MAT-201

Partial Differential Equations and Complex Analysis

Department of Mathematics
NSS College of Engineering
Palakkad

September 8, 2020

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Contents

1 Partial Differential Equations 2

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Formation of Partial Differential Equations . . . . . . . . . . . . . . . . . . . 3
1.2.1 Formation of PDE by eliminating arbitrary constants . . . . . . . . . 3
1.2.2 Formation of PDE by eliminating arbitrary function . . . . . . . . . . 6
1.3 Solutions of a PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.1 Equations Solvable by Direct Integration . . . . . . . . . . . . . . . . 8
1.3.2 Types of PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Linear Equations of First Order . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4.1 Lagrange’s Linear Equation . . . . . . . . . . . . . . . . . . . . . . . 10
1.5 Non-linear first order P.D.E. . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.5.1 Charpit’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6 Method of Seperation of Variables . . . . . . . . . . . . . . . . . . . . . . . . 19

2 Applications of Partial Differential Equations 25

2.1 Derivation of Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.1 Solution of Wave Equation . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1.2 D’Alembert’s Solution of Wave Equation . . . . . . . . . . . . . . . . 36
2.2 One Dimensional Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.2.1 Solution of Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . 40

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 MODULE 1

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Chapter 1

Partial Differential Equations

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1.1 Introduction
A differential equation which involves partial derivatives with respect to two or more in-
dependent variables is called a partial differential equation(PDE). Such equations appear
in physical processes in applied sciences and engineering. If the number of independent
variable is two, then independent variables are denoted by x and y and dependent variable
by z and the partial derivatives are denoted as follows:
∂z ∂z ∂ 2z ∂ 2z ∂ 2z
= p, = q, 2 = r, = s, 2 = t.
∂x ∂y ∂x ∂x∂y ∂y
If we have three independent variables we will denote it by x,y, z and the dependent variable
by w.
For example,
∂ 2z ∂ 2z
1. The two dimensional Lapalce equation + = 0
∂x2 ∂y 2
∂ 2u ∂ 2u
2. The wave equation 2 = c2 2
∂t ∂x
∂ 2u ∂u
3. The heat equation = k
∂x2 ∂t

The order of the highest partial derivative occuring in a PDE is called the order of the
PDE. The degree of a PDE is the degree of the highest partial derivative appearing in the
PDE free from radicals and fractions.

1.2 Formation of Partial Differential Equations

A Partial Differential Equation can be formulated in two ways

1. By eliminating arbitrary constants

2. By eliminating arbitrary function

Note: If the number of arbitrary constants to be eliminated equals the number of

independent variables, then the PDE formed is of first order. If the number of arbitrary
constants is more than the number of independent variables, then the PDE formed will
be of second or higher order. While eliminating arbitrary functions, the order of the
differential equation is same as the number of arbitrary functions involved in the equation.

1.2.1 Formation of PDE by eliminating arbitrary constants

Problems:

1. Form a P.D.E. by eliminating constants from the equation

x2 y 2
2z = + 2
a2 b
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 Ans.
x2 y 2
Let 2z = 2 + 2 − − − − − − − − − − − −(1)
a b
Differentiate (1) partially w.r.t x and y. Then

∂z 2x 1 1 ∂z p
2 = 2 , or 2 = =
∂x a a x ∂x x

∂z 2y 1 1 ∂z q
2 = 2 , or 2 = =
∂y b b y ∂y y

1 1
Substitute values of 2
and 2 in equation (1),
a b
p q
2z = x2+ y2
x y
or 2z = px + qy, which is the required P.D.E.

2. Form a P.D.E. from x2 + y 2 + (z − c)2 = a2

Ans.
Given x2 + y 2 + (z − c)2 = a2 − − − − − − − − − (1).
Equation (1) contains two arbitrary constants a, c. Differentiate (1) partially w.r.t x
and y. Then

∂z
x + (z − c) = 0, i.e; x + (z − c)p = 0
∂x
−x
or (z − c) = − − − − − (2)
p

and
∂z
y + (z − c) = 0, i.e; y + (z − c)q = 0
∂y
−y
or (z − c) = − − − − − (3)
q
x y
Equating (2) and (3) we get = or py − qx = 0, which is the required P.D.E.
p q
3. Form a P.D.E. from z = (x + a)(y + b)
Ans.
Given z = (x + a)(y + b) − − − − − −(1)
Differentiate (1) partially w.r.t x and y. Then

∂z
= y + b, p = y + b and
∂x
∂z
= x + a, q = x + a
∂y

Substituting for x + a and y + b in equation (1) we get z = pq, which is the required
P.D.E.

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4. Form a P.D.E. from z = ax + by + ab
Ans.
Given z = ax + by + ab − − − − − (1)
Differentiate (1) partially w.r.t x and y. Then

∂z ∂z
= a, = b. i.e; p = a, q = b.
∂x ∂y

Then equation (1) becomes z = px + qy + pq, which is the required P.D.E.

5. Form a P.D.E from z = (x − a)2 + (y − b)2 .

Ans.
Given z = (x − a)2 + (y − b)2 − − − − − (1). Differentiate (1) partially w.r.t x&y.
Then

p q
p = 2(x − a), q = 2(y = b) or (x − a) = , (y − b) = .
2 2

p2 q 2
Substituting in (1), z = + or p2 + q 2 = 4z, which is the required P.D.E.
4 4
b(y − 1)
6. Form a P.D.E from z = a log
(1 − x)
Ans.
b(y − 1)
Given z = a log = a(log b(y − 1) − log(1 − x)). Then
(1 − x)

a ab a
p= and q = = .
1−x b(y − 1) y−1

or

a = p(1 − x) and a = q(y − 1).

Equating these, we get p(1 − x) = q(y − 1) or p + q = px + qy, which is the required

P.D.E.
x2 y 2 z 2
7. Form a P.D.E. from 2 + 2 + 2 = 1 where a, b, c are constants
a b c
Ans. 2 2 2
x y z
Given 2 + 2 + 2 = 1. Differentiating this equation w.r.t. x we get,
a a c
2x 2zp x zp
2
+ 2 = 0 or, 2 + 2 = 0 − − − (1)
a c a c
Differentiating (1) w.r.t. x,
1 p2 + zr 1 zr + p2
+ = 0 or 2 = −
a2 c2 a c2
1
Substituting this value of 2 in (1)
a
xzr + xp2 − zp = 0, which is the required P.D.E.

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 Homework
Form P.D.E. by eliminating the arbitrary constants

1. z = ax + a2 y 2 + b . [Ans. q = 2p2 y]

2. z = (x2 + a)(y 2 + b). [Ans.pq = 4xyz]

3. z = ax + by + a2 + b2 . [Ans.z = px + qy + p2 + q 2 ]

4. Find the differential equation of all spheres of fixed radius having their centers in the
XY-plane. [HINT: (x − h)2 + (y − k)2 + z 2 = a2 is the equation of the sphere where h
and k are arbitrary constants] [Ans: z 2 (p2 + q 2 + 1) = a2 ]

5. ax2 + by 2 + z 2 = 1. [Ans. z(px + qy) = z 2 − 1]

6. x2 + y 2 = (z − c)2 tan2 α. [Ans. py − qx = 0]

1.2.2 Formation of PDE by eliminating arbitrary function

Problems:

1. Form the P.D.E. from z = f (x2 − y 2 )

Ans.
Given z = f (x2 − y 2 ) − − − − − (1).
Differentiate (1) partially w.r.t x and y. Then

p
p = f 0 (x2 − y 2 )2x, f 0 (x2 − y 2 ) =
2x
0 2 2 0 2 2 −q
q = f (x − y )(−2y), f (x − y ) =
2y

p −q
So = or py + qx = 0 , which is the required P.D.E.
2x 2y
2. Form the P.D.E. by eliminating the arbitrary function φ from
z = eny φ(x − y).
Ans.
Given z = eny φ(x − y) − − − − − (1).
Differentiate (1) partially w.r.t x and y, we get

p = eny φ0 (x − y) and q = neny φ(x − y) − eny φ0 (x − y)

i.e; q = nz − p or p + q = nz , which is the required P.D.E.

y
3. Form the P.D.E from z = f .
x
Ans. y
Given z = f − − − − − (1). Differentiate (1) partially w.r.t x&y, we get
x
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 y −y
   −px2
0 0 y
p=f × or f = and
x x2 x y
y 1 y
q = f0 × or f 0 = qx
x x x

−px2
Then = qx. i.e, px + qy = 0 , which is the required P.D.E.
y
 xy 
4. Form the P.D.E from z = f .
z
Ans.  xy 
Given z = f − − − − − (1). Differentiate (1) partially w.r.t x & y, we get
z
   zy − xyp 
0 xy 0 xy
  pz 2
p=f × or f = and
z z2 z zy − xyp
qz 2
 
0 xy
  zx − xyq 0 xy
 
q=f × or f =
z z2 z zx − xyq

Then we get px − qy = 0, which is the required P.D.E.

5. Form the P.D.E from xyz = φ(x + y + z).

Ans.
Given xyz = φ(x + y + z) − − − − − (1). Differentiate (1) partially w.r.t x&y, we get

yz + xyp = φ0 (x + y + z)(1 + p) and

xz + xyq = φ0 (x + y + z)(1 + q)

yz + xyp xz + xyq
φ0 (x + y + z) = and φ0 (x + y + z) =
(1 + p) (1 + q)

So we get
yz + xyp xz + xyq
=
(1 + p) (1 + q)
i.e; x(y − z)p + y(z − x)q = z(x − y)

6. Eliminate the arbitrary functions f and φ from the function z = f (x + ay) + φ(x − ay)
Ans.
Given z = f (x + ay) + φ(x − ay) − − − − − (1). Differentiate (1) partially w.r.t x&y,
we get

∂z ∂z
= f 0 (x + ay) + φ0 (x − ay) , = af 0 (x + ay) − aφ0 (x − ay)
∂x ∂y
∂ 2z
= f 00 (x + ay) + φ00 (x − ay)
∂x2
∂ 2z 2 00 2 00
2
2∂ z
= a f (x + ay) + a φ (x − ay) = a
∂y 2 ∂x2

i.e t = a2 r.

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 Homework
Form P.D.E by eliminating the arbitrary functions

1. z = f (x2 + y 2 ). [Ans. py − qx = 0]
1
2. z = y 2 + 2f ( + log y) [Ans. px2 + qy = 2y 2 ]
x
3. lx + my + nz = φ(x2 + y 2 + z 2 ).
[Ans. y(l + np) + z(lq − mp) = x(m + np)]

1.3 Solutions of a PDE

Solution of a PDE is a relation between the independent and the dependent variables which
satisfies the PDE. Solution of a PDE is also known as integral of the PDE.
A solution of a PDE which contains as many arbitrary constants as the number of indepen-
dent variables is called a complete solution or a complete integral.
A solution of a PDE which contains as many arbitrary functions as the order of the equation
is called the general solution or general integral. A solution obtained by giving particular
values to the arbitrary constants in the complete solution or to the arbitrary functions in
the general solution is known as the particular solution or particular integral.

1.3.1 Equations Solvable by Direct Integration

A PDE which contains only one partial derivative, which is of z can be solved by direct
integration.

Problems:
∂ 2z ∂z
1. Solve 2
+ z = 0 given that when x = 0, z = ey and = 1.
∂x ∂x
Ans. If z is a function of x alone then

(D2 + 1)z = 0, D2 + 1 = 0 or D = ±i

so that z = A cos x + B sin x. In this case z is a function of x and y, then the solution
is z = f (y) cos x + g(y) sin x. So

∂z
= −f (y) sin x + g(y) cos x.
∂x

Given that

when x = 0, z = ey , ∴ ey = f (y)
∂z
when x = 0, =1 ∴ 1 = g(y)
∂x

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 Therefore the solution is z = ey cos x + sin x
∂ 2z x
2. Solve = +a
∂x∂y y
Ans. Integrating given equation w.r.t x, keeping y fixed

∂z x2
= + ax + f (y)
∂y 2y

x2 R
Integrating w.r.t y, we get z = log y + axy + f (y)dy + v(x). Therefore the solution
2
x2 R
is z = log y + axy + u(y) + v(x) where u(y) = f (y)dy.
2
∂ 2z
3. Solve = xy
∂x2
Ans. Integrating given equation w.r.t x,

∂z x2
= y + f1 (y)
∂x 2

Integrating this equation w.r.t x, we get

x3
z= y + xf1 (y) + f2 (y).
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∂ 2u
4. Solve = e−t cos x .
∂x∂t
Ans. Integrating given equation w.r.t x,

∂u
= e−t sin x + f1 (t)
∂t

Integrating this equation w.r.t t, we get

u = −e−t sin x +
R
f1 (t)dt + f2 (x)

Therefore the solution is u = −e−t sin x + φ(t) + f2 (x), φ(t) =

R
f1 (t)dt

∂ 2u ∂z ∂z
5. Solve 2
= a2 z, given that when x = 0, = a sin y and = 0.
∂x ∂x ∂y
Ans. When z is a function of x alone, (D2 − a2 )z = 0. Then D = ±a so that
z = c1 eax + c2 e−ax .
If z is a function of x and y, then

z = f (y)eax + g(y)e−ax
∂z
= af (y)eax − ag(y)e−ax
∂x
∂z
= f 0 (y)eax + g 0 (y)e−ax
∂y

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 ∂z
It is given that when x = 0, = a sin y, so a sin y = af (y) − ag(y).
∂x
f (y) − g(y) = sin y —– (1)
∂z
When x = 0, = 0, and so f 0 (y) + g 0 (y) = 0 —–(2)
∂y
Differentiate (1), we get f 0 (y) − g 0 (y) = cos y —–(3)

1
(2)+(3) =⇒ 2f 0 (y) = cos y or f (y) = sin y and
2
−1
(2)-(3) =⇒ g(y) = sin y
2

1 1 eax − e−ax
∴ z= sin yeax − sin ye−ax = sin y = sin y sinh ax
2 2 2
Homework
∂ 3z
1. Solve = cos(2x + 3y)
∂x2 ∂y
−1
Ans: z = sin(2x + 3y) + xf1 (y) + φ1 (y) + ψ(x)
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∂ 2z ∂z
2. Solve 2
= z, given that when y = 0, z = ex
and = e−x .
∂y ∂y
Ans: z = ey cosh x + e−y sinh x.
∂ 2z ∂z
3. Solve 2
= −z, given that when y = 0, z = ex and = e−x .
∂y ∂y
Ans: z = ex cos y + e−x sin y.

1.3.2 Types of PDE

A PDE is said to be linear if the dependent variable z and its derivative are of degree one
and product of z and its derivative do not appear in the equation. Otherwise, the PDE is
called non-linear.

1.4 Linear Equations of First Order

1.4.1 Lagrange’s Linear Equation
General form of a quasi-linear PDE of first order is P p + Qq = R where P, Q, R are
functions of x, y, z and this equation is known as Lagrange’s Linear equation.
If P and Q are independent of z, then the above equation become a linear PDE.

Method : To solve the equation P p + Qq = R,

dx dy dz
1. Form the Auxiliary Equation (A.E.), = =
P Q R

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 2. Solve the A.E. by the method of grouping or by the method of multipliers or
both to get two independent solutions u(x, y, z) = a and v(x, y, z) = b, where a and b
are arbitrary constants.

3. Then φ(u, v) = 0 or u = φ(v) or v = φ(u) is the general solution of the equation

P p + Qq = R

Method of Grouping :
By grouping any two of the three ratios, we may get an ordinary differential equation
containing atmost two variables which can be solved easily.
y2z
1. Solve p + xzq = y 2 .
x
Ans. Given equation can be written as y 2 zp+x2 zq = y 2 x. Comparing with P p+Qq =
R, we get P = y 2 z, Q = x2 z, R = y 2 x. Then A.E is
dx dy dz
2
= 2 = 2
y z xz y x
dx dy
Taking the first two, 2
= 2 , by the method of grouping we get x2 dx = y 2 dy.
y z xz
x3 y 3
Integrating, we get − = c1 or x3 − y 3 = 3c1 = a —–(1)
3 3
dx dz
Again by taking the first & third by the method of grouping, we get 2 = 2 =⇒
y z y x
xdx = zdz =⇒ x2 − z 2 = b—-(2)
From (1) & (2), the general solution is φ(x3 − y 3 , x2 − z 2 ) = 0 or x3 − y 3 = φ(x3 − y 3 ).

2. Solve pz − qz = z 2 + (x + y)2
Ans. Here P = z, Q = −z, R = z 2 + (x + y)2 . A.E is
dx dy dz
= = 2
z −z z + (x + y)2
Taking the first two by the method of grouping, we get
dx dy
= =⇒ dx = −dy =⇒ x + y = a —-(1)
z −z
which is of the form u = a.
Taking first and third,

dx dz dx dz
= 2 2
=⇒ = 2
z z + (x + y) z z + a2
z
=⇒ 2 dz = dx
z + a2
1
=⇒ log(z 2 + a2 ) = x + c
2

∴ log(z 2 + a2 ) = 2x + 2c or log(z 2 + (x + y)2 ) − 2x = b —(2), where b = 2c.

From (1) & (2), the solution is φ(x + y, log(z 2 + (x + y)2 ) − 2x) = 0.

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3. Solve xp + yq = 3z.
Ans. A.E is

dx dy dz
= =
x y 3z

dx dy
Taking first two by the method of grouping, =
x y
x
Integrating, we get log x − log y = log c =⇒ = a − − − (1)
y
dy dz
Taking last two, = , integrating we get
y 3z
1 3 3 y3
log y = log z + log c =⇒ y = c z or = b − − − (2) where c3 = b. Therefore the
3 z
x y3
solution is φ( , ) = 0
y z
4. Solve yzp + zxq = xy
Ans. A.E is

dx dy dz
= =
yz zx xy

dx dy
Taking first two, = =⇒ xdx = ydy.
yz zx
Integrating, we get x2 − y 2 = a— (1)
dx dz
Taking first and last, = =⇒ xdx = zdz
yz xy
Integrating, we get x2 − z 2 = b − − − (2)
Therefore the solution is φ(x2 − y 2 , x2 − z 2 ) = 0.

The method of multipliers:

ldx + mdy + ndz
If l, m, n are multipliers, then by the principle of algebra each ratio is .
lP + mQ + nR
If it is possible to choose l, m, n such that lP +mQ+nR = 0, then ldx+mdy +ndz = 0
which can be integrated to give u(x, y, z) = a. This method may be repeated to get
another independent solution v(x, y, x) = b. The multipliers l, m, n are called Lagrange
multipliers. These multipliers may be functions of x, y, z or constants.

5. Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz

Ans. A.E is

dx dy dz
= =
x2 − y 2 − z 2 2xy 2xz

Taking second and last by the method of grouping,

dy dz dy dz
= =⇒ =
2xy 2xz y z

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 y
Integrating, log y − log z = log a =⇒ = a − − − (1)
z
Using x, y, z as multipliers, each ratio is

xdx + ydy + zdz xdx + ydy + zdz

=
x3 2 2 2
− xy − xz + 2xy + 2xz 2 x(x2 + y 2 + z 2 )

xdx + ydy + zdz dz 2xdx + 2ydy + 2zdz dz

Then 2 2 2
= =⇒ 2 2 2
=
x(x + y + z ) 2xz (x + y + z ) z
Integrating we get

x2 + y 2 + z 2
log(x2 + y 2 + z 2 ) = log z + log b =⇒ = b − − − (2)
z
y x2 + y 2 + z 2
Therefore the solution is φ( , ) = 0.
z z
6. Solve (z 2 − 2yz − y 2 )p + (xy + zx)q = xy − zx.
Ans. A.E is
dx dy dz
= =
z2 − 2yz − y 2 xy + zx xy − zx

dy dz
Taking the last two, = we get
xy + zx xy − zx

(y − z)dy = (y + z)dz
=⇒ ydy − (zdy + ydz) − zdz = 0
=⇒ ydy − d(yz) − zdz = 0

y2 z2
Integrating, we get − yz − = c1
2 2
i.e; y 2 − 2yz − z 2 = a ——(1)
Again choosing x, y, z as multipliers,
xdx + ydy + zdz xdx + ydy + zdz
each ratio = 2 2 2 2
=
xz − 2xyz − xy − +xy + zxy + xyz − xz 0
Then xdx + ydy + zdz = 0.
Integrating, we get x2 + y 2 + z 2 = 2c1 = b —–(2)
Therefore the solution is φ(y 2 − 2yz − z 2 , x2 + y 2 + z 2 ).

7. Solve (y − z)p + (x − y)q = z − x.

Ans. A.E is
dx dy dz
= =
y−z x−y z−x

dx + dy + dz
Choosing 1, 1, 1 as multipliers, each ratio =
y−z+x−y+z−x
Then dx + dy + dz = 0 =⇒ x + y + z = a —–(1)
xdx + zdy + ydz
Choosing x, z, y as multipliers, each ratio =
xy − xz + xz − yz + zy − xy

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 Then xdx + zdy + ydz = 0 =⇒ xdx + d(yz) = 0
x2
Integrating, + yz = b —–(2)
2
x2
Therefore the solution is φ(x + y + z, + yz) = 0.
2
8. Solve x(y − z)p + y(z − x)q = z(x − y)
Ans. A.E is

dx dy dz
= = ——(1)
x(y − z) y(z − x) z(x − y)

Choosing 1,1,1 as multipliers,

dx + dy + dz
each ratio = =⇒ dx + dy + dz = 0
0

Integrating, we get x + y + z = a—–(2)

Equation (1) can be rewritten as

dx dy dz
x y z
= =
y−z z−x x−y

Choosing 1, 1, 1 as multipliers,

dx dy dz dx dy dz
x
+ y
+ z x
+ y
+ z
each ratio= =
y−z+z−x+x−y 0

dx dy dz
Then + + =0
x y z
Integrating, we get log x + log y + log z = log b =⇒ xyz = b——(3)
Therefore the solution is φ(x + y + z, xyz) = 0.

9. Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y)

Ans. A.E is

dx dy dz
= 2 = 2 ——(1)
x2 (y− z) y (z − x) z (x − y)

1 1 1
Taking , , as multipliers,
x y z

1 1 1
dx + dy + dz
x y z dx dy dz
each ratio = =⇒ + + =0
0 x y z

Integrating, we get log x + log y + log z = log a =⇒ xyz = a —– (2)

1 1 1
Taking 2 , 2 , 2 as multipliers,
x y z

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 1 1 1
dx + 2 dy + 2 dz
x 2 y z dx dy dz
each ratio = =⇒ 2 + 2 + 2 = 0
0 x y z

1 1 1 1 1 1
Integrating, we get − − − = c1 =⇒ + + = b —-(3)
x y z x y z
1 1 1
Therefore the solution is φ(xyz, + + ) = 0.
x y z

Homework:

1. Solve (mz − ny)p + (nx − lz)q = ly − mx

Ans:(Hint: Choose x, y, z as multipliers and l, m, n as multipliers)
φ(x2 + y 2 + z 2 , lx + my + nz) = 0

2. Solve p tan x + q tan y = tan z

sin x sin y
Ans: φ( , )=0
sin y sin z
3. Solve (z − y)p + (x − z)q = y − x
Ans: φ(x + y + z, x2 + y 2 + z 2 ) = 0, [Hint: Take 1, 1, 1 and x, y, z as multipliers]

4. Solve x(z 2 − y 2 )p + y(x2 − z 2 )q = z(y 2 − x2 ).

1 1 1
Ans: φ(x2 + y 2 + z 2 , xyz) = 0 [Hint: Take x, y, z and , , as multipliers]
x y z
∂z ∂z
5. Solve x2 + y2 = (x + y)z.
∂x ∂y
1 1 x−y dx − dy dz
Ans: φ( − , ) [Hint: Take 1, −1, 0 as multipliers, 2 2
= ]
x y z x −y z(x + y)
6. Solve (y + zx)p − (x + yz)q = x2 − y 2 .
Ans: φ(x2 + y 2 − z 2 , x + y + z) = 0 [Hint: Take x, y, 0 and y, x, 0 as multipliers]

1.5 Non-linear first order P.D.E.

1.5.1 Charpit’s Method
Charpit’s method is a general method for solving first order non-linear equations.
Let the given equation be

f (x, y, z, p, q) = 0 —- (1)

If we can find another relation

F (x, y, z, p, q) = 0 —–(2)

involving x, y, z, p and q, then we can solve equations (1) and (2) for p, q and substitute in

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 dz = pdx + qdy —-(3)

Solution of equation (3), if it exists is the complete solution of equation (1).

NOTE:

1. Since z is a function of two independent variables x and y, we have

∂z ∂z
dz = dx + dy =⇒ dz = pdx + qdy
∂x ∂y

2. Proof of finding F (x, y, z, p, q) is not necessary. To find the solution write Charpit’s
auxiliary equation as

dx dy dz dp dq
A.E. = = = = = —-(4)
−fp −fq −pfp − qfq fx + pfz fy + qfz

Any integral of (4) which involves p or q or both can be taken as the assumed relation.
Usually we choose the simplest of the integral of (4).

Problems:

1. Solve (p2 + q 2 )y = qz.

Ans: Let f (x, y, z, p, q) = (p2 + q 2 )y − qz = 0 —-(1)
Charpit’s A.E. is

dx dy dz dp dq
= = = =
−fp −fq −pfp − qfq fx + pfz fy + qfz
dx dy dz dp dq
= = = = 2
−2py −2qy + z −qz −pq p

dp dq
Consider last two, = 2 =⇒ pdp + qdq = 0
−pq p
Integrating, we get p2 + q 2 = c2 —–(2).
To solve (1) and (2), put p2 + q 2 = c2 in (1).
c2 y
Then c2 y − qz = 0 or q = . Substituting this in (1), we get
z
p
4 2 2 2 4 2
c y c z − c y c z 2 − c2 y 2
p2 + 2 = c2 =⇒ p2 = or p =
z z2 z

Hence
p
c z 2 − c2 y 2 c2 y
dz = pdx + qdy = dx + dy
zp z
=⇒ zdz − c2 ydy = c z 2 − c2 y 2 dx
1 d(z 2 − c2 y 2 )
=⇒ p = cdx
2 z 2 − c2 y 2

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 p
Integrating, we get z 2 − c2 y 2 = cx + a or z 2 = (a + cx)2 + c2 y 2 .

2. Solve 2xz − px2 − 2qxy + pq = 0.

Ans: Let f (x, y, z, p, q) = 2xz − px2 − 2qxy + pq = 0 —-(1). A.E. are

dx dy dz dp dq
= = 2 = =
x2 −q 2xy − p px − 2pq + 2qxy 2z − 2q 0

Therefore dq = 0 or q = a. Putting q = a in (1) , we get

2xz − px2 − 2axy + ap = 0 =⇒ 2x(z − ay) + p(a − x2 ) = 0

2x(z − ay)
p=
x2 − a

Therefore

2x(z − ay) dz − ady 2x

dz = pdx + qdy = 2
dx + ady =⇒ = 2 dx
x −a z − ay x −a

Integrating, we get

log(z − ay) = log(x2 − a) + log b =⇒ z − ay = b(x2 − a)

Therefore z = ay + b(x2 − a) is the required complete solution.

3. Solve 2z + p2 + qy + 2y 2 = 0.
Ans: Let f (x, y, z, p, q) = 2z + p2 + qy + 2y 2 = 0 —-(1). A.E. are

dx dy dz dp dq
= = 2
= =
−2p −y −(2p + qy) 2p 4y + 3q

dx dp
Taking first and fourth ratios, = , we get dp = −dx or p = −x+a. Substituting
−2p 2p
p = a − x in (1), we get

1
q = [−2z − 2y 2 − (a − x)2 ]
y

1
dz = pdx + qdy = (a − x)dx + [−2z − 2y 2 − (a − x)2 ]dy
y
2
Multiplying both sides by 2y ,

2y 2 dz + 4yzdy = 2y 2 (a − x)dx − 4y 3 dy − 2y(a − x)2 dy

Integrating, e get

2zy 2 = −[y 2 (a − x)2 + y 4 ] + b

Therefor y 2 [(x − a)2 + 2z + y 2 ] = b is the solution.

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4. Solve px + qy = pq.
Ans: Let f (x, y, z, p, q) = px + qy − pq = 0 —-(1).
Then fp = x − q, fq = y − q, fz = 0, fx = p, fy = q. A.E. are

dx dy dz dp dq
= = = =
−fp −fq −pfp − qfq fx + pfz fy + qfz
dx dy dz dp dq
=⇒ = = = =
−(x − q) −(y − q) −p(x − q) − q(y − p) p q

dp dq
Consider the last two ratios = .
p q
Integrating, we get log p = log q + log a =⇒ p = aq.
Substituting in (1), aqx + qy = aq 2 =⇒ ax + y = aq.
ax + y
Therefore q = and p = ax + y. Then dz = pdx + qdy becomes
a
ax + y
dz = (ax + y)dx + dy =⇒ adz = (ax + y)(adx + dy)
a
1
Integrating, we get az = (ax + y)2 + b, which is the required solution.
2
5. Solve px + q 2 y = z.
Ans: Let f (x, y, z, p, q) = px + q 2 y − z = 0 —-(1). A.E. are

dx dy dz dp dq
= = 2
= = 2
−x −2qy −px − 2q y 0 q −q

The fourth ratio gives dp = 0 so that p = a.

z − ax
Putting p = a in (1), ax + q 2 y − z = 0 or q = .
y
Therefore from dz = pdx + qdy we get

z − ax
dz = adx + dy
y
dz − adx 1
√ = √ dy
z − ax y
√ √
Integrating,we get z − ax = y + b where a, b are constants.

6. Solve pxy + pq + qy − yz = 0.
Ans: Let f (x, y, z, p, q) = pxy + pq + qy − yz = 0 —-(1). Then

fx = py, fy = px + +q − z, fz = −y, fp = xy + q, fq = p + y

The A.E. are

dx dy dz dp dq
= = = =
−(xy + q) −(p + y) −pxy − qy − 2pq 0 px + q − z − qy

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 The fourth ratio gives dp = 0 so that p = a.
Putting p = a in (1),

y(z − ax)
axy + aq + qy − yz = 0 =⇒ q =
a+y

Now dz = pdx + qdy becomes

y(z − ax)
dz = adx + dy
a+y
dz − adx y
=⇒ = dy
z − ax  a + y 
dz − adx a
=⇒ = 1− dy
z − ax a+y

Integrating, we get

log(z − ax) = y − a log(y + a) + log b or

(z − ax)(a + y)a = bey

Homework:
√ 1
1. Solve p = (qy + z)2 . [Ans: yz = ax + 2 ay 2 + b]
1 1 1 1 1
2. Solve p2 x + q 2 y = z [ Ans: (1 + a) 2 z 2 = a 2 x 2 + y 2 + b]
√
3. Solve (1 + q 2 )z = px. [Ans: x2 − az 2 = (b − ay)2 ]

4. Solve (x2 − y 2 )pq − xy(p2 − q 2 ) − 1 = 0.

a 1 y
Ans: z = log(x2 + y 2 ) + tan−1 +b
2 a x

1.6 Method of Seperation of Variables

The method of seperating variables or product method involves finding solutions of PDE
which are of product form. In this method we assume that a solution to the given PDE has
the form u(x, y) = X(x)Y (y), where X(x) is a function of x only and Y (y) is a function of
y only. We substitute in the given equation and obtain the functions X and Y .
is used to determine the solution of a P.D.E.
Problems:
∂u ∂u
1. Solve the equation + = 0 by the method of seperation of variables.
∂x ∂y
∂u ∂u
Ans: + = 0 —- (1)
∂x ∂y
Let u = XY , where X is a function of x alone and Y is a function of y alone be
a solution of the given equation. Then equation(1) becomes X 0 Y + XY 0 = 0 or

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 X0 Y0
=− .
X Y
In the above equation, L.H.S. is a function of x alone and R.H.S. is a function of y
alone. So each side must reduce to a constant k. (A pure function of x cannot be
equal to a pure function of y alone unless the functions are both constant and of the
same value). Therefore

X0 Y0
=− =k
X Y

X0 Y0
Then = k—- (2) and − = k—– (3)
X Y
These two P.D.E. are such that each contain only one variable and its derivative and
X0
hence behave like ordinary differential equation. So integrating both sides of =k
X
w.r.t. x, we get

log X + log a = kx =⇒ log aX = kx

1
=⇒ aX = ekx or X = c1 ekx —- (4) where c1 =
a

Y0
Similarly integrating both sides of − = k w.r.t. y, we get
Y

log Y + log b = −ky =⇒ log bY = −ky

1
=⇒ bY = e−ky or Y = c2 e−ky —- (5) where c2 =
b

Therefore the solution is u = XY = c1 ekx c2 e−ky from (3) and (4)˙

∴ u = cek(x−y) where c = c1 c2 is the required solution.

2. Solve y 2 ux − x2 uy = 0.
∂u ∂u
Ans: y 2 − x2 = 0 —-(1)
∂x ∂y
Let u = XY be the required solution where X is a function of x alone and Y is a
∂u ∂u
function of y alone. Then = X 0 Y and = XY 0 . Substituting these values in
∂x ∂y
(1), we get

y 2 X 0 Y − x2 XY 0 = 0
X0 Y0
i.e; 2 = 2 = k
xX y Y
X0 Y0
= k —-(2), = k —-(3)
x2 X y2Y

kx3
x3
Integrating (2) w.r.t x, log X + log a = k or X = c1 e 3 .
3
ky 3
y3
Similarly,integrating (3) w.r.t y, log Y + log b = k or Y = c2 e 3 .
3
Therefore

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 kx3 ky 3 k(x3 + y 3 )
u = XY = c1 e 3 c2 e 3 = ce 3

is the required solution.

∂ 2u ∂ 2u
3. Solve + = 0.
∂x2 ∂y 2
∂ 2u 00 ∂ 2u
Ans: Let u = XY be the required solution. Substitute = X Y and = XY 00
∂x2 ∂y 2
in the given equation, we get

X 00 Y 00
X 00 Y + XY 00 = 0 or =− =k
X Y
d2 X
i.e; X 00 − kX = 0 or 2
− kX = 0 =⇒ (D2 − k)X = 0.
dx √
A.E. is D2 − k = 0 and so D = ± k.
√ √
Therefore X = c1 e kx + c2 e− kx .
d2 Y
Similarly Y 00 + kY = 0 or + kY = 0 =⇒ (D2 + k)Y = 0.
dy 2 √
A.E. is D2 + k = 0 and so D = ±i k.
√ √
Therefore Y = c3 cos( ky) + c4 sin( ky).
√ √ √ √
The solution is u = (c1 e kx + c2 e− kx )(c3 cos( ky) + c4 sin( ky)).

4. Solve uxy − u = 0.
∂ 2u
Ans: − u = 0 —–(1)
∂x∂y
∂u ∂ 2u
Let u = XY be the solution. Then = X 0 Y, = X 0 Y 0 . Now equation (1)
∂x ∂x∂y
becomes
X0 Y
X 0 Y 0 − XY = 0 or = 0 =k
X Y
X0
i.e; = k. Integrating it, we get
X
log X + log a = kx =⇒ log aX = kx = or X = c1 ekx

Y Y0 1
Similarly 0
= k or = = k 0 . Integrating it, we get
Y Y k
0
log Y + log b = k 0 y =⇒ log bY = k 0 y = or Y = c2 ek y
0 0
The solution is u = c1 ekx c2 ek y = cekx+k y .
∂ 2u
5. Solve x + 2yu = 0.
∂x∂y
∂ 2u
Ans: x + 2yu = 0 —–(1)
∂x∂y
∂u ∂ 2u
u = XY be the solution. Then = X 0 Y, = X 0 Y 0 . Now equation (1) becomes
∂x ∂x∂y

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 X0 Y
xX 0 Y 0 + 2yXY = 0 or x = −2y 0 = k
X Y

X0 k
i.e; = . Integrating,
X x

log X + log a = k log x =⇒ log aX = log xk or X = c1 xk

Y0 −2y
Similarly, = . Integrating,
Y k

−y 2 −y 2
log Y + log b = or Y = c2 e k
k
−y 2
The solution is u = cxk e k .
∂u ∂u
6. Solve + = 2(x + y)u.
∂x ∂y
∂u ∂u
Ans: + = 2(x + y)u —-(1)
∂x ∂y
∂u ∂ 2u
Let u = XY be the solution. Then = X 0 Y, = X 0 Y 0 . Now equation (1)
∂x ∂x∂y
becomes

X 0 Y + XY 0 = 2(x + y)XY =⇒ (X 0 − 2xX)Y + (Y 0 − 2yY )X = 0

X 0 − 2xX Y 0 − 2yY
i.e =− = k.
X Y
X0
Now = k + 2x. Integrating,
X
2
log X + log a = kx + x2 =⇒ log aX = kx + x2 or X = c1 ekx+x

Y 0 − 2yY Y0
Similarly + k = 0 =⇒ = 2y − k. Integrating,
Y Y
2 −ky
logY + logb = y 2 − ky =⇒ log bY = y 2 − ky or Y = c2 ey

2 +y 2
Therefore the solution is u = cek(x−y)+x .
∂u ∂u
7. Solve =2 + u, given u(x, 0) = 6e−3x .
∂x ∂t
Ans: Let u = XT where X is a function of x alone and T is a function of t alone.
∂u ∂u
Then = X 0 T and = XT 0 . Substituting in given equation, we get
∂x ∂t

X0 2T 0 + T 2T 0
X 0 T = 2XT 0 + XT = (2T 0 + T )X =⇒ = =1+ =k
X T T

Now

X0
= k =⇒ log X + log a = kx or X = c1 ekx
X
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 2T 0 T0 k−1
Similarly, 1 + = k =⇒ =
T T 2
Integrating,

k−1
k−1 t
log T + log b = t =⇒ T = c2 e 2
2
k−1 k−1
t
Therefore u = c1 ekx c2 e 2 = c1 c2 ekx+ 2
t
. It is given that

u(x, 0) = 6e−3x
∴ 6e−3x = c1 c2 ekx =⇒ c1 c2 = 6, k = −3

The solution is u = XT = 6e−(3x+2t) .

Homework:
∂u ∂u
1. Solve − = 0. [Ans: u = cek(x+y) ]
∂x ∂y
∂ 2u ∂ 2u √
kx
√
− kx
√
ky
√
− ky
2. Solve − = 0. [Ans: u = (c 1 e + c 2 e )(c 3 e + c 4 e )]
∂x2 ∂y 2
∂z ∂z k k
3. Solve 2x − 3y = 0. [Ans: z = cx 2 y 3 ]
∂x ∂y
∂z ∂z
4. Solve 4 + = 3z subject to z = e−5y when x = 0. [Ans: z = e2x−5y ]
∂x ∂y
∂ 2u ∂u ∂u
5. Solve 2
−2 + = 0.
∂x ∂x √ ∂y √
[Ans: u = (c1 e(1+ 1+k)x + c2 e(1− 1+k)x )c3 e−ky ]

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