Compatibility system and Charpit’s Method

Binod Kumar∗
M.Sc. Mathematics Part: II
Paper-11 Mathematical Method
Nalanda Open University, Patna

1 Pfaffian Differential Equations

By a pfaffian differential equation, we mean a differential equation of the form

F1 (x1 , ..., xn )dx1 + F2 (x1 , ..., xn )dx2 + ... + Fn (x1 , ..., xn )dxn = 0 (1)

where Fi ’s are continuous function. The left of above equation is called a-pfaffian differential equation
form.
A pfaffian differential equation is said to be exact, if we can find continuously differential function
u(x1 , ..., xn such that

du = F1 (x1 , ..., xn )dx1 + F2 (x1 , ..., xn )dx2 + ... + Fn (x1 , ..., xn )dxn (2)

A pfaffian differential equation is said to be integrable if ∃ a non-zero differential function µ(x1 , ..., xn )
such that the pfaffian differential equation form

µ[F1 (x1 , ..., xn )dx1 + F2 (x1 , ..., xn )dx2 + ... + Fn (x1 , ..., xn )dxn ] (3)

is exact. The function µ(x1 , ..., xn ) is called integrating factor and u(x1 , ..., xn = c ,where c is an arbitrary
constant, is called the integral of the corresponding pfaffian differential equation.

Theorem 1. There always exists an integrating factor for a-pfaffian differential equation in two variables.

Proof. Do yourself.
∂v
Lemma Let u(x, y) and v(x, y) be two function of x and y such that ∂y 6= 0.
If, further
∂(u, v)
=0 (4)
∂(x, y)
then,∃ a relation
F (u, v) = 0 (5)
∗ Corresponding author, e-mail:binodkumararyan@gmail.com, Telephone: +91-9304524851

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between u and v not involving explicitly.

∂v
proof: Since ∂y 6= 0 , we can eliminate y between u(x, y) and v(x, y),obtain the relation

F (u, v, x) = 0 (6)

On differentiate w.t.to x and y, we get, respectively

∂F ∂F ∂u ∂F ∂v
+ + =0 (7)
∂x ∂u ∂x ∂v ∂x
∂F ∂u ∂F ∂v
+ =0 (8)
∂u ∂y ∂v ∂y
∂F ∂v
On eliminating ∂v from these equations, which is possible ∂x 6= 0, we find that

∂F ∂(u, v) ∂F ∂v
+ =0 (9)
∂u ∂(x, y) ∂x ∂y
∂F ∂v ∂F ∂v ∂v
i.e., ∂x ∂y =0 =⇒ ∂x = 0. (Suppose ∂x = 0then ∂x = 0(?)),
F is independent of x.

Theorem 2. Lemma: If X ~ · (∇ × X)
~ = 0,where X
~ = (P, Q, R) and µ is an arbitrary differentiable
~ · (∇ × (µX))
function of x, y and z then µX ~ =0

Proof. Consider
 h i
P ∂(µR) ∂(µQ)
= x,y,z (µP ) −
h∂y ∂z



 i h i
 = µ2 P P ∂y − ∂z − µ x,y,z P R ∂µ
∂R ∂Q ∂µ
P
− P R

~ · (∇ × (µX))
~ x,y,z ∂y ∂z
µX h i (10)
2
P ∂R ∂Q


 = µ x,y,z P ∂y − ∂z


2 ~ ~
= µ (X · (∇ × X))


~ · (∇ × X)
Conversely, if X ~ = 0 then µ2 (X
~ · (∇ × X))
~ = 0 for µ 6= 0

Theorem 3. Necessary and sufficient condition A necessary and sufficient that the pfaffian differ-
ential equation
X ~ = P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz
~ · dr (11)

be integrable is that

~ = P ∂Q − ∂R + Q ∂R − ∂P + R ∂P − ∂Q = 0
     
~ · (∇ × X)
X (12)
∂z ∂y ∂x ∂z ∂x ∂y
Proof. • Necessary condition. For, if above equation is integrable,then ∃ differential functions
µ(x, y, z) and u(x, y, z) such that

du = u(x, y, z)[P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz] (13)

where µ(x, y, z 6= 0. However

∂u ∂u ∂u
du = dx + dy + dz (14)
∂x ∂y ∂z
~ = ∇u. Since ∇ × (∇u) = 0,we have µX
comparing these two equation, we get µX ~ · (∇ × µX)
~ =0
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• sufficient condition. We treated z as constant (dz = 0) then pfaffian equation becomes always
integrable in two variables x and y, this has solution of the form U (x, y, z) = c1 may be involves
z,there must exists a integrating factor µ(x, y, z 6= 0 such that

∂U ∂U
= µP, = µQ (15)
∂x ∂y
On multiplying both side of pfaffian equation µ and then substituting the above,we get
∂U ∂U ∂U ∂U
dx + dy + dz + (µR − )dz (16)
∂x ∂y ∂z ∂z
This implies that
∂U
dU + Kdz = 0, where k = (µR − ) (17)
∂z
~ · (∇ × (µX))
hence by Lemma µX ~ = 0 observe that

  
 ∂U , ∂U , ∂U + K
~ = (µP, µQ, µR) = ∂x ∂y ∂z
µX  (18)
 ∇U + 0, 0, K

Hence     
 ∂U , ∂U , ∂U + K · ∂K , − ∂U , 0
~ · ∇(µX)
~ = ∂x ∂y ∂z ∂y ∂x
µX (19)
 ∂(U,K)
∂(x,y)

Therefore
dU
+ K(U, z) = 0 (20)
dz
it posses a solution φ(U, z) = c1 . it can be expressed in the form u(x, y, z) = c

Example 1. Show that the pfaffian equation is integrable and find integral ydx + xdy + 2zdz = 0

~ = 0, where X
Solution: Since ∇ × X ~ = (y, x, 2z). Hence pfaffian equation is exact
ydx + xdy + 2zdz = d(xy + z 2 ) = 0.Therefore u(x, y, z) = xy + z 2 = c

Example 2. Find integral yzdx + 2zxdy − 3xydz = 0

~ · (∇ × X)
solution: Since X ~ = 0 ,where X
~ = (yz, 2xz, −3xy) and U = xy 2 = c1 . Then µ = y . Further,
z
y(−3xy) xy 2
K= z = − 3U
z . Therefore
dU
dz − 3U
z = 0,hence integral u(x, y, z) = z3 =c

2 Compatible System of First order partial differential equation

Definition: The equation
f (x, y, z, p, q = 0) (21)

and
g(x, y, z, p, q = 0) (22)
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are compatible on a domain D if

∂(f, g)
(i) j = 6= 0, on D (23)
∂(p, q)
(ii) p = φ(x, y, z), q = ψ(x, y, z) (24)

where
dz = φ(x, y, z)dx + ψ(x, y, z)dy, is integrable (25)

Theorem 4 (The Necessary and Sufficient for Integrability). A necessary and sufficient condition for
the integrability of dz = φ(x, y, z)dx + ψ(x, y, z)dy is

∂(f, g) ∂(f, g) ∂(f, g) ∂(f, g)

[f, g] ≡ +p + +q (26)
∂(x, p) ∂(z, p) ∂(y, q) ∂(z, q)

Proof. Given equation is integrable if and only if

~ · (∇ × X)
X ~ = 0, where X
~ = (φ, ψ, −1) (27)

i.e.,−φ(−ψz + ψ(φ) − (ψx − φy ) = 0

ψx + φψz = φy ) + ψφz (28)

On substituting φ and ψ for p and q respectively in Eq. (21) and differentiating it w.r.to x and z,we
obtain
fx + fp φx + fq ψx = 0 (29)

fz + fp φz + fq ψz = 0 (30)

On multiplying the second Eq. by φ and adding it to first,we get

fx + fz φ + fp (φx + φφx ) + fq (ψx + φψz ) = 0 (31)

similarly, for Eq.(22) that

gx + gz φ + gp (φx + φφx ) + gq (ψx + φψz ) = 0 (32)

Solving these equations, we find that

1  ∂(f, g) ∂(f, g) 
ψx + φψz = +φ (33)
J ∂(x, p) ∂(z, p)

If we differentiate the given pair of equations w.r.to y and z, we obtain

1  ∂(f, g) ∂(f, g) 
φx + ψφz = − +ψ (34)
J ∂(y, q) ∂(z, q)
Using above result E, we get required result is that [f, g] = 0. A solution is of the form F (x, y, z, c),where
c is an arbitrary constant. Therefore system is compatible then they have a one-parameter family of
common solutions.
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∂(f,g)
Note: Compatibility can also be shown by verifying the condition [f, g] = 0 and ∂(p,q) 6= 0.

Example 1. Show that the equations f = xp − yq − x = 0 and g = x2 p + q − xz = 0 are compatibility

and also find solutions.
∂(f,g)
Solution: Since ∂(p,q) = x(1 + xy) 6= 0 on the domain D where D ⊆ {(x, y) ∈ R2 , 3 x 6= 0, xy + 1 6= 0}.
Then on D ,we obtain

1 + yz x(z − x) 1 + yz x(z − x)
p= , q= , then dz = dx + dy (35)
1 + xy 1 + xy 1 + xy 1 + xy
dz − dx ydx + xdy
then = , ⇒ z = x + c(1 + xy) (36)
z−x 1 + xy
Remarks: For a compatible system not necessary every solution of f = 0 is solution of g = 0 and
vice-versa. Above example z = x(1 + y) is solution of f = 0 but not g = 0.
Charpit’s method In this, we present a method to find complete integral of first order p.d.e. Let

f (x, y, z, p, q) = 0 (37)

By compatibility ∃ a family of p.d.equations.

g(x, y, z, p, q, a) = 0, such that [f, g] = 0 (38)

∂g ∂g ∂g ∂g ∂g
dg = fp + fq + (pfp + qfq ) − (fx + pfz ) − (fy + qfz ) =0 (39)
∂x ∂y ∂z ∂p ∂q
This is quasi-linear p.d.e. for g with x, y, z, p and q, then Charpit’s auxiliary equations be
dx dy dz dp dq dg
= = =− =− = (40)
fp fq pfp + qfq fx + pfz fy + pfz 0

Find out the value of either p(orq) from Charpit’s equation and then put this value in given p.d.e to get
value of q(orp). Then values of p and q substitute in dz = pdx + qdy then integrate.

Example 2. Find a complete integral of f = z 2 − pqxy = 0 by Charpit’s method.

Solution:
The Charpit’s auxiliary equations of the given p.d.e
dx dy dz dp dq
= = =− =− (41)
qxy pxy 2pqxy 2zp − pqy 2zq − pqx
then
dz pdx + qdy + xdp + ydq
2
=
2z 2z(px + qy)
⇒z = a(xp + qy) (42)
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which is compatible with f = 0 is g(x, y, z, p, q, a) = z − a(xp + qy) = 0. Further solving for p and q from
z cz
f = 0 and g = 0, we obtain p = cx ,putting the value in f = 0, we get q = cy ,where a(c + 1c ) = 1, then
z cz
dz = dx + dy
cx cy
1
⇒ z = bx c y c (43)

...............All the best.........