MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

Lecture 6

33

Some Special Types of First-Order PDEs

We shall consider some special types of rst-order partial dierential equations whose
solutions may be obtained easily by Charpits method.
Type (a): (Equations involving only p and q)
If the equation is of the form
f (p, q) = 0

(1)

then Charpits equations take the form

dx
dy
dz
dp
dq
=
=
=
=
fp
fq
pfp + qfq
0
0
An immediate solution is given by p = a, where a is an arbitrary constant. Substituting
p = a in (1), we obtain a relation
q = Q(a).
Then, integrating the expression
dz = adx + Q(a)dy
we obtain
z = ax + Q(a)y + b,

(2)

where b is a constant. Thus, (2) is a complete integral of (1).

Note: Instead of taking dp = 0, we can take dq = 0 q = a. In some problems, taking
dq = 0 the amount of computation involved may be reduced considerably.
EXAMPLE 1. Find a complete integral of the equation pq = 1.
Solution. If p = a then pq = 1 q =

1
a.

In this case, Q(a) = 1/a. From (2), we

obtain a complete integral as

y
+b
a
a2 x + y az = c,
z = ax +
=
where a and c are arbitrary constants.
Type (b) (Equations not involving the independent variables):
For the equation of the type
f (z, p, q) = 0,

(3)

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34

Charpits equation becomes

dx
dy
dz
dp
dq
=
=
=
=
.
fp
fq
pfp + qfq
pfz
qfz
From the last two relation, we have
dp
dq
dp
dq
=
=
=
pfz
qfz
p
q
p = aq,

(4)

where a is an arbitrary constant. Solving (3) and (4) for p and q, we obtain
q = Q(a, z) = p = aQ(a, z).
Now
dz = pdx + qdy
=

dz = aQ(a, z)dx + Q(a, z)dy

dz = Q(a, z) [adx + dy] .

It gives complete integral as

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

(5)

where b is an arbitrary constant.

EXAMPLE 2. Find a complete integral of the PDE p2 z 2 + q 2 = 1.
Solution. Putting p = aq in the given PDE, we obtain
a2 q 2 z 2 + q 2 = 1

Now,

q 2 (1 + a2 z 2 ) = 1

q = (1 + a2 z 2 )1/2 .

(
p = (1 q )/z = 1
2

=
=

1
(1 + a2 z 2 )

)(

1
z2

a2
1 + a2 z 2
p = a(1 + a2 z 2 )1/2 .
p2 =

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

dz = a(1 + a2 z 2 )1/2 dx + (1 + a2 z 2 )1/2 dy
=
=

(1 + a2 z 2 )1/2 dz = adx + dy
}
1 {
az(1 + a2 z 2 )1/2 log[az + (1 + a2 z 2 )1/2 ] = ax + y + b,
2a

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35

which is the complete integral of the given PDE.

Type (c): (Separable equations)
A rst-order PDE is separable if it can be written in the form
f (x, p) = g(y, q).

(6)

That is, a PDE in which z is absent and the terms containing x and p can be separated
from those containing y and q. For this type of equation, Charpits equations become
dy
dz
dp
dq
dx
=
=
=
=
.
fp
gq
pfp qgq
fx
gy
From the last two relation, we obtain an ODE
dp
dx
dp fx
=
=
+
=0
fx
fp
dx fp

(7)

which may be solved to yield p as a function of x and an arbitrary constant a. Writing

(7) in the form fp dp + fz 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 dz = pdx + qdy to determine a complete integral.
EXAMPLE 3. Find a complete integral of p2 y(1 + x2 ) = qx2 .
Solution. First we write the given PDE in the form
p2 (1 + x2 )
q
=
(separable equation)
2
x
y
It follows that
p2 (1 + x2 )
ax
= a2 = p =
,
2
x
1 + x2
where a is an arbitrary constant. Similarly,
q
= a2 = q = a2 y.
y
Now, the relation dz = pdx + qdy yields

ax
a2 y 2
dz =
dx + a2 ydy = z = a 1 + x2 +
+ b,
2
1 + x2
where a and b are arbitrary constant, a complete integral for the given PDE.

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Type (d): (Clairauts equation)

A rst-order PDE is said to be in Clairaut form if it can be written as
z = px + qy + f (p, q).

(8)

Charpits equations take the form

dy
dz
dp
dx
dq
=
=
=
=
.
x + fp
y + fq
px + qy + pfp + qfq
0
0
Now, dp = 0 = p = a, where a is an arbitrary constant.
dq = 0 = q = b, where b is an arbitrary constant.
Substituting the values of p and q in (8), we obtain the required complete integral
z = ax + by + f (a, b).
EXAMPLE 4. Find a complete integral of (p + q)(z xp yq) = 1.
Solution. The given PDE can be put in the form
z = xp + yq +

1
,
p+q

(9)

which is of Clairauts type. Putting p = a and q = b in (9), a complete integral is given

by
z = ax + by +

1
,
a+b

where a and b are arbitrary constants.

Practice Problems
Find complete integrals of the following PDEs.
1. p + q = pq
2.

p+ q =1

3. z = p2 q 2
4. p(1 + q) = qz
5. p2 + q 2 = x + y

6. z = px + qy + 1 + p2 + p2
7. zpq = p2 (xq + p2 ) + q 2 (yp + q 2 )