MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

Lecture 3

16

Quasilinear First-Order PDEs

A rst order quasilinear PDE is of the form

a(x, y, z)

z
z
+ b(x, y, z)
= c(x, y, z).
x
y

(1)

Such equations occur in a variety of nonlinear wave propagation problems. Let us assume
that an integral surface z = z(x, y) of (1) can be found. Writing this integral surface in
implicit form as
F (x, y, z) = z(x, y) z = 0.
Note that the gradient vector F = (zx , zy , 1) is normal to the integral surface F (x, y, z) =
0. The equation (1) may be written as
azx + bzy c = (a, b, c) (zx , zy , 1) = 0.

(2)

This shows that the vector (a, b, c) and the gradient vector F are orthogonal. In other
words, the vector (a, b, c) lies in the tangent plane of the integral surface z = z(x, y) at
each point in the (x, y, z)-space where F = 0.
At each point (x, y, z), the vector (a, b, c) determines a direction in (x, y, z)-space is
called the characteristic direction. We can construct a family of curves that have the
characteristic direction at each point. If the parametric form of these curves is
x = x(t), y = y(t), and z = z(t),

(3)

then we must have

dx
= a(x(t), y(t), z(t)),
dt

dy
= b(x(t), y(t), z(t)),
dt

dz
= c(x(t), y(t), z(t)),
dt

(4)

because (dx/dt, dy/dt, dz/dt) is the tangent vector along the curves. The solutions of (4)
are called the characteristic curves of the quasilinear equation (1).
We assume that a(x, y, z), b(x, y, z), and c(x, y, z) are suciently smooth and do not
all vanish at the same point. Then, the theory of ordinary dierential equations ensures
that a unique characteristic curve passes through each point (x0 , y0 , z0 ). The IVP for
(1) requires that z(x, y) be specied on a given curve in (x, y)-space which determines a
curve C in (x, y, z)-space referred to as the initial curve. To solve this IVP, we pass a
characteristic curve through each point of the initial curve C. If these curves generate a
surface known as integral surface. This integral surface is the solution of the IVP.

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

17

REMARK 1. (i) The characteristic equations (4) for x and y are not, in general, uncoupled
from the equation for z and hence dier from those in the linear case (cf. Eq. (3) of Lecture
2).
(ii) The characteristics equations (4) can be expressed in the nonparametric form as
dx
dy
dz
=
=
.
a
b
c

(5)

Below, we shall describe a method for nding the general solution of (1). This method
is due to Lagrange hence it is usually referred to as the method of characteristics or the
method of Lagrange.

The method of characteristics

It is a method of solution of quasi-linear PDE which is stated in the following result.

THEOREM 2. The general solution of the quasi-linear PDE (1) is
F (u, v) = 0,

(6)

where F is an arbitrary function and u(x, y, z) = c1 and v(x, y, z) = c2 form a solution of

the equations
dx
dy
dz
=
=
.
a
b
c

(7)

Proof. If u(x, y, z) = c1 and v(x, y, z) = c2 satisfy the equations (1) then the equations
ux dx + uy dy + uz dz = 0,
vx dx + vy dy + vz dz = 0
are compatible with (7). Thus, we must have
aux + buy + cuz = 0,
avx + bvy + cvz = 0.
Solving these equations for a, b and c, we obtain
a
(u,v)
(y,z)

b
(u,v)
(z,x)

c
(u,v)
(x,y)

Dierentiate F (u, v) = 0 with respect to x and y, respectively, to have

{
}
{
}
F v
v z
F u u z
+
+
+
=0
u x z x
v x z x
{
}
{
}
F u u z
F v v z
+
+
+
= 0.
u y
z y
v y z y

(8)

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

Eliminating

F
u

and

F
v

18

from these equations, we obtain

z (u, v) z (u, v)
(u, v)
+
=
x (y, z) y (z, x)
(x, y)

(9)

In view of (8), the equation (9) yields

a

z
z
+b
= c.
x
y

Thus, we nd that F (u, v) = 0 is a solution of the equation (1). This completes the
proof.

.

REMARK 3.

All integral surfaces of the equation (1) are generated by the integral

curves of the equations (4).

All surfaces generated by integral curves of the equations (4) are integral surfaces of
the equation (1).
EXAMPLE 4. Find the general integral of xzx + yzy = z.
Solution. The associated system of equations are
dx
dy
dz
=
=
.
x
y
z
From the rst two relation we have
dy
x
dx
=
= ln x = ln y + ln c1 = = c1 .
x
y
y
Similarly,
dz
dy
z
=
= = c2 .
z
y
y
Take u1 =

x
y

and u2 = yz . The general integral is given by

x z
F ( , ) = 0.
y y

EXAMPLE 5. Find the general integral of the equation

z(x + y)zx + z(x y)zy = x2 + y 2 .
Solution. The characteristic equations are
dx
dy
dz
=
= 2
.
z(x + y)
z(x y)
x + y2
Each of these ratio is equivalent to
ydx + xdy zdz
xdx ydy zdz
=
.
0
0

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

19

Consequently, we have
d{xy

z2
1
} = 0 and d{ (x2 y 2 z 2 )} = 0.
2
2

Integrating we obtain two integrals

2xy z 2 = c1 and x2 y 2 z 2 = c2 ,
where c1 and c2 are arbitrary constants. Thus, the general solution is
F (2xy z 2 , x2 y 2 z 2 ) = 0,
where F is an arbitrary function.
Next, we shall discuss a method for solving a Cauchy problem for the rst-order quasilinear PDE (1). The following theorem gives conditions under which a unique solution of
the initial value problem for (1) can be obtained.
THEOREM 6. Let a(x, y, z), b(x, y, z) and c(x, y, z) in (1) have continuous partial derivatives with respect to x, y and z variables. Let the initial curve C be described parametrically
as
x = x(s),

y = y(s),

and z = z(x(s), y(s)).

The initial curve C has a continuous tangent vector and

J(s) =

dy
dx
a[x(s), y(s), z(s)]
b(x(s), y(s), z(s)] = 0
ds
ds

(10)

on C. Then, there exists a unique solution z = z(x, y), dened in some neighborhood of
the initial curve C, satises (1) and the initial condition z(x(s), y(s)) = z(s).
Proof. The characteristic system (4) with initial conditions at t = 0 given as x =
x(s), y = y(s), and z = z(s) has a unique solution of the form
x = x(s, t), y = y(s, t), z = z(s, t),
with continuous derivatives in s and t, and
x(s, 0) = x(s), y(s, 0) = y(s), z(s, 0) = z(s).
This follows from the existence and uniqueness theory for ODEs. The Jacobian of the
transformation x = x(s, t), y = y(s, t) at t = 0 is


[
]
 x x 
y
x
 s t 
=
J(s) = J(s, t)|t=0 =  y y 
a
b
= 0.


t
t t=0
s
t
t=0

(11)

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

20

in view of (10). By the continuity assumption, the Jacobian J = 0 in a neighborhood

of the initial curve. Thus, by the implicit function theorem, we can solve for s and t as
functions of x and y near the initial curve. Then
z(s, t) = z(s(x, y), t(x, y)) = Z(x, y).
a solution of (1), which can be easily seen as
c=

z dx z dy
+
x dt
y dt
z
z
= a
+b ,
x
y

dz
dt

where we have used (4). The uniqueness of the solution follows from the fact that any two
integral surfaces that contain the same initial curve must coincide along all the characteristic curves passing through the initial curve. This is a consequence of the uniqueness
theorem for the IVP for (4). This completes our proof.

.

EXAMPLE 7. Consider the IVP:

z
z
+z
=0
y
x
z(x, 0) = f (x),
where f(x) is a given smooth function.
Solution. We solve this problem using the following steps.
Step 1. (Finding characteristic curves)
To solve the IVP, we parameterize the initial curve as
x = s,

y = 0, z = f (s).

The characteristic equations are

dx
= z,
dt

dy
= 1,
dt

dz
= 0.
dt

Let the solutions be denoted as x(s, t), t(s, t), and z(s, t). We immediately nd that
x(s, t) = zt + c1 (s),

y(s, t) = t + c2 (s), z(s, t) = c3 (s),

where ci , i = 1, 2, 3 are constants to be determined using IC.

Step 2. (Applying IC) The initial conditions at s = 0 are given by
x(s, 0) = s,

y(s, 0) = 0, z(s, 0) = f (s).

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

21

Using these condition, we obtain

x(s, t) = zt + s, y(s, t) = t,

z(s, t) = f (s).

Step 3. (Writing the parametric form of the solution)

The solutions are thus given by
x(s, t) = zt + s = f (s)t + s, y(s, t) = t, z(s, t) = f (s).
Step 4. (Expressing z(s, t) in terms of z(x, y)) Applying the condition (10), we nd that
J(s) = 1 = 0, along the entire initial curve. We can immediately solve for s(x, y) and
t(x, y) to obtain
s(x, y) = x tf (s),

t(x, y) = y.

Since t = y and s = x tf (s) = x yz, the solution can also be given in implicit form as
z = f (x yz).
EXAMPLE 8. Solve the following quasi-linear PDE:
zzx + yzy = x, (x, y) R2
subject to the initial condition
z(x, 1) = 2x, x R.
Solution. Here a(x, y, z) = z,

b(x, y, z) = y,

c(x, y, z) = x. The characteristics

equations are
dx
= z, x(s, 0) = s,
dt
dy
= y, y(s, 0) = 1,
dt
dz
= x, z(s, 0) = 2s.
dt
On solving the above ODEs, we obtain
s
s
x(s, t) = (3et et ), y(s, t) = et , z(s, t) = (3et + et ).
2
2
Solving for (s, t) in terms of (x, y), we obtain
s(x, y) =

2xy
,
3y 2 1

t(x, y) = ln(y),

z(x, y) = z(s(x, y), t(x, y)) =

(3y 2 + 1)x
.
(3y 2 1)

MODULE 2: FIRST-ORDER PARTIAL DIFFERENTIAL EQUATIONS

22

Note that the characteristics variables imply that y must be positive (y = et ). In fact, the
solution z is valid only for 3y 2 1 > 0, i.e., for y >

1
3

> 0. Observe that the change of

variables is valid only where


 x (s, t) x (s, t)
t
 s

 ys (s, t) yt (s, t)




 = 0.


It is easy to verify that this condition leads to y = 1/ 3.

Practice Problems
1. Find a solution of the PDE zx + zzy = 6x satisfying the condition z(0, y) = 3y.
2. Find the general integral of the PDE
(2xy 1)zx + (z 2x2 )zy = 2(x yz)
and also the particular integral which passes through the line x = 1, y = 0.
3. Solve zx + zzy = 2x, z(0, y) = f (y).
4. Find the solution of the equation zx + zzy = 1 with the data
x(s, 0) = 2s,

y(s, 0) = s2 , z(0, s2 ) = s.

5. Find the characteristics of the equation zx zy = z, and determine the integral surface
which passes through the parabola x = 0, y 2 = z.