Md.

Yasin Ali

Solution of first order linear PDEs

Lagrange’s method for solution of first order linear PDEs
An equation of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅 is said to be Lagrange’s type of PDE.

Working Rule:

Step 1: Transform the give PDE of the first order in the standard form

𝑃𝑝 + 𝑄𝑞 = 𝑅 (1)

Step 2: Write down the Lagrange’s auxiliary equation for (1) namely
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
𝑃 𝑄 𝑅

Step 3: Solve (2) by using the well known methods.

Let 𝑢(𝑥, 𝑦, 𝑧) = 𝑐1 and 𝑣(𝑥, 𝑦, 𝑧) = 𝑐2 be the two independent solutions of (2).

Step 4: The general solution of (1) is then written one of the following three equivalent forms

∅(𝑢, 𝑣) = 0, 𝑢 = ∅(𝑣) or 𝑣 = ∅(𝑢).

Rule 1:

Ex. 01: Solve 2𝑝 + 3𝑞 = 1.

Solution: Given 2𝑝 + 3𝑞 = 1 (1)

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
2 3 1

Taking first two fractions of (2), we have

𝑑𝑥 𝑑𝑦
=
2 3

⇒ 3𝑑𝑥 − 2𝑑𝑦 = 0 (3)

Integrating (3), we get

3𝑥 − 2𝑦 = 𝑐1 (4)

Taking last two fractions of (2), we have

Assistant Professor
UITS
 Md. Yasin Ali

𝑑𝑦 𝑑𝑧
=
3 1

⇒ 𝑑𝑦 − 3𝑑𝑧 = 0 (5)

Integrating (5), we get

𝑦 − 3𝑧 = 𝑐2 (6)

From (4) and (6) required solution is

∅(3𝑥 − 2𝑦, 𝑦 − 3𝑧) = 0 , ∅ being an arbitrary function.

𝑦2𝑧
Ex. 02: Solve ( ) 𝑝 + 𝑧𝑥𝑞 = 𝑦 2 .
𝑥

𝑦2𝑧
Solution: Given, ( ) 𝑝 + 𝑧𝑥𝑞 = 𝑦 2 (1)
𝑥

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑦2 𝑧
= = 𝑦2 (2)
𝑧𝑥
𝑥

Taking first two fractions of (2), we have

𝑑𝑥 𝑑𝑦
𝑦2 𝑧
= 𝑧𝑥
𝑥

𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦2𝑧 𝑧𝑥

𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦2 𝑥

⇒ 𝑥 2 𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0 (3)

Integrating (3), we get

𝑥3 𝑦3 𝑐1
− =
3 3 3

⇒ 𝑥 3 − 𝑦 3 = 𝑐1 (4)

Taking first and last fractions of (2), we have

𝑑𝑥 𝑑𝑧
𝑦2 𝑧
= 𝑦2
𝑥

𝑥𝑑𝑥
= 𝑑𝑧
𝑧

Assistant Professor
UITS
 Md. Yasin Ali

⇒ 𝑥𝑑𝑥 − 𝑧𝑑𝑧 = 0 (5)

Integrating (5), we get

𝑥2 𝑧2 𝑐2
− =
2 2 2

⇒ 𝑥 2 − 𝑦 2 = 𝑐2 (6)

From (4) and (6) required solution is

∅(𝑥 3 − 𝑦 3 , 𝑥 2 − 𝑦 2 ) = 0 , ∅ being an arbitrary function.

H.W.

(1) Solve 𝑝 𝑡𝑎𝑛𝑥 + 𝑞 𝑡𝑎𝑛𝑦 = 𝑡𝑎𝑛𝑧.

Rule 2:

Ex 01: Solve 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦

Solution: Given 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦 (1)

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= = 𝑥𝑦 (2)
𝑥𝑧 𝑦𝑧

Taking first two fractions of (2), we have

𝑑𝑥 𝑑𝑦
=
𝑥𝑧 𝑦𝑧

𝑑𝑥 𝑑𝑦
⇒ =
𝑥 𝑦

1 1
⇒ 𝑥 𝑑𝑥 − 𝑦 𝑑𝑦 = 0 (3)

Integrating (3), we get

𝑙𝑛𝑥 − 𝑙𝑛𝑦 = 𝑙𝑛𝑐1

𝑥
⇒ 𝑦 = 𝑐1 (4)

From (4), we have 𝑥 = 𝑐1 𝑦

Taking last two fractions of (2), we have

𝑑𝑦 𝑑𝑧
= 𝑥𝑦
𝑦𝑧

Assistant Professor
UITS
 Md. Yasin Ali

𝑑𝑦 𝑑𝑧
=
𝑧 𝑥
𝑑𝑦 𝑑𝑧
=
𝑧 𝑦𝑐1

⇒ 𝑦𝑐1 𝑑𝑦 − 𝑧𝑑𝑧 = 0 (5)

Integrating (5), we get

𝑦2 𝑧2 𝑐2
𝑐1 − =
2 2 2

⇒ 𝑐1 𝑦 2 − 𝑧 2 = 𝑐2
𝑥
⇒ 𝑦 ∙ 𝑦 2 − 𝑧 2 = 𝑐2

⇒ 𝑥𝑦 − 𝑧 2 = 𝑐2 (6)

From (4) and (6) required solution is

𝑥
∅ (𝑦 , 𝑥𝑦 − 𝑧 2 ) = 0 , ∅ being an arbitrary function.

Ex 02: Solve 𝑝 − 2𝑞 = 3𝑥 2 sin(𝑦 + 2𝑥).

Solution: Given 𝑝 − 2𝑞 = 3𝑥 2 sin(𝑦 + 2𝑥) (1)

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= −2 = 3𝑥 2 sin(𝑦+2𝑥) (2)
1

Taking first two fractions of (2), we have

𝑑𝑥 𝑑𝑦
= −2
1

⇒ 𝑑𝑦 + 2𝑑𝑥 = 0 (3)

Integrating (3), we get

𝑦 + 2𝑥 = 𝑐1 (4)

Taking first and last fractions of (2), we have

𝑑𝑥 𝑑𝑧
= 3𝑥 2 sin(𝑦+2𝑥)
1

𝑑𝑥 𝑑𝑧
= 3𝑥 2 sin 𝑐
1 1

Assistant Professor
UITS
 Md. Yasin Ali

⇒ 3𝑥 2 sin 𝑐1 𝑑𝑥 − 𝑑𝑧 = 0 (5)

Integrating (5), we get

3𝑥 3
sin 𝑐1 − 𝑧 = 𝑐2
3

⇒ 𝑥 3 sin(𝑦 + 2𝑥) − 𝑧 = 𝑐2 (6)

From (4) and (6) required solution is

∅(𝑦 + 2𝑥, 𝑥 3 sin(𝑦 + 2𝑥) − 𝑧) = 0 , ∅ being an arbitrary function.

H.W.

(1) Solve 𝑝 + 3𝑞 = 5𝑧 + 𝑡𝑎𝑛(𝑦 − 3𝑥)

Rule 3:

Ex 01: Solve (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥.

Solution: Given (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥 (1)

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝑛𝑥−𝑙𝑧 = 𝑙𝑦−𝑚𝑥 (2)
𝑚𝑧−𝑛𝑦

Choosing 𝑥, 𝑦, 𝑧 as multipliers, each fraction of (2)

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧

=
𝑚𝑥𝑧 − 𝑛𝑥𝑦 + 𝑛𝑥𝑦 − 𝑙𝑦𝑧 + 𝑙𝑦𝑧 − 𝑚𝑥𝑧

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧

=
0
Therefore,

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0.

Integrating,

𝑥 2 𝑦 2 𝑧 2 𝑐1
+ + =
2 2 2 2
⇒ 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑐1 (3)

Again choosing 𝑙, 𝑚, 𝑛 as multipliers, for each fraction of (2)

Assistant Professor
UITS
 Md. Yasin Ali

𝑙𝑑𝑥+𝑚𝑑𝑦+𝑛𝑑𝑧
= 𝑙𝑚𝑧−𝑙𝑛𝑦+𝑚𝑛𝑥−𝑙𝑚𝑧+𝑙𝑛𝑦−𝑚𝑛𝑥

𝑙𝑑𝑥+𝑚𝑑𝑦+𝑛𝑑𝑧
= 0

Therefore,

𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧 = 0.

Integrating,

𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧 = 𝑐2 (4)

From (3) and (4) required solution is

∅(𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧) = 0 , ∅ being an arbitrary function.

Ex 02: Solve 𝑥(𝑦 2 − 𝑧 2 )𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑥 2 − 𝑦 2 ).

Solution: Given 𝑥(𝑦 2 − 𝑧 2 )𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑥 2 − 𝑦 2 ) (1)

The Lagrange’s auxiliary equations of (1) are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝑦(𝑧 2−𝑥 2 ) = 𝑧(𝑥 2 −𝑦 2) (2)
𝑥(𝑦 2 −𝑧 2 )

Choosing 𝑥, 𝑦, 𝑧 as multipliers, for each fraction of (2)

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧

=
𝑥 2 (𝑦 2 − 𝑧2) + 𝑦 2 (𝑧 2 − 𝑥 2 ) + 𝑧 2 (𝑥 2 − 𝑦 2 )

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧

=
0
Therefore,

𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0.

Integrating,

𝑥 2 𝑦 2 𝑧 2 𝑐1
+ + =
2 2 2 2
⇒ 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑐1 (3)
1 1 1
Again choosing 𝑥 , 𝑦 , 𝑧 as multipliers, each fraction of (2)

Assistant Professor
UITS
 Md. Yasin Ali

1 1 1
𝑑𝑥+ 𝑑𝑦+ 𝑑𝑧
𝑥 𝑦 𝑧
= (𝑦 2 −𝑧 2 )+(𝑧 2 −𝑥 2 )+(𝑥 2 −𝑦2 )

1 1 1
𝑑𝑥+ 𝑑𝑦+ 𝑑𝑧
𝑥 𝑦 𝑧
= 0

Therefore,
1 1 1
𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 = 0.
𝑥

Integrating,

𝑙𝑛𝑥𝑥 + 𝑙𝑛𝑦 + 𝑙𝑛𝑧 = 𝑙𝑛𝑐2

⇒ 𝑥𝑦𝑧 = 𝑐2 (4)

From (3) and (4) required solution is

∅(𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥𝑦𝑧) = 0 , ∅ being an arbitrary function.

Assistant Professor
UITS