Core Course- 9 (MTMA) Date: 28.04.

2020

PARTIAL DIFFERENTIAL EQUATIONS

CHARPIT’S METHOD

[Solved Problems with assignments]

by

Dr. N. Roy

Department of Mathematics
Surendranath College, Kolkata

General method of solving partial differential

equations of order one but of any degree
[Deduction of Charpit’s auxiliary equations is uploaded earlier]

Charpit’s Method

This is general method for solving partial differential equations (PDE) with
two independent variables. The problems which are not solvable by standard
methods, then we may solve those using this method.

1 Charpit’s auxiliary equations

Let
f (x, y, z, p, q) = 0, (1)
We relate this equation to
F (x, y, z, p, q) (2)
Then we have the system of Charpit’s auxiliary equations as
dx dy dz dp dp F
= = = = = (3)
−fp −fq −pfp − qf( q) fx + pfz fy + qfz 0

2 Working Rule when we use the Charpit’s method

STEP-I. Shift all the terms of the equation to the L.H.S and term the entire
expression by f.

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STEP-II. Write down the Charpit’s auxiliary equations, i.e.
dx dy dz dp dp
∂f = ∂f = = =
− ∂p − ∂q −p ∂p − q ∂f
∂f
∂q
∂f
∂x
+ p ∂f
∂z
∂f
∂y
+ q ∂f
∂z

STEP-III. Obtain ∂f , ∂f , ∂f ,...etc using the value of f in STEP-I and sub-

∂x ∂y ∂z
stitute in Charpit’s auxiliary equations.

STEP-IV. After simplification the results getting from STEP-III, select two
suitable ratios in such a way that the integral may come out to be the simplest
relation involving atleast one of p and q.

STEP-V. After solving the relations mentioned in STEP-IV along with the
given equation, find out p and q. Put these value of p and q in dz = p dx+ q dy
which on integration gives complete premitive or complete solution of the given
partial differential equation.
Exercise 1. Find the complete integral of z = px + qy + p2 + q 2
Solution: Here the given partial differential equation is

f (x, y, z, p, q) = z − px − qy − p2 − q 2 = 0 ......................(1)

Now,the Charpit’s auxiliary equations are

dp dp dz dx dy
= ∂f = ∂f = ∂f =
∂f
∂x
+ p ∂f
∂z
∂f
∂y
+ q ∂z −p ∂p − q ∂q
∂f
− ∂p − ∂f
∂q

or,
dp dq dz
= =
−p + p −q + q −p (−x − 2p) − q(−y − 2q)
dx dy
= =
−(−x − 2p) −(−y − 2q)
which gives, dp = 0 and dq = 0. Integrating p = a, q = b, a, b are arbitrary
constants. Putting the values of p and q in equation (1), the complete integral
is
z = ax + by + a2 + b2
a, b are arbitrary constants.

Exercise 2. Find the complete integral of q = 3 p2

Solution: Here the given partial differential equation is

f (x, y, z, p, q) = 3 p2 − q = 0, ...................................(1)

2
Now, the Charpit’s auxiliary equations are

dp dp dz dx dy
= ∂f = ∂f = ∂f =
∂f
∂x
+ p ∂f
∂z
∂f
∂y
+ q ∂z −p ∂p − q ∂q
∂f
− ∂p − ∂f
∂q

or,

dp dq dz dx dy
= = = = ....................(2)
0 + p.0 0 + q.0 −p. 6p + q −6p 1

Taking the first fraction, we have dp = 0 which gives p = a, a being arbitrary

constant. Putting the value of p in (1) we get q = 3a2 . Substituting these
values of p and q in dz = p dx + q dy, we get

dz = a dx + 3a2 dy

so that
z = a x + 3a2 y + b
which is a complete integral with a and b are arbitrary constants.

Exercise 3. Find the complete integral of p = (qy + z)2

Solution: Here the given partial differential equation is

f (x, y, z, p, q) = p − (qy + z)2 = 0, ...................................(1)

Now, the Charpit’s auxiliary equations are

dp dp dz dx dy
= ∂f = ∂f = ∂f =
∂f
∂x
+ p ∂f
∂z
∂f
∂y
+ q ∂z −p ∂p − q ∂q
∂f
− ∂p − ∂f
∂q

or,

dp dq dz dx dy
= = = =
2p(qy + z) 2q(qy + z) (−p)(−1) − q.2(qy + z)y −(−1) −2y(qy + z)

Taking the 1st and 5th ratios, we get

dp dy
+ = 0,
p y

Integrating, log p + log y = log a, which gives, p = ay .

√
Substitute in (1), we have, ay = (qy + z)2 , which gives, q = a
y
− z
y
,
Substituting these value of p and q in dz = p dx + q dy, we get,
√
a a z
dz = dx + ( − ) dy
y y y

3
or √
a
y dz + z dy = a dx + dy
y
√
After integration, we get, yz = ax + 2 (ay) + b, which is a complete integral
with a and b are arbitrary constants.

Exercise 4. Find the complete integral of 2z x − p x2 − 2q x y + p q = 0

Solution: Here the given partial differential equation is

f (x, y, z, p, q) = 2z x− p x2 −2qx y + p q = 0, ...................................(1)

Now, the Charpit’s auxiliary equations are

dp dq dz dx dy
= = = 2 =
2z − 2qy 0 (px − pq + 2xyq − pq)
2 x −q 2xy − p

2nd ratio gives, dq = 0, which implies, q = a, a being an arbitrary constant.

Substitute in (1), we have, 2zx − px2 − 2ax y + p a = 0, which gives,
p = 2x(z−ay)
x2 −a
,
Substituting these values of p and q in dz = p dx + q dy, we get,

2x (z − ay)
dz = dx + a dy
x2 − a
or
dz − a dy 2x
= 2 dx
z − ay x − a
After integration, we get, log (z − ay) = log (x2 − a) + log ,
or, (z − ay) = b(x2 − a),
i.e. z = ay + b(x2 − a) which is a complete integral with a and b are arbitrary
constants.

Exercise 5. Find the complete integral of p2 + q 2 − 2px − 2qy + 2xy = 0

Solution: Here the given partial differential equation is

f (x, y, z, p, q) = p2 +q 2 −2px−2qy +2xy = 0, ...................................(1)

Now, the Charpit’s auxiliary equations are

dp dp dz dx dy
= ∂f = ∂f = ∂f =
∂f
∂x
+ p ∂f
∂z
∂f
∂y
+ q ∂z −p ∂p − q ∂q
∂f
− ∂p − ∂f
∂q

or,
dp dq dz dx dy
= = = =
−2p + 2y −2q + 2x −2p + 2xp − 2q + 2yq
2 2 2x − 2p 2y − 2q

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Which implies,
dx + dy dp + dq
= ,
2x − 2p + 2y − 2q −2p + 2y − 2q + 2x
which gives dx + dy = dp + dq, On integration which gives,

x+y+ a= p+q .......................(2)

a being an arbitrary constant. Now (1) can be written as

(p − x)2 + (q − y)2 = (x − y)2 ....................(3)

Substitute the value of (q-y) from (2) in (3), we have,

(p − x)2 + [a − (p − x)]2 = (x − y)2

or,
2(p − x)2 − 2a (p − x) + [a2 − (x − y)2 ] = 0
Therefore, √
2a ± 4a2 − 4.2[a2 − (x − y)2 ]
(p − x) =
√ 4
or, p = x + 1
2
+ 2(x −
[a − ],
y)2 a2 (Taking +ve sign only)
Substituting this√value in (2), we have
q = y + 12 [a − 2(x − y)2 − a2 ]
These values of p and q give us from the equation dz = p dx + q dy,
1 √ 1 √
dz = (x + [ a + 2(x − y)2 − a2 ]) dx + (y + [ a − 2(x − y)2 − a2 ]) dy
2 2
√
a 1 1 2
= xdx + ydy + (dx + dy) + √ [(x − y)2 − a ] (dx − dy)
2 2 2
After integration, we get,

√
2z = x2 + y 2 + ax + ay + √
2 2
1 a a a2
√ [ (x − y) ((x − y)2 − ) − log { (x − y) + (x − y)2 − }]
2 2 2 2
which is a complete integral with a as arbitrary constant.

Exercise 6. Find the complete integral of p2 x + q 2 y = z

Solution: Here the given partial differential equation is

f (x, y, z, p, q) = p2 x + q 2 y − z = 0, ...................................(1)

Now, the Charpit’s auxiliary equations are

dp dq dz dx dy
= = = =
−p + p 2 −q + q 2 −2(p x − q y)
2 2 −2px −2qy

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From which, we have
p2 dx + 2px dp q 2 dy + 2qy dq
=
p2 x q2y
Integrating, log p2 x = log q 2 y +log a, which gives, p2 x = aq 2 y ...................(2)
a being an arbitrary constant. Substitute in (1), we have, aq 2 y + q 2 y = z,
z 1
which gives, q = ( (1+a)y )2 ,
az 1
(1) gives p = ( (1+a)x )2 ,
Substituting these values of p and q in dz = p dx + q dy, we get,
az 1 z 1
dz = ( ) 2 dx + ( ) 2 dy
(1 + a)x (1 + a)y
or √ dz √ dx dy
(1 + a) √ = a √ + √
z x y
√ √ √
After integration, we get, ((1 + a)z) = (ax) + y + b,
which is a complete integral with a and b are arbitrary constants.

Home Work 1. Find the complete integrals of

(i) 2(z + x p + yp) = y q 2
(ii)z 2 = pqxy
(iii) xp + 3yq = 2(z − x2 q 2 )
(iv) z 2 (p2 z 2 + q 2 ) = 1
(v) (p2 + q 2 )y = qz
(vi) (p + q)(px + qy) = 1

*************************************************************
COMPLETE THE ABOVE PROBLEMS WITH IN TWO WEEKS
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References

[1] Ian Sneddon, Elements of Partial Differential Equations, Mcgraw-Hill

International Edition(2001).
[2] R. K. Ghosh, K. C. Maity, An introduction to Differential Equations,
New Central Book Agency(P) Ltd.(2011) .
[3] P. Anuradha, V. Sudhakar, Linear Algebra and Partial Differential Equa-
tions, Scitech Publications (India)Pvt. Ltd.(2019).
[4] R. K. Gupta, Partial Differential Equations, Krishna Prakashan Me-
dia(P) Ltd.(2011) .