Unit - Iii-2

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Solution of standard types of first order PDE

z z
The general form of a first order PDE is F ( x, y, z, p, q) 0 where p and q .
x y
There are three types of solution of a PDE.

A solution which contains as many arbitrary constants as there are independent


variables is called a complete solution or integrals.

A solution of a PDE which contains as many arbitrary functions as the order of


the equation is called a general solution.

General solution

Let the PDE be F ( x, y, z, p, q) 0 (1)


Let the complete solution of (1) be ( x, y, z, a, b) 0 (2)
Where a and b are arbitrary constants.
Let b f (a) , where f is an arbitrary function.
Then (2) becomes ( x, y, z, a, f (a)) 0 (3)
Diff. (2) p.w.r.to a, we get

f '(a) 0 (4)
a b
The elimination of ‘a’ between (3) and (4) if exists is called the general solution of
(1).

Note: A solution obtained by giving particular values to the arbitrary constants in the
complete solution or to the arbitrary function in the general solution is called a
particular solution or particular integral of the PDE.

Singular solution

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Let the PDE be F ( x, y, z, p, q) 0 (1)


It is complete solution is ( x, y, z, a, b) 0 (2)
Diff. (2) p.w.r.to a and b, we have

0 (3) 0 (4)
a b
The elimination of a and b from (2),(3) and (4), if exists, is the singular solution of (1).

Type-I F ( p, q) 0 (The equation contains p & q only)

Suppose that z ax by c is the a trial solution of F ( p, q) 0 . Then


z z
p a q b , we get F (a, b) 0 .
x x

Hence the complete Integral of a given equation is z ax by c , where F (a, b) 0 .


Solving for b from F (a, b) 0 , we get b (a) ( say ) .
Then z ax (a) y c (1) is the C.I of the given equation.
Since it contains two arbitrary constants singular integral is got by eliminating a and
c from (1).

Diff. (1) p.w.r.to a we get 0 x '(a) y


Diff. (1) p.w.r.to c we get 0 = 1 (absurd)
There is no singular integral for the given PDE. To find the general integral, put
c=f(a). f being arbitrary function. Then z ax y (a) f (a) (2) .
Diff (2) p.w.r.to a 0 x y '(a) f '(a) (3)
Eliminating a between (2) and (3) we get the general solution.

1. Solve pq k

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Sol.

Given pq k . This is of the type F ( p, q) 0 . Let a solution of the given equation


be z ax by c (1) .
From (1), we get p=a and q=b
k
Since (1) is the solution of the given equation, ab k b (2)
a
Using (2) in (1), the required complete solution of the equation
k
z ax y c (3)
a
Diff (3) p.w.r.to c, we get 0=1 (absurd), Hence there is no singular solution exists
for the given equation.
To find the general solution, we put c f (a) in (3), where f is arbitrary function.
k
Ie, z ax y f (a ) (4)
a
Diff (4) p.w.r.to a, we get
k
0 x y f '(a) (5)
a2
Eliminating ‘a’ between (4) and (5), we get the general solution.

2. Solve p q 1
Sol.
Given p q 1 . This is of the type F ( p, q) 0 . Let a solution of the
given equation be z ax by c (1) .
From (1), we get p a and q b
Since (1) is the solution of the given equation
a b 1 b 1 a
2
b 1 a (2)

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Using (2) in (1), the required complete solution of the equation


2
z ax 1 a y c (3)

Diff (3) p.w.r.to c, we get 0=1 (absurd), Hence there is no singular solution exists
for the given equation.
To find the general solution, we put c f (a) in (3), where f is arbitrary function.
2
Ie, z ax 1 a y f (a) (3)

Diff (4) p.w.r.to a, we get


1
0 x 2(1 a) y f '(a) (5)
2 a
Eliminating ‘a’ between (4) and (5), we get the general solution.

3. Solve pq p q 0
Sol.
Given pq p q 0 . This is of the type F ( p, q) 0 . Let a solution of the
given equation be z ax by c (1) .
From (1), we get p a and q b
Since (1) is the solution of the given equation
ab a b 0
a
b (2)
a 1
Using (2) in (1), the required complete solution of the equation
a
z ax y c (3)
a 1
Diff (3) p.w.r.to c, we get 0=1 (absurd), Hence there is no singular solution exists
for the given equation.
To find the general solution, we put c f (a) in (3), where f is arbitrary function.

a
Ie, z ax y f (a ) (3)
a 1
Diff (4) p.w.r.to a, we get

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1
0 x 2
y f '(a) (5)
a 1

Eliminating ‘a’ between (4) and (5), we get the general solution.

4. Solve p 2 q 2 4 pq .
Sol.
Given p 2 q 2 4 pq . This is of the type F ( p, q) 0 . Let a solution of the
given equation be z ax by c (1) .
From (1), we get p a and q b
Since (1) is the solution of the given equation

a 2 b2 4ab a2 b2 4ab 0
Solving for b, we get

4a 16a 2 4a 2
b
2

4a 12a 2
b
2

2 3 a

Using (2) in (1), the required complete solution of the equation

z ax 2 3 ay c (3)

Diff (3) p.w.r.to c, we get 0=1 (absurd), Hence there is no singular solution exists
for the given equation.
To find the general solution, we put c f (a) in (3), where f is arbitrary function.

Ie, z ax 2 3 ay f (a) (3)

Diff (4) p.w.r.to a, we get

0 x 2 3 y f '(a) (3)

Eliminating ‘a’ between (4) and (5), we get the general solution.

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Type – II z px qy f ( p, q) (Clairaut’s form)


Suppose that the given equation is of the form
z px qy f ( p, q) (1) we can prove that
z ax by f (a, b) (2) is the complete solution of (1) where a, b are
arbitrary constants.

Diff 2) p.w.r.to a and b we get


f f
x 0 (3) y 0 (4)
a b
By eliminating a & b from (2),(3) & (4), we get the singular solution
of (1)
Taking b (a) , (2) becomes
z ax ( a) y f (a, (a)) (5)
Diff (5) p.w.r.to a, we get
0 x '(a) y f '(a) (6)
Eliminating ‘a’ between (5) and (6), we get the general solution of
(1).

1. Solve z px qy p2 q2
Sol.
Given z px qy p2q2 (1)
This is Clairaut’s form. The complete Solution of (1) is

z ax by a2b2 (2)
Diff (2) p.w.r.to a and b, we get
x
0 x 2ab 2 x 2ab 2 ie, 2ab (2)
b
y
0 y 2ba 2 y 2ba 2 ie, 2ab (3)
a
From (2) and (3), we have

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x y 1
2ab ( say )
b a k
ie, a ky, b kx
Put in (2), we get
1
x 2k 3 yx 2 k3
2 xy
Put a and b in (1)
z kxy kxy k 4 x2 y 2

2kxy kx2 y2 k 3

1
2kxy kx2 y 2
2 xy
k
2kxy xy
2
3
kxy
2
27 3 3 3
z3 k x y
8
27 3 3 1
x y
8 2 xy
27 2 2
x y
16
16z3 27 x2 y2 0 is the singular solution
Put b (a) in (1)
2
z ax (a ) y a 2 (a ) (4)

Diff (4) w.r.to a, we get


z ax '(a ) a 2 (a ) '(a ) y 2a (a) 2
(5)

Eliminate ‘a’ between (4) and (5), we get the general solution of (1).

2. Solve z px qy p2 q2
Sol.

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Given z px qy p2 q2 (1)
This is Clairaut’s form. The complete Solution of (1) is
z ax by a2 b2 (2)
Diff (2) p.w.r.to a and b, we get
x
0 x 2a a (3)
2
y
0 y 2b b (4)
2
Sub in (1), we get
x2 y2 x2 y2
z
2 2 4
4z y2 x2 is the singular solution.
Put b (a) in (1)
2
z ax (a) y a 2 (a) (5)

Diff (5) p.w.r.to a


z x '(a) y 2a 2 (a) '(a) (6)
Eliminating ‘a’ between (5) and (6), we get the general solution.

3. Solve z px qy 1 q2 p2

Sol.

Given z px qy 1 q2 p2 (1)

This is Clairaut’s form. The complete Solution of (1) is

z ax by 1 b2 a 2 (2)
Where a and b are arbitrary constants.
Diff (2) p.w.r.to a, we get
a a
0 x ie, x (3)
2 2
1 a b 1 a 2 b2
Diff (2) p.w.r.to b, we get

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b b
0 y ie, y (4)
1 a 2 b2 1 a 2 b2
a 2 b2
(3)2 (4) 2 x2 y2
1 a 2 b2
a 2 b2
1 x2 y2 1
1 a 2 b2
1 a 2 b2 a 2 b2
1 x2 y2
1 a 2 b2
1
1 x2 y2
1 a 2 b2
1
1 x2 y2 (a )
1 a 2 b2
1
1 a 2 b2 (b)
1 x2 y2

(3) x a 1 x2 y 2 by (a )

x
ie, a
1 x2 y2

(4) y b 1 x2 y 2 by (a )

y
ie, b
1 x2 y2
Sub in (2), we get
x2 y2 1
z by (b)
1 x2 y2 1 x2 y2 1 x2 y2

1 x2 y2
1 x2 y2
2 2
1 x y

z 2 1 x2 y2

x2 y2 z 2 1 is the singular solution.


Put b (a) in (2)
2
z ax (a) y 1 a2 ( a) (5)

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Diff (5) p.w.t.r.to a, we get


2a 2 (a) '(a)
0 x '(a) y (6)
2
2 1 a2 (a)

Eliminating ‘a’ between (5) and (6), we get the general solution.

q
3. Solve z px qy p
p
Sol.
q
Given z px qy p (1)
p
This is Clairaut’s form. The complete Solution of (1) is
b
z ax by a (2)
a
Diff (2) p.w.r.to a
b
0 x 1 (3)
a2
Diff (2) p.w.r.to b
1 1
0 y a (4)
a y
Sub (4) in (3), we get
x by 2 1 0
x 1
b
y2
Sub a and b in (2), we get
x x 1 x 1 1
z y y
y y2 y2 y
x x 1 x 1 1
y y y y
1 x
z yz 1 x
y
x yz 1 is the singular solution of (1).

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Put b (a) in (2)

(a)
z ax (a) y a (5)
a
Diff (5) p.w.t.r.to a, we get
a '(a) (a)
0 x '(a) y 1 (6)
a2
Eliminating ‘a’ between (5) and (6), we get the general solution.

4. Solve ( pq p q)( z px qy) pq


Sol.
pq
Rewrite the given equation as z px qy
pq p q
pq
z px qy (1)
pq p q
This is Clairaut’s form. The complete Solution of (1) is
ab
z ax by (2)
ab a b
Diff (2) p.w.r.to a
(ab a b)b ab(b 1)
0 x 2
ab a b

ab 2 ab b 2 ab 2 ab
x 2
ab a b

b2
x 2
ab a b

b2
x 2
(2)
ab a b

Diff (2) p.w.r.to b


(ab a b)a ab(a 1)
0 y 2
ab a b

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a 2b a 2 ab a 2b ab
y 2
ab a b

a2
y 2
ab a b

a2
y 2
(3)
ab a b

(2) x b2
a 2 x b2 y
(3) y a2
a b
a x b y , ie, k (say)
y x

a k y and b k x
Using these values in (3), we get
2
k2x k 2 xy k y k x x 0

k xy x y 1

1 x y
k
xy

1 x y 1 x y
Hence a and b
x y
ab 1 1
Also
ab a b 1 1 y x
1 1
b a 1 x y 1 x y

1 x y
Using these values in (2), the singular solution of (1) is

z x 1 x y y 1 x y 1 x y

2
ie, z 1 x y

Type-III

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Equation of the type F ( z, p, q) 0 ie, Equation not containing y and z. The solution will
be of the form z ( x ay) , where ‘a’ is an arbitrary constant and is a specific
function to be found out.
Putting u x ay , (2) becomes z (u) or z(u)
dz u dz
p and
du x du
dz u dz
q a
du y du

dz dz
Sub p,q in F ( z, p, q) 0 ie F z, ,a 0
du dy
dz dz
Which is the ODE of the first order, solving , we obtain ( z, a) ( say )
du du
dz
du (1)
( z , a)
Integrate on both sides , we get f ( z, a) u c x ay c . This is complete solution. The
general and singular solutions of given equation found out by the usual methods.

1. Solve the equation z 2 p 2 q2 1 c 2 , where c is constant.

Sol.
Given z 2 p 2 q2 1 c2 (1)

This is of Type-III. Therefore (1) has a solution of the form


z z (u) z ( x ay) (2)
dz dz
From (2), we have p and p a
du du
Since (2) is a solution of (1), we get
2 2
2 dz 2 dz
z a 1 c2
du du
2
dz c2
ie, (1 a 2 ) 1
du z2

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dz c2 z2
ie, (1 a 2 )
du z
zdz
ie, (1 a 2 ) du (3)
c2 z2
Integrating (3), the complete solution of (1) is

1 2 zdz
1 a2 u b
2 c2 z2
1
1 a2 c2 z2 x ay b
2
(1 a2 )(c2 z 2 ) ( x ay )2 is the complete solution of (1).

2. Solve p(1 q2 ) q(1 z)


Sol.
Given p(1 q2 ) q(1 z) (1)
This is of Type-III. Therefore (1) has a solution of the form
z z (u) z ( x ay) (2)
dz dz
From (2), we have p and p a
du du
Since (2) is a solution of (1), we get
2
dz dz dz
1 a2 a (1 z )
du du du
2
dz dz
1 a2 a az 0
du du
2
2 dz
a az 1 a
du
dz
a az 1 a (3)
du
dz
Solving (3), we get a u b
az 1 a

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2 az 1 a x ay b

4(az 1 a) ( x ay b)2
Is the complete solution of (1).

Type –IV Separable equation


First order PDE’s are separable. It can be written as f ( x, p) ( y, q )
Put f ( x, p) ( y, q) =a (say)

Solving for p and q, we get p f1 ( x, a) and q 1 ( y, b)


z z
But dz dx dy
x y
Hence dz pdx qdy

f1 ( x, a) dx 1 ( y, b)dy

z f1 ( x, a) dx 1 ( y, b)dy b
This equation contains tow arbitrary constants and hence it is the
complete solution.
1. Solve p2 y(1 x2 ) qx2
Sol.
Given equation can be reduced to the type f ( x, p) ( y, q )

p 2 (1 x 2 ) q
a (say)
x2 y

p 2 (1 x 2 ) q
a, a
x2 y

x a
p , q ay
1 x2

WKT , dz pdx qdy

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x a
dz dx ay dy
1 x2
1 2
z a(1 x 2 ) ay b
2
Is the complete solution of the given equation.

2. Solve q px p2
Sol.
Given q px p2 , This is of the type f ( x, p) ( y, q ) .

k2
Let q px p2 (Cons tan t )
4
k2
q (1)
4

k2 k2
px p2 , px p2 0 (2)
4 4

4k 2
x x2
4 x x2 k2
p
2 2

WKT , dz pdx qdy

x x2 k 2 k2
dz dx dy
2 4

x x2 k 2 k2
dz dx dy
2 4

x2 1 k2 1 x x x2 k 2 k2 y
z sinh b
4 2 2 k 2 4

Which is the complete solution.


3. Solve p2 q2 x2 y2
Sol.

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Given p2 q2 x2 y 2 . This is of the type f ( x, p) ( y, q ) .

Let p2 x2 y 2 q2 a2

p2 x2 a2 , y 2 q2 a2

p a2 x2 (1) q y2 a2 (2)

WKT , dz pdx qdy

dz a2 x 2 dx y2 a 2 dy

dz a2 x 2 dx y 2 a 2 dy

a2 1 x x x2 a2 y y2 a2 a2 1 y
z sinh cosh b
2 a 2 2 2 a
Which is complete integral.

EQUATIONS REDUCIBLE TO STANDARD TYPES – TRANSFORMATION

Type – A
Equation of the form f ( xm p, y nq) 0 (1) or f ( xm p, y nq, z) 0 (2)

Case (i) If m 1 and n 1 then put X x1 m , Y y1 n

X x1 m
Y y1 n

X m Y n
(1 m) x (1 n) y
x y
z z
P Q
X Y
z z X z z Y
x X x y Y y
m n
p P(1 m) x q Q(1 n) y

xm p P(1 m) y nq Q(1 n)

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Sub in (1) we get F ( P, Q) 0 (Type I )


Sub in (2) we get F ( z, P, Q) 0 (Type III )

Case (ii) If m n 1 then put X log x, Y log y

X log x Y log y
X 1 Y 1
x x y y
z z
P Q
X Y
z z X z z Y
x X x y Y y
1 1
p P q Q
x y
xp P yq Q
Sub in (1) we get F ( P, Q) 0 (Type I )
Sub in (2) we get F ( z, P, Q) 0 (Type III )

1.Solve x2 p y 2q 0

Sol.
Given x2 p y 2q 0 (1)

This is of the form f ( xm p, y n q) 0 case (i)


Here m 2 1 and n 2 1

X x1 m
Y y1 n

put X x1 2
Y y1 2

1 1
X x Y y

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X 2 Y 2
x y
x y
z z
P Q
X Y
z z X z z Y
x X x y Y y
2 2
p Px q Qy

x2 p P y 2q Q
Sub in (1) we get F ( P, Q) 0 (Type I )
ie, P Q 0 (1)
Hence the C.I is z ax by c (2)
z z
P a, Q b
X Y
(1) a b 0, b a
(2) z aX aY c

1 1 1 1
a a c QX ,Y
x y x y
a a
z c (4)
x y
Diff (4) p.w.r.to c, we get 0=1(absurd), Hence no singular solution exists.
Let c f (a) where f is arbitrary function
a a
(4) z f (a) (5)
x y
Diff (5) p.w.r.to a, we get
1 1
0 f '(a) (6)
x y
Eliminating ‘a’ between (5) and (6), we get the general solution.

3. Solve xp yq 0
Sol.
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Given xp yq 0 (1)

This is of the form f ( xm p, y n q) 0 case (ii)


Here m 1, n 1
X log x Y log y
z z
P Q
X Y
z z X z z Y
x X x y Y y
1 1
p P q Q
x y
xp P yq Q
Sub in (1) we get P Q 0 (2) , F ( P, Q) 0 (Type I )

Hence the C.I is z aX bY c (2)


z z
P a, Q b
X Y
(1) a b 0, ie, b a
(2) z aX aY c (3)
z a log x a log y c (4)
Diff (4) p.w.r.to c, we get 0=1(absurd), Hence no singular solution exists.
Let c f (a) where f is arbitrary function
z a log x a log y f (a ) (5)
Diff (5) p.w.r.to a, we get
0 log x log y f '(a) (6)
Eliminating ‘a’ between (5) and (6), we get the general solution.

4. Solve q2 y 2 z( z px)
Sol.
Given zpx q2 y 2 z2

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z( xp) ( yq)2 z2 (1)


This is of Type-A case (ii)
Here m 1, n 1
X log x Y log y
z z
P Q
X Y
z z X z z Y
x X x y Y y
1 1
p P q Q
x y
xp P yq Q

Sub in (1), we get zP Q2 z2 (2)

Thisi is F ( z, P, Q) 0 (Type III )

u u
Let z z (u ) z( X aY ) 1, a
X Y
dz u dz dz
P P and
du X du du

dz u dz dz
Q a Q a
du Y du du
Sub P,Q in (2), we get

2
2 dz dz
a z z2 0
du du

dz z z 2 4z 2a2 1 1 4a 2
z
du 2a 2 2a 2

dz 1 1 4a 2
du
z 2a 2

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1 1 4a 2
log z u b
2a 2

1 1 4a 2
(X aY ) b
2a 2

1 1 4a 2
log z (log x a log y) b
2a 2
Which is the complete solution.

5. solve p2 x q2 y z
Sol.
1 2 1 2

Given equation is rewritten as x p 2 2


y q z (1)

This is of the form f ( xm p, y n q, z) 0


1 1
Here m 1 and n 1
2 2
X x1 m
Y y1 n

1 1
1 1
2 2
put X x Y y
1 1
X x2 Y y2
1 1
X 1 2
Y 1 2
x y
x 2 y 2
z z
P Q
X Y
z z X z z Y
x X x y Y y
1 1
1 2
1 2
p Px q Qy
2 2
1 1
P Q
x2 p y2q
2 2

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2 2
P Q
Sub in (1), we get z
2 2

P 2 Q2 4z (3) (Type III )


u u
Let z z (u ) z( X aY ) 1, a
X Y
dz u dz dz
P P and
du X du du

dz u dz dz
Q a Q a
du Y du du
Sub P,Q in (3), we get
2 2
dz dz
a 4z
du du

2
dz
(1 a 2 ) 4z
du

dz 2 z
du 1 a2

dz du
2
z 1 a2

u
2 z 2 b
1 a2
(X aY )
z b
1 a2

x a y
z b
1 a2

6.Solve p2 x2 y 2 q2 z2

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Sol.
Given p2 x2 y 2 q2 z2

p2
by x 2 y 2q2 z2
x2
2 2
x 1p yq z2 (1)

Here m 1 1 and n 1

X x1 m
Y log y

put X x1 1 Y y1 2

X x2
X Y 1
2x
x y y
z z
P Q
X Y
z z X z z Y
x X x y Y y
1
p P(2 x) q Q
y

x 1 p 2P yq Q
2
(1) 2P Q2 z2 (2)

This is of the form F ( P, Q, z ) 0 (Type III )


u u
Let z z (u ) z( X aY ) 1, a
X Y
dz u dz dz
P P and
du X du du

dz u dz dz
Q a Q a
du Y du du
Sub P,Q in (2), we get

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2 2
dz dz
2 a z2
du du

2
dz z2
du 4 a2
dz z
du 4 a2
dz du
z a2 4
u
log z b
a2 4
X aY
b
a2 4
x 2 a log y
log z b is the complete solution of (1).
a2 4

Type-VI Equation of the type f ( z m p, z mq) 0 (1)

Or f1 ( x, z m p) f2 ( y, z mq) 0 (2)

Case (i) If m 1 then

Put Z zm 1
Z Z z Z Z z
x z x y z y

P (m 1) z m p Q (m 1) z mq
P Q
zm p z mq
(m 1) (m 1)
Sub in (1), we get F ( P, Q) 0, Type I

Sub in (2), we get F1 ( x, P) F2 ( y, Q), Type IV

Case(ii) If m 1 then put Z log z

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Z Z z Z Z z
x z x y z y
1 1
P p Q q
z z
zP p zQ q
Sub in (1), we get F ( P, Q) 0, Type I
Sub in (2), we get F1 ( x, P) F2 ( y, Q), Type IV

1. Solve z 2 ( p2 q2 ) x y
Sol.
Given z 2 ( p2 q2 ) x y

( zp)2 ( zq)2 x y (1)


This is of Type – B

Here m 1, Z z m 1, Z z2
Z Z z Z Z z
x z x y z y
P 2 zp Q 2 zq
P Q
zp zq
2 2
2 2
P Q
(1) x y
2 2

P 2 Q2 4( x y)

P 2 4 x 4 y Q2
This equation of the form F1 ( x, P) F2 ( y, Q), Type IV

P 2 4 x 4 y Q2 4a say

P2 4x 4a, 4 y Q2 4a

P2 4a 4x Q2 4 y 4a

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P 2 a x Q 2 y a
dZ Pdx Qdy

dZ 2 a xdx 2 y ady

dZ 2 a xdx 2 y ady

(a x)3/ 2 ( y a)3/ 2
Z 2 2 b
3/ 2 3/ 2
4 4
z2 (a x)3/ 2 ( y a )3/ 2 b QZ z2
3 3
Which is complete solution.

2. Solve p2 q2 z 2 ( x2 y2 )
Sol.
Given p2 q2 z 2 ( x2 y2 )

p2 q2
( x2 y2 )
z2 z2
2 2
p q
( x2 y2 ) (1)
z z
This is of Type – B
Here m 1 put Z log z
Z Z z Z Z z
x z x y z y
1 1
P p Q q
z z
z 1p P z 1q Q

(1) P2 Q2 x2 y2

P2 x2 y 2 Q2 a2 say

P2 x2 a2 , y 2 Q2 a2

P2 a2 x2 , Q2 y 2 a2

P a2 x2 , Q y2 a2

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dZ Pdx Qdy

dZ a2 x 2 dx y 2 a 2 dy

a2 1 x x 2 y 2 a2 y
Z sinh a x2 y a2 cosh 1
b
2 a 2 2 2 a

a2 1 x x 2 2 y 2 a2 y
log z sinh a x y a2 cosh 1
b
2 a 2 2 2 a
Is the complete solution.

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