2.8.

First-order special type partial di¤erential equations

In this section, we will examine the special types of …rst-order partial di¤er-
ential equations that can be easily solved with the Charpit method.

A. Equations containing only p and q:

Consider the type equations which do not explicitly include x; y; z variables, but
@z @z
only partial derivatives p = and q =
@x @y
F (p; q) = 0: (1)

For an equation of type (1), we can write

Fx = Fy = Fz = 0;

so we can see that the corresponding Charpit auxiliary equations are given by
dx dy dz dp dq
= = = = :
Fp Fq pFp + qFq 0 0
From the last two equations, we have dp = 0 and dq = 0. Using dp = 0;we have

p=a (2)

The corresponding value of q is from (1) and (2), so we get

F (a; q) = 0 ) q = Q(a)

Thus an complete integral of equation (1) can be found by integrating

dz = pdx + qdy = adx + Q(a)dy

and we obtain
z = ax + Q(a)y + b: (3)
This complete integral with a and b constants indicate a family of planes.
Remark: Starting from dq = 0, a solution can be obtained by taking q = a.
Example 1. Find a complete integral of the equation pq 2 q 3 + sin q = 0:
Solution: The given partial di¤erential equation is of a special type with only
p and q. For this equation which is …rst degree with respect to p and third
degree with respect to q, it is more appropriate to take

from dq = 0 ) q = a:

In this case, the value of p will be

a3 sin a
pa2 a3 + sin a = 0 ) p= :
a2

1
By integrating
a3 sin a
dz = pdx + qdy = dx + ady;
a2
we obtain
a3 sin a
z= x + ay + b
a2
where a and b are arbitrary constants.
B. Equations without independent variables:

For such partial di¤erential equations expressed as

F (z; p; q) = 0; (4)

we can write Fx = 0 ve Fy = 0 so that the corresponding Charpit auxiliary

equations are in the form of
dx dy dz dp dq
= = = =
Fp Fq pFp + qFq pFz qFz

From the last two equations, the …rst integral is given by

p = aq (5)

After solving p and q in terms of z from (4) and (5) and substituting dz =
pdx + qdy, the equation is integrated and we obtain a two-parameter complete
integral of (4).
Example 2. Find a complete integral of the equation z = p2 q2 .
Solution: The given partial di¤erential equation is a special type equation
which does not contain independent variables, and a …rst integral from the
corresponding Charpit auxiliary equations is p = aq. If p and q are solved from
this …rst integral equation and the given partial di¤erential equation, we have
r r
z = p2 q 2 z z
) q= ; p = a
p = aq a2 1 a2 1
r r
z a2 1
dz = pdx + qdy = (adx + dy) ; dz = (adx + dy) :
a2 1 z
By the integration of both sides, we obtain complete integral as follows
p 2
2
2 z (a2 1) + b = (ax + y) :

C. Equations that can be separated by their variables:

2
If a …rst-order partial di¤erential equation can be written as

f (x; p) = g(y; q) (6)

it is said to be of the separable type to its variables. If we write equation (6) as

F (x; y; z; p; q) = f (x; p) g(y; q) = 0;

we have

Fx = fx ; Fy = gy ; Fz = 0 ; Fp = fp ; Fq = gq

for the corresponding Charpit auxiliary equations expressed as follows

dx dy dz dp dq
= = = = :
fp gq pfp qgq fx gy
We obtain
fx dx + fp dp = 0 (7)
from the …rst and fourth equations. Since the function f depends only on x and
p, the expression (7) is an ordinary exact di¤erential equation with respect to
x and p. With the help of the

df (x; p) = fx dx + fp dp = 0

we have the solution to (7)

f (x; p) = a (8)
where a is an arbitrary constant. From (6) and (8), we have

g(y; q) = a: (9)

Thus, from (8) and (9), we obtain

p = p(x; a) and q = q(y; a);

respectively. By putting them in

dz = p(x; a)dx + q(y; a)dy

and integrating the last equality, we obtain the complete integral of equation
(6) as follows
Z Z
z = p(x; a)dx + q(y; a)dy + b:

Example 3. Find a complete integral of the equation p2 y(1 + x2 ) = qx2 .

Solution: Since the given partial di¤erential equation can be written as
p2 (1 + x2 ) q
= ;
x2 y

3
it is a special type that can be separated into variables. Choosing
p2 (1 + x2 ) q
f (x; p) = = a2 ; g(y; q) = = a2 ;
x2 y
we have
ax
p= p ; q = a2 y
1 + x2
and
ax
dz = pdx + qdy = p dx + a2 ydy:
1 + x2
By integrating last expression, the desired complete integral is obtained as fol-
lows. p 1
z = a 1 + x2 + a2 y 2 + b:
2

D. Clairaut Equation
If a …rst order partial di¤erential equation can be expressed as

z = xp + yq + f (p; q); (10)

it is called the Clairaut type equation. If we write the equation (10) as

F (x; y; z; p; q) = xp + yq + f (p; q) z=0

we have corresponding Charpit auxiliary equations as

Fx = p ; Fy = q ; Fz = 1 ; Fp = x + fp ; Fq = y + fq ;
dx dy dz dp dq
= = = = :
x + fp y + fq px + qy + pfp + qfq 0 0
From the last two equations, we …nd

dp = 0 ) p = a and dq = 0 ) q = b

and If these values of p and q are replaced in (10), the complete integral

z = ax + by + f (a; b) (11)

is obtained. A partial di¤erential equation of type (10) usually also has a singu-
lar integral. This singular integral is the envelope of the family of planes de…ned
by (11).
Example 4. Find a complete integral pqz = p2 xq + p2 + q 2 yp + q 2 :
Solution: Since the given partial di¤erential equation can be written as
p q
z = xq + p2 + yp + q 2
q p
p3 q3
) z = xp + yq + + ;
q p

4
it is a Clairaut type equation. By inserting p = a, q = b, we have the complete
integral
a3 b3
z = ax + by + + :
b a