Differential Equations & Transforms

(BMAT102L)

Module 2
Partial Differential Equations

February 18, 2022

Contents

1 Partial Differential Equations and their Formation 2

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 Formation of a Partial Differential Equation - Elimination of Arbitrary Constants . . . . . . 3

1.3 Formation of a Partial Differential Equation - Elimination of Arbitrary Functions . . . . . . 4

2 Partial Differential Equations of First Order 6

2.1 Solution of a Partial Differential Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2.2 Quasi-linear Partial Differential Equations of First Order . . . . . . . . . . . . . . . . . . . 6

2.3 Solution of Lagrange’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.4 Nonlinear Partial Differential Equations of First Order . . . . . . . . . . . . . . . . . . . . . 9

2.5 Special forms of Nonlinear First Order Partial Differential Equations . . . . . . . . . . . . . 10

3 Solution of Partial Differential Equations by Separation of Variables 17

3.1 Separation of Variables, Product Method or Fourier’s Method . . . . . . . . . . . . . . . . . 17

1
Chapter 1

Partial Differential Equations and their Formation

1.1 Introduction

Definition 1.1.1. A relation which binds a function of two or more independent variables, and its partial
derivatives upto some order is known as a partial differential equation. The order of the highest derivative
which appears in a partial differential equation is its order.

Linear and Nonlinear Partial Differential Equations

Definition 1.1.2 (Linear Equation). A partial differential equation is said to be linear, if

(a) it has no product terms of the dependent variable with its partial derivatives,

(b) the dependent variable and its partial derivatives are not in transcendental form (trigonometric, hyper-
bolic, exponential, logarithmic etc.),

(c) there are no square roots, cube roots and radicals of some order of the dependent variable and its partial
derivatives so that their degree is only one.

Example 1.1.1. The following are linear:

𝜕2 𝑓 𝜕2 𝑓
(a) Laplace equation: 𝜕𝑥 2 + 𝜕𝑦 2 =0

𝜕2 𝑓 2
(b) One dimensional wave equation: 𝜕𝑡 2 = ν2 𝜕𝜕𝑥 2𝑓
2
(c) One dimensional heat equation or Diffusion Equation: 𝜕𝑓
𝜕𝑡 = ν2 𝜕𝜕𝑥 2𝑓
𝜕𝑓
(d) Transport equation: 𝜕𝑡 + 2 𝜕𝜕𝑥𝑓

Definition 1.1.3 (Quasi-linear and Almost Linear Equations). A partial differential equation is said to be quasi-
linear, if it is linear with respect to highest order derivatives and almost linear, if the degree of dependent
variable is not linear, while all the other terms involving the partial derivatives are linear.
Example 1.1.2. The following are quasi-linear:

𝜕𝑢
(a) Equation for shock waves: 𝜕𝑥 + 𝑢 𝜕𝑢
𝜕𝑦 = 0
2
(b) Burger’s equation: 𝜕𝑢 𝜕𝑢 𝜕 𝑢
𝜕𝑡 + 𝑐𝑢 𝜕𝑥 = 𝜖 𝜕𝑥 2
  2 2   2
𝜕 𝑓 𝜕 𝑓 𝜕2 𝑓 𝜕2 𝑓
(c) 1 − 𝜕𝜕𝑡𝑓 𝜕 𝑓
𝜕𝑥 2 + 2 𝜕𝑥 𝜕𝑡 𝜕𝑥𝜕𝑡 − 1 + 𝜕𝑓
𝜕𝑥 𝜕𝑡 2 =0

𝜕2 𝑢 𝜕2 𝑢
Example 1.1.3. The equation 𝜕𝑡 2 − 𝜕𝑥 2 + 𝑢 3 = 0 is almost linear.
Definition 1.1.4 (Fully Noninear Equation). A partial differential equation is said to be fully nonlinear, if it
is nonlinear with respect to highest order derivatives.
 2  2  2 2
𝜕𝑢 𝜕2 𝑢 𝜕2 𝑢 2 2
Example 1.1.4. The equations 𝜕𝑥 + 𝜕𝑢𝜕𝑦 = 1 and 𝜕 𝑢
𝜕𝑥𝜕𝑦 − 𝜕𝑥 2 𝜕𝑦 2 = 𝑥 + 𝑦 are fully nonlinear.

𝜕𝑧
Notation: We regard 𝑧 as a function of independent variables 𝑥 and 𝑦 and employ the notation: 𝑧 𝑥 = 𝜕𝑥 =𝑝
𝜕𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
and 𝑧 𝑦 = 𝜕𝑦 = 𝑞, 𝑧 𝑥 𝑥 = 𝜕𝑥 2 , 𝑧 𝑦 𝑦 = 𝜕𝑦 2 , 𝑧 𝑥 𝑦 = 𝜕𝑦𝜕𝑥 .

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

EXERCISE 1.1.1. Classify each of the following partial differential equations with respect to the linearity
and identify the order in each case:

𝜕2 𝑢 𝜕𝑢
(a) 𝜕𝑥 2 − 𝜕𝑡 = cos(𝑎𝑥 + 𝑏𝑡)
2
𝜕2 𝑢
(b) 𝑥 2 · 𝜕 𝑢
𝜕𝑥 2 + 𝑦2 · 𝜕𝑦 2 = 𝑢 1/3
2 2
𝜕3 𝑢
(c) 𝑥 2 𝜕𝑥
𝜕 𝑢 3𝜕 𝑢
2 − 𝑦 𝜕𝑦 2 = 𝜕𝑥 3

𝜕2 𝑓
(d) 𝜕𝑥𝜕𝑡 + 2𝑢 2 · 𝜕𝑓
𝜕𝑦 − 4𝑡 = 0
2
𝜕 𝑢
(e) 5𝑥𝑦 𝜕𝑥𝜕𝑦 − 3𝑡 𝜕𝑢
𝜕𝑦 + 2𝑢 = 0

Ans.

(a) linear, second order

(b) almost linear, second order

(c) linear, third order

(d) quasi-linear, second order

(e) linear, second order

1.2 Formation of a Partial Differential Equation - Elimination of Arbitrary Constants

EXERCISE 1.2.1. Obtain a partial differential equation from each of the following relations, where arbitrary
constants are mentioned in braces:

(a) 𝑧 = 𝑎𝑥 2 − 𝑏𝑦 2 (𝑎, 𝑏)

(b) 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎 2 + 𝑏 2 (𝑎, 𝑏)

(c) 𝑧 = 𝑎(𝑥 + 𝑦) + 𝑏(𝑥 − 𝑦) + 𝑎𝑏𝑡 + 𝑐 (𝑎, 𝑏, 𝑐)

(d) 𝑧 = 𝑎𝑥 2 + 𝑏𝑥𝑦 + 𝑐𝑦 2 (𝑎, 𝑏, 𝑐)

(e) 𝑧 = (𝑥 − 𝑎) 2 + (𝑦 − 𝑏) 2 + 1 (𝑎, 𝑏)

(f) 𝑎 sin 𝑥 + 𝑏 cos 𝑦 = 2𝑧 (𝑎, 𝑏)

(g) 𝑎𝑥 2 + 𝑏𝑦 2 + 𝑧 2 = 1 (𝑎, 𝑏)

(h) (𝑥 − 𝑎) 2 + (𝑦 − 𝑎) 2 + (𝑧 − 𝑏) 2 = 1 (𝑎, 𝑏)

(i) 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑥𝑦 (𝑎, 𝑏, 𝑐)

(j) log(𝑎𝑧 − 1) = 𝑥 + 𝑎𝑦 + 𝑏 (𝑎, 𝑏)

Ans. (a) 2𝑧 = 𝑝𝑥 + 𝑞𝑦

(b) 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝 2 + 𝑞 2 , other possibility is 𝑧 = 𝑝 2 𝑦 2 + 𝑞 2 𝑥 2 + 2𝑥 2 𝑦 2 ( 𝑝𝑥 + 𝑞𝑦) = 4𝑥 2 𝑦 2 𝑧

(c) 𝑝 2 − 𝑞 2 = 4 · 𝜕𝑧
𝜕𝑡

(d) 2𝑧 = 𝑝𝑥 + 𝑞𝑦

(e) 𝑝 2 + 𝑞 2 = 4(𝑧 − 1)

(f) 𝑝 tan 𝑥 − 𝑞 cot 𝑦 = 𝑧

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

𝜕2 𝑧
(g) ( 𝑝𝑥 + 𝑞𝑦)𝑧 = 𝑧2 − 1, other possibility is 𝑧 · 𝜕𝑥𝜕𝑦 + 𝜕𝑧
𝜕𝑥 · 𝜕𝑧
𝜕𝑦 =0
𝑝−𝑞
2
(h) 𝑝 2 + 𝑞 2 + 1 = 𝑦−𝑥

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
(i) 𝜕𝑥 2 = 0, other possibilities are 𝜕𝑦 2 = 0 and 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝜕𝑥𝜕𝑦

(j) 𝑝(𝑞 + 1) = 𝑞𝑧

EXERCISE 1.2.2. Obtain a partial differential equation from each of the following families of surfaces:

(a) 𝑧 = 𝑎𝑒 𝑏𝑥 sin 𝑏𝑦

(b) family of all planes, which are at a constant distance 𝑘 units from the origin

(c) family of all spheres with centres lying on the 𝑧-axis

(d) family of all spheres with unit radius, and centres lying on the line 𝑦 = 𝑥 in the 𝑥𝑦-plane

Ans.
𝜕2 𝑧 𝜕2 𝑧
(a) 𝜕𝑥 2 + 𝜕𝑦 2 =0
√︁
(b) 𝑧 = 𝑝𝑥 + 𝑞𝑦 − 𝑘 𝑝 2 + 𝑞 2 + 1 = 𝑧

(c) 𝑞𝑥 = 𝑝𝑦

(d) ( 𝑝 2 + 𝑞 2 + 1)𝑧 2 = 1

1.3 Formation of a Partial Differential Equation - Elimination of Arbitrary Functions

Consider the relation

φ(𝑢, 𝑣) = 0, (1.3.1)

where 𝑢 = 𝑢(𝑥, 𝑦, 𝑧) and 𝑣 = 𝑣(𝑥, 𝑦, 𝑧) are functions of 𝑥, 𝑦 and 𝑧. We wish to derive a partial differential
equation by eliminating the arbitrary function φ from the relation (1.3.1). Indeed, differentiating partially
with respect to 𝑥 and 𝑦 and using chain rule of partial differentiation, (1.3.1) gives
       
𝜕φ 𝜕𝑢 𝜕𝑢 𝜕𝑧 𝜕φ 𝜕𝑣 𝜕𝑣 𝜕𝑧 𝜕φ 𝜕𝑢 𝜕𝑢 𝜕𝑧 𝜕φ 𝜕𝑣 𝜕𝑣 𝜕𝑧
+ + + = 0 and + + + =0
𝜕𝑢 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑧 𝜕𝑦
or
       
𝜕φ 𝜕𝑢 𝜕𝑢 𝜕φ 𝜕𝑣 𝜕𝑣 𝜕φ 𝜕𝑢 𝜕𝑢 𝜕φ 𝜕𝑣 𝜕𝑣
+ 𝑝 + + 𝑝 = 0 and + 𝑞 + + 𝑞 = 0.
𝜕𝑢 𝜕𝑥 𝜕𝑧 𝜕𝑣 𝜕𝑥 𝜕𝑧 𝜕𝑢 𝜕𝑦 𝜕𝑧 𝜕𝑣 𝜕𝑦 𝜕𝑧

Solving these simultaneous equations for 𝜕φ/𝜕𝑢 and 𝜕φ/𝜕𝑣 , we get the determinant relation:
 
𝜕𝑢
   𝜕𝑥 + 𝜕𝑢
𝜕𝑧 𝑝 𝜕𝑣
𝜕𝑥 + 𝜕𝑣 
𝑝
𝜕𝑧 
𝐽 𝑢,𝑣
𝑥,𝑦 =  𝜕𝑢
  = 0. (1.3.2)
 𝜕𝑦 + 𝜕𝑢
𝜕𝑧 𝑞 𝜕𝑣
𝜕𝑦 + 𝜕𝑣 
𝜕𝑧 𝑞 
 
We realize that 𝑢 and 𝑣 are functionally dependent, and hence from the theory of Jacobians, 𝐽 𝑢,𝑣 𝑥,𝑦 = 0.
 
Since 𝑧 is a function of 𝑥 and 𝑦, 𝐽 𝑢,𝑣𝑥,𝑦 contains the partial derivatives 𝑝 = 𝜕𝑧/𝜕𝑥 and 𝑞 = 𝜕𝑧/𝜕𝑦 . Hence,
(1.3.2) gives a partial differential equation of first order.

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

EXERCISE 1.3.1. Obtain a partial differential equation from each of the following relations by eliminating
the arbitrary function 𝑓 :

(a) 𝑓 (𝑥 2 + 𝑦 2 + 𝑧2 , 𝑥𝑦𝑧) = 0

(b) 𝑓 (𝑥 2 + 𝑦 2 ) = 𝑧 − 𝑥𝑦

(c) 𝑓 (𝑥 2 + 𝑦 2 , 𝑦 + 𝑧2 ) = 0

(d) 𝑧 = 𝑓 (𝑥 2 + 𝑦 2 )

(e) 𝑓 (𝑥 2 − 𝑦 2 ) = 𝑧/(𝑥 + 𝑦)

(f) 𝑓 (𝑥 2 + 𝑦 2 + 𝑧 2 ) = 𝑧

(g) 𝑧 − 𝑥 − 𝑦 = 𝑓 (𝑥𝑦)

(h) (𝑥 + 𝑦) 𝑓 (𝑥𝑦 + 𝑦𝑧 + 𝑧𝑥) = 𝑧

(i) 𝑓 (𝑥 2 + 𝑦 2 + 𝑧 2 ) = 𝑦/𝑥

Ans.

(a) 𝑝𝑥(𝑦 2 − 𝑧 2 ) + 𝑞𝑦(𝑧 2 − 𝑥 2 ) = 𝑧(𝑥 2 − 𝑦 2 )

(b) 𝑝𝑦 − 𝑞𝑥 = 𝑦 2 − 𝑥 2

(c) 𝑝𝑦 − 𝑞𝑥 = 𝑥𝑦/𝑧

(d) 𝑝𝑦 − 𝑞𝑥 = 0

(e) 𝑝𝑥 + 𝑞𝑦 = 𝑧

(f) 𝑝𝑦 − 𝑞𝑥 = 0

(g) 𝑝𝑥 − 𝑞𝑦 = 𝑥 − 𝑦

(h) [ 𝑝(𝑥 + 2𝑧) − 𝑞(𝑦 + 2𝑧)] (𝑥 + 𝑦) = 𝑧(𝑥 − 𝑦)

(i) ( 𝑝𝑥 + 𝑞𝑦)𝑧 + 𝑥 2 + 𝑦 2 = 0

EXERCISE 1.3.2. Obtain a partial differential equation from each of the following relations by eliminating
the arbitrary functions μ and δ:

(a) 𝑧 = 𝑥μ(𝑦/𝑥) + 𝑥δ(𝑦/𝑥)

(b) 𝑧 = 𝑦μ(𝑥) + 𝑥δ(𝑦)

(c) 𝑧 = μ(𝑥) + 𝑒 𝑦 δ(𝑥)

(d) 𝑧 = μ(𝑥 + 𝑐𝑡) + δ(𝑥 − 𝑐𝑡)

Ans.
2 2 2
(a) 𝑥 2 𝜕𝑥
𝜕 𝑧 𝜕 𝑧 2𝜕 𝑧
2 + 2𝑥𝑦 𝜕𝑥𝜕𝑦 + 𝑦 𝜕𝑦 2 = 0

2
𝜕𝑧 𝜕𝑧 𝜕 𝑧
(b) 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 = 𝑥𝑦 𝜕𝑥𝜕𝑦 +𝑧
𝜕2 𝑧 𝜕𝑧
(c) 𝜕𝑦 2 = 𝜕𝑦

𝜕2 𝑧 2
(d) 𝜕𝑡 2 = 𝑐2 𝜕𝑥
𝜕 𝑧
2

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Chapter 2

Partial Differential Equations of First Order

2.1 Solution of a Partial Differential Equation

we begin with
Definition 2.1.1 (General Integral). A solution of a partial differential equation, which has the maximum
number of arbitrary functions is called its general integral or general solution.

We shall discuss the solutions of quasi-linear and non-linear partial differential equations of first order.

Notation: We regard 𝑧 as a function of independent variables 𝑥 and 𝑦 and employ the notation:

𝜕𝑧 𝜕𝑧
𝑧𝑥 = 𝜕𝑥 = 𝑝, 𝑧 𝑦 = 𝜕𝑦 = 𝑞,
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
𝑧𝑥𝑥 = 𝜕𝑥 2 , 𝑧𝑦𝑦 = 𝜕𝑦 2 , 𝑧𝑥𝑦 = 𝜕𝑦𝜕𝑥 .

2.2 Quasi-linear Partial Differential Equations of First Order

Consider the Lagrange’s quasi-linear equation of first order:

𝑃(𝑥, 𝑦, 𝑧) 𝑝 + 𝑄(𝑥, 𝑦, 𝑧)𝑞 = 𝑅(𝑥, 𝑦, 𝑧) or 𝑃𝑝 + 𝑄𝑞 − 𝑅 = 0. (2.2.1)

Let 𝑧 = 𝑧(𝑥, 𝑦) be a solution of (2.2.1). Then

𝑓 (𝑥, 𝑦, 𝑧) ≡ 𝑧(𝑥, 𝑦) − 𝑧 = 0 (2.2.2)

represents an integral surface. We recall from vector calculus that the normal at a point P (𝑥, 𝑦, 𝑧) on the
integral surface (2.2.2) is given by its gradient function:

∇ 𝑓 = (𝑧 𝑥 , 𝑧 𝑦 , −1) = ( 𝑝, 𝑞, −1). (2.2.3)

Note that the left hand side of (2.2.1) is written as

𝑃𝑝 + 𝑄𝑞 − 𝑅 = (𝑃i + 𝑄j + 𝑅k) · ( 𝑝i + 𝑞j + k) = V · ∇ 𝑓 ,

where

V = 𝑃i + 𝑄j + 𝑅k. (2.2.4)

Inserting (2.2.4) in (2.2.1), we see that

V · ∇ 𝑓 = 0.

Thus V is perpendicular ∇ 𝑓 . Since ∇ 𝑓 is normal at P, V = 𝑃i + 𝑄j + 𝑅k is tangent at P. Geometrically, V

defines a direction field, called the characteristic field.

Again, let C be a space curve on the surface (2.2.2), parametrized as

r = 𝑥(𝑡)i + 𝑦(𝑡)j + 𝑧(𝑡)k, 𝑡 ∈ [𝑡1 , 𝑡2 ] (2.2.5)

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

d𝑥 d𝑦 d𝑧
then d𝑡 i + d𝑡 j + d𝑡 k represents its tangent. Comparing this with (2.2.4), we find that

d 𝑥/d𝑡 d 𝑦/d𝑡 d 𝑧/d𝑡 d𝑥 d𝑦 d𝑧

𝑃 = 𝑄 = 𝑅 or 𝑃 = 𝑄 = 𝑅 = d𝑡. (2.2.6)

Solving any pair of the auxiliary equations (2.2.6), we obtain two linearly independent solutions

𝑢(𝑥, 𝑦, 𝑧) = 𝑎 and 𝑣(𝑥, 𝑦, 𝑧) = 𝑏, (2.2.7)

where 𝑎 and 𝑏 are arbitrary constants. Each pair of the level surfaces 𝑢 = 𝑎 and 𝑣 = 𝑏 represents a unique
integral curve, called the characteristic. The locus of all characteristics (2.2.7), obtained by assigning an
arbitrary functional relation φ(𝑎, 𝑏) = 0 between 𝑎 and 𝑏, that is


φ(𝑎, 𝑏) = 0 or φ 𝑢(𝑥, 𝑦, 𝑧), 𝑣(𝑥, 𝑦, 𝑧) = 0 (2.2.8)

is also an integral surface, and gives the general integral or general solution of the partial differential equation
(2.2.1).

2.3 Solution of Lagrange’s Equation

We follow the working rule, given below for finding the general integral of (2.2.1):

STEP 1. Write the auxiliary equations (2.2.6)

STEP 2. Find any two linearly independent solutions (2.2.7) of (2.2.6)

STEP 3. The general integral of (2.2.1) is given by (2.2.8).

Linearly independent solutions in STEP 2 are obtained either in two ways:

(a) Method of Grouping: any pair of fractions in (2.2.6)

(b) Method of multipliers: Let 𝑙, 𝑚, 𝑛 be one set of multipliers in (2.2.6). Then each ratio in it equals the
pooled ratio

𝑙 d 𝑥+𝑚d 𝑦+𝑛d 𝑧
𝑙 𝑃+𝑚𝑄+𝑛𝑅 · (2.3.1)

The multipliers 𝑙, 𝑚 and 𝑛 are chosen such that

𝑙𝑃 + 𝑚𝑄 + 𝑛𝑅 = 0 (2.3.2)

and the numerator of the pooled ratio can be grouped as the total differential of some function 𝑢(𝑥, 𝑦, 𝑧).
That is

d[𝑢(𝑥, 𝑦, 𝑧)] = 0, (2.3.3)

which on integration yields a solution 𝑢(𝑥, 𝑦, 𝑧) = 𝑎. Similarly, choose another set of multipliers to get
a second solution 𝑣(𝑥, 𝑦, 𝑧) = 𝑏.

EXERCISE 2.3.1. Find the general integral of each of the following first order partial differential equations:

√ √ √
(a) 𝑝 𝑥 + 𝑞 𝑦 = 𝑧

(b) 𝑝𝑦𝑧 + 𝑞𝑧𝑥 = 𝑥𝑦

(c) 𝑝𝑦 2 𝑧 + 𝑞𝑥 2 𝑧 = 𝑦 2 𝑥

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(d) 𝑝𝑦 2 − 𝑞𝑥𝑦 = 𝑥(𝑧 − 2𝑦)

Ans.
√ √
(a) Auxiliary equations are √d 𝑥𝑥 = √d 𝑦𝑦 = √d𝑧𝑧 . Grouping the first two ratios and solving, we get 𝑥 − 𝑦 = 𝑎.
√ √
Grouping the second and the third ratios and solving, 𝑦 − 𝑧 = 𝑏. Therefore, the general integral is
√ √ √ √ √ √ √ √
𝑓 ( 𝑥 − 𝑦, 𝑦 − 𝑧) = 0. Other form of general integral is 𝑔( 𝑥 − 𝑦, 𝑥 − 𝑧) = 0.

(b) Auxiliary equations are d𝑦𝑧𝑥 = d𝑧 𝑥𝑦 = d𝑥 𝑦𝑧 . Grouping the first two ratios and solving, we get 𝑥 2 − 𝑦 2 = 𝑎.
Grouping the second and the third ratios and solving, 𝑦 2 − 𝑧 2 = 𝑏. Therefore, the general integral is
𝑓 (𝑥 2 − 𝑦 2 , 𝑦 2 − 𝑧2 ) = 0. Other form of general integral is 𝑔(𝑦 2 − 𝑧2 , 𝑥 2 − 𝑧2 ) = 0.

(c) Auxiliary equations are 𝑦d2𝑥𝑧 = 𝑧d𝑥𝑦2 = 𝑥d𝑦𝑧2 . Grouping the first two ratios and solving, 𝑥 3 − 𝑦 3 = 𝑎.
Grouping the first and the third ratios and solving, 𝑥 2 − 𝑧 2 = 𝑏. Therefore, the general integral is
𝑓 (𝑥 3 − 𝑦 3 , 𝑥 2 − 𝑧2 ) = 0.
d𝑦 d𝑧
(d) Auxiliary equations are d𝑦 2𝑥 = −𝑥 2 2
𝑦 = 𝑥 (𝑧−2 𝑦) . Grouping the first two ratios and solving, 𝑥 + 𝑦 = 𝑎.
From the second and the third ratios, 𝑦 d𝑧 + 𝑧 d𝑦 − 2𝑦 d𝑦 = 0. This on integration gives the second
solution 𝑦𝑧 − 𝑦 2 = 𝑏. Therefore, the general integral is 𝑓 (𝑥 2 + 𝑦 2 , 𝑦𝑧 − 𝑦 2 ) = 0.

EXERCISE 2.3.2. Find the general integral of each of the following first order partial differential equations,
using appropriate multipliers:

(a) 𝑥(𝑦 − 𝑧) 𝑝 + 𝑦(𝑧 − 𝑥)𝑞 = 𝑧(𝑥 − 𝑦)

(b) 𝑥 2 (𝑦 − 𝑧) 𝑝 + 𝑦 2 (𝑧 − 𝑥)𝑞 = 𝑧2 (𝑥 − 𝑦)

(c) 𝑥(𝑦 2 − 𝑧 2 ) 𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑦 2 − 𝑥 2 )

     
(d) 𝑦−𝑧
𝑦𝑧 𝑝 + 𝑧−𝑥
𝑧𝑥 𝑞 = 𝑥−𝑦
𝑥𝑦

Ans.
d𝑦 d𝑧
(a) Auxiliary equations are 𝑥 (d𝑦−𝑧)
𝑥
= 𝑦 (𝑧−𝑥) = 𝑧 ( 𝑥−𝑦) . Choosing (1, 1, 1) as multipliers, the numerator
of the pooled ratio gives d𝑥 + d𝑦 + d𝑧 = 0 or d(𝑥 + 𝑦 + 𝑧) = 0. Integrating this total differential, one
solution is 𝑥 + 𝑦 + 𝑧 = 𝑎. Choosing (1/𝑥, 1/𝑦, 1/𝑧) as multipliers, the numerator of the pooled ratio gives
𝑥 −1 d𝑥 + 𝑦 −1 d𝑦 + 𝑧−1 d𝑧 = 0. Integrating this, one more solution is log(𝑥𝑦𝑧) = log 𝑏 or 𝑥𝑦𝑧 = 𝑏. This
can be achieved with multipliers (𝑦𝑧, 𝑧𝑥, 𝑥𝑦) also. Therefore, the general integral is 𝑓 (𝑥 + 𝑦 + 𝑧, 𝑥𝑦𝑧) = 0.
d𝑦
(b) Auxiliary equations are 𝑥 2 (d𝑦−𝑧)
𝑥
= 𝑦 2 (𝑧−𝑥) = 𝑧 2 (d𝑥−𝑦)
𝑧
. Choosing (1/𝑥 2 , 1/𝑦 2 , 1/𝑧 2 ) as multipliers, the
numerator of the pooled ratio gives 𝑥 −2 d𝑥 + 𝑦 −2 d𝑦 + 𝑧−2 d𝑧 = 0. Integrating this, one solution is
− 1𝑥 − 1𝑦 − 1𝑧 = −𝑎 or 1𝑥 + 1𝑦 + 1𝑧 = 𝑎. Choosing (𝑦𝑧, 𝑧𝑥, 𝑥𝑦) as multipliers, the numerator of the pooled
ratio gives 𝑦𝑧 d𝑥 + 𝑧𝑥 d𝑦 + 𝑥𝑦 d𝑧 = 0. Integrating this, the second solution is 𝑥𝑦𝑧 = 𝑏. Therefore, the
general integral is 𝑓 1𝑥 + 1𝑦 + 1𝑧 , 𝑥𝑦𝑧 = 0.

d𝑦 d𝑧
(c) Auxiliary equations are 𝑥 ( 𝑦d2 −𝑧
𝑥
2 ) = 𝑦 (𝑧 2 −𝑥 2 ) = 𝑧 ( 𝑦 2 −𝑥 2 ) . With one set of multipliers (1/𝑥, 1/𝑦, −1/𝑧),

one solution is 𝑧 = 𝑎. Choosing (𝑥, 𝑦, −𝑧) as multipliers, the second solution is 𝑥 2 + 𝑦 2 − 𝑧2 = 𝑏.

𝑥𝑦

Therefore, the general integral is 𝑓 𝑥𝑧𝑦 , 𝑥 2 + 𝑦 2 − 𝑧 2 = 0.

d𝑥 d𝑦 d𝑧
(d) Auxiliary equations are 1/𝑧− 1/𝑦 = 1/𝑥−1/𝑧 = 1/𝑦−1/𝑥 . With one set of multipliers (1, 1, 1), one solution
is 𝑥 + 𝑦 + 𝑧 = 𝑎. Choosing (𝑦𝑧, 𝑧𝑥, 𝑥𝑦) as multipliers, the second solution is 𝑥𝑦𝑧 = 𝑏. Therefore, the


general integral is 𝑓 𝑥 + 𝑦 + 𝑧, 𝑥𝑦𝑧 = 0.

EXERCISE 2.3.3. Find the general integral of each of the following first order partial differential equations:

(a) (𝑥 2 − 𝑦𝑧) 𝑝 + (𝑦 2 − 𝑧𝑥)𝑞 = 𝑧2 − 𝑥𝑦

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(b) 𝑝 cos(𝑥 + 𝑦) + 𝑞 sin(𝑥 + 𝑦) = 𝑧

(c) (𝑧2 − 2𝑦𝑧 − 𝑦 2 ) 𝑝 + 𝑥(𝑦 + 𝑧)𝑞 = 𝑥(𝑦 − 𝑧)

Ans.
d𝑥 d𝑦 d𝑧
(a) Auxiliary equations are 𝑥 2 −𝑦𝑧𝑦 2 −𝑧 𝑥 = 𝑧 2 −𝑥 𝑦 . With two sets of multipliers (1, −1, 0) and (0, 1, −1),
=
d 𝑥−d 𝑦 d 𝑦−d 𝑧
we get the combined fractions: 𝑥 2 −𝑦𝑧−𝑦 2 +𝑧 𝑥 = 𝑦 2 −𝑧 𝑥−𝑧 2 +𝑥 𝑦 . Canceling the common factor 𝑥 + 𝑦 + 𝑧 from

the denominators, we get d 𝑥− d𝑦 d 𝑦−d 𝑧 𝑥−𝑦

𝑥−𝑦 = 𝑦−𝑧 · This gives one solution: 𝑦−𝑧 = 𝑎. Similarly, by symmetry,
𝑦−𝑧

the second solution will be 𝑧−𝑥 = 𝑏. Therefore, the general solution is 𝑓 𝑥−𝑦
𝑦−𝑧
,
𝑦−𝑧 𝑧−𝑥 = 0.
d𝑦 d𝑧
(b) Auxiliary equations are cosd( 𝑥+𝑦)
𝑥
= sin ( 𝑥+𝑦) = 𝑧 . With two sets of multipliers (1, 1, 0) and (1, −1, 0),
we get the combined fractions:

d 𝑥+d 𝑦 d 𝑥−d 𝑦
cos ( 𝑥+𝑦)+sin ( 𝑥+𝑦) = cos ( 𝑥+𝑦)−sin ( 𝑥+𝑦) ,

which can be written as h i

cos ( 𝑥+𝑦)−sin ( 𝑥+𝑦)
sin ( 𝑥+𝑦)+cos ( 𝑥+𝑦) d(𝑥 + 𝑦) + d(𝑦 − 𝑥) = 0.

Integrating this, one solution is

log[sin(𝑥 + 𝑦) + cos(𝑥 + 𝑦)] + 𝑦 − 𝑥 = 𝑎.

Now from the first and third ratios,

d 𝑥+d 𝑦 d𝑧 d 𝑥+d 𝑦
√
cos ( 𝑥+𝑦)+sin ( 𝑥+𝑦) = 𝑧 or cos ( π/4) cos ( 𝑥+𝑦)+sin ( π/4) sin ( 𝑥+𝑦) = 2 d𝑧𝑧
√
so that sec(𝑥 + 𝑦 − π/4) d(𝑥 + 𝑦) − 2 d𝑧/𝑧 = 0. Integrating this, the second solution is
n  o √
π/4
log tan 𝑥+𝑦−2 + π4 − 2 log 𝑧 = 𝑏.

Then the general integral is

  𝑥+𝑦
√ 
𝑓 log[sin(𝑥 + 𝑦) + cos(𝑥 + 𝑦)] + 𝑦 − 𝑥, log tan 2 + π
8 − 2 log 𝑧 = 0.

d𝑦 d𝑧 d𝑦 d𝑧
(c) Auxiliary equations are 𝑧 2 −2d𝑦𝑧−𝑦 𝑥
2 = 𝑥 ( 𝑦+𝑧) = 𝑥 ( 𝑦−𝑧) . From the last two fractions: 𝑦+𝑧 = 𝑦−𝑧 ,
2 2
which on rearranging 2𝑦 d𝑦 − 2(𝑧 d𝑦 + 𝑦 d𝑧) − 2𝑧 d𝑧 = 0. The first solution is 𝑦 − 2𝑦𝑧 − 𝑧 = 𝑎.
Now, with multipliers (𝑥, 𝑦, 𝑧), the second solution is 𝑥 2 + 𝑦 2 + 𝑧2 = 𝑏. Hence the general integral is
𝑓 (𝑦 2 − 2𝑦𝑧 − 𝑧 2 , 𝑥 2 + 𝑦 2 + 𝑧2 ) = 0.

2.4 Nonlinear Partial Differential Equations of First Order

Definition 2.4.1 (Complete Integral). A solution of a partial differential equation, in which the number of
arbitrary constants equals the number of independent variables is called its complete integral or complete
solution.

For a nonlinear partial differential equation of first order:

𝑓 (𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0, (2.4.1)

the complete integral is of the form

ω(𝑥, 𝑦, 𝑧, 𝑎, 𝑏) = 0. (2.4.2)

The complete solution (2.4.2) represents a two-parameter family of surfaces. If the envelope of the system

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(2.4.2) exsts, it is also a solution called the singular integral of the equation (2.4.1). Note that an envelope
of the system (2.4.2) touches a member-surface of the system. The singular solution of (2.4.1) is obtained by
eliminating the arbitrary constants 𝑎 and 𝑏 from the relations: ω ≡ 0, 𝜕𝜕𝑎ω ≡ 0 and 𝜕𝜕𝑏ω ≡ 0.

Charpit’s Auxiliary Equations

Given below are the Charpit’s auxiliary equations, which are employed to get the complete solution (2.4.2) of
(2.4.1):

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = 𝑓𝑞 = 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = −( 𝑓𝑥 + 𝑝 𝑓𝑧 ) = −( 𝑓𝑦 +𝑞 𝑓𝑧 ) · (2.4.3)

In fact, we solve equations (2.4.1) and (2.4.3) for 𝑝 and 𝑞, and then substitute these expressions in the total
differential
𝜕𝑧 𝜕𝑧
d𝑧 = d𝑥 + d𝑦 = 𝑝 d𝑥 + 𝑞 d𝑦. (2.4.4)
𝜕𝑥 𝜕𝑥
Integrating (2.4.4), we get the complete integral of the form (2.4.2).

EXERCISE 2.4.1. Find the complete integrals of the following equations:

(a) 𝑝 2 𝑥 + 𝑞 2 𝑦 = 𝑧

(b) ( 𝑝 2 + 𝑞 2 )𝑦 = 𝑞𝑧

(c) 𝑝 = (𝑧 + 𝑞𝑦) 2

(d) 𝑝𝑥 5 − 4𝑞 3 𝑥 2 + 6𝑥 2 𝑧 − 2 = 0

(e) 2(𝑧 + 𝑥 𝑝 + 𝑦𝑞) = 𝑦 𝑝 2

Ans.
√︁ √ √
(a) (1 + 𝑎)𝑧 = 𝑎𝑥 + 𝑦 + 𝑏

(b) (𝑥 + 𝑏) 2 + 𝑦 2 = 𝑎𝑧2

(c) 𝑧 = 𝑏𝑥 𝑎 𝑦 1/𝑎
2
(d) 𝑧 = 23 (𝑦 + 𝑎) 3/2 + 𝑏𝑒 3/𝑥 + 1
3𝑥2
+ 1
9

𝑎𝑥 𝑏 𝑎2
(e) 𝑧 = 𝑦2 + 𝑦 − 4𝑦3

2.5 Special forms of Nonlinear First Order Partial Differential Equations

TYPE 1: Equations involving only 𝑝 and 𝑞

Consider an equation of the form

𝑓 ( 𝑝, 𝑞) = 0. (2.5.1)

For this, the Charpit’s auxiliary equations reduce to

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = 𝑓𝑞 = 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = 0 = 0 ·

Note that 𝑝 = 𝑎 or 𝑞 = 𝑎 is an obvious solution of these relations. Inserting 𝑝 = 𝑎 in (2.5.1),

𝑓 (𝑎, 𝑞) = 0 or 𝑞 = φ(𝑎). (2.5.2)

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Using 𝑝 = 𝑎 and (2.5.2) in (2.4.4),

d𝑧 = 𝑎 d𝑥 + φ(𝑎) d𝑦,

which on integration gives the complete integral of (2.5.1) as

𝑧 = 𝑎𝑥 + φ(𝑎)𝑦 + 𝑏. (2.5.3)

Sometimes the substitution 𝑞 = 𝑎 reduces computations in obtaining the complete solution.

Non-existence of Singular Integral: Partially differentiating (2.5.3) with respect to 𝑏, we het a contradiction
that 0 = 1. Therefore, the envelope of the 2-parameter family of surfaces represented by the complete integral
(2.5.3) does not exist. Thus Type 1 equations do not have singular integrals.

EXERCISE 2.5.1. Find the complete integrals of the following equations:

√ √
(a) 𝑝+ 𝑞=1

(b) 𝑝 + 𝑞 + 𝑝𝑞 = 0

(c) 𝑝 2 + 𝑞 2 = 4

(d) 𝑝( 𝑝 + 1) = 𝑞 2

Ans.
√ √
(a) 𝑧 = 𝑎𝑥 + (1 − 𝑎) 2 𝑦 + 𝑏 or 𝑧 = (1 − 𝑎) 2 𝑥 + 𝑎𝑦 + 𝑏

(b) 𝑧 = 𝑎𝑥 + 𝑏 − 𝑎𝑦/(𝑎 + 1)
√
(c) 𝑧 = 𝑎𝑥 + 4 − 𝑎 2 𝑦 + 𝑏
√︁
(d) 𝑧 = 𝑎𝑥 + 𝑎(𝑎 + 1)𝑦 + 𝑏

TYPE 2: Equations involving 𝑝 and 𝑞 and only one of the variables 𝑥, 𝑦 and 𝑧

(a) For an equation involving 𝑝, 𝑞 and 𝑥:

𝑓 ( 𝑝, 𝑞, 𝑥) = 0. (2.5.4)

Charpit’s auxiliary equations become

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = 𝑓𝑞 = 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = −( 𝑓𝑥 + 𝑝 𝑓𝑧 ) = 0 ·

Note that 𝑞 = 𝑎 is a solution of these ratios. Inserting 𝑞 = 𝑎 in (2.5.4),

𝑓 ( 𝑝, 𝑎) = 0 or 𝑝 = φ(𝑎). (2.5.5)

Using 𝑞 = 𝑎 and (2.5.5) in (2.4.4),

d𝑧 = φ(𝑎) d𝑥 + 𝑎 d𝑦,

which on integration gives the complete integral of (2.5.7) as

𝑧 = φ(𝑎)𝑥 + 𝑎𝑦 + 𝑏. (2.5.6)

Non-existence of Singular Integral: Type 2(a) equations do not have singular integrals.

EXERCISE 2.5.2. Find the complete integrals of the following equations:

(a) 𝑝 2 + 𝑝𝑥 = 𝑞

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√ √
(b) 𝑝+ 𝑞=𝑥

Ans.
2 √
(a) 𝑧 = − 𝑥4 + 𝑥
4 𝑥 2 + 4𝑎 2 ) + 𝑎 2 sinh−1 (𝑥/2𝑎) + 𝑎 2 𝑦 + 𝑏
(b) 𝑧 − (𝑥 − 𝑎) 3 /3 = 𝑎 2 𝑦 + 𝑏

(b) For an equation involving 𝑝, 𝑞 and 𝑦:

𝑓 ( 𝑝, 𝑞, 𝑦) = 0. (2.5.7)

Charpit’s auxiliary equations become

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = 𝑓𝑞 = 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = 0 = −( 𝑓𝑦 +𝑞 𝑓𝑧 ) ·

Since 𝑝 = 𝑎 is a solution, inserting 𝑝 = 𝑎 in (2.5.7),

𝑓 (𝑎, 𝑞) = 0 or 𝑞 = φ(𝑎). (2.5.8)

Using 𝑝 = 𝑎 and (2.5.8) in (2.4.4),

d𝑧 = 𝑎 d𝑥 + φ(𝑎) d𝑦,

which on integration gives the complete integral of (2.5.7) as

𝑧 = 𝑎𝑥 + φ(𝑎)𝑦 + 𝑏. (2.5.9)

Non-existence of Singular Integral: Type 2(b) equations do not have singular integrals.

EXERCISE 2.5.3. Find the complete integrals of the following equations:

(a) 𝑞 2 = 𝑦 𝑝 4
√ √
(b) 𝑝 + 𝑞 = 𝑦

Ans.
2 𝑎2 𝑦 3/2
(a) 𝑧 = 𝑎𝑥 + 3 +𝑏
( 𝑦−𝑎) 3
(b) 𝑧 = 𝑎 2 𝑥 + 3 +𝑏

(c) For an equation involving 𝑝, 𝑞 and 𝑧:

𝑓 ( 𝑝, 𝑞, 𝑧) = 0. (2.5.10)

Charpit’s auxiliary equations become

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = 𝑓𝑞 = 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = − 𝑝 𝑓𝑧 = −𝑞 𝑓𝑧 ·

From the last two ratios, we see that 𝑝 = 𝑎𝑞, Inserting this in (2.5.10),

𝑓 (𝑎𝑞, 𝑞, 𝑧) = 0 or 𝑞 = φ(𝑧, 𝑎). (2.5.11)

Using 𝑝 = 𝑎𝑞 and (2.5.11) in (2.4.4),

d𝑧 = 𝑞(𝑎 d𝑥 + d𝑦) or {φ(𝑧, 𝑎)}−1 d𝑧 = 𝑎 d𝑥 + d𝑦

which on integration gives the complete integral of (2.5.10):

φ(𝑧, 𝑎) = (𝑎𝑥 + 𝑦) + 𝑏. (2.5.12)

We may employ the substitution 𝑞 = 𝑎 𝑝 also, and obtain the complete integral.

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

Non-existence of Singular Integral: Type 2(c) equations do not have singular integrals.

EXERCISE 2.5.4. Find the complete integrals of the following equations:

(a) 𝑧 = 𝑝 2 + 𝑞 2

(b) 𝑝 3 = 𝑞𝑧

(c) 𝑧 = 𝑝 2 + 𝑞 2 + 1

(d) 𝑧( 𝑝 2 + 𝑞 2 + 1) = 1

(e) 4(𝑧 3 + 1) = 9𝑧4 𝑝𝑞

(f) 𝑞 2 = 𝑝 2 𝑧 2 (1 − 𝑝 2 )

Ans.

(a) 4(𝑎 2 + 1)𝑧 = (𝑥 + 𝑎𝑦 + 𝑏) 2

√ √
(b) 2 𝑧 = 𝑎(𝑥 + 𝑎𝑦 + 𝑏)
√
(c) 𝑎 2 + 1 cosh−1 𝑧 = 𝑥 + 𝑎𝑦 + 𝑏

(d) (𝑎 2 + 1) (1 − 𝑧2 ) = (𝑥 + 𝑎𝑦 + 𝑏) 2

(e) 𝑎 2 (𝑧3 + 1) = (𝑥 + 𝑎 2 𝑦 + 𝑏) 2

(f) 𝑧 = 𝑎 2 + (𝑥 + 𝑎 2 𝑦 + 𝑏) 2

TYPE 3: Separable Equations of the form

Consider an equation of the form

𝑓 ( 𝑝, 𝑥) = 𝑔(𝑞, 𝑦). (2.5.13)

For this, the Charpit’s auxiliary equations reduce to

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑓𝑝 = −𝑔𝑞 = 𝑝 𝑓𝑝 −𝑞𝑔𝑞 = − 𝑓𝑥 = −𝑔 𝑦 ·

d𝑝 𝑓𝑥
From these, we have an ordinary differential equation: d𝑥 + 𝑓𝑝 = 0, which can be written as

𝑓 𝑝 d𝑝 + 𝑓 𝑥 d𝑥 = 0 or d 𝑓 ( 𝑝, 𝑥) = 0.

Integrating this total differential, we get the solution

𝑓 ( 𝑝, 𝑥) = 𝑎.

Using this in (2.5.13),

𝑓 ( 𝑝, 𝑥) = 𝑎, 𝑔(𝑞, 𝑦) = 𝑎.

Solving these for 𝑝 and 𝑞,

𝑝 = μ(𝑥, 𝑎), 𝑞 = ν(𝑦, 𝑎). (2.5.14)

Using (2.5.14) in (2.4.4),

d𝑧 = μ(𝑥, 𝑎) d𝑥 + ν(𝑦, 𝑎) d𝑦,

which on integration gives the complete integral of (2.5.13) as

∫ ∫
𝑧= μ(𝑥, 𝑎) d𝑥 + ν(𝑦, 𝑎) d𝑦 + 𝑏. (2.5.15)

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

Non-existence of Singular Integral: Type 3 equations also do not have singular integrals.

EXERCISE 2.5.5. Find the complete integrals of the following equations:

(a) 𝑝𝑥 2 = 𝑞𝑦 2

(b) 𝑝𝑞 + 𝑞𝑥 = 𝑦
𝑝2 𝑞2
(c) 𝑥2 − 𝑦2 =1

(d) 𝑝 2 − 𝑞 2 = 𝑥 − 𝑦
√ √
(e) 𝑝+ 𝑞=𝑥+𝑦

(f) ( 𝑝 + 𝑞)𝑥 + 𝑝𝑞 = 0

Ans.

(a) 𝑥𝑦𝑧 + 𝑎(𝑥 + 𝑦) = 𝑏𝑥𝑦

2
(b) 𝑧 = 𝑎𝑥 − 𝑥 2 + 2𝑦𝑎 + 𝑏
3 2 √
(c) 𝑧 = 𝑥 3𝑎 + 2 𝑎 2 − 1𝑦 + 𝑏

(d) 3𝑧 = 2(𝑥 + 𝑎) 3/2 + 2(𝑦 + 𝑎) 3/2 + κ

(e) 3𝑧 = (𝑥 + 𝑎) 3 + (𝑦 − 𝑎) 3 + κ

(f) 2𝑎(𝑎 + 1)𝑧 = −(𝑎 + 1)𝑥 2 + 𝑎 𝑦 2 + 𝑏

EXERCISE 2.5.6. Find the general and complete integrals of the following equations:

(a) 𝑝𝑥 − 𝑞𝑦 = 𝑦 2 − 𝑥 2

(b) 𝑝 + 𝑞 = sin 𝑥 + sin 𝑦

(c) 𝑝𝑥 2 − 2𝑦 3 𝑞 = 1

(d) 2𝑝 − 3𝑞 = 𝑧

(e) 𝑝 + 𝑞 = 1

Ans.
d𝑦
(a) Auxiliary equations are d𝑥𝑥 = −𝑦 = 𝑦 2d−𝑥
𝑧
2 . Grouping the first two ratios, we get 𝑥𝑦 = 𝑎. Choosing

(𝑥, 𝑦, 1) as multipliers, the second solution is 𝑥 2 + 𝑦 2 + 2𝑧 = 𝑏. Therefore, the general integral is

𝑓 𝑥𝑦, 𝑥 2 + 𝑦 2 + 2𝑧 = 0. Also, the complete integral is 𝑥 2 + 𝑦 2 + 2𝑧 = 2𝑎 log 𝑥𝑦 + 𝑏.

(b) The general and complete integrals are 𝑓 (𝑧 −cos 𝑥 −cos 𝑦, 𝑥 − 𝑦) = 0 and 𝑧 = 𝑎(𝑥 − 𝑦) − (cos 𝑥 +cos 𝑦) + 𝑏
respectively.

(c) The general and complete integrals are 𝑓 1𝑥 + 41𝑦 2 , 𝑧 + 1𝑥 = 0 and 𝑧 = − 𝑎𝑥 + 𝑎− 1

4𝑦2
+ 𝑏 respectively.
√

(d) The general and complete integrals are 𝑓 2𝑥 + 3𝑦, 𝑥 − log 𝑧 = 0 and (2 − 3𝑎) log 𝑧 = 4(𝑎𝑥 + 𝑦) + 𝑏
respectively.


(e) The general and complete integrals are 𝑓 𝑥 − 𝑦, 𝑦 − 𝑧 = 0 and 𝑧 = 𝑎𝑥 + (1 − 𝑎)𝑦 + 𝑏 respectively.

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

TYPE 4: Clairaut’s equation

Consider an equation of the form

𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑓 ( 𝑝, 𝑞). (2.5.16)

For this, the Charpit’s auxiliary equations reduce to

d𝑥 d𝑦 d𝑧 d𝑝 d𝑞
𝑥+ 𝑓𝑝 = 𝑦+ 𝑓𝑞 = 𝑝𝑥+𝑞𝑦+ 𝑝 𝑓𝑝 +𝑞 𝑓𝑞 = 0 = 0 ·

From the last two ratios, obviously 𝑝 = 𝑎 and 𝑞 = 𝑏 are solutions. Using these in (2.4.4) and then integrating,
the complete integral of (2.5.16) is
𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑓 (𝑎, 𝑏). (2.5.17)

Singular Integral: Partially differentiating (2.5.17) with respect to 𝑎 and 𝑏,

0 = 𝑥 + 𝑓 𝑎 and 0 = 𝑦 + 𝑓𝑏 . (2.5.18)

Eliminating 𝑎 and 𝑏 from (2.5.17) and (2.5.18), we obtain the singular solution of (2.5.16).

EXERCISE 2.5.7. Find the complete and singular integrals of the following equations:

(a) 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝 2 𝑞 2
√
(b) 𝑧 = 𝑝𝑥 + 𝑞𝑦 − 2 𝑝𝑞

(c) 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝𝑞

(d) 𝑞(𝑧 − 𝑝𝑥 − 𝑞𝑦) = 𝑝(1 − 𝑞)

Ans.

(a) The complete integral is 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎 2 𝑏 2 ; the singular integral is 16𝑧3 + 27𝑥 2 𝑦 2 = 0

√
(b) The complete integral is 𝑧 = 𝑎𝑥 + 𝑏𝑦 − 2 𝑎𝑏; the singular integral is 𝑥𝑦 = 1

(c) The complete integral is 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎𝑏; the singular integral is 𝑧 = 𝑥𝑦

𝑎
(d) The complete integral is 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑏 − 𝑎; the singular integral is (1 − 𝑥) = 𝑦

EXERCISE 2.5.8. Find the complete, singular and general integrals of (1 − 𝑥) 𝑝 + (2 − 𝑦)𝑞 = 3 − 𝑧.

Ans.
The complete integral is 𝑧 = 𝑎𝑥 + 𝑏𝑦 + (3 − 𝑎 − 2𝑏); the singular integral is 𝑧 = 3; the general integral is
2 𝑧−3

𝑓 𝑦−
𝑥−1 , 𝑦−2 = 0

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BMAT102L - Differential Equations & Transforms
Module 2: Partial Differential Equations

Table 2.1: Reference Table

Type Description Finding the Complete and Singular Integrals

Substitute 𝑝 = 𝑎 or 𝑞 = 𝑎. Write 𝑝 = 𝑎 in the given equation
Equations having and solve it for 𝑞, say 𝑞 = φ(𝑎). Then the total differential
Type I: 𝑓 ( 𝑝, 𝑞) = 0
only 𝑝 and 𝑞 d𝑧 = 𝑎 d𝑥 + φ(𝑎) d𝑦 on integration gives the complete integral
𝑧 = 𝑎𝑥 + φ(𝑎)𝑦 + 𝑏.
Substitute 𝑞 = 𝑎 in the given equation and solve it for 𝑝, say
Type II(a): Equations with 𝑝, 𝑞
𝑝 = φ(𝑎). Then d𝑧 = φ(𝑎) d𝑥 + 𝑎 d𝑦 gives the complete
𝑓 ( 𝑝, 𝑞, 𝑥) = 0 and 𝑥
integral 𝑧 = φ(𝑎)𝑥 + 𝑎𝑦 + 𝑏.
Write 𝑝 = 𝑎 in the given equation and solve it for 𝑞, say
Type II(b): Equations having 𝑝,
𝑞 = φ(𝑎). Then d𝑧 = 𝑎 d𝑥 + φ(𝑎) d𝑦 gives the complete
𝑓 ( 𝑝, 𝑞, 𝑦) = 0 𝑞 and 𝑦
integral 𝑧 = 𝑎𝑥 + φ(𝑎)𝑦 + 𝑏.
Insert 𝑝 = 𝑎𝑞 in the given equation, and then solve it for 𝑞 and 𝑧,
Type II(c): Equations with 𝑝, 𝑞 say 𝑞 = φ(𝑧, 𝑎). With these substitutions, the total differential
𝑓 ( 𝑝, 𝑞, 𝑧) = 0 and 𝑧 {φ(𝑧, 𝑎)}−1 d𝑧 = 𝑎 d𝑥 + d𝑦 is integrated to get the complete
integral φ(𝑧, 𝑎) = (𝑎𝑥 + 𝑦) + 𝑏.
Equate each side to a constant 𝑎 and solve for 𝑝 and 𝑞, say
Separables form 𝑝 = μ(𝑥, 𝑎), 𝑞 = ν(𝑦, 𝑎). Use these in the total differential
containing 𝑝 and 𝑥
Type III
on one side, and 𝑞 d𝑧 = μ(𝑥, 𝑎) d𝑥 + ν(𝑦, 𝑎) d𝑦,
𝑓 ( 𝑝, 𝑥) = 𝑔(𝑞, 𝑦)
and 𝑦 on the other
side which
∫ on integration
∫ then gives the complete integral 𝑧 =
μ(𝑥, 𝑎) d𝑥 + ν(𝑦, 𝑎) d𝑦 + 𝑏.
Substituting 𝑝 = 𝑎 and 𝑞 = 𝑏 in the given equation, its complete
integral is
Type IV σ = 𝑧 − 𝑎𝑥 − 𝑏𝑦 − 𝑓 (𝑎, 𝑏) = 0.
Clairaut’s equation
𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑓 ( 𝑝, 𝑞) Elimination of the arbitrary constants 𝑎 and 𝑏 from the relations
σ ≡ 0, 𝜕σ/𝜕𝑎 ≡ 0 and 𝜕σ/𝜕𝑏 ≡ 0 results in the singular
solution.

REMARK 2.5.1. The singular solutions do not exist for the equations of Types I, II and III.

16
Chapter 3

Solution of Partial Differential Equations by Separation of

Variables
3.1 Separation of Variables, Product Method or Fourier’s Method

Assume that the solution of a given pde is of the product-form: 𝑢(𝑥, 𝑡) = 𝑋 (𝑥)𝑇 (𝑡), neither of the factors
𝑋 (𝑥) and 𝑇 (𝑡) being identically 0. Then find the partial derivatives of 𝑢 with respect to 𝑥 and 𝑡 involved, and
then substitute all these expressions in in the pde. This reduces to a pair of ordinary differential equations in
𝑥 and 𝑡. Solve these for 𝑋 (𝑥) and 𝑇 (𝑡). In addition, if the initial and boundary conditions are provided, find
the arbitrary constants involved.
Example 3.1.1. Solve

𝜕𝑢 𝜕𝑢
3 − = 0, (3.1.1)
𝜕𝑥 𝜕𝑡
with

𝑢(0, 𝑡) = 5𝑒 −𝑡 . (3.1.2)

Solution. Write 𝑢(𝑥, 𝑡) = 𝑋 (𝑥)𝑇 (𝑡). Then 𝜕𝑢

𝜕𝑥 = 𝑋 0 (𝑥)𝑇 (𝑡) and 𝜕𝑢
𝜕𝑡 = 𝑋 (𝑥)𝑇 0 (𝑡). Substituting these in (3.1.1),

1 𝑋 0 (𝑥) 1 𝑇 0 (𝑡)
3𝑋 0 (𝑥)𝑇 (𝑡) − 𝑋 (𝑥)𝑇 0 (𝑡) = 0 or = ·. (3.1.3)
4 𝑋 (𝑥) 3 𝑇 (𝑡)

Note that the left hand side fraction is independent of 𝑡 and the right hand side fraction is independent of 𝑥.
Therefore, the two fractions in (3.1.3) are equal only if each of it equals some constant, say λ. Thus we get
two ordinary differential equations

𝑋 0 (𝑥) 𝑇 0 (𝑡)
= 4λ and = 3λ. (3.1.4)
𝑋 (𝑥) 𝑇 (𝑡)

Solving these, 𝑋 (𝑥) = 𝑎𝑒 4λ 𝑥 and 𝑇 (𝑡) = 𝑏𝑒 3λ𝑡 . Thus

𝑢(𝑥, 𝑡) = 𝑎𝑒 4λ 𝑥 𝑏𝑒 3λ𝑡 or 𝑢(𝑥, 𝑡) = 𝑐𝑒 ( 4 𝑥+3𝑡) λ , (3.1.5)

where 𝑐 = 𝑎𝑏. Employing the condition (3.1.10), 𝑐𝑒 3𝑡 λ = 5𝑒 −𝑡 . On comparison, we find that 𝑐 = 5 and
λ = −1/3. Thus the solution we need is 𝑢(𝑥, 𝑡) = 5𝑒 −( 4 𝑥+3𝑡)/3 or 𝑢(𝑥, 𝑡) = 5𝑒 −𝑡−4 𝑥/3 .
Example 3.1.2. Solve

𝜕𝑢 𝜕𝑢
2 +𝑡 = 0, (3.1.6)
𝜕𝑥 𝜕𝑡
with
1 −𝑥
𝑢(𝑥, 1) = 𝑒 . (3.1.7)
3

Solution. Write 𝑢(𝑥, 𝑡) = 𝑋 (𝑥)𝑇 (𝑡). Then 𝜕𝑢

𝜕𝑥 = 𝑋 0 (𝑥)𝑇 (𝑡) and 𝜕𝑢
𝜕𝑡 = 𝑋 (𝑥)𝑇 0 (𝑡). Substituting these in (3.1.1),

𝑋 0 (𝑥) 𝑡 𝑇 0 (𝑡)
2𝑋 0 (𝑥)𝑇 (𝑡) + 𝑡 𝑋 (𝑥)𝑇 0 (𝑡) = 0 or =− ·. (3.1.8)
𝑋 (𝑥) 2 𝑇 (𝑡)

Note that the left hand side fraction is independent of 𝑡 and the right hand side fraction is independent of 𝑥.

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BMAT102L - Differential Equations & Transforms
Module 2: The Method of Separation of Variables

Therefore, the two fractions in (3.1.8) are equal only if each of it equals some constant, say λ. Thus we get
two ordinary differential equations

𝑋 0 (𝑥) 𝑇 0 (𝑡) 2λ
= λ and =− · (3.1.9)
𝑋 (𝑥) 𝑇 (𝑡) 𝑡

Solving these, 𝑋 (𝑥) = 𝑎𝑒 λ 𝑥 and 𝑇 (𝑡) = 𝑏/𝑡 2λ . Thus

𝑢(𝑥, 𝑡) = 𝑎𝑒 4λ 𝑥 𝑏/𝑡 2λ or 𝑢(𝑥, 𝑡) = 𝑐 𝑒 𝑥 /𝑡 2

λ
, (3.1.10)

where 𝑐 = 𝑎𝑏. Employing the condition (3.1.7), 𝑐𝑒 λ 𝑥 = 31 𝑒 −𝑥 . On comparison, we find that 𝑐 = 1/3 and

−1
λ = −1. Thus the solution we need is 𝑢(𝑥, 𝑡) = 31 𝑒 𝑥 /𝑡 2 or 𝑢(𝑥, 𝑡) = 𝑡 2 /3𝑒 𝑥 .

Self-check Exercises

EXERCISE 3.1.1. Solve the following using the method of separation of variables:

𝜕𝑢
(a) 4𝑥 𝜕𝑥 − 5 𝜕𝑢
𝜕𝑡 = 0
𝜕𝑢
(b) 2𝑥 𝜕𝑥 + 3𝑡 𝜕𝑢
𝜕𝑡 = 0
𝜕𝑢
(c) 𝑡 𝜕𝑥 − 2𝑥 𝜕𝑢
𝜕𝑡 = 0
𝜕𝑢 𝜕𝑢
(d) 𝜕𝑥 + 𝜕𝑡 = 2𝑢
𝜕𝑢 𝜕𝑢
(e) 𝜕𝑥 − 𝜕𝑡 = 3𝑢

18