12.4 LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER. LAGRANGE’S LINEAR EQUATIONS A partial differential equation in which only the first order derivatives (i.e. p and q) appear, is called a partial differential equation of first order. It is linear if p and q are present in the first degree (i.e. square, cubes etc. are absent). Lagrange’s linear partial differential equation of first order is Pp + Qg= R, where P, Qand Rare functions of x, y and z, Lagrange’s method of solving Linear partial differential equation of order one namely Pp + Qg=R Theorem: The general solution of the linear partial differential equation Pp+Qg=R 1=(12.8) is G(u,v)=0 112.9) Where ¢ is an arbitrary function and u (x,y,z) = a and v (x,y,z) = b +( 12.10) From a solution of the equations \ d&_dy_dz PO OR (12.11) P QR Scanned with CamScanner. form a solution of (12.11), . The above equations (12.11) are called Lagrange’s auxiliary equations o, subsidiary equations for (12.8). Working Rule for solving Pp + Qq=R by Lagrange’s method, To solve (12.8), write down the auxiliary equations (12.11) and solve these equations get two independent relation w= a and v= b, where wand v are functions of x,y,z and aand b are arbitrary constants. The general solution or general integral is then written in one of the following ¢ forms, (u,v) = u=9(v) v=$(u)0,, where ¢ isan arbitrary function. The partial differential equation can be solved by two ways which are given below. (a) Method of grouping. In this case, we take two terms frora the auxiliary equation (12.11), say dy s = 0 and find a differential equation in x and y only. This equation can be easily solved and we get one solution. Similarly we take Ht We d find th d soluti Po Ro? QR and find the second solution. (b) Method of multipliers. In this case, we use multipliers I,m,n (which are not always constant) and find ae _ Idx + mdy +ndz P Q R_ IP+mQ+nR These multipliers can be so chosen that IP+mQ+nR=0.Then Idx + mdy +ndz=0 we pp Ld + mdy + ndz [: TP smownn 7 then Idx + mdy + ndz = A(IP + mQ+nR) Now if /P+mQ+nR=0,then Idx + mdy + ndz =0 After integration, we get one solution. Again by using another set of multipliers 1,m,n we get another solution, (c) Combination of methods (a) and (b). Scanned with CamScannerIllustrat @ Example 7 : Solve p+q=1 Sol. Here Lagrange's subsidiary equations are Examples ax _dy_de P QR dx dy dz o = =— P=1=Q=R Taking the first two terms, we have dx=dy or x-y=c, Again taking the last two terms, we have dy=dz or = y-z=e, where c, and c) are two arbitrary constant. Scanned with CamScannerdase BY geateratl solution is 4 Neannple Ns Solve yepbenqeay ah Have LAGEINDTS suidsidiary equations are : W_ Wy de we Hing the Hrse wo member's we have wr yy Stunlarly aking the Hest and the last members, we have Nez aay x The general integral is is ey) ecoa BH Kraryple 9s Solve (ybelpe(sendqaney Sah Hers Lageange’s subsidiary equations ave Scanned with CamScannerlog (x-y) = log (y-z) + log c2 x-y =C. y-z ? or The general integral is (6 +y+z)(x-y) y-z" Example 10 : Solve (2 -2y2-y")p+ (ay +2x)a=3y-2x Sol. Here Lagrange's subsidiary equations are dx dy dz i Zz —2yz-y” Xyt+ZX xy-z&x Taking x, y, z as multipliers, we have | —____xdetydytadz * Each fraction = x(2? -2yz-y")+y(xy +2 +2(xy—zx) xdx+ydy+zdz - 0 This gives, xdx+ydy+zdz=0 Integrating, x? ty? +2? =c, Again taking the last two members, we have | ae ytz y-z or (y-z)dy=(y+z)dz or ydy—(zdy+ydz)—zdz=0 Integrating, we get y?-2yz-z? =c, «. The general integral is f(x? +y? +27, y?-2y2-2")=0 Scanned with CamScannerExample 12.4: Solve z-xp-yq =ax +y +2, Solution: The given equation can be written as preqiaz-aye ty +e The subsidiary equations are dx _ dy _ dz xdx+ydy+zdz x oy zeal ey +2 “Pape2 ale ryt? Putting x24? +2" =u so that xde+ydy+2dz=udu Taking the last two members : du dut dz dz __ udu _ —- ee z-au we-an MO (rau) Scanned with CamScannerDEE Oe Engineering Mathematics ~ 1° a durde x (I-a)(u+z) or (are xX outz Integrating, (1 -a)logx = log(u +z) + loge, or xb 26, ae Again taking the first two members, we have ay ey log x = log y + loge, x or ==c .. The general solution is onder) Example 12.5: Solve p+3q=5z+tan(y-3x). Solution: The subsidiary equations are a 13. Sz+tan(y—3x) Taking the first two members, we have dy—-3dx=0 ” y-3x=¢ ‘Again taking the first and last members, we have dk de 1 5z+tang, 5x=log[Sz+ tancy]-loge sean 2) 7] = [52+ tan( 'y-3x)] 7 : ftewa GS tb 4 CY-3x, € e°*s 5% + Seuly-andl|so Scanned with CamScanner