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Non-Linear PDEs

This document discusses Charpit's method for solving first order partial differential equations (PDEs). It provides the working rule and auxiliary equations used in Charpit's method. Several examples are then worked through step-by-step to demonstrate how to use Charpit's method to obtain the complete solution of different first order PDEs. The examples show determining the auxiliary equations, relating p and q, integrating to find z, and obtaining the final complete solution.

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Prakritish Ghosh
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283 views9 pages

Non-Linear PDEs

This document discusses Charpit's method for solving first order partial differential equations (PDEs). It provides the working rule and auxiliary equations used in Charpit's method. Several examples are then worked through step-by-step to demonstrate how to use Charpit's method to obtain the complete solution of different first order PDEs. The examples show determining the auxiliary equations, relating p and q, integrating to find z, and obtaining the final complete solution.

Uploaded by

Prakritish Ghosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Non-linear PDEs

Charpit’s method
Working rule:
(i) Consider the first order PDE, 𝑓 𝑥, 𝑦, 𝑧, 𝑝, 𝑞 = 0 ……(1)
(ii) Write the Charpit’s auxiliary equations
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
𝑓𝑝 𝑓𝑞 𝑝𝑓𝑝 + 𝑞𝑓𝑞 −(𝑓𝑥 + 𝑝𝑓𝑧 ) −(𝑓𝑦 + 𝑞𝑓𝑧 )
(iii) From AE, obtain a relation involving 𝑝 & 𝑞.
(iv) Using this relation and (1), obtain 𝑝 = 𝑝 𝑥, 𝑦, 𝑧 , 𝑞 = 𝑞 𝑥, 𝑦, 𝑧 .
(v) Then write, 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦. Integrate for solution.
Solve: 𝑝𝑥 + 𝑞𝑦 = 𝑝𝑞.
PDE is 𝑝𝑥 + 𝑞𝑦 − 𝑝𝑞 = 0. …..(1)
Here 𝑓 = 𝑝𝑥 + 𝑞𝑦 − 𝑝𝑞.
Charpit’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
𝑓𝑝 𝑓𝑞 𝑝𝑓𝑝 + 𝑞𝑓𝑞 −(𝑓𝑥 + 𝑝𝑓𝑧 ) −(𝑓𝑦 + 𝑞𝑓𝑧 )

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = = …..(2)
𝑥−𝑞 𝑦−𝑝 𝑝( 𝑥−𝑞 +𝑞(𝑦−𝑝) −𝑝 −𝑞
𝑑𝑝 𝑑𝑞
Using, = , 𝑙𝑜𝑔𝑝 = 𝑙𝑜𝑔𝑞 + 𝑙𝑜𝑔𝑐1
−𝑝 −𝑞
Hence, 𝑝 = 𝑐1 𝑞.
From (1), 𝑐1𝑞𝑥 + 𝑞𝑦 − 𝑐1 𝑞𝑞 = 0
𝑐1 𝑥+𝑦
We get, 𝑞 = , 𝑝 = 𝑐1𝑥 + 𝑦.
𝑐1
Now, 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦
𝑐1 𝑥+𝑦
𝑑𝑧 = 𝑐1 𝑥 + 𝑦 𝑑𝑥 + 𝑑𝑦.
𝑐1
𝑦
𝑑𝑧 = 𝑐1 𝑥𝑑𝑥 + 𝑑𝑦 + 𝑦𝑑𝑥 + 𝑥𝑑𝑦
𝑐1
𝑥2 𝑦2
Integrating, 𝑧 = 𝑐1 + + 𝑥𝑦 + 𝑐2, where 𝑐1 , 𝑐2 are arbitrary
2 2𝑐1
constants. (complete solution).
Solve: 𝑧 = 𝑝𝑞.
Here, 𝑓 = 𝑧 − 𝑝𝑞 = 0 ….(1)
Charpit’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
𝑓𝑝 𝑓𝑞 𝑝𝑓𝑝 + 𝑞𝑓𝑞 −(𝑓𝑥 + 𝑝𝑓𝑧 ) −(𝑓𝑦 + 𝑞𝑓𝑧 )

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = = …..(2)
−𝑞 −𝑝 −2𝑝𝑞 −𝑝 −𝑞
𝑑𝑝 𝑑𝑞
From, −𝑝 = −𝑞 , 𝑝 = 𝑐1 𝑞.
Substituting in (1), 𝑧 = 𝑐1 𝑞 2
𝑧
Gives, 𝑞 = , 𝑝 = 𝑐1 𝑧
𝑐1
Now, 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦
𝑧
𝑑𝑧 = 𝑐1 𝑧 𝑑𝑥 + 𝑑𝑦
𝑐1
1 1
𝑑𝑧 = 𝑐1 𝑑𝑥 + 𝑑𝑦
𝑧 𝑐1
1
Integrating, 2 𝑧 = 𝑐1 𝑥 + 𝑦 + 𝑐2, where 𝑐1, 𝑐2 are arbitrary
𝑐1
constants. ( complete solution).
Solve: 𝑧𝑝𝑞 = 𝑝 + 𝑞
PDE is 𝑓 = 𝑧𝑝𝑞 − 𝑝 − 𝑞 = 0 ……(1)
Charpit’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
𝑓𝑝 𝑓𝑞 𝑝𝑓𝑝 + 𝑞𝑓𝑞 −(𝑓𝑥 + 𝑝𝑓𝑧 ) −(𝑓𝑦 + 𝑞𝑓𝑧 )

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
𝑧𝑞−1
= 𝑧𝑝−1
= 2𝑧𝑝𝑞−𝑝−𝑞
= −𝑝2 𝑞
= −𝑝𝑞2
…..(2)
𝑑𝑝 𝑑𝑞 𝑑𝑝 𝑑𝑞
Using −𝑝2𝑞
=
−𝑝𝑞 2
,
𝑝
=
𝑞
.
𝑙𝑜𝑔𝑝 = 𝑙𝑜𝑔𝑞 + 𝑙𝑜𝑔𝑐1 , 𝑝 = 𝑐1 𝑞.
From (1), 𝑧𝑝𝑞 = 𝑝 + 𝑞
𝑧𝑐1 𝑞𝑞 = 𝑐1𝑞 + 𝑞.
𝑐1+1
𝑞= .
𝑐1 𝑧
𝑐1 +1
Then 𝑝 =
𝑧
Now, 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦.
𝑐1 + 1 𝑐1 + 1
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦
𝑧 𝑐1𝑧
𝑐1 + 1
𝑧𝑑𝑧 = [𝑐1𝑑𝑥 + 𝑑𝑦]
𝑐1
𝑧2 𝑐1 +1
= 𝑐1 𝑥 + 𝑦 + 𝑐2 , is the complete solution.
2 𝑐1
Using, 𝑞 = (𝑧 + 𝑝𝑥)2
𝑐1
= (𝑧 + 𝑝𝑥)2
𝑥
𝑐1
𝑧 + 𝑝𝑥 =
𝑥
𝑐1
−𝑧 𝑐1 𝑧
𝑥
𝑝= = −
𝑥 𝑥 𝑥 𝑥
𝑐1 𝑧 𝑐1
Now, 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦, 𝑑𝑧 = − dx + 𝑑𝑦
𝑥 𝑥 𝑥 𝑥
𝑐1
𝑥𝑑𝑧 + 𝑧𝑑𝑥 = 𝑑𝑥 + 𝑐1 𝑑𝑦
𝑥
Hence, 𝑥𝑧 = 2 𝑐1𝑥 + 𝑐1𝑦 + 𝑐2 is the complete solution.
Charpit’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
𝑓𝑝 𝑓𝑞 𝑝𝑓𝑝 + 𝑞𝑓𝑞 −(𝑓𝑥 + 𝑝𝑓𝑧 ) −(𝑓𝑦 + 𝑞𝑓𝑧 )
Special cases:
(i) 𝑓 𝑝, 𝑞 = 0.
(ii) 𝑓 𝑧, 𝑝, 𝑞 = 0. etc..

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