First order non-linear PDE

Charpit’s method:
Let, the given equation be,
f(x,y,z,p,q)=0 ……………………………….(1)
Also we have, dz= pdx+qdy …..………………………….(2)
Let us consider the auxiliary equation
F (x,y,z,p,q)=0 ……………………………..(3)
Now diff (1) partially w.r.t x
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞
𝑓𝑋 + 𝑓𝑦 + 𝑓𝑧 + 𝑓𝑝 + 𝑓𝑞 =0
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑝 𝜕𝑞
𝑓𝑥 + 𝑓𝑍 𝑝 + 𝑓𝑃 + 𝑓𝑞 =0 ……………………………………(4)
𝜕𝑥 𝜕𝑥

And from (3)

𝜕𝑃 𝜕𝑞
𝐹𝑋 + 𝐹𝑍 𝑝 + 𝐹𝑝 + 𝐹𝑞 =0 …………………………………….(5)
𝜕𝑥 𝜕𝑥

Again diff (1) & (3) w.r.t y

𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞
𝑓𝑋 + 𝑓𝑦 + 𝑓𝑧 + 𝑓𝑝 + 𝑓𝑞 =0
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕𝑝 𝜕𝑞
𝑓𝑦 + 𝑓𝑍 𝑞 + 𝑓𝑃 + 𝑓𝑞 = 0 …………………………………………………(6)
𝜕𝑦 𝜕𝑦
𝜕𝑃 𝜕𝑞
𝐹𝑦 + 𝐹𝑍 𝑞 + 𝐹𝑃 + 𝐹𝑞 = 0 ………………………………………………..(7)
𝜕𝑦 𝜕𝑦
𝜕𝑝
Eliminating from (4) and (5) we get,
𝜕𝑥

𝜕𝑞 𝜕𝑞
(𝑓𝑥 + 𝑓𝑍 𝑝 + 𝑓𝑞 )𝐹𝑝 − (𝐹𝑋 + 𝐹𝑍 𝑝 + 𝐹𝑞 )𝑓𝑝 = 0
𝜕𝑥 𝜕𝑥
𝜕𝑞
(𝑓𝑥 + 𝑓𝑍 𝑝)𝐹𝑝 − (𝐹𝑋 + 𝐹𝑍 𝑝)𝑓𝑝 + (𝑓𝑞 𝐹𝑝 − 𝐹𝑞 𝑓𝑝 ) = 0…………….(8)
𝜕𝑥
 𝜕𝑞
Eliminating from (6) and (7)
𝜕𝑦
𝜕𝑝 𝜕𝑝
(𝑓𝑦 + 𝑓𝑍 𝑞 + 𝑓𝑝 )𝐹𝑞 − (𝐹𝑦 + 𝐹𝑍 𝑞 + 𝐹𝑝 )𝑓𝑞 = 0
𝜕𝑦 𝜕𝑦
𝜕𝑝
(𝑓𝑦 + 𝑓𝑍 𝑞)𝐹𝑞 − (𝐹𝑦 + 𝐹𝑍 𝑞)𝑓𝑞 + (𝑓𝑝 𝐹𝑞 − 𝐹𝑝 𝑓𝑞 ) = 0…………….(9)
𝜕𝑦
𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞
Adding (8) & (9) considering, = [ = = 𝜕 2 𝑧/𝜕𝑥𝜕𝑦]
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥

(𝑓𝑥 + 𝑓𝑍 𝑝)𝐹𝑝 − (𝐹𝑋 + 𝐹𝑍 𝑝)𝑓𝑝 + (𝑓𝑦 + 𝑓𝑍 𝑞)𝐹𝑞 − (𝐹𝑦 + 𝐹𝑍 𝑞)𝑓𝑞 =0

(𝑓𝑥 + 𝑓𝑍 𝑝)𝐹𝑝 +(𝑓𝑦 + 𝑓𝑍 𝑞)𝐹𝑞 +(−𝑝𝑓𝑝 − 𝑞𝑓𝑞 )𝐹𝑧 − 𝐹𝑥 𝑓𝑝 − 𝐹𝑦 𝑓𝑞 = 0

This is a Linear Equation of order one,
As in Lagrangian method, the auxiliary equation is
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
which is called charpit’s auxiliary equation.

Ex-1 (BD-27, Ex-8): Solve the non -linear partial differential equation q=-px+𝑝2 .
Solution: Given that,
f(x,y,z,p,q)= 𝑝2 − 𝑝𝑥 − 𝑞 = 0. …………………………………………….(1)
Here,
𝑓𝑥 =-p, 𝑓𝑦 = 0 , 𝑓𝑧 = 0, 𝑓𝑝 = 2𝑝 − 𝑥, 𝑓𝑞= − 1

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

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−2𝑝 + 𝑥 1 −2𝑝2 + 𝑝𝑥 + 𝑞 −p 0
Using 2nd and 4thterm,
𝑑𝑦 𝑑𝑝
=
1 −p
-y=lnp+lna
-y=ln(pa1)

pa1=𝑒 −𝑦
p=a𝑒 −𝑦 [a=1/a1] ……………………………………………..(2)
from(1) : q=𝑝2 − 𝑝𝑥
=( a𝑒 −𝑦 )2 -( a𝑒 −𝑦 . x)
q=𝑎2 𝑒 −2𝑦 − 𝑎𝑥𝑒 −𝑦 …………………………………………(3)
dz=pdx+qdy
=a𝑒 −𝑦 𝑑𝑥 + 𝑎2 𝑒 −2𝑦 𝑑𝑦 − 𝑎𝑥𝑒 −𝑦 𝑑𝑦

dz = a𝑒 −𝑦 𝑑𝑥 + 𝑎2 𝑒 −2𝑦 𝑑𝑦 − 𝑎𝑥𝑒 −𝑦 𝑑𝑦
dz= d(ax𝑒 −𝑦 )+𝑎2 𝑒 −2𝑦 𝑑𝑦
integrating,
𝑎2 𝑒 −2𝑦
z= ax𝑒 −𝑦 +– +b
−2
𝑎2 𝑒 −2𝑦
z=ax𝑒 −𝑦 −– +b
2

which is the required solution.

Ex-2: Solve p(𝑞 2 + 1) + (𝑏 − 𝑧)𝑞 = 0.

Solution: we have,
f(x,y,z,p,q)= p(𝑞 2 + 1) + (𝑏 − 𝑧)𝑞
𝑓𝑥 =0 ,𝑓𝑦 = 0 , 𝑓𝑧 = −𝑞, 𝑓𝑝 = 𝑞 2 + 1 , 𝑓𝑞= 2𝑝𝑞 + 𝑏 − 𝑧
Now the charpit,s equation
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑞 2 − 1 −2pq −𝑝𝑞 2 − 𝑝 − 𝑞(2𝑝𝑞 + 𝑏 − 𝑧) 0 − pq 0 + (−𝑞 2 )
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑞 2 − 1 𝑧 − 𝑏 − 2pq −𝑝𝑞 2 − 𝑝 − 2𝑝𝑞 2 − 𝑏𝑞 + 𝑞𝑧 −pq −𝑞 2
Taking 4th and 5th term,
𝑑𝑝 𝑑𝑞
=
−pq −𝑞 2
𝑑𝑝 𝑑𝑞
=
𝑝 𝑞
lnp=lnq+lna
p=aq
using (3) in (1)
aq(𝑞 2 + 1)+(b-z)q=0
a𝑞 3 + 𝑎𝑞 + 𝑏𝑞 − 𝑧𝑞 = 0
a𝑞 3 + (𝑎 − 𝑏 − 𝑧)𝑞 = 0
q{a𝑞 2 + (𝑎 + 𝑏 − 𝑧)} = 0
now,
q=0 or a𝑞 2 =-(a+b-z)
z-a-b
q=
a
since, z is function of x and y then,
dz=pdx+q dy
z-a-b
= aq dx+dy
a
 z-a-b z-a-b
=a dx+ dy
a a
dz 1
𝑜𝑟, = √𝑎dx+ dy
√z−a−b √𝑎
1
2√𝑧 − 𝑎 − 𝑏=√𝑎x+ y+c1
√𝑎

which is the required solution.

Ex-3: Solve z=px+qy+𝑝2 + 𝑞 2

Sol: f(x,y,z,p,q)= px+qy+𝑝2 + 𝑞 2 − 𝑧
𝑓𝑥 =p ,𝑓𝑦 = 𝑞 , 𝑓𝑧 = −1, 𝑓𝑝 = x + 2p , 𝑓𝑞= 𝑦 + 2𝑞
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−x − 2p −y − 2q −𝑝(𝑥 + 2𝑝) − 𝑞(𝑦 + 2𝑞) p − p q − q
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−x − 2p −y − 2q −𝑝𝑥 − 2𝑝2 − 𝑞𝑦 − 2𝑞 2 0 0
From 1st and 4th term,
dp =0
p=a
from 2nd and 5th term,
dq=0
q=b
putting p=a and q=b in (1)
z= px+qy+𝑞 2 + 𝑞 2
z= ax+by+𝑎2 + 𝑏 2
which is the required solution.
Ex-4: Find a complete integral of 𝑧 2 (𝑝2 𝑧 2 + 𝑞 2 ) = 1.
Solution: We have,
f(x,y,z,p,q)=𝑝2 𝑧 4 + 𝑝2 𝑧 2 − 1 = 0 ………………………………………(1)
𝑓𝑥 =0 ,𝑓𝑦 = 0 , 𝑓𝑧 = 4𝑝2 𝑧 3 + 2𝑝2 z, 𝑓𝑝 = 2p𝑧 4 , 𝑓𝑞= 2𝑞𝑧 2
Now the charpit,s equation
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝
= = =
−2𝑝2 𝑧 4 −2𝑞𝑧 2 −𝑝(2p𝑧 4 ) − 𝑞(2𝑞𝑧 2 ) 0 + p(4𝑝2 𝑧 3 + 2𝑝2 z)
𝑑𝑞
=
0 + (4𝑝2 𝑧 3 + 2𝑝2 z)q
Taking last two fraction,
𝑑𝑝 𝑑𝑞
=
p(4𝑝2 𝑧 3 + 2𝑝2 z) (4𝑝2 𝑧 3 + 2𝑞 2 z)q

dp dq
=
𝑝 𝑞

lnp=lnq+lna
p=aq
putting p=aq in equation (1)
𝑎 2 𝑝2 𝑧 4 + 𝑞 2 𝑧 2 − 1 = 0
𝑞 2 (𝑎2 𝑧 4 + 𝑧 2 ) = 1
1
q=
a2z 4 + z2
1
=
z a2z2 + 1
And p=aq
 a
=
z a2z2 + 1
Now,
dz =p dx + q dy
a . dx dy
= +
z a2z2 + 1 z a2z2 + 1

a2z 2 + 1 zdz= a dx + dy

ax+y=  a2z2 + 1 zdz , putting a2z2 + 1 = t2

2t.dt
ax+y= ∫t.
2a2
1 3
ax+y+b = .t
3a2
3
1 2 2
ax+y+b= 2 .(a z + 1) 2
3a
9 a4 (ax + y + b)2 = (a2z2 + 1)3

Ex-5 (R-61, Ex-9©): Find a complete, singular and general integral of (𝑝2 +
𝑞 2 )𝑦 = 𝑞𝑧.
Solution: here the given equation is,
f(x,y,z,p,q)= (𝑝2 + 𝑞 2 )𝑦 − 𝑞𝑧 ………………………………………………………………..(1)
𝑓𝑥 =0 ,𝑓𝑦 = 𝑝2 + 𝑞 2 , 𝑓𝑧 = −𝑞, 𝑓𝑝 = 2py , 𝑓𝑞= 2𝑞y − z
Now the charpit,s equation
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
 𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = = 2
−2py −2𝑞y + z −2𝑝2𝑝𝑦 − 2𝑞2𝑞𝑦 + 𝑞𝑧 −pq 𝑝 + 𝑞 2 − 𝑞 2
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = = ……………………………………….(2)
−2py −2𝑞y+z −2𝑝2 𝑦−2𝑞 2 𝑦+𝑞𝑧 −pq 𝑝2

Taking last two fraction,

𝑑𝑝 𝑑𝑞
= 2
−pq 𝑝
𝑑𝑝 𝑑𝑝
=
−𝑞 𝑝
P dp + q dq =0
𝑝2 + 𝑞 2 = 𝑎2 (say)………………………………………………………………………………….(3)
Using (3) and (1)
𝑎2 𝑦 = 𝑞𝑧
𝑎2 𝑦
q=
𝑧

from (3)

2
𝑦 2 𝑎4 2
𝑝 =𝑎 − 2
𝑧
𝑦 2 𝑎4
p=√𝑎2 −
𝑧2

=√(𝑎2 − 𝑦 2 𝑎4 )/𝑧 2
a
= √(𝑧 2 − 𝑎2 )
𝑧

Now,
dz= p dx + q dy
a 𝑎2 𝑦
dz = √(𝑧 2 − 𝑎2 𝑦 2 ) + 𝑑𝑦
𝑧 𝑧

zdz=a√(𝑧 2 − 𝑎2 𝑦 2 ) 𝑑𝑥 + 𝑎2 𝑦 𝑑𝑦
 1 2[𝑧𝑑𝑧 − 𝑎2 𝑦𝑑𝑦]
( ) = 𝑎 𝑑𝑥
2 √(𝑧 2 − 𝑎2 𝑦 2 )

Integrating we get that,

(𝑧 2 − 𝑎2 𝑦 2 ) = (𝑎𝑥 + 𝑏)2 ……………………………………………………………..(4)
which is the required complete integral.
Singular integral:
diff (4) partially w.r.t a and b we get,
0=2𝑎2 𝑦 2 + 2(𝑎𝑥 + 𝑏)𝑥 ………………………………………………………………………(5)
0=2(ax+b) ..…………………………………………………………………….(6)
Eliminating a and b between (5) and (6)
2𝑎2 𝑦 2 = 0
From (5) ax+b=0
From(4) 𝑧 2 = 0
z=0
which is the singular solution
General integral :
Replacing b by φ(a) in (4)
𝑧 2 − 𝑎2 𝑦 2 = [𝑎𝑥 + φ(a)]2 ………………………………………………………………… (7)
Diff partially with respect to a, we get
-2𝑎𝑦 2 = 2. [𝑎𝑥 + φ (a)]. [𝑥 + φ′ (a)]…………………………………………………(8)
Hence, the general integral is obtained by eliminating a from (7) and (8).

Ex-6 (BD-24, Ex-1): Solve px+qy=pq

Solution:
f(x,y,z,p,q)= 𝑝𝑥 + 𝑞𝑦 − 𝑝𝑞 = 0………………………………………………………………..(1)
𝑓𝑥 =p ,𝑓𝑦 = q , 𝑓𝑧 = 0, 𝑓𝑝 = x − q, 𝑓𝑞= 𝑦 − 𝑝
Now the charpit,s equation
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−x + q −y − p −𝑝(𝑥 − 𝑞) − 𝑞(𝑦 − 𝑝) p + 0 q + 0
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−x + q −y − p −𝑝(𝑥 − 𝑞) − 𝑞(𝑦 − 𝑝) p q
Taking last two term,
𝑑𝑝 𝑑𝑞
=
p q
lnp=lnq+lna
p=aq
putting p= aq in equation (1)
a.q.x +qy=a𝑞 2
ax+y
q=
𝑎
ax+y
p=a. = 𝑦 + 𝑎𝑥
𝑎

dz = p dx + q dy
ax+y
=(y+ax)dx+ dy
𝑎

adz =(y+ax)(dy+a dx)

by integrating,
(𝑦+𝑎𝑥)2
az= +𝑏
2

which is the complete integral where a and b are arbitrary constant .

Ex-7 (BD-25, Ex-3): Solve 2xz-p𝑥 2 − 2𝑝𝑥𝑦 + 𝑝𝑞 = 0
Solution:
f(x,y,z,p,q=2xz-p𝑥 2 − 2𝑝𝑥𝑦 + 𝑝𝑞 =0………………………………………………………………..(1)
𝑓𝑥 =2z-2qy-2px ,𝑓𝑦 = −2qx , 𝑓𝑧 = 2𝑥, 𝑓𝑝 = −𝑥 2 + 𝑞, 𝑓𝑞= − 2𝑥𝑦 + 𝑝
Now the charpit,s equation
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−𝑓𝑝 −𝑓𝑞 −𝑝𝑓𝑝 − 𝑞𝑓𝑞 𝑓𝑥 + 𝑝𝑓𝑧 𝑓𝑦 + 𝑞𝑓𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝
= = =
𝑥 2 − 𝑞 2𝑥𝑦 − 𝑝 𝑝𝑥 2 − 𝑝𝑞 + 2𝑞𝑥𝑦 − 𝑝𝑞 2z − 2qy − 2px + 2p
𝑑𝑞
=
−2qx + 2qx
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑝 𝑑𝑞
= = = =
−x + q −y − p −𝑝(𝑥 − 𝑞) − 𝑞(𝑦 − 𝑝) p q
Taking last two term,
𝑑𝑝 𝑑𝑞
=
2z − 2qy 0
dq=0
q=a
putting q=a, 2xz-p𝑥 2 − 2𝑎𝑥𝑦 + 𝑎𝑝 = 0
p=2x(z-a)/(𝑥 2 − 𝑎)
dz = p dx +q dy
dz=2x(z-a)/(𝑥 2 − 𝑎)dx+a dy
( dz − 𝑎𝑦)/(z-ay)=2xdx/(𝑥 2 − 𝑎)
Integrating,
Log(z-ay)=log/(𝑥 2 − 𝑎)+log b
z-ay-b(𝑥 2 − 𝑎)=0
which is the complete integral where a and b are arbitrary constant.