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11 Partial Differential Equations

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11.1 INTRODUCTION
A relation between the variables (including the dependent one) and the partial differential
coefficients of the dependent variable with the two or more independent variables is called
a partial differential equation (p.d.e.)
For example:
∂u ∂u
x +y = u + xy …(1)
∂x ∂y

∂2 u ∂2 u
+ =0 …(2)
∂ x2 ∂ y2
3
 ∂2u 
2
 ∂2u 
 2  +  2  = u …(3)
∂x  ∂y 
with ∂u ∂u  …(4)
= p, =q 
∂x ∂y

∂2u ∂2u ∂u
2 
= r, = s, = t 
∂x2 ∂x∂y ∂y2 
K K K etc

as standard notations for partial differentiation coefficients.
The order of a partial differential equation is the order of the highest order differential
coefficient occuring in the equation and the degree of the partial differential equation is the
degree of the highest order differential coefficient occurring in the equation.
For example, equation (1) is of Ist order Ist degree, equation (2) is of 2nd order Ist degree
whereas equation (3) is of 2nd order 3rd degree.
If each term of the equation contains either the dependent variable or one of its derivatives,
it is said to be homogeneous, otherwise, non-homogeneous.
For example, equation (2) is homogeneous, whereas equation (1) is non-homogeneous.

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674 Engineering Mathematics through Applications

The partial differential equation is said to be linear if the differential co-efficients occurring
in it are of the Ist order only or in other word if in each of the term, the differential co-
efficients are not in square or higher powers or their product, otherwise, non-linear.
e.g. x2p + y2q = z is a linear in z and of first order
Further, a p.d.e. is said to be quasi-linear if degree of highest order derivative is one, no
product of partial derivatives are present
e.g. z – zxx + (zy)2 = 0 is a quasi-linear 2nd order.

11.2 FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS


These equations are formed either by the elimination of arbitrary constants or by the
elimination of the arbitrary functions from a relation with one dependent variable and the
rest two or more independent variables.
Observations: When p.d.e. formed by elimination of arbitrary constants
1. If the number of arbitrary constants are more than the number of independent variables in the given
relations, the p.d.e. obtained by elimination will be of 2nd or higher order.
2. If the number of arbitrary constants equals the number of independent variables in the given relation,
the p.d.e. obtained by elimination will be of order one.

Observations: When p.d.e. formed by elimination of arbitrary functions. When n is the number of arbitrary
functions, we may get several p.d.e., but out of which generally one with two least order is selected.
∂4 z
e.g. z = x f(y) + yg (x) involves two arbitrary functions, f and g. Here =0 …(i)
∂x2∂ y2
and xys = xp + yq – z (second order) …(ii)
are the two p.d.e. are obtained by elimination of the arbitrary functions. However, 2nd equation being in lower
in order to 1st is the desired p.d.e.

Example 1: Form a partial differential equation by eliminating a, b, c from the relation


x2 y2 z2
+ + =1 [NIT Kurukshetra, 2003; KUK, 2000]
a2 b2 c2
Solution: Clearly in the given equation a, b, c are three arbitrary constants and z is a dependent
variable, depending on x and y.
We can write the given relations as:
 x2 y2 z2 
f (x, y, z) =  2 + 2 + 2 − 1 = 0 …(1)
a b c 
then differentiating (1) partially with respect to x and y respectively, we have
∂f ∂f ∂ z  ∂y 
+ ⋅ = 0,  Keeping = 0
∂x ∂z ∂x ∂x 

∂f ∂f ∂ z  ∂x 
and + ⋅ = 0,  Keeping = 0
∂y ∂z ∂y ∂y 
2x 2z ∂z
or + ⋅ =0 ⇒ c2x + a2zp = 0 …(2)
a2 c2 ∂x
Partial Differential Equations 675

2y 2z ∂z
and + =0 ⇒ c2y + b2zq = 0 …(3)
b2 c2 ∂ y
Again differentiating (2) with respect to x, we have
2
∂z ∂2 z
c2 + a2   + a2 z 2 = 0
 ∂x  ∂x
c2 z ∂z
On substituting =− from (2) in above equation, we get
a2 x ∂x
2
z ∂z  ∂z  ∂2 z
− +  +z 2 =0
x ∂x  ∂x  ∂x
2
∂2 z ∂z ∂z
or xz ⋅ + x   − z =0 …(4)
∂x 2  ∂x  ∂x
c2
Similarly, differentiating (3) partially with respect to y and substituting the value of
b2
from (3) in the resultant equation, we have
2
∂2 z  ∂z  ∂z
yz 2 + y   − z =0 …(5)
∂y  ∂y  ∂y
Thus equations (4) and (5) are ‘partial differential equations’ of first degree and second
order.

Example 2: Form partial differential equation from z = x f1(x + t) + f2(x + t).

Solution: Clearly z is a function of x and t


∂z
p= = f1(x + t) + x f1′(x + t) + f2′(x + t)
∂x
∂z
q= = x f1′(x + t) + f2′(x + t)
∂t
∂2 z
r= = f1′(x + t) + x f1′′(x + t) + f1′(x + t) + f2′′(x + t)
∂ x2
= 2 f1'(x + t) + x f1''(x + t) + f2''(x + t)
∂ ∂z ∂2 z
s= = = f1′ (x + t) + x f1′′ (x + t) + f2′′ (x + t)
∂ t ∂ x ∂ x∂ t
∂2 z
t= = x f1′′(x + t) + f2′′(x + t)
∂ t2
Now (r + t) = 2 f1'(x + t) + 2x f1''(x + t) + 2 f2''(x + t) = 2s
∂2 z ∂2 z ∂2 z
or + 2 −2 =0
∂x 2
∂t ∂ x∂ t
Example 3: Form the partial differential equation by eliminating the arbitrary function,
F(x + y + z, x2 + y2 + z2) = 0 [KUK, 2004-05, 2003-04]
676 Engineering Mathematics through Applications

Solution: Let F ((x + y + z), (x2 + y2 + z2 )) = 0 be F(u, v) = 0 …(1)


where u = (x + y + z) and v = (x2 + y2 + z2) …(2)
Clearly F(u, v) = 0 is an implicit function.
∂F ∂u ∂F ∂v
∴ 0 = Fx = + …(i) 
∂u ∂x ∂v ∂x 

∂F ∂u ∂F ∂v
0 = Fy = + …(ii)  …(3)
∂u ∂y ∂v ∂y 
∂ u ∂ u ∂ x ∂ u ∂y ∂u ∂z
whereas = + + = (1 + p) …(4)
∂x ∂x ∂x ∂y ∂x ∂z ∂x

 ∂y ∂x 
 since ∂x = 0 = ∂y as x and y are two independent variables

∂u ∂u ∂x ∂u ∂y ∂u ∂z
and = + + = (1 + q) …(5)
∂y ∂x ∂y ∂y ∂y ∂z ∂y

∂v
Similarly, = (2x + 2zp) …(6)
∂x
∂v
= (2y + 2zq) …(7)
∂y
∂u ∂u ∂v ∂v
Thus, on substituting the values of , , and in equation (3), we get
∂x ∂y ∂x ∂y

∂F ∂F
0= (1 + p) + (2x + 2pz) …(i) 
∂u ∂v 
 …(8)
∂F ∂F
0= (1 + q) + (2y + 2qz) …(ii)
∂u ∂u 

Eliminating ∂F and ∂F , we get


∂u ∂v
(1 + p) (2x + 2pz)
=0 ⇒ p(y – z) + q(z – x) = (x – y)
(1 + q) (2y + 2qz)
which is the desired p.d.e.

Example 4: Form the partial differential equation (by eliminating the arbitrary function)
from: F(xy + z2, x + y + z) = 0. [NIT Kurukshetra, 2007; KUK, 2002-03]

Solution: Let F(xy + z2, x + y + z) = 0 be F(u, v) = 0 …(1)


where u = xy + z2
and v=x+y+z …(2)
Partial Differential Equations 677

Clearly F(u, v) = 0 is an implicit relation, so that


∂F ∂u ∂F ∂v
0 = Fx = + …(i) 
∂u ∂x ∂v ∂x  …(3)

∂F ∂u ∂F ∂v 
0 = Fy = +
∂u ∂y ∂v ∂y …(ii) 
∂u ∂u ∂x ∂u ∂y ∂u ∂z  ∂u ∂u 
whereas = + + = + p = (y + 2zp) …(4)
∂x ∂x ∂x ∂y ∂x ∂z ∂x  ∂x ∂z 
∂u ∂u ∂x ∂u ∂y ∂u ∂z  ∂u ∂u 
and = + + = + q = (x + 2zp) …(5)
∂y ∂x ∂y ∂y ∂y ∂z ∂y  ∂y ∂z 
∂v
Similarly, = (1 + p) …(6)
∂x
∂v
= (1 + q) …(7)
∂y
∂u ∂u ∂v ∂v
On substituting the values of ∂x , ∂y , ∂x , ∂y in equation (3), we get

∂F ∂F
0=(y + 2pz) + (1 + p) 
∂u ∂v 

∂F ∂F …(8)
0= (x + 2qz) + (1 + q) 
∂u ∂v 
∂F ∂F
On eliminating and , we get
∂u ∂v
y + 2pz 1 + p
=0
x + 2qz 1 + q
⇒ p(2z – x) – (2z – y)q = (x – y) the desired partial differentiation equation.

Example 5: Form partial differential equation from the relation


1
(
(i) z = y + 2 f x + logy
2
) (ii) z = f1(x + iy) + f2(x – iy).

z = y2 + 2 f  + log y
1
Solution: (i) x  …(1)

∂z 1   1
∴ = 2 f ′  + log y ⋅  − 2  …(2)
∂x x   x 
∂z  1
= 2y + 2 f ′  + log y
1
and ⋅  …(3)
∂y x   y
1 
On eliminating of 2 f'  + log y , we get (3) as
x 
∂z ∂z 1
= 2y +  −x2 
∂y  ∂ x y
678 Engineering Mathematics through Applications

∂z ∂z
⇒ yq = 2y2 – x2p; when ∂x = p and ∂y = q .

(ii) Given z = f1(x + iy) + f2(x – iy) …(1)


∂z
= f1′ (x + iy) + f2′ (x − iy) …(2)
∂x
∂z
= i f1′(x + iy) − i f2′(x − iy) …(3)
∂y
∂2 z
Similarly = f1′′ (x + iy) + f2′′ (x − iy) …(4)
∂x2
∂2 z
= i2 f1′′(x + iy) + i2 f2′′(x − iy) …(5)
∂y2

∴ ∂2 z ∂2 z
+ = 0; where i2 = –1
∂x2 ∂y2

Example 6: Form partial differential equations from the solutions


(i) z = f(x) + ey g(x)
1
(ii) z = [F(r − at) + F(r + at)] [NIT Kurukshetra, 2008]
r
Solution: (i): Given z = f(x) + ey g(x)
∂z
∴ = ey g(x) , Keeping g(x) as constant.
∂y

∂2 z
and = ey g(x) , (On differentiating again with respect to y)
∂y2
∂z ∂2 z
Thus =
∂y ∂y2
1
(ii) Given z = [F(r − at) + F(r + at)] …(1)
r
∂z 1
=  F ′(r − at) ⋅ −a + F ′(r + at) ⋅ a 
∂t r 
…(2)

∂2 z a2
= [ F ′′(r − at) + F ′′(r + at)] …(3)
∂t2 r
∂z 1
= [ F ′(r − at) + F ′(r + at)] − 2 [ F(r − at) + F(r + at)]
1
…(4)
∂r r r
∂z 1
= [ F ′(r − at) + F ′(r + at)] −
z

∂r r r
Partial Differential Equations 679

∂2 z 1
= [ F′′(r − at) + F′′(r + at)] − 2 [ F′(r − at) + F′(r + at)]
1
∂ r2 r r

2[
F ′(r − at) + F ′(r + at)] + 3 [ F(r − at) + F(r + at)]
1 2

r r
∂2 z 1
= [ F ′′(r − at) + F ′′(r + at)] − 2 [ F ′(r − at) + F ′(r + at)] + 3 [ F(r − at) + F(r + at)]
2 2

∂r2 r r r
…(5)
On using (1), (3), (4) in (5), we get

∂2 z 1 ∂2 z 2  ∂z z  2
= − + + z
∂r2 a2 ∂t2 r  ∂r r  r2
∂2 z 2 ∂z 1 ∂2 z a2 ∂  2 ∂z  ∂2 z
+ = or r = is the desired p.d.e.
∂r2 r ∂r a2 ∂t2 r2 ∂r  ∂r  ∂t2
Example 7: (i) Find the differential equation of all planes which are at a constant distance
‘a’ from the origin. [NIT Kurukshetra, 2006]
(ii) Find the differential equation of all spheres whose centre lies on the z-axis.
(iii) Find the differential equation of all spheres of radius ‘d’ units having their centres
in the xy-plane.
Solution: (i) Equation of all planes is
αx + βy + γz + δ = 0 …(1)
Now perpendicular distance of P(0, 0, 0) from the plane (1) is given equal to ‘a’, i.e.
α⋅0 +β⋅0 + γ ⋅0 + δ
=a
α2 + β2 + γ 2
⇒ δ = a α2 + β2 + γ 2 …(2)
Now on substituting the value of δ in equation (1),
α x + β y + γ z + a α2 + β2 + γ 2 = 0 …(3)
Taking partial derivative of equation (3) with respect to x,
∂z
α+γ = 0 or α + γ p = 0 …(4)
∂x
∂z
Likewise, β + γ = 0 or β + γ q = 0 …(5)
∂y
On substituting values of α and β in terms of γ in equation (3), we get
−γ px − γ qy + γ z + a γ 2 p2 + γ 2q2 + γ 2 = 0

⇒ z = px + qy − a 1 + p2 + q2 , the desired partial differential equation.


(ii) Equation of spheres whose centre lies on z-axis is given by
x2 + y2 + (z – c)2 = d2 …(1)
(This represents a surface of revolution with axis OZ.)
680 Engineering Mathematics through Applications

First differentiating (1) partially with respect to x, we get


∂z
2x + 2(z − c) =0 …(2)
∂x
Likewise differentiating partially (1) with respect to y, we get
∂z
2y + 2(z − c) =0 …(3)
∂y
Now on eliminating (z – c) from equations (2) and (3),
qx – py = 0, the desired p.d.e.
(iii) Equation of all the spheres of radius ‘d’ whose centre lies in xy plane is given by
(x – a)2 + (y – b)2 + z2 = d2 …(1)
On differentiating (1) partially with respect to x,
∂z
2(x − a) + 2z =0 …(2)
∂x
∂z
Likewise 2(y − b) + 2z =0 …(3)
∂y
Now on substituting values of (x – a) and (y – b) in equation (1) from equations (2)
and (3) respectively, we get
2
 −z ∂z  +  −z ∂z  + z2 = d2
2
   ∂y 
∂x
i.e. p2z2 + q2z2 + z2 = d2 or z2(p2 + q2 + 1) = d2
Note: Equation (x – a)2 + (y – b) 2 + z2 = d2 represents a paraboloid of revolution with vertex at (a, b, 0).

ASSIGNMENT 1
1. Form partial differential equations from the relations:
 x 1 2 2y
(i) z = f   (iii) z = axe + a e +b
y
(ii) z = emy φ(x – y)
 y 2
2. Form the partial differential equation (by eliminating the arbitrary function)
(i) xyz = φ(x + y + z) (ii) z = f1(x) f2(y)
3. Eliminate arbitrary constants a and b from the following relations:
(i) z = ax + by + a2 + b2 (ii) z = axy + b
(iii) z = ae cos bx
− b2t
(iv) ax2 + by2 + cz2 = 1
∂2 z ∂2 z
4. If z = f(x + ct) + φ(x – ct), prove that = c2 2 [J&K, 2001; KUK, 2008, 2009]
∂t 2
∂x

11.3 ABOUT SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS


A solution of partial differential equation (p.d.e.) in some region R of the space of the
independent variable is a function that has the partial derivatives appearing in the equation
is some domain containing R and satisfies the equation everywhere in R (often one merely
Partial Differential Equations 681

requires that the function is continuous on the boundary of R, has those derivatives in the
interior of R, and satisfies the equation in the interior of R). In general, the totality of solutions
of partial differential equation is very large.
e.g. (i) u = x2 – y2, (iii) u = ex cos y (iii) u = log (x2 – y2) are three p.d.e. entirely
different from each other, still are the solution of ∂ u + ∂ u = 0 , as you may verify. We
2 2

∂x 2
∂y2
shall see for unique solution of a p.d.e. corresponding to the given physical problem, will be
obtainable by the use of additional conditions arising from the problem, for instance, the
condition that the solution u assumes the given values on the boundary of the region
considered (boundary conditions) or, when time t is one of the variables,
∂u
that u or ut = or both prescribed at t = 0 (initial condition)
∂t
We categorize the solution in the following sub-heads:

1. Complete Solution (Complete Integral)


If we can obtain the relation F(x, y, z, a, b) = 0 which contains as many as arbitrary constants
(viz., a and b) as there are independent variables in the partial differentiation equation
f(x, y, z, p, q) = 0 is known as ‘Complete solution’.

2. Particular Solution (Particular Integral)


Particular solution is obtained by giving particular values to the arbitrary constants or the
arbitrary function in the complete solution.

3. General Solution (General Integral)


If in the solution F(x, y, z, a, b) = 0, we put b = φ(a) and obtain the envelop of the family of
surfaces F(x, y, z, a, φ (a)) = 0, we had a solution containing arbitrary function φ. This is called
the general solution.

4. Singular Solution (Singular Integral)


The envelop of family of surfaces F(x, y, z, a, b) = 0 obtained by elimination of arbitrary
∂F ∂F
constants a and b from F(x, y, z, a, b) = 0 and =0= , is called singular solution.
∂a ∂b
Remarks: A partial differential equation is said to be fully solved only if all the three types of integrals viz.,
complete integral, general integral and singular integrals are obtained.

Example 8: Show that if U1 and U2 be two solutions of linear homogeneous equation


∂2U ∂2U ∂2U ∂2U ∂U
+ 2 + 2 =a 2 +b , then C1U1 + C2U2 is also a solution.
∂x 2
∂y ∂z ∂t ∂t
Extend this result to a linear combination of n independent solutions. Will this result
be true if n → ∞.

Solution: As U1 and U2 are solutions of the given equation, therefore


∂2U1 ∂2U1 ∂2U1 ∂2U1 ∂U
+ + = a +b 1 …(1)
∂x 2
∂y 2
∂z2
∂t 2
∂t
682 Engineering Mathematics through Applications

∂2U2 ∂2U2 ∂2U2 ∂2U ∂U


and + + = a 22 + b 2 …(2)
∂x 2
∂y 2
∂z2
∂t ∂t
Multiplying (1) by C1 and (2) by C2 and adding the two, we get
∂2 ∂2 ∂2
(C1U1 + C2U2 ) + (C1U1 + C2U2 ) + (C1U1 + C2U2 )
∂ x2 ∂ y2 ∂ z2

∂2 ∂
= a (C1U1 + C2U2 ) + b (C1U1 + C2U2 ) …(3)
∂t2 ∂t
Thus (C1U1 + C2U2) is also a solution of the given p.d.e.
Generalisation: If U1, U2, … , Un are n independent solutions, then C1U1 + C2U2 + … +
CnUn is also a solution.

Example 9: Verify that e− n t sin nx is a solution of the heat equation ∂U = ∂ U2 . Hence


2 2

∂t ∂x
p
show that ∑ Cn e− n t sin nx; where C1, C2, … , Cp are all arbitrary constants, is a solution
2

n= 1
π, t) = 0.
of this equation satisfying the boundary conditions U(0, t) = 0 and U(π

Solution: Take U = e−n t sin nx, then we need to prove that U satisfies the heat equation.
2

∂U
= e− n t n ⋅ cos nx
2
Now …(1)
∂x

∂2U
= e− n t (−n2 sin nx)
2
⇒ …(2)
∂x2

∂U
= e− n t (−n2 )sin nx
2
and …(3)
∂t
Now (2) and (3), we have
∂2U ∂ U
=
∂ x2 ∂t
Thus U = e−n2t sinnx is a solution of the given solution.
Let n = 1, 2, … , p in U = e−n2t , then we get p different solutions. Hence by principle of
superposition, we have

U = C1 e −t sin x + C2 e−2 t sin 2x + … + Cp e−p t sin px


2 2
…(4)
p
U(x, t) = ∑ Cn e−n t sin nx
2
or …(5)
n=1

is also a solution.
Further, U(0, t) = 0 = U(p, t), since sin np = 0 for all integer values of n.
Partial Differential Equations 683

ASSIGNMENT 2
∂U ∂U
1. Show that U = f(x2 – y2) is a solution of y ∂x + x ∂y = 0.

sin   is a solution of the heat equation ∂ U = C2 ∂ U


nx 2
− n2t
2. Verify that e  C ∂t ∂ x2
sin  nx  , where a1, a2, … , are arbitrary constants, is also a
N
Hence show that ∑ an e
− n2t
n=1  C
solution satisfying the boundary conditions U(0, t) = 0 = U(πC, t).

11.4 EQUATIONS SOLVABLE BY DIRECT INTEGRATION


Partial differential equations occuring with only one partial derivative can be solved directly
by integration. However, in such cases, we must use arbitrary function of variable in place of
constant of integration.
∂2 z ∂z
Example 10: Solve + z = 0 given that when x = 0, z = ey and = 1.
∂x2 ∂x
Solution: If z were a function of x alone, the solution would have been
z = C1 cos x + C2 sin x …(1)
where C1 and C2 are arbitrary constants.
Since here z is a function of both x and y, therefore, C1 and C2 can be chosen arbitrary
functions of y.
Whence the solution of the given equation is
z = f1(y)sin x + f2(y)cos x …(2)
∂z
⇒ = f1(y)cos x − f2 (y)sin x …(3)
∂x
When x = 0, z = ey ⇒ ey = f2(y) …(4)
∂z
Also x = 0, = 1 ⇒ 1 = f1(y) …(5)
∂x
Hence the required solution is z = sin x + ey cos x.

∂2 z ∂z
Example 11: Solve = sin x sin y , given that = − 2 sin y when x = 0, and z = 0,
∂ x∂ y ∂y
π.
when y is an odd multiple of
2
∂2 z
Solution: On integrating the given equation, = sin x sin y with respect to x keeping y
∂ x∂ y
constant,
∂z
= − cos x sin y + φ(y) …(1)
∂y
∂z
Given x = 0, = −2 sin y implies –2 siny = –sin y + φ(y)
∂y
or φ(y) = – sin y …(2)
684 Engineering Mathematics through Applications

∂z
Thus (1) becomes = − cos x sin y − sin y …(3)
∂y
Now, on integrating (3) with respect to y, we get
z = cosx cos y + cos y + ψ(x) …(4)
π
Clearly, when y is an odd multiple of , z = 0 ⇒ ψ(x) = 0
2
∴ z = (1 + cos x) cos y is the required solution.

∂ 3z
Example 12: Solve = cos(2x + 3y).
∂ x2 ∂ y

∂3 z
Solution: Given = cos(2x + 3y) …(1)
∂ x2∂ y
On integrating (1) with respect to x, keeping y constant, we get
∂2 z sin(2x + 3y)
= + f (y) …(2)
∂ x∂ y 2
Again integrating (2) with respect to x keeping y constant, we get
∂z cos(2x + 3y)
=− + x f (y) + φ(y) …(3)
∂y 4
Now on integrating (3) with respect to y keeping x constant, we get
sin(2 x + 3 y)
z=− + x ∫ f (y) dy + ∫ φ (y) dy + γ (x )
12
sin(2x + 3y)
or z=− + x α(y) + β(y) + γ (x) …(4)
12

 ∂2 z 
Example 13: Solve log   = (x + y) .
 ∂ x∂ y 
 ∂2 z 
 ∂2 z  log  
∂ x∂ y 
Solution: Given log   = (x + y) or e  = e(x + y)
 ∂ x ∂ y 
∂2 z
⇒ = e( x + y) …(1)
∂ x∂ y
On integrating (1) with respect to x keeping y constant, we get
∂z
= e(x + y) + f (y) …(2)
∂y
where f(y) is an arbitrary constant.
Now, integrating (2) again with respect to y, keeping x constant
z = e(x + y) + x f(y) + φ(x) …(3)
Partial Differential Equations 685

∂2z ∂z
Example 14: Solve = z, given that when y = 0; z = ex and = e− x .
∂y2 ∂y
[NIT Kurukshetra, 2010]

∂2 z
Solution: In the equation = z , if we treat z as pure function of y only, we could solve it
∂ y2
like an ordinary differential equation with auxiliary equation as:
D2 = 1 i.e., D = ±1
so that z = Aey + Be–y …(2)
Here z is a function of both x and y, since we are dealing in partial differential equations.
Thus in z = Aey + Be– y, A and B are arbitrary constants, but are like A = φ(x) and B = ψ(x).
Whence
z = φ(x) ey + ψ(x) e– y …(3)
Now, for y = 0, z = ex ⇒ ex = φ(x) e0 + ψ(x) e0
i.e. ex = φ(x) + ψ(x) …(4)
∂z
Again for y = 0, = e−x i.e., from equation (3), we get
∂y

e– x = [φ(x) ey – ψ(x) e– y]y=0

1
⇒ e−x = φ(x) e0 − ψ(x) = φ(x) – ψ(x) …(5)

Now, on solving equations (4) and (5) for φ(x) and ψ(x), we get
ex + e−x 
φ(x) = = cosh x 
2 

and e −e −x
= sinh x 
x
ψ(x) =
2 
Therefore, z = (cosh x ey + sinh x e– y) is the desired solution.

ASSIGNMENT 3

∂2 z x ∂2 z
1. Solve = +a 2. Solve = sin(xy)
∂ x∂ y y ∂ y2

∂2 z ∂z ∂z
3. Solve p.d.e. = a2 z , given that when x = 0, = a sin y and = 0.
∂x 2 ∂ x ∂y

∂2 z  ∂2 z 1
4. = e−t cos x 5. xys = 1 Hint: Rewrite as = 
∂ x∂ t  ∂ x∂ y xy 
 ∂2 z 
6. Log s = x + y  Hint: Rewrite as, = ex + y 
 ∂ x∂ y 
686 Engineering Mathematics through Applications

11.5 LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER


A differential equation involving only first order partial differential coefficients p and q is
called partial differential equation of first order. Further, if the degrees of p and q are unity
only then it is termed as linear p.d.e. of first order. If each term of such an equation contains
either the dependent variable or one of the derivatives, the equation is said to be
homogeneous, otherwise non-homogeneous.
Some important partial differential equations of second order are as follows:
∂2 u 2 ∂ u
2
1. = c , one dimensional wave equation (hyperbolic)
∂t2 ∂ x2

2. ∂ u = c2 ∂ u , one dimensional heat equation (parabolic)


2

∂t ∂x2

3. ∂ u + ∂ u = 0 , two dimensional Laplace equation (elliptic)


2 2

∂ x2 ∂ y2

∂2u ∂2u
4. + = f (x, y) , two dimensional Poisson equation
∂ x2 ∂ y2

5. ∂ u2 = c2 ∂ u2 + ∂ u2 , two dimensional wave equation


2 2 2

∂t ∂x ∂y

∂2u ∂2u ∂2u


6. + + = 0 , three dimensional Laplace equation
∂ x2 ∂ y2 ∂ z2
Here c is a constant, t is time, x, y, z are Cartesian co-ordinates Equations other than (4),
all are homogeneous.

Lagrange’s Linear Equation


Ist order linear partial differential equation in its standard form
Pp + Qq = R …(1)
where P, Q, R are functions of x, y, z is called Lagrange’s Linear Equation. This equation is
obtained by eliminating arbitrary function f from
f(u, v) = 0 …(2)
where u, v are functions of x, y, z.
Here we show that its solution depends on the solution of the equations
dx dy dz
= = …(3)
P Q R
Differentiating (2) partially with respect to x and y respectively, we get
∂f ∂u ∂f ∂v 
+ = 0
∂u ∂x ∂v ∂x 
 (as (2) is an implicit relation)
∂f ∂u ∂f ∂v
+ = 0 ,
∂u ∂y ∂v ∂y 
Partial Differential Equations 687

More precisely,
∂f  ∂u ∂u  ∂f  ∂v ∂v  
 + p +  + p = 0
∂u ∂x ∂z  ∂v ∂x ∂z 


∂ f  ∂u ∂u  ∂ f  ∂v ∂v  , …(4)
 + q +  + q = 0 
∂u  ∂y ∂z  ∂v  ∂y ∂z  

∂f ∂x
(as ∂ x = 0 = ∂ y , x and y being two independent variables.)

∂f ∂f
From above equations, on eliminating and , we have
∂u ∂v
∂u ∂u ∂v ∂v
+ p + p
∂x ∂z ∂x ∂z
=0
∂u ∂u ∂v ∂v …(5)
+ q + q
∂y ∂z ∂y ∂z

 ∂u ∂v ∂u ∂v   ∂u ∂v ∂u ∂v  ∂u ∂v ∂u ∂v
implying  ∂y ∂z − ∂z ∂y  p +  ∂z ∂x − ∂x ∂z  q = ∂x ∂y − ∂y ∂x …(6)

which is the same as equation (1) with


 ∂u ∂v ∂u ∂v 
P= −
 ∂ y ∂ z ∂ z ∂ y 
 ∂u ∂v ∂u ∂v 
Q= −
 ∂z ∂x ∂x ∂z 
 ∂u ∂v ∂u ∂v 
R= −
 ∂ x ∂ y ∂ y ∂ x 
Now in order to find u and v, let u = a and v = b, where a and b are two arbitrary constants,
so that
∂u ∂u ∂u 
0 = du =
dx + dy + dz
∂x ∂y ∂ z 

and ∂v ∂v ∂v  …(7)
0 = dv = dx + dy + dz
∂x ∂y ∂z 
From above simultaneous equations, we get

dx dy dz
= =
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
⋅ − ⋅ − −
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x

dx dy dz
or = =
P Q R
Solution of above differential equation are u = a and v = b.
688 Engineering Mathematics through Applications

whence the solution of Lagrange’s Linear equation Pp + Qq = R is


f(u, v) = 0 or f(a, b) = 0.

Working Rule for Solving Lagrange’s Equations


(i) Corresponding to Lagrange’s Equation (linear partial differential equation)
Pp + Qq = R.
Form the auxiliary equations
dx dy dz
= =
P Q R
(ii) Solve these auxiliary equations by the method of grouping or the method of the
multiplier or both for getting two independent integrals, say, u = a and v = b. Then the
general integral of the given equation will be f(u, v) = 0 or u = f(v), where f is an
arbitrary function.
Note: In case of linear equation with n independent variables, say, P1p1 + P2p2 + … + Pnpn = R,
∂z j = 1, 2, … , n;
where pj = , Pl, P2, … , Pn and R are functions of x1, x2, … , xn and z.
∂ xj
The subsidiary equation is
dx1 dx2 dx dz
= =…= n =
P1 P2 Pn R
and solution is f(u1, u2, … , un) = 0 where u1 = const., u2 = const. so on. un = constant, are the solutions of the
subsidiary equations.

Geometrical Interpretation of Lagrange’s Equation


Lagrange’s linear equation n p:q:–1

Pp + Qq = R …(1)
may be written as
Pp + Qq + (– 1)R = 0
Let the solution of (1) be
f(x, y, z) = 0 P:Q:R
f(x, y, z) = 0 …(2)
representing a surface, the normal to which at any
point has direction cosines proportional to dx
=
dy
=
dz
P Q R
∂f ∂f ∂f
: : Fig. 11.1
∂x ∂y ∂z
∂f − ∂f

or ∂x : ∂y : −1
∂f ∂f
− −
∂z ∂z
∂z ∂z
or : : −1 or p : q : –1
∂x ∂y
Partial Differential Equations 689

Further, the simultaneous equations


dx dy dz
= = …(3)
P Q R
represent a family of curves such that the tangent to which at any point has the direction
cosines proportional to P, Q, R and that f(u, v) = 0 represents a surface through such curves
where u = constant, v = constant (say a and b respectively), are two particular integrals of (3).
Hence, the geometrical interpretation of equation (1) is that ‘‘the normal to the surface (2)
is perpendicular to a line (say u = a or v = b = f(a)) whose direction cosines are proportional to
P, Q, R and so that the sum of their respective product is Pp + Qq + R(–1) = 0 or Pp + Qq = R.
Or in other words, the equation (1) states that normal to the surface (2) at any point is
perpendicular to the members of the family (3) through that point and which is true for
every point on the surface (1).
dx dy dz
Thus, the equation (1), Pp + Qq = R and the equation (3), = = defines the same
P Q R
set of surfaces and hence equivalent.

Example 15: Solve the following equations


(i) (z2 – 2yz – y2)p + (xy + xz)q = (xy – zx)
(ii) p tanx + q tany = tanz (KUK, 2000)
(iii) px – qy = (y2 – x2)
(iv) y2p – xyq = x(z – 2y) (KUK, 2008)

Solution:
(i) The subsidiary equations are given by
dx dy dz x dx + y dy + z dz
= = = …(1)
(z − 2yz − y ) (xy + xz) (xy − zx)
2 2
0
I II III IV
dy dz
Taking =
(y + z) (y − z)
Which on simplification results to
(y dy – z dz) + (z dy + y dz) = 0
y dy z dz
⇒ − + d(yz) = 0
2 2
On integrating, we have
(y2 – z2 – 2yz) = C1 …(2)
Also from (1), we have
dx x dx + y dy + z dz
=
(z − 2xz − y )
2 2
0
i.e. x dx + y dy + z dz = 0 ⇒ x2 + y2 + z2 = C2 …(3)
690 Engineering Mathematics through Applications

∴ The desired solution is


f(C1, C2) = 0 or f(y2 – z2 – 2yz, x2 + y2 + z2) = 0
dx dy dz
(ii) tan x = tan y = tan z
I II III
dx dy
On taking I & II, tan x = tan y

⇒ ∫ cot x dx = ∫ cot y dy or log sinx = log siny – log C1

 sin y 
C1 = 
or  sin x  …(1)

dy dz
Likewise taking II & III, =
tan y tan z
⇒ ∫ cot y dy = ∫ cot z dz
or log sin y = log sin z – logC2

 sin z 
⇒ C2 = 
 sin y 
…(2)

 sin y sin z 
∴ The desired solution is f(C1, C2) = 0 = f  ,
 sin x sin y 
(iii) The subsidiary equations are
dx dy dz x dx + y dy + dz
= = 2 =
x −y y − x 2
0
I II III IV

dx dy
On taking I & II, we have x = −y ⇒ logx = – log y + logC1

⇒ log(xy) = log C1 ⇒ xy = C1 …(1)

dx (x dx + y dy + dz)
Taking I & IV, =
x 0
or x dx + y dy + dz = 0 ⇒ x2 + y2 + 2z = C2 …(2)
∴ f(C1, C2) = 0 or f(xy, x2 + y2 + 2z) = 0, the desired solution.
(iv) Here subsidiary equations are
dx dy dz
= = …(1)
y 2
−xy x(z − 2y)
Partial Differential Equations 691

dx dy
On taking I & II, y2 = −xy ⇒ x dx + y dy = 0, i.e. (x2 + y2) = C1 …(2)

Likewise, on taking
dy dz dz − dy
= =
−xy xz − 2xy xz − xy

dy dz − dy
i.e., = …(3)
−y z−y
On simplifying, we get
z dy + y dz = 2y dy, i.e. d(yz) = d(y2) or y2 – yz = C2 …(4)
dy dz − dy f ′(x)
Alternately, = is of the form
−y z−y f (x)

∴ –log y = log(z – y) – log C2 or y(z – y) = C2 …(5)


Hence the solution is f(x2 + y2, y2 – yz) = 0

Example 16: Solve Ist order linear partial differential equation


p(x2 – y2 – z2) + q(2xy) = 2xz

Solution: Here we have,


dx dy dz x dx + y dy + z dz
= = =
x −y −z
2
2 2
2xy 2xz x(x − y2 − z2 ) + y(2xy) + z(2xz)
2

I II III IV
dy dz y
Taking II and III, = ⇒ = C1 …(1)
y z z
dz (x dx + y dy + z dz)
Taking III and IV, =
2xz x(x2 + y2 + z2 )

dz d(x2 + y2 + z2 )  f ′(x) 
⇒ = 2 ,  which is of the form f (x) 
z (x + y2 + z2 )

⇒ log z + log C2 = log(x2 + y2 + z2)

(x2 + y2 + z2 )
⇒ C2 = …(2)
z
Hence the desired solution is f(C1, C2) = 0

 y x2 + y2 + z2 
or f ,
z z  = 0
692 Engineering Mathematics through Applications

Example 17: Solve the following Ist order linear partial differential equations
(i) y2zp + x2zq = y2x
(ii) p – q = log(x + y) [NIT Kurukshetra, 2007]
(iii) pyz + qzx = xy

Solution:
(i) Here subsidiary equations are
dx dy dz
2
= 2 = 2
yz xz yx
On taking I and II, we get
dx dy
= or x2dx = y2dy or (x3 – y3) = C1 …(1)
y2 z x2 z
Likewise, taking I & III, we get
dx dy
2
= 2 or x dx = z dz ⇒ (x2 – y2) = C2 …(2)
yz yz

Hence the desired solution is f(x3 – y3, x2 – y2) = 0.


dx dy dz
(ii) The subsidiary equations are = =
1 − 1 log(x + y)
I II III
On taking I and II,
dx dy
= ⇒ (x + y) = a (say) …(1)
1 −1
Now on taking I & III, we get
dx dz dx dz
= ⇒ = ⇒ (log a) · dx = dz
1 log(x + y) 1 log a
On integrating, (log a)x = z + b (say) …(2)
⇒ x · log(x + y) = z + b On using (1)
⇒ x log (x + y) = z + φ(a) as b = φ(a)
⇒ x log(x + y) – z = φ(x + y) …(3)
(iii) Here the subsidiary equations are
dx dy dz
= =
yz zx xy
I II III
On taking I and II, we get
dx dy
= ⇒ x dx = ydy ⇒ (x2 – y2) = C1 …(1)
yz zx
Partial Differential Equations 693

On taking II and III, we get

dy dz ⇒ y dy = z dz ⇒ (y2 – z2) = C
= 2 …(2)
zx xy
Hence the desired solution is f(C1, C2) = 0 or f(x2 – y2, y2 – z2) = 0.

Example 18: Solve the following Lagrange’s Linear partial differential equations
(i) (x2 – yz)p + (y2 – zx)q = (z2 – xy) [KUK, 2009]
(ii) x2(y – z)p + y2(z – x)q = z2(x – y) [KUK, 2004-05]
(iii) x(y2 – z2)p + y(z2 – x2)q – z(x2 – y2) = 0 [NIT Jalandhar, 2006; KUK, 2003-04]

Solution:
(i) Here the auxiliary equations are
dx dy dz
= =
x2 − yz y2 − zx z2 − xy
I II III

dx dy dz
or = 2 = 2
(x − yz) (y − zx) (z − xy)
2

dx − dy dy − dz dz − dx
= 2 = 2 = 2
(x − yz) − (y − zx) (y − zx) − (z − xy) (z − xy) − (x2 − yz)
2 2

A B C
On taking expressions A and B,
dx − dy dy − dz
= 2
( x − yz) − (y − zx) (y − zx) − (z2 − xy)
2 2

On simplification we get,
dx − dy dy − dz
=
(x − y)(x + y + z) (y − z)(x + y + z)

dx − dy dy − dz f ′(x)
or = , which is of the form
(x − y) (y − z) f (x)
On integration,
 x − y
log(x – y) = log(y – z) + logC1 ⇒ C1 =  …(1)
 y − z 
dy − dz dz − dx
Likewise, on taking II and III, =
(y − z) (z − x)
 y − z
or log(y – z) = log(z – x) + logC2 ⇒ C2 =  …(2)
 z − x 

 x − y y − z
Hence, the desired solution of the given p.d.e. is f  , = 0.
 y − z z − x 
694 Engineering Mathematics through Applications

(ii) Here, the subsidiary equations are


dx dy dz
= 2 = …(1)
x (y − z) y (z − x) z2 (x − y)
2

I II III

1 1 1
dx + dy + dz
dx dy dz x y z
⇒ = 2 = 2 =
x (y − z) y (z − x) z (x − y)
2 1 1 1
x2(y − z) + y2(z − x) + z2(x − y)
x y z

1 1 1
dx + dy + dz
dx dy dz x y z
⇒ = 2 = 2 =
x (y − z) y (z − x) z (x − y)
2
0

1 1 1
⇒ dx + dy + dz = 0
x y z
⇒ log xyz = log C1 ⇒ xyz = C1 …(2)
Likewise, (1) also becomes
1 1 1
dx + 2 dy + 2 dz
dx dy dz x2 y z
= = =
x2 (y − z) y2 (z − x) z2 (x − y) (y − z) + (z − x ) + (x − y)

1 1 1
or 2
dx + 2 dy + 2 dz = 0
x y z
On integration of each term with respective variable, we get

or C2 = ( x−1 + y−1 + z−1 )


1 1 1 1
⇒ − − − =−
x y z C2

∴ The desired solution, f (xyz, x–1 + y–1 + z–1) = 0.


(iii) The subsidiary equations are
1 1 1
dx + dy + dz
dx dy dz x dx + y dy + z dz x y z
= = = = =β …(1)
x(y − z ) y(z − x ) z(x − y )
2 2 2 2 2 2
0 0
I II III IV V
From above, expression IV gives
x dx + y dy + z dz = 0

x2 y2 z2
⇒ + + =c ⇒ x2 + y2 + z2 = C1 …(2)
2 2 2
Partial Differential Equations 695

From expression V, we get


1 1 1
dx + dy + dz = 0
x y z
log x + log y + log z = log C2 ⇒ xyz = C2 …(3)
Hence, the desired solution is f(x2 + y2 + z2, xyz) = 0.

Example 19: Solve the following partial differential equations


(i) x(y – z)p + y(z – x)q = z(x – y) [KUK, 2002-03]
(ii) (y + z)p + (z + x)q = (x + y).

Solution: (i) Here the subsidiary equations are


dx dy dz
= =
x(y − z) y(z − x) z(x − y)
1 1 1
On using the multiplier , , , we get
x y z

1 1 1
dx + dy + dz
dx dy dz x y z dx + dy + dz
− = = = =
x(y − z) y(z − x) z(x − y) 0 0
I II III IV V

1 1 1
From expression IV, we get dx + dy + dz = 0
x y z
log xyz = log C1 ⇒ xyz = C1

From expression V, dx + dy + dz = 0 ⇒ (x + y + z) = C2
Hence the desired solution is f (xyz, x + y + z) = 0.
(ii) Here in this case, the auxiliary equations are

dx dy dz
= = …(1)
(y + z) (z + x) (x + y)

The relation (1) is extended to,

dx dy dz dx + dy + dz dx − dy dy − dz
= = = = =
(y + z) (z + x) (x + y) 2(x + y + z) −(x − y) −(y − z)
I II III IV V VI
From IV and V, we get
(dx + dy + dz) (dx − dy) f ′(x)
= , which is of the form
2(x + y + z) −(x − y) f (x)
696 Engineering Mathematics through Applications

1
log(x + y + z) + log(x − y) = log C
2
log C1 = log(x + y + z)(x – y)2 or C1 = (x + y + z)(x – y)2 …(1)
From expressions V and VI,
(dx − dy) (dy − dz)
=
(x − y) (y − z)

⇒ log(x – y) = log(y – z) + log C2


 x − y  x − y
⇒ log  = log C2  y − z  = C2
 y − z 
or …(2)

  x − y
Hence, the desired solution is f  (x + y + z)(x − y)2 ,   = 0.
  y − z  

Example 20: Solve the linear partial differential equation


(i) x2x3p1 + x3x1p2 + x1x2p3 = – x1x2x3 (ii) –p1 + p2 + p3 = 1
∂u ∂u ∂u
(iii) x ∂ x + y ∂ y + z ∂ z = xyz [CDLU, 2004]

Solution: (i) Comparing the given equation


x2x3p1 + x3x1p2 + x1x2p3 = – x1x2x3 …(1)
with the equation
P1p1 + P2p2 + P3p3 + … + Pnpn = R …(2)
we get the auxiliary equations as:
dx1 dx2 dx3 dx
= = = …= n = R …(3)
P1 P2 P3 Pn
dx1 dx dx dz
∴ = 2 = 3 = …(4)
x2 x3 x3 x1 x1x2 −x1x2 x3
On taking I and IV, we get
x1dx1 + dz = 0 ⇒ x12 + 2z = C1 …(5)
Likewise, from I & II and I & III, we get
x12 – x22 = C2 and x12 – x32 = C3 …(6)
Hence the general integral is f (x12 + 2z, x12 – x22, x12 – x32) = 0.
(ii) As explained above, the corresponding auxiliary equations in this case are
dx1 dx2 dx3 dz
= = = …(1)
−1 1 1 1
I II III IV
Partial Differential Equations 697

Taking I and IV,


dx1 + dz = 0 ⇒ x1 + z = C1 …(2)
Likewise, from I and II and I and III, we get
x1 + x2 = C2 …(3)
and x1 + x3 = C3 …(4)
Hence, the desired solution is f(x1 + z, x1 + x2, x1 + x3) = 0.
(iii) Here in this case when u is a function of three independent variables x, y and z, the
desired auxiliary equations are
dx dy dz du
= = = …(1)
x y z xyz
I II III IV

dx dy
On taking I and II, =
x y
x
⇒ logx = log y + logC ⇒ = C1 …(2)
y
y
Similarly taking II and III, we get = C2 …(3)
z
yz dx + zx dy + xy dz du
Again =
3xyz xyz
⇒ yz dx + zx dy + xy dz = 3du or d(xyz) = 3du or xyz – 3u = C3 …(4)

x y 
Hence, the desired solution is f  , , xyz − 3u .
y z 

Example 21: Solve p + 5q = 9z + tan(y – 5x).

Solution: Here the auxiliary equations are


dx dy dz
= = …(1)
1 5 9z + tan(y − 5x)
Taking I and II, we get
dx dy
= ⇒ (y – 5x) = C1 …(2)
1 5
On taking I and III, we get
dx dz
=
1 9z + tan C1
log(9z + tan C1 )
∴ x= − log C2
9
9x = log(9z + tan(y – 5x)) – logC2
698 Engineering Mathematics through Applications

⇒ log C2 = log[9z + tan(y – 5x)] – 9x


∴ C2 = e–9x[9z + tan(y – 5x)] …(3)
Hence, the desired solution is

( )
f e−9x [ 9z + tan(y − 5x)] , y − 5x = 0.

Example 22: Solve p cos(x + y) + q sin(x + y) = z.

Solution: The subsidiary equations are


dx dy dz (dx + dy) dx − dy
= = = =
cos(x + y) sin(x + y) z cos(x + y) + sin(x + y) cos(x + y) − sin(x + y)
I II III IV V
Let (x + y) = u ⇒ (dx + dy) = du

π
, since sin  u +  =
dz du du 1
From III and IV, = = (sin u + cos u)
cos u + sin u π  
z 2 sin  u +  4 2
 4

1 π
⇒ log z = log[cosec U − cot U ] + log C1, U =u+
2 4

log 
z 1 1 cos U 
⇒ log = − ,
C1 2  sin U sin U 

 2 sin2 U 
z  1 − cos U   2 
log = log  = log 
⇒ C1  sin U  U U
 2 sin cos 
 2 2

log  tan 
z 1 U
⇒ log =
C1 2  2

 u π  π
= log tan  +   , as U = u +
z
⇒ 2 log
C1   
2 8  4

z 2
= C3
⇒  u π
tan  + 
2 8
u π x + y π
⇒ C3 = z 2
cot  +  = z 2
⋅ cot  + 
2 8  2 8
dx + dy dx − dy
Further, =
cos(x + y) + sin (x + y) cos(x + y) − sin (x + y)
Partial Differential Equations 699

cos(x + y) − sin (x + y)
⇒ ∫ cos(x + y) + sin (x + y)(dx + dy) = ∫ (dx − dy)

f ´(x)
Here LHS is comparable to dx = log f (x)
f (x)

∴ log[cos(x + y) + sin(x+ y)] = (x – y) + logC2


Rewrite as log[cos(x + y) + sin(x + y)] = log e(x – y) + logC2
⇒ e–(x – y) [cos(x + y) + sin(x + y)] = C2 .

  x + y π  ( y − x) cos( + ) + sin( + ) 
Hence f  z

2
cot 
 2
+ , e
8
{ x y x y } = 0

Example 23: Solve the equation z − xp − yq = a x2 + y2 + z2 .

Solution: The subsidiary equations are as follows:


dx dy dz x dx + y dy + z dz
= = = 2
x y z−a x +y +z
2 2 2
(x + y + z2 ) − az x2 + y2 + z2
2

Putting (x2 + y2 + z2) = u2 so that (xdx + y dy + zdz) = u du


dx dy dz u du du
∴ = = = 2 =
x y z−a x +y +z
2 2 2 u − azu u − az

dx dy dz du du + dz
= = = =
x y z − au u − az (1 − a)(u + z)

dx du + dz dx du + dz
Taking = or (1 − a) =
x (1 − a)(u + z) x (u + z)
Integrating (1 – a)log x = log (u + z) + log C1

⇒ {
x(1 − a) = C1(u + z) = C1 z + x2 + y2 + z2 } …(1)
dx dy
Again, =
x y
x
⇒ log x = log y + logC2 or = C2 …(2)
y
Therefore, general solution is f(C1, C2) = 0
 x
⇒ { }
x(1 − a) = z + x2 + y2 + z2 φ  
 y

Example 24: Solve the Lagrange’s Linear differential equation


px(z – 2y2) = (z – qy)(z – y2 – 2x3) [KUK, 2007, 2010]
700 Engineering Mathematics through Applications

Solution: On rewriting the given equation, we have


px(z – 2y2) + qy(z – y2 – 2x3) = z(z – y2 – 2x3)
On comparing with Pp + Qq = R, we have
P = x(z – 2y2) 

Q = y(z – y2 – 2x3)  …(1)

R = z(z – – y2 2x3) 
Here subsidiary equations are

dx dy dz
= =
P Q R

dx dy dz
or = = …(2)
x(z − 2y ) y(z − y2 − 2x3 ) z(z − y2 − 2x3 )
2

I II III
On considering II and III, we get
dy dz
= or y = az …(3)
y z
Now, consider I and III and make use of expression (3), we have
dx dz
=
x(z − 2a2 z2 ) z(z − a2 z2 − 2x3 )
dx dz
or =
x(1 − 2a2 z) (z − a2 z2 − 2x3 )
⇒ (x dz – z dx) + 2x3 dx = 2a2 xz dz – a2 z2 dx
Divide throughout by x2,
(x dz − z dx) a2 (2xz dz − z2 dx)
+ 2 x dx =
x2 x2

 z2 
d   + d(x2 ) = a2 d  
z
 x  x

z 2 z 
2
z y2
 + x − a  = b2 or + x2 − =b
2
x x x x

y z y2 
Hence the required solution is, f  , + x2 −  = 0
z x x 

Example 25: Solve Lagrange’s Linear differential equation


dx dy dz
(i) = = (ii) p(y2 + z2 + yz) + q(z2 + zx + x2) = (x2 + xy + y2).
x y z − a x + y2 + z2
2
Partial Differential Equations 701

Solution: The corresponding subsidiary equations are


dx dy dz x dx + y dy + z dz
(i) = = = 2 …(1)
x y z−a x +y +z
2 2 2
(x + y + z2 ) − az x2 + y2 + z2
2

Let x2 + y2 + z2 = t2 so that (x dx + y dy + z dz) = t dt …(2)


On using (2), relation (1) becomes
dx dy dz t dt
= = = …(3)
x y z − at t2 − azt
Now from (3), we have
dx dy x
= ⇒ log x = log C1y ⇒ = C1 …(4)
x y y

dx dz dt dt + dz
and = = =
x z − at t − az (t − az) + (z − at)
(dt + dz) dx
⇒ =
(1 − a)(t + z) x
⇒ log(t + z) = (1 – a)log x + logC2

(t + z) x2 + y2 + z2 + z
⇒ = C2 ⇒ = C2
x1− a x1− a
 x x2 + y2 + z2 + z 
Here the solution is f(C1, C2) = 0 = f  y , 
x1− a
(ii) The subsidiary equations are
dx dy dz (dy − dx) (dz − dy)
= 2 = 2 = =
y + yz + z
2 2
z + zx + x2
x + xy + y2
(x − y)(x + y + z) (y − z)(x + y + z)

(dy − dx) (dz − dy)


⇒ =
(x − y) (y − z)
⇒ log(y – x) = log(y – z) + logC1
⇒ (y – x) = C1(y – z) …(1)
dy − dx dz − dx
Similarly =
(x − y)(x + y + z) (x − y)(x + y + z)
(dy − dx) (dz − dx)
⇒ =
( x − y) (x − y)
⇒ log(x – y) = log(x – z) + logC2
⇒ (x – y) = C2(x – z) …(2)
 x − y y − x
∴ The desired solution is f(C1, C2) = 0 f , = 0.
 x − z y − z 
or
702 Engineering Mathematics through Applications

∂u ∂u ∂u xy
.
Example 26: x +y +z = au +
∂x ∂y ∂z z
Solution: Here the subsidiary equations are
dx dy dz du
= = =
x y z xy
au + …(1)
z
I II III IV
Taking I and II, we get
dx dy y
= ⇒ = C1 …(2)
x y x
Likewise from I & III, we have
z
= C2 …(3)
x
Again from I and IV, we get
xy
au +
dx du du z
= ⇒ =
x xy dx x
au +
z

du a y du a C
⇒ − u= or − u= 1 (on using (2) and (3)) …(4)
dx x z dx x C2
Which is an ordinary linear differential equation with Integrating Factor,
a
− ∫ dx 1
I.F. = e x = e− a log x = …(5)
xa


1 C 1
∴ u⋅ a
= 1 dx + C3
x C2 xa
y x−a + 1
or ux−a = ⋅ + C3
z −a + 1
y x1 − a
or ux−a − ⋅ = C3 …(6)
z 1− a
y z y x1 − a 
Hence the general integral, f  , , ux−a − ⋅  =0
x x z 1 − a

ASSIGNMENT 4
1. Solve z(xp – yq) = (y2 – x2)
2. Solve (y3x – 2x4) + (2y4 – x3y)q = 9z(x3 – y3)
y2 z
3. Solve Lagrange’s equation p + zxq = y2 .
x
Partial Differential Equations 703

4. Solve linear partial differential equation (mz – ny)p + (nx – lz)q = (ly – mx).
5. Find the surface whose tangent planes cut of an intercept of constant length k from the
z-axis.
[Hint: Equation of the tangent plane at (x, y, z) is (Z – z) = (X – x)p + (Y – y)q.]
∂u ∂u ∂u
6. Solve (y + z + u) + (z + x + u) + (x + y + u) = (x + y + z) .
∂x ∂y ∂z

11.6 NON-LINEAR EQUATIONS OF FIRST ORDER


As already defined, when p and q occur other than in the first degree, the equation is a non-
linear one and its general solution contains only two arbitrary constants (viz equal to the
number of independent variable i.e., x and y). These equations are discussed under following
four standard forms.

I. When Equation Contains p and q Only (i.e., no x, y, z.) – First Standard Form
Let the equation be
f(p, q) = 0 …(1)
The obvious complete solution for this equation is
z = ax + by + c …(2)
viz replacement of p, q by two arbitrary constants a, b respectively as
∂z ∂z
p= = a and q = =b …(3)
∂x ∂y
whence a and b are related by the relation
f(a, b) = 0 …(4)
Further (4) gives b = f(a) and with this, the complete solution (2) may be written as
z = ax + f(a)y + c …(5)

Example 27: Solve (i) pq + p + q = 0 (ii) p3 – q3 = 0.

Solution: (i) As the given equation falls under the Ist category i.e., f(p, q) = 0
whence f(a, b) = ab + a + b = 0 …(1)

b = − 
a 
⇒  a + 1 
(a + 1)b + a = 0 or …(2)
Hence the desired solution,
z = ax + by + C
z = ax + f(a)y + C, where b = f(a) …(3)
a
z = ax − y+C
(a + 1)
(ii) Here, f(a, b) = (a3 – b3) = 0 ⇒ (a – b)(a2 + b2 + ab) = 0
i.e. either a = b or a2 + b2 + ab = 0
704 Engineering Mathematics through Applications

On using, b = a in the obvious solution, z = ax + by + C


we get z = a(x + y) + C.

Example 28: Solve x2p2 + y2q2 = z2.

Solution: On rewriting the given equation as


2
 x ⋅ ∂ z  +  y ∂z  = 1
2
   z ∂y  …(1)
z ∂x 

dx dy dz
Now let = dX, = dY, = dZ. …(2)
x y z
so that X = log x, Y = log y, Z = log z …(3)
Further (2) implies
∂Z x ∂z ∂Z y ∂z
= and = ⋅ …(4)
∂X z ∂x ∂Y z ∂y
On using (4), (1) becomes
2 2
 ∂Z  +  ∂Z  = 1
    or P2 + Q2 = 1 …(5)
∂X  ∂Y 
where f(p, q) = 0 has complete integral as
Z = aX + bY + C

Here, f(a, b) = 0 ⇒ a2 + b2 = 1 or b = ± 1 − a2 …(6)

∴ Z = aX ± 1 − a2 Y + log C

or log z = a log x ± 1 − a2 log y + log C, Using (3)

⇒ z = Cxa ⋅ y 1− a2 is the required solution.

II. Equation Containing p, q and z (i.e., no x and y) – Second Standard Form


The equation is of the form
f(p, q, z) = 0 …(1)
Let us assume its solution be
z = φ(u) where u = x + ay …(2)
∂z dz ∂u dz …(3)
with p=
= =
∂x du ∂x du
∂z dz ∂u dz
and q= = =a
∂y du ∂y du
Whence the equation (1) reduces to

f  z, , a  = 0
dz dz
 du …(4)
du 
Partial Differential Equations 705

dz
which is clearly a relation in z, i.e. a first order ordinary linear differential equation, and
du
hence solved by variable seperable method.
Note: Sometimes the equation in its given form is not of the form f(p, q, z) but after certain transformation or
substitution it reduces to f(p, q, z) = 0.

Example 29: Obtain the complete solution of following equations:


(i) z = p2 + q2 (ii) p(1 + q2) = q(z – a).

∂z dz ∂u dz 
Solution: (i) Let u = x + ay, so that p= = = ,
∂x du ∂x du 

∂z dz ∂u dz
q= = =a 
∂y du ∂y du 
With the above values of p and q, the given equation reduces to
2 2
z =   +  a 
dz dz
 du   du 
2
z = (1 + a)2  
dz 1
⇒ or du = (1 + a)1/2 dz
 du  1
z2
⇒ u + b = 2(1 + a2)1/2 z1/2, b is an arbitary constant

⇒ (x + ay + b)2 = 4(1 + a2)z


which is the desired solution.
dz dz
(ii) With u = x + by and p = , q=b , the given equation becomes
du du
dz   dz  
2
= b   ( z − a)
dz
1+
du   du    du 
2
1 +   = b(z − a)
dz

 du 
2
 dz  = b(z − a) − 1
⇒  
du
dz
⇒ = ± du
b(z − a) − 1

⇒ bz − ba − 1
2⋅ = ± (u + c)
b

b
⇒ bz − ab − 1 = ± (x + by + c) is the desired solution.
2
706 Engineering Mathematics through Applications

Example 30: Solve z2(p2 + q2 + 1) = C2.

∂z dz ∂u dz 
p= = =
∂x du ∂x du 
Solution: Let u = x + ay so that

∂z dz ∂u dz
q= = =a 
∂y du ∂y du 
Now given equation reduces to

 dz 2 2

z2   +  a  + 1 = C2
dz
 du   du 
 
2
z2 (1 + a2 )   = (C2 − z2 )
dz
⇒  du 

1
dz C2 − z2
⇒ (1 + a2 )2 =±
du z

z du
or dz = ±
C −z
2 2
1 + a2
On integrating both sides, we get
u (x + ay)
− (C2 − z2 ) = ± +b or C2 − z2 = m −b
1 + a2 1 + a2
Alternately: Put z dz = dZ …(1)
2
z
⇒ = Z or z2 = 2Z …(2)
2
dZ dZ dz
Now = = zp (using (1)) …(3)
dx dz dx
dZ dZ dz
= = zq
dy dz dx
Therefore, the given equation reduces to
2 2
 ∂Z  +  ∂Z  + 2Z = C2,
 ∂x   ∂y 
…(4)

which is clearly of the form f(p, q, z) = 0


Now, let Z = f(x + ay) = f(u), when u = x + ay
dZ dZ du dZ dZ 
and = = ⋅1=
dx du ∂x du du 

dZ dZ du dZ dZ …(5)
= = ⋅a= a 
dy du dy du du 
Partial Differential Equations 707

Therefore (4) reduces to


2
 dZ  (1 + a2 ) + 2Z = C2
 
du 
dZ
⇒ (1 + a2 )1/2 = (C2 − 2Z)1/2
du
dZ
⇒ (1 + a2 )1/2 = du
(C − 2Z)1/2
2

⇒ − 1 + a2 C2 − 2Z = u + b
⇒ (1 + a2)(C2 – 2z) = (x + ay + b2) which is the desired solution.

Example 31: Solve p(p2 + 1) + (b – z)q = 0. [KUK, 2005]

Solution: The equation p(p2 + 1) + (b – z)q = 0 falls under non-linear partial differential
equation of the type f(p, q, z) = 0
∂u ∂u
Take u = (x + ay), so that = 1, =a …(1)
∂x ∂y

∂z dz ∂u dz
therefore p= = =
∂x du ∂x du
∂z dz ∂u dz …(2)
and q= = = a
∂y du ∂y du
Whence the given equation reduces to

dz  dz  
2
dz
  + 1 + a(b − z) =0
du  du  du

dz  dz  
2

or   + 1 + a(b − z) = 0
  …(3)
du  du 
I II

dz dz
From II, = a(z − b) − 1 or = du
du a(z − b) − 1

a(z − b) − 1
⇒ =u+c
1
a⋅
2
1
⇒ 2[a(z – b) – 1] 2 = (au + c)
⇒ 4[a(z – b) – 1] = [a(x + ay) + c]2

Example 32: Solve z2 = l + p2+ q2.


708 Engineering Mathematics through Applications

∂z dz ∂u dz 
Solution: Let u = (x + ay) so that p = = = ,
∂x du ∂x du 

∂z dz ∂u dz
q= = =a 
∂y du ∂y du 
With the above values of p and q, the given equation reduces to
2 2
z2 = 1 +   +  a 
dz dz
 du   du 
2
(z2 − 1) = (1 + a2 )  
dz
or  du 

dz
⇒ 1 + a2 = z2 − 1
du


dz 1
⇒ = ∫ du
z2 − 1 1 + a2
u+c
⇒ cosh−1 z =
1 + a2

 x + ay + c 
z = cosh  .
or  1 + a2 

III. Variable Separable Form or f1(x, p) = f2(y, q) – Third Standard Form


Let each side of this equation be equal to an arbitrary constant i.e.,
f1(x, p) = f2(y, q) = a, (say)
Solve above relations for p and q,
p = F1(x) and q = F2(y),
∂z ∂z
then dz = dx + dy becomes
∂x ∂y
dz = F1(x)dx + F2(y)dy
which on integration results in
z = ∫ F1(x) dx + ∫ F2 (y) dy as the required complete solution.

Example 33: Solve (i) yp + xq + pq = 0 [MDU, 2009] (ii) yp = 2xy + log q.

Solution: (i) The given equation can be written like


y x
yp + xq = – pq ⇒ + = −1
q p

 y  x
or  q  =  −1 − p 
= a (say) …(1)
Partial Differential Equations 709

So this clearly falls under category f1(x, p) = f2(y, q)

y  y 
whence = a, q= ,
q a 
x  ⇒  x  …(2)
=a p=
−1−
p   −1 − a 

Now we know that for z(x, y),


∂z ∂z
dy or dz = 
x  y
dz = dx +  dx + dy
∂x ∂y  −1 − a  a

x2 y2 x2 y2
⇒ z= + +c ⇒ 2z = − + +b
2(−1 − a) 2a (−1 + a) a
(ii) The given equation can be written as
1
p = 2x + log q
y
1
⇒ (p − 2x) = log q = a (say) …(1)
y
which is clearly of the form f1(x, p) = f2(y, q)

p − 2x = a,
 p = (a + 2x),
log q = a  ⇒ 
1
∴ q = eay  …(2)
y 

∂z ∂z
Whence dz = dx + dy becomes
∂x ∂y
dz = (a + x)dx + eay dy
1 ay
or z = ax + x2 + e +b
a
or az = ax2 + a2x + eay + ab, the desired solution of given equation.

Example 34: Solve (i) p + q = sin x + sin y, (ii) p+ q =x+y

Solution: (i) Rewrite p + q = sin x + sin y as:


(p – sin x) = (sin y – q) = a (say), …(1)
where a is an arbitrary constant.
Now from (1), we have

∂z
= (a + sin x),
p − sin x = a,
sin y − q = a } ∂x
⇒ ∂z
∂y
= (sin y − a) 
 …(2)

710 Engineering Mathematics through Applications

∂z ∂z
Now we know that dz = dx + dy …(3)
∂x ∂y
On using (2), dz = (a + sin x) dx + (sin y – a) dy
or z = a (x – y) – (cos x + cos y + b)
as the desired solution.
(ii) The given equation can be written as:
p − x = y − q = a (say)

∂z
= (a + x)2 
p − x = a a + x = p  ∂x
⇒  ⇒  ⇒ ∂z 
y − q = a  (y − a) = q  = (y − a)2  …(4)
∂y 

∂z ∂z
Now dz = dx + dy, on using (4) becomes
∂x ∂y
dz = (a + x)2 dx + (y – a)2 dy
⇒ 3z = (a + x)3 + (y – a)3 + b
which is the desired solution.

Example 35: Solve z(p2 – q2) = (x – y).

Solution: The given equation can be written as:


2
 z ∂z  −  z ∂z  = (x − y)
2
   ∂y 
…(1)
∂x 

2 3
Putting z dz = dZ so that Z = z2 …(2)
3
2
 ∂Z 
2
 ∂Z 
Thus the given equation reduces to   −   = (x − y)
 ∂x   ∂y 

∂Z ∂Z
or (P2 – Q2) = (x – y); where P = , Q=
∂x ∂y
or (P2 – x) = (Q2 – y) = a (say), Third Standard Form …(3)

(P2 − x) = a  P= a+ x

so that (Q2 − y) = a  Q= a+y …(4)

whence dZ = Pdx + Q dy
Partial Differential Equations 711

i.e., dZ = a + x dx + a + y dy …(5)

2 2
or Z= (a + x)3/2 + (a + y) + b
3 3
or z3/2 = (a + x)3/2 + (a + y)3/2 + c,
where a and c are two arbitrary constants.
IV. Fourth Standard Form: Equation of the Form z = px + qy + f(p, q)
The solution of this equation is
z = ax + by + f(a, b)
which is obtained by replacing p and q by arbitrary constants a and b respectively in the
 ∂z ∂z 
given equation.  i.e., p = = a and q = = b for z(x, y)
 ∂x ∂y 
This equation is analogous to Clairut’s ordinary differential equation y = px + f(p), where
dy
p= and has solution y = ax + f(a), i.e. replace p by ‘a’.
dx

Example 36: Solve z = px + qy − 2 pq .

Solution: As the given equation is Fourth standard Form


Whence complete integral of the given equation is
z = ax + by − 2 ab for z(x, y) …(1)
For singular Integral, differentiate (1) partially with respect to a and b, we have

⋅ b, b 
2
0=x− x= ,
ab  ⇒ a 
2   …(2)
0=y− ⋅a  a
y=
ab  b
On eliminating a and b, the singular solution is xy = 1.

Miscellaneous Problems
Example 37: Obtain the complete solution of the equation
(x – y)(px – qy) = (p – q)2.

Solution: Let (x + y) = u and xy = v


so that
∂z ∂z ∂u ∂z ∂v
p= = +
∂x ∂u ∂x ∂v ∂x
∂z ∂z  ∂u ∂v
= ⋅1 + ⋅y as = 1, =y
 ∂u ∂v  ∂x ∂x
712 Engineering Mathematics through Applications

∂z ∂z ∂u ∂z ∂v
Similarly q = = +
∂y ∂u ∂y ∂v ∂y

∂z ∂z  ∂u ∂v
=  1+ x as = 1, =x
 ∂u ∂v  ∂y ∂y

∂z ∂z in the given equation, we get


Now on substituting the values of and
∂x ∂y
2
 ∂z ∂z ∂z ∂z   
(x − y)  x  + y  − y  + x   =  ∂z + y ∂z  −  ∂z + x ∂z  
  ∂u ∂v   ∂u ∂v     ∂u ∂v   ∂u ∂v  
2
∂z ∂z ∂z ∂z  ∂z ∂z 
⇒ (x − y)  x + xy −y − xy  =  y − x  
 ∂u ∂v ∂u ∂v    ∂v ∂v  
2
∂z ∂z
⇒ (x − y)(x − y) = (x − y)2  
∂u  ∂v 
2
∂z  ∂z 
⇒ = 
∂u  ∂v 
∂z ∂z
⇒ P − Q2 = 0 where P = , Q=
∂u ∂v
This relationship is comparable to Ist category, where f(p, q) = 0
Therefore in finding its solution, replace P by a and Q by b in it i.e.
a – b2 = 0 or a = b2
Whence z = au + bv + c
z = a(x + y) + bxy + c
z = b2(x + y) + b(xy) + c.

Example 38: Solve pq = xmynzl.

Solution: In the given equation, on putting


xm + 1 yn + 1
= X, =Y …(1)
m+1 n+1
we get

∂z ∂z ∂X ∂z 
p= = ⋅ = xm
∂x ∂X ∂x ∂X 

and ∂z ∂z ∂Y ∂z  …(2)
q= = ⋅ = yn
∂y ∂Y ∂y ∂ Y 
Partial Differential Equations 713

On substituting (2), the given equation reduces to


∂z ∂z
= zl i.e. P · Q = zl …(3)
∂X ∂Y
which is of the form f(z, p, q) = 0
∴ Putting z = f(u) where u = (X + aY)
so that ∂z dz ∂u dz
= = …(4)
∂ Y du ∂ X du
∂z dz ∂u dz
and = =a
∂ Y du ∂ Y du
Equation (3) becomes,
2 l
a   = zl
dz − 1
or z 2 dz = du
 du  a
which on integration implies
l
− +1
z 2 u
= +b
l a
− +1
2
l
− +1
z 2 1  xm + 1 yn + 1 
=  +a +b
or −
l
+1 a m+1 n + 1 …(5)
2
Example 39: Solve q2y2 = z(z – px).

Solution: On rewriting the given equation as


2
 ∂z   ∂z 
 y ∂ y  = z  z − x ∂ x  …(1)

= dX 
dx
Let  …(2)
x  so that X = log x
 Y = log y
dy
= dY 
y 
∂z ∂z ∂Y ∂z 1
Therefore, = =
∂y ∂Y ∂y ∂Y y
∂z ∂z 
= y
∂ y ∂ Y 

⇒ ∂z ∂z  …(3)
x =
∂ x ∂ X 
Likewise, on using (3), (1) becomes
2
 ∂z  = z  z − ∂z 
    …(4)
∂Y  ∂X 
which is of the form f(p, q, z) = 0.
714 Engineering Mathematics through Applications

The obvious solution for this is


z = f(u), u = X + aY …(5)
∂z dz ∂ u dz
= = ⋅1,
∂ X du ∂ X du 
Therefore

∂z dz ∂u dz

= = a  …(6)
∂ Y du ∂ Y du
On using (6), (4) becomes
2
a2   + z
dz dz
− z2 = 0
 du  du
dz
which is a quadratic in and therefore,
du
dz − z ± z2 + 4a2 z2 z
= = 2  − 1 ± 1 + 4a2 
du 2a2 2a
dz 
⇒ 2a2 = − 1 ± 1 + 4a2  du
z 
⇒ 2a2 log z =  − 1 ± 1 + 4a2  (u + log c)

⇒ 2a2 log z =  − 1 ± 1 + 4a2  (X + aY + log c) as u = X + aY

⇒ 2a2 log z =  − 1 ± 1 + 4a2  (log x + a log y + log c)

⇒ log z2 a =  − 1 ± 1 + 4a2  (log xy ac)


2

z2 a = ( xyac )
− 1± 1+ 4a2

2
as the desired solution.

Example 40: Solve z2(p2 + q2) = (x2 + y2).

Solution: On re-writing the above equation as


2
 z ∂ z  +  z ∂ z  = (x2 + y2 )
2
   ∂y  …(1)
∂x
z2
Let z dz = dZ so that Z = …(2)
2
∂Z ∂Z ∂z ∂z
Now = =z = P (say) …(3)
∂x ∂z ∂x ∂x
∂Z ∂Z ∂z ∂z
and = =z = Q (say)
∂y ∂z ∂y ∂y
Whence the given equation reduces to P2 + Q2 = x2 + y2
⇒ (P2 – x2) = (y2 – Q2) = a (say) …(4)
which clearly falls under the category
Partial Differential Equations 715

f1(x, p) = f2(y, q) = a (say)


∴ From (4), we get

P2 − x2 = a  P2 = a + x2 
and  ⇒  …(5)
y −Q = a
2 2
Q2 = y2 − a 
∴ dZ = P dx + Q dy,
⇒ dZ = x2 + a dx + y2 − a dy
x 2 a
⇒ Z= x + a + log  x + x2 + a 
2 2
y 2 a
+ y − a − log  y + y2 − a  + b
2 2
 x + x2 + a 
⇒ (
z2 = x x2 + a + y y2 − a + a log  )
 y + y − a
2  + 2b

which is the desired solution.

Example 41: Solve z = px + qy + c (1 + p2 + q2 ) .

Solution: Clearly this equation is of the form z = px + qy + f(p, q) analogous to Clairaut’s


form.
∴ Complete solution is

z = ax + by + c (1 + a2 + b2 ) …(1)

Singular Integral: Differentiating (1) partially with respect to ‘a’ and ‘b’ respectively,
ac
0=x+ …(2)
(1 + a2 + b2 )
bc
0=y+ …(3)
(1 + a2 + b2 )

c2 (a2 + b2 )
∴ (x2 + y2 ) =
(1 + a2 + b2 )

c2 + c2(a2 + b2 ) − c2
(x2 + y2 ) =
(1 + a2 + b2 )

c2 + (1 + a2 + b2 ) − c2
(x2 + y2 ) =
(1 + a2 + b2 )

c2
or (c2 − x2 − y2 ) =
(1 + a2 + b2 )
716 Engineering Mathematics through Applications

(1 + a2 + b2 ) 1
or = 2 …(4)
c2 (c − x2 − y2 )

x 1 + a2 + b2 x
Also from (2) and (3), a = − =
c c − x2 − y2
2

−y 1 + a2 + b2 y
b= =− 2 (using (4))
c c − x2 − y2
Putting these values of ‘a’ and ‘b’ in (1), the singular integral is
− x2 y2 c2
z= − +
c2 − x2 − y2 c2 − x2 − y2 c2 − x2 − y2

− c 2 − x 2 − y2
= = c2 − x2 − y2
c 2 − x 2 − y2

or (x2 + y2 + z2) = c2.

ASSIGNMENT 5
Solve 1. q2 = z2p2(1 – p2) 2. z = px + qy + p2 q2
3. q(p – cos x) = cos y 4. (pa – p – q)(z – px – qy) = pq.

11.7 CHARPIT’S METHOD


It is a general method due to Charpit for solving non-linear equations of first order. When it
is difficult to solve such equations under any of the standard forms (as discussed in previous
article) then this method is employed to find the complete integrals.
Let the given equation be f(x, y, z, p, q) = 0 …(1)
If we succeed to find another relation
F(x, y, z, p, q) = 0 …(2)
satisfied by p and q, then we can solve equation (1) and (2) for p and q
Since z consists of two independent variables x and y.
∴ dz = p dx + q dy,
For determining F, differentiate (1) and (2) with respect to x and y respectively giving

∂f ∂f ∂f ∂p ∂f ∂q 
+ p+ + =0 
∂x ∂z ∂p ∂x ∂q ∂x 

∂F ∂F ∂F ∂p ∂F ∂q
= 0
…(4)
+ p+ +
∂x ∂z ∂p ∂x ∂q ∂x 

Partial Differential Equations 717

∂f ∂f ∂f ∂p ∂f ∂q 
+ q+ + = 0
∂y ∂z ∂p ∂y ∂q ∂y 
 …(5)
∂F ∂F ∂ F ∂p ∂ F ∂q 
+ q+ + =0
∂y ∂z ∂p ∂y ∂q ∂y 

∂p
Eliminating from the first pair viz (4), we get
∂x

 ∂f ∂F ∂F ∂f   ∂f ∂F ∂F ∂f   ∂f ∂F ∂F ∂f  ∂q …(6)
 ∂ x ∂ p − ∂ x ∂ p  +  ∂ z ∂ p − ∂ z ∂ p  p +  ∂ q ∂ p − ∂ q ∂ p  ∂ x = 0

∂q
Similarly on eliminating ∂ y from the second pair viz (5), we get

 ∂f ∂F ∂F ∂f   ∂f ∂F ∂F ∂f   ∂f ∂F ∂F ∂f  ∂p …(7)
 ∂y ∂q − ∂y ∂q  +  ∂z ∂q − ∂z ∂q  q +  ∂p ∂q − ∂p ∂q  ∂y = 0
     

∂q ∂2 z ∂p
Since = = ,
∂ x ∂ x∂ y ∂ y
whence the last terms in (6) and (7) are the same with opposite signs. Adding (6) and (7), we
get

 ∂f ∂f  ∂F  ∂f ∂f  ∂F  ∂f ∂f  ∂F  ∂f  ∂F  ∂f  ∂F …(8)
 +p  + +q  +  −p −q  + −  + −  =0
 ∂x ∂z  ∂p  ∂y ∂z  ∂q  ∂p ∂q  ∂z  ∂p  ∂x  ∂q  ∂y
Clearly this is Lagrange’s equation (linear equation of first order) with x, y, z, p, q as
independent variables and F as dependent variable. Thus, identical to Article 4.4, its solution
will depend on solution of the subsidiary equations
dp dq dz dx dy dF …(10)
= = = = =
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f 0
+p +q −p −q − −
∂x ∂z ∂y ∂z ∂p ∂q ∂p ∂q
An integral of the above equations (10) which involves p or q or both may be taken as
assumed relation (2). The more simple the integrals involving p or q or both derived from
(10), the more easy to solve them for p and q and the given equation (1).

Example 42: Using Charpit’s method find complete integral of pxy + pq + qy = yz.
[KUK, 2002-03]

Solution: Here f(x, y, z, p, q) = pxy + pq + qy – yz = 0 …(1)


then by Charpit’s method, the auxiliary equation is
dx dy dz dp dq dφ
= = = = =
− fp − fq − pfp − qfq fx + pfz fy + qfz 0
718 Engineering Mathematics through Applications

dx dy dz dp
or = = = = dz
− (xy + q) − (p + y) − p(xy + q) − q(p + y) py + p( − y)

dq
=
(px + q − z) + q (− y)
implying dp = 0 or p = a …(2)
Putting p = a in (1), axy + aq + qy = yz
or q(a + y) = y(z – ax)
y(z − ax)
∴ q= …(3)
(a + y)
Also we know that for z(x, y),
dz = p dx + q dy …(4)
On substituting the values of p and q from (2) and (3),
y(z − ax)
dz = a dx + dy
(a + y)

dz − a dx  a 
= 1 − dy
a + y 
or
(z − ax) 
Integrating,
log(z – ax) = y – a log(a + y) + log b
or (z – ax) = b ey(y + a)–a.

Example 43: Find complete integral of the equation p2x + q2y = z. [NIT Kurukshetra, 2008]

Solution: Here f(x, y, z, p, q) = p2x + q2y – z = 0 …(1)


By Charpit’s method, auxiliary equations are
dx dy dz dp dq dφ
= = = = =
− fp − fq − pfp − qfq fx + pfz fy + qfz 0

dx dy dz dp dq
i.e. = = = =
− 2px − 2qy − 2(p x + q y) − p + p
2 2 2
− q + q2
From above, we have
(p2 dx + 2px dp) (q2 dy + 2py dq)
=
p2 x q2 y

d(p2 x) d(q2 y)
or = 2
p2 x qy

On integration x = aq2y …(2)


where a is an arbitrary constant.
Partial Differential Equations 719

Putting value of p2 x from (2) in (1),


1/2
 z 
aq2y + q2y = z or q=  …(3)
 (1 + a)y 
1/2
 az 
∴ From (1), p=  …(4)
 (1 + a)x 
1/2 1/2
 az   z 
Thus, dz = p dx + d dy =   dx +   dy
 (1 + a)x   (1 + a)y 

dz dx dy
or (1 + a) 1/2
= a 1/2 + 1/2
z x y

or (1 + a) z = ax + y + b
which is required complete integral.

Example 44: Solve the equation z2 = pqxy. [KUK, 2003-04, 2010]

Solution: z2 = pqxy may be written as


z2 – pqxy = 0 …(1)
then by Charpit’s method of solving non-linear equations, we have auxiliary equations as:
dx dy dz dp dq
= = = =
qxy pxy pqxy + qpxy − pqy + p2z − pqx + q2z
From above, we get
x dp + p dx y dq + q dy
= =
(− pqxy + 2pzx) + pqxy (− pqxy + 2qzy) + qpxy

x dp + p dx y dq + q dy
i.e. = …(2)
2pzx 2qzy
On integrating both sides,
(x dp + p dx) (y dq + q dy)
∫ px
= ∫ qy
⇒ log px = log qyc or px = qyc
y
⇒ p = cq …(3)
x
Substituting this in equation (1), we get
2
 y 1  z
z2 −  cq  q dx = 0 or q2 =  
 x c  y
720 Engineering Mathematics through Applications

 z
or q = b  …(4)
 y
Again, putting this value of q in (3) for getting p,
 z
z2 − p  b  xy = 0
 y

1  z
z2 – bxzp = 0 or p=   …(5)
b  x

1z z
Now dz = p dx + q dy = dx + b dy
bx y

1 1 dx dy
or dz = +b
2 b x y
or log z = log x1/b + log yb + log a
1
z = ax1/ b yb = axc × yc where b2 =
1/ 2 –1/ 2
or
c

Example 45: Solve the equation q + xp = p2.

Solution: The given equation is


f(x, y, z, p, q) = (q + xp – p2) = 0 …(1)
Its subsidiary equations are given by

dx dy dz dp dq dφ
= = = = =
− fp − fq − pfp − qfq fq + pfz fy + qfz 0

dx dy dz dp dq dφ
or = = = = =
2p − x − 1 2p2 − xp − q p + 0 0 0
Taking dq = 0 ⇒ q = c (constant) …(2)
∴ p2 – xp – q = 0 becomes p2 – xp – c = 0

x ± x2 + 4c
i.e. p= …(3)
2
Thus, dz = (p dx + q dy)
x ± x2 + 4c
dz = dx + c dy, using (2) and (3)
2

z=  ±∫ x + (2c1/2 )2  dx + c ∫ dy + d
x 1 2
⇒ 2 2 
Partial Differential Equations 721

x2  x 2 2c1/2 x 
z= ± x + 4c + sinh−1 1/2  + cy + d …(4)
4 2 2 2c 

Q x 2 a x
 a2 + x2 dx = a + x2 + sinh–1 
2 2 a

Alternatively: By another possible combination,


dp dy
Also = ⇒ log p = – y + log b or p = b e–y …(5)
p −1
Implying q = p2 – xp = b2 e–2y – x be–y, on using the above value of p. …(6)
∴ dz = p dx + q dy, using (5) and (6)
dz = be–y dx + (b2 e–2y – x be–y) dy
dz = b(e–y dx – xe–y dy) + b2 e–2y dy

dz = b ⋅ d ( xe−y ) − ⋅ d ( e− 2y )
b2
2

b2 − 2y
Implying, z = b xe− y − e +a
2

Example 46: Solve p(p2 + 1) + (b – z)q = 0.

Solution: Subsidiary equations under Charpit Method are


dx dy dz dp dq dF
= = = = = …(1)
− fp − fq − pfp − qfq fx + pfz fy + qfz 0

where fp = 3p2 + 1 
fq = (b – z) 

fx = 0  …(2)
fy = 0


fz = – q 
On using (2), equation (1) becomes
dx dy dz dp dq dF
= = = = =
− (3p + 1) − (b − z) − p(3p + 1) − q(b − z) − pq − q
2 2 2
0

⇒ p = aq …(3)
On using (3) in the given equation,
aq(a2q2 + 1) + (b – z)q = 0
⇒ q[q2 a3 + {–z + (a + b)}] = 0
⇒ either q = 0 or q2 a3 = (z – (a + b))
722 Engineering Mathematics through Applications

z − ( a + b) z − (a + b)
or q= , p= …(4)
a a a
∴ dz = pdx + qdy

z − ( a + b) z − ( a + b)
⇒ dz = dx + dy
a a a

dz dx dy
or = +
z − (a + b) a a a
On integrating, we get

(z − (a + b))1/2 x y
= + +b
1/2 a a a
2 z − (a + b) = [(ax + y) + C] / a a

Example 47: Solve 1 + p2 = qz by Charpit’s method.

Solution: Given (1 + p2 – qz) = 0 …(1)


Here subsidiary equations are
dx dy dz dp dq
or = = = =
− 2p + z − 2p2 + qz 0 + p(−q) 0 + q(−q)

dp dq
Taking =
− pq − q2
or log p = log qa
⇒ p = qa …(2)
Putting this value of p in (1), we have
a2q2 – z q + 1 = 0 …(3)
which is a quadratic equation in q and on solving,

z ± z2 − 4a2 1 
q= , p= z ± z2 − 4a2 
2a2 2a 
Now dz = p dx + q dy


 z ± z2 − 4a2
dz = a 

dx +
(
z ± z2 − 4a2 )
dy
 2 a2  2 a2

dz
2a2 = (a dx + dy)
⇒ ( z ± z2 − 4a2 )
Partial Differential Equations 723

⇒ 2a2 ⋅
(z m z2 − 4a2 ) dz = (a dx + dy) rationalization
(z ± z2 − 4a2 )( z m z2 − 4a2 )
⇒ 2a 2
(z m z2 − 4a2 ) dz = (a dx + dy)  taking ± both signs for the term ( z ± z2 − 4a1 )
4a2  

⇒ z m z2 − 4 a2  dz = 2(a dx + dy)

On integration (taking ± both signs for the term z m z2 − 4a2 ( )
z2
2
± {
z 2
2
z − 4a2 − 2a2 log z + z2 − 4a2 ( )} = 2(ax + y) + b.
Example 48: Solve the equation p(q2 + 1) + (b – z)q = 0.

Solution: Here subsidiary equations are


dx dy dz dp dq dF
= = = = =
− fp − fq − pfp − qfq fx + pfz fy + qfz 0

dx dy dz dp dq dF
⇒ = = = = = …(1)
− (q + 1) − 2 pq + z − [p(q + 1) + q(2 pq − z)] − pq − q2
2 2
0

dp dq
⇒ =
− pq − q2

or log p = log q + log c


⇒ p = cq …(2)
On using (2), given equation becomes
cq(q2 + 1) + (b – z)q = 0
or q[cq2 + c + b – z] = 0
⇒ either cq2 + (b + c – z) = 0 or q = 0 …(3)
Considering cq2 + (b + c – z) = 0, we get
z − (b + c) z − (b + c)
q=± , p=±c …(4)
c c
Now dz = p dx + q dy
z − (b + c) z − (b + c)
⇒ dz = c dx + dy
c c

dz
or c = (c dx + dy)
z − (b + c)
724 Engineering Mathematics through Applications

z − (b + c)
⇒ c = (cx + y + a)
1/ 2
or 4(cz – bc – c2) = (cx + y + a)2.

ASSIGNMENT 6
Solve
1. (p2 + q2)y = qz 2. 2zx – px2 – 2pxy + pq = 0
3. 2(z + xp + yp) = yp2
4. x2p2 + y2p2 = z.M [Hint: Put X = log x, Y = log y, Z = z ]
5. z2(p2 + q2) = x2 + y2. [Hint: Put z2 = Z]

11.7 HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS


An equation of the form
(Dn + k1 Dn– 1 D' 1 + k2 Dn–2 D'2 + … + kn D'n)z = F(x, y) …(1)

where D =
∂ ∂ and k , … , k all constants, is termed as a homogenous
and D′ = 1 n linear
∂x ∂y
partial differential equation of nth order with constant coefficients.
Alike to an ordinary linear differential equation, we can rewrite (1) as
f(D, D´)Z = F(x, y) …(2)
and its complete solution consists of two parts: one is called complementary function and the
other is called particular integral.
Complementary function is the solution of the equation
f(D, D´)Z = 0 …(3)
and particular integral is the particular solution of f(D, D')Z = F(x, y) obtained by giving
particular values to the arbitrary constants in the general solution due to F(x, y).
To Find Complementary Functions
Take a simple case of 2nd order homogenous linear equation for finding complementary
function and then extend it to higher order.
∂2 z ∂2 z ∂2 z
Let + K + K =0 …(1)
∂x2 ∂x∂y ∂y2
1 2

be a second order equation which can be written in its simplified form as


(D2 + K1 DD' + K2D'2) = 0 …(2)
with its auxiliary equation as
(D2 + K1 DD' + K2 D'2) = 0 …(3)
giving D/D' = m1, m2 (say) as two of its roots.
Case I: When the roots are real and distinct
Equation (2) may be written as
(D – m1D') + (D – m2D')z = 0 …(4)
Partial Differential Equations 725

The solution of (D – m1D')z = 0 will satisfy equation (4),


Now (D – m, D')z = 0 i.e., p – m1 q = 0,
Lagrange’s linear equation with auxiliary equation, is
dx dy dz
= =
1 − m1 0
giving (y + m1 x) = a and z = b
∴ z = φ(y + m1 x)
Similarly (4) will also be satisfied by (4)
(D – m2D')z = 0 i.e., z = ψ(y + m2x)
Hence in this case, the complete solution of (2) is
z = φ(y + m1x) + ψ(y + m2x)
Case II: When the roots are equal (repeated):
Take m1 = m2 = m(say), so equation (2) becomes
(D – mD')(D – mD')z = 0 …(5)
Let (D – mD')z = u, then the above equation reduces to (D – mD')u = 0 which is again a
Lagrange’s linear equation and has solution
u = φ(y + mx)
Now with this value of u, equation (D – mD')z = u
becomes, p – mq = φ(y + mx)
dx dy dz
Its auxiliary equation is 1 = − m = φ (y + mx)
I II III
from which on considering I and II, we get (y + mx) = a
and on considering I and II, we get dz = φ(a)dx
i.e., z = φ(a)x + b
or z = x φ(y + mx) + φ1(y + mx) which is the complete solution.

Example 49: Solve the following homogenous linear partial differential equations
∂4z ∂4z
(i) (D4 – 2D3D' + 2DD'3 – D'4)z = 0. (ii) − = 0.
∂x4 ∂y4
(iii) 25r – 40s + 16t = 0. (iv) r = a2 t.

Solution: (i) Its auxiliary equation is


m4 – 2m3 + 2m – 1 = 0, where D/D' = m
⇒ (m + 1)(m – 1)3 = 0 or m = – 1, 1, 1, 1
Hence the solution (the complementary function) is
z = φ1(y – x) + φ2(y + x) + x φ3(y + x) + x2φ4(y + x)
(ii) Here the given equation in its symbolic form is written as
(D4 – D'4)z = 0
Its auxiliary equation is
726 Engineering Mathematics through Applications

(m4 – 1) = 0 or (m – 1)(m + 1)(m2 + 1) = 0


i.e., m = – 1, 1, i, – i
∴ The solution
z = φ1(y + x) + φ2(y – x) + φ3(y + ix) + φ4(y – ix).
(iii) The given equation is symbolic form is as follows:
25D2z – 40DD'z + 16D'2 z = 0
Its auxiliary equation is
25(D/D')2 – 40(D/D') + 16 = 0
i.e., 25m2 – 40 m + 16 = 0 where D/D' = m
4 4
or (5m – 4)2 = 0 ⇒ m = 5 , 5
which is a case of repeated roots
∴ The solution is
z = φ1(5y + 4x) + x φ2(5y + 4x).
(iv) The given equation r = a2t in its symbolic form is
D2z – a2D'2 z = 0
Its auxiliary equation is m2 – a2 = 0
or m = ± a, which is a case of distinct roots.
∴ z = φ1(y + ax) + φ(y – ax).
To Find Particular Integral
Consider the symbolic form of the equation as
f(D, D')z = F(x, y) …(1)
1
For this, Particular Integral (P. I.) = F(x, y) …(2)
f (D, D′)

Case I: When F(x, y) = eax + by


1 1
P.I. = eax +by = eax +by , f(a, b) ≠ 0. …(3)
f (D, D′) f (a, b)
(i.e., replace D by a, D' by b)
Case II: When F(x, y) = sin (ax + by) or cos (ax + by),
1
P.I. = sin (ax + by)
f (D, D′)

1
= sin(ax + by), Provided f(–a2, –ab, –b2) ≠ 0. …(4)
f (− a , − ab, − b2 )
2

(i.e., replace D2 = – a2, D'2 –b2, DD´= – ab)


Case III: When F(x, y) = xm yn, where m, n are positive integer
1
P.I. = xm yn = [ f (D, D′)] −1 xm yn …(5)
f (D, D′)
(i.e., expand [f(D, D')]–1 in ascending powers of D/D' and operate on xmyn term by term.)
Partial Differential Equations 727

Case IV: When F(x, y) is any function of x and y.


1 1
P.I. = F(x, y) = F(x, y)
f (D, D′) (D − m1D′)(D − m2D′) …

1
and F(x, y) = ∫ F(x, c − mx)dx, where c = y + mx.
D − mD′
Case V: When F(x, y) = eax + by U(x, y),
1 1
P.I. = eax + by ⋅ U(x, y) = eax + by U(x, y)
f (D, D′) f (D + a, D′ + b)
(i.e., replace D by D + a and D' by D' + b in f(D, D'))
2 3
Example 50: Solve (D3 + D2 D' – DD' – D' )z = ex cos 2y. [KUK, 2000]

Solution: The given equation


(D3 + D2 D' – DD'2 – D'3)z = ex cos 2y
has auxiliary equation as
(m3 + m2 – m – 1) = 0
or (m – 1)(m + 1)2 = 0 or m = 1, – 1, – 1
whence complementary function
z = φ1(y + x) + φ2(y – x) + xφ3(y – x)

1
Now P.I. = ex cos 2y
D3 + D2D′ − DD′2 − D′3

1  e2iy + e− 2i0ta 
= ex  
D + D D ′ − DD ′ − D ′
3 2 2 3  2

1 1
= {ex + 2iy + ex − 2iy }
2 D + D D′ − DD′2 − D′3
3 2

I II

 1 ax + by eax + by 
 Discuss under, P.I. = f (D, D′) e = , f (a, b) ≠ 0
 f (a, b) 

1 1 1 1
= ex + 2iy + ex − 2iy
2 (1 + 2i + 4 + 8i) 2 (1 − 2i + 4 − 8i)
(as in Ist, a = 1, b = 2i; in II, a = 1, b = – 2i)

1 1 1 1
= ⋅ ex + 2iy + ⋅ ex − 2iy
2 5(1 + 2i) 2 5(1 − 2i)
728 Engineering Mathematics through Applications

1 1 (1 − 2i) ex + 2iy 1 (1 + 2i)


= ⋅ + ⋅ ex − 2iy
2 5 5(1 + 2i)(1 − 2i) 2 5(1 − 2i)(1 + 2i)

1  (1 − 2i) ex + 2iy (1 + 2i) ex − 2iy 


= +
25  2 2 

ex  e2iy + e− 2iy e2iy − e− 2iy 


=  − 2i 
25  2 2 

ex
P.I. = [cos 2y + 2 sin 2 y]
25
Therefore complete solution
ex
z = φ1(y + x) + φ2 (y − x) + x φ3 (y − x) + [cos 2y + 2 sin 2y]
25

∂2 y 2 ∂ y
2
Example 51: 2 −a = E sin pt.
∂t ∂x2
Solution: The given equation in its symbolic form is written as
(D2 – a2 D'2)y = E sin pt …(1)
Corresponding A.E. is
m2 – a2 = 0 i.e., m = ± a
∴ yC.F. = φ(t + ax) + φ2(t – ax) …(2)

1
Now P.I. = E sin pt
D − a2 D′ 2
2

 using, P.I. = 1
sin(ax + by), replacing D2 by − a2 , DD’ by provided
 f (D , DD′, D′ )
2 2
 
 f (− a2
, − ab , − b2
) ≠ 0) 
E sin pt
i.e., P.I. = …(3)
− p2

E sin pt
∴ Complete solution y = φ1(t + ax) + φ2(t − ax) +
(− p2 )

y = φ1(t + ax) + φ2(t – ax) – E sin pt/p2

Example 52: Solve ∂ z − ∂ z = E cos x ⋅ cos 2y .


2 2
[NIT Kurukshetra, 2003]
∂x 2
∂x∂y

Solution: The given equation can be expressed as


(D2 – DD')z = cosx · cos2y
Partial Differential Equations 729

Corresponding A.E. is m2 – m = 0, when D/D' = m ⇒ m = 0, m = 1


whence, C.F. = φ1(y) + φ2(y + x)
1
P.I. = cos x cos 2 y
Now (D − DD′ )
2

1 1
= [cos(x + 2y) + cos(x − 2y)]
2 D − DD′
2

I II

1 1
cos(x − 2y)
1
= cos(x + 2y) +

2  −1 + 2 −1 − 2 
( When cos (ax + by) replace D2 by – a2, D'2 by – b2, DD' = – ab)
1 1 
⇒ P.I. =  cos(x + 2y) − cos(x − 2y)
2 3 
Therefore, complete solution,
1 1
z = φ1(y) + φ2 (y + x) + cos(x + 2y) − cos(x − 2y)
2 6

Example 53: Solve ∂ z2 + ∂ z2 = cos mx cos ny .


2 2

∂x ∂y
Find complete solution if F(x, y) = cos x cos 2y.

Solution: The given equation in its symbolic form is


1
(D2 + D'2)z = cos mx cos ny = [cos(mx + ny) + cos(mx − ny)] …(1)
2
Corresponding auxiliary equation is
m2 + 1 = 0 i.e., m = ± i
whence C.F. = φ1(y + ix) + φ2(y – ix) …(2)

Now P.I. =
1 1
2 ( D2 + D′2 )
[cos(mx + ny) + cos(mx − ny)]
Replace D2 by – m2, DD' by – mn, D'2 by – n2;
1 1
i.e., P.I. = cos(mx + ny) + cos2 (mx − ny)
− 2(m2 + n2 ) − 2(m2 + n2 )

1
= [cos(mx + ny) + cos(mx − ny)]
− 2(m2 + n2 )

−1
⇒ P.I. = cos mx cos ny
(m2 + n2 )
730 Engineering Mathematics through Applications

Therefore complete solution is


−1
z = φ1(y + ix) + φ2 (y − ix) + cos mx cos ny
(m + n2 )
2

Further if m = 1, n = 2 as F(x, y) = cos x cos2y, we have


1 1
P.I. = − cos x cos 2y = − cos x cos 2y
(1 + 2 )
2 2
5
Hence complete solution in this case is
1
z = φ1(y + ix) + φ2 (y − ix) − cos x cos 2y
5

∂3 z ∂3 z ∂3 z
Example 54: Solve –4 2 +4 = 4sin(2x + y).
∂x 3
∂x ∂y ∂ x∂ y2

Solution: The symbolic form of the above equation is


(D3 – 4D2D' + 4DD'2)z = 4sin (2x + y)
Corresponding A.E. is m3 – 4m2 + 4m = 0
or m(m – 2)2 = 0 i.e., m = 0, 2, 2
whence C.F. = φ1(y) + φ2(y + 2x) + xφ3(y + 2x)
1 4 1
Now P.I. = 4 sin (2x + y)a = ⋅ sin (2x + y)
D(D − 4DD′ + 4D ′ )
2 2
D (− 4 + 8 − 4)
4 1
= ⋅ sin (2x + y)
D 0
Hence method fails.
1 1
∴ PI = ⋅ 4 sin (2x + y)
(D + 2D′) D
2

(Here, differentiate f(D, D') twice with respect to D and multiply the numerator twice by x)

i.e., P.I. =
x2
2
{−2 cos(2x + y)} = −x2 cos (2x + y)
∴ The complete solution is
z = φ1(y) + φ2(y + 2x) + xφ3(y + 2x) – x2 cos (2x + y).

∂2z ∂2z ∂2z


Example 55: Solve + − 6 = cos (2x + y).
∂x2 ∂x∂y ∂y2

Solution: The given equation is a homogenous linear partial differential equation of 2nd
order and its symbolic form is
(D2 + DD' – 6D'2)z = cos (2x + y) …(1)
Auxiliary equation is
Partial Differential Equations 731

(m2 + m – 6) = 0 or m = 2, – 3. …(2)
whence complementary function (C.F.) = φ1(y + 2x) + φ2(y – 3x) …(3)

D2 = −4
1 
P.I. = 2 cos(2x + y), DD´= −2
(D + DD′ − 6D′2 )
D´ = − 1
2

(i.e., on replacing D2 by a2, DD' by –ab, D'2 = – b2 provided φ(–a2, –ab, –b2) ≠ 0)
Clearly it is a case of failure as φ(–a2, –ab, –b2) = 0.
Therefore, we discuss it under category IV i.e., factorise φ(D, D') and apply these factors
turn by turn
1
∴ P.I. = cos(2x + y)
(D − 2D′)(D + 3D′)


1
= cos(2x + c1 − 2x) dx as here y + 2x = c1
D + 3D′
D − 2D ′


1
= (cos c1) dx
D + 3D′
1 1
= (x cos c1 ) = x cos(y + 2x)
D + 3D′ (D + 3D′)

= ∫
D + 3D’

x cos(y + 2x) dx = x cos(c2 + 3x + 2x) dx ³ y – 3x = c2

x sin(5x + c2 ) 1 cos(5x + c2 )

= x cos(5x + c2 ) dx =
5
+
5 5
x 1
= sin (2x + y) + cos(2x + y) …(4)
5 25
∴ Complete Integral z = C.I. + P.I.
x 1
= φ1(y + 2x) + φ2 (y − 3x) + sin(2x + y) + cos(2x + y).
5 25
Alternately
1 1 …(5)
P.I. = F(x, y) = cos(2x + y)
f (D, D′) (D − 2D′(D + 3D′)

1 …(6)
= cos(2 x + y)
D´ D 
− 2 D′  D
+3 
 D′   D′ 

1 1 D
Now = where =m
 D   D  (m − 2)(m + 3)´ D′
 − 2 + 3
 D′   D′ 
732 Engineering Mathematics through Applications

1 1 1 
= −
5  (m − 2) (m + 3) 
 (By Partial Fraction)

 
1 1 1 
=  − 
5   D − 2  D + 3 
  D′   D′  

D′  1 1 
= −
5  (D − 2D′) (D + 3D′) 
 …(7)

Therefore on substituting (7) in (6), we get


1  1 1 
P.I. = − cos(2x + y)
5D′  (D − 2D′) (D + 3D′) 

∫ ∫
1 1 1
= cos(2x + y) dx − cos(2x + y)dx
5D′ 5 D´
(D − 2D´) D + 3D´


1 1
= cos(2x + c1 − 2x) dx − ∫ cos(2x + c2 + 3x) dx
5D′ 5D′

1 1 sin (5x + c2 )
⇒ = x cos c1 −
5D′ 5D′ 5

x 1 1 c1 = y + 2x
= cos(2x + y) − sin(2x + y) replacing
5 D′ 25D′ c2 = y − 3x

x 1
P.I. = sin (2x + y) + cos(2x + y)
5 25

∂ 2z ∂ 2z ∂ 2z
Example 56: Solve −4 + 3 2 = x + 3y .
∂x 2 ∂x ∂y ∂y

Solution: The given equation which is an homogenous linear partial differential equation of
2nd order can be written in its symbolic form as
(D2 – 4DD' + 3D'2)z = (x + 3y)1/2 …(1)
Its auxiliary equation is as
(m2 – 4m + 3) = 0 or m = 1, 3
whence C.F. = φ1(y + x) + φ2(y + 3x) …(2)
For Particular Integral,
1 1
P.I. = F(x, y) = (x + 3y)1/2
f (D, D′) (D − D′)(D − 3D′)
Partial Differential Equations 733


1
= (x + 3y)1/2 dx
(D − 3D′)
D − D´


 x + 3 ( c1 − x ) 2 dx
1
= since y + x = c1 for m = 1
(D − 3D′)
1

∫ ( 3c1 − 2x)2 dx
1
=
(D − 3D′)

 
1  (3c1 − 2x)3/2 
=
(D − 3D′)  − 2 × 3 
 
 2 

=
1  − 1 (x + 3y)3/2  ,
On replacing c1 = y + x
(D − 3D′)  3 


1
=− (x + 3y)3/2 dx
3
D − 3D´


1
=− (x + 3c2 − 9x)3/2 dx, as (y + 3x) = c2 for m = 3
3

1 (3c2 − 8 x)5/2
=−
3 −8× 5
2

(3c2 − 8x)5/2 (x + 3y)5/2


= = , replacing c2 = y + 3x …(3)
60 60
Here, complete solution
(x + 3y)5/2
z = φ1(y + x) + φ2 (y + 3x) +
60

1
Alternately: P.I. = (x + 3y)1/2
(D − D′)(D − 3D′)

1 1 …(4)
= (x + 3 y)1/2
D ′2  D − 1  D − 3
 D′   D′ 

1 1 D

( )( )
Considering = , =m
D D (m − 1)(m − 3) when D′
−1 −3
D′ D′
734 Engineering Mathematics through Applications

1 1 1 
= −
2  (m − 3) (m − 1) 
 
1 1 1 
=  − 
2   D − 3  D − 1 
  D′   D′  
D′  1 1 
= − …(5)
2  D − 3D′ D − D′ 
Therefore using (5), we have
1  1 1 
P.I. = − (x + 3y)1/2
2D′  D − 3D′ D − D′ 

∫ ∫
1 1
= (x + 3y)1/2 dx − (x + 3y)1/2 dx
2D′ 2D′
D − 3D´ D − D´


1 1
= (x + 3c2 − 9x)1/2 dx − ∫ (x + 3c1 − 3x)1/2 dx
2D′ 2D′

∫ ∫ (3c − 2x)
1 1
= (3c2 − 8x)1/2 dx − 1/2
dx
2D′ 2D′
1

1 (3c2 − 8x)3/2 1 (3c1 − 2x)3/2


= −
2D ′ − 8 × 3 2D ′ − 2 × 3
2 2

1 1 1 1
=− (3c2 − 8x)3/2 + (3c1 − 2x)3/2
24 D′ 6 D′
1 1 1 1
P.I. = − (x + 3y)3/2 + (x + 3y)3/2 , (as c2 = y + 3x, c1 = y + x)
24 D′ 6 D′
3 1
= (x + 3y)3/2
24 D′

3 (x + 3y)5/2

3
= (x + 3 y)3/2 dy =
24 24 3 × 5
2

(x + 3y)5/2
⇒ P.I. =
60
Hence the complete solution
(x + 3y)5/2
z = φ1(y + x) + φ2(y + 3x) + .
60
Partial Differential Equations 735

Example 57: Solve the equation 4r + 12s + 9t = e3x – 2y.

∂2 z ∂2 z ∂2 z
Solution: For z(x, y), we know that r = , s = , t = for z as a function of x and y.
∂ x2 ∂ x∂ y ∂ y2
So the given equation becomes
∂2 z ∂2 z ∂2 z
4 + 12 + 9 2 = e(3x − 2y)
∂x 2
∂ x∂ y ∂y
or (4D2 + 12DD' + 9D'2)z = e(3x – 2y) …(1)

∂ ∂
where D= and D′ =
∂x ∂y
Now for equation (1) A.E. is as follows:
4m2 + 12m + 9 = 0, where D/D' = m …(2)
3 3
or (2m + 3)2 = 0 i.e., m = − ,−
2 2
whence C.F. = φ1(2y – 3x) + xφ2(2y – 3x) [³ y + mx = c]
Now for obtaining particular integral, we have
1 eax + by
P.I.(z) = eax + by = , provided f(a, b) ≠ 0
f (D, D ′) f (a, b)

1
Here z = e(3x − 2y) is clearly a case of failure as D = a = 3 and
4D2 + 12DD′ + 9D′2
D' = b = – 2, f(a, b) = 0 for
Therefore,
1 3x − 2y
P.I. = 2 e
 3 
4 D + D´
 2 


1
= e3 x − 2 y dx
4 D + D´
 3
 D + 3 D´
 2  
2 

∫e
1 3
= 2c
dx as y = c − x
4  D + D′
3 2
 2 

1 1
= x e2c = x e3 x − 2 y
4  D + D′ 4  D + D´
3 3
 2   2 
736 Engineering Mathematics through Applications


1
= x e3x − 2y dx
4
 D + 3 D´
 
2 


1 1 x2
= x e2c dx = ⋅ ⋅ e2c
4 4 2

c =  y + x
⇒ x2 3x − 2y ; replace, 3
P.I. = e
8  2 
Therefore the complete solution
x2
z = φ1(2y − 3x) + x φ2 (2y − 3x) + e3x − 2y
8

∂ 3z ∂ 3z ∂ 3z ∂ 3z
Example 58: Solve −4 2 +5 − 2 3 = e2 x + y .
∂x 3
∂x ∂y ∂ x∂ y 2
∂y
Solution: The symbolic form of the above equation is
(D3 – 4D2D' + 5DD'2 – 2D'3)z = e2x + y
The corresponding A.E. is m3 – 4m2 + 5m – 2 = 0
i.e., (m – 2)(m2 – 2m + 1) = 0
or (m – 2)(m – 1)(m – 1) = 0 i.e., m = 1, 1, 2
∴ C.F. = φ1(y + x) + x φ2(y + x) + φ3(y + 2x)
1
Now P.I. = e2x + y
D3 − 4D2 D′ + 5DD′2 − 2D′3
It is a case of failure as f(a, b) = 0 for D = a = 2 and D' = b = 1
Therefore,
1
P.I. = e2x + y
(D − 2D′)(D − D′)2

1 1
P.I. = ⋅ e2 x + y
D − 2D′ (2 − 1)2

1
= e2x + y
D − 2D′

= ∫ e2x + c − 2x dx, as y + 2x = c

= ∫ ec dx = x ec
= x ey + 2x
⇒ P.I. = x e2x + y
Therefore the complete solution,
z = φ1(y + x) + x φ2(y + x) + φ3(y + 2x) + x e2x + y.
Partial Differential Equations 737

Example 59: Solve (D2 – DD' – 2D'2)z = (y – 1)ex.

Solution: Corresponding A.E. is


(m2 – m – 2) = 0 i.e., (m – 2)(m + 1) = 0 …(1)
or m = 2, – 1
whence C.F. = φ1(y + 2x) + φ2(y – x) …(2)
1
Now P.I. = 2 (y − 1) ex
D − DD′ − 2D′2
1
= (y − 1) ex
(D − 2D ′)(D + D′)


1
= (y − 1) ex dx
(D − 2D′)
D + D′

Corresponding to the factor D + D', y = c1 + x


1
⇒ P.I. = (c1 + x − 1) ex dx
(D − 2D ′)

∫ ((c − 1) e + x ex ) dx
1
= 1
x
(D − 2D′)

1
= (c1 − 1) ex + (x − 1) ex 
D − 2D′ 

1
= (y − 2) ex  ; replacing, c1 = (y – x)
D 2D′ 

P.I. = ∫
D − 2D′
(y − 2) e x dx

Expressing (y – 2) in terms of x as y + 2x = c2 corresponding to the factor (D – 2D')

⇒ P.I. = ∫ (c 2 − 2x − 2 ) ex dx = ∫ ((c 2 − 2) − 2x ) ex dx

= (c2 – 2) ex – 2 (x – 1) ex
P.I. = yex, on replacing c2 by (y + 2x)
Therefore complete solution z = φ1(y + 2x) + φ2(y – x) + yex.

Example 60: Solve (r + s – 6t) = y cos x.

Solution: The given equation can be written as


(D2 + DD' – 6D'2)z = y cosx …(1)
Corresponding A.E. is (m2 + m – 6) = 0
⇒ (m + 3)(m – 2) = 0 i.e., m = – 3, + 2
∴ C.F. = φ1(y – 3x) + φ2(y + 2x)
738 Engineering Mathematics through Applications

1
Now P.I. = y cos x
D + DD′ − 6D′2
2

1
= y cos x
(D + 3D′)(D − 2D′)
Now apply these operators viz., (D + 3D') and (D – 2D') turn by turn on y cosx as a
function of x only


1
= y cos x dx
(D + 3D ′)
D − 2D′


1
= (c1 − 2x)cos x dx , Here y + 2x = c1
(D + 3D′)

=
1
(D + 3D′)
[(c1 − 2x)sin x − 2 cos x ] replace c1 = y + 2x
1
= (y sin x − 2 cos x)
(D + 3D ′)

= ∫
D + 3D′
y sin x dx − ∫D + 3D′
2 cos x dx

= ∫
D + 3D′
(c2 + 3x) sin x dx − 2 ∫
D + 3D´
cos x dx y – 3x = c2


= − (c2 + 3x)cos x − 3 (− cos x) dx − 2 cos x dx ∫

P.I. = − y cos x + cos x dx = − y cos x + sin x, replacing (c2 + 3x) by y
∴ z = φ1(y – 3x) + φ2(y + 2x) – y cos x + sin x as complete solution.

Example 61: Solve (D2 + 3DD' + 2D'2)z = 24 xy.

Solution: Here Auxiliary Equation (A.E.) is


(m2 + 3m + 2) = 0 where m = D/D' …(1)
⇒ m2 + 2m + m + 2 = 0
⇒ (m + 2)(m + 1) = 0 i.e., m = – 1, – 2 …(2)
∴ C.F. = φ1(y – x) + φ2(y – 2x) …(3)
1
Now P.I. = 24xy
D + 3DD′ + 2D′2
2

1
= 24xy
  3D ′ 2D′2  
D 1 + 
2
+ 2 
  D D 
Partial Differential Equations 739

−1
1   3D′ D′2  
= 1 +  D + 2 D2   24xy
D2  

=
1 1 + 1 − 3 D′  24xy
D2  D 
D′
(On leaving higher order terms of since in the term xy, y is in power one only)
D
1 D′
= 2
24xy − 3 ⋅ 3 24xy
D D
⇒ P.I. = 4x3y – 3x4
Therefore the complete solution is
z = φ1(y – x) + φ2(y – 2x) + 4x3y – 3x4.

Example 62: Solve ∂ z − ∂ z = x3y3.


3 3
[NIT Kurukshetra, 2007]
∂x3 ∂y3

Solution: The given equation can be written as


(D3 – D'3)z = x3y3 …(1)
Corresponding auxiliary equation is
m3 – 1 = 0 i.e., (m – 1)(m2 + m + 1) = 0
or (m – 1)(m – w)(m – w2) = 0, for w to be the cube root of unity …(2)
∴ C.F. = φ1(y + x) + φ2(y + wx) + φ3(y + w2x) …(3)
Now
1 1
P.I. = x3 y3 = x3 y3
D3 − D ′3  D′
3

D3 1 −   
 D
 
−1
1   D′  3  3 3 1  D ′3  3 3
= 1 −    x y = 3 1 + 3 + … x y
D3  D  D  D 

1 3 3 D′3 3 3
= xy + 6 xy
D3 D
D′
(On taking to the powers to which y is appearing in F(x, y) = xnym i.e. neglecting terms
D
containing powers more than 3 in D´)
x6 y3 6x9
= +
4⋅5⋅6 4⋅5⋅6⋅7⋅8⋅9
740 Engineering Mathematics through Applications

x6 y3 x9
P.I. = +
120 10080
Hence complete solution
x6 y3 x9
z = φ1(y + x) + φ2 (y + wx) + φ3 (y + w2 x) + +
120 10080

∂ 2z ∂ 2z ∂ 2z
Example 63: Solve + − 6 2 = x2sin (x + y).
∂x 2 ∂x ∂y ∂y

Solution: The given equation in its symbolic form is written as


(D2 + DD' – 6D'2)z = x2 sin (x + y) …(1)
sin(x + y) = imaginary part of ei(x + y); since we know that eiθ = cos θ + i sin θ
Real Imaginary
Part Part
∴ f(D, D')z = Im. ei(x + y) · x2
Its auxiliary equation is m2 + m – 6 = 0 i.e., m = 2, – 3
∴ C.F. = φ1(y + 2x) + φ2(y – 3x) …(2)
1
Now P.I. = Im⋅ ei(x + y) ⋅ x2
D + DD′ − 6D′2
2

1
= Im⋅ ei(x + y) ⋅ x2 x2
(D + i) + (D + i)(D′ + i) − 6(D′ + i)2
2

1
= Im⋅ ei( x + y) x2 x2
D2 + 3iD + DD′ − 11iD′ − 6D′2 + 4
−1
1   D2 3iD DD′ 11 6 
P.I. = Im⋅ ei( x + y) 1+  + − iD′ − D′2   x2
4   4 4 4 4 4 

1   D2 3i DD′ 11 6 9 2 2  2
= Im⋅ ei(x + y)  1− + D+ − iD′ − D′2 + i D x
4  4 4 4 4 4 16 
1  2 1 3i 9
= Im⋅ ei(x + y) x − − 2x − 
4  2 4 8
1  2 13  3i 
= Im⋅  x −  − x  [ cos(x + y) + i sin (x + y)]
4  8 2 
1 
P.I. =   x2 −  sin (x + y) − x cos(x + y)
13 3
  …(3)
4 8 8 
Hence the complete solution
1  2 13   3
z = φ1(y + 2x) + φ2(y − 3x) +  x −  sin(x + y) −   x cos(x + y)
4 8 8
Partial Differential Equations 741

MISCELLANEOUS PROBLEMS

Example 64: Solve 4r – 4s + t = 16 log (x + 2y).

Solution: The symbolic form of the above equation is


(4D2 – 4DD' + D'2)z = 16 log (x + 2y) …(1)
Corresponding A.E. is 4m2 – 4m + 1 = 0
1 1
i.e., (2m – 1)2 = 0 or m= ,
2 2
∴ C.F. = φ1(2y + x) + xφ2(2y + x)
1
P.I. = 2 ⋅ 16 log (x + 2y)
 1 
4 D − D′
 2 

∫ ( 2y + x ) = c
1
= 4⋅ log 2 c dx as
1
D − D′
2
1
= 4⋅ ⋅ x log (x + 2y)
1
D − D′
2
= 4 ⋅ ∫ x log 2c dx
x2
= 4⋅ ⋅ log 2c
2
= 2x2 log 2c(x + 2y)
Hence the complete solution,
z = φ1(y + 2x) + x φ2(y + 2x) + 2x2 log (x + 2y).

Example 65: Find a real function V of x and y reducing to zero when y = 0 and satisfying
∂2V ∂2V
+ + 4π(x2 + y2 ) = 0 .
∂x2 ∂y2

Solution: Here the given function V(x, y) will be obtainable from the Particular Integral
only, since C.F. = φ1(y + ix) + φ2(y – ix) is simply an imaginary function, if y = 0.
1
Now P.I. = 2 { − 4π(x2 + y2 )}
D + D′2
1
= { − 4π(x2 + y2 )}
 D ′2

D2  1 + 2 
 D 

−4π  D′2   2
−1
=   1 +   (x + y2 )
D2  D2  
742 Engineering Mathematics through Applications

− 4π  D′2  2 D′2
= 1 − (x + y2 ), On neglecting higher powers of
D2  D2  D2

 1 D′2 
= − 4π  2 (x2 + y2 ) − 4 (x2 + y2 )
 D D 

  x4 y2 x2  x4 
= − π 4  +  −4×2× 
  3 ⋅ 4 1 ⋅ 2  1 ⋅ 2 ⋅ 3 ⋅ 4 

π x4 x4
=− − 2π x2 y2 + π
3 3
P.I. = – 2πx2y2
∴ V(x, y) = – 2πx2y2.

Example 66: Solve r – t = tan3 x tany – tanx tan3 y.

Solution: The given equation can be written in symbolic form as


(D2 – D'2)z = tan3 x tan y – tan x tan3 y …(1)
Corresponding auxiliary equation is
(m2 – 1) = 0 i.e., m = 1, – 1
∴ C.F. = φ1(y + x) + φ2(y – x) …(2)
1
Now P.I. = (tan3 x tan y − tan x tan3 y)
D2 − D′2
1
= (tan3 x tan y − tan x tan3 y)
(D + D′)(D − D′)


1
= (tan3 x tan(c1 − x) − tan x tan3 (c1 − x)) dx here (y + x) = c1
(D + D′)
D − D′

(sec2 x − 1)tan x tan (c1 − x) − tan x tan (c − x) {sec2 (c1 − x) − 1}  dx



1
=
(D + D′) 


1
=  tan (c1 − x)tan x sec2 x − tan x tan (c1 − x)sec2 (c1 − x) dx
(D + D′) 

∫ ∫
1 1
= tan (c1 − x)tan x sec2 x dx − tan x tan (c1 − x)sec2(c1 − x) dx
D + D′ D + D′
I II I II
[Integration by parts viz., Ist function Int. II – ∫ (Diff. Ist) (Int. IInd) dx]
Partial Differential Equations 743

1  

tan2 x 1
=  tan (c1 − x) + sec2 (c1 − x) tan2 x dx 
D + D′  2 2 

1  tan2(c1 − x) 1 
+ 
D + D′ 
tan x
2

2 ∫
sec2 x tan2(c1 − x) dx 

  tan2 x   tan2 (c1 − x)  
 = tan x sec x and d  = tan(c1 − x)sec2 (c1 − x)(−1)
2
since d  
 2  2  
1
P.I. = tan2 x tan(c1 − x) + tan x tan2 (c1 − x)
⇒ 2(D + D′) 

+ ∫ {(sec x − 1)sec (c
2 2
1 }
− x) − sec2 x (sec2 (c1 − x) − 1) dx 


 tan2 x ⋅ tan(c − x) + tan x ⋅ tan2(c − x) +


∫ {sec x − sec (c − x)} dx ,
1
= 2 2
2(D + D′) 
1 1 1

1
= tan2 x ⋅ tan y + tan x ⋅ tan2 y + (tan x + tan y)  ,
2(D + D′) 
(on replacing (c1 – x) by y in all terms)
1
=  tan2 x ⋅ tan y + tan y + tan x + tan x ⋅ tan2 y 
2(D + D′) 

1
=  tan y sec2 x + tan x sec2 y 
2(D + D′) 

∫ {tan (c + x)sec2 x + tan x sec2 (c2 + x)} dx


1
= 2
2
D + D′

(As here y – x = c2 for the factor D + D' in f(D, D'))

∫ ∫
1
= tan (c2 + x) sec2 x dx + tan x sec2 (c2 + x) dx  ,
2  I II


(i.e. taking up 2nd integral only)

∫ ∫
1
= tan (c2 + x) sec2 x dx + tan x tan(c2 + x) − sec2 x tan(c2 + x) dx 
2  
1
= tan x tan (c2 + x)
2
1
P.I. =tan x ⋅ tan y (replacing c2 + x, by y)
2
Therefore complete solution,
744 Engineering Mathematics through Applications

1
z = φ1 (y + x) + φ2(y − x) + tan x ⋅ tan y .
2

Example 67: A surface is drawn satisfying r + t = 0 and touching x2 + z2 = 1 along its


section by y = 0. Obtain its equation in the form z2(x2 + z2 – 1) = y2(x2 + z2).

Solution: The symbolic form of the given equation is


(D2 + D'2)z = 0 or (D + iD')(D – iD')z = 0 …(1)
∴ C.F. (z) = φ1(y + ix) + φ2(y – ix) …(2)
Now we know that
∂z
p= = i φ1′(y + ix) − i φ2′(y − ix) …(3)
∂x
∂z
and q= = φ1′(y + ix) + φ2′(y − ix) …(4)
∂y
Also from the given x2 + z2 = 1 or z = 1 − x2 …(5)
∂z x
Thus, p= =−
∂x 1 − x2
∂z
and q= =0 …(6)
∂y
Now under the given condition that at y = 0, the surface touches x2 + z2 = 1
∂z ∂z
(i.e., at y = 0, the tangents ∂ x = p, ∂ y = q must be equal)
Precisely,
x 
[i φ1′(y + ix) − i φ2′ (y − ix)]y = 0 = −
1 − x2  …(7)
[φ1′(y + ix) + φ2′ (y − ix)]y = 0 = 0 
and 
−x x
or 2 i φ1′ (y + ix) = or φ1′(y + ix) = , y=0
1 − x2 2 1 + (ix)2

y + ix
or φ1′(y + ix) = (no matter, since y = 0) …(8)
2 1 + (y + ix)2
Integrating both sides,
1
⇒ φ1(y + ix) = 1 + (y + ix)2 + a …(9)
2
Now from (7), we get
φ'(y
2 – ix) = – φ1'(y + ix) at y = 0

1 (y + ix) 1 ix 
=− = −
2 1 + (y + ix)2 2 1 − x2  at y = 0
Partial Differential Equations 745

1 (y − ix)
φ2′(y − ix) = at y = 0
2 1 + (y − ix)2
On integrating both sides, we get
1
φ2 (y − ix) = 1 + (y − ix)2 + b
2

whence z=
1
2
{
1 + (y + ix)2 + 1 + (y − ix)2 + c} …(10)
where c = (a + b)
Now on equating the two values of z as in (5) and (10), we get

2
1
{ }
1 − x2 =  2 1 − x2 at y = 0 + c ⇒ c = 0
y = 0

Therefore z=
1
2
{
1 + (y + ix)2 + 1 + (y − ix)2 }
⇒ 2z − 1 + (y + ix)2 = 1 + (y − ix)2
Squaring on both sides, we get
4z2 + 1 + (y + ix)2 − 4z 1 + (y + ix)2 = 1 + (y − ix)2

or (z2 + ixy) = z 1 + (y + ix)2


Again squaring on both sides, we get
z4 + 2ixyz2 + i2x2y2 = z2{1 + (y + ix)2}
⇒ z4 + 2ixyz2 – x2y2 = z2 + z2y2 – z2x2 + 2z2xyi
⇒ z2(z2 + x2 – 1) = y2(z2 + x2)

Example 68: Find a surface passing through the two lines z = x = 0, z – 1 = x – y = 0


satisfying r – 4s + t = 0.

Solution: The given equation may be written as


(D2 – 4DD' + 4D'2)z = 0 …(1)
Its auxiliary equation is m2 – 4m + 4 = 0
or (m – 2)2 = 0 i.e., m = 2, 2 …(2)
∴ C.F. (z) = φ1(y + 2x) + x φ2(y + 2x) …(3)
Since the above surface (2) passes through the lines z = x = 0 and z – 1 = x – y = 0
∴ z = 0 = φ1(y + 2x) + 0 · φ2(y + 2x)
i.e., φ1(y + 2x) = 0 …(4)
and z – 1 = 0 = x – y i.e., z = 1 and x = y
⇒ 1 = φ1(y + 2x) + x φ2(y + 2x)
On using (4), we get
1 1 3 3 3
φ2 (y + 2x) = or φ2 (y + 2x) = = = =
x x 3x 2x + x 2x + y
746 Engineering Mathematics through Applications

3
⇒ φ2 (y + 2x) = …(5)
2x + y
Hence the required solution is
3
z=x or z(2x + y) = 3x
2x + y

11.9 NON-HOMOGENOUS LINEAR EQUATIONS


If the differential coefficients involving in the partial differential equation f(D, D') = F(x, y)
are not of the same order than it is called ‘non-homogenous linear partial differential equation’.
Alike homogenous linear p.d.e. its solution also consists of two parts viz. complementary
function and particular integral.

To Find Complementary Function


For Complementary Function, factorise f(D, D') into factors of the form (D – mD' – α), say,
so that (D – mD' – α)z = 0 or p – mq = az is solved for z.
The subsidiary equations for above equation are
dx dy dz
= =
1 − m αz
I II III
On considering I & II, we get
dx dy
= i.e., (y + mx) = c1
1 −m
From I and III, we get
dx dz dz
= or α dx = i.e., z = c2 eαx
1 αz z
or z = eαx φ0(c1) = eαx φ(y + mx)
Likewise, find solutions for other such factors and add them to get complementary function.

Example 69: Solve (D – D' – 1)(D – D' – 2)z = e2x – y + x.

Solution: Here f(D, D') = (D – D' – 1)(D – D' – 2)


On comparing it with f(D, D') = (D – m1D' – α1)(D – m2D' – α2)

we get
m1 = 1
α1 = 1
, }
m2 = 1
α2 = 2 }
∴ C.F. = eα1x φ1(y + m1x) + eα 2 xφ2(y + m2 x)
1 1
Now P.I.1 = F(x, y) = e2 x − y
f (D, D′) (D − D′ − 1)(D − D′ − 2)

1 ⋅ e2 x − y
=
(2 + 1 − 1)(2 + 1 − 2)
(Replace D by a = 2 and D' by b = – 1, provided f(a, b) ≠ 0)
Partial Differential Equations 747

1 2x − y
= e
2
1
P.I. 2 = x
(D − D′ − 1)(D − D′ − 2)

1
= x
−  1 − (D − D′) × −2  1 − (D − D′)
1
 2 
−1
[1 − (D′ − D)]−1 1 − (D − D′) x
1 1
=
2  2 

=
1
2
[1 + (D′ − D) + …] 1 + 12 (D − D′) + … x
1 D  1 13 x 3
= 1+ D + +… x = x + = −
2 2  2 22 2 4
Therefore complete solution,
e2x − y x 3
z = ex φ1(y + x) + e2x φ2(y + x) + + +
2 2 4

Example 70: Solve the following equation

(D + D' – 1)(D + 2D' – 3)z = (4 + 3x + 6y)

Solution: Here f(D, D') = (D + D' – 1)(D + 2D' – 3) is non linear and comparable to
(D – m1 D' – c1)(D – m2 D' – c2)

where
m1 = −1
c1 = 1 } and
m2 = − 2
c2 = 3 }
From (D – m1 D' – c1)z = 0, we have
z = φ(y + m1x) ec1x = φ((y − x) e x
and from (D – m2D' – c2)z = 0, we get
z = φ(y + m2 x) ec2 x = φ(y − 2x) e3 x
∴ Complementary Function (C.F.) = φ(y – x)ex + φ(y – 2x) e3x
Now for Particular Integral
1 1
P.I.( z) = F(x, y) = 2 (4 + 3x + 6y)
f (D, D′) (D + 2D′ + 3DD′ − 4D − 5D′ + 3)
2

1
or P.I.( z) = (4 + 3x + 6y)
 1 
3 1 + (D + 2D′ + 3DD′ − 4D − 5D′)
2 2
 3 
748 Engineering Mathematics through Applications

−1
1
1 + (D2 + 2D ′2 + 3DD ′ − 4D − 5D ′) (4 + 3x + 6y)
1
=
3  3 
1
1 − (− 4D − 5D′) + … (4 + 3x + 6y)
1
= 
3 3 
(Taking higher order terms as zero

= (4 + 3x + 6y) + D (3x) + D′ (6y)


1 4 5
3 3 3 
1
= 4 + 3x + 6y + 4 + 10
3
18 + 3x + 6y
= = (x + 2 y + 6)
3
∴ Complete solution = φ(y – x)ex + φ(y – 2x)e–2x + (x + 2y + 6).

Example 71: Solve (2DD' + D'2 – 3D')z = 3 cos (3x – 2y).

Solution: Here f(D, D') = (2DD' + D'2 – 3D') = D'(2D + D' – 3)


∴ Complementary function = e0y φ1(x) + e3y φ2(2y – x)
1
Now P.I. = 3 cos(3x − 2y)
2DD′ + D ′2 − 3D′
(− 1)
= 3 cos(3x − 2y) [³
2
f(D2, DD', D' ) = f(–a2, –ab, –b2) ≠ 0]
(3D′ − 8)
On replacing D2 = –a2 = 9, DD' = –ab = 6, D'2 = –b2 = – 4
(3D′ + 8)
= −3 cos(3x − 2y)
9D′2 − 64

3
= (3D′ + 8)cos(3x − 2y)
100

3
= [3 sin (3x − 2y) + 4 cos(3x − 2y)]
50
Therefore complete solution,
3
z = φ1 (x) + e3y φ2 (2y − x) + [4 cos(3x − 2y) + 3 sin(3x − 2y)]
50

Example 72: Solve r – s + p = 1.

Solution: The given equation can be expressed in symbolic form as


(D2 – DD' + D)z = 1
For complementary function, we write it as
D(D – D' + 1)z = 0
Partial Differential Equations 749

∴ C.F. = e0x φ1(y) + e–x φ2(y + x)

1
Now P.I. = ⋅1
D(D − D′ + 1)

(1 + D − D′)−1 ⋅ 1 = [1 − D + …]1 =  − 1 + … ⋅ 1


1 1 1
=
D D D 
=x–1
∴ Complete solution is z = φ1(y) + e–xφ2(y + x) + x – 1.

Example 73: Solve (D2 – D'2 – 3D + 3D')z = ex + 2y + xy.

Solution: Rewriting the given equation as


(D – D')(D + D' – 3)z = xy + ex + 2y comparable to
(D – m1 D' – α1)(D – m2D' – α2)z = F(x, y)
C.F. = eα1xφ1(y + m1x) + eα 2xφ2 (y + m2 x)
or C.F. = e0x φ1(y + x) + e3x φ2(y – x) ³ m1 = 1; m2 = – 1
c1 = 0; c2 = 3
Now Particular Integrals corresponding to xy and ex + 2y are as follows:
1 1
P.I.1 = xy = xy
(D − D′)(D + D ′ − 3)  D′   D D′ 
−3D 1 − 1− −
 D 3 3
−1 −1
−1  D′  D D′ 
= 1− ⋅  1 − −  xy
3D  D  3 3

1 1 1 2 D′ 1 D′
= −  + + + D + D′ + DD′ + 2 + … xy
1 1
3 D 3 3 D 9 3 9 D 
(On taking terms of D, D', DD' to the power 1 since in F(x, y), x and y are in power 1 only)

P.I.1 = −  x2 y + xy + x2 + y + x + + x3 
1 1 1 1 1 1 1 1
3 2 3 3 9 3 9 6 

1
P.I. 2 = ex + 2y , Replacing D by 1 and D´ by 2
(D − D′)(D + D′ − 3)

1
= ex + 2 y
(1 − 2)(D + D′ − 3)

1
= ex + 2 y
D + D′ − 3
1
= − ex + 2y .1
[D + 1 + D′ + 2 − 3]
750 Engineering Mathematics through Applications

1
= − ex + 2y ⋅ .1
D + D′
−1
1 D′ 
= − ex + 2 y ⋅
1+ ⋅1
D D
= – x ex+ 2y.
Therefore complete solution z = φ1(y + x) + e3xφ2(y – x) –x ex + 2y.

Example 74: Solve (D – 3D' – 2)2z = 2e2x tan (y + 3x).

Solution: Here symbolic form of the equation


(D – 3D' – 2)z = 2e2x tan (y + 3x)
is comparable to f(D, D') = (D – 3D' – 2)2z = 2e2x tan(y + 3x)
a non-homogenous linear equation with repeated factors (D – mD' – a).
whence C.F. = e2x φ1(y + 3x) + xe2x φ2(y + 3x)
1
Now P.I. = 2e2x tan(y + 3x),
(D − 3D′ − 2)

1
= 2e2 x tan (y + 3x), (Replace D by (D + 2))
(D + 2 − 3D′ − 2)
1
= 2e2x tan (y + 3x)
(D − 3D′)2


1
= 2e2 x ⋅ ⋅ tan c dx, c = (y + 3x)
D − 3D′


1
= 2e2 x ⋅ ⋅ x tan c = 2e2 x x tan c dx
D − 3D′
D − 3D´

x2
= 2e2 x ⋅ tan (y + 3x)
2
P.I. = x2 e2x tan(y + 3x)
Therefore the complete solution
z = e2x φ1(y + 3x) + xe2x φ2(y + 3x) + x2e2x tan (y + 3x).

Example 75: Solve (D2 + 2DD' + D'2 – 2D – 2D')z = sin (x + 2y).

Solution: The symbolic form of the given equation is


(D2 + 2DD' + D´2 – 2D – 2D')z = sin(x + 2y)
Thus f(D, D') = (D + D')(D + D' – 2) is comparable to
(D – m1D' – α)(D – m2D' – α2)
so that
C.F. = eα1x φ1(y + m1x) + eα2x φ2 (y + m2 x)
Partial Differential Equations 751

= e0x φ1(y – x) + e2x φ2(y – x) ³ m1 = 1, α1 = 0


m2 = 1, α2 = 2
1
Now P.I. = sin(x + 2y)
(D + 2DD′ + D2 − 2D − 2D′)
2

1
= sin (x + 2y)
(−1 + 2(− 2) + (− 4) − 2D − 2D′)
(Replacing D2 = – 1, DD' = – 2, D'2 = – 4)

−1
= sin (x + 2y)
2(D + D′) + 9

− 1[ 2(D + D′) − 9]
= sin (x + 2y)
[ 2(D + D′) + 9][ 2(D + D′) − 9]
−1[ 2(D − D′) − 9]
= sin (x + 2y)
4[−1 + 2(−2) − 4] − 81

1
=  2D sin (x + 2y) − 2D′ sin (x + 2y) − 9 sin (x + 2y)
117 

−1
P.I. =  2 cos(x + 2y) − 9sin(x + 2y)
117 
Hence the complete solution
1
z = φ1(y − x) + e2 x φ2 (y − x) − 2 cos(x + 2y) − 9sin (x + 2y)
117 

∂ 2z ∂ 2z ∂z
Example 76: Solve − + = x2 + y2 .
∂x2 ∂x∂y ∂ x

Solution: The symbolic form of the above equation is


(D2 – DD' + D)z = (x2 + y2)
Here D, D') = D(D – D' + 1) comparable to = (D – m1D' – α1)(D – m2D' – α2),
with m1 = 0, α1 = 0; m2 = 1, α2 = – 1
So that C.F. = φ1(y) + e–x φ2(y + x)

1
Now P.I. = (x2 + y2 )
D(D − D′ + 1)

1
= (x2 + y2 )
D [1 + (D − D′)]
752 Engineering Mathematics through Applications

=
1
D
[1 + (D − D′)]− 1 (x2 + y2 )
1
= 1 − (D − D′) + (D2 + D ′2 − 2DD ′) + (D3 − 3D2D′ + 3DD′ − D ′ ) (x2 + y2 )
2 3

D 

1 1 D′ D′2 
=  −1+ +D+ − 2D′ + D2 + 3D′2  (x2 + y2 )
D D D D 

 x3 
=  + xy2 − x2 − y2 + 2yx + 2x − 2y − 2 − 6 
3 

x3
= + xy2 − x2 − y2 + 2xy + 4x − 2y + 8
3
Therefore complete solution
x3
z = φ (y) + e− x φ2(y + x) + + xy2 − x2 + 2xy + 4x − y2 − 2y + 8
3

Example 77: Solve (D2 – DD' + D' – 1)z = cos(x + 2y) + ey.

Solution: Here f(D, D) = (D2 – DD' + D' – 1) = (D – 1)(D – D' + 1)


On comparing it with (D – m1D' – α1)(D – m2D' – α2)
we see m1 = 0, α1 = 0 m2 = 1, α2 = – 1;
whence C.F. = ex φ1(y) + e–x φ2(y + x).
Now P.I. = P.I.1 + P.I.2, where P.I.1 Particular Integral corresponding to cos (x + 2y) and
P.I.2, Particular Integral corresponding to ey
1
∴ P.I.1 = cos(x + 2y)
(D − DD′ + D′ − 1)
2

1
= cos(x + 2y) , (Replace D2 = – 1, DD' – 2, D'2 = – 4)
−1 − (−2) + D′ − 1
1
= cos(x + 2y)
D′
1
= sin (x + 2y)
2
1
and P.I. 2 = ey
D2 − DD′ + D′ − 1
It is a case of failure as f(D, D') = f(a, b) = 0 for a = 0 and b = 1 in ey.
Therefore differentiate f(D, D') with respect to D and multiply F(x, y) by x.
1
∴ P.I.2 = x ⋅ ey
2D − D′
Now replace D by a (= 0) and D' by b (= 1)
Partial Differential Equations 753

1
⇒ P.I. 2 = x ey = −xey
0−1
1
Therefore, z = φ1(y) + e− x φ2 (y + x) + sin(x + 2y) − xey
2
Example 78: Solve (D3 – 3DD' + D' + 4)z = e 2x + y

Solution: Here f(D, D')z = (D3 – 3DD' + D' + 4)z which can not be factorised in terms of
D and D'.
Let its solution be z = eax + by
Implies (D3 – 3DD´ + D´ + 4)z = φ(a, b)e ax + by = (a3 – 3ab + b + 4)e ax + by
then (D3 – 3DD' + D' + 4)z = 0, if (a3 – 3ab + b + 4) = 0
Whence C.F. (z) = ∑ λ e ax + by , where (a3 – 3ab + b + 4) = 0

1
Now P.I. = e 2x + y
D3 − 3DD′ + D′ + 4
e2x + y
= 3
2 − 3(2) + 1 + 4 as here a = 2, b = 1

1 2x + y
= e
7
1 2 x + y where (a3 – 3ab + b + 4) = 0
∴ Complete solution (z) = ∑ λ e ax + by + e ,
7

ASSIGNMENT 7
Solve the following equations:
∂2 z ∂2 z ∂z
1. + + − z = e− x 2. DD'(D + 2D' + 1)z = 0.
∂x 2
∂ x∂ y ∂ y
3. (D2 – DD' + D' – 1)z = cos (x + 2y) + ey. 4. (D2 – D')z = 2y – x2.

ANSWERS

Assignment 1
1. (i) px + qy = 0, (ii) p + q = mz, (iii) q = px + p2

∂2 z ∂ z ∂z
2. (i) x(y – z)p + y(z – x)q = z(x – y) (ii) z − =0
∂ x∂ y ∂ x ∂ y
3. (i) z = px + qy + p2 + q2 (ii) px – qy = 0
754 Engineering Mathematics through Applications

∂2 z ∂ z
(iii) = (iv) z(px + qy) = z2 – 1
∂ x2 ∂ t

Assignment 3

x2 1
1. z = log y + axy + φ (x) + ψ(y) 2. z = − sin xy + y f (x) + φ (x)
2 x2
3. z = sin x + eycos x 4. 4 = e–t sin x + φ(x) + φ(y)
5. z = log x · log y φ(x) + φ(y) 6. z = ex + y + φ(y) + φ(x)

Assignment 4

 y x 
1. f(xy, x2 + y2 + z2) = 0 2. f  2 + 2 , xyz1/3  = 0
x z 
3. f(x3 – y3, x2 – z2) = 0 4. f(lx + my + nz, x2 + y2 + z2) = 0

 y z − k x−y z−u 1/3 


5. f  ,  =0 6. f  , , ( z − u) ( x + y + z + u )  = 0
x x  y−z y−z 

Assignment 5
1. z2 = a2 + (x + ay + b)2 or z = b 2. z = ax + by + a2b2
1 ab 
3. z = ax + sin x + sin y + c 4. z = ax + by +
a ab − a − b 

Assignment 6
1. z2 = (a + bx)2 + a2y2 2. z = ay + b(x2 – a)
ax a2 b
3. z = y2 − 4y3 + y . 4. 4z = (a log x + 6 log y + c)2 wehre a2 + b2 = 1

( { }
5. z2 = b + x x2 + a2 + a log x + x2 + a2 + y y2 − a2 + a log y y + y2 − a2 { })
Assignment 7
−x
1. z = e−x φ1(y) + ex φ2 (y − x) − xe 2. z = φ1(y) + φ2(–x) + e–x φ3(y – 2x)
2

1 4
3. z = exφ1(y) + e−x φ2 (y + x) − sin (x + 2y) − xey 4. z = Σλ e ax + by − y2 − x
2 12