Partial Differential Equation

Let us assume that z will always represent a function of x and y. i.e., z = f(x,y) where x and y are two independent variables and z is a dependent variable. Notations
p= ∂z∂x, q= ∂z∂y, r= ∂2z∂x2, s= ∂2z∂x ∂y, t= ∂2z∂y2

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If the number of constants to be eliminated is equal to the number of independent variables then the required Partial Differential Equation will be of First Order. If the number of constants to be eliminated is more than the number of independent variables then the required Partial Differential Equation will be of Second Order or higher order. If the number of functions to be eliminated is one, then the required Partial Differential Equation will be of first order otherwise it will be of second order or higher order. Eliminating ф from фu, v=0 gives a Partial Differential Equation
uxuyvxvy=0

To Solve f(p, q) = 0 Let z = ax + by + c be the solution. Then p = a, q = b, we get f(a,b)=0 Solving, we get b= фa The Complete Integral is z •

= ax + ф(a) y + c. There is no singular integral.

The complete integral of Partial Differential Equation of the type Z = px + qy + f(p, q) is z= ax + by + f(a,b)

To Solve f(z, p, q) = 0 Let z=f(x + ay) be the solution.
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Put u = x + ay, then z = f(u).
p=dzdu, q=adzdu

Solving fz, dzdu, adzdu=0 which is an ordinary differential equation, we get the required solution. To Solve f1(x, p) = f2(y, q) Let f1(x, p) = f2(y, q) = k p = F1(x, k) q = F2(y, k) Then z= F1x,kdx+ F2y,kdy To Solve F(xmp, ynq) = 0 and F(z, xmp, ynq) = 0 If m≠1, n≠1, then Xmp = (1 – m)P Ynq = (1 – n)Q, where P= ∂z∂X, Q= ∂z∂Y Solution is F ( P, Q ) = 0 F (z, P, Q) = 0 If m=1, n=1, then put log x = X and log y = Y xp = P and yq = Q Solution is F ( P, Q ) = 0 F (z, P, Q) = 0

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Lagranges Linear Equation The standard form is Pp and z.

+ Qq = R

where P, Q and R are functions of x, y

The subsidiary equation is
dxP= dyQ= dzR

Choose any three multiplier l, m, n such that
dxP= dyQ= dzR= l dx+m dy+n dzlP+mQ+nR, where lP+mQ+nR=0

i.e., l dx+m dy+n dz = 0 Solving, we get u(x, y, z ) = c1

Similarly choose another set of three multipliers l/, m/, n/ such that
dxP= dyQ= dzR= l/ dx+m/ dy+n/ dzl/P+m/Q+n/R, where l/P+m/Q+n/R=0

Solving, we get v(x, y, z ) = c2

The Solution is given by ф(u, v) = 0

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HOMOGENEOUS LINEAR PARTIAL DIFFERENTIAL EQUATION
The general form of Linear Partial Differential Equation is
a0∂nz∂xn+a1∂nz∂xn-1∂y+……+an∂nz∂yn=F (x, y)

The Solution is z = Complementary Function (C.F) + Particular Integral (P.I)

To find Complementary Function (C.F) Auxillary Equation is a0mn+a1mn-1+ ……+ an=0 This equation has n roots say m1,m2,m3,…..mn Case (i) If the roots are real ( or imaginary) and different say m1≠m2≠m3≠…..≠mn, then the C.F is
z= f1y+m1x+f2y+m2x+f3y+m3x+……+ fny+mnx

Case (ii) If any two roots are equal say m1=m2=m and m3≠m4≠……then the C.F is
z= f1y+mx+f2y+mx+f3y+m3x+f4y+m4x……+ fny+mnx

Case (ii) If any three roots are equal say m1=m2=m3=m and m4≠m5≠……then the C.F is
z= f1y+mx+x f2y+mx+x2f3y+m3x+f4y+m4x……+ fny+mnx

To find Particular Integral ( P. I ) If F(x, y) = eax+by, then
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Rule 1
P.I= 1ф(D,D/) eax+by= 1ф(a,b)eax+by provided фa, b≠0

If фa, b= 0, then refer to caseiv. Rule 2 If F(x, y) = sin (mx+ny) or cos(mx+ny), then
P.I= 1ф(D,D/) sin mx+ny or cos(mx+ny)

Replace D2 by –m2, D/2 by –n2 and DD/ by –mn in фa, b provided the denominator is not equal to zero. If the denominator is zero, then refer to case (iv). Rule 3 If F(x, y) = xmyn then
P.I= 1ф(D,D/) xmyn=[ф(D, D/)]-1xmyn

Expand =[ф(D, D/)]-1 by using Binomial theorem and then operate on xmyn. Note 1
1Df(x, y) means integrate f(x,y) with respect to ‘x’ one time assuming ‘y’ as a constant. 1D/f(x, y) means integrate f(x, y) with respect to ‘y’ one time

assuming ‘x’ as a constant. Note 2

In xmyn, if m < n, then try to write ф(D, D/) as ф(DD/) and if n < m, write ф(D, D/) as ф(D/D)

Rule 4 If F(x, y) is any other function, resolve ф(D, D/) into linear factors say
(D- m1D/)D-m2D/…..etc, then the P.I= 1(D- m1D/)D-m2D/F(x,y)

Now, 1(D- mD)Fx,y= Fx, c-mxdx where y=c-mx Note : If the denominator is zero in Rule 1 and Rule 2, then apply rule 4 to find Particular Integral.
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