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Equations of first order of partial differential equation

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  Equations of first order [ edit ] Main article:  First-order partial differential equation Linear and nonlinear equations [ edit ] Linear equations [ edit ] A PDE is called  linear  if it is linear in the unknown and its derivatives. For example, for a function  u  of  x  and  y , a second order linear PDE is of the form � 1 ( � , � ) � � � + � 2 ( � , � ) � � � + � 3 ( � , � ) � � � + � 4 ( � , � ) � � � + � 5 ( � , � ) � � + � 6 ( � , � ) � � + � 7 ( � , � ) � = � ( � , � ) where  a i  and  f  are functions of the independent variables only. (Often the mixed-partial derivatives  u xy  and  u yx  will be equated, but this is not required for the discussion of linearity.) If the  a i  are constants (independent of  x  and  y ) then the PDE is called  linear with constant coefficients . If  f  is zero everywhere then the linear PDE is  homogeneous , otherwis...