CHAPTER-3

Solutions of Non-linear Partial Differential

Equations of Order One: Standard Forms
and Cauchy’s Method of Characterstics

3.1 Introduction
Most of the problems encountered in scientific studies, when
formulated mathematically give rise to non-linear partial differential
equations i.e. the partial differential equations in which the partial
derivatives occur other than in the first degree. Here, we shall
consider only non-linear partial differential equations of order one.
3.2 Integrals of Partial Differential Equations of Order One
The most general form of a partial differential equation of
order one is f ( x , y , z , p , q )=0, where x , y are the independent
∂z ∂z
variables, z is dependent variables and p ≡ ,q≡ are the
∂x ∂y
partial derivatives of order one.
The relation between the dependent variable and independent
variables obtained from the given partial differential equation is
called a solution or integral of the given partial differential
equation, provided the values of dependent variable and its partial
derivatives satisfy the partial differential equation.
The integrals of the partial differential equations of order one
involving independent variables x and y and dependent variable z
are generally classified as follows:
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3.2.1 Complete Integral (C.I.) or Complete Solution (C.S.)

Let us consider a relation
ϕ ( x , y , z , a , b ) =0 …(1)

in the variables x, y and z, where x , y are independent variables, z is

a dependent variable and a, b are arbitrary constants.
Differentiating (1) partially w.r.t. x and y, we get
∂ϕ ∂ϕ
+ p=0 …(2)
∂ x ∂z
∂ϕ ∂ϕ
and + q=0 …(3)
∂ y ∂z
Since there are two arbitrary constants; namely a and b
connected by three equations (1), (2) and (3). Therefore, the
arbitrary constants a and b can be eliminated. Then, there will
appear a relation between x, y, z, p and q in the form
f ( x , y , z , p , q )=0 …(4)

which is a partial differential equation of order one.

The relation (1) is called a solution or integral of the partial
differential equation (4). Such type of solution which has as many
arbitrary constants as there are independent variables, is called the
complete integral of (4). The complete integral of any partial
differential equation of order one in two independent variables
cannot have more than two arbitrary constants because if it has,
these cannot be eliminated between three equations (1), (2) and (3)
and to eliminate these, more equations are needed which are to be
obtained by differentiating equations (2) and (3) and thus
derivatives of order two or more will come into pictures and the
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resulting equation will be the partial differential equation of order

higher than unity.
Thus, the following definition of complete integral of a partial
differential equation of order one can be realized:
A solution of a partial differential equation of order one in
which the number of arbitrary constants is equal to the number of
independent variables is known as the complete integral (C.I.) or
complete solution (C.S.) of the partial differential equation. For
example, z = ax + by, where a and b are arbitrary constants, is the
complete integral of the partial differential equation z = px + qy.
3.2.2 Particular Integral (P.I.) or Particular Solution (P.S.)
If particular values are given to the arbitrary constants in the
complete integral of a partial differential equation of order one, then
the solution obtained so, is known as the particular integral (P.I)
or particular solution (P.S) of the given partial differential
equation.
3.2.3 Singular Integral (S.I.) or Singular Solution (S.S.)
While obtaining the complete integral (1) of the partial
differential equation (4), the supposition was made that ‘a’ and ‘b’
are constants and the equation (4) there at was deduced from (1), (2)
and (3). But if ‘a’ and ‘b’ are assumed to be such functions of the
independent variables that these do not alter the forms of p and q,
then the partial differential equation obtained by the elimination of
the functions will be the same as in the case when ‘a’ and ‘b’ were
arbitrary constants, for algebraical elimination takes no account of
the value of the quantity eliminated but only of its form.

Differentiating ϕ ( x , y , z , a ,b)=0 partially w.r.t. x and y

regarding ‘a’ and ‘b’ as functions of x and y, we get
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∂ϕ ∂ϕ ∂ ϕ ∂ a ∂ ϕ ∂b
+ p+ + =0 …
∂ x ∂z ∂a ∂x ∂b ∂ x
(5)
∂ϕ ∂ϕ ∂ ϕ ∂a ∂ϕ ∂b
and + q+ + =0 …
∂ y ∂z ∂a ∂ y ∂b ∂ y
(6)
The forms of p and q will be the same as in (2) and (3), if we
have
∂ϕ ∂a ∂ϕ ∂b
+ =0 …
∂a ∂x ∂b ∂ x
(7)
∂ϕ ∂a ∂ϕ ∂b
+ =0 …
∂a ∂ y ∂b ∂ y
(8)

∂a ∂b

get
Therefore, if R=
| |
∂x
∂a
∂y
∂x
∂b
∂y
, then on solving (7) and (8), we

∂ϕ ∂ϕ
R =0 and R =0 …(9)
∂a ∂b
If R is not zero, then from (9), we must have
∂ϕ ∂ϕ
=0 and =0 …(10)
∂a ∂b
Equations given by (10) are two in number and hence from
these, the values of ‘a’ and ‘b’ can be obtained in terms of the
variables. If these equations do determine the values of ‘a’ and ‘b’
96

in any of the possible forms (whether as constants or functions of

variables), then the relation ϕ ( x , y , z , a ,b)=0 is still a solution
with the change in the quantities ‘a’ and ‘b’. When the values, thus
obtained are substituted in it, a solution of f (x , y , z , p , q)=0 not
involving any arbitrary constant, is obtained. This solution
generally differs from any solution obtained from
ϕ ( x , y , z , a ,b)=0 by giving particular constant values to ‘a’ and
‘b’. Thus, the elimination of ‘a’ and ‘b’ between the equations
∂ϕ ∂ϕ
ϕ ( x , y , z , a , b ) =0 , =0 and =0 gives a new solution which is
∂a ∂b
known as singular integral.
Thus, the following definition of singular integral of a partial
differential equation of order one can be realized:
The solution obtained by eliminating the arbitrary constants a
∂ϕ ∂ϕ
and b between the equations ϕ ( x , y , z , a , b ) =0, =0 and =0
∂a ∂b
is called the singular integral (S.I.) or singular solution (S.S) of
the given partial differential equation.
Thus, singular integral is a relation between the variables
involving no arbitrary constant. Sometimes, in exceptional cases, it
occurs as a particular integral when special values are given to
arbitrary constants appearing in the complete integral, but generally
it is not so and the singular integral (when it exits) is generally
distinct from a complete integral.
3.2.4 General Integral (G.I.) or General Solution (G.S.)

In the complete integral ϕ ( x , y , z , a , b ) =0, if the arbitrary

constants ‘a’ and ‘b’ are functionally related i.e., if
b=ψ ( a ) …(11)

where ψ is an arbitrary function.

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Then, by multiplying equation (3) and (4) by dx and dy

respectively and adding together, we get
∂ϕ ∂ϕ
da+ db=0 …(12)
∂a ∂b
∂ψ
Using equation (11) in (12), we get db= da
∂a
∂ϕ ∂ϕ ∂ψ
∴ From equation (12), we have + =0 …
∂a ∂b ∂a
(13)
From equation (13), the value of ‘a’ involving the arbitrary
function F may be obtained. Then ‘b’ is given by equation (11).
When these values are substituted in (11), the solution takes a new
form, which is different from the previously obtained integrals. This
solution is known as general integral (G.I) or general solution
(G.S) of the given partial differential equation.
3.3 Important Notes on Solutions of Partial Differential
Equations
A partial differential equation is said to be fully should when
its all the three types of integrals namely complete integral, singular
integral and general integral have been obtained otherwise it is not
considered fully solved.
Note (1): It can also be observed that partial differential equations
may have solutions which are different from the complete integral,
general or singular integral. For example, z= y f ( y / x) is also a
solution of the partial differential equation z = px + qy. This
solution is different from the complete integral z = ax + by of the
partial differential equation z= px+ qy.
Note (2). While solving a non-linear or partial differential equation,
we not only obtain the complete integral but should also find the
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singular and general integrals. In absence of details of singular and

general integrals, merely the complete integral is considered to be
incomplete solution of the given partial differential equation.
The students and readers are advised to find the singular and
general integrals also for the given partial differential equation,
when it is asked to solve the same completely. Also, when you are
asked to find the complete integral of a given partial differential
equation, then you need not find singular and general integrals.
Again, when you are asked to find singular and general integrals,
then you must find them.
3.4 Geometrical Interpretation of Three Types of Integrals
We give below the geometrical interpretations of complete
integral, general integral and singular integral:
3.4.1 Geometrical Interpretation of Complete Integral
A complete integral, being a relation between x, y and z, is the
equation of a surface. Since it contains two arbitrary parameters, it
belongs to a double infinite system of surface or to a single infinite
system of family of surfaces.
3.4.2 Geometrical Interpretation of General Integral

Let a complete integral of f (x , y , z , p , q) be

ϕ ( x , y , z , a ,b)=0 …(1)

A general integral is obtained by eliminating ‘a’ between (1)

and the equations
b=ψ ( a ) …(2)
∂ϕ ∂ϕ '
and + ψ ( a )=0 …(3)
∂a ∂b
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where ψ is an arbitrary function.

The operation of elimination is equivalent to selection of a
representative family from the system of families of surfaces and
then finding its envelope. The above equations represent a curve
drawn on the surface of the family whose parameter is ‘a’ while the
equation obtained by eliminating ‘a’ between them is the envelope
of the family. Hence, the envelope touches the surface represented
by (1) and (2) along the curve represented by equations (1), (2) and
(3). This curve is called the characteristic of the envelope and the
general integral thus represents the envelope of a family of surfaces
considered as composed of its characteristics.
3.4.3 Geometrical Interpretation of Singular Integral
The singular integral is obtained by eliminating ‘a’ and ‘b’
between equations (1) i.e. ϕ ( x , y , z , a , b ) =0 and the equations
∂ϕ
=0 …(4)
∂a
∂ϕ
=0 …(5)
∂b
The operation of elimination is equivalent to find the envelope
of all the surfaces included in the complete integral. The above
three equations give the point of contact of the particular surface
represented by (1) with the general envelope. The singular integral
thus represents the general envelope of all the surfaces included in
the complete integral.
Note (1): If is necessary to ensure that the resulting equation
obtained on eliminating ‘a’ and ‘b’ between equation (1), (4) and
(5) is that of the envelope and not that of any of the loci which are
included in the same equations. The equations of such loci do not
satisfy the differential equation. It is, therefore, desirable to
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substitute the result in the differential equation, it is to be retained

only when it is a solution.
Note (2): It may happen that the entire system of surfaces does not
admit a general envelope, in such a case the singular integral does
not exist for the corresponding differential equation. Its
nonexistence will be indicated by the equation ordinarily used to
obtain it.
3.5 Method of Finding Singular Integral Directly from Given
Partial Differential Equation
Consider the partial differential equation
f (x , y , z , p , q)=0 …(1)

Let a complete integral of (1) is given by

ϕ ( x , y , z , a ,b)=0 …(2)

where ‘a’ and ‘b’ are arbitrary constants.

The singular integral of (1) is given by equation (2) and
∂ϕ
=0 …(3)
∂a
∂ϕ
=0 …(4)
∂b
The values of p and q derived from (2), when substituted in
(1) will render it an identity and the substitution of the values of p
and q (but not of z) will in general render (1), equivalent to the
integral. Let this substitution be made so that in (1) p and q are
replaced by functions of x , y , z , a and b. Then, the singular integral
is given by equation (1) and the equations obtained on
differentiating (1) partially w.r.t. ‘a’ and ‘b’ viz. the equations:
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∂f ∂ p ∂f ∂q
+ =0 …
∂ p ∂a ∂q ∂a
(5)
∂f ∂ p ∂f ∂q
+ =0 …
∂ p ∂b ∂q ∂b
(6)
∂f ∂f
If ≠ 0 and ≠ 0 , then equations (5) and (6) hold if
∂p ∂q
∂ p ∂q ∂ p ∂ q
− =0
∂ a ∂b ∂ b ∂a
which implies that there exits a functional relation between p and q
which does not contain a and b explicitly. Let this functional
relation be
ψ ( p , q )=0 …(7)

If both the constants a and b occur in p and q (which does not

always happen), the equation (7) would imply that one of them is a
function of the other and the equations using them give general
integral which is not now concerned.
Equations (5) and (6) are also satisfied if
∂f ∂f
=0 and =0 …
∂p ∂q
(8)
The elimination of p and q between equations (1) and (8) will
furnish a relation between x, y and z independent of any arbitrary
constant. If this relation satisfy the differential equation, then it is
the singular integral.
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3.6 Standard Forms of Non-linear Partial Differential

Equations of Order One and Their Soluitions
There are four standard forms of non-linear partial differential
equations of order one with specific methods for their solutions,
which are given below:
3.6. Non-linear Partial Differential Equation of Type F(p,q)= 0:
Standard Form I
Consider a partial differential equation which involves p and q
only and the variables x, y, z do not occur explicitly i.e. we consider
a partial differential equation of the form
F(p, q) = 0 …(1)
Let us take a trial solution of (1) as z = ax + by + c …(2)
Differentiating (2) partially w.r.t. x and y, we have
∂z ∂z
≡ p=a and ≡q=b …(3)
∂x ∂y
From (1) and (3), we get F(a, b) = 0 …(4)
Thus, z = ax + by + c will be a solution of (1) if F(a, b) = 0.
Now, solving F(a,b) = 0 for b, we get b = f(a) …(5)
∴ The complete integral is given by z = ax + yf(a) + c …
(6)
To obtain the singular integral, we have to eliminate a and c
∂z ∂z
from (6) and the equations =0 and =0.
∂a ∂c
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∂z
However, =0 gives the absurd result 1 = 0 and hence,
∂c
there is no singular integral for the given equation.

To find the general integral, we put c=ϕ (a) in (6) to have

z=ax+ yf ( a )+ ϕ ( a ) …(7)

Now, differentiating equation (7) w.r.t. a, we get

0=x+ y f ' ( a )+ ϕ ' (a) …(8)

Eliminating a from (7) and (8), we get the general integral.

The following examples will make the method clear:
SOLVED EXAMPLES

Example 1. Find the complete integral of the partial differential

equation pq = 2.
Solution : We have F(p, q) ≡ pq – 2 = 0 …(1)
Let the complete integral of (1) is given by
z=ax+by + c …(2)

where F ( a ,b ) ≡ ab – 2 = 0 …(3)
2
Solving (3) for b, we get b= …(4)
a
2y
∴ z=ax+ +c is the complete integral of the given equation.
a

Example 2. Find the complete integral of √ p + √ q=1.

Solution : We have F ( p , q ) ≡ √ p+ √ q−1=0 …(1)

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Let the complete integral of (1) is z=ax+by + c …(2)

where F ( a ,b ) ≡ √ a+ √ b−1=0 …(3)

2
Solving (3) for b, we get √ b=1−√ a or b=( 1− √ a ) …(4)

∴ The desired complete integral is given by

2
z=ax+ ( 1−√ a ) y+ c …(5)

Example 3. Find the complete integral of p = eq.

Solution : We have F ( p , q ) ≡ p + q  pq=0 …(1)

Let the complete integral of (1) is z=ax+by + c …(2)

where F ( a ,b ) ≡ a−eb =0 …(3)

Solving (3) for b, we get b=log a …(4)

∴ The desired complete integral is given by
z=ax+ y log a+ c …(5)
Example 4. Solve p + q = pq.

Solution : We have F ( p , q ) ≡ p + q  pq = 0 …(1)

Let the complete integral of (1) is z=ax+by + c …(2)

where F ( a ,b ) ≡ a+b−ab=0 …(3)

a
Solving (3) for b, we get b ( a−1 )=a or b= …(4)
a−1
∴ The complete integral of p + q = pq is given by

z=ax+ ( a−1a ) y + c …(5)

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Differentiating (5) partially w.r.t c, we get 0 = 1, which is

absurd. Hence, singular integral does not exist.

To find the general integral, we put c = ϕ (a) in (5) to have

z=ax+ ( a−1a ) y + ϕ( a) …(6)

Now, differentiating (6) partially w.r.t. a, we get

y
0=x+ 2
+ ϕ ' ( a) …(7)
(a−1)

Eliminating a from (6) and (7), we get the general integral.

EXERCISE 3(A)
1. Solve pq=k, where k is a constant.
2. Solve the partial differential equation p2 + q2 = n2
3. Find the complete integrals of the following partial differential
equations:
(i) p2 – q2 = 4 (ii) p2 + q2 = npq
(iii) pq + p + q = 0 (iv) p + sin q = 0
4. Find complete integrals of the following:
(i) q + cos p = 0 (ii) q – sin p = 0
ANSWERS

1. C.I.: z=ax+ ( ka ) y +c, G.I. is given by eliminating‘a’ between

z=ax+ ( ka ) y +ϕ ( a ) and x−( ak ) y+ ϕ ' ( a)=0.
2
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2. C.I.: z=ax+ √ n2 −a2 , No S.I., G.I. is given by eliminating‘a’

ay
between z=ax+ ( n2−a 2) y +ϕ ( a ) and x− 2 2 1 /2 + ϕ ' ( a )
1/ 2

( n −a )
a
3(i) z=ax+ √ a 2−4 y+ c (ii) z=ax+
2
[ n ± √n2 −4 ] y + c

(iii) z=ax− ( a+1a ) y + c (iv) z=by −x sin b+ c

4.(i) z=ax− y cos a+c (ii) z=ax+ y sin a+ c

3.6.2 Non-linear Partial Differential Equation of Clairaut’s
Type i.e. z = px + qy + f(p, q): Standard Form II
A partial differential equation of order one of the form
z= px+ qy +f ( p ,q) …(1)

is known as Clairaut’s type of partial differential equation.

The complete integral of a partial differential equation of
Clairaut’s type is obtained by simply putting p = a and q = b in the
given partial differential equation.
Thus, the complete integral of Clairaut’s type of PDE (1) is
z=ax+by + f ( a ,b) …(2)

where a and b are arbitrary constants.

The singular integrals are obtained in the usual manner.
The following examples will make the method clear:
SOLVED EXAMPLES

Example 1. Find the complete integral of z= px+ qy + pq .

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Solution: The given partial differential equation is of Clairaut’s

type. Therefore, the complete integral of it is given by replacing p
by a and q by b in the given partial differential equation.
Thus, the complete integral of the given PDE is
z=ax+by + ab

where a and b are arbitrary constants.

Example 2. Find the singular integral of z= px+ qy + pq .
Solution: The given partial differential equation is of Clairaut’s
type and so its complete integral is given by
z=ax+by + ab …(1)
To find the singular integral, we differentiate (1) partially
w.r.t. a and b respectively to have
0=x+ b and 0= y +a …(2)
from which, we have a=− y and b=−x
Substituting these values of a and b in (1), the desired singular
integral is given by
z=− yx −xy + xy=−xy or z + xy=0 …(2)
Example 3. Find the complete integral of the partial differential
equation (px + qy – z)2 = 1 + p2 + q2.
Solution: The given partial differential equation can be written as

px+ qy−z=± √ 1+ p 2+ q2

or z= px+ qy ± √ 1+ p2+ q2 …(1)

which is of Clairaut’s type. Hence, complete integral is given by

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z=ax+by ± √ 1+ a2+ b2 …(2)

where a and b are arbitrary constants.

Example 4. Find the complete integral of the following PDE:

pqz= p2 ( xq+ p2 ) +q 2 ( yp +q 2)

Solution: We have pqz= p2 ( xq+ p2 ) +q 2 ( yp +q 2)

or pqz= p2 xq +q 2 yp+ p 4 +q 4 …(1)

p 4 + q4
Dividing (1) by pq, we have z= px+ qy + ( 4 ) …(2)

This is of Clairaut’s type. Hence, the complete integral of the

a4 + b4
given PDE is given by z=ax+by +
ab ( ) …(3)

EXERCISE 3(B)
1. Find the complete integrals of the following partial differential
equations:

(i) z= px+ qy + p2+ q2 (ii) ( p−q ) ( z− px−qy )=1

2. Prove that the singular integral of z= px+ qy + √ p 2+ q2 +1 is the

unit sphere with centre at the origin.
3. Prove that the complete integral of z= px+ qy−2 p−3 q
represents all possible planes through the point (2, 3, 0).
4. Find the singular integrals of the following :

(i) z= px+ qy + p2+ q2 (ii) z= px+ qy− p2 q

(iii) z= px+ qy + p2 q2 (iv) z= px+ qy +log pq.

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5. Solve the following partial differential equations:

(i) z= px+ qy +c √ 1+ p2 +q 2 (ii) z= px+ qy +log pq.

ANSWERS
1
1. (i) z=ax+by + a2+ b2 (ii) z=ax+by +
a−b

4. (i) 4 z+ x 2 + y 2=0 (ii) z 2=x 2 y

(iii) 16 z 2+ 27 x2 y 2=0 (iv) z=−2−log xy

5. (i) x 2+ y 2+ z 2=c 2 (ii) z=−2−log xy

3.6.3 Non-linear Partial Differential Equation of Type F(z, p, q)

= 0 : Standard Form III
Here, we describe the method of solving a partial differential
equation of order one of the type
F(z, p, q) = 0 …(1)
in which the independent variables x and y do not occur explicitly.
Let z = f(x + ay) be a trial solution of (1).
We, now put x + ay = u so that, we have
∂u ∂u
z=f ( u ) , =1 and =a
∂x ∂y
∂ z dz ∂ u dz ∂u
∴ p= = = , since =1
∂ x du ∂ x du ∂x
∂ z dz ∂u dz ∂u
and q= = =a , since =a
∂ y du ∂ y du ∂y
Substituting the values of p and q in (1), we get
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dz dz
(
F z, ,a
du du
=0 ) …(2)

which is an ordinary differential equation of order one.

The solution of (2) is given by z=f ( u+b )

or z=f ( x + ay+ b ) …(3)

which is the complete integral of partial differential equation (1).

The singular and general integrals can be obtained by the
usual methods.
The following examples will make the method clear:
SOLVED EXAMPLES

Example 1. Find the complete integral of z= p2−q2.

Solution : Let z = f(x + ay) be a trial solution of the given PDE

z= p2−q2 …(1)

We, now take u=x+ ayso that z=f (u) …(2)

∂ z dz ∂ u dz ∂ z dz ∂u dz
∴ p= = = and q= = =a …
∂ x du ∂ x du ∂ y du ∂ y du
(3)
Substituting these values of p and q in (1), we get

dz 2 2 dz 2
dz 2 (
z= ( ) ( )
du
−a
du
or ( )
du
1−a2 )=z

dz z ( √1−a2 ) dz =du
∴
du
=
√
1−a2
or
√z
 111

Integrating it, we get √ 1−a 2 ( 2 √ z ) =u+b

2
or 4 ( 1−a2 ) z= ( u+b ) , where u=x+ ay …(4)

∴ 4 ( 1−a2 ) z=( x +ay +b)2 is the complete integral of the given

partial differential equation (1).
Example 2. Find the complete integral of z = pq.

Solution : Let z=f (x +ay ) be the trial solution of z = pq …(1)

Let, let us take u=x+ ay so that z=f (u) …(2)

dz dz
Then, we have p= and q=a …(3)
du du
Substituting the values of p and q in (1), we get
2
dz dz z dz
z=a ( )
du
or
du
=
a √ or ( √ a )
√z
=du

Integrating it, we get 2 √ az=u+b , where u=x+ ay …(4)

∴ 4 az=(u+b)2 or 4 az=(x+ ay +b)2 is the complete integral

of the given partial differential equation (1).

Example 3. Solve z= p2 +q 2 completely.

Solution : Let z=f (x +ay ) be the trial solution of the PDE

z= p2 +q 2 …(1)

Now, let z=f ( x +ay ) so that z=f ( u ) …(2)

dz dz
∴ p= and q=a …(3)
du du
Substituting the values of p and q in (1), we get
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dz 2 2 dz 2 2
dz
z= ( ) ( )
du
+a
du
2
or z=( 1+ a ) ( )
du

dz z
√ 1+a2 dz =du
du
=
√
1+ a2
or
√z
Integrating it, we get √ 1+a2 ( 2 √ z )=u+ b
or 4 ( 1+a2 ) z=( u+ b )2, where u = x + ay …(4)

∴ The complete integral of the given PDE (1) is

4 ( 1+a2 ) z=(x+ ay+ b)2 …(5)

Differentiating (5) partially w.r.t. a and b, we get

8 az=2 y ( x +ay +b) …(6)

and 0=2 ( x +ay + b ) …(7)

Using (7) in (6), we get 8 az=0 which gives z = 0

∴ The singular integral of (1) is given by z = 0 …(8)

Now, putting b = ϕ (a) in equation (5), we have

2
4 ( 1+a2 ) z=[ x +ay +ϕ (a) ] …(9)

Next, differentiating equation (9) w.r.t. a, we get

8 az=2 [ x +ay +ϕ ( a ) ] [ y +ϕ ' ( a ) ] …(10)

∴ The general integral of (1) is obtained by eliminating a

between equations (9) and (10).
EXERCISE 3(C)
 113

1. Find the complete integrals of the following partial differential

equations :

(i) 9 ( p2 z+ q2 ) =4 (ii) p3 +q 3=3 pqz

(iii) p2 z 2 +q 2= p2 q (iv) lp+mq+nz=0.

2. Solve p2 + pq=4 z . 3. Solve p ( 1−q 2 )=q ( 1−z ) .

4. Solve p3 +q 3=8 z . 5. Solve q= px+ q2 completely

ANSWERS
2
1. (i) ( z +a 2) =(x +ay +b)2

(ii) ( 1+a 3 ) log z =3 a( x +ay +b)

(iii) z=a tan (x +ay +b)

−n
(iv) z=be k (ax+ y) , where k =
1+ 9 m

2. ( 1+a ) z=(x+ ay +b)2 , S.I. : z=0

3. 4 ( 1−a+ az )=( x +ay +b ) ; No S.I.

4. 3 ( 1+a3 ) z 2=4 ( x+ ay +b )3 ; S.I. : z = 0

5. z=a log x + ( 1 ± √1−4

2
a
) y+ b
3.6.4 Non-linear Partial Differential Equation of Type F 1 (x,p) =
F2 (y, q) i.e., Separable PDE: Standard Form IV
A partial differential equation of order one is said to be
separable if it can be put in the form
114

F 1 ( x , p ) =F 2 ( y , q) …(1)

In this case, we write F 1 ( x , p ) =a=F 2 ( y , p) …(2)

where a is an arbitrary constant.

Solving F 1 ( x , p ) =a for p and F 2 ( y , q ) =a for q, we get

p=f 1 (x , a) and q=f 2 ( y , a ) …(3)

Putting these values of p and q in dz= pdx +qd y, we have

∴ dz=f 1 ( x , a ) dx + f 2 ( y , a ) dy …(4)

which gives z=∫ f 1 ( x , a ) dx+∫ f 2 ( y , a ) dy+ b …(5)

This is the complete integral of the given partial differential

equation.
∂z
Again, we observe that =0 gives the absurd result 1 = 0
∂b
and hence, there is no singular integral.
The general integral is obtained in the usual manner.
The following examples will make the method clear:
SOLVED EXAMPLES

Example 1. Find the complete integral of the partial differential

equation p – q = x – y.
Solution : The given differential equation can be written as
p–x=q–y …(1)

which is of the form F 1 ( x , p ) =F 2 ( y , q).

 115

Now, let us write p−x =a=q− y …(2)

which gives p=a+ x and q=a+ y …(3)
∴ dz= p dx +q dy=( a+ x ) dx + ( a+ y ) dy …(4)

( a+ x )2 (a+ y )2
Integrating it, we get z= + +c …(5)
2 2
∴ The complete integral of the given PDE is

2 z=( a+ x )2 +( a+ y )2+ b …(6)

Example 2. Find the complete integral of the partial differential

equation p+q=sin x +sin y.
Solution : The given differential equation can be written as
p – sin x = sin y – q …(1)

which is of the form F 1 ( x , p ) =F 2 ( y ,q )

Now, let us write p – sin x = a = sin y – q …(2)

so that, we have p = a + sin x and q = sin y – a …(3)
∴ dz= p dx +q dy=( a+ sin x ) dx +¿ …(4)

Integrating it, we get z=ax−cos x + (−cos y −ay ) +b

or z=a ( x− y )−cos x−cos y+ b …(5)

∴ The complete integral of the given PDE is

z=a ( x− y )−( cos x +cos y ) +b …(6)

Example 3. Find the complete integral of xp− y 2 q2=1.

Solution : The given partial differential equation can be written as

116

xp−1= y 2 q2 …(1)

which is of the form F 1 ( x , p ) =F 2 ( y ,q ).

Now, let us write yq=a . Then, we have xp−1=a 2

a 2+1 q=
a
so that, we have p= and …
x y
(2)

dx dy
∴ dz= p dx +q dy=( a2+ 1 ) +a …(3)
x y

Integrating it, we get z=( a2 +1 ) log x + a log y + b …(4)

∴ The complete integral of the given PDE is

z=( a2 +1 ) log x + a log y + b

EXERCISE 3 (D)
Find the complete integrals of the following partial differential
equations:

1. p2 +q 2=x− y 2. p2 +q 2=x+ y

3. p2 y ( 1+ x 2 )=q x2 4. p−q=x 2 + y 2

5. √ p + √ q=√ x 6. q ( p−sin x )=cos y .

ANSWERS
2 2
1. z= (x+ a)3/ 2− ( a− y )3 /2 +b
3 3
2 3/ 2 2 3/ 2
2. z= (x+ a) + (a− y ) + b
3 3
 117

2 1 2
3. z=√ a ( 1+ x ) + ay +b
2
1 3 1 3
4. z=ax+ x +ay − y + b
3 3
2
x 4 a 3/ 2
5. z=a2 ( x + y ) + − x +b
2 3
sin y
6. z=−cos x+ ax+ +b
a
3.7 Non-linear Partial Differential Equations of Order One
Reducible to Standard Forms
We have already gone through the following four standard
forms of non-linear partial differential equations of order one:

(i) F ( p , q ) =0, (ii) z= px+ qy +f ( p , q )

(iii) F ( z , p , q )=0 (iv) F 1 ( x , p ) =F 2 ( y , q)

There are some non-linear partial differential equations of

order one which can be reduced to one of the above standard forms
by some suitable substitution. These are given below:
3.7.1 Partial Differential Equation of the Form F (xmp, yn q) = 0:
Type A
An equation of the form F (xm p, yn q) = 0, where m and n are
constants, can be transformed into partial differential equation of
Type I i.e. of the standard form F(p, q)=0. Here, the following cases
may arise:
Case (1): Partial Differential Equation of the Form F (xm p, yn q)
= 0, where m≠ 1 and n ≠ 1

In this case, let us take X =x 1−m and Y = y 1−n so that

118

∂ z ∂ z dX ∂z
p≡ = =P (1−m) x−m, where P=
∂ x ∂ x dx ∂X
∂ z ∂ z dY ∂z
and q≡ = =Q(1−n) x− y , where Q=
∂ y ∂ y dy ∂Y
Putting the above values of p and q in the given equation, it
reduces to F[(1 – m) P, (1 – n) Q] = 0 which is of the form F(P, Q)
= 0 (Type I) which can be solved in the usual manner.
Case (2): Partial Differential Equation of the Form F(x m p, yn q)
= 0, where m =1 and n = 1
In this case, let us take X =log x and Y =log y so that
∂ z ∂ z ∂ X 1 ∂z P
p≡ = = = i.e. xp = P and similarly, yq = Q
∂x ∂ X ∂ x x ∂X x
Putting the above values of p and q in the given equation, it
reduces to F(P, Q) = 0 (Type I), which can be solved in the usual
manner.
Note : We can use similar appropriate substitutions for solving
the partial differential equation of the form F(xm p, yn q) = 0, where
m=1, n ≠1 or n=1, m≠1.

3.7.2 Partial Differential Equation of the Form F(xmp,ynq,z) = 0:

Type B
The above form of the equation can be transformed to the
partial differential equation of the form F(z, P, Q) = 0 (Type III) by
the substitutions given for Type A.
3.7.3 Partial Differential Equation of the Form (zk p, zk q) = 0,
where k is some Constant: Type C
This can be transformed to the partial differential equation of
the form F(P, Q) = 0 (Type 1) by using the substitution of the type
 119

Z=z k+1, if k ≠−1 and Z=log z, if k = 1.

3.7.4 Partial Differential Equation of the Form F 1 (x, zkp) = F2(y,
zkq), where k is some Constant: Type D
This can be transformed to the partial differential equation of
the form F(P, Q) = 0 (Type 1) by the same substitution given for
type C.
3.7.5 Partial Differential Equation of the Form F(xnzkp,ynzkq)=0,
where k is some Constant: Type E
This can be transformed to the partial differential equation of
the form F(P, Q) = 0 by using the substitution of the type
1−m
X = x , if m≠ 1
{log x , if m=1
1−n
Y = y , if n ≠1
{log y , if n=1
k +1
Z= z ,if k ≠−1
{log z , if k =−1
The following examples will make the method clear:
SOLVED EXAMPLES

Example 1. Find the complete integral of ( xp)2 +( yq)2=z 2.

Solution : The given partial differential equation is

( xp)2 +( yq)2=z 2 …(1)

This is of the form F(xmp,ynq, z) = 0 with m = 1 = n in Type B.

120

∴ Let us introduce X =log x and Y =log y . Then, we have

∂ z ∂ z ∂ X 1 ∂z P ∂z
p≡ = = = or xp=P, where P ≡
∂x ∂ X ∂ x x ∂X x ∂X
∂z
Similarly, we can find yq ≡ Q, where Q ≡
∂Y
Substituting the values of xp and yq in (1), we have

P2 +Q2 ≡ z 2 …(2)

This is a PDE of the form F ( z , P , Q )=0.

Let z=g( X +aY ) be the trial solution of equation (2), where

u=X +aY so that z=g ( u ) is the solution of (2).

∂ z ∂ z ∂u dz dz
∴ P≡ = = .1=
∂ X ∂u ∂ X du du
∂ z ∂ z ∂u dz dz
and Q≡ = = . a=a
∂Y ∂ u ∂ Y du du
Substituting these values of P and Q in (2), we have

dz 2 2 dz 2 2 dz 2 (
( ) ( )
du
+a
du
=z or ( )du
1+a 2) =z 2

dz z dz du
= =
du √ 1+ a2 or z √1+a 2

u
Integrating it, we get log z= + b, where u=X +aY
√ 1+ a2
X + aY log x+ a log y
or log z= 2
+b= +b …(3)
√ 1+a √1+ a2
 121

log x+ a log y
∴ log z= +b is the complete integral of (1).
√1+ a2
x2 y 2
Example 2. Find the complete integral of + =z.
p q
Solution : The given differential equation can be written as
−1 −1
( x−2 p ) + ( y −2 q ) =z …(1)

This is of the form F(xmp, ynq, z) = 0 with m =  2 and n = 2.

∴ Let us introduce X =x 1−(−2)=x 3 and Y = y 1−(−2)= y3

∂z
Then, we have p=P (3 x 2 ) so that x−2 p=3 P , where P=
∂X
∂z
Similarly, we can find y−2 q=3 Q, where Q=
∂Y

Substituting the values of x−2 p and y−2 q in (1), we have

(3 P)−1+(3 Q)−1−z=0 …(2)

This is a PDE of the form f(z, P, Q) = 0.

Let z=g( X +aY ) be the trial solution of equation (2), where

u=X +aY so that z=g(u) is the solution of (2).
∂z ∂z
∴ P= and Q=a
∂u ∂u
Substituting these values of P and Q in (2), we have

dz −1
dz −1
1 du 1 du
( ) (
3
du
+ 3a
du ) =z or +
3 dz 3 a dz
=z
122

du 1 1 a+1
or (+
dz 3 3 a )
=z or zdz=
3a
du ( )
z2 a+1
Integrating it, we get
2
= ( )
3a
u+b

z2 a+1 ( a+1 ( 3
or
2
= ( )
3a
X +aY )+ b=
3a ( )
x + a y 3 ) +b …(3)

z2 a+1 ( 3
∴
2
= ( )
3a
x + a y 3 ) +b is the complete integral of (1).

Example 3. Find the complete integral of x 4 p 2− yzq=z 2.

Solution : The given partial differential equation can be written as

2
( x 2 p ) −( yq ) z=z 2 …(1)

This is of the form F(xmp, ynq, z) = 0 with m = 2 and n = 1.

Let us introduce X =x 1−2 =x−1 and Y =log y . Then

∂ z ∂ z dX
=P 2 so that x 2 p=−P , where P ≡ ∂ z
−1
p≡ =
∂ x ∂ X dx x ( ) ∂X

∂ z ∂ z dY 1 ∂z
and q≡ =
∂ y ∂ Y dy
=Q
y ()
so that yq=Q , where Q ≡
∂Y

Substituting the values of x 2 p and yq in (1), we have

p2−Qz−z 2=0 …(2)

This is a PDE of the form f ( Z , P , Q )=0.

Let z=g ( X + aY ) be the trial solution of equation (2), where

u=X +aY so that z=g ( u ) is the solution of (2).
 123

∂z ∂z
∴ P= and Q=a
∂u ∂u
Substituting these values of P and Q in (2), we, have

dz 2 dz dz 2 dz
( ) ( )
du
− a
du
z −z2 =0 or ( )
du
−az −z2 =0
du

dz az ± √ a2 z 2+ 4 z 2 z [ a ± √ a + a ]
1
or = = or
du 2 2
dz a ± √ a2 +4
z
= ( 2 )
du

a ± √ a 2+ 4
Integrating it, we get log z= ( 2 ) u+ b

Putting u=X +a Y in it, we have

a ± √ a 2+ 4
log z= ( 2 )( X+ aY ) +b

a ± √ a 2+ 4 −1
or log z= ( 2 )(
x +a log y ) + b …(3)

which is the complete integral of given partial differential equation.

Example 4. Solve z 2=xypq .

Solution : The given partial differential equation can be written as

z 2=( xp )( yp ) …(1)

This is a PDE of the form F(xmp, ynq, z) = 0 with m = n = 1.

∴ Let us introduce X =log x and Y =log y . Then, we have
124

∂z ∂z
P=xp and Q= yq, where P ≡ and Q ≡
∂X ∂Y
Substituting the values of xp and yq in (1), we have

z 2=PQ …(2)

Let z=f ( X + aY ) be the trial solution of equation (2), where

u=X +aY so that z=f (u) is the solution of (2).
dz ∂u dz dz ∂ u dz
∴ P= = and Q= =a
du ∂ X du du ∂Y du
Substituting the values of P and Q in (2), we get
2
dz dz z dz du
z 2=a ( )
du
or =
du √ a
or =
z √a

u 1
Integrating it, we get log z= + b= ( X +aY )+ b
√a √a
1
or log z= ( log x +a log y ) +b …(3)
√a
which is the complete integral of given partial differential equation.
EXERCISE 3 (E)
Find the complete integrals of the following partial differential
equations :

1. x 4 p 2+ y 2 zq=2 z 2 2. x 2 p2 + xpq=z 2

3. q 2 y 2=z (z −px ) 4. p2 + x 2 y 2 q2=x 2 z2

5. 2 x 4 p2 − yzq−3 z 2=0 6. 4 z 2 q 2= y +2 zp−x

7. ( zp+ x)2+(zq + y)2 =1 8. z 2 ( p2 x 2+ q2 ) =1

 125

ANSWERS

a ± √ a2 +8 1 a
1. log z=
2 ( + +b
x y )
1
2. log z=± ( log x+ ay ) +b
√1+a
−1 ± √ 1+4 a2
3. log z= ( log x +a log y ) +b
2 a2
4. √ a2 + 4 ( log z )=x 2+ a log y +b
a ± a2 +24 1
5. log z= √ ( +a log y +b )
2 x
2 (x+ a)2
6. z 2= ( y+ a)3/ 2+ +b
3 2
7. z 2=2 ax−x 2 +2 y √ 1−a 2− y 2 +b
2
8. √ a2 +1 z2 =log x +ay +b
( )
3.8 Compatible System of Partial Differential Equations of
Order One
Two partial differential equations of order one are said to be
compatible if they have a common solution.
We shall derive the necessary and sufficient condition for
compatibility of the two partial differential equations of order one
given by
f ( x , y , z , p , q )=0 …(1)

and g ( x , y , z , p ,q )=0 …(2)

126

∂f ∂g

(3)
If J=
∂( f , g) ∂ p
=
∂( p , q) ∂ f
∂q
| | ∂ p ≠0
∂g
∂q
…

then, equations (1) and (2) have common solution, and in such a
situation, we can solve them and obtain explicit expressions for p
and q in the form
p=ϕ ( x , y , z )∧q=ψ ( x , y , z) …(4)

The condition that the pair of equations (1) and (2) will be
compatible, reduces then to the condition that system of equations
(4) should be completely integrable, i.e. the equation
p dx+ q dy=dz or ϕ ( x , y , z ) dx +ψ ( x , y , z ) dy=dz …(5)

should be integrable, for which the necessary condition is

X =0, where ⃗
X . curl ⃗
⃗ X ={ ϕ ,ψ ,−1 }

í ´j ḱ
i.e.
|
( ϕ í+ψ ´j−ḱ ) . ∂
∂x
ϕ
∂ ∂
∂ y ∂z
ψ −1
=0
|
or ϕ (−ψ z ) +ψ ( ϕ z ) =ψ x −ϕ y

which can be written as ψ x + ϕ ψ z =ϕ y +ψ ϕ z …(6)

Now, differentiating (1) with respect to x and z, we get

 127

∂p ∂q ∂p ∂q
f x+f p +f q =0 and f z+f p +f q =0
∂x ∂x ∂z ∂z
But, from equation (5), we have
∂ p ∂ϕ ∂q ∂ψ
= , = and so on.
∂ x ∂x ∂ x ∂ x
Using these results, the above equations can be written as
f x + f p ϕ x + f q ψ x =0 and f z + f p ϕ z + f q ψ z =0

Multiplying the second one of the above pair of equations by

ϕ and adding to the first one, we obtain

( f x + ϕ f z ) + f p ( ϕ x + ϕ ϕ z ) + f q ( ψ x +ϕψ z ) =0 …(7)

Similarly, from equation (2) we can reduce that

( g x + ϕg z ) + g p ( ϕ x +ϕϕ z ) + gq ( ψ x + ϕψ z )=0 …(8)

Solving (7) and (8) for (ψ x + ϕ ψ z), we have

(ψ x + ϕψ z ) 1 1
= =
f p ( g x + ϕ g z ) −g p ( f x + ϕ f z ) f q g p−g q f p j

1
ψ x+ ϕ ψ z = ( f g −g f ) + ϕ ( f p g z−g p f z ) ]
J[ p x p x
or

1 ∂( f , g) ∂(f , g)
or ψ x+ ϕ ψ z ¿
[
J ∂( x , p)
+ϕ
∂( z , p) ] …
(9)
Similarly, differentiating (1) with respect to y and z and using
(4), we can show that
128

−1 ∂(f , g) ∂( f , g)
ϕ y + ϕψ z = [
J ∂( y , q)
+ψ
∂( z , q) ] …(10)

Finally, substituting the values of ψ x + ϕ ψ z and ϕ y + ϕψ z

respectively from equation (9) and (10) into (6), we have
∂( f , g) ∂(f , g) ∂ (f , g) ∂ (f , g)
+ϕ + +ψ =0 …
∂(x , p) ∂(z , p) ∂( y ,q ) ∂( z , q)
(11)
In view of equation (4), we can replace ϕ and ψ respectively
by p and q to get
∂( f , g) ∂ (f , g) ∂( f , g) ∂(f , g)
+p + +q =0
∂(x , p) ∂( z , p) ∂( y , q) ∂(z , q)
…(12)
∂(f , g) ∂(f , g) ∂ (f , g) ∂(f , g)
or [ f , g ] =0, where [ f , g ] = +p + +q
∂( x , p) ∂(z , p) ∂( y , q) ∂( z , q)

This is the required compatibility condition for (1) and (2).

3.9 Cauchy’s Method of Characteristics for Solving Non-linear
Partial Differential Equations of Order One
Here, we shall consider a method of solving non-linear partial
differential equation of order one of the form
f ( x , y , z , p , q )=0 …(1)

due to Cauchy, known as Cauchy’s method of characteristics

which is based largely on geometrical ideas.

The integral surface z=z ( x , y) of the partial differential

equation (1) that passes through a given curve x 0=¿
x 0 ( s ) , y 0= y 0 ( s ) , z=z 0 ( s) may be visualized as consisting of points
 129

lying on a certain one-parameter family of curves x=x (t , s)

y= y (t , s ), z=z (t , s), where t is a parameter of family, which we
call as characteristics.

Let z=z ( x , y) represents an integral surface S of the partial

differential equation (1) in (x , y , z ¿-space . Then, { p , q ,−1 } are the
direction ratios of the normal to S. Now, the partial differential
equation (1) states that at a given point P ( x 0 , y 0 , z0 ) on S, the
relationship between p0 and q 0, that is F ( x 0 , y 0 , z 0 , p 0 , q 0 ), need not
be necessarily linear. Hence, all the tangent planes to possible
integral surfaces through P form a family of planes enveloping a
conical surface which is called Monge Cone or elementary cone of
(1) at the point P with P as its vertex. In other words, the problem of
solving(1) is to find surfaces which touch the Monge cone at each
point along a generator.

Figure 3.1: Plane Element and Elementary Cone

Since an integral surface is touched by a Monge cone along its
generator, we must have a method to determine the generator of the
Monge cone of (1) which is explained below:

The plane passing through the point P ( x 0 , y 0 , z0 ) with its

normal parallel to the direction n⃗ defined by the direction ratios
( p0 , q0 ,−1 ) is defined as the plane element of the ( x , y , z)- space.
130

A plane element ( x 0 , y 0 , z 0 , p0 , q0 ¿satisfying (1) is called its

integral element at the point P ( x 0 , y 0 , z0 ) .

Again, it may be noted that the equation of tangent plane to

the integral surface z=z ( x , y) at the point P ( x 0 , y 0 , z0 ) is given by

p ( x−x 0 ) +q ( y − y 0 )=(z−z 0 ) …(2)

Now, the given non-linear partial differential equation (1) can

be written into following equivalent form
q=q ( x 0 , y 0 , z 0 , p ) …(3)

from which we can find q when x, y, z and p are known. Again,

equation (3) indicates that p and q are not independent at ( x 0 , y 0 , z 0
). Keeping x0, y0 and z0 fixed and varying p, we obtain a set of plane
elements { x 0 , y 0 , z 0 , p , q ( x 0 , y 0 , z 0 , p ) }, which depend on the single
parameter p. As p varies, we obtain a set of plane elements, all of
which pass through the point P. Thus, at each point of the surface S,
there exists a Monge cone which touches the surface along the
generator of the cone. The lines of contact between the tangent
planes of the integral surface and the corresponding cones, that is
the generators along which the surface is touched, define a direction
field on the surface S. These directions are called the characteristic
directions or Monge directions on S and lie along the generators
of the Monge cone. The integral curves of this field of directions on
the integral surface S define a family of curves called
characteristic curves.
 131

Figure 3.2: Characteristic Directions on Integral Surface

The Monge cone i.e. the elementary cone can be obtained by

eliminating p from the following equations:
p ( x−x 0 ) +q ( x 0 , y 0 , z 0 , p )( y− y 0 )=( z−z 0 ) …(4)

dq
and ( x−x 0 ) + ( y− y 0 ) dp =0 …(5)

Noting that q is a function of p and differentiating equation (1)

with respect to p, we get

df ∂ f ∂ f dq dq −f p
= + =0 or = …
dp ∂ P ∂ q dp dp fq
(6)
dq
Eliminating from equations (5) and (6), we obtain
dp

( x −x0 ) fp x−x 0 y− y 0
= or =
( y − y 0) fq fp fq
…(7)
Now, the equations describing the Monge cone are given by
x−x 0 y− y 0
( x−x 0 ) p+ ( y− y 0 ) q=( z−z 0 ) and = …(8)
fp fq

where q=q ( x 0 , y 0 , z 0 , p ).

Actually, the two equations given by (8) define the generator

of the Monge cone. Solving them for ( x−x 0 ) , ( y− y 0 ) and ( z−z 0 ),
we get
132

x−x 0 y− y 0 z−z 0
= =
Fp Fq p f p+ q f q
…(9)

Finally, replacing ( x−x 0 ) , ( y− y 0 ) and ( z−z 0 ) by dx, dy and dz

respectively, which corresponds to infinitesimal movement from (
x 0 , y 0 , z 0) along the generator, equation (9) becomes

dx dy dz
= = …
F p Fq p f p + q f q
(10)
Denoting the ratios in equation (10) by dt, we observe that the
characteristic curves on S can be obtained by solving the ordinary
differential equations
dx
=f p { x , y , z ( x , y ) , p ( x , y ) , q ( x , y ) } …(11)
dt
dy
and =f q { x , y , z ( x , y ) , p ( x , y ) , q ( x , y ) } …(12)
dt
dz ∂ z dx ∂ z dy ∂x dy
Also, we note that = + =p +q
dt ∂ x dt ∂ y dt dt dt
dz
∴ =p f p +q f q …(13)
dt
Along the characteristic curve, p is a function of t so that we
may write
dp ∂ p dx ∂ p dy
= +
dt ∂ x dt ∂ y dt
Now, using (11) and (12), the above equation becomes
 133

dp ∂ p ∂ f ∂ p ∂ f
= +
dt ∂ x ∂ p ∂ y ∂q

Since z xy =z yx i.e. p y =q x, therefore, we have

dp ∂ p ∂ f ∂ q ∂ f
= + …
dt ∂ x ∂ p ∂ x ∂ q
(14)
Also, differentiating (1) with respect to x, we find
∂ f ∂f ∂ f ∂ p ∂ f ∂q
+ p+ + =0 …
∂x ∂z ∂ p ∂x ∂q ∂ x
(15)
Using (15) in equation (14), we get
dp
=−( f x + p f z ) …(16)
dt
Similarly, we can show that
dq
=−( f y +q f z ) …(17)
dt
Thus, for an integral surface, we see that there exists a family
of characteristic curves along which x , y , z , p and q vary according
to equations (11), (12), (13), (16) and (17). Collecting these results
together, we may write

dx dy dz
dt
dp
dt
=f q , =f q , = p f p + q f q ,
dt dt
dq
=−( f x + p f z ) , =−( f y +q f z )
dt
} …(18)

These equations are known as characteristic equations of

(1). The last three equations of (18) are also called compatibility
134

conditions. Without knowing the solution z=z ( x , y) of (1), it is

possible to find the functions x (t ) , y ( t ) , z ( t ) , p ( t ) , q(t ) from (18).
That is, we can find the curves x=x ( t ) , y= y ( t ) , z=z (t) called
characteristics and at each point of a characteristic, we can find the
numbers p= p (t) and q=q (t) that determine the direction of the
plane

p ( X−x ) + ( Y − y )=(Z−z ) …(19)

The characteristics, together with the plane (19) referred to

each of its points is called a characteristic strip. The solution
x=x ( t ) , y= y ( t ) , z=z ( t ) , p= p ( t ) ∧q=q( t) of the above
characteristic equations (18) satisfy the strip condition
dz dx dy
=p ( t ) +q (t) …(20)
dt dt dt
It may be noted that not every set of five functions can be
interpreted as a strip. A strip should satisfy that the planes with
normals ( p , q ,−1) be tangential to the characteristic curve. That is,
they must satisfy the strip condition (20) and the normals should
vary continuously along the curve.
An important consequence of the Cauchy’s method of
characteristics is stated in the following theorem.
Theorem: Along every strip (characteristic strip) of the PDE
f ( x , y , z , p , q )=0, the function f (x , y , z , p , q) is constant.

SOLVED EXAMPLES

Example 1. Show that the following partial differential equations

xp− yq=x and x 2 p+q=xz

are compatible and hence find their solutions.

 135

Solution. Let f ≡ xp− yq−x =0 …(1)

and g ≡ x 2 p+ q−xz =0 …(2)

Then, we have

∂f ∂g

| ||
∂( f , g) ∂ x
=
∂(x , p) ∂ f
∂p
∂ x = ( p−1 ) x
∂ g (2 xp−z ) x 2
∂p
|
¿ px2 −x2 −2 x 2 p+ xz =xz−x 2 p−x2 …(3)

∂f ∂g
=
| ||
∂(f , g) ∂ z
∂(z , p) ∂ f
∂p
∂z = 0 x
∂ g −x x
∂p
2 =x
2
| …(4)

∂f ∂g
=
| ||
∂( f , g) ∂ y
∂( y , q) ∂ f
∂q
∂ y = −q − y =−q
∂g
∂q
0 1 | …(5)

∂f ∂g
=
| ||
∂(f , g) ∂ z
∂(z , q) ∂ f
∂q
∂ z = 0 − y =−xy
∂ g −x 1
∂q
| …(6)

Now, we see that

∂(f , g) ∂(f , g) ∂(f , g) ∂( f , g)
∴ [f , g]≡ +p + +q
∂(x , p) ∂(z , p) ∂( y , q) ∂( z , q)

¿ xz−x 2 p−x 2+ px 2−q−qxy

136

¿ xz−q−qxy−x 2
¿ xz−q−x (qy + x ), using (1)

¿ xz−q−x 2 p ¿ 0 , using (2)

Hence, the given partial differential equations are compatible.
Now, solving equations (1) and (2) for p and q, we obtain
p q 1
= 3 2 =
xyz+ z x + x z x + x 2 y

from which, we get

x (1+ yz ) 1+ yz
p= = …
x (1+ xy ) 1+ xy
(7)

x 2( z −x) x( z −x)
and q= = …
x(1+ xy ) 1+ xy
(8)
In order to get the solution of the given system, we have
(1+ yz) x (z−x)
dz= p dx +q dy or dz= dx+ dy
1+ xy 1+ xy
y ( z−x) x (z−x ) dz−dx y dx+ x dy
or dz−dx= dx+ dy or =
1+ xy 1+ xy z−x 1+ xy

Integrating it, we get log ( z−x )=log (1+ xy ) + log c

or z−x=c(1+ xy ) …(9)

Hence, the common solution of the system of equations is

z=x +c (1+ xy ) …(10)
 137

Example 2. Show that the following partial differential equations

xp= yq∧z ( xp+ yq )=2 xy

are compatible and, hence solve them.

Solution. Let f ≡ xp− yq=0 …(1)

¿ g ≡ z ( xp + yq )−2 xy =0 …(2)

∂ (f , g ) ∂ (f , g)
∴ =2 xy , =−x 2 p−xyq ,
∂ (x , p ) ∂( z , p )

∂( f , g) ∂(f , g)
=−2 xy , =xyp+ y 2 q
∂( y , q) ∂(z , q)

Now, we find
∂(f , g) ∂( f , g) ∂( f , g) ∂( f , g)
[ f , g] ≡ +p + +q =xp ( yq−xp )=0
∂(x , p) ∂( z , p) ∂ ( x , q ) ∂( z , q)
…(3)

∴ The given partial differential equations are compatible.

y x
Solving (1) and (2) for p and q, we get p= ∧q=
z z
Putting the values of p and q in dz= p dx +q dy, we get

dz= ( yz ) dx+( xz ) dy
or z dz= y dx+ x dy=d ( xy) …(4)

Integrating it, we get z 2=2 xy+ c …(5)

Hence, the common solution of (1) and (2) is given by (5).

138

Example 3. Find the characteristics of the equation pq= z and

determine the integral surface which passes through the straight line
x=1 , z= y.

Solution. The initial data curve is written in parametric form as

x 0 ( s )=1, y 0 ( s ) =s , z 0 ( s )=s

The solution is ordinarily sought in parametric form as

x=x ( t , s ) , y = y ( t , s ) , z=z (t , s)

Thus, using the initial data, the given PDE becomes

p0 ( s ) q0 ( s )−s=0=F …(1)

and the strip condition gives

1= p 0 ( 0 )+ q0 (1) or q 0=1 …(2)

Therefore, we have
q 0=1,∧ p 0=s (unique initial strip) …(3)

Now, the characteristic equations for the given PDE are

dx dy dz dp dq
=q , = p , =2 pq , = p , =q …(4)
dt dt dt dt dt
Integrating all the equations of (4), we get

p=c1 e t , q=c 2 e t , x=c 2 et + c 3

y=c 1 et + c 4 , z=2 c 1 c2 e 2 t +c 5 } …(5)

Now, taking into account the initial conditions

x 0=1, y 0=s , z 0=s , p 0=s , q0 =1 …(6)
 139

we can determine the constants of integration and obtain (since

c 2=1, c 3=0 ¿ the following:

p=s e t , q=e t , x =et

y =s et z =s e2 t } …(7)

The required characteristics are given by set of equations (7).

Consequently, the required integral surface is obtained by
eliminating s and t from first three equations of (7) and is given by
z=xy …(8)
Example 4. Find the characteristics of the equation pq= z and
hence, determine the integral surface which passes through the
parabola x=0, y 2=z .

Solution. The initial data curve is written in parametric form as

x 0 ( s )=0, y 0 ( s )=s , z 0 ( s )=s 2

Thus, using the initial data, the given PDE becomes

p0 ( s ) q0 ( s )−s2 =0=F …(1)

The strip condition gives

2 s= p0 ( 0 ) +q 0 (1) or q 0−2 s=0 …(2)

Therefore, we have
z0 s2 S
q 0=2 s and p0= = = …(3)
q0 2 s 2

Now, the characteristic equations for the given PDE are

140

dx dy dz dp dq
=q , = p , =2 pq , = p , =q …(4)
dt dt dt dt dt
Integrating all the equations of (4), we get

p=c1 e t , q=c 2 e t , x=c 2 et + c 3

y=c 1 et +c 4 , z=c 1 c2 e 2t +c 5 } …(5)

Taking into account the initial conditions

s
x 0=0, y 0=s , z 0=s2 , p 0= , q 0=2 s, we find
2
s s
c 1= , c 2=2 s , c3 =−2 s ,c 4 = , c 5=0
2 2
Therefore, we have

s
¿ x=2 ( e t−1 ) , y= ( et + 1 )
1
2
z=s 2 e 2 t p= s e t q=2 s e t
2
} …(6)

The required characteristics are given by set of equations (6).

Eliminating s and t from the first three equations of (6), we get

16 z=(4 y + x )2

which is the required integral surface which passes through the

parabola x=0, y 2=z .

EXERCISE 3 (F)

1. Determine the characteristics of the equation z= p2−q2 and find

the integral surface which passes through the parabola
4 z+ x 2=0, y =0.
 141

2. Find the solution of the partial differential equation

1
z= ( p2 +q 2 ) + ( p−x ) (q− y ) which passes through the x-axis.
2
3. Find the characteristics of the equation pq= xy and determine the
integral surface which passes through the curve z=x , y=0.
4. Show that the partial differential equations xp− yq=xand
x 2 p+q=xz are compatible and find their solutions.
5. Show that the partial differential equation z= px+ qy is
compatible with any equation f ( x , y , z , p , q )=0 which is
homogeneous in x, y and z.
6. Show that z= px+ qy∧2 xy ( p2 +q 2)=z ( yp + xq) are compatible
and find their solutions.
7. Show that the two partial differential equations f ( x , y , p , q ) =0
∂( f , g) ∂( f , g)
and g ( x , y , p , q )=0 are compatible if + =0 .
∂(x , p) ∂( y , q)

Also, verify that the two partial differential equations

∂P ∂Q
p=P ( x , y ) ∧q=Q( x , y ) are compatible if = .
∂ y ∂x
∂u ∂u ∂u
8. If u1= , u2 = , u3= , then show that the two partial
∂x ∂y ∂z
differential equations
f ( x , y , z ,u 1 , u2 ,u 3 )=0∧g ( x , y , z , u1 ,u 2 , u3 )=0

∂(f , g) ∂ (f , g) ∂( f , g)
are compatible if + + =0 .
∂(x ,u1 ) ∂( y , u2 ) ∂( z ,u 3)

ANSWERS

1. Characteristics: x=2 s ¿), y=2 √ 2 s ( e−t−1 ) , z=−s2 e−2 t

Integral Surface: 4 z+ ( x+ √2 y )2=0
142

5
2. Characteristics: x=s ( 2 e t−1 ) , y=s ( et −1 ), z= s2 ( e 2 t−1 )
2
−3 s 2 ( et −1 ) , p=2 s ( e t−1 ) , q=s ( e t +1 ),
Integral Surface: 2 z= y ( 4 x−3 y)
s t −t 1 t −t
3. Characteristics: x= ( e + e ) , y= ( e −e ),
2 2
s 1 s
z= ( e 2 t + e−2 t + 2 ) , p= ( et +e−t ) , q= ( et −e−t )
4 2 2
2 2 2
Integral Surface: z =x ( 1+ y )
4. z=x +c (1+ xy ) 6. c z2 =x2 + y 2

OBJECTIVE TYPES QUESTIONS

1. The complete integral of z= px+ qy + pq is
(a) z=ax+by (b) z=ax+by + ab

(c) z=ax2 +by 2 (d) z=ax+by + xy

2. Which of the following is the separable PDE:

(a) p+q=z (b) p+q=x + y−z
(c) p−q=z (d) p−x =q− y
3. A PDE is said to be of Clairaut’s form if it can be written as

(a) z= px+ qy (b) z= px+ qy +f ( p , q )

(c) z= p2 +q 2 (d) z= px+ qy +qxy

4. The partial differential equations p=P ( x , y ) and q=Q ( x , y ) are

compatible if
∂P ∂Q
(a) P=Q (b) =
∂x ∂ y
 143

∂P ∂Q
(c) P+Q=0 (d) =
∂y ∂x

5. The partial differential equations f ( x , y , p , q ) =0 and

g ( x , y , p , q )=0 are compatible if

∂ ( f , g ) ∂ ( f ,q ) ∂ ( f , g ) ∂ ( f , g)
(a) + =0 (b) + =0
∂ (x , p ) ∂ ( y , q) ∂ ( x , y ) ∂ ( p , q)

∂ (f , g) ∂ (f , g ) ∂ ( f , g ) ∂ ( f , q)
(c) + =0 (d) =
∂ (x , q ) ∂ ( y , q ) ∂ (x , y ) ∂( p , q )

ANSWERS
1.(b) 2.(d) 3.(b) 4.(d) 5.(a)