Integration in Series

 Ordinary and singular points, Regular and irregular singular points:

Defn: A point x = x0 is called an ordinary point of the equation

y" + P(x)y' +Q(x)y=0 ……………… (i)

if the both functions P(x) and Q (x) are analytic at x = x 0. If the point x = x0 is not on ordinary

point of the differential eqn (i), then it is called a singular point of the differential equation (i). There are
two types of singular points,

A singular point x = x0 of the differential eqn (i) is called a regular singular point of the differential eq n (i) if
both (x = x0) P(x) & (n) and (x = x0 )2 Q(x) are analytic x = x0.

A singular point, which is not regular is called an irregular singular point.

d2 y dy
 Determine wheatear x = x0, is an ordinary or point of d.e 2x
dx ( )
2
2 + 7x(x+1)
dx
-3y = 0

d 2 y 7 x(x +1) dy 3 y
⇒ + - 2 =0
d x2 2 x 2 dx 2 x
7(x +1) 3y
P(x) = , Q(x) = - 2
2x 2x
P(x) and Q(x) are undefined at x0. So, it is not an ordinary point it is a singular point.

 Legendre's equation:

The differential equation of the form (1-x2) y’’ – 2xy’ + n(n+1) y = 0 is called Legendre equation, where n
is a positive integer.

 Bessel's equation:

The differential equation of the form y" + (1/x) y’ + (1-n 2/x2) y = 0 or x2y’’ + xy’ + (x2 – n2) y = 0 is called
Bessel's equation of order n, n being a non-negative constant.

 Hermite equation:

d2 y dy
Hermite equation is
dx( )
2 2x (
dx
¿ + 2ny = 0 where n is a constant.
 Laguerre’s equation:

d2 y dy
Laguerre’s equation of order n is x
dx ( )
2 + (1-x) (
dx
¿ + ny = 0. where n is a positive integer.

 Pochhammer symbol:

Let n be a positive integer. Then Pochhammer symbol is denoted and defined by

(∞ )n = ∞ ( ∞ +1 ) … … … …(∞ +n−1)

(∞ )0 = 1

 General hypergeometric function:

The general hypergeometric function is denoted and defined by

∞
( ∞ 1 )r ( ∞2 )r … … …. ( ∞m )r X r
mFn ( ∞ 1, ∞ 2, ……... ∞ m ; β 1, β 2 ,…… β n;x) = ∑
r=1 ( β 1 )r ( β 2 ) r … … … . ( βn ) r r !

Definition:

Hypergeometric function is denoted by: 2F1 (∞ ; β ; γ , x ¿ or simply F (∞ , β ; γ , x ) and defined by

∞
Xr
F (∞ , β ; γ , x ¿ = ∑ (∞)r ¿¿ ¿ .
r=0 r!
Power Series: An infinite series of the form
∞

∑ C n ( x−x 0 )n = C 0 + C1(x-x0) + C2(x-x0)2 + ……….is called a power series in (x-x0).

n=0

∑ C n xn = C 0 + C1x + C2x2 + ………… [In particular series of x]

n=0

∞
xn x2 x3
ex = ∑ = 1 + x + + + ……………... [exponential function]
n=0 n! 2! 3!
Analytic function:

A function f(x) defined on an internal containing the point x=x 0 is called analytic at x0 if its Taylor's Series
∞
f n ( x0 )
∑ n!
( x−x 0 ) exists and converges to f(x) all x in the interval of convergence.
n=0

∎Solve in series:

(1- x 2) y ' '- x y ' +4y=0

Solution:
x 4
y' ' - 2
y' + y=0
1−x 1−x 2
x 4
P= - 2 ,Q=
1−x 1−x 2
Clearly, x=0 is a ordinary point. then the solution is
∞
y= ∑ c m xk +m , c 0 ≠ 0 … … …(i)
m=0

∞
' k +m−1
y = ∑ c m (k +m)x , c 0 ≠0 … … … …(ii)
m=0

∞
y ' ' = ∑ c m (k +m)(k +m−1) x k +m−2 , c 0 ≠ 0..(iii )
m=0

In equation:
∞ ∞ ∞
k +m−2 k +m−1
⇒ ( 1−x 2) ∑ c m ( k + m )( k + m−1 ) x −x ∑ c m ( k +m ) x + 4 ∑ c m x k +m=0
m=0 m =0 m =0

∞ ∞ ∞ ∞
k+m−1 k+m
⇒ ∑ c m (k + m)(k + m−1) x k+m−2− ∑ c m ( k +m ) (k + m−1) x −x ∑ c m ( k + m) x + 4 ∑ cm x k+m =0
m =0 m=0 m=0 m=0

∞ ∞
k+m−2
⇒ ∑ c m (k + m)(k + m−1) x − ∑ c m [ ( k +m )( k +m−1 ) + ( k + m) −4 ] x=0
m =0 m=0

∞ ∞
2
⇒ ∑ c m (k + m)(k + m−1) x k+m−2− ∑ c m [ ( k +m ) −4 ] x k+m =0. … …( A)
m =0 m=0

Equating to zero the co-efficient of the smallest power of x , namely x k−2

Then, (A) gives,

 c 0 k(k-1)=0 , c 0≠0
 k(k-1)=0
⸫k=0,1
To get the recurrence relation, we equate to zero the co-efficient of x k+m −2

 c m ( k +m)(k +m−1)-c m-2{(k + m−1)2 −4 }=0

(k +m−2+ 2)(k + m−2−2)
 cm= c m −2
(k +m)(k +m−1)
(k +m−4)
 cm= c −2
(k +m−1) m

When, when,
K=0 k=1
m−4 m−3
cm= c −2 cm= c −2
m−1 m m m
−3
If m=1 ; c 1= c =∞ If m=1 ; c 1=−2 c−1
0 −1
−1
m =2;c 2=−2 c 0 m =2;c 2= c
2 0
−1
m =3; c 3= c m =3; c 3=0=c 5=c7 … …
2 1
1 −1
m =4;c 4 =0 m =4;c 4 = c 2 = c
4 8 0
1 −1
m =5;c 5= c 3 = c
4 8 1
2
m =6;c 6= c 4
5
and so on…
Putting k=0 and these values in (i).

 Y= x k (c 0 +c 1 x +c 2 x2 + c3 x 3+ .… … … … . ¿
 Y= x 0(c 0+c 2 x 2+c 4 x 4 +. … … ¿+ x 0(c 1 x +c 3 x3,………)
c 2
c x5 x7
 Y= 0(1-2 x )+ 1 - ¿ + …. … )
8 16
Which is the required series solution, c 0 and c 1 being two arbitrary constants.

Putting k=1 and these values in (i)

∞
y= ∑ c m xk +m
m=0

= x k (c 0 +c 1 x +c 2 x2 + c3 x 3+ c 4 x 4 + … .¿
2
1 1
= x k (c 0 +c 1 x − c 0 x − x 4 + …. ¿
2 8
2
1 1 4
= x (c 0 +c 1 x − c 0 x −c 0 - x ………)
2 2

1 2 1 4
=xc 0(1− x −¿ x …….) +c 1 x
2 2

Forbenius Method

∎ Solve in series: 9x(1-x) y ' '- 12 y ' +4y =0

Solution:

Given equation: 9x(1-x) y ' '- 12 y ' +4y =0 …. … …. (1)

4 4
 y ' '- y'+ y=0
3 x (1−x) 9 x(1−x)
4
Here: p(x)= -
3 x (1−x)
4
Q(x) =
9 x(1−x)
Since p(x) and Q(x) are not both analytic at x=0, so x=0 is not ordinary point of (1)

4x
Again xp(x)= -4\[3(1-x) and x 2Q(x)= (1-x),
9
Showing that both p(x) and Q(x) are analytic at x=0. So, x=0 is a regular singular point of (1).

To find solution of (1), we gate ,

 ∞
y= ∑ c m xk +m , c 0 ≠ 0 … … …( A)
m=0

∞
y ' = ∑ c m (k +m)x k +m−1 , c 0 ≠0
m=0

∞
y ' ' = ∑ c m (k +m)(k +m−1) x k +m−2 , c 0 ≠ 0.
m=0

Putting the values in equation:

∞ ∞ ∞
k+ m−1
⇒ 9 x (1−x ) ∑ c m (k + m−1) x k+m−2 −12 ∑ c m ( k + m ) x + 4 ∑ cm x k+ m=0
m =0 m=0 m=0

∞ ∞ ∞ ∞
k+ m−2 2 k +m−2 k+m−1
⇒ 9 x ∑ c m (k+ m)(k +m−1)x −9 x ∑ cm ( k + m )( k +m−1) x −12 ∑ c m ( k +m ) x +4 ∑ c m x k+m=0
m=0 m=0 m=0 m=0

∞
⇒ ∑ c m {9 ( k +m ) ( k +m−1 ) −12¿ ¿ ¿
m =0

But: 9( k + m ) ( k + m−1 )- 12( k + m )

= 3( k + m ) {3k+3m -3-4}

= 3(k+m )(3k+3m -7)………….(3)

And:

4-9( k + m ) ( k + m−1 )

= 4 - 9( k + m )2+9( k + m )

= - {9( k + m )2−¿9( k + m ) −4 }

= - {9( k + m )2−¿12( k + m ) +3 ( k + m )−4 }

= - [3( k + m ) {3( k + m ) −4 }+1{3( k + m ) −4 } ]

= - [{3( k + m ) +1 }{3( k + m ) −4 } ]

= - (3k+3m+1)( 3k+3m-4)………………………(4)

Using (3) and (4),(2) can be re-written as:

∞ ∞
k +m−1 k+m
⇒ 3 ∑ c m ( k + m )( 3 k +3 m−7 ) x − ∑ cm ( 3 k +3 m−4 )( 3 k +3 m+1 ) x =0 … …(5)
m=0 m=0

Which is an independent in x, Equating to zero the co-efficient of the smallest power of x, normally in (5)
gives the indicial equation
  3c 0k(3k-7) =0
 k(3k-7) =0

7
⸫k=0,
3
which are unequal and not differing by an integer. To obtain the recurrence relation, we equate to
zero the co-efficient of x k+m −1 and obtain.

 3c m ( k +m ) ( 3 k +3 m−7 ) - c m−1[3k+3(m -1)-4] ×[3k+3(m -1)+1]=0

3 k +3 m−2
 c m= c m−1………………………… (6)
3 (k + m)
c 0 3 k +1
Taking m=1; c 1= ×
3 k +1
3 k +4 c (3 k +1)(3 k + 4)
Taking m=2; c 2= c 1= 02 ×
3(k +2) 3 (k +1)( k +2)
…………………………………………………………..

Putting these values in (A) i.e,

 y= x k (c 0 +c 1 x +c 2 x2 +. … … … . ¿
1 3 k + 1 1 (3 k +1)(3 k + 4) 2
 y=c 0 x k ¿1+ . + . x +…] ……...(7)
3 k +1 32 ( k +1)( k +2)

putting k=0 and replacing c 0by a in (7)

+1 1.4 2
 y=a ¿1 x+ x +. … … … . ¿=au(say)
3 3.6
Next,

7
Putting k= and replacing c 0by b in (7),
2
7 +8 8.11 2
y=b x 3 ¿ 1 x+ x +. … … … . ¿=bv(say)
10 10.13
the required solution Is given by

 y=au+bv
+1 1.4 2 7 +8 8.11 2
 y=a ¿1 x+ x +. … ¿+b x 3 ¿ 1 x + x +. … ¿
3 3.6 10 10.13

∎ Verify that the origin is a regular singular point of

2 x 2 y ' ' - x y ' -(x+1) y=0 and find two independent Frobenius series solution of it.
Solution:

Given 2 x 2 y ' ' - x y ' -(x+1) y=0…………...(1)

 y ' '+¿) y ' - {(x+1)/ 2 x 2}y=0

1
Here, P(x)= x, Q(x)= - (x+1)/ 2 x 2
2
1
So that xp(x)= , and x 2Q(x)= - (x+1)/ 2. Since xp(x) and x 2Q(x) are both analytic, so x=0 is a regular
2
singular point of x. then solved we take,
∞
y= ∑ c m xk +m , c 0 ≠ 0 … … …(2)
m=0

∞
y ' = ∑ (k + m)c m x k +m−1 , c 0 ≠0
m=0

∞
y ' ' = ∑ ( k +m)(k +m−1)c m x k +m−2 , c 0 ≠ 0.
m=0

Putting values in (1)

∞ ∞ ∞
⇒ 2 x 2 ∑ (k + m)(k + m−1) c m x k+m−2 + x ∑ (k + m) c m x k +m−1−(x +1) ∑ c m x k +m
m=0 m =0 m =0

∞ ∞ ∞ ∞
k +m k+m k+m +1
⇒ ∑ 2(k +m)(k +m−1)c m x + ∑ (k +m)c m x − ∑ cm x − ∑ c m x k+ m=0
m =0 m=0 m=0 m=0

∞ ∞
k +m
⇒ ∑ {2 ( k +m ) ( k +m−1 ) + ( k + m) −1}c m x − ∑ c m x k +m+1=0
m =0 m =0

∞ ∞
2 k +m
⇒ ∑ {2 ( k +m ) −( k + m) −1}c m x − ∑ c m x k +m+1=0
m =0 m =0

∞ ∞
k+m
⇒ ∑ {2 ( k +m ) +1} ( k +m−1 ) c m x −∑ c m x k+m +1=0 …(3)
m =0 m=0

Equating to zero the co-efficient of the sm allest power of x, namely x k,the above identity (3) in x gives
the indicial equation, namely
  c 0(2k+1) (k+1)=0
−1
 K= 1,
2

The different of those roots are not and integer.

We equate to zero the co-efficient of x k+m (3) and obtain the recurrence relation

{2(k+m) +1}( k+m-1)c m-c m −1=0

1
So that, c m = c −1………………(4)
(2 k +2 m+1)(k + m−1) m

Putting m= 1,2, 3… in (4)

1
c 1=¿ { }c
k (2 k +3) 0
1 1
c 2=¿ c1= c
(2 k +5)(k + 1) (2 k +5)(k + 1)k (2 k +3) 0
….. . .. . . . . . .. . . . .. . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . .. . .. . . . . . . . . . .. . . ..

Putting those values in (2), we get

x x2
Y=c 0 x k[1+ + +………]……….(5)
(2 k +3) (2 k +5)(k +1) k (2 k +3)
Putting k=1 and replacing c 0by a in (5)

x x2
Y=ax(1+ + +. … .]=au.(say)
5 70
−1
Putting k= and replacing c 0by b
2
−1
Y=b x 2 [1- x -¿)+.. ….] = bv. (say)

The required solution is y=au+bv

a and b being arbitrary constant.

∎ 2 x 2 y ' ' −x y ' +( 1−x 2)y=0

Solution:

Given,

 2 x 2 y ' ' −x y ' +( 1−x 2)y=0 .. ………… (1)

1 ' (1−x 2 )
 y' ' - y+ y=0
2x 2 x2

Comparing it with y ' '+ p(x) y ' + Q(x)y=0, here

−1 (1−x 2 )
P(x)= and Q(x)= so that
2x 2 x2
−1 (1−x 2 )
x p(x)= , and x 2Q(x)=
2 2

The both P(x) and Q(x) are the analytic at x=0 and x=0 is a regular singular point. Let the series solution
of (1) be of the from,
∞
y= ∑ c m xk +m , c 0 ≠ 0 … … …(2)
m=0

∞
y ' = ∑ c m (k +m)x k +m−1 , c 0 ≠0
m=0

∞
y ' ' = ∑ c m (k +m)( k +m−1) x k +m−2 , c 0 ≠ 0 … … … .(3)
m=0

Substitution for y, y ' , y ' ' in (1), we have,

∞ ∞ ∞
2 k+m−2 k+m
⇒2 x ∑ c m (k +m)(k +m−1) x −x ∑ c m ( k +m ) x + ( x +1 ) ∑ c m x k +m=0
m=0 m=0 m =0

∞ ∞ ∞ ∞
k+ m
⇒ 2 ∑ c m ( k +m)( k +m−1) x k +m− ∑ c m ( k +m ) x + ∑ c m x k+m −∑ c m x k+m +2=0
m=0 m =0 m=0 m=0

∞ ∞
k +m
⇒ ∑ c m {2 ( k +m )( k + m−1 )−( k+ m )+1 }x − ∑ c m x k +m+2 =0
m =0 m =0
 ∞ ∞
2 k+m
⇒ ∑ c m {2(k +m) −3 ( k +m ) +1 }x − ∑ c m x k+m +2=0
m =0 m=0

∞ ∞
k+ m
⇒ ∑ c m (2 k +2 m−1) ( k + m−1 ) x − ∑ c m x k+ m+2=0 … …. … . …(4)
m =0 m=0

(4) is an identity. Equating to zero the co-efficient of the smallest power of x namely x k . (4) gives the
indicial equation,

 c 0 ( 2 k−1 ) ( k−1 )=0

 ( 2 k−1 )( k −1 )=¿ 0

So that,

1
K=1,
2
Which is are unequal and not differing by and integer. To obtain the recurrence relation we equate to
zero the coefficient of x k+m we obtain

 c m ( 2 k +2 m−1 )( k +m−1 )−c m−2=0

1
 c m= c ………………(6)
( 2 k+ 2 m−1 )( k + m−1 ) m−2
To obtain c 1, we gate now equate to zero the coefficient of x k+1 and get c 1(2k+1)k=0

1
So that c 1=0 for both roots k=1 and k= of the indicial equation. Then from (6) and c 1=0 we have,
2
c 1=c 3=c5 =¿0

1
Again m =2 in (6) gives, c 2= c
( 2 k+ 3 ) ( k +1 ) 0
Next m =2 in (6)

1
c 4= c
( 2 k+ 5 ) ( k +3 ) 2
1
= c
( k +1 ) ( k +3 ) ( 2 k +3 ) ( 2 k +5 ) 0
………………………………..

Putting these values in (2) i.e.

 Y= x k (c 0 +c 1 x +c 2 x2 + c3 x 3 … . .)
 x2 x4
 Y=c 0 x k (1+ + … …. .(7)
( k +1 ) ( 2k + 3 ) ( k +1 ) ( k +3 )( 2 k +3 ) ( 2 k +5 )

Putting k=1 and replacing c 0 by a in (7)

Y=ax ¿]=au (say)

1
Next, putting k= and replacing c 0 by b in (7)
2
1 x2 x4
Y=b x 2 [1+ + +. … … ..]=bv (say)
2.3 2.3 .4 .7
The required series is given by y=au+bv

Where a and b are the arbitrary constants.

Method of Variation of Parameter

Ex.1. Apply the method of variation of parameters to solve y2 + n2y = sec nx

Sol: y2 + n2y = sec nx …………. (i)

Working Role:
2 2 d
⇒ (D + n ) y = sec nx [ where D= ] ……..(ii)
dx vR
f(x) = - ∫ dx
A.E of (ii)
W
uR
D2 + n 2 = 0 ⇒ D2 = -n2 = i2n2 ⸫ D= ±ni g(x) = ∫ dx
W
C.F is = C1 cos nx + C2 sin nx
u v
Let, u = cos nx , v= sin nx , R= sec nx W= | |
u1 v 1
Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

u v
Now, W= | |u1 v 1
 cos nx sin nx
= |−nsinnx ncosnx |= (n cos2 nx + n sin2 nx) = n ≠0

vR sin nx . sec nx sin nx 1

f(x) =- ∫ dx = - ∫ dx = −∫ dx = ln(cos nx)
W n n cosnx n2
uR cos nx . sec nx x
g(x) = ∫ dx = ∫ dx =
W n n
1 x
⸫P.I = u f(x) + v g(x) = cos nx . 2 ln(cos nx)+ sin nx.
n n
1 x
The general solution y = C.F + P.I = C1 cos nx + C2 sin nx + cos nx . 2 ln(cos nx)+ sin nx.
n n

Ex.2. Apply the method of variation of parameters to solve y2 + 4y = 4 tan 2x

Solve: y2 + 4y = 4 tan 2x ……. (i)

d
⇒ (D2 + 4) y = 4tan 2x [ where D= ] ……..(ii)
dx
A.E of (ii)

D2 + 4 = 0 ⇒ D= ±2i

C.F is = C1 cos 2x + C2 sin 2x

Let, u = cos 2x , v= sin 2x , R= 4 tan 2x

Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

u v
Now, W= | |
u1 v 1

= |−2cossin2 2x x sin 2 x
2cos 2 x |
=2≠0

vR
dx = - 4 ∫
sin 2 x . tan 2 x
dx 1−cos2 2 x
f(x) =- ∫ = −2∫ dx
W 2 cos 2 x

=2 ∫ ¿ ¿ = sin 2x – log (sec 2x+tan 2x)

 uR cos 2 x . tan 2 x
g(x) = ∫ dx = ∫ dx = - cos 2x
W 2
⸫P.I = u f(x) + v g(x) = cos 2x {sin 2x – log (sec 2x+tan 2x)} + (sin 2x) (- cos 2x)

= – cos 2x log (sec 2x+tan 2x)

The general solution y = C.F + P.I = C1 cos nx + C2 sin nx - cos 2x log (sec 2x+tan 2x)

Ex.3. Apply the method of variation of parameters to solve y2 - y = 2/(1+ex)

Sol: y2 - y = 2/(1+ex) ………… (i)

d
⇒ (D2 -1) y = 2/(1+ex) [ where D= ] ……...(ii)
dx
A.E of (ii)

D2 - 1 = 0 ⇒ D= ±1

C.F is = C1 ex + C2 e-x

Let, u = ex, v= e-x, R2/(1+ex)

Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

u v e x e−x
Now, W= | | |
u1 v 1
= x
e −e−x
= -2 ≠ 0 | let, ex= z
vR {2/(1+ e¿¿ x )} dx so that, ex dx = dz
f(x) =- ∫ dx = - ∫ e−x dx ¿ =∫ x
¿
W −2 e (e ¿¿ x+ 1)
or, dx= (1/z) dz
dx 1 1 1
=∫ 2
z (1+ z) z z z (
= ∫ 2 − + dz )
= - z-1 – log z + log(1+z) = - e-x – x +log(1+ex), [ putting the vales of ex = z]

vR {2/(1+ e¿¿ x) }
g(x) =- ∫ dx = ∫ e x dx ¿ = - log(1+ex)
W −2
⸫P. I = u f(x) + v g(x)= ex {- e-x – x +log(1+ex)} + e-x{- log(1+ex)}
 Partial Differential Equation (P.D.E)

Partial Differential Equation (P.D.E):

Definition: An equation containing one or more partial derivatives of an unknown function of two or
more independent variable is known as a partial differential equation.

For example, of partial differential equation, we list the following:

3
∂z ∂z ∂z 2 ∂ y ∂z
+
∂x ∂ y
= z + xy ……………. (1) ( )
∂x
+
∂y 3 = 2x
∂x ( )
…………...(2)

∂z ∂z ∂2 y 1+∂ z 12
z( )+
∂x ∂ y
= x ……………… (3)
∂ x2
= (
∂x )
……………………..(4)

Order of a Partial Differential Equation:

Definition: The order of a partial differential equation is defined as the order of the highest partial
derivative of occurring in the partial differential equation.

Exam: Here: x, y independent & z

∂z ∂z dependent
1) 1st order: + = z + xy
∂x ∂ y ∂z ∂z
p= & q=
∂2 y 1+∂ z 1 ∂x ∂y
2) 2nd order:
∂x 2 =( ∂x ) 2
∂x
=0
3 ∂y
∂z 2 ∂ y ∂z
rd
3) 3 order:
∂x ( )
+
∂y 3 = 2x
∂x ( )
Degree of a Partial Differential Equation:

Definition: The degree of a partial differential equation is the degree of the highest order derivative
which occurs in it after the equation has been rationalized, i.e., made free from radicals and fractions so
far as derivatives are concerned. or [the degree of a differential equation is the power of its highest
derivative, after the equation has been made rational and integral in all of its derivatives.]

Exam:
3
∂z 2 ∂ y ∂z
st
1) 1 degree:
∂x ( )
+
∂y 3 = 2x
∂ x ( )
2 4 2
∂2 y ∂ y ∂3 y
nd
2) 2 degree:
[ ( )] ( )
+
∂ x2 ∂ x
= k2
∂ x3

Formation of Partial Differential Equations:

i) By the elimination of arbitrary constants.

ii) By the elimination of arbitrary functions.

Ex. 1: From the partial differential equation by eliminating arbitrary constant from the equation (x-h) 2
+ (y-k)2 + z2 = r2

Soln:

(x-h)2 + (y-k)2 + z2 = r2 …………… (i)

Differentiating (i) partially w.r.t x

∂z ∂z
2(x-h) + 2z = 0 ⇒ (x-h) = -z
∂x ∂x
Differentiating (i) partially w.r.t y

∂z ∂z
2(y-k) + 2z = 0 ⇒ (y-k) = -z
∂y ∂y
Putting the values in (i)

∂z 2 ∂z 2 2 2
(-z ) + (-z ) +z =r
∂x ∂y

∂z 2 ∂z 2
2 r2
⇒z [( ) + ( ) + 1] = r ⇒ p +q +1= 2 [ Soln]
2 2 2
∂x ∂y z

Ex. 2: From the partial differential equation by eliminating the arbitrary constant a and b from the
x2 y 2
following equation: 2z = 2 + 2
a b
Soln:

x2 y 2
2z = + ……………. (i)
a2 b2

Differentiating (i) partially w.r.t x

2x
2¿) =
a2
x 2 x
⇒p= 2 ⇒a =
a p
Differentiating (i) partially w.r.t y

2y 2 y
2¿) = 2 ⇒b =
b q
Putting the values in (i)

x2 y2
2z = .p + .q ⇒ 2z = px + qy, which is the required partial differential equation.
x y
H.W

Ex. 1: From the partial differential equation by eliminating arbitrary constant from the equation x 2 + y2
+ (z-c)2 = a2

Soln:

x2 + y2 + (z-c)2 = a2 ………………. (i)

Differentiating (i) partially w.r.t x

∂z
2x + 2(z-c) = 0 ⇒ x + (z-c) p = 0 ……………... (ii)
∂x
Differentiating (i) partially w.r.t y we get,

∂z
2y + 2(z-c) = 0 ⇒ y + (z-c) q = 0 ………………... (iii)
∂y

x2
Ex. 2: From the partial differential equation by eliminating arbitrary constant from the equation +
a2
y2 z2
+ =1
b2 c 2
Soln:

x2 y 2 z 2
+ + = 1 ……………………. (i)
a 2 b2 c 2
Differentiating (i) partially w.r.t x

∂z ∂z
2x 2z ∂ z c 2 x + za2 . ∂z za2 .
+ . =0 ⇒ ∂ x = 0 ⇒ c 2 x + za 2 . =0 ………….(ii) ⇒ c 2= - ∂ x …………. (iii)
a2 c2 ∂ x 2 2 ∂x
a c x
Again Differentiating (ii) partially w.r.t x

∂ z 2 2 ∂2 z
2
c +a .
2
( ) ∂x
+ a z . 2 = 0 ……………... (iv)
∂x

−z ∂ z ∂ z 2 ∂2 z
Putting this value of c2 in (ii) and dividing by a2, we obtain . +
x ∂ x ∂x ( )
+z . 2= 0
∂x

∂2 z ∂z 2 ∂ z
⇒ zx .
∂ x2
+x. ( )
∂x
-z
∂x
………………… (v)

Differentiating (i) partially w.r.t y, we get,

∂z
2 y 2z ∂ z 2 2 ∂z zb2 .
2 + 2 . = 0 ⇒ c y+ zb . =0 ……………… (vi) ⇒c =- 2
∂ y …………………. (vii)
b c ∂y ∂y
y
Again Differentiating (vi) partially w.r.t y

∂ z 2 2 ∂2 z
2
c +b .
2
( ) ∂y
+b z. 2= 0
∂y

−z ∂ z ∂ z 2 ∂2 z
Putting this value of c2 in (v) and dividing by b2, we obtain . +
y ∂y ∂y ( )
+ z. 2= 0
∂y

∂2 z ∂z 2 ∂z
⇒ zy .
∂ y2
+y. ( )
∂y
-z
∂y
= 0 ……. (viii)

∂ z ∂z ∂2 z ∂ z ∂z ∂2 z
Differentiating (ii) partially w.r.t y, 0+ a2 { ( )( ) (
.
∂ y ∂x
+z
∂ x∂ y )
}=0 ⇒ .
∂y ∂x
+z ( )( ) (
∂ x∂ y
=0 )
…….(ix)

(v), (viii) & (ix) are three possible forms of the required partial differential equations.

Find the Lagrange’s subsidiary equation from the standard from:

φ (u, v) = 0 …………………(i)
u, v are the function of x, y and z. z dependent and x, y is independent variable.
Lagrange subsidiary
differentiating (i) w.r.t x we get, equation:

∂ φ ∂ u ∂ x ∂u ∂ y ∂ u ∂ z ∂φ ∂v ∂x ∂ v ∂ y ∂v ∂ z dx dy dz
( . + . + .
∂u ∂x ∂x ∂ y ∂x ∂ z ∂x
+ . + ). + .(
∂ v ∂x ∂x ∂ y ∂x ∂ z ∂ x
=0 ) =
P Q R
=

∂φ ∂u ∂u ∂φ ∂v ∂v Pp+ Qq = R ⇒ Standard from

⇒
∂u ∂x
+p(∂z
+
∂ v ∂x )
+q
∂z (
=0 )
 ∂φ ∂φ ∂v ∂v ∂u ∂u
⇒ /
∂u ∂ v
=-
∂x
+q (
∂z
/
∂x
+p
∂z )( ) ……………… (ii)

Similarly differentiating (i) w.r.t y we get,

∂φ ∂φ ∂v ∂v ∂u ∂u
/
∂u ∂ v
=-
∂y
+q (
∂z
/
∂y
+p
∂z )( ) …………….. (iii)

From (ii) & (iii)

( ∂∂ vx + q ∂∂ vz ) = ( ∂∂ vy +q ∂∂ vz )
( ∂∂ ux + p ∂u∂z ) ( ∂∂ uy + p ∂u∂z )
∂u ∂u ∂v ∂u ∂v ∂u ∂u ∂ v ∂ u ∂ v ∂u ∂v ∂u ∂v
⇒ . + .q . + p. . + pq . = . + q. . + p. . + pq
∂x ∂ y ∂x ∂z ∂z ∂ y ∂ z ∂z ∂x ∂ y ∂x ∂ z ∂z ∂ y
∂u ∂ v
.
∂ z ∂z
∂ v ∂u ∂u ∂ v ∂v ∂u ∂u ∂v ∂u ∂v ∂u ∂u
⇒p( . - . )+q( . - . )= . - .
∂z ∂y ∂z ∂ y ∂x ∂ z ∂x ∂ z ∂x ∂ y ∂x ∂ y
∂ v ∂u ∂u ∂ v ∂v ∂u ∂u ∂v ∂u ∂v
⇒ Pp + Qq = R Where, P= . - . , Q= . - . , R= . -
∂z ∂y ∂z ∂ y ∂x ∂ z ∂x ∂ z ∂x ∂ y
∂u ∂u
.
∂x ∂ y
2nd Part: u= c1 & v = c2 are two solution total differentiation

∂u ∂u ∂u
. dx + . dy + . dz = 0 ………………… (iv)
∂x ∂y ∂z
∂v ∂v ∂v
And . dx + . dy + . dz = 0 ………………… (v)
∂x ∂y ∂z
Now from (iv) & (v)

dx dy dz
dx dy dz
∂ v ∂ u ∂u ∂ v = ∂ v ∂u ∂u ∂ v = ∂u ∂ v ∂ u ∂ u ⇒ = =
. − . . − . . − . P Q R
∂z ∂ y ∂ z ∂ y ∂ x ∂z ∂ x ∂z ∂ x ∂ y ∂ x ∂ y

Exam-01: Solve yzp + zxq = xy

Soln: Here P = yz, Q = zx, R = xy

dx dy dz dx dy dz
We know the Lagrange subsidiary equation are = = ⇒ = =
P Q R yz zx xy
From the fraction,

dx dy
= ⇒ ∫ x dx = ∫ y dy [ By intrigating]
yz zx
⇒ x2 -y2 = a

Let, u = x2 -y2 = a

dy dz
Again, from the fraction, = ⇒ y2 – z2 = b Let, v = y2 – z2 = b
zx xy
The required solution is φ (u, v) = φ (x2 -y2, y2 – z2) =0

Exam-02: Solve y2p - xyq = x(z-2y)

Soln: Here P = y2, Q = -xy, R = x(z-2y)

dx dy dz dx dy dz
We know the Lagrange subsidiary equation are = = ⇒ 2= =
P Q R y −xy x (z−2 y)
From the fraction,

dx dy dx dy
2
= ⇒ = ⇒ x2 + y2 = a Let, u = x2 + y2 = a
y −xy y −x
Again, from the fraction

dy dz dy dz y2
= ⇒ = ⇒ z dy – 2y dy = - dz ⇒ z dy + y dz - 2 = b
−xy x ( z−2 y ) − y ( z−2 y) 2
⇒ d(xy) – y2 = b ⇒ zy – y2 = b [ let, v= zy – y2 = b]

The required solution is φ (u, v) = φ (x2 + y2, zy – y2) = 0 .

 Find the general integral of ( mz – ny)p + (nx – lz)q = ly -mz by the using multiplier method.

dx dy dz
Soln: Lagrange subsidiary equation are = = ……………………. (i)
mz−ny nx −lz ly −mz
choosing l, m & n as multipliers of equation (i)

ldx +m dy +n dz ldx +m dy +n dz
=
lmz−lny +mnx−mlz +lny−mnx 0
dx l dx +m dy+ n dz
Now from the fraction, = ⇒ l dx+ mdy +n dz = 0 ⇒ lx +my +nz = 0
mz−ny 0
 let u = lx +my +nz = a

Again, choosing x, y & z as multipliers of each fraction equation (i)

x dx + y dy + z dz x dx + y dy + z dz
=
mzx−nxy +nxy−lzy +lzy−mzx 0

dy x dx + y dy + z dz x2 y 2 z2
Now from the fraction, =¿ ⇒ x dx+ y dy + z dz = 0 ⇒ + + = b’
nx−lz 0 2 2 2
⇒ x2 + y2 + z2 = b

Let, v = x2 + y2 + z2 = b

The required general integral is φ (u, v) = φ (lx +my +nz , x2 + y2 + z2) = 0.

 Find the general integral of (y - z) p + (z – x) q = x-y to represent a surface pushing through the
curve z=0 & y = 2x

dx dy dz
Soln: Lagrange subsidiary equation are = = ……………………. (i)
y−z z− x x− y
choosing x, y & z as multipliers of equation (i)

x dx + y dy + z dz x dx + y dy + z dz
=
xy−xz + yz−xy + xz−zy 0
dx x dx + y dy + z dz
Now from the fraction, =¿ ⇒ x dx+ y dy + z dz=0 ⇒ x2 + y2 + z2 = a ………. (ii)
y−z 0
Again, choosing 1, 1 & 1 as multipliers of equation (i)

dx +dy + dz dx+ dy +dz

= ⇒ dx +dy + dz = 0 ⇒ x + y + z = b ………………. (iii)
( y−z ) + ( z−x )+(x− y ) 0

when z= 0 & y = 2x

⇒ x2 + y2 = a x+y=b

⇒ x2 = a/5 …...(iv) x = b/3 ⇒ x2 = b2 / 9 …………... (v)

From (iv) & (v) ⇒ a/5 = b2 / 9 ⇒ 9a = 5b2 ⇒ 9(x2 + y2 + z2) = ( x + y + z)2

 Solve (y2 + z2 – x2) p – 2xyq = - 2xz the general integral.

 dx dy dz
Soln: Lagrange subsidiary equation are = = ……………………. (i)
y + z −x −2 xy −2 xz
2 2 2

Taking the last two fractions of (i), we have

dy dz dy dz
= ⇒ = ⇒ log y – log z = log c1 ⇒ y/z = c1 ………………. (ii)
−2 xy −2 xz y z
choosing x, y & z as multipliers of equation (i)

x dx + y dy+ z dz x dx + y dy + z dz
2 2 3 2 2 = 2 2 2
xy + x z −x −2 x y −2 x z −x ( x + y + z )
x dx + y dy + z dz dz 2 x dx+ 2 y dy +2 z dz dz
Now from the fraction, 2 2 2 = ⇒ - =0
−x ( x + y + z ) −2 xz x 2+ y 2+ z 2 z

⇒ log x 2+ y 2+ z 2 – log z = log c2 ⇒ ( x 2+ y 2+ z 2)/z = c2

The required general integral is φ (u, v) = φ {y/z, ( x 2+ y 2+ z 2)/z} = 0.

 Find the general integral of (y-z) {2xyp + (x 2 – y2) q} + z (x2 – y2) = 0 when x = t2, y=0, z= t3

dx dy dz
Soln: Lagrange subsidiary equation are = = ……………………. (i)
2 xy ( y −z) ( y −z)(x − y ) −z ( x 2− y 2 )
2 2

Charpit’s Method
Definition: A method for finding a complete integral of the general first-order partial differential
equation in two independent variables; it involves solving a set of five ordinary differential equations.

or, It is a general method for solving (finding the complete solution) of Non- Linear first order partial
equation.

Let he given partial equation differential of first order and non-linear i p & q be

f(x, y, z, p, q)=0

We know that dz = p dx + q dy
Charpit’s auxiliary equation:

dp dq dz dx dy
dF
∂f ∂f = ∂f ∂f = ∂f ∂ f = −∂ f = −∂ f =
∂x
+p
∂z ∂ y
+q .
∂z
−p
∂p( )
−q ( )
∂q ∂p ∂q
0

 Find a complete integral of z = px + qy + p2 + q2

Sol. : Let, f(x, y, z, p, q) = z - px - qy - p 2 - q2

∂f ∂f ∂f ∂f ∂f
Here, = -p, = 1, = -q, = -2p-x, = -y – 2q.
∂x ∂z ∂y ∂p ∂q
We know the Charpit’s auxiliary equation:

dp dq dz dx dy
dF
∂f ∂f = ∂f ∂f = ∂f ∂ f = −∂ f = −∂ f =
∂x
+p
∂z ∂ y
+q .
∂z
−p
∂p( )
−q ( )
∂q ∂p ∂q
0

dp dq dz dx dy dF
⇒ = = = = =
−p + p −q+ q −p (−2 p− x ) −q(− y−2 q) x+2 p y+ 2 q 0
From fraction From fraction

dp dx dq dy
= =
0 x+2 p 0 y+ 2 q
⇒ (x+2p) dp = 0 ⇒ (y+2q) dq = 0

⇒ ∫ dp=∫ 0 ⇒ ∫ dq=∫ 0
⇒p=a ⇒q=b

putting the values of p & q in the equation: z = ax + by + a 2 + b2

 p – 3x2 = q2 – y

Sol. Let, f (x, y, z, p, q) = p – 3x2 – q2 + y ………………. (i)

∂f ∂f ∂f ∂f ∂f
Here, = -6x, = 0, = 1, = 1, = – 2q.
∂x ∂z ∂y ∂p ∂q
We know the Charpit’s auxiliary equation:

dp dq dz dx dy
dF
∂f ∂f = ∂f ∂f = ∂f ∂ f = −∂ f = −∂ f =
∂x
+p
∂z ∂ y
+q .
∂z
−p
∂p( )
−q ( )
∂q ∂p ∂q
0
 dp dq dz dx dy dF
⇒ = = = = =
−6 x+ p .0 1+ q .0 −p .1−q(−2 q) −1 2q 0
dp dx
From the fraction = ⇒ dp = 6x dx ⇒ p = 3x2 + a
−6 x −1
putting this value in (i) ⇒ 3x2 + a – 3x2 – q2 + y = 0

⇒ q2 = a + y ⸫ q = ±√ a+ y

Now, dz = p dx + q dy
2
⇒ ∫ dz = ∫ (3 x + a) dx ± ∫ √ a+ y dy

x3 2 3
⇒ z = 3. + ax ± (a+ y) 2 + b
3 3
2 3
⇒ z = x3 + ax ± 2 + b Ans.
3 (a+ y)

 q = 3p2

Sol. Let, f (x, y, z, p, q) = q – 3p2 = 0 ………………. (i)

∂f ∂f ∂f ∂f ∂f
Here, = 0, = 0, = 0, = -6p, = 1.
∂x ∂z ∂y ∂p ∂q
We know the Charpit’s auxiliary equation:

dp dq dz dx dy
dF
∂f ∂f = ∂f ∂f = ∂f ∂ f = −∂ f = −∂ f =
∂x
+p
∂z ∂ y
+q .
∂z
−p ( )
∂p
−q ( )
∂q ∂p ∂q
0

dp dq dz dx dy dF
⇒ = = = = =
0+ p .0 0+q .0 −p . (−6 p ) −q .1 6 p −1 0
dp dx
From the fraction = ⇒ 6p dp = 0 ⇒ dp = 0 ⇒p=a
0 6p
putting this value in (i) ⇒ q – 3a2 = 0 ⇒ q = 3a2

Now, dz = p dx + q dy

⇒ ∫ dz = ∫ a dx + ∫ 3 a 2 dy
⇒ z = ax + 3a2y + b [Ans.]