Module III: Partial Differential Equations (PDE)

MRDU [Link]-I-II
by
Dr. Bapan Ali Miah

)
1 Introduction

26
A Partial Differential Equation (PDE) is an equation involving partial derivatives of
a dependent variable with respect to two or more independent variables. If z is a function

20
of two independent variables x and y, i.e.,

z = f (x, y),

5-
then any equation involving
∂z ∂z ∂ 2z ∂ 2z
, , , 02 , etc.
∂x ∂y ∂x2 ∂x∂y
is called a partial differential equation.
(2
Type III
n

A first–order partial differential equation is said to be of Type III if it can be expressed

in the form
pa

f (x, p) = f (y, q),

where
∂z ∂z
p= , q= .
∂x ∂y
Ba

Method of solution:

Let
f (x, p) = f (y, q) = C,
.

where C is an arbitrary constant.

Dr

Then we have the two ordinary differential equations

f (x, p) = C ⇒ p = ϕ1 (x, C),

f (y, q) = C ⇒ q = ϕ2 (y, C).

Thus,

dz = p dx + q dq
=⇒ dz = ϕ1 (x, C) dx + ϕ2 (y, C) dy

1
 Integrating, Z Z
z= ϕ1 (x, C) dx + ϕ2 (y, C) dy + C1 ,

where C1 is a constant of integration.

Complete integral:
z = F1 (x, C) + F2 (y, C) + C1 ,

)
where C and C1 are arbitrary constants.

26
Example 1 Solve the PDE
xp = yq

20
Solution: Let

5-
xp = yq = a [ where a is a constant]
=⇒ xp = a and yq = a
a a 02
=⇒ p = and q =
x y
Thus,
(2
dz = p dx + q dy (1)
a a
=⇒ dz = dx + dy (2)
x y
n

Integrating,
pa

Z Z Z
a a
dz = dx + dy + C, [ where C is an arbitrary constant]
x y
=⇒ z = a ln x + a ln y + C
Ba

=⇒ z = a ln(xy) + C

which is the required Complete integral.

Example 2 Solve
.

p2 + q 2 = x + y,
Dr

where
∂z ∂z
p= , q= .
∂x ∂y

Solution: Given PDE

p2 + q 2 = x + y
=⇒ p2 − x = y − q 2 .

2
 Let

p2 − x = y − q 2 = a [ where a is a constant]
=⇒ p − x = a and y − q 2 = a
2
√ √
=⇒ p = x + a and q = y − a.

Thus,

)
dz = p dx + q dy
√ √

26
=⇒ dz = x + a dx + y − a dy

Integrating,

20
√ √
Z Z Z
dz = x + adx + y − a dy + C, [ where C is an arbitrary constant]

2 2
=⇒ z = (x + a)3/2 + (y − a)3/2 + C

5-
3 3

which is the required Complete integral.

Example 3 Solve
02
z 2 p2 + q 2 = x2 + y 2 ,


(2
where
∂z ∂z
p= , q= .
∂x ∂y
n

The given equation can be written as

pa

 2  2
∂z ∂z
z + z = x2 + y 2 .
∂x ∂y
Ba

Let us put
1
z dz = dZ ⇒ Z = z2.
2

Then
.

∂Z ∂z ∂Z ∂z
=z = P, =z = Q.
Dr

∂x ∂x ∂y ∂y

Hence the given equation reduces to

P 2 + Q2 = x2 + y 2 .

Rewrite as
P 2 − x2 = y 2 − Q2 = a,
where a is a constant.

3
 Therefore, √ p
P = x2 + a, Q= y 2 − a.

Now, √ p
dZ = P dx + Q dy = x2 + a dx + y 2 − a dy.

Integrating,
1 √ 2 √

)
a h
2
i 1 p
2
a h p
2
i
Z = x x + a + log x + x + a + y y − a − log y + y − a + b,

26
2 2 2 2
where b is an arbitrary constant.
1

20
Since Z = z 2 , we finally obtain
2
√ !
√ p x + x 2+a
z 2 = x x2 + a + y y 2 − a + a log + 2b.

5-
p
y + y2 − a

Example 4 Solve
02
(x + y)(p + q)2 + (x − y)(p − q)2 = 1,
where
(2
∂z ∂z
p= , q= .
∂x ∂y

Solution: This equation can be reduced to the form f (x, p) = F (y, q) by putting
n

u = x + y, v = x − y,
pa

and taking z = z(u, v).

Then
Ba

∂z ∂z ∂u ∂z ∂v
p= = + = P + Q,
∂x ∂u ∂x ∂v ∂x
and
∂z ∂z ∂u ∂z ∂v
q= = + = P − Q,
∂y ∂u ∂y ∂v ∂y
.

where
Dr

∂z ∂z
P = , Q= .
∂u ∂v

Substituting in the given equation, we get

u(2P )2 + v(2Q)2 = 1,
=⇒ 4uP 2 + 4vQ2 = 1
=⇒ 4uP 2 = 1 − 4vQ2 = a (say)

where a is a constant. So,

4
 4uP 2 = a 1 − 4vQ2 = a,
a 1−a
=⇒ P 2 = =⇒ Q2 =
4ur 4vr
1 a 1 1−a
=⇒ P = ± , =⇒ Q = ± .
2 u 2 v
Thus,
∂z ∂z

)
dz = du + dv
∂u ∂v

26
= P du + Q dv
√ √
a 1−a
= ± √ du ± √ dv
2 u 2 v

20
Integrating, we have
Z √ Z √
1−a
Z
a

5-
dz = ± √ du ± √ dv + b, [ where b is an arbitrary constant]
2 u 2 v
√ √ √ √
=⇒ z = ± a u ± 1 − a v + b 02
Substituting the values of u and v we have
p p
(2
z = ± a(x + y) ± (1 − a)(x − y) + b

which is the required complete solution.

n

Example 5 Solve
z 2 x2 p2 + q 2 = 1,


pa

where
∂z ∂z
p= , q= .
∂x ∂y
Ba

The given equation can be written as

(xzp)2 + (zq)2 = 1.
.

Let us put
Dr

1
z dz = dZ ⇒ Z = z2.
2

Then
∂Z ∂z ∂Z ∂z
=z = P, =z = Q.
∂x ∂x ∂y ∂y

Hence,
xzp = xP, zq = Q.

5
 Substituting in the given equation, we get
x2 P 2 + Q2 = 1.

Rewrite as
x2 P 2 = a, Q2 = 1 − a,
where a is a constant.

)
Thus, √
a √

26
P =± , Q = ± 1 − a.
x

Now, √

20
a √
dZ = P dx + Q dy = ± dx ± 1 − a dy.
x

Integrating, we have

5-
√ √
Z = ± a ln x ± 1 − a y + b,
where b is an arbitrary constant.
1
Since Z = z 2 , we obtain
2
02
√ √
(2
z 2 = 2 a ln x + 2 1 − a y + 2b

which is the required complete solution.

n
pa

Type IV (Clairaut’s Form)

A nonlinear first–order partial differential equation of Type IV (Clairaut’s form) is

Ba

given by
z = px + qy + f (p, q),
where
∂z ∂z
p= , q= .
∂x ∂y
.
Dr

Complete Integral

Assume
p = a, q = b,
where a, b are arbitrary constants. Then the complete integral is
z = ax + by + f (a, b) .

This represents a two–parameter family of planes.

6
 Singular Solution

The singular solution is obtained as the envelope of the family by eliminating a, b from
∂z ∂z
= 0, = 0.
∂a ∂b
That is,
∂f ∂f
x+ = 0, y+ = 0.

)
∂a ∂b

26
Substitute the values of a, b into z = ax + by + f (a, b).

20
Example 6 Solve p
z = px + qy + 1 + p2 + q 2 ,
where

5-
∂z ∂z
p= , q= .
∂x ∂y

Solution: The given equation is of the form

02
z = px + qy + f (p, q),
(2
where p
f (p, q) = 1 + p2 + q 2 .
n

Such an equation is called as Clairaut’s form. Its complete solution is obtained by re-
placing p by a and q by b, where a and b are arbitrary constants.
pa

Hence, the complete solution is

z = ax + by + f (a, b).
Ba

Therefore,
√
z = ax + by + 1 + a 2 + b2
.

which is the required complete solution.

Dr

Example 7 Solve
z = px + qy + p2 + q 2 .

Solution:

Here f (p, q) = p2 + q 2 .

Complete integral:
z = ax + by + a2 + b2 .

7
 Singular solution:
∂z x
= x + 2a = 0 ⇒ a = − ,
∂a 2
∂z y
= y + 2b = 0 ⇒ b = − .
∂b 2

Substituting,
x2 y 2 x2 y 2 1
z=− − + + = − (x2 + y 2 ).

)
2 2 4 4 4

26
x2 + y 2
z=−
4

20
Example 8 Solve
z = px + qy + pq.

5-
Solution:

Here f (p, q) = pq.

02
Complete integral:
(2
z = ax + by + ab.

Singular solution:
∂z
= x + b = 0 ⇒ b = −x,
n

∂a
∂z
pa

= y + a = 0 ⇒ a = −y.
∂b

Substituting,
Ba

z = (−y)x + (−x)y + (−y)(−x) = −xy.

z = −xy
.

Example 9 Solve
Dr

z = px + qy + ln(pq).

Solution:

Here f (p, q) = ln(pq).

Complete integral:
z = ax + by + ln(ab).

8
 Singular solution:
1 1 1 1
x+ =0⇒a=− , y+ =0⇒b=− .
a x b y

Substituting,  
1
z = −1 − 1 + ln = −2 − ln(xy).
xy

)
26
z = −2 − ln(xy)

20
4. Charpit’s Method

5-
Charpit’s method is used to find the complete integral of a general nonlinear first-order
PDE:
F (x, y, z, p, q) = 0
02
4.1 Charpit’s Equations
(2
dx dy dz dp dq
= = = =
−Fp −Fq −pFp − qFq Fx + pFz Fy + qFz
n

or,
pa

dx dy dz dp dq
= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz
Ba

where
∂F ∂F
Fx = , Fp = , etc.
∂x ∂p

4.2 Steps of Charpit’s Method

.
Dr

1. Find Fx , Fy , Fz , Fp , Fq .

2. Form Charpit’s equations.

3. Solve suitable pairs to obtain relations between p and q.

4. Substitute in the original equation and integrate.

Example 10 Solve
(p2 + q 2 )y = qz.

9
 Solution: Let
F (x, y, z, p, q) = (p2 + q 2 )y − qz = 0.
So, Fp = 2py, Fq = 2qy − z, Fx = 0, Fy = (p2 + q 2 ), Fz = −q.

Charpit’s Auxiliary equations are

dx dy dz dp dq
= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz

)
dx dy dz dp dq
=⇒ = = = = .
2qy − z −p2

26
2py qz pq
The last two of these give
dp dq

20
=
pq −p2
=⇒ p dp + q dq = 0

5-
Z Z
=⇒ p dp + q dq = C1 , [where C1 is an arbitrary constant]
p2 q 2
=⇒
2
+
2
= C1
=⇒ p2 + q 2 = 2C1
02
=⇒ p2 + q 2 = c2 , [where c2 = 2C2 ]. (i)
(2
Now, put p2 + q 2 = c2 in the given equation

(p2 + q 2 )y = qz
n

=⇒ c2 y = qz
pa

c2 y
=⇒ q = . (ii)
z
Substituting this value of q in (i), we get
Ba

2
c2 y

2
p + = c2
z
2
c2 y

2 2
=⇒ p = c −
z
.

z − c2 y 2
2
Dr

=⇒ p2 = c2 2
r z
z 2 − c2 y 2
=⇒ p = c . (iii)
z2

10
 Thus,
∂z ∂z
dz = dx + dy
∂x ∂y
=⇒ dz = p dx + q dy
cp 2 c2 y
=⇒ dz = z − c2 y 2 dx + dy
z p z
=⇒ z dz = c z 2 − c2 y 2 dx + c2 y dy

)
p
=⇒ z dz − c2 y dy = c z 2 − c2 y 2 dx

26
1 2 p
=⇒ d(z − c2 y 2 ) = c z 2 − c2 y 2 dx
2
1 d(z 2 − c2 y 2 )
=⇒ = c dx

20
p
2 z 2 − c2 y 2
Integrating, we have
d(z 2 − c2 y 2 )
Z Z

5-
1
p = c dx + a, [where a is an arbitrary constant]
2 z 2 − c2 y 2
√
 Z 
1 p
02 dt
=⇒ × 2 z 2 − c2 y 2 = cx + a since, √ =2 t
2 t
p
=⇒ z 2 − c2 y 2 = cx + a
=⇒ z 2 − c2 y 2 = (a + cx)2
(2
=⇒ z 2 = (a + cx)2 + c2 y 2

which is the required complete integral.

n

Example 11 Solve
pa

2xz − px2 − 2qxy + pq = 0.

Solution: Let
Ba

F (x, y, z, p, q) = 2xz − px2 − 2qxy + pq = 0.

So, Fp = −x2 + q, Fq = −2xy + p, Fx = 2z − 2px − 2qy, Fy = −2qx, Fz = 2x.

Charpit’s Auxiliary equations are

dx dy dz dp dq
.

= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz
Dr

dx dy dz dp dq
=⇒ 2
= = 2
= = .
−x + q −2xy + p −px + 2pq − 2qxy −2z + 2py 0
dq
From , we get
0
dq = 0
Z
=⇒ dq = a, [where a is a constant]

=⇒ q = a. (i)

11
 Putting q = a in the given equation,

2xz − px2 − 2qxy + pq = 0

=⇒ 2xz − px2 − 2axy + ap = 0
=⇒ (x2 − a)p = 2xz − 2axy
2x(z − ay)
=⇒ p = . (ii)
x2 − a

)
Thus,

26
∂z ∂z
dz = dx + dy
∂x ∂y
=⇒ dz = p dx + q dy

20
2x(z − ay)
=⇒ dz = dx + a dy
x2 − a
2x(z − ay)
=⇒ dz − a dy = dx

5-
x2 − a
2x(z − ay)
=⇒ d(z − ay) = dx
02x2 − a
d(z − ay) 2x
=⇒ = 2 dx
(z − ay) x −a
(2
Integrating, we have
d(z − ay)
Z Z
2x
= dx + C1 [where C1 is an arbitrary constant]
(z − ay) x2 − a
 Z Z ′ 
n

2 dt f (t)
=⇒ log(z − ay) = log(x − a) + log b as, = log t and dt = log[f (t)]
t f (t)
pa

=⇒ log(z − ay) = log[b(x2 − a)] [log b = C1 is a constant]

2
=⇒ z − ay = b(x − a)
=⇒ z = ay + b(x2 − a),
Ba

which is the required complete solution.

Example 12 Solve
2z + p2 + qy + 2y 2 = 0.
.
Dr

Let
f (x, y, z, p, q) = 2z + p2 + qy + 2y 2 .

Charpit’s subsidiary equations are

dx dy dz dp dq
= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz

dx dy dz dp dq
=⇒ = = 2
= = .
−2p −y −(2p + qy) 2p 4y + 3q

12
 From the first and fourth ratios,
dp = −dx,
or
p = −x + a,
where a is a constant.

Substituting p = a − x in the given equation, we get

)
1
− 2z − 2y 2 − (a − x)2 .

q=

26
y

Now,

20
1
2z + 2y 2 + (a − x)2 dy.

dz = p dx + q dy = (a − x) dx −
y

Multiplying both sides by 2y 2 ,

5-
2y 2 dz + 4yz dy = 2y 2 (a − x) dx − 4y 3 dy − 2y(a − x)2 dy.

Integrating,
02
2zy 2 = −y 2 (a − x)2 + y 4 + b,
(2
or
y 2 (x − a)2 + 2z + y 2 = b,
 

which is the desired solution.

n
pa
. Ba
Dr

13
 QUESTION BANK PROBLEMS
Problem 1 Solve
(x + y)(p + q)2 + (x − y)(p − q)2 = 1,
where
∂z ∂z
p= , q= .
∂x ∂y

)
Solution: This equation can be reduced to the form f (x, p) = F (y, q) by putting

26
u = x + y, v = x − y,
and taking z = z(u, v).

20
Then
∂z ∂z ∂u ∂z ∂v
p= = + = P + Q,
∂x ∂u ∂x ∂v ∂x

5-
and
∂z ∂z ∂u ∂z ∂v
q= = + = P − Q,
∂y ∂u ∂y ∂v ∂y
where
P =
∂z
∂u
,
02 Q=
∂z
∂v
.
(2
Substituting in the given equation, we get
u(2P )2 + v(2Q)2 = 1,
=⇒ 4uP 2 + 4vQ2 = 1
n

=⇒ 4uP 2 = 1 − 4vQ2 = a (say)

pa

where a is a constant. So,

4uP 2 = a 1 − 4vQ2 = a,
Ba

a 1−a
=⇒ P 2 = =⇒ Q2 =
4ur 4vr
1 a 1 1−a
=⇒ P = ± , =⇒ Q = ± .
2 u 2 v
Thus,
.

∂z ∂z
Dr

dz = du + dv
∂u ∂v
= P du + Q dv
√ √
a 1−a
= ± √ du ± √ dv
2 u 2 v
Integrating, we have
Z √ Z √
1−a
Z
a
dz = ± √ du ± √ dv + b, [ where b is an arbitrary constant]
2 u 2 v
√ √ √ √
=⇒ z = ± a u ± 1 − a v + b

14
 Substituting the values of u and v we have
p p
z = ± a(x + y) ± (1 − a)(x − y) + b

which is the required complete solution.

Problem 2 Solve p
z = px + qy + 1 + p2 + q 2 ,

)
where

26
∂z ∂z
p= , q= .
∂x ∂y

20
Solution: The given equation is of the form

z = px + qy + f (p, q),

5-
where p
f (p, q) = 1 + p2 + q 2 .
02
Such an equation is called as Clairaut’s form. Its complete solution is obtained by re-
placing p by a and q by b, where a and b are arbitrary constants.
(2
Hence, the complete solution is

z = ax + by + f (a, b).
n

Therefore,
√
pa

z = ax + by + 1 + a 2 + b2

which is the required complete solution.

Ba

Problem 3 Solve
(p2 + q 2 )y = qz.

Solution: Let
.

F (x, y, z, p, q) = (p2 + q 2 )y − qz = 0.
Dr

So, Fp = 2py, Fq = 2qy − z, Fx = 0, Fy = (p2 + q 2 ), Fz = −q.

Charpit’s Auxiliary equations are

dx dy dz dp dq
= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz
dx dy dz dp dq
=⇒ = = = = .
2py 2qy − z qz pq −p2

15
 The last two of these give
dp dq
=
pq −p2
=⇒ p dp + q dq = 0
Z Z
=⇒ p dp + q dq = C1 , [where C1 is an arbitrary constant]
p2 q 2
=⇒ + = C1

)
2 2

26
=⇒ p2 + q 2 = 2C1
=⇒ p2 + q 2 = c2 , [where c2 = 2C2 ]. (i)

20
Now, put p2 + q 2 = c2 in the given equation

(p2 + q 2 )y = qz

5-
=⇒ c2 y = qz
c2 y
=⇒ q = . (ii)
z 02
Substituting this value of q in (i), we get
2
c2 y

(2
2
p + = c2
z
2
c2 y

2 2
=⇒ p = c −
z
n

z − c2 y 2
2
=⇒ p2 = c2 2
r z
pa

z 2 − c2 y 2
=⇒ p = c . (iii)
z2
Ba

Thus,
∂z ∂z
dz = dx + dy
∂x ∂y
=⇒ dz = p dx + q dy
cp 2 c2 y
.

=⇒ dz = z − c2 y 2 dx + dy
z p z
Dr

=⇒ z dz = c z 2 − c2 y 2 dx + c2 y dy
p
=⇒ z dz − c2 y dy = c z 2 − c2 y 2 dx
1 2 p
=⇒ d(z − c2 y 2 ) = c z 2 − c2 y 2 dx
2
1 d(z 2 − c2 y 2 )
=⇒ p = c dx
2 z 2 − c2 y 2

16
 Integrating, we have

d(z 2 − c2 y 2 )
Z Z
1
p = c dx + a, [where a is an arbitrary constant]
2 z 2 − c2 y 2
√
 Z 
1 p dt
=⇒ × 2 z 2 − c2 y 2 = cx + a since, √ =2 t
2 t
p
=⇒ 2 2 2
z − c y = cx + a
=⇒ z − c2 y 2 = (a + cx)2
2

)
=⇒ z 2 = (a + cx)2 + c2 y 2

26
which is the required complete integral.

20
Problem 4 Solve
2xz − px2 − 2qxy + pq = 0.

5-
Solution: Let
F (x, y, z, p, q) = 2xz − px2 − 2qxy + pq = 0.
02
So, Fp = −x2 + q, Fq = −2xy + p, Fx = 2z − 2px − 2qy, Fy = −2qx, Fz = 2x.

Charpit’s Auxiliary equations are

(2
dx dy dz dp dq
= = = =
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz
dx dy dz dp dq
n

=⇒ = = = = .
−x2 + q −2xy + p −px2 + 2pq − 2qxy −2z + 2py 0
pa

dq
From , we get
0
dq = 0
Ba

Z
=⇒ dq = a, [where a is an arbitrary constant]

=⇒ q = a. (i)

Putting q = a in the given equation,

.
Dr

2xz − px2 − 2qxy + pq = 0

=⇒ 2xz − px2 − 2axy + ap = 0
=⇒ (x2 − a)p = 2xz − 2axy
2x(z − ay)
=⇒ p = . (ii)
x2 − a

17
 Thus,
∂z ∂z
dz = dx + dy
∂x ∂y
=⇒ dz = p dx + q dy
2x(z − ay)
=⇒ dz = dx + a dy
x2 − a
2x(z − ay)
=⇒ dz − a dy = dx

)
x2 − a

26
2x(z − ay)
=⇒ d(z − ay) = dx
x2 − a
d(z − ay) 2x
=⇒ = 2 dx
(z − ay) x −a

20
Integrating, we have

d(z − ay)
Z Z
2x

5-
= 2
dx + C1 [where C1 is an arbitrary constant]
(z − ay) x −a
 Z Z ′ 
2 dt f (t)
=⇒ log(z − ay) = log(x − a) + log b as, 02 = log t and dt = log[f (t)]
t f (t)
=⇒ log(z − ay) = log[b(x2 − a)] [log b = C1 is a constant]
2
=⇒ z − ay = b(x − a)
(2
=⇒ z = ay + b(x2 − a),

which is the required complete solution.

n

*—————————–All the best—————————–*

pa
. Ba
Dr

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