Non-Linear partial differential equation of first order

Form I
Equations involving only p and q and not x, y, z. Under this
standard form we consider the equation as
f ( p, q )  0 (1)
dp dq
Charpit’s auxiliary equations   .......
F F F F
p q
x z y z
dp dq
becomes   
0 0
Here dp = 0, dq = 0 give p = a, q = b
i.e. dz = pdx + qdy => dz = adx + bdy
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Non-Linear partial differential equation of first order
Form I
The solution of (1) is given by
z  ax  by  c (2)
where a and b are connected by the relation
f ( a, b)  0 (3)

z z
Since p   a and q  b
x y
which when substituted in (3), gives (1).
From (3) we may find b in terms of a i.e. b   (a)
say. The complete integral of (1) is
z  ax   (a ). y  c 2
Non-Linear partial differential equation of first order

General integral

Taking c   (a ) in C.F. where  is an arbitrary

function, we have z  ax   (a ). y   (a ) (4)
Differentiating (4) w.r.t. a, we have
0  x   ( a) y   (a) (5)
Eliminating a between (4) and (5) we get the general
integral.

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Non-Linear partial differential equation of first order

Singular integral: Singular integral (if exists) is

obtained by eliminating arbitrary constants a and c.
Differentiating C.F. w.r.t a and c we have
0  x   ( a ) y

and 0 = 1.(absurd)
Hence there is no singular integral.

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Non-Linear partial differential equation of first order

Examples Solve p 2  q 2  1 (1)

Solution The equation is of the form f ( p, q )  0 .

The complete solution is given by

z  ax  by  c (2)
z z
 p  a and q  b
x y
On substituting the values of p and q in (1), we have

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Non-Linear partial differential equation of first order
2 2 2
a  b  1  b  1  a put value of b in (2) , then
the complete solution is

z  ax  1  a 2 y  c. Ans.
Singular integral (if exists) is obtained by eliminating
arbitrary constants a and c. Differentiating C.F. w.r.t a
and c we have
0 = x + ½(1-a2)-1/2(-2a)y
and 0 = 1.(absurd)
Hence there is no singular integral.
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Non-Linear partial differential equation of first order

Form II
The form of the equation for two independent
variables is z  px  qy  f ( p, q ) (1)
The complete integral is z  ax  by  f (a, b)
which contains two arbitrary constants a and b.
Notice that the complete integral of (1) is obtained
replacing p and q by a and b respectively.

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Non-Linear partial differential equation of first order

Examples Find singular integral of z  px  qy  pq.

Solution The complete integral is

z  ax  by  ab (1)
Differentiating (1) partially w.r.t. a and b
0  x  b and 0  y  a (2)
Eliminating a and b between (1) and (2), we get
z   xy  xy  xy  xy
which is the required singular solution.

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Non-Linear partial differential equation of first order

Form III

The equation is of the form F ( z , p, q )  0

where the independent variables x and y do
not occur explicitly, but the dependent
variables are involved.
Let z be a function of u, where u  x  ay
where a is an arbitrary constant. Then
u u
1 . a
x y
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Non-Linear partial differential equation of first order

z dz u dz
p  
x du x du
z dz u dz
q  a
y du y du
On substitution, the given equation becomes
 dz dz 
F  z, , a 0
 du du 
which is an ordinary differential equation of first
order and may be easily solved.

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Non-Linear partial differential equation of first order

Working rule:
(i) Assume u  x  ay ,
dz dz
(ii) replace p and q by and a in given
du du
equation
(iii) solve the resulting ordinary differential equation.
This gives a complete solution. The general solution
and singular solution may be found in the usual way

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Non-Linear partial differential equation of first order
Examples Solve p(1  q 2 )  q( z  1). (1)
Solution: let u  x  ay , then
z dz u dz
p  
x du x du
z dz u dz
q  a
y du y du
Substitute these values of p and q in (1) , then the given
equation becomes
dz  2  dz 
2
 dz
1  a   a ( z  1)
du   du   du

 2  dz 
2

or 1  a     a ( z  1)
 du  
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
Non-Linear partial differential equation of first order
2
 dz 
2
or a    a ( z  1)  1
 du 
dz 1
or  az  a  1
du a
adz
or  du
az  a  1
or 2 az  a  1  u  c  x  ay  c
or 4(az  a  1)  ( x  ay  c ) 2

This is the complete integral.

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Non-Linear partial differential equation of first order

Form Iv

The equation is of the form

f1 ( x, p )  f 2 ( y , q )

where z does not occur explicitly, while x is

associated with p and y with q.
Examples Solve p  q  3 x  0.

Solution p  3x  q
Set
Then p  (a  3x) 2 and q  a2

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Non-Linear partial differential equation of first order

Form Iv

A complete solution is dz = pdx + qdy

z  pdx   qdy  b
or  
z  (a  3 x) 2 dx  a 2 dy  b

1
or z   (a  3x)3  a 2 y  b
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There is no singular solution.

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