Differential Equations & Transforms

(BMAT102L)
Lessons 7 - 11

Module 2
Partial Differential Equations

Dr. T. Phaneendra

January 2, 2025
Contents

1 Formulation of Partial Differential Equations 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Formation of a Partial Differential Equation - Elimination of Arbitrary Constants 1

1.3 Formation of a Partial Differential Equation - Elimination of Arbitrary Functions 2

2 Partial Differential Equations of First Order 5

2.1 Solution of a Partial Differential Equation . . . . . . . . . . . . . . . . . . . . . . 5

2.2 Lagrange’s Quasi-linear Partial Differential Equation of First Order . . . . . . . . 5

2.3 Solution of Lagrange’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2.4 Nonlinear Partial Differential Equations of First Order . . . . . . . . . . . . . . . 9

2.5 Special forms of Nonlinear First Order Partial Differential Equations . . . . . . . 10

3 Solution by the Method of Separation of Variables 16

3.1 Separation of Variables, Product Method or Fourier’s Method . . . . . . . . . . . 16

ii
Chapter 1

Formulation of Partial Differential Equations

1.1 Introduction

Definition 1.1.1. A relation which binds a function of two or more independent variables,
and its partial derivatives upto some order is known as a partial differential equation. The order
of the highest derivative which appears in a partial differential equation is its order.

1.2 Formation of a Partial Differential Equation - Elimination of Arbitrary Constants

Exercise 1.2.1. Obtain a partial differential equation from each of the following relations, by
eliminating arbitrary constants a and b:

(a) z = ax2 − by 2 ; a, b

(b) z = ax + by + a2 + b2 ; a, b

(c) z = (x − a)2 + (y − b)2 + 1; a, b

(d) a sin x + b cos y = 2z; a, b

(e) ax2 + by 2 + z 2 = 1; a, b

(f) (x − a)2 + (y − a)2 + (z − b)2 = 1; a, b

(g) log(az − 1) = x + ay + b; a, b

Answers

(a) 2z = px + qy

(b) z = px + qy + p2 + q 2 , other possibility is z = p2 y 2 + q 2 x2 + 2x2 y 2 (px + qy) = 4x2 y 2 z

(c) p2 + q 2 = 4(z − 1)

(d) p tan x − q cot y = z

∂2z ∂z ∂z
(e) (px + qy)z = z 2 − 1, other possibility is z · ∂x∂y + ∂x · ∂y =0
p−q
2
(f) p2 + q 2 + 1 = y−x

(g) p(q + 1) = qz

Exercise 1.2.2. Obtain a partial differential equation from each of the following relations, by
eliminating arbitrary constants a, b and c:

(a) z = a(x + y) + b(x − y) + abt + c; a, b, c

(b) z = ax2 + bxy + cy 2 ; a, b, c

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

(c) z = ax + by + cxy; a, b, c

Answers

∂z
(a) p2 − q 2 = 4 · ∂t

(b) 2z = px + qy
∂2z ∂2z ∂2z
(c) ∂x2
= 0, other possibilities are ∂y 2
= 0 and z = px + qy + ∂x∂y

Exercise 1.2.3. Obtain partial differential equations of the following families of surfaces:

(a) z = aebx sin by

(b) family of all planes, which are at a constant distance k units from the origin

(c) family of all spheres with centres lying on the z-axis

(d) family of all spheres with unit radius, and centres lying on the line y = x in the xy-plane

Answers

∂2z ∂2z
(a) ∂x2
+ ∂y 2
=0
p
(b) z = px + qy − k p2 + q 2 + 1 = z

(c) qx = py

(d) (p2 + q 2 + 1)z 2 = 1

1.3 Formation of a Partial Differential Equation - Elimination of Arbitrary Functions

Consider the relation

φ(u, v) = 0, (1.3.1)

where u = u(x, y, z) and v = v(x, y, z) are functions of x, y and z. We wish to derive a partial
differential equation by eliminating the arbitrary function φ from the relation (1.3.1). Indeed,
differentiating partially with respect to x and y and using chain rule of partial differentiation,
(1.3.1) gives

∂φ ∂u ∂u ∂z ∂φ ∂v ∂v ∂z ∂φ ∂u ∂u ∂z ∂φ ∂v ∂v ∂z
       
+ + + = 0 and + + + =0
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x ∂u ∂y ∂z ∂y ∂v ∂y ∂z ∂y
or
∂φ ∂u ∂u ∂φ ∂v ∂v ∂φ ∂u ∂u ∂φ ∂v ∂v
       
+ p + + p = 0 and + q + + q = 0.
∂u ∂x ∂z ∂v ∂x ∂z ∂u ∂y ∂z ∂v ∂y ∂z

Solving these simultaneous equations for ∂φ/∂u and ∂φ/∂v , we get the determinant relation:

∂u ∂u ∂v ∂v
∂x + ∂z p ∂x + ∂z p
 
u,v
J x,y = = 0. (1.3.2)
∂u ∂u ∂v ∂v
∂y + ∂z q ∂y + ∂z q

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

We realize
 that u and v are functionally dependent,
  and hence from the theory of Jacobians,
J u,v
x,y = 0. Since z is a function of x and y, J u,v
x,y contains the partial derivatives p = ∂z/∂x
and q = ∂z/∂y . Hence, (1.3.2) gives a partial differential equation of first order.

Exercise 1.3.1. Obtain a partial differential equation from each of the following relations by
eliminating the arbitrary function f :

(a) f (x2 + y 2 + z 2 , xyz) = 0

(b) f (x2 + y 2 ) = z − xy

(c) f (x2 + y 2 , y + z 2 ) = 0

(d) f (x2 − y 2 ) = z/(x + y)

(e) f (x2 + y 2 + z 2 ) = z

(f) z − x − y = f (xy)

(g) (x + y)f (xy + yz + zx) = z

(h) f (x2 + y 2 + z 2 ) = y/x

Answers

(a) px(y 2 − z 2 ) + qy(z 2 − x2 ) = z(x2 − y 2 )

(b) py − qx = y 2 − x2

(c) py − qx = xy/z

(d) px + qy = z

(e) py − qx = 0

(f) px − qy = x − y

(g) [p(x + 2z) − q(y + 2z)](x + y) = z(x − y)

(h) (px + qy)z + x2 + y 2 = 0

Exercise 1.3.2. Obtain a partial differential equation from each of the following relations by
eliminating the arbitrary functions μ and δ:

(a) z = xμ(y/x) + xδ(y/x)

(b) z = yμ(x) + xδ(y)

(c) z = μ(x) + ey δ(x)

(d) z = μ(x + ct) + δ(x − ct)

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

Answers

∂ z 2 ∂ z 2 2
(a) x2 ∂x 2∂ z
2 + 2xy ∂x∂y + y ∂y 2 = 0

∂z ∂z ∂ z 2
(b) x ∂x + y ∂y = xy ∂x∂y +z

∂2z ∂z
(c) ∂y 2
= ∂y

∂2z ∂ z 2
(d) ∂t2
= c2 ∂x 2

4
Chapter 2

Partial Differential Equations of First Order

2.1 Solution of a Partial Differential Equation

we begin with
Definition 2.1.1 (General Integral). A solution of a partial differential equation, which has
the maximum number of arbitrary functions is called its general integral or general solution.

We shall discuss the solutions of quasi-linear and non-linear partial differential equations of first
order.

Notation: We regard z as a function of independent variables x and y and employ the notation:

∂z ∂z
(a) zx = ∂x = p, zy = ∂y = q,
∂2z ∂2z ∂2z
(b) zxx = ∂x2
, zyy = ∂y 2
, zxy = ∂y∂x .

2.2 Lagrange’s Quasi-linear Partial Differential Equation of First Order

Consider the Lagrange’s quasi-linear equation of first order:

P (x, y, z)p + Q(x, y, z)q = R(x, y, z) or P p + Qq − R = 0. (2.2.1)

Let z = z(x, y) be a solution of (2.2.1). Then

f (x, y, z) ≡ z(x, y) − z = 0 (2.2.2)

represents an integral surface. We recall from vector calculus that the normal at a point
P(x, y, z) on the integral surface (2.2.2) is given by its gradient function:

∇f = (zx , zy , −1) = (p, q, −1). (2.2.3)

Note that the left hand side of (2.2.1) is written as

P p + Qq − R = (P i + Qj + Rk) · (pi + qj + k) = V · ∇f,

where

V = P i + Qj + Rk. (2.2.4)

Inserting (2.2.4) in (2.2.1), we see that

V · ∇f = 0.

Thus V is perpendicular ∇f . Since ∇f is normal at P, V = P i + Qj + Rk is tangent at P.

Geometrically, V defines a direction field, called the characteristic field.

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

Again, let C be a space curve on the surface (2.2.2), parametrized as

r = x(t)i + y(t)j + z(t)k, t ∈ [t1 , t2 ] (2.2.5)

dx dy dz
then dt i + dt j + dt k represents its tangent. Comparing this with (2.2.4), we find that

dx/ dt dy/ dt dz/ dt dx dy dz

P = Q = R or P = Q = R = dt. (2.2.6)

Solving any pair of the auxiliary equations (2.2.6), we obtain two linearly independent solutions

u(x, y, z) = a and v(x, y, z) = b, (2.2.7)

where a and b are arbitrary constants. Each pair of the level surfaces u = a and v = b
represents a unique integral curve, called the characteristic. The locus of all characteristics
(2.2.7), obtained by assigning an arbitrary functional relation ϕ(a, b) = 0 between a and b, that
is


ϕ(a, b) = 0 or ϕ u(x, y, z), v(x, y, z) = 0 (2.2.8)

is also an integral surface, and gives the general integral or general solution of the partial
differential equation (2.2.1).

2.3 Solution of Lagrange’s Equation

We follow the working rule, given below for finding the general integral of (2.2.1):

STEP 1. Write the auxiliary equations (2.2.6)

STEP 2. Find any two linearly independent solutions (2.2.7) of (2.2.6)

STEP 3. The general integral of (2.2.1) is given by (2.2.8).

Linearly independent solutions in STEP 2 are obtained either in two ways:

(a) Method of Grouping: any pair of fractions in (2.2.6)

(b) Method of multipliers: Let l, m, n be one set of multipliers in (2.2.6). Then each ratio in
it equals the pooled ratio

l dx+mdy+ndz
lP +mQ+nR · (2.3.1)

The multipliers l, m and n are chosen such that

lP + mQ + nR = 0 (2.3.2)

and the numerator of the pooled ratio can be grouped as the total differential of some
function u(x, y, z). That is

d[u(x, y, z)] = 0, (2.3.3)

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

which on integration yields a solution u(x, y, z) = a. Similarly, choose another set of

multipliers to get a second solution v(x, y, z) = b.

Exercise 2.3.1. Find the general integral of each of the following first order partial differential
equations:

√ √ √
(a) p x + q y = z

(b) pyz + qzx = xy

(c) py 2 z + qx2 z = y 2 x

(d) py 2 − qxy = x(z − 2y)

Answers

dx dy dz
(a) Auxiliary equations are √ x
= √ y =
√
z
. Grouping the first two ratios and solving, we
√ √ √ √
get x − y = a. Grouping the second and the third ratios and solving, y − z = b.
√ √ √ √
Therefore, the general integral is f ( x− y, y − z) = 0. Other form of general integral
√ √ √ √
is g( x − y, x − z) = 0.
dy
(b) Auxiliary equations are dx dz
yz = zx = xy . Grouping the first two ratios and solving, we
get x2 − y 2 = a. Grouping the second and the third ratios and solving, y 2 − z 2 = b.
Therefore, the general integral is f (x2 − y 2 , y 2 − z 2 ) = 0. Other form of general integral
is g(y 2 − z 2 , x2 − z 2 ) = 0.
dy
(c) Auxiliary equations are ydx 2 z = zx2 = xy 2 .
dz
Grouping the first two ratios and solving,
x − y = a. Grouping the first and the third ratios and solving, x2 − z 2 = b. Therefore,
3 3

the general integral is f (x3 − y 3 , x2 − z 2 ) = 0.

dy
(d) Auxiliary equations are dx y2
= −xy dz
= x(z−2y) . Grouping the first two ratios and solving,
2 2
x + y = a. From the second and the third ratios, y dz + z dy − 2y dy = 0. This
on integration gives the second solution yz − y 2 = b. Therefore, the general integral is
f (x2 + y 2 , yz − y 2 ) = 0.

Exercise 2.3.2. Find the general integral of each of the following first order partial differential
equations, using appropriate multipliers:

(a) x(y − z)p + y(z − x)q = z(x − y)

(b) x2 (y − z)p + y 2 (z − x)q = z 2 (x − y)

(c) x(y 2 − z 2 )p + y(z 2 − x2 )q = z(y 2 − x2 )

   
y−z z−x
x−y
(d) yz p+ zx q = xy

Answers

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

dx dy dz
(a) Auxiliary equations are x(y−z) = y(z−x) = z(x−y) . Choosing (1, 1, 1) as multipliers, the
numerator of the pooled ratio gives dx + dy + dz = 0 or d(x + y + z) = 0. Integrating this
total differential, one solution is x + y + z = a. Choosing (1/x, 1/y, 1/z) as multipliers,
the numerator of the pooled ratio gives x−1 dx + y −1 dy + z −1 dz = 0. Integrating this,
one more solution is log(xyz) = log b or xyz = b. This can be achieved with multipliers
(yz, zx, xy) also. Therefore, the general integral is f (x + y + z, xyz) = 0.
dx dy dz
(b) Auxiliary equations are x2 (y−z) = y2 (z−x) = z 2 (x−y) . Choosing (1/x2 , 1/y 2 , 1/z 2 ) as
multipliers, the numerator of the pooled ratio gives x−2 dx + y −2 dy + z −2 dz = 0.
Integrating this, one solution is − x1 − y1 − z1 = −a or x1 + y1 + z1 = a. Choosing (yz, zx, xy) as
multipliers, the numerator of the pooled ratio gives yz dx + zx dy + xy dz = 0. Integrating
this, the second solution is xyz = b. Therefore, the general integral is f x1 + y1 + z1 , xyz = 0.

(c) Auxiliary equations are x(y2dx −z 2 )

= y(z 2dy
−x2 )
= z(y2dz
−x2 )
. With one set of multipliers
xy
(1/x, 1/y, −1/z), one solution is z = a. Choosing (x, y, −z) as multipliers, the second
solution is x2 + y 2 − z 2 = b. Therefore, the general integral is f xy 2 2 2 = 0.


z ,x + y − z
dx dy dz
(d) Auxiliary equations are 1/z−1/y = 1/x−1/z = 1/y−1/x . With one set of multipliers (1, 1, 1),
one solution is x + y + z = a. Choosing (yz, zx, xy) as multipliers, the second solution is


xyz = b. Therefore, the general integral is f x + y + z, xyz = 0.
Exercise 2.3.3. Find the general integral of each of the following first order partial differential
equations:

(a) (x2 − yz)p + (y 2 − zx)q = z 2 − xy

(b) p cos(x + y) + q sin(x + y) = z

(c) (z 2 − 2yz − y 2 )p + x(y + z)q = x(y − z)

Answers

dx dy dz
(a) Auxiliary equations are x2 −yz
= y 2 −zx
= z 2 −xy
. With two sets of multipliers (1, −1, 0)
dx−dy dy−dz
and (0, 1, −1), we get the combined fractions: x2 −yz−y 2 +zx
= y 2 −zx−z 2 +xy
. Canceling
dx−dy dy−dz
the common factor x + y + z from the denominators, we get This gives x−y = y−z ·
x−y y−z
one solution: y−z = a. Similarly, by symmetry, the second solution will be z−x = b.
x−y y−z

Therefore, the general solution is f y−z , z−x = 0.
dx dy dz
(b) Auxiliary equations are cos(x+y) = sin(x+y) = z . With two sets of multipliers (1, 1, 0) and
(1, −1, 0), we get the combined fractions:

dx+dy dx−dy
cos(x+y)+sin(x+y) = cos(x+y)−sin(x+y) ,

which can be written as

h i
cos(x+y)−sin(x+y)
sin(x+y)+cos(x+y) d(x + y) + d(y − x) = 0.

Integrating this, one solution is

log[sin(x + y) + cos(x + y)] + y − x = a.

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

Now from the first and third ratios,

dx+dy dz dx+dy
√
cos(x+y)+sin(x+y) = z or cos(π/4) cos(x+y)+sin(π/4) sin(x+y) = 2 dz
z

√
so that sec(x + y − π/4) d(x + y) − 2 dz/z = 0. Integrating this, the second solution is
n 
x+y−π/4
o √
log tan 2 + π
4 − 2 log z = b.

Then the general integral is

 n 
x+y
o √ 
f log[sin(x + y) + cos(x + y)] + y − x, log tan 2 + π
8 − 2 log z = 0.

dx dy dz dy
(c) Auxiliary equations are z 2 −2yz−y 2
= x(y+z) = x(y−z) . From the last two fractions: y+z =
dz
y−z , which on rearranging 2y dy − 2(z dy + y dz) − 2z dz = 0. The first solution is
y 2 − 2yz − z 2 =
a. Now, with multipliers (x, y, z), the second solution is x2 + y 2 + z 2 = b.
Hence the general integral is f (y 2 − 2yz − z 2 , x2 + y 2 + z 2 ) = 0.

2.4 Nonlinear Partial Differential Equations of First Order

Definition 2.4.1 (Complete Integral). A solution of a partial differential equation, in which

the number of arbitrary constants equals the number of independent variables is called its
complete integral or complete solution.

For a nonlinear partial differential equation of first order:

f (x, y, z, p, q) = 0, (2.4.1)

the complete integral is of the form

ω(x, y, z, a, b) = 0. (2.4.2)

The complete solution (2.4.2) represents a two-parameter family of surfaces. If the envelope of
the system (2.4.2) exsts, it is also a solution called the singular integral of the equation (2.4.1).
Note that an envelope of the system (2.4.2) touches a member-surface of the system. The
singular solution of (2.4.1) is obtained by eliminating the arbitrary constants a and b from the
relations: ω ≡ 0, ∂ω ∂ω
∂a ≡ 0 and ∂b ≡ 0.

Charpit’s Auxiliary Equations

Given below are the Charpit’s auxiliary equations, which are employed to get the complete
solution (2.4.2) of (2.4.1):

dx dy dz dp dq
fp = fq = pfp +qfq = −(fx +pfz ) = −(fy +qfz ) · (2.4.3)

In fact, we solve equations (2.4.1) and (2.4.3) for p and q, and then substitute these expressions
in the total differential
∂z ∂z
dz = dx + dy = p dx + q dy. (2.4.4)
∂x ∂x
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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

Integrating (2.4.4), we get the complete integral of the form (2.4.2).

2.5 Special forms of Nonlinear First Order Partial Differential Equations

TYPE 1: Equations involving only p and q

Consider an equation of the form

f (p, q) = 0. (2.5.1)

For this, the Charpit’s auxiliary equations reduce to

dx dy dz dp dq
fp = fq = pfp +qfq = 0 = 0 ·

Note that p = a or q = a is an obvious solution of these relations. Inserting p = a in (2.5.1),

f (a, q) = 0 or q = ϕ(a). (2.5.2)

Using p = a and (2.5.2) in (2.4.4),

dz = a dx + ϕ(a) dy,

which on integration gives the complete integral of (2.5.1) as

z = ax + ϕ(a)y + b. (2.5.3)

Sometimes the substitution q = a reduces computations in obtaining the complete solution.

Non-existence of Singular Integral: Partially differentiating (2.5.3) with respect to b, we het

a contradiction that 0 = 1. Therefore, the envelope of the 2-parameter family of surfaces
represented by the complete integral (2.5.3) does not exist. Thus Type 1 equations do not have
singular integrals.

Exercise 2.5.1. Find the complete integrals of the following equations:

√ √
(a) p+ q=1

(b) p + q + pq = 0

(c) p2 + q 2 = 4

(d) p(p + 1) = q 2

Answers

√ √
(a) z = ax + (1 − a)2 y + b or z = (1 − a)2 x + ay + b

(b) z = ax + b − ay/(a + 1)
√
(c) z = ax + 4 − a2 y + b
p
(d) z = ax + a(a + 1)y + b

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

TYPE 2: Equations involving p and q and only one of the variables x, y and z

(a) For an equation involving p, q and x:

f (p, q, x) = 0. (2.5.4)

Charpit’s auxiliary equations become

dx dy dz dp dq
fp = fq = pfp +qfq = −(fx +pfz ) = 0 ·

Note that q = a is a solution of these ratios. Inserting q = a in (2.5.4),

f (p, a, x) = 0 or p = ϕ(a, x). (2.5.5)

Using q = a and (2.5.5) in (2.4.4),

ˆ
dz = ϕ(a, x) dx + a dy,

which on integration gives the complete integral of (2.5.7) as

ˆ
z = ϕ(a, x) dx + ay + b. (2.5.6)

Non-existence of Singular Integral: Type 2(a) equations do not have singular integrals.

Exercise 2.5.2. Find the complete integrals of the following equations:

(a) p2 + px = q
√ √
(b) p + q = x

Answers
2 √
(a) z = − x4 + x
4 x
2 + 4a2 ) + a2 sinh−1 (x/2a) + a2 y + b
(b) z − (x − a)3 /3 = a2 y + b

(b) For an equation involving p, q and y:

f (p, q, y) = 0. (2.5.7)

Charpit’s auxiliary equations become

dx dy dz dp dq
fp = fq = pfp +qfq = 0 = −(fy +qfz ) ·

Since p = a is a solution, inserting p = a in (2.5.7),

f (a, q, y) = 0 or q = ϕ(a, y). (2.5.8)

Using p = a and (2.5.8) in (2.4.4),

dz = a dx + ϕ(a, y) dy,

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

which on integration gives the complete integral of (2.5.7) as

ˆ
z = ax + ϕ(a, y) dy + b. (2.5.9)

Non-existence of Singular Integral: Type 2(b) equations do not have singular integrals.

Exercise 2.5.3. Find the complete integrals of the following equations:

(a) q 2 = yp4
√ √
(b) p + q = y

Answers
2a2 y 3/2
(a) z = ax + 3 +b
(y−a)3
(b) z = a2 x + 3 +b

(c) For an equation involving p, q and z:

f (p, q, z) = 0. (2.5.10)

Charpit’s auxiliary equations become

dx dy dz dp dq
fp = fq = pfp +qfq = −pfz = −qfz ·

From the last two ratios, we see that p = aq, Inserting this in (2.5.10),

f (aq, q, z) = 0 or q = ϕ(z, a). (2.5.11)

Using p = aq and (2.5.11) in (2.4.4),

dz = q(a dx + dy) or {ϕ(z, a)}−1 dz = a dx + dy

which on integration gives the complete integral of (2.5.10):

ϕ(z, a) = (ax + y) + b. (2.5.12)

We may employ the substitution q = ap also, and obtain the complete integral.

Non-existence of Singular Integral: Type 2(c) equations do not have singular integrals.

Exercise 2.5.4. Find the complete integrals of the following equations:

(a) z = p2 + q 2

(b) p3 = qz

(c) z = p2 + q 2 + 1

(d) z(p2 + q 2 + 1) = 1

(e) 4(z 3 + 1) = 9z 4 pq

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BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

(f) q 2 = p2 z 2 (1 − p2 )

Answers

(a) 4(a2 + 1)z = (x + ay + b)2

√ √
(b) 2 z = a(x + ay + b)
√
(c) a2 + 1 cosh−1 z = x + ay + b

(d) (a2 + 1)(1 − z 2 ) = (x + ay + b)2

(e) a2 (z 3 + 1) = (x + a2 y + b)2

(f) z = a2 + (x + a2 y + b)2

TYPE 3: Separable Equations of the form

Consider an equation of the form

f (p, x) = g(q, y). (2.5.13)

For this, the Charpit’s auxiliary equations reduce to

dx dy dz dp dq
fp = −gq = pfp −qgq = −fx = −gy ·

dp fx
From these, we have an ordinary differential equation: dx + fp = 0, which can be written as

fp dp + fx dx = 0 or df (p, x) = 0.

Integrating this total differential, we get the solution

f (p, x) = a.

Using this in (2.5.13),

f (p, x) = a, g(q, y) = a.

Solving these for p and q,

p = μ(x, a), q = ν(y, a). (2.5.14)

Using (2.5.14) in (2.4.4),

dz = μ(x, a) dx + ν(y, a) dy,

which on integration gives the complete integral of (2.5.13) as

ˆ ˆ
z = μ(x, a) dx + ν(y, a) dy + b. (2.5.15)

Non-existence of Singular Integral: Type 3 equations also do not have singular integrals.

Exercise 2.5.5. Find the complete integrals of the following equations:

(a) px2 = qy 2

13
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

(b) pq + qx = y
p2 q2
(c) x2
− y2
=1

(d) p2 − q 2 = x − y
√ √
(e) p+ q =x+y

(f) (p + q)x + pq = 0

Answers

(a) xyz + a(x + y) = bxy

y 2
(b) z = ax − x2 + 2a +b
3 2 √
(c) z = x 3a + 2 a2 − 1y + b

(d) 3z = 2(x + a)3/2 + 2(y + a)3/2 + κ

(e) 3z = (x + a)3 + (y − a)3 + κ

(f) 2a(a + 1)z = −(a + 1)x2 + ay 2 + b

Exercise 2.5.6. Find the general and complete integrals of the following equations:

(a) px − qy = y 2 − x2

(b) p + q = sin x + sin y

(c) px2 − 2y 3 q = 1

Answers

dy
(a) Auxiliary equations are dx dz
x = −y = y 2 −x2 . Grouping the first two ratios, we get xy = a.
Choosing (x, y, 1) as multipliers, the
second solution is x2 + y 2 + 2z = b. Therefore, the
general integral is f xy, x2 + y 2 + 2z = 0. Also, the complete integral is x2 + y 2 + 2z =
2a log xy + b.

(b) The general and complete integrals are f (z − cos x − cos y, x − y) = 0 and z = a(x − y) −
(cos x + cos y) + b respectively.

(c) The general and complete integrals are f 1

x + 1
4y 2
,z + 1

x = 0 and z = − xa + a−1
4y 2
+b
respectively.

TYPE 4: Clairaut’s equation

Consider an equation of the form

z = px + qy + f (p, q). (2.5.16)

14
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: Partial Differential Equations Professor of Mathematics

For this, the Charpit’s auxiliary equations reduce to

dx dy dz dp dq
x+fp = y+fq = px+qy+pfp +qfq = 0 = 0 ·

From the last two ratios, obviously p = a and q = b are solutions. Using these in (2.4.4) and
then integrating, the complete integral of (2.5.16) is

z = ax + by + f (a, b). (2.5.17)

Singular Integral: Partially differentiating (2.5.17) with respect to a and b,

0 = x + fa and 0 = y + fb . (2.5.18)

Eliminating a and b from (2.5.17) and (2.5.18), we obtain the singular solution of (2.5.16).

Exercise 2.5.7. Find the complete and singular integrals of the following equations:

(a) z = px + qy + p2 q 2
√
(b) z = px + qy − 2 pq

(c) q(z − px − qy) = p(1 − q)

Answers

(a) The complete integral is z = ax + by + a2 b2 ; the singular integral is 16z 3 + 27x2 y 2 = 0

√
(b) The complete integral is z = ax + by − 2 ab; the singular integral is xy = 1
a
(c) The complete integral is z = ax + by + b − a; the singular integral is (1 − x) = y

Exercise 2.5.8. Find the complete, singular and general integrals of (1−x)p+(2−y)q = 3−z.

Answers
The complete integral
is z = ax + by + (3 − a − 2b); the singular integral is z = 3; the general
y−2 z−3
integral is f x−1 , y−2 = 0.

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Chapter 3

Solution by the Method of Separation of Variables

3.1 Separation of Variables, Product Method or Fourier’s Method

Assume that the solution of a given pde is of the product-form: u(x, t) = X(x)T (t), neither of
the factors X(x) and T (t) being identically 0. Then find the partial derivatives of u with respect
to x and t involved, and then substitute all these expressions in in the pde. This reduces to a
pair of ordinary differential equations in x and t. Solve these for X(x) and T (t). In addition,
if the initial and boundary conditions are provided, find the arbitrary constants involved.
Example 3.1.1. Solve
∂u ∂u
3 − = 0, (3.1.1)
∂x ∂t
with

u(0, t) = 5e−t . (3.1.2)

Solution.
Write u(x, t) = X(x)T (t). Then ∂u
∂x = X ′ (x)T (t) and ∂u
∂t = X(x)T ′ (t). Substituting these in
(3.1.1),

1 X ′ (x) 1 T ′ (t)
3X ′ (x)T (t) − X(x)T ′ (t) = 0 or = ·. (3.1.3)
4 X(x) 3 T (t)

Note that the left hand side fraction is independent of t and the right hand side fraction is
independent of x. Therefore, the two fractions in (3.1.3) are equal only if each of it equals some
constant, say λ. Thus we get two ordinary differential equations

X ′ (x) T ′ (t)
= 4λ and = 3λ. (3.1.4)
X(x) T (t)

Solving these, X(x) = ae4λx and T (t) = be3λt . Thus

u(x, t) = ae4λx be3λt or u(x, t) = ce(4x+3t)λ , (3.1.5)

where c = ab. Employing the condition (3.1.10), ce3tλ = 5e−t . On comparison, we find that
c = 5 and λ = −1/3. Thus the solution we need is u(x, t) = 5e−(4x+3t)/3 or u(x, t) = 5e−t−4x/3 .
Example 3.1.2. Solve
∂u ∂u
2 +t = 0, (3.1.6)
∂x ∂t
with
1
u(x, 1) = e−x . (3.1.7)
3

Solution.
Write u(x, t) = X(x)T (t). Then ∂u
∂x = X ′ (x)T (t) and ∂u
∂t = X(x)T ′ (t). Substituting these in

16
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 2: The Method of Separation of Variables Professor of Mathematics

(3.1.1),

X ′ (x) t T ′ (t)
2X ′ (x)T (t) + tX(x)T ′ (t) = 0 or =− ·. (3.1.8)
X(x) 2 T (t)

Note that the left hand side fraction is independent of t and the right hand side fraction is
independent of x. Therefore, the two fractions in (3.1.8) are equal only if each of it equals some
constant, say λ. Thus we get two ordinary differential equations

X ′ (x) T ′ (t) 2λ
= λ and =− · (3.1.9)
X(x) T (t) t

Solving these, X(x) = aeλx and T (t) = b/t2λ . Thus

 λ
u(x, t) = ae4λx b/t2λ or u(x, t) = c ex /t2 , (3.1.10)

where c = ab. Employing the condition (3.1.7), ceλx = 13 e−x . On comparison, we find that

−1
c = 1/3 and λ = −1. Thus the solution we need is u(x, t) = 31 ex /t2 or u(x, t) = t2 /3ex .

Self-check Exercises

Exercise 3.1.1. Solve the following using the method of separation of variables:

(a) 4x ∂u ∂u
∂x − 5 ∂t = 0

(b) 2x ∂u ∂u
∂x + 3t ∂t = 0

(c) t ∂u ∂u
∂x − 2x ∂t = 0
∂u ∂u
(d) ∂x + ∂t = 2u
∂u ∂u
(e) ∂x − ∂t = 3u

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