3.linear Equations of The First Order
3.linear Equations of The First Order
Prepared by:
Prof. Sunil
Department of Mathematics & Scientific Computing
NIT Hamirpur (HP)
DEFINITIONS:
PARTIAL DIFFERENTIAL EQUATION OF THE FIRST ORDER:
A differential equation involving first order partial derivatives p and q only is
called a partial differential equation of the first order.
LINEAR PARTIAL DIFFERENTIAL EQUATION:
A partial differential equation is said to be linear if the dependent variable z and
its derivatives are of degree one and products of z and its derivatives do not appear in the
equation.
( )
e.g. zz xx + z y 2 = 0 is quasi-linear partial differential equation in z and of second order.
∂φ ∂u ∂u ∂φ ∂v ∂v ∂φ ∂u ∂u ∂φ ∂v ∂v
+ p + + p = 0 and + q + + q = 0 .
∂u ∂x ∂z ∂v ∂x ∂z ∂u ∂y ∂z ∂v ∂y ∂z
∂φ ∂φ
Eliminating and , we get
∂u ∂v
∂u ∂u ∂v ∂v
+ p + p
∂x ∂z ∂x ∂z = 0
∂u ∂u ∂v ∂v
+ q + q
∂y ∂z ∂y ∂z
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
⇒ . − . p + . − . q = . − . . (iii)
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x
This is of the same form as (i) with
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
P = . − . , Q = . − . and R = . − . .
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x
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To determine u, v, from P, Q, R:
Suppose u = a and v = b, where a, b are constants, so that
∂u ∂u ∂u
dx + dy + dz = du = 0 ,
∂x ∂y ∂z
∂v ∂v ∂v
dx + dy + dz = dv = 0 .
∂x ∂y ∂z
By cross-multiplication, we get
dx dy dz
= = .
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
. − . . − . . − .
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x
dx dy dz
⇒ = = . [by virtue of (i) and (iii)] (iv)
P Q R
The solution of these equations are u = a and v = b.
dx dy dz
Thus, determining u, v from the simultaneous equations = = ,
P Q R
we have the solution of the partial differential equation.
Thus, φ(u, v ) = 0 or u = f ( v) is the required solution of Pp + Qq = R .
dx dy dz
Note: Equations = = are called Lagrange’s auxiliary equations or
P Q R
subsidiary equations
dx1 dx 2 dx dz
= = ....... = n = .
P1 P2 Pn R
Then, the general solution of the differential equation
∂z ∂z ∂z
P1 + P2 + .........Pn =R.
∂x1 ∂x 2 ∂x n
Now let us solve some linear partial differential equation of the first order:
2zdz
⇒ = 2dx .
z2 + a 2
Integrating both sides, we get
( ) [ ]
log z 2 + a 2 = 2 x + b ⇒ log z 2 + (x + y )2 − 2x = b . (ii)
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[ ( ) ]
φ x + y, log x 2 + y 2 + z 2 + 2xy − 2x = 0 . Ans.
Q.No.2.: Solve the following differential equation:
(mz − ny ) ∂z + (nx − ℓz ) ∂z = ℓy − mx .
∂x ∂y
∂z ∂z
Sol.: Given differential equation is (mz − ny ) + (nx − ℓz ) = ℓy − mx .
∂x ∂y
This is a Lagrange’s linear partial differential equation of first order.
dx dy dz
Now here the Lagrange’s auxiliary equations are = = .
mz − ny nx − ℓz ℓy − mx
Using multipliers x, y, z, we get
xdx + ydy + zdz
each fraction = ⇒ xdx + ydy + zdz = 0 .
0
Integrating, we get
x 2 + y2 + z 2 = a . (i)
Again using multipliers ℓ , m and n, we get
ℓdx + mdy + ndz
each fraction = ⇒ ℓdx + mdy + ndz = 0 .
0
Integrating, we get
ℓx + my + nz = b . (ii)
Since we know that if u = a and v = b are two independent solutions, then φ(u, v ) = 0 or
u = f ( v) is the general solution of the equation Pp + Qq = R .
Hence, from (i) and (ii), the required general solution is
x 2 + y 2 + z 2 = f (ℓx + my + nz ) .
( )
Q.No.3.: Solve the following differential equation: x 2 − y 2 − z 2 p + 2xyq = 2xz .
( )
Sol.: Given differential equation is x 2 − y 2 − z 2 p + 2xyq = 2xz .
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dy dz
From the last two fractions, we have = .
y z
Integrating both sides, we get
y
log y = log z + log a ⇒ =a. (i)
z
Using multipliers x, y and z, we have
xdx + ydy + zdz xdx + ydy + zdz dz
each fraction = ⇒ =
( 2
x x +y +z 2 2
) (
x x 2 + y2 + z2 ) 2xz
x 2 + y2 + z2
( )
log x 2 + y 2 + z 2 = log z + log b ⇒
z
= b. (ii)
Since we know that if u = a and v = b are two independent solutions, then φ(u, v ) = 0 or
u = f ( v) is the general solution of the equation Pp + Qq = R .
y
Hence, from (i) and (ii), required general solution is x 2 + y 2 + z 2 = zf .
z
(
Q.No.4.: Solve the following differential equation: x 2 − yz p + y 2 − zx q = z 2 − xy . ) ( )
( ) (
Sol.: Given differential equation is x 2 − yz p + y 2 − zx q = z 2 − xy . )
This is a Lagrange’s linear partial differential equation of first order.
dx dy dz
Now here the Lagrange’s auxiliary equations are = = . (i)
2 2 2
x − yz y − zx z − xy
dx − dy dy − dz
Each of these equations = = .
x − y − (y − x )z
2 2
y − z 2 − x (z − y )
2
d (x − y ) d (y − z ) d (x − y ) d ( y − z )
⇒ = ⇒ = .
(x − y )(x + y + z ) (y − z )(x + y + z ) x−y y−z
Integrating both sides, we get
Partial Differential Equations: Linear partial differential equation of first order 7
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x−y
log(x − y ) = log(y − z ) + log c ⇒ = c. (ii)
y−z
Using multipliers x, y and z, each fraction of (i)
xdx + ydy + zdz xdx + ydy + zdz
= = . (iii)
3 3 3
x + y + z − 3xyz (x + y + z )(x 2 + y2 + z 2 − yz − zx − xy)
dx + dy + dz
Also, each of the Lagrange’s auxiliary equations = . (iv)
x + y + z 2 − yz − zx − xy
2 2
Equating (iii) and (iv) and canceling the common factor, we get
xdx + ydy + zdz
= dx + dy + dz ⇒ (xdx + ydy + zdz ) = (x + y + z )d(x + y + z )
x+y+z
Integrating both sides, we get
x−y
Hence, from (i) and (ii), required general solution is φ , xy + yz + zx = 0 .
y−z
x 3 − y3 = a . (i)
Again taking first and third members, we get xdx = zdz
Integrating, we get
x 2 − z2 = b . (ii)
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Since we know that if u = a and v = b are two independent solutions, then φ(u, v ) = 0 or
u = f ( v) is the general solution of the equation Pp + Qq = R .
1 1 1
Hence, from (i) and (ii), required general solution is φ + + , xyz = 0 .
x y z
Q.No.7.: Solve the following differential equation:
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(z 2
)
− 2 yz − y 2 p + (xy + zx )q = xy − zx .
( )
Sol.: Given differential equation is z 2 − 2 yz − y 2 p + (xy + zx )q = xy − zx .
This is a Lagrange’s linear partial differential equation of first order.
dx dy dz
Now here the auxiliary equations are 2 2
= = .
z − 2 yz − y xy + zx xy − zx
x 2 + y2 + z 2 = a . (i)
Again taking the last two numbers, we get
dy dz
= ⇒ (y − z )dy = (y + z )dz ⇒ ydy − (zdy + ydz ) − zdz = 0
xy + zx xy − zx
y 2 − 2 yz − z 2 = b . (ii)
Since we know that if u = a and v = b are two independent solutions, then φ(u, v ) = 0 or
u = f ( v) is the general solution of the equation Pp + Qq = R .
( )
Hence, from (i) and (ii), required general solution is φ x 2 + y 2 + z 2 , y 2 − 2 yz − z 2 = 0 .
∂u ∂u ∂u
Q.No.8.: Solve the following differential equation: x +y +z = xyz .
∂x ∂y ∂z
∂u ∂u ∂u
Sol.: Given differential equation is x +y +z = xyz .
∂x ∂y ∂z
This is a Lagrange’s linear partial differential equation of first order.
dx dy dz du
Now here the Lagrange’s auxiliary equations are = = = .
x y z xyz
dx dy
Taking first and second members, we get = .
x y
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Since we know that if u = a and v = b are two independent solutions, then φ(u, v ) = 0 or
u = f ( v) is the general solution of the equation Pp + Qq = R .
Thus, from (i), (ii) and (iii), the required general solution is
x y
φ , , xyz − 3u = 0 . Ans.
y z
Q.No.9.: Solve the following differential equation: xp + yq = 3z .
Sol.: This is a PDE of first order Pq + Qq = R with P = x, Q = y and R = 3z.
dx dy dz
The Lagrange’s auxiliary equations are = = .
x y 3z
dx dy
Integrating the first two equations = , we get
x y
x
In x = In y + c1 ⇒ = c.
y
dx dz
Integrating first and last equations = , we get
x 3z
3 In x = In z + c 2 ∴ x 3 = c1z .
x
Thus the required solution is x 3 = z f .
y
x3 x
The general solution can also be written as F , = 0,
z y
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dy dz
Note: By integrating 2nd and 3rd equations = , we also get y 3 = c 2 z so the general
y 3z
x
solution is also given by y 3 = zf .
y
Q.No.10.: Solve the following differential equation: p − q = log(x + y ) .
Sol.: Given differential equation is p − q = log(x + y ) .
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
1 − 1 In ( x + y)
Integrating the first two fractions dx + dy = 0 yields
x + y = c1
From first and last fractions In (x + y )dx = dz
Put x + y = c1 , then In c1dx = dz
Integrating x In c1 = z + c 2 ⇒ x. In (x + y ) = z + c 2 .
The general solution is
F(x + y, In ( x + y) − z ) = 0 .
Q.No.11.: Solve yzp − xzq = xy .
Sol.: Given differential equation is yzp − xzq = xy .
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
yz − xz xy
from first and second fractions, we get
dx dy dx dy
= ⇒ = ⇒ xdx + ydy = 0
yz − xz y −z
Integrating x 2 + y 2 = c1
From first and third fraction
dx dz dx dz
= ⇒ =
yz xy z x
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Integrating, x 2 − z 2 = c 2
Thus the general solution is
(
F x 2 + y2 , x 2 − z2 = 0 . )
(
Q.No.12.: Solve z z 2 + xy (px − qy ) = x 4 )
(
Sol.: Given differential equation is z z 2 + xy (px − qy ) = x 4 . )
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
(
xz z + xy2
) ( 2
− yz z + xy ) x4
From first and second fractions, we get
dx dy
=
x −y
on integration xy = c1
From first and third fraction
(
x 3 dx = z 3 + xyz dz )
using xy = c1 , x 3 dx = z 3 + c1z dz ( )
x4 z4 z2
Integrating = + c1 + c 2 ⇒ x 4 − z 4 − 2c1z 2 = c 2
4 4 2
(
F xy, x 4 − z 4 − 2xyz 2 = 0 . )
Q.No.13.: Solve (z − y )p + (x − z )q = y − x .
Sol.: Given differential equation is (z − y )p + (x − z )q = y − x .
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
z−y x−z y−x
Choosing multipliers as 1, 1, 1
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dx + dy + dz = (z − y ) + (x − z ) + (y − z ) = 0
Integrating x + y + z = c1
Choosing multipliers as x, y, z
xdx + ydy + zdz = x (z − y ) + y(x − z ) + z(y − x ) = 0
Integrating x 2 + y 2 + z 2 = c 2
The general solution is
( )
F x + y + z, x 2 + y 2 + z 2 = 0 .
Q.No.14.: Solve (y + zx )p − (x + yz )q = x 2 − y 2 .
( )
xdx + ydy − zdz = x (y + zx ) + y(− 1)(x + yz ) − z x 2 − y 2 = 0
Integrating x 2 + y 2 − z 2 = c1
Choosing multipliers as y, x, 1, we get
( )
ydx + xdy + dz = y(y + zx ) + x (− 1)(x + yz ) + x 2 − y 2 = 0
Integrating xy + z = c 2 .
The general solution is
( )
F x 2 + y 2 − z 2 , xy + z = 0 .
( )
Q.No.15.: Solve y 2 + z 2 p − xyq + zx = 0 .
( )
Sol.: Given differential equation is y 2 + z 2 p − xyq + zx = 0 .
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
2 2 − xy − zx
y +z
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( )
xdx + ydy + zdz = x y 2 + z 2 + y(− xy ) + z(− zx ) = 0
Integrating x 2 + y 2 + z 2 = c 2
The general solution is
y
F , x 2 + y 2 + z 2 = 0 .
z
Q.No.16.: Solve px (x + y ) = qy(x + y ) − (2x + 2 y + z )(x − y ) .
Sol.: Given differential equation is px (x + y ) = qy(x + y ) − (2x + 2 y + z )(x − y ) .
This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= =
x (x + y ) − y(x + y ) − x (x − y )(2x + 2 y + z )
From first two fractions, canceling (x + y ) ,
We get
dx dy
=− ⇒ d(In x ) + d(In y ) = c
x y
which on integration gives xy = c1
dx + dy dx + dy dz
= =
x (x + y ) − y(x + y ) (x + y )(x − y ) − x (x − y )(2x + 2 y + z )
Canceling the x − y terms, we get
(2x + 2y + z )(dx + dy ) + (x + y )dz = 0
( ) (
Q.No.17.: Solve x 2 − y 2 − yz p + x 2 − y 2 − zx q = z(x − y ) . )
Sol.: Auxiliary equations are
dx dy dz
= =
2 2
x − y − yz 2
x − y − zx 2 z (x − y )
(
dx − dy − dz = x 2 − y 2 − yz − x 2 − y 2 − zx − z(x − y ) = 0 )
Integrating x − y − z = c1
From first and second fraction
xdx − ydy dz xdx − ydy dz
= ⇒ =
x 3 − xy 2 − x 2 y − y 3 z (x − y ) (x 2 − y 2 )(x − y) z (x − y )
i.e.,
1
2
[( )]
d In x 2 − y 2 = d (In z )
∴
(x − y ) = c
2 2
2
z2
∴ The general solution is
f x − y − z,
(x 2 − y2 ) = 0 .
z2
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Home Assignments
Ans.: x − y = f ( x− z . )
Q.No.2.: Solve the following differential equation: p cos(x + y ) + q sin (x + y ) = z .
x + y π
Ans.: [cos(x + y ) + sin (x + y )]c y − z = φz 2 tan + .
2 8
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(
Ans.: x 2 − y 2 = f y 2 − z 2 . )
Q.No.4.: Solve the following differential equation: p tan x + q tan y = tan z .
sin x sin y
Ans.: φ , = 0
sin y sin z
Ans.: x 2 + y 2 + 2z = [log(xy)] .
Q.No.6.: Solve the following differential equation: (y + z )p − (z + x )q = x − y .
Ans.: x 2 + y 2 − z 2 = f (x + y + z ) .
( ) ( ) ( )
x y2 − z2 p + y z 2 − x 2 q − z x 2 − y2 = 0 .
( )
Ans.: φ x 2 + y 2 + z 2 , xyz = 0 .
(
Ans.: x 2 + y 2 = f y 2 − yz . )
( ) ( )
Q.No.10.: Solve the following differential equation: px z − 2 y 2 = (z − qy ) z − y 2 − 2x 3 .
y z y2
Ans.: φ , − + x2 = 0.
z x x
Q.No.11.: Solve the following differential equation: 2p + 3q = 1 .
Ans.: φ(3x − 2 y, y − 3z ) = 0 .
x2
Ans.: φ x + y + z, + yz .
2
Q.No.13.: Solve the following differential equation: (y + z )p + y(z + x )q = x + y .
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x − y
Ans.: φ , (x − y )2 (x + y + z ) = 0 .
y−z
y−z z−x x−y
Q.No.14.: Solve the following differential equation: p + q = .
yz zx xy
x−y 1 1
Ans.: φ , − = 0 .
z y x
( )
Ans.: φ xy, x 2 + y 2 + z 2 = 0 .
Q.No.17.: Solve the following differential equation:
x 2 x 3 x 4
Ans.: z = φ 1 , 1 , 1 .
x 2 x3 x 4
Q.No.19.: Solve xp + yq = z .
x y
Ans.: F , = 0 .
z z
Q.No.20.: Solve x 2 p + y 2 q = z 2 .
1 1 1 1
Ans.: F − , − = 0 .
x y y z
Q.No.21.: Solve p + 3q = 5z + tan (y − 3x ) .
( )
Ans.: F y − 3x, e −5x {5z + tan (y − 3x )} = 0 .
( ) ( ) (
Q.No.22.: Solve x 3 + 3xy 2 p + y 3 + 3x 2 y q = 2 x 2 + y 2 z . )
Partial Differential Equations: Linear partial differential equation of first order 18
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xy
Ans.: F(x − y )− 2 − (x + y )− 2 , = 0 .
z2
( ) ( ) (
Q.No.23.: Solve x 2 y 3 − z 3 p + y 2 z 3 − x 3 q = z 2 x 3 − y 3 . )
1 1 1
Ans.: F x 2 + y 2 + z 2 , + + = 0 .
x y z
( ) (
Q.No.24.: Solve 2x 2 + y 2 + z 2 − 2 yz − zx − xy p + x 2 + 2 y 2 + z − yz − 2zx − xy q )
(
= x 2 + y 2 + 2z 2 − yz − 2xy . )
x−y y−z
Ans.: F , = 0 .
y−z z−x
( )
Ans.: F xy − z 2 , x 2 − y − z = 0 .
x−y y − x
Ans.: F , = 0.
y−z x+y+z
( ) (
Q.No.28.: Solve px z − 2 y 2 = (z − qy ) z − y 2 − 2x 3 . )
y y2 z
Ans.: F , − − x2 = 0 .
z x x
( ) ( ) (
Q.No.29.: Solve x y 2 − z 2 p + y z 2 − x 2 q = z x 2 − y 2 . )
( )
Ans.: F x 2 + y 2 + z 2 , xyz = 0 .
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4th Topic
Partial Differential Equations: Linear partial differential equation of first order 19
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