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3.linear Equations of The First Order

The document defines various types of partial differential equations and describes Lagrange's method for solving linear partial differential equations of the first order. It provides examples of using Lagrange's method to solve two sample equations.

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Devkriti Sharma
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0% found this document useful (0 votes)
45 views19 pages

3.linear Equations of The First Order

The document defines various types of partial differential equations and describes Lagrange's method for solving linear partial differential equations of the first order. It provides examples of using Lagrange's method to solve two sample equations.

Uploaded by

Devkriti Sharma
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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3rd Topic

Partial Differential Equations


Linear partial differential equation of first order

(Lagrange’s linear equation)

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. x 2 p + y 2 q = z is linear partial differential equation in z and of first order.


QUASI-LINEAR PARTIAL DIFFERENTIAL EQUATION:
Partial differential equation is said to be quasi-linear if degree of highest ordered
derivative is one and no products of partial derivatives of the highest order are present.

( )
e.g. zz xx + z y 2 = 0 is quasi-linear partial differential equation in z and of second order.

NON-LINEAR PARTIAL DIFFERENTIAL EQUATION:


A P.D.E., which is not linear, is known as non-linear P.D.E.
2
 ∂ 2u 
e.g.   + u 2  ∂u  = f (x , y ) is non-linear in u and of second order.
 ∂x 2   ∂y 
   
Partial Differential Equations: Linear partial differential equation of first order 2
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATION:


If in a P.D.E., each term contains the dependent variable or its derivatives, THE
p.d.e. is known as homogeneous p.d.e. Otherwise p.d.e. is non-homogeneous.
LINEAR PARTIAL DIFFERENTIAL EQUATION OF THE FIRST ORDER:
If p and q both occur in the first degree only and are not multiplied together, then
it is called a linear partial differential equation of the first order.

LAGRANGE’S LINEAR EQUATION:


The general form of a quasi-linear partial differential equation of the first order is
P(x , y, z )p + Q(x, y, z )q = R (x, y, z ) . (i)
This equation (i) is known as Lagrange’s linear equation.
If P and Q are independent of z and R is linear in z, then (i) is a linear equation.
Such an equation is obtained by eliminating an arbitrary function φ from φ(u, v ) = 0 , (ii)
where u, v are specific (known) functions of x, y, z.
Lagrange’s auxiliary equations:
Differentiating (ii) partially w. r. t. x and y.

∂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 
Partial Differential Equations: Linear partial differential equation of first order 3
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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

Method of obtaining General Solution:


(i) Rewrite the equation in the standard form Pp + Qq = R .
dx dy dz
(ii) Form the Lagrange’s auxiliary equations (A.E.) = = .
P Q R
(iii) Solve the auxiliary equations by the method of grouping or the method of
multiplier or both to get two independent solutions u = a and v = b, where a,
b are arbitrary constants.
(iv) Then φ(u, v ) = 0 or u = f ( v) is the general solution of the equation
Pp + Qq = R .
Partial Differential Equations: Linear partial differential equation of first order 4
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

Extended form for more than two independent variables:


In the differential equation Pp + Qq = R , there are two independent variables x and y. To
solve it, we have to find two independent solutions satisfying the equation
dx dy dz
= = . This procedure can be extended to linear partial equations of the last
P Q R
order involving more than two independent variables.
If u1 = c1 , u 2 = c 2 ,........u n = c n are n independent solutions of the 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

is φ(u1 , u 2 ,.........u n ) = 0 , where φ is an arbitrary function.

Now let us solve some linear partial differential equation of the first order:

Q.No.1.: Solve the following differential equation: pz − qz = z 2 + (x + y )2 .

Sol.: Given differential equation is pz − qz = z 2 + (x + y )2 .


This is a Lagrange’s linear partial differential equation of first order.
dx dy dz
Now here the Lagrange’s auxiliary equations are = = 2 .
z − z z + (x + y )2

Taking the first two members, we get dx + dy = 0 .


Integrating, we get x + y = a . (i)
This is first independent solution.
Again taking first and third members, we get
dx dz zdz
= ⇒ dx = , since x + y = a.
2
z 2
z + (x + y ) z + a2
2

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)
Partial Differential Equations: Linear partial differential equation of first order 5
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

This is second independent solution.


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) and (ii), the required general solution is

[ ( ) ]
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 .
Partial Differential Equations: Linear partial differential equation of first order 6
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

This is a Lagrange’s linear partial differential equation of first order.


dx dy dz
Now here the Lagrange’s auxiliary equations are = = .
x 2 − y2 − z2 2xy 2xz

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

2xdx + 2 ydy + 2zdz dz


⇒ = .
(x 2 2
+y +z 2
) z

Integrating both sides, we get

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
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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

∫ (xdx + ydy + zdz) = ∫ (x + y + z )d(x + y + z ) + c


⇒ x 2 + y 2 + z 2 = (x + y + z )2 + 2c
⇒ xy + yz + zx + c' = 0 . (v)
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 .

x−y 
Hence, from (i) and (ii), required general solution is φ , xy + yz + zx  = 0 .
 y−z 

Q.No.5.: Solve the following differential equation: y 2 zp + x 2 zq = y 2 x .

Sol.: Given differential equation is y 2 zp + x 2 zq = y 2 x .


This is a Lagrange’s linear partial differential equation of first order.
dx dy dz
Now here the Lagrange’s auxiliary equations are 2
= 2
= .
y z x z xy2

Taking first two members, we get x 2dx = y 2dy .


Integrating, we get

x 3 − y3 = a . (i)
Again taking first and third members, we get xdx = zdz
Integrating, we get

x 2 − z2 = b . (ii)
Partial Differential Equations: Linear partial differential equation of first order 8
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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 3 − y3 , x 2 − z 2 = 0 . ( )


Q.No.6.: Solve the following differential equation: x 2 (y − z )p + y 2 (z − x )q = z 2 (x − y ) .

Sol.: Given differential equation is x 2 (y − z )p + y 2 (z − x )q = z 2 (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 = = .
x 2 (y − z ) y 2 (z − x ) z 2 (x − y )
1 1 1
Using 2
, 2
, as multipliers, we get
x y z2
1 1 1
2
dx + 2
dy + dz
x y z2
Each fraction = .
0
dx dy dz
∴ 2
+ 2
+ = 0.
x y z2
Integrating, we get
1 1 1
+ + =a. (i)
x y z
1 1 1
Again using , , as multipliers, we get
x y z
1 1 1
dx + dy + dz
x y z dx dy dz
Each fraction = ⇒ + + = 0.
0 x y z
Integrating, we get
log x + log y + log z = log b ⇒ log(xyz ) = log b ⇒ xyz = 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 .

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:
Partial Differential Equations: Linear partial differential equation of first order 9
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

(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

Taking x, y, z as multipliers, we get


xdx + ydy + zdz
Each fraction =
0
∴ xdx + ydy + zdz = 0 .
Integrating, we get

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

⇒ ydy − d(yz ) − zdz = 0 .


Integrating, we get

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
Partial Differential Equations: Linear partial differential equation of first order 10
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

Integrating both sides, we get


x x
log x = log y + log c1 ⇒ log = log c1 ⇒ = c1 . (i)
y y
y
Similarly, taking second and third members, we get = c2 . (ii)
z
yzdx + zxdy + xydz du
Also, we have = ⇒ d(xyz ) = 3du .
3xyz xyz
Integrating both sides, we get
xyz − 3u = c3 . (iii)

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
 
Partial Differential Equations: Linear partial differential equation of first order 11
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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
Partial Differential Equations: Linear partial differential equation of first order 12
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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

Substituting for c1.x 4 − z 4 − 2(xy )z 2 = c 2


The general solution is

(
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
Partial Differential Equations: Linear partial differential equation of first order 13
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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 .

Sol.: Given differential equation is (y + zx )p − (x + yz )q = x 2 − y 2 .


This is a Lagrange’s linear partial differential equation of first order.
Now here the Lagrange’s auxiliary equations are
dx dy dz
= = .
y + zx − (x + yz ) x − y 2
2

Choosing multipliers as x , y,− z

( )
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
Partial Differential Equations: Linear partial differential equation of first order 14
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From the second and third fractions


dy dz y
= ⇒ = c1
y z z
Choosing multipliers as x, y, z

( )
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

or (x + y + z )(dx + dy ) + (x + y )(dx + dy ) + (x + y )dz = 0


(x + y + z )d(x + y ) + (x + y )d(x + y + z ) = 0
i.e. d[(x + y )(x + y + z )] = 0
Integrating (x + y )(x + y + z ) = c 2 .
Partial Differential Equations: Linear partial differential equation of first order 15
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

Thus the general solution is


F[xy, (x + y )(x + y + z )] = 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

Q.No.1.: Solve the following differential equation: p x + q y = x .

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 = φz 2 tan +  .
  2 8 
Partial Differential Equations: Linear partial differential equation of first order 16
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Q.No.3.: Solve the following differential equation: pyz + qzx = xy .

(
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 

Q.No.5.: Solve the following differential equation: xp − yq = y 2 − x 2 .

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 ) .

Q.No.7.: Solve the following differential equation: x (y − z )p + y(z − x )q = z(x − y ) .


Ans.: x + y + z = f ( xyz) .
Q.No.8.: Solve the following differential equation:

( ) ( ) ( )
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 .

Q.No.9.: Solve the following differential equation: y 2 p − xyq = x (z − 2 y ) .

(
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 .

Q.No.12.: Solve the following differential equation: (y − z )p + (x − y )q = z − x .

 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 .
Partial Differential Equations: Linear partial differential equation of first order 17
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

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

Ans.: φ(x + y + z, xyz ) = 0 .

Q.No.15.: Solve the following differential equation: x 2 p + y 2 q = (x + y )z .

x−y 1 1
Ans.: φ , −  = 0 .
 z y x

Q.No.16.: Solve the following differential equation: z(xp − yq ) = y 2 − x 2 .

( )
Ans.: φ xy, x 2 + y 2 + z 2 = 0 .
Q.No.17.: Solve the following differential equation:

(y3x − 2x 4 )p + (2y 4 − x 3 y)q = 9z(x 3 − y3 ) .


 y x 
Ans.: φ + , xyz1 / 3  = 0 .
 x 2 y2 
 
Q.No.18.: Solve the following differential equation:
x1p1 + 2x 2 p 2 + 3x 3 p 3 + 4x 4 p 4 = 0 .

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
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

 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

Q.No.25.: Solve (x + 2z )p + (4zx − y )q = 2x 2 + y .

( )
Ans.: F xy − z 2 , x 2 − y − z = 0 .

Q.No.26.: Solve x (y − z )p + y(z − x )q = z(x − y ) .


Ans.: F(x + y + z, xyz ) = 0 .
Q.No.27.: Solve (y + z )p + (z + x )q = x + y .

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
(Lagrange’s linear equation) For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc

Partial Differential Equations


Non-linear partial differential equation of first order
Standard forms:
(i) f (p, q ) = 0 ,
(ii) f (z, p, q ) = 0 ,
(iii) f (x, p ) = F(y, q ) ,
(iv) z = px + qy + f (p, q ) .

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