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Differential and Integral Equation




                    Notes          The Charpit method of solving this equation is as follows:
                                   Charpit s Method


                                   Here in addition to equation (1), another equation involving the same variables, is sought i.e.
                                                                f (x, y, z, p, q) = 0                      ... (2)
                                   With the help of equations (2) and (1), we solve for p and q and then substitute p and q in the
                                   equation

                                                                         dz = p dx + q dy                  ... (3)
                                   Clearly the integral of (3) will satisfy the given equation for the values of p and q derived from
                                   it are the same as the values of p and q in (1). Now differentiating (1) and (2) w.r.t. x and y, we get

                                                     F   F z   F  p   F  q
                                                                           = 0
                                                     x   z x    p x   q x
                                                      f   f  z  f  p  f  q
                                                                           = 0
                                                      x   z x   p x   q x
                                                   F   F   z  F   p  F   q
                                                         .      .      .   = 0
                                                   y    z  y  p   y   q  y

                                                    f   f  z   f  p   f  q
                                                         .      .      .   = 0
                                                    y   z  y   p  y   q  y
                                   Eliminating  p/ x from the first pair and  q/ y from the second pair, we have

                                        F  f   F  f    z  F  f   F  f    q  F  f   F  f
                                          .      .          .     .           .     .     = 0              ... (4)
                                         x  p  p  x    x  z  p   p  z    x  q  p   p  q

                                         F  f   F  f   z  F   f  F  f    p  F  f   F  f
                                          .      .          .      .          .     .     = 0              ... (5)
                                         y  q   q  y   y   z  q  q  p    y  p  q   q  p

                                             q    2 z  p
                                   Now since
                                             x   x y   y

                                   and  z/ x = p,  z/ y = q,
                                   adding (4) and (5) and rearranging,

                                    f  F     F   f   F    F    f    F    F      F  f     F   f
                                          p             q         p    q                       = 0         ... (6)
                                    p  x     z   y   q    z    z    p    q      p  x     q  y

                                                     p      q
                                   The terms involving    and    cancel.
                                                     y      x
                                   Now (6) is a linear equation of the first order, which the function f must satisfy and its integrals
                                   are integrals of

                                              dp        dq        dz        dx      dy       df
                                                                                          =    .           ... (7)
                                             F    F   F    F     F    F     F / p   F  / q   0
                                               p         q     p    q
                                             x    z   y    z      p    q


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