Lecture 3: Partial Differential Equations (PDE’s)

* Solution of non-linear first order PDEs (F.O.PDEs):

There are different methods to find the general solution of non-linear
F.O.PDEs. of the form F ( x, y, z, p, q)  0 …......(*), some of these methods are
the four standard forms and the charpit’s method.
* Four Standard forms of Solving equation (*):
Standard form 1: If equation (*) contains p and q only i.e. it is of the form
F ( p, q)  0 ...(1). The steps to use this method is as follows 1- let p  a

2- substitute into equation (1) to get q  h(a ) . 3- use the equation

dz  pdx  qdy , wherethe general solution is z  ax  h(a) y  b . There are
many solutions of this type of equations.
Ex: Solve pq  3 .
Sol: F  pq  3  0 . Note that the given PDE contains p and q only so we use
3
standard form 1. let p  a , then substitute into the given PDE we have q  .
a
3
Then the general solution is dz  pdx  qdy  z  ax  y  b .
a

Ex: Solve p 2  q 2  3 .

Sol: F  p 2  q 2  3  0 . Let p  a , then q   a 2  3 . Therefore, the

general solution z  ax  a 2  3 y  b .
z  z 
Ex: Solve  ln  .
y  x 

Sol: F  q  ln p  0 . Let p  a , then q  ln a . Therefore, the

general solution z  ax  ln(a) y  b .
Standard form 2: If the PDE (*) containing z , p and q only not
containing x and y , i.e. in the form F ( z, p, q)  0....(1) . The steps of finding
dz dz
the general solution 1- let p  , qa and u  x  ay .
du du

2- substitute into equation (1) which becomes a separable ODE between z

and u in the form F  z , dz , a dz   0 . 3- solve the ODE and then substitute
 du du 
u  x  ay to get the general solution of the PDE.

Ex: Solve z 2 ( p 2  q 2  1)  1 .
Sol: Note that the given PDE contains p , q and z only so we use form 2. let
dz dz
p , qa and u  x  ay . Then substitute into the given PDE, to get
du du

  dz  2  dz 
2

z 2     a 2    1  1 . This is a separable ODE between z and u where
  du   du  
 

z is the dependent and u is independent. Then

  dz  2 
    a 2  dz    1  1  1  z   dz  (1  a 2 )  1  z   dz   1  z
2 2 2 2 2 2

  du   du   z
2
z2  du  z2  du  z 2 (1  a 2 )

z 2 (1  a 2 ) 1
   
1
1 u
dz  du  z 1  z 2 2 dz  du   1  z 2 2  b.
1 z 2
1 a 2
1 a2
Therefore the general solution of the given PDE is
x  ay
 
1
 1 z2 2  b.
1 a2

Ex: Solve z  p 2  q 2 .
Sol: Note that the given PDE contains p , q and z only, we use form 2. let
dz dz
p , qa and u  x  ay . Then substitute into the given PDE, to get
du du
  dz  2 2
2  dz  
  dz 
2
z dz z
1

z    a         1  a z 2 dz  du .
2
  du    
du   
du 1  a 2
du 1 a 2


 2 1 a2 z  u  b  2 1 a2 z  x  ay  b. This is the general solution.

Ex: Solve 4(1  z 3 )  9 z 4 pq .

Sol: 4(1  4z )  dz .a dz  dz   2 12 z  3 z 2 a 1  z 3  2 dz  du . Then the

3 3 1

9z du du du 3z a 2

General solution is a 1  z 3   ( x  ay  b).

Standard form 3: If equation (*) can be written in the form

F1 ( x, p)  F2 ( y, q)....(1) . The steps of finding the general solution are

1- express the given PDE as equation (1) 2- let F1 ( x, p)  F2 ( y, q)  a and

then find p   (x) and q   ( y ) . 3- the g.s is given by dz  pdx  qdy . It is
not a condition that both x and y are available in the standard form 3, but at
least one of them is available, but the important thing is that z does not
exist.
Ex: Solve p 2 y(1  x 2 )  x 2 q .
Sol: We have to write the given PDE in the form (1). That is
p 2 (1  x 2 ) q q
F1 ( x, p)  2
  F2 ( y, q) . Let  a  q  ay and
x y y
p 2 (1  x 2 ) ax 2 x a
 a  p 2
  p . Then we substitute into
x 2
1 x 2
1 x2
x a a 2
dz  pdx  qdy  dz  dx  aydy  z   a 1  x 2  y b.
1 x 2 2

Ex: Solve p  3x  q  0 .

Sol: We have to write the given PDE in the form (1). That is
F1 ( x, p)  p  3x  q  F2 ( y, q) . Let q  a  q  a 2 and
p  3x  a  p  a  3x  . Then we substitute into
2

1
dz  pdx  qdy  dz  a  3x  dx  a 2 dy  z  a  3x 3  a 2 y  b .
2

Standard Form 4 : If equation (*) can be written in the form

z  px  qy  g ( p, q ) …..(1), this equation is called expanded Clairo equation.
The steps of finding the general solution are 1- write the given PDE in the
form (1). 2- Let p  a and q  b . 3- the general solution will be
z  ax  by  g (a, b) .

Ex: Solve z  px  qy  pq .
Sol: We write the given PDE in the form (1), i.e. z  px  qy  pq . Thus the
general solution is z  ax  by  ab .
Ex: Solve px  qy  z  p 2  q 2 .
Sol: We write the given PDE in the form (1), i.e. z  px  qy  p 2  q 2 . Thus
the general solution is z  ax  by  a 2  b 2 .
Ex: Solve px  z  qy  p 3  q 3 .
Sol: z  px  qy  p 3  q 3 . Thus the general solution is z  ax  by  a 3  b 3 .
Exercises: Find the general solution of the following PDEs
1- p 2  p  q 2 2- pp q 3- 2 p  3q  5 4- pq  p  q
1 1
5- z  px  q( y  5 p) 6- z  px  qy  p q 2 2
7- z  px  qy  3 p q 3 3

8- p 3  q 3  27 z 9- p  q  z 10- zpq  p  q  0 11- p 2  qz

12- p 2 q  2 x 2 q  x 2 y 13- p  2xq 2 14- x 2  q  xp  y  x  0
15- (1  x 2 ) p  (1  y 2 )q .
1
Answers: 1- z  ax  y a 2  a  b 2- z  ax  y  b 5- z  ax  by  5ab
a

2( x  ay) 2(1  a)( x  ay)

2

6- z  ax  by  a 2 b 2 8- z 3  b 10- z 2  b
3
1  a3 a

1 1 2 1 1
12- z   x 2 2  a  y b 14- z  x 2  x  a ln x  ay  y 2  b
2 2a 2 2

15- z  a tan 1 x  a tan 1 y  b .

Prof. Jafar Al-Omari