1 Introduction

A differential equation which involves partial derivatives is called a partial

differential equation. For example,

∂z ∂z
+ =0 (1.1)
∂x ∂y
 2 3
∂ z ∂z
+ x = z. (1.2)
∂x2 ∂y

The order of a partial differential equation is the order of the highest par-
tial derivatives in the equation. The degree of a partial differential equation
is the degree of the highest order partial derivatives occurring in the equa-
tion. Thus, in above example, the first equation is first order and the second
one is second order with degree three.
Notations: If z is a function of two independent variables x, and y, then
we shall use the following notation for the partial derivatives of z:

∂z ∂z ∂ 2z ∂ 2z ∂ 2z
p= ,q = ,r = , s , t = .
∂x ∂y ∂x2 ∂x∂y ∂y 2

2 Formation of Partial Differential Equation

Partial differential equations can be formed either by the elimination of arbi-
trary constants or by the elimination of arbitrary functions. If the number of
arbitrary constants to be eliminated is equal to the number of independent
variables, the partial differential equations that arise are of the first order.
If the number of arbitrary constants to be eliminated is more than the num-
ber of independent variables, the partial differential equations obtained are
of second or higher order. If the partial differential equation is obtained by
elimination of arbitrary functions, then the order of the partial differential
equation is, in general, equal to the number of arbitrary functions eliminated.

1
Example 2.1. Let z = ax + by + ab with a and b are arbitrary constants.
Differentiate partially with respect to x and y, we get p = a and q = b. From
that we get the corresponding partial differential equation is z = px + qy + pq.

Example 2.2. Let z = (x2 + a)(y 2 + b). Differentiate partially with respect
to x and y, we get p = 2x(y 2 + b) and q = 2y(x2 + a). From that, the
corresponding partial differential equation is pq = 4xyz.

Example 2.3. Let z = f (x2 − y 2 ). Then p = 2xf 0 (x2 − y 2 ) and q = −2yf 0 .

Thus, the corresponding partial differential equation is px + qy = 0.

Example 2.4. If z = f (x + 2y) + g(3x − 4y) then p = f 0 + 3g 0 , q = 2f 0 − 4g 0 ,

r = f 00 + 9g 00 ,s = 2f 00 − 12g 00 and t = 6f 00 + 16g 00 .

Example 2.5. If f (x + y + z, x2 + y 2 + Z 2 ) = 0. Let u = x + y + z,

v = x2 + y 2 + Z 2 . Then f (u, v) = 0. Differentiate partially with respect to x,
∂f ∂f ∂f ∂f
we get, ∂u
(1 + p) + ∂v
(2x + 2zp) = 0, similarly, ∂u
(1 + q) + ∂v
(2y + 2zq) =
∂f ∂f
0. Eliminating ∂u
and ∂v
from above equations, we get partial differential
equation as, (y − z)p + (z − x)q = (x − y).

3 Solutions of Partial Differential Equations

Let f (x, y, z, p, q) = 0 be a general first order partial differential equation.

Definition 3.1. A solution or integral of a partial differential equation is a

relation between the independent and dependent variables which satisfies the
partial differential equation. A solution which contains as many arbitrary
constants as there are independent variables is called a complete solution or
complete integral. A solution got by giving particular values to the arbitrary
constants in a complete solution is called particular solution.

2
 Let g(x, y, z, a, b) = 0 be a complete solution. Put b = φ(a) in the complete
solution and eliminate the arbitrary constat a from g(x, y, z, a, φ(a)) = 0, we
get a solution involving an arbitrary function φ. This solution is called the
general solution.
Differentiate the complete solution g(x, y, z, a, b) = 0 partially with respect
to a and b, and then eliminate a and b we get a solution, that solution is called
singular solution.

3.1 Equations Solvable by Direct Integration

Those equations which contain only one partial derivative can be solved by
direct integration. However, in place of the constants of integration, we must
use arbitrary functions of the variable kept constant.

Example 3.1.1. We can find a solution of the partial differential equation

∂2z
∂x∂y
= sin x sin y, by integrating with respect to x and y. If we integrate with
respect to x, we get
∂z
= − cos x sin y + f (y)
∂y
and now respect to y, we get the most general solution as
Z
z = cos x cos y + f (y)dy + φ(x).

We can find the particular solution using initial conditions on z. For example,
∂z
if z satisfies, ∂y
= −2 sin y when x = 0. Then, f (y) = − sin y. Thus the
solution is
z = cos x cos y + cos y + φ(x).

3
3.2 Non-Linear Partial Differential Equations of First
Order

A differential equation involving first order partial derivatives p and q only is

called a partial differential equation of the first order. If p and q both occur
in the first degree only and are not multiplied together, then it is called a
linear partial differential equation of the first order otherwise it called non-
linear partial differential equation of the first order. In this subsection first
we study non-linear partial differential equations.

3.2.1 TYPE - I: Equations of the Form f (p, q) = 0

Suppose the partial differential equation involving only p and q and no x, y, z

those equations come under Type-I. Assume that, z = ax + by + c be a
solution of f (p, q) = 0. Then p = a and q = b, and a and b are connected
by the relation f (a, b) = 0. Thus the complete solution of the Type-I is
z = ax + φ(a) + c.

Problem 3.2.1. Solve: p = eq .

Solution: Let z = ax + by + c be a solution of the given partial differential

equation. Differentiate partially with respect to x and y we get, p = a and
q = b. Then a = eb . The complete solution is z = eb x + by + c.
Exercise:
Solve the following partial differential equations

1. p2 + q 2 = 2.

2. p2 + p = q 2 .

3. p = eq .

4
3.2.2 TYPE - II: Equations of the Form z = px + qy + f (p, q)

This form is called Clairute’s form. For finding complete solution, we assume
that z = ax + by + c be a solution of z = px + qy + f (p, q). Then p = a and
q = b and the complete solution is z = ax + by + f (a, b).

Problem 3.2.2. Solve: z = px + qy + p2 + q 2 .

Clearly, the complete solution is z = ax + by + a2 + b2 .

Exercise:
Solve the following partial differential equations

1. z = px + qy + sin(p + q).

2. (pq − p − q)(z − px − qy) = pq.

3.2.3 TYPE - III: Equations of the Form f (z, p, q) = 0

Let us assume that z = φ(u), where u = x+ay as a trial solution of the given
dz dz
equation. Then p = du
and q = a du . Substituting these values of p and q in
dz dz
the given equation, we get f (z, du , a du ) = 0, which is an ordinary differential
equation of the first order. Integrating it, we get the complete solution.

Problem 3.2.3. Solve: z 2 = p2 + q 2 .

Solution: Assume that z = φ(u), where u = x + ay as a trial solution of the

dz dz
given equation. Then p = du
and q = a du . Substituting these values of p and
q in z 2 = p2 + q 2 , we get
 2
2 2 dz
z = (1 + a ) .
du

Taking square root both side and separate the variables,

√ dz
du = 1 + a2 ,
z
5
 √ √
integrating, we get u = 1 + a2 log z + c. i.e., x + ay = 1 + a2 log z + c as
complete solution.
Exercise:
Solve the following partial differential equations

1. z 2 (p2 z 2 + q 2 ) = 1.

2. p(1 + q 2 ) = q(z − a), where a is constant.

3.2.4 TYPE - IV: Equations of the Form f (x, p) = g(y, q)

Equations in which z is absent and the terms involving x and p can be

separated from those involving q and y.
As a trial solution, let us put each side of the equation f (x, p) = g(y, q)
equal to an arbitrary constant a. Then

f (x, p) = g(y, q) = a.

Solving these equations for p and q, let p = F (x) and q = G(y). Since
∂z ∂z
dz = ∂x
dx + ∂y
dy = pdx + qdy. Thus
Z
z= F (x)dx + G(y)dy + c

be a complete solution.

Problem 3.2.4. Solve: pey = qex

Solution: The given partial differential equation can be written as pe−x =

qe−y . Let pe−x = qe−y = a then p = aex and q = aey . We know that
R
z = pdx + qdy + c, thus
Z
z = aex dx + aey dy + c.

6
Then the complete solution is

z = a(ex + ey ) + c.

Exercise:
Solve the following partial differential equations

1. q(p − cos x) = cos y.

2. px tan y = q + 1

3.2.5 Equations Reducible to Standard Types or Equations of the

Form f (xm z k p, y n z k q) = 0

Many non-linear partial differential equations of the first order no not fall
under any of the four standard types discussed so far. However, in some
cases, it is possible to transform the given partial differential equation into
one of the standard types by change of variables. i.e., equations of the form
f (xm z k p, y n z k q) = 0.
Using the following transformation for x,y and z to convert the given
partial differential equation to standard type.
Let

 x1−m , if m 6= 1;
X = (3.1)
 log x, m = 1.

 y 1−n , if n 6= 1;
Y = (3.2)
 log y, n = 1.

 z 1+k , if k 6= −1;
Z = (3.3)
 log z, k = −1.

Problem 3.2.5. Solve: 2x4 p2 − yzq − 3z 2 = 0.

7
Solution: The given partial differential equation can be written as
2
x2 p

yq
2 − − 3 = 0.
z z

Here, m = 2, n = 1 and k = −1. Hence put X = x−1 , Y = log y and

Z = log z. Then
∂Z ∂Z ∂x x2 p
P = = =−
∂X ∂x ∂X z
and
∂Z ∂Z ∂y yq
Q= = = .
∂Y ∂y ∂Y z
Thus the partial differential equation becomes,

2P 2 − Q − 3 = 0.

This is of the standard Type -I. The complete integral is Z = aX + bY + c,

where 2a2 − b − 3 = 0. Thus b = 2a2 − 3. The complete solution becomes

a
log z = + (2a2 − 3) log y + c.
x

Exercise:
Solve the following partial differential equations

1. z(p2 − q 2 ) = x − y.

2. (p2 x2 + q 2 )z 2 = 1.