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11 - Partial Differential Equations PDF
11 - Partial Differential Equations PDF
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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.
673
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.
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.
∂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.
∂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
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]
∂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.
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 .
∴ ∂2 z ∂2 z
+ = 0; where i2 = –1
∂x2 ∂y2
∂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
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
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:
∂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.
∂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
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.
∂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
1
⇒ e−x = φ(x) e0 − ψ(x) = φ(x) – ψ(x) …(5)
e°
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
∂t ∂x2
∂ x2 ∂ y2
∂2u ∂2u
4. + = f (x, y) , two dimensional Poisson equation
∂ x2 ∂ y2
∂t ∂x ∂y
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)
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
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
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
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
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)
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 )
(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
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
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
x2 y2 z2
⇒ + + =c ⇒ x2 + y2 + z2 = C1 …(2)
2 2 2
Partial Differential Equations 695
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)
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)
x − y
Hence, the desired solution is f (x + y + z)(x − y)2 , = 0.
y − z
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
( )
f e−9x [ 9z + tan(y − 5x)] , y − 5x = 0.
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)
x + y π ( y − x) cos( + ) + sin( + )
Hence f z
2
cot
2
+ , e
8
{ x y x y } = 0
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
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
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)
∂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
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)
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
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
∴ Z = aX ± 1 − a2 Y + log C
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.
∂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
⇒ bz − ba − 1
2⋅ = ± (u + c)
b
b
⇒ bz − ab − 1 = ± (x + by + c) is the desired solution.
2
706 Engineering Mathematics through Applications
∂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)
⇒ − 1 + a2 C2 − 2Z = u + b
⇒ (1 + a2)(C2 – 2z) = (x + ay + b2) which is the desired solution.
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
∂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
y x
or q = −1 − p
= a (say) …(1)
Partial Differential Equations 709
y y
whence = a, q= ,
q a
x ⇒ x …(2)
=a p=
−1−
p −1 − 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.
∂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.
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
⋅ 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.
∂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 ∂X ∂z
p= = ⋅ = xm
∂x ∂X ∂x ∂X
and ∂z ∂z ∂Y ∂z …(2)
q= = ⋅ = yn
∂y ∂Y ∂y ∂ Y
Partial Differential Equations 713
= 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
z2 a = ( xyac )
− 1± 1+ 4a2
⇒
2
as the desired solution.
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
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
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.
∂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]
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]
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
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.
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
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
dz = b ⋅ d ( xe−y ) − ⋅ d ( e− 2y )
b2
2
b2 − 2y
Implying, z = b xe− y − e +a
2
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
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.
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
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]
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
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.
1
= sin(ax + by), Provided f(–a2, –ab, –b2) ≠ 0. …(4)
f (− a , − ab, − b2 )
2
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]
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
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 )
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
∂x ∂y
Find complete solution if F(x, y) = cos x cos 2y.
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
∂3 z ∂3 z ∂3 z
Example 54: Solve –4 2 +4 = 4sin(2x + y).
∂x 3
∂x ∂y ∂ x∂ y2
(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).
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)
∫ ∫
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
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 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
∂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
∫
1
= (y − 1) ex dx
(D − 2D′)
D + D′
∫
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
⇒ 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.
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.
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.
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
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
∫ ( 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.
∫
1
= (tan3 x tan(c1 − x) − tan x tan3 (c1 − x)) dx here (y + x) = c1
(D + D′)
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
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′)
∫ ∫
1
= tan (c2 + x) sec2 x dx + tan x sec2 (c2 + x) dx ,
2 I II
∫ ∫
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
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
3
⇒ φ2 (y + 2x) = …(5)
2x + y
Hence the required solution is
3
z=x or z(2x + y) = 3x
2x + y
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
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
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
1
Now P.I. = ⋅1
D(D − D′ + 1)
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.
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).
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
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.
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
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