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You are on page 1of 14

Two With Variable Coefficients

7.1 INTRODUCTION

In the present chapter, we propose to discuss partial differential equations of order two with

variable coefficients. An equation is said to be of order two, if it involves at least one of the differen-

tial coefficients r (= 2z/x2), s (= 2z/xy), t (= 2z/y2), but none of higher order ; the quantities p

and q may also enter into the equation. Thus, the general form of a second order partial differential

equation is f(x, y, z, p, q, r, s, t) = 0. ...(1)

The most general linear partial differential equation of order two in two independent variables

x and y with variable coefficients is of the form

Rr + Ss + Tt + Pp + Qq + Zz = F, ...(2)

where R, S, T, P, Q, Z, F are functions of x and y only and not all R, S, T are zero.

In what follows, we shall show how a large class of second order partial differential equations

may be solved by using the methods of solving ordinary differential equations.

Note that x and y, being independent variables, are constant with respect to each other in differ-

entiation and integration. To understand this, note the solution of the following equation.

s = 2x + 2y. ...(3)

From (3), 2 z = 2x + 2y or

z

= 2x + 2y.. ...(4)

x y x y

Integrating (4) w.r.t. x, (z/y) = x2 +2xy + f(y), where f (y) in an arbitrary functions of y. ...(5)

Integrating (5) w.r.t. y, z = x2y + xy2 + F(y) + g(x),

where F and g are arbitrary functions and F(y) is given by F ( y ) f ( y ) dy.

In what follows we shall use the following results.

p = z , q = z , r= FH IK

2 z z p

x y x 2 x x x

2

FG IJ

t = z2 z

q 2 z z z q p

y y H K

y y

and s=

xy x y y x x y

.

7.2. Type I. Under this type, we consider equations of the form

2 2 2

r = z2 F f1( x, y) , t = z2 F = f2(x, y), s = z F = f3(x, y).

x R y T xy S

These are homogeneons linear partial differential equations with constant coefficients and can

be solved by methods discussed in chapter 4. However a more direct method of solving such equa-

tion will be used in practice.

7.1

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7.2 Partial Differential Equations Of Order Two With Variable Coefficients

Ex 1. Solve the following partial differential equations:

(i) r = 6x. [Agra 2009; Bhopal 2010] (ii) ar = xy [Meerut 2001; Vikram 2003]

2 y 2

(iii) r x e [Indore 2004] (iv) r 2 y

(v) r sin( xy )

Sol. (i) Given equation can be written as 2z/x2 = 6x. ...(1)

Integrating (1) with respect to x, z/x = 3x2 + 1(y), ...(2)

where 1(y) is an arbitrary function of y.

Integrating (2) with respect to x, z = x3 + x1(y) + 2(y),

where 2 (y) is an arbitrary function of y.

(ii) Given equation can be written as 2z/x2 = (1/a) xy. ...(1)

2

Integrating (1) w.r.t. x, z/x = (y/a) (x /2) + 1(y). ...(2)

Integrating (2) w.r.t. x, z = (y/6a) x3 + x1(y) + 2(y),

which is the required general solution, 1, 2 being arbitrary functions.

(iii) Try yourself. Ans. z = (ey/12) x4 + x1(y) + 2(y).

(iv) Try yourself. Ans. z = x2y2 + x1(y) + 2(y).

(v) Given equation can be written as 2z/x2 = sin (xy). ...(1)

Integrating (1) w.r.t. x. z/x = (1/y) cos (xy) + 1(y). ...(2)

Integrating (2) w.r.t. x, z = (1/y2) sin (xy) + x1(y) + 2(y),

which is the required general solution, 1, 2 being arbitrary functions.

Ex. 2. Solve (i) t = sin (xy) (Meerut 2008) (ii) t = x2 cos (xy).

Sol.(i) Given equation can be written as 2z/y2 = sin (xy). ...(1)

Integrating (1) w.r.t. y, z/y = (1/x) cos (xy) + 1(x). ...(2)

2

Integrating (2) w.r.t., y, z = (1/x ) sin (xy) + y1(x) + 2(x),

which is the required solution, 1, 2 being arbitrary functions.

(ii) Given equation can be written as 2z/y2 = x2cos (xy). ...(1)

Integrating (1) w.r.t. y, z/y = x sin (xy) + 1(x). ...(2)

Integrating (2) w.r.t. y, z = cos (xy) + y 1(x) + 2(x),

which is the required solution, 1, 2 being arbitrary functions.

Ex. 3. Solve the following partial differential equations:

(i) xys = 1 [Agra 2007; Rewa 2004, Vikram 2005] (ii) xy2s = 1 2x2y

(iii) log s = x + y (iv) s = x y

2 2

(v) s = x y (vi) x2s = sin y

(vii) s = (x/y) + a (viii) s = 0.

z FG IJ

= 1.

Sol. (i) Re-written the given equation,

x y H K

xy

...(1)

Integrating (1) w.r.t. x, z/y = (1/y) log x + 1(y).

Integrating (2) w.r.t. y, z

z = log x log y + 1( y)dy 2 ( x )

or z = log x log y + 1(y) + 2(x), taking 1(y) = 1(y)dy . z

which is the required general solution, 1, 2 being arbitrary functions.

FG IJ

z 1 2x

(ii) Given equation is

x yH K

= 2

xy y

. ...(1)

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Partial Differential Equations Of Order Two With Variable Coefficients 7.3

2 2

Integrating (1) w.r.t. x, z/y = (1/y ) log x (x /y) + 1(y). ...(2)

Integrating (2) w.r.t. y, 2

z = (1/y) log x x log y + 1( y)dy 2 ( x ) z

or z = (1/y) log x x2 log y + 1(y) + 2(x), taking 1(y) = 1(y)dy .

which is the required general solution, 1, 2 being arbitrary functions.

z

(iii) The given equation log s = x + y can be rewritten as

z FG IJ

s = ex + y or

x y

x y H K

= e x . e y. ...(1)

Integrating (1) w.r.t. x, z/y = e e + 1(y). ...(2)

Integrating (2) w.r.t. y, x y

z

z = e e + 1( y)dy 2 ( x )

or z=e x+y

z

+ 1(y) + 2(x), where 1(y) = 1(y)dy , 1 , 2 being arbitrary functions

(iv) Try yourself. Ans. z = (1/2) (x2y xy2) + 1(y) + 2(x).

(v) Try yourself. Ans. z = (1/3) (x3y xy3) + 1(y) + 2(x).

z = sin y . FG IJ

(vi)Given equation can be written as

x y x

2

H K ...(1)

Integrating (1) w.r.t. x, z/y = (1/x) sin y + 1(y). ...(2)

Integrating (2) w.r.t. y, z = (1/x) cos y + 1( y)dy 2 ( x ) z

or z

z = (1/x) cos y + 1(y) + 2(x), where 1(y) = 1(y)dy , 1 , 2 being arbitrary functions

(vii) Try yourself. Ans. z = (1/2) x2 log y + axy + 1(y) + 2(x).

(viii) Try yourself. Ans. z = 1(y) + 2(x).

Ex. 4. Solve (i) xr = p [Agra 2007] (ii) rx = (n 1)p.

Sol.(i) Given equation can be rewritten as

2 2 2

z z x

x z2 = or = 1.

x x z x x

Integrating, log (z/x) = log x + log 1(y) or z/x = x1(y).

Integrating it w.r.t. x, z = (x2/2) 1(y) + 2(y), where 1(y) and 2(y) are arbitrary functions.

2 2 2

z x n 1

(ii) Given x z2 = (n 1) z or = .

x x z x x

n1

Integrating, log (z/x) = (n 1) log x + log 1(y) or z/x = x 1(y).

n

Integrating it, z = (x /n) 1(y) + 2(y), 1 , 2 being arbitrary functions.

2

Ex. 5. Solve (i) xr + 2p = 0 (ii) 2yq + y t = 1.

Sol.(i) The given equation can be rewritten as

p 2 p 2

x + 2p = 0 or x + 2xp = 0 or (x p) = 0. ...(1)

x x x

2 2

Integrating (1) w.r.t. x, x p = 1(y) or p = z/x = (1/x ) 1(y).

Integrating it w.r.t. x, z = (1/x) 1(y) + 2(y), 1 , 2 being arbitrary functions.

(ii) The given equation can be rewritten as

2 q (y2q) = 0.

2yq + y =1 or ...(1)

y y

2 2

Integrating (1) w.r.t. y, y q = 1(x) or q = z/y = (1/y ) 1(x).

Integrating it, z = (1/y) 1(x) + 2(x), 1 , 2 being arbitrary functions.

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7.4 Partial Differential Equations Of Order Two With Variable Coefficients

Ex. 6. Solve xs + q = 4x + 2y + 2.

Sol.The given equation can be re-written as

p z

x = 4x + 2y + 2 or

y y y (xp + z) = 4x + 2y + 2.

Integrating it w.r.t. y, xp + z = 4xy + y2 + 2y + 1(x)

z

or x + z = 4xy + y2 + 2y + 1(x) or (xz) = 4xy + y2 + 2y + 1(x).

x x

Integrating it w.r.t. x, xz = 2x2y + xy2 + 2xy + 1( x )dx 2 ( y) z

or Required solution is

2 2

xz = 2x y + xy + 2xy + 1(x) + 2(y), where 1(x) = 1( x )dx .

Ex. 7. Solve ys + p = cos (x + y) y sin (x + y). [Meerut 1995]

z

Sol.The given equation can be rewritten as

q z (yq + z) = cos(x + y) y sin (x + y).

y = cos (x + y) y sin (x + y) or

x x x

Integrating it w.r.t. x, yq + z = sin (x + y) + y cos (x + y) + 1(y).

z ( yz )

or y + z = sin (x + y) + y cos (x + y) + 1(y) or =sin (x + y) + y cos (x + y) + 1(y).

y y

Integrating it w.r.t. y, z z z

yz = sin ( x y)dy y cos( x y) dy 1( y) dy 2 ( y)

or z z

yz = sin ( x y)dy y sin( x y) sin(x y) dy 1( y) 2 ( y)

[Integrating by parts and taking 1(y) = 1 ( y) dy ]

Required solution is yz = y sin (x + y) + 1(y) + 2(y), 1, 2 being arbitrary functions.

z

7.4. Type II. Under this type, we consider equations of the form:

p p

Rr + Pp = F, i.e., R+ Pp = F ; Ss + Pp = F, i.e., S y + Pp = F,

x

q q

Ss + Qq = F, i.e., S + Qq = F ; Tt + Qq = F, i.e., T y + Qq = F.

x

These will be treated as ordinary linear differential equations of order one in which p (or q) is

the dependent variable.

7.5 SOLVED EXAMPLES BASED ON ART 7.4

Ex. 1. Solve (i) t xq = x2. [Ravishanker 2010; Nagpur 1996]

(ii) yt q = xy. [Meerut 1997]

2

Sol. (i) The given equation can be rewritten as (q/y) xq = x , ...(1)

which is linear differential equation in variables q and y, regarding x as constant.

Integrating factor (I.F.) of (1) = e z

( x ) dy xy

=e and solution of (1) is

z 2

q(I.F.) = ( x ) ( I. F.)dy 1( x ) or qexy = x 2 e xy dy 1( x) z

or qexy = x2 (1/x) exy + 1(x) or q = z / y = x + exy1(x).

xy

Integrating it w.r.t. y, z = xy + (1/x) 1(x) e + 2(x)

or z = xy + 1(x)exy + 2(x), where 1(x) = (1/x) 1(x).

It is the required solution, 1, 2 being arbitrary functions.

(ii) The given equation can be rewritten as y(q/y) q = xy or (q/y) (1/y)q = x,

which is differential equation linear in variables q and y, regarding x as constant.

I.F. of (1) = e z ( 1/ y)dy = e log y = 1/y and solution of (1) is

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Partial Differential Equations Of Order Two With Variable Coefficients 7.5

1 = 1 q

q

y

x y dy 1 ( x ) or

y

= x log y + 1(x)

Integrating it, z x ( y 2 / 2) log y ( y 2 / 2) (1/ y ) dy + (y2/2) 1(x) + 2(x)

2 2 2

or z = (1/2) xy log y (1/4) xy + (1/2) y 1(x) + 2(x), 1 , 2 being arbitrary functions

Ex. 2. Solve xs + q = 4x + 2y + 2.

q q 1 2y 2

Sol. Re-writing x + q = 4x + 2y + 2 or q=4+ .

x x x x x

Its I.F. = e z (1/ x)dx = elog x = x and hence its solution is

or

qx = z FH

x 4

2y 2 IK 2

dx + 1(y) = 2x + 2xy + 2x + 1(y)

x x

q = z/y = 2x + 2y + 2 + (1/x) 1(y).

Integrating, z = 2xy + y2 + 2y + (1/x) 1(y) dy + 2(x) z

or

Ex. 3. Solve xr + p = 9x y .

2

z = 2xy + y + 2y + (1/x) 1(y) + 2(x), where 1(y) =

2 3

z 1(y) dy .

[Ranchi 2010]

p p 1

Sol. The given equation can be re-written as x + p = 9x2y3 or p = 9xy3.

x x x

Its I.F. = e z

(1/ x )dx

= elog x = x and hence solution is

3

px = {x (9 xy )}dx + 1(y) or px = 3x3y3 + 1(y)

or p = 3x2y3 + (1/x)1(y) or (z/x) = 3x2y3 + (1/x)1(y).

3 3

Integrating, z = x y + 1(y) log x + 2(y),

which is the required solution, 1, 2 being arbitrary functions.

Ex. 4. Solve ys p = xy2 cos (xy).

p 1

Sol. Re-writing given equation, y p p = xy2 cos (xy) or p = xy cos (xy).

y y y

Its I.F. = e z

( 1/ y )dy

= elog y = 1/y and so its solution is

p (1/y) = (1/ y) [ xy cos ( xy)] dx + (x) = sin (xy) + (x)

1 1

Integrating, z

z = cos (xy) + y 1 ( x) dx + 2(y)

or z = cos (xy) + y1(x) + 2(y), where 1(x) = 1 ( x ) dx . z

Ex. 5. Solve t xq = sin y x cos y.

Sol.Re-writting, (q/y) xq = sin y x cos y, which is linear differential equation in q and y.

Its I.F. = e z

( x )dy xy

zO

=e and so its soltion is

qe xy

z

= e xy

z xy

(sin y + x cos y)dy + 1(x) = e xy sin y dy x e cos y dy + 1(x)

= e z xy

x

LM

sin y dy x 1 e xy cos y

N z FH x

IK P

1 e xy sin y dy + (x)

Q 1

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7.6 Partial Differential Equations Of Order Two With Variable Coefficients

or

z

(z/y) exy = exycos y + 1(x)

z

= e xy sin y dy + exy cos y + e xy sin y dy + 1(x)

or (z/y) = cos y + exy 1(x).

xy

Integrating, z = sin y + (1/x) e 1(x) + 2(x)

xy

or z = sin y + e 1(x) + 2(x), where 1(x) = (1/x) 1(x).

Ex. 6. Solve xys qy = x2. [Delhi Maths Hons. 1992, 93]

Sol. Re-writing the given equation, we have

q q 1 x

xy qy = x2 or q= .

y ...(1)

x x x

which is linear differential equation in variables q and x.

Integrating factor of (1) = ef (1/x) dx = elog x = (1/x). Hence solution of (1) is given by

2

1 x z x

q

x

= {( x / y ) (1/ x)} dx = + f(y)

y

or + x f(y).

y y

...(2)

2

Integrating (2), z = x log y + x1(y) + 2(x), where 1(y) and 2(x) are arbitrary functions.

Ex. 7. Solve xs + q xp z = (1 y) (1 + log x).

2 z 1 z z z = 1 y (1 + log x)

xy x y x x x

or FH IK FH

z z z z = 1 y (1 + log x).

x

IK ...(1)

y x x x x

Let u = (z/x) + (z/x). ...(2)

u 1 y

(1) u= (1 + log x), which is linear differential equation ...(3)

y x

Integrating factor of (3) = e z = e and so solution of (3) is

dy y

uey= z

1 y

(1 + log x)ey dy =

1 log x

zO

(1 y) eydy

z

x x

1 log x LM

(1 y)(e y ) (1)(e y )dy = 1 log x [ey + y ey + ey] + (x)

PQ

or

=

x N x

u = (y/x) (1 + log x) + ey (x). ...(4)

y

Then, using (2), z z = (1 + log x) + ey(x), which is linear differential equation ...(5)

x x x

Integrating factor of (5) = e z

(1/ x ) dx

= elog x = x and solution of (5) is

z LMN

x

y OP z

zx = x (1 log x ) e y ( x ) dx + 2(y) = y (1 log x ) dx e y x ( x )dx 2 ( y)

Q z

or zx = y (1 log x ) x (1/ x ) x dx + ey1(x) + 2(y) or

zx = xy log x + ey1(x) + 2(y).

Ex. 8. Solve ys + p = cos (x + y) y sin (x + y). [Meerut 1995]

p 1

Sol. Re-writing given equation, p = 1 cos (x + y) sin (x + y), ...(1)

y y y

which is linear differential equation whose I.F. = e z

(1/ y)dy

= y and so solution of (1) is

z LMN OP

py = y 1 cos( x y) sin ( x y) dy = sin (x + y) y sin ( x y) dy

y Q zL

NM z

= sin (x + y) y cos(z y) { cos( x y)} dy

= sin (x + y) + y cos (x + y) sin (x + y) + F(x)

OP

Q

y(z/x) = y cos (x + y) + F(x) or (z/x) = cos (x + y) + (1/y) F(x).

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Partial Differential Equations Of Order Two With Variable Coefficients 7.7

or yz = y sin (x + y) + 1(x) + 2(y), 1, 2 being arbitrary functions

Ex. 9. Solve yt + 2q = (9y + 6)e2x + 3y.

q 2 FG IJ

6 2x + 3y, which is linear differential equations ...(1)

Sol.Re-writing, q= 9 e

y y y H K

whose integrating factor = e z

(2 / y ) dy

= e2 log y = y2 and so solution of (1) is

qy2 = zFG

H

IJ

z

y2 9 6 e2x + 3ydy = e2x (9 y 2 6 y) e3y dy

y K

qy2 = e2x

LM(9y 6y) FH 1 e

2 3y IK (18y 6)FH 1 e IK 18 FH 1 e IK OP + (x)

3y 3y

or

N 3 9 27 Q 1

or qy2 = 3y2e2x + 3y + 1(x) or y2(z/y) = 3y2 e2x + 3y + 1(x).

2x + 3y 2

(z/y) = 3e + (1/y ) 1(x).

Integrating, z = e2x + 3y (1/y) 1(x) + 2(x), 1, 2 being arbitrary functions.

Ex. 10. Solve (i) 2 yq y2t 1 (ii) xr + p = 9x2 y2.

Sol. (i) Re-writing given equation 2 yq y2 (q / y) 1 or q / y (2 / y)q 1/ y2 ,

which is linear differential equation in variables q and y, regarding x as constant.

Its I.F. = e

(2 / y ) dy

e2 log y y 2 and solution is qy2 (1/ y2 ) dy 1( x)

2

or qy y 1 ( x) or z / y (1/ y) (1/ y 2 ) 1 ( x) .

Integrating it w.r.t. y, z = log y (1/y) 1 ( x ) 2 ( x ) , where 1 and 2 are arbitrary functions.

(ii) Do as in Ex. 3 of Art 7.5. Ans. z = x3y2 + log x 1 ( y) 2 ( y) .

7. 6. Type III. Under this type, we consider equations of the form

Rr + Ss + Pp = F or R (p / x ) S (p / y ) = F Pp

and Ss + Tt + Qq = F or S (q / x ) T (q / y ) = F Qq.

These are linear partial differential equations of order one with p (or q) as dependent variable

and x, y, as independent variables. In such situations we shall apply well known Lagranges method

(for more details refer chapter 2).

Recall that Pp + Qq = R is solved by considering its auxiliary equatrions dx/P = dy/Q = dz/R.

Sometimes the given equation can be reduced to Pp + Qq = R with help of integration of the given

equation.

7.7 SOLVED EXAMPLES BASED ON ART 7.6

Ex. 1. Solve t + s + q = 0. [Meerut 1994]

Sol.Re-writing the given equation, (q/y) + (p/y) + (z/y) = 0.

Integrating w.r.t. y, q + p + z = f(x) or p + q = f(x) z, ...(1)

which is in Lagranges form Pp + Qq = R. Its Lagranges auxiliary equations are

dx dy

= = dz . ...(2)

1 1 f (x ) z

From first and second fractions of (2), dx dy = 0

Integrating, x y = c1, c1 being an arbitrary constant. ...(3)

From first and third fraction of (2), (dz/dx) = f(x) z or (dz/dx) + z = f(x).

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7.8 Partial Differential Equations Of Order Two With Variable Coefficients

Its I.F. = e z z

dx

= ex and hence its solution is zex = e x f ( x ) dx c2

or x

z x

ze (x) = c2, where (x) = e ( x ) dx and c2 is an arbitrary constant

From (3) and (4), the required general solution is

...(4)

zex (x) = (x y) or zex = (x) + (x y), where and are arbitrary functions.

Ex. 2. Solve p + r + s = 1. [Kanpur 2004; Meerut 2005, 10]

Sol. Re-writing the given equation (z/x) + (p/x) + (q/x) = 1

Integrating w.r.t. x, z + p + q = x + f(y) or p + q = x + f(x) z, ...(1)

which is in Langranges form Pp + Qq = R. Its Lagranges auxiliary equations are

dx dy dz

= . ... (2)

1 1 x f ( y) z

From first and second fractions of (2), dx dy = 0.

Integrating, x y = c1, c1 being an arbitrary constant. ...(3)

From second and third fractions of (2), (dz/dy) = x+ f(y) z or (dz/dy) + z = x + f(y).

Its I.F. = e z

dy

= ey and hence its solution is

z z z

zey = {x f ( y)} e ydy c2 = x e y dy e y f ( y) dy c2

or

y y

z

ze xe (y) = c2, where (y) = e y f ( y) dy .

zey xey (y) = (x y)

...(4)

Ex. 3. Solve s t = x/y2. [Ravishankar 2005; I.A.S. 1988]

p q

Sol. The given equation can be re-written as = x2 or (p q) = xy2.

y y y y

Integrating it w.r.t. y, p q = (x/y) + f(x), ...(1)

which is in Lagranges form Pp + Qq = R. Its auxiliary equations are

dx dy dz

= . ... (2)

1 1 ( x / y ) f ( x )

Taking first two fractions of (2), dx + dy = 0 so that x + y = c1. ...(3)

Taking first and third fractions of (2), dz = [(x/y) + f(x)] dx

or dz = {x /(c1 x)} f ( x) dx, since from (3), y = c1 x

or dz = [1 {c1 /(c1 x )} f ( x )] dx.

or

Integrating, z = x + c1 log (c1 x) + (x) + c2, where (x) = f ( x) dx

z x (x + y) log y (x) = c2, using (3).

z ...(4)

From (3) and (4), the required general solution is z x (x + y) log y (x) = (x + y)

or z = x + (x + y) log y + (x) + (x + y), where and are arbitrary functions.

Ex. 4. Solve xyr + x2s yp = x3ey.

Sol. Re-writing the given equations, xy(p/x) + x2(p/y) = yp + x3ey. ...(1)

xy x 2 yp x3e y

From the first two fractions of (2), 2xdx 2ydy = 0 so that x2 y2 = c1. ... (3)

3 y 2

From second and third fractions of (2), dp/dy = (yp + x e )/x

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Partial Differential Equations Of Order Two With Variable Coefficients 7.9

dp yp dp y

or = xey or 2 p = ( y 2 c1 )1/ 2 e y ,

dy x 2 dy y c1

[ from (3), x2 = y2 + c1 so that x = ( y 2 c1 )1/ 2 ]

2

{ y /( y c1 )} dy 2

Its I.F. = e e (1/ 2)log( y c1 )

= (y2 + c1)1/2 and solution of above equation is

or

2

p (y2 + c1)1/2 = {( y c1 )

1/ 2 . y 2 y

e (y + c1)1/2} dy + c2 = e dy c2 = ey + c2

px1 = ey + c2, as from (3) y2 + c1 = x2. ... (4)

z

From (3) and (4), the general solution of (1) is (p/x) ey = f(x2 y2)

or p = x ey + x f (x2 y2) or z/x = x ey + x f (x2 y2), f being an arbitrary function.

Integrating the above equation w.r.t. x, z z

z = ey x dx x f ( x 2 y 2 )dx ( y)

or z = (1/2) x2ey + (x2 y2) + (y), where (x2 y2) = x f ( x 2 y2 )dx

which is the required solution, and being arbitrary functions.

z

Ex. 5. (i) Solve xr + ys + p = 10xy3 [Delhi Maths Hons. 1993]

(ii) xs + yt + q = 10x3y.

Sol. Re-writing the given equation x(p/x) + y(p/y) = 10xy3 p. ...(1)

dx dy dp

Its Lagranges auxiliary equations are = y . ...(2)

x 10 xy3 p

Taking the first two ratios (2), (1/ x )dx (1/ y )dy so that x / y = c1. ...(3)

Taking the second and third ratios of (2), we have

dp 10 xy3 p dp 1 2 dp 1 3

= or p = 10xy or p = 10c1y , using (3). ...(4)

dy y dy y dy y

I.F. of (4) = e z

(1/ y) dy

= elog y = y and so solution is

z

py = y (10c1y 3 ) dy = 2c1y5 + c2

From (3) and (5), the general solution of (1) is

or py 2xy4 = c2, using (3) ...(5)

z = x2y3 + 1 x + 2(y),

FG IJ x FG IJ

1 x FG IJ

Integrating w.r.t. x,

y HK where

x 1 y

3 2

HK

=

y y HK

.

(ii) Do yourself. Ans. zx = x y + 1(y/x) + 2(x).

Ex. 6. Solve sy 2xr 2p = 6xy.

Sol. Re-writing the given equation , 2x(p/x) y(p/y)= (6xy + 2p). ...(1)

dx dy dp

Lagranges auxiliary equations are = . ...(2)

2 x y 6xy 2 p

Taking the first and second ratios in (2), we get

(1/ x)dx (2 / y )dy 0 so that xy2 = c1. ...(3)

3 2 2

2 y dx (2 yp 2 xy ) dy y dp

Now, each ratio of (2) =

0

(2yp + 2xy2)dy 2y3dx y2dp = 0 2y (p + 2xy)dy y2(dp + 2xdy + 2ydx) = 0.

2dy d( p 2 xy )

2y (p + 2xy)dy y2d (p + 2xy) = 0 =0

y p 2 xy

Integrating it, 2 log y + log (p + 2xy) = log c1, being an arbitrary constant

or log {(p + 2xy)/y2} = log c1 or (p + 2xy)/y2 = c1. ...(4)

From (3) and (4), the general solution of (1) is

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7.10 Partial Differential Equations Of Order Two With Variable Coefficients

2 2

(p + 2xy)/y = (xy ) or (z/x) = 2xy + y2(xy2). ... (5)

Integrating (5) w.r.t. x, z = x2y + 1(xy2) + 2(y), where 1(xy2) = y2(xy2).

x

Ex. 7. Solve r + (y/x)s = 15xy2.

Sol. Re-writing the given equation, (p/x) + (y/x) (p/y) = 15xy2. ...(1)

dx dy dp

So Lagranges auxiliary equations are = . ...(2)

1 y / x 15xy2

From (2), (1/ y ) dy (1/ x) dx log y log x = log c1 y/x = c1. ...(3)

2

Taking the first and third ratios of (2), dp = 15xy dx = 15c12x3dx,

by (3)

2 4

Integrating, p = (15/4) c1 x + c2 p (15/4) (y/x)2 x4 = c2, by (3)

or p (15/4) x2y2 = c2, c2 being an arbitrary constant ...(4)

Using (3) and (4), the general solution of (1) is

15

p x2y2=

FH IK

y

or

z 15 2 2

= x y +

y

.

FH IK

...(5)

4 x x 4 x

or

Integrating (5) w.r.t. x,

5

z = x3y2 + y

4 2

1

z y FH IK FH IK

y

2 x d x + 2(y)

( y / x )

z = (5/4) x3y2 + y1(y/x) + 2(y), where 1 and 2 are arbitrary functions.

Ex. 8. Solve the following partial differential equations :

(i) 2xr ys + 2p = xy2. (ii) 2yt xs + 2q = 4yx2.

2 2 2

Ans. (i) z = 1(xy ) + 2(y) + (1/4) x y . (ii) z = 1(x2y) + 2(x) + x2y2.

Ex. 9. Solve s r x cos ( x y)

Sol. Re-writing the given equation, p / x p / y x cos ( x y) ... (1)

dx dy dp

Its Lagranges auxiliary equations are .... (2)

1 1 x cos( x y)

Taking the first two ratios, dx dy = 0 so that x y = c1 ... (3)

Taking the first and the last fractions of (2) and using (3), we get

dp x cos ( x x c1 ) or dp x cos (2 x c1 )

Integrating,

p (1/ 2) x sin (2 x c1 ) (1/ 2) sin(2 x c1 )dx c2

or p (1/ 2) x sin ( x y) (1/ 4) cos( x y) c2 , using (2). ... (4)

From (3) and (4), the general solution of (1) is given by

p (1/ 2) x sin( x y) (1/ 4) cos( x y) f ( x y).

or z / x (1/ 2) x sin( x y) (1/ 4) cos( x y) f ( x y) ... (5)

Integrting (5) w.r.t. x, z = (1/2) [ x cos (x + y) + cos (x + y) dx]

Ex. 10. Solve yt xs q 8 y x2 9y2 .

Sol. Re-writing the given equation, x(q / x) y (q / y) 8yx 2 9y2 q ... (1)

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Partial Differential Equations Of Order Two With Variable Coefficients 7.11

dx dy dq

Its Lagranges auxiliary equations are ... (2)

x y 8 yx 9 y 2 q

2

Taking the first two ratios of (2), log y log x = log c1 or y/x = c1 ... (3)

Taking the last two ratios of (2), we get

dq q dq 1 8y2

9y 8x 2 or q 9y 8 x 2 9 y 2 , by (3)

dy y dy y c1

(1/ y ) dy

e log y y and solution is

or qy 3y3 (2y4/c12) = c2 or qy 3y3 2y2 x2 = c2, by (3) ... (4)

From (3) and (4), the general solution of (1) is

qy 3y3 2y2 x2 = f ( y / x) or z / y 3 y 2 2 x2 y (1/ y) f ( y / x)

Integrating it w.r.t. y while treating x as constant, we get

1 f (y / x) y

z y3 x2 y 2 y f ( y / x ) dy 1 ( x) or z y3 x 2 y2 d

( y / x ) x

1 ( x )

Ex. 11. Solve xyr x 2 s yp x3ey

Sol. Re-writing the given equation, xy (p / x) x 2 (p / y) yp x3ey ... (1)

dx dy dp

Its Lagranges auxiliary equations are ... (2)

xy x 2 yp x 3 e y

Taking the first two ratios of (2), 2 xdx 2 ydy 0 so that x2 y2 = c1 ... (3)

Taking the first and the last ratios of (2), we get

dp yp x 3e y p x 2 e y dp 1 x2 2 1/ 2

or p 2 1/ 2

e( x c1 ) , by (3)

dx xy x y dx x ( x c1 )

Its I.F. = e

( 1/ x ) dx

e log x 1/ x and solution is

1 1 x2 2 1/ 2

p

2 1/ 2

e( x c1 ) dx et dt et c2

x x ( x c1 )

2 1/ 2

( x c1 )

or (p/x) e = c2 or (p/x) ey = c2, using (3) ... (4)

From (3) and (4), the general solution of (1) is

(p/x) ey = f (x2 y2) or z / x x ey xf ( x2 y2 ) ... (5)

Integrating (5) w.r.t. x (while treating y as constant), we get

z (1/ 2) x2 e y 1 ( x 2 y 2 ) 2 ( y) , where 1 ( x 2 y2 ) x f ( x 2 y2 ) dx .

7.8. Type IV. Under this type, we consider equations of the form

2 z P z

Rr + Pp + Zz = F or R + Zz = F ...(1)

x 2 x

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7.12 Partial Differential Equations Of Order Two With Variable Coefficients

2

z Q z

and Tt + Qq + Zz = F or 2 T+ Zz = F, ...(2)

y y

which are linear ordinary differential equations of order two with x as independent variable in (1) and

y as independent variable in (2).

7.9 SOLVED EXAMPLES BASED ON ART 7.8

Ex. 1. Solve t 2xq + x2z = (x 2)e3x + 2y. [Delhi Math (G) 1999; Poona 1996]

Sol.Taking D /y, the given equation becomes

(D 2 2x D + x2)z = (x 2)e3x + 2y or ( D x)2 ( x 2) e3 x 2 y ...(1)

Complementary function of (1) = exy {1(x) + x2(x)}.

1 ( x 2) e3x 2 y e3 x 2 y

and particular integral of (1) = (x 2)e3x + 2y = .

( D x) 2 (2 x )2 x2

3x 2 y

xy e

Required solution is z = e {1(x) + x2(x)} + x 2 , 1 , 2 being arbitrary functions.

Ex. 2. Solve (i) t q (1/x) {(1/x) 1}z = xy2 x2y2 + 2x3y 2x3. [Calicut 1999]

2 2 2 3 3

(ii) r p (1/y) {(1/y) 1}z = x y x y + 2xy 2y .

Sol. (i) Let D /y. Then given equation can be re-written as

[D 2 D (1/x) {(1/x) 1}] z = xy2 x2y2 + 2x3y 2x3. ...(1)

FH D 1 IK RSD FH 1 1IK UV z = xy x y + 2x y 2x .

2 2 2 3 3

x T W

or ...(1)

x

So C.F. = ey/x 1(x) + ey (y/x)2(x), 1 , 2 being arbitrary functions

In order to determine a particular integral of (1), we assume that

z = F1 y2 + F2 y + F3, where F1, F2, F3 are functions of x or constants. ...(2)

(2) z/y = 2F1y + F2 2z/y2 = 2F1.

so that q = 2F1y + F2 and t = 2F1. ...(3)

Using (2) and (3), given equation reduces to

1 1

1 (F1 y2 + F2 y + F3) = xy2 x2y2 + 2x3y 2x3.

x x

Equation coefficients of various powers of y in the above identity, we obtain

2

{(1/x ) (1/x)}F1 = x (1 x), ...(4)

2 3

2F1 {(1/x ) (1/x)}F2 = 2x ...(5)

and 2F1 F2 {(1/x2) (1/x)}F3 = 2x3. ...(6)

3

From (4), F1 = x . Then, from (5), F2 = 0. So (6) F3 = 0.

from (2), P.I. = x3y2 and so the required solution is

z = ey/x1(x) + ey (y/x)2(x) x3y2.

(ii) Do your as in part (i). Ans. z = e(x/y)1(y) + ex (x/y)2(y) x2y3.

7.10. SOLUTIONS OF EQUATIONS UNDER GIVEN GEOMETRICAL CONDITIONS.

Working rule. As explained in this chapter, we first find the solution of the given equation

containing some arbitrary functions of x and y, which are determined with help of the given geometri-

cal conditions. Substituting the values of arbitrary functions in the general solution, we shall obtain

surfaces which satisfy the given geometrical conditions.

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Partial Differential Equations Of Order Two With Variable Coefficients 7.13

Ex. 1.(a) Find the surface satisfying t = 6x2y containing two lines y = 0 = z and y = 2 = z.

[Kanpur 2001; Sagar 2004]

Sol.Re-writing the given equation, we get q/y = 6x2y.

2 2

Integrating it w.r.t. y, q = 3x y + f(x) or z/y = 3x2y2 + f(x).

Integrating it w.r.t. y, z = x2y3 + y f(x) + (x), ...(1)

which is the general solution, f and being arbitrary functions.

Since (1) contains the given lines y = 0 = z and y = 2 = z, we get 0 = (x) ...(2)

and 2 = 8x2 + 2 f(x) + (x). ...(3)

2

Using (2), (3) becomes 2 = 8x + 2 f(x) or f(x) = 1 4x2.

2

Putting (x) = 0 andf(x) = 1 4x in (1), the required surface is z = x y + y(1 4x2).

2 3

Ex. 1.(b) Find a surface satisfying t = 6x3y and containing the two lines y = 0 = z, y= 1 = z.

Sol. Re-writing the given equation, we get (q/y) = 6x3y

Integrating w.r.t. y, q = 3x3y2 + f(x) or z/y = 3x3y2 + f(x)

3 3

Integrating it w.r.t. y z = x y + y f(x) + (x). ...(1)

Since (1) contains the lines y = 0 = z and y = 1 = z, we get 0 = (x) ...(2)

3

and 1 = x + f(x) + (x). ...(3)

From (2) and (3), (x) = 0 and f(x) = 1 x3.

Putting these values in (1), the required surface is z = x3y3 + y(1 x3).

Ex. 2. Find the surface passing through the parabolas z = 0, y2 = 4ax and z = 1, y2 = 4ax and

satisfying the equation xr + 2p = 0. [Kanpur 2000; Agra 1996 ; Meerut 1993 ; I.A.S. 2006]

Sol. Re-writing the given differential equation, x(p/x) + 2p = 0

or x2(p/x) + 2px = 0 or (x2p)/x = 0

Integrating it w.r.t. x, x2p = f(y) or p = f(y)/x2 or (z/x) = (1/x2) f(y).

Integrating it w.r.t. x, z = (1/x) f(y) + (y). ...(1)

2 2

Since (1) passes through z = 0, y = 4ax, 0 = (4a/y ) f(y) + (y). ...(2)

2 2

Again since (1) passes through z = 1, y = 4a x, 1 = (4a/y ) f(y) + (y). ...(3)

Adding (2) and (3), 1 = 2(y) so that (y) = 1/2. ...(4)

2

Putting (y) = 1/2 in (2), we get f(y) = y /8a. ...(5)

Putting the values of (y) and f(y) given by (4) and (5) in (1), the desired surface is

z = y2/(8ax) + 1/2 or 8axy = 4ax y2.

Ex. 3. Show that a surface satisfying r = 6x + 2 and touching z = x3 + y3 along its section by

the plane x + y + 1 = 0 is z = x3 + y3 + (x + y + 1)2. [Agra 1994; KU Kurukshetra 2004]

Sol. Given r = 6x + 2 or p/x = 6x + 2. ...(1)

2 2

Integrating (1) w.r.t. x, p = 3x + 2x + f(y) or z/x = 3x + 2x + f(y). ...(2)

3 2

Integrating (2) w.r.t. x, z = x + x + xf(y) + F(y), ...(3)

where f(y) and F(y) are arbitrary functions.

The given surface is z = x3 + y3 ...(4)

and the given plane is x + y + 1= 0. ...(5)

Since (3) and (4) touch each other along their section by (5), the values of p and q at any point

on (5) must be equal. Thus we must have

2 2

3x + 2x + f(y) = 3x ...(6)

2

and xf (y) + F(y) = 3y . ...(7)

From (5) and (6), f(y) = 2x = 2(y + 1) ...(8)

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7.14 Partial Differential Equations Of Order Two With Variable Coefficients

2x + F(y) = 3y2 or F (y) = 3y2 2x or F (y) = 3y2 + 2(y + 1), using (5)

Integrating it, F(y) = y + y2 + 2y + c,

3

...(9)

where c is an arbitrary constant. Using (8) and (9), (3) gives

z =x3 + x2 + 2x(y + 1) + y3 + y2 + 2y + c ...(10)

Now at the point of contact of (4) and (10) values of z must be the same and hence we have

x3 + x2 + 2x(y + 1) + y3 + y2 + 2y + c = x3 + y3 or x2 + 2x(y + 1) + y2 + 2y + c = 0

or x2 + 2x(x) + (x + 1)2 2(x + 1) + c = 0, as from (5), y + 1 = x and y = (x + 1)

which gives c = 1. Putting c = 1 in (10), the required surface is

z = x3 + x2 + 2x(y + 1) + y3 + y2 + 2y + 1 or z = x3 + y3 + (x + y + 1)2

2 2

Ex. 4(a). Show that a surface passing through the circle z = 0, x + y = 1 and satisfying the

differential equation s = 8xy is z = (x2 + y2)2 1. [Agra 1993 ; Meerut 1994]

FG IJ

z

Sol. Re-writing the given equation,

x yH K 2

= 8xy. ...(1)

Integrating (1) w.r.t. x, z/y = 4x y + f(y). ...(2)

or

Integrating (2) w.r.t. y,

2 2

z

z = 2x y + f ( y) dy 1( x )

z = 2x2y2 + 2(y) + 1(x), ...(3)

z

where 2(y) = f ( y) dy and 1 2 are arbitrary functions.

Given circle is given by x2 + y2 = 1 and z = 0. ...(4)

Putting z = 0 in (3), we have 2x2y2 + 2(y) + 1(x) = 0. ...(5)

2 2 2 2 2 2 2 2 4 4

Now, x + y = 1 (x + y ) = 1 2x y + x + y = 1. ...(6)

Comparing (5) and (6), 2(y) + 1(x) = x4 + y4 1.

Substituting the above value of 2(y) + 1(x) in (3), we have

z = 2x2y2 + x4 + y4 1 or z = (x2 + y2)2 1.

Ex. 4(b). Find the surface passing through the cirlce x2 + y2 = a2, z = 0 and satisfying the

differential equation s = 8xy.

Sol. Proceed as in Ex. 4(a).

Ex. 5. Show that a surface of revolution satisfying the differential equation r = 12x2 + 4y2 and

touching the plane z = 0 is z = (x2 + y2)2. [Kanpur 1999; Agra 2000, 02 ; Meerut 1993, 97]

Sol. The given equation can be re-written as

2

z

2 =

FH IK

z = 12x2 + y2 or

p

= 12x2 + 4y2. ...(1)

x x x x

3 2

Integrating (1) w.r.t. x, p = z/x = 4x + 4xy + f(y). ...(2)

4 2 2

Integrating (2) w.r.t., x, z = x + 2x y + xf(y) + g(y). ...(3)

Given the required surface (3) touches the plane z = 0. Now, for z = 0, z/x = 0 and so (2)

reduces to 4x3 + 4xy2 + f(y) = 0 or f(y) = 4x3 + 4xy2. ...(4)

Since L.H.S. of (4) is function of y alone and R.H.S. is not a function of y alone, (4) shows

that we must take each side of (4) equal to zero. Thus, we take f(y) = 0 ...(5)

and 4x3 + 4xy2 = 0 so that x2 = y2.

Putting z = 0, x2 = y2 and f(y) = 0 in (3), we have

4 4 4

0 = y 2y + 0 + g(y) so that g(y) = y . ...(6)

Putting the values of f(y) and g(y) given by (5) and (6) in (3), desired surface is

z = x4 + 2x2y2 + y4 or z = (x2 + y2)2.

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