Linear First Order PDE

Lagrange’s Linear equation: The linear partial differential equation of first order
is called as Lagrange’s linear equation.

Linear First Order PDE: Lagrange’s Form

Standard form: 𝑃𝑝 + 𝑄𝑞 = 𝑅
𝜕𝑧 𝜕𝑧
Where 𝑃, 𝑄 and 𝑅 being the functions of 𝑥, 𝑦 and 𝑧 , also 𝑝 = ,𝑞 =
𝜕𝑥 𝜕𝑦

Lagranges Method of Solving liner PDE of Order one namely 𝑷𝒑 + 𝑸𝒒 = 𝑹

The general solution of the liner PDE 𝑃𝑝 + 𝑄𝑞 = 𝑅 (𝑃, 𝑄 and 𝑅 being functions

of 𝑥, 𝑦 and 𝑧) is 𝜑 𝑢, 𝑣 = 0, where 𝜑 is an arbitrary function and 𝑢 𝑥, 𝑦, 𝑧 = 𝑐1

𝑑𝑥 𝑑𝑦 𝑑𝑧
and 𝑣 𝑥, 𝑦, 𝑧 = 𝑐2 from a solution of the equation = = , which is
𝑃 𝑄 𝑅

known as Lagranges method.

𝑑𝑥 𝑑𝑦 𝑑𝑧
Note: Equation, = = are called Lagrange’s auxiliary (or subsidiary)
𝑃 𝑄 𝑅

equation for 𝑃𝑝 + 𝑄𝑞 = 𝑅.

Working rule for Solving 𝑷𝒑 + 𝑸𝒒 = 𝑹 by Lagrange’s Method:

Step 01: Put the given linear PDE of first order in the standard form

𝑃𝑝 + 𝑄𝑞 = 𝑅. … … (1)

Step 02: Write down Lagrange’s auxiliary equations for (1) namely,
 𝑑𝑥 𝑑𝑦 𝑑𝑧
= = … (2)
𝑃 𝑄 𝑅

Step 03: Solve (2) by using the well known methods,

Let, 𝑢 𝑥, 𝑦, 𝑧 = 𝑐1 and 𝑣 𝑥, 𝑦, 𝑧 = 𝑐2

be two independent solution of (2).

Step 04: The general solution (or integral) of (1) is then written in one of the
following form:

𝜑 𝑢, 𝑣 = 0

Or, 𝑢 = 𝜑(𝑣)

Or, 𝑣 = 𝜑(𝑢)

Or, 𝑢 = 𝑐1 , 𝑣 = 𝑐2

Solution of Auxiliary equation

(1) Grouping
Method

(2)Methods of
Multipliers

Combination of
(1) and (2)
 𝒅𝒙 𝒅𝒚 𝒅𝒛
Type 1 based on rule I for Solving = = …… (1) … …
𝑷 𝑸 𝑹

Suppose that one of the variables is either absent or cancel out 𝑑𝑥 𝑑𝑦 𝑑𝑧

= 𝑥 2 𝑦 =𝑥 2 𝑧
𝑥𝑦 2
for any two functions of given equation (1). Then an integral
𝑑𝑥 𝑑𝑦
=
𝑦 𝑥
can be obtained by the usual method. The same procedure can

be repeated with another set of two functions of given

equation (1).

𝑦 2𝑧
Problem 01: Solve 𝑝 + 𝑥𝑧𝑞 = 𝑦 2
𝑥

𝑦 2𝑧
Solution: Given, 𝑝 + 𝑥𝑧𝑞 = 𝑦 2
𝑥

𝑦 2𝑧
Here, 𝑃 =
𝑥

𝑄 = 𝑥𝑧

𝑅 = 𝑦2

Lagrange’s auxiliary equations are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑃 𝑄 𝑅

𝑑𝑥 𝑑𝑦 𝑑𝑧
⇒ 𝑦 2𝑧
= =
𝑥𝑧 𝑦2
𝑥
Taking the first two fractions, we get

𝑑𝑥 𝑑𝑦
=
𝑦 2 𝑧 𝑥𝑧
𝑥

𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦 2 𝑧 𝑥𝑧

𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦2 𝑥

⇒ 𝑥 2 𝑑𝑥 = 𝑦 2 𝑑𝑦

⇒ 𝑥 3 = 𝑦 3 + 𝑐1 (on Integrating both sides)

⇒ 𝑥 3 − 𝑦 3 = 𝑐1

From (1) we get,

𝑑𝑥 𝑑𝑧
=
𝑦 2 𝑧 𝑦2
𝑥
𝑥𝑑𝑥 𝑑𝑧
⇒ =
𝑦 2 𝑧 𝑦2

⇒ 𝑥𝑑𝑥 = 𝑧𝑑𝑧

⇒ 𝑥 2 = 𝑧 2 + 𝑐2 (On Integrating both sides)

⇒ 𝑥 2 − 𝑧 2 = 𝑐2

∴ The general solution is,

𝜑 𝑥 3 − 𝑦 3 , 𝑥 2 − 𝑧 2 = 0.
Problem 02: Solve 𝑦 2 𝑝 − 𝑥𝑦𝑞 = 𝑥(𝑧 − 2𝑦)

Solution: Given equation, 𝑦 2 𝑝 − 𝑥𝑦𝑞 = 𝑥(𝑧 − 2𝑦)

Here, 𝑃 = 𝑦 2

𝑄 = −𝑥𝑦

𝑅 = 𝑥(𝑧 − 2𝑦)

Lagrange’s auxiliary equations for the PDE are

𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑃 𝑄 𝑅

𝑑𝑥 𝑑𝑦 𝑑𝑧
⇒ = = … … … (1)
𝑦2 −𝑥𝑦 𝑥(𝑧−2𝑦)

Taking the first two fraction of (1), we get

𝑑𝑥 𝑑𝑦
=
𝑦2 −𝑥𝑦

𝑑𝑥 𝑑𝑦
⇒ =
𝑦 −𝑥

⇒ −𝑥𝑑𝑥 = 𝑦𝑑𝑦

⇒ −𝑥 2 = 𝑦 2 + 𝑐1 (on Integrating)

⇒ 𝑥 2 + 𝑦 2 = 𝑐1
Taking the last two fraction of (1), we get

𝑑𝑦 𝑑𝑧
=
−𝑥𝑦 𝑥(𝑧 − 2𝑦)

𝑑𝑦 𝑑𝑧
⇒ =
𝑦 (𝑧 − 2𝑦)

⇒ 𝑧 − 2𝑦 𝑑𝑦 = −𝑦𝑑𝑧

⇒ 𝑦𝑑𝑧 + 𝑧𝑑𝑦 = 2𝑦𝑑𝑦

⇒ 𝑑 𝑦𝑧 − 𝑑 𝑦 2 = 0

⇒ 𝑦𝑧 − 𝑦 2 = 𝑐2 (on integrating)

Therefore the general solution of the given PDE is, 𝜑 𝑥 2 + 𝑦 2 , 𝑦𝑧 − 𝑦 2 = 0.

For Practice:

𝑥
1. 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦. Ans: 𝜑 , 𝑥𝑦 − 𝑧 2 = 0.
𝑦
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