PDE - Part 1
PDE - Part 1
Chapter – 1
ORIGIN OF PARTIAL DIFFERENTIAL EQUATION
Topics
Family of surfaces in three dimensions
Formulation of partial differential equations
Partial Differential Equation
An equation containing one or more partial derivatives of an unknown function of two or more
independent variables is known as a partial differential equation.
Examples.
∂z ∂z
1. x. + y. = 0
∂x ∂y
∂2z ∂z
2. x. +y = 4x + 2y + 2
∂x∂y ∂y
∂z ∂z ∂z
3. + + = z + xy
∂x ∂y ∂y
∂z ∂ 3z ∂z
2
4. + 3 = 2 x
∂x ∂y ∂x
∂z ∂z
5. z + =x
∂x ∂y
∂u ∂u ∂u
6. + + = xyz
∂x ∂y ∂z
1/ 2
∂ 2 z ∂z
7. = 1 +
∂x 2 ∂y
∂z 2 ∂z 2 ∂z
8. y + = z
∂x ∂y ∂y
∂z ∂ 3z ∂z
2
∂z ∂z
z + =x (order 1 and degree 1)
∂x ∂y
∂u ∂u ∂u
+ + = xyz (order 1 and degree 1)
∂x ∂y ∂z
1/ 2
∂ 2 z ∂z
= 1 + (order 2 and degree 2)
∂x 2 ∂y
∂z 2 ∂z 2 ∂z
y + = z (order 1 and degree 2)
∂x ∂y ∂y
∂z ∂ 3z ∂z
2
+ = 2 x (Non–Linear)
∂x ∂y ∂x
3
∂z ∂z
z + =x (Non–Linear)
∂x ∂y
1/ 2
∂ 2 z ∂z
= 1 + (Non–Linear)
∂x 2 ∂y
∂z 2 ∂z 2 ∂z
y + = z (Non–Linear)
∂x ∂y ∂y
Note.
∂z ∂z ∂ 2z ∂ 2z ∂ 2z
p= , q= , r= 2 , s= and t = 2
∂x ∂y ∂x ∂x∂y ∂y
F(x, y, z, a, b) = 0 (1)
where a and b denote arbitrary constants.
Let z be regarded as function of two independent variable x and y.
Differentiating (1) partially with respect to x and y; we get
∂F ∂x ∂F ∂y ∂F ∂z
. + . + . =0
∂x ∂x ∂y ∂x ∂z ∂x
∂F ∂x ∂F ∂y ∂F ∂z
+ + =0
∂y ∂y ∂y ∂y ∂z ∂y
∂F ∂F
⇒ + p = 0 (2)
∂x ∂z
∂F ∂F
and + q = 0 (3)
∂y ∂z
Eliminating two constants a and b from three equations of (1), (2) and (3),
we shall obtain an equation, of the form
f(x, y, z, p, q) = 0, (4)
which is partial differential equation of the first order.
Now, three situations may arise
Situation I. When the number of arbitrary constants is less than the number of independent
variables, then after eliminating the arbitrary constants we get more than one partial
differential equation of order one
Example
Consider
z = ax + y (1)
where a is the only arbitrary constant and x, y are two independent variables.
∂z
⇒ =a (2)
∂x
∂z
and =1 (3)
∂y
Situation-II. When the number of arbitrary constants is equal to the number of independent
variables, then by eliminating the arbitrary constants we get, a unique partial differential
equation of order one.
Example:
az + b =a2x + y (1)
Differentiating partially w.r.t. x and y
∂z
⇒ a = a 2 (2)
∂x
∂z
and a = 1 (3)
∂y
Eliminating a from (2) and (3), we have
∂z ∂z
= 1
∂x ∂y
which is required partial differential equation order one, which is unique.
Situation - III. When the number of arbitrary constants is greater than the number of
independent variable, then by eliminating the arbitrary constants we get, a partial differential
equation of order usually greater than one.
Example:
z = ax + by + cxy (1)
Differentiating (1) partially wr.t., 'x' and 'y', we have
∂z
= a + cy (2)
∂x
∂z
and = b + cx (3)
∂y
∂ 2z
⇒ =0 (4)
∂x 2
∂ 2z
and =c (5)
∂x∂y
∂x ∂z
∴ x + y = ax + by + cxy + cxy
∂x ∂y
∂z ∂z ∂ 2z
⇒ x + y = z + xy
, [putting the value of c from (5)] (6)
∂x ∂
y ∂x∂ y
1. Prove that a family of sphere x 2 + y 2 + (z − c) 2 = r 2 satisfy the first order linear partial diff.
equation yp − xq = 0
The given equation of sphere is
x 2 + y 2 + ( z − c) 2 = r 2 (1)
∂z
⇒ 2 x + 2(z − c). =0
∂x
⇒ x + ( z − c) p = 0
⇒ x = −( z − c ) p (2)
Again
∂z
2 y + 2(z − c) =0
∂y
⇒ y + ( z − c)q = 0
⇒ y = − ( z − c)q (3)
Divide (2) by (3)
x p
∴ =
y q
⇒ qx = py ⇒ py − qx = 0
2. Find that the partial differential equation of all sphere of radius r having their centres lies
on xy–plane.
OR Prove that the family of sphere ( x − a ) 2 + ( y − b) 2 + z 2 = r 2 satisfy the first order non-linear
partial diff. equation z 2 (p 2 + q 2 + 1) = r 2
The given equation is
( x − a ) 2 + ( y − b) 2 + z 2 = r 2 (1)
∂z
⇒ 2( x − a ) + 2 z =0
∂x
⇒ ( x − a ) + zp = 0
⇒ ( x − a ) = − zp (2)
Again
∂z
2( y − b) + 2z =0
∂y
⇒ ( y − b) = − zq (3)
z 2 (p 2 + q 2 + 1) = r 2
3. Show that the family of right circular cones whose axes coincide with the z-axis
x 2 + y 2 = (z − c) 2 tan 2 α
Again
∂z
2 y = 2(z − c) tan 2 α
∂y
⇒ y = (z − c)q tan 2 α
y
⇒ = (z − c) tan 2 α (3)
q
⇒ yp = xq
⇒ yp − xq = 0
4. Show that the surfaces of revolution, z = f ( x 2 + y 2 ) with the z-axis as the axis of
symmetry, where f is an arbitrary function, satisfy the partial diff. equation yp – xq = 0.
The given equation is
z = f (x 2 + y2 ) (1)
∂z
⇒ = f ' ( x 2 + y 2 )2x
∂x
⇒ p = 2xf ' ( x 2 + y 2 ) (2)
Again
∂z
= f ' ( x 2 + y 2 ).2 y
∂y
⇒ q = 2 yf ' ( x 2 + y 2 ) (3)
Divided (2) by (3)
p x
=
q y
⇒ yp = xq
⇒ yp − xq = 0
5. Show that the two parameter family of curves u − ax − by − ab = 0 satisfies the non-linear
equation xp + yp + pq = u .
The given equation is
u − ax − by − ab = 0 (1)
∂u
⇒ −a = 0
∂x
∂u
⇒ p=a [where p = ]
∂x
Again, diff. partially w.r.t. 'y'
∂u
−b=0
∂y
∂u
⇒ q=b [where q = ]
∂y
⇒ p – 1 = yf'(xy) (1)
Again
∂z
= 1 + f ' ( xy).x
∂y
⇒ q = 1 + xf ' ( xy)
⇒ x (p − 1) = y(q − 1)
⇒ xp − x = eq − y
⇒ xp − yq − x + y = 0
(b) z = f ( x − y)
∂z
⇒ = f ' ( x − y)
∂x
⇒ p = f ' ( x − y) (1)
Again
∂z
= f ' ( x − y)(−1)
∂y
⇒ q = −f ' ( x − y ) (2)
Divided (1) by (2)
p
= −1 ⇒ p = –q
q
⇒p+q=0
(c) z = xy + f ( x 2 + y 2 )
∂z
⇒ = y + f ' ( x 2 + y 2 )2x
∂x
⇒ p − y = 2xf ' ( x 2 + y 2 ) (1)
Again
∂z
= x + f ' ( x 2 + y 2 ).2 y
∂y
⇒ q − x = 2 yf ' ( x 2 + y 2 ) (2)
Divided (1) by (2)
p−y x
=
q−x y
⇒ y ( p − y ) = x (q − x )
⇒ yp − y 2 − xq + x 2 = 0
(d) 2 z = (αx + y ) 2 + β
∂z
⇒ 2 = 2(αx + y).α
∂x
⇒ p = α (α x + y ) (1)
Again
∂z
2 = 2(αx + y)
∂y
⇒ q = ( αx + y ) (2)
Divided (1) by (2)
p
=α
q
⇒ p − αq = 0
⇒ q 2 = px + qy
7. Show that the differential equation of all cones which haves their vertex at the origin is
px + qy = z verify that yz + zx + xy = 0 is a surface satisfying the above equation.
(CSE–2003, 2009)
We know that, the equation of any cone with vertex at origin is
ax 2 + by 2 + cz 2 + 2fyz + 2gzx + 2hxy = 0 (1)
where a, b, c, f, g, h are parameters.
Differentiate (1) partially w.r.t. x and y, we have
∂z ∂z ∂z
2ax + 2cz + 2fy + 2gx + 2gz + 2hy = 0
∂x ∂x ∂x
⇒ 2ax + 2czp + 2fyp + 2g(px + z) + 2hy = 0
⇒ (cz + fy + gx)(px + qy − z) = 0
⇒ yz + qy − z = 0 (4)
which is required partial differential equation.
Also, given surface is
yz + zx + xy = 0 (5)
Differentiating (5) partially w.r.t. x and y, we get
∂z ∂z
y +x +z+y=0
∂x ∂x
⇒ yp + px + z + y = 0
Similarly
z + qy + xq + x = 0 (6)
From (6)
−(z + y) −(z + x)
p= and q =
(x + y) (x + y)
x(z + y) y(z + x)
∴ px + qy − z = − − −z
x+y x+y
2(xy + yz + zx)
=−
x+y
= 0, [by (5)]
Hence, (5) is a surface satisfying (4).
8. Form the partial differential equation by eliminating the arbitrary constants a and b from
log(az − 1) = x + ay + b . (CSE–2002)
Given
log(az − 1) = x + ay + b (1)
Differentiating (1) partially w.r.t. x and y,we get
a ∂z
=1
az − 1 ∂x
a ∂z
and =a
az − 1 ∂y
a
⇒ p =1 (2)
az − 1
a
and q=a
az − 1
1
i.e. q =1 (3)
az − 1
From (3)
az − 1 = q (4)
1+ q
⇒ a= (5)
z
Putting the values of (4) and (5) in (2), we have
1+ q
p =1
zq
⇒ (1 + q ) p = zq
which is required partial differential equation.
Note.
Derivation of a partial differential equation by eliminating the arbitrary function φ from the
equation φ(u, v) = 0 , where u and v are the function of x, y and z.
9. Form a partial differential equation by eliminating the arbitrary function f and g from
z = yf (x) + xg(y) (CSE–2003)
Given
z = yf (x) + xg(y) (1)
Differentiate (1) partially w.r.t. x and y, we get
∂z
= yf ′(x) + g(y)
∂x
∂z
and = f (x) + xg ′(y)
∂y
∂2z ∂z ∂z
⇒ xy =x + y −z, [by (2)]
∂x∂y ∂x ∂y
which is required partial differential equation.
10. Form partial differential equation by eliminating arbitrary function f and g from
z = f (x 2 − y) + g(x 2 + y) . (CSE–1996)
Given z = f (x 2 − y) + g(x ′ + y) (1)
Differente (1) partially w.r.t. x and y, we get
∂z
= p = 2xf ′(x 2 − y) + 2xg′(x 2 + y)
∂x
= 2x ( f ′(x 2 − y) + g′(x 2 + y) ) (2)
∂z
and = q = −f ′(x 2 − y) + g′(x 2 + y) (3)
∂y
∂2z
⇒ = r = 2 ( f ′(x 2 − y) + g′(x 2 + y) ) + 4x 2 ( f ′′(x 2 − y) + g ′′(x 2 + y) ) (4)
∂x 2
∂2z
and = t = f ′′(x 2 − y) + g′′(x 2 + y) (5)
∂y 2
From (2)
1
⇒ f '(x 2 − y) + g '(x 2 + y) = xp (6)
2
put the values of (5) and (6) in (4), we get
1
r = 2× p + 4x 2 t
2x
⇒ xr = p + 4x 3 t
∂ 2 z ∂z 3 ∂ z
2
⇒ x = + 4x
∂x 2 ∂x ∂y 2
which is the required partial differentiatal equation.
11. Find the partial differentiatal equation of all surfaces of revolution having z–axis as the
axis of rotation. (CSE–1997)
We know that, equation of any surface of revolution having z–axis as the axis of rotation may
be taken as
z = φ[(x 2 + y 2 )1/ 2 ] , where φ is an arbitrary function (1)
Differentiate (1) partially w.r.t. x and y, we get
∂z 1
= φ′[(x 2 + y 2 )1/ 2 ] (x 2 + y 2 ) −1/ 2 2x (2)
∂x 2
∂z 1
and = φ′[(x 2 + y 2 )1/ 2 ] (x 2 + y 2 ) −1/ 2 2y (3)
∂y 2
Dividing (2) and (3)
∂z / ∂x x
=
∂z / ∂y y
∂y ∂z
⇒ y =x
∂x ∂y
i.e. yp = xq
which is required partial differential equation.
12. Form a partial differential equation by eliminating the arbitrary function φ, from
φ(x 2 + y 2 + z 2 , z 2 − 2xy) = 0 (CSE–2019)
Given φ(x 2 + y 2 + z 2 , z 2 − 2xy) = 0 (1)
Let u = x 2 + y 2 + z 2 and v = z 2 − 2xy (2)
Then, (1) becomes
φ(u, v) = 0 (3)
Differentiate (3) partially w.r.t. x, we get
∂φ ∂u ∂u ∂z ∂φ ∂v ∂v ∂z
+ + + =0
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x
∂φ ∂u ∂u ∂φ ∂v ∂v
⇒ +p + +p =0 (4)
∂u ∂x ∂z ∂v ∂x ∂z
Now, from (2), we get
∂u ∂u ∂u ∂v ∂v ∂v
= 2x , = 2y , = 2z , = −2y , = −2x , = 2z (5)
∂x ∂y ∂z ∂x ∂y ∂z
From (4) and (5)
∂φ ∂φ
(2x + 2pz) + (−2y + 2pz) = 0
∂u ∂v
∂φ ∂φ
⇒ (x + pz) = (y − pz) (6)
∂u ∂v
Again, differentiate (3) partially w.r.t. y, we get
∂φ ∂u ∂u ∂z ∂φ ∂v ∂v ∂z
+ + + =0
∂u ∂y ∂z ∂y ∂v ∂y ∂y ∂y
∂φ ∂u ∂u ∂φ ∂v ∂v
⇒ +q + +q =0
∂u ∂y ∂z ∂v ∂y ∂y
∂φ ∂φ
⇒ (2y + 2qz) + (−2x + 2qz) = 0 . [by (5)]
∂u ∂v
for UPSC CSE (Optional) Maths
Page : 14 of Partial Differential Equation Prepared by Rajneesh Kumar Srivastava
∂φ ∂φ
⇒ (y + qz) = (x − qz) (7)
∂u ∂v
Dividing (6) and (7)
(x + pz) (y − pz)
=
(y + qz) (x − qz)
⇒ pz(y + x) − qz(y + x) = y 2 − x 2
⇒ (p − q)z = y − x
which is required partial differential equation.
ASSIGNMENT – 1
Form partial differential equation from the equation
1. 2z = (ax + y) 2 + b
2. ax 2 + by 2 + z 2 = 1
3. z = (x − a) 2 + (y − b) 2
4. z = f (x 2 − y 2 )
5. lx + my + nz = f (x 2 + y 2 + z 2 )
6. f (x + y + z, xyz) = 0
ANSWERS
1. px + qy = q 2 2. z(px + qy) = z 2 − 1
3. p 2 + q 2 = 4z 4. yp + xq = 0
5. (mz − ny)p + (nx − lz)q = ly − mx 6. x(x − z)p + y(z − x)q = z(x − y)
Chapter – 2
PARTIAL DIFFERENTIAL EQUATION OF FIRST ORDER
Topics.
Lagrange's Method (Quasi–Linear Equation)
Charpit's Method
Standard Form I, II, III, IV
Compatibility
Quasi-linear equation.
A first order partial differential equation
f(x, y, z, p, q) = 0
is known as quasi-linear equation, if it is linear in p and q,
i.e., it is of the form
P(x,y,z)p + Q(x,y,z)q = R(x,y,z)
where P, Q, R are function of (x,y,z)
Quasi Linear equation is also called Lagrange's Method.
Examples
1. p + yzq = xz
2. x2zp + y2zp = xy
3. (x2 – yz)p + (y2 – zx)q = z2 – xy
are first order quasi-linear partial differential equations.
Non-linear equation.
A first order partial differential equation
f(x, y, z, p, q) = 0
which does not in the form of the above three types, in known as a non-linear pde.
Examples
1. p2 + q2 = 1,
2. pq = z
3. x2p2 + y2q2 = z2
are all non-linear partial differential equations.
Lagrange's Equation
A quasi-linear partial differential equation of order one is of the form
Pp + Qq = R
where P, Q and R are functions of x,y, z.
Such a partial differential equation is known as Lagrange's equation.
Example.
xyp + yzq = zx
is a Lagrang;e equation
Note.
The general solution of Lagrange equation
Pp + Qq = R (1)
is φ(u, v) = 0 (2)
Step-3. Find two independent solution φ(x,y,z) = c1 and ϕ(x,y,z) = c1 of equation (2)
Step-4. The general solution of (1) is
f (c1 , c 2 ) = 0
1. z( xp − yq) = ( y 2 − x 2 )
zxp − zyp = y 2 − x 2
Integrate
log x + log y = log c (constant)
⇒ xy = c (1)
Again
dx dy dz xdx + ydy + zdz
= = 2 =
zx − zy y − x 2
0
Integrate
x2 y2 z2
+ + = constant
2 2 2
⇒ x 2 + y 2 + z 2 = constant (2)
Hence the required solution is
{ }
f xy, x 2 + y 2 + z 2 = 0
2. px ( x + y) = qy( x + y) − ( x − y)(2 x + 2 y + z)
px ( x + y) = qy( x + y) − ( x − y)(2 x + 2 y + z)
⇒ px ( x + y) − qy( x + y) = −( x − y)(2 x + 2 y + z)
dx dy
⇒ + =0
x y
Integrate
log x + log y = log c
⇒ xy = c
dx + dy dz
⇒ =
x+y − (2x + 2 y + z)
dx + dy dx + dy + dz
⇒ =
x+y − ( x + y + z)
( x + y)( x + y + z) = constant
( xy 3 − 2x 4 )p + (2 y 4 − x 3 y)q = 9z( x 3 − y 3 )
Now
dx dy
=
x ( y − 2x ) y( 2 y 3 − x 3 )
33
dx dy dz
+ +
dz x y 3z
= = 3
9z ( x 3 − y 3 ) y − 2 x 3 + 2 y 3 − x 3 + 3x 3 − 3 y 3
dx dy dz
⇒ + + =0
x y 3z
Integrate
1
log x + log y + log z = log c
3
⇒ xyz 1 / 3 = c
⇒ (2 y 4 − x 3 y)dx = ( xy 3 − 2x 4 )dy
Dividing by x 3 y 3
2y 1 1 2x
3 − 2 dx = 2 − 3 dy (2)
x y x y
dM 2 2 ∂N 2 2
∴ = 3+ 3 and = 3+ 3
∂y x y ∂x x y
2y x
⇒ − 2 = constant
− 3x 2
y
y x
∴ 2
+ 2 = constant
x y
Let x + u = u ⇒ dx + dy = du
du dz
=
cos u + sin u z
du dz
∴ ∫ =∫
cos u + sin u z
du dz
⇒ ∫ =∫
x x z
2 cos u. cos + sin u. sin
4 4
1 du dz
⇒ ∫ =∫
2 x z
cos − u
4
1 x dz
⇒ ∫ sec − u du = ∫
2 4 z
1 x u
⇒ logtan − = log z + log c
2 8 2
x u
⇒ − log tan − = 2 log z + log c
8 2
x u
⇒ z 2
tan − = constant
8 2
x x + y
⇒ z 2 tan − = constant
8 2
Again
dx − dy dx + dy
=
cos( x + y) − sin( x + y) cos( x + u ) + sin( x + y)
cos( x + y) − sin( x + y)
⇒ d ( x − y) = (dx + dy)
cos( x + y) + sin( x + y)
Let x+u = v
⇒ dx + dy = dv
cos v − sin v
⇒ d ( x − y) = .dv
cos v + sin v
Integrate
x − y = log(cos v + sin v) + constant
5. ( x 2 − y2 − z 2 )p + 2xyq = 2xz
( x 2 − y 2 − z 2 )p + 2xyq = 2xz
Integrate
log y − log z = log c
y
⇒ =c
z
Again
dz 2( xdx + ydy + zdz)
= 3
2xz 2x − 2xy 2 − 2xz 2 + 4xy 2 + 4xz 2
dz 2( xdx + ydy + zdz)
⇒ =
2 xz 2( x 3 + xy 2 + xz 2 )
Integrate
log z = log( x 2 + y 2 + z 2 ) + constant
x2 + y2 + z2
⇒ = constant
z
Hence the required solution is
y x2 + y2 + z2
φ , =0
z z
6. (3x + y − z)p + ( x + y − z)q = 2(z − y)
− dx + 3dy + dz
=
− 3x − y + z + 3x + 3y − 3z + 2z − 2 y
− dx + 3dy + dz
⇒
0
⇒ − dx + 3dy + dz = 0
Integrate
− x + 3y + z = constant
Again
dx − dy + dz dx + dy − dz
=
2 x − 2 y + 2z 4 x + 4 y − 4z
dx − dy + dz dx + dy − dz
⇒ 2 =
x−y+z x+y−z
Integrtae
2 log( x − y + z) = log( x + y − z) + log c
( x − y + z) 2
⇒ = constant
x+ y−z
7. y 2 p − xyq = x (z − 2 y)
y 2 p − xyq = x (z − 2 y)
⇒ xdx + ydy = 0
Integrate
x2 y2
+ = constant
2 2
⇒ x 2 + y 2 = constant
dy dz
=
− xy x (z − 2 y)
dy dz
⇒ =
− y z − 2y
dy dz
⇒ + =0
y z − 2y
⇒ d( xy) − d( y 2 ) = 0
Integrate
zy − y 2 = cons tan t
8. ( y + zx)p − ( x + yz)q = x 2 − y 2
( y + zx)p − ( x + yz)q = x 2 − y 2
Integrate
x2 y2 z2
+ − = constant
2 2 2
⇒ x 2 + y 2 − z 2 = constant
Again
xdy + ydx dz
= 2
y + zxy − x − xyz x − y 2
2 2
xdy + ydx dz
⇒ = 2
y −x
2 2
x − y2
xdy + ydx + dz
⇒
y2 − x 2 + x 2 − y2
⇒ xdy + ydx + dz = 0
⇒ d ( xy) + dz = 0
Integrate
xy + z = constant
9. x ( x 2 + 3y 2 )p − y(3x 2 + y 2 )q = 2z( y 2 − x 2 )
x ( x 2 + 3y 2 )p − y(3x 2 + y 2 )q = 2z( y 2 − x 2 )
dz
=
2z ( y 2 − x 2 )
dx dy dz
+ −
x y z
= 2
x + 3 y − 3x − y − 2 y 2 + 2 x 2
2 2 2
dx dy dz
⇒ + − =0
x y z
Integrate
log x + log y − log z = log c
xy
⇒ =c
z
Again
xdx + ydy dz
=
x ( x + 3y ) − y (3x + y ) 2z( y 2 − x 2 )
2 22 2 2 2
xdx + ydy dz
⇒ =
x +y
4 4
2z ( y 2 − x 2 )
xdx + ydy dz
⇒ =
x −y
3 3
2z ( y 2 − x 2 )
2( xdx + ydy) dz
⇒ =
− (x 2 + y 2 ) z
Integrate
− log( x 2 + y 2 ) = log z + log c1
⇒ ( x 2 + y 2 )z = c 1
( x 2 − yz)p + ( y 2 − zx)q = z 2 − xy
Now
dx − dy dy − dz
= 2
( x − y ) + (zx − yz) ( y + z 2 ) + ( xy − zx)
2 2
dz − dx
=
(z − x 2 ) + ( yz − xy)
2
⇒ dx − dy dy − dz
=
( x − y)(x + y + z) ( y − z)(x + y + z)
dz − dx
=
(z − x )( x + y + z)
dx − dy dy − dz dz − dx
⇒ = =
x−y y−z z−x
Integrate
log(x − y) − log( y − z) = log c
x−y
⇒ =c
y−z
11. px − qy = (z − xy) 2
px − qy = (z − xy) 2
Integrate
⇒ xy = c
xe z −c
= constant
Hence the required solution is
1
z−c
φxy, xe = 0
12. ( y + z ) p + ( z + x )q = x + y
( y + z ) p + ( z + x )q = x + y
x−y
⇒ = constant
y−z
Again,
dx − dy dx + dy + dz
=
y−x 2( x + y + z )
1
⇒ − log( x − y) = log( x + y + z) + log c1
2
⇒ ( x + y + z ) 1 / 2 ( x − y) = c 1
13. z − xp − yq = ( x 2 + y 2 + z 2 ) 1 / 2
z − xp − yq = ( x 2 + y 2 + z 2 ) 1 / 2
Again,
dz xdx + ydy + zdz
= 2
z − (x + y + z )
2 2 2 1/ 2
x + y + z 2 − z( x 2 + y 2 + z 2 )1 / 2
2
Let x2 + y2 + z2 = t2
dz dt
⇒ =
−1 1
⇒ dz + dt = 0
Integrate
z + t = constant
⇒ z + x 2 + y 2 + z 2 = constant
14. (z 2 − 2 yz − y 2 )p + ( xy + xz)q = xy − xz
(z 2 − 2 yz − y 2 )p + ( xy + xz)q = xy − xz
dy dz
⇒ =
y+z y−z
Integrate
y2 z2
− = yz + constant
2 2
Again,
xdx + ydy + zdz
xz − 2 xyz − xy 2 + xy 2 + xyz + xyz − xz 2
2
Integrate
x 2 + y 2 + z 2 = constant
x ( x 2 + 3y 2 )p + y(3x 2 + y 2 )q = 2z( y 2 + x 2 )
Now,
xdx − ydy dz
=
x + 3x y − 3x y − y
4 2 2 2 2 4
2z ( y 2 + x 2 )
xdx − ydy dz
⇒ =
x −y
4 4
2z ( y 2 + x 2 )
xdx − ydy dz
⇒ =
(x 2 − y2 ) z
Integrate
⇒ log( x 2 − y 2 ) = log z + log c 1
x 2 − y2
⇒ = c1
z
Similarly we can find
yz
= cons tan t
x
Hence the required solution is
yz x 2 − y 2
φ , =0
x z
Integrate
x2 y2 z2
+ + = constant
2 2 2
⇒ x 2 + y 2 + z 2 = constant
Again,
dx dy dz
= =
mz − ny nx − lz ly − mx
ldx + mdy + ndz
=
mlz − nly + nmx − mlz − lny − mnx
Integrate
lx + my + nz = cons tan t
17. zp + zq = z 2 + ( x − y) 2
zp + zq = z 2 + ( x − y) 2
Integrate
x = y + cons tan t
⇒ x − y = consatat
dy dz
= 2
z z + c2
zdz
dy =
z + c2
2
zdz
∫ dy = ∫
z + c2
2
1
⇒ y= log(z 2 + c 2 ) + log c 1
2
⇒ 2 y = log(z 2 + c 2 ) + log c 1
⇒ e 2 y = (z 2 + c 2 )c1
e 2y
⇒ = c1
z2 + c2
e 2y
⇒ = c1
z 2 + ( x − y) 2
18. y(2z + x )p + z 2q + yz = 0
y(2z + x )p + z 2q + yz = 0
y(2z + x )p = z 2q = − yz
⇒ − ydy = zdz
⇒ ydy + zdz = 0
Integrate
y 2 + z 2 = cons tan t
Again,
dx dz
=
y(2z + x ) − yz
⇒ d(z 2 ) + d( xz) = 0
Integrate
⇒ z 2 + xz = cons tan t
Hence the required solution is
{ }
φ y 2 + z 2 , z 2 + xz = 0
19. x 2 p + y 2 q = ( x + y) z
x 2 p + y 2 q = ( x + y) z
Again
dx dy dz
+ −
dx dy dz x y z
= 2 = =
x 2
y z ( x + y) 0
dx dy dz
⇒ + − =0
x y z
Integrate
log x + log y − log z = log c
xy
⇒ =c
z
Hence the required solution is
1 1 xy
φ − , = 0
y x z
20. 2 y(z − 3)p + (2 x − z)q = y(2 x − 3)
dx dz
=
2 y(z − 3) y(2 x − 3)
⇒ x 2 − 3x = z 2 − 6z + cons tan t
⇒ x 2 − z 2 − 3x + 6z = cons tan t
Again,
dx dy dz
= =
2 y(z − 3) 2 x − z y(2 x − 3)
Integrate
x 2 + 3y 2 − z 2 = cons tan t
⇒ x 2 − z 2 = c − 3y 2
⇒ 3y 2 + 3x − 6z = cons tan t
( x − y) y 2 p + ( y − x ) x 2 q = ( x 2 + y 2 ) z
⇒ x 2 dx + y 2 dy = 0
x 3 y3
+ = constant
3 3
Integrate
x 3 + y 3 = cons tan t
Again,
− dx + dy dz
= 2
( y − x ) y + ( y − x )x
2 2
( x + y 2 )z
dy − dx dz
⇒ = 2
( y − x )( x + y ) ( x + y 2 )z
2 2
Integrate
log( y − x ) = log z + cons tan t
y−x
⇒ = cons tan t
z
Hence the required solution is
y−x
φ x 3 + y 3 , =0
z
Integrate
log sin x = log sin y + cons tan t
sin x
⇒ log = cons tan t
sin y
sin x
⇒ = constant
sin y
sin y
= cons tan t
sin z
Hence the required solution is
sin x sin y
φ , =0
sin y sin z
23. (p + q )( x + y) = 1
(p + q )( x + y) = 1
p ( x + y) + q ( x + y) = 1
dx dy dz
= = (1)
x+y x+y 1
⇒ dx = dy
Integrate
x − y = cons tan t
Again,
dx + dy dz
=
2( x + y ) 1
dx + dy
⇒ = 2dz
x+y
Integrate
log( x + y) = 2z + cons tan t
x+y
⇒ = e 2z
e
x+y
⇒ = cons tan t
e2z
Hence the required solution is
x + y
φ x − y, 2 z = 0
e
xzp + yzq = xy
dx dy
⇒ =
x y
Integrate
log x − log y = log c
x
⇒ =c (2)
y
dy dz
=
yz xy
dy dz
⇒ =
z x
dy dz
⇒ = [∵ x = cy by eq. (2)]
z cy
⇒ cydy = zdz
Integrate
cy 2 z 2
= + cons tan t
2 2
⇒ cy 2 − z 2 = cons tan t
25. ( x 2 + 2 y 2 )p − xyq = xz
( x 2 + 2 y 2 )p − xyq = xz
dz dy
⇒ + =0
z y
Integrate
log z + log y = log c
⇒ zy = c
Again,
dx dy
=
x + 2y
2 2
− xy
dx
− xy = x 2 + 2y 2
dy
dx x 2
−x − = 2y
dy y
dx 2 x 2
⇒ − 2x − = 4y
dy y
Put x 2 = t
dx dy
⇒ 2x =
dy dy
dt 2
⇒ − − t = 4y
dy y
dt 2
⇒ + t = −4 y
dy y
2
∫ dy
I.F. = e y
= e 2 log y = y 2
t.y 2 = ∫ − 4 y.y 2 dy
⇒ ty 2 = − y 4 + cons tan t
⇒ x 2 y 2 + y 4 = cons tan t
p + 2q = 5z + cos( y − 2 x )
Integrate
2 x = y + cons tan t
⇒ 2 x − y = cons tan t
⇒ y − 2x = c
Again,
dy dz
=
2 5z + cos c
2 dz
∫ dy = ∫
5 z + 1 cos c
5
2 1
y= log z + cos c + cons tan t
5 5
5y 1
⇒ = log z + cos c + cons tan t
2 5
5
− y
⇒ e 2
{5z + cos( y − 2x )} = cons tan t
Hence the required solution is
{ }
φ y − 2x, e − (5 / 2) y (5z + cos( y − 2x ) = 0
p − qy log y = z log y
dy dz
⇒ =
−y z
Integrate
log z + log y = log c
⇒ zy = c
Again,
dy
dx =
− y log y
( xz − y 2 )p + ( yz − 2x 2 )q + 2xy + z 2 = 0
dz
=
− (2xy + z 2 )
⇒ d( x 2 ) + d ( yz) = 0
Integrate
x 2 + yz = cons tan t
Again,
dx dy
=
xz + y 2
yz − 2 x 2
dz
=
− (2xy + z 2 )
zdx − ydy + zdz
=
xz + y z − y 2 z + 2x 2 y − 2x 2 y − xz 2
2 2
Integrate
y2
xz − = cons tan t
2
⇒ 2xz − y 2 = cons tan t
(z − y) p + ( x − z )q = y − x
⇒ dx + dy + dz = 0
Integrate
x + y + z = c1
Again,
dx dy dz
= =
z−y x−z y−x
Integrate
x 2 + y 2 + z 2 = constant
∴ 2( xy + yz + zx) = ( x + y + z) 2 − ( x 2 + y 2 + z 2 )
= c12 − c 2
c12 − c 2
xy + yz + zx = = cons tan t
2
⇒ xy + yz + zx = cons tan t
30. x 2p + y 2q = x + y
x 2p + y 2q = x + y
Integrate
1 1
− = − + cons tan t
x y
1 1
⇒ − + = cons tan t
x y
Again,
dx − dy dz
=
x −y
2 2
x+y
dx − dy
⇒ = dz
x−y
Integrate
log( x − y) = z + log c
x−y
⇒ log =z
c
x−y
⇒ = ez
c
ez
⇒ =c
x−y
dx dy
⇒ =
x −y
dx dy
⇒ + =0
x y
Integrate
log x + log y = log c
⇒ xy = c
Again,
dx dz
= 4
xz(z − xy) x
2
dx dz
⇒ = 4 3 [∵ xy = c]
xz(z − c) x x
2
Integrate
x4 z4 z2
= − c + cons tan t
4 4 2
⇒ x 4 = z 4 − 2z 2c + cons tan t
⇒ x 4 − z 4 + 2z 2 xy = cons tan t
⇒ z 4 − x 4 − 2z 2 xy = cons tan t
Adding c 2 both sides
for UPSC CSE (Optional) Maths
Page : 41 of Partial Differential Equation Prepared by Rajneesh Kumar Srivastava
(z 4 − 2z 2 xy + c 2 ) − x 4 = cons tan t
(z 4 − 2z 2 xy + x 2 y 2 ) − x 4 = cons tan t
32. x 2p + y2q + z2 = 0
x 2p + y2q + z2 = 0
⇒ x 2 p + y 2 q = −z 2
Integrate
1 1
− = − + cons tan t
x y
1 1
⇒ − + = cons tan t
x y
Again
dy dz
=
y 2
− z2
Integrate
1 1
− = + cons tan t
y z
1 1
⇒ + = cons tan t
y z
33. x 1 p1 + x 2 p 2 + x 3 p 3 = x 1 x 2 x 3
x 1 p1 + x 2 p 2 + x 3 p 3 = x 1 x 2 x 3
Now,
dx 1 dx 2
=
x1 x2
Similarly
x1
= cons tan t = b (say) (3)
x3
dx 1 dz
=
x1 x1x 2 x 3
dx 1 dz
⇒ = [by (2) & (3)]
x1 x x
x1 1 1
a b
dx 1 dz
⇒ = 3
x1 x1
ab
dz
⇒ dx1 = 2
x / ab
1
x 12
⇒ dx 1 = dz
ab
Integrate
x13 1
× = z + cons tan t
3 ab
1 3 x 2 x3
⇒ x1 × × − z = cons tan t
3 x1 x 4
1
⇒ x1x 2 x 3 − z = cons tan t
3
Hence the required solution is
x x x x x
φ 1 , 1 , 1 2 3 − z = 0
x 2 x3 3
34. Find the solution of the equation z( x + y)p + z( x − y)q = x 2 + y 2 with the Cauchy data z = 0
on y = 2x.
The given equation is
z ( x + y ) p + z ( x − y) q = x 2 + y 2 (1)
The Lagrange's subsidiary equation is
dx dy dz xdx − ydy − zdz
= = 2 =
z( x + y) z( x − y) x + zy 2
x{z( x + y)} − y{z( x − y)} − z( x 2 + y 2 )
Integrate
x 2 y2 z2
− − = const.
2 2 2
⇒ x 2 − y 2 − z 2 = c1 (2)
Again,
dx dy dz ydx + xdy − zdz
= = 2 =
z ( x + y) z ( x − y) x + y 2
0
⇒ d ( xy) − zdz = 0
Integrate
z2
xy − = const.
2
⇒ 2xy − z 2 = c 2 (3)
∴ The required general solution is
f ( x 2 − y 2 − z 2 ,2xy − z 2 ) = 0
∴ c1 = −3x 2 (4)
From equation (3)
2x.2x − 0 = c 2
⇒ c 2 = 4x 2 (5)
Divide (4) by (5)
c1 3
=−
c2 4
⇒ 4c1 = −3c 2
⇒ 4( x 2 − y 2 − z 2 ) = −3(2xy − z 2 )
⇒ 4x 2 − 4 y 2 − 4z 2 = −6xy + 3z 2
⇒ 4x 2 − 4 y 2 + 6xy − 7z 2 = 0
⇒ 7z 2 = 6xy + 4( x 2 − y 2 )
35. Find the solution of the linear equation p − q = 1 with the Cauchy data z(x,0) = x2
Integrate
x = − y + const.
⇒ x + y = const.(c1 ) (2)
Taking first and last fraction
dx dz
=
1 1
Integrate
x = z + const.
⇒ z − x = const.(c 2 ) (3)
∴ The required solution is
f ( x + y, z − x ) = 0
or z − x = f ( x + y)
⇒ z( x , y) = x + f ( x + y) (A)
Now,
z ( x ,0 ) = x + f ( x + 0 )
x 2 = x + f (x)
⇒ f (x ) = x 2 − x
z ( x , y) = ( x + y) 2 − y
⇒ dx + dy = −du
Integrate
x + y = − u + const.
⇒ x + y + u = const. = c1 (2)
Again
dx dy du
= =
y−u u−x x−y
xdx + ydy + udu
=
0
⇒ xdx + ydy + udv = 0
Integrate
x 2 + y 2 + u 2 = const. = c 2 (3)
∴ The required solution is
f (x + y + u, x 2 + y 2 + u 2 ) = 0
c12 = c 2 + 2 (4)
Put the value of c1 & c 2 in equation (4)
(x + y + u ) 2 = x 2 + y 2 + u 2 + 2
x 2 + y 2 + u 2 + 2( xy + yu + ux ) = x 2 + y 2 + u 2 + 2
2( xy + yu + ux ) = 2
xy + yu + ux = 1
xy + u ( x + y) = 1
1 − xy
u ( x , y) =
x+y
xdx + ydy − du
=
0
⇒ xdx + ydy − du = 0
Integrate
x 2 y2
+ − u = const. = c1
2 2
⇒ x 2 + y 2 − 2u = c1 (2)
Again,
dx dy du
= =
x ( y + u ) − y( x + u ) u ( x − y 2 )
2 2 2
dx / x + dy / y + du / u
=
y + u − x 2 − u + x 2 − y2
2
dx dy du
⇒ + + =0
x y u
Integrate
log x + log y + log u = const.
⇒ xyu = c 2 (3)
From equation (2)
x 2 + y 2 − 2 = c1 ⇒ 2x 2 − 2 = c1 (4)
From equation (3)
x (− x ).1 = c 2 ⇒ c2 = −x 2 (5)
From (4) & (5)
c1 = −2c 2 − 2 (6)
Put the value of c1 & c 2 in equation (6)
x 2 + y 2 − 2u = −2xyu − 2
x 2 + y 2 − 2u + 2xyu = −2
x 2 + y 2 + u (−2 + 2xy) = −2
− 2 − x 2 − y2
⇒ u ( x , y) =
− 2 + 2xy
2 + x 2 + y2
⇒ u ( x , y) =
− 2 xy + 2
38. Find the solution of the equation xu x + yu y = xe − u with the data u = 0 on y = x2.
The given equation is
xu x + yu y = xe − u
The Ch. equation is
dx dy du
= = −u
x y xe
Taking first two fraction
dx dy
=
x y
Integrate
log x = log y + const.
y
⇒ = const. = c1
x
Taking first and last fraction
dx du
= −u
x xe
⇒ dx = e u du
Integrate
x = e u + const.
x − eu = c2
So the required solution is
y
f , x − eu = 0
x
From equation (2)
x2
c1 = =x
x
From equation (3)
x − e0 = c2
c2 = x − 1
c 2 = c1 − 1
y
⇒ x − eu = −1
x
y−x
⇒ x − eu =
x
y−x
⇒ − eu = −x
x
y − x − x2
⇒ − eu =
x
x + x2 − y
⇒ eu =
x
x + x2 − y y
⇒ u = log or u ( x , y) = log1 + x −
x x
39. Solve the initial value problem u t + u.u x = x with the condition u(x,0) = f(x)
Case-II. f(x) = x
when t = 0 , u = x
From equation (2)
e 0 ( x + x ) = c1′
c1′ = 2x
From equation (3)
c2 = x 2 − y 2 = 0
Put the value of c 2 in equation (4)
∴ x2 − u2 = 0
⇒ u2 = x2
⇒ u ( x , y) = x
ASSIGNMENT – 1
1. px (z − 2 y 2 ) = (z − qy)(z − y 2 − 2 x 3 )
y 2z
x p + xzq = y
2
3.
4. x 2 p + y 2 q = ( x + y) z
5. x ( y n − z n ) p + y ( z n − x n )q = z ( x n − y n )
6. ( z − y) p + ( x − z ) q = y − x
y −z x−y
8. + (z − x )q =
yz xy
9. x 2 x 3 zp1 + x 3 x 1zp 2 + x 1 x 2 zp 3 = x 1 x 2 x 3
11. x ( y 2 + z ) p − y ( x 2 + z )q = ( x 2 − y 2 ) z
y − z z − x x−y
16. x(y − z)p + y(z − x)q = z(x − y) , i.e. p+ q = (CSE–2005)
yz zx xy
17. Solve px(z − 2y 2 ) = (z − qy)(z − y 2 − 2x 3 ) (CSE–2006)
18. (x + 2z)q + (4zx − y)q = 2x 2 + y (CSE–2011)
19. px + qy = 3z (CSE–2012)
20. (y 2 + z 2 − x 2 )p − 2xyq + 2xz = 0 (CSE–2015)
21. p cos(x + y) + q sin(x + y) = z (CSE–2015)
22. (y + zx)p − (x + yz)q = x 2 − y 2 (CSE–2016)
23. 2(pq + yp + qx) + x 2 + y 2 = 0 (CSE–2018)
***************
ASSIGNMENT
1. Find the equation of the integral surface of the differential equation
(x 2 − yz)p + (y 2 − zx)q = z 2 − xy
which passes through the line x = 1, y = 0.
2. Find the equation of surface satisfying 4yzp + q + 2y = 0 and passing through y 2 + z 2 = 1 ,
x + z = 2. (CSE–1997)
3. Find the general integral of the partial differential equation
(2xy − 1)p + (z − 2x 2 )q = 2(x − yz)
and also the particular integral which passes through the line x = 1, y = 0. (CSE–2008)
∂z ∂z
4. Find the integral surface of x 2 p + y 2q + z 2 = 0 , p = ,q = which passes through the
∂x ∂y
hyperbola xy = x + y, z = 1 . (CSE–1994, 2009)
5. Find the integral surface of the linear first order partial differential equation
yp + xq = z − 1 which passes through the curve z = x 2 + y 2 + z, y = 2x .
6. Find the integral surface of the partial differential equation
(x − y)y 2 p + (y − x)x 2 q = (x 2 + y 2 )z
passing through the curve xz = a 3 , y = 0.
7. Solve xp + yq = z . Find a solution representing a surface meeting the parabola y 2 = 4x ,
z = 1. (CSE–2003)
8. Find the surface which intersects the surfaces of the system z(x + y) = c(3z + 1)
orthogonally and which passes through the circle x 2 + y 2 = 1 , z = 1. (CSE–2013)
9. Write down the system of equations for obtaining the general equation of surfaces
orthogonal to the family given by x(x 2 + y 2 + z 2 ) = c1 y 2 . (CSE–2001)
10. Find the general equation of surfaces orthogonal to the family of spheres given by
x 2 + y 2 + z 2 = cz . (CSE–2016)
11. Find the general solution of the partial differential equation
∂z ∂z
(y3 x − 2x 4 )p + (2y 4 − x 3 y)q = 9z(x 3 − y3 ) , where p = ,q = ,
∂x ∂y
and find its integral surface that passes through the curve : x = t, y = t2, z = 1. (CSE–2019)
ANSWERS
1. (x − y)(xy + yz + zx) + y − z = 0 2. y 2 + z 2 + x + z − 3 = 0
3. x 2 + y 2 + z − xz − y − 1 = 0 4. yz + 2xy + xz − 3xyz = 0
2
z −1
5. 25(y − x ) = 27
2 2
6. z3 (x 3 + y3 )2 = a 9 (x − y)3
x+ y
x y
7. φ , = 0 , surface y 2 = 4xz 8. x 2 + y 2 − 2z3 − z 2 = −2
2 2
2x 2 + y 2
9. x + y + z = zφ
2 2 2
2
z
********************