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In this work, we establish the exact solutions of some mathematical physics models. The first integral method (FIM) is extended to find the explicit exact solutions of high-dimensional nonlinear partial differential equations (PDEs). The considered models are: the space-time modified regularized long wave (mRLW) equation, the (1+2) dimensional space-time potential Kadomtsev Petviashvili (pKP) equation and the (1+2) dimensional space-time coupled dispersive long wave (DLW) system. FIM is a powerful mathematical tool that can be used to obtain the exact solutions of many non-linear PDEs.