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2091 4032 1 PB PDF
2091 4032 1 PB PDF
Calcutta University
35, Ballygunge Circular Road, Kolkata, 700019
West Bengal, INDIA
1. Introduction
In the book [1] (page 46-47), the partial differential equation of the form
(a1 x + b1 y + c1 z + d1 )p + (a2 x + b2 y + c2 z + d2 )q = a3 x + b3 y + c3 z + d3 (1)
∂z ∂z
where p = ∂x , q = ∂y and ai , bi , ci , di (i = 1, 2, 3) are all real numbers, has
been discussed in brief. The present paper comprises a detailed discussion of
the same including the cases of failure of the method adopted there.
2. The Method
Let (λi , µi , νi ) be the solutions of the first three equations of the system (4)
corresponding to ρ = ρi (i = 1, 2, 3).
Then, from (3), we get
λ1 dx + µ1 dy + ν1 dz λ2 dx + µ2 dy + ν2 dz λ3 dx + µ3 dy + ν3 dz
= = . (7)
ρ1 (λ1 x + µ1 y + ν1 z) ρ2 (λ2 x + µ2 y + ν2 z) ρ3 (λ3 x + µ3 y + ν3 z)
If each of (λi , µi , νi ) (i = 1, 2, 3) satisfies the last equation of (4), the above
relations lead to the required solution of the PDE (1.1) as
F (λ1 x+µ1 y+ν1 z)ρ2 (λ2 x+µ2 y+ν2 z)−ρ1 , (λ2 x+µ2 y+ν2 z)ρ3 (λ3 x+µ3 y+ν3 z)−ρ2
= 0,
where F is an arbitrary real-valued function of two real variables.
Example 1.
1
(y + 2z)p + (z + x)q = x − y. (8)
2
For this PDE, the first three equations of (4) become
1
ρλ − µ − ν =0,
2
−λ + ρµ + ν =0, (9)
−2λ − µ + ρν =0.
68 S.M.H. Islam, J. Das (N. Chaudhuri)
In this case the fourth equation is automatically satisfied and the equation (5)
becomes
ρ − 1 −1
2
−1 ρ
1 = 0, (10)
−2 −1 ρ
µ + 2ν = 0, − λ + ν = 0,
whence we have
λ µ ν
= = .
1 −2 1
√
6
Using ρ = 2 in (9) we get
√ √
6λ − µ − 2ν = 0, − 2λ + 6µ + 2ν = 0.
hence we have
λ µ ν
=√ = √ .
5 6−4 2( 6 + 1)
√
6
Similarly, using ρ = − 2 in (9) we get
λ µ ν
=√ = √ .
−5 6+4 2( 6 − 1)
From the above relations the required solution of the PDE (8) can be written
as
F x − 2y + z, 6(y + z)2 − (5x − 4y + 2z)2 = 0,
Let (λ1 , µ1 , ν1 ) be the solution of the first three equations of the system (4)
corresponding to the root ρ1 and (λ2 ′ + iλ2 ′′ , µ2 ′ + iµ2 ′′ , ν2 ′ + iν2 ′′ ), (λ2 ′ , λ2 ′′ ,
µ2 ′ , µ2 ′′ , ν2 ′ , ν2 ′′ ∈ R), be the solution of the above mentioned first three
equations of the system (4) corresponding to the root ρ2 ′ + iρ2 ′′ . Then the
solution of the system (4) corresponding to the root ρ2 ′ − iρ2 ′′ will be (λ2 ′ −
iλ2 ′′ , µ2 ′ − iµ2 ′′ , ν2 ′ − ν2 ′′ ).
Now, from (3), we get
λ1 dx + µ1 dy + ν1 dz
ρ1 (λ1 x + µ1 y + ν1 z)
(λ2 ′ + iλ2 ′′ )dx + (µ2 ′ + iµ2 ′′ )dy + (ν2 ′ + iν2 ′′ )dz
=
(ρ2 ′ + iρ2 ′′ ) (λ2 ′ + iλ2 ′′ )x + (µ2 ′ + iµ2 ′′ )y + (ν2 ′ + iν2 ′′ )z (12)
′ +iρ ′′
−ρ1
u1 = (λ1 x+ µ1 y + ν1 z)ρ2 2
(λ2 ′ + iλ2 ′′ )x+ (µ2 ′ + iµ2 ′′ )y + (ν2 ′ + iν2 ′′ )z
= constant = C1 , say.
Hence
u1 = exp ρ2 ′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z1
cos ρ2 ′′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z2
!
+ i sin ρ2 ′′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z2
′
= (λ1 x + µ1 y + ν1 z)ρ2 exp(−ρ1 z1 )
cos ρ2 ′′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z2
!
+ i sin ρ2 ′′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z2
=C1 .
= constant. (15)
From the last equation of (12) we have another solution of the simultaneous
equations (12), say v1 , as
ρ2 ′ −iρ2 ′′
v1 = (λ2 ′ x + µ2 ′ y + ν2 ′ z) + i(λ2 ′′ x + µ2 ′′ y + ν2 ′′ z)
−ρ2 ′ −iρ2 ′′
(λ2 ′ x + µ2 ′ y + ν2 ′ z) − i(λ2 ′′ x + µ2 ′′ y + ν2 ′′ z) = constant
=C2 (say),
or,
ln v1 = (ρ2 ′ − iρ2 ′′ )(z1 + iz2 ) − (ρ2 ′ + iρ2 ′′ )(z1 − iz2 ) = ln C2 ,
where z1 , z2 are given by (13) and (14) respectively.
This shows that
ln v1 = 2i(ρ2 ′ z2 − ρ2 ′′ z1 ) = ln C2 .
Hence another solution of the simultaneous equations (12), say v, can be taken
as
v = ρ2 ′ z2 − ρ2 ′′ z1 = constant. (16)
Therefore, in this case, the required solution of the PDE (1.1) is given by
′
F (λ1 x + µ1 y + ν1 z)ρ2 exp(−ρ1 z1 ) cos ρ2 ′′ ln(λ1 x + µ1 y + ν1 z) − ρ1 z2 ,
!
ρ2 ′ z2 − ρ2 ′′ z1 = 0, (17)
where z1 , z2 are given by (13) and (14) respectively, and as in Case I and
Example 1, F is an arbitrary real-valued function of two real variables.
Example 2.
yp + zq = x. (18)
The simultaneous ordinary differential equations corresponding to this PDE are
dx dy dz
= = . (19)
y z x
λ µ ν
For ρ = 1, = = .
1 1 1
λ µ ν
For ρ = ω, = = 2.
ω 1 ω
λ µ ν
For ρ = ω 2 , = = .
ω2 1 ω
So each ratio of (19) is equal to
dx + dy + dz ωdx + dy + ω 2 dz ωdx + dy + ω 2 dz
= 2
=
y+z+x ωy + z + ω x ω(ωx + y + ω 2 z)
ω 2 dx + dy + ωdz ω 2 dx + dy + ωdz
= = .
ω 2 y + z + ωx ω 2 (ω 2 x + y + ωz)
5. Case III: ρ1 = ρ2 6= ρ3
In this case, the method described above for the cases Case I and II does not
work. This is exhibited by citing the following example.
Example 3.
3
(y − z)p + (z + x)q = x + y. (21)
4
A METHOD OF SOLVING LAGRANGE’S FIRST-ORDER... 73
which leads to
(ρ − 1)(2ρ + 1)2 = 0.
Roots of this equation are 1, − 12 , − 12 .
λ µ ν
For ρ = 1, = = .
1 1 0
1 λ µ ν
For ρ = − , = = .
2 2 5 −6
6. Case IV: ρ1 = ρ2 = ρ3
In this case, no solution of the simultaneous equations (2) can be derived and
hence the method presented fails to find any solution of the PDE under con-
sideration. The following example exhibits the difficulty.
Example 4.
λ µ ν
For ρ = 1, = = .
1 −1 1
So, in this case, the equation (3) gives us the only ratio
dx − dy + dz
. (27)
x−y+z
Hence the method described above fails to give us the required solutions of the
PDE (24).
To find the solutions of the PDEs (21) and (24) the following approch has been
found to be suitable in case of the examples cited.
15 4 7 3 9 2 3 1
ρ6 − ρ − ρ + ρ + ρ − = 0.
4 4 4 4 2
where
D = (α1 + 2α2 + 2α3 )x2 + (−2β1 + β2 + 2β3 )y 2
+ (γ1 + γ2 + γ3 )z 2 + (−2α1 + β1 + α2 + 2β2 + 2α3 + 2β3 )xy
+ (β1 − 2γ1 + β2 + γ2 + β3 + 2γ3 )yz + (α1 + γ1 + α2 + 2γ2 + α3 + 2γ3 )zx,
and dD denotes the total derivative of D. We see that (32) holds if
ρα1 = 2α1 + 4α2 + 4α3 ,
ρβ1 = −2α1 + β1 + α2 + 2β2 + 2α3 + 2β3 ,
ργ1 = α1 + γ1 + α2 + 2γ2 + α3 + 2γ3 ,
ρα2 = −2α1 + β1 + α2 + 2β2 + 2α3 + 2β3 ,
ρβ2 = −4β1 + 2β2 + 4β3 ,
ργ2 = β1 − 2γ1 + β2 + γ2 + β3 + 2γ3 ,
ρα3 = α1 + γ1 + α2 + 2γ2 + α3 + 2γ3 ,
ρβ3 = β1 − 2γ1 + β2 + γ2 + β3 + 2γ3 ,
ργ3 = 2γ1 + 2γ2 + 2γ3 .
The above equations give us a linear homogeneous system of equations
(2 − ρ)α1 + 4β1 + 4γ1 = 0,
−2α1 + (2 − ρ)β1 + 2β2 + 2γ1 + 2γ2 = 0,
−4β1 + (2 − ρ)β2 + 4γ2 = 0,
(33)
α1 + β1 + (2 − ρ)γ1 + 2γ2 + 2γ3 = 0,
β1 + β2 − 2γ1 + (2 − ρ)γ2 + 2γ3 = 0,
2γ1 + 2γ2 + (2 − ρ)γ3 = 0,
78 S.M.H. Islam, J. Das (N. Chaudhuri)
where α2 = β1 , α3 = γ1 , β3 = γ2 .
The linear homogeneous system (33) will have a non-trivial solution for
(α1 , β1 , β2 , γ1 , γ2 , γ3 ) if the determinant of the coefficient matrix of the system
(33) is zero, i.e.
2 − ρ 4 0 4 0 0
−2 2 − ρ 2 2 2 0
0 −4 2 − ρ 0 4 0
1 = 0.
1 0 2−ρ 2 2
0 1 1 −2 2 − ρ 2
0 0 0 2 2 2 − ρ
This leads to the equation
(2 − ρ)6 = 0.
So all the roots of this equation are equal to 2.
For ρ = 2 the system (33) has two linearly independent solutions, namely
(3, −1, 3, 1, −1, 0), (2, 0, 2, 0, 0, −1) for (α1 , β1 , β2 , γ1 , γ2 , γ3 ).
Using the values of ρ, αi , βi , γi (i = 1, 2, 3) in (32) we see that each of the
ratios in (32) is equal to
From the above three equal ratios we get the solution of the PDE (24) as
2x2 + 2y 2 − z 2 3x2 + 3y 2 − 2xy − 2yz + 2zx
F , = 0,
(x − y + z)2 (x − y + z)2
where F is an arbitrary real-valued function of two real variables.
8. Remarks
References
[1] E.L. Ince, Ordinary Differential Equations, Dover Publications, New York,
1956.
80