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TUTORIAL

Topic:

General Method of solving partial differential equations of order one


but of any degree:
“Charpit’s Method”

UNDER THE GUIDANCE O

Mrs. BARNALI MONDAL

UG SEM-IV

PROJECT WORK FOR TUTORIAL (2023-24)


NAME- Adrija Sil

College Roll No.-212-115

University Roll No.- 213221-11-0078

University Registeration No.- 221-1211-0293-21

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Acknowledgement:
between the police forces and the
transport unions bear testimony
to this fact.
Fortunately, the situation is
changing and even though
delayed, the ban is being
implemented in a phased
manner. Our last section tries to
capture the results of
this policy, in terms of the level
of NO2 for a particular period.
ACKNOWLEDGE
MENT
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I am using this opportunity to
express my gratitude to everyone
who supported
me throughout the course of
this commerce project. I am
thankful for their
aspiring guidance, invaluable
constructive criticism and
friendly advice during
the project work. I am sincerely
grateful to them for sharing their
truthful and
illuminating view on a number of
issues relating to the project. I
would like to

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express my gratitude to everyone
for providing me with proper
guidance and
supervision due to which I have
been able to successfully
complete the project.
Thanks to :
University of Calcutta
Umeschandra College
Principal, Dr Md. Tofazzal
Haque
Head of the Department ,Prof
P.R. Das
Prof. Md Fahad Haque
Non -Teaching Staff
Students’s Union
Parents
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Friends .
ACKNOWLEDGE
MENT
I am using this opportunity to
express my gratitude to everyone
who supported
me throughout the course of
this commerce project. I am
thankful for their
aspiring guidance, invaluable
constructive criticism and
friendly advice during
the project work. I am sincerely
grateful to them for sharing their
truthful and
Page | 5
illuminating view on a number of
issues relating to the project. I
would like to
express my gratitude to everyone
for providing me with proper
guidance and
supervision due to which I have
been able to successfully
complete the project.
Thanks to :
University of Calcutta
Umeschandra College
Principal, Dr Md. Tofazzal
Haque
Head of the Department ,Prof
P.R. Das
Prof. Md Fahad Haque
Page | 6
Non -Teaching Staff
Students’s Union
Parents
Friends
ACKNOWLEDGE
MENT
I am using this opportunity to
express my gratitude to everyone
who supported
me throughout the course of
this commerce project. I am
thankful for their
aspiring guidance, invaluable
constructive criticism and
friendly advice during
Page | 7
the project work. I am sincerely
grateful to them for sharing their
truthful and
illuminating view on a number of
issues relating to the project. I
would like to
express my gratitude to everyone
for providing me with proper
guidance and
supervision due to which I have
been able to successfully
complete the project.
Thanks to :
University of Calcutta
Umeschandra College
Principal, Dr Md. Tofazzal
Haque
Page | 8
Head of the Department ,Prof
P.R. Das
Prof. Md Fahad Haque
Non -Teaching Staff
Students’s Union
Parents
Friends .
I am using this opportunity to express my gratitude to everyone who
supported me throughout the course of this maths project. I am
thankful for their aspiring guidance, invaluable constructive criticism
and friendly advice during the project work. I am sincerely grateful to
them for sharing their truthful and illuminating view on a number of
issues relating to the project. I would like to express my gratitude to
everyone for providing me with proper guidance and supervision due
to which I have been able to successfully complete the project.

Thanks to: University of Calcutta


Bethune College, Kolkata

Our mentor- Mrs. Barnali Mondal


My Parents.
My Friends.

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___________________
__

Teacher’s Signature

Introduction:
Partial Differential Equations (Definition):
An equation that has two or more independent variables, an unknown function
that depends on those variables, and partial derivatives of the unknown
function with respect to the independent variables is known as a partial
differential equation (or PDE for short).

A Partial Differential Equation commonly denoted as PDE is a differential equation


containing partial derivatives of the dependent variable (one or more) with more than
one independent variable. A PDE for a function u(x1,……xn) is an equation of the form

( )
2 2
∂u ∂u ∂u ∂ u
f x1, … , xn; u , ,… ⋯ ; ,…⋯, ; … =0
∂ x1 ∂ x n ∂ x1 ∂ x 1 ∂ x1 ∂ xn

The PDE is said to be linear if f is a linear function of u and its derivatives. The
simple PDE is given by;

∂u
( x , y )=0
∂x

Order and Degree of Partial Differential Equation

The order and degree of differential equation which is a PDE is the order of the highest
derivative that occurs in it.
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 The highest derivative that can be discovered in a differential equation can be
used to determine the order of the differential equation.
 The differential equation’s degree is determined by the differential equation’s
highest order derivative’s power.

Partial Differential Equation Types:


The different types of partial differential equations are:

I. LinearDifferential Equation
II. Semi-Linear Partial Differential Equation
III. Quasi-Linear Partial Differential Equation
IV. Non-linear Partial Differential Equation

Let us discuss these types of PDEs here:

Linear equation:
A first order p.d.e. is said to be a linear equation if it is linear in p, q and z, i.e., if it is of the form
P(x, y)p+Q(x, y)q = R(x, y)z + S(x, y).
Example: yp - xq = xyz + x.

Semi-linear equation:
A first order p.d.e. is said to be a semi- linear equation if it is linear in p and q and the
coefficients of p and q are functions of x and y only, i.e., if it is of the form
P(x, y)p+Q(x, y)q= R(x, y, z).
Example: e x p-yxq = xz².

Quasi-linear equation:
A first order p.d.e. is said to be a quasi-linear equation if it is linear in p and q, i.e., if it is of the
form
P(x, y, z)p+Q(x, y, z)q = R(x, y, z).
Example: (x²+z²)p - xyq = z³x + y².
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Non-linear equation:
Partial differential equations of the form f(x, y, z, p, q) = 0 which do not come under the above
three types are said to be non-linear equations. Example: pq = z does not belong to any of the
first three types.
So it is a non-linear first order p.d.e.

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CHARPIT'S METHOD
General method of solving partial differential equations of order one but of any
degree in two independent variables x and y
Let us consider the partial differential equation of first order and non-linear in p
and q as

f(x, y, z, p, q) = 0, (1)
∂z ∂z
where p = ∂ x and q = ∂ y .
In general, (1) is non-linear in and p and q. Since z is a function of x and
y, we have
∂z ∂z
dz = ∂ x dx + ∂ y dy = pdx + qdy (2)
where p.q are both functions of x and y satisfying (1).
The main object of Charpit's method is to find a relation involving the variables
x, y, z, p and q of the form
F(x, y, z, p, q)= a, (3)
where a is an arbitrary constant.
Now, the equations (1) and (3) are regarded as a system of simultaneous
equations and can be solved for p, q to express each of them in terms of x, y, z,
a. Let the solutions of (1) and (3) be of the form
p = g(x, y, z, a) and q=h(x, y, z, a). (4)
From (2) and (4), we have
dz = g(x, y, z, a)dx + h(x, y, z, a)dy. (5)
Integrating the above relation, we get
(x, y, z, a,b) = 0, (6)
where b is another arbitrary constant.

Thus the equation (6) contains two arbitrary constants and is the complete
integral of the pde (1). Singular solution of (1) is the equation of the surface
represented by the complete integral (6). Now, our main task is to find the
relation (3) and accordingly we proceed in the following way:

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Differentiating (1) partially with respect to r and y separately, we get

∂ f ∂f ∂z ∂ f ∂ p ∂f ∂q
+ ⋅ + ⋅ + ⋅ =0
∂x ∂z ∂ x ∂ p ∂x ∂q ∂x
∂p ∂q
¿ , f x + p f z +f p +f q =0 ,
∂x ∂x
∂f ∂f ∂z ∂f ∂ p ∂ f ∂q
+ ⋅ + ⋅ + ⋅ =0
∂ y ∂ z ∂ y ∂ p ∂ y ∂q ∂ y
∂p ∂q
¿ , f y+ q f z + f p +f q =0.
∂y ∂y

Again, differentiating (3) partially with respect to x and y separately, we obtain

∂ F ∂F ∂z ∂ F ∂ p ∂F ∂q
+ ⋅ + ⋅ + ⋅ =0
∂x ∂z ∂ x ∂ p ∂ x ∂q ∂ x
∂p ∂q
¿ , Fx + p F z+ Fp + Fq =0 ,
∂x ∂x
∂F ∂F ∂ z ∂ F ∂ p ∂F ∂q
+ ⋅ + ⋅ + ⋅ =0
∂ y ∂ z ∂ y ∂ p ∂ y ∂q ∂ y
∂p ∂q
¿ , F y+ q F z + F p + Fq =0.
∂y ∂y
Eliminating from (7) and (9), we get
∂q
(fxFp-fpFx)+(fz Fp - fpFz)P+ (fqFp - fpFq)) =0 (7)
∂x
∂q
Similarly, eliminating from (8) and (10), we get
∂y
∂p
(fyFq-fqFy)+(fzFq - fqFz)q + (fpFq - fqp) = 0. (8)
∂y

Since
∂q ∂
= ¿) =
∂x ∂x
∂ ∂z ∂ p
= ( )
∂x ∂ y ∂ y
and adding (11) and (12) rearranging the
respective terms, we get
fpFz + fqFy + (Pƒp + qfq)Fz − (fx + pfz)Fp − (fy +qfz) Fq = 0 (9)

Equation (13) is a linear equation of Lagrange's type of first order for the
dependent variable F which depends on the independent variables r. y.. p, q.
Therefore, by Lagrange's method, the auxiliary equations for (13) are

dx dy dz dp dq dF
= = = = = (10)
f p f q p f p + q f q −( f x + p f z ) −( f y +q f z ) 0
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which are known as Charpit's auxiliary equations. These equations have a number of integrals
and any one of these integrals will satisfy the eqution (9). Thus, any one integral involving p or
q or both p and q derived from (10) can be expressed in the form (3) and accordingly, we get
the desired method of getting the realtion (3).

•Working rule for Charpit's method:

Step 1. Express the given equation in the form f(x, y, z, p, q) = 0.

Step 2. Write down the Charpit's auxiliary equations of the form


(17.2.14) and then put the values of f x , f y , f z , f p , and f q , obtained by
using the relation
f(x, y, z, p, q) = 0 in Step 1.

Step 3. After simplifying the Step 2, select two ratios so that the resulting
integral may come out to be the simplest relation involving at least one of
p and q.

Step 4. The simplest relation of Step 3 is solved along with the given
equation to determine p and q. Put these values of p and q in dz = pdx+qdy
which on integration gives the complete integral of the given equation.
The singular and general integrals may be obtained in usual manner.

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Example 1: Find a complete integral of z = px + qy + p² + q².

Solution: Given equation can be written as


f(x, y, z, p, q) = z -px - qy - p² - q² = 0. (1)
Then, Charpit's auxiliary equations for (1) are
dx dy dz dp dq
= = = = (2)
f p f q p f p + q f q −( f x + p f z ) −( f y +q f z )
From (1), we have
f x =-p, f y =¿-q, f z = 1, f p = -x-2p and f q = -y-2q. (3)
Using (3), (2) reduces to
dx dy dz dp dq
= = = = (4)
−x−2 p − y −2 q −p (x+ 2 p)−q( y +2 q) 0 0

From the fourth ratio of (4), we have


dp = 0 so that p = a, (5)
a being an arbitrary constant.
From the fifth ratio of (4), we get
dq=0 so that q = b, (6)
b being an arbitrary constant.
Putting p=a and q = b in (1), the required complete integral is

z = ax + by + a² + b².

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Example 2: Find complete and singular integrals of 2xz-px²-2qxy + pq
= 0.

Solution: Given PDE is


f(x, y, z,p,q) = 2xz-px²-2qxy + pq = 0. (1)
Charpit's auxiliary equations are
dx dy dz dp dq
= = = = (2)
f p f q p f p + q f q −( f x + p f z ) −( f y +q f z )
dx dy dz dp dq
or, = = = =
−x + q −2 xy + p − p x +2 pq−2 xyq −2 z +2 qy 0
2 2

From the last ratio of (2). we get


dq= 0.
Integrating. q = a, a being an arbitrary constant.
Putting q=a in (1), we get
2 xz−2 axy
p= 2
x −a

Now, putting these values of p and q in dz = pdx+qdy, we get


2 xz−2 axy
dz= 2
dx + ady
x −a
2 x ( z−ay )
¿ , dz−ady= 2
dx
x −a
dz−ady 2 xdx
¿, = 2
z−ay x −a
Integrating,
log e ( z−ay ) =log e ( x 2−a ) + logb ,b beingan arbitrary constant
¿ , z−ay=b ( x −a )
2

¿ , z =ay +b ( x 2−a ) .(3)

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This is the complete integral of (1), a and b being arbitrary constants.
Differentiating (3) partially w.r.to a and b, we get
0= y−b and 0=x 2−a
i.e., a=x ²∧b= y .
Putting the values of a and b in (3), we get z = x 2y which satisfies the given
equation and it is the required singular integral of the equation (1).

Example 3: Find a complete integral of p²x + q 2y = z by Charpit's


method.

Solution: Given equation is


f(x, y, z, p, q) = p²x + q²y - z = 0. (1)
Charpit's auxiliary equations are
dx dy dz dp dq
= = = = 2 (2)
2 px 2 qy 2( p x + q y) −p + p −q +q
2 2 2

Now, each ratio of (2) is equal to


2 2
2 pxdp+ p dx 2 qydq+q dy
2
= 2
2p x 2q y
d ( p x ) d (q y )
2 2
¿, 2 = 2 .
p x q y
Integrating, we get
l oge ( p2 x ) = log e(q 2 y ) + log e a , a being an arbitrary constant
or, p2 x =aq 2 y (3)
From (1) and (3), we get
aq ² y+ q ² y−z =0
z
or, q² = =
y (1+a)

or, q= ±
√ z
y (1+ a)
Hence, from (3) we get
2 az
p =¿
(1+a) x

¿ , p=±
√ az
(1+a) x
Putting these values of p , q in dz= pdx +qdy , we get
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dz ¿ ±
√ az
(1+ a)x
dz
dx ±
√ z
(1+a) y
dx dy
dy

or, ±√ (1+ a) = √ a. +
√z √x √ y
Integrating,
± √ (1+a) √ z =√ ax+ √ y +b , b being an arbitrary constant.
(1+a) z=¿

This is the reqd. complete integral of (1).

Example 4: Use Charpit’s method to find the complete and


singular integrals of the PDE (p² + q²)y = qz.

Solution: Given equation is


f(x, y, z, p, q) = (p² + q²)y — qz = 0. (1)

The Charpit's auxiliary equations for (1) are


dx dy dz dp dq
= = = =
f p f q p f p + q f q −( f x + p f z ) −( f y +q f z )
dx dy dz dp dq
or, 2 yp = 2 yq−z = = = (2)
2 y ( p +q )−qz pq − p
2 2 2

From the last two ratios of (2), we obtain


dp dq
=
pq − p 2
¿ , pdp+qdq=0
Integrating, we get
1 2 1 2 1 2
p + q = a a being an arbitrary constant
2 2 2
2 2
¿ , p +q =a ².(3)

So, from (1) and (3), we get


2
a y
q= (4)
z
Putting the value of q in (3), we get

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4 2 2 2 4 2
2 2 a y a z −a y
p =a − 2 = 2
z z (5)
a 2 2 2
¿ , p=± √ z −a y
z
Putting the values of p and q as obtained from (4) and (5) in dz= pdx +qdy , we
get

2
a 2 2 2 a y
dz=±
z
√ z −a y dx +
z
dy
2
zdz −a ydy
¿, =adx .
± √ z −a y
2 2 2

Integrating,
± √ z −a y =ax +b ,
2 2 2

2 2 2 2
¿ , z −a y =( ax +b )

2 2 2 2
or, z =( ax +b ) + a y (6)

Equation (6) is the complete integral of (1).

Singular integral: Differentiating (6) partially w.r.to a and b separately,


we get
2
0=2(ax +b) x+ 2 a y
¿ 0=2(ax +b).
Solving the above relations for a and b, we have
a=0=b .
Hence, from (6), the singular integral of (1) is z=0 . Clearly, it satisfies (1).

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References:

 https://bgc.ac.in/pdf/study-material/
MTMGCOR02T_MTMHGEO2T-Partial-
Differential-Equations-4_PP.pdf

 https://byjus.com/maths/partial-differential-equation/

 N. Mandal and B.Pal - Differential Equations


(Ordinary and Partial) (2019)

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