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Introduction to
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PARTIAT DIFFERENTIA EquATr0Ns
CONTENTS
Preface
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0. Partial Differential Equationsof First Order
I Surfacesand Normals 2 w,6.3 Curves and their Tangents 4 Formation of Partial Differential Equation 6 wg4 Solution of Partial Differential Equationsof First Order ,10 09 Integral SurfacesPassingthrough a Given Curve ,{Z \9.7 The Cauchy Problem for First Order Equations 20 '0.9 SurfacesOrthogonalto a Given Systemof Surfaces 21 First Order Nonlinear Equations 22 0.9.1 Cauchy Method of Characteristics 2.1 \y.1,0 CompatibleSystemsof First Order Equations 30 Charpit's Method 34 0.ll.l Special Tlpes of First Order Equations 38
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0 . 1 Introduction
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Exercises 43
1. Fundamental Concepts
1.1 Introduction 47 ''./2 Classificationof SecondOrder PDE 47 Canonical Forms 48 14 1.3.1 CanonicalForm for Hyperbolic Equation 49 1.3.2 CanonicalForm for Parabolic Equation 51 1.3.3 CanonicalForm for Elliptic Equation 53 Adjoint Operators 62 I .4 I .5 Riemann's Method 64
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Exerckes 77
2. Elliptic Differential Equations
'.4.t . 2.2 .,tl C/ Occunence the Laplace of and Poisson Equations 79 2.1.1 Derivation Laplace of Equation 79 2.1.2 Derivation Poisson of Equation 8/ (BVPs) :82 BotndaryValueProblems Mathematical SomeImportant Tools 82 Properties Harmonic of Functions 84 2.4.1 The Spherical Mean 85 v
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CoNTENTS
2.4.2 Mean ValueTheoremfor HarmonicFunctions g6 MaximumMinimumprinciple and Consequences gZ ,2.4.3 Separationof Variables 9l 4 Dirichlet Problem for a Rectangle 94 ,;tK The NeumannProblemfor a Rectanple 92 Z1 InteriorDirichlerProblemfor a CircL 9g ZA Exterior Dirichler Problem for a Circle 102 _29 .f l0 lnterior NeumannProblem for a Circle 106 ._V1,1 Solutionof LaplaceEquationin CylindricalCoordinates /0g 91 2 Solutionof LaplaceEquationin Spherical Coordinates 1/J Examples /22 ,2. l3 Miscelianeous Exercises I44
3. Parabolic Differential Equations
3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8 1.9 Occurrenceof the Diffusion Equation 147 Boundary Conditions 149 Elementary Solutionsof the Diffusion Equarion 150 Dirac Delta Function /54 Separation Variables of Method /j9 Solutionof Diffusion Equationin CylindricalCoordinares 121 Solutionof Diffusion Equationin Spherical Coordinares _124 MaximumMinimumPrincipleand Consequences1Zl M i s c e l l a n e o u sx a m p l e s / 2 9 E Exercises I86
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4. Hyperbolic Differential Equations
4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 4.9 4.10 4.ll 4.12 4.13 Occurrence the Wave Equation 1g9 of Derivationof Onedimensional Wave Equation /g9 solution of onedimensional wave Equationby canonicalReduction /92 The Initial ValueProblem;D'Alembert'sSolution 196 Vibrating SrringVadables Separable Solution 200 ForcedVibrationsSolutionof Non_homogeneous Equation ?0g Boundaryand Initial Value problemfor Twodimensional Wave Equarions*Merhodof Eigenfunction 2I0 PeriodicSolutionof Onedimensional Wave Equationin Cylindrical Coordinates 213 PeriodicSolutionof onedimensional polar wave Equarionin Sphericar Coordinares 21J Vibrationof a CircularMembrane 2/Z Uniqueness the Solutionfor the Wave Equation 2/9 of Duhamel'sPrinciple 220 Miscellaneous Examples 222 Exercises 230
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5. Green's Function
t., 5.2 5.3 5.4 5.5 5.6
CoNTENTS
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l n r r o d u c r i o nz J J Green'sFunctionfor LaplaceEquation 239 The Methods of Images 245 The Eigenfuncrion Method 2jZ Green's Function for the Wave Equation_Helmholtz Theorcm 254 Green'sFunctionfor the Diffusion Equation 259 Exercises 263 Methods Z6SJ1
6. Laplace Transform 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.ll 6.12 6.13
Introducrion 265 Transformof Some ElementaryFunctions 26g Propeniesof LaplaceTransform 270 Transform of a Periodic Function 228 Transformof Error Function 280 Transform of Bessel'sFunction 28J Transform of Dirac Delta Function 2g5 InverseTransform 285 Convolution Theorem (Faltung Theorem) 292 Transform of Unit Step Function 296 Complex Inversion Formula (MellinFourier Integral) 299 Solution of Ordinary Differential Equations 302 Solutionof PartialDifferenrialEquations 302 6.13.1 Solurionof Diffusion Equarion 308 6.13.2 Solutionof Wave Equarion j13 6.14 Miscellaneous Examples 321 Exercises 329
7. Fourier Transform Methods
7.1 7.2 Introduction 333 Foti,er Integral Representations tj.t 7.2.1 Fourier Integral Theorem 335 7.2.2 Sine and Cosine Integral Representationsjjg Fourier TransformPairs 139 Transform of ElementaryFunctions 340 Properties Fourier Trasnform i4j of Convolution Theorem (Faltung Theorem) i56 Parseval's Relation t58 Transform of Dirac Delta Function 3i9 Multiple Fourier Transforms .li9 Finite FourierTransforms 360 7.10.1Finite Sine Transform i61 7.10.2Finire CosineTransform 362
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7.3 7.4 7.5 7.6 7.7 7.8 7.9 7.10
14 Miscellaneous Exercises 384 Ansversand Keysto Eterches Bibliagaphy Index 388423 425 427430 .12 Solutionof Wave Equation 367 7.CONTENTS 7.ll Solutionof DiffusionEquation 363 7.13 Solutionof LaplaceEquation 371 Examples J73 7.
which arise in many physica situations. Dirichletand Neumann the boundary valueprtblemsare solvedusingvariable separable method in cartesian. over several years. the chapterpresentsproblemslike vibrating string.the maximumminimumprinciple is discussed. various properties of the transform and inverse transformare describedand detailedproofs are given.shows the uniqueness the solutions. For. to the postgraduate ry studentsof Applied Mathematicsat Anna university.chapter 5 introduces the basic conceptsin the construction of Green's function for various boundary value problems using the eigenfunction method and the method of images. the study of partial differential equationshas becomeessential.namely.cylindrical and sphericalcoordinatesystems. This book on Partial Differential Equationsis the outcome of a seriesof lecturesdelivered me.chapter 3 is devoted to a discussionon the solution of boundary value problemsdescribingthe parabolicor diffusion equation in various coordinate systems using the variables separablemethod.chapter 4 provides a detailed study of the wave equation representingthe hyperbolic partial differential equation. In chapter I. The concept of adjoint operatorsis introduced and illustrated through examples.and their applicationsto diffusion. the Laplace transform methodsare applied to solve severalinitial value. miscellaneous examples are given in . the theory of Fourier transformis discussed detail.and of illustrates Duhamel'sprinciple. fact. wave and Laolace equationshave been analvzed The text is inr. Besides. Further.the heat conductionequationand the wave equation In have been derived by taking inro account certain physical problems. Finite Fourier transformsare also in introduced. and electromagnetics.Finally in Chapter7.aerodynamics of :lasticity. the classificationof secondorder partial differential equations. chapter 6 on Laplace transform method is selfcontainedsince the subject matter has been developed from the basic definition. and the concept of Dirac delta function is introduced along with a few properties.engineeringand technology :rday. chapter 2 deals with elliptic differential equations. knowledge of finding solutions to partial differentia the :quationsis absolutely necessary. boundary value and initial boundary value problems.and their canonical forms are given. the variables separablemethod. and gives D'Alembert'ssolution. more than ever before.and Riemann's method of solving cauchy's problem described. basic mathematicaltools as well as various DroDerties harmonic functions are of discussed. integral transform techniques and Green's function approach.PREFACE '\'ith the remarkableadvancesmade in various branchesof science. partial differential equationsof first order are dealt with.: have an indepth understanding subjectslike fluid dynamics and heat transfer. besidespresentingthe convolution theorem and complex inversion formula.so as to solve various boundary value problems involving parabolic. waves.and periodic solutions of wave equation.erspersed solvedexamplesl with also. Elementar solutionsare also given. Further. The book has been organizedin a logical order and the topics are discussed a systemati in manner In chapter 0. In addition. chennai. Also.elliptic and hyperbolicpartial differenrialequations. the Laplaceequation. :. It is written mainly to acquaint the reader with various wellknown :nathematical techniques. vibration of a circular membrane.
OZ ox s= d7 dy (0. is an equationof the iorm o(r r.yrt. also called dependent viriable. ( i i ) W h e nz = f ( x . in Q shouldsatisfythe following two conditions: ( i ) F o r e v e r y( x .and arso x.if tr.i t s h o u l d n r e d u c e o a n i d e n r i t yn x . " . y .(. z) y.CHAPTER O PARTIAL DIFFERENTIAL EQUATIONSOF FIRST ORDER :.. zt+ = R\x. t h e p o i n t( r . (03) we classifythe PDE of first order depending upon the form of the functionF. y.dent on e variabres I. ox dy S. ).1 INTRODUCTION ::rial differential equations offirst orderoccurin manypractical situatrons suchas Brownian motion r:3 theofy of stochastic processes. q ) i s i n t h e d o m a i no f t h e f u n c t i o nF . on the dependent variablez.. Similarly.utron .rr. andR depend the indepe. y) e Q. radioactive disintigration.. :rDulation growth and in many problemsdealing wiih telephonetraffic.an equationof the form .and one unknownz. ztli + Qtx. their study is essential understand to the natu :: solutions and forms a guide to find the solutions hijher order partial of differentiar equation A first orderpartialdifferentiar equation (usually denoted pDE) in two independent by variabre . ( 0 .1) can be written in symbolicform as F t x . (0 . q ) = 0 .. 1 ) . p . z .2 Equation(0.1) in somedomain O of IR2 is a function z = f(x.:.y . y ) i s s u b s t i t u t eid t o E q . A solutionof Eq. 4 ) is a quasilinear PDE of first order. y) definedand is of C.*)=o \ dx dy) (0.ederivatives dz/dx and dzr0y trtatappear the function in Eare Iihear'while the coefficients p. y.r.noise in communi. traffic flow along a . ) t I n r r o d u c i ntg e n o l a t i o n h P=^. y f o r t i all (x.. In fact. y ) e O . An equation of the form P1x. (0. p .ghwayand gas dynamicsand so on.
s.zi=(. variousmethods finding the solutions the first order pDEs. l t t := d \ r . An equationof the fonn a l x . . x 1 +Y. s. z) = F(xo.= 0 ox oy is a quasilinear of first order. PDE (iv) I . ox dy (0. An equationwhich x doesnot fit into any of the abovecategories called nonlinear.8 ) is a surfacein o for someconstant This surface c. .Z /. 2.a. dz dz ) ltt) x 1 +Y a =zox oy is an almost linear PDE of first order. (0e) .l ?l =t l+ ) \dx \dy ) is a nonlinearPDE of first order.if the coefficients and o are functionsof the independent variables only.z) is a function the in class C'(O).\z AND NORMALS 0. y." . .l \ox oy (ap aF aF\ dz ) (0.2 SURFACES in LetO be a domain threedimensional IRr andsuppose space F(x. satisfying set of the equation F(x. =nz ox oy is a linear PDE of first order. zs). z) in Q. .16. y6.y. 0z dz \t. y. z) y.y t d + b l x . lf (. z) = ( (0. . i . coefficients b. we shall Beforediscussing for of some of the basic definitionsand concepts review neededfrom calculus. then by taking F(x6.y\f = R(x.s) p is calledalmost linear PDE of first order. y6. then the vector valued function grad F can be wrrrten as . is For example. 6 ) is cafleda finearPDE of first order. z6) is a given point in Q.7) If we assume that the partial derivatives F do not vanishsirnultaneously any point then the of at points (x. we get an equationbf the form F(x. Ptx.INTRODUCTION PARTIALDIFFERENTIAL TO EQUATIONS ). ( i i i )P { z ) = + .? s" (0 . c and d dependonly on the independent variables and y. ^ g r a of = l .y \ f i + c t x . y. denotedby s6 is calleda level surface ofF. ytl + Qtx. dzldy andz.if the functionF is linear in 0zl0x. while the a.y.
and z=rcos0 rro. + 0) o ' (r+0") t+0' both representthe same surfacex2 + y2 + z2 = 12 which is a sphere.r.13 F.v).g). (0.= :::T. y). x.Now. Here. 2=fi(u.10) always lie on a fixed surface. ry point (x. and the third relation of Eq. Jr and z.0F.10 llere for every pair of valuesof a and v. which can be seen in the following example: The parametric equations r=rsrndcosd.14) dF .. ( 0 . the first two equationsof (0. can be exDressed functions as ofr and y like Thus. every point in spaceneed not correspondto a peir u and v.v) (0. if it is possibleto solve Eq. y= f2Qt. .. which represetts r point in space.9) represent a . y) Then (0.10) givesthe ralue of z in the form z = fift(x.=f(x.Q 1 .a functional relation betweenthe coordinates y andz as in Eq.r and. Eq.10) are also called paranetric equationsof a surface. it may be noted that.dz dx +={l dF 0y dF dz 0z 0y from which we get 0z dFldx dF . r and v are obtainedoncex and y are known. z) obtained from Eq. o \u.) " r n.v).zo). y). (0. y=rsinAsind. But. The value of grad F is a vector.y.PARTIAL DIFFERENTIAL EQUATIONS FIRSTORDER OF 3 rlich represents surfacein f).tx df ldz dx . v) u = f.(x.= .l 1 ) len.r= . Toanswer G qnestion. oeparaneter family of surface in o.o ' ") " e .Equations (0. " = .(usiue 0.However. If the equation of the surface is of the form z = f(x.y)z=0. if the Jacobian u!{'r" *.14) . we will have three numbers. we obtain Differentiating to =f (0.y)l (0. ( 1 . . passingthrough the point (r0. = r Q .where r is a constant. v = p(x.r and y.10) can be solved and z and y.p(x. one may ask.J0. ^ : = dx . of course. y). Hence.8) for z in terms of . (0.dzv .It may be noted that the parametricequation of a srface need not be unique. normal to the level rrfrce. (0. (0.12 This is. y. partiallywith respect . let us consider a set of relations of the fomr a=fr(u.
r x s ._ l + ( l . Anotherway of describing curve in threedimensional a spaceIRI is by using rhe fact that t h e i n t e r s e c l i oo f t w o s u r f a c e s i v e sr i s e l o a c u r v e .r o ) l l . direction the cosines the normal the surface a point(x.t" at a point (rp.l e ) This nonvanishing vecroris tangenr the curve C at the poinr (x. 8) r where = (r. y6. y. n g Let and \(x. z) or at ro [J. l o .o r l = 0{. In component form. s Ld: 0.l 7 ) where 1is some interval on the real axis. y=f2G). y.=q dv d_ Hence. /. In other words. (0.0 . t b r Lax ) .4 or INTRODUCTION PARTIAL TO D]FFERENTIAL EOUATIONS o" dx we Similarly. ( 0 . nor empty.15) Now.is alwaysa curve.(1). f20. z 6 ) l + r r .x 0 ) a F( x 0 . hO] andthefuncrions i to fr. z6) as ' and :1 )E =_l ll . (0. Eq.d i m e n s i o ns p a c eI R I c a n b e d e s c r i b e dn t e r m s o f p a r a m e t r i c o u a t i o n s al i e Suppose denotes positionvectorof a point on a curvec. obtain dl. z) = Crl (0. providedgrad F. returningto the level surfacegiven by Eq. it is easy to write the equationof the tangent plane to the surface . then the vectorequation C mav i the ol b e w r i h e na s v=Fltl t^r lcI ( 0 . f2().the intersection surfices siven of b 1 E q .O.lar J lar l ( x . 2 0 )i s a c u r v e i f . and grad ir F: are not collinearat any poinr of ct in IRj. f](t)) of the curve C.. Their intersecrion.y. z) are givenas of to at (0.3 CURVES AND THEIR TANGENTS A c u r v e i n t h r e e . assume we that W'ryT)*.20 ) \ are two surfaces.l. z) andF(t) =[fi(t). y 6 .g)..17) can be written as x=I(1). = n .. y. f2 and/3 betongs C.0'o'0. z) = C1  F2@.r s t l f r 1 6 . zIo ) . Further. y n". z=fr(t\ (0. ( 0 .
2 iere.S2at the point p(x6.z()) is ( x .2 !:nilarly.yx. :) is ( dx dv d:\ \a'a'i )={"n t ' c o s ll') ' .x o ) i + ( y. dGldx.The equationof the tangentline z to the curue c at (xo.24) as (x. For various values C1 andC2.1. yo. are evaluatedat p(xx. (xxs) (y. y. oxdydz (0.z ==l).n a.ro) AFAG aF E _ (y.c1 andc2 arereferr 15parameters this family.nl2) ro the helix described the equation by x=cost.d'aea' a@.2 Lao. a. The tangent vector to the helix at (r.q=Ztr.+\z . G(x. z) + (0.Thus. etad 4Q. The intersectionr :Fse two tangent planes is the tangent line I at P to the curve C.Eq. )F )F )F =0 (0.2 :.z)xglad F2@.etc.2 6 . y) 'l}rerefore.yi \zzo) aG (0.x) 0 (r.gl 0 (y.92.yn)^. z) = 0l (0.) 0 (2. q 1 (0.if we havetwo surfaces of denoted s] and52 whose by equatio r: in the form rJ F ( xy .0) (0.23) and (0.1 Findlhe tangentvector at (0. (0. G )d ( F . y. E n. Solution r y=sin . the equationof the tangentplaneto..a.26) is dG aG . the partial derivatives dFllx.r\l aor illustration. z=t. . + ( z . the directioncosines I are proportional of to (0.aG (.2 e@a=a(F. (0.0. a" drE a. .zs).2 EX4MPLE 0. s' is obtaine "i ::r'm Eqs. Here.x x0)=. the equationof the tangentplaneto.y.yo\ (zzol _ AFAI aF ay ar. which is the int3rsection( ::e surfaces and .2)eQ.y.2 l::en. ys. c 7a @ . us considerthe following examples: let l a 1 r .:* every@.y6.+ (/ .y o t .z ) = o l .Sl at a point p(xs.20)desuibes of different curv ::r€ totalityofthesecurves calleda two parameter is familyof curves. 1€1in lR'.PARTIALDIFFERENTIAL EOUATIONS FIRSTORDER OF y.
2tJ14.3tJ:.z) = Y2+Y2+t2 l=0 G ( x Y . 2lJA.Lay+Es I )=u (0.64 z+3ktl4 0.(#) z+3/Jl4 x rilta vzlJu .28)partiallywith respect r andl. Let F be an arbitraryfunctionof z of andv of the form F(u.la.1.*yt l=' and 0Fl0u d" 1 arlA.Ji?l xrtJ14 y2/. EQUATIoNS we observe that the point (0. For.(0. Solation The spacecircle is described as F(x. 4lJw can be wrirten . Recalling (0.' yr y a.7t 6 nnnoDUcTIoN To PARTTAL DIFFERENTIAI.v)=6 (0. to get to ELa. of planeat (l(i4. y and z.l"\7\ .1+") .tr/2) corresponds t = ttl2.d.fz) \J'4. At this point (0.0.l).1. we differentiate by the Eq. to EXAMPLE 0.25).the equation rhe tangent Eq. l.2 Find the equation the tangent of line to the spacecircle f + y 2 + 2 2= 1 .n/2).(#).Y.4). l arlau dvf a"Lar*Eq d.28) we can form a differentialequation eliminating arbitraryfunctionF. the tangent to vector the givenhelix is (1."h.4 FORMATIONOF PARTIAL DIFFERENTTAL EQUATION u Suppose andy are any two given functions x.[t).30) . x + y + z = o at thepoint (1/Jt4. a" 1 ^ (0.2e) drldu.z )= s a Y a 2 = g .
spect to (xil).o dv + dy d2 ..: formation of PDE. /' indicates derivative of /with :.+ .1ich simpliltesto Pa o A " q a e $ = a l r .= f"(x+it)+ s"trit).o 0u + d).3 Form the PDE by eliminating the arbitrary function from (t) z = f (x + it) + g(r .\)' " ^ O\u. : = if ' (x + it) . dz dv . *2 +y2 +t21=0. v ) 0 \ u .v) ae.g" rx . dxiere. 1 clt ) (r) i:om Eqs.PARTIAL DIFFERENTIAL EQUATIONS OF FIRSI' ORDER \.v\ d\x. Also. 3) I (0.30).= 1" t* * .v ) ( 0 ..tr).32) '^ d\u.y) ( 0 . we get := f ' l x + i t )+ g ' ( x i t l ox ) ". we obtain du . (1) twice partially with respectto r and .32) is called Lagrange'sPDE of first order.r) 0 1 u . EXAMPLE 0. we at once.it) lx o^. find that (4) .rv. (0. y ) fhis is a linear PDE of the t)?e PP+Qq=R. where t=J1 (1i) f(x+y+2..The following examplesillustrate the idea :. .hich is the requiredPDE. .Ddu dx dz' 0u.D0v dx dz' dv.29) and (0. Solution (i) Given z = f Qc +it) + g(x it) Differentiating Eq. '* hele d(u. 1) 3 :quation (0.v\ 00. eliminatin 0Fldu and 0Fl0v fton Eqs.it). we have dt (1) s" (2) respect to (r+tt) and g' indicates derivative of g with ).2)' ' ^ O(u.+ ..iC' . (2) and (3).\ .
frl=li tox dxl Id" ".r\ _ld* I dy Hence.. avl=lt 2vl . u = 12 + y2 + "2 Hence. obtainthe corresponding partial differeniial equation: 1i1 z=xy+ f(x2 +y2) (ii) z = f(xylz)... the required PDE is of the form pp+ where eq = R.z) ldu IE EI 0rl avl I z. EXAMPLE 0.+y') z Differentiating (l) partiallywith respect .z)q =2(y .4 Eliminate arbitrary the functionfrom the following andhence.INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS (ii) The given relation is of the form Q ( u ' v )= o ' wherc u = x + y + t.l=zf".. (Lagrangeequation) (l) lau Arl =la.=#3=1fr1".the requiredPDE is or l?! a'l +l=l' zrl=2{t') dy I dxt lt 2rl 2(z. =a^(u'') d\y. )! 1 = y + 2 x f ' \ x 2 * y r 1 =p dz ay=x+zYf'(x'+Y')=q (l) (2) (3) . Solution (r) Urven =xy+J\x.y)p +2(x . to J.a*r)=l+ p=!(r..1 .r and we obtarn Eq.x) (zy)p+(xz)q=yx...
(2) and (3) we get W)KI=y2x2.6 Find the partial differential equationof the family of planes. we get the requifed PDE as z= px+qy+pq EGMPLE 0. (l) partially witi respectto. (4) *ich is the required PDE.kytz\= oy z Etuinating /' from Eqs. ? interceptsis equal to unity. 0. w=(]v lich is the required PDE. we have xy + . Solution Given z = ax+ by + ab (4) E/IMPLE (l) Differentiating Eq. (l) with respectto r and /.(xylz) = p oxz (1) (2) (3) s + =: I.+ z .so rhala+b+c=1.. (ii) Given 2= f(ry/z) Differentiating partially Eq. :: = !f.the sum of whose ! r'. +1=l form. (l). Solution Thus. we find xpvq=o J 2. be theequation ofthe planein intercept aDc .5 Form the partial differential equation by eliminating the constantsfrom z=e+by+ab.x and / we obtain dz =a= ox p (2) (3) dz q av='= 9$stituting p and q for a and b in Eq.= l a b lab (l) Let * +1.PARTIAL DIFFERENTIALEQUATIONS FIRST ORDER OF Eininating /' from Eqs. we get ). (2) and (3).
(2) and (4).5 SOLUTIONOF PARTIALDIFFERENTTAL EOUATIONS FIRST ORDER OF In Section 0. y. I (2) (3) !=! qa (4) Also. a. (l) with respectto x and y. (2) and (3). 0. z. Px+qY2=!!. a=q/(p+q_ pq) Sirnilarly. b) = 0 (0.*P+Q_ _pq P Qz = l (6) (5)  !+l'= q p pq p+q. \s) Therefore. from Eqs.4. we have l* a and I' b From Eqs. p+qpq whichis the required PDE.34) 0) .7 IO NTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS Differentiating Eq. we have to p+ q_ pq q or x+p+q_ p pq .pq That is. we find b=pt(p+q_pq) the Substituting valuesof a and 6 from Eqs. (3) and (4). we ger pa=a+b1=a+!al q alt+Lpl=1. we get Q n tab" "' q t_"4=1 b P lab =n p lr_b=. from Eqs. (5) and (6) respectively Eq. we have observed that relations the form of F(x. (r).
g . r ?rd. dy.are independent called an integralsurface. . . Rl =ldx. 0 . z).: x .37).3 e) '. we are given that z=f(x..': the PDE (0. ox dy (0 . q ) = 9 .37).:.+ Q(x. Q. (0. P\x. Fig. Rj. any relationof the form (0. T h e r e f o r eh e d i r e c t i o n f t h e n o r m a l s g i v e n b y i = \ p .:. ::e..=(a. 3 8 ) . rhe soiutionto Eq. the total differential d: :ren by a.nply Pp+Qq=R. 3 ) 6 'r. and to lP.PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER It .3) 5 f ( x .3 ) 7 variables. q .' ::: PDE (0.w e f i n d lP. z . (0. ).i.1 Integral surlace z=f(x. we will never leavethe integralsurfaceor solutions surface. ?DE of the form (0. Q. (0.37) is a surfaceS lying in the "::.35) and is called a complete solurionor completeintegral.. dz\1 (0.we observe that the normal ii is perpendicular the directiondefinedby to : . .0.1 \ . . . =:efore. y. .3 8) ::r E q s ..y).:ise to PDE of first order of the form (0. z)"+ = R\x.*(ay dx dy (0. any integralsurfacemust be tangential a vector with components Q. t. zl y. The solutionof Eq.y. 3 7 )a n d ( 0 .y) is an integralsurface If ..l ) o r ( p .37) can be obtainedusingthe following theorem: .)space.34) containing two arbitraryconstants and 6 is a solutionof a '. Also.Then. fonsider a first order PDE of the form ). . R ) ( s e eF i g . d z l d y .( 0 .l ) . y . 1 ) .p ..:ctor/ =\P. o i :'. the normal to this surfacewill have directioncosinesproportional to : .
a0)consists a set of two independent of ordinarydifferential that equations. Recalling Eqs. have yet to show that any surface we generated the integralcurves Eq.41) cannotbe evaluated until z(r. is. . and v(x.44).  D RI IR dzl ldz dy dz ax ayl ldx ol .z)=C. we may recast them using matrix nomllon as L lax D /11 t0.12 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS pDE Theorem0.Eq. In quasiJinearcase.y.38). have we dx P (x. ln order to complete the proof of the theorem. where I'is an arbitrary function. y. z) (0.44) R(x.If Eqs.z)=(.43 ) on expandingthe determinants.G.45) satisfy (0.44)hasan equationof the form F(r.dz=du=0 ox dy dz and dv. we have Eq. ax+dy+&=dv=U.y.v\=Q. y.I The general solution ofthe linear PP+Qq=R canbe writtenin the form F(u. (0. we must have Eq. (0. z) Q@. v.(0.z)=Ct and v(x. (0. 0v dv .42). t=0 ayl (0. ox dy dz .v) = 0. andu(x. by of Let y u(x.42) must hold on the integralsurface.44). y. y.dx+=dy+. z) = C2 form a solutionof the equation dt_dy dz p(x.y.40) Proof We observe that Eq. z) (0. then.4) r which is referredto as "characferisticcrrrve".y. z) e@. (0.37) and (0. a two parameter family of curvesin space.i. du du du . (0./) is known.For the existence finite solutionsof Both the equations of (0.45) be two indeperident integrals the ordinarydifferentialequations of (0. ") R(x.. z\ (0. one such set can be written as a=. y. z) which are called auxiliary99!4j!ensfor a givenPDE. ol ll t a z D x \ ( R \ t=l I dy)\dz/dy) \dz) dv OG.
. x) d(u.v) d(x.x) 0(r. y) (0.v) d\u.4 that the relation F(u.12.37).PARTIAL DIFFERENTIALEQUATIONS FIRST ORDER OF t3 Solving these equations. dv du dv du dv 0u dv dufr dz du 0v du 0v' at at. We shall illustrate this method through following examples: EX4MPLE 0.. y ..z) d(z.vl 0(y. y . (0. $ = A. (2) . ... (0.P d(y.v't d\u.arE a. we may recall from Section0._____.46) :iow. z ) .a" a. (0. z ) = C 2 . Eq.x y q = y ( 2 .ay dr rfiich can be rewritten as . v) = g is the required solution of Eq.2 y 1 (ii) (y+zx)p(x+yz)q=7s2 .2 L+C 2 or x'+ v'=C. + q ' z) d(2.46) can be written as dx =dy _dz PQR T b e s o l u t i o n o f t h e S ee q u a t i o n sa r e k n o w n t o b e u ( x . (0.we find _.equation ' . if u andv are given by Eq.i l dx dy dz = t= i::o\u.47 Br virtue of Eqs.a5)..37) and (0._ C 1a n dv ( x . bds to the partial differentiA'. . ay.y) (0. H e n c e f(2. E Ar._____=_ dx =__=___j.. where F is an arbitrary function.47).v\ A(u$ _ a@. Solulion (i) The integral surface of the given PDE is generated the integral curves ofthe auxiliary by eouatlon dx y' dy ry dz x(z 2y) (1) fhe first two members of the above equation give us :== rhich on integration results in _2 or xdx=ydy.7 Find the general integal of the following linear partial differential equations: ( i ) y 2p .
z 2 .7 _. which on integration yields y2 = yz +C2 or y2 . y2 . (l) give of dY= tu^ y zzy or zdy2ydy=_ydz That is. x y + z ) = g .2 t2 _+ " =L 2 Vt or x'+Y'z'=Ct xdx+ydy dz That is.2 ..yz) ..for gettingthe secondintegralcurve.7__y=7_t or ydx+xdy+dz=0. On integration..yz =C2 (J) Hence. (3) .y2 " xdx+ydy=2fu. w h i c h o n i n t e g r a t i or e s u l t s n n i xY+z=C2 Thus. (t) To get the first integral curve. (ii) The integralsurfaceofthe given pDE is generated the integral by curvesofthe auxiliary equation dx_dy y+zx (x+ lz) dz *2 y.'2 .fr=? _yz or xdx+ydy _ dz (r2 . let us consider the first combination as . 2ydy=ydz+zdy. (2) and (3) generate requiredintegralsurface the as F ( x 2+ y 2 .lz)=0. the curvesgiven by Eqs. (2) Similarly.we get .the curvesgiven by Eqs. (2) and (3) generate requiredintegralsurfaceas the F\xz+y2. let us considerthe combination such as ydx+xdy dz 7.l4 The INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS lasttwo members Eq...
'T a dz iox there z=z(x. (2) that each fraction is equal to Similarly. adx+Bdy+ydz=0.l t . usingmultipliers f . l +z ld = . equationsare dx (yy.. xdx+ydy+zdz=0.a x + B y + y z ) = 0 EXAMPLE0.l = t ) dxJ L dy dx) ' d.pa y .8 Use Lagrange'smethod to solve the equation . rhich on integration yields . oyJ L L 2. riich on integration gives ax+py+yz=Cz Thus.lIlay l1a . we find from Eq.'y. y. (3) (4) .2+y2+"2=c.lz) p +(y2 .y).. nd y.Fz) dy (azyx) (fxay) (2) Lsing multipliers x.^ l^ z . and z we find that each fraction is _xdx+ydy+zdz 0 Ihrefore.u)q = .the general solutionof the given equation foundto be is ' F ( t z + y 2 + 2 2 .ozf (yyPz\1i+@zygi!= Bxay dx dy (t) The corresponding auxiliary.PARTIAL DIFFERENTIALEeuATioNS FrRsroRDER oF l5 EGIMPLE 0.2 . Solution The given PDE can be written as f ozl 1l I rl^ oyl l I x t.9 Findthe general integrals the followinglinearpDEs: of (i) pzqz=22 +(x+y)2 (iil (x2 . a.y .
]') = ln ().. considering . ( 1 ) g i v e dr+dY9. (3) for Thus. (2) and integrating. yields which on integration x+Y=Cl Eq.y)(x+ y+ z) (yz)(x+y+z) (zx)(x+y+z) Consideringthe trst two terms of Eq.z) + ln C'r OI (2) vl (3) .t6 Solution INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS (i) The integral surfaceof the given PDE is generated the integral curvesof the auxiliary by equation dx z The first two members of Eq. yields which on integration ln (22+ Cl) =2x + C2 OI l n l z "+ ( x + y ) " ) . log \x2 + y2 + 22 + 2xyj 2x) = 0 (ii) The integralsurfaceof the given PDE is given by the integralcurvesof the auxiliary equation * =0.2 x = C .2 *y (l) dxdy dydz dzdx _ _ (x.the curvesgiven by Eqs. zdz (2) dy _z dz z 2+ ( x + y ) 2 (l) z'+ci or 2z dz z'+C.z tn y2 ". we obtain of Now. (2) and the first and last members Eq. .(2) and (3) generates integralsurface the given PDE as the F(x + y.we get ln (r . (l). Equation(1) can be rewrittenas dz .
t Solution The auxiliary equations the given PDE are for ___1 x\y2+ z) .y t x z.yt).48) must be like y(t). wish to determinean integral surface. obtain the we fi=c. ( 0 . ) (0.:ich leadsto the solution g i v e n b y E q . the integral curves given by Eqs. a 9 ) .10 Find t\e integralsurfaceof the linear PDE x(y2 + z)p . y=y(t). (3) and (4) generatethe integral surface /\ "' (y'' . a n b e c :rained.y21z . z(t) = C2) ( 0 . rus.x) 3. t u s c o n s i d e t h e f o l l o w i n g le r : uple of examples. s = 1 . z) = C.3 parametric equations the form of x=x(t). (l) .:.v)= Q (0. we shall make use of this general solutionto find an integrals u r f a c e o n t a i n i n c .: n t a i n i r r gh e s t r a i g h lti n e x + y = g .: 1 dz (r' . (2) and integrating. ( 0 . have obtainedtwo integralcurvesdescribed by u(x. Y. y(t). Then.6 INTEGRAL SURFACES PASSING THROUGH A GTVENCURVE (4) the previoussection.4e Suppose.Y4MPLE 0.us.the form F(u.containing a given curve C described we by . t. :iven curve as explained below: we Suppose.PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER l7 S. 5) 0 .considering last two terms of Eq. u{x(t). from which we can eliminatethe parameter to obtain a relation / :: rhetype F(C. r0)} = cr I I vIx(t).y(x2 +z)q=1x2 .ere1is a parameter.we have seenhow a generalsolution for a given l i n e a r P D E .F o r i l l u s t r a t i o n .Then. 5) r :.the solutionof the given PDE can be written ..nilarly.C)=0 (0 52) .Now.we have two relations. z) = (t ) t t v(x. the particularsolution(0.48) ' rm the auxiliaryequations a given of PDE. z=z(t). Y.
(2) and.(3). z=l (3) thesevaluesin Eqs.r= ln/+ InC (2) .1 = 0 .we get xtz = Ct Q) we Suppose. we have the equationsin parametricform as x=t. we have yzdx+zxdy+xydz=0. yields which on integration *2 +y2 +"2 =C. (l) is equalto xdx+ydy+zdz=0. y=t. x+y+z=2.P+Yq=z which contains the circle defined by t2+y2+12=4. EXAMPLE 0. the required integral surface is t 2 + y 2 + 1 2+ 2 r y 2 . we obtain Substituting . For the curve in question. Then find that each fraction in Eq.18 INTRODUCTION PARTIALDIFFERENTIAL TO EQUAIIONS Using the multiplier xyz. use the multipliersx. (l)gives (l) ln . y and z.t 2= C . ) 'f (4) zt2+t = Cz) the t' we Eliminating parameter find 1_zcr=c2 or 2Cy+C2l=0 Hence. On integration.ll Find the integralsurface the linear PDE of x. The integral surface of the given PDE is generatedby the integral curves of the Solution auxiliary equation dx _dy =dz xyz I of Integration the first two membersof Eq.
PARTIALD]FFERENTIAL EQUATIONS FIRSTORDER OF
t9
i:milarly, integration the last t\ryomembers Eq. (l) yields of of
,v = C z
z ::3nce, the integral surface of the given pDE rs
(3)
o[:,zl=o z)
\y
s)
: this integral surface also contains the given circle, then we have to find a relation betwaen : 1' and ylz. The equationof the circle is *2+y2 +"2 =4 x+y+z=2 i:om Eqs. (2) and (3), we have !=xlCv z=ylCr=a1grg,
(s)
(6)
thesevaluesofy and: in Eqs. (5) and (6), we find S.rbstituting
xz+ 2 +2":(r r ) , = 4 , o I . * 2 l l +  ! +   l " 'xt
Ll LrL2  Ci CiC;)
l=a
(7)
x++=2.
i:om Eqs. (7) and (8) we observe
xx(rt\
q Crcz
' o r ^1"c,cE)' 2 xll+'+ l=
(8)
1*{* l =f,*t* t l' ci cici l. cr crc2J'
hich on simplification gives us _+_+=0
)11
Cr CrCz c r'C,
l:rat is, C r C 2 r C t+ t = 0 . \ow, repfacingCl by xly and C2 by ylz, we get ihe required integral surface as x+  v _ +x = 0 , t yz y
(e)
20
I N T R O D U C T I O NT O P A R T I A LD I F F E R E N T I A L O U A T I O N S E
zy
Yl,rw'tl'?n
0.7
THE CAUCHY PROBLEM FOR FIRST ORDER EQUATIONS
Consideran interval1on the real line. If xo(s),y6(s) and zs(s) are three arbitraryfunctionsof a singlevariablese1 such that they are continuous the intervallwith their first derivatives. in Then, the Cauchy problem for a first order PDE of the form F(x, y, z, p, q) = Q
( 0 . 5) 3
is to find a region IR in (r, y), i.e. the space containing (xo(s),},o(s)) all s e 1, and a solution for z = dQ, y) of the PDE (0.53) such that Z [ x 6 ( s ) y 6 ( s ) ] =Z o ( 5 ) , and QQ,y) togetherwith its partialderivatives with respeclto n and ), are continuous functions of x and y in the region IR. there exists a surfacez=QG,y) which passes Geometrically, through the curve f, called c d a l u mc u r v e .w h o s ep a r a m e t r i e q u a l i o n s r e a x=,x6(s), y=yo(s), z=zs(s)
and at every point of which the direction(p, q,1) of the normal is such that F(x, Y, z, P, q) = Q This is only one form of the problemof Cauchy. of In order to prove the existence a solutionof Eq. (0.53) containing the curve f, we have about the lorm of the function F and the nature of f. Basedon these to make further assumptions we assumptions, have a whole class of existence theoremswhich is beyond the scope of this book. However,we shall quote one form of the existence theoremwithout proof, which is due to Kowalewski(see Senddon,1986). T h e o r e m0 . 2 I f (i) SCy) and all of its derivatives continuous are for y y6l<d, ( i i ) x 6 i s a g i v e nn u m b e ra n d ; 6 = g ( y 6 ) , q 0 = C ' O o ) a n df ( x , y , z , q ) a n d a l l o f i t s p a r t i a l are derivatives continuous a regionS definedby in lx xp <d, yyol<5, claol<3, then, there exists a unique function/(x,y) such that (.i) d!,y) and all of its partial derivatives continuous a region IR definedby are in d lx :16l< 1, !lo <52,
PARTIAL DIFFERENTIALEQUATIONS FIRST ORDER OF
21
(ii) For all (.r, y) in IR, z = Q$, y) is a solution of the equation
oz dz\  a = J.(x . y , z , =  l l
ox \ dy)
and
(iii) For all values y in the interval _ of ll tsl < 6b Leo, y) = S0). 0.8 SURFACES ORTHOGONAL A GIVENSYSTEMOF SURFACES TO one of the usefulapplications the theoryof linear first order pDE is to find the sysrem of of surfaces orthogonal a given systemof surfaces. a oneparameter to Let famiry of surfaces is described the equation by F(x,y, z)= ( (0.54) Then,the task is to determine systemof surfaces the which cut each of the given surfaces onhogonally..Let y, z\ be a point on the surface (x, given by Eq. (0.54),wherethJnormalto the surface will havedirectionratios()Fldx,7F/dy, drn4 *ni.n ,nuy be denoted p, by e, R.
z=d@,y)
rhe surface which cuts each of the given system orthogonally (see Fig. 0.2).
(0.5s)
Fig.0.2 Orthogonal surtace a given to system surfaces. ot l::n, its normal atlhe point (x, y, z.) will havedirection ratios(dz/dx, _l) which, of course, dz/O.y, ':'r be perpendicurar the normarto the surfaces to characterized Eq. (0.54).As u.onr.qu.n.. by '.: havea relation
r(*e!n=o ox
dy
(0.5 6)
Pp+Qq= R
(0. s7)
22
EQUAnoNs DTFFERENnAL ro rNrRoDUcrroN PARIAL I I
type, and can be recastinto which is a linear PDE of Lagranges
#x.Hx=#
#^=h=#""
EouArloNs NoNLINEAR oRDEB o.e FrBSr
ros
Thus, any solution of the linear first order PDE of the type given by either Eq. (0.57) or (0'58)  is o*hogonat to every surface of the systemdescribedby Eq. (0.5a). In other words, the surfaces I orthogonalto the system(0.54) are the surfacesgenelatedby the integral curves of the auxiliary  equations
I
(o5e
I
rl I
equations in."";fl::,T;:T: differentiar (PDEs)
partial of the the of we In rhissection, will discuss problem finding solution first ordernonlinear I
(0.60t
where ,=*, ,=fr
tol with respect second orderderivatives continuous that We also assume the functionpossesses zero at every and over a domainQ of (x,y,z, p, q)space, eitherFp or Fq is not its arguments I

that such Pont
.l
't*?r r, I
l the fact that at every point (x; y, z) of the region, there exists a I The PDE (0.60) establishes p relationbetweenthe numbers and q such that 0@;q)=0' which definesthe directionof the I = \p, Q, l) to the desiredintegralsurfacez = z(x, y) of Eq. (0.60).Thus, the directionI normalfi of the normal to the desired integral surface at certain point (x, y, :) is not defined uniquely.i existsatislingthe relation((p,q)=0: ofthe normals directions coneofadmissable a However, certain (see Fig. 0.3).
surtace to Fig.0.3 coneof normals theintegral
I
60). tllat .1 ( r . ."o)can be written as ( x .60)essentially : fonn JG. 1 2 .60) is to find . y).6.60)thatpasses through givencurye ro=x6(s). y0)2+ (z ziz = 2 (. .we shalldiscuss Cauchy's an . _r. po.(._yo. .x u ) l + { . Let z=z(x.( z . Now. y.z u i 0 l .a x i sa r e ( 1 . ( / .:0) the vertex and QQ. t h e r e l a t i o n s h i pb e t w e e np 0 a n d 90. (0.:)space. 6 0 ) ' .z. Then. : e s w h i c h t o u c h t h e M o n g e c o n e a t e a c h p o i n t a l o n g a g e n e r a t o rF o r e x a m p l e . 4 ) .62) can be expressed *<p<* ( 0 .z) be any point on the generator.. 6 2 ) parametrically as the .herefore.ro)2 1 r r e ) 2. the normalsat every point of which are directedalongone of the permissible .q.r.ery point of the r1.PARTIAL DJFFERENTIAL EQUATIONS OF FIRST ORDER 23 .l \ a r e t h e d i r e c t i o n a t i o s f t h e n o r m a l o S . the directionratios of the axis of the are . a surface : ntegral famlly 01' of : :x(s) may be visualizedas consisting points lying on a certainoneparameter . 7r .: .y.l o ) 2.)'0(r).y.( z .all the tangentplanesto possible . (0.61) family of integralsurfaces :r is called a completeintegral. ( r e o t . ) = Q p (0. qo).gh the same Polnt.J2 1 Jt . )0=. i s t h a t a t a g i v e n p o i n t P ( x x . of the generator o le : \ \ h i c hi s p a r a l l etlo x .0 .) u ) 0 + ( z . N o w .*6t2 +(r (. (0. In other words.which is based geometrical for on :lere. s ) .. z 6 )o n S .t .r . (x x6). the problemof finding the solutionof Eq.1 :6 . c o the method solvingEq.o (0. .. . 6) 3 p=coshp. e t u s l . y 6 .space. relation(0. . depends two arbitraryconstants on Ihus.::ions of the cone of normalsat that point. ieralions. .b)=0..rr0.Hence. s ) .l. (0.\\'ith P as its vertex.s.' t .60) reduces finding an integral to ':':. (0.( . the integralor the solutionof Eq. 6 2 + 1 : .z(x. w h e r e si s a p a r a m e t e rf t h e f a m i l yc a l l e d l r a r a c t e r i s t i c s .. i e r t h e n o n .Gzo).we get a twoparameter .Hence. . . z = z ( t .60) in (r. .:. throughP form a family of planesenveloping conical surfacecalled Monge a :ral surfaces :.61) Then. the direction be .y s ) s i n h 4.2 .1 Cauchy's Method of Characteristics z=z(x.x 0 ) c o s h + ( y . q .z i 2 . : s r = x ( l .r rx )2 + (t.y) represents integralsurfaceS of Eq.l i n e aP D E r P2 q2 =1' (0 .L e t t h e s e m i . 0 ) ( s e eF i g . t h e d i f f e r e n t i a l q u a t i o n0 . rr.1. ..v e r t i c a n g l e f t h e c o n e . 0 .y) ofEq. ya). the equationof the tangentplanesat (ro. (0. the problem of solvlng the PDE (0. s ) . y = ) . }.e z . p . need not be necessarily linear.65) . q=sinhl.a.
(0. r.zo).. 0.) at the point (.l define a family of curves called characteristic curves as shown in Fig. p(xxo)+q(yyo)=kz .define a direction field on the surfaceS. The integral cunr'esof this field of directions on the intesral surface. must have a method we to determinethe generatorof the Monge cone of the pDE (0. (0. that is the generators along which the surfaceis touched.. on surface.62) is given by Eq.24 IN'TRODUCTION TO PARTIAL DII. These directions are called the characteristic directions.. .5 Characteristic directions an integral.65).66) Now. r Fig.At eachpoint of the surfaces.s)is given by \. the given nonJinear PDE (0. ).. there at exists a Monge cone which touches the surface along the generatorof the cone. zo) and parallel to taxis.\.p ) (0 .0.z o . The lines of contact between the tangent planes of the integral surface and the correspondingcones. This is a right circular conewith semiverticalangel 4 whoseaxis is the straightline passing through (. since an integral surfaceis touchedby a Monge cone along its generator.b. 67 ) indicatingthat p and ? are not independent (xo.4 Monge cone. 0.yo.FERENTIAL EQUATIONS Thus.5. we see that the Monge cone of the pDE (0.60) which is explained below: It nray be noted that the equationof the tangentplane to the integral surface z = z (x. The Monge cone can be obtained by eliminating p from the followins equations: <++<+++<++) Fig.1:e._yo.re... ) l(.y o .60) can be recastedinto an equivalent fonn as q = q ( x o .also called Monge directions on S and lie along the generatorsof the Monge cone.
(x .p(x.yi and (z . (0..71) the l*:.ys. we obtain dF dF (x . zo.zs) =l IXn 'P l9n q (0.y).xo).=u.75) .PARTIAL DIFFERENTIALEQUATIONS FIRST ORDER OF 25 (0. ap ofservingthat 4 is a function of p and differentiating (0.72) define the generatorof the Monge cone.r4 df dI< da . dy and dz respectively.z6) along the generator. to a. y)} t.xs)p+ (y .yo)= Q . (0.72) l:: secondand third of Eqs.zo) yo.73) becomes dx Fp dy Fq dz pF. (0..6 ) 8 p(x . equations describing Mongeconeare given by the q = q(xo.zs) by dx.'\\i eliminating (dqldp) from Eqs.Eq.p). + qFo' D:roting the ratios in Eq.+=.1 (rx0)+()/). (0. "@.which corresponds r infinitesimal movement from (ro.xi + q@0.::ained by solving the ordinary differential equations 4*= Fo{x. we get xxn Fp lVn Fq zz^ pFo + qFn F :alfy.y). (0.zo.0):1=0.6e) ap dp dq dp (0.erefore. Solving them for :ro)(yjlo) and (zzo).x6) apA vyi=' rrn 'F F p l'(l ln (0.60) with respect p. anl . =.7a) by dt.yslq = Q . replacing (x. (0.q(x.Yo.p) (y .70) \.Q .70).69) and (0. we observethat the characteristiccurves on s can be c. we Eq.
75). = U ^ :*:dp dx dq dx j" (0. z.26 and TO DIFFERENTIAL EQUATIONS INTRODUCTION PARTIAL "! = F"x. (0'77)' (0'80)and (0.76) Also.80 ) _:a=(Fv+qF:) ( 0 .(0. y).: = . we theseresultstogether. .+ . p and g vary according Eqs. Eq' (0. differentiating Arso. 8) 1 curves we Thus.81).. we note that dz dt 0z + = = .79).Tec.7? ) curve.: :+:P+ dx dz' Using Eq.p is a functionof r. we have dD dD . (0...q(x. to alongwhichx.^ Eq. using Eqs. may write Collecting ..=:+3_ dD dp dx 0p dv dp 0o 0F dt 0x 0p dp dF dy dq Since z. p(x.78) becomes : Similatly.79) = \r\ + prz) (0..6.76). =zyic or Py =q.76)..60). z(x.75) and (0.78) I dx dq (0. d: =Dt+af^ dt (0.dI1 dt 0x dp d0 dr (0. haveshownthat thereexistsa family of characterislic (0. !.dz dv p dx + q dv_ dx at dy aI at aI Therefore. . so that Along the characteristic a=. at (0.. y')..y.dx.y)l.the aboveequation .givenan integralsurface. we can show that AT )irr.a becomes Now. . (0.a.
r rmportant F.. .:::Jns = * fi rr.q(r) from Eqs. x c . becomes equation sideof the above listedin Eq.)Fo(Fr+qF. notedthat not every set of ltve functionscan be interpreted a strip.60).PARTIAL DIFFERENTIAL EOUATIONS OF FIRST ORDER 27 F dx dt dy (tt = dt dz P t aD + q r o .tq aoiA.The last three of are equations known as characteristic :.z(t) calledcharacteristics at eachpoint :: rs.: : ' : : i e r i s t i cs t r i p . tt'" function of equations y. dl equations the given PDE (0.a.82). r. 2 = z ( t ) .  t T .z).:.rrisfy the strip condition (0.0.y(t).3 AJongeverystrip (characteristic is constant . p = p ( t ) . rharacteristics.Thatis' thel with normals(P.: p(X .83) togetherwith the plane (0.:.we can find the numbers p = p(t) and q = q(t) that determinethe direction ol .Fq+F. ( r ) ..t and ==(F.(pFr+qFo)Fo(F. P'gl l" strip. dF (b. p(t)..+pF. we can find the curvesr=r(t). .84) and the normals should vary continuouslyalong the curve. righrhand the usingthe results 4Fp+F.:ronsof(0. (0.. p.82) satisfythe strip condition . (0. 2 ( r ) . h [ (0 84) as .)=0. q.. (0.. q a \ r = . AT + pF.x)+ q(Y.lL [ l. c' r: PDE (0. .:: Without knowing the solution z = z(x' y) :'. q = S Q ) o f t h e c h a r a c t e r i s t i c (0. defined F we examples: the . . (0.83) refened to each of its points is called a T. + i i ** A  0F dx .60). ) .y)= (Z . (0. h= .60).p. is consequence the Cauchy'smethodof characteristic statedin the following of .t!. b.r... rhatthe planes . strip)of the PDE: F(.T h e s o l u t i o n = x ( / ) .82) are also calledcompatibilityconditions.1 . z. A strip should curve. 4) is constant alongthe stripof the characteristic  re by Eq.F(x. the function . . consider following  I .2(t).: illusrration. g) = 0.it is possibleto find the functionsx(t). aF (t: +rydp *dj . l) be tangential the charactertstic to . we have eroo Along the characteristic I  . p ( r ) ..82) and y(t). r t y ( ' ) . / = y ( t ) .+qF). I '.t./= ' .2 .82) ==(f.:haracteristic..
f 'J (5) (6) (7) / = s e x p ( / ) . the differential equation becomes P6(s)q6(s)s=0=r' and the strip condition gives I = pe(0)+ q6(l) Therefore. Po = r (uniqueinitial striP) or Qo= l. y = y(t.4 = e x P ( t ) . ct = 0) l P = s e x P ( t ) . x = c2 exp (r) + ca I y=cl exp(t)+c4. Thus. requiredintegralsurface obtained from Eq. yo(s)= s. p o = s . the characteristicequationsfor the given PDE are dxdydz^dDds A=q' On integration. s).we get A= e' a= zPq' . z6(s)= s. y'=2. Solution The initial data curve is and hence.12 Find the characteristics throughthe straightline x=l. (7) as . (l) (2) (3) Now. z = z(t. s).z= y.^t EXAMPLE T. x = e x P ( ).=q (4) p = cl exp (r). which passes Solution If the initial data curve is given in parametricform as .z = s e x p ( Z t ) j the is Consequently.28 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS ofthe equation pg = z and determinethe integralsurface EXAMPLE 0. Using this data. q = c2 exp (t). the given PDE becomes p o ( s )q o ( s ) s " = 0 = F 6) .= e' . y o = J r z o= s .determinethe integral r o ( s )= 0 .o(r) = I. / o ( s ) = s . qo =1. using the given data. q o = l we can determinethe constantsof integration and obtain (since c2 = l. z =2cpz exp(2t) + cs Now taking into account the initial conditions x o = 1 . z o ( s ) = s ' . then ordinarily the solution is sought in parametricform as : = x(r.lJ Find the characteristics ofthe equation pq=z passes parabola through the surfacewhich x=0. s).
(t). = 2 pDE are given by Now. ct = Qs. (t)..212.Io=s. ' = * r' * =. z = c1c2 (2t)+ c5 exp I J (4) (5) to =0. .# =.2=y. Solution The initial datacurveis ro(r)= 0.*=roo. x = 2s[exp . EYAMPLE 0. cz =2s.z6(s)=s. qt=2s. the Takinginto account initial conditions u'e find h = s/2. yo(s)=s. =.ps=s/2.11 Find the characte stics of the PDE P 2+ q 2= 2 the md determine inte$al surfacewhich passes throughx=0. we get .texp (r)+ tl (6) = 167 (4y + x)2. . obtain p=qexp(t). . zO=s2. r = exp q =2s exp 1r. ca= 3l). gt =Q Therefore.we have y=ctexpO+ca.the given PDE becomes p'o+q62=0=F (l) . the characteristicequations of the given Qo= 2s and B\.r and t from the last three equationsof (6). * we On integration.l].PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 29 The strip condition gives 2s=ps(o)+qs(l)or Therefore..y= (r) z = s2exp (2t) Elirninating. qs_2s=o (2) t = po = zolQo . q = c2 exp x =c2 exp(l)+c. Lsing this data. This is the requiredintegralsurface..
p.We shal and sufficientconditions the two partial differentialequations for derivethe necessary f(x. the characteristicequations for the given PDE are given by =rr. x=2ctl+ql I 'l y = 2 c 2 t + c 4z = 4 t + c s ) .86)havecommon for u and a in the form P = OG. z.) Y=2t+s. q o = 1 .d(f. . 8 o = l ' P o= l l qol=0 Now. y. z) v.8) 8 .87) solution. z o= r .INTRODUCTION TO PARTIAL DIFFERENTIAL EOUATIONS and the strip conditiongives 1 = p o ( 0 ) + q e ( l )o r Hence. we find D=Xl. ) I Elimi of(6) are parametric equations ofthe desiredintegralsurface. equations The lastthree s the parameters and r.41=o dtdtl On integration. cansolvethemandobtainexplicitexpressions we SinceEqs. +zq2 4 r d r d r t4 =rr. q) = 0 to be compatible. we get z=y!x. o =1.we get P=q.n d (p. O. Let .(0. * = ro' =+l d !=0.85)and(0. p o = ! 1 .l o = s . z. the Takinginto account initial conditions x o = 0 .s\. they have a commonsolution.x=!2t. Y.Y'z). z=4t+s. P. (0.1O COMPATIBLE SYSTEMS OF FIRST ORDER EQUATIONS if Two first order PDEs are said to be compatible. q =t//(x. q=c). q) (0. q) = s and g(x.
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER 3l andthen. (0.+ 00.+ Qv = o ") .rutt.f"+fpf.2) dx+ ry\x.i .) + f p@.)+v(Q") v.+fqV. 8 6 )w e c a n d e d u c e h a t + G. X (0.r. 0v = 0 ") t S i m i l a r l yf.we have dp =dd oq =dv and so on. )JoWdifferentiating (0. the differential relation Pdx+qdY=77 or Q@. + 0f. That is.Qy Vt.89) +. to Eq.)+ cc(V.fq(V. we readilyobtain \lultiplying the second + (f.0"* .ffi=o But.. tt'" these L:sins . y.yi <di iqlanx li dDy i dtdzl=s il lo or uhich can be rewrittenas v rl = dGv.nfr=o t.V.ffi.ii"t'li t'""Jt 'lJu'"'" f*+ fp!. z) dy = dz for condition is be should integrable.=o ano . we get (0. .)+ . 00.85)with respect x andz. c u r l* = 0 vhere =Id.r. whichthe necessary .from Eq. ( 0 .y.89).=0. + ds. ) e0 1*yofi*.l).+0V"=Qy+V@.) + s p(Q. one ofthe abovepair by Q andaddingto the firsl one.+ fqv/.r o m E q .. .
f=xpyqx=0. + ' 0 ( 2 .fnq o OI v.x2p. For illustration. +Ov"= jUtot. + QE.88).p ) a C ' s ) p d .z) x = pr2 12 2x2p+ xz = xz .ra:l. +ry/.p t a. Then.92) Eq.go. p ) + a _ ( f )* o d . S )) lA(y.93) This is the desiredcompatibility condition. al.q)'.f. t f d _ o 0(t. find their solution.s)_l o o \ 2 .sof) +Q(fos".p ) ) 1O. + 0"f./x 0rl/z).ll a+4 *.90).) I _ s . (0. g=x2p+qxz=0.l x l__z x.) . respectively get to $ atf.we can showthat = 6" 16. ..+OV/.Similarly. (0. g + 6 d _ \. substituting values Vt + QV.sof)) ) = t .il *rd^tf =_11!+. t Ldty.s . d(r.g) ltpt) d(x. l o _ \ t . A^ (l) (2) a\J. . (0.88).e2) the of Finally. and(. we have Sotving + (V. fromEqs./5 Show that the following PDES xpyq=x and .p \ d ( 2 .g) d ( x . to usingEq.(0.xz .87).2 a(f.q)" (0.we can replace andy by p and q.85)with respect y andz and Eq.we have . p) l(2xp.ot) whereJ is definedin Eq.q) ) (0. and into we obtain d t t . foG.( 'fs ) . . I rl't lx .91) (0. g t  l ' t l d 1 x . (0.2p+q=r" are compatible and hence. differentiating (0. Solutioh Suppose.p) d(y. let us considerthe following examples: EXAMPLE 0.) r(f.S) In view of Eqs.p ) A Q .etl .qstl ' * r d\z.32 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS the above pair of equations for (V.
:. and c= x2(zx\ x(zx) 4r.89).o ..G$= u.q) l0 vl ..+ x ( z .^+ d\x... p) d\2. (0.x\ .d( f.q) r"r'p12 ) + p x 2.a9=r. 'i= ll aj.. . we obtain P=ql rqz+x x3+x2z x+x2y from which we get p=x(1+ vz\ l+ r.. Hence.q x y =o_q_qry_r. solvingEqs.we get ln (zI) Ihat is. given PDEsare.* j dx o.:. (1) and (2) for p and g.=   ard we find o vl t=xv. d(z. =xzq.qazje !d .we have to integrate Eq.. J l . !d +..dk = !.d d(z..x(zx\ 1z... _: or dz& _ydx+xdy zx l+xy On integration. p) d(y.e\ lq d\y.)+ ln c.+ .PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 33 =*=l aU..x '\d v '\ dz=' l+ry OT v(z. zx=c(l+xy) = ln (l + r1.q .= p. c ) . Now.il ::.. that is .x(qy+x) =oq_x2p =0 the compatible.z . ( 1 +' u z&. .q)  :r I I a j . l+ry (rl ln order to get the solution of the given system.q) ' a(f.
yatttv.t444+). from which we can determine The auxiliary equations d\ dy dz dp = r. z 'p ' q ) = o condition is and for whichthe necessary sufficient a \ f .^\n J\^.(++++)=.11 CHARPIT'S METHOD In this section.v ' z ' p ' q ) = o with compatible the givenequation f ( x .95 ) (0.p.q) d(*.q)=o in and then. y.' dp apa= ) \ a * a p o p d x) ' \dY dq dq dY ) \dz dq .98) are g. fp fq _dq (0. g \* o d ( J .* d U . the solution of Eq. solve Eqs.96) if it exists is the completeintegralof Eq. ) e4 The basicidea in Charpit'srnethodis the introduction This methodis known as Charpit'smethod. + Pf.qJ 'dtzp\dly. (0. t . which is of oneparameter 0. y. (0.)#o n o1:01ff )n. g . family..) (0.fr . _ 0 .. d t f .34 EQUATIONS TO INTRODUCTION PARTIALDIFFERENTIAL Hence. (4) (0. to seekan equation the form section. (0 94). g \ + . p) we On expansion.. 'a(z. y . a)dy.95)whichis already equation of The maintaskis the determination the second of is Now. the solution of the given system is found to be z=x+c(\+xy). have (0. + q1'n (f. ) e6 discussed (0. This is a linear PDE. of the form of anotherPDE of first order g(x'v'z.. in the previous g ( x . z.95) for p and q and substitute /7 = p(x.fi *1rf+ u.)'.q7) (af ds_aI ae\.94) and (0. Now.. what is required. (0.e8) rf. t. a)dx + q(x. dq o: ) which can be recast into of (0.we will discussa generalmethodfor finding the completeintegralor complete solutionof a noirlinearPDE of first order of the form ar.ee) U' + q1"1 . z.*pf (f *nf."(atdsaf as\ '\a.
Jr=p+q" f^ =2pv. 1 o t 2. may b6 notedthat all charpits It . bu./z ( 3) (1) .a zy 2 1 t t z or Q=q. and (3). are \ow.quutibn.16 Find the complete integral of 6? a q2yy= qz Solution Suppose 7=1p2+q2)yqz=0 :hen. (0. (2).1 (fr+q1. fq Pfr+q1t. This methodis illustrated :r choose throughthe following examples: EXAMPLE 0.q 2 l Pq of Fromthe lasttwo members Eq.the integration Eq.=s f. neednor be ur. (0.96) givesthe complete of :regralas desired.95).99) involvingp or q or both of :an be laken as the secondrelation(0. we have dP=dq Pq p2 or PdP+qdq=g we On integration.=2av2.PARTIALDIFFERENTIAL EQUATIONS FIRSTORDER OF 35 Ihese equations calledCharpit'sequations. the charpitsauxiliary equations given by dx dy dz dp dq fp I hat ls.we have (r) p'L+qj1zr= o /*=u. it is enough the simplestof them. J.7 dx dy 2py 2qyt elp 2p2y+2qzyqz (2) dq .Then.l (p 2* q 2 ) . ( l). (fr+ p7. are Any integral Eq. we obtain ayqz=0 and (av "\. get P2+q2 =4(constant) From Eqs.I.
ay dy = I m' .o' y' & which can be rewritten as d 1*2 .pxy dz 2pqry dp pqyzpz ds pqx Zqz (2) From Eq.=Ja ax+zay OI z dz. Solution given In this example. we get 77 o. . the Charpit'sauxiliaryequations given by bre dt _dy = d" dp aq = = pf. we . complete lx+b).+y. (2). f = Then.P4/' fY = PA*' f" =22 "2 . + q1:n (f. + pf") (f. .a2y2 7tt2 ri_:'.17 Find the complete integralof the PDE: . EXAMPLE 0.36 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS Substitutingthese values of p and q in dz= pdx + q dy.y the integralis Hence.= \z/a) .t ) 1.= z'la.2 = pq ry. On int€gration. + q1'"1 fp fq That is. dx qxy dy . it follows that dplp qy22 dqlq px22 dxlx qy dvlv px . find or \x+ b). (l) fo=eW' fq=PxY' Now.pqxy.we have 'fx = .
18 Find the complete integral of . ax dy y lnz=:lnx+alny+lnb a' I z = brrroyo is the complete integral of the given pDE. we find dq qy.2p2 +y2q2 4=o Charpit's method. 0.dqlq _dxlx+dyty qypx dp Pq ft integation. get az=dx+d! axy dz z l&.PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 37 .2 = pqry=rq2y2 rtich gives q2 ="2/"y2 or q=zl^fcy=azly.irich can be rewritten as dplp . . we have . sherea = l/J7.px dy dx D X = c(constant) qv p = cwlx Fmm the given PDE. Hence. P = zlax' 9rbstituting thesevaluesof p andq in dz= pdx+ q dy.
I 00) p=?=o.q=:. 0. q) = 0.1 Speciat Types of First Order Equations Type I EquationsInvolving p and q only' of That is. completeintegralof the given PDE is . found to be the On integration.tii!c2 yq' 2'P2 + 'a2P2 Y2q21(l) _ dP the Considering first and last but one of Eq. b )= 0 S o l v i n gf o r b .11.v+c is the completeintegralof the given PDE (0 l0lt (0 l0lr . we have !+1 2x'p we On integration.=otnr*r[4Jhy*h. d e s c r i b e d y f ( .1x uf thesevaluesof p and q in the given PDE' we get Substituting f ( a . we find that 4. = o& *..=b . L e tz = a l + b y + c = 0 16gn b o i s a s o l u t i o n f t h e g i v e nP D E .7. (1). s a y T h e n ' zax+A@).J.6 = / ( d ) . (0. 1 t. w e g e t .38 DIFFERENTIAL EQUATIONS TO INTRODUCTION PARTIAL Solution The Charpit's equationsfor the given PDE can be written as dx__ dy _ dz .I xy dY . equations the tYPe f(p. p ' q ) = o . gel Zxp' or * *42=o x P xP=a (2) ln (xp)=1Y1s or From the given PDE and using the result (2)' we get y 2q 2 = 4 _ o 2 (3) one set of p and q valuesfrom Eqs (2) and (3) in Substituting dz= pdr + q dy.
\ (o.q)=O. us assume solution let the integralis foundto be Hirce. complete the is integral I z=ax+y+c. let us assumethat z is a function of u = )c+ ay.Hence.105) for dz/du.104) t= sr= * .=a ^ S:stituting these values ofp and g in the given PDE.+l=o au) \ au r::ch is an ordinary differential equation of first ordet Solving Eq.20 Find the complete integralof the PDE Ps=l Solution Sincethe given PDE is of the torm f(p.19 Find a complete integral of the equation "lp*"G=t Solution : :he form '.ros) \sav) . z = f(u) = f(x + ay) dz ' dx dz dz du du 0x dz 0u dz du dz (0.a. "G+Jt'=t or b=(rJ.lo3) ai a trial solution.p .)2 I ! Tlpe Il . d = o (o.:n z=ax+bylc. where a is an arbitrary constant. whereab=l or b=lla.\IMPLE 0.nla)2 y+c.ar Equations Not Involving the Independent Variables. the complete z = ax+ (1. EX{MPLE 0. we get Il". (0. we obtain ]=Qk.q)=g.PARTIALDIFFERENTIAL QUA]IONSOF FIRSTORDER E 39 E.. is.::rg The given PDE is of the font f(p.a) i: f ) . we assume solulionin the the :t. z=ax+by+c Therefore. equations of the type f ( 2 .
20 Find the complete integral of the pDE P q= t ' or b=\lJtt)t Solution Since tlie given PDE is of the form f(p.\${PLE 0.104) dz 0u du dx du dy dz du du o=+=++=. E. z = a r + W * c . we assumethe solution in the .H e n c e . : rial solution. w h e r ea b = 1 o r b = 1 1 a . z=f(u)=f(x+ay) ' 0z 0x oy (0. . 05) r dz :"a au.19 Find a complete integral of the equation Ji * Jq=t.105) for dz/du. d u ) \ a u "!)=o r::ch is an ordinary differential equation of first order. Solulion : :: form The given PDE is of the form /(p.q)=O. the complete integral is found to be z=ax+QJi)2y+c.+.q)=o (0. equationsof the type f(2.103) :. let us assumethe solution z=ar+by+c . Solving Eq. Therefore.a) (sav) (0. (0. we get f(.l:: is. a Tlpe II EquationsNot Involving the IndependentVariables.t h e c o m p l e t en t e g r a l s i i 1 z=ax+y+c. g) = g. let us assumethat z is a function of u = x+ ay.PARTIAL DIFFERENTIAL EQUAI IONS OF FiRST ORDER 39 EI{I{PLE 0. where a is an arbitrary constant.!a+.+ S.: .::rituting thesevaluesofp and q in the given PDE. p. we obtain dz ^=QQ..a) .lb=l ll:::e.. = QG.
dz or a'=4u i la") That is. dz oar=*' On integration. dz P=A' q=a dz du dz Let us assumethe solution in the form 7=f(u)=a+6y thesevaluesin the given PDE. F(z. lhat z Sotation Let us assume dz dz c=a du du' given PDE. find J 9\2' a t I t! '=u*" That is.we find ln(azl)=u+c=x+aY+c integral..22 Find the complete P 2 2 + q z= 1 ' " = f(u)= x+ ay is a solutionof the given PDE.*ort=r or dzl du tlr2 +o2 .+a\du) =l (*\ \du ) <. 1 llCEl '.40 EQUATIONS INTRODUCTION PARTIAL TO DIFFEREN1IAL we On integration. integralof the given PDE.a)=u+s=Ylaytt.21 Find the completeintegral of P(1+q) = qz Solution Then. which is the requiredcomplete integal of the PDE: EXAMPLE 0. which is the complete EXAMPLE 0.we obtain thesevaluesofp and g in the Substituting e= ldzl dz\ al'*oa)=o'd".Then. That is. we get Substituting dz(.
23 Find the complete qx2 pzy (1+ x2'1= Solution type and can be rewritten as The given PDE is of separable o 2( l . ge1 complete (0. I z+!z. equations (0. an e=. solvingthem for p and q. . 2 \ .+a 2 2l a t=truv'rD I integralof the given PDE... 108) p = 0 @ ) 'c = v 0 ) a"=* a"**ay= pdx+qdy dx dy dz=O@dx+v(...=9=o x'y (say).67' r:r rring these values of P and q in Jo* q=aY 42=pdx+qdf. :. ::::iningy and4 is calleda separable of the tYPe Tlat is.+a t f r''l a. 07) r f(x.let us assume f(x'P)=F(Y'q)=a (saY) .10e) "=lO<Oa'*JyQ)dY+b integralof the PDE: TUPLE 0. arbitrary constant.. + .h is the requiredcomplete Equations Type lll Separable from those x and the termscontaining andp canbe separated r.PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 4l '[7*t a"=au ar lnte$ation. we obtain (0.eOuation which z is absent in equation.)dy in integral the form the we r ::egration. we get rii zlz. p)= F(v'q) that : trial solution.
lx + a dx+. we get the required complete integral in the form z=ax+by+f(a. 5J dy. which is the complete P2+q2='+Y Solution Then.fq px+qy+pfr+q1fo "+ dp pp dq qq gives us (0.the complete integral is found to be 2 = :(x + a)"' +  (y + a)''. The given PDE is of separable type and can be rewritten as p2 t= yq2 =a (say) P =J'+i. we obtain {ot Jl.lll) The integration of the last two equationsof (0.JW On integration. q=b Substitutingthese values ofp and q in the given PDE.21 Find the completeintegral of *1y'*b integralof the given PDE. + b.lll) p=a. thesevaluesofp and 4 in Now. substituting dz=p&+qdy we find dz=.42 we get INTRODUCTIONTO PARTIAL DIFIERENTIAL EQUATIONS ' u= On inlegation.b) (0.7ar+aYry '=Ji[*t EXAMPLE 0. Form Type Mlairaut's A first orderPDE is said to be of clairaut'sform if it can be written as z= px+W+f @.q) Charpit'sequations are The corresponding &dv dz fr y+. q=Jy+a. l2) r .
Solation ThegivenPDEis in the Clairaut's form.Hence. Find the integral surface of the linear PDE xPYq=z .25 Find the complete integral of the equation . Form the PDE from the following by eliminating the constants z=(x2 + a)(y2+b). pDE Eliminate arbitraryfunctionin the followingandhence the obtainthe corresponding z=x+y+f(A). h i c h c o n t a i n sh e c i r c l ex 2 + y 2 = 1 .+ y ' 7 d= $ + y ) 2 . EXERCISES .PARTIAL DIFFERENTIALEQUATIONS NRST ORDER OF 43 E\lrtPLE 0. . Find the integral surface (general solution) of the differential equarion x"d .i i ) ( y + l ) p + ( x + 1 ) q= s . complete its integral is t=**ry*r[*] Find the complete integral of (p+q)(zxpyq)=I The given PDE can be rewritten as *F.= p**qy*rlt*p\ t. I z=xp+yq+p+q :s in the Clairaut's form. t .) yi) P+xzq= .z "z ox oy Find the general integrals of the following linear pDEs: . 2 = 1 .
rll. Find the complete integral of the equation p+q=pq. . y=0.4 q 3 2 + 6 x 2 2 . 1 6 . Find the solution of the equation + . Find the characteristics the equation pq=ry and determinethe integral surface which passesthrough the curve z=x. 1 5 . Find the generalintegral of the PDE (xy)p+(yxz)q=z which containsthe circle *2 + y2 =1.3) whiclr containsthe circle x2 + y2 =2a.y=0. Show that the equations p2 + q2 =! arrd (p' + q')x = pz and z(xp+ yq)=Zxy are compatibleand hence find its solution. " 8.INTRODUC'TION TO PARTIAL DIFFERENTIAL EQUATIONS 6. are compatible and hence find its solution. Find the complete integral of the equation (p2+q27x=pz where P=AzDx' q=0zl0Y. 2 =g. Determine the characteristics the equation pz q2 "= and find the integral surface which passesthrough the parabola4z+x2 =0. =1. Find the complete integrals of the equations ( i ) p x s. of 10. 13. Show that the PDEs xp= yq 12. 14.z)q = y(2x . Find the complete integrals of the following equations: (l) zpq=p+q (lr) p2q2 + *t ut = *'qt (" + y').2 = o x (ri) 2(z+xP+Yq)=YP2. Find the equation of the integral surface of the PDE 2y(z 3)p + (2x . 7. = L1p2 + q21 1p _ x\ (q _ y) 2 throughthe xaxis. which passes of 9.
(A) ax+ by+ (ab2+ baal (C) ax + by + (bo2. tl Q=2.0202 where p=2. (B) /(x + y) (D) .y).p3 Thecomplete +ba)1 @) axby+(ab2 (D) ax+ by(ab2 +ba2). (GATEMaths. 1996) of Find the integralsurface th€ linearPDE sD*Gv+4!=. (GATEMaths. Find the surface which intersectsthe surfaces of the system z(x+Y1=s132a11 orthogonally and passesthrough the circle x 2 + Y 2= 1 . 1997) z=(x+ y)+ A(ry) is of The partialdifferentialequation the family of surfaces (B) xPYq=YY (A) xp. (GATEMaths.obz) (GATEMaths. 1998) . 7 = 1 ' 10.yq=g (C) xp+yq=x+y (D) xP+Yq=o.EQUATIONS FIRST OF PARTIALDIFFERENTIAL 45 17. dy dx which containsz1 and *2 +y2 =1.y) ls z= (cATEMaths. the transformed of the form l/= has a solution (A) f(x/y) (C) f (x .f (. Find the complete integral of the PDE 2= px+ qy _sin(pq) r 8 .l e97) +1p3+q31tp2q2 =O ofthepartial differential equation q2 + yp2q3 integral .1999) the correct answer in the following questions: equation u Using the transformation =Wly in the PDE xux = u + yu. 1 9 . Find the complete integralsof the rollowing PDEs: (\) tp3q2 + yp2q3+1p3+q3)"p2q2 =o ( i 1 ) p q z = p 2 ( x q+ p 2 ) + q 2 ( y p + q 2 ) . Find the complete integral of the equation 1 p 2+ q 2 1 x = p z .
(D) z=x+6ysin(a).+bysin(ab) (C) z=ar+y1sh16.INTRODUCTION TOPANTIAL DIFFERETMAL EQUATIONS I Thecomplete integral the ppt 7=psaqysin(pq) is of (A) z=at+by+sin(ab) @) z=u. I I I I I I I I { I l .
. x 2 . INTBODUCTION !::. An equationwhich invorves of several (usuallydenoted x. : re partial derivatives of the dependentfunction a with respectto the independent variables F ( x . ^ + u . u y .CHAPTER T FUNDAMENTALCONCEPTS . . give rise to r:l differential equations(often refened to as pDE). when formulatedmathematically. .l rhe order ofthe partialdifferential equationis the order of the highestderivative :ring in the equation. '). x n )n > l . r. nn s1 S ri1urixJ * b. practicalproblemsin scienceand engineering. ..y .::.i = t t=l (1.h . nost generallinear secondorder pDE. In order to understand the physical _ r'. . . . iou' ofthe mathematical model. . y. u = c. u r x . . .).(u$ + u)ry+ uzz) q+uur=puxr (l. u . . with one dependent functronu on a domaine of . CLASSIFICATION SECONDORDEF PDE OF .l) equation threedimensions] in [Laplace Iinear threedimensional equation] wave onedimensional [nonlinear Burgerequation]. a dependeni ::Tndent variables by functiona ofthese variables.) 0 = :.:. properties. . whereas q=uurn+stnx :. 2 . u r . Thus the above examplesare partiar differentiar equations of second :::.'r' + F(u) = Q z. :. 47 . theseexamples. . . t .leda partialdifferentialequation.2) classification a PDE depends of only on the highestorderderivatives present. = k(uo +uw + urz) Iinear threedimensional equation] heat u * + u . .examplefor third order partial differential equation. .t L i .= O . z. u r .ter.it is necessary havesomeknowledgeaboutthe mathematical to . .z is the dependentfunction and the subscriptsdenote partial differentiation : respectto these variables.. .u z . . inition l. .: X = ( \ . i s . few wellkrown examDles A are: u. and the sorution the governing pDE.
(1.4). ux = u1x +uTna uy = ut'j +unn) (16) in the domain O where Eq. however.n. Using the chain rule of partial differentiation.r and y': Auo + Bu. Thus. If the number of independent a transformationcan always be found to reducethe given PDE to a canonicalform (also or three. is negative..y + Curr + Dux + Eur + Fu = G (1. B. according as the discriminant y6) Bz(xo. may be functions of .3) which is elliptic.when the number of independentvariables is greaterthan 3. form so that the subsequent 1. we have the following secondorder linear PDE in two variables.4) where the coefficientsA. C.to + urno + u* = uE461. parabolic.48 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS The classificationof PDE is motivated by the classificationof the quadraticequation of the form Ax2 + Bxy+ Cy2 + Dx + Ey + F =0 (1. it is not always possible to find such a transformationexcept in certain special cases..the partial derivativesbecome +2u4r€.? +2u6r1yey +rrrrt r? +u. parabolic or hyperbolic at a point we assumethem to be constants.4) is elliptic.ro rb ) .+ Cu.n.The idea of reducing the given PDE to a canonical form is that the transformedequation assumesa simple analysisof solving the equation is made easy.1= *o o*. y) . uo = ugl*4y + utT(4. =u6gC. . rnrr\! + rg. (l.zero or positive. then Eq. + uqn. (1. n=q@.4) to new Considerthe most generaltransformationof the independent wherc variables 1.x6.or hlperbolic accordingas the discrimina Bz 4AC is negative.{r.ryy1yry") + +urrn. + Eu. In general.) ' =#3=.. called normal form). we get into theseexpressions the originaldifferentialequation Substituting Au"" + Bu.a) holds. +urr1r^ (1..y) such that the functions { and r7 arc continuously differentiable and the Jacobian €. (.3 CANONICAL FORMS variablesx andy of Eq. If this is true at all points in a domain Q.r and y.'. zero or positive.5) 5=1@.q.4A(xo.. (1.for the sakeof simplicity Equation (1. +u44n ur.4) is said to variablesis two be elliptic.y). parabolic or hyperbolic in that domain.+ Fu = G 't'I tI 99 S'l 9 (I 8) (17) . ro ) C (.+ Du.4.
. E = Anxr + Bry.5).t1. + (rr7) +2C(rr.u. +cryj=o . e = 4l + nr7..uq. we .8) hasthe sameform as that of the original equation : nay be notedthat the transformed (1.ue .u. transformation :::ation of on Sincethe classification Eq. =o e = .\ (l.y Cnw + Dttx + Enr +  =1. zo) in the parabolic case *e shalldiscuss detail eachof thesecases in separately. +Cr72. :: *rite the equationin the form = Au* + Bu^.(6.Thus we have of .Eq.:te 49 2=A1l+Bt"t.u?) u$ (iit :l (l.%.1c1 we that the transformation the independent d therefore conclude of variables doesnot modify re type of PDE.llc) uaa= Q(6'n.n.u.5).ua) (l.q.u. + B€.4. (1.=0(6.tql +Bq.?ry tr4)2 {a. +Cu.ry.4= A4'.u.r1. (1.+ B((.FUNDAMENTAL CONCEPTS . _ +.l0) (1.ncethe discriminanr case.1 Canonical Form for Hyperbolic Equation E2qAe>0 for hyperbolic :.3.6y+ c6. H (x. set 7=0 andf=0 in Eq. ('=U (l.ao) the hyperbolic in case (ii) ury+urr=0(6.e) (1.n.4) underthe general (1.u44 €re zero. v. we can also A.u.llb) (l.u.^. 1.q. (1. (1.9) it can also be verifiedthat _ Ez_ qlc = G. UsingEq.u€.+Ct? E =2A1.9).hich will give us the coordinates and ry that reduce given PDE to a canonical the form in € '*hich the coefficients u$.ua) in theelliptic case =tg.lla) :: uq=Q.u'u1.10)takesone of the following : canbe showneasilythat underthe transformation 'l:eecanonical forms: (i) ulqur.4) depends the coefficients B and C.
w h i c h a r e c a l l e dt h e c h a r a c t e r i s t i c s t h e P D E ( 1 .13)and (1.50 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUAT]ONS which. 4 ) .B . (1.r3) 4=lul dx \..12) along which the PDE (1. w e h a v e d( =(. y ) = c 2 .12) The conditionB' >4AC implies that the slopesof the curves( (x.l. we have (r. we haveA =3.l4) Eqs. r y . The correspondingcharacteristics are: dy (c. y) = c2._ .dx+(rdy=0 Hence. (r. ( l . there existstwo real directions given by the two roots (1. Thus.. on rewriting.fr'l'. Otherwisewe will end up with the sametwo coordinates.[F+rc) \ 2n ) 1 3 . if B' > 4AC. only one solutionfor each. C =3. at r.= 0 Comparing with the standard PDE (1. A f o n g t h e c u r v e( ( x ..l B ' . y ) = c r . Theseare called characterislic Though there are two solutionsfor each quadratic.we obtainthe equations family of characteristics y)=ct Integrating of €(r. \tty ) \ay ) for Solvingtheseequations GJ11. t To make the ideas clearer. . ) y. then at any point (x.4).)and(n'/ny)'we get 4x_B+.1B" 4AC .4AC = 64 > 0. B =10.r\Q.. l I a ) .8) which r e d u c e so E q . Similarf afong the atwe q(x. we substitute expressions canonicai the of{ and ? into Eq. y) = Cz are real.4 A C 2A 4y F.14).uiz. Hence the given equationis a hyperbolicPDE.4) reduces the canonical to form.we have considered equations.tn ) (l. N o w t o o b t a i nt h e of form for the given PDE. a n dr y Q . y) = C1.\ dx \6r) (a*. _y).(1. 82 . let us consider the following example: 3 u * + l ] u . become al!l (r \2 \qv) +nli l+c=o \{r i (r\ =o . 4=lL1 dx \1. + 3 t .
. ( I .=A{}+B(.r(J)]+z(:)(r)(r)  =o=ro(_fJ+e =. the Thus. cr=yx/3 n=t!. impulseswill .=o D=0.. obtain we :/and g arearbitrary.::e .er(..'r# To find rhe canonical equation.G.= c 1 . disciiminant ic rhe E2q. E=0. y)plane along which the inirial data.ry. Goingbackto the original variabres.Suppose set first l=0 in Eq.=. €= .qe=0.x    J are.2 Canonical Form for parabotic Equation ":eparabof equation.. * 24 '=3x+c1' ..=c. :crore' F = vy1 ..NDAMENTAL coNcEprs sl \4') \ )tina ( andry. Bli. which betrueif B=0 and or C can i f :j. substitute expressions we the for f and 7 into Eq.).we get +=(u)=(a'l'aqAc)._+=_+ . therequired canonical lormis *"'=o :rlegmtion.(3.t + +2c6rny I I I I I lF: ' f =.rat to zero.+cs. we first solve for 7 by integrating aboveequations. F=o or '':n=o :e. we Thenwe obrain F .ofr:xrr.=0 f  I .9) to get .n\= c)+ sot) "f 3. generar the sorution is .the characterislic for thegivenhyperbolic lines equation.e(+Bl(r+cqj=t1_t12+10(_3)(r)+3=0  I I = ZAi.. characteristics ln the to be strarghtlines in the (x. (1.=Y3x.(.(x.Uy+ qyry. I  J :h give the constants as I  .3 .9). I   :  .y)=f(y_3x)+s(y_xt3)  f  . thisexample.=!'*'.=.
) which gives t.Then 17can be chosen any Wetherefore f r7 parallelto the f. set to Hence.t E= z1Je6 t.rp A=7.+ Je 6. B(6.y) whichsatisfies ).= rA andget the implicit solution 6Q.coordinale. =. otherwords. andhence givenPDE is parabolic The characteristicequation is . ) \6.= "y B!.r7.)+2cEyn. (.t6"11J.tl + 6yn + 2C1yry' y x\ to relation reduces 82 Since 4AC=0.. .15) {.8)whichreduces either parabolic by simply case { (l.4x2 =g.=.4AC B' . Using the condition for parabolic case.t7. we the example: the To illustrate procedure.ry n1 Howevel q.(1.v)=ct B=0 as follows: In fact.(1. +Jcrl)=s in choose in sucha way that both 7 andE arezero.<t INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS or (r\ (r\2 Al:z  +Bl::r l+C=0 11. the above +2. find the function 6=1Q.llc). = 26fAq. + y2uo = er everywhere.!AC = 2A 4y 2A Hence..+J.we choose such ln way we like as long as it is not for equation is of that the Jacobian the transformation not zero.F. y2 y2 the 82 The discriminant . + B =2A€r4.1 r.Thuswe canwrite the canonical ofthe forms to substituting and7 intoEq.[ 'tc 1q.B =z..2A we Eq.qyq.one can verify that 7=O implies + B = 2AS.aq.15)..4AC = 4x2 . consider following x2uo 2ryu. we get 9r (1.
characteristic the equations dx dy_B+lB"4AC dx 24 ..llustrate procedure. To find the we substitute the expressions forf :::cal equation.:o (d.LxyuE e' 42unt=26uq+e1n : :rronicalform is. D = 2xy G=e" = lTur.llb). p) so that o=€+n. r. characreristic The equations = tX '[47 2 .4AC= 4x2. and ? into Eq. F=0. have xl=c L = €t 2A 2x2 x = : :. "#J. therefore. dy= Bdx o e iptic. 21  ' ur. consider the following example: : rriminantBz.iiu"r.".FUNDAMENTAL CONCEPTS 53 ! dvtB2xvv dx we . . complex conjugatecoordinates.9) to get = A = A y z+ B x y + c x 2 t 2 y ' . (1. : the we .2 t 2 y 2 + y 2 x 2= 0 r=0.ence ( = xy will satisfy the characteristic equation and we can choose 17 y. = 7 u1+1e. :." i 3 Canonical Form for Elliptic Equation :.give us the requiredcanonical equationin the form (l. we make anothertransformationfrom . Now...say { and ri. for ellipticcase.oro. :he discriminant 824AC<0. the transformed equation is e=y2.. s=€n 22i :. E=0.:eSTation.
=!12 iu the transformation Now. * *' uo = t u. 2x . we obtain F+n Fn a=. c=o .f . 12 F=v form can now be obtained computing by The canonical ]=Aal+fa.2uOO +uo =O canonical equation is Thusthe required or uoo+upp=fi 1.+ B(a*F. to a canonical Solution The discriminant the given PDE is of 4x2y2=g 82 4AC =4x2yz . + arfr) +Zc(arg) = 0 e=eB +BB. + EBn = 0 F=0. xy form and solveit.1 Classify reduce relation and the EXAMPLE y2uo .ay+caj=y2 E =2Aa. we may assumethat t' = !2 '2 + i v .BI+cp2r=x2 D = Aao + Bary + cayy+ Ddx + Eat =  E = A9* + BBxy+ cByy+ DB. )"4 ir+L="" Hence...p=.introducing second a=.2uoo+ .54 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS Integrationof these equationsyields iy+l=s.Zxyu. * t u.
Thus we choose 6=12 +y2.e. _ B _ .yi tn1y+n[2 + t t =.[2 + t.V 2(l+ x2) t+r2 B+ J Br:4AC 2A 6 = ln (t+. ^:: u=f(€)rt+sG) .FUNDAMENTAL CONCEPTS 55 ::3 rhe given equation is ofa parabolic type. going back to the original independenr solution is i:::es. Therefore.fG) and SG) are arbitraryfunctionsoff. =0 + B=0.2 r y _ _ x dx 1r 2A Zy2 y x2 L. second transformation a =2__:J.2 Reduce the following equationto a canonical form: ( l + x 2 1 u o + ( + y 2 \ u y y x u x+ y u y = 0 + :. D = E = F= G = o the requiredcanonical equationis =O orunn=0 4x2Yzur. the Jacobian the transto of i. the required u = y 2f ( x 2 + y 2 1 + l * 2 + y 2 1 g .'2 Bx2y2 4x2y2 =a*2y2 7 = . n = tn(.we get G4o+?nrt5 ' ! E.re this equation..tltPLE 1. we ::. integrate twice with respect ry to get it to ur=fG).we compute . The characteristicequation is d y_ _ 1 .rrdinate be chosen can arbitrarilysothat it is not parallel {. e =4r2y2. + G1l. i. the equation.. The €=12 +y2 satisfies characteristic .[1]i1 = g.lEl + nqg.The characteristic equations are Bdx dy dx ::gration.. ::ion is not zero. F +n nf 22i B='' ' . Now.: :. F:::. : ::d the canonicalequation.tlution The discriminant of the given PDE is 82 _ 4AC= _4(1+r211t+ y21<o :: rhe given PDE is an elliptic type. * JP * D+i tn1y+.::ation gives +y2 =cr.
4). t=cosr.we choosethe characteristic lines as I = x + y .c o sx = c 2 y = cos x + c2 x+ In orderto find the canonical equation. [ 1+ t ) Thenthe canonical form can be obtained computing by f = ^ l a ? + B a . compute we 2 = A l l +M " e .J Reduce following equation a canonical the to form and hencesolveit: =0 uo2sinxu*cos2 rrr . Thusthe canonical equation the given PDE is for udd+upg=0 EruMPLE 1. 82 x r) The characteristic relevant eouations are dy= BJF qAC =sinrl dx 2A d y _ B+J* +rc =lsinx dx ZA On integation. F=0. G=0 C=1.q. we have A=1..4 s i n 2 . C=cos2x.11 I yn +2cqyq + y+ ) y = 2 ( s i n + l ) ( s i n . . + c { = o 3 E = 2A1.c o sx = q . a y + C a 2 r = 1 .r+ cl.C + (sin2 + cos2 = 4 > 3.cos:ay Solution Computing with the general second orderPDE (1.1 ) .2 c o sr = .56 we obtain INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS o=tn(r*Jr'*t) ] P = t n 1 y + .4 r x x 2 C =0. B=2sinx.B(6. Hencethe given pDE is hyperbolic. D=0. D =0..4. we get y = cosr . D=E=F=G=O = The discriminate ..the requiredcanonical is ur. I'n F =O G=0 equation Thus. Thus. y r y .x + .=0 .E = 0 .ry.
. we have u = f@) dtl+ cG) J u=V(rt)+cG) PDEis arbitrary function.x cos x)+ g(y +x .fi=1y1fi'f =. zarecubicparabolas.\IPLE 1.1a13 ._: I ln the halfplane x<0. < 0 a n de l l i p t i c o r x > 0 ..2 ^ = g c1 .r' Reduce Tricomi equation uft+xuyy=0. y) = ry(y . E=9x.. compute we I = l t ? + "B . = ? 943/2+ )re. orderto find the canonical equation. '" z.i x. we obtain un= f(ry) .3re / is arbitrary. y to canonicalform. Retuming the old variables lr. 4. .9 r * g *. e =0. Hencethe givenpDE is of mixed type:hyperbolic solution ' .y)=}y+1. t*'[F +. FCn . the characteristic equations are dv dx nn. of u(x.Integrating once again with respect to ?.4AC = 4x. f ..FUNDAMENTAL CONCEPTS :::!raling with respect to 6. the new coordinatesare "2 ((x. x*0 The discriminant82 ..qc 2A + . the solution the to e(6)is another r.rxF) / + " 5F 1 = . 2 =g 4{x.cosx) the E\4. =? g*yr/2 r. p=1g4)t2 =E. 4r 5 5 .
t 2(t\tt2u.4AC= 4 . r = /=. = 0 type. the charactedsticequationsare given by 7=iJx.. the characteristicequations are E=yx+sinx.the requiredcanonical 9ru.1 xr form is normalor canonical The corresponding 1 ^ =U uooluBB+':up of EXAMPLE 1.6 Reduce the following equationto a canonical form and hence solve it: yut + (x+ y)ury+ xuw = 0 . we get B+JF qAC l + c o s . Solution The discriminant .5 Find the characteristics the equation + uxr+ 2ury+ sinz1x1uo u.t +1Gx\tt2 u.n o=ry.=o ' e' 4' 4 OI I uh=luqua) Case II ln the halfplane x > 0. type. y=x+sinx+c2 ry=yxsinx EXAMPLE 1.4 sin2 = 4 cos2 Hencefor alI x*(2nl)212. p = . y)=  y . we obtain ^ p = t .y) =  y + i(Jx\' Z' dv ((x.we have dv . ctx On integration.rsinrfcl. 2' transformation the Introducing second t+n d=i. 3 ^ . Thus. The characteristic equations are given PDE is of hyperbolic the dy & On integration.6 tt. when it is of hyperbolic 82 x x.5E EOUATIONS INTRODUCTIONTO PARTIAL D1FFERENTIAL equation is Thus.itJx)". a=iJi ctx 4(x.
The canonical form can be obtained by 7=._y)2. = 0 + 6u€4 un= .1 i:neral solution. = 0 t2uh + 2 ( .4 r y = ( x _ y ) 2> 0 ::e the given PDE is hyperboliceverywhere exceptalong the line y:x. E=2(xy\ E=_z(.:rtegrating lr u=EJ fttt\dry+c. obtain we whereas the line on 4=t dty y2 =x2 +cz tt=y2 x2 y=x+q. we obtain :. it is parabolic. straight lines and rectangular hyperbolas. the characteristic equations are 1=vx.rregration.dy _B+rlB.O u .4 A C = ( x + y 1 2 .FUNDAMENTAICONCEPTS 59 Solution Thediscriminant 8 2 .. the characteristic equations are /.y)2ug + 2(x . .y1u.When y*x.Gl u=. It f (y'x")dty' x')+g1yx) .tg]+n4qn+C(l=yxy+x=0. l E l = u " 05\ on) ::::ion yields d I dul  E*=r<nt ory with respectto ?. F=C=o canonical equation for the given PDE is 2(x . c=0. _4AC _(x+y\+(x_y) dx 2A 2y dy dx . D=0.. = r.
8 Show that the eouation uo+ryu. The characteristicequation is dvB 4t=.4 A C = 4 1 a 2 > . cos2 ur.14/a' 2 = + ICI t=!+cr. "or2 D =t. + u.60 INTRODUCTION PARTIAL TO D]FFERENTIAL EQUATIONS EXAMPLE 1. a n d E = F = G = 0 .Now the canonical form can be obtained by computing A=0. .. Solution Comparing with the general PDE (1.4AC = sin22x . aa' t=!+c. the given equation is of parabolic type.u. equationis Hence. dtl dxa On integation. we get dtl [aa Pr 82 .the canonical a =0. E=0. the characteristicequationsare: 6=/lnsinn. ry=y cot x 4 is chosenin such a way that the Jacobianof the transformationis nonzero.7 Classiff and transform the following equation to a canonical form: sin2(x)rio + sin(2x)u. f = r.. C = .4) and replacingyby /.e2(n1t1urosint EXAMPLE 1.4 sin2x cos2r = o Hence.=x o Solution The discriminant of the given pDE is 82 . I cos2 (x1u . J . = x (x) pn1. F=0.is hyperbolic and obtain its canonical form. we have A=1. D = 2 N l x .4AC . B=0.1 / a ' .=Lu.= Integation gives )r=lnsinx+ct Hence. T h ed i s c r i m i n a 8 2 .The characteristicequationsare dt dx Therefore. xa' where 1y'and a are constants.h es i v e n nt PDE is hyperbolic.H e n c et. 1l.
.
10 Let Lu = a(x) (d2uldx2S g"ldr'1+c(.Here.constructits adjoint Z+.' I ^.11  t'**= :. + n14 I Solution Consider equation the I (1.*). where I u the functions and y arecompletely arbitraryexceptlhat Lu and..oPERAroRs 1.:!:...+o. = (av)= + @v) ax Gv)u dx Jn Io *dxJ n ..Z* is the operator by adjointto t. it Let I (t'16) I I  Itn"uarlfn+lB rt*uar rvhichis obtained afterrepeated integration parts.ttv shouldexist..'. t.1.'.':.4 ADJorNr tu=' given where is a differential r operator or t= aolxylL ar<'){\ +...{') + the adjoint differentialoperator associated One way of introducing Z* with I is to form the I productvZu and integrate over the intervalof interest.'*..r)r/. I EXAMPLE 1.
l" =[u'av]ltu(av)'ll + tu u@v)"dx [uubi'a* I'ooffa.=tu(bv)li lB vtu dx=7u'(av) u(av)'+ u (bv)lBn ul(av)" (bv)'+ (cv)) + dx JB equationwith Eq.17). + c) v b)!+{a" b'+c) dx (l . (1.aJ (l.b.^ {ou)'u'a.FUNDAMENTAL CONCEPTS .b) v.le) . . 1 8 ) functions of x and y.(bv)' + (cv) = 6y" a 12o'. rB r!2" dX ?8 S dX  1av)Td.r=JA to")tu'\a* JA =1u'val. we get 1 * y = (av)" . In :::scribed over the L(u) = s . + (a..\ :: 1 ever.
2.12 Find the adjoint of the differential operator L(u)=uort '/l t1\ Solution Comparing Eq. we have noted with interest that a linear second order PDE L(u)= 61'' 11 is classifiedas hlperbolic if 82 > 4AC.u)*"u dxi ij=1 t E (r. L* (u) = uo t.reCQ\.rrf.20).0\4Cn)=u**. ' dx. \ / . Solution Comparing (1.n.we have All=l.2?lla r .zo) that A4 eCQ) and B. Y.11 Construct an adjoint to the Laplace operator given by L(u)=\$+uD r tf.*lt. d x i ) r. the adjoint of (1.2r \"'l (1. 1. It may be noted that the diffusion operator is not a selfadjoint operator. Br =1.we have 4r =1.23)with the general second order PDE (1. Eq. *. For any pair of functionsu.64 TNTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS Its adjoint operator is defined by r(u)= j.: ltr \ i This is known as Lagrange'sidentity.5 R I E M A N N ' SM E T H O D In Section 1.22) is given by From L+O)=+O)+{{i=uo dxdyTherefore. rr \l 11 (r. L*O)= dx' oI Therefore. dx'ox .22) Eq. the Laplace operator is a selfadjoint operator. L*(u)=uo+u. .l.20). Hence. (1.22)with the general linearPDE (1.?. (1. EXAMPLE 1. it can be Here it is assumed shown that vL(u\uL*(v\=\*lI\ d x .23) is given by 4. ec(l). and it has two families of real characteristic curves in the xyplane whose equationsare .!@.+1.' ."" EXAMPLE 1. ).  .19). (1.19).the adjoint of (1. From Eq.lrr=1.
l(b).1 Families characteristic of (b) Let second orderpartialderivatives. us functionhavingcontinuous d v(x. :. l.truight lines parallelto the .+ (bv)+ cv ox oy ox oy we introduce )2. F are functions of r and y only and are rntiable in some domain IR. onceclassifiedas a hyperboric rrion.r'prane.:).26) .::!".y)=cz of the givenpDe as shown i"'nig.2s) u = o * . 1. 1L ) consideran eguationwhich is alteadyreducedfo its canonicd form in te vaiab)es du du .FUNDAMENTAL CONCEPTS 1=fi@.(av). A linearsecondorder partial differentialequationin two variables. oi. z. Fig.+ b. ) ) (t. y) be an arbitrary Z* ler the adjoint operator of Z definedby Z * (v) = ::. + cu = F(x. can always be reduced to the canonical form 2'2. 6=ct and e=cz are furn'ili". y) ox oy ox oy (1.::i:\:1:::!)i"^r:. In the r. curves the 6?plane.u 4 .. as shown in Fig.y)=ct. b. N= b u v + v f u dx ov' (1.:. i.."haracteristics le in the the curves 4=fz@.ifa :re' ('TD are the natural coordinates for the hyperboric system. du L(u) = + a. d+ dy /1 z. c.24) r Z is a linear differential operator and a. (a) lines.
.
We assumethat r the characteristics u. = ur(ov) + u(av).w.SinceEq. (ii) :: = s(x) on r.2 Cauchy data.ltr is already in canbnical form. we get Addingand subtracting T ) Loxoy 'l ) . + u r(bv) + u(bv). .1 x d y ' ox dy d ldxdy l r 1'r l e. + N. with the condition (Cauchy data) (i) u= f(x) on f.N d x ) " Jl f . + vu. (l. ) d x d y = Q 'R ' ( M d y . and its normal derivativesare prescribed a curve I which is not a characteristic on lina be a smoothinitial curvewhich is alsocontinuous shownin Fig. Using Greel': are theorem.The operarr if Z is a selfadjoint and only if L=L*.r and y are the characteristiccoordinates. P(1. Let ?lR be a closed contour PpRP bounding lR. (1.. ). .ltl Let f as is in canonical form.D be a point at which the solution to the Cauchy problem is sought.=. (1.We also assumethat the tanget to f is nowhere parallel to the coordinate axes.urv..:' This is known as Lagrange identity which will be used in the subsequent discussion.^ *od u *odu *rul u.! wrlevy+ cvl*ul!. Let us drar PQ and PR through P to meet the curve f at Q and R. l l'".tt) Flg.66 then INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS M.+N.18r on This is a. 1. the characteristics lines parallel to x and y axes. yLu_uL*v=MtrNy (1. + N . Since Eq. + vru. 1.r'.2. a curve in the xyplane. LeI P(6. we have ff JJ R l l ( M . Now we shall attempt solve Cauchy'sproblemwhici to as is described follows: Let L@)= 16. uy ate prescribedalong f. . cuv.
=[uv)an u@v v.n . [u(av.y:6.1 + la this result into Eq.32) . (1.3ac) r de same time satisfy the following conditions: rzi rhis function v(x. Applying this theoremto the surface integral ofEq. on PR w h e nr = 6 .35) can also be written as .27).ii.at o.are prescribedon l. we obtain luvl. = luvlg+ J. e .34a) (1. i.28) when . i . the above equation l. Since = F . we J'R [ ^_q ayNa. .30) other words. we find that (1 . Equalion (1. (1. y=q (1 . (1.r.26).r u a ' y *[a ' ( M d y .1= w h e ny = q .y.L*{u)]a. ( 1 .  Jr' + ' < * o r .FUNDAMENTAL CONCEPTS dlR is the boundaryof lR. we have using the fact that dy=o on PQ and rk=o .q) _ at [ .u L * ( v ) ) d x t r y [ J o on PR.u. (1.D as the Riemannfunction ot the RiemannGreen function.e.€.31). IR to be a solution of the adjoint equation ? vt=bv yy = av v=l g t* 1.'a"=[[1"21u)uL+ dy p J p ' 1e .dx u a. 3 3 ) ( 1.* choosev(x.u ay. Eq.) dxJ u u@v vr) dl (1. 3 5 ) = :alled the RiemannGreen solution for the Cauchy problem describedby Eq. (1.v.1=![tu4o)ut*{D]a.[.. u (bv.E q . w ar u a4*l! lu4u) . 3 1 ) *'d* Irn'*=1nu"a*+[o by parts the second term on the righthand side and grouping.N .N d x )J r l 'r v a' r ../' " ) =JfJ p L @ ) .. v(bu+ u) dl + eF)ttxdy [I (1 .[^ l.vr) trt. 3 2 )r e d u c e s o t lulp = luv)e.34b) ( 1.(v)]dx l_1u ' J r ' ayNa'1+lR. o n P Q when "r = 4.
36) and (1. = r1x. M =uvy. = . d r .3e) and comparingthe given equation(1.24. rr dybdx)Jr(/vr dx+w).28) with the Cauchy data prescribed on a noncharacteristic curve_ EXAMPLE 1. d r .b d r ) .i8) Tlrus.o _ l .l v ( u .68 INTRoDUCTI0N To PARTIAL DIFFERENTIAL EQUAI. d y ) rr 2 2Jr " l.*"' dxdY grven (t) u=f(x) ).39) with the standardcanonicalform of hyperbolic equation ( I .40) . .u v \ a d y _ b d x ) +  ( u v . d x )+ l l ( v F ) d x t v l r . are prescribed on f.1J Obtain the Riemann solution for the equation ) .tf Jr Jd {1. Solution Here.v .^ l u e . N =buv+vu. arc prescribedon f.the value of u at p is given by l u l . (1.1.361 This relation gives us the value of z at a point p when u and u. we obtain t t .q) dependsonly on the cauchy data on f.37). (t. have we a=b=c=0 Therefore. N =yux (1.17) By addingEqs. we can see that the solution to the Cauchy problem at a pornt (q.. But when u and u. y1 ox oy We construct the adjoint La of L as follows: setting M = quvuyy.dy)+ (vF)dx y lulp=LuvlRd Jruv\d JJ JR (t.{ l u v l " + [ a v l p l l _ u v ( sd y . (1. d y v u .u u d y \ r r l 1 v f 1 da y + l x "'d 2Jr ^ I f (t.  f lr + . (u) . The knowledge of the RiemannGreenfunction therefore enablesus to solve Eq.IONS I f rr _ l u l p = l u v . the given PDE is ^t L@) = :L.= g(x) otx onf on I where f is the curve y=x.
dx=dy. r=/..[.( "!.44) .r\ dy dx 1.4r) N = J.FUNDAMENTAL CONCEPTS 1: 69 M x + Ny = vury.3.41) dt . a.= J. = dt< ay u a.1.uLi (v) ry ^7 l*(v)=__:__: dx dy F:::.t. {u ar.u ai +! r^ {u at._w ll w. Z = Z* and is a selfadjoint operator..t[.'i)* Flg. Therefore. . ' " IR' fl 'ril =  ^_ Ur .42) =l * l ro{uat.ur) = vl(u) .tvat.ua."!*) ) .w at.3 An illustrationExampte ol 1.Using Green's theorem "fi r:1ave tf = ll lvL(u) uL*tv)ldidy Ja{v ay u a') (1. waO ! n.) (l.0.1. we have on f. Hence (1.Na. Na4 r<uat. rila*ay rdt< g ay u a"t (1.t [. .+ N.13.)d.
" a.r. " But * r 0v J p p 2 r a ' = F ' u l o J o o " E * ' t .u a * l = f . e . y = constant.43). Q. Thus JpR' I sayxa*t=[r+=[R.70 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS since on qP.6.7* ) at= <uila. o n P R at P((.. i . dx = 0. o ) r v r fi * fi r !n! w . the relation Substituting ' a* J.\ tt at= t( u  { v D a x .48) .?+' ' ' Jp JpR dy (r. [. P Therefore. (1. 4 s ) Similarly.y. dy = 0.  =0 oy (iv) v=l Equation(1. d x l +)( u v \ p . e .v . J.a.47) becomes ov ou.l.r\ oy dx J .46)into Eq.we obtainfrom Eq.. i . o x  "L* oY ) t' 1 "\ +lvulb+). o Ya. o n Q P w h e nx = 6 .N a t = f .ryplane w h e ny = 4 .t (r. 0. JQP' I t u a. . *x*)*I".al. x = constant. Therefore.] "ff. Av (iii. Hence.( u ) p y ox n or (u)p=(uv)e*1(. (1. .41) throughout the. )l n tt vr  " . L a * JQP JQP Ox (r .il (i) Z*v=0 (ii) dv ^=tt as the solution of the adjoint equation such that Dr)vcdv 0. r .pufrdx+)roufidt Now choosingv(x.\l o a x . o.44)(1.4).'**lfi (vF)dxdt .r *oty += \ ^L. Thus..!a. on PR.46) Eqs.
14 Yerify that the Greenfunctionfor the equation o . L.a= dx dx\x+y) ':at Lrv=0 throughout the r/plane (l.h*. addingEqs.h*=. dx.r Eq. .sl) dy\x+y) . '.0uldx=3x2 ny=r..dy *. we get ( l . o=b= 2 .'rtT in i: :ltain the solutionof the equation the form y = 1 x .4e) (u)p=11@v)p+{*)n)+ I lr.II eFtdx d.rl.: :crto u=0.48) and (1.24).49). 2) r (uv.\vhs1g is (. IR d2u 2 (du*!!\=n * d xd y x + y \ d x d y ) atl.=#k. lJ IR : :il1'.ltPlE 1.FUNDAMENTAL CONCEPTS 1l tuv)p = f d(uvt= t f a (uv)q _ lli1n)ax Jt lox 2 + ltwlay dy 1 I I J.'. an.y 1 ( 2 x 2 x y+ 2 y 2 ) Solution In the given problem.we have hyperbolic equation !': (Zl!(JL).r^.48)can be rewritten as = f (urv dx+ uv. (1. dx+ urv dy+ uv. x+ y C=0.y) + 2(r7) g . ay1 pr.t.) . dy\ = p (u)p (uvt = (ur. axay + J. dx) * at*. F=o :: lint equation Z+(v)=Q.y )[ . is given y b (x + y) l2xy + 1( .t.. so) ::ring this equation with the standard canonical (1.vu.{ur. (1.(D= d y . .
53f{1.e.\ \e+D" ( l . (iii) +=:v oy x+y (iv) v=l If v is definedby (1rs2) v(x.54) dzv _4(x+y) 0x 0y G + tD3 (1. and + 2Y22x .56).#*l *= A#*. Also.e. y.nt .4"1=::!Jlzxy + (( _ r) (x _ y) + 2qryl /r . i.(1. (1.!r*!)_ . _ . ? .52) is satisfied..gry +zx2 ' t \ e _ D '+z6tt) a l 1 1 +' f ' ' " ' ' ' ^ r Using results the described Eqs. G+d" or (x+y)((+4)r" . (..v = v z dx x+ y INTRODUCTIONTO PARTTAL DIFFERENTIALEQUATIONS on PQ.o^v*ut.4)+2(41 + (( ( 1.^ (lll d . on r = f at P(4..... on y=7. * = A#*' + 2t122x(( ..11)2(41 + + . on y=q on PR. r l 4 x y + z (+ y 2 ) l xz ) z * 1 u y4 ( ' + Y ) 4 ( x + v= s = G +q)" (6+d' Hencecondition(i) of Eq. (t. i.s3) Then #=ffi.s6) !:'*P1= dxdy ' (? *':)* x+ y\dx 0y) o' y)2 1x+ =1.s5) dv = )2y\q t t . 0.t1).51)becomes by Eq.
FUNDAMENTAL CONCEPTS 73 (( + *1. get we Eqs.(1.=dipq2 +zx +'D z(qt 2v/(x+ y) at y =r7 is given by 2v2 x+y x+q = I (t. (1.Y dx x+ y at V=n (ii) property in Eq.ing Green's theorem. (1.52)hasbeenverified.52) has also beenverified. property(iii) can also be verified. IR * !' <uayu ai+!Rg ay r a'1 ( l . !+.l .O (M dy.udx\x+y AM =+dx dN dy dv) 0 ( 2vu l+ ^ l+v:dy) dy\x+y du\  dx.s8) .=.y +( 4).58).tlznz +2x(( +r)+2{41 G+?D' and (1.s7) ffirr*r*n Dod+z6q) (l.: v= .zvu .5e) .N dx\ )) lvL(u\ J.57) 0.51).) M=2* uaru. have we . 4( 2L\ dx dxd dx\x+y dy\x+y) ) d \ a d 0 = .Similarly..(l0u .50) and (1. v = q ' F+n G v= 2+124n +G _ tD' +26ry1= + i l G + D 2 \q+nr G + ril3 (iv) in Eq.(l r =a v l\+ . (1.2 .. we have tr c .N d') = r.uL* (v\l dxdy JaRW dy. N= 2'" *u7u x+y dy x+y dx .uL = vl(u\ *(v)v!+d y . atx=1.(l 2 v u \ l + = ( 2 v u \  ! : ldy\ dx) dx\ dy) dx\x+y) dy\x+y) ( = dl .
r [ Iz 0 _ tr P l1 _ u u _ _ _ ]f1d Y + al1 :2 u . y . rP 2uv ((Zuv .l'. using the conditionu=0 on y=x.t However. (1. t +v l l _rj J? Lt.*)* . Therefore. Hence. dx = 0 =  J R 1 Ltr+/ p l l z u v. y = C. =s^tl *r lir.74 INTRODUCTION PARTIAL TO DIFFERENTIAL EQUATIONS (see Fig.6 n + z n 2 ) .#*tl("#. 1. i e € z. f =. l l d y.11x*+ . ] 1 .ldyl' \  2 u .l d" .r + / dYt. on PR. J?\x+v '*)*=Jn fi.52). . r72 1 1t.4/ * 62 + rta 3qrt * rl. " JQ dx .3q41a.^ vl ld y. Eq. = ffi.usingconditions the equation simplifies to (u)p=(uv)qJi"** Now using the given condition.59) becomes .)* (iiF(iv) of Eq.. p cP iv au\ .3 J:4?##4)e =+l'st \€+ryr"E *. x = C.qu = !! t uut uL* d'dv I:( (x*+ ) .'i"l* J/ .x lr+y dr) l . *=3t2 we obtain on nQ (u) (uv)e p= . )) + = G .viz. (1. dy = 0.u .n  dy) dx t \ \ R l' 2u' rQx+y dt(ur\o+(uvrnl' r\a. above Also..+/ dx)) J PL t .3) on QP.+ v a ^l d . $*lenrn.x*t*''nln' ^aNow.
1) dx 1=io"rtynl oxK .xy + 2y21 :ce the result.24).y) (2x2. u(x. ."v^ u dx o nY = q o nx = 1 a tx = 6 .i l \ . therefore.15 Showthat the Green'sfunctionfor the equation du . J0 denotes Solution Comparing with the standardcanonical hyperbolic equation (1.n ) dv dx 0v d( dQ 0x kQHl=oo.D = J0 Bessel's functionof the first kind of order zero..= oy 0 k= a ( x . the Green's function v can be obtained from dv .+a=0 ox oy v(x. y = 7 t 0v U .y€.. y) = (x ..FUNDAMENTAL CONCEPTS 75 'erefore. c=l : 3 selfadjoint equation and.+VPLE 1. we have a=b=0.+Y =U ox t7v d = .
gives ffi*"=o a1*{11_e14 zlo! 6ror.. rrr. Then the above equation reducesto Q2v"+ (v.tL  'vil)I a.tr. ' ' d 0*r. 2+rrntokQ vnt k dQ a L ay\Yry)*e N ay) However. INTRODUCTIONTO PARTI{ DIFFERENTIAI EQUATIONS 0v dv a .s equation) Its solution is known to be of the form = u= Jo@) JoQJG g U .r Lf*.ay= ayLaie' ag] =110"* ?ua0. )2un''' I +=Ap'o!*1rr16k(.Q"'\y4) ax dgE .76 Thus. .=o ' kLk' dO' k aO) or o( d2: * rr* 4 l* u= o ..rr d0) k'\ d0" OT ^ t2 Q ' v "+ Q v ' + L Q K v = 0 Let k=2.q)on)ld'o**d'' ' k' ap 'untfii0'rtxtt] dxdykL do Hence. +Q2v=0=v.=.rt) which is the desiredGreen'sfunction..t d'v ^T^ dldva. .+lv.+v 0 (Bessel. ... .. a=4..a'1. fr=io"<'a Therefore.
Classifrand reducethe following equations a canonical to form: (a) y2uox2uo=0. (b) uo +2u. E and F are functions of .x2)uo.y)2 2. =g l(x. C. Find the solutionof the following Cauchy problem u. B. Reduce following PDE to a canonical the form =0 uB + t"yurry {.u. + y2u.lluo + 2u. (d) x2uo t2ryu. y) glven r>0. = fi= sUl ontheliney I using Riemann's method which is of the form I t yi u(xo. = F(x. Find the familiesof characteristics the pDE of (l. (e) 4uo+5u. =o in the elliptic and hyperbolic cases.* to L(u) = Ayo I pu. y>0. = @o> +t<yr)]+ " v ^ sele . = 0. +\0 =0. 3. +Curry Du. Determine the adjoint operator corresponding .lr FTJNDAMENTAL CONCEPTS EXERCISES I' Find the regionin the xyprane which the following equation hyperbolic: in is . t Fu + whercA. 5.F@.r and y only.y)2 _tlu. * Eu. +f(x . D. u=f (x). +\ry +ux +uy =2. dx y) dy ilf J) iJ. (c) e'uo*eYuo=u. then show that its adjoint operator given by is L* = c2vo vx . i. lf L(u)=c2your. . Reduce following equation a canonical the to form and hencesolve it: 3uo+l\ur+3u)ry=O 6.
(GATEMaths. dx' ox oy dy' (GATEMaths. 2003) . 2000) 14. d 2 u : .=0 i (GATEMaths. . 1998) Choosethe correct answer in the following qu€stions: 11. 2000) 13. (GATEMaths.f . ! = lo through (16. (GATEMaths. (A) rectangular hyperbola (C) circle x>0 are (B) parabola (D) straight line. y):x > 0}. obtain the canonical form of 10. (CATEMaths.o = . z .i ox oy dx dy dx' dvwhen it is of hyperbolictype are.(r2 1)u. The characteristicsof the partial differential equation ...1997) = x + y as one of the transformationvariable.. and. y6).Y2.= . The characteristic curvesof the equation . Pickthe regionin whichthe following PDE is. ^ d 2 t + csszvj1 2 " all a . in 12.2Y2+r. y) : y > 0} (C) ellipticin IR2 (D) parabolic {(r. 9.+ 3! ..2uo .hyperbolic: yuo+2xyar+xu)ry=ux+uy (A) xy +l (C) xy>l (B) r/+0 (D) r/ > 0.x7y2t)rry+y(yz l)zo+ z. The equation x21yl1zo .=.y):x<0} in in @) hyperbolic {(x. 1998) is hyperbolic the entirex/planeexceptalong in (A) xaxis @) yaxis (C) A line parallelto yaxis (D) A line parallelto raxis. =O is (A) parabolic {(x.INTRODUCTION PARTIAL TO DIFFERENTIAL EOUATIONS where IR is the triangular region in the xyplane boundedby the line y = I and the lines x = x6. Using ry dzu . The PDE y3uo ..^02 u= u. a d2" .= 0 .