Chapter 2

First-Order Partial Differential Equations

BY

Prof. D. C. Sanyal

Retired Professor Of Mathematics

University Of Kalyani
West Bengal, India
E-mail : dcs [email protected]

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Module-5: Solutions Satisfying Given Conditions

1. Introduction
The present section is concerned with the determination of the equation of the
surfaces which satisfy the first-order partial differential equation

F(x, y, z, p, q) = 0 (1)

as well as some other conditions, e.g. passing through a given curve or circumscribing
a given surface. In addition, we derive one complete integral from the other.

2. Integral Surface Passing Through a Given Curve

Let us determine the solution of the equation (1) which passes through a given
curve Γ having parametric equations x = x(t), y = y(t), z = z(t), t being the parameter.
For an integral surface through the curve, it is either

(a) a particular case of the complete integral

f (x, y, z, a, b) = 0 (2)

where the constants a or b are given arbitrary values, or

(b) a particular case of the general integral corresponding to (2), i.e. the envelope of a
one-parameter subsystem of (2), or

(c) the envelope of a two-parameter system (2).

It is obvious that the solution does not fall into category (a) or (c). So we consider the
case (b) only.
Suppose that a surface S of the type (b) passes through a curve Γ . Then at its every
point, the envelope S is touched by a member of the subsystem. In particular, at each
point P of the curve Γ we may suppose that it is touched by a member SP , say, of the
subsystem, and since SP touches S at P , it also touches S at the same point. Thus, S is
the envelope of a one-parameter subsystem of (2) each of whose members touches the
curve Γ , provided that such a subsystem exists. To determine S, we have to consider

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Chapter 2 First-Order Partial Differential Equations

the subsystem made up of those members of the family (2) touching the curve Γ . The
points of intersection of the surface (2) and the curve Γ are determined in terms of the
parameter t by the equation

f {x(t), y(t), z(t), a, b} = 0 (3)

and the equation that the curve Γ touches the surface (2) is that the equation (3) has
two equal roots, i.e. the equation (3) and the equation

∂
f {x(t), y(t), z(t), a, b} = 0 (4)
∂t

have a common root, the condition for which is the t-eliminant by (3) and (4) in the
form

ϕ(a, b) = 0

This can be factorized into a set of alternative equations

b = ψ1 (a), b = ψ2 (a), · · · (5)

each of which defines a subsystem of one-parameter. The envelope of each of these

one-parameter subsystems is a solution of the problem.

Example 1: Find a complete integral of the equation p2 x +qy = z and hence derive the
equation of an integral surface of which the line y = 1, x + z = 0 is a generator.

Solution: Let F(x, y, z, p, q) = z − p2 x − qy = 0. Then Charpit’s equations are

dx dy dz dp dq
= = = 2 =
−2px −q −2p x − qy p + p
2 0

The last equation gives q = constant = a, say. The given equation then gives
( )1/2
z − ay d(z − ay) dx
p= dz = pdx + qdy ⇒ = 1/2
x (z − ay) 1/2 x

which, on integration, leads to (z−ay)1/2 = x1/2 +b1/2 , where b is constant. This solution
can be written as

(x + ay − z + b)2 = 4bx (1)

which is the complete integral.

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 Chapter 2 First-Order Partial Differential Equations

Now, the parametric equations of the given line are

x = t, y = 1, z = −t. (2)

The intersection of (1) and (2) is determined by (2t + a + b)2 = 4bt, i.e. by the equation
4t 2 + 4at + (a + b)2 = 0 which has equal roots if a2 = (a + b)2 , i.e. if b = −2a. The
appropriate one-parameter subsystem is

(x + ay − z − 2a)2 = −8ax, i.e.(y − 2)2 a2 + 2{x(y + 2) − z(y + 2)}a + (x − z)2 = 0

and has for its envelope {x(y + 2) − z(y − 2)} = (y − 2)2 (x − z)2 , i.e. xy = z(y − 2).

The function z defined by this equation is the solution of the problem.

3. Problem of Finding One Complete Integral From the Other

Let us suppose that
f (x, y, z, a, b) = 0

be a complete integral. We now show that there exists another relation

g(x, y, z, c, d) = 0 (6)

involving two arbitrary constant c and d which is also a complete integral. On the sur-
face (6) we choose a curve Γ whose equations contain the constants c, d as independent
parameters and then find the envelope of the one-parameter subsystem of (2) touch-
ing the curve Γ . Since this solution contains two arbitrary constants, it is a complete
integral.

Example 2: Show that the partial differential equation 2xz + q2 = x(xp + yq) has a
complete integral z + a2 x = axy + bx2 and deduce that x(y + cx)2 = 4(z − dx2 ) is also
a complete integral.

Solution: Let F(x, y, z, p, q) = 2xz + q2 − x(xp + yq) = 0. Then Charpit’s equations are
dx dy dz dp dq
= = = = .
−x2 2q − xy −px2 + 2q2 − qxy −2z + yq −qx
From the first and last equations, we get on integration q = ax, where a is constant.
Then the equation F(x, y, z, p, q) = 0 gives p = (2z + a2 x − axy)/x, so that the relation
dz = pdx + qdy leads to
( ) ( 2) ( )
2z + a2 x − axy z a y
dz = dx + axdy ⇒ d 2 + d =ad
x x x x

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Chapter 2 First-Order Partial Differential Equations

z 2 y
which, on integration, gives x2
+ ax = a x + b, i.e. z + a2 x = axy + bx2 which is a complete
integral, b being a constant.
Now we show that

x(y + cx)2 = 4(z − dx2 ) (1)

c2 x3 +4dx2
is also a complete integral. Let us consider the curve Γ : y = 0, z = 4 on the
surface (1). At the intersections of z + a2 x = axy + bx2 and the curve Γ , we have

c2 x2 + 4(d − b)x + 4a2 = 0

which has equal roots when b = d ± ac. Taking b = d + ac, the subsystem has the
equation z + a2 x = axy + (d + ac)x2 , i.e. a2 x − x(cx + y)a + (z − ax2 ) = 0 which has the
envelope x2 (cx + y)2 = 4x(z − dx2 ), i.e. x(y + cx)2 = 4(z − dx2 ). This is, therefore, a
complete integral.

4. Integral Surface Circumscribing a Given Surface

Two surfaces circumscribe each other if they touch along a curve, e.g. a coni-
coid and its enveloping cylinder and this curve may not be a plane curve. Suppose
the partial differential equation (1) : F(x, y, z, p, q) = 0 has a complete integral of the
form (2) :f (x, y, z, a, b) = 0. We determine, by the use of (2), an integral surface of (1)
circumscribing the surface

Σ : ϕ(x, y, z) = 0 (7)

Fig. 2

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 Chapter 2 First-Order Partial Differential Equations

Consider the surface

E : ψ(x, y, z) = 0 (8)

of the required kind. Then it falls under the category (b) explained earlier. Since the
possibility of occurrence of (b) is frequent, so we consider this type. Now E is the
envelope of a one-parameter subsystem S of a two-parameter system (2) and, so it is
touched at each point P of Γ by a member SP of the subsystem S. Since SP touches E
at P , so it also touches Σ at P . Hence the equation (8) represents the envelope of the
set of surfaces (2) which touch the surface (7).
Let us now find the surface (2) which touches E and see whether this provides a
solution of the equation (1). The surface (2) touches the surface (7) if the equations (2)
(7) and
fx fy f
= = z (9)
ϕx ϕy ϕz
are consistent, the condition for which is that the elimination of x, y, z from the four
equations yielding a relation of the form

χ(a, b) = 0 (10)

between a and b. This equation can be factorised into a set of relations of the type

b = χ1 (a), b = χ2 (a), · · · (11)

which defines a subsystem of (2), each of which touches (7). The points of contact
lie on the surface whose equation is the a, b-eliminant of the equations (9) and (11).
The intersection of this surface with Σ gives the curve Γ and each of the relations (11)
defines a subsystem whose envelope E touches Σ along Γ .

Example 3: Show that the integral surface of the equation 2y(1+p2 ) = pq whose equa-
tion is circumscribed about the cone x2 + z2 = y 2 has the equation z2 = y 2 (4y 2 + 4x + 1).

Solution: Let F(x, y, z, p, q) = 2y(1 + p2 ) − pq = 0. Then Charpit’s equations are

dx dy dz dp dq
= = = =
4yp − q −p 4yp2 − 2pq 0 −(2 + 2p2 )
The fourth equation gives p = constant = a, say, and then from the given equation, we
2y(1+a2 )
get q = a . Thus the equation dz = pdx + qdy leads to
2y(1 + a2 ) y 2 (1 + a2 )
dz = adx + dy ⇒ z = ax + +b
a a

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Chapter 2 First-Order Partial Differential Equations

on integration, b being a constant. This is a complete integral.

y 2 (1+a2 )
Now, let f (x, y, z, a, b) = z − ax − a − b = 0 and ψ(x, y, z) = x2 + y 2 − z2 = 0. Then
from the relation

fx fy f −a −2y(1 + a2 ) 1
= = z , we get, = = so that
ψx ψy ψz 2x −2ay 2z
a2 a a(a − 2b)
x=− 2
, z= 2
and the equation f = 0 gives y 2 = .
2(1 + a ) 2(1 + a ) 2(1 + a2 )

Using these values of x, y, z, we find from the equation ψ = 0 that the relation b = a/4
defines a subsystem whose envelope is a surface of the required kind. The envelope of
the subsystem is obviously z2 = y 2 (4y 2 + 4x + 1).