CHAPTER II: First Order Linear Partial Differential Equations

Lagrange’s Method
Consider the first order linear partial differential equation
P( x, y, z ) p Q( x, y, z )q R( x, y, z ) (1)
Then the Lagrange’s auxiliary equations are
dx dy dz
(2)
P ( x, y , z ) Q ( x, y , z ) R ( x, y , z )
which give the independent solutions (level surfaces)
u ( x, y, z ) c1 and v( x, y, z ) c 2 (3)
where c1 and c 2 are arbitrary constants.
Then the general solution of (1) is u ( x, y, z ), v( x, y, z ) 0 (4)
where is an arbitrary function.
Suppose that we wish to obtain an integral surface which passes through the curve whose
equations in parametric form is given by
x x(t ), y y(t ) and z z (t ) (5)
where t is a parameter.
Then (3) may be expressed as
u x(t ), y(t ), z (t ) c1 and v x(t ), y(t ), z (t ) c2 (6)
We eliminate the parameter t from (6) and obtain a relation involving c1 and c 2 with the help of
(3). Finally, we get the desired surface.

Solved Problems
1. Solve the equation x( y 2 z ) p y ( x 2 z )q z ( x 2 y 2 ).
Solution: Lagrange’s auxiliary equations are
dx dy dz
2 2 2
x( y z) y( x z) z( x y2)
Re-write this as
1 1 1
dx dy dz
x y z 1 1 1
2 2 2 2
dx dy dz 0 xyz c1 u ( x, y, z ), say
y z (x z) x y x y z
Also, we can write
xdx ydy dz
Each of the ratios 2 2
x (y z ). y 2 ( x 2 z ) z( x 2 y2)
xdx ydy dz 0 x 2 y 2 2 z c 2 v( x, y, z ), say
Therefore, the general solution of the given equation is
F (u( x, y, z ), u( x, y, z )) 0
where F is an arbitrary function.

2. 2 y( z 3) p (2 x z )q y(2 x 3)
Solution: Lagrange’s auxiliary equations are
dx dy dz
2 y ( z 3). 2 x z y (2 x 3)
Re-write this as
 2
1
dx
2 ydy dz 1
dx ydy dz 0 x y 2 2 z c1 u ( x, y, z ), say
y ( z 3) y (2 x z ) y (2 x 3) 2
Also, we can write
dx dz
(2 x 3)dx 2( z 3)dz x 2 3x z 2 6 z c2
2 y ( z 3) y (2 x 3)
x 2 3x z 2 6 z c 2 v( x, y, z ), say
Therefore, the general solution of the given equation is
F (u( x, y, z ), u( x, y, z )) 0 F (u, v) 0,
where F is an arbitrary function.

3. Solve the equation ( z 2 2 yz y 2 ) p x( y z )q x( y z ).

Solution: Lagrange’s auxiliary equations are
dx dy dz
2 2
z 2 yz y xy xz xy xz
Re-write this as
dx ydy zdz zdy ydz
2 2
xy xz xy xyz xyz xz xyz xz 2 xy 2 xyz
ydy zdz zdy ydz ydy zdz d ( yz ) y2 z2 2 yz c1 since d ( yz ) zdy ydz
So, the first integral is u ( x, y, z ) y 2 z 2 2 yz c1
Also, we can write
xdx ydy zdz
Each of the ratios
0
2
xdx ydy zdz 0 x y 2 z 2 c2
So, the second integral is v( x, y, z ) x 2 y 2 z 2 c 2
Therefore, the general solution of the given equation is
F (u( x, y, z ), u( x, y, z )) 0
where F is an arbitrary function.

4. Solve the equation ( x y) p ( y x z )q z

Solution: Lagrange’s auxiliary equations are
dx dy dz
x y y x z z
Re-write this as
dx dx dy dz
dx dy dz 0 x y z c1
x y ( x y) ( y x z) z
So, the first integral is u ( x, y, z ) x y z c1
Also, we can write
dy dz dy dz dy dz
y x z z y (c1 y ) z 2 y c1 z
2 y c1 y x z
2
c2 c2
z z2
 3
y x z
So, the second integral is v( x, y, z ) c2
z2
Therefore, the general solution of the given equation is
F (u( x, y, z ), u( x, y, z )) 0
where F is an arbitrary function.

5. Solve the equation ( x 2 yz ) p ( y 2 zx )q z 2 xy.

Solution: Lagrange’s auxiliary equations are
dx dy dz
2 2 2
x yz y zx z xy
Re-write this as
dx dx dy dy dz x y
2
c1
x yz x y y z y z
x y
So, the first integral is u ( x, y, z ) c1
y z
Also, we can write
dx dx dy dz xdx ydy zdz
2 2 2 2
x yz x y z ( x y z )( x 2 y 2 z 2 )
( x y z )(dx dy dz) xdx ydy zdz
(x y z ) 2 x 2 y 2 z 2 c2
2 2 2 2 2
So, the second integral is v( x, y, z ) xy yz zx c2
Therefore, the general solution of the given equation is
F (u( x, y, z ), u( x, y, z )) 0
where F is an arbitrary function.

Applications
1. Find the integral surface of the first order linear partial differential equation
x( y 2 z ) p y ( x 2 z )q z ( x 2 y 2 )
which contains the straight line x y 0, z 1.
Solution: We have u ( x, y, z ) xyz c1 (1)
2 2
and v( x, y, z ) x y 2 z c2 (2)
2 2
With z 1, equation (1) and (2) become xy c1 and x y 2 c2 .
2 2 2 2
We have ( x y ) x y 2 xy (0) c 2 2 2c1 2c1 c2 2 0
2 2 2 2
2 xy x y 2z 2 0 x y 2 xy 2 z 2 0
is the desired equation of the surface.

2. Find the integral surface of the first order linear partial differential equation
2 y( z 3) p (2 x z )q y(2 x 3)
which contains the circle z 0, x 2 y 2 2 x .
Solution: We have x y 2 2 z c1 (1)
2 2
and x 3x z 6 z c2 (2)
 4
Also, given that x 2 y 2 2 x (3)
2 2
With z 0, equation (1) and (2) become x y c1 and x 3x c 2 .
2 2
We have x y x 3x c1 c 2 c1 c 2 0, by (3),
2 2 2 2
x y 2 z x 3x z 6z 0 x y 2 z 2 2x 4z 0
is the desired equation of the surface.

Exercises

1. Solve the following first order linear partial differential equations by Lagrange’s Method:

(i) xz p yz q (x2 y2 );
x2 y2
(ii) ( y x) p ( y x)q ;
z
(iii) ( z 2 2 yz y 2 ) p ( xy xz )q xy xz ;
(iv) ( y xz ) p ( x yz )q z 2 1;
(v) (2 xy 1) p ( z 2 x 2 )q 2( x yz ) ;
(vi) z ( z 2 xy)( px qy) x 4 ;
(vii) xy p y 2 q zxy 2 x 2 ;
(viii) z ( x y ) p z ( x y )q x 2 y 2 ;
(ix) x( y 2 z 2 ) p y ( z 2 x 2 )q z ( x 2 y 2 ) ;
(x) ( y zx ) p ( x yz )q x 2 y 2 ;
(xi) ( x y) p ( x y)q 2 xz ;
(xii) x( x 2 3 y 2 ) p y (3x 2 y 2 )q 2 z ( y 2 x 2 ) ;
(xiii) ( xy 3 2 x 4 ) p (2 y 4 x 3 y )q 9 z ( x 3 y 3 ) .

2. Find the integral surface of the first order linear partial differential equation
( x y ) p ( y x z )q z
which contains the circle z 1, x 2 y 2 1.
3. Find the integral surface of the first order linear partial differential equation
( x 2 yz ) p ( y 2 xz )q z 2 xy
which passes through the line x 1, y 0 .
4. Find the integral surface of the first order linear partial differential equation
( y xz ) p ( x yz )q z 2 1
which passes through the parabola x t , y 1, z t 2 .