Mathematics-Ii (M2) For RGPV Bhopal by Dr. Akhilesh Jain, Unit 3 Partial Differential Equation

CORPORATE
INSTITUTE OF SCIENCE AND TECHNOLOGY, BHOPAL

Lecture Notes (Mathematics –II (BT202 )
Module-III, Partial Differential Equations
Faculty Name: Dr. Akhilesh Jain
Syllabus
Definition, Formulation, Solution of PDE ( By Direct Integration Method & Lagranges Method), Non-Linear
Partial Differential Equation of First order {Standard I, II, III & IV), Charpit’s General Method of Solution
PARTIAL DIFFERENTIAL EQUATIONS:
An equation relating a dependent variable to one or more independent variables by its derivative with respect to the
independent variables is called a differential equation.
Ordinary differential equation (ODE) has only one independent variable while partial differential equation (PDE) has
two or more independent variables.
Examples of ODE and PDE are:
 2u 2  u
2
(1)  c One-dimensional wave equation
t 2 x 2
u  2u
(2)  c2 2 One-dimensional heat equation
t x
 u  u
2 2
(3)  0 Two-dimensional Laplace equation
x 2 y 2
 2u  2u
(4)   f ( x, y ) Two-dimensional Poisson equation
x 2 y 2
Akhilesh Jain , Department of Mathematics, CIST , Bhopal ([email protected]):

9827353835
[1]
CORPORATE INSTITUTE OF SCIENCE AND TECHNOLOGY, BHOPAL
Lecture Notes Unit-III (PDE) ( Engg. Mathematics –II (BT202) ) Faculty Name : Akhilesh Jain
Chapter-I
FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS
1. By elimination of arbitrary constants:
Let f(x, y, z, a, b) = 0 be an equation which contains two arbitrary constants ‘a’ and ‘b’.
Therefore partially differentiate the equation w.r.t. x and y to eliminate the constant „a‟ and „b‟.
Remark: If the number of arbitrary constants is grater than the number of independent variables , then the order of
partial differential equation obtained will be more than 1.
2. By elimination of arbitrary Functions:

Apply same procedure as above to eliminate arbitrary function.
Note: we use following notations in PDE
p = ∂z/∂x q = ∂z/∂y r = ∂2z/∂x2 s = ∂2z/∂x∂y t = ∂2z/∂y2
Example 1: From the partial differential equation by eliminating the arbitrary constants from z  ax  by  ab
Solution : Given equation is z  ax  by  ab …(1)
z z
Differentiate the given equation with respect to “x” we get p   a(1)  b(0)  (0)  p  a …(2)
x x
z z
Differentiate the given equation with respect to “y” we get q   a(0)  b(1)  (0)  q  b …(3)
y y
Put the values from (2) and (3) in (1), We get z  px  qy  pq
Example 2: From the partial differential equation by eliminating the arbitrary constants from z  ( x 2  a) ( y 2  b)
Solution : Given equation is z  ( x 2  a) ( y 2  b) …(1)

Differentiate the given equation with respect to “x” we get
z   p
p  ( y 2  b)  ( x 2  a )   p  ( y 2  b)(2 x ) or ( y 2  b)  …(2)
x  x  2x
Differentiate the given equation with respect to “y” we get
z   q
q  ( x 2  a )  ( y 2  b)   q  ( x 2  a )(2 y ) or ( y 2  b)  …(3)
y  y  2y
p q pq
Put the values from (2) and (3) in (1), We get z  ( )( )  or pq  4 xyz
2x 2 y 4 xy
Dr. Akhilesh Jain , Department of Mathematics, CIST , Bhopal ([email protected]): 9827353835 (Page 2)
Example 3: From the partial differential equation by eliminating the arbitrary function from the following
z  f ( x2  y 2 )
Solution: Given equation is z  f ( x  y )

2 2
…(1)
z     p
p  f ( x 2  y 2 )  f '( x 2  y 2 )  ( x 2  y 2 )   f '( x 2  y 2 )  2 x   f '( x 2  y 2 )  …(2)
x x  x  2x
z     q
q  f ( x 2  y 2 )  f '( x 2  y 2 )  ( x 2  y 2 )   f '( x 2  y 2 )  2 y   f '( x 2  y 2 )  …(3)
y y  y  2 y
f '( x 2  y 2 ) p / 2x
Divide the equation (2) and (3), We get   py  qx  0
f '( x 2  y 2 ) q / 2 y
Example 4 : From the partial differential equation by eliminating the arbitrary function from the following
1
z  y 2  2 f (  log y ) [Dec.03,Jan.06, Dec.10, June12]
x
1
Solution: Given equation is z  y 2  2 f (  log y ) …(1)
x
z   2 1 
p  y  2 f (  log y ) 
x x  x 
  1  1   1  1  1  2 1
 0  2 f (  log y )   2 f '(  log y )  (  log y)   2 f '(  log y)  2  0    2 f '(  log y)
 x x  x  x x  x x  x x
x2 p 1
or  f '(  log y ) …(2)
2 x
z   2 1 
q   y  2 f (  log y ) 
y y  x 
  1  1   1  1 1
 2 y  2 f (  log y )   2 y  2 f '(  log y )  (  log y )   2 y  2 f '(  log y )  
 y x  x  y x  x  y
or
 q  2 y  y  f '( 1  log y) …(3)
2 x
1
 q  2 y  y / 2 f '( x  log y )
Divide the equation (2) and (3), We get
2
  (q  2 y ) y  x 2 p
1
x p/2 f '(  log y )
x
Example 5: From the partial differential equation by eliminating the arbitrary function from the following
2 z 2 z
z  f ( x  iy )  g ( x  iy ) Ans: x 2  y 2  0 [ Dec. 2003, 2006June 2012, Dec. 2014]
Solution: Given equation is z  f ( x  iy )  g ( x  iy ) …(1)

z 
p   f ( x  iy )  g ( x  iy )   f '( x  iy )(1  0i )  g '( x  iy )(1  i 0)  f '( x  iy )  g '( x  iy ) …(2)
x x
z 
q   f ( x  iy )  g ( x  iy )   f '( x  iy )(0  i1)  g '( x  iy)(0  i1)  i  f '( x  iy)  g '( x  iy)  …(3)
y y
Now since we are not able to eliminate arbitrary functions f and g from (1), (2) and (3) , hence we will find second order
derivatives and eliminate them
2 z   z   ….(4)
r    f '( x  iy)  g '( x  iy)   f ''( x  iy).1  g ''( x  iy).1
x 2 x  x  x
2 z   z  …(5)
t   i  f ''( x  iy )(0  i1)  g '( x  iy )(0  i1)   i 2  f ''( x  iy )  g ''( x  iy )   1 f ''( x  iy )  g ''( x  iy ) 
y 2 y  y 
Add (4) and (5) , we get r  t  0

Exercise
Q 1. Form Partial differential equation z  e f ( x  y )

xy
[Nov. 2019]
Q 2. Form Partial differential equation z  f ( y / x) [Nov. 2019(o)]
Chapter-II
SOLUTION OF A PARTIAL DIFFERENTIAL EQUATION:
A function u is called a solution to a partial differential equation whenever the equation becomes an identity in the
independent variables upon substitution of u and its appropriate derivatives in the partial differential equation.
Let us consider a Partial Differential Equation of the form F(x ,y, z, p ,q)=0
If it is Linear in p and q, it is called a Linear Partial Differential Equation. (i.e. Order and Degree is one)
If it is Not Linear in p and q , it is called as nonlinear Partial Differential Equation(i.e. Order and Degree is other than
one)
Types of solution:
(a) Complete Solution : A solution in which the number of arbitrary constants is equal to number of independent
variables is called complete integral or complete solution.( By eliminating the arbitrary constants and from this
equation we get F(x ,y, z, p ,q)=0 which is called complete solution ).
(b) Particular Solution : A solution of F(x ,y, z, p ,q)=0 obtained by giving particular values to a and b in the complete
Integral is called a particular Integral
In complete integral if we give particular values to the arbitrary constants we get particular integral.
(c) Singular integral: Let f ( x, y, z, p, q)  0 be a partial differential equation whose complete integral is
 ( x, y , z , a , b )  0 …………….. (1)
Differentiating (1) partially w.r.t a and b and then equate to zero, we get

 0 ……………. (2)
a

 0 ……………. (3)
b
Eliminate a and b by using (1), (2) and (3).we get singular integral.
LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF ORDER FIRST

A Differential Equation which involves partial derivatives and only and no higher order derivatives is called a first order
equation. If and have the degree one, it is called a linear partial differential equation of first order; otherwise it is called
a non-linear partial equation of first order.
Ex: 1) yzp  xzq  xy is a linear Partial Differential Equation.
2) x p  y q  z is a non-linear Partial Differential Equation ( Since p and q has exponential power 2 )

2 2 2 2 2
LANGRANGE’S LINEAR EQUATIONS:

A linear Partial Differential Equation of order one, involving a dependent variable z and two independent variables and
y , and is of the form
z z
P ( x, y , z )  Q ( x, y , z )  R ( x , y , z ) or Pp  Qq  R ………(1),
x y
where P , Q, R are functions of x, y, z is called Lagrange’s Linear Equation.
To solve this equation it is enough to solve the subsidiary/ auxiliary equation
dx dy dz
  ………(2)
P Q R
If the solution of the subsidiary equation is of the form u(x, y) = c1 and v(x, y) = c2 then the solution of the given
Lagrange‟s equation is Φ(u, v) = 0.
Remark : Always find two solutions equal to constants.
To solve the subsidiary equations we have two methods:
Method – I (Method of Grouping ) :

dx dy dz
If it is possible to separate variables in eq.   then, consider any two equations, solve them by Integrating.
P Q R
Take any two members say first two or last two or first and last members.
dx dy
Now consider the first two members  .
P Q
If P and Q contain z(other than x and y) try to eliminate it.
dy dz
Now direct integration gives u(x, y) = c1. Similarly take another two members  .If Q and R contain x(other than
Q R
y and z) try to eliminate it.
Now direct integration gives v(y, z) = c2 . Therefore solution of the given Lagrange‟s equation is Φ(u, v) = 0.
Example1: Solve yzp  xzq  xy [RGPV DEC. 2006, June 2015,June17]
Solution: This is liner ( since p, q has exponential power 1 ) partial differential equation of degree one( since only first
order partial derivatives p and q exist in the equation) of Lagrange form Pp  Qq  R .
dx dy dz dx dy dz
Let subsidiary equation is      …..(1)
P Q R yz xz xy
dx dy dx dy
Take first two fractions     or  xdx   ydy
yz xz y x
x2 y 2 x2 y 2
After integration we get   c1 or   c1 …(2)
2 2 2 2
dy dz dy dz
Again Taking last two fractions       ydy   zdz
xz xy z y
y2 z2 y2 z2
after integration we get   c2 or   c2 …(3)
2 2 2 2
x2 y 2 y 2 z 2
Hence complete Solution is  (  ,  )0 Ans.
2 2 2 2
Example 2: Solve y zp  x zq  xy [ DEC. 2005,2007,JUNE 2008, APRIL 2009, Dec. 2010,11,13, June 2015]
2 2 2
Solution: This is liner (since p, q has exponential power 1 ) partial differential equation of degree one( since only first
dx dy dz dx dy dz
Let subsidiary equation is    2  2  2 …..(1)
P Q R y z x z y x
dx dy dx dy
Take first two fractions 2
 2  2  x 2
or  x dx   y dy
2 2
y z x z y
x3 y 3 x3 y 3
After integration we get   c1 or   c1 …(2)
3 3 3 3
dx dz dx dz
Again Taking first and last fractions 2
 2      xdx   zdz
y z y x z x
x2 z 2 x2 z 2
after integration we get   c2 or   c2 …(3)
2 2 2 2
x3 y 3 x 2 z 2
Hence complete Solution is  (  ,  )0 Ans.
3 3 2 2
Exercise
x x3
Q 1. Solve xp  yq  3z Ans:
f ( , )0 [ June 2014]
y z
Q 2. Solve yq  xp  z Ans: [RGPV Nov. 18]
Method-II (Method of Substitution):

dx dy dy dz dz dx
In some problems, it is possible to find only one solution from  (or)  (or) 
P Q Q R R P
In such cases , solve the differential equation, get the solution and then substitute in the other differential equation.
Example 1: Solve pz  qz  z  ( x  y )
2 2
[ DEC. 2005, JUNE 2007, DEC. 2010June 2011, 2012]
dx dy dz dx dy dz
Let subsidiary equation is      2 …..(1)
P Q R z z z  ( x  y )2
dx dy dx dy
Take first two fractions     or  dx   dy
z z 1 1
After integration we get x   y  c1 or x  y  c1 …(2)
dx dz
Again Taking first and last fractions  2
z z  ( x  y)2
dx dz z
Taking integration we get   z
 z 2
 ( x  y) 2
  dx   2
z  (c1 ) 2
dz {by (2) x  y  c1 }
1
 x log( z 2  c12 )  log c2 or 2 x  log( z 2  c12 )  c3  z 2  c12  e2 x c4
2
z 2  c12 z 2  ( x  y)2
Or z 2  c12  e2 xc4   c4 or  c4 …(3) by (2) x  y  c1 }
e2 x e2 x
z 2  ( x  y)2
Hence complete Solution is  ( x  y, )0 Ans.
e2 x
Example 2: Solve p  3q  5 z  tan( y  3x)
dx dy dz dx dy dz
P Q R 1 3 5 z  tan( y  3x)
dx dy dx dy
Take first two fractions     or  3dx   dy
1 3 1 3
After integration we get 3x  c1  y or y  3x  c1 …..(2)

{We can integral constant as per requirement in LHS or RHS}
dx dz
Again Taking first and last fractions 
1 5 z  tan( y  3x)
dx dz dz
Taking integration we get  1
  5 z  tan( y  3x)   dx= 
5 z  tan(c1 )
{by (2) y  3 x  c1 }

1
x  log(5 z  tan c1 )  log c2
5
2

or 5 x  log( z  c1 )  log c3  5 x  log ( z  c1 )c3
2 2 2

e5 x
Or  c3 …(3) by (2) y  3 x  c1 }
( z 2  ( y  3 x) 2 )
 e5 x 
Hence complete Solution is   y  3x, 0 Ans.
 ( z 2  ( y  3x)2 ) 
Exercise
Q 1. Solve pzx  qyz  y  x

2 2
1 1 nxy y
f (  ,z log )  0 1 1
Q 2. Solve x p  y q  nxy Ans: yx [Hint: sol.   c1 use it for second sol]
2 2
y x x
y x
Method-III ( Method of multiplier’s)

Choose any three multipliers l, m, n may be constants or function of x, y and z such that in
dx dy dz l dx  m dy  n dz l dx  m dy  n dz
    k
P Q R l P  mQ  n R 0
In this, we have to choose l, m, n so that denominator = 0.
That will give us solution by integrating l dx  m dy  n dz
The expression lP + mQ + nR = 0  ldx + mdy + ndz = 0

Now direct integration gives u(x, y, z) = c1.
Similarly choose another set of multipliers l′, m′, n′ such that
dx dy dz l ' dx  m ' dy  n ' dz l ' dx  m ' dy  n ' dz

   
P Q R l ' P  m 'Q  n ' R 0
l′dx +m′dy + n′dz = 0 (as explained earlier),Now direct integration gives v(x, y, z) = c2.
Therefore solution of the given Lagrange‟s equation is Φ(u, v) = 0.
Example 1: Solve x ( y  z ) p  y ( z  x)q  z ( x  y )

2 2 2
[RGPV DEC. 2008]
Solution : This is liner (since p, q has exponential power 1 ) partial differential equation of degree one( since only first
dx dy dz dx dy dz
Let subsidiary equation is    2  2  2 …..(1)
P Q R x ( y  z) y ( z  x) z ( x  y)
1 1 1 1 1 1
Taking multiplayer‟s , , and add Again let multiplayer‟s , , and add the equations , we get
2 2
x y z2 x y z
dx dy dz dx dy dz
2
 2 2  
dx dy dz x y z x y z
 2  2 = 
x ( y  z ) y ( z  x) z ( x  y ) ( y  z )  ( z  x)  ( x  y ) x( y  z )  y ( z  x)  z ( x  y )
2
dx dy dz dx dy dz
   
dx dy dz x2 y 2 z 2 x y z
 x 2 ( y  z )  y 2 ( z  x)  z 2 ( x  y ) = 0

0
dx dy dz dx dy dz
 2
 2  2  0 And   0
x y z x y z
1 1 1 1 1 1
Taking integral we get     c1 or    c1 and log x  log y  log z  log c2 0r xyz c
x y z x y z 2
1 1 1 
Hence complete Solution is     , xyz   0 Ans.
x y z 
x( y  z ) p  y ( z  x)q  z ( x  y )
Example 2: Solve [ RGPV JUNE. 2007]
dx dy dz dx dy dz
P Q R x( y  z ) y ( z  x) z( x  y)
1 1 1
Taking multiplayer‟s 1,1,1 and add Again let multiplayer‟s , , and add the equations , we get
x y z
dx dy dz
 
dx dy dz dx  dy  dz x y z
 2  2 = 
x ( y  z ) y ( z  x) z ( x  y ) x( y  z )  y ( z  x)  z ( x  y ) ( y  z )  ( z  x)  ( x  y )
2
dx dy dz
 dx  dy  dz  0 And   0
x y z
Taking integral we get x  y  z  c1 and log x  log y  log z  log c2 0r xyz c
2
Hence complete Solution is   x  y  z, xyz   0 Ans.
yz zx x y
(
Example 3: Solve yz ) p  ( ) q  [ RGPV JUNE2007, 2009]
zx xy
Multyply the given equation by xyz in each term ( or taking LCM ) we get x( y  z ) p  y ( z  x)q  z ( x  y )
Now precede same as previous question. Hence complete Solution is   x  y  z, xyz   0 Ans.
x( y 2  z ) p  y ( x 2  z )q  z ( x 2  y 2 ) [Nov. 2019(o)]
Example 4: Solve
dx dy dz dx dy dz
P Q R x( y  z )
2
 y( x  z)
2
z( x  y 2 )
2
1 1 1
Taking multiplayer‟s x, y , 1 and add Again let multiplayer‟s , , and add the equations , we get
x y z
dx dy dz dx dy dz
   
dx dy dz xdx  ydy  dz x y z xdx  ydy  dz x y z
  =   
x 2 ( y  z ) y 2 ( z  x) z 2 ( x  y ) x 2 ( y  z )  y 2 ( z  x)  z ( x  y ) ( y  z )  ( z  x)  ( x  y ) 0 0
dx dy dz
 xdx  ydy  dz  0 And   0
x y z
x2 y 2
Taking integral we get   z  c1 and log x  log y  log z  log c2 0r xyz c2
2 2
 x2 y 2 
Hence complete Solution is     z, xyz   0 Ans.
 2 2 
Example 4: Solve (mz  ny ) p  (nx  lz )q  ly  mx

dx dy dz dx dy dz
P Q R mz  ny nx  lz ly  mx
Taking multiplayer‟s x, y, z and add Again let multiplayer‟s l , m, n and add the equations , we get
dx dy dz xdx  ydy  zdz ldx  mdy  ndz xdx  ydy  zdz ldx  mdy  ndz
     
mz  ny nx  lz ly  mx x(mz  ny )  y (nx  lz )  z (ly  mx ) l (mz  ny)  m(nx  lz )  n(ly  mx) 0 0
 xdx  ydy  zdz  0 And ldx  mdy  ndz  0
x2 y 2 z
Taking integral we get    c1 and lx  my  nz  c2
2 2 2
 x2 y 2 z 2 
Hence complete Solution is     , lx  my  nz   0 Ans.
 2 2 2 
Method-IV : Find one solution by linear / homogenous eq.

Example 3: Solve ( x  y ) p  ( x  y )q  2 xz [Nov. 2019]
dx dy dz dx dy dz
P Q R x y x y 2 xz
1
Taking multiplayer‟s 1,1,  and add we get
z
1 1
dx  dy - dz dx  dy - dz
dx dy dz z z
   
x y x y 2 xz 1
( x  y )  ( x  y ) - (2 xz ) 0
z
1
 dx  dy - z dz  0
On Integrating , we get x  y  log z  c1
dx dy
Again Taking first two fractions 
x y x y
dy x  y dy dv
  this is homogeneous differential equation, hence we put y  vx and vx
dx x  y dx dx
dv x  vx dv x  vx x  vx  vx  v 2 x x  v 2 x 1  v 2
 vx  or x  v   
dx x  vx dx x  vx x  vx x  vx 1 v
1 v dx
 dv 
1 v 2
x
1
 tan 1 v 
1 v dx
Taking integrals  1 v dv   dv   log(1  v 2 )  log x  log c2
2
1 v 2
x 2
Or 2 tan 1 v  log(1  v 2 )  2 log x  log c2
1
Or ( x 2  y 2 )e2tan ( y / x)  c2
 1 
Hence complete Solution is   x  y  log z , ( x 2  y 2 )e 2 tan ( y / x )   0
 
Example 6: Solve ( z  2 yz  y ) p  ( xy  zx)q  xy  zx

2 2
[ JUNE , DEC. 2004, Dec. 2014]
dx dy dz dx dy dz
Let subsidiary equation is    2   …..(1)
P Q R ( z  2 yz  y ) ( xy  zx) xy  zx
2
Taking multiplayer‟s x, y, z and add we get

dx dy dz xdx  ydy  zdz
  
( z 2  2 yz  y 2 ) ( xy  zx) xy  zx 0
 xdx  ydy  zdz  0

x2 y 2 z 2
On Integrating , we get    c1
2 2 2
dy dz
Again Taking first two fractions 
( xy  zx) xy  zx
dy xy  zx y  z dy dv
   this is homogeneous differential equation, hence we put y  vz and vz
dz xy  zx y  z dz dz
dv x  vz dv z  vz z  vz  vz  v 2 z z  v 2 z 1  v 2
 vz  or z  v   
dz x  vz dx z  vz z  vz z  vz 1 v
1 v dz
 dv 
1 v 2
z
1
 tan 1 v 
1 v dz
Taking integrals  1 v dv   dv   log(1  v 2 )  log x  log c2
2
1  v2 z 2
Or 2 tan 1 v  log(1  v 2 )  2 log x  log c2
1
Or ( z 2  y 2 )e2tan ( y / z )  c2
 x2 y 2 z 2 2 1 
Hence complete Solution is     , ( z  y 2 )e2tan ( y / z )   0
 2 2 2 
Method V:
Add or Subtract two or more terms to make integrable pairs
Example : Solve ( x  yz ) p  ( y  zx)q  z  xy
2 2 2
[ DEC. 2002, 2003, JUNE 2007, 2008,June 2013]
Solution: This is liner partial differential equation of degree one of Lagrange form Pp  Qq  R .
dx dy dz dx dy dz
Let subsidiary (Auxiliary) equation is    2  2  2 …..(1)
P Q R x  yz y  zx z  xy
Since previous method are not applicable hence we take
dx dy dz dx  dy dy  dz dz  dx
  =   ………(2)
x 2  yz y 2  zx z 2  xy x y yz zx
dx  dy dy  dz x y
Now taking   after integration log( x  y )  log( y  z )  log c1 or  c1 ….(3)
x y yz yz
dy  dz dz  dx yz
And  after integration log( y  z )  log( z  x)  log c2 or  c2 ….(4)
yz zx zx
 x y yz
Hence complete Solution is   , 0
 yz zx
Exercise
dx  dy dy  dz dx  dy  dz
Q.1. Solve ( y  z ) p  ( z  x)q  ( x  y ) [Hint:   RGPV SEP. 2009]
( x  y ) ( y  z ) 2( x  y  z )
 x  y xy 
Q.2. Solve x p  y q  ( x  y ) z Ans : f  , 0
2 2
[ Feb. 2005, 2010]
 xy z 
1 1 1 1 1
[Hint: find first sol.   c1 from first pairs, and use , , as multipliers for second sol.]
x y x y z
 y
Q.3. Solve ( x  y  z ) p  2 xyq  2 xz Ans : f  x  y  z , 0
2 2 2 2 2 2
 z
dy dz xdx  ydy  zdz dz
[Hint:  and  ] [ RGPV JUNE 2004,JAN. 2006, Dec. 2007, Dec. 2014]
y z  x( x  y  z ) 2 xz
2 2 2
Q.4. Solve ( y  z ) p  ( z  x)q  x  y [ sep.2009]

dx  dy  dz dx  dy dy  dz  x y 
[Hint:   ] Ans:   , ( x  y)2 ( x  y  z )   0
2( x  y  z ) ( x  y ) ( y  z )  yz 
Miscellaneous problems:
Example : Solve ( z  y  x ) p  2 xyq  2 zx  0
2 2 2
[June04,Feb 2006,Dec 2007, 2014]
Solution : This is liner partial differential equation of degree oneof Lagrange form Pp  Qq  R .
dx dy dz dx dy dz
Let subsidiary ( Auxiliary ) equation is    2 2 2   …..(1)
P Q R ( z  y  x ) 2 xy 2 zx
Taking multiplayer‟s x, y, z and add we get
dx dy dz xdx  ydy  zdz
  
( z 2  y 2  x 2 ) 2 xy 2 zx  x( z 2  y 2  x 2 )
dz xdx  ydy  zdz dz 2( xdx  ydy  zdz )
Taking fractions   
2 zx  x( z  y  x )
2 2 2
z ( z 2  y 2  x2 )
( z 2  y2  x2 )
On Integrating , we get log( z 2  y 2  x 2 )  log z  log c1 or  c1
z
dy dz dy dz
Again Taking last two fractions   
2 xy 2 zx y z
y
Taking integration log y  log z  log c2 or  c2
z
 ( z 2  y 2  x2 ) y 
Hence complete Solution is   , 0
 z z 
Example : Solve y p  xyq  x( z  2 y )
2
[JUNE 2003, DEC. 2005, June 2011]
Solution : This is liner partial differential equation of degree one of Lagrange form Pp  Qq  R .
dx dy dz dx dy dz
Let subsidiary ( Auxiliary ) equation is    2   …..(1)
P Q R y  xy x( z  2 y )
dx dy
Taking first two fractions   xdx   ydy
y 2
 xy
x2 y2 x2 y 2
On Integrating , we get    c1 or   c1 …(2)
2 2 2 2
dy dz dy y dz 1
Again Taking last two fractions   = or  z2
 xy x( z  2 y ) dz ( z  2 y ) dy y
dz
this is Linear differential equation, of the form  p( y ) z  q( y ) where p(y)=1/y and q(y)=2.
dy
x y
Solution: Find Integral Factor , I.F.= log( x  y )  log( y  z )  log c1 or  c1 ,
yz
 I .F.Q( y)dy  C  z( y)   y.(2)dy  c  y  c or zy  y 2  c

2
Then Solution : z.( I.F.) = ….(3)
 x2 y 2 
Hence complete Solution is    , zy  y 2   0
 2 2 
Chapter-III
FIRST ORDER AND HIGHER DEGREE PARTIAL DIFFERENTIAL EQUATIONS:
NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS of ORDER FIRST :

These equations contains partial derivatives p and q , but the exponential powers may be one and grater than one
So these equation are completely different from Lagrange’s equation.
Remark : Compare langra ge equation and understand difference carefully.
Type 1: Standerd form –I : f (p, q) = 0

Equations of the type f (p, q) = 0 i.e. equations containing p and q only
Step-I : Let the required solution be z= ax+by+c
z z
Step-II : Since  a and  b , Substituting these values in f (p, q) = 0, we get f (a,b) = 0
x y
From this, we can obtain b in terms a of (or) a in terms of b
Step-III : Then the
Complete solution is z  ax   (a) y  c , where a and b are connected by f (a, b)  0
General Solution: Taking c   ( a ) =some arbitrary function , then z  ax  f (a ) y   (a )

Singular Solution : We get singular solution by eliminating “a” and “c” between the complete solution and relation
obtained by differentiation general solution wrt “a” and “c”.
Note: Since, the given equation contains two first order partial derivatives, the final Solution should contain only two
constants.
Example1 : Solve p  q  m
2 2 2
Solution :
Since given equation is contains partial derivatives p and q , with the exponential powers two hence this equation is first
order ( since first order derivative p and q present ) and higher degree ( since p and q has power 2 ) partial differential
equation.
Also only p, q and constant terms ( not z, x and y ) are present in the equation , hence it is of Standard form –I
f ( p, q )  0
Hence its Solution is z  ax  by  c , where a 2  b2  m2 or b   m2  a 2 ….(1)
Then Complete Integral ( Solution) is z  ax  m2  a 2 y  c …(2)
General Solution : Taking c   ( a ) =some arbitrary function , then z  ax  m2  a 2 y   (a) …(3)
a
Differentiate w.r.t. “a” we get 0  x  y   '(a) …(4)
m a
2 2
We get general solution by eliminating “a” from (3) and (4)
2a
Differentiate eq. (2 ) w.r.t. “a” We get 0 x y0
m a 2 2
Differentiate eq. (2 ) w.r.t. “c” We get 0  0  0 1

Since we are not able to eliminate “a” and “c” , hence singular solution not exist.
Example2 : Solve q  pq  p
2
Solution :
equation.
Also only p, q and constant terms ( not z, x and y ) are present in the equation , hence it is of Standard form –I
f ( p, q )  0
a2
Hence its Solution is z  ax  by  c , where b  ab  b or b  ,a  0
2
….(1)
1 a
a2
Then Complete Integral ( Solution) is z  ax  yc …(2)
1 a
a2
General Solution : Taking c   ( a ) =some arbitrary function , then z  ax  y   (a ) …(3)
1 a
2a  3a 2
Differentiate w.r.t. “a” we get 0  x  y   '(a ) …(4)
(1  a 2 )
We get general solution by eliminating “a” from (3) and (4)
2a  3a 2
Differentiate eq. (2 ) w.r.t. “a” We get 0 x y   '(a )
(1  a 2 )
Differentiate eq. (2 ) w.r.t. “c” We get 0  0  0 1
Since we are not able to eliminate “a” and “c” , hence singular solution not exist.
a
Q 1. Solve p  q  npq [Ans: Complete Sol.: z  ax  [n  n 2  4 ] y  c ,
2 2
2
Q 2. Solve p2  q2  9 [Ans: Complete Sol.: z  ax  9  a 2 y   (a) ,
Equation Reducible to Standard form-I

Example 1: Solve x p  y q  z
2 2 2 2 2
[ RGPV DEC.. 2002, Feb.2005, June 2008, Feb. 2010, Dec.2011,2012,June17]
Solution:
equation.
Since this equation is not in Standard form-I, but we can reduce it in standard form-I , by some substitutions.
2
 x z   y z 
2
 x2  2  y 2  2
2 2
x  y 
We can write  2  p   2  q  1 or  p  q 1 or     1 …..(1)
z  z  z  z   z x   z y 
Take x  e , y  eY and z  e Z or X  log x , Y  log y and Z  log z
X
1 1 1
 X  log x  X  x , Y  log y  Y  y and Z  log z  Z  z
x y z
 Z   Z 
2 2
Put in eq. (1) we get      1 or P2  Q2  1 …(2)

 X   Y 
Now this equation is of standard form –I
Hence Complete Solution is Z  aX  bY  c1 where a and b are related by a 2  b 2  1 or b   1  a 2
 Z  aX   1  a 2 Y  c , Replace substitutions X  log x , Y  log y and Z  log z
We get log z  a log x  1  a 2 log y  log c or log z  log x a  log y 1 a 2

 log c {take c1  log c
}
1 a 2 1 a 2
 log z  log ( x a y c) or z  xa y c
Example 2 : Solve ( x  y )( p  q)  ( x  y )( p  q)  1
2 2
[RGPV. JUNE 2006]
equation.
We can write ( x  y )( p  q)  ( x  y )( p  q)  1    
2 2 2 2
or ( x  y ) ( p  q) 2  ( x  y ) ( p  q) 2  1 …..(1)
Take x y  X , x y Y or x y  X2 ,x y Y2

z z X z Y z 1 z 1
 p     {
x X x Y x X 2 X Y 2Y
X  1 1 X  1 1
 ( x  y)   and  ( x  y)   }
x x 2 x  y 2X y y 2 x  y 2X
z z X z Y z 1 z 1
And q     {
y X y Y y X 2 X Y 2Y
Y  1 1 Y  1 1
 ( x  y)   and  ( x  y)  
x x 2 x  y 2Y y y 2 x y 2Y
1 z 1 z
Then p  q  and pq 
X X Y Y
 z   z   z   z 
2 2
Put in eq. (1) we get      1 or P2  Q2  1 , where P    and Q   

 X   Y   X   Y 
…(2)
Hence Complete Solution is z  aX  bY  c1 where a and b are related by a 2  b 2  1 or b   1  a 2
 z  aX  1  a 2 Y  c , Replace substitutions x y  X , x y Y
We get z  a x  y  1  a 2 x  y  c1
Example 3 : Solve ( y  x)(qy  px)  ( p  q)

2
[RGPV. Sept. 2009]
equation.
Given eq. is ( y  x)(qy  px)  ( p  q)
2
…..(1)
Take x  y  X , xy  Y
z z X z Y z z
p    1 y {
x X x Y x X Y
X  X 
 ( x  y)  1 and  ( x  y)  1 }
x x y y
z z X z Y z z Y  Y 
And q     1 x {  ( xy)  y and  ( xy)  x
y X y Y y X Y x x y y
z z
Then qy  px  ( y  x) and p  q  ( y  x)
X Y
Put in eq. (1) we get
 z  2  z   z   z   z   z 
2 2
 or P  Q where P   X  and Q   Y 
2
( y  x) 
2
  ( y  x)   or   …(2)
 X   Y   X   Y     
Hence Complete Solution is z  aX  bY  c1 where a and b are related by a  b or b   a
2
 z  aX  aY  c , Replace substitutions x  y  X , xy  Y
We get z  a( x  y )  axy  c1
Type 2: Standard form –II : f (z, p, q) = 0
Let us consider the equation of the type f ( z , p, q )  0 ………………..(1)
Let z is a function of u and u  x  ay i.e. z  z (u ) and u  x  ay
z dz u dz dz z dz u dz dz u u
Now p   .  .1  and q   .  .a  a [ u  x  ay,  1 and  a]
x du x du du y du y du du a y
z z
Then by (1) f ( , a , z )  0 is 1st order differential equation in terms of dependent variable z and independent
u u
variable u.
Solve this differential equation and finally substitute u  x  ay gives the required solution.
Example 1: Solve z  pq ….(1)
Solution:
equation.
Since this equation contains p,q, and z hence this is of standard form –II f ( z, p, q)  0
 z  z  z  z   z 
2
z
Then by (1) z    a      or   
 u  u  a  u   u  a
z u u x  ay
  , Taking integrals we get 2 z  c or 2 z c { u  x  ay }
z a a a
Example 2: Solve z  p  q
2 2 2
….(1) [ JUNE 2011]
Solution:
equation.
 z   z   z   z 
2 2 2
z z
Then by (1) z    a      or   
 u   u  1  a  u   u  1  a2
2
z u u x  ay
  , Taking integrals we get 2 z  c or 2 z c { u  x  ay }
z 1 a 2
1 a 2
1 a 2
Example 3: Solve p3  q3  27 z ….(1) [ JUNE 2013]
Solution:
equation.
 z   z  27 z  z   z 
3 3 3
3z1/ 3
Then by (1)  
  a   27 z     or   
 u   u  1  a3  u   u  (1  a )
3 1/ 3
z 3u
  , Taking integrals we get z 2/ 3 (1  a3 )1/ 3  2u  c or z 2/ 3 (1  a3 )1/ 3  2( x  ay)  c
z 1/ 3
(1  a )
3 1/ 3
Exercise
Q 1. Solve 9( p z  q )  4 [Ans: ( z  a )  ( x  ay  b) ]
2 2 2 3/2
Q 2. Solve p(1  q)  zq [Ans: az  1  be xay b ] [June12]
Type 3: Standard form –III : f1 ( p, x)  f 2 ( y, q)
Let us consider the differential equation is of the form f1 ( p, x)  f 2 ( y, q)
Let f1 ( p, x)  f 2 ( y, q)  a (say)
Now , writing p in terms of x and q in terms of y.

Now, f ( P, Q)  0 , where p is in terms of x and q is in terms of y
From  dz   pdx   qdy  c , we get the required complete solution.

Note: This method is used only when it is possible to separate variables.
Example 1 : Solve pe  qe
y x
Solution:
equation.
Since this equation contains p,q, x and y ( not includes z) hence this is of standard form –III f1 ( p, x)  f 2 ( y, q)
x
Let p e  q e y  a  p  ae x and q  ae y
 dz   pdx   qdy  c  z   e dx   e c or z  e x  e y  c
x y
Then complete solution is
Example 2 : Solve p  q  x  y
2 2
[June 03,08,09]
Solution: Since given equation is contains partial derivatives p and q , with the exponential powers two hence this
equation is first order ( since first order derivative p and q present ) and higher degree ( since p and q has power 2 )
partial differential equation.
Since this equation contains p,q, x and y ( not includes z) hence this is of standard form –III f1 ( p, x)  f 2 ( y, q)
Let p  q  x  y  p  x  q  y  a or p  a  x  p  x  a and q 2  a  y  q  a  y
2 2 2 2 2
Then complete solution is

( x  a)3/ 2 ( y  a)3/ 2
 dz   pdx   qdy  c  z   x  adx   a  ydy  c or z 
3/ 2

3/ 2
c
Exercise
2
Q 1. Solve p  q  x  y Ans: z  b  3 ( x  a )  ( y  a ) 
2 2 3/2 3/2
1  1  4a
Q 2. Solve q=px+q2 Ans: z  a log x  y b [ June 2011]
2
Q 3. Solve q  p  y  x
Equations Reducible to Standard Form-III
Example 1: Solve z ( p  q )  x  y
2 2 2 2 2
[RGPV June 2003, 2008, 2009]
Solution:
equation.
Since this equation is not in Standard form , but we can reduce it in standard form-III , by some substitutions.
2
 z z   z z 
2
We can write z ( p  q )  x  y
2 2 2 2 2
or ( zp)  ( zq)  x  y
2 2 2 2
or     x y
2 2
…..(1)
 1 x   1 y 
z2
Take zdz  dZ   Z , dx  dX  x  X and dy  dY  y  Y
2
 Z   Z 
2 2
    X  Y or P  Q  X  Y …(2)
2 2 2 2 2 2
Put in eq. (1) we get 
 X   Y 
Now this equation is of standard form –III
Let P  Q  X  Y  P  X  Y  Q  a (let) or P  a  X and Q2  Y 2  a
2 2 2 2 2 2 2 2 2 2
Then complete solution is  dZ   PdX   QdY  c  Z   a  X 2 dX   Y 2  a dY  c
X  Y   c
a  X 2  log  X  a  X 2     Y 2  a  log  Y  Y 2  a
a a
Z   
2 2    2 2  
z2
Replace the substitutions  Z , x  X and y  Y
2
z2  x  y   c
a  x 2  log  x  a  x 2     y 2  a  log  y  y 2  a
a a
We Get complete solution  
2 2 2    2 2  
Example 2: Solve z ( p  q )  x  y
2 2
[RGPV Nov.. 2019]
Solution:
equation.
Since this equation is not in Standard form , but we can reduce it in standard form-III , by some substitutions.
2 2
 z z   z z 
We can write z ( p  q )  x  y ( z p)  ( zq)  x  y  1 x    1 y   x  y
2 2 2 2
or or  …..(1)
   
z 3/ 2
Take zdz  dZ   Z , dx  dX  x  X and dy  dY  y  Y
3/ 2
 Z   Z 
2 2
    X  Y or P  Q  X  Y …(2)
2 2
Put in eq. (1) we get 
 X   Y 
Now this equation is of standard form –III
Let P  Q  X  Y  P  X  Q  Y  a (let) or P  a  X and Q  Y a
2 2 2 2
Then complete solution is  dZ   PdX   QdY  c  Z   a  X dX   Y  a dY  c
( X  a)3/ 2 (Y  a)3/ 2
Z   c
3/ 2 3/ 2
z 3/ 2
Replace the substitutions  Z , x  X and y  Y
3/ 2
z 3/ 2 ( x  a)3/ 2 ( y  a)3/ 2
We Get complete solution   c
3/ 2 3/ 2 3/ 2
Type 4: Standard form –IV : z  px  qy  f ( p, q) [ Caliraut’s equation]

The required solution is z  ax  by  f (a, b), i.e directly put p=a and q=b in the given equation.
Singular Solution: Differentiate complete solution partially w.r.t. a and b and eliminate a and b to get singular solution.
Example 1 : Solve z  px  qy  pq …(1)
Solution: This is Claurit‟s Equation of the form z  px  qy  f ( p, q)
Hence we can get Complete Solution by putting p=a and q=b in (1)
Hence complete solution is z  ax  by  ab ….(2)
General Solution: Take b   (a ) = arbitrary function
Then we get z  ax   (a) y  a (a) …(3)
Differentiate (3) with respect to “a” , we get 0  x   '(a) y  a '(a)   (a) …(4)
On eliminating “a” from (3) and (4) we get general solution
Singular Solution: Differentiate (2) w.r.t. “a” we get 0  x  0  b  b   x

….(5)
Again Differentiate (2) w.r.t. “b” we get 0  0  y  a  a   y ….(6)
Eliminate “a” and “b” from (2),(5) and (6) we get singular solution z  ( y ) x  ( x) y  ( x)( y )   xy
Example 2 : Solve z  px  qy  log pq …(1)
Solution: This is Claurit‟s Equation of the form z  px  qy  f ( p, q)
Hence complete solution is z  ax  by  log ab ….(2)
Then we get z  ax   (a) y  log a (a)  ax   (a) y  log a  log  (a) …(3)
1  '(a)
Differentiate (3) with respect to “a” , we get 0  x   '(a) y   …(4)
a  (a)
1 1
Singular Solution: Differentiate (2) w.r.t. “a” we get 0  x  0  a ….(5)
a x
1 1
Again Differentiate (2) w.r.t. “b” we get 0  y  0  b ….(6)
b y
1
Eliminate “a” and “b” from (2),(5) and (6) we get singular solution z   1  (1)  log  2  log xy
xy
Example 3 : Solve ( p - q)( z  px  qy )  1 [RGPV Dec.2007]
1
Solution: This equation can be written as z  px  qy  …(1)
( p - q)
This is Claurit’s Equation of the form z  px  qy  f ( p, q)
1
Hence complete solution is z  ax  by  ….(2)
( a - b)
1
Then we get z  ax   (a) y  …(3)
a -  (a)
1   '(a)
Differentiate (3) with respect to “a” , we get 0  x   '(a) y  …(4)
 a   (a ) 2
1
Singular Solution: Differentiate (2) w.r.t. “a” we get 0  x  0  ….(5)
( a  b) 2
1
Again Differentiate (2) w.r.t. “b” we get 0  y  0  ….(6)
( a  b) 2
Eliminate “a” and “b” from (2),(5) and (6) we get singular solution
Exercise
x y
Q.1. Solve z  px  qy  p  q [Ans: Complete Sol. z  ax  by  a  b for Singular sol. a  ,b 
2 2 2 2
]
2 2
Q.2. Solve ( px  qy  z )  1  p  q Ans: Complete Sol. z  ax  by  1  p 2  q 2
2 2 2
Method – V : CHARPIT’S METHOD:

This is a general method to find the complete integral of the non-linear PDE of the form f ( x, y, z , p, q )  0 . Working
Procedure:
Step-I : Take all the terms of the given equation on LHS and denote it by f.
Step-II : Substitute the values of required derivatives in the following formulae (Auxiliary Equations )
dx dy dz dp dq
   
f f f f f f f f
  p q p  q 
p q p q z x z y
Step-III: Select any two proper fractions so that the resulting integral may come out to be the simplest relation
containing at least one of p and q.
Step-IV: Solve the simplest relation and find p and q.
Step-V : Finally substitute in the equation dz  p dx  q dy . Integrate it, we get the required solution.
Example 1: Using the Charpit‟s method , Solve z  px  qy  p  q …….(1)

2 2
[ RGPV JUNE 2001]
Also function contains all variables p, q, x,y,and z , i.e. f ( x, y, z , p, q )  0 ,hence we use Chrpit’s general method .
Since z  px  qy  p  q , hence let f  z  ( px  qy  p  q )

2 2 2 2
f f f f z
Hence x   p , y
 q ,
z
 1,
p
 ( x  2 p ) ,
q
 ( y  2q )
dx dy dz dp dq
Put These values in the charpit‟s formulae :    
f f f f f f f f
  p q p  q 
p q p q z x z y
dx dy dz dp dq
Then we get    
( x  2 p) ( y  2q)  p( x  2 p)  q( y  2q) 0 0
dp dq
Taking last two fractions we get  or dp  0 and dq  0
0 0
After integration we get p  a (Constant) and q  b (Constant)
Substitute these values in (1) and find complete solution z  ax  by  a  b

2 2
Example 2: Using the Charpit‟s method , Solve px  qy  pq …….(1)

[ RGPV JAN 2007, june17 ]
Also function contains all variables p, q, x, y and z , i.e. f ( x, y, z , p, q )  0 ,hence we use Chrpit’s general method
.
Since px  qy  pq , hence let f  pq  ( px  qy )
f f f f z
Hence x  0 ,   q ,  0 ,  q  x , q y
y z p q
dx dy dz dp dq
f f f f f f f f
  p q p  q 
p q p q z x z y
dx dy dz dp dp
Then we get     …(2)
( x  q) ( y  p)  px  pq  qy  qp p q
dp dq
Taking last two fractions we get 
p q
p
After integration we get log p  log q  log a (Constant)  a ….(3)
q
Substitute these values of p from (3) in (1) and find q , in terms of x, y, and z
px  qy  pq  aqx  qy  aqq  q  ax  y …(4)

a
Put this value in (1) and find p in terms of x, y, and z , We Get p  aq  ax  y
ax  y
Then Complete Solution dz  pdx  qdy  (ax  y )dx  dy
a
Then adz  a(ax  y )dx  (ax  y )dy  (ax  y )(adx  dy )
For integration take Taking integration ax  y  t  adx  dy  dt
t2 (ax  y)2
Then  adz   tdt  az  2
 c or az 
2
c
Example 3: Using the Charpit‟s method , Solve q  3 p 2 …….(1) [ RGPV Nov 2019 ]
Solution: Since q  3 p 2 , hence let f  q  3 p 2

f f f z
Hence x  0 , z  ax  3a y  c , z  0 , p  6 p , q  1
2
dx dy dz dp dq
f f f f f f f f
  p q p  q 
p q p q z x z y
dx dy dz dp dp
Then we get     …(2)
6 p 1 6 p 2  q 0 0
dp dq
Taking last two fractions we get   dp  0 and dq  0
0 0
After integration we get p  constant  a(let) ….(3)
q  3 p 2  q  3a 2 …(4)
Then Complete Solution dz  pdx  qdy  adx  3a 2dy
On Integration we get z  ax  3a 2 y  c
Example 4: Using the Charpit‟s method , Solve ( p  q ) y  qz …….(1)

2 2
[ JUNE 2007,2012,Dec. 2012,2013,June 2015]
Also function contains all variables p, q, x, y and z , i.e. f ( x, y, z , p, q )  0 ,hence we use Chrpit’s general method
Since ( p2  q2 ) y  qz , hence let f  qz  ( p  q ) y

2 2
f f f f z
Hence x  0 , y
 ( p 2  q 2 ) ,
z
q,
p
 2 py ,
q
 z  2qy
dx dy dz dp dq
f f f f f f f f
  p q p  q 
p q p q z x z y
dx dy dz dp dq
Then we get     …(2)
2 py 2qy  z 2 p 2 y  2q 2 y  z  pq p 2
dp dq
Taking last two fractions we get  2 or pdp  q dq  0
 pq p
After integration we get p 2  q 2  a 2 (Constant) ….(3)
a2 y
( p2  q2 ) y  qz  (a  q 2  q 2 ) y  qz  q  …(4)
z
a 2
Put this value in (1) and find p in terms of x, y, and z , We Get p  z  a2 y2
z
a 2 2 2 a2 y zdz  a 2 y dy
Then Complete Solution dz  pdx  qdy  z  a y dx  dy   dx
z z a z 2  a2 y2
For Integration take z 2  a 2 y 2  t so that 2 zdz  2a 2 ydy  dt
dt / 2 dt a

a t
 dx or    dx
t 2
or z 2  a 2 y 2   ax  c 
t a 2
after integration we get  x  c or z 2  a 2 y 2  ax  c
2 2
Example5: Using the Charpit‟s method , Solve 2 xz  px2  2qxy  pq  0 …….(1) [ RGPV June 2016]
Solution: Since 2 xz  px2  2qxy  pq  0 , hence let f  2 xz  px  2qxy  pq

2
f f f f z
Hence x  2 z  2 px  2qy , y
 2qx ,
z
 2x ,
p
  x2  q ,
q
 2 xy  p
dx dy dz dp dq
f f f f f f f f
  p q p  q 
p q p q z x z y
dx dy dz dp dq
Then we get     …(2)
x 2  q 2 xy  p px 2  pq  2 xyq  pq 2 z  2 px  2qy  2 px 2qx  2qx
dp dq
Taking last two fractions we get  or dq  0
2 z  2 px  2qy  2 px 0
After integration we get q  a (Constant) ….(3)
Substitute these values of q from (3) in (1) and find p , in terms of x, y, and z
2 x( z  ay )
2xz  px2  2qxy  pq  0  2xz  px2  2axy  pa  0 p …(4)
( x 2  a)
2 x( z  ay) 2 x( z  ay)
Then Complete Solution dz  pdx  qdy  dx  ady  dz  ady  dx
( x 2  a) ( x 2  a)
dz  ady 2x
Or  2 dx
( z  ay ) ( x  a)
For Integration take z  ay  t and x 2  a  u so that dz  ady  dt and 2 xdx  du
dt du dt du

t

u
or  t

u
t z  ay
after integration we get log t  log u  log c   c or 2 c or D  a  3 and D '  b  2
u x z
Exercise
1
Q 1. Using the Charpit‟s method Solve 2 z  p  qy  2 y  0 Ans: z  (ax  b) y  2 (a  y ) y
2 2 2 2 2 4
[June 2006]
2
ax a b
Q 2. Using the Charpit‟s method Solve 2( z  xp  yq)  yp Ans: z   3  [June 2006]
2
2
y 4y y
Chapter-IV
LINEAR HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS
Solution of Homogeneous Linear PDE with constant coefficients:
n z  n1z 2Z n z
A0  A1  ..................  An  ...............  An  f ( x, y )
x n x n1y x n2y 2 y n
Where A0, A1……An are constants.
The General solution of above equation is z  zc  z p  C.F.  P.I .
Step-I : To find Complementary function( Integral) ( Taking f(x,y)=0)
Change the given equation in D-Notation by putting
  2 2 2 3 3
 D,  D' ,  D2 ,  D '2 ,  DD ', 2  D 2 D ' ,  DD '2
x y x 2 y 2 xy x y xy 2
Form auxiliary equation by putting D  m, D '  1
If roots of auxiliary equation are (i) Distinct , say m1 ,m2 then C.F .  1 ( y  m1x)  2 ( y  m2 x)
If roots of auxiliary equation are (ii) Equal , say m1=m2=m then C.F .  1 ( y  m x)  x2 ( y  mx)  ....
Note: There is no separate rule for imaginary roots.
Step-II : To find P.I.( Particular integral/ Solution)
Case- I :
axby
When f ( x, y)  e then Put D= a , and D’=b , when F(D,D’)=F(a,b) ≠0
1 eax by
P.I .  e ax by 
F ( D, D ') F ( a, b)
2 z 2 z
Example 1: Solve   e x2 y [RGPV Nov 2018]
x 2
y 2
Solution: Since given equation is Second order (since highest order of derivative present in the equation is 2 ) linear(
since each derivative has power 1) homogenous( Since each term has derivative of equal order=2) Partial
differential( Since derivatives are partial derivative) equation, hence we have to find General solution
y( x)  yc ( x)  y p ( x)  C.F.  P.I . {  f(x,y)≠0 }
To Find C.F.: ( Take RHS=0)
  2 2 2 3 3
 D,  D' ,  D2 ,  D '2 ,  DD ', 2  D 2 D ' ,  DD '2
x y x 2 y 2 xy x y xy 2
Then we get D2  D '2  0
D 2  D '2  0  m2  1  0  m  1, 1 (Real and distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  2 ( y  x)
To Find P.I. :
Since f ( x, y)  e x2 y {The Value on RHS}, we put D  a  1 and D '  b  2
1 1 1 1 x2 y
Then P.I .  eax by  2 e x2 y
 e x2 y
  e
F ( D, D ') D  D '2 12  22 3
1
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . = 1 ( y  x)  2 ( y  x)  e x  2 y
3
2 z 2 z 2 z
Example 2: Solve 2   e3 x  2 y [RGPV June 2015]
x 2
x y y 2
  2 2 2 3 3
 D,  D' ,  D2 ,  D '2 ,  DD ', 2  D 2 D ' ,  DD '2
x y x 2 y 2 xy x y xy 2
Then we get D2  2DD ' D '2  0
D2  2 DD ' D '2  0  m2  2m  1  0  m  1, 1 (Real and equal roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  x2 ( y  x)
To Find P.I. :
Since f ( x, y)  e3x2 y {The Value on RHS}, we put D  a  3 and D '  b  2
1 1 1 1
Then P.I .  e ax by  2 e3 x  2 y  2 e3 x  2 y  e3 x  2 y
F ( D, D ') D  2 DD ' D ' 2
3  2(3)(2)  2 2
25
1 3x2 y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . = 1 ( y  x)  x2 ( y  x )  e
25
Exceptional case:
axby
When f ( x, y)  e then Put D  a , and D '  b , But F ( D, D ')  F (a, b)  0
Then Put D  D  a and D '  D ' b and Solve the equation for 1  x0 or e0 x0 y
1 1
P.I .  eax by  eax by 1
F ( D, D ') F ( D  a, D ' b)
2 z 2 z 2 z
Example 1: Solve 4 4  e2 x y [RGPV Dec.2011]
x 2
x y y 2
  2 2 2 3 3
 D,  D' , D ,
2
 D' ,
2
 DD ', 2  D D ' ,
2
 DD '2
x y x 2 y 2 xy x y xy 2
Then we get D2  4DD ' 4D '2  0
D 2  4 DD ' 4 D '2  0  0  m2  4m  4  0  m  2, 2 (Real and equal roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  2 x)  x2 ( y  2 x)
To Find P.I. :
Since f ( x, y)  e2 x y {The Value on RHS}, we put D  a  2 and D '  b  1
1 1
Then P.I .  e2 x y  e2 x y 1
D  4 DD ' 4 D '
2 2
( D  2)  4( D  2)( D ' 1)  4( D ' 1) 2
2
But F(D,D')=F(2,2)=22 -4(2)(2)+4(1)2 =0
Hence Put D=D+a=D+2 and D’=D’+b=D’+1 and Solve the equation for 1= x0 or e0x+0y
1 1
P.I .  eax by  eax by 1
F ( D, D ') F ( D  a, D ' b)
1 2 x y 2 x y 1 1 x2
Then P.I .  2 e e 1  2 1   1dx 
2
D  4 DD ' 4 D '2 ( D  2)2  4( D  2)( D ' 1)  4( D ' 1) 2 D 2
x 2 2 x y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  2 x )  x2 ( y  2 x )  e
2
Exercise
x5
Q 1. Solve ( D3  4 D 2 D ' 5DD '2  2 D '3 ) z  e2 x  y [Ans: z  1 ( y  1x)  x2 ( y  x)  3 ( y  2 x)  [June03,08,16]
20
Q 2. Solve ( D2  2DD ' D '2) z  e x y [ RGPV June . 2007]
Case- II: When f ( x, y )  sin(ax  by ) or cos(ax  by )
Put D2  -(a 2 ), D '2  -(b2 ) , DD '  -ab , and Solve the equation for D or D’ by rationalization of the equation
(same for cosax)
1 1
P.I .  sin(ax  by )  sin(ax  by ) Except f(-a2, -b2) ≠ 0
2 2
f ( D , DD ', D ' ) F ( a , ab, b 2 )
2
2 z 2 z 2 z
Example 1: Solve r  2 s  t  sin(2 x  3 y ) or 2   sin( 2 x  3 y )
x 2 x y y 2
Solution: Since given equation is Second order linear homogenous Partial differential equation, hence we have to
find General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . {  f(x,y)≠0 }
  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy
D 2  2 DD ' D '2  0  m2  2m  1  0  m  1,1 ( Equal roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  x2 ( y  x)
To Find P.I. :
Since f ( x, y )  sin(2 x  3 y ) {The Value on RHS}, we put D 2 = -(a 2 )  4 and D '2  (b2 )  9, DD '  (ab)
1 1 1
Then P.I .  sin(2 x  3 y )  sin(2 x  3 y)  sin(2 x  3 y)
D  2 DD ' D '
2 2
4  2{(2)(3)}  (9) 1
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  x2 ( y  x)  sin(2 x  3 y )
2 z 2 z
Example 2: Solve r  s  sin x cos 2 y or   sin x cos 2 y [RGPV. Dec. 2005, 07, 10, 13, June 10]
x 2 x y
  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy
Then we get ( D 2  DD ') z  0
D 2  DD '  0  m2  m  0  m  0,1 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y )  2 ( y  x)
To Find P.I. :
1
Since f ( x, y )  sin1x.cos 2 y  sin( x  2 y)  sin( x  2 y) {The Value on RHS},
2
1
{  sin A cos B   Sin( A  B )  sin( A  B )  }
2
1 1 
sin( x  2 y)  sin( x  2 y)    2
1 1 1
P.I .  2  sin( x  2 y )  2 sin( x  2 y)  
D  DD '  2   2  D  DD ' D  DD ' 
we put in first fraction : D 2 = -(a 2 )  1 and D '2  (b2 )  4, DD '  (1.2)  2
and we put in Second fraction : D 2 = -(a 2 )  1 and D '2  (b2 )  4, DD '  (1).(2)  2
1  1 1   1 1 
  sin( x  2 y )  sin( x  2 y )     sin( x  2 y )  sin( x  2 y) 
 2  1  (2) 1  (2)    2 6 
Then
1 1 
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y )  2 ( y  x )   sin( x  2 y )  sin( x  2 y ) 
 2 6 
Case- III: When f ( x, y )   (ax  by )  function of x and y
then Expand F ( D, D ') in the form of F ( D / D ') or F ( D '/ D) ,using binomial series
(1- x)-1  1  x  x2  x3  x4 ...... ( all terms are +ve and no factorial or coefficent )
(1  x)-1  1  x  x2  x3  x4 ...... ( Alternate +ve and -ve sing ,and no factorial or coefficent )
1  D   D' 
i.e. P.I .   ( x, y)  F ( )1   ( x, y) or F ( ) 1   ( x, y)
F ( D, D ')  D'   D 
Example 1 : Solve ( D  2 DD ' D ' ) z  12 xy

2 2
[RGPV June17]
  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy

To Find P.I. :
Since f ( x, y )  12 xy {The Value on RHS},
1
1 1 1  D ' D '2 
Then P.I .  2 12 xy    
D 2  D D 2 
12 xy 1 2 12 xy
D  2 DD ' D '2 2  D ' D '2 
D 1  2  2 
 D D 
1
1   D ' D '2   1   D ' D '2   D ' D ' 2  
2
P.I .  2 1   2  2   12 xy  2 1   2  2    2  2   .... 12 xy
D   D D  D   D D   D D  

1  D' D '2  1  1  d 1 
P.I .  2 12 xy  2 12 xy  2 12 xy  0.....  2 12 xy  2 12 x(1)  0....  D ' f  f and f   fdy 
D  D D  D  D  dy D' 
12 xy  2 12 xdx   2 12 xy  12 x 2    12 xy  12 x 2  dx 2 2 x 3 y  x 4

1  1
 2 
D  D
 d 1 
 Df  f and f   fdx 
 dx D 
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  x2 ( y  x)  2 x3 y  x 4
3 z 3 z
Example 2 : Solve 2  3x 2 y [RGPV June16]
x 3
x y
2
  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy
Then we get ( D3  2 D 2 D ') z  0
D3  2 D 2 D '  0  m3  2m2  0  m  0,0 ( Equal roots ) and 2 (distinct root ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y )  x2 ( y )  3 ( y  2 x)
To Find P.I. :
Since f ( x, y )  12 xy {The Value on RHS},
1
1 1 1  D '
Then P.I .  3x 2 y  3x 2 y  1  2  3x 2 y
D  2D D '
3 2
 D ' D3 D
D3 1  2 
 D
1
1  D'  D'
2
 1  2 D' 2  D'
2

 3  1  2   2   ..... 3 x 2
y  3 
3 x y  2 3 x y   2  3x y  .....
2
D  D  D  D  D  D 
1  1 4  1  d 1 
 3 3 x 2 y  2 3 x 2 (1)  2 3 x 2 (0)  .....  3 3 x 2 y  2  3 x 2 dx  0   D ' f  f and f   fdy 
D  D D  D    dy D' 
3x 2 y  2 x3     3x 2 y  2 x 3 dx 3  (3x 5 y  x 6 )  

1 1 d 1
3   Df  f and f   fdx 
D 60  dx D 
1
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y )  x2 ( y )  3 ( y  2 x)  (3 x5 y  x 6 )
60
Method IV :
Short Methods for Finding P.I.( Only for Homogeneous PDE)
1 1
F ( a, b) 
P.I .   (ax  by)  ......    (v)dv n , where v  ax  by and n=order of diff. equation.
F ( D, D ') n times
Note : This method is applicable to all types of functions with the same formulae . i.e put
D  a and D '  b and integrate the function with respect to v up to n-times ( order of homogeneous
differential equation).
2 z 2 z 2 z
Example 1: Solve 2   e 2 x 3 y
x 2
x y y 2
  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy
D2  2 DD ' D '2  0  m2  2m  1  0  m  1, 1 (Equal roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  x2 ( y  x)
To Find P.I. : (Using Short Method)

2 x3 y
Since f ( x, y)  e {The Value on RHS}, we put D  a  2 and D '  b  3 and integrate the function with respect
to v , two times (since n=2, order of diff. equation), where v=2x+3y.
1 1
F (a, b) 
P.I .  2
 (ax  by )   (v)dv 2 , where v  ax  by
F ( D, D ')
1 1 1
2 
Then P.I .  2 e 2 x 3 y  2 ev dv 2  e2 x 3 y , where v  2 x  3 y
D  2 DD ' D ' 2
2  2(2)(3)  (3) 25
1 2 x 3 y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  x2 ( y  x)  e
25
2 z 2 z 2 z
Example 2: Solve r  2 s  t  sin(2 x  3 y ) or 2   sin( 2 x  3 y )
x 2 x y y 2
  2 2 2
 D,  D' , D ,
2
 D' ,
2
 DD '
x y x 2 y 2 xy


Since f ( x, y )  sin(2 x  3 y ) {The Value on RHS}, we put D  a  2 and D '  b  3 and integrate the function with
respect to v , two times (since n=2, order of diff. equation), where v=2x+3y.
1 1
P.I . 
F ( D, D ') 2
 (ax  by ) 
F ( a, b)   (v)dv 2 , where v  ax  by
1 1 1
2 
Then P.I .  2 sin(2 x  3 y)  2 sin v dv 2   sin(2 x  3 y), where v  2 x  3 y
D  2 DD ' D ' 2
2  2(2)(3)  (3) 1
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  x2 ( y  x)  sin(2 x  3 y )
Example 3: Solve 2r  5s  2t  24( y  x) or (2 D 2  5DD ' 2 D '2 ) z  24( y  x)

  2 2 2
 D,  D' ,  D2 ,  D '2 ,  DD '
x y x 2 y 2 xy
Then we get (2 D 2  5DD ' 2 D '2 ) z  0
2 D 2  5DD ' 2 D '2  0  2m2  5m  2  0  m  2,1/ 2(distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  2 x)  2 ( y  1/ 2 x)  1 ( y  2 x)  2 (2 y  x)

Since f ( x, y )  24( y  x) {The Value on RHS}, we put D  a  1 and D '  b  1 and integrate the function with
respect to v , two times (since n=2, order of diff. equation), where v=y-x
Then
1 1
F (a, b) 
P.I .  2
 (ax  by )   (v)dv 2 , where v  ax  by
F ( D, D ')
Then
1 1 4
P.I .  24( y  x)   24 vdv  ( y  x)3 , where v  y  x, n  2
2
2 D  5DD ' 2 D '

2 2
2(1)  5(1)(1)  2(1) 2
2
9
4
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  2 x)  2 (2 y  x)  ( y  x)3
9
Method –V (Exceptional case of Short Method : )

if F(a,b)=0, Factorize the equation in the form of ( bD-aD’) and use formula
1 xn
P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
If Function has more factors ,which are not equal to zero at a and b then solve them using short method and solve
remaining function with this formulae.i.e.
2 z 2 z 2 z
Example 1: Solve 4 4  e2 x y [RGPV Dec.2011]
x 2
x y y 2
  2 2 2 3 3
 D,  D' ,  D2 ,  D '2 ,  DD ', 2  D 2 D ' ,  DD '2
x y x 2 y 2 xy x y xy 2
Then we get D2  4DD ' 4D '2  0
D 2  4 DD ' 4 D '2  0  0  m2  4m  4  0  m  2, 2 (Real and equal roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  2 x)  x2 ( y  2 x)

2 x y
Since f ( x, y)  e {The Value on RHS}, we put D  a  2 and D '  b  1 and integrate the function with respect
to v , two times (since n=2, order of diff. equation)
Then F ( D, D ')  Fa, b)  22  4(2)(1)  4(1)2  0

1 xn
Hence we use formulae P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1 1 x2
P.I .  e2 x  y  e2 x  y  e2 x  y { b  1, a  2, n  2, (ax  by )  e x  2 y }
D  4 DD ' 4 D '
2 2
( D  2 D ') 2 2
1 2!
x 2 2 x y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  2 x )  x2 ( y  2 x )  e
2
2 z 2 z
Example 3: Solve r  t  x  y or   x y
x 2 y 2
  2 2 2
 D,  D' , D ,
2
 D' ,
2
 DD '
x y x 2 y 2 xy
Then we get D2  D '2  0
D2  D '2  0  m2  1  0  m  1 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  2 ( y  x)

Since f ( x, y )  x  y {The Value on RHS}, we put D  a  1 and D '  b  1 and integrate the function with respect
to v , two times (since n=2, order of diff. equation), where v=x-y.
but Then F ( D, D ')  F (a, b)  12  (1)2  0

Hence we factorize the given function and one part which is not zero on the values of a and b , can be solved by short
method and another part will be solved by exceptional case by the use formulae
1 xn
P.I .   (ax  by )  n  (ax  by )
(bD  aD ') n b . n!
1 1 1  1 
P.I .  ( x  y)  ( x  y)  ( x  y)  
D 2  D '2 ( D  D ')( D  D ') ( D  D ')  ( D  D ') 
1  1  1  v2  1  ( x  y)2 
= 
( D  D ')  (1  (1)  vdv     
 ( D  D ')  4  ( D  D ')  4 
 , where v  x  y, D  a  1, D '  b  1
1 xn
Now using P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1  ( x  y)2  x1 ( x  y ) 2
   1 { a  1, b  1, n  1}
( D  D ')  4  1 . 1! 4
x
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  2 ( y  x)  ( x  y)2
4
x5
Solve [Ans: z  1 ( y  1x)  x2 ( y  x)  3 ( y  2 x)  [June03,08,16]
20
5e x
Example 5: Solve r  s  t  or (2 D 2  DD ' 3D '2 ) z  5e x  y
ey

2 D2  DD ' 3D '2  0  2m2  m  3  0  m  3/ 2, 1 (distinct roots ) ,

3
Hence Complementary Function, C.F.= C.F .  1 ( y  x)  2 ( y  x)  1 (2 y  3 x)  2 ( y  x)
2

x y
Since f ( x, y)  5e {The Value on RHS}, we put D  a  1 and D '  b  1 and integrate the function with respect
to v , two times (since n=2, order of diff. equation), where v=x-y.
but Then F ( D, D ')  F (a, b)  F (1, 1)  0

1 xn
P.I .   (ax  by )  n  (ax  by )
(bD  aD ') n b . n!
1 1 1  1 
P.I .  5e x  y  5e x  y  5e x  y 
2 D 2  DD ' 3D '2 ( D  D ')(2 D  3D ') ( D  D ')  (2 D  3D ') 
1  1  1 1
=  5 ev dv   ev  e x  y  Where v  x  y, D  a  1, D '  b  1, n  1
( D  D ')  (2(1)  3(1))  ( D  D ') ( D  D ')
1 xn
(bD  aD ') n bn . n!
1 x1
 e x y  e x  y   xe x  y { a  1, b  1, n  1}
( D  D ') (1)1. 1!
x y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 (2 y  3x)  2 ( y  x)  xe
Example 4: Solve 2r  5s  2t  5sin(2 x  y) or (2 D 2  5DD ' 2 D '2 ) z  5sin(2 x  y)

[ RGPV Dec 2006, June 2016]
Solution: Since given equation is Second order linear homogenous Partial differential equation, hence we have to find
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . {  f(x,y)≠0 }

(2 D 2  5DD ' 2 D '2 )  0  2m2  5m  2  0  m  1/ 2, 2 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  1/ 2 x)  2 ( y  2 x)  1 (2 y  x)  2 ( y  2 x)
To Find P.I. : (Using General Method)

Since f ( x, y )  5sin(2 x  y ) {The Value on RHS}, }, we put D 2  a 2  4 and D '  b 2  1
but Then F ( D, D ')  F (a, b)  0

1 xn
P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1 1 1  1 
P.I .  5sin(2 x  y )  5sin(2 x  y )  5sin(2 x  y) 
2 D 2  5DD ' 2 D '2 ( D  2 D ')(2 D  D ') ( D  2 D ')  (2 D  D ') 
=
1  1  1  5  5 1
 5 sin v dv     cos v    cos(2 x  y) ,Where v  2 x  y, D  a  2, D '  b  1, n  1
( D  2 D ')   (2)(2)  1  ( D  2D ')  3  3 (D  2D ')
1 xn
(bD  aD ') n bn . n!
5 1 5 x1 5
 cos(2 x  y)   1 cos(2 x  y)   x cos(2 x  y) { a  2, b  1, n  1}
3 ( D  2 D ') 3 (1) . 1! 3
5
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 (2 y  x)  2 ( y  2 x)  x cos( y  2 x)
3
Example 6: Solve ( D3  2 D 2 D ' DD '2  2 D '3 ) z  e x  y


D3  2 D 2 D ' DD '2  2 D '3  0  m3  2m2  m  2  0  (m  1)(m  2)(m  1)  0  m  1, 2, 1 (distinct roots )

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  2 ( y  2 x)  3 ( y  x)

x y
Since f ( x, y )  e {The Value on RHS}, we put D  a  1 and D '  b  1 and integrate the function with respect to
v , three times (since n=3, order of diff. equation), where v=x+y.
but Then F ( D, D ')  F (a, b)  0

1 xn
P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1 1 1  1 
P.I .  ex y  ex y  ex y 
D  2 D D ' DD '  2 D '
3 2 2 3
( D  D ')( D  2 D ')( D  D ') ( D  D ')  ( D  2 D ')( D  D ') 
1  1  1  1 v  1  1 x  y 
= 
( D  D ')  (1  2(1))(1  1)  ev dv 2    e   e  where v  x  y, D  a  1, D '  b  1, n  2
 ( D  D ')  2  ( D  D ')  2 
1 xn
(bD  aD ') n bn . n!
1  1 x  y  x 1 x  y
1
xe x  y
 e  e   { a  1, b  1, n  1}
( D  D ')  2  11. 1! 2
 2
xe x  y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x )  2 ( y  2 x)  3 ( y  x) 
2
Example 7: Solve r  2s  t  tan( y  x) or ( D 2  2 DD ' D '2 ) z  tan( y  x)

D 2  2 DD ' D '2  0  m2  2m  1  0  m  1,1 (equal roots ) ,


Since f ( x, y )  tan( y  x) {The Value on RHS}, we put D  a  1 and D '  b  1
but Then F ( D, D ')  F (a, b)  F (1,1)  0
1 xn
Hence we solved by exceptional case by the use formulae P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1 1 x2
P.I .  tan( y  x)  tan( y  x)  tan( y  x)
D 2  2 DD ' D '2 ( D  D ') 2 12 .2!
{ (bD  aD ')n  ( D  D ')2  a  1, b  1, n  2}
x2
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x)  x2 ( y  x)  tan( y  x)
2
Example 8: Solve 4r  4s  t  16 log( x  2 y) or (4 D 2  4 DD ' D '2 ) z  16 log( x  2 y)


4 D2  4 DD ' D '2  0  4m2  4m  1  0  m  1/ 2,1/ 2 (equal roots ) ,

1 1
Hence Complementary Function, C.F.= C.F .  1 ( y  x)  x2 ( y  x)  1 (2 y  x)  x2 (2 y  x)
2 2

Since f ( x, y )  16 log( x  2 y ) {The Value on RHS}, we put D  a  1 and D '  b  2
but Then F ( D, D ')  F (a, b)  F (1, 2)  0
1 xn
Hence we solved by exceptional case by the use formulae P.I .   ( ax  by )   (ax  by )
(bD  aD ') n bn . n!
1 1 x2
P.I .  16 log( x  2 y )  16 log( x  2 y )  16 log( x  2 y )
4 D 2  4 DD ' D '2 (2 D  D ') 2 22 .2!
{ (bD  aD ')n  (2D  D ')2  a  1, b  2, n  2}
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 (2 y  x)  x2 (2 y  x)  2 x log( x  2 y)
2
Method VI
General Method: To find P.I. of Homogeneous partial differential
equation
1
P.I .  f ( x, y )   f ( x, c  mx)dx , Put y=c-mx , where c is a constant
( D  mD ')
Remark : Use same formulae one by one if diffrential equation has two or more factors.
Example 1: Solve r  3s  2t  x  y or ( D 2  3DD ' 2 D '2 ) z  x  y [RGPVJune2005,2012,May 2018, Nov. 2018(0)]

D2  3DD ' 2 D '2  0  m2  3m  2  0  m  2, 1 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  x)  2 ( y  2 x)

Since f ( x, y )  x  y {The Value on RHS}, using general method
1
P.I .  f ( x, y )   f ( x, c  mx)dx
( D  mD ')
1 1
Then P.I .  ( x  y)  ( x  y)
D  3DD ' 2 D '
2 2
( D  2 D ')( D  D ')
Now we solve the function for both factors one by one
1  1  1  ( x  x  c)dx  , where m  1, hence y  c  (1x) ,

  ( x  y) 
( D  2 D ')  ( D  D ') 
 ( D  2 D ')
1 1 1 1
  (2 x  c)dx  
  
 x 2  cx  
 
 x 2  ( y  x) x  
   xy  Again applying
( D  2 D ') ( D  2 D ') ( D  2 D ') ( D  2 D ')
same formula, D  mD '  D  2 D '  m  2 , hence take y  a  mx  a  2 x
1 ax 2 2 x3 ( y  2 x) x 2 2 x3 x 2 y x3
  xy    x(a  2 x)dx      
( D  2 D ') 2 3 2 3 2 3
x 2 y x3
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  x )  2 ( y  2 x )  
2 3
Example 2: Solve ( D 2  2 DD ' 15D '2 ) z  12 xy

D 2  2 DD ' 15D '2  0  m2  2m  15  0  m  5, 3 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  5 x)  2 ( y  3x)

Since f ( x, y )  x  y {The Value on RHS}, using general method
1
P.I .  f ( x, y )   f ( x, c  mx)dx
( D  mD ')
1 1
Then P.I .  (12 xy )  (12 xy )
D  2 DD ' 15D '
2 2
( D  3D ')( D  5D ')
1  1  1  12( x)(a  5 x)dx  ,

  (12 xy )  
( D  3D ')  ( D  5D ') 
 ( D  3D ')
where D  mD '  D  5D '  m  5, hence y  a  (5 x)  a  5 x
1  1  1 12 1 2 5 3
 12( x)(a  5 x)dx  
 
( D  3D ')  ( D  5D ')
(12 xy )  
 ( D  3D ')
   ( D  3D ')  2
ax  x 
3 
2 3 x 2 y  5 x 3 

( D  3D ')  
Again applying same formula, D  mD '  D  3D '  m  3 , hence take y  b  mx  b  (3) x  b  3x

14
 2 3x 2 (3x  b)  5 x3 dx  2( x 4  x3b)  x 4  2 x3 y
4
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  5 x)  2 ( y  3x)  x  2 x y
4 3
Example 3: Solve r  s  6t  y cos x or ( D  DD ' 6 D ' ) z  y cos x

2 2
[ RGPV Dec. 2002, June 2004 ,June . 2006,09,11,13,Dec. 2016]

D 2  DD ' 6 D '2  0  m2  m  6  0  m  2, 3 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  2 x)  2 ( y  3x)

Since f ( x, y )  y cos x {The Value on RHS}, using general method

1
P.I .  f ( x, y )   f ( x, c  mx)dx
( D  mD ')
1 1
Then P.I .  ( y cos x)  ( y cos x)
D  DD ' 6 D '
2 2
( D  2 D ')( D  3D ')
1  1  1  (a  3 x) cos x  dx

  ( y cos x)  
( D  2 D ')  ( D  3D ')  
 ( D 2 D ')
where D  mD '  D  3D '  m  3, hence y  a  (3x)  a  3x
1 1
 (a  3x)sin x  3cos x   y sin x  3cos x 
( D  2 D ') ( D  2 D ')
Again applying same formula, D  mD '  D  2 D '  m  2, hence take y  b  mx  b  (2) x  b  2 x

  [(b  2 x)sin x  3cos x]dx  {(b  2 x) cos x  2sin x}  3sin x   y cos x  sin x
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  2 x)  2 ( y  3x)  y cos x  sin x
Example 4: Solve r  s  2t  ( y  1)e or ( D  DD ' 2 D ' ) z  ( y  1)e [ RGPV Jan.2006, Feb.2005,. 2010]
x 2 2 x

D2  DD ' 2 D '2  0  m2  m  2  0  m  2, 1 (distinct roots ) ,

Hence Complementary Function, C.F.= C.F .  1 ( y  2 x)  2 ( y  x)
Since f ( x, y)  ( y  1)e
x
{The Value on RHS}, using general method
1
P.I .  f ( x, y )   f ( x, c  mx)dx
( D  mD ')
1 1
Then P.I .  ( y  1)e x  ( y  1)e x
D  DD ' 2 D '
2 2
( D  2 D ')( D  D ')
1  1  1  (a  x)e x  dx

  ( y cos x)  
( D  2 D ')  ( D  D ') 
 ( D  2 D ')
where D  mD '  D  D '  m  1, hence y  a  ( x)  a  x
1 (a  x)e x  (0  1)e x dx   1 1


( D  2 D ')    ( D  2 D ')
 ( a  x )e x  e x  
 
( y  1)e x 
( D  2 D ')  
Again applying same formula, D  mD '  D  2 D '  m  2, hence take y  b  mx  b  (2) x  b  2 x

  [(b  2 x  1)e x ]dx  {(b  2 x  1)e x   (0  2  1)e x dx {(b  2 x  1)e x  e x  (b  2 x)e x  ye x
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  1 ( y  2 x)  2 ( y  x)  ye x
Exercise
1
Q.1. Solve ( D 2  DD'  2D' 2 )z  2x  y [ Ans: z  1 ( y  x)  2 ( y  2 x)  ( y  2 x)3/ 2
15
   (c  x ) 3 / 2 
[Hint: P.I . 
1
( D  2 D ')( D  D ')
2x  y 
1

1
( D  2 D ')  ( D  D ')
2 x  y  P.I . 

1
( D  2 D ')
  (c  x )
1/ 2

dx 
1

( D  2 D ')  3/ 2 

3 z 2 z 2 z
Q.2. Find the particular integral of 7 6  sin( x  2 y ) [June 2014]
x3 x y 2 y 3
Q.3. Solve r  t  cos mx cos ny
Solve ( D  DD ') z  cos x cos 2 y
2
Q.4. [ RGPV Dec. 2008]
Solve ( D  DD ') z  cos( x  2 y )
2
Q.5.
1
Find P.I. ( D  7 DD '  6 D ' ) z  sin ( x  2 y) [Ans: z 
3 2 3
Q.6. [27 cos( x  2 y )  48cos( x  2 y )] [ June . 14]
1575
Solve ( D  3DD ' 2 D ' ) z  24 xy [Ans: z  1 ( y  x)  2 ( y  2 x)  4 x3 y  3x 4 ]
2 2
Q.7. [Dec.03]
Solve ( D  DD ' 6 D ' ) z  xy
2 2
Q.8. [Nov. 2019]
2 z 2 z 2 z
Q.9. Solve 2 6  x y
x 2 x y y 2
Solve ( D  6 DD ' 9 D ' ) z  12 x  36 xy

2 2 2
Q.10.
Q.11. Solve ( D2  2 DD ' D '2 ) z  x 2  y 2  xy [ RGPV Sep.. 2009]
2 x y
Solve ( D  D D ' DD '  D ' ) z  e  cos ( x  y)
3 2 2 3
Q.12. [ RGPV Jan . 2007]
Chapter-V
NON HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS
When F ( D, D ') is not homogeneous ( i.e. all the derivative terms are not of equal powers),then
Complementary function is obtained by
Case-I: If F ( D, D ') can be resolved in the form of ( D  mD ' a) z  0 then C.F .  eax ( y  mx)
c
 x
Case-II: If F ( D, D ') can be resolved in the form of (aD  bD ' c) z  0 then C.F .  e  (ay  bx)
a
Case-III: : If F ( D, D ') can be resolved in the form of

( D  m1D ' a1 )( D  m2 D ' a2 )...........( D  mn D ' an ) z  0
a x a x a x
then C.F .  e 1  ( y  m x )  e 2  ( y  m x )  ...............  e n  ( y  m x )
1 2 n
Case IV: (Repeated Roots): f F ( D, D ') can be resolved in the form of ( D  mD ' a)2 z  0
then C.F .  eax 1( y  mx)  x2 ( y  mx)

Remark: Particular integral is obtained by the methods used for homogeneous partial differential
equations in previous sections.
Example 1: Solve ( D 2  D '2  D  D ') z  0
Solution : This is non homogeneous ( Since all the derivatives present in the differential equation are not
of the same order ) linear ( Since all the derivatives are of degree one , Whole power of r, s, t, p, q are 1
)partial differential ( Since all the derivatives are partial ) equation with constant coefficients (
Coefficients of each derivative is constant).
Since term of RHS is equal to zero , hence we have to find out only complementary function.
First we factorize the given differential equation
( D2  D '2  D  D ') z  [( D  D ')( D  D ')  D  D ']z  [( D  D ')( D  D ' 1)]Z  0

Compare with ( D  m1D ' a1 )( D  m2 D ' a2 ) z  0
( D  D ')  ( D  m1D ' a1)  m1  1 and a1  0 and

We get
( D  D ' 1)  ( D  m2 D ' a2 )  m2  1 and a2  1 ,
a x a x 1x
Hence Solution is C.F .  e 1 1 ( y  m1x)  e 2 2 ( y  m2 x )  e 1 ( y  x )  e 2 ( y  x )
0x
Example 2: Solve r  s  q  z  0 or ( D2  DD ' D ' 1) z  0

Solution : This is non homogeneous linear partial differential equation with constant coefficients
First we factorize the given differential equation
( D2  DD ' D ' 1) z  [( D2  1)  ( D  1) D ']z  [( D  1)( D  1)  ( D  1) D ']Z  ( D  1)( D  D '1) z  0

Compare with ( D  m1D ' a1 )( D  m2 D ' a2 ) z  0
( D  0 D ' 1)  ( D  m1D ' a1)  m1  0 and a1  1

We get
and ( D  D ' 1)  ( D  m2 D ' a2 )  m2  1 and a2  1 ,
a x a x
Hence Solution is C.F .  e 1 1 ( y  m1x)  e 2 2 ( y  m2 x )  e 1 ( y  0 x )  e 2 ( y  x )
x x
Example 3: Solve DD '( D  2 D ' 3) z  0

Solution : This is non homogeneous linear partial differential equation with constant coefficients
Compare with (a1D  b1D ' c1 )(a2 D  b2 D ' c2 )(a3 D  b2 D ' c3 ) z  0
c
 1x
We get D  (a1D  b1D ' c1 )  a1  1, b1  0, c1  0 then C.F .  e a1 1(a1 y  b1x)  e0 x1 (1y  0 x)
c
 2x
D '  (a2 D  b2 D ' c2 )  a2  0, b2  1, c2  0 then C.F .  e a2  (a2 y  b2 x)  e0 x2 (0 y  1x) ,
c
 3x 3
 x
D  2 D ' 3  D '  (a3D  b3D ' c3 )  a3  1, b3  2, c3  3 then C.F .  e a3
3 (a3 y  b3 x)  e 1 3 (1y  (2) x)
Hence Solution is C.F .  1 ( y )  2 ( x)  e 3 ( y  2 x)

3x
Remark : Above formula can be used for all questions.
Example 4: Solve ( D  D ' 1)( D  D ' 2) z  e2 x y  x
Solution: Since given equation is Second order linear non homogenous Partial differential equation, hence we have
to find General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . {  f(x,y)≠0 }

Compare with (a1D  b1D ' c1 )(a2 D  b2 D ' c2 ) z  0
( D  D ' 1)( D  D ' 2)  (a1D  b1D ' c1)(a2 D  b2 D ' c2 )  a1  1, b1  1, c1  1 and a2  1, b2  1, c2  2
c c
 1x  2x
Hence Complementary Function, C.F .  e 1 (a1 y  b1x)  e
a1 a2
(a2 y  b2 x)  e x1 ( y  x)  e 2 x2 ( y  x)

2 x y
Since f ( x, y )  e  x {The Value on RHS}, Hence we find P.I. in two parts
1 1 e2 x y
P.I .1  e2 x y  e2 x y 
( D  D ' 1)( D  D ' 2)  2  (1)  1 2  (1)  2)  2
{ Put D  a  2 and D '  b  1 }
1 1
P.I .2  x x
( D  D ' 1)( D  D ' 2) ( D  D ')
1[1  ( D  D ')][2{1  }]
2
   
Use  D  and D '   and { (1- x)-1  1  x  x 2  x3  x 4 ......}
 x y 
1 ( D  D ') 1 1  ( D  D ')  1  1 
P.I .2  [1  ( D  D ')]1[1  ] x  [1  ( D  D ')]1 1   ... x  [1  ( D  D ')]1  x  {Dx  D ' x}  ...
2 2 2  2  2  2 
1  1  1  1 
 [1  ( D  D ')]1  x  {Dx  D ' x}  ...  [1  ( D  D ')]1  x  (1  0) 
2  2  2  2 
1  1 1 1 1 1 1 1 1 1 x 3
 [1  ( D  D ')]1  x    [1  D  D ' ...]( x  )  [( x  )  D ( x  )  D '( x  )  ..]  [( x  )  1]  
2  2  4 2 2 2 2 2 2 2 2 4
e2 x y x 3
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . z  e 1 ( y  x)  e 2 ( y  x )   
x 2x
2 2 4
Example 5: Solve ( D2  DD ' D ' 1) z  sin( x  2 y )
Solution: Since given equation is Second order linear non homogenous Partial differential equation, hence we have
to find General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I . {  f(x,y)≠0 }

Factories the given equation
( D2  DD ' D ' 1) z  [( D2  1)  D '( D  1)]z  [( D  1)( D  1)  D '( D  1)]z  ( D  1)( D  D ' 1) z  0

Compare with (a1D  b1D ' c1 )(a2 D  b2 D ' c2 ) z  0
( D  1)( D  D ' 1)  (a1D  b1D ' c1)(a2 D  b2 D ' c2 )  a1  1, b1  0, c1  1 and a2  1, b2  1, c2  1

c c
 1x  2x
Hence Complementary Function, C.F .  e 1 (a1 y  b1x)  e
a1 a2
(a2 y  b2 x)  e x 1 ( y  x)  e x 2 ( y  x)
Since f ( x, y )  sin( x  2 y ) {The Value on RHS}, Hence we find P.I. in two parts
1 1 1
P.I .  sin( x  2 y)  sin( x  2 y)  sin( x  2 y)
D  DD ' D ' 1
2
1  (1)(2)  D ' 1
2 D ' 4
{
Put D  a2  4 and DD '  ab  (1)(2), D '2  (b2 )  4
2
1 D ' 4 D ' 4 D ' 4 1

  sin( x  2 y )  2 sin( x  2 y)  sin( x  2 y)    D 'sin( x  2 y)  4sin( x  2 y) 
D ' 4 D ' 4 D '  16 4  16 20
1 
  2 cos( x  2 y)  4sin( x  2 y) { D '  }
20 y
General solution y( x)  yc ( x)  y p ( x)  C.F.  P.I .
1
z  e x 1 ( y  x)  e x 2 ( y  x)   2 cos( x  2 y)  4sin( x  2 y)
20

Mathematics-Ii (M2) For RGPV Bhopal by Dr. Akhilesh Jain, Unit 3 Partial Differential Equation

Uploaded by

Copyright:

Available Formats

Mathematics-Ii (M2) For RGPV Bhopal by Dr. Akhilesh Jain, Unit 3 Partial Differential Equation

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Mathematics-Ii (M2) For RGPV Bhopal by Dr. Akhilesh Jain, Unit 3 Partial Differential Equation

Uploaded by

Copyright:

Available Formats

CORPORATE

INSTITUTE OF SCIENCE AND TECHNOLOGY, BHOPAL

PARTIAL DIFFERENTIAL EQUATIONS:

Examples of ODE and PDE are:

Akhilesh Jain , Department of Mathematics, CIST , Bhopal ([email protected]):

2. By elimination of arbitrary Functions:

Note: we use following notations in PDE

p = ∂z/∂x q = ∂z/∂y r = ∂2z/∂x2 s = ∂2z/∂x∂y t = ∂2z/∂y2

Solution : Given equation is z  ax  by  ab …(1)

Solution : Given equation is z  ( x 2  a) ( y 2  b) …(1)

Solution: Given equation is z  f ( x  y )

Solution: Given equation is z  f ( x  iy )  g ( x  iy ) …(1)

Add (4) and (5) , we get r  t  0

Q 1. Form Partial differential equation z  e f ( x  y )

Q 2. Form Partial differential equation z  f ( y / x) [Nov. 2019(o)]

LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF ORDER FIRST

2) x p  y q  z is a non-linear Partial Differential Equation ( Since p and q has exponential power 2 )

LANGRANGE’S LINEAR EQUATIONS:

To solve this equation it is enough to solve the subsidiary/ auxiliary equation

Remark : Always find two solutions equal to constants.

To solve the subsidiary equations we have two methods:

Method – I (Method of Grouping ) :

Example1: Solve yzp  xzq  xy [RGPV DEC. 2006, June 2015,June17]

Method-II (Method of Substitution):

Example 2: Solve p  3q  5 z  tan( y  3x)

After integration we get 3x  c1  y or y  3x  c1 …..(2)

Q 1. Solve pzx  qyz  y  x

Method-III ( Method of multiplier’s)

The expression lP + mQ + nR = 0  ldx + mdy + ndz = 0

dx dy dz l ' dx  m ' dy  n ' dz l ' dx  m ' dy  n ' dz

Therefore solution of the given Lagrange‟s equation is Φ(u, v) = 0.

Example 1: Solve x ( y  z ) p  y ( z  x)q  z ( x  y )

Example 4: Solve (mz  ny ) p  (nx  lz )q  ly  mx

 xdx  ydy  zdz  0 And ldx  mdy  ndz  0

Method-IV : Find one solution by linear / homogenous eq.

Example 6: Solve ( z  2 yz  y ) p  ( xy  zx)q  xy  zx

Taking multiplayer‟s x, y, z and add we get

 xdx  ydy  zdz  0

Since previous method are not applicable hence we take

Q.4. Solve ( y  z ) p  ( z  x)q  x  y [ sep.2009]

 I .F.Q( y)dy  C  z( y)   y.(2)dy  c  y  c or zy  y 2  c

NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS of ORDER FIRST :

So these equation are completely different from Lagrange’s equation.

Remark : Compare langra ge equation and understand difference carefully.

Type 1: Standerd form –I : f (p, q) = 0

General Solution: Taking c   ( a ) =some arbitrary function , then z  ax  f (a ) y   (a )

Hence its Solution is z  ax  by  c , where a 2  b2  m2 or b   m2  a 2 ….(1)

Then Complete Integral ( Solution) is z  ax  m2  a 2 y  c …(2)

General Solution : Taking c   ( a ) =some arbitrary function , then z  ax  m2  a 2 y   (a) …(3)

We get general solution by eliminating “a” from (3) and (4)

Differentiate eq. (2 ) w.r.t. “c” We get 0  0  0 1

Q 2. Solve p2  q2  9 [Ans: Complete Sol.: z  ax  9  a 2 y   (a) ,

Equation Reducible to Standard form-I

[ RGPV DEC.. 2002, Feb.2005, June 2008, Feb. 2010, Dec.2011,2012,June17]

Put in eq. (1) we get      1 or P2  Q2  1 …(2)

 Z  aX   1  a 2 Y  c , Replace substitutions X  log x , Y  log y and Z  log z

We get log z  a log x  1  a 2 log y  log c or log z  log x a  log y 1 a 2

Take x y  X , x y Y or x y  X2 ,x y Y2