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Jacobi Method For Nonlinear First-Order Pdes

This document describes Jacobi's method for solving first-order nonlinear partial differential equations (PDEs). It explains that Jacobi's method introduces two auxiliary PDEs involving arbitrary constants to transform the given PDE into an integrable form. The method then solves the transformed PDE using Charpit's method. An example applies Jacobi's method to find the complete integral of the PDE p^2x + q^2y = z. Practice problems are provided to find the complete integrals of additional PDEs using Jacobi's method.

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Madhu Ronda
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294 views3 pages

Jacobi Method For Nonlinear First-Order Pdes

This document describes Jacobi's method for solving first-order nonlinear partial differential equations (PDEs). It explains that Jacobi's method introduces two auxiliary PDEs involving arbitrary constants to transform the given PDE into an integrable form. The method then solves the transformed PDE using Charpit's method. An example applies Jacobi's method to find the complete integral of the PDE p^2x + q^2y = z. Practice problems are provided to find the complete integrals of additional PDEs using Jacobi's method.

Uploaded by

Madhu Ronda
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 37

Lecture 7 Jacobi Method for Nonlinear First-Order PDEs

Consider the following first-order PDE of the form

f (x, y, z, ux , uy , uz ) = 0, (1)

where x, y, z are independent variables and u is the dependent variable. Note that the
dependent variable u does not appear in the PDE (1).

Idea of Jacobi’s Method: The fundamental idea of Jacobi’s method is to introduce


two first-order PDEs involving two arbitrary constants a and b of the following form

h1 (x, y, z, ux , uy , uz , a) = 0, (2)
h2 (x, y, z, ux , uy , uz , b) = 0 (3)

such that
∂(f, h1 , h2 )
̸= 0 (4)
∂(ux , uy , uz )
and

• Equations (1), (2) and (3) can be solved for ux , uy , uz ;

• The equation
du = ux dx + uy dy + uz dz (5)

is integrable.

If h1 = 0 and h2 = 0 are compatible with f = 0 then h1 and h2 satisfy

∂(f, h) ∂(f, h) ∂(f, h)


+ + =0 (6)
∂(x, ux ) ∂(y, uy ) ∂(z, uz )

for h = hi , i = 1, 2. Equation (6) leads to a semi-linear PDE of the form

∂h ∂h ∂h ∂h ∂h ∂h
fux + fuy + fuz − fx − fy − fz =0 (7)
∂x ∂y ∂z ∂ux ∂uy ∂uz

for h = hi , i = 1, 2. The associated auxiliary equations are given by

dx dy dz dux duy duz


= = = = = . (8)
fux fuy fuz −fx −fy −fz

The rest of the procedure is same as in Charpit’s method.


MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 38

The method just described above can be applied to solve first-order equation of the
form
f (x, y, z, p, q) = 0. (9)

Next, we shall show how to transform the equation f (x, y, z, p, q) = 0 into the equation
g(x, y, z, ux , uy , uz ) = 0 so that the above procedure can be applied.

If u(x, y, z) is a relation between x, y and z and satisfies (9) then we have

ux + uz zx = 0 =⇒ ux + uz p = 0 =⇒ p = −ux /uz ,
uy + uz zy = 0 =⇒ uy + uz q = 0 =⇒ q = −uy /uz .

Substituting
p = −ux /uz and q = −uy /uz

in (9) we obtain an equation

g(x, y, z, ux , uy , uz ) = 0 (10)

which can be solved by the Jacobi’s method.


EXAMPLE 1. Find a complete integral of p2 x + q 2 y = z by Jacobi’s method.

Step 1: (Converting the given PDE into the form f (x, y, z, ux , uy , uz ) = 0).

Set p = −ux /uz and q = −uy /uz in the given PDE to obtain

u2x u2y
x + y=z
u2z u2z
=⇒ xu2x + yu2y − zu2z = 0.

Thus,
f (x, y, z, ux , uy , uz ) = xu2x + yu2y − zu2z = 0. (11)

Step 2: Solving PDE (11) by Jacobi’s method

Step 2(a): Compute fux , fuy , fuz , fx , fy , fz

fux = 2xux , fuy = 2yuy , fuz = −2zuz , fx = u2x , fy = u2y , fz = −u2z .

Step 2(b): Writing auxiliary equation and solving for ux , uy and uz .

The auxiliary equations are given by


dx dy dz dux duy duz
= = = = =
fux fuy fuz −fx −fy −fz
dx dy dz dux duy duz
=⇒ = = = = = 2
2xux 2yuy −2zuz −u2x −u2y uz
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 39

Now,
dx dux ux dx −2xdux
= =⇒ =
2xux −ux2 2xux2 2xu2x
=⇒ ux dx = −2xdux
dx dux
=⇒ = −2
x ux
=⇒ log x = −2 log(ux ) + log(a)
=⇒ log x + log(u2x ) = log(a)
( a )1/2
=⇒ xu2x = a =⇒ ux = .
x
Similarly, we get
( )1/2
b
yu2y = b =⇒ uy = .
y
and [ ]1/2
(a + b)
uz = .
z

Step 2(c): Solving the equation du = ux dx + uy dy + uz dz.

( a )1/2 ( )1/2 ( )
b a + b 1/2
du = dx + dy + dz
x y z
=⇒ u = 2(ax)1/2 + 2(by)1/2 + 2((a + b)z)1/2 + c. (12)

Step 3: (Finding solution of the given PDE from the solution of PDE (11)).

Writing u = c in (12), we get the complete integral of the given PDE as


[( )1/2 ( )1/2 ]2
ax by
z= + .
a+b a+b

Practice Problems
Find the complete integral of the following PDEs:

1. (p2 + q 2 )y = qz

2. z 2 = pqxy

3. 2(y + zq) = q(xp + yq)

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