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Lesson 40 Special Types of First Order Non-Linear P.d.e: Fxyzpq

This document discusses four special types of first order non-linear partial differential equations (PDEs) where the complete integral can be easily obtained: 1) Equations that are functions of p and q alone, 2) Equations that are functions of z, p, and q alone, 3) Equations that are separable in x, p and y, q, and 4) Clairaut equations where z is a function of px, qy, and p and q. Examples of each type are provided and solved. Exercises involving additional PDEs of these types are presented at the end.

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424 views5 pages

Lesson 40 Special Types of First Order Non-Linear P.d.e: Fxyzpq

This document discusses four special types of first order non-linear partial differential equations (PDEs) where the complete integral can be easily obtained: 1) Equations that are functions of p and q alone, 2) Equations that are functions of z, p, and q alone, 3) Equations that are separable in x, p and y, q, and 4) Clairaut equations where z is a function of px, qy, and p and q. Examples of each type are provided and solved. Exercises involving additional PDEs of these types are presented at the end.

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arpit sharma
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We take content rights seriously. If you suspect this is your content, claim it here.
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Module 4: Partial Differential Equations

Lesson 40
Special Types of First Order Non-Linear p.d.e

40.1 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.

Consider the general p.d.e is f ( x, y, z, p, q) = 0 .

Type I: The equation is free from x, y, z , i.e., f ( p, q) = 0

Here=
f x 0,=
f y 0,=
fz 0 .

The auxiliary system equation (38.7) simplifies to

dx dy dz dp dq
= = = = .
f p f q pf p + qf q 0 0

On solving, we get either p = a (or q = a ). Without loss of generality, take


g = p − a = 0 Using this, find q from f = 0 , denote it by q = Q(a ) .

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

Find a complete integral of f = p(1 − q) + q= 0 .

dx dy dz dp dq
Solution: We have = = = = .
1 − q − p + 1 p + q − 2 pq 0 0

From the last equation, we have q = a , constant.

Now using this in f = p(1 − q) + q= 0 we get


Special Types of First Order Non-Linear p.d.e

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

Type II: The equation is free from x, y , i.e., f ( z, p, q) = 0 .

dp dq
From the characteristic system of equations we consider = , on solving we
p q

get p = aq . Using this we find q as q = Q(a, z ) .

[Note: similarly, one can write q = ap and p = Q(a, z ) ]

Now dz = pdx + qdy = Q(a, z )(adx + dy ) , on integrating we get

dz
∫ Q ( a, z ) = ax + y + b as the complete integral.

Example 2

=
z p2 + q2

Solution: Choose p =aq ⇒ q 2 =z − a 2 q 2

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

4(1 + a 2 ) z = (ax + y + b) 2 as the complete integral.

2
Special Types of First Order Non-Linear p.d.e

Type III: Consider a special form for f ( x, y, z, p, q) = 0 in a separable type such


as g ( x, p) = h( y, q) .

In this case, the auxiliary equations are

dx dy dz dp dq
= = = =
g p −hq pg p − qhq − g x hy

Solving the first and fourth together, we get


g x dx + g p dp =
0 or dg ( x, p ) =
0 ⇒ g ( x, p ) =
a, a constant .

Since g ( x, p) = h( y, q) ⇒ h( y, q) = a ,

solving for p and q , we get p = A(a, x) and q = B(a, y )

and the complete integral becomes z = ∫ A(a, x)dx + ∫ B(a, y )dy + b .

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

The first and the fourth equations give 2 xdx − dp = 0 ⇒ p − x 2 = a ⇒ p = a + x 2


also q + y 2 = a ⇒ q = a − y 2 . hence

x3 y3
z= ∫ ( a + x ) dx + ∫ ( a − y ) dy +b , or z = ax + + ay − + b is the complete solution.
2 2

3 3

Type IV: The p.d.e is in the special form given by z = px + qy + h( p, q)

which is known as the Clairaut equation. Its complete integral is written as


z = ax + by + h(a, b) , which clearly satisfies the given p.d.e and also the rank of the

x+ha 1 0
matrix   is two.
 y + hb 0 1

3
Special Types of First Order Non-Linear p.d.e

Example 4

The complete integral of z = px + qy + log pq is the surface given by


z = ax + by + log ab .

Exercises

Find the complete integral of the p.d.es

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.

Keywords: Charpit’s method, Clairaut equation.

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

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