MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 37

Lecture 7 Jacobi Method for Nonlinear First-Order PDEs

Consider the following first-order PDE of the form

f (x, y, z, ux , uy , uz ) = 0, (1)

where x, y, z are independent variables and u is the dependent variable. Note that the
dependent variable u does not appear in the PDE (1).

Idea of Jacobi’s Method: The fundamental idea of Jacobi’s method is to introduce

two first-order PDEs involving two arbitrary constants a and b of the following form

h1 (x, y, z, ux , uy , uz , a) = 0, (2)
h2 (x, y, z, ux , uy , uz , b) = 0 (3)

such that
∂(f, h1 , h2 )
̸= 0 (4)
∂(ux , uy , uz )
and

• Equations (1), (2) and (3) can be solved for ux , uy , uz ;

• The equation
du = ux dx + uy dy + uz dz (5)

is integrable.

If h1 = 0 and h2 = 0 are compatible with f = 0 then h1 and h2 satisfy

∂(f, h) ∂(f, h) ∂(f, h)

+ + =0 (6)
∂(x, ux ) ∂(y, uy ) ∂(z, uz )

for h = hi , i = 1, 2. Equation (6) leads to a semi-linear PDE of the form

∂h ∂h ∂h ∂h ∂h ∂h
fux + fuy + fuz − fx − fy − fz =0 (7)
∂x ∂y ∂z ∂ux ∂uy ∂uz

for h = hi , i = 1, 2. The associated auxiliary equations are given by

dx dy dz dux duy duz

= = = = = . (8)
fux fuy fuz −fx −fy −fz

The rest of the procedure is same as in Charpit’s method.

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 38

The method just described above can be applied to solve first-order equation of the
form
f (x, y, z, p, q) = 0. (9)

Next, we shall show how to transform the equation f (x, y, z, p, q) = 0 into the equation
g(x, y, z, ux , uy , uz ) = 0 so that the above procedure can be applied.

If u(x, y, z) is a relation between x, y and z and satisfies (9) then we have

ux + uz zx = 0 =⇒ ux + uz p = 0 =⇒ p = −ux /uz ,
uy + uz zy = 0 =⇒ uy + uz q = 0 =⇒ q = −uy /uz .

Substituting
p = −ux /uz and q = −uy /uz

in (9) we obtain an equation

g(x, y, z, ux , uy , uz ) = 0 (10)

which can be solved by the Jacobi’s method.

EXAMPLE 1. Find a complete integral of p2 x + q 2 y = z by Jacobi’s method.

Step 1: (Converting the given PDE into the form f (x, y, z, ux , uy , uz ) = 0).

Set p = −ux /uz and q = −uy /uz in the given PDE to obtain

u2x u2y
x + y=z
u2z u2z
=⇒ xu2x + yu2y − zu2z = 0.

Thus,
f (x, y, z, ux , uy , uz ) = xu2x + yu2y − zu2z = 0. (11)

Step 2: Solving PDE (11) by Jacobi’s method

Step 2(a): Compute fux , fuy , fuz , fx , fy , fz

fux = 2xux , fuy = 2yuy , fuz = −2zuz , fx = u2x , fy = u2y , fz = −u2z .

Step 2(b): Writing auxiliary equation and solving for ux , uy and uz .

The auxiliary equations are given by

dx dy dz dux duy duz
= = = = =
fux fuy fuz −fx −fy −fz
dx dy dz dux duy duz
=⇒ = = = = = 2
2xux 2yuy −2zuz −u2x −u2y uz
MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS 39

Now,
dx dux ux dx −2xdux
= =⇒ =
2xux −ux2 2xux2 2xu2x
=⇒ ux dx = −2xdux
dx dux
=⇒ = −2
x ux
=⇒ log x = −2 log(ux ) + log(a)
=⇒ log x + log(u2x ) = log(a)
( a )1/2
=⇒ xu2x = a =⇒ ux = .
x
Similarly, we get
( )1/2
b
yu2y = b =⇒ uy = .
y
and [ ]1/2
(a + b)
uz = .
z

Step 2(c): Solving the equation du = ux dx + uy dy + uz dz.

( a )1/2 ( )1/2 ( )
b a + b 1/2
du = dx + dy + dz
x y z
=⇒ u = 2(ax)1/2 + 2(by)1/2 + 2((a + b)z)1/2 + c. (12)

Step 3: (Finding solution of the given PDE from the solution of PDE (11)).

Writing u = c in (12), we get the complete integral of the given PDE as

[( )1/2 ( )1/2 ]2
ax by
z= + .
a+b a+b

Practice Problems
Find the complete integral of the following PDEs:

1. (p2 + q 2 )y = qz

2. z 2 = pqxy

3. 2(y + zq) = q(xp + yq)