CHAPTER 3

Partial Differential Equations

3.1. Partial Differential Equation Definition:
A Partial Differential Equation commonly denoted as PDE is a differential equation
containing partial derivatives of the dependent variable (one or more) with more than one
independent variable. A PDE for a function u (x1……xn) is an equation of the form

The PDE is said to be linear if f is a linear function of u and its derivatives. The simple
PDE is given by:
∂u/∂x (x, y) = 0
The above relation implies that the function u (x, y) is independent of x which is the
reduced form of partial differential equation formula stated above. The order of PDE is the
order of the highest derivative term of the equation.

3.2 . Representation of Partial Differential Equations:

In PDEs, we denote the partial derivatives using subscripts, such as;

In some cases, like in Physics when we learn about wave equations or sound equation,
partial derivative, ∂ is also represented by ∇ (del or nabla).

3.3. Partial Differential Equation Types:

The different types of partial differential equations are:
1. First-order Partial Differential Equation
2. Linear Partial Differential Equation
3. Quasi-Linear Partial Differential Equation
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 4. Homogeneous Partial Differential Equation

3.3.1. Derivation of Partial Differential Equations:

Partial differential equations can be derived either by the elimination of (1) arbitrary
constants from the relation between x,y,z or (2) of arbitrary functions of these variables.

3.3.1. (a) By Elimination of Arbitrary Constants

Let us consider the following equation

ϕ (x, y, z, a, b ) = 0 … (1)
where a and b are arbitrary constants and z is regarded as the function of two
independent variables x and y.
We now form a partial differential equation by eliminating the arbitrary constants a and b
from (1) in the following manner:
Differentiating (1) partially w, r, t, x and y, we get

From equations (1), (2) and (3), the arbitrary constants a and b can be eliminated to obtain
a relation between x, y, z, p and q.
Let the resulting equation (i.e. the relation between x, y, z, p and q) be
f (x, y, z, p, q) =0 … (4)
which is a partial differential equation of order one.
While deriving the partial differential equation from the given relation by elimination of
arbitrary constants appearing in the relation, the following three situations may arise:

Situation No 1. When the number of arbitrary constants in the given relation

(equation) is equal to the number of independent variables, then the elimination of the
arbitrary constants shall give rise to a unique partial differential equation of order one as
shown in the following example:

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Example: 1 Eliminate the arbitrary constants a and b from the relation z axby .
Solution.
Given that z axby …(1)
where a and b are arbitrary constants.
Differentiating (1) partially w.r.t. x and y, we have

Eliminating a and b from (1), (2) and (3), we get

z px qy …(4)
which is a unique partial differential equation of order one.

Situation No 2. When the number of arbitrary constants in the given relation

(equation) is less than the number of independent variables, then the elimination of
arbitrary constants shall give rise to multiple partial differential equations of order one
as shown in the following example:

Example 2:
Eliminate the arbitrary constant a from the relation
z ax y .

Solution.
Given that z axby …(1)
where a is an arbitrary constant to be eliminated.
Differentiating (1) partially w.r.t. x, we get

Again, differentiating (1) partially w.r.t. y, we get

Now, eliminating a from (1) and (2), we get

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which is a partial differential equation of order one.
Again, since equation (3) does not contain the arbitrary constant a, therefore, it may be
taken as a partial differential equation of order one.
Thus, we get two partial differential equations i.e., multiple partial differential
equations given by (3) and (4), each of order one.

Situation No 3. When the number of arbitrary constants in the given relation

(equation) is greater than the number of independent variables, then the elimination of
arbitrary constants shall give rise to a partial differential equation of order usually
greater than one as shown in the following example:

Example 3: Eliminate the arbitrary constants a, b and c from the relation z= ax+by +
cxy .
Solution. Given that z= ax+by +cxy .…(1)
where a , b ¿c are the arbitrary constants to be eliminated.
Differentiating (1) partially w.r.t. x and y, we get

Again, differentiating (2) partially w.r.t. x, we get

Similarly, differentiating (3) partially w.r.t. x, we get

(5)
Next, differentiating (3) partially w.r.t. y, we get

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Now, multiplying both sides of equation (2) by x, we get

Similarly, multiplying both sides of equation (3) by y, we get

Now, adding the corresponding sides of (7) and (8), we get

Using (1) and (5) in equation (9), we get

Thus, we have three partial differential equations i.e., multiple partial differential
equations given by (4), (6) and (10), each of order two.

Example 4. Eliminate the arbitrary constants a and b from equation z = ax + by to form

a partial differential equation. Also, find the order and degree of this partial differential
equation.
Solution:
Given that z = ax + by …(1)
Differentiating (1) partially w.r.t. x and y, we get

Eliminating a and b from equation (1) with the help of

equations (2) and (3), we get
px+ qy= z …(4)
which is the required partial differential equation. The order and degree of this
partial differential equation are both one.
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Example 5. Form the partial differential equation corresponding to
Z=(x+a) (y+ b)
where a and b are arbitrary constants.
Solution:
Given that …(1)
Differentiating (1) partially w.r.t. x and y, we get
P=(y + b ) …(2)
and q =( x+ a) …(3)
Eliminating a and b from equation (1) with the help of equations (2) and (3),
we get
pq= z …(4)
which is the required partial differential equation.

Example 6. Find the partial differential equation by eliminating the arbitrary constants a

and b from .
Solution:

Given that …(1)

Differentiating (1) partially w.r.t. x and y, we get

Eliminating a and b from (1) with the help of (3), we get

which is the required partial differential equation.

3.3.1.( b) Elimination of Arbitrary Function ϕ from

Let us consider the following arbitrary function:

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 ϕ (u , v )= 0 …(1)
where u and v are the functions of x , y ^ z . Here, we treat z as dependent
variable and x and y as the independent variables so that

We now form a partial differential equation by eliminating the functions u and v from (1)
as follows:
Differentiating (1) partially w.r.t. x, we get

Or

Or

Similarly, differentiating (1) partially w.r.t. y, we get

which can also be put in the form Pp + Qq= R …(5)

where

where P Equation (5) is a linear partial differential equation of order one and degree
one for which ϕ( u , v ) = 0 is a solution.
The partial differential equation of the form Pp + Qq= R , where P, Q and R are
functions of x , y & z is called as Lagrange’s linear partial differential equation.

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 Note: If the given relation between x, y and z contains two or more arbitrary functions,
then in general their elimination gives rise to the partial differential equation of order two
or of higher order.
The following solved examples will illustrate the formations and derivations of
partial differential equations of various orders:

Example 7. Obtain a partial differential equation by eliminating the arbitrary function f

from

Solution: Given that .…(1)

Differentiating (1) partially w.r.t. x and y, we get

…(2)

and …(3)
Dividing (2) by the corresponding sides of (3), we get

This can also be written in the following form

…(4)
which is the required partial differential equation.

Example 8. Eliminate the arbitrary functions f and g from the relation z = f(x + iy)

2
+ g (x – iy), where i = -1 obtain a partial differential equation. What is the order of
this partial differential equation?
Solution: Given that z = f(x + iy) + g (x – iy) …(1)
Differentiating (1) partially w.r.t. x and y, we get

Again, differentiating (2) partially w.r.t. x and (3) partially w.r.t. y, we get

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 2
Again, using i = -1 in equation (5), we obtain

Now, adding the corresponding sides of (4) and (6), we get

which is the required partial differential equation of order two.

Example 9. Eliminate the arbitrary functions ϕ and ψ from the relation

to obtain a partial differential equation.
Solution : Given that …(1)
Differentiating (1) partially w.r.t. x and y, we get

Again, differentiating (3) partially w.r.t. x, we get

Multiplying (2) by x and (3) by y and then adding together, we get

which is the required partial differential equation.

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 3.4. SOLUTION OF STANDARD TYPES OF FIRST ORDER PARTIAL
DIFFERENTIAL EQUATIONS.
The first order partial differential equation can be written as f(x,y,z, p,q) = 0,
Where .
In this section, we shall solve some standard forms of equations by special methods.

3.4.1 Standard I: f (p,q) = 0. Equations containing p and q only.

Suppose that z = ax + by +c is a solution of the equation f(p, q) = 0,
where f (a, b) = 0.
Solving this for b, we get b = F (a).
Hence the complete integral is z = ax + F(a) y +c ------------ (1)
Now, the singular integral is obtained by eliminating a & c between
z = ax + y F(a) + c
0 = x + y F'(a)
0 = 1.
The last equation being absurd, the singular integral does not exist in this case. To obtain
the general integral, let us take c = φ (a).
Then,

-------------- (2)
Differentiating (2) partially w.r.t. a, we get

--------------- (3)
Eliminating ‘a ‘between (2) and (3), we get the general integral

Example 10

Solve pq = 2
The given equation is of the form f (p,q) = 0
The solution is z = ax + by +c, where ab = 2.
Solving,

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The complete integral is

---------- (1)
Differentiating (1) partially w.r.t ‘c’ we get
0 = 1,
which is absurd. Hence, there is no singular integral.
To find the general integral, put c = φ (a) in (1),
we get

Differentiating partially w.r.t ‘ a’ , we get

Eliminating ‘a ‘between these equations gives the general integral.

Example 11
Solve pq + p +q = 0
The given equation is of the form f (p,q) = 0.
The solution is z = ax + by +c, where ab + a + b = 0.
Solving, we get

Hence the complete Integral is

------ (1)
Differentiating (1) partially w.r.t. ‘c’, we get
0 = 1.

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The above equation being absurd, there is no singular integral for the given partial
differential equation.
To find the general integral, put c = ϕ (a) in (1), we have

------(2)
Differentiating (2) partially w.r.t a, we get

----- (3)
Eliminating ‘a ‘between (2) and (3) gives the general integral.

Example 12
2 2
Solve p + q = npq
2 2
The solution of this equation is z = ax + by + c, where a + b = nab.
Solving, we get

Hence the complete integral is

-----------(1)
Differentiating (1) partially w.r.t c, we get 0 = 1, which is absurd. Therefore, there is no
singular integral for the given equation.
To find the general Integral, put C = φ (a), we get

Differentiating partially w.r.t ‘a’ we have

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 The eliminant of ‘a ‘between these equations gives the general integral

3.4.2 Standard II : Equations of the form f (x ,p, q) = 0, f (y ,p, q) = 0 and f (z, p, q) =

0. i. e, one of the variables x, y, z occurs explicitly.

(i) Let us consider the equation f (x, p, q) = 0.

Since z is a function of x and y, we have

Or
dz=pdx+qdy
Assume that q = a.
Then the given equation takes the form f (x, p, a ) = 0
Solving, we get p = φ(x, a).
Therefore, d z = φ(x, a) dx + a dy
Integrating, z = ∫ φ(x ,a) dx + ay + b which is a complete Integral.

(ii) Let us consider the equation f(y, p, q) = 0.

Assume that p = a.
Then the equation becomes f (y, a, q) = 0
Solving, we get q = φ (y,a).
Therefore, dz = adx + φ∫ φ(y,a) dy.

Integrating, z = ax + ∫ φ(y,a) dy + b, which is a complete Integral.

(iii) Let us consider the equation f(z, p, q) = 0.

Assume that q = ap.

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Then the equation becomes f (z, p, ap) = 0
Solving, we get p = φ(z,a). Hence dz = φ(z,a) dx + a φ(z, a) dy.

ie
Integrating,

which is a complete Integral.

Example 13
2
Solve q = xp + p
Given
2
q = xp + p -------------(1)
This is of the form f (x, p, q) = 0.
Put q = a in (1), we get
2
a = xp + p
2
i.e, p + xp – a = 0.
Therefore

Integrating ,

Thus

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Example 14
2
Solve q = y p
This is of the form f (y ,p, q) = 0

Then, put p = a.
2
Therefore, the given equation becomes q = a y.
Since d z = pd x + q dy,
we have
2
dz = adx + a y dy
Integrating, we get

Example 15
2 2
Solve 9 (p z + q ) = 4
This is of the form f (z ,p ,q) = 0
Then, putting q = ap, the given equation becomes
2 2 2
9 (p z + a p ) = 4
Therefore,

and

Since d z = pdx + qdy,

Multiplying both sides by

15
we get

which on integration gives,

Or

3.4.3 Standard III: f1(x, p) = f2 (y, q). ie, equations in which ‘z’ is absent and the
variables are separable

Let us assume as a trivial solution that

f(x, p) = g(y, q) = a (say).
Solving for p and q, we get p = F(x,a) and q = G(y,a).
But

Hence dz = pdx + qdy = F(x,a)dx + G(y,a)dy

Therefore,

which is the complete integral of the given equation containing two constants a and b.
The singular and general integrals are found in the usual way.

Example 16
Solve pq = xy
The given equation can be written as

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Therefore,

implies p=ax and

implies

Since d z = p dx + q dy , we have

which on integration gives. a

Example 17

2 2 2 2
Solve p + q = x + y
2 2 2 2 2
The given equation can be written as p – x = y – q = a (say)
2 2 2
p –x =a implies

2 2 2
and y – q = a implies

But dz = pdx + qdy

ie,

Integrating, we get

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 3.4.4 Standard IV (Clairaut’s form)
Equation of the type z = px + qy + f (p,q) ------(1) is known as Clairaut‟s form.
Differentiating (1) partially w.r.t x and y,
we get p = a and q = b.
Therefore, the complete integral is given by
z = ax + by + f (a,b).

Example 18
Solve z = px + qy +pq
The given equation is in Clairaut‟s form. Putting p = a and q = b, we have
z = ax + by + ab -------- (1)
which is the complete integral.
To find the singular integral, differentiating (1) partially w.r.t a and b, we get
0=x+b
0=y+a
Therefore we have, a = -y and b= -x. Substituting the values of a & b in (1), we get
z = -xy – xy + xy
or z + xy = 0, which is the singular integral. To get the general integral, put b = (a)
in (1).

Then ---------- (2)

Differentiating (2) partially w.r.t a, we have

---------- (3)
Eliminating ’ a ‘ between (2) and (3), we get the general integral.

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Example 19

Find the complete and singular solutions of

The complete integral is given by

-------- (1)
To obtain the singular integral, differentiating (1) partially w.r.t a & b. Then,

Therefore,

-----------(2)
and

---------- (3)
Squaring (2) & (3) and adding, we get

Now,

i.e,

Therefore,

-----------(4)
Using (4) in (2) & (3), we get

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and

Hence,

and

Substituting the values of a & b in (1) , we get

which on simplification gives

2 2 2
or x + y + z = 1, which is the singular integral.

Exercises
Solve the following Equations
1. pq = k
2. p + q = pq
3. √ p +√ q = x
2 2
4. p = y q
2 2
5. z = p + q

6. p + q = x + y
2 2 2
7. p z + q = 1

8. z = px + qy - 2√ pq
2 2 2 2
9. {z – (px + qy)} = c + p + q

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 2 2
10. z = px + qy + p q
3.4.5 EQUATIONS REDUCIBLE TO THE STANDARD FORMS
Sometimes, it is possible to have non – linear partial differential equations of the first
order which do not belong to any of the four standard forms discussed earlier. By
changing the variables suitably, we will reduce them into any one of the four standard
forms.

m n m n
Type (i) : Equations of the form F(x p, y q) = 0 (or) F (z, x p, y q) = 0.
1-m 1-n
Case(i) : If m ≠ 1 and n ≠ 1, then put x = X and y = Y.
Now,

Therefore,

,
Where

Similarly,

,
where

Hence, the given equation takes the form F(P,Q) = 0 (or) F(z,P,Q) = 0.

Case(ii) : If m = 1 and n = 1, then put log x = X and log y = Y.

Therefore,

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Similarly, yq =Q.
Example 20
4 2 2 2
Solve x p + y zq = 2z
The given equation can be expressed as
2 2 2 2
(x p) + (y q)z = 2z
Here m = 2, n = 2
1-m -1 1-n -1 m n
Put X = x =x and Y = y =y . We have x p = (1-m) P and y q = (1-n)Q
2 2
i.e, x p = -P and y q = -Q.
Hence the given equation becomes
2 2
P – Qz = 2z ----------(1)
This equation is of the form f (z,P,Q) = 0. Let us take Q = aP.
Then equation (1) reduces to
2 2
P – aPz =2z
Hence

and

Since dz = PdX + QdY, we have

i.e,

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Integrating, we get

Therefore,

which is the complete solution.

Example 21
2 2 2 2 2
Solve x p + y q = z
The given equation can be written as
2 2 2
(xp) + (yq) = z
Here m = 1, n = 1.
Put X = log x and Y = log y.
Then xp = P and yq = Q.
Hence the given equation becomes
2 2 2
P +Q =z -------------(1)
This equation is of the form F(z,P,Q) = 0. Therefore, let us assume that Q = aP.
Now, equation (1) becomes,
2 2 2 2
P +a P =z
Hence

and

Since dz = PdX + QdY,

23
we have

i.e,

Integrating, we get

Therefore,

, which is the complete solution.

k k k k
Type (ii) : Equations of the form F(z p, z q) = 0 (or) F(x, z p) = G(y,z q).
k+1
Case (i) : If k ≠ -1, put Z = z ,
Now

Therefore,

Similarly,

Case (ii) : If k = -1, put Z = log z.

Now,

Similarly,

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Example 22
4 2 2
Solve z q – z p = 1
The given equation can also be written as
2 2 2
(z q) – (z p) =1
k+1 3
Here k = 2. Putting Z = z = z , we get

and

Hence the given equation reduces to

2
i.e, Q – 3P – 9 = 0,
which is of the form F(P,Q) = 0.
2
Hence its solution is Z = ax + by + c, where b – 3a – 9 = 0.
Solving for b, b = ± √ (3a +9)
Hence the complete solution is
3
Z = ax + √ (3a +9) . y + c or z = ax + √ (3a +9) y + c

Exercises

Solve the following equations.

2 2 2 2 2
1. x p + y p = z
2 2 2 2 2
2. z (p +q ) = x + y

25
 2 2 2 2
3. z (p x + q ) = 1
4 2 2
4. 2x p – yzq – 3z = 0
2 2 2 2 2 2
5. p + x y q = x z
2 2 2
6. x p + y q = z
2 2
7. x /p + y /q = z
2 2 2
8. z (p – q ) = 1
2 2 2 2 2
9. z (p /x + q /y ) = 1
2 2
10. p x + q y = z.

3.5 Lagrange’s Linear Equation

Equations of the form Pp + Qq = R (1), where P, Q and R are functions of x,
y, z, are known as Lagrange‟s equations and are linear in ‘p’ and ‘q’.To solve this equation,
let us consider the equations u = a and v = b, where a, b are arbitrary constants and u, v
are functions of x, y, z.
Since ‘ u is a constant, we have du = 0 -----------(2).
But ‘u ‘ as a function of x, y, z,

Comparing (2) and (3), we have

Similarly

By cross-multiplication, we have

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Or

Equations (5) represent a pair of simultaneous equations which are of the first order and
of first degree. Therefore, the two solutions of (5) are u = a and v = b.
Thus, φ ( u, v ) = 0 is the required solution of (1).

Note :
To solve the Lagrange’s equation,we have to form the subsidiary or auxiliary
equations

which can be solved either by the method of grouping or by the method of multipliers.

Example 23
Find the general solution of px + qy = z.
Here, the subsidiary equations are

Taking the first two ratios ,

Integrating, log x = log y + log c1

or x = c1 y

i.e, c1 = x / y
From the last two ratios

Integrating, log y = log z + log c2

or y = c2z
i.e, c2 = y / z
Hence the required general solution is

27
 Φ( x/y, y/z) = 0, where Φ is arbitrary

Example 24

Solve p tan x + q tan y = tan z

The subsidiary equations are

Taking the first two ratios ,

ie, cotx dx = coty dy

Integrating, log sinx = log siny + log c1
ie, sinx = c1 siny
Therefore, c1 = sinx / siny
Similarly, from the last two ratios, we get
siny = c2 sinz

i.e, c2 = siny / sinz

Hence the general solution is

where Φ is arbitrary.

Example 25
Solve (y-z) p + (z-x) q = x-y
Here the subsidiary equations are

Using multipliers 1,1,1,

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Therefore, dx + dy + dz =0.
Integrating, x + y + z = c1 (1)
Again using multipliers x, y and z,

29
Therefore, xdx + ydy + zdz = 0.
2 2 2
Integrating, x /2 + y /2 +z /2 = constant
2 2 2
or x +y + z = c2 (2)

Hence from (1) and (2), the general solution is

2 2 2
Φ (x + y + z, x + y + z ) = 0

Example 26
Find the general solution of (mz - ny) p + (nx- lz)q = ly - mx.
Here the subsidiary equations are

Using the multipliers x, y and z, we get

which on integration gives

2 2 2
x /2 + y /2 +z /2 = constant
2 2 2
or x +y + z = c1 (1)

Again using the multipliers l, m and n, we have

which on integration gives

lx + my + nz = c2 (2)
Hence, the required general solution is
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 2 2 2
Φ (x + y + z , lx + my + nz ) = 0
Example 27
2 2 2
Solve (x - y - z ) p + 2xy q = 2xz.
The subsidiary equations are

Taking the last two ratios,

Integrating, we get
log y = log z + log c1
or y = c1 z

i.e, c1 = y/z -----------(1)

Using multipliers x, y and z, we get

Comparing with the last ratio, we get

Integrating,

From (1) and (2), the general solution is Φ (c1, c2) = 0.

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Exercises
Solve the following equations
2 2 2
1. px + qy = z

2. pyz + qzx = xy
2 2
3. xp – yq = y – x
2 2 2
4. y zp + x zq = y x
2 2
5. z (x – y) = px – qy

6. (a – x) p + (b – y) q = c – z
2 2
7. (y z p) /x + xzq = y
2 2
8. (y + z ) p – xyq + xz = 0
2 2
9. x p + y q = (x + y) z

10. p – q = log (x+y)

2 2
11. (xz + yz) p + (xz – yz) q = x + y
12. (y – z) p – (2x + y) q = 2x + z

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