Lecture 2: Partial Differential Equations (PDE’s)

First Order PDEs: If z  z ( x, y ) is a dependent variable depending on the

two independent variables x and y , then the general form of a first order
PDE is F ( x, y, z, z x , z y )  0(1) or F ( x, y, z, p, q)  0 (1) .

1- Linear first order PDEs

Equation (1) is called linear PDE if it is linear in p, q and z which can be
written in the form P( x, y ) p  Q( x, y )q  R( x, y ) z  G ( x, y ) . Otherwise, the
PDE is non-linear.
2- Semi-linear PDE:
Equation (1) is known as semi-linear if it is linear in
p and q only, and can be written in the form P( x, y ) p  Q( x, y )q  R( x, y, z )
3- Quasi-linear PDE :
Equation (1) is known as Quasi-linear if it is linear in p and q only, and
can be written in the form P( x, y, z ) p  Q( x, y, z )q  R( x, y, z )
* Solution of first order Linear PDEs:
Lagrange Linear Equation (L.L.E):
The standard form of this equation is P( x, y, z ) p  Q( x, y, z )q  R( x, y, z ) …(1).
To solve this type of equations we have to do the following rules:
(i) Write the L.L.E. in standard form (1).
(ii) Find the Lagrange characteristic (auxiliary) equation (L.C.E.)
dx dy dz
  ….(2).
P ( x, y , z ) Q ( x, y , z ) R ( x, y , z )

(iii) Solve the L.C.E. using a) Grouping method (variables separation

method), i.e. making integrable pairs (ratios) from L.C.E. b) Method of
multipliers. c) combination of (a) and (b).
(iv) Find two independent solutions u ( x, y, z )  a, v( x, y, z )  b using any
method of step (iii), where u and v are arbitrary functions that at least
one of them must contain the dependent variable z . Also, a and b are
integration constants.
(v) The general solution of the given PDE (1) is a  F (b) or b  F (a) or
 (u , v)  0 ,

* Note that, from L.C.E (2) we can get three pairs dx, dy , dx, dz and dy, dz
Case1: If all three pairs are integrable, then choose any two of them.
Case2: If two pairs are integrable, then pick these two pairs and solve it.
Case3: If one pair is integrable, then pick that one and then apply
Multipliers method once to get a new ratio.
Case4: If no pair is integrable, then apply Multipliers method twice to get
two new ratios.
Therefore, in order to find the g.s. of a L.L.E. (1) we can use three methods:
1- Grouping Method: We can use this method if case1 and case2 above are
satisfied, and since the g.s. is  (a, b)  0 we need to solve two different pairs
of dx, dy or dx, dz or dy, dz in order to get a and b .
Ex: Solve xz x  yz y  z . z ( y 2 , y)  2

Sol: This PDE is in standard form of equation (1), where

dx dy dz
P( x, y, z )  x, Q( x, y, z )  y, R( x, y, z )  z . Then the L.C.E. is   . Note
x y z
that the three ratios are integrable, so we take the first ratio with the second
dx dy
ratio, and the second ratio with the third ratio  .........( 1) ,
x y
dy dz
 .......... (2) . The solution of equations (1) and (2) are
y z
x x x
ln x  ln y  a  ln x  ln y  a  ln   a   a  u ( x, y, z )   a , and
 y y y
  y y y
ln y  ln z  b  ln y  ln z  b  ln   b   b  v( x, y, z )   b . Then the
z z z
y x
general solution of the PDE is  F   . We apply now the given particular
z  y
x
condition, we get  F  y   F    . Then the particular solution (p.s.)
y x
2  y  2y
y x 2y2
is  z .
z 2y x

Ex: Solve x 2 z x  y 2 z y  z 2 .

Sol: P( x, y, z )  x 2 , Q( x, y, z )  y 2 , R( x, y, z )  z 2 . Then, the L.C.E. is

dx dy dz dx dy dy dz
2
 2  2 , we take 2  2 .........( 1) ,  .......... (2) . The solution of
x y z x y y2 z2
1 1 1 1
equations (1) and (2) are x 2 dx  y 2 dy    a  u ( x, y, z )    a , and
x y x y
1 1 1 1
y  2 dx  z  2 dy    b  v( x, y, z )    b . Then the general solution of
y z y z
1 1  1 1 1 1 1 1
the PDE is   F    or    ,    0 .
x y  y z x y y z

Ex: Solve y 2 p  xyq  x( z  2 y) .

dx dy dz dx dy
Sol: The L.C.E. is   , we take 2  .........( 1) ,
y 2
 xy x ( z  2 y ) y  xy
dy dz
 .......... (2) . By grouping method, the solution of (1) is
 xy x( z  2 y )

u ( x, y, z )  x 2  y 2  a . Also, using grouping method again on (2), we have

dy dz
 .  ( z  2 y )dy   ydz  zdy  ydz  2 ydy  d ( yz)  2 ydy
 xy x( z  2 y )

 yz  y 2  b  b  yz  y 2 . Then the g.s. is  a, b  0 .

2- Multipliers Method: This method is used to have a new ratio of L.C.E.

and used iff two integrable pairs are not available from the existing L.C.E.
The working rule of this method is to use the ratios properties to generate
many ratios from two or more ratios by multiplying any ratio either by a
constant or a variable with no restriction. The reason to choose such a
multipliers in order to make the denominator zero so that the integration will
be easy thereafter. That is, if L.C.E. is multiplied with (l , m, n) , then
ldx mdy ndz ldx  mdy  ndz
   , such that lP  mQ  nR  0 . Thus
lP mQ nR lP  mQ  nR
ldx  mdy  ndz  0 , we then integrate to get the general solution.
Ex: Solve xp  yq  y 2  x 2 .
dx dy dz
Sol: The L.C.E. is   2 . Note that the first and second ratios
x  y y  x2
are integrable, so we can use grouping method, but if we check all other
ratios from L.C.E. they are not integrable, so we have to apply the
Multipliers method one time to get one new ratio. Then
dx dy
  ln x   ln y  a  xy  a . Choose ( x, y,1) as multiplier, we have
x y
xdx ydy dz xdx  ydy  dz
  2  
x 2
y 2
y x 2
0
xdx  ydy  dz  0  v( x, y, z )  x 2  y 2  2 z  b . The g.s. is  a, b  0 .

Ex: Solve ( y  z ) p  ( x  z )q  x  y
dx dy dz
Sol: The L.C.E is   . Notice that, there are no two ratios
yz xz x y
that can be integrated, that is all pairs from L.C.E have been checked and got
no pair is integrable. Therefore, we have to apply the Multipliers method
twice to get two different ratios. Choose (1,1,1) as a multiplier, then
dz dx  dy  dz
  dx  dy  dz  0  u ( x, y, z )  x  y  z  a . Now
x y yzxzx y
choose ( x, y, z ) as a multiplier, we have
dz xdx  ydy  zdz
  xdx  ydy  zdz  0  v( x, y, z )  x 2  y 2  z 2  b
x  y xy  xz  xy  zy  xz  yz
Then the g.s. is  a, b  0 .
Ex: Solve ( y 2  z 2  x 2 ) p  2 xyq  2 xz.
dx dy dz dy dz y
Sol:      ln y  ln z  a   a .
y z x
2 2 2
 2 xy  2 xz  2 xy  2 xz z

Now, choose ( x, y, z ) as a multiplier, then

 xdx ydy zdz xdx  ydy  zdz
   . Then,
x ( y  z  x )  2 xy
2 2 2 2
 2 xz 2
x( y  z 2  x 2 )  2 xy 2  2 xz 2
2

dz xdx  ydy  zdz dz 2 xdx  2 ydy  2 zdz

    ln z  ln( x 2  y 2  z 2 )  b .
 2 xz  x( y  z  x )
2 2 2
z x2  y2  z2

. The g.s. is  a, b  0 .

z
Thus b 
x  y2  z2
2

Exercise: 1- xzx  yz y  z  1 . 2- y 2 zz x  x 2 zz y  x 2 y .

3- x 2 z x  y 2 z y  xz 4- y ( zz y  x)   xzz x .

5- yzzx  xzzy  2xy. 6- ( y  z ) p  ( z  x)q  x  y.

7- tan( x) z x  tan( y) z y  tan z. 8- (mz  ny) p  (nx  lz)q  ly  mx .

9- x( y  z ) p  y ( z  x)q  z ( x  y ).
x y 
Answers: 1-   ,   0 2-  x 3  y 3 , y 2  z 2   0 6- use multipliers
 y z  1 
twice such that the first multiplier is 1,1,1 and the second is x, y, z  .
9-  x  y  z, xyz  0

Prof. Jafar Al-Omari