Partial Differential Equation

(Lecture Note - 3)

Question: What is the method of characteristics?

Answer: The reduction of a PDE (P p + Qq = R) to the following system of ODEs
dx dy dz
= P (x, y, z), = Q(x, y, z), = R(x, y, z) (1)
dt dt dt
is called the method of characteristic.
Definition: (Characteristic Equations) The system of ODEs given in (1) is called the characteristic
equations. The solutions are known as characteristic curves.
After solving the characteristic equations (1), we get the general soln :

x = x(t; c1 ), y = y(t; c2 ), z = z(t; c3 )

where c1 , c2 , c3 are arbitrary constants.

Hence, to get a particular soln (to eliminate c1 , c2 , c3 ), we need some conditions (initial conditions).
Cauchy problem: Given a curve Γ in R3 , can we find a solution z = z(x, y) of the PDE (P p + Qq = R)
whose graph contains Γ ?

With the given initial curve Γ , the following three cases may occur:

• Γ is not parallel to characteristic curves

• Γ is parallel to characteristic curves

• No intersection between Γ and the characteristic curves.

Consequently, unique soln , infinite soln , and no soln of the PDE.

Worked-Out Example using Method of Characteristics

Result: The Cauchy problem (initial value problem) for the first-order quasilinear PDE has the following
form (
PDE: P (x, y, z) p + Q(x, y, z) q = R(x, y, z),
Initial condition: Γ : x0 = f (s), y0 = g(s), z0 = h(s).
Then the condition for the unique solution of the PDE is given by

∂(x, y) xs xt
= = f ′ (s) Q(f (s), g(s), h(s)) − g ′ (s) P (f (s), g(s), h(s)) ̸= 0 for given range of s.
∂(s, t) t=0
ys yt

∂z ∂z
Example 1: Solve the initial value problem z + = 1 containing the initial data curve C : x0 =
∂x ∂y
1
s, y0 = s, z0 = s, for 0 ≤ s ≤ 1.
2
1
Solution: Observe that, f (s) = s, g(s) = s, h(s) = s. Hence,
2
1
P (f (s), g(s), h(s)) = z = s, Q(f (s), g(s), h(s)) = 1,
2
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 1 1
Therefore, f ′ (s) · Q(s) − g ′ (s) · P (s) = 1 · 1 − 1 · s = 1 − s ̸= 0 for 0 ≤ s ≤ 1
2 2
Hence, the given PDE with the given initial condition possesses a unique solution.
The characteristic equations of the given PDE are
dx dy dz
=z · · · (1), =1 · · · (2), =1 · · · (3)
dt dt dt
1
with initial conditions x(s, 0) = s, y(s, 0) = s, z(s, 0) = s.
2
1 1 1
From (3): z = t + c3 =⇒ s = 0 + c3 =⇒ c3 = s =⇒ z = t + s
2 2 2
dy
From (2): = 1 =⇒ y = t + c2 =⇒ s = 0 + c2 =⇒ c2 = s =⇒ y = t + s
dt
dx 1 t2 st
From (1): = t + s =⇒ x = + + c1 =⇒ s = c1 =⇒ x = t2 /2 + s(t/2 + 1)
dt 2 2 2
Solving for s, t, we get
x − t2 /2 x − t2 /2
s= , y − t = s =⇒ y − t = =⇒ yt + 2y − t2 − 2t = 2x − t2
t/2 + 1 t/2 + 1
2(x − y)
=⇒ t(y − 2) = 2(x − y) =⇒ t =
y−2
2(x − y) y(y − 2) − 2(x − y) y 2 − 2y − 2x + 2y y 2 − 2x
So, s = y − t = y − = = = .
y−2 y−2 y−2 y−2
Hence, the required unique solution is
s 2(x − y) y 2 − 2x 4x − 4y + y 2 − 2x 2x − 4y + y 2
z =t+ = + = = .
2 y−2 2(y − 2) 2(y − 2) 2(y − 2)

∂z ∂z
Example 2: Solve the Cauchy problem for 2 +y = z for the initial data curve C : x0 = s, y0 =
∂x ∂y
s2 , z0 = s, 1 ≤ s ≤ 2.
Solution: Observe that,
dx0 dy0
· Q(s) − · P (s) = 1 · s2 − 2s · 2 = s2 − 4s ̸= 0 for 1 ≤ s ≤ 2.
ds ds
Hence, the given PDE has a unique solution. The corresponding characteristic equations are given by
dx dy dz
= 2, = y, =z
dt dt dt
Integrating

x = 2t + c1 , log y = t + log c2 =⇒ y = c2 et , log z = t + log c3 =⇒ z = c3 et

Using initial conditions

s = c1 , s2 = c2 , s = c3
Thus,
x = 2t + s, y = s2 e t , z = set
Solving for s and t, we get
y 1 1 y
s= , t = (x − s) =⇒ t = (x − ),
z 2 2 z
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Hence, the required unique solution is
y 1 (x−y/z)
· e2
z= .
z
Example 3: Discuss the existence of integral surface of

2p + 3q + 8z = 0

which contains the curve

(i) Γ : z = 1 − 3x in x-z plane,

(ii) Γ : z = x2 on the line 2y = 1 + 3x,

(iii) Γ : z = e−4x on the line 2y = 3x.

Solution: We solve the PDE using the method of characteristics. Verification of the condition for unique
solution is left for students. The given PDE is
∂z ∂z
2 +3 = −8z
∂x ∂y
The Lagrange’s auxiliary equations are
dx dy dz
= =
2 3 −8z
First Characteristic Integral
dx dy
= =⇒ 3dx = 2dy =⇒ 3x − 2y = C1 =⇒ 2y − 3x = C1
2 3
Second Characteristic Integral
dx dz dz
= =⇒ = −4 dx =⇒ ln z = −4x + ln C3 =⇒ z = e−4x C3
2 −8z z
Thus the general integral surface is given by
z
C3 = G(C1 ) =⇒ = G(2y − 3x) =⇒ z = e−4x G(2y − 3x)
e−4x
where G is an arbitrary function.

(i) If Γ lies on integral surface, then

4s
1 − 3x = e−4x G(0 − 3x), so G(s) = (1 + s)e− 3 (let the new variable s = −3x)

So integral surface is unique

4
z = e−4x (1 + 2y − 3x)e− 3 (2y−3x)

(ii) If Γ lies on integral surface, then

x2 = e−4x G(1) =⇒ G(1) = x2 e4x (this is absurd as LHS is constant but RHS is variable)

which is not possible, so no solution of Cauchy’s problem for this initial condition.

(iii) The initial condition gives

e−4x = e−4x G(0) ⇒ G(0) = 1

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Hence, there are infinitely many choices for G(t), e.g. G(t) = cos t, et , 1 + t etc. (No unique solution)
Remark: Thus note that Cauchy’s problem can have a unique solution, no solution, or infinitely many
solutions depending on the initial data.
Example 4: Find the solution u of the Cauchy problem
zx = 1
such that the corresponding integral surface S : z = z(x, y) contains the curve
Γ : f (s) = s, g(s) = −s, h(s) = 0, s∈R

Solution: Comparing with the standard form, we have P = 1, Q = 0, and R = 1. The characteristic
equations are
dx dy dz
= 1, = 0, =1
dt dt dt
with initial conditions
x(0) = f (s) = s, y(0) = g(s) = −s, z(0) = h(s) = 0
Note that,
f ′ (s) Q(f (s), g(s), h(s)) − g ′ (s) P (f (s), g(s), h(s)) = 1 ̸= 0
Therefore, the Cauchy problem has a unique solution. Solving the characteristic equations, we obtain
x(t) = t + s, y(t) = −s, z(t) = t
Eliminating parameters t and s, we get
x = t + s, y = −s =⇒ s = −y, t=x+y
z=t =⇒ z =x+y
Thus, the desired solution is z(x, y) = x + y.
Example 5: Find an integral surface for
xp + yq = z
which passes through the curve
Γ : f (s) = s2 , g(s) = s + 1, h(s) = s.

Solution: The characteristic equations are

dx dy dz
= x, = y, =z
dt dt dt
with initial conditions
x(0) = s2 , y(0) = s + 1, z(0) = s
Solving this system, we get
x(t, s) = s2 et , y(t, s) = (s + 1)et , z(t, s) = set
Eliminating t and s
x y z
= et , = et , = et
s2 s+1 s
From the first and third equations
x z x
2
= =⇒ s =
s s z
Substitute this value of a into the second and third equations and then equate it to get
y z y z yz z2
x = x =⇒ x+z = x =⇒ = =⇒ xy = zx + z 2
z
+1 z z z
x+z x
Thus, the required integral surface is given implicitly by xy = zx + z 2 .

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