28-06-2024

Problem: Let $p = \frac{\partial z}{\partial x} $ and $q = \frac{\partial z}{\partial y} $. Show that the equations \begin{align*} xp - yq = x \text{ and } x^2p + q = xz, \end{align*} are compatible.
Solution: We recall that two PDEs \begin{align*} f(x,y,z, p,q) = 0 \text{ and } g(x,y,z,p,q) = 0 \end{align*} are said to be compatibleif they have a common solution. We have the following necessary and sufficient condition for compatibility.
Two PDEs \begin{align*} f(x,y,z, p,q) = 0 \text{ and } g(x,y,z,p,q) = 0 \end{align*} will be compatible if and only if \[ J = \frac{\partial (f,g)}{\partial (p,q)} \neq 0 \text{ and } [f,g] = 0, \] where \[ [f,g] = \frac{\partial (f,g)}{\partial (x,p)} + p \frac{\partial (f,g)}{\partial (z,p)} + \frac{\partial (f,g)}{\partial (y,q)} + q \frac{\partial (f,g)}{\partial (z,q)} . \]

Let \begin{align} f(x,y,z,p,q) & = xp - yq - x = 0 \label{eq:28June2024-1} \\ g(x,y,z,p,q) & = x^2 p + q - xz = 0 \label{eq:28June2024-2}. \end{align} So, \begin{align*} \frac{\partial (f,g)}{\partial (x,p)} & = \begin{vmatrix} \frac{\partial f}{\partial x} & \frac{\partial f}{\partial p} \\[2ex] \frac{\partial g}{\partial x} & \frac{\partial g}{\partial p} \end{vmatrix} \\ & = \begin{vmatrix} p - 1 & x \\ 2xp - z & x^2 \\ \end{vmatrix} \\ & = (p-1)x^2 - x(2xp - z). \end{align*}

Similarly, we can compute \begin{align*} \frac{\partial (f,g)}{\partial (z,p)} = x^2, \quad \frac{\partial (f,g)}{\partial (y,q)} = -q \quad \text{ and } \frac{\partial (f,g)}{\partial (z,q)} = -xy. \end{align*} Therefore, \begin{align*} [f,g] & = \frac{\partial (f,g)}{\partial (x,p)} + p \frac{\partial (f,g)}{\partial (z,p)} + \frac{\partial (f,g)}{\partial (y,q)} + q \frac{\partial (f,g)}{\partial (z,q)} \\ & = (p-1)x^2 - x(2xp - z) + px^2 - q - qxy \\ & = x^2 p - x^2 - 2x^2 p + xz + x^2p - q - qxy \\ & = x(xp - yq - x) - (x^2p + q - xz) \\ & = 0 \quad (\text{ from \eqref{eq:28June2024-1} and \eqref{eq:28June2024-2}}). \end{align*} Hence, \eqref{eq:28June2024-1} and \eqref{eq:28June2024-2} are compatible.