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Lecture Note of Partial Differential Equation MAT 204 Unit 4

The document is a lecture note on Partial Differential Equations (PDEs), detailing their definitions, formations, and examples across various fields such as physics and engineering. It covers the general form of PDEs, their orders and degrees, and methods for forming PDEs by eliminating arbitrary constants and functions. Additionally, the document includes solved examples and exercises to illustrate the concepts discussed.

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0% found this document useful (0 votes)
7 views15 pages

Lecture Note of Partial Differential Equation MAT 204 Unit 4

The document is a lecture note on Partial Differential Equations (PDEs), detailing their definitions, formations, and examples across various fields such as physics and engineering. It covers the general form of PDEs, their orders and degrees, and methods for forming PDEs by eliminating arbitrary constants and functions. Additionally, the document includes solved examples and exercises to illustrate the concepts discussed.

Uploaded by

cakomi4037
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture Note on Partial Differential Equations (MAT-204, Unit-IV)

Yogita M. Parmar
[email protected]

April 15, 2020 REVISION


Contents

Chapter 1. Partial Differential Equations 1


1. Introduction 1
2. Definitions and Examples 1
3. Formation of Partial Differential Equations 2
4. Partial Differential Equations of first order 7

i
Chapter 1
Partial Differential Equations

1. Introduction
Partial Differential Equations (PDEs) represents many of the problems in the mathematical physics. PDEs
are used in domains like fluid dynamics, electromagnetic theory, quantum mechanics, traffic flow. For
this reason they are often referred as equations of mathematical physics. They are also coming from
different domains of Physics like acoustics, optics, elasticity, hydro and aerodynamics, electromagnetism,
quantum mechanics, seismology etc. However PDEs appear in other field of science as well (like quantum
chemistry, chemical kinetics); some PDEs are coming from economics and financial mathematics, or
computer science.
Recall that the general form of the ordinary differential equation (ODE) of degree n is
G(x, f (x), f (1) (x), f (2) (x), . . . , f (n) (x)).
Solving an above equation in interval [a, b] is to find a function f such that the above equation is true for
all values of x lies in [a, b]. A partial differential equation is an relation between independent variables,
the function and the partial derivatives of that function. For example,
G(x, y, z(x, y), zx , zy , zxy , zxx , zyy , zyx ) = 0.
The above equation is a partial differential equation of order 2. Solving an equation like this would mean
finding a function (x, y) 7→ z(x, y) with the property that u and is partial derivatives intertwine to satisfy the
equation.

2. Definitions and Examples


2.1. Definitions. An equation involving one or more partial derivatives of an unknown function of two
or more independent variables is called partial differential equation. The order of the highest partial
derivatives present in the equation is called the order of the equation and the degree of the highest partial
derivative is called the degree of the equation.
Transport Equation:
ux + ut = 0; order-1, degree-1
Laplace’s Equation:
uxx + uyy = 0; order-2, degree-1
1
2 Chapter 1
Heat Equation:
ut = ∆u; order-2 degree-1
(The expression ∆ is called the Laplacian.)
Schrödinger Equation (Quantum Mechanics):
iut + ∆u = 0; order-2 degree-1
Wave Equation:
utt − ∆u = 0; order-2 degree-1
Telephone equations:
∂V ∂i ∂i ∂V
= −L − Ri, = −C − GV, order-1, degree-1
∂x ∂t ∂x ∂t
∂ 2V ∂ 2V ∂V
= LC + (RC + LG) + RGV, order-2, degree-1
∂x 2 ∂t 2 ∂t
∂ 2i ∂ 2i ∂i
= LC + (RC + LG) + RGi, order-2, degree-1
∂ x2 ∂ t2 ∂t
where i, V denote the current and voltage, respectively. and L,C, R, G are the inductance, capacitance,
resistance and conductance, respectively.
Radio equations: If G = R = 0 (as in case of high frequency lines), the telephone equations become
∂V ∂i ∂i ∂V
= −L , = −C , order-1, degree-1
∂x ∂t ∂x ∂t
∂ 2V ∂ 2V
= LC , order-2, degree-1
∂ x2 ∂ t2
∂ 2i ∂ 2i
= LC , order-2, degree-1
∂ x2 ∂ t2
Telegraph equation: If L = G = 0 (as in the case of high frequency lines)
∂V ∂i ∂V
= −Ri, = −C , order-1, degree-1
∂x ∂x ∂t
∂ 2V ∂V
= RC +, order-2, degree-1
∂ x2 ∂t
∂ 2i ∂i
= RC , order-2, degree-1
∂x 2 ∂t
where i, V denote the current and voltage, respectively. and L,C, R, G are the inductance, capacitance,
resistance and conductance, respectively.
Elasticity Equation:
utt = λ ∆u + µ ∇(∇ · u); order-2, degree-1

3. Formation of Partial Differential Equations


Partial differential equation are formed in either of the following two ways.
(1) By elimination of arbitrary constants.
(2) By elimination of arbitrary functions.
Formation of Partial Differential Equations 3

3.1. Formation of PDE by eliminating arbitrary constants. Let z be function of two variables x and y
and let
f (x, y, z, a, b) = 0. (1)
Differentiating (1) partially with respect to x, we get
∂ f ∂ f ∂z
+ = 0. (2)
∂x ∂z ∂x
Differentiating (1) partially with respect to y, we have,
∂f ∂f
+ ∂ y = 0. (3)
∂y ∂z
Eliminating a and b from equations (1), (2) and (3) we obtain a partial differential equation of order 1
F(x, y, z, p, q) = 0, (4)
∂z ∂z
where p = and p = .
∂x ∂y
3.1.1. Solved Examples.
3.3. Example. Form a partial differential equation from the relation z = axy + b.
Solution : Let
z = axy + b (5)
Differentiating (5) partially with respect to x, we get
∂z
= ay. (6)
∂x
Differentiating (5) partially with respect to y, we have,
∂z
= ax. (7)
∂y
To eliminate a and b from equations (5), (6) and (7) we multiply equation (6) by x and (7) by y we get
∂z
x = ayx.
∂x
Differentiating (5) partially with respect to y, we have,
∂z
y = axy.
∂y
∂z ∂z
Thus, x − y = 0 or xp − yq = 0, which is required partial differential equation.
∂x ∂y

3.4. Example. Form the partial differential equation from the relation z = xy + y x2 − a2 + b.
Solution: The given relation is √
z = xy + y x2 − a2 + b. (8)
Therefore, we have
∂z xy
p= = y+ √ .
∂x x2 − a2
∂z √
q= = x + x2 − a2 .
∂y
4 Chapter 1
( ) √
x y( x2 − a2 + x) yq
Therefore, p = y 1 + √ = √ = . So, pq − xp = yq or xp + yq = pq is a
x2 − a2 x2 − a2 q−x
required partial differential equation.
3.5. Example. Form a partial differential equation from the equation of any sphere of radius r with center
in XOY -plane.
Solution. Any point in XOY -plane is of the form C(a, b, 0). Here the equation of the sphere having
C(a, b, 0) center and r radius is
(x − a)2 + (y − b)2 + z2 = r2
Differentiating partially the above relation with respect to x we get
(x − a) + pz = 0. (9)
Differentiating partially the above relation with respect to x we get
(y − b) + qz = 0. (10)
From equation (9) and (10) we have x − a = −pz and y − b = −qz. Thus, p2 z + q2 z + z2 = r2 or (p2 + q2 +
1) = r2 is the required partial differential equation.
x2 y2 z2
3.6. Example. Eliminate the arbitrary constants from the relation + + = 1.
a2 b2 c2
Solution. The given relation is
x2 y2 z2
+ + = 1. (11)
a2 b2 c2
Differentiating (11) with respect to x and y we get
2x 2zp
+ 2 =0 (12)
a2 c
and
2y 2zq
+ 2 =0 (13)
b2 c
Again differentiating (12) with respect to x we get
( ) ( )
1 1 ∂ 2z
+ (z + p2 ),
a2 c2 ∂ x2
∂ 2z
x xz 2 p2 x
multiplying above equation by x we get 2 + ∂2x + 2 = 0. Now, from equation (12) we have
a c c
∂ 2z
−zp xz ∂ x2 p2 x
+ 2 + 2
c2 c c
∂ 2z
or −zp + xz 2 + p2 x = 0 which is a required partial differential equation.
∂x
3.7. Exercise. Eliminate the arbitrary constants from each of the following relations.
(1) z = (x − a)2 + (y − b)2 .
(2) z = (x + a)(y + b).
(3) ax + a2 y2 +
√b − z = 0.
(4) z = xy + y x2 + a2 + b.
(5) z = ax + by + ab.
Formation of Partial Differential Equations 5

(6) z = ax2 + by2 .


(7) z = ax2 + by2 + ab.
x2 y2 z2
(8) 2 + 2 + 2 = 1.
a b c
(9) z = ax + by + 1.
(10) z2 = ax2 + by2 .
(11) z = axy + by2 .
(12) z2 = ax2 + by2 .
(13) (1 + a3 )z2 = 8(x + ay + b)3 .
(14) z3 = ax3 + by3 .
3.2. Formation of PDE by eliminating arbitrary functions. We next consider the case when the rela-
tion consists of arbitrary functions. Let
F(u, v) = 0 (14)
where u = u(x, y, z) and v = v(x, y, z) and z is a function of x and y. Differentiating 14 partially with respect
to x, we get
( ) ( )
∂F ∂u ∂u ∂z ∂F ∂v ∂v ∂z
+ · + + · = 0.
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x
That means, ( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+p + +p = 0. (15)
∂u ∂x ∂z ∂v ∂x ∂z
Similarly differentiating 14 partially with respect to y, we obtain
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+q + +q = 0. (16)
∂u ∂y ∂z ∂v ∂y ∂z
∂F ∂F
Eliminating and from (15) and (16) we get
∂u ∂v
( )
ux + puz vx + pvz
det = 0, (17)
uy + quz vy + qvz
which takes the form of the first order partial differential equation Pp + Qq = R, where P = uz vy − vz uy ,
Q = vz ux − uz vx and R = uy vx − ux vy . Here the equation Pp + Qq = R is known as Lagrange’s partial
differential equation.
3.2.1. Solved Examples.
3.10. Example. Form a partial differential equation from z = xy + F(x2 + y2 ).
Solution. Here, given equation is
xy − z + F(x2 + y2 ) = 0
Let u(x, y, z) = xy − z and v(x, y, z) = F(x2 + y2 ). Then the given relation takes the form f (u, v) = u + v = 0.
Now,

ux = y, uy = x, uz = −1
and
vx = 2xF ′ (x2 + y2 ), vy = 2yF ′ (x2 + y2 ), vz = 0.
6 Chapter 1

Now differentiating f (u, v) = 0 partially with respect to x and y we get


( ) ( )
∂ f ∂u ∂u ∂ f ∂v ∂v
+p + +p = 0. (18)
∂u ∂x ∂z ∂v ∂x ∂z
and
( ) ( )
∂f ∂u ∂u ∂ f ∂v ∂v
+q + +q = 0. (19)
∂u ∂y ∂z ∂v ∂y ∂z
∂f ∂f
Eliminating and from (18) and (19) we get
∂u ∂v
( ) ( )
ux + puz vx + pvz y − p 2xF ′ (x2 + y2 ) + p(0)
det = det = 0. (20)
uy + quz vy + qvz x − q 2yF ′ (x2 + y2 ) + q(0)

=⇒ 2y2 F ′ − 2pyF ′ − 2x2 F ′ + 2qxF ′ = 0


=⇒ xq − py = x2 − y2 ,
which is required partial differential equation.
3.11. Example. Forma partial differential equation by eliminating the arbitrary function F from the rela-
tion F(x2 + y2 , x2 − z2 ) = 0.
Solution. Let u(x, y, z) = x2 + y2 and v(x, y, z) = x2 − z2 . Then the given relation takes the form F(u, v) = 0.
Differentiating F(u, v) = 0 with respect to x and y we get
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+p + +p = 0. (21)
∂u ∂x ∂z ∂v ∂x ∂z
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+q + +q = 0. (22)
∂u ∂y ∂z ∂v ∂y ∂z
respectively. Also,
ux = 2x, uy = 2y, uz = 0
and
vx = 2x, vy = 0, vz = −2z.
∂F ∂F
Eliminating and from (21) and (22) we get
∂u ∂v
( )
ux + puz vx + pvz
det = 0, (23)
uy + quz vy + qvz
( )
x x − pz
=⇒ det = 0, (24)
y −qz
xy
which takes the form py − qx = .
z
3.12. Example. Forma partial differential equation by eliminating the arbitrary function F from the rela-
tion z = x2 + y2 + f (xy).
Partial Differential Equations of first order 7

Solution. Let u(x, y, z) = x2 + y2 − z and v(x, y, z) = f (xy). Then the given relation takes the form F(u, v) =
u + v = 0. Differentiating F(u, v) = 0 with respect to x and y we get
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+p + +p = 0. (25)
∂u ∂x ∂z ∂v ∂x ∂z
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+q + +q = 0. (26)
∂u ∂y ∂z ∂v ∂y ∂z
respectively. Also,
ux = 2x, uy = 2y, uz = −1
and
vx = f ′ (xy)y, vy = f ′ (xy)x, vz = 0.
∂F ∂F
Eliminating and from (25) and (26) we get
∂u ∂v
( )
ux + puz vx + pvz
det = 0, (27)
uy + quz vy + qvz
( )
2x − p y f ′ (xy)
=⇒ det = 0. (28)
2y − q x f ′ (xy)
which takes the form (2x − p)(x f ′ (xy)) − (y f ′ (xy))(2y − q) = 0, which simplifies to yq − px = 2(y2 − x2 ).
3.13. Exercise. Eliminate the arbitrary function (and constants) from the following relations and form a
partial differential equation. Also find the order and degree of each obtained partial differential equation.
(1) xyz(= f (x + y + z).
z y)
(2) f 3 , = 0.
x x
(3) f (xy + z2 , x + y + z) = 0.
(4) z = c1 x2 + f((y) )
2 1
(5) z = y + 2 f + log y .
x
(6) z = f (x + 2y) + ϕ (x − y).
(7) z = (x − √ y)ϕ (x + y).
(8) F(x − z, x + y).
(9) f (y + z, z − x).
(10) z = x2 + y2 + f (xy).
(11) z =( xy + f)(x + y).
x y
(12) f + = 0.
(z z )
xy yz
(13) f , = 0.
z x

4. Partial Differential Equations of first order


4.1. Classification of first order partial differential equations. There are many types of first order par-
tial differential equations. We can classify them as follows.
8 Chapter 1

Type of PDE General form Linear in Example


Linear f (x, y)p + g(x, y)q + h(x, y)z = r(x, y) p, q and z xyp − (x + y)q = 4z
Semi-linear f (x, y)p + g(x, y)q = h(x, y, z) p and q x2 p − y2 q = xyz
Quasi-linear f (x, y, z)p + g(x, y, z)q = h(x, y, z) p and q (y2 + z2 )p + xyq = x2 z2 + y2
Non-linear - - z2 (p2 + q2 + 1) = 1
4.2. Solution of first order Partial Differential Equations.
4.3. Definition. A solution of a partial differential equation in some region R of the space of the indepen-
dent variables is a function which satisfies the partial differential equation everywhere in R.
4.4. Example. Consider the differential equation z = px+qy. Then z = ax+by, where ( ya)and b are arbitrary
constants, is a solution of a partial differential equation z = px + qy. Also, z = x f is also a solution
x
of a given partial differential equation. From this observation we note here that the solution of a partial
differential equation may contain arbitrary constants or arbitrary functions.
4.5. Definitions. A two parameter family of surfaces z = f (x, y, z, a, b) which satisfies the first order par-
tial differential equation F(x, y, z, p, q) = 0 is called complete integral (or complete solution) of the pde
F(x, y, z, p, q) = 0. For example, z = ax + by is complete integral of the differential equation z = px + qy.
A solution obtained from the complete integral by assigning particular values to the arbitrary constants is
called particular integral. For example, z = 2x + 3y is a particular integral of pde z = px + qy. We note
here that number of arbitrary constants in the solution is number of independent variables in the given
partial differential equation.
4.6. Definition. A solution of the first order partial
( y )differential equation which contains arbitrary function
is called general solution. For example, z = x f is a general solution of a partial differential equation
x
px + qy = z.
4.7. Definition. If f (x, y, z, a, b) = 0 is the complete integral of first order partial differential equation
∂f ∂f
F(x, y, z, p, q) = 0, then a solution obtained by eliminating a and b from equations = 0 and = 0 is
∂a ∂b
called singular solution of F(x, y, z, p, q) = 0. It should be noted that singular solution is not a part of the
complete integral.
4.3. Lagrange’s Solution of the linear equations.
4.9. Theorem. The general solution of Lagrange’s equation Pp + Qq = R is
F(u, v) = 0, (29)
where F is an arbitrary function and u(x, y, z) = c1 and v(x, y, z) = c2 are two independent solutions of
dx dy dz
= = . Here c1 and c2 are arbitrary constants and at least one of u, v must contains z.
P Q R
P ROOF. Differentiating (29) partially with respect to x, we get
( ) ( )
∂F ∂u ∂u ∂z ∂F ∂v ∂v ∂z
+ · + + · = 0.
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x
That means, ( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+p + +p = 0. (30)
∂u ∂x ∂z ∂v ∂x ∂z
Partial Differential Equations of first order 9

Similarly differentiating (29) partially with respect to y, we obtain


( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+q + +q = 0. (31)
∂u ∂y ∂z ∂v ∂y ∂z
∂F ∂F
Eliminating and from (30) and (31) we get
∂u ∂v
( )
ux + puz vx + pvz
det = 0, (32)
uy + quz vy + qvz
which takes the form (ux + puz )(vy +qvz )−(vx + pvz )(uy +quz ) = 0. Thus, ux vy +qux vz + puz vy + pquz vz −
vx uy − qvx uz − pvz uy − pquz vz = 0, which implies
p(uy vz − vy uz ) + q(uz vx − ux vz ) = ux vy − uy vx (33)
This shows that F(u, v) = 0 is a solution of pP + Qq = R. Now we will show that u(x, y, z) = c1 and
dx dy dz
v(x, y, z) = c2 satisfies simultaneous differential equations = = . Now note that du = 0 = dv.
P Q R
Therefore,
ux dx + uy dy + uz dz = 0 (34)
and
vx dx + vy dy + vz dz = 0. (35)
Multiplying equation (35) by uz and equation (34) by vz and then subtracting (35) from (34) we get
(ux vz − vx uz )dx + (uy vz − vy uz )dy = 0,
which implies
dx dy
= .
uy vz − vy uz vx uz − ux vz
Similarly we get
dy dz
= .
vx uz − ux vz ux vy − uy vx
By combining above equations we get
dx dy dz
= = . (36)
uy vz − vy uz vx uz − ux vz ux vy − uy vx
dx dy dz
Now from = = and above equation we get
P Q R
uy vz − vy uz vx uz − ux vz ux vy − uy vx
= = .
P Q R
Thus, uy vz − vy uz = kP, vx uz − ux vz = kQ and ux vy − uy vx = kR. Substituting these values in equation (33)
we get kPp + kQq = KR, from which we get Pp + Qq = R. Thus, if u(x, y, z) = c1 and v(x, y, z) = c2 are two
dx dy dz
independent solutions of the system of differential equation = = , then F(u, v) = 0 is a solution
P Q R
of Pp + Qq = R, where F is an arbitrary function. 
10 Chapter 1

dx dy dz
4.4. Rules for Solving equations = = . We want to find ways to solve system of differential
P Q R
equation of the form
dx dy dz
= = (37)
P Q R
Rule-1 Suppose that one of the variable is either absent or cancels out from any two fraction of given equation
(37). Then integral can be obtained by usual methods. The same procedure can be repeated with
another set of two fractions of given equation (37).
Rule-2 Suppose that one integral of equation (37) is known by Rule-1 and another integral can not be ob-
tained using Rule-1. Then known integral is used to find another integral.
Rule-3 Let P1 , Q1 and R1 be functions of x, y and z. Then each fraction in equation (37) will be equal to
dx dy dz P1 dx + Q1 dy + R1 dz
= = = (38)
P Q R P1 P + Q1 Q + R1 R
If P1 P + Q1 Q + R1 R = 0, then we know that numerator P1 dx + Q1 dy + R1 dz = 0 which can be inte-
grated to give u1 (x, y, z) = c1 . This method can be repeated to get another integral u2 (x, y, z) = c2 .
Here P1 , Q1 and R1 are called multipliers. As a special case this can be constant also. In some
cases, only one integral is possible with the help of multipliers. In such cases second integral can be
obtained by using Rule-1, Rule-2 or Rule-3 whichever is applied.
Rule-4 Suppose that in equation (38) P1 dx + Q1 dy + R1 dz is exact differential of P1 P + Q1 Q + R1 R. Then it
can be combined with suitable fraction in equation (38) to get integral. However, in some problems,
P2 dx + Q2 dy + R2 dz
another set of multipliers P2 , Q2 nd R2 are so chosen that the fraction is such
P2 P + Q2 Q + R2 R
that its numerator is exact differential of the denominator. In this case it can be combined with
P1 dx + Q1 dy + R1 dz
to get another integral. This method can be repeated in some problems to get
P1 P + Q1 Q + R1 R
another integral. Sometimes only one integral is possible by Rule-4. Then another integral should be
find using Rule-1, Rule-2 or Rule-3.

4.5. Solved Examples.


y2 z
4.12. Example. Solve p + xzq = y2 .
x
Solution. Given differential equation is
y2 z
p + xzq = y2 . (39)
x
The Lagrange’s auxiliary equation for (39) is
dx dy dz
= = 2
(y2 z/x) xz y
Taking first two fractions we get x2 zdx = y2 zdy. Solving the equation we get x3 − y3 = c1 , where c1 is an
xdx dz
arbitrary constant. Now taking first and third ration we get 2 = 2 . Solving an equation we get xdx =
y z y
zdz =⇒ x2 − z2 = c2 , where c2 is arbitrary constant. Thus, the general solution is F(x3 − y3 , x2 − z2 ) = 0
or x3 − y3 = G(x2 − y2 ).
4.13. Example. Solve yzp + zxq = xy.
Partial Differential Equations of first order 11

Solution. Given differential equation is


yzp + xzq = xy. (40)
The Lagrange’s auxiliary equation for (40) is
dx dy dz
= =
yz xz xy
Taking first two fractions we get xdx = ydy. Solving the equation we get x2 − y2 = c1 , where c1 is an
dy zdz
arbitrary constant. Now taking second and third ration we get = . Solving an equation we get
x xy
ydy = zdz =⇒ y2 − z2 = c2 , where c2 is arbitrary constant. Thus, the required general solution is F(x2 −
y2 , y2 − z2 ) = 0 or x2 − y2 = G(y2 − z2 ).
4.14. Example. Solve zxp − yzq = y2 − x2 .
Given differential equation is
zxp − yzq = y2 − x2 . (41)
The Lagrange’s auxiliary equation for (41) is
dx dy dz
= = 2
zx −yz y − x2
dx dy
Taking first two fractions we get = . Solving the equation we get log x+log y = log c1 =⇒ xy = c1 ,
zx −yz
where c1 is an arbitrary constant. Now as per Rule 3 we take P1 = x, Q1 = y and R1 = z, then we have
dx dy dz xdx + ydy + zdz
= = 2 2
= 2 .
zx −yz y − x x z − y2 z + y2 z − x2 z
Thus, xdx + ydy + zdz = 0 =⇒ x2 + y2 + z2 = c2 . Therefore, the required general solution is F(xy, x2 +
y2 + z2 ) = 0 or xy = G(x2 + y2 + z2 ).
4.15. Example. Solve xyp − x2 q = y(2z − x).
Solution. Given differential equation is
xyp − x2 q = y(2z − x). (42)
The Lagrange’s auxiliary equation for (42) is
dx dy dz
= 2
=
xy −x 2xy − yz
dx dy
Taking first two fractions we get = . Solving the equation we get xdx + ydy = 0 =⇒ x2 + y2 = c1 ,
xy −x2
dx dz
where c1 is an arbitrary constant. Taking first and third ratio we get − = 0.
xy 2xy − yz
−dz 2xy − yz
∴ + =0
dx xy
dz z
=⇒ + = 2.
dx x
12 Chapter 1

dz 1
Now, by comparing this equation with +P(x)z = Q(x), we get P(x) = and Q(x) = 2. Thus, integrating
∫ ∫ 1
dx ∫ x
P(x)dx dx
factor is e =e x = x. Solution is given by z(I.F) = Q(x)(I.F)dx + c1 , where c1 is an arbitrary

constant. The solution is zx = 2xdx + c1 =⇒ zx − x2 = c1 . The required general solution of equation
(42) we get F(x2 + y2 , zx − x2 ) = 0.
4.16. Example. (y + 2)p + (x + 2)q = z.
Solution. Given differential equation is
(y + 2)p + (x + 2)q = z (43)
The Lagrange’s auxiliary equation for (43) is
dx dy dz
= = .
y+2 x+2 z
Comparing first two ratios we get
(x + 2)dx = (y + 2)dy
x2 y2
+ 2x = + 2y + c1
2 2
x2 − y2
=⇒ = 2y − 2x
2
=⇒ x2 − y2 + 4x − 4y = c1 .
Now as per Rule 3 we take here P1 = 1, Q1 = 1 and R1 = 0. From Rule (3) we have,
dx dy dz dx + dy
= = = .
y+2 x+2 z x+y+4
Thus,
dz dx + dy
=
z x+y+4
dz d(x + y + 4)
=⇒ =
z x+y+4
=⇒ log(x + y + 4) = log z + log c2
x+y+4
=⇒ log = log c2
z
x+y+4
=⇒ = c2
z
x+y+4
Thus, the required general solution is F(x2 − y2 + 4x − 4y, ).
z
4.17. Exercise. Assignment-4
Solve the following partial differential equation.
2x − z2 y
(1) x(2x + z)p + 2y(x + z2 )q = z3 . Ans. F( , ) = 0.
xz zx
2 2 2
(2) zxp − yzq = y . Ans. F(y + z , xy) = 0.
Partial Differential Equations of first order 13

(3) xzp − yzq = x2 + y2 . Ans. F(xy, y2 + z2 − x2 ) = 0.


(4) (z2 − 2yz − y2 )p + x(y + z)q = x(y − z). Ans. F(y2 − 2yz − z2 , x2 + y2 + z2 ) = 0.
x x(y − z)
(5) (y + z)xp + (y2 + z2 )q = 2yz. Ans. F( , ).
y+z z

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