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Lesson 40
Special Types of First Order Non-Linear p.d.e
We now consider 4 special types of first order non-linear p.d.es for which the
complete integral can be obtained easily. The underlying principle in the first
three types is that of the Charpit’s method.
Here=
f x 0,=
f y 0,=
fz 0 .
dx dy dz dp dq
= = = = .
f p f q pf p + qf q 0 0
Then =
dz adx + Q(a )dy , on integration we get z =
ax + Q(a ) y =
b as the complete
integral of f ( p, q) = 0 .
Example 1
dx dy dz dp dq
Solution: We have = = = = .
1 − q − p + 1 p + q − 2 pq 0 0
a
p (1 − a ) + a =0 ⇒ p= .
a −1
a a
∴=
dz dx + ady ⇒=z x +=
ay b is the complete integral.
a −1 a −1
dp dq
From the characteristic system of equations we consider = , on solving we
p q
dz
∫ Q ( a, z ) = ax + y + b as the complete integral.
Example 2
=
z p2 + q2
z
q= 1
.
(1 + a ) 2 2
a z 1
=dz 1
dx + 1
z dy
(1 + a ) 2 2
(1 + a )2 2
1 adx + dy 1
or ∫=dz ∫ = 1 1
(ax + y ) + b ,
z
(1 + a )
2 2
(1 + a )2 2
or on simplifying we get
2
Special Types of First Order Non-Linear p.d.e
dx dy dz dp dq
= = = =
g p −hq pg p − qhq − g x hy
Since g ( x, p) = h( y, q) ⇒ h( y, q) = a ,
Example 3:
Solve p − x 2 =q + y 2 .
dx dy dz dp dq
Solution: The auxiliary equations are = = = = .
1 −1 p + q 2x 2 y
x3 y3
z= ∫ ( a + x ) dx + ∫ ( a − y ) dy +b , or z = ax + + ay − + b is the complete solution.
2 2
3 3
x+ha 1 0
matrix is two.
y + hb 0 1
3
Special Types of First Order Non-Linear p.d.e
Example 4
Exercises
1. p 2 + q 2 =
9.
2. pq + p + q =0.
3. z = px + qy + p 2 q 2 .
4. p(1 − q 2 ) = q(1 − z ) .
5. 1 + p 2 =
qz .
6. q + px =
p2 .
7. p − q + 3x =
0.
8. xyp + qy + pq =
yz .
9. z ( p 2 + q 2 ) + px + qy =
0.
References
Ian Sneddon, (1957). Elements of Partial Differential Equations. McGraw-Hill,
Singapore
Amaranath. T, (2003). An Elementary Course in Partial Differential
Equations.Narosa Publishing House, New Delhi
4
Special Types of First Order Non-Linear p.d.e
Suggested Reading
I.P. Stavroulakis, Stephen a tersian, (2003). Partial Differential Equations.
Allied Publishers Pvt. Limited, New Delhi
J. David Logan, (2004). Partial Differential Equations. Springer(India)
Private Ltd. New Delhi