NON-LINEAR

PARTIAL DIFFERENTIAL EQUATION

(STANDARD FORM)

STANDARD FORM I: (ONLY 𝒑 & 𝒒 PRESENT)

SOLVING RULE:
i.e. f ( p, q) = 0 . . . . . . (1)
From Charpit’s auxiliary equation
dx dy dz dp dq
= = = =
− f p − f q − pf p − qf q f x + f z p f y + f z q
Here, dp = 0
=> p = a [By Integrating]
From (1) f (a, q) = 0
=> q = Q(a)
 dz = pdx + qdy
= adx + p(a)dy
 z = ax +  (a) y + c

Example-1(BD-32, Ex-5): Solve p + q =1

Solution: Given that, p + q = 1 . . . . .(1)
By using Charpit’s auxiliary equation, we obtain
p=a
From (1) a + q =1
= q = 1 − a
= q = (1 − a )2
Thus dz = pdx + qdy
= dz = adx + (1 − a )2 dy
By integrating, z = ax + (1 − a )2 y + c (Ans.)

Example-2: Solve p3 + q3 = 1
Solution: Given that, p3 + q3 = 1
Using Charpit’s auxiliary equation,
p=a
 q3 = 1 − a3
1
= q = (1 − a ) 3 3

1
 1
 dz = adx + (1 − a 3 ) 3 dy
1
= z = ax + (1 − a3 ) 3 y + c (Ans.)

EQUATION REDUCIBLE TO STANDARD FORM  :

EXAMPLE-1 (R-79, Ex-5): Solve x 2 p 2 + y 2 q 2 = z 2
Solution: The given equation can be written as
x2 2 y 2 2
p + 2 q =1
z2 z
x z
2
y 2 z
= 2 ( )2 + 2 ( )2 = 1
z x z y
x z 2 y z 2
= ( ) +( ) =1
z x z y
z z
= ( z )2 + ( z ) 2 = 1..............(1)
x y
x y
Putting,
z y x
= Z , = Y , = X ..................(2)
z y x
lnz = Z, lny = Y , ln x = X ................(3)
From equation (1)and(2),we get that,
Z Z
( )2 + ( )2 = 1
x y
= P2 + Q2 = 1.........(4)
Z Z
Where = p and = q .(4) is of the form f ( p, q) = 0
x y
By Charpit's auxiliary equation,
P=a
Q2 + a2 = 1
Q2 = 1 − a2
Q = 1 − a2
Now, dz = PdX + QdY
= dZ = adX + 1 − a 2 dY
 Z = aX + ( 1 − a 2 )Y + c.........(5)
1
= ln z = a ln x + (1 − a 2 ) 2 ln y + lnc
1− a 2
= z = Cx a y

2
Again,from equation (5),
 Z = X cos  + sin Y + log c ' [Taking a = cos  , 1 − a 2 = sin  and c = log c ' ]
 log z = cos  log x + sin  log y + log c '
 z = c ' x cos y sin  .................(6)
To determine singular integral. Differentiating (6) partially w.r.t.  and c ' successively,we obtain
0 = c 'cos .xcos ysin log y − c 'sin .xcos ysin log x.....(7)

And 0 = xcos ysin .......(8)

Eliminating  and c ' from (6) ,(7)and (8),the singular solution isc
To determine general integral. Putting c ' =  (a) ,where  is an arbitrary function,
z =  (a) xcos ysin ........(9)
Differentiating (9) ,partially,w.r.t.’  ’,we get,
0 =  '(a) xcos ysin +  (a){xcos ysin cos  − xcos ysin sin }.......(10)
The required general integral is obtained by eliminating  from (9) and (10).
Example-2 (R-78, Ex-4(1)): Solve x2 p2 + y 2q2 = z
Solution: The given equation can be rewritten as
x2 2 y 2 2
p + q =1
z z
x z 2 y 2 z 2
2
= .( ) + .( ) = 1
z x z y
xz 2 yz 2
Or, ( ) +( ) =1
z x z y
2
 z   z 
2

   
Or,  z  +  z  = 1..........(1)
 x   y 
 x   y 
   
z x y
Let, = Z , = X , = Y ……………..(2)
z x y
= 2 z = Z , ln x = X , ln y = Y ……………..(3)
Now from (1) and (2),
2
 z   z 
2

  +  =1
 x   y 
Or, P 2 + Q 2 = 1 ……….(4)
z z
Where, p = and Q = .(4) is of the form f ( p, Q) = 0
x y
So,solution of (4) IS z = aX + bY + c, ……………..(5)

3
Where, a 2 + b2 = 1 or, b = 1 − a 2 ,putting a for p and b for Q in (4).
 from (4),the required complete integral is
 Z = ax + y 1 − a 2 + c
= 2 z = a ln x + 1 − a 2 ln y + c ,by (3)
1− a 2
 log x a + log y − log c ' = 2 z , taking c = − log c '
1− a
 log{x a y / c '} = 2 z
2

1− a 2
 xa y = c ' e2 z

Where a and c’ are two arbitrary constants.

which is the required solution.

STANDARD FORM II : (CLAIRAUT’S FORM)

A first order PDE is said to be of Clairaut form it can be written in the form Z = px + qy + f ( p, q)
SOLVING RULE:
The given equation is, F ( x, y, z, p, q) = px + qy + f ( p,q) − z.........(1)
Differentiating (1)
f x = p, f y = q, f z = −1 f p = x + f p ( p,q) f q = y + f q ( p, q)
, ,
From the Charpit’s auxiliary equation be
dx dy dz dp dq
= = = =
− f p − f q − pfp − qfq f x + pf z f y + qf z
dx dy dz dp dq
= = = =
− x − f p ( p,q) − y − f q ( p,q) − px − qy − pf p − qf q p − p q − q
 dp = 0 and dq = 0
= p = a and q = b
 z = ax + by + f (a, b)
which is the required solution.

Example-1: Solve z = px + qy + p pq
Solution: Given that, z = px + qy + p pq ...........(1)
From Charpits auxiliary equation,
p = a and q = b
f ( p, q) = q pq
 f (a, b) = 2 ab
Hence the complete integral of the given equation is
z = ax + by + 2 ab

Example-2: Solve z = px + qy + p3 + q3
4
Solution: Given that, z = px + qy + p3 + q3.............(1)
This is an equation of standard form II
i.e. Clairaut’s integral of (1) is,
z = ax + by + a 3 + b 3

Example-3.1 (R-85, Ex-1): Find the complete and singular integral of z = px + qy + pq

Solution:
Given that,
z = px + qy + pq --------(1)
which is of standard form II, so its complete integral is
z = ax + by + ab -------(2)
Singular Integral:
Differentiate (2) partially w.r.t. 𝑎 & 𝑏
x+b = 0
 b = −x
and
y+a =0
a = −y
Putting this value in (2) we get,
z = − xy − xy + xy
z = − xy
which is the required singular solution.
General integral:
Take b =  (a) ,where  denotes an arbitrary function,Then (2) becomes
z = ax +  (a) y + a (a) ……………..(3)
Differentiate (3) partially w.r.t. 𝑎 ,we have
0 = x +  '(a) +  (a) − a '(a) ……………………(4)
The general integral is obtained by eliminating a between (3) and (4).

Example-3.2 (R-85, Ex-3): Find the complete and singular integral of z = px + qy + c 1 + p 2 + q 2

Solution:
Complete Integral:
Given that,
z = px + qy + c 1 + p 2 + q 2
This is the form z = px + qy + f ( p, q)
Hence, the complete integral of the given equation is z = ax + by + c 1 + a 2 + b 2 − − − − − −(1)
Singular Integral:
Differentiate (1) partially w.r.t 𝑎 & 𝑏,we get

5
 c.2a
0= x+
2 1 + a 2 + b2
ac
x+ = 0 − − − − − − − (2)
1 + a 2 + b2
and
bc
y+ = 0 − − − − − − − (3)
1 + a 2 + b2
From (2) and (3),
a 2c 2 + b2c 2
 x2 + y 2 =
1 + a 2 + b2
a 2c 2 + b2c 2 c2
c − x − y = c −
2 2 2 2
=
1 + a 2 + b2 1 + a 2 + b2
c2
So that, 1 + a 2 + b 2 = 2 ………………….(4)
c − x2 − y 2
From (2),
ac
x+ =0
c2
c2 − x2 − y2
− ac 2
x = c − x2 − y2
c
x
a = −
c2 − x2 − y 2
Similarly, from (3)
y
b=−
c − x2 − y 2
2

Putting this value of a & b in (1) the singular solution is,

x2 y2 c
z=− − + c.
c −x −y
2 2 2
c −x −y
2 2 2
c − x2 − y 2
2

− x2 − y 2 + c2
z =
c2 − x2 − y 2
z = c2 − x2 − y 2
 x2 + y 2 + z 2 = c2
which is the required singular solution.
General integral :
Taking b =  (a) ,where  is an arbitrary function,we find that (1) reduces to
1
z = ax + y (a) + c[1 + a 2 + { (a)}2 ] 2 …………………………(6)
Differentiating both sides of (6) partially w.r.t. ‘a’,we get
6
 1
1 −
0 = x + y '(a) + ( )c[1 + a 2 + { (a)}2 ] 2 .[2a + 2 (a) '(a)]...............(7)
2
Eliminating a from (6) and (7), we get the general integral.

Example-4 (BD-34, Ex-3): Find the complete and singular integral of z = px + qy − 2 pq

Solution:
Complete Integral:
Given that,
z = px + qy − 2 pq
This is of the form
z = px + qy + f ( p, q)
Hence, the complete integral is z = ax + by − 2 ab − − − − − −(1)

Singular Integral:
Differentiate (1) partially w.r.t. 𝑎 & 𝑏 respectively ,we get
1
0= x−2 .b
2 ab
b
 = x − − − − − (2)
a
and
1
0=Y −2 .a
2 ab
a
 = y − − − − − (3)
b
Multiply (2) & (3) to eliminate a and b ,
b a
xy =  =1
a b
It is the required singular integral.

7
 STANDARD FORM III : (ONLY 𝒑, 𝒒 & 𝒛 PRESENT)

SOLVING RULE:
i.e. f ( p, q, z ) = 0 − − − −(1)
From Charpit’s auxiliary equation
dx dy dz dp dq
= = = = − − − −(2)
− f p − f q − pf p − qf q f x + f z p f y + f z q
Here, f x = 0, f y = 0
Putting (2)
dp dq
=
fz p fzq
dp dq
 =
p q
 ln q = ln p + ln a
 q = ap
From (1)
𝑓(𝑝, 𝑎𝑝, 𝑧) = 0
𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦 = 𝑝𝑑𝑥 + 𝑎𝑝𝑑𝑦 = 𝑝(𝑑𝑥 + 𝑎𝑑𝑦) = 𝑝𝑑𝑋
where, X = x + ay
𝑑𝑧 𝑑𝑧
= 𝑝 and 𝑎 𝑑𝑋 = 𝑞
𝑑𝑋
𝑑𝑧 𝑑𝑧
From (1) 𝑓 (𝑑𝑋 , 𝑎 𝑑𝑋 , 𝑧) = 0

Example-1(BD-37,Exercise -2): Find the complete, singular and general solution of p 3 + q 3 = 27 z

Solution: The given equation is of the standard form-III
i.e. f ( p, q, z) = 0
𝑑𝑧 𝑑𝑧
So, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay
From (1)

8
dz 3 dz
( ) + a 3 ( )3 = 27 z
dx dx
dz
 (1 + a 3 )( )3 = 27 z
dx
1
dz 3z 3
 = 1
dx
(1 + a 3 ) 3
dz 3dx
 1
= 1
z 3
(1 + a 3 ) 3

By integrating
3 23 1
.z = 3 X (1 + a ) + b
3 3

2
2
2X + b
 z3 = 1
(1 + a 3 ) 3
By Cubing,
8( x + ay + b)3
z2 = , since X = x + ay
1 + a3
 z 2 (1 + a3 ) = 8( x + ay + b)3 − − − −(2)
which is a complete integral containing two arbitrary constants.

Singular solution:
Differentiating (2) partially w.r.t 𝑎 & 𝑏
24( x + ay + b) 2 . y = 3a 2 z 2 − − − −(3)
and
24( x + ay + b) 2 = 0
 x + ay + b = 0
 24.0. y = 3a 2 z 2
z = 0
which is the required singular solution.

General Integral:
Let, b =  (a) where,  is an arbitrary function.
Then from (2)
8( x + ay +  (a))3 = z 2 (1 + a3 ) − − − −(5)
Differentiating (5) w.r.t 𝑎
24[ x + ay + (a)]2 .( y +  ' (a)) = 3a2 z 2 − − − −(6)
General integral is obtained by eliminating a form (5) & (6).
9
Example-2(Bd-37,Exercise-4): Find complete and singular integrals of p(1 + q) = qz .
Solution: Given, p(1 + q) = qz ----(1)
The given equation is of the form f ( p, q, z) = 0
𝑑𝑧 𝑑𝑧
Let, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay
From (1)
dz  dz  dz
 1 + a  = az
dx  dx  dx
dz
 1+ a = az
dx
dz
a = az − 1
dx
dz 1
 = z−
dx a
dz
 = dx
1
z−
a
 1
 log  z −  = X + b
 a
1
 z − = e X .b
a
1
 z − = e x + ay .b
a
which is the required complete solution.
Singular Integral: Home work

Example-3 (BD-35, Ex-1): Solve z = pq .

Solution: Given, z = pq ----(1)
The given equation is of the form f ( p, q, z) = 0
𝑑𝑧 𝑑𝑧
Let, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay
From (1)
dz dz
z= .a
dX dX
2
 dz 
 z = a 
 dX 
dz
 dX = a ,Where X = x + ay
z
By integrating,We get

10
X = a .2 z + c
 x + ay = 2 az + c
 ( x + ay − c ) = 4az
2

which is the required solution.

Example-4 (BD-36, Ex-3): Solve pz = 1 + q 2 .

Solution: Given that,
pz = 1 + q 2 ----(1)
The given equation is of the form f ( p, q, z) = 0
𝑑𝑧 𝑑𝑧
Let, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay
2
dz  dz 
 .z = 1 + a 2  
dX  dX 
2
 dz  dz
a  2
 − z. +1 = 0
 dX  dX
dz z  z 2 − 4a 2
 =
dX 2a 2
dz dX
 = 2
[ z  z 2 − 4a 2 ] 2a
dz[ z z 2 − 4a 2 ] dX
 =
[ z  z 2 − 4a 2 ][ z z 2 − 4a 2 ] 2a 2

dz ( z z 2 − 4a 2 ) dX
 = 2
z 2 − z 2 + 4a 2 2a
 (z z 2 − 4a 2 )dz = 2dX
By integrating,
z2  z 4a 2 
−  ( z 2 − 4a 2 ) − ln z + (z
− 4a 2 )  = 2 X + c
2

2 2 2 
 z 2  z ( z 2 − 4a 2 ) − 4a 2 ln z + ( z 2 − 4a 2 )  = 4( x + ay ) + 2c
 
which is the complete solution.

Example-5 (R-92, Ex-10): Find a complete integral of p2 = z 2 (1 − pq) .

Solution: Given, p2 = z 2 (1 − pq) ----(1)
The given equation is of the form f ( p, q, z) = 0

11
 𝑑𝑧 𝑑𝑧
Let, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay
 dz 
2
  dz  
2

  = z 2
 1 − a   
 dX    dX  
2 2
 dz  2  dz 
  = z − az 
2

 dX   dX 
2 2
 dz  2  dz 
  + az   =z
2

 dX   dX 
2
 dz 
  (1 + az ) = z
2 2

 dX 
dz z
 =
dX 1 + az 2
1 + az 2 1 + az 2
  dX = .dz = dz
z z. 1 + az 2
dz az
  dX = + dz
z. 1 + az 2 1 + az 2
Integrating, we get
dz 1 2az
( X + c) =  +  dz …………….(1)
z. 1 + az 2 2 z. 1 + az 2
dz
Now,  z. 1 + az 2
(−1/ t 2 )dt putting z = 1/ t

(1/ t ). 1 + a(1/ t ) 2 so that dz = −(1/ t 2 )dt

dt t 1
 = − sinh −1 = − sinh −1 ………………….(2)
t +a
2
a z a
1 2az putting 1 + az 2 = v 2
And, 
2 z. 1 + az 2
dz
so that 2azdz = 2vdv
1
1 2vdv
2 v
 = v = (1 + az 2 2
) ………………….(3)

Using (2)and (3),(1) reduces to,

 1 
 ( X + c) = − sinh −1   + 1 + az
2

z a
 1 
 ( x + ay + c) = − sinh −1   + 1 + az where, X = x + ay
2

z a

which is the required complete integral.

12
EXAMPLE-6 (BD-37, Ex-5): Find a complete integral of p (1 + q 2 ) = q ( z −  ) .
Solution: Given, p (1 + q 2 ) = q ( z −  ) ----(1)
The given equation is of the form f ( p, q, z) = 0
𝑑𝑧 𝑑𝑧
Let, 𝑑𝑋 = 𝑝 and 𝑞 = 𝑎 𝑑𝑋 where, X = x + ay

dz   dz  2  dz
 1 +  a   = a (z −  )
dX   dX   dX

dz  2  dz 
2
 dz
 1 + a    = a (z −  )
dX   dX   dX
2
 dz 
1+ a   = a( z −  )
2

 dX 
dz a( z −  ) − 1
 =
dX a
adz
 dX =
a( z −  ) − 1
By integrating,
X + c = 2 a( z −  ) − 1
 ( X + c ) = 4a( z −  ) − 1
2

 ( x + ay + c ) = 4a( z −  ) − 1
2

which is the required solution.

Equation reducible to Standard form-III:

Example-7(R-94,EX-14): Find complete and singular integrals of 𝑧 2 (𝑝2 𝑥 2 + 𝑞 2 ) = 1.
Solution: Given, 𝑧 2 (𝑝2 𝑥 2 + 𝑞 2 ) = 1---------(1)
Put,
x = eu
 ln x = u
1
 dx = du
x
From (1)

13
   z  2 
z   x  + q2  = 1
2
  x  
 
  z  2 
  
 z 2   x  + q 2  = 1
 x  
  
 
  z 2 
 z    + q2  = 1
2
  u  
 
 z2 ( p2 + q2 ) = 1
which is a form of Standard form III
dz dz
Let, x = u + ay , p = , q = a
dx dx
  z  2  dz  2 
z   +  a   =1
2
  u   dx  
 
  z  2 2  dz 
2

 z   + a    =1
2
  x   dx  

2
 dz 
 z 1 + a 2    = 1
 dx 
dz
 z 1 + a2 =1
dx
dx
 zdz =
1 + a2
By integrating
z2 x
 = +b
2 1 + a2

z 2 u + ay
 = +b
2 1 + a2
z 2 ln x + ay
 = +b
2 1 + a2
which is the required solution.

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 STANDARD FORM IV: (SEPARABLE EQUATION)

An equation of the form f1 ( x, p) = f 2 ( y, q) i.e. a form in which z does not appear and the terms
containing x & p are on one side and 𝑦 & 𝑞 are on the other side.
SOLVING RULE:
F1 ( x, y, z, p, q) = f1 ( x, p) − f 2 ( y, q) = 0 − − − −(1)
By using Charpit’s auxiliary equation (from 1st and 4th term)
df1 = 0
 f1 = a
From (1)
f1 ( x, p) = f2 ( y, q) = a
i.e. f1 ( x, p) = a & f2 ( y, q) = a
p = F1 ( x, a) & q = F2 ( y, a)
 dz = pdx + qdy = F1 ( x, a)dx + F2 ( y, a)dy
 z =  F1 ( x, a)dx +  F2 ( y, a)dy + b

Example-1: Solve p + q − x2 − y 2 = 0
Solution: Given that,
p + q − x2 − y 2 = 0
 p − x2 = y 2 − q
This is the equation of Standard form-IV
 p − x2 = y 2 − q = a
 p − x2 = a y2 − q = a
and
 p = a + x2  q = y2 − a
 dz = pdx + qdy
 dz = ( a + x 2 ) dx + ( y 2 − a ) dy
Integrating,
x3 y 3
 z = ax + + − ay + b
3 3
which is the required complete integral.(Ans.)

Example-2: Solve q = xyp2

Solution: Given,
q = xyp 2
q
 p2 x =
y

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Let,
A = p2 x
A
p=
x
and
q
=A
y
 q = Ay
A
 dz = pdx + qdy = dx + Aydy
x
By integrating,
y2
z= A2 x + A +B
2
which is the required solution.

EXAMPLE-3 (BD-38, Ex-1): Solve q = px + p2

Solution: Given, q = px + p2
This is the equation of Standard form-IV
Let, q = px + p2 = a (say)
[of the form f1 ( x, p) = f2 ( y, q) ]
 px + p2 = a
 px + p 2 − a = 0
− x  x 2 + 4a
 p=
2
− x + x 2 + 4a
 p=
2
Putting this in
− x + x 2 + 4a
dz = pdx + qdy = dx + ady
2
By integrating,
− x 2 x x 2 + 4 a 4a
z= + + ln x + x 2 + 4a + ay + c
4 4 4
 z =  − x 2 + x x 2 + 4a + a ln x + x 2 + 4a + ay + c 
1
4  
which is the required solution.(Ans.)

Example-4 (BD-38, Ex-5): Solve pe y = qe x

Solution: Given,
pe y = qe x ------(1)
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pe− x = qe− y
This is the form of f1 ( x, p) = f 2 ( y, q)
pe− x = qe− y = a (say)
Then,
pe− x = a qe− y = a
and
 p = ae x  q = ae y
dz = pdx + qdy = aex dx + ae y dy
By integrating,
 z = ae x + ae y + c
which is the complete integral of (1)

Equation reducible to standard form-IV

Example-5: Solve z( p2 − q2 ) = x − y
Solution: Given,
z( p2 − q2 ) = x − y
It can be written as
  z  2  z  2 
  rz.  −  rz.   = x − y − − − −(1)
  x   y  
 
Let,
zdz = dZ
2 32
 z =Z
3
Eq. (1) becomes
2
 Z   z 
2

  −  = x − y
 x   y 
 p2 − q2 = x − y
Z Z
where, P = ,Q =
x y
 P2 − x = Q2 − y
This is the equation of Standard form-IV
Putting
 P2 − x = Q2 − y = a
 P2 − x = a
 P2 = a + x
 P = a+x & Q = a+ y
Now,

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dZ = Pdx + Qdy
 dz = x + adx + y + ady
By integrating,
3 3
2 2 2
 Z = ( x + a)2 + ( y + a)2 + b
3 3 3
3 3 3
2 2 2 2
 z 2 = ( x + a)2 + ( y + a)2 + b
3 3 3 3
3 3 3
 z 2 = ( x + a)2 + ( y + a)2 + b
Which is the required solution.

Example-6: Solve p2 + q2 = z 2 ( x + y)
Solution: Given,
p2 + q2 = z 2 ( x + y)
2
 z   z 
2

   +   = z 2 ( x + y)
 x   y 
2
 z 1   z 1 
2

  .  +  .  = ( x + y ) − − − −(1)
 x z   y z 
Let,
1
z = Z
z
 ln z = Z
No. (1) becomes
2
 Z   Z 
2

  +  = ( x + y)
 x   y 
 P2 + Q2 = ( x + y)
 P2 − x = y − Q2
which is in the form-IV.
Equating each side to an arbitrary constant 𝑎, we have
P2 − x = a y − Q2 = a
 P2 = a + x And  Q 2 = y − a
 P = a+x Q= y−a
Thus,
dZ = Pdx + Qdy = a + xdx + y − ady
By integrating,

18
 3 3
2 2 2
Z= ( x + a)2 + ( y − a)2 + b
3 3 3
2 3 3

 ln z = ( x + a ) 2 + ( y − a ) 2 + b 
3 
3 3 3
 z 2 = ( x + a)2 + ( y + a)2 + b
which is a complete integral.

END

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