Lecture Notes for Partial Differential Equations(1)_continued

By

Dr. S. K. Ray

NB : These notes are provided to the students of ME, 3rd Semester (JGEC) as study materials . In case
of any query, they can contact me over Mobile No. 9474116742 after 7 :30 pm . Some problems, not
solved here, are left to them as Assignments.

Solution of First Order PDE

Theorem 1 : The general solution of the Lagrange’s equation 𝑃(𝑥, 𝑦, 𝑧 ) 𝑝 + 𝑄(𝑥, 𝑦, 𝑧) 𝑞 = 𝑅(𝑥, 𝑦, 𝑧)

is F (u, v ) = 0 , where 𝐹 is an arbitrary function of 𝑢, 𝑣 and 𝑢 ( 𝑥, 𝑦, 𝑧 ) = 𝐶1 and 𝑣 ( 𝑥, 𝑦, 𝑧 ) = 𝐶2

𝑑𝑥 𝑑𝑦 𝑑𝑧
are solutions of the system = = .
𝑃 𝑄 𝑅

Example 6. Find the general solution of the PDE (𝑦 + 𝑧𝑥)𝑝 − (𝑥 + 𝑦𝑧)𝑞 = 𝑥 2 − 𝑦 2

The given PDE is (𝑦 + 𝑧𝑥)𝑝 − (𝑥 + 𝑦𝑧)𝑞 = 𝑥 2 − 𝑦 2

𝑑𝑥 𝑑𝑦 𝑑𝑧
The corresponding auxiliary equation is = = ⋯ ⋯ ⋯ 1)
𝑦+𝑧𝑥 –(𝑥+𝑦𝑧) 𝑥 2 −𝑦 2

From 1), we get

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 𝑑𝑧 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 𝑑𝑧

= = = =
𝑦+𝑧𝑥 –(𝑥+𝑦𝑧) 𝑥 2 −𝑦 2 𝑦(𝑦+𝑧𝑥)−𝑥(𝑥+𝑦𝑧)+(𝑥 2 −𝑦 2 ) 0

 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 𝑑𝑧 = 0

 𝑑(𝑥 𝑦) + 𝑑𝑧 = 0

 𝑥𝑦 + 𝑧 = 𝐶1

Again from 1) ,we get

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦− 𝑧𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦− 𝑧𝑑𝑧

= = = =
𝑦+𝑧𝑥 –(𝑥+𝑦𝑧) 𝑥 2 −𝑦 2 𝑥(𝑦+𝑧𝑥)−𝑦(𝑥+𝑦𝑧)−𝑧(𝑥 2 −𝑦 2 ) 0

 𝑥𝑑𝑥 + 𝑦𝑑𝑦 − 𝑧𝑑𝑧 = 0

1
 2
𝑑( 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0

 𝑑(𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0

 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝐶2
 The general solution is 𝐹 ( 𝑥 𝑦 + 𝑧 , 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0 where 𝐹 is an arbitrary function .

Example 7. Find the general solution of the PDE 𝑧 (𝑥 𝑝 – 𝑦 𝑞 ) = 𝑦 2 − 𝑥 2 .

The given PDE is 𝑧 𝑥 𝑝 – 𝑧𝑦 𝑞 = 𝑦 2 − 𝑥 2 .

𝑑𝑥 𝑑𝑦 𝑑𝑧
The corresponding auxiliary equations are 𝑧𝑥
= – 𝑧𝑦
= 𝑦2− 𝑥2
⋯⋯⋯ 1)

From the 1st two ratios, we get

𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦
𝑥
=
−𝑦
 𝑥
+
𝑦
=0

 𝑙𝑜𝑔 𝑥 + 𝑙𝑜𝑔 𝑦 = 𝑙𝑜𝑔 𝐶1

 𝑥 𝑦 = 𝐶1

Again from 1) , we get

𝑥𝑑𝑥 𝑦𝑑𝑦 𝑧𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧

= = =
𝑧 x2 – 𝑧𝑦 2 𝑧(𝑦 2 − 𝑥 2 ) 0

 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0

1
 𝑑(𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0
2

 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝐶2

 The general solution is 𝐹 ( 𝑥 𝑦 , 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0 where 𝐹 is an arbitrary function .

Exercise 3. Find the general solutions of the following PDEs :

i) 𝑥(𝑦 2 − 𝑧 2 )p + y(𝑧 2 − 𝑥 2 )q = z(𝑥 2 − 𝑦 2 ) .

ii) (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥 .

iii) 𝑝 tan 𝑥 + 𝑞 tan 𝑦 = tan 𝑧 .

𝑦−𝑧 𝑧−𝑥 𝑥−𝑦
iv) 𝑦𝑧
𝑝 + 𝑧𝑥
𝑞 = 𝑥𝑦

v) (𝑧 2 − 2𝑦𝑧 − 𝑦 2 )𝑝 + (𝑥𝑦 + 𝑧𝑥)𝑞 = 𝑥𝑦 − 𝑧𝑥

vi) (𝑥𝑦 3 − 2𝑥 4 )𝑝 + (2𝑦 4 − 𝑥 3 𝑦)𝑞 = 9𝑧(𝑥 3 − 𝑦 3 )

Left to the students

Integral Surface Passing Through a Given Curve

Let the integral surface be given by the general integral ( general solution ) of the 1st order PDE
 Lagrange’s Equation : 𝑃(𝑥, 𝑦, 𝑧)𝑝 + 𝑄(𝑥, 𝑦, 𝑧)𝑞 = 𝑅(𝑥, 𝑦, 𝑧) ⋯ ⋯ ⋯ 1)

and let the given curve be 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡), 𝑧 = 𝑧(𝑡) ⋯ ⋯ ⋯ 2) where 𝑡 is a parameter .
𝑑𝑥 𝑑𝑦 𝑑𝑧
Let 𝑢(𝑥, 𝑦, 𝑧) = 𝐶1 , 𝑣(𝑥, 𝑦, 𝑧) = 𝐶2 be any two solutions of the auxiliary equations 𝑃
= 𝑄
= 𝑅
.
Then the general solution of 1) is 𝐹(𝑢, 𝑣) = 0 where 𝐹 is an arbitrary function. If the integral surface
passes through the curve 2) , we must have

𝑢(𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)) = 𝐶1 ⋯ ⋯ ⋯ 3) and 𝑣(𝑥(𝑡), 𝑦(𝑡), 𝑧(𝑡)) = 𝐶2 ⋯ ⋯ ⋯ 4)

subject to the condition

𝐹(𝐶1 , 𝐶2 ) = 0 ⋯ ⋯ ⋯ 5)

We can eliminate 𝑡 from 3) and 4) to obtain 𝐹(𝐶1 , 𝐶2 ) = 0 . The solution we are seeking is then given
by

𝐹(𝑢, 𝑣) = 0 .

Example 8. Find the integral surface of the linear PDE 𝑥(𝑦 2 + 𝑧)𝑝 − 𝑦(𝑥 2 + 𝑧)𝑞 = (𝑥 2 − 𝑦 2 )𝑧 which
contains the straight line 𝑥 + 𝑦 = 0 , 𝑧 = 1 .

The given PDE is 𝑥(𝑦 2 + 𝑧)𝑝 − 𝑦(𝑥 2 + 𝑧)𝑞 = (𝑥 2 − 𝑦 2 )𝑧 ⋯ ⋯ ⋯ 1)

𝑑𝑥 𝑑𝑦 𝑑𝑧
The corresponding auxiliary equations are = = ⋯ ⋯ ⋯ 2)
𝑥(𝑦 2 +𝑧) − 𝑦(𝑥 2 +𝑧) (𝑥 2 − 𝑦2 )𝑧

From 2), we get

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
+ +
𝑥 𝑦 𝑧 𝑥 𝑦 𝑧
(𝑦 2 +𝑧)
= = =
− (𝑥 2 +𝑧) (𝑥 2 − 𝑦 2 ) 0

𝑑𝑥 𝑑𝑦 𝑑𝑧
 𝑥
+ 𝑦
+ 𝑧
=0

 𝑥 𝑦 𝑧 = 𝐶1

Again from 2), we get

𝑥𝑑𝑥 𝑦𝑑𝑦 −𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 − 𝑑𝑧

= = =
𝑥 2 (𝑦 2 +𝑧) − 𝑦2 (𝑥 2 +𝑧) −(𝑥 2 − 𝑦 2 )𝑧 0

 𝑥𝑑𝑥 + 𝑦𝑑𝑦 – 𝑑𝑧 = 0
1
 2
𝑑( 𝑥 2 + 𝑦 2 − 2𝑧) = 0

 𝑥 2 + 𝑦 2 − 2𝑧 = 𝐶2

Hence the general solution of 1) is 𝐹(𝑢, 𝑣) = 0 where 𝑢 = 𝑥 𝑦 𝑧 = 𝐶1 and 𝑣 = 𝑥 2 + 𝑦 2 − 2𝑧 = 𝐶2 .

The given curve is 𝑥 + 𝑦 = 0 , 𝑧 = 1 whose parametric form is 𝑥 = 𝑡, 𝑦 = −𝑡, 𝑧 = 1 .

If the integral surface passes through the given curve, we must have

𝐶1 = −𝑡 2 and 𝐶2 = 2 𝑡 2 − 2 .

Eliminating 𝑡 , we obtain

𝐶2 = −2𝐶1 − 2 or 2𝐶1 + 𝐶2 + 2 = 0

showing that the desired integral surface is 2𝑥𝑦𝑧 + 𝑥 2 + 𝑦 2 − 2𝑧 + 2 = 0

Exercise 4. Find the general integral of the equation (𝑥 − 𝑦)𝑝 + (𝑦 − 𝑥 − 𝑧)𝑞 = 𝑧 and the particular
integral solution through the circle 𝑧 = 1, 𝑥 2 + 𝑦 2 = 1.

Left to the students