Md.
Yasin Ali
Solution of first order linear PDEs
Lagrange’s method for solution of first order linear PDEs
An equation of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅 is said to be Lagrange’s type of PDE.
Working Rule:
Step 1: Transform the give PDE of the first order in the standard form
𝑃𝑝 + 𝑄𝑞 = 𝑅 (1)
Step 2: Write down the Lagrange’s auxiliary equation for (1) namely
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
𝑃 𝑄 𝑅
Step 3: Solve (2) by using the well known methods.
Let 𝑢(𝑥, 𝑦, 𝑧) = 𝑐1 and 𝑣(𝑥, 𝑦, 𝑧) = 𝑐2 be the two independent solutions of (2).
Step 4: The general solution of (1) is then written one of the following three equivalent forms
∅(𝑢, 𝑣) = 0, 𝑢 = ∅(𝑣) or 𝑣 = ∅(𝑢).
Rule 1:
Ex. 01: Solve 2𝑝 + 3𝑞 = 1.
Solution: Given 2𝑝 + 3𝑞 = 1 (1)
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
2 3 1
Taking first two fractions of (2), we have
𝑑𝑥 𝑑𝑦
=
2 3
⇒ 3𝑑𝑥 − 2𝑑𝑦 = 0 (3)
Integrating (3), we get
3𝑥 − 2𝑦 = 𝑐1 (4)
Taking last two fractions of (2), we have
Assistant Professor
UITS
Md. Yasin Ali
𝑑𝑦 𝑑𝑧
=
3 1
⇒ 𝑑𝑦 − 3𝑑𝑧 = 0 (5)
Integrating (5), we get
𝑦 − 3𝑧 = 𝑐2 (6)
From (4) and (6) required solution is
∅(3𝑥 − 2𝑦, 𝑦 − 3𝑧) = 0 , ∅ being an arbitrary function.
𝑦2𝑧
Ex. 02: Solve ( ) 𝑝 + 𝑧𝑥𝑞 = 𝑦 2 .
𝑥
𝑦2𝑧
Solution: Given, ( ) 𝑝 + 𝑧𝑥𝑞 = 𝑦 2 (1)
𝑥
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝑦2 𝑧
= = 𝑦2 (2)
𝑧𝑥
𝑥
Taking first two fractions of (2), we have
𝑑𝑥 𝑑𝑦
𝑦2 𝑧
= 𝑧𝑥
𝑥
𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦2𝑧 𝑧𝑥
𝑥𝑑𝑥 𝑑𝑦
⇒ =
𝑦2 𝑥
⇒ 𝑥 2 𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0 (3)
Integrating (3), we get
𝑥3 𝑦3 𝑐1
− =
3 3 3
⇒ 𝑥 3 − 𝑦 3 = 𝑐1 (4)
Taking first and last fractions of (2), we have
𝑑𝑥 𝑑𝑧
𝑦2 𝑧
= 𝑦2
𝑥
𝑥𝑑𝑥
= 𝑑𝑧
𝑧
Assistant Professor
UITS
Md. Yasin Ali
⇒ 𝑥𝑑𝑥 − 𝑧𝑑𝑧 = 0 (5)
Integrating (5), we get
𝑥2 𝑧2 𝑐2
− =
2 2 2
⇒ 𝑥 2 − 𝑦 2 = 𝑐2 (6)
From (4) and (6) required solution is
∅(𝑥 3 − 𝑦 3 , 𝑥 2 − 𝑦 2 ) = 0 , ∅ being an arbitrary function.
H.W.
(1) Solve 𝑝 𝑡𝑎𝑛𝑥 + 𝑞 𝑡𝑎𝑛𝑦 = 𝑡𝑎𝑛𝑧.
Rule 2:
Ex 01: Solve 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦
Solution: Given 𝑥𝑧𝑝 + 𝑦𝑧𝑞 = 𝑥𝑦 (1)
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = 𝑥𝑦 (2)
𝑥𝑧 𝑦𝑧
Taking first two fractions of (2), we have
𝑑𝑥 𝑑𝑦
=
𝑥𝑧 𝑦𝑧
𝑑𝑥 𝑑𝑦
⇒ =
𝑥 𝑦
1 1
⇒ 𝑥 𝑑𝑥 − 𝑦 𝑑𝑦 = 0 (3)
Integrating (3), we get
𝑙𝑛𝑥 − 𝑙𝑛𝑦 = 𝑙𝑛𝑐1
𝑥
⇒ 𝑦 = 𝑐1 (4)
From (4), we have 𝑥 = 𝑐1 𝑦
Taking last two fractions of (2), we have
𝑑𝑦 𝑑𝑧
= 𝑥𝑦
𝑦𝑧
Assistant Professor
UITS
Md. Yasin Ali
𝑑𝑦 𝑑𝑧
=
𝑧 𝑥
𝑑𝑦 𝑑𝑧
=
𝑧 𝑦𝑐1
⇒ 𝑦𝑐1 𝑑𝑦 − 𝑧𝑑𝑧 = 0 (5)
Integrating (5), we get
𝑦2 𝑧2 𝑐2
𝑐1 − =
2 2 2
⇒ 𝑐1 𝑦 2 − 𝑧 2 = 𝑐2
𝑥
⇒ 𝑦 ∙ 𝑦 2 − 𝑧 2 = 𝑐2
⇒ 𝑥𝑦 − 𝑧 2 = 𝑐2 (6)
From (4) and (6) required solution is
𝑥
∅ (𝑦 , 𝑥𝑦 − 𝑧 2 ) = 0 , ∅ being an arbitrary function.
Ex 02: Solve 𝑝 − 2𝑞 = 3𝑥 2 sin(𝑦 + 2𝑥).
Solution: Given 𝑝 − 2𝑞 = 3𝑥 2 sin(𝑦 + 2𝑥) (1)
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= −2 = 3𝑥 2 sin(𝑦+2𝑥) (2)
1
Taking first two fractions of (2), we have
𝑑𝑥 𝑑𝑦
= −2
1
⇒ 𝑑𝑦 + 2𝑑𝑥 = 0 (3)
Integrating (3), we get
𝑦 + 2𝑥 = 𝑐1 (4)
Taking first and last fractions of (2), we have
𝑑𝑥 𝑑𝑧
= 3𝑥 2 sin(𝑦+2𝑥)
1
𝑑𝑥 𝑑𝑧
= 3𝑥 2 sin 𝑐
1 1
Assistant Professor
UITS
Md. Yasin Ali
⇒ 3𝑥 2 sin 𝑐1 𝑑𝑥 − 𝑑𝑧 = 0 (5)
Integrating (5), we get
3𝑥 3
sin 𝑐1 − 𝑧 = 𝑐2
3
⇒ 𝑥 3 sin(𝑦 + 2𝑥) − 𝑧 = 𝑐2 (6)
From (4) and (6) required solution is
∅(𝑦 + 2𝑥, 𝑥 3 sin(𝑦 + 2𝑥) − 𝑧) = 0 , ∅ being an arbitrary function.
H.W.
(1) Solve 𝑝 + 3𝑞 = 5𝑧 + 𝑡𝑎𝑛(𝑦 − 3𝑥)
Rule 3:
Ex 01: Solve (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥.
Solution: Given (𝑚𝑧 − 𝑛𝑦)𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥 (1)
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝑛𝑥−𝑙𝑧 = 𝑙𝑦−𝑚𝑥 (2)
𝑚𝑧−𝑛𝑦
Choosing 𝑥, 𝑦, 𝑧 as multipliers, each fraction of (2)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑚𝑥𝑧 − 𝑛𝑥𝑦 + 𝑛𝑥𝑦 − 𝑙𝑦𝑧 + 𝑙𝑦𝑧 − 𝑚𝑥𝑧
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
0
Therefore,
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0.
Integrating,
𝑥 2 𝑦 2 𝑧 2 𝑐1
+ + =
2 2 2 2
⇒ 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑐1 (3)
Again choosing 𝑙, 𝑚, 𝑛 as multipliers, for each fraction of (2)
Assistant Professor
UITS
Md. Yasin Ali
𝑙𝑑𝑥+𝑚𝑑𝑦+𝑛𝑑𝑧
= 𝑙𝑚𝑧−𝑙𝑛𝑦+𝑚𝑛𝑥−𝑙𝑚𝑧+𝑙𝑛𝑦−𝑚𝑛𝑥
𝑙𝑑𝑥+𝑚𝑑𝑦+𝑛𝑑𝑧
= 0
Therefore,
𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧 = 0.
Integrating,
𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧 = 𝑐2 (4)
From (3) and (4) required solution is
∅(𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧) = 0 , ∅ being an arbitrary function.
Ex 02: Solve 𝑥(𝑦 2 − 𝑧 2 )𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑥 2 − 𝑦 2 ).
Solution: Given 𝑥(𝑦 2 − 𝑧 2 )𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑥 2 − 𝑦 2 ) (1)
The Lagrange’s auxiliary equations of (1) are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝑦(𝑧 2−𝑥 2 ) = 𝑧(𝑥 2 −𝑦 2) (2)
𝑥(𝑦 2 −𝑧 2 )
Choosing 𝑥, 𝑦, 𝑧 as multipliers, for each fraction of (2)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
𝑥 2 (𝑦 2 − 𝑧2) + 𝑦 2 (𝑧 2 − 𝑥 2 ) + 𝑧 2 (𝑥 2 − 𝑦 2 )
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
0
Therefore,
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0.
Integrating,
𝑥 2 𝑦 2 𝑧 2 𝑐1
+ + =
2 2 2 2
⇒ 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑐1 (3)
1 1 1
Again choosing 𝑥 , 𝑦 , 𝑧 as multipliers, each fraction of (2)
Assistant Professor
UITS
Md. Yasin Ali
1 1 1
𝑑𝑥+ 𝑑𝑦+ 𝑑𝑧
𝑥 𝑦 𝑧
= (𝑦 2 −𝑧 2 )+(𝑧 2 −𝑥 2 )+(𝑥 2 −𝑦2 )
1 1 1
𝑑𝑥+ 𝑑𝑦+ 𝑑𝑧
𝑥 𝑦 𝑧
= 0
Therefore,
1 1 1
𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 = 0.
𝑥
Integrating,
𝑙𝑛𝑥𝑥 + 𝑙𝑛𝑦 + 𝑙𝑛𝑧 = 𝑙𝑛𝑐2
⇒ 𝑥𝑦𝑧 = 𝑐2 (4)
From (3) and (4) required solution is
∅(𝑥 2 + 𝑦 2 + 𝑧 2 , 𝑥𝑦𝑧) = 0 , ∅ being an arbitrary function.
Assistant Professor
UITS
