Partial Dierential Equations

Module 1: Introduction to partial dierential

equations

Dr.rer.nat. Narni Nageswara Rao

January 2012

1 Curves and surfaces:

This section brie y describes two geometrical objects, viz, curves and sur-
faces. They play a very important role in the study of partial dierential
equations.
1.1 Curves in Space:

A curve may be species by an equation, in particular by means of para-

metric equations. Suppose f1; f2 and f3 are continuous functions of a con-
tinuous variable t which varies in an interval I , then the three equations
x = f1 (t); y = f2 (t); z = f3 (t) represent the parametric equations of a curve
in three-dimensional space.
A standard parameter is the length of the curve measured from some xed
point on the curve. In such cases, at times, the symbol s is used instead of t.
Note: The condition that the parameter t is the length of the curve is
f1 + f20 2 + f30 2 = 1
0 2

Example 1: The simplest example of a curve in space is a straight

line with direction cosines (l; m; n) passing through a point (x0; y0; z0) with
parametric equations
x = x0 + ls; y = y0 + ms; z = z0 + ns
 nnrao maths@yahoo.co.in

1
Example 2: A right circular helix is a space curve lying on a circular cylinder
and is given by the following parametric equations.
x = a cos !t; y = a sin !t; z = kt
where a; ! and k are constants.

Figure 1: Right circular helix

1.2 Surfaces:

A point (x; y; z) in space is said to lie on a surface if there is a relation

F (x; y; z ) = 0 (1)
between the cartesian coordinates x; y and z. Therefore a surface is the locus
of a point moving in space with \two degrees of freedom". Consider the set
of relations of the form
x = F1 (u; v); y = F2 (u; v); z = F3 (u; v) (2)
2
Then for each pair of values of u and v there correspond three numbers x; y
and z and hence a point (x; y; z) in space. It is, however, not true that every
point in space corresponds to a pair u and v. If the Jacobian
@ (F1 ; F2 ) @F1 @F2 @F1 @F2
@ (u; v)
= @u@v @v @u 6= 0
then the rst two equations of (2) can be solved to express u and v as
functions of x and y, say u = (x; y) and v = (x; y). Then u and v are
determined once x and y are known and the third equation in (2) gives a
value for z, for these values of x and y. That is
z = F3 ((x; y); (x; y))
Which is thus a functional relation between the co-ordinates x; y and z as in
(1). Thus any point (x; y; z) determined from equations (2) always lies on
a xed surface. For this reason equations of type (2) are called parametric
equations of the surface.
However, parametric equations of a surface are not unique as the follow-
ing example demonstrates.
Example 3: The parametric equations
x = a sin u cos v; y = a sin u sin v; z = a cos u
and
x=a
1 v2 cos u; y = a 1 v2 sin v; z = 2av
1 + v2 1 + v2 1 + v2
where a is a constant, both represents the surface x2 + y2 + z2 = a2, which
is a sphere.

2 Introduction
A partial dierential equation (abbreviated as PDE) is an equation involv-
ing one or more partial derivatives of an unknown function of several vari-
ables.
The order of a PDE is the order of the highest order derivative that
appears in the equation.
Examples

3
 1. Laplace's equations
@ 2u @ 2u
+
@x2 @y2
=0
2. Helmholtz's (or eigenvalue) equation
@ 2u @ 2u
@x2 @y2
= u
3. Heat equation
@u
= @@xu2
2

@t
4. Wava equation
@ 2u
= @@xu2
2

@t2
5. Inviscid Burger's equation
@u @u
@t
+ u
@x
=0
6. Beam equation
@u @ 4 u
+
@t @x4
=0
7. Airy's equation
@u @ 3 u
+
@t @x3
=0
8. Korteweg-de Vries(KdV) equation
@u @u @ 3 u
@t
+ u + 3 =0
@x @x
9. Euler's equations for incompressible, inviscid ow
ut + u
Du = Dp
divu = 0
where 2 @u @u 3
1

1


@u
@xn
1

4 ...
@x @x
Du = 6 75
1 2

@um @um
@x
1 @x


@u@xmn mn
2
gradient matrix.
10. Navier-Stokes equations for incompressible viscous ow
ut + u
Du
u = Dp
divu = 0

4
3 Genesis of First order PDE
Example 1 Consider the equation
x2 + y2 + (z c)2 = a2 (3)
in which constants a and c are arbitrary. Then equation (3) represents set
of all spheres whose centers lie along the 3 axis. Form a pde by eliminating
a; c.
Solution: Dierentiating (3) with respect to x gives
x + zx (z c) = 0
Dierentiate (3) with respect to y gives
y + zy (z c) = 0
eliminating c from these two equations, we get
yzx xzy = 0 (4)
which is of the rst order. In some sense, then the set of all spheres with
centers on the z-axis is characterized by the partial dierential equation (4).
Example 2: Consider the equation
x2 + y2 = (z c)2 tan2  (5)
in which both of the constants c and  are arbitrary represents the set of all
right circular comes whose axes coincide with the line OZ . If we dierentiate
equation (5) with respect to x then with respect to y, we nd that
zx(z c) tan2  = x; zy(z c) tan2  = y (6)
and on eliminating c and , we get
yzx xzy = 0
Now what the spheres and cones have in common is that they are surfaces of
revolution which have the line OZ as the axes of symmetry. All surfaces of
revolution with this property are characterized by an equation of the form
z = f (x2 + y2 ) (7)
5
where the function f is arbitrary. Now if we write x2 + y2 = u, and dif-
ferentiate equation (7) with respect to x and y respectively, we obtain the
relations @z @z
@x
= 2xf 0 (u); = 2yf 0 (u)
@y
where f 0(u) = @f@u , from which we obtain equation (4) by eliminating the
arbitrary function f (u).
Thus we see that the function z dened by each of the equations (3),(5)
and (7) is, in some sense, a \solution" of the equation(4).
Example 3: Euler's equation for a homogeneous function

A function f (x; y) is said to be a homogeneous function of x and y of

degree n if it satises
f (x; y) = n f (x; y)
Let z = f (x; y) be a homogeneous function of x and y of degree n. Then by
Euler's theorem, the function f (x; y) satises the rst order p.d.e.
xfy + yfy = nf
Example 4: Consider z = x + ax2 y 2 + b on dierentiating with respect
to x and y, we get respectively
zx = 1 + 2axy2
zy = 2ax2 y
on eliminating a, we get
xzx yzy x = 0
Example 5: Consider (x a)2 + (y b)2 + z 2 = 1 on dierentiating with
respect to x and y we get respectively
zzx = (x a)
zzy = (y b)
) z (1 + zx + zy2 ) = 1
2 2