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Math 392 Lecture Note-38-43

Charpit's method is a technique for solving non-linear first order partial differential equations (PDEs) with two independent variables by finding a complete solution through auxiliary equations. The method involves deriving a second non-linear PDE to express variables p and q, which are then substituted into an integrable equation to obtain the general solution. The document provides examples and special cases of PDEs, illustrating how to apply Charpit's method effectively.
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0% found this document useful (0 votes)
59 views6 pages

Math 392 Lecture Note-38-43

Charpit's method is a technique for solving non-linear first order partial differential equations (PDEs) with two independent variables by finding a complete solution through auxiliary equations. The method involves deriving a second non-linear PDE to express variables p and q, which are then substituted into an integrable equation to obtain the general solution. The document provides examples and special cases of PDEs, illustrating how to apply Charpit's method effectively.
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MAT392-Lecture Notes A.

TUFA

Charpit’s Method for Solving Non-linear First Order PDEs:


Charpit’s method is a general method for finding the complete solution of
nonlinear partial differential equation of the first order with two indepen-
dent variables. Consider a non-linear PDE given by
f (x, y, z, p, q) = 0. (3.8)
∂z ∂z
Since z = z(x, y), we have dz = dx + dy, which implies that
∂x ∂y
dz = pdx + qdy. (3.9)
Integrating (3.9), we get the general solution of (3.8). However, in order to
integrate (3.9), we must know p and q in terms of x, y, z. For this purpose,
we shall try to find another non-linear partial differential equation of the
first order of the form
F (x, y, z, p, q) = 0 (3.10)
such that when the values of p and q obtained by solving (3.8) and (3.10)
are substituted in (3.9), it becomes integrable, resulting in the complete
solution of (3.8).

To determine (3.10), differentiating (3.8) and (3.10) with respect to x and


y and applying some arithmetic operations, we obtain
fp Fx + fq Fy + (pfp + qfq )Fz − (fx + pfz )Fp − (fy + qfz )Fq = 0.
This is a linear, first order PDE for F with x, y, z, p and q as independent
variables. Hence, by Lagrange’s method the auxiliary equations are
dx dy dz dp dq dF
= = = = = . (3.11)
fp fq pfp + qfq −fx − pfz −fy − qfz 0
These equations are known as the Charpit’s equations.

Now, solving (3.11), we get p and q. Substituting them into (3.9) and
integrating gives the complete solution of (3.8).
Note: All the equations of Charpit’s need NOT be used. We choose the
simplest of them so that p and q are easily obtained.

38
MAT392-Lecture Notes A. TUFA

Example 3.11. Find the general solution of the given PDE by Charpit’s
Method.

(a) (p2 + q 2 )x = pz. (b) px + qy + z = xq 2 .

Solution:

(a) f (x, y, z, p, q) = (p2 + q 2 )x − pz. Then, fx = p2 + q 2 , fy = 0, fz =


−p, fp = 2xp − z, and fq = 2xq. The Charpit’s equations are
dx dy dz dp dq
= = = = .
2xp − z 2qx p(2px − z) + 2q 2 x −q 2 pq
From the fourth and fifth fractions, we have
pdp + qdq = 0 =⇒ p2 + q 2 = a2 , where a is constant. Substituting
this into the given equation, we get

a2 x − pz = 0.

a4 x2 a2 2
2 2 2 2
=⇒ q = a − p = a − 2 = 2 (z − a2 x2 )
z z
2
ax a
=⇒ dz = pdx + qdy = dx + (z 2 − a2 x2 )1/2 dy
z z
2
zdz − a xdx
=⇒ √ = ady. (3.12)
z 2 − a2 x2
Integrating both sides of (3.12), we obtain
p
z 2 − a2 x2 = ay + b.

Hence, the general solution is z 2 = a2 x2 + (ay + b)2 , where a and b are


arbitrary constants.

(b) Let f (x, y, z, p, q) = px + qy + z − xq 2 = 0. The Charpit’s equations


are
dx dy dz dp dq
= = = 2 = .
x y − 2xq xp − q(2xq − y) q − 2p −2q

39
MAT392-Lecture Notes A. TUFA

dq 2dx
From the first and the last fractions, we have
+ = 0.
q x
=⇒ qx2 = a, where a is constant. Substituting this into the given
equation and solving for p, we obtain
1 2
p= 4
(a − axy − x3 z).
x

1 2 3 a
=⇒ dz = pdx + qdy = (a − axy − x z)dx + dy
x4 x2
z a2 a
=⇒ dz = − dx + 4 dx + 3 (xdy − ydx).
x x x
2
 
a xdy − ydx
=⇒ xdz + zdx = 3 dx + a .
x x2
a2
 
y
=⇒ d(xz) = 3 dx + ad . (3.13)
x x
Integrating both sides of (3.13), we obtain
a2 y
xz = − 2 + a + b.
2x x
a2 ay b
Hence, the general solution is z = − 3 + 2 + , where a and b are
2x x x
arbitrary constants.
Remark. When the PDE given in (3.8) is of some special form, then the
Charpit’s equations are simplified and the required solution is obtained
very easily. We consider the following special cases.
Case 1: Equations of the form f (p, q) = 0, i.e, equations which depends
only on p and q. In this case the Charpit’s equations are
dx dy dz dp dq
= = = = . (3.14)
fp fq pfp + qfq 0 0
We obtain a solution as p = a or as q = a, where a is constant. Then we
solve for p or q from f (p, q) = 0, which yields q = ϕ(a) or p = ϕ(a). Now,
we integrate the equation

dz = pdx + qdy,

40
MAT392-Lecture Notes A. TUFA

which gives z = ax + ϕ(a)y + b or z = ϕ(a)x + ay + b, where a and b are


arbitrary constants.

Example 3.12. Solve the given PDE.

(a) pq = 1 (b) p2 − 3q 2 = 5

Solution:

(a) The given equation can be written as pq − 1 = 0. Then it is of the


form f (p, q) = 0. Then from Charpit’s equations p = a, where a is
arbitrary constant.
1
=⇒ q = .
a
1
Hence, the complete integral is z = ax + y + b, where a and b are
a
arbitrary constants.

(b) The given equation can be written as p2 − 3q 2 − 5 = 0. Then it is


of the form f (p, q) = 0. From Charpit’s equations, q = a, where a is
arbitrary constant. By substitution in the given equation and solving
for p, we get p
p = 3a2 + 5.
p
Hence, the complete integral is z = ( 3a2 + 5)x + ay + b, where a
and b are arbitrary constants.

Case 2: Equations of the formf (z, p, q) = 0 (Equations which depends


only on z, p and q). In this case the Charpit’s equations are
dx dy dz dp dq
= = = = . (3.15)
fp fq pfp + qfq −pfz −qfz
From the last two fractions, we get p = aq, where a is arbitrary constant.
Now, we solve for p and q from p = aq and f (z, p, q) = 0. Then the complete
integral is obtained from dz = pdx + qdy.

Example 3.13. Find the complete integral of 3p + pq = 2qz by Charpit’s


Method.

41
MAT392-Lecture Notes A. TUFA

Solution: The given PDE is of the form f (z, p, q) = 0. Hence, from


Charpit’s equations, p = aq, where a is arbitrary constant.
2z − 3a
=⇒ q =
a
2z − 3a
=⇒ dz = pdx + qdy = aqdx + qdy = (2z − 3a)dx + ( )dy
a
dz 1
=⇒ = dx + dy. (3.16)
2z − 3a a
Integrating both sides of (3.16), we get
2y 2y
ln(2z − 3a) = 2x + + b or 2z − 3a = e2x+ a +b ,
a
where a and b are arbitrary constants.
2y
ce2x+ a + 3a
Hence, the general solution is z = , where c = eb .
2
Case 3: Separable equations of the form h(x, p) = g(y, q) = 0. We write
the given equation as

f (x, y, p, q) = h(x, p) − g(y, q) = 0.

For such equation the Charpit’s equations are


dx dy dz dp dq
= = = = .
hp −gq php − qgq −hx gy
From the first and fourth fractions, we get

hx dx + hp dp = 0 or d(h(x, p)) = 0,

which gives h(x, p) = a, where a is arbitrary constant. Similarly, we obtain


g(y, q) = a. Now, we solve for p and q from h(x, p) = 0 and g(y, q) = 0.
Then the complete integral is obtained from dz = pdx + qdy.

Example 3.14. Find the complete integral of the PDE given by


√ √
2 p + 3 q = 6x + 2y.

Solution: In class

42
MAT392-Lecture Notes A. TUFA

Case 4: Clairaut’s equation: An equation of the form z = px+qy+F (p, q),


which is linear in x and y is called Clairaut’s equation. Let f (x, y, z, p, q) =
px + qy + F (p, q) − z. Then the Charpit’s equations are
dx dy dz dp dq
= = = = .
x + Fp y + Fq p(x + Fp ) + q(y + Fq ) 0 0
Clearly, p = a and q = b are solutions of this system of equations. Hence,
by substituting the values of p and q in z = px + qy + F (p, q), we obtain

z = ax + by + F (a, b),

which is the general solution of the given PDE.


Example 3.15. Find the general solution of the PDE given by

p2 q 2 (px + qy − z) = 2.

Solution: The given equation can be written as


2
z = px + qy − ,
p2 q 2
2
which is a Clairaut’s equation, with F (p, q) = − . Hence, the general
p2 q 2
solution is
2
z = ax + by − ,
a2 b 2
where a and b are arbitrary constants.
Exercise 4.
Solve the following non-linear PDEs.
1. (p2 + q 2 )y = qz. (Answer: z 2 = a2 y 2 + (ax + b)2
p
2. (px + qy − z)2 = p2 + q 2 + 1. (Answer: z = ax + by ± a2 + b 2 + 1 )

3. 3p2 = q. (Answer: z = ax + 3a2 y + b )


p
4. (p2 + q 2 = 5. (Answer: z = ax + 5 − a2 y + b )
1p 2 1p 2
5. p2 q 2 = 9p2 y 2 (x2 +y 2 )−9x2 y 2 . (Answer: z = 9x − a2 + (9y + a2 )3 )
3 27

43

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