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Lagrange Method Solution

Lagrange’s method is a technique for solving first-order linear partial differential equations (LPDEs) of the form Pp + Qq = R. The process involves writing Lagrange auxiliary equations, solving characteristic equations to find independent solutions, and forming the general solution F(u, v) = 0. If an explicit solution is required, substitute back to express z in terms of x and y.

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43 views2 pages

Lagrange Method Solution

Lagrange’s method is a technique for solving first-order linear partial differential equations (LPDEs) of the form Pp + Qq = R. The process involves writing Lagrange auxiliary equations, solving characteristic equations to find independent solutions, and forming the general solution F(u, v) = 0. If an explicit solution is required, substitute back to express z in terms of x and y.

Uploaded by

hasanniloy579
Copyright
© © All Rights Reserved
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Steps to Solve a First-Order Linear PDE Using Lagrange’s Method

Lagrange’s method is used to solve first-order linear partial differential equations (LPDEs)
of the form:

Pp + Qq = R

where:
- p = ∂z/∂x and q = ∂z/∂y,
- P, Q, R are functions of x, y, z.

Step 1: Write the Lagrange Auxiliary Equations


The given PDE can be transformed into the Lagrange auxiliary equations:

dx/P = dy/Q = dz/R

Step 2: Solve the Characteristic Equations


To solve these equations:
1. Take two suitable fractions from the Lagrange auxiliary equations, such as:

dx/P = dy/Q

Solve this ODE to find the first characteristic equation:

u(x, y, z) = c₁

2. Take another fraction, for example:

dx/P = dz/R

Solve this to find the second characteristic equation:

v(x, y, z) = c₂

Step 3: Form the General Solution


From the two independent solutions:

u(x, y, z) = c₁ and v(x, y, z) = c₂

The general solution of the PDE is:

F(u, v) = 0

or equivalently,

v = φ(u)
where φ is an arbitrary function.

Step 4: Express the Solution Explicitly (If Required)


If an explicit solution is needed, substitute u(x,y,z) and v(x,y,z) back into the equation and
express z in terms of x and y.

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