NATIONAL I NSTITUTE OF T ECHNOLOGY D URGAPUR

D EPARTMENT OF M ATHEMATICS

Course Material for MAC331

Lakshmi Kanta Dey

August 17, 2023

1 PARTIAL D IFFERENTIAL E QUATIONS

Partial differential equations arise in different fields of science when the number of independent vari-
ables in the problem under consideration is two or more. Partial derivatives come from different domain
of mathematical physics and engineering, such as optics, elasticity, hydro and aerodynamics, electro-
magnetism, quantum mechanics, seismology etc. In such fields and also in geometry, economics and
applied mathematics, an equation may arise, which involves partial derivatives of one or more unknowns
functions with respect to one or more independent variables. Such type of equations is known as partial
differential equations.

1.1 BASIC DEFINITIONS AND NOTATIONS OF PARTIAL DIFFERENTIAL EQUATIONS

Definition 1.1. A partial differential equation is the one in which there is one dependent variable which is
the function of two or more independent variables with its partial derivatives. Most of the mathematical
models in partial differential equation have two independent variables. Convention is that we take the
variable z as a dependent variable and x and y as independent variables so the relation is z = f (x, y).
For example, the following equations are some examples of partial differential equations:
∂z ∂z
1. ∂x = x2 ∂y − z,
∂2u ∂2u ∂u
2. ∂x2
+ ∂x∂y = u2 + ∂z ,
 2
∂3z ∂2z ∂z
3. ∂x3
+ ∂y 2
= 2xyz + ∂x .

Definition 1.2. (Order and degree of a partial differential equation) The order of a partial differential
equation is the order of the highest order partial derivative(s) occurring in the equation.
By the degree of a differential equation (valid for PDE), when it is a polynomial equation in derivatives,
we mean the highest power (positive integral index) of the highest order derivative involved in the given
differential equation.

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  2 
∂z ∂ z
Note that there may be a PDE whose degree may not be defined like ∂x = x2 sin ∂y 2 .

Problem 1.3. Find the order and degree of the following PDEs:
∂z ∂z
(i) ∂x + ∂y = xy + z;

∂z 2 ∂2z


(ii) ∂x + ∂x∂y = x;
 1
∂2z ∂z ∂z 2
(iii) ∂x2
= 1+ ∂y + ∂x ;
 1  1
∂4u 3 ∂2u ∂u 2
(iv) ∂x4
= 1+ ∂y 2
+ ∂x .

1.2 C LASSIFICATIONS OF FIRST ORDER PDE

Definition 1.4. A partial differential equation is said to be linear if it is linear in the dependent variable
and all its partial derivatives occurring in the equation. Alternatively, a PDE is linear if it can be written
as
Lz = f (x1 ; x2 ; ...; xn )
for some linear operator L and some function f of the independent variables x′i s.
∂z ∂z
Thus a first order partial differential equation f (x, y, z, p, q) = 0, where p = ∂x ,q= ∂x , is linear if it
is linear in p, q, z , i.e., if the equation can be written in the form

P (x, y)p + Q(x, y)q = R(x, y)z + S(x, y).

For example, the following equations are linear PDE:

∂z ∂z
1. xy ∂x − y 2 ∂y = xy 3 z,
∂z ∂z ∂z
2. y 2 ∂y + xy ∂x + y 4 ∂y = xyz + x2 y 3 .
Definition 1.5. If f = 0; then we say that the PDE is homogeneous. Otherwise, we say that it is
inhomogeneous.
Definition 1.6. A partial differential equation is said to be quasi-linear if it is linear in the highest order
derivative(s) occurring in the equation.
Thus a first order partial differential equation f (x, y, z, p, q) = 0 is quasi-linear if it is linear in p and
q, i.e., if the equation can be written in the form

P (x, y, z)p + Q(x, y, z)q = R(x, y, z).

For example, the following equations are quasi-linear PDE:

∂z ∂z
1. xyz 2 ∂x − y 2 ∂y = xy 3 z,
∂z ∂z
2. y 2 ∂x + xyz ∂y = xyz 2 + x3 y 3 .
Definition 1.7. A partial differential equation is said to be semi-linear or half-linear if it is linear
in the highest order derivative(s) occurring in the equation and the coefficients of the highest order
derivative(s) are functions of the independent variables only. Thus a first order partial differential
equation f (x, y, z, p, q) = 0 is semi-linear if it is linear in p and q and the coefficients of p and q are
functions of x, y, i.e., if the equation can be written in the form

P (x, y)p + Q(x, y)q = R(x, y, z).

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For example, the following equations are semi-linear PDE:
∂z ∂z
1. xy ∂x − y 2 ∂y = xy 3 z 4 ,
∂z ∂z
2. y 2 ∂x + xy ∂y = xyz 2 + x3 y 3 .
Definition 1.8. A partial differential equation is said to be non-linear if it is not linear in p or q.
For example, the following equations are non-linear PDE:
∂z ∂z 2 ∂z 3 4
1. xy ∂x ∂y − y ∂y = xy z ,
 2
∂z 2 ∂z
2. y 2 = x3 y 3 .


∂x + xy ∂y

1.3 F ORMATION OF PARTIAL DIFFERENTIAL EQUATION

1. Formation of partial differential equation by eliminating arbitrary constants

Let us consider an equation (system of curves) F (x1 , x2 , · · · , xn , z, a1 , a2 , · · · , am ) = 0, where z is

the dependent variable, depending on the independent variables x1 , x2 , · · · , xn and a1 , a2 , · · · , am are
arbitrary constants. Depending on the nature of values of n and m, we have three possibilities:

1. If n = m, then the elimination of arbitrary constants usually gives rise to a unique partial dif-
ferential equation of order one. The partial differential equation can be obtained by eliminating
a1 , a2 , · · · , am from the relations
∂F ∂F ∂F
F = 0, = 0, = 0, · · · , = 0.
∂x1 ∂x2 ∂xn

2. If n > m, then the elimination of arbitrary constants usually gives rise to more than one partial
differential equation of order one. Here also, the partial differential equation can be obtained by
eliminating a1 , a2 , · · · , am from the relations
∂F ∂F ∂F
F = 0, = 0, = 0, · · · , = 0.
∂x1 ∂x2 ∂xn

3. If n < m, then the elimination of arbitrary constants usually gives rise to a (may not be unique)
partial differential equation of order greater than one. The partial differential equation can be
obtained by eliminating a1 , a2 , · · · , am from the relations

∂F ∂F ∂F ∂2F ∂2F ∂2F

F = 0, = 0, = 0, · · · , = 0, = 0, = 0, = 0, · · · .
∂x1 ∂x2 ∂xn ∂x21 ∂x22 ∂x1 ∂x2

Problem 1.9. Find the PDE by eliminating h and k from the relation

(x − h)2 + (y − k)2 + z 2 = a2 .

Solution: Note that here x, y are the independent variables and h, k are the arbitrary constants. So here
number of independent variables = number of arbitrary constants.
Now differentiating the given relation partially with respect to x and y we get respectively:
∂z
(x − h) = −z ;
∂x

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and
∂z
(y − h) = −z .
∂y
Using the above relations in the given relations, we get
2
∂z 2
  
∂z
z + z + z 2 = a2
∂x ∂y
=⇒ z 2 (p2 + q 2 + 1) = a2 − this is the required PDE.

Problem 1.10. Find the PDEs by eliminating the arbitrary constant from the relation

z = ax + y.

Solution: Note that here x, y are the independent variables and a is the arbitrary constants. So here
number of independent variables > number of arbitrary constants.
Now differentiating the given relation partially with respect to x and y we get respectively:

∂z
=a (1.1)
∂x
and
∂z
= 1. (1.2)
∂y
Using (1.1) in the given relation, we get

∂z
z=x + y. (1.3)
∂x
Equations (1.2) and (1.3) are the required PDEs.

Problem 1.11. Find the PDEs by eliminating the arbitrary constant from the relation

ax2 + by 2 + cz 2 = 1.

Solution: Note that here x, y are the independent variables and a, b, c are the arbitrary constants. So
here number of independent variables < number of arbitrary constants.
Now differentiating the given relation partially with respect to x and y we get respectively:

∂z
ax + cz=0
∂x
a ∂z
=⇒ x + z =0 (1.4)
c ∂x
and
∂z
by + cz
=0
∂y
b ∂z
=⇒ y + z = 0. (1.5)
c ∂y

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Differentiating (1.4) partially with respect to x and y, we get respectively:
 2
a ∂2z ∂z
+z 2 + =0 (1.6)
c ∂x ∂x
and
∂2z ∂z ∂z
z + = 0. (1.7)
∂y∂x ∂x ∂y
Using (1.6) in (1.4), we get
 2
∂2z ∂z ∂z
−zx 2 − x +z =0
∂x ∂x ∂x
 2
∂2z ∂z ∂z
=⇒ zx 2 + x −z = 0. (1.8)
∂x ∂x ∂x
Equations (1.7) and (1.8) are the required PDEs.
Problem 1.12. Find the PDEs, by eliminating the arbitrary constants from the following relations:
(i) z = ax + (1 − a)y + b; Ans: p + q = 1.
(ii) z = (x + a)(y + b); Ans: z = pq.
(iii) z = a(x + y) + b(x − y) + abt + c; Ans: zx 2 − zy 2 = 4zt .
(iv) (x − a)2 + (y − b)2 + z 2 = 1; Ans: z 2 (p2 + q 2 + 1) = 1.
(v) z = axey + a2 e2 y + b;
(vi) z = Aept sin px; Ans: zxx + ztt = 0.
(vii) z 2 = ax3 + by 3 + ab;
(viii) z = ax2 + bxy + cy 2 ;
√ p
(ix) z = ax + by + a2 + b2 ; Ans: z = px + qy + p2 + q 2 .
(x) z = (x2 + a2 )(y 2 + b2 ); Ans: 4xyz = pq.

2. Formation of partial differential equation by eliminating arbitrary functions

Let us consider two functions u and v of x, y, z, where z is a dependent functions of the independent
variables x and y. Further, assume that u and v are connected by a relation
φ(u, v) = 0, φ being an arbitrary function. (1.9)
Differentiating (1.9) partially with respect to x, we get
   
∂φ ∂u ∂u ∂z ∂φ ∂v ∂v ∂z
+ + + =0
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x
   
∂φ ∂u ∂u ∂φ ∂v ∂v
=⇒ +p + +p =0
∂u ∂x ∂z ∂v ∂x ∂z
∂φ ∂v
∂u ∂x + p ∂v
∂z
=⇒ ∂φ
= − ∂u . (1.10)
∂v ∂x + p ∂u
∂z

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Similarly differentiating (1.9) partially with respect to y, we get
∂v
∂φ
∂u ∂y + q ∂v
∂z
∂φ
= − ∂u . (1.11)
∂v ∂y + q ∂u
∂z

From (1.10) and (1.11), we get

∂v
∂v
∂x + p ∂v
∂z ∂y + q ∂v
∂z
∂u
=
∂x + p ∂u
∂z + q ∂u
∂z
∂u
∂y
   
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂u ∂v
=⇒ − p+ − q= − − . (1.12)
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂y ∂x
Equation (1.12) is the required (first order) partial differential equation obtained by eliminating φ from
(1.9).
Remark 1. The partial differential equation (1.12) can also be represented by the following equation:
∂(u, v) ∂(u, v) ∂(u, v)
p+ q= , (1.13)
∂(y, z) ∂(z, x) ∂(x, y)
where
∂u ∂u ∂u ∂u ∂u ∂u
∂(u, v) ∂y ∂z ∂(u, v) ∂z ∂x
∂(u, v) ∂x ∂y
= ∂v ∂v , = ∂v ∂v and = ∂v ∂v .
∂(y, z) ∂y ∂z ∂(z, x) ∂z ∂x ∂(x, y) ∂x ∂y

Remark 2. If the functions u and v are connected by more than one arbitrary function, i.e., if u and v
are connected by a relation of the form

φ1 (u, v) + φ2 (u, v) + · · · + φn (u, v) = 0,

where n > 1, then the partial differential equation obtained by eliminating the arbitrary functions
φ1 , φ2 , . . . , φn , is of order greater than one.
Problem 1.13. Find a PDE by eliminating the arbitrary function φ from the relation

φ(x + y + z, x2 + y 2 − z 2 ) = 0. (1.14)

Solution: Let u(x, y, z) = x + y + z and v(x, y, z) = x2 + y 2 − z 2 . Then the given relation becomes

φ(u, v) = 0. (1.15)

Differentiating (1.15) partially with respect to x and y, we get respectively:

∂φ ∂φ
(1 + p) + (2x − 2zp) = 0
∂u ∂v
∂φ
∂u 2zp − 2x
=⇒ ∂φ = (1.16)
1+p
∂v

and
∂φ ∂φ
(1 + q) + (2y − 2zq) = 0
∂u ∂v
∂φ
∂u 2zq − 2y
=⇒ ∂φ = . (1.17)
1+q
∂v

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From (1.16) and (1.17), we get
2zp − 2x 2zq − 2y
=
1+p 1+q
=⇒ (zp − x)(1 + q) = (zq − y)(1 + p). (1.18)

Equation (1.18) is the required PDE.

Problem 1.14. Find a PDE by eliminating the arbitrary function φ from the relation

z = f (y + ax) + g(y + bx) (a ̸= b). (1.19)

Solution: Differentiating (1.19) partially with respect to x and y, we get respectively:

∂z
= af ′ (y + ax) + bg ′ (y + bx) (1.20)
∂x
and
∂z
= f ′ (y + ax) + g ′ (y + bx). (1.21)
∂y
Again differentiating (1.20) partially with respect to x and y, we get respectively:
∂2z
= a2 f ′′ (y + ax) + b2 g ′′ (y + bx) (1.22)
∂x2
and
∂2z
= af ′′ (y + ax) + bg ′′ (y + bx)
∂y∂x
∂2z
=⇒ = af ′′ (y + ax) + bg ′′ (y + bx). (1.23)
∂x∂y
Similarly, differentiating (1.21) partially with respect to x and y, we get respectively:
∂2z
= af ′′ (y + ax) + bg ′′ (y + bx) (1.24)
∂x∂y
and
∂2z
= f ′′ (y + ax) + g ′′ (y + bx). (1.25)
∂y 2
Multiplying (1.25) by ab and adding with (1.22), we get
∂2z ∂2z
+ ab = a(a + b)f ′′ (y + ax) + b(a + b)g ′′ (y + bx). (1.26)
∂x2 ∂y 2
Again adding (1.23) and (1.24), we get
∂2z
= af ′′ (y + ax) + bg ′′ (y + bx). (1.27)
∂x∂y
From (1.26) and (1.27), we get
∂2z ∂2z ∂2z
+ ab − (a + b) = 0. (1.28)
∂x2 ∂y 2 ∂x∂y
Equation (1.28) is the required PDE.

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Problem 1.15. Find the PDEs by eliminating the arbitrary functions from the following relations:

(i) z = f (x2 + 2y 2 ); Ans: 2py − qx = 0.

(ii) z = f (x + at) + xg(x + at); Ans: azxt − ztt − a3 zx + a2 zt = 0

(iii) z = xf xy ;


Ans: px + qy = z.

(iv) z = eax+by f (ax − by); Ans: bp + aq = 2abz.

(v) lx + my + nz = φ(x2 + y 2 + z 2 );

(vi) y = f (x − at) + g(x + at); Ans: ytt = a2 yxx .

(vii) xyz = f (x + y + z); Ans: x(y − z)p + y(z − x)q = z(x − y)

(viii) z = yf (x) + xg(y) Ans: xys = xp + yq − z.

(ix) z = x + y + f (xy). Ans: px − qy = x − y.

(x) f (xy + z 2 , x + y + z) = 0. Ans: (x − 2z)p − (y − 2z)q = y − x.

Problem 1.16. The partial differential equation, obtained by eliminating the arbitrary constants a and
c from z = ax + g(a)y + c, where g(a) is an arbitrary function a, is [2 marks, CO #1]

(a) free of the variables x, y, z.

(b) free of p.

(c) free of q

(d) free of p, z.

Ans: (a)

1.4 S OLUTION OF FIRST ORDER PARTIAL DIFFERENTIAL EQUATION

A relation between the variables, which does not contain any derivatives and which identically satisfies
a given partial differential equation, is called a solution or integral of the partial differential equation. In
general, the totality of solutions of partial differential equations is very large. The solution of a partial
differential equation f (x, y, z, p, q) = 0 can be categorized in the following sub-heads:

1. Complete Solution (Complete Integral): If we can obtain a solution F (x, y, z, a, b) = 0 which

contains as many as arbitrary constants (viz., a and b) as there are independent variables in the
given partial differentiation equation f (x, y, z, p, q) = 0, then the relation F (x, y, z, a, b) = 0 is
known as the ‘complete solution’ of the equation.

2. Particular Solution (Particular Integral): A solution which is obtained by giving particular

values to the arbitrary constants or the arbitrary function in the complete solution, is known as the
‘particular solution’ of the equation.

3. General Solution (General Integral): If in the solution F (x, y, z, a, b) = 0, we put b = g(a)

and obtain the envelop of the family of surfaces F (x, y, z, a, g(a)) = 0, then we get a solution
containing the arbitrary function g. This solution is called the ‘general solution’.

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 4. Singular Solution (Singular Integral): The envelop of family of surfaces F (x, y, z, a, b) = 0
obtained by elimination of the arbitrary constants a and b from F (x, y, z, a, b) = 0 and ∂F
∂a = 0 =
∂F
∂b , is called the ‘singular solution’.
Remark 3. A partial differential equation is said to be fully solved only if all the three types of integrals
viz., complete integral, general integral and singular integrals are obtained.
1. Lagrange’s method for solution of first order quasi-linear partial differential equation

Let us consider a first order quasi-linear partial differential equation

P p + Qq = R, (1.29)
∂z ∂z
where P, Q, R are functions of x, y, z and p = ∂x , q = ∂y . Equation (1.29) is usually known as
Lagrange’s (partial differential) equation. To solve a Lagrange’s equation (that is, equation (1.29)), we
have to consider the following auxiliary equation
dx dy dz
= = . (1.30)
P Q R
The above equations are known as Lagrange’s auxiliary equations. Suppose that u(x, y, z) = c1 and
v(x, y, z) = c2 , c1 , c2 being two arbitrary constants, are two independent solutions of (1.30) (obtained
by solving two suitable simultaneous equations arising from (1.30)). Then the general solution of (1.29)
will be the following:
φ(u, v) = 0,
where φ is an arbitrary function.
Remark 4. The solution of (1.29) can also be written in any one of the following equivalent forms:
u = φ(v) or v = φ(u), φ being an arbitrary functiion.
Problem 1.17. Solve the equation
tan xp + tan yq = tan z. (1.31)
Solution: Here Lagrange’s auxiliary equations are
dx dy dz
= = . (1.32)
tan x tan y tan z
Taking the first two relations of (1.32), we have
cot xdx = cot ydy.

Integrating both sides, we get

log(sin x) − log(sin y) = log c1 , c1 is arbitrray constant
sin x
=⇒ = c1 .
sin y
Similarly, taking the last two relations of (1.32), we have
sin y
= c2 , c2 is arbitrray constant.
sin z
Thus the general solution of (1.31) is
 
sin x sin y
φ , = 0, where φ is an arbitrary function.
sin y sin z

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Problem 1.18. Solve the equation

xyp + y 2 q = zxy − 2x2 . (1.33)

Solution: Here Lagrange’s auxiliary equations are

dx dy dz
= 2 = . (1.34)
xy y zxy − 2x2
Taking the first two fractions of (1.34), we get

y 2 dx = xydy
dx dy
=⇒ = .
x y
Integrating both sides, we get
x
= c1 , c1 is arbitrray constant. (1.35)
y
Again taking the first and third rations of (1.34), we get
dx dz
=
y zy − 2x
dx dz
=⇒ y = y
x x −2
z
dx dz h i
=⇒ = using (1.35) .
c1 c1 z − 2
Integrating both sides, we get
1 1
x= log(c1 z − 2) + c2 , c2 is arbitrray constant
c1 c1
 
y xz
=⇒ y − log − 2 = c2 .
x y
Thus the general solution of (1.33) is
  
x y xz
φ , y − log −2 = 0, where φ is an arbitrary function.
y x y
Problem 1.19. Solve the equation

x(y 2 − z 2 )p − y(z 2 + x2 )q = z(x2 + y 2 ). (1.36)

Solution: Here Lagrange’s auxiliary equations are

dx dy dz
= = . (1.37)
x(y 2 − z 2 ) −y(z 2 + x2 ) z(x2 + y 2 )
Choosing the multipliers as x, y, z, and equating with the first ratio, we get
dx xdx + ydy + zdz
=
x(y 2 2
−z ) 0
=⇒ xdx + ydy + zdz = 0.

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Integrating both sides, we get

x2 + y 2 + z 2 = c1 , c1 is arbitrray constant.

Again, choosing the multipliers as x1 , − y1 , − z1 , and equating with the first ratio, we get

1
dx x dx − y1 dy − z1 dz
=
x(y − z 2 )
2 0
1 1 1
=⇒ dx − dy − dz = 0.
x y z
Integrating both sides, we get

log x − log y − log z = log c2 , c2 is arbitrray constant

x
=⇒ = c2 .
yz
Thus the general solution of (1.36) is
 
2 2 2 x
φ x +y +z , = 0, where φ is an arbitrary function.
yz

Problem 1.20. Solve the following equations:

(i) y 2 (x − y)p + x2 (y − x)q = z(x2 + y 2 );

y−z z−x x−y
(ii) yz p + zx q = xy ;

(iii) y 2 p + zx2 q = xy 2 ;

(iv) z 2 − zp + zq + (x + y)2 = 0;
p
(v) z − px − qy = a x2 + y 2 + z 2 ;

(vi) yzp + zxq = xy;

(vii) (x2 + 2y 2 )p − xyq = xz;

(viii) pz + x = 0;

(ix) x2 p + y 2 q = z 2 .

(x) x2 p + y 2 q = (x + y)z;

(xi) cos(x + y)p + sin(x + y)q = z;

y2 z
(xii) x p + xzq = y 2 ;

(xiii) x(y 2 + z)p − y(x2 + z)q = z(x2 − y 2 );

(xiv) y 2 p − xyq = x(z − 2y);

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

(xvi) (x − a)p + (y − b)q = xy;

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 (xv) (x + y)(p − q) − z = 0;

(xvi) z(p − q) = z 2 + (x + y)2 ;

(xvii) xp − yq − xy = 0;

(xviii) (y + zx)p − (x + yz)q = x2 − y 2 ;

(xix) x2 p + y 2 q − (x + y)z = 0;

(xx) x(x2 + 3y 2 )p − y(3x2 + y 2 )q − 2z(y 2 − x2 ) = 0;

(xxi) (x2 + y 2 )p + 2xyq = z(x + y);

(xxii) (x2 + y 2 + yz)p + (x2 + y 2 − xz)q = z(x + y);

ACKNOWLEDGEMENT

This part of the course material is jointly prepared with my student Dr Hiranmoy Garai.

R EFERENCES
[1] Lecture note: https://ocw.mit.edu/courses/mathematics/18-152-introduction-to-partial-differential-
equations-fall-2011/lecture-notes/MIT18-152F11-lec-01.pdf

[2] Lecture note of Prof. Zachary S Tseng, PSU, https://www.math.psu.edu/tseng/class/Math251/Notes-

PDE

[3] I. N. Sneddon. Elements of Partial Differential Equations., McGraw-Hill,1957

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