Chapter 2

Lagrange's Solution of a
Linear Partial Differential
Equation Pq + Qq = R

Relevant Information on
1. Pp+ Qq = R (P, Q, Rare function of x, y, z) is
a typical linear partial differential equation of first ·
.order.

2. Lagrange's solution of Pp + Qq = R u~ing

Lagrange's Auxiliary equations: = = .
3..Integral surfaces: Orthogonal surfaces.

2.1 . The -General Solution of a Linear

Equation
We refer to Chapter 1, Art. 1.3: Given an arbitrary functional
relation
cp(u, v) = 0. (2.1.1)

We can deduce a linear p.d;e. of first-order in the form

Pp+Qq =·R. (2.1.2)

. 559
560 ] An Introduction to Differential Equations

If (2.1.1) is deduced from (2.1.2), then we call {2.1.1), the

solution of (2.1.2). Since <P is an arbitrary function, thegenerai
solution (2.2.1) is more general than another solution of (2.1.~)~~al
merely contains two arbitrary constants. at
As for example, let z = f(x 2
- y
2
), where /is arbitrary. Then
oz 8z
ax
,.
p = - = f'(x 2 -y2 )2x, q
.
=a;_
y
!'(x
2 2
-y )(-2y)

which ieads to py + qx = 0, a linear p.d.e. "

We shall call z = f(x 2 - y 2 ) the g~neral solution of py + qx == 0.
See that we could write
z = a( x 2 - y 2) + b(x2 - y 2)
2
( a, b are ar b'1trary· constants)
or,, _z = . asin(~2 - y2 ) + b. (a! bare arbitrary con~ta:nts)
2
as the solution of py + qx = 0. But certainly z = f(x - y ) is a
2

more general solution; all these solutions with arbitrary constants are
included in z = f(x 2 -y2 ).
2.2 An Equation that is Equivalent to
Pp+Qq=R
: . A general type of a linear ·p.d.e: in p and q ·is
Pp+Qq= R, (2.2.1)

where P, Q, Rare functions of x, y, z.

Suppose that u(x,y,z). -c satisfies (2.2.1).
Differentiation with respect to x and y gives

ou OU ou OU
-+-p ,O
·a x oz
OU au p=-Z!j =. -a·
{Jy
u q
-· +-q 0 oz
oy az 8z

Substituting these values of p and q in (2.2.1) we obtain

OU OU OU (2.2,2)
pox +Q8y +Raz =O.

Therefore, if u = c be an integral of (2.2.1), then u = c also satisfies

(2.2.2). . .
Chapter 2. Lagrange's Solution of a Linear Partial Diff. Eqn. [ 561

Conversely, if u = c be an integral of (2.2.2), it is also an integral

~f (2·2.1), au .
Dividing (2.2.2) byRaz and usmg the values of p and q, (2_2_2)
rectuces to Pp + Qq - .
So we find equation (2.2.2) is equivalent to equation (2 .2.l).

Lagrange's Method of Solving

2.3
Pp+Qq=R
· ange's Rule: Statement: The general solution of the linear
Lagr l t·
partial differentia equa ion
Pp+ Qq = R, (2.3.})

where P, Q, R are functions of x, y, z, is given by

</J(u, v) = 0, (2.3.2)

where </J is an arbitrary function and

u(x, y, z) = (2.3.3)
v(x, y, z) =
are two independent solutions of the Auxiliary Equations
dx · dy dz (2.3.4) .
P-Q=R·
This is known as Lagrange's solu~ion of the linear equation.
Proof. Given </J(u, v) = 0.
\ We consider z as dependent variable, and x and y as independent
variables so that
az 8z 8y ax = o.
. ax = P, 8y = q, 8x = O, 8y
Differentiating </J( u, v) = 0 with respect to x, we get
a¢ [au + au . azl 8</) [av av . az
au ax az ax + av ax + az ax - O
l --
av av az av av
l
-
= 8x + 8z 8x = - 8x + P8z ( - az)
au + au 8z au au P - ax ·
av ax az ax ax+ p az
1.1 u• i:.L· • . .. 36
 562 ]
An Introduction to Differential Eq .
Uat,ons
Similarly, differentiating c/>(u, v) = O with respect toy, We get
a<t> av av
8u _
8</> -
-+q-
ay
au oz
av (q = ~zy)
u
8v &y +qaz
Eliminating </>, we obtain,

8v av
-+p-
8x {Jz
{Ju au
-+p-
8x {)z

(-
{)y {Jz
au)
au+ q - (av
- + p8v)
8x
-
{)z
·or, Pp+Qq I

where I
p -
OU av 8u av I
-·---·-
oy oz oz oy'
OU av OU
Q - - · - - - · av
8z 8x 8x 8z'- I
R -
8u 8v 8u 8v
-
8x· 8y
---8y · 8x
- I
Thus </>(u, v) = 0 is the general solution (integral) of Pp+Qq = R.
We now proceed to obtain u and v for substitution in <J,(u, v) = 0.
Consider u(x, y, z) = c1 and v(x, y, z) = c2 where c1 and c2 are
arbitrary constants. Talcing differentials we get

. du - 0 and dv =0 .
lJu OU OU
av
8v 8v -o·
-dx + -dy + -dz -
8x oy oz 0 and -dx+-dy+-dz- ·
ax 8y az
Solving for dx, dy, dz,

dx dy dz .
&&.&&=&& ~~=&&

Using the values of P, Q, R as given above, we may write

 apter 2. Lagrange's Solution of a L"mear Partial D'ff
• . Eqn. [ 563
Ch

'f hUS we find that du = c 1 ,.v = c2 form a so1ution

. of dz d
. JJ.
tJence u::::: c1, v = c2 . . P in=</,(
etenrune u and v for su bstitut1on = )R~-
o. . u,v =
'fbiS is what we wished to prove.

11.•ote
,11 2.3.1 Equations '1; = !!11.Q = 7f
dz are kn own as Lagrange's
AuxiliafY (or Subsidiary) equations.
----------~-1.1~,,.=::---:------
norking Rule
Solution of Pp + Qq = R (Lagrange's Method)
- 1. put the given linear equation in the form
Pp+Qq~ R.

2. Write down Lagrange's Auxiliary Equations

dx dy'-. dz
p = Q = Ii'
s. Taking two of the ratios at a time, and by using method of solving
ordinary differential equations, obtain
u(x, y, z) = c1, v(x, y, z) = c2.
as two independent solutions of = = .
4. The general solution of Pp+Qq = R can be written as </>( u, v) =0
or in the form u = f(v) or v = F(u).

In Lagrange's Method of solving Pp+ Qq = R, the most important

part is to obtain u Ci, v = =
c2 from Lagrange's Auxiliary Equations
dx_!91._dz
P - Q - 1f· .
We ask our readers to remember four types of problems:

!Solved Problems: (Type I -Type IV)]

Type I
Example 2.3.1 Solve: :zp + xzq = y
11
2
•

Solution·· Lagrange ,s Auxiliary Equations

· are .

~x = dy
1/:tz xz
= dz
y2
[cf. ~p = ~Qy = ~Rz]
 564 1 An Introduction to Differential E
quations
Frot. h first two ratios we see that the variable ...
m we eare left with
out and cancels

dx
y2/x
= dy
X
or, x 2 dx -y2 dy = O.

Integrating, -we get

3 3
x - y = c1. (cf. u = c1]

Taking the first and last ratios we see that y2 cancels t

we obtam
. Ou~
· dx dz
- = - or xdx-zdz=O·
z/x 1 ' ·

Integrating we get

x 2 -z2 =c2
.• [f
c. v=c2]

.·. The required general solution of the given equation is

<J,(u, v) = 0 .
i.e., <J,(x 3 - y 3 , x2 - z2 ) =O
. .
where q, is any arbitrary function of its arguments.

Example 2.3.2 Solve: ap + aq --:-- z.

Solution: Lagrange's Auxiliary Equations are

a
= dy = dz .
a z
(cf: ax = dyQ = dRz)
P.

First two ratios at once give u = x - y = c1 ·

Again, Second and Third Ratios give v =Y - a 1og z -- C2 ,

.·. The required general solution is

· </>(u, v) = 0, .
1.e., </J(x - Y, Y - a log z) === O·

Example 2.3.3 Solv~: y 2p- xyq = x(z - 2Y)·

 Chapter 2. Lagrange's Solution of a Linear Partial Diff. Eqn. [ 565

. n· Lagrange's Auxiliary Equations are

s01ut10 •
dx dy dz
y2 = =;y = x(z - 2y)'

. First two ratios give

dy, 1.e.,
dx == -
_ . x dx + y dy = 0 => u = x 2 + y 2 = c 1 .
y -x
Last two ratios give
dy dz
--
-y = z-2y '
dz 1 ( ord. cliff. eqn. Linear
1
Form )
-+-z=2
dy y f dy
with I.F. = e i . = e ogy = y
1
i.e.,

Multiplying by the I.F. y and integrating we get

zy = y 2 + c2, ·
1.e., u = zy - y 2 = c2.

:. The required general solution is </>(u, v) =0

¢(x2 + y 2 , zy - y 2 ) = 0, </> being arbitrary.

Try Yourself (Examples for Practice)

Solve the following linear equations by using Lagrange's
Auxiliary Equations (Lagrange's Method)

1. 2p+ 3q = 1. 2. p + q = sin x.
3. xzp + yzq = xy. 4. ptanx + qtan y = tan z.
5. zp+x = 0. 6. yzp + zxq = xy.
7. x 2p + y2q + z2 = O. 8. x2p + y2q = z2.
9. xp+yq = z.

Answers
1. t/l(z-2
4, !/.!!..!,
•in == Z,Y-3z) = 0· 2 ·"'
<t,(~IU) A..( x-y,z+cosx) = 0. S. </> (z 2 - xy JL) = O.
7

'( ,1, (
•y,
11
¼-! ! t)
.z • 5, x +
2
z2 =.,, A..( y). 6. </>(x'J. - y2,x2 - z2) = 0.
:,;

.
111 11
+ z =0. 8. </> (l:,: _ lII'~l - z1 = Q) • 9. </> ( !, i ) = 0.
 566 ] An Introduction to Differential E
quations
Type II
S e that one .mtegral ofdX_~-~
P - Q - R can be obtained . .
uppos . ( d . eas1h,
b taking suitably chosen. two ratios as use m ~Pe I Prob}e J
yd ose that another integral cannot be obtained by thi Ills)
an supp s same
method.
Then one integral known to us is used to find another inte al
the Solved Examples given below). gr (see

In the second integral the constant of integration of the first .

should be removed . integral

. Example 2.3.4 Solve: p + 3q = 5z + tan(y - 3x).

Solution: The Lagrange's Auxiliary Equations are

dx dy dz
T = 3 = 5z+tan(y-3x)'
First see that one integral can be easily obtained from the first two
ratios, namely df = ,. Thus y - 3x = C1 (first integraQ. The second
integral cannot be obtained in this manner. However, we take first
ratio and the last ratio and obtain

1
= 5z + tan(y
dz
- 3x)
- dz
5z + tanc1
(using the known integral)
·

Writing

5dx = ::---5_d_z
5z + tanc1.
and integrating we obtain

5x - log(5z + tanc 1) = arbitrary constant c2 (say) .

.·. The required general solution is

5x - log[5z + tan (y - 3x )] ="'/4.(·y ;_ 3x),

where q, .is arbitrary.

Example 2.3.5 Solve: xyp + y 2 q = xyz - 2x ·

2
Chapter 2. Lagrange's Solution of a Linear Partial Diff. Eqn.
l s61

. n· Lagrange's Auxiliary Equations are

5ol&JtlO •
dx dy . dz
;ij = y2 = xyz - 2x 2

we get "'; - y
and
rraldng the first two ratios (cancelling ·y),
C
hence, on integration ; = t ·
Jc • :,;

FroID second and third ratios

dy dz
yi = xyz-2x2
dz : = c1 or, x = c, y)
= (c 1 y)yz -2ciy2
dy dz
==> y2 = ciy2z - 2~y2
dz
==> Cl dy = (Z - 2Ct ).
==> c1Y - log(z .;_ 2c1) = c2
=> x - log ( z - ~ ) ="2·
:. The required general solution is

<I> being an ar~itrary function.

Example 2.3.6 Solve: xzp + yzq = xy.

Solution·
. • The L agrange subsidiary equations are
.

dx dy dz
-=-=-
xz yz xy

Taki ng the first two t" (

gives, on integrat· ra ios concelling z), we get
ion
d:r
:r
=
·
11
and this

log x - logy -- logc1 or, -x

y
= c 1.
-
An Introduction to Differential Eq .
568 1 - uat1ons

nd third ratios are

The second a

yz xy

or,
dy = dz
Z X
or, xdy = z dz
or, ci y dy = z dz (using the known integral x ::::: ci y)
Hence, on integration we get
y2 z2
c1
2 = 2 + constant
or, C1Y2 - Z 2 = C2
or, xy- Z.2_ - C2.

:. The required general solution is ct,(u,v) o,

or, Ip ( ~, xy - z
2
) = 0, I/> being arbitrary.

Example 2.3.7 Solve: py + qx = xyz 2 (x 2 -y2).

Solution: Lagrange's subsidiary equations are
dx dy dz
-y = -x = ---__,;_-
xyz 2 (x 2 - y 2 )

From first two ratios we obtain x 2 - y2 = c1 •

The last two fractions give
dy dz
-
x
-- ----
xyz 2 (x 2 - y 2 )
==> dy = -.!!::._
2
(·: x2 - y2 = c1)
1 yz c1
1 dz
==> y dy = -2·
C1 Z

On integration,
2
Y = ::_ (- ~) + constant
2 C1 Z

or, c 1y 2 = - + constant
z
2
or, (x2 _ y2)y2
.
+_
z
= C2,
 ....

Chapter 2. Lagrange's Solution of a Linear Partial Diff. Eqn.

[ 569
ffence t;he required general solution is

2 2 2
(x - ·1J2)y + ; = </J(x 2 - Y2 ), <Pis arbitrary.

[fil
Try Yourself ( Examples for Practice)
Solve by Lagrange's Method

1. z(z2 + xy)(px - qy) = x4. 2. p-q = X

+z y •

3• p- 2q = 3x sin(y + 2x). = 2xz.

2
2
4. (x - y2 - z 2 )p + 2xyq
5. z(p- q) = z2 + (x + y)2.

Answers

q,(xy,x4 _ z4 - 2xyz 2 )
1. 0 2 x - (x + y) log z = </>(x + y). 3. x 3 sin
2 2
(y+2x)-z = 4>(y+2x). 4.
2 2 2
:i:_ +~ +z = <P (~). 5. e Y[z +(x+y) 2 ] = </>(x+y).

Type Ill
We may required to write ( using a well-known Rule of Ratio and
Proportion)
Lagrange's Subsidiary Equations as

dx dy dz P1dx + Q1dy + R1dz

p = Q = R, = . P1P+Q1Q+R1R.

Multipliers P1 , Q 1 , R 1 should be chosen carefully. If P1P + Q1Q +

R1R==O, then write P1dx+Q 1dy+R 1dz = 0. Now,_on integration of
Pidx+Qidy+R 1dz =Owe may obtain an integral u1(x,y,z) = c1.
b 'Yith the help of another set of suitably chosen multipliers we may
o ta.in another integral u2 (x' y' z) = c2.
andst~:::im~ only one integral is possible by use of suitable multipliers
II. her mtegral may be obtained by methods· of Type I and Type

Then the re . d
quire general solution is written as

..,here ,1,. • <t>(u1, u2) =0

'I' IS an arb't
1 rary function.
 An Introduction to Differential Equ t·
.
570 1
b c-a _ a-b
Example 2.3.8 Solve: ~cyzp + ,,zxq - -c-xy.

Solution: The Lagrange's subsidiary equations-are

dy dz
dx
- - (a-b)
{b~c) yz (c;;°) ZX -c- xy

adx bdy cdz

or, (b- c)yz - - (a- b)xy·
(c- a)zx (1)

Multiply both Nume~ator ~nd Denominator of first ratio b

second ratio by y and third ratio by z. Y x,
Then each ratio of {1)
~dx+by~+a~ -~~+by~+~~
- xyz(b-c+c-a+a-b) - O

Hence we may write

axdx + bydy + czdz = 0.

On integration we obtain
ax·2 + by2 + cz 2 = constant c1 (say).
· (2)

Take another set of multipliers ax (first ratio), by (second ratio)

and cz (third ratio). Then each ratio of (1) becomes
2
a2 x dx + b2 y dy + c2 z dz a2 x dx + b y dy +r?z dz
- xyz[a(b - c) + b(c - a)+ c(a - b)] = 0

Hence a2 x dx + b2 y dy + c2 z dz = O. Now integrating we get

(3)
a2 x 2 + b2 y 2 + c 2 z2 = constant c2 (say).
. f the given
From (2) and (3) we write the general solution °
equation as
,t,(ax2 + by2 + cz2' a2•i:2 + b2y2 + c2 z2) "' O,

where </, is an arbitrary function. I

. z) === ly - mt•
Example 2.3.9 Solve: (mz - ny)p + (nx - l q I
L
 "'apter
,, 2- Lagrange's Solution of a Linear Pa r t·,a 1 Diff. Eqn.
[ 571
C
solut•O .
. ,r The
.
Lagrange's
.
subsidiary equation
s corresponding to tl
quat1on a1 e 1c
given e dx dy dz
-
mz-ny nx-lz ly-mx· (1)

. g multipliers x
SJD for •thef first ratio, y for the secon.d an d z 1or
r
{J . d we write each
rat10 o (1) -
the th1r_ x dx + y dy + z dz _ x dx + y dy + z dz
::::: ~ny)x + (nx - lz)y + (Ly - mx)z - o
Hence we can write x dx + Y dy + z dz = 0. On integration we get
x2 + y 2 + z 2 = constant c1 (say). (2)

Next we choose l, m, n as multipliers of first, second and third ratios

of (l). Then each ratio of (1) becomes
ldx + mdy + ndz · ldx + mdy + ndz
--~~~__::.--,--;;--;-"""7,":-:---=~ -
== f(mz - ny) + m(nx - lz) + n(ly - mx) 0

. Hence
ldx + mdy + ndz = 0
lx +my+ nz = constant c2 (say). (3)

The required general solution from (2) and (3) is

<f>(x 2 + y 2 + z 2 , lx +my+ nz) _.: 0,

</> being an arbitrary function.

Example 2.3.10 Solve: x(y 2 - z2 )(p - y(z 2 + x2)q = z(x2 + y 2
).

S_olution: The Lagrange's Auxiliary Equations corre~ponding to the

given equations are . .
dx dy dz (1)
x(y2 - z2) = -y(z2 + x2) = z(x2 + y2).
~.xy
we write . .
' 'z as multipliers ,
for first, second and third ratio of (1),

each ratio of (I) - x dx + y dy + z dz

x2(y2 _ z2) _ y2(z2 + x2) + z2(x2 + y2)
x dx + y dy +z dz
:c d:t 0
+y dy+z dz (2)
- 0, whence x 2 + y 2 + z2 = c1•
 An Introduction to Differential Equations
572 ]
·
1 1
·
1
__ as multipliers of ratios of ( 1) we again find each
Using ;, -~• z .
ratio of ( 1) becomes .
1.dx - 1.dy - .1.dz
X y .z
- (y2 - z2) + (z2 + x2) - (x2 + y2)
1.dx - 1.dy - 1.dz
X y z
0

1.d,x _ ldy _ ½dz = O which yi~lds on integra:tion,

X y
X
logx - logy - logz = logc2, or, - = c2. (3)
yz

:. The required general solution .[from (2) and (3)} is

4> (x• +y + z :z)=

2 2
, 0

where </J is an arbitrary function.

Example 2.3.11 Solve: x(y 2 + z)p - y(x2 + z)q = z(x2 -y2).

Solution: The Lagrange's subsidiary equations corresponding to the
given equation are
dx dy . dz
(1)
x(y 2 + z) - -y(x2 + z) - z(x 2 - y2 ) •

Choosing x, y, -1 as multipliers of ratios of (1)

x dx +y dy-dz
each ratio of ( 1) = x2(y2 + z) - y2(x2 + z) - z(x2 -y2)
x dx+y dy-dz
0

Hence x dx + y dy - dz = O which, on integration, gives

(2)
x 2
+y 2
- 2z = c1 •
. f (1) we obtain,
l l as multipliers of ratios
0
Again , choosing l:c'11'z
•
each ratio of (1) becomes
dx/x + dy/y + dz/z _ dx/:_+~·
= y2 + z - ( x2 + z) + x2 - y2
 Chapter 2. Lagrange's Solution of a L·
mear Partial o·ff
' . Eqn. [ 573
Hence
dx
x
+!!Ji.+
"
dz -O
z - or, logxyz = logc2

i.e., xyz = c2.

(3)
... From (2) and (3). the required general sol ut·Ion IS
.
</)(x2 + y2 - 2z,xyz) = 0,
being an arbitrary function.

,, Example 2.3.12 Solve: (y 2 + z 2)p- xyq = -zx. [I.A.S. 1990]

Solution: The Lagrange's auxiliary equations corresponding to the

given equation are .
dx dy dz
=-=-
y2 +z2 -xy -zx {1)

Using multipliers of the ratios of (1) as x, y, z respectively, we

obtain
x dx + y dy + z dz
each ratio of (1) - x(y2 + z2) - xy2 - xz2
x dx + y ily + z dz
. .
0
,. '

x dx + y dy + z dz = 0 which gives, on integration

x2 + y2 + z2 = c1. (2)

Again, from last two ratios of (1) we get

dy dz dy · dz
-=-or,-=-.
-xy -xz y z

On integration this gives

logy-logz - logc2
y (3)
or,
z

:. The required general solution [from (2) and (3)] is

</) ( x2 + y2 + z2' ~) =0
Where A..
VJ Is an
ar b"Itrary function.
574 ]
An Introduction to Differential Equations

@]
Try Yourself ( Examples for Practice)
Solve by Lagrange's Method of Solution

1. z(x + y)p + z(x - y)q = x 2 + Y2 •

2. x(y
2
- z2 )p + y(z 2 - x 2 )q = z(x2 - y 2 ).

3. x(y - z)p + y(z - x)q = z(x - y).

4. (y- zx)p+ (x + yz)q = x 2 + y 2 •
5. (x + 2z)p + (4zx - y)q = 2x2 + y.
2
6. x (y - z)p + y 2 (z - x)q z 2 (x - y).

7. (z
2
.- 2yz - y 2 )p (xy + zx)q = xy - zx.
8. _z(xp-yq) = y 2 --: x 4 • .
x3 y)q = 9z(x3 -y3 ).
3
9. (y x - 2x 4 )p + (2y4 -

10. (3x + y - z)p + (x + y ~ -z)q = 2(z - y).

2
11. x(x + 3y )p - y(3x 2 + y2 )q
2
= 2z(y2 - x 2 ).
[Delhi B.Sc. Hons. 2000}
(Here Lagrange's subsidiary equations are

dx dy dz
x(x 2
+ 3y ) = 2
-y(3x2 + y 2 ) = 2z(y2 - x2) ·

. liers -1 -1 --1
Mult1p
x' Y' z

=> ldx
X
+ ldy
y
- ldz
Z _
ldx
:z:
+ ldy
y
- 1Z dz
2 2
x + 3y - 3x2 - y 2 - 2(y 2 _- x 2 ) - 0

· ½dx + idy + ½dz = 0 will give , = c1

Now take the first two ratios :z:(:z: 2~ 2) = _ ( ~~+ :z)
311 11 3 11

or, - - y(3x2 + y2) (Homogeneous Equatiod)

dx x(x2 + 3y2)

- y ( 3
X
(~)21
+
1+3(~)2
 ter. 2. Lagrange's Solution of a Line ar Part,al
. Diff E
Chap · · qn. [ 575

= -v (3+v
1+3vJ
2
put y === vx. Then v + x :vz

dv
or, x dx = -v [. I3 + v22 + I ] . . - · 4(1 + v2)v
. + 3v -1 + 3v2

or, 4x +
dx
v(I
1 +3v 2
+ v2) dv = 0
dx
or, 4-;- +
(Iv+ I + v2 2v )
d~ = 0.

On integration, 4logx + logv + log(l + v2) = constant

or, x 4v(I + v2) = constant
or, x 4 ! (1 + ::) = constant
or, xy(x 2 + y 2) = constant
or, ~1z(x 2 + y 2 ) = constant
or, z(x 2 + y 2) = c2 (say).

:. The required solution is

<P z(x 2 - ; = 0, ·
+ y 2) ,xy) </> being arbitrary.]
(

12. (y - z)p + (z - x)q =x "'7"" y.

2
13. (y+zx)p-(x+yz)q+y -x = 0.
2

[Choose multipliers (i) x, y and -z and (ii) y, x and _I.)

Answers

z1. ...4'(:r2) - Y2 - z2, 2xy - . z.2) = O· 2 . ,1,(x2 + y 2 + z 2 ,,.,,,z) == 0; 3. </,(x + Y +

,-11 2 2
' 4• <l>(x -y + z2 ,xy- z) = O; 5. ¢,(xy - z ,x -y- z) == O;
, ... yz ==O· 2 2 ' • "'
8,<f>(
,, :ryz,l• + > 1
+ ,1 ) = O; T. q>(l,2-z 2 -2yz, x 2 +1,2 +z') = O; 8, ef>(:i: 2 +Y2 +
11':ty) ::: O·' 9. <J, ( xyzl/3 -1L
, ¢(:z: + ' i7 + r'
a: ) - O· 10 ,I, (
- , • y, X - :r:-y+z ) == 0;
3Y - z, 'Jit+a,-z
2
13, ;(,' _Y "; •;zy + 1/Z + zx) = O; 12, ef>(x2 + y
2
- z ,XI/ + z) = O;
fl ,Z + y3 + ~) = O. .
 An Introduction to Differential Equations

576 1
Type IV . t of multipliers P1, Q1, R1 we write
As . Type III, with one se
in d dz P1dx + QidY + R1dz
dx y __ == p QQ+RR.
pQ- R== P1 + 1 1

· . p dx + QidY + R 1dz is an exact differential of th

Now, ifwe see 1 R th e
denominator P1P + Q1Q + R1 ' en
P 1dx + Q1dY + R1dz
P 1P+Q1Q + R1R
. • dx dy dz
may be combined with a suitable ratio of p = Q =R and this
will give one integral.
Choose another set of multipliers, say P2, Q2, R2, then
. P2dx + Q2dy + R2dz
each ratio = p 2 p + Q2 Q + R2 R

Suppose that the numerator is again an exact differential of

P2P + Q2Q + R2R. The two ratios
P1dx + Qidy + R1dz d P2dx + Q2dy + R2dz
. an
. P1P + Q1Q + R1R P2P + Q2Q + R21l
are then combined to give a second integral.
See the Worked Examples given below:
997
Example 2.3.13 Solve: (y + z)p + (z + x)q = (x + y). [I.A.S, 1 !

th
Solution: The Lagrange's auxiliary equations corresponding to e
given eqJ.Iation are
(1)
dx dy dz ·,
y+z z+x x+y
~J
d third r11
Choose multipliers 1, -1, O for the first, second an
of (1) • Then, each ratio of (1)
dx - dy dx - dy d(x - Jl.
- Y+Z - Z - X y- X =- :(x - y)
di ,,, dY
[See that multipliers are so chosen that the numerator
an exact differential, namely d( x - y)} ·
 Lagrange's Solution of a Linear Parf 1 0 .
o,apter 2. la 1ff. Eqn. [ 577

. choosing multipliers as I, I I I I each rat'10 0 f (1)

j\gB,.101

== dx + dy + dz = d(x + y + z)
2(x+y+z) 2 x+y+z ·

Lastly choose 0, 1, -1 as multipliers, then each ratio of (I)

_ dy - dz _ d(y - z)
- z + x - (x + y) - -(y - z)

So we rnaY write
d(x-Y) ld(x+y+z) d(y-z) (2)
- (x -y) ::::: 2 X + y + Z =- y- Z

First two ratio of (2) give, on integration

-log(x -y) = 1 log(x + y + z) + constant

2
i.e., 2log(x y) + log(x + y + z) = constant
or, (x -y) 2 (x + y + z) = c1,

Taking first and last ratio of (2), and integrating we easily obtain

x-y
-=C2
y-z

:. The required general solution is

<I> ((x-y) 2 (x +Y +. z), ~

y-z) =0
where ~-is an arbitrary function.
2 2
Exam.pie 2.3.14 Solve: y2 (x - y)p + x 2 (y - x)q = z(x + y ).
[I.A,S, 1996)

Solution: Lagrange 's awahary

equatio .. .
equations . to the given
correspondmg .
n are

dx dy dz (1)
y2(x - y) = x2(y - x) = z(x2 + y2).
1.·1·-D.E.
37
 An Introduction to Differential Eq· u t·
a ioris
578 ]

From the first two ratios ":'e at once get x3 + y3 = c1. Choosing
-1 0 as multipliers each ratio of (1)
1
' ' dx - dy _ dx - dy
= y2(x _ y) - x2(y x) - (x - y)(x2 + y2)
Combining it with the third ratio of (1) we write
dx -dy d.z
(x -_ y)(x2 + y2) - z(x2 + y2)
d(x -y) dz - 0.
or, z
x-y

On integration we get log( x - Y) - log z = log c2 (say)

x-y
or, = c2
z

.·. The required general solution is

</> ( X3 + y3, X : y) = 0.
where</> is any arbitrary function.

Example 2.3.15 Solve:) (x 2 - y2 - z 2 )p + 2xyq = 2xz.

[I.A.S. 1973, W.B.C.S. 2001]

Solution: Lagrange's subsidiary equations corresponding to the given

equation are
dx dy dz (1)
- - -2 - - = - = -
x2 - y - z2 2xy 2xz
Taking the last two ratios we easily get, on integration y/z == CJ·
Choosing x, y, z as multipliers of the ratios,
x dx + y dy + z dz _
2
each ratio of (1) - x(x2 _ y2 _ z2 ) + 2xy2 + 2xz
x dx + y dy + z dz
x(x2 + y2 + z2) .

Combining this with third ratio of (1), we write

x dx + y dy + z dz _
x(x2 + y2 + z2) 2xz
d(x2 + y2 + z2) == ~-
or' x2 + y2 + z2 z
 ,,t..apter 2. Lagrange's Solution of a Linea r p art1al
. Diff E
. qn.
C [ 579

On integration we get log(x 2 + y2 + z2) _ 1ogz = logc2

x2 + y2 + z2
or,
z
= c2.

ffence the general solution is

4> ( ~, x2 + ~2 + z2) = 0

where <P is an arbitrary functi~n.

E-xample 2.3.16 Solve: cos(x + y)p + sin(x + y)q = z.

Solution: Lagrange's auxiliary equations corresponding to the given

equation are dz
-----dx
cos(x + y)
dy
sin(x + y)
--
z
(1)

Choosing 1, 1, 0 as multipliers of the ratios of (1), each ratio of (1)

_ d(x+y) (2)
- cos(x + y) + sin(x + y) ·

Choosing 1, -1, 0 as multipliers of the ratios of ( 1), each ratio of ( 1)

d(x -y) (3)
= cos(x + y) - sin(x + y) ·

From (1), (2) and (3) we write

dz d(x+y) d(x -y) (4)
z - cos(x + y) + sin{x + y) = cos(x + y) - ·sin{x + y) ·

Taking the first two fractions of (4)

dz d(x+y)
-
z cos(x + y) + sin(x + y)"
Putting x + Y = t on the nght
. side we write
dz dt dt
z cos t + sin t - 12 { 1 cos t + l sin
v~ 72 72 t}
dt
v'2 sin (¾+ t)
Y2~
cosec (; + t) dt.
or,
z -
 An Introduction 1:0 u111t:rt:11L1c11 equations

580 1
integration,
Hence On

Jogzv'2 = log {tan(;+ n} + logc1

: . z -12 = c1 tan ( j + ½), where t = x + y

or, z-'2 cot(;+½) = c1. (5)

Taking the last two fractions of (4) we get

d(x _ ) = cos(x + y) - s~n(x + y) d(x + y)

y cos(x + y) + s1n(x + y)

On the right side put x + y = t and then integrate

cost - sint
·x - y ·=
J
cost+ sint
dt + constant

or, x -y = log(sint +cost)+ log~= log~(sint + cost)

or, ex-y = ~[sin(x + y) + cos(x + y)]

or, [sin(x + y) +cos(x + y)]ey-z . = c2 (say).

Then the general solution can be written as

4>(zv'2cot(; + x;y) ,eY-"{sin{x+y)+cos(x+y)})

.
=0

where </> is an arbitrary function.

Example 2.3.17 Solve:

px(x + y) - qy(x + y) + (x - y)(2x + 2y + z) == O.

Solution: Given equation may be written as

x(x + y)p-y(x + y)q = -(x - y)((2x + 2y + z) .

Lagrange's subsidiary equations are

(1)
dx dy dz - ·
x(x + y) - -y(x + y) = - (x - y)(2x + 2y + z)
 10
c~apter . Lagrange's Solution of a Linear Part·,. .,If. Eqn. I 581
2
, e jirst twO ratios of ( 1) at once give, on integr
r11b . at.,on xy = c,
•• each fraction of ( 1) becomes ·
ig8J••
-- ~ = = - dx+dy+dz
- + y2
:,:2 :t(:t + y) y(x + y) - (x - y)(2x + 2y + z)
d(x + y)
dx + dy + dz _
ot, ~ - (x-Y)[x+y-2x-2y-z]
d(x + y + z)
= =(x + y + z)°

J{ence, on integration, we get

(x + y)(x + y + z) = c2

:. The required general solution is

<fJ(xy, (x + y)(x + y + z)) =0
where <P is an arbitrary function.

@]
Try Yourself (Examples for practice)
Solve the following linear partial differential equations

1. (l+y)p+(I+x)q=Z,

2. xzp + yzq = xy.

2
3. (x 2 -yz)p +.(y 2 - zx)q =z - xy.
4. (x2 -y2 - yz)p + (x2 - y2 - zx)q = z(x - y).

5· xp+yq =z- + y2 + z2.

[J.A.S, 1993)
6. (x3 + 3xy2)p + (y3 + 3x2y)q = 2z(x2 + y2).

7. p +q = X + y + z.
2 2
2
_ Y2 + z 2 - 2yz -
(2x2 +
8. xy)q zx - xy)p + (x + 2y + z -yz _: 2zx -
(
-
z
X + y2 + 2 2
2 .- yz - zx - 2xy. 11.A.S- 1992]

9'
10.
X2 + Y2 + yz)p + (x 2 +y 2 -xz)q=z(x+y). ·

cos(x + Y)P + sin(x + y)q = z + ¾·

I
582 ] An Introduction to Differential Equations

Answers

l. <I> [(1 + x) 2 - (1 + y) 2 I
2
+~+J'] = 0,
2. </>(x/y, xy - z 2 ) = 0.
3. <I> ( xy + yz + zx, :=~) = O.
4. <t>{ z - X + Y, :z:2;/2) = 0:

6. <I> [(x - y)- 2 - (x + y)- 2 , ~ ] = 0.

7. ¢(x-y,e-:z:(2+x+y+z))=0.

8. <I> (:=.1£ 'SI-)=

11-z, z . 0.
2 2
. 9. </> ( Z - X + Y, :z: _:-/ ) = 0.
2 1 3
10. ¢ [(z + 1) 1"'2 tan ( ; - :z:! 11 ) ,p11 -:z:{cos(x + y) + sin(x + y)}] == o.

A Few More Solved Problems

{Miscellaneous Type)
Example 2.3.18 Solve: (x + y- z)(p- q) + a(px - qy + x -y) = o.
Solution: Let x + y = u and x - y =v
p az az au az av az az .
ax = au . ax + av . ax = au . l + av . l
az az
i.e., p - au+ av

q = az . au + . av = az . l + az . (-1)
ay au 8y av ay au av
i.e., q -
az - -az
-
au av·
p - q=2
az
a,;;, px - qy

i.e., px - qy
 Lagrange's Solution of a Linear Partial o·,rr. [ 583
c~apt•' 2· Eqn.

•ven equation thus reduces to

'fbe g1
(u - z)2~ +a (vi: +ui: +v) =0
{}z oz
av- u + (2u - 2z +au)-=
av -av '
8
. unear equation in u, v, z (in place of x, y, z).
a.
wbich 15nnge's .
auxiharY •
equations are
LtJgr°"· du dv dz (1)
---=
av 2u - 2z + au =-
-av

Considering the first and last ratios of (1) we easily obtain

(2)
U +Z = Cl·
considering the first and second ratios of ( 1)
du av av
dv = 2u - 2(c1 - u) +au= (4 + a)u - 2c1
or, (4 + a)udu - 2cidu = avdv.
2
u2
Integrating, (4 + a ) T - 2c1 u = 2 + constant
av

2
a av
2,,2 + u 2 - 2u(u + z) = 2 + constant
2
(using c1 = u + z) (3)
or, av 2 + 4uz - au
2
= c2.
From (2) and (3) we write the general solution as
ef>(u+z,av 2 +4uz-au 2 ) =0 (u=x+y,v=x-Y)

where <I> is an arbitrary function.

Example 2.3.19 Solve: · - . 2

(p- q)(ez+11 + xyz) + (yq - xp)(z + xye-x-Y) + (x - y)(l - z ) = O.

the d ex+y - u and xy

requir Put
Solution: = v. Proceed as in Ex. 2.3.18. Then
e solution is

lp [U + V,U-- -V] =0
~being 1-v I+v '
an arbitrary function.