UNIT PFAFFIAN DIFFERENTIAL

EQUATIONS
Structure
12.1 Introduction
Objective$
12.2 Pfaffian Differential Equations and their Geometr~calMeaning
12.3 Formation of Pfaffian Differential Equations
12.4 Integrability of Pfaffian Differential Equations
12.5 Methods of Integration
By Inspection
Variables Separable
One Variable Separable
Homogeneous Pfaffian Differential Equation
Natani's Method
12.6 Summary
1 2.7 Solutions/Answers
Appendix

12.1 INTRODUCTION

In Block I , we introduced the concepts of total differentials and total differential equ,1' t'Ions,
which may contain more than two variables. In this unit we shall discuss one such equation.
the PfafEan differential equation in detail. By a Pfaffian differential equation (denoted by
Pf DE) we mean a relation of the form

C Fidxi=O . ...( I )
i= l

where the Fi (i = 1.2, . . . ,n) are functions of some or all of the n independent variables x ,.
The first important contribution to the solution of Pfaff problem or Pfaffian differential
equation was made in a memoir by the German mathematician Pfaff in I8 14. It was thc
German mathematician Carathedory who used this theory in the mathematical formulation
of various principles in physics, fofinstance, in the formulation of first and second laws 01'
thermodynamics. Legendre's transformation (a special type of transformutio~il i ~ changing
r u
variable, say x, to another variable x), is generated by a Pfaffian differential equation in two
variables. x and X.

We shall in this unit here concentrate mainly on the Pf DEs in three variables. which can.
under certain conditions, represent a one-parameter family of surface%.We shall also
determine conditions of integrability for Pf DEs and give methods of solvi~ipPI' DEs.

Objectives
After studying this unit, you should be able to
identify a Pfaffian differential equation ;
sow that a Pf DE in two variables is a first order ODE which can be integrated uncler
very general conditions and the integrals are curves in a plane:
show that a Pf DE in three variables can be integrated to give a one-parameter family of
surfaces if. and only if. a certain integrability condition is satisfied :
state that the solution set of Pf DE in three variables are curves even if the integrability
condition is not satisfied:
use various methods of solution of Pf DEh :
appreciate the utility of Pf DEs.
 Pfaffian Differential Equations
12.2 PFAFFIAN DIFFERENTIAL EQUATIONS AND
THEIR GEOMETRICAL MEANING

There is a fundamental difference between Pf DEs in two variables and those in a higher
number of variables. We shall, therefore, consider the two types separately.

Pf DEs in two variables

In the case of Pf DE in two variables, we may write Eq. (1) in the form

for some known functions P(x,y) and Q(x,y).

Eqn. ( 2 ) can be rewritten as

Noy, since the functions P(x,y) and Q(x,y) are known functions of x and y, f(x,y) is defined
uniquely at each point of the xy-plane at which P(x,y) and Q(x,y) are defined. If these
dJ. .
functions, P and Q, are single-valued, then 1s single- valued. You know that the solution
dx
of the first order Eqn. (3) is a one-parameter family of curves in the xy-plane. Moreover,

the solution of Eqn. (3) satisfying the boundary condition y =yo when x = xo, consists of a
curve which passes through this point and whose tangent at each point is defined by Eqn. (3).
We can then clearly say that those curves in the xy-plane which intersect the integral curves
of Eqn. (3)orthogonally must be such that the tangent ateach point of these curves is given by

You may note here that Ecln. (5) is also a Pf DE. Thus, for a given Pf DE of the form (2) we
can associate another Pf DE of the form (5). Also, the solution set of Eqn. (5) is a
one-parameter family of curves in the xy-plane, which are orthogonal to the integral
curves of Eqn. (2).

Consider, for instance, the differential equation

dx-dy = O . . . :(6)
Here P(x,y) = I , Q(x,y) = -1 and the integral curves are

which are straight lines.

For a given Eqn. (6). the Eqn. (5) takes the form

The integral curves of Eqn. (8) are a family of straight lines

x+y=c2,-oo<c2<m

Slope of line (7) is

First Order Partiol Differential
Eqwtionn

Hence the family of lines (9) cuts the family of lines (7.)orthogonally.

We next consider the Pf DE

xdx+ydy=O. . . . . (10)
Here P(x.y) = x, Q(x,y) = y and the solution set of Eqn. (10) is

x2 + y 2 = C , . . . . . ( 11)

which is a one-parameter family of circles.

The Pf DE associated with Eqn. (10) corresponding to Eqn. (5) is

ydx-xdy=O . . . . (12)
The solution set of Eqn. (12) is

which is a one-parameter family of straight lines.

The slope of curves given by Eqn. (1 1) as determined from Eqn. (10) is

Similarly, the slope of curves given by Eqn. (13) as determined from Eqn. (1 2) is

Hence the'family of curves given by Eqns. ( 1 1) and (13) intersect orthogonally.

In view of the above discussion we may remark that the first order Eqns. (3) and (4) can be
integrated under fairly general conditions and their integral curves intersect orthogonally.
This is an important property of Pf DEs in two variables.

We now consider Pf DEs in three variables.

Pf DEs in three variables

In the case of three variables, the Pf DE ( I ) takes the form
Pdx+Qdy +Rdz=O . . . . (14)
where P, Q and R functions of x, y and z.

We can always associate a system of a simultaneous differential equations with Eqn. (14),
namely,

A system of Eqns. (15), as y ~ already

u know from Unit I I, defines a two-parameter family
of space curves.

Let us now examine the relationship between the solution set of Eqns. ( 14) and ( 15). To
understand this consider the following Pf DE.

On integrating Eqn. (16). we get

where c is an arbitrary constant. Pfaffian DiRerential Equations

This is a one-parameter family o f parallel planes in the xyz- space.

Now the system of simultaneous differential equations associated with Eqn. (16) is

The solution set of Eqn. (18) is a two-parameter family of straight lines

X-y=cl

and . . . . (19)

where c l and c2 are two arbitrary constants.

You know that a family of straight lines intersect a family of planes orthogonally if the
direction cosines of the family of straight lines are the same as the direction cosines of
normal to the family of planes.

Writing Eqn. (19) in the form

[A*a.I:,
W e see that the direction cosines of the family of lines (19) are - - -

Also, direction ratios of the normals to the family of planes (I 7) are (1, I. I) so that the
direction cosines of normal to planes ( 17) are

The family of straight lines (19) intersect the family of planes (17) orthogonally.

Let us consider another Pf DE

zdx+dy+dz=O . . . . (20)
It is clear that in the present.form Eqn.(20) cannot be immediately integrated to obtain a
family of surfaces.
The system of simultaneous differential equations associated with Eqn. (20) are

dx -
-- - dz
--
z l l
....

Taking the second and third ratio of Eqns. (21), we get

y-z=c,,

and from first and third, we get

where c l and c2 a.re two arbitrary constants.

Thus the solution set of Eqn. (21) is

J
which is a two-parameter family of curves obtained as intersection of two families of
surfaces.
Fin1 Order Partial Differential In this case we have seen that the integral surfaces of Eqn.(20) do not exist. However. in the
Lquations
plane x = k,. a constant, we have dx = 0 and then we can integrate Eqn. (20) and obtain

I t can be easily Feen that the equations

x=kl

and

define a one-parameter family of str;,i~htlines. all of which lie on the x = k , . These

lines are orthogonal to curves git en by Eqns. (22).

Similarly, on the plane,

y = k2, dy = 0.

We can thus integrate Eqn. (20) and obtain

Equations

and

define a one-parameter family of curves all of which lie on the plane y = k2 and they are all
orthogonal to curves given by Eqns. (22).

From the above two examples, we conclude that Pf DE of the form (14) is not necessarily
integrable and

(i) if the Pf. DE (14) is integrable, then its integral curve is a one-parameter family of
surfaces which are orthogonal to the two-parameter family of space curves defined by the
associated system of simultaneous Eqns. (15).

(ii) if the Pf DE (14) is not integrable then it can still have solutions in the sense that it
determines on a given surface

a one-parameter family of curves. These curves are again orthogonal to the two-parameter
family of space curves defined by the associated system of simultaneous Eqns. (15).

III the case of (ii) above we can obtain the solution by eliminating z between Eqns. (14) and
(23) and reducing Eqn. (14) to the form

Y )+) Q (x,y.F(x,y)) dy +R(x,y,F(x,y):)[F, dx + Fydy ] = 0

P ( ~ , Y - F ( ~ ,dx

having solutions of the type $(x,y,c) = 0,which is a one-parameter family of curves lying on
the surface (23).

You may note that in (i) and (ii) above, we have given a geometrical meaning to the
integrals of Pf DE in three variables (i) when they are integrable (ii) when they are not
integrable. But then the natural question which arises from this discussion is what are the
conditions under which the Pf DE (14) is integrable?

Before answering this question we take up in the next section, the formation of Pf DEs. In
other words, we shall show how a one-parameter family of surfaces in 3-dimensional space
gives rise to a Pf DE.
 PfatXan Differential Equations
12.3 FORMATION OF PFAFFIAN DIFFERENTIAL
EQUATIONS

Let the equation of a one-parameter family of surfaces in 3-dimensional space be

where c is the defining parameter of the surface. Differentiating Eqn. (24), we obtain

Iff,, f,, fi have a common factor say p(x,y,z), then we may write

f, = pP, f, = pQ, f, = pR,

where P, Q and R are functions of (x,y,z).

Eqn. (25) then reduces to

Pdx+Qdy+Rdz=O

which is a Pfaffian differential Eqn. (14). Thus, a one-parameter family of surfaces in

3-dimensions leads to a Pfaffian differential equation in three variables. We can then
integrate Eqn. (14), after multiplying it by the function p(x,y,z) to obtain the family of
surfaces (24):

We illustrate the theory by the following example.

Example 1 : Find the Pf DE corresponding to the family of surfaces.

xy = c(a-z),

where c is a parameter.

Solution : The given family of surfaces is a one-parameter family of surfaces and can be
expressed as

3 L ;
a-z

The total derivative of the above relation gives

d ( ~ ) o=

(a-z) d(xy) - xy d(a-z)

3 - =0
(a-~)~

which is the required Pf DE corresponding to the given family of surfaces.

You may now try the following exercise.

E 1 Determine the Pf DE for the family of surfaces

/i We now seek an answer to the problem posed in Sec. 12.2 and obtain the conditions under
..,h:,-h a
, , I A\ ;, ;ntnmmk~n
First Order Partial DifTerential
Equations
12.4 INTEGRABILITY OF PFAFFIAN DIFFERENTIAL
EQUATIONS
As already mentioned in Sec. 12.1, we shall concentrate on the Pfaffian differential equation
in three variables and determine its integrability conditions. Before we come to the proper
discussion of these conditions, we prove two results in the form of the following two
lemmas which will be of use in our derivation of these conditions.
Lemma 1 : Let u(x,y) and.v(x,y) be two C' functions of x,y. Then a necessary and sufficient
condition that there exists a relation of the type F(u,v) = 0, between u and v, not involving
x,y explicitly, is that
is called the Jacobian of u, v with respect to x and y. For more details about the Jacobian
refer Unit 9 Block 3 of MTE-07.
We now give you the proof of Lemma 1
Proof :The condition is necessary : First let us assume that tnere exists a relation of the
tYP'=
between u and v not involving x and y explicitly. We shall then prove that
DiffereritiatingF(u,v) = 0 partially w.r.t. x and y, respectively, we obtain
aF
Eliminating - from Eqns. (26) and (27). we get
a\:
aF
Since, by our assumption, F involves both u and v, thus - is not identically equal to zero;
au
consequently from Eqn. (28). we get
The condition is sumcient : We shall now show that if
then, F(u,v) = 0
Since u and v are functions of x,y, we can write
Elimination of y from these equations will-give us a relation of the form Pfaman Diflerantial Equations

F(x,u,v) = 0 . . . . (29)
Now, differentiating Eqn. (29) w.r.t. x and y respectively, we obtain

aF
On eliminating - from Eqns. (30) and (31), we get
av

Since we have assumed

therefore Eqn. (32) yields

av aF
Now v is a function of x and y, and so - is not identically equal to zero. Hence -= 0, i.e.,
a~ ax
function F does not contain the variable x explicitly, and from Eqn. (29), we have

and this completes the proof Lemma I .

Before we take up Lemma 2, we define the curl of a vector.

Let x,y,z be right-handed Cartesian coordinates in space, and let

v(x,y,z) = v,i + vj+'v3k

be a differentiable vector function. Then we call the function

the curl of the vector function v or the curl of the vector field defined by v.
In the case of a left-handed Cartesian coordinate system, the determinant in (33) is preceded
by a minus sign.

Many a times instead of curl v we also use the notation rot v. From the definition of the
curl of a vector it is clear that for any C' function 4 of x,y,z

. 57
First Order Portia1Diwerential We now take up Lemma 2.
Equations
Lemma 2 : If X(x,y,z) is a vector such that X. curl X = 0, then

pX. curl (pX) = 0

where p(x,y,z) is an arbitrary function of x,y,z.

Proof : Let X = iP + jQ + kR,

then

= 0 (-.' X. curl X = 0)
i

Therefore,
X. curl,X = 0 3 (pX) curl (pX) = 0

and the result is proved.

After proving the preliminary results jn Lemma (1) and (2), we now return to the discussion
of the Pfaffian differential Eqn. (14). We know that not all equations of this form possess
integrals. If for such equation we can find a function p(x,y,z) such that p(Pdx + Qdy + Rdz)
is an exact differential d@,where @ is a c1function of (x,y,z), then we say that the equation
is integrable and p(x,y,z) is an integrating factor. The function @ is then called primitive
of the differential equation. We now give a theorem which determines the integrability
condition of an equation of the form (14).

Theorem 1 : A necessary and sufficient condition that the F'faffian differential equation
Pdx+Qdy+Rdz=O,
is integrable is that

X. curl X = 0

whereX=iP+jQ+kR.

Proof :The condition is necessary :

If Eqn. (14). i.e., P dx + Q dy + R dz = 0 is integrable, then we shall prove that
X. curl X = 0.

Integrability of F'f DE (14) means that there exists a surface involving a c1function, say
b(x,y,z) = C,where c is a constant, such that

and there must exist a function p(x,y,z) such that

 Diwerential Equations

Hence, pX = i pP + j pQ + k pR

+ pX = grad 9.
Since from Eqn. (34), we know that

curl (grad I$ ) = 0,
we have

curl (pX) = 0,

so that (pX) . curl (pX) = 0.

By Lemma 2, then it follows that

X . curl X = 0

The Condition is sufficient :

If X. curl X = 0,

then we shall prove that

Pdx + Qdy + Rdz = 0

can be integrated to obtain a one-parameter family of surfaces.

Let us, for the moment. treat one of the variables as constant. If we treat z as a constant, then
the given Pfaffian differential equation reduces to

Eqn. (35) is an ODE of first order and possesses an integral U(x,y,z) = c I where c l is a
constant ana may involve z. If p be an integrating factor for Eqn. (35), then

Multiplying Pf DE Pdx + Qdy + Rdz = 0 by integrating factor p, we get

p(Pdx + Qdy + Rdz) = 0

I
au dx + au dy +
a
a
--
ay
--
amU + [ - 2)
- dz pR - dz = 0 (using relation (36))

where K = pR - --
au . . . . (38)
a~
Now, since we are given that X.curlX = 0, then by Lemma 2, we have
(pX) .curl (pX) = 0
&st Order PartMDiflcrcntiPl i j k
2 a a

ax ay az

From Eqns. (39) and (40), we get

By Lemma I , it follows that there exists a relation between K and U which does not contain
x,y explicitly. In other words, K can be expressed as a function of U and z alone in the form

From Eqn. (37) and relation (41), we obtain

It is a first order ODE and has a solution of the form

where c is an arbitrary constant. Replacing U in Eqn. (42) by its expression in tenns of x,y,z
we obtain the solution of the Pfaffian differential equation as

Thus the Pfaffian differential equation is integrable and the integral is a one-parameter
family of surfaces.

This completes the proof of the theorem.

Once we establish that the equation is integrable, it only remains to determine an appropriate
integrating factor p(x,y,z). Before discussing the methods of solution of Pf DEs we consider
the following example to show how theoretical arguments outlined in the proof of Theorem
I may be used to derive the solution of Pf DE.

Example 2 : Verify that the equation

(y2+yz)dz+ (xz+z2)dy + (y2-xy)dz = 0

is integrable and find its integral.

Solution :Here P = y2+yz,Q = xz+z2,R = y2-xy

Hence X = (y2+yz)i+ (xz+z2)j + (y2-xy) k

curl X = -a -a a = 2 (-x+y-z) i + 2yj - 2yk

ax ay aZ
y2+yz xz+z2 Y2-XY
 Plafilan Dlflerential Equations
Now if we treat z as a constant, then the given equation reduces to

which has a solution

Using Eqn. (36). the integrating factor p(x,y,z) is given by

and from Eqn. (381, we have

Thus, Eqn. (37) is this case reduces to

I
I
which has a solution U = c, i.e., the solution of the given equation is

where c is a constant.

You may now try the following exercise.

E 2) Determine which of the following equations are integrable and find the solutions of
those which are integrable :

We now take up various methods of solutions of Pf DEs.

12.5 METHODS OF INTEGRATION

Consider the Pf DE. (14). namely,

for which X.curl X = 0, i.e., the integrability condition is satisfied, where

I
X=iP+jQ+kR. /

We discuss the various methods of solution of Eqn. (14). one by one.

12.5.1 By Inspection
Once the condition of integrability has been verified, it is often possible to derive the
primitive of the equation by inspection.

In particular, if for a given equation we have curl X = 0, then X must be of the form
grad $, where @ is a C' function of x,y,z. In this case the given equation is equivalent to

61
First Order Partial Differential
Equations
with primitive

If curl X# 0, but X. curl X = 0 then it is often possible to arrange the terms so that the
solution can be found by inspection as illukrl.ated in the following examples.

Example 3 : Verify that the gibro equation

is integrable, and find its integral.

Solution :Here P = yz, Q = zx, R = xy

,,1x=
d d
ay d
= i (x-x) - j (y-y) + k (2-2) = o

Hence, X .curl X = 0 and the given equation is integrable. By looking at the form of the
equation we can immediately write it as

so that the solution of the given equation is xyz = c,

where c is a constant.

Let us consider another example.

Example 4 : Verify that the equation

(x2z-y3) dx + 3xy2 dy + x3dz = 0

is integrable and find its integral.

Solution :Here P = x2z-y3, Q = 3xy2, R = x3
;. x = (x2z-y3) i + 3xy2j + x3 k
i j k

Hence curl X :. a
- -a a
ax ay dz

=-2x2j+6y2k

Now X. curl X = [ (x2z-y3) i + 3xy2j + x3 k ] . (-2x 2j+ 6y 2k)

= 4 x 3 y 2 + 6x3y2= 0.
Thus, the given equation is integrable.
The given equation may be rewritten as
x2 (zdx + xdz) - y3dx + 3xy2dy= 0
$0 that the integral of the given equation is Pfatllan Diflerential Equations
7
x z + ( LX ) = c ,

where c is a constant.

You may now try the following exercise.

E 3) Verify that the followihg equations are integrable and find their primitives :

a) yzdx-zxdy-y2dz=~

b) (y2+z2)dx + xydy + xzdz = O

C) (y+z) dx + dy + dz = O

You may recall that in Unit 2 of Block I, we discussed differential equations in two
variables for which variables were separable. Now, in the next sub-section, we take up
PfDEs in three variables for which variables are separable.

12.5.2 Variables Separable

You may notice that; in certain cases, it is possible for us to write the Pf DE (14) in the form

In Eqn. (43) variables are separable and we can obtain the integral surfaces by integrating
Eqn. (43) as

where c is an arbitrary constant.

Let us consider the folluwing example.

Example 5 :Solve the equation

a2y2z2dx + b2z2x2dy + c2x2y2dz = o

Solution :On dividing both sides of this equation by we have

which is in variable separable form and its integral is given by

where k is a constant.

Note that Example 3, which we did by inspection, could have also been done by the variable
\eparable rnethod,by writing it in the form

and then integrating it.

And now a few exercises for you.

- - - - - --

E 4) Solve the equation

First Order Partial Differential E 5) Express the equation
Equations
f(z) (ydx + xdy) + f (z)xy dz = 0,

where f (z) = df in the variable separable form and find its primitive.
dz'

Sometimes it may happen that in a given Pf DE of form (14) not all the variables are
separable but only one variable is separable.

We now take up such Pf DEs.

12.5.3 One Variable Separable'

Let us assume that in Pf DE (14) the variable z is separable. Then it can be written in the
form

Here, X = P(x,y) i + Q(x,y) j + R(z) k

In this case integrability condition X. curlX = 0 gives

ap =0
Now, since R(z) # 0, hence -- - a
ax ay
Did you notice here that Eqn. (45) gives the condition for an equation P dx + Q dy to be an
exact equation? We can therefore remark that the expression (Pdx + Qdy) is an exact
differential, say du, and Eqn. (44) thus reduces to

Integrating the above equation, we get

which is the required solution.

Let us take up an example.

Example 6 : Find the primitive of the equation

(x2-y2) dx - 2xydy + e-'dz = 0

Solution : The given equkion is separable in z.

Here P = x2- Y2 and Q = -2xy
Thus we can integrate the equation, if P and Q satisfy the integrability condition (45) namely,

Hence the given equation is integrable and is rewritten as

Y 2 ~ +Y ( - V 2 ~ Y- ~ Y V C I V ) + F ~ C I T = n
Thus. the solution is

where c is an arbitrary constant.

You may, now, try the following exercise.

E 6) Verify that the following equations are integrable and solve them :

You may recall that in Sec.2.3 of Unit 2, Block 1, we defined homogeneous functions of two
lvariables and discussed the methods of solving homogeneous equations in two variables.
We now extend the definition of homogeneous functions to three variables.

Definition : A real-valued function P(x,y,z) of three variables x,y,z is called a homogeneous

function of degree n, where n is a real number, if we have

where u = y/x and v = z/x

For example,

x3 + Y3 + 3xz2 = x3 (1+u3+3v2)

is a homogeneous function in x,y,z of degree 3.

A Pf. DE of the form (14), namely,

P(x,y,z)dx + Q(x,y,z) dy + R(x,y,z) dz = Q

in which P(x,y,z), Q(x,y,z) and R(x,y,z) are homogeneous functions of the same degree, is
called the homogeneous Pf.DE.

In the next sub-section, we take up the method of solving homogeneous Pf.DE.

12.5.4 Homogeneous Pfaffian Differential Equation

Let us consider the Pf DE (14) in which the functions P,Q and R homogeneous in x,y,z of
the same degree, say n. In order to find the solution of the given equation, we make the
substitution

in the given. Eqn. (14). On cancelling out factor xn throughout, the equation reduces to

P(l,u,v) dx + Q (l,u,v) (u dx + x du) + R(1,u.v) (v dx + x dv) = 0

where A(u,v) = Q( 1,u,v)

P(l,u,v) + uQ(1 ,u,v) + vR(1 ,u,v)'
R( 1,u,v)
and B(u,v) =
P(1,u,v) + uQ( l ,u,v) + vR(1 ,u,v)
Nnte that Fnn ( 4 7 1 ic nf t h e c a m e t v w ac F n n lAA\ i e n n e v a r i a h l ~cenarahle f i n d i t i n n ( 4 5 1
First Order Partial Dltrerential in this case, reduces to
Equations
*-?!?
- . . . . (49)
av au
Once the condition (49) is satisfied, we can obtain the solution of Eqn. (47) in the fonn

where c is an arbitrary constant.

We can then useEqn. (46) and replace u,v by their values in t e n s of x.y and I. to obtain the
solution of Eqn. (14) in the form

Remark : By looking at the forms of A(;,V) and B(u,v), one can remark that if the condition
of integrability is satisfied and P, Q, R are homogeneous functions of x,y,z of the same
I
degree and also xP + yQ + zR does not vanish identically then is the integrating
xP+yQ+zR
factor of the given equation.
We now illustrate this method with the help of a few examples.

Example 7 :Verify that the integrability condition for the equation

is satisfied and find its integral surface.

Solution : Here P = y(y+z), Q = z(z+x) and R = y(y-x), Since P, Q, R are homogeneous
functions of x,y,z of degree 2 therefore the given equation is homogeneous.

Now, X = y(y+z) i + z(z+x) j + y(y-x) k

i j k

and curl X =
a
- a
- -a = 2 (y-z-x) i + 2yj - 2yk
ax ay az
Y ( Y + ~ z(*x)
) Y(Y-X)

Hence the integrability condition is satisfied.

Putting y = x u and z = x v, the given Pf DE reduces to

Integrating, we get
In 1x1+ In lul + In1 (v+l) 1 - lnl (u+v) I = lnlcl ,say

Substituting back the values of u and v in terms of x,y and z, we get the solution of the given
equation in the form ,
Let us take up ancther example. WallIan Differential Equations

Example 8 : Verify that the equation

( x ' + ~ ~ + ~ z )-d x(x+z)dy
x + x2dz = 0
is integrable and determine its solution.
Solution :Here P = x2+xy+yz, Q = -x(x+z), R = x2
Hence the given Pf DE is homogeneous.

NOW X = (x2+xy+yz) i - x(x+z) j + x2 k

= xi - (2x-y) j - (3x+2z)k
Therefore, X. curlX = x(x2+xy+;z) + (2x-y)x (x+z) - x2(3x+2z) = 0,

and the given Pf DE is integrable.

~ z ) + x2z
Here xP + yQ + Rz = x ( ~ ~ + x ~-+xy(x+z)

= x2(x+z)

#O

Hence ----
I is an I.F. for the given equation.
x2(x+z)

1
Multiplying the given equation by I.F. = - -, we obtain
x2(x+z)

Integrating, we get the solution of the given Pf DE as

where c is an arbitrary constant.

You may now try the following exercise.

E 7) Verify that the following equations are integrable and determine their solutions.
a) yz3 (x2-yz)dx + zx3 (y2-zx) dy + xy3 (z2-xy) dz = o

b) (y2+yz)dx + (z2+zx)dy + (y2-xy)dz = 0

c) (y2+z2)dx + xydy + xz & = 0

d) yz(y+z)dx + xz(x+s)dy + xy(x+y)& = 0

We now take up a method of finding the integral surface of the Pf DE which is due to Natani
. . .. . .. .. .. .
First Order Partiai Dimerentla1 12.5.5 Natani's Method
Equations
Consider the Pf DE (14) namely,
Pdx+Qdy +Rdz=O

In the first instance, we treat the variable z as tough it is a constant and solve the resulting
Pf DE.

It is not always that we treat the variable z as a constant. We can even treat x or y as a
constant depending upon the form of the given equation. The choice is made in such a way
that the resulting equation becomes simpler.

Let us assume that the solution of Eqn. (5 1) is obtained as

4)(x7y,z)= cl . . . .(52)
where c, is a constant. Then the solution of the original Eqn. (14) will be of the form

w($.z) = c2 . . . .(53)
where c2 is a constant, and we can also express this solution as

where f is a function of z alone.

Now in relation (54). $(x,y,z) is known to us. In order to determine f(z) we give the variable
x a fixed value, a say. Then solution (54) reduces to

and the original Eqn. (14) reduces to the form

In other words,

$(a,y,z) = f(z)
is now the solution of the differential Eqn. (56).
ButEqn.(56) is a first order ordinary differential equation and we can find its solution in the
form

by using the methods of the theory of first order differential equations.

Now since relations (55) and (57) represent general solutions of the same differential
Eqn. (56), they must be equivalent. Therefore, if we eliminate the variable y between
relations (55) and (57), we obtain an expression for f(z). Substituting this expression in
relation (54), we obtain the solution of Pf DE (14).
We often simplify this method by choosing a value of a, such as 0 or 1 , which make4 the
problem of solving the differential Eqn.(56) as simple as possible.

Let us consider the following examples.

Example 9 :Find the integral surface of
2yz dx - 2xz dy - (x2-y2) (2-1) dz = 0. . . . . (58)
Solution :First we take z = constant. Then the given Eqn. (58) reduces to
ydx-xdy=O . . . .( 5 9 )
Integrating Eqn. (59), we obtain
 p p p p p p

We next assume that the solution of Eqn.(58) is Pfaflian Differential Equations

I y = x v(z)
Now, let x = a and, therefore,

Y = a v(z) ....
is a solution of the equation

2az dy + (a2-y2) ( 2-1) dz = 0 (obtained on setting x = a in Eqn. (58)).

Integrating the above equation, we get

Eliminating y between Eqns. (62) and (63), we obtain

Now, from relation (61), we have

qJ = ylx

.. 1+v - 1+y/x
-
1-qJ 1-y/x
-.
y+x
x-y
From relations (64) and (65), we get the integral surfaces of Eqn. (58) as

t e t us take up another example.

Example 10 :Find the integral surface of the equation

Solution :In this case, it is probably simplest to take x as a constant. The given Pf DE then
becomes

and its solution is

y + z2 = c,, where c, is constant.
Next, we assume that the solution of the given equation is of the form
y + z2 = f(x) . . . . (66)
Now, if we set z = a in relation (66), we get

as the solution ot the equation

9
dx
+ 2xy = - (2x2+2xa2+ I ) (obtain on putting z = a in the given Pf DE.)
It is a linear equation and its integral is

y+a2 = -x + c2 e-"', where c2 is a constant . . . . (68)

 -
First Order Partial Differential
Equations

Substituting the above value of f(x) from relation (69) in relation (66). the integriil surface of
the given Pf DE is

And now a few exercises for you.

E 8) Solve the equation

E 9) Find the integral surfaces of the following equations.

b) dx + (xy2-x2z-x') dy + (xy2+x 2y) dz = 0

E 10) Show that there is no set of surfaces orthogonal to the curves given by

At times, you may find it useful to put a given differential equation in a particular form
because it is easier to integrate it in that form. The canonical form of Pf DE is one such
form. Canonical form for a given Pf.DE enables us to determine the integral equivalent of
the equation even when the integrability condition is not satisfied for the equation. This
problem of determining integral equivalent is often referred to as Pfaff's problem. In this
course we shall not be discussing about this form but learness interested in knowing details
relating to canonical form and the integrability condition may refer to the appendix given at
the end of this unit.

We now conclude this unit by giving a summary of what we have covered in it.

12.6 SUMMARY

In this unit, we have covered the following

1. A relation of the form

where Fi (i = 1,2,..,n) are functions of some or all the n independent variables x , , x?,
....... xn is called a Pf DE.
2. Pf DE in three variables of the form

is either integrable and then the integral curve is a one-parameter family oi surtacch
which are orthogonal to two-parameter family of space-curves definbd by the systcnl
of equations

or, not integrable and still the Pf DE can have solution in the sense that it
determines, on a given Surface. a one-parameter family of curves.

3. One-parameter family of surfaces in 3-dimensional space give5 rise to a Pf DE in

three variables. Cr
1. Pf DE P dx + Q dy + R dz = 0 is integrable, if and only if Pfaflian 1)ifferential Equations

X. curl X = 0,
where X = Pi + Qj + Rk.

5. Pf DE in three variables can be solved if Eq.(14), viz.,

(a) is exact and then solution is evident after, at most, a regrouping of terms (by
inspection).
(b) can be written in variable separable form

and its integral yields the solution (variable separable form)

(c) can be expressed in thc form
P(x,y)dx + Q(x,y)dy + R(z) dz = 0 (one variable separable) and if co~~dition
of
integrability is satisfied, then

is eitact function du of x and y and the solution is

u(x.y) + 5 R(z) dz =.constant.
(d) If Eun (14) is homogeneous and integrable, then one vari,.ble, say 7, can be
separated from the others by the transformation x = uz, y = vz.
In this case. if (xP + yQ + zR) # 0, then is m integrating factor of
xP+yQ+zR
Eqn. (14). ,

(e) I F no integrating factor of Eqn. (14) can be found and condition of integrability is
satisfied, then treat one of the variables, say z, as a constant (general method).
Integrate the resulting equation denoting the solution asu(x,y,z) = c. Then
integrating factor h is determined by

Writing h(Pdx + Qdy + Rdz) = du + Sdz, where

S = 1R -
a~ then solution of du + Sdz = 0 yields the integral of Eqn. (14).
(f) Treat one-variable, say z, as a constant (Natanih method). Let solution of
resulting equation be
,@(x,y,z)= c ,

Then the solution of given equation will be of the form

w(@.z) = c?. or @(x,y,z)= f(z) (see Eqn. (54))
To determine f(/.). give variable x a fixed value a, then
$(a,y,z) = f(1) (see Fin. (55))

and for x = a.Eqn. (14) may give the solution in the form
K(y.7) = c (see Eqn. (57))

Elimination of y between Eqns. (55) and (57) yields f(z) and substituting this value
of f(z) in relation (54). the solution of Pf DE (14) can be obtained.

E 1 The given family of surfaces is

It is a one-parameter family of surfaces.

The total derivative of the above relation gives

First Order Partial Differential x3dz + 3x2dx.z + x2dy + 2x dx.y = 0
Equations
3 ( 3x2z+ 2xy )dx + x2dy + x3dz = 0
3 (3xz + 2y)dx xdy + x2dz = 0 (dividing by x, as x # 0)
+

which is the required Pf DE.

E 2) a) H e r e P = y , Q = y , R = 2 z
Hence X = yi + xj + 22 k and X.curlX = 0

The given equation is integrable.

Now, if we treat z as a constant, then the given equation reduces to
ydx+xdy=O

which has a solution

= xy = c;
U(X,Y,Z)

Using Eq.(36), the integrating factor p(x,y,z) is given by

and from Eqn. (38). we have

In this case, Eqn. (37) reduces to

du+2zdz=O

d(u+z2) = 0

Integrating, we get

Hence, on substituting for u, the solution of the given equation is

xy+z2=c2 '

(b) Integrable ; the solution is xy2 = cz3

(c) The equation is not integrable.
X
E 3) a) Integrable ;- - ln l z l =c
Y.

Hint :The given equation can be written as

I h) Integrable ; I x l .dy2+z2= c

Hint : Given equation can be written as

dx ydy + z d z
-+ =o
x y2+z2
 Pfaffian Differential Equations

(c) Integrable ; x + In ly+z 1 = c

Hint :Given equation can be written as

E 4) The given equation is

yzlnzdx-zx lnzdy + x y d z = O

Dividing throughout by xyz Inz, we get

dx
-

x
* y
dz
+-=o
zlnz

It is in variable separable form. Integrating, we have

In 1x1 - ln lyl+ ln(1nz) = Inc

3 lyl = c 1x1 Inz,

E 5) The given equation is

f(z) (y dx + x dy ) + f (z) xy dz = 0

ydx + xdy f (z)

* +-dz=O
xY f(z)

It is in variable separable form. Integrating, we get

3 1x1 . IyI . I f(z) I = c,

E 6) a) The given equation is
x(y2-a2) dx + y(x 2-z 2) dy - z(y2-a 2) dz = o

Dividing throughout by (y 2-a 2 ) (x2-z 2 ), we get

xdx-zdz &
x2-z 2 +

y2-a 2 = O

Thus given equation is sepa;able in y.

It is, therefore, integrable if

. aP - aR and the given equation is integrable.

" a z ax
Eqn. (80) can be written as
First Order Partlal Differential Integrating, we get
Equations

where c is an arbitrary constant.

(b) Integrable ; ln ?Y

Hint :Given equation can I T

[ X+Y 1-z + In l z I = c
I 111~11 LLS

E 7) a) The given equation is

2 2
Here X = yz. (x -yz) i + L
7
X (y
~ - L X ) j + xy.3 (z2 -XY) k
and X. curl X =O a so that the given equation is integrable. The given equation
is a homogeneous Pf DE
Substituting , = uz and y = V L , it is reduced to
7 2
u'-V) du + 11-(v -u)dv =0
Yo11may note here t h a ~in this raw I I I C coefficie~!~
of d~ is zero.

Dividil~g I;,.- above equation by u 2v''. we get

Integrating, we get

U
\
-- + v + --U1 = constant

X z
a - + - + = c, (substituting for u and v in terms of x,y,z)
Y X Z

where c is an arbitrary constanl.

Ix + z m
b) Integrable ; - =c -

l y+zl

c) Integrable ; I x 1 ly2+z2I 'I2= c

d) Integrable ; xyz = c(x+yt / )

E 8) The Pf DE is integrable.

In Natani's method, take y = constant. Then given equation becomes

Integrating, we get

I C x n r o n n \ n , lot 7 - I tho "ininn .rlan,>tir>n i t ~ P A ~ ~ Ptn

P the
C t.nm
 with solution

tan-lx + tan-' = constant = tan-' I.

C
say

3 tan- I x+y -tan-' l a I-xy = c

I-xy c x+y

Thi\ solution must be equivalent to the relation

2
gy2L) = f(y) (putting z = I in (7 I))
x +Y
Eliminating x between relations (72) and (73), we find that

f(y) = I-cy

Thcreli)re, the solution of the given equation is

E 10) The surface orthogonal to the curves given hy

-
dx-*-5!5 -
z x+y I

has the differential equation

For Eq.(74), we have

X=zi+(x+y)j+k

:. X. curl X = x+y+ I # 0.

Hence condition of integrabilityisnotsatisfiedfor Eqn. (74); and it cannot be s:>]vcd.

Thus. no set of surfaces orthogonal to given curves exist.

APPENDIX
('ANONICAL FORM AND THE INTEGRABI1,ITY CONDITION

We \hall tir\t define canonical form.

Definition :A Pfaffian forrn in three var~ablc\.namely,

Pdx+Qdy +Rd/

ciui always he expressed in the form du + vdw. where U.V. w are functions of x . y . ~and this
. .. . . . . . . . - ....... ...... . .
A
First Order Partial DifTerential Sincg u and w are functions of x,y ,z, therefore
Equations
du = u, dx + uydy + u,dz

dw = wxdx + wydy + w,dz

If it is possible that

is identically true, then we must have (using Eqs.(Al)

Hence, we can always put the Pfaffian differential in the canonical form. But then the
natural question you would ask is -what are u,v,w in the canonical form of Pfaffian
differential? or, what are the equations governing u,v,w? We now find an answer to this
question.
Let us consider a vector

X=Pi+Qj+Rk

If u,v,w are functions of x,y,z then from Eq.(A2) we can write P,Q,R in terms of u,v,w viz.

= i(uyz + vY w z + vwYz -uYz -vwYz -vZwy)

+ j ( uXZ+ vZwX+ vwXz -uXZ -vwZX -vXwZ)
+ k ( uXy+ vxw Y + vwXy -uXy -vwXy -Vywx 1
=(vywZ - v ~ w ~ ) ~ + (- vV ~~ wW ~~ ) ~ + ( V Y~w xW) k~ - V

= P'i + Q'j + R'k

whereP'=vywz -vzwy ,Q1=vZwX-vXwz,R'=v X w Y -v Y wX . . . (A4)
From Eq. (A4). we get
P'v, + Q'vy + R' v, = vxvywz - v xvz wY + vyv,wx -V v wz + v Z ~ , w y-V ZvY w x = 0
. . . (A5)
Y X

and
P ' W ~ + Q ' W ~ + R ' ~ , = V ~-VWz~wyW
wx~ + vzwx wy -v x wzw y + vxwy wz - v y wxw z = O
. . . . (A6)
Also from Eqns. (A3) and (A6), we obtain,
(P-u,) F' + (Q-uY)Q1 + (R -uZ)R1 = v(P'wx+Q'wy+R'wZ) = 0.
2 P' ux + Q' uy + R' uz = PP' + QQ' + RR' = X.curl X . . . .(A7)
Therefore Eqns. (A5), (A6) and (A7) are the equations for u,v.w. Thus we have shown that a
Pfaffian differential form
P(x,y.z) dx + Q(x.y,z) dy + R(x,y,z) dz
can always be expressed in the form

du + v dw, where u. v. w are given by Eqns. (AS)-(A7).

Pf DE in case it is integrable. Pfatliii~ifferentialEquations

Theorem 2 : If the Pf DE (14), viz.,

is in the canonical form

and if P, Q, R satisfy the integrability condition, then v = f(u,w) and the Pf DE reduces to a
first order ordinary differential equation

Proof :Since the given Pf DE satisfies the integrability condition then

x.cur1 X = 0,

where X = Pi + Qj + Rk

From Eqns. (AS), (A6) and (A7), we get

'I
P)ux+Q'uy+R'uZ = 0
P'vX+Q'vy+R'vZ= 0

P'w,+Q'wy+R'wz = 0

where P', Q', and R' are given by'Eqn. (A4).

Elimination of P', Q', R' from Eqns.(A8) yields

3 There exists a functional relationship between u,v and w.

Therefore, we can take v = f(u,w).

Thus, when integrability condition is satisfied then canonical form du + v dw = 0 of P ~ D E

(14)
becomes

This proves the theorem.

Next, we take up the case when integrability condition is not satisfied for Pf DE.
From Eqns. (AS) and (A6), it appears that both v and w satisfy the equation of the form

for some 8 which is a function of x, y, and z.

To solve Eqn. (A9). we consider the system of equations

and integrate them. If two independent integrals of this equation are

a(x.y,z) = constant, P(x,y,z) = constant,

then every integral of the Eqn. (A9) in 8 is a function of a and P. Accordingly, both v and w
First Order Partial Differential are any functions of a and P. Since we can take w, equal to any function of a and P,
Equations therefore for our convenience we choose it in the simplest possible form. Let us choose
w = a . Now if a!x,y,z) = a, a constant, then w = a, i.e., dw = 0 and hence from canonical form
of Pf DE, we get

In other words, if there exists a relation among the variables of the form a(x,y,z) = a, then
P dx + Q dy + R dz is an exact differential. Thus we can use the relation a(x,y,z) = a, to
remove one of thevariables and its differential element, say z and dz, from P dx + Q dy +
R dz, and the resulting expression is a perfect differential say d$(x,y,a). In $(x,y.a) we reinsert
the variable z and remove the constant a by substituting a = a(x,y,z) and then $(x,y,a)
becomes u. This way we have so far obtained u and w.

The value of v can then be obtained by using any one of the relations

Consequently, we may regard u, v, w to be known.

Now, therefore, for a given Pf DE P dx + Q dy + R dz = 0

we have, du + v dw = 0.

Thus, there arises different kinds of integrals as follows.

First, we can have u = constant, w = constant.

Again, we can have u = constant, v = 0.

Again, we can have

where y~is any arbitrary function.

In each case, the integral equivalent of Pf DE consists of two equations -it does not
consist of one equation alone, as is the case when condition of integrability is satisfied.
Let us consider the following example.

Example A1 : Obtain an integral equivalent of the equation

S o l u t i o n : H e r e P = y , Q = z , R = ~ . T h u s P ' = 1 , Q ' =l , R ' = I . N O W P P ' + Q Q ' + R R ' = ~ +

z + x # 0. Hence integrability condition is not satisfied.

The equation

becomes dx = dy = dz

so that,.we have

a = x-y. P = y-z.
According to what we have discussed in the above theory, let us take w = a and simplify thc
given equation by taking x-y = a.

Then y dx + z dy + x dz = y dy + z dy + (y+a)dz
1
= d (2- y 2 + y z + a z )

1
so that $=-y2
2
+ yz+az
 1 1
and, therefore, u = - y2 + yz + (x-y)z = - y2 + xz.
2 2

I
au aw
Lastly, we have v given by P - - = v -, i.e., v = y-z,
ax ax
I
Hence taking u = - y2 + xz, v = y-z, w = x-y , we have
3

ydx+zdy+xdz=du+vdw
I and its integral equivalents are

(i) u = c, w = a,i.e. -1 y 2 + xz = c, x-y = a

2

I
i (iii) v(u,w) = 0, v *
au - aw = 0. where a.and c are arbitrary constants and y is any
arbitrary function.
I