X = 0

Thus Eqs. (1) and (2) are compatible if Eq.(6) is satisfied where 4 and yf are given by Eq.(3).
In order to obtain the compatibility condition in terms off and g, we substitute in Qs.(l)
and (2) the values of p and q from Eq.(3) and then differentiate the resulting Eqs.(l) and (2)
with respect to x and y, and obtain 1
Non-linear Partial Differential
Equations

Multiplying Eqns. (7) and (8) by gpand fp respectively, and subtracting the resulting
equations, we get

. where we have used relation (3) and replaced $I by p in the second term.

I Similarly, multiplying Eqs.(9) and (10) by g,-,and fq respectively, and subtracting the
resulting equations, we obtain

f Adding Eqs.(l 1)'and (12) and using relation (6). we obtain the compatibility condition for
Eqs.(l) and (2) as

The expression on the left hand side of Eqn. (13) is denoted by [f,g]. Thus, we have

We can use Eq.(14), which is a first order PDE,for finding the equation g = 0, compatible
with the given equation f = 0. Once g is known we can find p and q and then integrate Eq.(5)
to obtain one parameter family of solutions in the form

where b is an arbitrary constant. The solution given by relation (15) shall satisfy both
Eqs.(l) and (2). Thus, compatible equations have a one-parameterfamily of common
solutions.
Let us now consider a few examples.

Example 1 : Show that the partial differential equation


p2x+q2y-z=o
is compatible with
-
p2x q2y = 0,

and find their one-parameter family of common solutions.


Solution :Let f = p2x + q2y - z = o
a n d g = p2x - q 2 y = 0
Using condition (14). we get

[f,g~= 2xp3 - 2 ~ (~ ~ -q-


32 ~ P +X( q2 -¶ zqy
-
= 2(q2y p2x ) = 0
Hence the given system of PDEs are compatible.
Snlvino Fnc (1 6 ) nnrl(17) fnr n nnrl n we a-r
First Order Partial Differential 1 I
Equations

Taking only the positive sign and substituting in

dz=pdx+qdy,

we obtain

as the one-parameter family of common solutions.

Let us consider another example.

Example 2 : Show that

is compatible with any equation

f(x,y,z,p,q) = 0
that is homogeneous in x, y and z.

Solution :In this case, we have

I f f is homogeneous in x,y,z and is of degree n, then by Euler's theorem , we have

xf, + yfy + zf, = nf


Thus Eq.(2 1) reduces to

[f,g] = fz (xp+yq-z) + nf = 0 (by virtue of Eqs.(l9) and (20).


Thus the compatibility condition is satisfied.

You may now try the following exercises.

E 1 ) Show that the equations

f(x,y,p) = 0 and g(x,y,q) = 0


are compatible if fpgx- fyg, = 0.

E 2) Prove that the partial differential equations

f(x,y,p,q) = 0 and g(x,y,p,q) =.O


are compatible if

E 3) Show that the equations (y-z)p + (z-x)q = x-y and z-px-qy = 0 are
compatible.

E 4) Verify that the equations xp - yq =x and xZp + q = xz are compatible and find
their one-parameter family of common solutions.

We shall now discuss Charpit's method of finding the complete integral of Eq.(l).
14.2.2 Charpit's Method on-linear Partial Differential
Equations
As mentioned earlier, in the Charpit's method of finding the complete integral of non-linear
PDE of the form (I), namely,

f(x,y,z,p,q) = 0,
we introduce another PDE of the f i s t order of the type

which contains an arbitrary constant a and which is such that

i) We should able to solve Eqs.(l) and (22) and obtain

ii) The equation

should be integrable.

Once we are able to find such a function F, we can integrate Eq.(24) and obtain the solution
in the form

which will also be a solution of Eqn. (1).


Since solution (25) contains two arbitrary constants, it is clearly a complete integral of
Eqn. (1).
But, then the question is--how to obtain the second Eqn. (22)?
For this wd use the compatibility conditions obtained in Sec. 14.2.1.

You know that Eqns. (1) and (22) are compatible only if Eqns. of the type (4) and (14) are
satisfied, i.e., if

and

Eqn. (26) is a first order linear PDE for the function F which y/e have considered to be a
function of five variables x,y,z,p and q. Following Lagrange's method of solving first order
linear PDE, the auxiliary equations for Eqn. (26) are

Note that we can write down Eqns.(27) at once from the given Eqn. (1). Eqns.(27) are the
characteristic differential equations or Charpit's equations related to the given PDE
(1).
If we can find a single solution of the system of Eqns.(27)'involving p or q or both in the
form of Eqn. (22), viz.,

then the problem reduces to solving Eqns.(l) and (22) for p and q and then integrating
Eqn. by the methods of solving Pfaffian differential equations.
Remark :It is not necessary to use all of the Charpit's Eq.(27) for any given problem. What
you have to be careful about is that p or q must occur in the solution obtained.
We now take up an example to illustrate this method.
First Order Pnrtial Differential Example 3 : Find the complete integral of
Equations
z2 = pqxy
by Charpit's method.
t pqxy - z2 = 0.
Solution :~ ef =
In this case, the auxiliary Eqns.(27) yield

--
dx d p = dq
qxy -pxy - 2pqxy - 2zp-pqy 2zq-pqx
dz dz pdx+qdy+ xdp+ ydq
=$ ---- (using given equation)
~ W X-Y2z2 - ~Z(PX+~Y)

On integration, we obtain the compatible system F as

F = z - a(xp + yq) = 0, . . . .(28)


where a is an arbitrary constant. From the given equation and Eq.(28), we obtain

where a(c-' + c ) = 1.

Integrating, we obtain the complete integral in the form

z = bxK f,b being the constant of integration.


We now consider an example in which not all the auxiliary Eqns.(27) are used to obtain the
complete integral of the given equation.

Example 4 : Using Charpit's method find the complete integral of the equation
2 2
(P +q ) Y= q z
Solution : The given equation can be expressed as
2 2
f = ( p +q ) y - q z = O ,
The auxiliary equations in this case are

The last two fractions in the above equations yield

Integrating the above equation, we get


P2+q2 = a,
where a is a constant.
Solving (29) and the given equation for p and q, we get -
I

Substituting these values of p and q in dz = pdx + qdy and taking only positive sign, we get
Non-linear Partial DIfPerential
Equations

I Integrating, we get

i
I which is the required complete integral.
And now an exercise for you.

E 5) Using Charpit's method, find the complete integrals of the following equations :

After solving E 5), you must have observed that the general method given by Charpit for
finding the complete integral of a non-linear first oider PDE is usually quite lengthy and
involved. However, there are some special types of first order non-linear PDEs whose
complete integraIs can be easily obtained by Charpit's method. These special types of
non-linear PDEs of first order are called standard forms of Eq.(l). We now take up the
methods of integrating these standard foms.

14.2.3 Standard Forms


Let us discuss, one by one, the various types of standard foms of Eqn. (1).

Type I : Equations involving only p and q :


The non-linear PDEs of first order which do not contain the variables x,y,z explicitly and
involve only p and q are of the form

In this case Charpit's equations (or auxiliary Eqns.(27)) are

One obvious solution of the above system of equations is obtained by considering the first
and the fourth fraction. This solution gives us the compatible equation

p = constant = a, say.

Once the value of p is known to us, we can obtain thecorresponding value of q from Eqn. (30)
in the form

q = Q(a), a constant.
Therefore, the equation
First Order Partial Differential dz = pdx + qdy
Equations
reduces to
dz = adx + Q(a)dy

Integrating, weget complete integral of Eq.(30) as

where b is an arbitrary constant.

We may remark here that, in the case under consideration we have chosen equation dp = 0
from the system of auxiliary equations to obtain the second compatible equation. in some
situations it is possible that the computations involved are reduced if we take dq = 0, leading
to q = a constant.
Let us take up some examples.

Example 5 : Find the complete integral of the equation

Solution : For the given equation, we consider only thc following Charpit's equations

From 1st and 2nd fractions, we get

3p = constant = a, say.

From the above equation and given equation, we get'

Substituting for p and q in

dz = pdx + qdy,

we obtain

Integrating, we get the complete integral of the given equation as

We next take up an example to illustrate how a given equation can be easily solved if we
first reduce it to the form (30).

Example 6 : Find the complete integral of

(x+Y)(p+d2 + (x-y) (p-q12 = 1


Solution : Let x+y = u2
and x-y = v2

Then
and Non-linear Partial Differential
Equations

Substituting for p and q from relations (32) and (33) in the given equation, it reduces to

This equation is of Type 1 and we can write down its complete integral directly by using
Eqn. (31) in the form

=a G + aG+
b (substituting back the values of U and Y in terms of r and
Y.)
You may now try the following exercise.
-

E 6) Find the complete integrals of the following equations :

We next take up those equations which do not involve the independent variables x, v
explicitly.

Type I1 : Equations not Involving the Independent Variables

Equations of this type are of the form

f(2,p.q) = 0
Charpit's Eqns.(27) in this case assume the form

the last two of which yield

Integrating the above equation, the compatible system is obtained as

P = aq, . . . . (35)
where a is a constant.

From relations (34) and ( 3 3 , we obtain

f(z,aq,q) = 0
First Order Partial Differential dz = pdx + qdy,
Equations
we get

dz=aqdx+qdy

= (adx + dy)q

= (adx + dy) Q(a,z)


Thus, the complete integral of Eqn. (34) is given by

where b is an arbitrary constant.

For the sake of clarity, let us consider the. following example.


Example 7 : Find the complete integral of the equation

zpq-p-9'0
Solution : The given equation is

It is a non-linear PDE of the first order not involving the iddependent variables. In this case
we consider, as above, the Charpit's equations

On integration, we get

where a is an arbitrary constant.

From Eqs.(37) and (38), we get

Now, i f q = O , p = O

For the case p = 0, q = 0, the relation


dz = pdx + qdy,
yields

dz = 0

=$ z = constant.
which is obviously not the complete integral of the given equation.
a+ l
Further. for q = -- - ,p = P+I. the relation
az z
dz = pdx + qdy
yields
which on integration gives the complete integral of the given equation in the form Nun-linear Partial l)iffere~~tial
Equations

b being an arbitrary constant.

You may now try the following exercise.

E 7) Find the complete integrals of the following equations :

We next take up the equations in which z does not occur explicitly and which are separable.
In other words, we consider the equations of the form which can be written as

f(x,p) = g(y 4)
Type 111 :Separable Equations

Consider a first order PDE which can be written in the form

For such an equation, Charpit's equations are

The first and the fourth fractions of Eqns.(40) give

You may note that Eqn. (41) is an ODE in x and p. We can solve it for p by writing it in the
form

f(x,p) = constant-=a, say . . . . (42)


Similarly. from 2nd and 5th fractions of Eqns.(40) and by making use of the given equation,
we get

g(y,q) = constant = a (43).


Note that in Eqn. (43) we have again taken the constant of integration as 'a'. This is because
we are given f(x,p) = g(y.4). Now f is a function of x and p whereas g is a function of y and
q and if both are equal then each off and g has to be separately equal to the same constant.

Eqs.(4?) and (43) can now be solved to obtain .


p = F(a,x) and q = G(a.y)
:. dz = pdx + qdy reduces to
First Order Partial Differential
Equations
which on integration gives the complete integral as

where b is another arbitrary constant.

Let us take up an example to understand the ideas outlined above.

Example 8 : Find the complete integral of the equation

Solution : The given equation can be written as

Hence each side must be equal to the same constant, say a.

:. p2-x = a and y-q2 = a

Any combination of + signs can be taken. We take only the +ve signs here and then

yields

Integrating, the complete integral is obtained as

How about doing an exercise now?

E 8) Find the complete integrals of the following equations :

You may recall that in Unit 1, Block 1, we defined the ODE of the type

Y = XP + f(p)
as Clairaut's Equation.

In the case of a first order PDE, we can write the Clairaut's equation in the form

We now give you the method of solving Clairaut's equations by using the Charpit's
equations.

Type IV :Clairaut's Equations

Consider the Clairaut's form of the first order PDE

px + qy + f(p,q) - z = 0
Non-linear Partial Differential
For Eqn. (44), the Charpit's Eqs.(27) take the form Equations

_dx-- = - dz --!-!E!=@
-
x+fp y+fq px+qy+pfp+qfq 0 0

Obvious solutions of this system of equations are

p=aandq=b

If we substitute these values of p and q in Eqn. (44), we get

z = ax + by + f(a,b),
which is the complete integral of 'Eqn. (44).

Let us now consider an example.

Example 9 : Find the complete integral of the equation

pqz = p2 (xq+p2)+ q2(yp+q2)


Solution : The given equation is

pqz = p2 (xq+p2)+ q2 (yp+q2)


Dividing both sides by pq, we get

Charpit's equations for the given equation are

From 1st and 4th fractions and 1st and 5th fractions, we get'

dp=O,dq=O

Integrating, we get
p = a and q = b,

where a and b are arbttrary constant.

Hence the complete integral of the given equation is

You may now try the following exercise.


- - - - - -

E 9) Find the complete integrals of the following equations :

We have already mentioned in Sec. 14.1 that Charpit's method cannot be generalized for any
number of independent variables directly. Consequently, we take up, in the next subsection a
method, due to Jacobi, for solving PDE of the form (1) which can be generalized for any
number of variables.
First Order Partial Diflerential 14.2.4 Jacobi's Method
Equations
Jacobi's method of integrating the PDE of the form (I), viz.,

as described in his posthumous memoir "Nova --- --....


--- methods - integrandi", published in 1862. is
based on the fact that the solution of Eq.(l) is a relation between x,y and z. If this relation is

u(x,y,z) = 0
then, we have

where u denotes'-
au ( i=1,2,3, with xl = x,x2 = y and x3 = z )
axi
Substituting from Eqns.(46) into Eqn.(l), we obtain a partial differential equation of the type

You may note here that the advantage of having Eqn.(47) is that in it the dependent variable u
does not appear explicitly. a

'-1n Charpit's method, we tried to obtain one PDE of the first order compatible with the given
equation. In Jacobi's method we look for the two PDEs pf the first order of the type

and .
1

h(*,y,z,ul ,u2,u3,b) = 0 . . . . (49)


involving two arbitrary constants a and b, which are compatible with Eqn. (47), such that
i) Eqs.(47), (48) and (49) can be solved for ul,u2,u3
ii) The equation

du = u, dx + u,dy + u3dz ". . . . . (50)


a.

obtained for these values of u,,u2,u3,?s integrable.


The solution of Pfaffian'Eqn.(S.O),containing threearbitraryconstants will then be a cnmplete
integral of Eqn. (47).

You know that the complete integral of Eqn. (1) requires only two arbitrary constants. The
solution obtained by Eqn. (50) will therefore give us different complete integrals of the given
Ean. (1). Thus the complete integral of Eqn.(l) is obtained by making different choices of the
third constant.

We now aim at determining two Eqns. (48) and (49) which are compatible with Eqn. (47).
.
The compatibility conditions(l3), in the case of Eqns. (47) and (48) take the form

Eqn. (5 1 ) is a linear PDE of the first order and using Lagrange's method, its auxiliary
equations are
Similarly, for Eqs.(47) and (49), we have the compatibility condition as Non-linear Partlal Differential
Equations
d(F.h) + a(F.h) + 2F.h) -
~(x.u a(y 4,) a(z.u3)

and its auxiliary equations are same as Eqns.(52).

Once we have written down Eqn. (1) in the form of Eqn. (47), we can at once write down the
system of Eqn.(52). The auxiliary functions g and h, given by Eqns.(48) and (4% can then
be obtained as the two solutions of the linear PDEs (52).

As mentioned earlier, the chief merit of Jacobi's method is that it can be generalized for any
number of variables. If we have to solve an equation of the type
fl(xI,x2,.. . . .,Xo.U,,U2,. . . . , u n ) = O . . . . . (53)
au
where u denotes -(i = 1,2,...,n), then we can find (n-1) auxiliary functions f2,f3, .. ..
axi
f,-, ,f, involving (n-1) arbitrary constants, from the equations

dxl dx2 dx, du, - du2


---- - - ...- - - - . ..-
dull
. . . . (54)
(fl)u, (f0UZ (fl)~" i f l ) x , ifl)xz 4fl)X" '

where, (fl)
I'
Jfl
denotes -, i = 1,2. . ,n.
aui .
.
Once we have solved Eqns. (53) and (54) for ul,u2,. .. . .,un, we determine u by integrating
the Pfaffian equation
n

du = u, dxi . . . . (55)
I= 1

The solution so obtained willcontain n arbitrary constants. This type of direct generalization
is not possible in the case of Charpit's method. But, the main difficulty in Jacobi's method is
that here we are required to find two compatible systems, which ~t times is quite
cumbersome.

To illustrate Jacobi's method, let us take up the following exa ples. 1.


Example 10 : Using Jacobi's method, solve the equation

z ~ + z u ~ - u ~ ~ - u ~ ~ = O
Solution : This equation is already in the form of Eq.(47). The auxiliary Eqns.(52) reduce
to

--
dx - d y - -d z - du1 - du2 - du3
-2ul -2u2 z 0 0 -2z-u3

.is\ Therefore, from the first and fourth and first and fifth ratios, we get
ul = a, u2 = b, a and b being constants.
With the above forms of ul and u2, we obtain from the given equation

a2 + b2 -z2
u3=-
Z

Now,

On integrating the above equation, we arrive at the following solution of the given equation

1
u=ax+by+(a2+b2)l n ~ z ~ - = z ~ + c .
First Order PartialDifferentlel where c is the constant of integration.
Equetlons
Example 11: 'Find a complete integral of the equation

by Jacobi's method.

u1 u2
Solution : Writing p = - - ,q = - -,
u3 u3
the given equation is transformed to

The auxiliary Eqns.(52) assume the following form :

The two solutions of these equations are

where a and b are constants.


Now, from above equations, we get

and then u3 = ($p


Integrating

we obtain

Taking u = c, we get one complete integral of the given PDE as

You may now try the following exercise.

E 10) Solve the following equations by Jacobi's method.

Ybu have seen that Charpit'r; and Jacobi's methods of solving non-linear PDEs of the first
order aim at constructing co~npleteintegrals containing a number of arbitrary constants.
However, these results do not indicate a solution of initial data problern. Consequently, in
the next section. we shall state the Cauchy problem which is based on Charpit's method for
solving non-linear PDEs of the first order. satisfying initial data.
14.3 CAUCHY PROBLEM 'C

The Cauchy problem for the nonelinear PDE (I), viz.. i

consists in finding the integral surfaces Si of Eqn. (I), which pass through the initial data
curve To given by

and also satisfying the initial conditions

Note that due to non-linearity of Eqn. (1). there can be more than one integral surface
corresponding to the data (56).
The initial values po(s), qo(s) defined along To must satisfy the equations
f(%(s), y0(s). ZQ(S).p0(s). qo(s)) = 0 ....(58)
and

Note that Eqns.(58) and (59) may have several pairsbf solution pq(s),&(s)depnding on the
non-linearity of Eqn. (58).
Also, from Eqns.(27), you know that the.slope of the chaiacteristic curves of the given PDE
is

Since the initial data curve To should be nowhere tangential to the characteristics of the
PDE, therefore, the integral surfaces Si corresponding to the initial data (xo(s), yo(s), q,(s).
poi(s), Q~(s))must satis@the condition.

all along To.


This condition is called the admissibility condition for the Cauchy problem for the
non-linear equation.
The steps for solving the Cauchy pr(iblem.far a non-linear PDE (I) based on Charpit's
method are as follows :

Step I : Write the auxiliary Eqn.(27) for the PDE (1). namely,

Step I1 : Choose suitable fractions from these equations to find the compatible family of
Eq.(22), viz.,

F(x.y,z,p,q.a) = 0
The condition
First Order Partial Differential will be automatically satisfied on some domain D.
Equations
*
Step 111: Solve Eqn. (1) and (22) for p and q to get Eqns.(23), namely,

P = @(x,y.z,a),q = v(x,y,z,a)

Step IV : Substidute above values of p and q in


dz=pdx+qdy
to obtain

dz = $(x,y,z,a& + \y(x.y,z,a)dy

and integrate to ob%n the complete integral of Eqn. (1) in the form (25), namely,

G(x,y,z,a,b) = 0,
where a and b are arbitrary constants.
Step V : Substitute from the initial data curve To in Eqn. (25) to get

G (xo(s). yo(s). qds), a,b) = 0 . , . . (62)


Eqn. (62) gives the points of intersection of To with the integral surface (25). If To is to lie on
the surface then &n.(62) must have two roots equal and the condition for which is

Eliminating s between Eqns.(62) and (63), we get a relation between the constant a and b in
the form

Eqn. (64) may give us several relations of the form

Substituting from relation (65) in Eqn. (2% we obtain a one-parameter subsystem


corresponding to 4 n . (25) as

G(x,y,z,a,ai(a)) = 0 for i = 1.2, :. . ,n . . . . (66)

Step VI :Obtain the envelopes of Eqn.(66) by eliminating the parameter 'a' between
Eqn.(66) and

These envelopes are the integral surfaces Si, i = 1,2, . . . ,n, all of which pass through the
initial curve T o but corresponding to different ( poi(s),qoi(s)).
We iIlustrate steps I-VI above by the following examples.
Example 12 : Find the complete integral of the equation
(p2+q2)x= pz
and the integral corresponding to the initial data,

t T 0 : x , = O , y o = s2,z0=2s.

Solution :Step I : The auxiliary Eqn.(27) for the given equation are in the form
Step I1 : From the last two fractions, we obtain the equation which is compatible with the Non-linear Partial Differential
Equations
given PDE in the form
p2+q2 = a2, a being a constant.

Step I11 : From Q n . (68) and the given PDE, we obtain

2
p = -a, qx= f a &TT
z-ax
Z Z

Step IV : Substituting in dz = pdx + qdy the values of p and q, we get

zdz - a2x dx -
-f ady
GP
On integrating the above equation, we obtain the complete integral in the form
z2 = a2x2+ ( a ~ + b ) ~ , . . . . (69)
where b is the constant of integration
Step V : Substituting the initial data in Eqn. (69). we get
4s' = (a~'+b)~
Differentiating Eqn. (70) with respect to s, we find

Eliminating s from Qns. (70) and (71). we get a relation between a and b of the form
a b = 1.
1
Substituting b = - in Eqn. (69). we get the one-parameter subsystem of the complete integral,
a
i.e.,

Step VI :We now obtain the envelope of -Eqn.- (72) by eliminating a between Eqn. (72) and its
partial derivative with respect to a, i.e.,

The envelope is
( 2 y - ~ ~= )4~(x2+y2)

$1 and is the required surface. We can rewrite this equation in the form

Since fi
x + y 2 y, we discard the minus sign for the real solution.

Thus,

Note that the initial curve To is a parabola in the plane x = 0 :


z =2 (upper branch)
First Order Partial Dlfferenthl
Equations
z = -2 6 (lower branch)
The +ve sign in Eqn. (74) corresponds to the upper branch and -ve sign to the lower branch.
Example 13 : Show that the integral surface of the equation

z(1-q2) - 2(px+qy) = 0
which passes though the line x = 1, y = hz + k has the equation
(y - kx) = z i(l+h2)x - l]'12.
Solution :Step I: The auxiliary Eqn.(27), for the given equation are in the form

Step I1 :From the third and the fifth fractions we get

where a is an arbitrary constant.


Step 111: From Eqn. (75) and the given PDE, we get

Step IV : Substituting from Eqns. (75) and (76) in dz = pdx + qdy, we get

zdz-ady --
- dx

Integrating the above equation, we arrive at the complete integral as

b being an arbitrary constant.


Step V : We can write the given initial data as

~o:~=l,y=h~+k,z=~, . . . .(78)
where s is the defining parameter,
Substituting from relation (78) ,intoEqn. (77). we obtain
s2 - 2a(hs+k) - a2 - 2b = 0 ... . (79)
Diffefentiating Eqn. (79) with respect to s, we find
s-ah=O
Eliminating s'from Eqns. (79) and (80). we find
2b = -a2 (l+h2) - 2ak . . . . (81)
Substituting the value of b from relation (8 1) into Eqn. (77). we get
z2 = a2+ 2ay-x [a2(l+h2)+2ak] . .. . (82)
Step VI : The envelope of Eqn. (82) is

and the required surface is


(y-kx)
z=
Non-linear Partial Dlfferentlal
You may now try the following exercises. 'Equations

E 1 1 ) Find the complete integral of the equation p2x + qy - z = 0 and derive the equation
of the integral surface of which the line y = I, x+z = 0 is a generator.

E 12) The normal to a given surface at a variable point P meets the sphere x2+y2+z2=
I in the points A and B. If AB is bisected by the plane z = 0, show that the
surface satisfies the PDE
z(p2+q2)+ px + qy = 0

E 13) Find the solution of the eq'uation

which passes through the x-axis..

We now end this unit by giving a summary of what we have covered in it.

14.4 SUMMARY

In this unit we have covered the following :

1. a) If every solution of the PDE

f(x,y,z,p,q) = 0, (see Eq.( 1))


is also a solution of the PDE
g (x,y,z,p,q) = 0, (see Eq.(2))
then the two PDEs are compatible.

b) The condition of compatibility of Eqs.(l) and (2) is

t
2. The Charpit's method of solving PDE of the form ( 1 ) consists of the follo ing steps.

a) to determine one solution of the auxiliary equations.


~

b)
F(x,y,z,p,q,a) = 0.
to solve f = 0 and F = 0 for p and q in terms of x,y,z.
I~
involving p or q or both which contains an arbitrary constant and is of he form

~
~~
C) substitute the above values of p and q in'the relation
, dz = pdx + qdy
and integrate it to obtain the complete integraI.

h.i
\

3. There are fouf speciaI forms of Eqn. ( I ) called standard forms to which C arpit's
method can be easily applied. These forms are

a) Equation involving p and q only, for which the auxiliary equation reduc to

b) Equations not involving the independent variables, for which the auxilia
reduce to a equations
First Order Partial Differential
Equations

C) Separable equations of the form f ( ~ ,=~g(y,p)


) for which auxiliary equations yield

where a is a constant.
d) Clairaut's form of first order PDE, namely, z = xp+yq+f(p,q)for which the auxiliary
equations are

and the solution is of the form


z = ax+by+f(a,b)
4. For Jacobi's method of solving PDE (I), we take

where ui =
au
axi, i = 1.2.3 with xl = x, x2 = y, x3 = z

and for above p and q, Eqn. (1) reduces to the form

F ( x , ~ , z , u ~ , u ~=. 0
u ~(see
) Eqn. (47)).
In order to solve Eqn.(l), we write down auxiliary equations for F(x,y,z,ul,u2,uj)= 0, and
then

a) Look for two solutions of the auxiliary equations,

involving two arbitrary constants a and b of the form

g(x.yr,ul,u2.u3.a) = 0 (see Qn. (48))


h(x,y,z,ul,u2,u3,b)= 0 (seeEqn. (49))
b) Solve Eqns.(47), (48) and (49) for ul, u2, u3 in terms df x,y,z,a,b.

c) Integrating du = uldx + u2 dy + u3 dz
and ldy making different choices of the third constant of integration in the solution
obtaibed, we determine different complete integrals of Eqn. (1).

5. An initial-data problem of first order non-linear PDE can be solved by Cauchy's


method using Steps I to VI given in Sec. 14.3.
- - -

14.5 SOLUTIONSIANSWERS

E 1) From Eq.(14), the compatibility condition for two PDEs of first order is

Since our PDEs are

f(x,y.p) = 0 and g (x,Y,~)


=0

Then Eq.(14) reduces to


Non-linear Partial Differential
fpgx - fygg = 0, Equations

which is the required condition.

E 2) Here f(x,y,p,q) = 0 and g(x,y,p,q) = 0


:. f,=Oandg,=O

Then Eq.(14) reduces to


I

which is the required condition.


I
E 3) Here let, f = (y-z)p + (z-x)q - (x-Y) = 0
l
and g = z-px-qy = 0
Using Eq.(l4), ,we get
I
[f,g] = (y-2) (-p) + (2-x) (- q) + t (y-z)p + (2-x)ql. 1 -

= (*PI [xp+yql- (x-y) + yp qx +

= 0 (xp+yq=z from g = 0 and z(q-p) = (x-y) - yp+qx from f = 0)


Hence the given PDEs are compatible.
E 4) Letf=xp-yq-x=O
a n d g = x 2, p + q - x z = O

Using Eqn. (14). we get

\
[f, g] = x(2xp - z) - y.(O) + [xp - yql(- x) - [p - 1 + p.0]x2 - [- q + .0]. 1
=~ X x2p
X ~ . ~ - - Z + xyq - px 2+x2+q

= 0 (using f = 0)

Hence the given PDEs are compatible.


On solving f = 0 and g = 0 for p and q, we get

Substituting the above values of p and q in dz = pdx + qdy, we get

3 ( 1+xy)dz = ( 1+yz)dx + x (z-x)dy


3 (l+xy)dz = (l+xy+yz)dx + xzdy - x2dy - xydx

3 (l+xy) d(z-x) - (z-X)

3 ( 1+xy)
(xdy + ydx) = 0
d(z-x) - (z-X) d( 1+xy) = 0

- (I+xy) d(z-x) - (z-X) d(l+xy) -


- 0 , provided l+xy # 0
I
(adding and suba ting xy dx)
First Order Partial Differential
Equations

Integrating, we get
z-x
--- -b
l+xy
3 z = x + b(l+xy), for b being an arbitrary constant, is a one-parameter family of
common solutions of the given PDEs.
E 5) a) The given PDE is
2
p x+q y=z
2
. . . . (83)
The auxiliary equations are

--
dx - & -
- dz -
-dp=dq
2px 2qy 2(p2x + q2y) p-p2 q-q 2

where a is a constant.
On solving Eqns. (83) and (84) for p and q, we get

Substituting these values of p and q in dz = pdx + qdy,

we get

Integrating, we get

1 ( 1+a)z 1 = (ax)" + (Y) + b,


which is the complete integral of the given PDE.
b) The given PDE is

The auxiliary equations corresponding to Eqns.(27) are

From 2nd'and 4th fractions, we get

2*+*=0
Y P
Integrating, we get
2
Y P=a . . . . (86)
Solving Eqns. (85) and (86) for p and q, we get

Substituting these values of p and q in dz = pdx + qdy, we get


N&-linear Partial Wfferentid
Equations

adx ax aL
3 ydz+zdy=--~dy+~dy
Y Y 2~
Integrating, we get

which is the.complete integral of the given PDE.

(c) The given PDE is


f = 2 z + p2 + q y + 2 y 2 = O

The auxiliary equations corresponding to Eqn.(27) is

Here 1st and 4th fractions yield


dx+dp=O
Integrating, x+p = a
* p = a-x
From Eqns. (87) and (88), we get

Substituting for p and q in dz = pdx + qdy, we get

(a-x1~+2~~+2z
dz = (a-x) dx - dy
Y,

3y
2
dz = y2(a-x)dx - (a-x) 2 ydy - 2y3dy - 2z ydy
y2dz + 2zydy + (a-x) 2 ydy - y2 (a-x)dx + 2y 3dy = 0
or

Integrating, we-get
2 2
y [2z + (a-x) + y2 ] = b,
which is the complete integral of the given PDE.

d) z2 = 2 (a2+1)x2+ 2ay + b
e) z = ax + bey (y+a)"
E 6) a) The given PDE is

For this PDE, we consider the auxiliary equations as


First Order Partial Differential From 1st and 2nd fractions, we get
Equations
dp=O

* p = constant = a, say
From the above equation and the given equation,we get

a+q-aq = 0

Substituting for p and q, from above, in dz = pdx + qdy, we get

. Integrating, we get the complete integral of the given PDE as

c) z = a x + e $ l + b

d) The given PDE is

Then Eq. (107) reduces to

This'equation is now of the Type I and we can write its complete integral
directly, using Eq.(31), in the form

e) The given PDE can be writtm as


'
.Then the given PDE reduces to Non-linear Partial Differential
Eouations

and its complete integral, using Eqn. (31). is

z = ax + (-a2)y +b

a) The given PDE is


. . . . (90)
In this case Charpit's equation can be taken as

On integration, we get
. . . . (91)
From Eqns. (90) and (91), we get

Substituting the values of p and q, from above, in the equation


dz = pdx + qdy, we get

Integrating, we get the complete integral of the given PDE as

C) (1+a2) (c2-z2) = ( a x + ~ + b ) ~

d) 4(a-I)z = ( a ~ + y + b ) ~
e) The given PDE is

q2y2 = z(z-xp)
Let V = Inx and V = Iny
First Order Partial Differential substituting for p and q in the given PDE, we get
Equations

It is now a first order PDE in which independent variables are not explicitly
present and its complete integral becomes

where A and B are arbitrary constants.

E 8) a) The given PDE is


2
'l=XP+P

Hence each side must be equal to the same constant, say a.


;. ~ ~ + ~ ~ = a a n d q = a

Substituting the values of p and q, from above, in the relation

dz=pdx+qdy, we get

On integration, we get the complete integral of the given PDE as

where a and b are arbitrary constants.


Hint : The given PDE can be written as

Hint : Dividing the given PDE by q2x2the given PDE reduces to

Hint : Dividing the given PDE by p2q, we get


Non-linear Partial Differential
Equations

E 9) a) The given PDE is

(P+@(z-xP-y 4) = 1
It can be written in the form

Charpit's equations can k taken as

Here 1st and 2nd fractions and I st and 3rd fractions yield

Integrating, we get

Hence the complete integral of the given equation is

b) z = a r + b y + d u a 2 + g b 2 + y

C) z = ax +by + 3(ab)'I3
E 10) a) ' The given PDE is
2
z + 2u3- (u1+uZ) = 0
The auxiliary Eqs.(52) reduce to

From the 1st and 4th and 1st and 5th ratios, we get

u, = a and u2 = b,
where a and b.are arbitrary constants.
With the above values of ul and u2, the given PDE gives

Substituting for ul, u2 and u3, from above, in the relation

du = u Idx + u2dy + ugd~,we get

a+b) -z
du=adx+bdy+Gdr

On integration, we obtain
I
First Order Partial DiNerential where c is another constant of integration.
Equations
Now, using u = c, we get the complete integral as

The given PDE is

p = (z + q ~ ) ~

Writing p = - -
1
.q u2
= - - ,the given PDE reduces to

2 2 2 2
3 z u3+y u ; ! - ~ ~ z u ~ u ~ + u ~ u ~ = O . . . . (92.
I

The auxiliary Eqns. (52). in this case, become i

From 1st and 4th fractions, we get

dul = 0 + ul = constant = a, say,

From 2nd and 5th fractions, we get

Y u2

* u2y = constant = b, say


Substituting these values of ul and u2 in Eqn. (92). we get

z2ui + b2 - 2z u3b + au, = 0.

(2bz-a) f -/, (2bz-a) - 4b z


+ u3=
2z2

- (2bz-a) f
2z2
Replacing the values of ul, u2, u3 from above in the relation

du = U I dx + ~2 dy + u3dz,

we get

b [(2bz-a) z;; - 4abz


du=adx+-dy+ dz
Y

On integration, we get

u=ax+bInI dz+c

Now writing u = c, the complete integral of the given PDE is

a x + b l n I y ~ + b I n I z I + a- +
22 5 +--
a“.; dz = 0
Non-linear Partial Differential
C) The complete integral.of the given equation is
Equations

E I I) Step I : The auxiliary Eqns.(27) are

Step I1 : From the first and last fractions, we obtain

Step 111 : Solving for p from Eqn. (93) and the given equation, e find

Step IV : Substituting for p and q in dz = pdx + qdy, we obtain


dz-ady + &
4=--fi
Integrating, we get
. *=* &+6,
where b is the constant of integration. This gives

(ay-z+x+b)2 = 4bx ....(5


as the complete integral.
Step V : Now the initial data is

r o : x = s , y = l,z=-s.
Substituting in Eqn. (94). we find

(a+b+2s)' = 4bs

Differentiating with respect to s, we get


a=-2sandb=4s*b=-2a
On combining Eqns. (94) and (93, we get
(ay-z+x-2a) 2 = -8ax ....(5 )

Step VI : The envelope of Eqn. (96) is obtained by eliminating between Eqn. (96) and

(y-2) (ay-z+x-2a) = - 4x, ....(5 )

which yields
xy = z(y-2)
and this is the required surface.
E 12) Let z = f(x,y) be the surface. The equations to the normal

at ( x l . ~ l , ~are
l)

X-XI y-y1 z-Zl


------
- - - r, ....(9 I
PI 41 -1

where (pl,ql,-1) are the direction ratios of the normal. The line 8) meets the
cnhprp Thprpfnrp
First Order Partial Differential
Equations

If the roots of this equation which c,orrespond to the points A and B are rA and rB,
then

Now,
ZA = z1 -TA and zg = z1 -rB

and

From'Eqns.(99)
- . and (100) and dropping the suffix l, we get
z(p2+q2) + px + qy = 0; which is the PDE satisfied by the surface.
E 13) a) It is readily shown that the initial values for the given problem are

~~=v,y~=o,z~=o,p~=o,q~=2v,~=o
Step I : The auxiliary Eqn. (27) in this case are

Step 11 : From 1st and 4th fractions, we get

Step 111: Solving for q, by using the above value of p in'the given PDE, we get

* q2 - 2aq + [ (x-a) 2 + 2ay - 22 ] = 0

Step IV : Substituting for p and q in the relation dz = p dx + q dy, we get

dz = (x-a) dx + [ a f .\,a2-(x-a)' + 2ay-221 dy

* dz - (x-a)dx - ady = d a2-(x-a) 2+2ay-2z dy

On integration. we get

2 ( a2+[2z-2ay-(x-a)2] )IR=2~+2b
Non-linear Partial Differential
Equations
which is the complete integral.

Step V : Initial data is

ro: Xo = v, yo = 0.~0 =,o.


Substituting in the complete integral, we get

a' - (v-a) 2 = b2

Differentiating w.r. to v, we get

-2(v-a) = 0

a v = a and hence a2 = b2

-b=fa

Substitution of this value of b in the complete integral yields

a2 + 2z - 2ay - (x-a) 2 = ( y h )2

Step VI : The envelope of the above equation is obtained on el nating a from the
above equation and the relation

--
2a - 2y + 2(x-a) = f i(y
f a)

x-y = y-a (Taking only positive sign)

a = 2y-x

Hence the envelope is

(2y-x) 2 + 22 - (2y-x)2y - (2x-2y) 2 = (3y-x) 2

1 2
. z=-(4xy-3y-),
2

which is the required surface.