Linear First Order PDE
𝒅𝒙 𝒅𝒚 𝒅𝒛
Type 2 based on rule II for solving = = … …. …. (1)
𝑷 𝑸 𝑹
Let 𝑃1 , 𝑄1 and 𝑅1 be function of 𝑥, 𝑦 and 𝑧. Then by a well known principle of
algebra, each fraction of (1) will be equal to
𝑃1 𝑑𝑥 + 𝑄1 𝑑𝑦 + 𝑅1 𝑑𝑧
𝑃𝑃1 + 𝑄𝑄1 + 𝑅𝑅1
That is,
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑃1 𝑑𝑥 + 𝑄1 𝑑𝑦 + 𝑅1 𝑑𝑧
= = =
𝑃 𝑄 𝑅 𝑃𝑃1 + 𝑄𝑄1 + 𝑅𝑅1
If 𝑃𝑃1 + 𝑄𝑄1 + 𝑅𝑅1 = 0, then 𝑃1 𝑑𝑥 + 𝑄1 𝑑𝑦 + 𝑅1 𝑑𝑧 = 0
By integrating this to give, 𝑢1 𝑥, 𝑦, 𝑧 = 𝑐1
This method may be repeated to get another integral, 𝑢2 𝑥, 𝑦, 𝑧 = 𝑐2 .
𝑃1 , 𝑄1 and 𝑅1 are called multipliers. As a special case this can be constant.
Some times only one integral is possible by use of multipliers.
In such case second integral should be obtained by using Rule I.
Problem 01: Solve 𝑧 𝑥 + 𝑦 𝑝 + 𝑧 𝑥 − 𝑦 𝑞 = 𝑥 2 + 𝑦 2
Solution: Given equation , 𝑧 𝑥 + 𝑦 𝑝 + 𝑧 𝑥 − 𝑦 𝑞 = 𝑥 2 + 𝑦 2
The Lagrange’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = 2
𝑧 𝑥+𝑦 𝑧 𝑥−𝑦 𝑥 + 𝑦2
Taking the first two fractions we get,
𝑑𝑥 𝑑𝑦
=
𝑧 𝑥+𝑦 𝑧 𝑥−𝑦
𝑑𝑥 𝑑𝑦
⇒ =
𝑥+𝑦 𝑥−𝑦
⇒ 𝑥𝑑𝑥 − 𝑦𝑑𝑦 = 𝑥𝑑𝑦 + 𝑦𝑑𝑦
⇒ 𝑥𝑑𝑥 − 𝑦𝑑𝑦 = 𝑥𝑑𝑦 + 𝑦𝑑𝑥
⇒ 𝑑 𝑥𝑦 = 𝑥𝑑𝑥 − 𝑦𝑑𝑦
On integrating both sides,
𝑥2 𝑦2
⇒ 𝑥𝑦 = − + 𝑐1
2 2
⇒ 𝑦 2 + 2𝑥𝑦 − 𝑥 2 = 𝑐1
Now choosing 𝑃1 = 𝑥, 𝑄1 = −𝑦 and 𝑅1 = −𝑧 as multipliers, we get
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑥𝑑𝑥 − 𝑦𝑑𝑦 − 𝑧𝑑𝑧
= = 2 =
𝑧 𝑥+𝑦 𝑧 𝑥−𝑦 𝑥 + 𝑦 2 𝑧𝑥 𝑥 + 𝑦 − 𝑧𝑦 𝑥 − 𝑦 − 𝑧(𝑥 2 + 𝑦 2 )
𝑥𝑑𝑥 − 𝑦𝑑𝑦 − 𝑧𝑑𝑧
=
𝑥 2 𝑧 + 𝑥𝑦𝑧 − 𝑥𝑦𝑧 + 𝑦 2 𝑧 − 𝑥 2 𝑧 − 𝑦 2 𝑧
𝑥𝑑𝑥 − 𝑦𝑑𝑦 − 𝑧𝑑𝑧
=
0
⇒ 𝑥𝑑𝑥 − 𝑦𝑑𝑦 − 𝑧𝑑𝑧 = 0
Integrating,
𝑥2 𝑦2 𝑧2 1
− − = 𝑐2
2 2 2 2
⇒ 𝑥 2 − 𝑦 2 − 𝑧 2 = 𝑐1
Therefore, general solution is, 𝜑 𝑦 2 + 2𝑥𝑦 − 𝑥 2 , 𝑥2 − 𝑦2 − 𝑧2 = 0, where 𝜑
being an arbitrary function.
For Practice:
𝑥
1. 𝑥 𝑦 2 − 𝑧 2 𝑝 − 𝑦 𝑧 2 + 𝑥 2 𝑞 = 𝑧(𝑥 2 + 𝑦 2 ). Ans: 𝜑 𝑥 2 + 𝑦 2 + 𝑧 2 , = 0.
𝑦𝑧
1 1 1 1 1 1
𝑯𝒊𝒏𝒕𝒔: 1st multipliers: , , , 2nd multipliers: , − , − .
𝑥 𝑦 𝑧 𝑥 𝑦 𝑧
2. 𝑥 𝑦 2 + 𝑧 𝑝 − 𝑦 𝑥 2 + 𝑧 𝑞 = 𝑧(𝑥 2 − 𝑦 2 ). Ans: 𝜑 𝑥𝑦𝑧, 𝑥 2 + 𝑦 2 − 2𝑧 = 0
1 1 1
𝑯𝒊𝒏𝒕𝒔: 1st multipliers: , , , 2nd multipliers:𝑥, 𝑦, −1.
𝑥 𝑦 𝑧
𝒅𝒙 𝒅𝒚 𝒅𝒛
Type 3 based on Rule III for solving = = … … … (1)
𝑷 𝑸 𝑹
Let 𝑃1 , 𝑄1 and 𝑅1 be function of 𝑥, 𝑦 and 𝑧. Then by a well known principle of
algebra, each fraction of (1) will be usual to
𝑃1 𝑑𝑥 + 𝑄1 𝑑𝑦 + 𝑅1 𝑑𝑧
… … … (2)
𝑃𝑃1 + 𝑄𝑄1 + 𝑅𝑅1
Suppose the numerator of (2) is exact differential of the
𝑑(𝑥 2 )
denominator of (2).
𝑥2
Then (2) cab be combined with a suitable fraction of (1) to get an
integral.
However, in some case, another set of multipliers 𝑃2 , 𝑄2 and 𝑅2 are so chosen that
the fraction
𝑃2 𝑑𝑥 + 𝑄2 𝑑𝑦 + 𝑅2 𝑑𝑧
… … … (3)
𝑃𝑃2 + 𝑄𝑄2 + 𝑅𝑅2
is such that its numerator is exact differential of denominator.
Fraction (2) and (3) are then combined to give an integral.
This method may be repeated to get another integral.
Problem 01: Solve 𝑦 + 𝑧 𝑝 + 𝑥 + 𝑧 𝑞 = 𝑥 + 𝑦
Solution: Given, 𝑦 + 𝑧 𝑝 + 𝑥 + 𝑧 𝑞 = 𝑥 + 𝑦
The Lagrange’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = … … (1)
𝑦+𝑧 𝑥+𝑧 𝑥+𝑦
Choosing 1, −1, 0 as multipliers, each fraction of (1) equal
𝑑𝑥 − 𝑑𝑦 𝑑𝑥 − 𝑑𝑦 𝑑(𝑥 − 𝑦)
= =
𝑦 + 𝑧 − 𝑥 − 𝑧 −(𝑥 − 𝑦) −(𝑥 − 𝑦)
Choosing multipliers 0,1, −1 as each fraction of (1) equal
𝑑𝑦 − 𝑑𝑧 𝑑(𝑦 − 𝑧)
=
𝑥 + 𝑧 − 𝑥 − 𝑦 −(𝑦 − 𝑧)
Choosing 1, 1, 1 as multipliers, each fraction of (1) equal
𝑑𝑥 +𝑑𝑦 +𝑑𝑧 𝑑(𝑥+𝑦+𝑧)
=
𝑦+𝑧+𝑥+𝑧+𝑥+𝑦 2(𝑥+𝑦+𝑧)
We get,
𝑑(𝑥 − 𝑦) 𝑑(𝑦 − 𝑧) 𝑑(𝑥 + 𝑦 + 𝑧)
= =
−(𝑥 − 𝑦) −(𝑦 − 𝑧) 2(𝑥 + 𝑦 + 𝑧)
We get,
𝑑(𝑥 − 𝑦) 𝑑(𝑦 − 𝑧)
=
−(𝑥 − 𝑦) −(𝑦 − 𝑧)
ln 𝑥 − 𝑦 = ln 𝑦 − 𝑧 + 𝑙𝑛𝑐1
𝑥−𝑦
⇒ 𝑙𝑛 = 𝑙𝑛𝑐1
𝑦−𝑧
𝑥−𝑦
⇒ = 𝑐1
𝑦−𝑧
Again we get,
𝑑(𝑦 − 𝑧) 𝑑(𝑥 + 𝑦 + 𝑧)
=
−(𝑦 − 𝑧) 2(𝑥 + 𝑦 + 𝑧)
1
⇒ − ln 𝑦 − 𝑧 = ln 𝑥 + 𝑦 + 𝑧 + 𝑙𝑛𝑐2
2
2
⇒ ln 𝑦 − 𝑧 ∙ 𝑥+𝑦+𝑧 = 𝑙𝑛𝑐2
2
⇒ 𝑦−𝑧 ∙ 𝑥+𝑦+𝑧 = 𝑐2
𝑥−𝑦 2
The required general solution is, 𝜑 , 𝑦−𝑧 ∙ 𝑥+𝑦+𝑧 = 0, where 𝜑
𝑦−𝑧
being an arbitrary function.
Problem 02: Solve 𝑥 2 − 𝑦 2 − 𝑧 2 𝑝 + 2𝑥𝑦𝑞 = 2𝑥𝑧
Solution: Given, 𝑥 2 − 𝑦 2 − 𝑧 2 𝑝 + 2𝑥𝑦𝑞 = 2𝑥𝑧
The Lagrange’s auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = … … … (𝟏)
𝑥2 − 𝑦2 − 𝑧2 2𝑥𝑦 2𝑥𝑧
Now, taking the last two fractions of (1)
𝑑𝑦 𝑑𝑧
=
2𝑥𝑦 2𝑥𝑧
𝑑𝑦 𝑑𝑧
⇒ =
𝑦 𝑧
⇒ 𝑙𝑛𝑦 = 𝑙𝑛𝑧 + 𝑙𝑛𝑐1
𝑦
⇒ = 𝑐1
𝑧
Choosing 𝑥, 𝑦, 𝑧 as multipliers, each fraction of (1) equal
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑥 𝑥 2 − 𝑦 2 − 𝑧 2 + 2𝑥𝑦 2 + 2𝑥𝑧 2
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑥 3 − 𝑥𝑦 2 − 𝑥𝑧 2 + 2𝑥𝑦 2 + 2𝑥𝑧 2
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑥 3 + 𝑥𝑦 2 + 𝑥𝑧 2
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑥(𝑥 2 + 𝑦 2 + 𝑧 2 )
𝑑𝑧 𝑥𝑑𝑥 +𝑦𝑑𝑦 +𝑧𝑑𝑧
Now, =
2𝑥𝑧 𝑥(𝑥 2 +𝑦 2 +𝑧 2 )
𝑑𝑧 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 + 2𝑧𝑑𝑧
=
𝑥𝑧 𝑥(𝑥 2 + 𝑦 2 + 𝑧 2 )
𝑑𝑧 𝑑(𝑥 2 + 𝑦 2 + 𝑧 2 )
⇒ =
𝑧 𝑥 2 + 𝑦2 + 𝑧2
⇒ 𝑙𝑛𝑧 = ln 𝑥 2 + 𝑦 2 + 𝑧 2 + 𝑙𝑛𝑐2
𝑧
⇒ ln = 𝑙𝑛𝑐2
𝑥2 + 𝑦2 + 𝑧2
𝑧
⇒ = 𝑐2
𝑥2 + 𝑦2 + 𝑧2
𝑦 𝑧
Thus, the general solution is, 𝜑 , = 0, where 𝜑 being an
𝑧 𝑥 2 +𝑦 2 +𝑧 2
arbitrary function.
For Practice:
1. Solve: 𝑦 2 𝑥 − 𝑦 𝑝 + 𝑥 2 𝑦 − 𝑥 𝑞 = 𝑧(𝑥 2 + 𝑦 2 ).
𝑧
Ans: 𝜑 𝑥 3 + 𝑦 3 , = 0.
𝑥−𝑦
Hints: Taking First two: 𝑥3 + 𝑦3 = 𝑐1 , multipliers: 1, −1, 0 →
𝑑(𝑥−𝑦)
𝑥−𝑦 (𝑥 2 +𝑦 2 )
𝑑𝑧 𝑑(𝑥−𝑦) 𝑧
Then from and → = 𝑐2 .
𝑧(𝑥 2 +𝑦 2 ). 𝑥−𝑦 (𝑥 2 +𝑦 2 ) 𝑥−𝑦