Lecture3: Charpit’s Method

Pinaki Pal

Department of Mathematics
National Institute of Technology Durgapur
West Bengal, India
[email protected]

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 1 / 14

Charpit’s method
Consider a first order PDE of the form

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

where f is a given function and the objective is to find it’s solution. To

achieve this we first note that

dz = pdx + qdy (2)

and try to find another relation of the form

g (x, y , z, p, q) = 0, (3)

such that the relation (2) becomes integrable when the expressions of p
and q derived from (1) and (3) are substituted in (2). The integral of (2)
will then satisfy (1), because p and q are obtained from (1).

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 2 / 14

Differentiating the equations (1) and (3) partially with respect to x and y
respectively we get,
∂f ∂f ∂f ∂p ∂f ∂q
+ p+ + = 0, (4)
∂x ∂z ∂p ∂x ∂q ∂x
∂g ∂g ∂g ∂p ∂g ∂q
+ p+ + = 0, (5)
∂x ∂z ∂p ∂x ∂q ∂x
∂f ∂f ∂f ∂p ∂f ∂q
+ q+ + = 0, (6)
∂y ∂z ∂p ∂y ∂q ∂y
∂g ∂g ∂g ∂p ∂g ∂q
+ q+ + = 0. (7)
∂y ∂z ∂p ∂y ∂q ∂y
∂p
Eliminating ∂x from (4) and (5) we get
     
∂f ∂g ∂g ∂f ∂f ∂g ∂g ∂f ∂q ∂f ∂g ∂g ∂f
− +p − + − = 0. (8)
∂x ∂p ∂x ∂p ∂z ∂p ∂z ∂p ∂x ∂q ∂p ∂q ∂p

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 3 / 14

 ∂q
Similarly eliminating ∂y from the equations (6) and (7) we get
     
∂f ∂g ∂g ∂f ∂f ∂g ∂g ∂f ∂p ∂f ∂g ∂g ∂f
− +q − + − = 0. (9)
∂y ∂q ∂y ∂q ∂z ∂q ∂z ∂q ∂y ∂p ∂q ∂p ∂q
 
and note that ∂q ∂ ∂z ∂ ∂z

∂p
∂x = ∂x ∂y = ∂y ∂x = ∂y .
Now adding the equations (8) and (9) we get
     
∂f ∂f ∂g ∂f ∂f ∂g ∂f ∂f ∂g
+p + +q + −p −q
∂x ∂z ∂p ∂y ∂z ∂q ∂p ∂q ∂z
   
∂f ∂g ∂f ∂g
+ − + − = 0. (10)
∂p ∂x ∂p ∂x
Now following the similar type of calculation as was done for deriving
Lagrange’s subsidiary equations we find the following simultaneous
ordinary differential equations
dp dq dz dx dy
∂f ∂f
= ∂f ∂f
= ∂f ∂f
= ∂f = ∂f , (11)
∂x + p ∂z ∂y + q ∂z −p ∂p − q ∂q − ∂p − ∂q

which is known as Charpit’s auxiliary equations.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 4 / 14
Any integral of equations (11) will involve p, q or both. Now from a
suitable integral of (11) and equation (1) one can find p and q which are
then substituted in equation (2). The resulting equation is then integrated
to find the complete integral of equation (1).

Example 1
Use Charpit’s method to solve the equation (p 2 + q 2 )y = qz.

Solution
Given
f (x, y , z, p, q) = (p 2 + q 2 )y − qz = 0.
∴ Charpit’s auxiliary equations
dp dq dz dx dy
∂f ∂f
= ∂f ∂f
= ∂f ∂f
= ∂f = ∂f
∂x + p ∂z ∂y + q ∂z −p ∂p − q ∂q − ∂p − ∂q
dp dq dz dx dy
=⇒ = = = =
−qp p2 + q2 − q2 −p(2py ) − q(2qy − z) −2py −2qy + z

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 5 / 14

From the first two terms we get

pdp + qdp = 0.

Integrating we get the

p2 + q2 = c 2,
where c is an arbitrary constant.
Putting this in the given equation we get,
c 2y
q= .
z
Therefore,
c 4y 2
p2 = c 2 − .
z2
c 2y
c
p
Now dz = pdx + qdy = z z 2 − c 2 y 2 dx + z dy .

zdz − c 2 ydy
Or, p = cdx
z 2 − c 2y 2
.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 6 / 14
Integrating we get, p
z 2 − c 2 y 2 = cx + d,
where c and d are arbitrary constants.
Therefore the complete integral of the given PDE is

z 2 = (xc + d)2 + c 2 y 2 .

Example 2
Use Charpit’s method to solve the equation pq = 1.

Solution
Here f (x, y , z, p, q) = f (p, q) = pq − 1 = 0
∂f ∂f ∂f ∂f ∂f
=⇒ = 0, = 0, = 0, = q, = p.
∂x ∂y ∂z ∂p ∂q

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 7 / 14

∴ The Charpit’s auxiliary equations are given by
dp dq dz dx dy
∂f ∂f
= ∂f ∂f
= ∂f ∂f
= ∂f = ∂f
∂x + p ∂z ∂y + q ∂z −p ∂p − q ∂q − ∂p − ∂q
dp dq dz dx dy
=⇒ = = = =
0 0 2pq q p
dx dy dz dp dq
⇒ = = = =
q p 2pq 0 0
⇒ dp = 0
⇒ p = constant = a, (say)
Now from the given relation
1 1
pq = 1 ⇒ q =
=
p a
1
Again, dz = pdx + qdy = adx + dy
a
y
Integrating, z = ax + + b,
a
which is the complete integral of the given PDE.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 8 / 14
Example 3
Using Charpit’s method, find the complete integral of the equation

2(z + xp + yq) = yp 2 .

Solution
Here f (x, y , z, p, q) = 2(z + xp + yq) − yp 2 .

∂f ∂f ∂f ∂f ∂f
=⇒ = 2p, = 2q − p 2 , = 2, = 2x − 2py , = 2y .
∂x ∂y ∂z ∂p ∂q
Now Charpit’s auxiliary equations are
dp dq dz dx dy
∂f ∂f
= ∂f ∂f
= ∂f ∂f
= ∂f = ∂f
∂x + p ∂z ∂y + q ∂z −p ∂p − q ∂q − ∂p − ∂q
dp dq dz dx dy
⇒ = = = = .
2p + 2p 2q − p 2 + 2q −p(2x − 2yp) − 2qy −2x + 2yp −2y

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 9 / 14

Considering the first and fifth terms of the above equations we get
dp dy
+2 = 0.
p y
Integrating, we get
c
p = 2.
y
Substituting p in the given equation, we get
z cx c2
q=− − 3 + 4.
y y 2y
Now
c z cx c2
dz = pdx + qdy = dx − dy − dy + dy
y2 y y3 2y 4
c2
 
ydx − xdy
=⇒ ydz + zdy = c + dy .
y2 2y 3
Integrating we get,
cx c2
yz = − 2 + d,
y 4y
where c and d are arbitrary constants. Therefore the complete integral of the
PDE is
4y 3 z = 4dy 2 + 4cxy − c 2 .
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 10 / 14
Two special cases

(i) PDEs involving p and q i.e. f (p, q) = 0.

For such a case, the Charpit’s auxiliary equations leads to
dp dq dz dx dy
= = = = .
0 0 pfp + qfq fp fq

⇒ p = a, constant
From the given equation f (p, q) = 0, one may get q = Q(a).
Now, putting p = a, q = Q(a) in the equation dz = pdx + qdy we get
dz = adx + Q(a)dy , which leads to the complete integral

z = ax + Q(a)y + b,

where a, b are arbitrary constants.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 11 / 14

Exercise
Find the complete integrals of the following PDE using Charpit’s method
√ √
p+ q=1
p2q2 = 1 p 2 + q 2 = npq, n is a real
pq 3 = 5 constant.
p5q9 =k 3p 2 − 2q 2 = 4pq
f (p, q) = p + q − pq p 2 + q 2 = n2 , n is a real
constant.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 12 / 14

(ii) PDEs not involving independent variables i.e. f (z, p, q) = 0
For such a case, the Charpit’s auxiliary equations can be written as
dp dq dz dx dy
− =− = = =
pfz qfz pfp + qfq fp fq

From the first two terns we get p = aq, where a is an arbitrary constant.
Substituting p = aq in the given equation we get

q = Q(a, z) =⇒ p = aQ(a, z)

Now substituting p and q into

dz = pdx + qdy
dz
⇒ dz = aQ(a, z)dx + Q(a, z)dy ⇒ = adx + dy
Q(a, z)
Z
dz
⇒ = ax + y + b.
Q(a, z)

The last equation gives the complete integral.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 13 / 14

Exercise
Find the complete integrals of the following PDE using Charpit’s method
p 2 = z 2 (1 − pq) xpq + yq 2 = 1
p 3 + q 3 = 27z z = px + qy + log pq
(p 2 + q 2 )y − qz = 0 z 2 (1 + p 2 + q 2 ) = 1
x 2p2 + y 2q2 − 4 = 0 z(p 2 + q 2 ) + px + qy = 0
px 5 − 4q 3 x 2 + 6x 2 z − 2 = 0 z + xp − x 2 yq 2 − x 3 pq = 0
2(z + xp + yq) = yp 2 2z + p 2 + qy + 2y 2 = 0
p2x + q2y = z pxy + pq + qy = yz
2x(z 2 q 2 + 1) = pz z(p 2 + q 2 ) + px + qy = 0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2020-21 14 / 14