Non-Linear partial differential equation

of first order:
The equations which involve p and q other than in the
first degree and products of the derivatives occur are
called non-linear partial differential equations of the
first order. For such equations, the complete solution
consists of only two arbitrary constants (i.e. equal to
the number of independent variables involved).

Examples: px + qy = pq
p2  q2  1
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Non-Linear partial differential equation of first order

Solutions or integrals: Solutions of partial

differential equations appear in almost four
forms, namely
1.Complete solution or integral;
2.Particular solution or integral;
3.Singular solution or integral and
4.General solution or integral
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Non-Linear partial differential equation of first order

Complete integral: A solution which

contains as many arbitrary constants as the
number of independent variables of a
differential equation is called the complete
integral.

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Non-Linear partial differential equation of first order

The differential equation formed by eliminating

arbitrary constants a, b from
3 3
z  ax  by  ab (1)

is 3 px 3 y 2  2qy 3 x 2  pq  9 x 2 y 2 z (2)

Equation (1) contains two arbitrary constants equal to the

number of independent variables of differential equation (2)
and is called the complete integral.

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Non-Linear partial differential equation of first order

Particular integral: Assigning particular

values for arbitrary constants, particular
integrals of the differential equation are
obtained.
3 3
z  x  y 1
is a particular integral of the PDE (2) which is
obtained by letting a = 1 and b = 1 in the
complete integral (1).
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Non-Linear partial differential equation of first order

Singular integral: Singular solution is a solution of

differential equation which is independent of arbitrary
constants and which is obtained by following a definite
rule.

Let  x , y , z , a , b   0 (3)
be the complete integral of

F(x, y, z, p, q) = 0 (4)

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Non-Linear partial differential equation of first order

The singular integral of PDE (4) is

obtained by eliminating a and b between
CI (3) and

 
0 and 0
a b
The relation between x, y and z so obtained is called the
singular integral.

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Non-Linear partial differential equation of first order

General integral: General solution does not

contain any arbitrary constant but is different from
singular solution.
Assume that in (3), one of the constants is a
function of the other, say b = F(a), then (3)
becomes .

 x , y , z , a , F ( a   0
Hence the general integral is obtained by
eliminating a between

 x , y , z , a , F ( a   0 and 0
a
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Non-Linear partial differential equation of first order

Charpit’s method

We will now give a general method for obtaining the

complete solution of a nonlinear partial differential
equation. This method is due to Charpit and is
applicable to all nonlinear partial differential
equations of first order but any degree.

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Non-Linear partial differential equation of first order

Let the given equation be

F ( x, y , z , p , q )  0 (1)
The corresponding Charpit’s auxiliary equations of
(1) (by Lagrange’s method) are
dp dq dz
 
F F F F F F (2)
p q p q
x z y z p q
dx dy dF
  
F F 0
 
p q 10
Non-Linear partial differential equation of first order

Working rule while using Charpit’s method

Step 1: Transfer all terms of the given equation
to L.H.S. and denote the entire expression by F.
Step 2: Write down the Charpit’s auxiliary
equation (2).
Step 3: Using the value of F in step 1 write
F F
down the values of ,
x y etc. occurring
in step 2 and put these in Charpit’s equations
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Non-Linear partial differential equation of first order

Step 4: After simplifying the step 3, select two

proper fractions so that the resulting integral
may come out to be the simplest relation
involving at least one of p and q.
Step 5: The simplest relation of step 4 is solved
along with the given equation to determine p
and q. Put these values of p and q in equation
dz  pdx  qdy which on integration gives the
complete solution of the given equation since
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Non-Linear partial differential equation of first order

the solution will contain as many arbitrary

constants i.e. two which is equal to the number
of independent variables.
The Singular and General integral may be
obtained in the usual manner.

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Non-Linear partial differential equation of first order

Find complete integral, singular integral and

general integral of
2
px  2qxy  2 zx  pq
Solution The given equation can be written
2
as Here F = 2 zx  px  2qxy  pq  0
F 2 F
so that   x  q,  2 xy  p
p q

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Non-Linear partial differential equation of first order
F F F
 2 x,  2 z  2 px  2qy and  2qx.
z x y
The Charpit’s auxiliary equations are
dp dq dz dx dy
   
F F F F F F F F
p q p q  
x z y z p q p q

dp dq dz
   2
2 z  2 px  2qy  2 px  2 qx  2qx px  2 xyq  2 pq
dx dy
 2 
x  q 2 xy  p

Taking the two simplest ratios of Charpit’s

auxiliary equations, we have 15
Non-Linear partial differential equation of first order

dp dq
 
2 z  2 px  2qy  2 px  2qx  2qx
dp dq
or 2 z  2qy

0
.

Integrating, we get q = a an arbitrary constant.

Substituting in the given equation, we get
2 xz  2axy 2 x ( z  ay)
p 2

x a x2  a
2 x( z  ay) dx
 dz  pdx  qdy  2
x a
 ady
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Non-Linear partial differential equation of first order

dz  ady 2 xdx
or  2
z  ay x a
2
Integrating, log(z  ay)  log(x  a)  log b

or z  ay  b( x 2  a )
2
i. e. z  ay  b( x  a ), ---(1)
where b is another arbitrary constant. This is
the complete integral.

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Non-Linear partial differential equation of first order

Singular integral: Differentiating the complete

integral partially w.r.t. a and b, we have
0  y  b  b  y ---(2)
2 2
0  x  a  a  x ---(3)
Putting the value of a and b in (1) , we get
2
z  x y which is the Singular integral.

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Non-Linear partial differential equation of first order

General integral : Writing b = (a) we have

2
z  ay   ( a )( x  a ), (4)
Differentiating (3) partially w.r.t. a we have
/ 2
0  y   ( a )( x  a )   ( a ), (5)
General integral is obtained by eliminating a from
(4) and (5).

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Non-Linear partial differential equation of first order

Examples: Solve px + qy = pq.

Solution: Here F  px  qy  pq = 0 (1)
F F F F F
 p;  q;  o;  x  q;  y  p.
x y z p q
The Charpit’s auxiliary equations are
dp dq dz
 
p q  p( x  q)  q( y  p)
𝑑𝑥 𝑑𝑦
= =
−(𝑥−𝑞) −(𝑦 −𝑝)
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Non-Linear partial differential equation of first order

Taking the first two fractions, we have

dp dq
 .
p q
Integrating, log p  log q  log a
or p = aq
where a is an arbitrary constant. Putting aq for p in the
given equation, we get
2 y  ax
aqx  qy  aq  q
a
 p  aq  y  ax
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Non-Linear partial differential equation of first order

Putting the values of p and q in dz  pdx  qdy,

we get
( y  ax)
dz  ( y  ax) dx  dy
a
or adz  ( y  ax)(dy  adx)
1 2
Integrating, az  ( y  ax) b (2)
2
which is the complete integral, as b is another
arbitrary constant

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Non-Linear partial differential equation of first order

Singular integral:

Differentiating the complete integral partially

w.r.t. a and b, we have
z  x( y  ax) and 0 = 1 (absurd)
Hence there is no singular integral.

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Non-Linear partial differential equation of first order

General integral : Writing b = (a) we have

1
az  ( y  ax) 2   (a ) (3)
2
Differentiating (3) partially w.r.t. a we have
z  x( y  ax)   (a) (4)
General integral is obtained by eliminating a from
(3) and (4).

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