Subjects partial differential equations

Lagrange Pde

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Lagrange Pde


1. **Stating the problem:** We want to solve the partial differential equation (PDE) given by $$z = px + qy + \sqrt{1 + p^2 + q^2}$$ where $p = \frac{\partial z}{\partial x}$ and $q = \frac{\partial z}{\partial y}$ using Lagrange's method. 2. **Recall Lagrange's method:** For a first-order PDE of the form $$F(x,y,z,p,q) = 0,$$ Lagrange's system is given by the characteristic equations: $$\frac{dx}{F_p} = \frac{dy}{F_q} = \frac{dz}{pF_p + qF_q}$$ where $F_p = \frac{\partial F}{\partial p}$ and $F_q = \frac{\partial F}{\partial q}$. 3. **Rewrite the PDE:** Define $$F = z - px - qy - \sqrt{1 + p^2 + q^2} = 0.$$ 4. **Compute partial derivatives:** $$F_p = -x - \frac{p}{\sqrt{1 + p^2 + q^2}}, \quad F_q = -y - \frac{q}{\sqrt{1 + p^2 + q^2}}.$$ 5. **Set up Lagrange's system:** $$\frac{dx}{F_p} = \frac{dy}{F_q} = \frac{dz}{pF_p + qF_q}.$$ Substitute $F_p$ and $F_q$: $$\frac{dx}{-x - \frac{p}{\sqrt{1 + p^2 + q^2}}} = \frac{dy}{-y - \frac{q}{\sqrt{1 + p^2 + q^2}}} = \frac{dz}{p\left(-x - \frac{p}{\sqrt{1 + p^2 + q^2}}\right) + q\left(-y - \frac{q}{\sqrt{1 + p^2 + q^2}}\right)}.$$ 6. **Simplify the denominator of $dz$ term:** $$pF_p + qF_q = -px - qy - \frac{p^2 + q^2}{\sqrt{1 + p^2 + q^2}}.$$ 7. **Interpretation:** The system is complicated due to the square root term. However, the PDE resembles the eikonal equation form, and the solution can be approached by considering the characteristic curves defined by the system above. 8. **Summary:** The solution involves solving the characteristic system: $$\frac{dx}{-x - \frac{p}{\sqrt{1 + p^2 + q^2}}} = \frac{dy}{-y - \frac{q}{\sqrt{1 + p^2 + q^2}}} = \frac{dz}{-px - qy - \frac{p^2 + q^2}{\sqrt{1 + p^2 + q^2}}}.$$ This system can be solved by integrating along these characteristic curves to find $z(x,y)$. **Final answer:** The PDE is solved by applying Lagrange's method to the characteristic system above, which encodes the solution implicitly.