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Charpit’s method

At a Glance

Why This Chapter Matters

Charpit’s method is the standard tool for nonlinear first-order PDEs in UPSC Paper 2, appearing with a 15-mark allocation in 2016, 2017, and 2025. The technique has a fixed pipeline but demands algebraic skill at two points: identifying the clean first integral from the auxiliary ratios, and executing the final integration of dz=pdx+qdydz=p\,dx+q\,dy. The 2016 question (characteristic-strip on a parabola) and the 2025 question (separable structure leading to z3/2z^{3/2}) illustrate that the method is versatile — knowing it covers both complete-integral and integral-surface variants.

Minimum Theory

Charpit’s auxiliary equations. For a nonlinear first-order PDE F(x,y,z,p,q)=0F(x,y,z,p,q)=0 (p=zx,q=zyp=z_x,q=z_y), Charpit’s method seeks a one-parameter family compatible with F=0F=0. The auxiliary (Charpit) equations are:

dpFx+pFz=dqFy+qFz=dz(pFp+qFq)=dxFp=dyFq.\frac{dp}{F_x+pF_z}=\frac{dq}{F_y+qF_z}=\frac{dz}{-(pF_p+qF_q)}=\frac{dx}{-F_p}=\frac{dy}{-F_q}.

Any first integral f(x,y,z,p,q)=af(x,y,z,p,q)=a of this system, combined with F=0F=0, gives compatible equations p=p(x,y,z,a)p=p(x,y,z,a), q=q(x,y,z,a)q=q(x,y,z,a). Integration of dz=pdx+qdydz=p\,dx+q\,dy then yields the complete integral z=ϕ(x,y,a,b)z=\phi(x,y,a,b) containing two arbitrary constants a,ba,b.

Finding the first integral. The most productive ratio pairs are those in which the numerators are each other’s negatives after algebra, giving d(combination)=0d(\text{combination})=0. Common patterns: dp+dxdp+dx (yielding p+x=ap+x=a), d(p+x)+d(q+y)=0d(p+x)+d(q+y)=0 (yielding (p+x)+(q+y)=a(p+x)+(q+y)=a), or separable structure F=f(x,p,z)g(y,q,z)F=f(x,p,z)-g(y,q,z) (yielding f=g=af=g=a).

Characteristic-strip for complete integral. When the question asks to find the integral surface through an initial curve, the same Charpit equations are used as characteristic-strip equations; p0,q0p_0,q_0 on the initial curve are determined by the PDE and the strip condition z˙0=p0x˙0+q0y˙0\dot z_0=p_0\dot x_0+q_0\dot y_0.

Charpit's auxiliary equations for F(x,y,z,p,q)=0: compute five partials, form the five-ratio chain, identify a first integral, substitute into F=0, integrate dz=p\,dx+q\,dy to get the complete integral z=\phi(x,y,a,b).

Question Archetypes

ArchetypeRecognition
charpit-method”Find a complete integral of [nonlinear PDE]” — FF is nonlinear in p,qp,q, no initial curve specified
characteristic-strip”Determine the characteristics of [PDE] and find the integral surface through [curve]“

charpit-method (2 question(s); 2017, 2025)

Recognition Cues — The question asks for a “complete integral” of a nonlinear first-order PDE. In 2017 the PDE factors via a substitution P=p+xP=p+x, Q=q+yQ=q+y; in 2025 the PDE separates as zp2x=zq2yzp^2-x=zq^2-y.

Solution Template

  1. Write F(x,y,z,p,q)=0F(x,y,z,p,q)=0 and compute Fx,Fy,Fz,Fp,FqF_x,F_y,F_z,F_p,F_q.
  2. Write Charpit’s five-ratio chain.
  3. Identify the first integral: add ratio numerators to form an exact differential; or spot a separable xx-only vs.\ yy-only structure in FF.
  4. Combine the first integral with F=0F=0 to express pp and qq explicitly in terms of x,y,z,ax,y,z,a.
  5. Integrate dz=pdx+qdydz=p\,dx+q\,dy (check it is exact: p/y=q/x\partial p/\partial y=\partial q/\partial x).
  6. Write the complete integral z=ϕ(x,y,a,b)z=\phi(x,y,a,b) with two constants; check by substituting back.

Worked Examples

2017 Paper 2, 2017-P2-Q6a (15 marks)

Find a complete integral of 2(pq+yp+qx)+x2+y2=02(pq+yp+qx)+x^2+y^2=0.

Write F=2pq+2yp+2qx+x2+y2=0F=2pq+2yp+2qx+x^2+y^2=0. Note Fz=0F_z=0. Partials:

Fx=2q+2x,Fy=2p+2y,Fp=2q+2y,Fq=2p+2x.F_x=2q+2x,\quad F_y=2p+2y,\quad F_p=2q+2y,\quad F_q=2p+2x.

Charpit ratios (Fz=0F_z=0):

dp2(q+x)=dq2(p+y)=dx2(q+y)=dy2(p+x).\frac{dp}{2(q+x)}=\frac{dq}{2(p+y)}=\frac{dx}{-2(q+y)}=\frac{dy}{-2(p+x)}.

From the pp- and xx-ratios: dp+dxdp+dx corresponds to numerator (2(q+x))+(2(q+y))=2(xy)(2(q+x))+(- 2(q+y))=2(x-y) and from the qq- and yy-ratios: dq+dydq+dy corresponds to 2(p+y)+(2(p+x))=2(yx)2(p+y)+(-2(p+x))=2(y-x). So d(p+x)+d(q+y)=0d(p+x)+d(q+y)=0, giving

(p+x)+(q+y)=a.\boxed{(p+x)+(q+y)=a.}

Rewrite the PDE. Set P=p+xP=p+x, Q=q+yQ=q+y. Then PQ=(p+x)(q+y)=pq+py+xq+xyPQ=(p+x)(q+y)=pq+py+xq+xy, so

F=2PQ2xy+x2+y2=2PQ+(xy)2=0    PQ=12(xy)2.F=2PQ-2xy+x^2+y^2=2PQ+(x-y)^2=0\implies PQ=-\tfrac12(x-y)^2.

With P+Q=aP+Q=a and PQ=12(xy)2PQ=-\tfrac12(x-y)^2, the values P,QP,Q are roots of t2at12(xy)2=0t^2-at-\tfrac12(x-y)^2=0:

P=a+a2+2(xy)22,Q=aa2+2(xy)22.P=\frac{a+\sqrt{a^2+2(x-y)^2}}{2},\quad Q=\frac{a-\sqrt{a^2+2(x-y)^2}}{2}.

So p=Pxp=P-x, q=Qyq=Q-y. Integrate dz=pdx+qdy=(Px)dx+(Qy)dydz=p\,dx+q\,dy=(P-x)dx+(Q-y)dy:

dz=a2(dx+dy)(xdx+ydy)+a2+2(xy)22(dxdy).dz=\frac{a}{2}(dx+dy)-(x\,dx+y\,dy)+\frac{\sqrt{a^2+2(x-y)^2}}{2}(dx-dy).

Let s=xys=x-y; the radical term is 12a2+2s2ds\frac12\sqrt{a^2+2s^2}\,ds, integrating to s4a2+2s2+a242sinh1 ⁣2sa\frac{s}{4}\sqrt{a^2+2s^2}+\frac{a^2}{4\sqrt2}\sinh^{-1}\!\frac{\sqrt2\,s}{a}.

z=a2(x+y)x2+y22+xy4a2+2(xy)2+a242sinh1 ⁣2(xy)a+b\boxed{z=\frac{a}{2}(x+y)-\frac{x^2+y^2}{2}+\frac{x-y}{4}\sqrt{a^2+2(x-y)^2}+\frac{a^2}{4\sqrt{2}}\sinh^{-1}\!\frac{\sqrt{2}\,(x-y)}{a}+b}

Two arbitrary constants a,ba,b confirm this is a complete integral.


2025 Paper 2, 2025-P2-Q7a (15 marks)

Find the complete integral of z(p2q2)=xyz(p^2-q^2)=x-y.

Write F=zp2zq2x+y=0F=zp^2-zq^2-x+y=0. Partials:

Fx=1,Fy=1,Fz=p2q2,Fp=2zp,Fq=2zq.F_x=-1,\quad F_y=1,\quad F_z=p^2-q^2,\quad F_p=2zp,\quad F_q=-2zq.

Separable structure. Rewrite the PDE as

zp2x=zq2y.zp^2-x=zq^2-y.

The left side depends only on (x,p,z)(x,p,z) and the right side only on (y,q,z)(y,q,z); for this equality to hold for all x,yx,y both sides must be a constant, say aa:

zp2x=a    p=x+az,zq2y=a    q=y+az.zp^2-x=a\implies p=\sqrt{\frac{x+a}{z}},\quad zq^2-y=a\implies q=\sqrt{\frac{y+a}{z}}.

Check in the PDE: z(p2q2)=zx+azzy+az=(x+a)(y+a)=xyz(p^2-q^2)=z\cdot\frac{x+a}{z}-z\cdot\frac{y+a}{z}=(x+a)-(y+a)=x-y ✓.

Integrate dz=pdx+qdydz=p\,dx+q\,dy:

dz=x+azdx+y+azdy    zdz=x+adx+y+ady.dz=\sqrt{\frac{x+a}{z}}\,dx+\sqrt{\frac{y+a}{z}}\,dy\implies \sqrt{z}\,dz=\sqrt{x+a}\,dx+\sqrt{y+a}\,dy.

Integrating both sides:

23z3/2=23(x+a)3/2+23(y+a)3/2+23b.\frac{2}{3}z^{3/2}=\frac{2}{3}(x+a)^{3/2}+\frac{2}{3}(y+a)^{3/2}+\frac{2}{3}b.

z3/2=(x+a)3/2+(y+a)3/2+b\boxed{z^{3/2}=(x+a)^{3/2}+(y+a)^{3/2}+b}

Two arbitrary constants a,ba,b: a genuine complete integral.

Common Traps


characteristic-strip (1 question(s); 2016)

Recognition Cues — “Determine the characteristics of [F=0][F=0]” paired with “find the integral surface through [curve]”. The initial curve is given as an equation in x,y,zx,y,z (here a parabola).

Solution Template

  1. Write F=0F=0; compute Fp,Fq,Fx,Fy,FzF_p,F_q,F_x,F_y,F_z.
  2. The strip equations: x˙=Fp\dot x=F_p, y˙=Fq\dot y=F_q, z˙=px˙+qy˙\dot z=p\dot x+q\dot y, p˙=(Fx+pFz)\dot p=-(F_x+pF_z), q˙=(Fy+qFz)\dot q=-(F_y+qF_z) (dot =d/ds=d/ds).
  3. Integrate from initial values (x0,y0,z0,p0,q0)(x_0,y_0,z_0,p_0,q_0).
  4. Find p0,q0p_0,q_0 on the initial curve: (a) the PDE, (b) the strip condition z˙0=p0x˙0+q0y˙0\dot z_0=p_0\dot x_0+q_0\dot y_0.
  5. Substitute; eliminate the two parameters to express zz in terms of x,yx,y.

Worked Example

2016 Paper 2, 2016-P2-Q6a (15 marks)

Determine the characteristics of z=p2q2z=p^2-q^2 and find the integral surface through 4z+x2=04z+x^2=0, y=0y=0.

Write F=p2q2z=0F=p^2-q^2-z=0. Partials: Fp=2pF_p=2p, Fq=2qF_q=-2q, Fz=1F_z=-1, Fx=Fy=0F_x=F_y=0.

Strip equations:

x˙=2p,y˙=2q,z˙=2p22q2=2z,p˙=p,q˙=q.\dot x=2p,\quad \dot y=-2q,\quad \dot z=2p^2-2q^2=2z,\quad \dot p=p,\quad \dot q=q.

Integrate: p=p0esp=p_0 e^s, q=q0esq=q_0 e^s, z=z0e2sz=z_0 e^{2s},

x=x0+2p0(es1),y=y02q0(es1).x=x_0+2p_0(e^s-1),\quad y=y_0-2q_0(e^s-1).

The characteristics are parametric curves (x0+2p0(es1),  y02q0(es1),  z0e2s)(x_0+2p_0(e^s-1),\;y_0-2q_0(e^s-1),\;z_0 e^{2s}); their projections onto the xyxy-plane are straight lines with direction (p0,q0)(p_0,-q_0).

Initial data on the parabola 4z+x2=04z+x^2=0, y=0y=0. Parametrise: x0=tx_0=t, y0=0y_0=0, z0=t2/4z_0=-t^2/4.

Strip condition on y=0y=0 (so dy0=0dy_0=0): z˙0=p0x˙0t/2=p01\dot z_0=p_0\dot x_0 \Rightarrow -t/2=p_0\cdot1, so p0=t/2p_0=-t/2.

PDE: p02q02=z0t2/4q02=t2/4q02=t2/2p_0^2-q_0^2=z_0 \Rightarrow t^2/4-q_0^2=-t^2/4 \Rightarrow q_0^2=t^2/2, so q0=t/2q_0=t/\sqrt{2}.

Integrate and eliminate. With these initial values:

x=t(2es),y=2t(es1),z=t24e2s.x=t(2-e^s),\quad y=-\sqrt{2}\,t(e^s-1),\quad z=-\tfrac{t^2}{4}e^{2s}.

From y=2t(es1)y=-\sqrt{2}\,t(e^s-1): tes=t+y/2(1)te^s=t+y/\sqrt{2}\cdot(-1)… simplifying: note x=t(2es)=2ttesx=t(2-e^s)=2t-te^s and y=2t(1es)=2(test)y=\sqrt{2}\,t(1-e^s)=-\sqrt{2}(te^s-t), so tes=ty/2te^s=t-y/\sqrt{2} and x=2t(ty/2)=t+y/2x=2t-(t-y/\sqrt{2})=t+y/\sqrt{2}.

Thus t=xy/2t=x-y/\sqrt{2} and tes=xy/2(y/2)=x2yte^s=x-y/\sqrt{2}-(y/\sqrt{2})=x-\sqrt{2}\,y. Then

z=(tes)24=(x2y)24.z=-\tfrac{(te^s)^2}{4}=-\tfrac{(x-\sqrt{2}\,y)^2}{4}.

z=14(x2y)2,i.e.4z+(x2y)2=0\boxed{z=-\frac{1}{4}(x-\sqrt{2}\,y)^2,\quad\text{i.e.}\quad 4z+(x-\sqrt{2}\,y)^2=0}

This is a parabolic cylinder; at y=0y=0, 4z+x2=04z+x^2=0 ✓.

Common Traps


Marks-Aware Writing

15-mark questions (all three appearances). A full-marks response must show: (1) FF and all five partial derivatives written explicitly; (2) the Charpit ratio chain; (3) the first integral or separable split derived with algebra visible; (4) the expressions for pp and qq substituted into dz=pdx+qdydz=p\,dx+q\,dy; (5) the integration (including the sinh1\sinh^{-1} in 2017 or the 23z3/2\frac{2}{3}z^{3/2} in 2025); and (6) the complete integral boxed with the statement “two arbitrary constants a,ba,b”.

For the characteristic-strip question (2016), additionally state the nature of the characteristics (“parametric curves …, projecting as straight lines”) before moving to the initial data step.

Practice Set

YearPaper/QMarksHint
2025P2-Q8a15Characteristic-strip on p2+q2=2p^2+q^2=2; see P2-PD-03 for the full solution.

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