CHAPTER- 4

Charpit’s and Jacobi’s Methods for Solving

Non-linear Partial Differential Equations of
Order One

4.1 Introduction
We have already seen that a linear partial differential equation of
order one with two or more independent variables is solved by
Lagrange’s method. But, in many problems of science and engineering
when we arrive at a non-linear partial differential equation of order
one with two or more independent variables then we require new
methods of solution. Thus, we describe Charpit’s and Jacobi’s
methods for solving non-linear partial differential equations of order
one. These methods are also applicable for solving linear partial
differential equations of order one.
4.2 Charpit’s Method for Solving Non-linear Partial Differential
Equation of Order One
This method is used for solving non-linear partial differential
equations of order one involving two independent variables.
A general method for solving the most general non-linear partial
differential equation of order one i.e., the method for solving
f ( x , y , z , p , q )=0 …(1)

involving two independent variables x and y is given by Charpit and is

known as Charpit’s method. This method is applied to solve only
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those partial differential equations which cannot be solved by already

known methods. The basic idea in Charpit’s method is the introduction
of another partial differential equation of order one of the form
g ( x , y , z , p ,q )=0 …(2)

involving the two independent variables x, y and the dependent

variable z, alongwith p and q. After introducing (2), we solve
equations (1) and (2) for p and q and then substitute these values in the
equation
dz= pdx +qdy …(3)
Now, if the solution of (3) exists, then this solution is the
complete solution of equation (1).
To determine g, we differentiate (1) and (2) partially w.r.t. x and
y. Thus, we have
∂ f ∂f ∂ f ∂ p ∂ f ∂q ∂ g ∂g ∂g ∂ p ∂ g ∂q
+ p+ + =0 , + p+ + =0,
∂x ∂z ∂ p ∂x ∂q ∂ x ∂x ∂ z ∂ p ∂x ∂q ∂ x
∂f ∂f ∂f ∂ p ∂ f ∂q ∂ g ∂g ∂g ∂ p ∂ g ∂q
+ q+ + =0 , + q+ + =0
∂y ∂z ∂ p ∂ y ∂q ∂ y ∂ y ∂z ∂ p ∂ y ∂q ∂ y
∂p
Eliminating from the first pair of the above, we have
∂x

( ∂∂ fx + ∂∂ fz p+ ∂∂qf ∂∂ qx ) ∂∂ gp −( ∂∂ gx + ∂∂ gz p+ ∂∂ gq ∂∂ qx ) ∂∂ fp =0
or
∂f ∂g ∂g ∂f ∂f ∂ g ∂ g ∂f ∂ f ∂g ∂g ∂f ∂q
( −
∂x ∂p ∂x ∂p
+ − )(
∂ z ∂ p ∂z ∂ p
p+ −
∂q ∂ p ∂q ∂ p ∂ x ) (
=0 … )
(4)
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∂q
Similarly, eliminating from the second pair, we have
∂y

( ∂∂ fy ∂∂ gp − ∂∂ gy ∂∂ qf )+( ∂∂ fz ∂∂ gp − ∂∂ gz ∂∂ qf ) q+( ∂∂ fp ∂∂ gq − ∂∂ gp ∂∂qf ) ∂∂ py =0

…(5)

∂q ∂2 z ∂p
Since = = , therefore, the last term in (4) is the
∂x ∂ x∂ y ∂ y
same as the last term in (5) except for a minus sign and hence they
cancel on adding equations (4) and (5).
Adding (4) and (5) and re-arranging the terms, we obtain

( ∂∂ fx + p ∂∂ fz ) ∂∂ gp +( ∂∂ fy + q ∂∂ fz ) ∂∂ gq +(− p ∂∂ fp −q ∂∂ qf ) ∂∂ gz
+ (−∂∂ qf ) ∂∂ gx +(−∂∂ qf ) ∂∂ gy =0 …(6)

This is a linear partial differential equation of order one with x, y,

z, p and q as independent variables and g as the dependent variable.
Thus, it can be solved by Lagrange’s method.
Therefore, we have the following system of auxiliary equations:

dp dq dz dx dy dg
= = = = =
∂f ∂f ∂f ∂f ∂f ∂ f −∂ f −∂ f 0
+p +q −p −q
∂x ∂z ∂y ∂z ∂p ∂q ∂p ∂q
…(7)
Any two fractions of (7) which involve p or q or both can be
taken to give a relation between p and q, which is solved for p and q
with equation (1). Substituting these values of p and q in (3) and then
integrating it, we get the complete solution of the given partial
differential equation.
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The auxiliary equations given by (7) are called as Charpit’s

auxiliary equations or simply Charpit’s equations.
4.3 Working Rules of Charpit’s Method for Solving Non-Linear
Partial Differential Equations of Order One with Two
Independent Variables
The following steps are required while using Charpit’s method
for solving non-linear partial differential equation of order one:
Step 1. Transfer all the terms of given PDE to L.H.S. and denote the
entire expression in L.H.S. by f(x, y, z, p, q).
Step 2. Write down the Charpit’s auxiliary equations.
∂f ∂f
Step 3. Find the values of , , etc. occurring in Charpit’s
∂x ∂ y
auxiliary equations. Put them in Charpit auxiliary equations and
simplify.
Step 4. Choose two proper fractions from Charpit’s auxiliary
equations such that the resulting integral may come out as simplest
relation involving at least one of p or q or both.
Step 5. The simplest relation of step 4 is solved along with given
partial differential equation to find p and q. Put these values of p and q
in dz = pdx + qdy which on integration gives the complete integral of
the given partial differential equation.
The singular and general integrals may be obtained in the usual
manner.
SOLVED EXAMPLES

Example 1. Find a complete integral of the partial differential

equation 3p2 = q by Charpit’s method.
Solution : The given partial differential equation may be written as
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f ( x , y , z , p , q ) ≡3 p2−q=0 …(1)

∴ Charpit’s auxiliary equations for (1) are :

dp dq dz dx dy
= = = =
∂f ∂f ∂f ∂f ∂f ∂ f −∂ f −∂ f
+p +q −p −q
∂x ∂z ∂y ∂z ∂p ∂q ∂p ∂q
dp dq dz dx dy
or = = = =
0+ p .0 0+ q .0 −6 p2+ q −6 p 1
…(2)
Taking the first fraction of (2), we obtain dp = 0
Integrating it, we get p=a …(3)
Substituting the value p = a in (1), we get q = 3a2 …(4)
Now, putting the values of p and q respectively from (3) and (4)
in dz = pdx + qdy, we obtain
dz = adx + 3a2 dy
Integrating it, we obtain z = ax + 3a2y + b …(5)
Thus, the required complete integral is given by (5).
Example 2. Find a complete integral of p2 – y2q = y2 – x2 by Charpit’s
method.
Solution : Here, given partial differential equation may be written as
f(x, y, z, p, q) ≡ p2 – y2q – y2 + x2 = 0 …(1)
∴ Charpit’s auxiliary equations for (1) are :
dp dq dz dx dy
= = = =
∂f ∂f ∂f ∂f ∂f ∂ f −∂ f −∂ f
+p +q −p −q
∂x ∂z ∂y ∂z ∂p ∂q ∂p ∂q
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dp dq dz dx dy
or = = = = 2
2 x −2 yq−2 y −2 p + y q −2 p y
2 2

…(2)
Taking the first and fourth fractions of (2), we obtain
pdp + xdx = 0

Integrating it, we get p2 + x 2=a2 …(3)

Solving (1) and (3) for p and q, we get

p= √( a2−x 2 ) and q=a 2 y −2 −1

Putting these values of p and q in dz = pdx + qdy, we have

dz= √( a2−x 2 ) dx+ ( a2 y−2−1 ) dy

Integrating it, we obtain

x ( 2 2 ) a2 −1 x a2
z= √ a −x + sin
2 2 a
− −y
y () …(4)

Thus, the required complete integral is given by (4).

EXERCISE 4 (A)
Find complete integral in each problem by Charpit’s method:
1. z = px + qy + pq 2. p2 + px + q = z
3. (p + q) (z – px – qy) = 1 4. p + q = 3pq
5. Find a complete integral of z2 = pqxy by Charpit’s method.
6. Using Charpit’s method, find a complete integral of p2x + q2y = z
7. Find a complete integral of 2z + p2 + qy + 2y2 = 0 by Charpit’s
method.
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8. Find a complete integral of (p2 + q2) x = pz by Charpit’s method.

ANSWERS

1. z=ax+by + ab 2. z=ax+ a2+ be y

1 2
3. ( a+ b ) ( z−ax−by )=1 4. az=b− ( y +ax )
2
1
5. log z=a log x + log y+ log b or z=b x a y 1/ a
a

6. ( 1+a ) z=( √ ax + √ y +b )2

7. 2 y 2 z + y 2 ( x−a)2 + y 4 =b 8. z 2=a 2 x 2+(ay + b)2

4.4 Jacobi’s Method for Solving Non-linear Partial Differential

Equations of Order One
This method is used for solving non-linear partial differential
equations of order one involving three or more independent variables.
The central idea of this method is almost the same as that of Charpit’s
method for solving non-linear partial differential equations of order
one involving two independent variables. Here, we shall discuss
Jacobi’s method for solving non-linear partial differential equations of
order one involving three independent variables.
Consider a non-linear partial differential equation of order one of
the form
f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) =0 …(1)

involving three independent variables where the dependent variable z

∂z ∂z
does not occur except by its partial derivatives p1= , p2 = and
∂ x1 ∂ x2
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∂z
p3= . This form (1) of the non-linear partial differential equation
∂ x3
of order one is called its standard form.
The main idea in Jacobi’s method is to introduce two additional
non-linear partial differential equations of order one as
F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 1 …(2)

and F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 2 …(3)

where c1 and c2 are two arbitrary constants such that equations (1), (2)
and (3) can be solved for p1 , p2 ∧p 3 in terms of x 1 , x 2∧x 3 which when
substituted in
dz= p 1 d x1 + p2 d x 2 + p3 d x 3 …(4)

makes it integrable, for which the conditions are :

∂ p 2 ∂ p1 ∂ p3 ∂ p 2 ∂ p1 ∂ x 3
= , = , = …
∂ x 1 ∂ x 2 ∂ x 2 ∂ x 3 ∂ x3 ∂ x 1
(5)
Now, differentiating (1) and (2) partially w.r.t. x1, we get

∂ f ∂ f ∂ p 1 ∂ f ∂ p2 ∂ f ∂ p 3
+ + + =0 …
∂ x 1 ∂ p1 ∂ x 1 ∂ p 2 ∂ x1 ∂ p3 ∂ x 1
(6)
∂ F 1 ∂ F 1 ∂ p1 ∂ F 1 ∂ p2 ∂ F 1 ∂ p 3
+ + + =0
∂ x 1 ∂ p 1 ∂ x1 ∂ p 2 ∂ x 1 ∂ p 3 ∂ x 1
…(7)
∂ p1
Eliminating from the above equations (6) and (7), we have
∂ x1
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∂ f ∂ F1 ∂ f ∂ F 1 ∂ f ∂ F 1 ∂ f ∂ F1 ∂ p 2 ∂ f ∂ F 1 ∂ f ∂ F 1 ∂ p
( −
∂ x1 ∂ p 1 ∂ p 1 ∂ x1
+ )( − +) ( − )
∂ p2 ∂ p1 ∂ p 1 ∂ p 2 ∂ x 1 ∂ p3 ∂ p1 ∂ p 1 ∂ p 3 ∂ x

…(8)
Similarly, differentiating (1) and (2) partially w.r.t. x2 and then
∂ p2
eliminating from the resulting equations, we get
∂ x2

∂ f ∂ F1 ∂ f ∂ F1 ∂ f ∂ F 1 ∂ f ∂ F1 ∂ p 1 ∂ f ∂ F1 ∂ f ∂ F 1 ∂ p
( −
∂ x2 ∂ p 2 ∂ p2 ∂ x 2
+ )( − + ) ( − )
∂ p1 ∂ p2 ∂ p2 ∂ p 1 ∂ x 2 ∂ p3 ∂ p 2 ∂ p 2 ∂ p2 ∂ x

…(9)

Again, differentiating (1) and (2) partially w.r.t. x3 and then

∂ p3
eliminating from the resulting equations, we get
∂ x3

∂ f ∂ F1 ∂ f ∂ F1 ∂ f ∂ F 1 ∂ f ∂ F 1 ∂ p1 ∂ f ∂ F 1 ∂ f ∂ F 1 ∂ p
( −
∂ x3 ∂ p 3 ∂ p3 ∂ x 3
+ )( − + ) ( − )
∂ p1 ∂ p3 ∂ p 3 ∂ p1 ∂ x 3 ∂ p2 ∂ p 3 ∂ p 3 ∂ p2 ∂ x

…(10)

Adding the equations (8), (9) and (10) and then using (5), we get

∂ f ∂ F1 ∂ f ∂ F 1 ∂ f ∂ F1 ∂ f ∂ F1 ∂ f ∂ F1 ∂ f ∂ F1
( −
∂ x1 ∂ p 1 ∂ p 1 ∂ x1
+ )( −
∂ x 2 ∂ p2 ∂ p2 ∂ x 2
+ )( − )
∂ x 3 ∂ p3 ∂ p3 ∂ x 3
=0

3
∂ f ∂ F1 ∂ f ∂ F1
or ∑
r=1
( − )
∂ x r ∂ pr ∂ pr ∂ x r
=0
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3
∂ f ∂ F1 ∂ f ∂ F1
If we denote the expression ∑
r=1
( −
∂ x r ∂ pr ∂ p r ∂ x r )
by ( f , F 1),

then, above equation can be written as

3
∂ f ∂ F1 ∂ f ∂ F1
( f , F 1 )=∑
r=1
( −
∂ x r ∂ pr ∂ pr ∂ x r
=0 ) …(11)

In a similar way, starting with the equations (1) and (3) in place
of (1) and (2) and proceeding as above, we get
3
∂f ∂f ∂F ∂F
r=1
(
r
2

r r
2
( f , F 2 )=∑ ∂ x ∂ p − ∂ p ∂ x =0
r
) …(12)

Again, starting with the equations (2) and (3) in place of (1) and
(2) and proceeding as above, we get
3
∂F ∂F ∂F ∂F
1
( 2 1 2
( F 1 , F 2) =∑ ∂ x ∂ p − ∂ p ∂ x =0
r =1 r r r r
) …(13)

We note that the equations (11) and (12) are linear partial
differential equations of order one involving x 1 , x 2 , x 3, p1 , p2 , p 3 as
independent variables and F 1 , F2 as dependent variables respectively.
For both of these equations (11) and (12), Lagrange’s auxiliary
equations are given by
d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
∂f ∂f ∂f ∂f ∂f ∂f
( ) ( )( ) ( )( ) ( )
∂ x1
−
∂ p1 ∂ x2
−
∂ p2 ∂ x3
−
∂ p3
…(14)
which are known as Jacobi’s auxiliary equations.
We now try to find two independent integrals
F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 1 and F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 2 with the
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help of Jacobi’s auxiliary equations (14). If these relations satisfy the

equation (13), then these are taken as the required two additional
relations (2) and (3).

Now, we solve equations (1), (2) and (3) for p1 , p2 ∧p 3 in terms

x 1 , x 2∧x 3. Substituting these values of p1 , p2 ∧p 3 in
dz= p 1 dx 1 + p2 dx2 + p3 dx 3 and then integrating the resulting equation,
we shall obtain a complete integral of the given partial differential
equation containing three arbitrary constants of integration.
4.5 Working Rules of Jacobi’s Method for Solving Non-Linear
Partial Differential Equations of Order One with Three
Independent Variables
Step 1. Consider a non-linear partial differential equation of order one
with dependent variable z and x 1 , x 2∧x 3 as independent variables in
its standard form as
f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) =0 …(1)

∂z ∂z ∂z
where p1= , p2 = and p3= .
∂ x1 ∂ x2 ∂ x3

If the given PDE is not in the standard form (1), then we shall
first reduce it in the standard form and then we proceed to step 2.
Step 2. Write the Jacobi’s auxiliary equations for (1) as:
d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
∂f ∂f ∂f ∂f ∂f ∂f
( ) ( )( ) ( ) ( ) ( )
∂ x1
−
∂ p1 ∂ x2
−
∂ p2 ∂ x3
−
∂ p3
…(2)
Solving (2), we obtain two additional equations as
F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 1 …(3)
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and F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )=c 2 …(4)

where c1 and c2 are arbitrary constants.

While obtaining (3) and (4), we try to select simple fractions
from (2), so that solution of equations (1), (3) and (4) may be as easy
as possible.
Step 3. Verify that the relations (3) and (4) satisfy the condition
3
∂F ∂F ∂F ∂F
1
( 2 1 2
( F 1 , F 2) =∑ ∂ x ∂ p − ∂ p ∂ x =0
r =1 r r r r
) …(5)

If this condition (5) is satisfied, then we solve equations (1), (3)

and (4) for p1 , p2 ∧p 3 in terms of x 1 , x 2∧x 3. The substitution of
p1 , p2 ∧p 3 in dz= p 1 d x1 + p2 d x 2 + p3 d x 3 and subsequent integration of
it, leads to a complete integral of the given PDE.
4.6 Working Rules of Jacobi’s Method for Solving Non-Linear
Partial Differential Equations of Order One with Four
Independent Variables
The above results will be used with suitable modification for
solving non-linear partial differential equations of order one with four
or more than four independent variables.
Now, we shall write the steps of Jacobi’s method for solving
non-linear PDE of order one with four independent variables.
Step 1. Consider a non-linear partial differential equation of order one
with dependent variable z and x 1 , x 2 , x 3 ,∧x 4 as independent variables
in its standard form as
f ( x 1 , x 2 , x3 , x 4 , p1 , p 2 , p3 , p 4 )=0 …(1)

∂z ∂z ∂z ∂z
where p1= , p2 = , p= and p4 = .
∂ x1 ∂ x2 3 ∂ x3 ∂ x4
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If the PDE is not in the standard form (1), then we shall first
reduce it in the standard form and then we proceed to step 2.
Step 2. Write the Jacobi’s auxiliary equations for (1) as

d p1 d x1 d p2 d x2 d p3 d x3 d p4 d x4
= = = = = = =
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
( ) ( )( ) ( ) ( ) ( ) ( ) ( )
∂ x1
−
∂ p1 ∂ x2
−
∂ p2 ∂ x3
−
∂ p3 ∂ x4
−
∂ p4
…(2)
Solving (2), we obtain three additional equations as
F 1 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 ) =c 1 …(3)

F 2 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 )=c 2 …(4)

and F 3 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 )=c 3 …(5)

where c1, c2 and c3 are arbitrary constants.

While obtaining (3), (4) and (5), try to select simple fractions
from (2), so that solution of equations (1), (3), (4) and (5) may be as
easy as possible.
Step 3. Verify that the relations (3), (4) and (5) satisfy following three
conditions:
4
∂F ∂F ∂F ∂F
( 1 2 1 2
( F 1 , F 2) =∑ ∂ x ∂ p − ∂ p ∂ x =0
r =1 r r r r
) …(6)

4
∂ F2 ∂ F3 ∂ F2 ∂ F3
( F2, F3 =) ∑( −
∂ x r ∂ p r ∂ pr ∂ x r
=0 ) …(7)
r=1

4
∂ F3 ∂ F1 ∂ F3 ∂ F1
and ( F3, F1 = ) ∑( −
∂ x r ∂ p r ∂ pr ∂ x r
=0 ) …(8)
r=1
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If the conditions (6), (7) and (8) are satisfied, then we solve (1),
(3), (4) and (5) for p1 , p2 , p 3∧ p4 in terms x 1 , x 2 , x 3∧x 4 . The
substitution of p1 , p2 , p 3 and p4 in dz= p 1 d x1 + p2 d x 2 + p3 d x 3 + p4 d x 4
and subsequent integration of it, leads to a complete integral of the
given PDE.
SOLVED EXAMPLES

Example 1. Find a complete integral of p31 + p22 + p3=1 using Jacobi’s

method.
Solution : The given partial differential equation may be rewritten as :

f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) ≡ p31 + p22 + p3−1=0 …(1)

This is a non-linear partial differential equation of order one with

dependent variable z and three independent variables x 1 , x 2 , x 3 in its
standard form. Therefore, we shall solve (1) by Jacobi’s method.
Jacobi’s auxiliary equations for (1) are
d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
∂f ∂f ∂f ∂f ∂f ∂f
( ) ( )( ) ( )( ) ( )
∂ x1
−
∂ p1 ∂ x2
−
∂ p2 ∂ x3
−
∂ p3

d p1 d x 1 d p2 d x 2 d p3 d x3
or = = = = = …
0 −3 p 21 0 −2 p2 0 −1
(2)
Taking the first and the third fractions of (2), we have
d p 1=0 and d p 2=0 so that p1=c1 and p2=c2

where c1 and c2 are arbitrary constants.

∴ F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 1=c 1 …(3)
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and F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 2=c 2 …(4)

3
∂ F1 ∂ F2 ∂ F1 ∂ F2
Now, ( F 1 , F 2) =∑
r =1
( −
∂ x r ∂ pr ∂ pr ∂ x r )
∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F 1 ∂ F2 ∂ F 1 ∂ F 2 ∂ F1 ∂ F2 ∂ F1 ∂ F2
¿ ( −
∂ x 1 ∂ p1 ∂ p 1 ∂ x 1
+ )( −
∂ x 2 ∂ p 2 ∂ p2 ∂ x 2
+ −
∂ x3 ∂ p3 ∂ p3 ∂ x3 )( )
¿ ( 0 ) ( 0 ) −( 1 )( 0 ) + ( 0 ) ( 1 )−( 0 )( 0 )+ ( 0 ) ( 0 )−( 0 ) (0)=0

Thus, the relation (F1, F2) = 0 is verified for (3) and (4). Hence,
equations (3) and (4) may be taken as two additional equations.

Now, solving (1), (3) and (4) for p1 , p2 ∧p 3, we have

p1=c1 , p 2=c 2 and p3=−1−c 31−c 22 …(5)

Substituting the values of p1 , p2 and p3 from (5) in

dz= p 1 d x1 + p2 d x 2 + p3 d x 3, we have

dz=c 1 d x1 + c2 d x 2 + ( 1−c 31−c 22 ) d x3

Integrating it, we obtain

z=c1 x1 +c 2 x2 + ( 1−c 31−c22 ) x 3 +c 3 …(6)

where c3 is an arbitrary constant.

Therefore, a complete integral of the given PDE is

z=c1 x1 +c 2 x2 + ( 1−c 31−c22 ) x 3 +c 3 …(7)

where c1, c2 and c3 are arbitrary constants.

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Example 2. Find a complete integral of 2 p 1 x 1 x 3 +3 p 2 x 23 + p22 p3 =0

using Jacobi’s method.
Solution : The given partial differential equation is

f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) ≡2 p1 x 1 x3 +3 p2 x23 + p22 p 3=0 …(1)

∴ Jacobi’s auxiliary equations for (1) are

d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf )
1 1 2 2 3 3

d p1 d x1 d p2 dx 2 d p3 d x3
or = = = 2
= = 2
2 p1 x3 −2 x1 x 3 0 −3 x 3−2 p2 p3 2 p 1 x 1+ 6 p 2 x 3 − p2
…(2)
Taking the first and the second fractions of (2), we have
d p1 d x 1
+ =0, which gives log p1 +log x 1=log c 1
p1 x1

or p1 x 1=c1 , where c1 is an arbitrary constant.

∴ F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 1=c 1 …(3)

Again, taking third fraction of (2), we have d p 2=0

which gives p2=c2,where c2 is an arbitrary constant.

∴ F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 2=c 2 …(4)
3
∂ F1 ∂ F2 ∂ F1 ∂ F2
Now, ( F 1 , F 2) =∑
r =1
( −
∂ x r ∂ pr ∂ pr ∂ x r )
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∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F 1 ∂ F2 ∂ F 1 ∂ F 2 ∂ F1 ∂ F2 ∂ F1 ∂ F2
¿ ( −
∂ x 1 ∂ p1 ∂ p 1 ∂ x 1
+ )( −
∂ x 2 ∂ p 2 ∂ p2 ∂ x 2
+ −
∂ x3 ∂ p3 ∂ p3 ∂ x3 )( )
¿ ( p2 ) ( 0 ) −( x1 ) ( 0 )+ ( 0 ) (1 )−( 0 ) ( 0 ) + ( 0 )( 0 )−( 0 ) ( 0)=0

Thus, the relation (F1, F2) = 0 is verified for (3) and (4). Hence,
equations (3) and (4) may be taken as two additional equations.
Now, solving (1), (3) and (4) for p1, p2 and p3, we have

c1 −( 2c 1 x3 +3 c 2 x 23 )
p1= , p =c and p3 = …(5)
x1 2 2 c22

Substituting these values of p1, p2 and p3 from (5) in

dz= p 1 d x1 + p2 d x 2 + p3 d x 3, we have

(2 c 1 x 3 +3 c 2 x 23 )
dz=
c1
x1 ( )
dx 1 +c 2 dx2 −
{
c22
dx3
}
c 1 x 23 +c 2 x 33
Integrating it, we get z=c1 log x1 +c 2 x2 −
{ c 22 }
+ c3 …(6)

where c3 is an arbitrary constant.

Therefore, a complete integral of the given PDE is

z=c1 log x1 +c 2 x2 −( c 1+ c 2 x 3 ) x23 /c 22 +c 3 …(7)

where c1, c2 and c3 are arbitrary constants.

Example 3. Find a complete integral of x 23 p21 p 22 p23 + p21 p 22− p23=0 using
Jacobi’s method.
Solution : The given partial differential equation is
 156

f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) ¿ x 23 p21 p 22 p23 + p21 p 22− p23=0 …(1)

This is a non-linear partial differential equation of order one with

dependent variable z and three independent variables x 1 , x 2 , x 3 in its
standard form. Hence, we solve (1) by Jacobi’s method.
Jacobi’s auxiliary equations for (1) are
d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf )
1 1 2 2 3 3

dp1 dx 1 dp dx 2
or = = 2=
0 −2 x 3 p 1 p2 p 3−2 p 1 p2 0 −2 x 3 p 1 p2 p32−2 p21 p2
2 2 2 2 2 2

d p3 dx 3
¿ 2 2 2
=
−2 x p p 22 p3 +2 p 3
2 2
2 x3 p p p
1 2 3 3 1
…(2)
Taking the first and the third fractions of (2), we have
dp 1=0 and dp 2=0 so that p1=c1 and p2=c2

where c1 and c2 are arbitrary constants

∴ F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 1=c 1 …(3)

F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 2=c 2 …(4)
3
∂ F1 ∂ F2 ∂ F1 ∂ F2
Now, ( F 1 , F 2) =∑
r =1
( −
∂ x r ∂ pr ∂ pr ∂ x r )
∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F 1 ∂ F 2 ∂ F1 ∂ F2 ∂ F1 ∂ F2
¿ ( −
∂ x 1 ∂ p1 ∂ p 1 ∂ x 1
+ )( −
∂ x 2 ∂ p 2 ∂ p2 ∂ x 2
+ −
∂ x3 ∂ p3 ∂ p3 ∂ x3
=0 )( )
157

Thus, the relation (F1, F2) = 0 is verified for (3) and (4). Hence,
equations (3) and (4) may be taken as two additional equations.
Now, solving (1), (3) and (4) for p1, p2, and p3, we have

p1=c1 , p 2=c 2 and p3=± c 1 c 2 / √ 1−c21 c 22 x 23 …(5)

Substituting these values of p1, p2 and p3 in

dz= p 1 d x1 + p2 d x 2 + p3 d x 3, we have

dz=c 1 dx 1 +c 2 dx2 ± ( c 1 c2 / √ 1−c21 c 22 x 23 ) dx 3

Integrating it, we obtain

z=c1 x1 +c 2 x2 ± sin−1 ( c 1 c 2 x3 ) + c3 …(6)

where c3 is an arbitrary constant.

Therefore, a complete integral of the given PDE is

z=c1 x1 +c 2 x2 ± sin−1 ( c 1 c 2 x3 ) + c3 …(5)

where c1, c2 and c3 are arbitrary constants.

Example 4. Find a complete integral of p1 x 1 + p2 x 2= p32 using Jacobi’s

method.
Solution: The given partial differential equation may be written as

f ( x 1 , x 2 , x3 , p 1 , p2 , p3 ) ≡ p1 x 1+ p2 x 2− p23=0 …(1)

This is a non-linear partial differential equation of order one with

dependent variable z and three independent variables x 1 , x 2 , x 3 in its
standard from. Hence, we shall solve (1) by Jacobi’s method.
Jacobi’s auxiliary equations for (1) are
 158

d p1 d x1 d p2 d x2 d p3 d x3
= = = = =
( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf )
1 1 2 2 3 3

d p1 d x 1 d p 2 dx 2 dp3 dx 3
or = = = = = …
p1 −x 1 p2 −x 2 0 0
(2)
dp1 dx 1
Taking the first two fractions of (2), we have + =0
p1 x 1

Integrating it, we get log p1 +log x 1=log c 1 or p1 x 1=c1

where c1 is an arbitrary constant.

∴ F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 1 x 1=c 1 …(3)

d p2 dx2
Taking third and fourth fractions of (2), we have + =0
p2 x2

Integrating it, we get log p2 +log x 2=log c 2 or p2 x 2=c 2

where c2 is an arbitrary constant.

∴ F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 )= p 2 x 2=c 2 …(4)
3
∂ F1 ∂ F2 ∂ F1 ∂ F2
Now, ( F 1 , F 2) =∑
r =1
( −
∂ x r ∂ pr ∂ pr ∂ x r )
∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F 1 ∂ F2 ∂ F 1 ∂ F 2 ∂ F1 ∂ F2 ∂ F1 ∂ F2
¿ ( −
∂ x 1 ∂ p1 ∂ p 1 ∂ x 1
+ )( −
∂ x 2 ∂ p 2 ∂ p2 ∂ x 2
+ −
∂ x3 ∂ p3 ∂ p3 ∂ x3 )( )
¿ ( p1 ) ( 0 )− ( x1 ) ( 0 )+ ( 0 ) ( x2 ) −( 0 ) ( p2 ) + ( 0 ) ( 0 ) −( 0 ) (0) ¿ 0
159

Thus, the relation (F1, F2) = 0 is verified for (3) and (4). Hence,
equations (3) and (4) may be taken as two additional equations.
Now, solving (1), (3) and (4) for p1, p2 and p3, we have
p1=c1 / x 1 , p2=c2 / x 2 and p3= √c 1 +c 2 …(5)

Substituting these values of p1, p2 and p3 in

dz= p 1 d x1 + p2 d x 2 + p3 d x 3, we have

dz= ( c 1 /x 1 ) dx 1+ ( c 2 /x 2 ) dx 2 + √ c 1+ c2 dx 3

Integrating it, we obtain

z=c1 log x1 +c 2 log x2 + √c 1 +c 2 x 3 +c 3 …(6)

where c3 is an arbitrary constant.

Therefore, a complete integral of the given PDE is

z=c1 log x1 +c 2 log x2 + √c 1 +c 2 x 3 +c 3 …(7)

where c1, c2 and c3 are arbitrary constants.

Example 5. Find a complete integral of p1 p 2 p3 + p34 x 1 x 2 x 3 x 34=0 using

Jacobi’s method.
Solution : The given partial differential equation is

f ( x 1 , x 2 , x3 , x 4 , p1 , p 2 , p3 , p 4 ) ≡ p1 p2 p3 + p34 x 1 x 2 x 3 x 34 =0 …(1)

This is a non-linear partial differential equation of order one with

dependent variable z and four independent variables x 1 , x 2 , x 3 , x 4 in its
standard form. Hence, we solve (1) by Jacobi’s method.
Jacobi’s auxiliary equations for (1) are given by
 160

d p1 d x1 d p2 d x2 d p3 d x3 d p4 d x4
= = = = = = =
( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf ) ( ∂∂xf ) −( ∂∂pf )
1 1 2 2 3 3 4 4

dp1 dx1 dp 2 dx 2
or 3 3
= = 3 3
=
p x2 x 3 x
4 4
− p 2 p 3 p4 x 1 x 3 x 4 − p1 p 3

dp3 dx 3 dp 4 dx 4
¿ 3 3
= = 3 =
p x1 x 2 x
4 4
− p1 p2 3 p 4 x1 x 2 x 3 x 4 −2 p 4 x1 x 2 x 3 x 34
2 2

…(2)
Taking the first and the second fractions of (2), we have
dp1 dx1
=
p 34 x2 x 3 x 4 3
− p2 p3

But, from (1), we have p34 x 2 x 3 x 34=− p1 p 2 p3 / x 1.Thus, we get

dp1 dx1 dp1 dx 1

= or =
( p 1 p2 p 3 /x 1 ) − p2 p3 p1 x1

Integrating it, we get log p1=log x 1 +log c 1 or p1=c1 x1

or p1−c1 x1 =0, where c1 is an arbitrary constant.

∴ F 1 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 ) = p1−c1 x1 =0 …(3)

Taking the third and the fourth fractions of (2), we have

dp2 dx 2
3 3
=
p x1 x 3 x
4 4
− p1 p3

But, from (1), we have p34 x 1 x 3 x 34=− p1 p 2 p3 / x 2.Thus, we get

161

dp2 dx2 dp2 dx 2

= or =
( − p 1 p 2 p 3 / x2 ) − p1 p 3 p2 x2

Integrating it, we get log p2=log x 2 +log c 2 or p2=c2 x 2

or p2−c2 x 2=0, where c2 is an arbitrary constant.

∴ F 2 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 ) ≡ p 2−c 2 x 2=0 …(4)

Similarly, taking the fifth and the sixth fractions of (2), we get
log p3=log x 3 + logc 3 or p3=c3 x 3

or p3−c3 x 3=0, where c3 is an arbitrary constant.

∴ F 3 ( x 1 , x 2 , x 3 , x 4 , p1 , p2 , p 3 , p4 ) ≡ p 3−c 3 x3 =0 …(5)
4
∂ F1 ∂ F2 ∂ F1 ∂ F2
Now, ( F 1 , F 2) =∑
r =1
( −
∂ x r ∂ pr ∂ pr ∂ x r )
∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F 1 ∂ F 2
¿ ( −
∂ x 1 ∂ p1 ∂ p 1 ∂ x 1
+ )( −
∂ x 2 ∂ p 2 ∂ p2 ∂ x 2 )
∂ F1 ∂ F2 ∂ F1 ∂ F2 ∂ F1 ∂ F 2 ∂ F1 ∂ F2
+ ( −
∂ x3 ∂ p3 ∂ p3 ∂ x3
+ )(
−
∂ x4 ∂ p4 ∂ p4 ∂ x4
=0 )
4
∂ F2 ∂ F3 ∂ F2 ∂ F3
Similarly, we find ( F 2 , F 3 )=∑ (
r=1
−
∂ x r ∂ p r ∂ pr ∂ x r)=0

4
∂ F3 ∂ F1 ∂ F3 ∂ F1
and ( F 3 , F 1 )= ∑( −
∂ x r ∂ p r ∂ pr ∂ x r)=0
r=1

Thus, relations (F1, F2) = 0, (F2, F3) = 0 and (F3, F1) = 0 are
verified for (3), (4) and (5). Hence, equations (3), (4) and (5) may be
taken as three additional equations.
 162

Now, solving (1), (3) (4) and (5) for p1, p2, p3 and p4, we have

−( c 1 c 2 c 3 )1/ 2
p1=c1 x2 , p 2=c 2 x 2 , p 3=c 3 x 3 and p4 = …(6)
x4

Substituting the values of pi ,i=1,2,3,4 from (6) in

dz= p 1 dx 1 + p2 dx2 + p3 dx 3+ p 4 dx 4, we have

−( c 1 c 2 c3 ) 1/ 3
dz=c 1 x 1 dx 1 +c 2 x 2 dx 2+ c3 x 3 dx3 − dx 4
x4

Integrating it, we obtain

1 1 1 1
z= c 1 x 21 + c 2 x 22 + c 3 x 23−( c 1 c 2 c3 ) 1/3 log x 4 + c 4
2 2 2 2
2 2 2 1 /3
or 2 z=c 1 x 1 +c 2 x 2 +c 3 x 3−2 ( c1 c 2 c3 ) log x 4 +c 4 …(7)

where c4 is an arbitrary constant.

Therefore, a complete integral of the given PDE is

2 z=c 1 x 21 +c 2 x 22 +c 3 x 23−2 ( c1 c 2 c3 )1 /3 log x 4 +c 4 …(8)

where c1, c2, c3 and c4 are arbitrary constants.

EXERCISE 4 (B)

1. Find a complete integral of p1 x 1 + p2 x 2− p32=0 using Jacobi’s

method.
2. Find a complete integral of p3 x3 ( p1 + p2 ) + x 1+ x 2=0 using Jacobi’s
method.
3. Find a complete integral of x 23 p21 p 22 p23 + p21 p 22− p23=0 using Jacobi’s
method.
2
4. Find a complete integral of ( x 2 + x3 ) ( p2 + p3 ) + z p 1=0 using Jacobi’s
method.
163

5. Find a complete integral of 2 x1 x 3 z p 1 p3 + x 2 p2=0 using Jacobi’s

method.
6. Prove that if x 31+ x32 + x 33=1 when z=0, the solution of the equation
( S−x1 ) p1 + ( S− x2 ) p2 + ( S−x 3 ) p3=S−z can be given in the form
4
S3 {( x1− z)3 +(x 2−z )3+( x 3−z )3 } =( x 1+ x 2 + x 3−3 z )3, where
∂z
S= x1 + x 2+ x3 + z and pi= , i=1,2,3.
∂ xi
7. Find a complete integral of p1 x 1 + p2 x 2− p32=0 using Jacobi’s
method.
2
8. Find a complete integral of ( x 2 + x3 ) ( p2 + p3 ) −x 4 p1 p4 using
Jacobi’s method.
ANSWERS
1. z=c1 log x1 +c 2 log x2 + ( √ c1 +c 2 +c 3 ) x 3
1 1 2
2. z= { c1 ( x 1−x 2 ) }− ( x + x ) +c 2 log x3 + c3
2 4 c2 1 2
−1
3. z=c1 x1 +c 2 x2 ± sin ( c 1 c 2 x3 ) + c3
1
4. log z=−c1 x 1+ c 2 ( x 2−x 3) ± √ c 1 ( x 2 + x 3 )+ c 3
2
2
5. z =2 c 1 log x 1−4 c 1 c 2 log x2 +2 c 2 log x 3 +c 3.
7. z=c1 log x1 +c 2 log x2 ±( √ c 1+ c 2¿) x 3+ c 2 ¿
1
8. z=c1 x1 + c 2 ( x2 −x3 ) ± √ c 1 c 3 ( x2 + x 3 ) +c 3 log x 4 +c 4
2
OBJECTIVE TYPE QUESTIONS
1. Charpit’s method is used for solving a non-linear PDE of order one
involving
(a) two independent variables (b) three independent variables
(c) four independent variables (d) five independent variables
2. Jacobi’s method for solving a non-linear PDE of order one when the
number of independent variables involving in the PDE is
 164

(a) Two (b) Three (c) Three or more (d) None of these
3. Charpit’s auxiliary equations for 3 p2=q are
dp dq dz dx dy
(a) = = = = (b)
0 0 − p +q −6 p 0
2

dp dq dz dx dy
= = = =
0 0 0 −6 p 1
dp dq dz dx dy dp dq dz dy
(c) = = = = (d) = = =
p 0 − p +q −6 p 0
2
p q 3 1
ANSWERS
1. (a) 2. (c) 3. (b)