Compatible Systems and Charpit’s Method

Charpit’s Method
Some Special Types of First-Order PDEs

MA 201: Partial Differential Equations

Lecture - 5

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Definition (Compatible systems of first-order PDEs)

A system of two first-order PDEs

f (x, y , u, p, q) = 0 (1)

and
g (x, y , u, p, q) = 0 (2)
are said to be compatible if they have a common solution.

Theorem
Equations (1) and (2) are compatible
 on a domain D if
∂(f ,g )
 fp fq 
(i) J = ∂(p,q) =   6= 0 on D.
gp gq 
(ii) p and q can be explicitly solved from (1) and (2) as p = φ(x, y , u)
and q = ψ(x, y , u). Further, the equation

du = φ(x, y , u)dx + ψ(x, y , u)dy

is integrable.
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Theorem
A necessary and sufficient condition for the integrability of the equation
du = φ(x, y , u)dx + ψ(x, y , u)dy is

∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )

[f , g ] ≡ + +p +q = 0. (3)
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)

In other words, equations (1) and (2) are compatible iff (3) holds.
Example
Show that the equations

xp − yq = 0, xup + yuq = 2xy

are compatible and solve them.

Solution. Take f ≡ xp − yq = 0, g ≡ u(xp + yq) − 2xy = 0. Then
fx = p, fy = −q, fu = 0, fp = x, fq = −y ,
gx = up − 2y , gy = uq − 2x, gu = xp + yq, gp = ux, gq = uy .
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Compute
   
∂(f , g )  f fq   x −y 
J≡ =  p = = uxy + uxy = 2uxy 6= 0
∂(p, q) gp gq   ux uy 

for x 6= 0, y 6= 0, u 6= 0. Further,
   
∂(f , g )  f fp   p x 
=  x = = uxp − x(up − 2y ) = 2xy
∂(x, p) gx gp   up − 2y ux 
   
∂(f , g ) f fp   0 x 
=  u = 0 − x(xp + yq) = −x 2 p − xyq

=
∂(u, p) gu gp   xp + yq ux 
   
∂(f , g ) f fq   −q −y 
=  y

= = −quy + y (uq − 2x) = −2xy
∂(y , q) gy gq   uq − 2x uy 
   
∂(f , g ) f fq   0 −y 
=  u = y (xp + yq) = y 2 q + xyp.

=
∂(u, q) gu gq   xp + yq zy 

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

It is an easy exercise to verify that

∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )
[f , g ] ≡ + +p +q
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)
= 2xy − x 2 p 2 − xypq − 2xy + y 2 q 2 + xypq
= y 2 q2 − x 2 p2
= 0.
So the equations are compatible.
• Next step is to determine p and q from the two equations
xp − yq = 0, u(xp + yq) = 2xy . Using these two equations, we have
2xy
uxp + uyq − 2xy = 0 =⇒ xp + yq =
u
2xy y
=⇒ 2xp = =⇒ p = = φ(x, y , u).
u u
and
xp xy
xp − yq = 0 =⇒ q = =
y yu
x
=⇒ q = = ψ(x, y , u).
u
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Substituting p and q in du = pdx + qdy , we get

udu = ydx + xdy = d(xy ),

and hence integrating, we obtain

u 2 = 2xy + k,

where k is a constant.
NOTE:
For the compatibility of f (x, y , u, p, q) = 0 and g (x, y , u, p, q) = 0, it is
not necessary that every solution of f (x, y , u, p, q) = 0 be a solution of
g (x, y , u, p, q) = 0 or vice-versa. For instance, the equations

f ≡ xp − yq − x = 0 (4)
g ≡ x 2 p + q − xu = 0 (5)

are compatible. They have common solutions u = x + c(1 + xy ), where c

is an arbitrary constant. Note that u = x(y + 1) is a solution of (4) but
not of (5).
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Charpit’s method
It is a general method for finding the general solution of a nonlinear PDE
of first-order of the form

f (x, y , u, p, q) = 0. (6)

Basic Idea: To introduce another partial differential equation of the first

order
g (x, y , u, p, q, a) = 0 (7)
which contains an arbitrary constant a and is such that
(i) equations (6) and (7) can be solved for p and q to obtain

p = p(x, y , u, a), q = q(x, y , u, a).

(ii) the equation

du = p(x, y , u, a)dx + q(x, y , u, a)dy (8)

is integrable.

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

When such a function g is found, the solution

F (x, y , u, a, b) = 0
of (8) containing two arbitrary constants a and b will be the solution of
(6).
The compatibility of equations (6) and (7) yields

∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )

[f , g ] ≡ + +p +q = 0.
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)
Expanding it, we are led to the following linear PDE in g (x, y , u, p, q):

∂g ∂g ∂g ∂g ∂g
fp + fq + (pfp + qfq ) − (fx + pfu ) − (fy + qfu ) = 0. (9)
∂x ∂y ∂u ∂p ∂q

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Now solve (9) to determine g by finding the integrals of the following

auxiliary equations:

dx dy du dp dq
= = = = (10)
fp fq pfp + qfq −(fx + pfu ) −(fy + qfu )

These equations are known as Charpit’s equations. Once an integral

g (x, y , u, p, q, a) of this kind has been found, the problem reduces to
solving for p and q, and then integrating equation (8).
Remarks.
• For finding integrals, all of Charpit’s equations (10) need not be
used.
• p or q must occur in the solution obtained from (10).

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Example
Find a general solution of

p 2 x + q 2 y = u. (11)

Solution. To find a general solution, we proceed as follows:

• Step 1: (Computing fx , fy , fu , fp , fq ).
Set f ≡ p 2 x + q 2 y − u = 0. Then

fx = p 2 , fy = q 2 , fu = −1, fp = 2px, fq = 2qy ,

and hence,

pfp + qfq = 2p 2 x + 2q 2 y , −(fx + pfu ) = −p 2 + p,

−(fy + qfu ) = −q 2 + q.

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Step 2: (Writing Charpit’s equations and finding a solution

g (x, y , u, p, q, a)).
The Charpit’s equations (or auxiliary) equations are:
dx dy du dp dq
= = = =
fp fq pfp + qfq −(fx + pfu ) −(fy + qfu )
dx dy du dp dq
=⇒ = = = =
2px 2qy 2(p 2 x + q 2 y ) −p 2 + p −q 2 + q
From which it follows that
p 2 dx + 2pxdp q 2 dy + 2qydq
=
2p 3 x + 2p 2 x − 2p 3 x 2q 3 y + 2q 2 y − 2q 3 y
2 2
p dx + 2pxdp q dy + 2qydq
=⇒ 2
=
p x q2 y
On integrating, we obtain
log(p 2 x) = log(q 2 y ) + log a
=⇒ p 2 x = aq 2 y , (12)
where a is an arbitrary constant.
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Step 3: (Solving for p and q).

Using (11) and (12), we find that

p 2 x + q 2 y = u, p 2 x = aq 2 y
=⇒ (aq 2 y ) + q 2 y = u =⇒ q 2 y (1 + a) = u
 1/2
u u
=⇒ q2 = =⇒ q = .
(1 + a)y (1 + a)y

and
y u y au
p 2 = aq 2 =a =
x (1 + a)y x (1 + a)x
 1/2
au
=⇒ p= .
(1 + a)x

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Step 4: (Writing du = p(x, y , u, a)dx + q(x, y , u, a)dy and finding

its solution).
Writing
 1/2  1/2
au u
du = dx + dy
(1 + a)x (1 + a)y
 1/2  a 1/2  1/2
1+a 1
=⇒ du = dx + dy .
u x y

Integrate to have
1/2
[(1 + a)u] = (ax)1/2 + (y )1/2 + b

the general solution of equation (11).

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Some Special Types of First-Order PDEs

• Equations involving only p and q
If the equation is of the form
f (p, q) = 0, (13)
then Charpit’s equations take the form
dx dy du dp dq
= = = =
fp fq pfp + qfq 0 0
dp dq
the last two are actually equivalent to = 0, = 0 and hence
dt dt
an immediate solution is given by p = a, where a is an arbitrary
constant. Substituting p = a in (13), we obtain a relation
q = Q(a).
Then, integrating the expression
du = adx + Q(a)dy
we obtain
u = ax + Q(a)y + b, (14)
where b is a constant. Thus, (14) is a general solution of (13).
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Note: Instead of taking dp dq

dt = 0, we can take dt = 0 ⇒ q = a. In some
problems, taking dq = 0 the amount of computation involved may be
reduced considerably.
Example
Find a general solution of the equation pq = 1.
Solution. If p = a then pq = 1 ⇒ q = a1 . In this case, Q(a) = 1/a.
From (14), we obtain a general solution as
y
u = ax + +b
a
=⇒ a2 x + y − au = b,

where a and b are arbitrary constants.

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Equations not involving the independent variables

For equation of the type

f (u, p, q) = 0, (15)

Charpit’s equation becomes

dx dy du dp dq
= = = = .
fp fq pfp + qfq −pfu −qfu

From the last two relations, we have

dp dq dp dq
= =⇒ =
−pfu −qfu p q
=⇒ p = aq, (16)

where a is an arbitrary constant. Solving (15) and (16) for p and q,

we obtain
q = Q(a, u) =⇒ p = aQ(a, u).

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Now

du = pdx + qdy
=⇒ du = aQ(a, u)dx + Q(a, u)dy
=⇒ du = Q(a, u) [adx + dy ] .

It gives general solution as

du
Z
= ax + y + b, (17)
Q(a, u)
where b is an arbitrary constant.
Example
Find a general solution of the PDE p 2 u 2 + q 2 = 1.
Solution. Putting p = aq in the given PDE, we obtain

a2 q 2 u 2 + q 2 = 1
=⇒ q 2 (1 + a2 u 2 ) = 1
=⇒ q = (1 + a2 u 2 )−1/2 .

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Now,
  
2 2 2 1 1
p = (1 − q )/u = 1−
(1 + a2 u 2 ) u2
a2
=⇒ p2 =
1 + a2 u 2
=⇒ p = a(1 + a2 u 2 )−1/2 .

Substituting p and q in du = pdx + qdy , we obtain

du = a(1 + a2 u 2 )−1/2 dx + (1 + a2 u 2 )−1/2 dy

=⇒ (1 + a2 u 2 )1/2 du = adx + dy
1 n o
=⇒ au(1 + a2 u 2 )1/2 − log[au + (1 + a2 u 2 )1/2 ] = ax + y + b,
2a
which is the general solution of the given PDE.

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Separable equations
A first-order PDE is separable if it can be written in the form
f (x, p) = g (y , q). (18)
For this type of equation, Charpit’s equations become
dx dy du dp dq
= = = = .
fp −gq pfp − qgq −fx gy
From the last two relations, we obtain an ODE
dp dx dp fx
= =⇒ + =0 (19)
−fx fp dx fp
which may be solved to yield p as a function of x and an arbitrary
constant a. Writing (19) in the form fp dp + fx dx = 0, we see that
its solution is f (x, p) = a. Similarly, we get g (y , q) = a. Determine
p and q from the equation
f (x, p) = a, g (y , q) = a
and then use the relation du = pdx + qdy to determine a complete
integral.
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Example
Find a general solution of p 2 y (1 + x 2 ) = qx 2 .
Solution. First we write the given PDE in the form
p 2 (1 + x 2 ) q
= (separable equation)
x2 y
It follows that
p 2 (1 + x 2 ) ax
2
= a2 =⇒ p = √ ,
x 1 + x2
where a is an arbitrary constant. Similarly,
q
= a2 =⇒ q = a2 y .
y
Now, the relation du = pdx + qdy yields
ax p a2 y 2
du = √ dx + a2 ydy =⇒ u = a 1 + x 2 + + b,
1 + x2 2
where a and b are arbitrary constants, a general solutionfor the given
PDE.
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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

• Clairaut’s equation
A first-order PDE is said to be in Clairaut form if it can be written as

u = px + qy + f (p, q). (20)

Charpit’s equations take the form

dx dy du dp dq
= = = = .
x + fp y + fq px + qy + pfp + qfq 0 0

Now, equivalently considering dp

dt = 0 =⇒ p = a, where a is an
arbitrary constant.
dq
dt = 0 =⇒ q = b, where b is an arbitrary constant.
Substituting the values of p and q in (20), we obtain the required
general solution
u = ax + by + f (a, b).

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 Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs

Example
Find a general solution of (p + q)(u − xp − yq) = 1.
Solution. The given PDE can be put in the form
1
u = xp + yq + , (21)
p+q
which is of Clairaut’s type. Putting p = a and q = b in (21), a general
solution is given by
1
u = ax + by + ,
a+b
where a and b are arbitrary constants.

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