Lagrange’s Linear Equation

A linear PDE of the first order which is of the form Pp  Qq  R where P,Q,R are
functions of x, y, z is called Lagrange’s linear equation.

General solution of Lagrange’s Linear Equation

The general solution of equation Pp  Qq  R is f (u, v)  0 , where f is an
arbitrary function and u( x, y, z)  a and V ( x, y, z)  b are independent solutions of
dx dy dz
the simultaneous differential equation   .
P Q R
Working rule

(1). To solve Pp  Qq  R , we form the corresponding subsidiary simultaneous

dx dy dz
equation   .
P Q R
(2). Solving these equations, we get two independent solutions u  a and v  b .
(3). Then the required general solution is f (u, v)  0 or u  f(v) or v  f(u) .
To solve the subsidiary equation we have two methods
(i). Method of grouping
(ii). Method of multipliers.

(i). Method of grouping

dx dy dz
Consider the subsidiary equation  
P Q R
Take any two ratios say first two ratios or last two ratios or first and last
dx dy
ratios. Now consider the first two ratios  . If P and Q contains z try to
P Q
eliminate it. Now direct integration gives u( x, y)  a . Similarly, take another two

46
ratios and integrate it. v( x, y)  b . Therefore, the solution of the given Lagrange’s
equation is f(u, v)  0 .

1. Solve the equation x2 p  y 2 q  z 2  0

Sol.
Given x2 p  y 2q z 2 is the Lagrange’s equation with

P  x2 , Q  y 2 , R z 2 .
dx dy dz
The S.E is  2 2
x 2
y z
Take the first two ratios
dx dy
 2
x2 y
dx dy
 x 2
 2
y

x1 y1  a
1 1
ie,  a
x y
Take the last two ratios
dy dz
 2
y 2
z
dy dz
 y 2

z 2

y1  z1  b
1 1
ie,  b
y z
The general solution of the given equation is
1 1 1 1
f   ,    0 .
 x y y z 

47
2. Solve y 2 p  xyq  x( z  2 y)
Sol.
Given equation is Lagrange’s equation with
P  y 2 , Q xy, R  x( z  2 y)
dx dy dz
The S.E is   (1)
y 2
xy x( z  2 y )
Taking first two ratios
dx dy

y 2
xy
dx dy
ie, 
y x
or  xdx  ydy

  xdx   ydy

x2 y 2
  a
2 2
x2 y 2
 a
2 2
x2  y 2  2a
dx dy dz zdy  ydz
  
y 2
xy x( z  2 y) xyz  xyz  2 xy 2
Take 1st and 4th ratios
dx zdy  ydz

y2 2 xy 2
2 xdx  d ( yz )

2 xdx   d ( yz )

2 x2
  yz  b
2
x2  yz  b
The general solution of the given equation is
f ( x2  y 2 , x2  yz)  0 .

48
3. Solve ( p  q) z  z 2  ( x  y)
Sol.
Given pz  qz  z 2 ( x  y) is Lagrange’s equation with

P  z, Q z, R  z 2 ( x  y)
dx dy dz
The S.E is   2
z z z ( x  y )
Take first two ratios
dx dy

z z

 dx   dy
x y  a
zdy dz
 2
z 2
z ( x  y)
z( x  y)dy  dz
dz
( x  y )dy 
z
dz
 ( x  y)dy   z
y2
xy   log z  b
2
y2
xy   log z  b
2
The general solution of the given equation is
y2
f ( x  y, xy   log z )  0 .
2
4. Find the solution of p x  q y  z

Sol.
Given equation is Lagrange’s equation with
P  x, Q  y , R  z .

49
 dx dy dz
The S.E is  
x y z
dx dy
Take 
x y

dx dy
 x

y

2 x 2 y a
a
x y 
2
dy dz
Take 
y z
dy dz
 y

z

2 y  2 z b
b
y z 
2
The general solution of the given equation is
f ( x  y, y  z )  0.

5. Solve p tan x  q tan y  tan z

Sol.
Given equation is Lagrange’s equation with
P  tan x, Q  tan y, R  tan z .
dx dy dz
The S.E is  
tan x tan y tan z
dx dy
Take 
tan x tan y

50
 dx dy
 tan x   tan y
 cot xdx   cot ydy
log(sin x)  log(sin y)  log a
 sin x 
log    l og a
 sin y 

sin x
a
sin y
dy dz
Take 
tan y tan z
dy dz
 tan y   tan z
 cot ydy   cot zdz
log(sin y)  log(sin z)  log b
 sin y 
log   log b
 sin z 

sin y
b
sin z
 sin x sin y 
Hence the general solution is f  ,  0.
 sin y sin z 

(ii) Method of Multipliers

Choose any three multipliers l, m, n which may be constant or function of

dx dy dz ldx  mdy  ndz
x, y, z. We have    . If it is possible to choose l, m, n
P Q R lP  mQ  nR
such that lP  mQ  nR  0 the ldx  mdy  ndz  0 . If ldx  mdy  ndz  0 is an
exact differential then on integration we get a solution u  a . The multipliers l, m,
n are called Lagrangian multipliers.

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1. Solve ( z 2  2 yz  y 2 ) p  (xy + zx)q = xy - zx
Sol.
This is Lagrangian linear equation with
P  ( z 2  2 yz  y 2 ), Q  (xy + zx), R = xy - zx
dx dy dz
The S.E is  
z  2 yz  y
2 2
xy  zx xy  zx
Take last two ratios
dy dz

x( y  z ) x( y  z )
( y  z)dy  ( y  z)dz
ydy  zdy  ydz  zdz  0
ydy  d ( yz )  zdz  0

 ydy   d ( yz)   zdz  0

y2 z2
 yz   a
2 2
y 2  2 yz  z 2  2a
Using the multipliers x, y, z
xdx  ydy  zdz xdx  ydy  zdz

xz  2 xyz  xy  xyz  xyz  xz
2 2 2
0
 xdx  ydy  zdz  0

 xdx   ydy   zdz  0

x2 y 2 z 2
  b
2 2 2
x2  y2  z 2  2b

Therefore, the general solution is f ( y 2  2 yz  z 2 , x2  y 2  z 2 )  0 .

2. Solve ( x  2 z) p  (2 z  y)q = y - x
Sol.
This is Lagrangian linear equation with
P  ( x  2 z ), Q  (2 z  y), R = y - x

52
 dx dy dz
The S.E is   (1)
x  2z 2z  y y  x
Using the multipliers 1,1,1 each ration in (1)
dx  dy  dz dx  dy  dz

x  2z  2z  y  y  x 0
 dx  dy  dz  0

 dx   dy   dz  x  y  z  a
Using the multipliers y, x, 2 z each ratio in (1)
ydx  xdy  2 zdz ydx  xdy  2 zdz

yx  2 yz  2 xz  xy  2 yz  2 xz 0
d ( xy)  2 zdz  0

 d ( xy)  2 zdz  0
xy  z 2  b

Therefore, the general solution is f ( x  y  z, xy  z 2 )  0 .

3. Solve ( x2  y 2  z 2 ) p  2xyq  2zx

Sol.
This is a Lagraginan linear equation with
P  ( x2  y 2  z 2 ), Q  2xyq, R  2zx .
dx dy dz
The S.E is   (1)
x  y z
2 2 2
2 xy 2 zx
dy dz
Take 
2 xy 2 zx
dy dz
 y

z
log y  log z  log a
y
ie, a
z

53
 Using the multipliers x, y, z each ratio in (1)
xdx  ydy  zdz xdx  ydy  zdz

x  xy  xz  2 xy  2 z x
3 2 2 2 2
x( x 2  y 2  z 2 )
1
d ( x2  y 2  z 2 )
dz 2

2 zx x( x 2  y 2  z 2 )

dz d ( x2  y 2  z 2 )
 z

( x2  y 2  z 2 )

log z  log( x2  y 2  z 2 )  log b

 x 2  y 2  z 2 
log    log b
 z 

x2  y 2  z 2
ie, b
z
 x 2  y 2  z 2 y 
Therefore, the general solution is f  ,   0
 z z 

4. Solve x2 ( y  z) p  y 2 ( z  x)q  z 2 ( x  y)
Sol.
This is a Lagraginan linear equation with
P  x2 ( y  z), Q  y 2 ( z  x), R  z 2 ( x  y)
dx dy dz
The S.E is  2  2 (1)
x ( y  z ) y ( z  x) z ( x  y )
2

1 1 1
Using the multipliers , , each of ratio in (1)
x2 y 2 z 2
1 1 1 1 1 1
2
dx  2 dy  2 dz 2
dx  2 dy  2 dz
x y z x y z

y z  z x x y 0
1 1 1
2
dx  2 dy  2 dz  0
x y z
1 1 1
 x 2
dx   2 dy   2 dz  0
y z

54
 1 1 1
   a
x y z
1 1 1
   a
x y z
1 1 1
Using the multipliers , , each of ratio in (1)
x y z
1 1 1 1 1 1
dx  dy  dz dx  dy  dz
x y z x y z

xy  xz  yz  yx  zx  zy 0

1 1 1
dx  dy  dz  0
x y z
Integrating we get log x  log y  log z  log b
xyz  b
1 1 1 
Therefore, the general solution is f    , xyz  0
 x y z 
5. Solve (mz  ny) p  (nx  lz)q  ly  mx
Sol.
This is a Lagraginan linear equation with
P  (mz  ny), Q  (nx  lz ), R  ly  mx
dx dy dz
The S.E is    (1)
mz  ny nx lz ly mx

Using the multipliers l , m, n each ratio in (1)

ldx  mdy  ndz ldx  mdy  ndz

lmz  ln y  mnx  mlz  nly  nmx 0
 ldx  mdy  ndz  0
Integrating we get l x  my  nz  a
Using the multipliers x, y, z each ratio in (1)
xdx  ydy  zdz xdx  ydy  zdz

xmz  x n y  nxy  lyz  lyz  mxz 0

55
  xdx  ydy  zdz  0

x2 y 2 z 2
Integrating we get   b
2 2 2
x2  y2  z 2  2b

Therefore, the general solution is f (lx  my  nz, x2  y 2  z 2 )  0 .

6. Solve ( x2  yz) p  ( y 2  zx)q  z 2  xy

Sol.
Given This is a Lagraginan linear equation with
P  ( x2  yz), Q  ( y 2  zx), R  z 2  xy
dx dy dz
The S.E is  2  2 (1)
x  yz y  zx z  xy
2

Using the multipliers x, y, z each ratio in (1)

xdx  ydy  zdz xdx  ydy  zdz
 3
x  xyz  y  xyz  z  xyz x  y 3  z 3  3xyz
3 3 3

dx  dy  dz dx  dy  dz
 2
( x  y  z )( x  y  z  xy  yz  xz ) x  y  z 2  yz  zx  xy
2 2 2 2

xdx  ydy  zdz dx  dy  dz


( x  y  z) 1
xdx  ydy  zdz  ( x  y  z )d ( x  y  z )

x 2 y 2 z 2 ( x  y  z )2
   a
2 2 2 2
x2  y 2  z 2  ( x  y  z)2  2a
By grouping, take
dx  dy dy  dz
 2
x  yz  y  zx y  zx  z 2  xy
2 2

dx  dy dy  dz
 2
x  y  z ( x  y ) y  z 2  x( y  z )
2 2

56
 dx  dy dy  dz

( x  y )( x  y )  z ( x  y ) ( y  z )( y  z )  x( y  z )
dx  dy dy  dz

( x  y)( x  y  z ) ( y  z )( y  z  x)
d ( x  y) d ( y  z)

x y yz
d ( x  y) d ( y  z)
 x y

yz
log( x  y)  log( y  z )  log b
 x  y 
log   b
 y  z 

 x  y 
Therefore, the general solution is f  xy  yz  xz,  0
 y  z 

7. Solve ( x2  y 2  z 2 ) p  2xyq  2xz

Sol.
This is a Lagraginan linear equation with
P  ( x2  y 2  z 2 ), Q  2xy, R  2xz
dx dy dz
The S.E is   (1)
x  y z
2 2 2
2 xy 2 xz
Take the last two ratios
dy dz

2 xy 2 xz
dy dz
 y

z
ie, log y  log z  log a
 y
log    log a
 z 

y
a
z
Using the multipliers x, y, z each ratio in (1)

57
 xdx  ydy  zdz xdx  ydy  zdz xdx  ydy  zdz
 3 
x  xy  xz  2 xy  2 xz
3 2 2 2 2
x  xy 2  xz 2 x( x 2  y 2  z 2 )
dy xdx  ydy  zdz
Take 
2 xy x( x 2  y 2  z 2 )
dy 2 xdx  2 ydy  2 zdz

y ( x2  y 2  z 2 )

dy d ( x2  y 2  z 2 )
 y  ( x2  y 2  z 2 )


log y  log( x2  y 2  z 2 )  log b

y
b
(x  y2  z2 )
2

y y   0
Therefore, the general solution is f  , 2 2
 z x  y  z 
2

8. Solve ( y  z ) p  ( z  x)q  x  y
Sol.
This is a Lagraginan linear equation with
P  ( y  z ), Q  ( z  x), R  x  y
dx dy dz
The S.E is  
yz zx x y
dx  dy dy  dz

y  zzx z  xx y

dx  dy dy  dz

yx z y
d ( x  y) dy  dz

( x  y ) ( y  z )
d ( x  y) d ( y  z)
 ( x  y)

( y  z)
log( x  y)  log( y  z)  log a
 x  y 
log    log a
 y  z 

58
 x y
a
yz

dx dy dz dx  dy  dz d ( x  y  z )
   
y  z z  x x  y 2 x  2 y  2 z 2( x  y  z )

Take
d ( x  y) d ( x  y  z)
 
x y 2( x  y  z )
d ( x  y) d ( x  y  z)
2 
x y ( x  y  z)
2log( x  y)  log( x  y  z)  log b

log( x  y)2  log( x  y  z) log b

( x  y)2 ( x  y  z )  b
 x y 
Therefore, the general solution is f  , ( x  y)2 ( x  y  z )  0 .
 y  z 
 b  c   c  a   a  b 
9. Solve  yzp   xzq  
 a   b   c 
 xy

Sol.
This is a Lagraginan linear equation with
 b  c   c  a   a  b 
P          xy
 c 
yz , Q xz , R
 a   b 

dx dy dz
The S.E is  
 b  c   c  a   a  b 
      xy
 c 
yz xz
 a   b 

Using the multipliers ax, by, cz each ratio

axdx  bydy  czdz axdx  bydy  czdz

(b  c) xyz  (c  a) xyz  (a  b) xyz 0

 axdx  bydy  czdz  0

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 ax 2 by 2 cz 2
Integrating, we get   a
2 2 2
ax2  by 2  cz 2  2a

Using the multipliers a 2 x, b2 y, c2 z each ratio

a 2 xdx  b2 ydy  c 2 zdz a 2 xdx  b 2 ydy  c 2 zdz


a(b  c) xyz  b(c  a) xyz  c(a  b) xyz 0

 a2 xdx  b2 ydy  c2 zdz  0

a 2 x2 b2 y 2 c 2 z 2
Integrating, we get   b
2 2 2
a2 x2  b2 y 2  c2 z 2  2b

Therefore, the general solution is f ax 2  by 2  cz 2 , a 2 x 2  b 2 y 2  c 2 z 2   0 .

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