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Problem: 7


Find the integral surface of the PDE \[x(z+2a)p+(xz+2yz+2ay)q=z(z+a) \]

Problem Restatement


We wish to find the integral surface (general solution) of the PDE \[ x(z+2a)\,p + (xz+2yz+2ay)\,q = z(z+a), \] where \( p=\frac{\partial z}{\partial x} \) and \( q=\frac{\partial z}{\partial y} \).

We use Lagrange’s method (the method of characteristics), which transforms the PDE into a system of ordinary differential equations (ODEs) along characteristic curves.

Step 1. Setting Up the Characteristic Equations


For a first–order PDE of the form \(\displaystyle P(x,y,z)z_x + Q(x,y,z)z_y = R(x,y,z) \), the characteristic equations are \begin{align} \frac{dx}{ds} &= P(x,y,z), \tag{1} \\ \frac{dy}{ds} &= Q(x,y,z), \tag{2} \\ \frac{dz}{ds} &= R(x,y,z). \tag{3} \end{align} For our PDE, we identify \begin{align} P(x,y,z) &= x(z+2a), \tag{4} \\ Q(x,y,z) &= xz+2yz+2ay, \tag{5} \\ R(x,y,z) &= z(z+a). \tag{6} \end{align} Hence, the characteristic system is \begin{align} \frac{dx}{ds} &= x(z+2a), \tag{7} \\ \frac{dy}{ds} &= xz+2yz+2ay, \tag{8} \\ \frac{dz}{ds} &= z(z+a). \tag{9} \end{align}

Step 2. First Invariant: Eliminating s Between x and z

We eliminate the parameter \( s \) by writing \[ \frac{dx}{dz} = \frac{\frac{dx}{ds}}{\frac{dz}{ds}} = \frac{x(z+2a)}{z(z+a)}. \] Separating variables gives \[ \frac{dx}{x} = \frac{z+2a}{z(z+a)}\,dz. \]

To integrate the right-hand side, we use partial fractions. Assume \[ \frac{z+2a}{z(z+a)} = \frac{A}{z} + \frac{B}{z+a}. \] Multiplying by \(z(z+a)\) yields \begin{align} z+2a &= A(z+a) + Bz \nonumber\\[6pt] &= (A+B)z + Aa. \tag{10} \end{align} Equating coefficients we have \begin{align} A+B &= 1, \tag{11} \\ Aa &= 2a \quad\Longrightarrow\quad A = 2 \quad (\text{assuming } a\neq0). \tag{12} \end{align} Thus, \( B = 1-2 = -1 \) and \[ \frac{z+2a}{z(z+a)} = \frac{2}{z} – \frac{1}{z+a}. \]

Integrate both sides: \begin{align} \int \frac{dx}{x} &= \int \left(\frac{2}{z} – \frac{1}{z+a}\right)dz \nonumber\\[6pt] \ln|x| &= 2\ln|z| – \ln|z+a| + C_1. \tag{13} \end{align} Exponentiating, we get \[ x = K_1\,\frac{z^2}{z+a}, \quad \text{with } K_1 = e^{C_1}. \] Rearranging leads to the first invariant: \[ \frac{x(z+a)}{z^2} = \text{constant}. \tag{14} \]

Step 3. Second Invariant: Eliminating s Between y and z

Next, consider \[ \frac{dy}{dz} = \frac{\frac{dy}{ds}}{\frac{dz}{ds}} = \frac{xz+2yz+2ay}{z(z+a)}. \] Notice that \[ xz+2yz+2ay = xz + 2y(z+a), \] so we can write \[ \frac{dy}{dz} = \frac{x}{z+a} + \frac{2y}{z}. \tag{15} \]

Substitute the expression for \( x \) from (13): \[ x = K_1\,\frac{z^2}{z+a} \quad\Longrightarrow\quad \frac{x}{z+a} = K_1\,\frac{z^2}{(z+a)^2}. \] Thus, equation (15) becomes \[ \frac{dy}{dz} = K_1\,\frac{z^2}{(z+a)^2} + \frac{2y}{z}. \tag{16} \] Write this linear ODE in standard form: \[ \frac{dy}{dz} – \frac{2}{z}\,y = K_1\,\frac{z^2}{(z+a)^2}. \tag{17} \]

The integrating factor is \[ \mu(z) = \exp\Bigl(-\int \frac{2}{z}\,dz\Bigr)=z^{-2}. \tag{18} \] Multiplying (17) by \( z^{-2} \) gives \[ \frac{d}{dz}\Bigl(y\,z^{-2}\Bigr) = \frac{K_1}{(z+a)^2}. \tag{19} \] Integrate with respect to \( z \): \begin{align} y\,z^{-2} &= K_1\int \frac{dz}{(z+a)^2} + C_2 \nonumber\\[6pt] &= -\frac{K_1}{z+a} + C_2, \tag{20} \end{align} where \( C_2 \) is an arbitrary constant.

Multiplying (20) by \( z^2 \) results in \[ y = -\frac{K_1\,z^2}{z+a} + C_2\,z^2. \tag{21} \] But since \[ x = K_1\,\frac{z^2}{z+a}, \] we have \[ -\frac{K_1\,z^2}{z+a} = -x. \] Therefore, \[ y = -x + C_2\,z^2 \quad\Longrightarrow\quad \frac{x+y}{z^2} = C_2. \tag{22} \] This is the second invariant.

Step 4. The Integral Surface


Since the invariants remain constant along characteristics, the general integral surface is given by an arbitrary function of these invariants: \[ \boxed{\Phi\!\Biggl(\frac{x(z+a)}{z^2},\, \frac{x+y}{z^2}\Biggr) = 0.} \tag{23} \]

Summary


We converted the given PDE into characteristic ODEs: \begin{align} \frac{dx}{ds} &= x(z+2a), \quad \frac{dz}{ds} = z(z+a), \quad \frac{dy}{ds} = xz+2yz+2ay, \tag{24} \end{align} and obtained two invariants: \begin{align} \frac{x(z+a)}{z^2} &= \text{constant}, \tag{25}\\[6pt] \frac{x+y}{z^2} &= \text{constant}. \tag{26} \end{align} The integral surface (general solution) of the PDE is expressed by the relation \[ \boxed{\Phi\!\Biggl(\frac{x(z+a)}{z^2},\, \frac{x+y}{z^2}\Biggr) = 0,} \] where \(\Phi\) is an arbitrary function.

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FAQs

Partial Differential Equations

  • What is a partial differential equation (PDE)?

    A PDE is an equation that involves unknown multivariable functions and their partial derivatives. It describes how the function changes with respect to multiple independent variables. 

  • How do PDEs differ from ordinary differential equations (ODEs)?

    Unlike ODEs, which involve derivatives with respect to a single variable, PDEs involve partial derivatives with respect to two or more independent variables. 

  • What are the common types of PDEs?

    PDEs are generally classified into three types based on their characteristics: 

    • Elliptic: e.g., Laplace’s equation 
    • Parabolic: e.g., the heat equation 
    • Hyperbolic: e.g., the wave equation 
  • What role do boundary and initial conditions play?

    • Boundary conditions specify the behavior of the solution along the edges of the domain. 
    • Initial conditions are used in time-dependent problems to define the state of the system at the start. 
  • What methods are commonly used to solve PDEs?

    There are several techniques, including: 

    • Analytical methods like separation of variables, Fourier and Laplace transforms, and the method of characteristics 
    • Numerical methods such as finite difference, finite element, and spectral methods 
  • What is the method of separation of variables?

    This method assumes that the solution can be written as a product of functions, each depending on only one of the independent variables. This assumption reduces the PDE to a set of simpler ODEs that can be solved individually.

  • In which fields are PDEs applied?

    PDEs model a wide range of phenomena across various fields including physics (heat transfer, fluid dynamics), engineering (stress analysis, electromagnetics), finance (option pricing models), and more. 

  • What distinguishes linear from nonlinear PDEs?

    • Linear PDEs have terms that are linear with respect to the unknown function and its derivatives, making them more tractable analytically. 
    • Nonlinear PDEs include terms that are nonlinear, often leading to complex behaviors and requiring specialized methods for solution. 
  • How do you determine the order of a PDE?

    The order of a PDE is defined by the highest derivative (partial derivative) present in the equation. For example, if the highest derivative is a second derivative, the PDE is second order. 

  • What are some common challenges in solving PDEs?

    Challenges include finding closed-form analytical solutions, handling complex geometries and boundary conditions, and the significant computational effort required for accurate numerical solutions. 

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