Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
MA 201: Partial Differential Equations
Lecture - 5
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Definition (Compatible systems of first-order PDEs)
A system of two first-order PDEs
f (x, y , u, p, q) = 0 (1)
and
g (x, y , u, p, q) = 0 (2)
are said to be compatible if they have a common solution.
Theorem
Equations (1) and (2) are compatible
on a domain D if
∂(f ,g )
fp fq
(i) J = ∂(p,q) = 6= 0 on D.
gp gq
(ii) p and q can be explicitly solved from (1) and (2) as p = φ(x, y , u)
and q = ψ(x, y , u). Further, the equation
du = φ(x, y , u)dx + ψ(x, y , u)dy
is integrable.
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Theorem
A necessary and sufficient condition for the integrability of the equation
du = φ(x, y , u)dx + ψ(x, y , u)dy is
∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )
[f , g ] ≡ + +p +q = 0. (3)
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)
In other words, equations (1) and (2) are compatible iff (3) holds.
Example
Show that the equations
xp − yq = 0, xup + yuq = 2xy
are compatible and solve them.
Solution. Take f ≡ xp − yq = 0, g ≡ u(xp + yq) − 2xy = 0. Then
fx = p, fy = −q, fu = 0, fp = x, fq = −y ,
gx = up − 2y , gy = uq − 2x, gu = xp + yq, gp = ux, gq = uy .
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Compute
∂(f , g ) f fq x −y
J≡ = p = = uxy + uxy = 2uxy 6= 0
∂(p, q) gp gq ux uy
for x 6= 0, y 6= 0, u 6= 0. Further,
∂(f , g ) f fp p x
= x = = uxp − x(up − 2y ) = 2xy
∂(x, p) gx gp up − 2y ux
∂(f , g ) f fp 0 x
= u = 0 − x(xp + yq) = −x 2 p − xyq
=
∂(u, p) gu gp xp + yq ux
∂(f , g ) f fq −q −y
= y
= = −quy + y (uq − 2x) = −2xy
∂(y , q) gy gq uq − 2x uy
∂(f , g ) f fq 0 −y
= u = y (xp + yq) = y 2 q + xyp.
=
∂(u, q) gu gq xp + yq zy
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
It is an easy exercise to verify that
∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )
[f , g ] ≡ + +p +q
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)
= 2xy − x 2 p 2 − xypq − 2xy + y 2 q 2 + xypq
= y 2 q2 − x 2 p2
= 0.
So the equations are compatible.
• Next step is to determine p and q from the two equations
xp − yq = 0, u(xp + yq) = 2xy . Using these two equations, we have
2xy
uxp + uyq − 2xy = 0 =⇒ xp + yq =
u
2xy y
=⇒ 2xp = =⇒ p = = φ(x, y , u).
u u
and
xp xy
xp − yq = 0 =⇒ q = =
y yu
x
=⇒ q = = ψ(x, y , u).
u
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Substituting p and q in du = pdx + qdy , we get
udu = ydx + xdy = d(xy ),
and hence integrating, we obtain
u 2 = 2xy + k,
where k is a constant.
NOTE:
For the compatibility of f (x, y , u, p, q) = 0 and g (x, y , u, p, q) = 0, it is
not necessary that every solution of f (x, y , u, p, q) = 0 be a solution of
g (x, y , u, p, q) = 0 or vice-versa. For instance, the equations
f ≡ xp − yq − x = 0 (4)
g ≡ x 2 p + q − xu = 0 (5)
are compatible. They have common solutions u = x + c(1 + xy ), where c
is an arbitrary constant. Note that u = x(y + 1) is a solution of (4) but
not of (5).
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Charpit’s method
It is a general method for finding the general solution of a nonlinear PDE
of first-order of the form
f (x, y , u, p, q) = 0. (6)
Basic Idea: To introduce another partial differential equation of the first
order
g (x, y , u, p, q, a) = 0 (7)
which contains an arbitrary constant a and is such that
(i) equations (6) and (7) can be solved for p and q to obtain
p = p(x, y , u, a), q = q(x, y , u, a).
(ii) the equation
du = p(x, y , u, a)dx + q(x, y , u, a)dy (8)
is integrable.
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
When such a function g is found, the solution
F (x, y , u, a, b) = 0
of (8) containing two arbitrary constants a and b will be the solution of
(6).
The compatibility of equations (6) and (7) yields
∂(f , g ) ∂(f , g ) ∂(f , g ) ∂(f , g )
[f , g ] ≡ + +p +q = 0.
∂(x, p) ∂(y , q) ∂(u, p) ∂(u, q)
Expanding it, we are led to the following linear PDE in g (x, y , u, p, q):
∂g ∂g ∂g ∂g ∂g
fp + fq + (pfp + qfq ) − (fx + pfu ) − (fy + qfu ) = 0. (9)
∂x ∂y ∂u ∂p ∂q
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Now solve (9) to determine g by finding the integrals of the following
auxiliary equations:
dx dy du dp dq
= = = = (10)
fp fq pfp + qfq −(fx + pfu ) −(fy + qfu )
These equations are known as Charpit’s equations. Once an integral
g (x, y , u, p, q, a) of this kind has been found, the problem reduces to
solving for p and q, and then integrating equation (8).
Remarks.
• For finding integrals, all of Charpit’s equations (10) need not be
used.
• p or q must occur in the solution obtained from (10).
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Example
Find a general solution of
p 2 x + q 2 y = u. (11)
Solution. To find a general solution, we proceed as follows:
• Step 1: (Computing fx , fy , fu , fp , fq ).
Set f ≡ p 2 x + q 2 y − u = 0. Then
fx = p 2 , fy = q 2 , fu = −1, fp = 2px, fq = 2qy ,
and hence,
pfp + qfq = 2p 2 x + 2q 2 y , −(fx + pfu ) = −p 2 + p,
−(fy + qfu ) = −q 2 + q.
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Step 2: (Writing Charpit’s equations and finding a solution
g (x, y , u, p, q, a)).
The Charpit’s equations (or auxiliary) equations are:
dx dy du dp dq
= = = =
fp fq pfp + qfq −(fx + pfu ) −(fy + qfu )
dx dy du dp dq
=⇒ = = = =
2px 2qy 2(p 2 x + q 2 y ) −p 2 + p −q 2 + q
From which it follows that
p 2 dx + 2pxdp q 2 dy + 2qydq
=
2p 3 x + 2p 2 x − 2p 3 x 2q 3 y + 2q 2 y − 2q 3 y
2 2
p dx + 2pxdp q dy + 2qydq
=⇒ 2
=
p x q2 y
On integrating, we obtain
log(p 2 x) = log(q 2 y ) + log a
=⇒ p 2 x = aq 2 y , (12)
where a is an arbitrary constant.
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Step 3: (Solving for p and q).
Using (11) and (12), we find that
p 2 x + q 2 y = u, p 2 x = aq 2 y
=⇒ (aq 2 y ) + q 2 y = u =⇒ q 2 y (1 + a) = u
1/2
u u
=⇒ q2 = =⇒ q = .
(1 + a)y (1 + a)y
and
y u y au
p 2 = aq 2 =a =
x (1 + a)y x (1 + a)x
1/2
au
=⇒ p= .
(1 + a)x
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Step 4: (Writing du = p(x, y , u, a)dx + q(x, y , u, a)dy and finding
its solution).
Writing
1/2 1/2
au u
du = dx + dy
(1 + a)x (1 + a)y
1/2 a 1/2 1/2
1+a 1
=⇒ du = dx + dy .
u x y
Integrate to have
1/2
[(1 + a)u] = (ax)1/2 + (y )1/2 + b
the general solution of equation (11).
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Some Special Types of First-Order PDEs
• Equations involving only p and q
If the equation is of the form
f (p, q) = 0, (13)
then Charpit’s equations take the form
dx dy du dp dq
= = = =
fp fq pfp + qfq 0 0
dp dq
the last two are actually equivalent to = 0, = 0 and hence
dt dt
an immediate solution is given by p = a, where a is an arbitrary
constant. Substituting p = a in (13), we obtain a relation
q = Q(a).
Then, integrating the expression
du = adx + Q(a)dy
we obtain
u = ax + Q(a)y + b, (14)
where b is a constant. Thus, (14) is a general solution of (13).
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Note: Instead of taking dp dq
dt = 0, we can take dt = 0 ⇒ q = a. In some
problems, taking dq = 0 the amount of computation involved may be
reduced considerably.
Example
Find a general solution of the equation pq = 1.
Solution. If p = a then pq = 1 ⇒ q = a1 . In this case, Q(a) = 1/a.
From (14), we obtain a general solution as
y
u = ax + +b
a
=⇒ a2 x + y − au = b,
where a and b are arbitrary constants.
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Equations not involving the independent variables
For equation of the type
f (u, p, q) = 0, (15)
Charpit’s equation becomes
dx dy du dp dq
= = = = .
fp fq pfp + qfq −pfu −qfu
From the last two relations, we have
dp dq dp dq
= =⇒ =
−pfu −qfu p q
=⇒ p = aq, (16)
where a is an arbitrary constant. Solving (15) and (16) for p and q,
we obtain
q = Q(a, u) =⇒ p = aQ(a, u).
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Now
du = pdx + qdy
=⇒ du = aQ(a, u)dx + Q(a, u)dy
=⇒ du = Q(a, u) [adx + dy ] .
It gives general solution as
du
Z
= ax + y + b, (17)
Q(a, u)
where b is an arbitrary constant.
Example
Find a general solution of the PDE p 2 u 2 + q 2 = 1.
Solution. Putting p = aq in the given PDE, we obtain
a2 q 2 u 2 + q 2 = 1
=⇒ q 2 (1 + a2 u 2 ) = 1
=⇒ q = (1 + a2 u 2 )−1/2 .
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Now,
2 2 2 1 1
p = (1 − q )/u = 1−
(1 + a2 u 2 ) u2
a2
=⇒ p2 =
1 + a2 u 2
=⇒ p = a(1 + a2 u 2 )−1/2 .
Substituting p and q in du = pdx + qdy , we obtain
du = a(1 + a2 u 2 )−1/2 dx + (1 + a2 u 2 )−1/2 dy
=⇒ (1 + a2 u 2 )1/2 du = adx + dy
1 n o
=⇒ au(1 + a2 u 2 )1/2 − log[au + (1 + a2 u 2 )1/2 ] = ax + y + b,
2a
which is the general solution of the given PDE.
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Separable equations
A first-order PDE is separable if it can be written in the form
f (x, p) = g (y , q). (18)
For this type of equation, Charpit’s equations become
dx dy du dp dq
= = = = .
fp −gq pfp − qgq −fx gy
From the last two relations, we obtain an ODE
dp dx dp fx
= =⇒ + =0 (19)
−fx fp dx fp
which may be solved to yield p as a function of x and an arbitrary
constant a. Writing (19) in the form fp dp + fx dx = 0, we see that
its solution is f (x, p) = a. Similarly, we get g (y , q) = a. Determine
p and q from the equation
f (x, p) = a, g (y , q) = a
and then use the relation du = pdx + qdy to determine a complete
integral.
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Example
Find a general solution of p 2 y (1 + x 2 ) = qx 2 .
Solution. First we write the given PDE in the form
p 2 (1 + x 2 ) q
= (separable equation)
x2 y
It follows that
p 2 (1 + x 2 ) ax
2
= a2 =⇒ p = √ ,
x 1 + x2
where a is an arbitrary constant. Similarly,
q
= a2 =⇒ q = a2 y .
y
Now, the relation du = pdx + qdy yields
ax p a2 y 2
du = √ dx + a2 ydy =⇒ u = a 1 + x 2 + + b,
1 + x2 2
where a and b are arbitrary constants, a general solutionfor the given
PDE.
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Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
• Clairaut’s equation
A first-order PDE is said to be in Clairaut form if it can be written as
u = px + qy + f (p, q). (20)
Charpit’s equations take the form
dx dy du dp dq
= = = = .
x + fp y + fq px + qy + pfp + qfq 0 0
Now, equivalently considering dp
dt = 0 =⇒ p = a, where a is an
arbitrary constant.
dq
dt = 0 =⇒ q = b, where b is an arbitrary constant.
Substituting the values of p and q in (20), we obtain the required
general solution
u = ax + by + f (a, b).
IIT Guwahati MA201(2016):PDE
Compatible Systems and Charpit’s Method
Charpit’s Method
Some Special Types of First-Order PDEs
Example
Find a general solution of (p + q)(u − xp − yq) = 1.
Solution. The given PDE can be put in the form
1
u = xp + yq + , (21)
p+q
which is of Clairaut’s type. Putting p = a and q = b in (21), a general
solution is given by
1
u = ax + by + ,
a+b
where a and b are arbitrary constants.
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