UNIT 12 PARTIAL DIFFERENTIAL

EQUATIONS (PDE)
Structure
12.1 Introduction
Objectives
12.2 Formation of a PDE
12.2.1 Elimination Process
12.2.2 Oeanstrical Considerations
12.2.3 k u g h Subridivy Aspects
12.3 Preliminary Concepts
12.391 DtfmiUcnu
12.3.2 8pkm of,Equations
12.3-4 Methods of Solution
12.3.5 Classification of Second Order Equations
12.4 Lagrange Equation
12.41 -
Solution Its Geometrical Interpretation
12.4.2 Methods of Solution
12.43 General, Complete and Special Integrals
12-4.4 A Particular Equation
12.5 Higher Order Equations with Constant Coefficients
12.6 Summary
12.7 Answers to Exercises

12.1 INTRODUCTION
Physical systems are invariably defined by functions which depend on time and the
space coordinates. Temperature in the atmosphere, for example, changes from point
to point and is not the same at all times. Differential formulation of such systems
is essentially through partial differential equations. Ordinary differential equations
can, at most, turn out to be a kind of approximation.
After having learnt about fbrmulation, types, meaning and types of solutions and
the methods of obtaining solutions of ordinary differential equations, we would
explore the area of partial differential equations. We shall attempt to get an
overview of partial differential equations in this Unit.

Objectives
After studying this unit, you should be able to
distinguish between an ODE and a PDE,
formulate a physical problem in terms of a PDE dong with the initial
andfor boundary conditions,
distinguish various types of PDEs, and
solve special types of PDEs.

12-a FORMATION OF A PDE

You lye nownwcli--quippedwith ordinary differential equations. We studied, in the
Units 9-1 1, tke meaning and the nature of its solution and the methods of obtaining
it. You w i H observe as you proceed with your programme in engineering that
PDEs are encountered more frequently in nature as compared to ODES. We
examine, in w, various situations which result into a PDE and compare
critically a8 a contraat to the formation and the occurrence of an ODE.
I Differential Equations
12-2-1Elimination Process
It has been observed that for every n-parameter family of sufficiently smooth
functions u (x, cl,cz,..., c,) there is an ordinary differential equation of order n.
Such an equation is obtained by differentiating u sufficient number of times and
then eliminating the parameters cl,c,, ..., c,. Does this carry over to PDE? We shall
examine this question through examples.

I Eliminate arbitrary constants a and b from the function

I to obtain a differential equation.

Notice that u is a function of two independent variables x and y. In the three
dimensional space (u, x,y), the graph of this function represents a family of
planes. Different values of the parameters a and b provide us with different
planes, that is, the graph is a two parameter family of planes. Differentiating
u partially with respect to x and y respectively, we obtain

and u =1-a.
, Y

Eliminant of a and b comes out to be

u,+uy= 1. (12.1)
It must be noted that partial derivatives will generally be denoted by suffixes.
The two parameter family of the given planes are, therefore, represented by
PDE (12.1). Alternatively you may say that two paramder family of planes is
a solution of the DE (12.1).
Example 12-2
Eliminate arbitrary constants A and p from the function

U = A ~ r -cospx;
~ t20, - a < x c a

to obtain a differential equation.

Differentiating u partially with respect to t and x, we obtain
2
2 -p r
u,=-Ap e cospx,
2
U, '
= - Ape-P sinpx,
2
and u, = -Ap 2 e- p r cospx.
The first and the last equation yields the required eliminant

The equation (12.2) is again a PDE. However, the graph of the function u does
not have an easy interpretation as was the case with the graph of the function
in Example 12.1. u (x, t) as before could be regarded a solution of (12.2).
Let us make the situation, a little more difficult. Let us choose u which
depends on an arbitrary function rather than a constant. For example, consider -

118 Notice that for a particular finction f(t) = at,

 (12.4) Partid Dl~erentld
Equations (PDE)
which is identical with the function of the Example 12.1 for b = 2. But for
arbitrary S, the graph of the function could provide a lot of variety. To have a
feel, consider for example f(t) = t2. It gives

The equation (12.5) represents a very different kind of a surface as compared

to the family of planes represented by the Equation (12.4). Let us eliminate
arbitrary function Jfrom the Eq~ation(12.3) to obtain a differential equation.
Partial differentiation of u (x, y) in (12.3) with respect to x and y, gives

u, =f
r .

and u,,='- f + 1,

where Jdenotes the derivative off with respect to its argument (x - y).
Eliminant is obtained by adding the above two equations :

It is identical to the Equation (12.1). It also shows that the PDE (12.1) has a
host of solutions as represented by (12-3) with an arbitrary function f:

El~rninakarbitrary hl~ctionsf and ,g from

to obtain a d~fferentialequation.

12-2-2Geometrical Considerations
You may be wondering whether any geometrical meaning can be assigned to a
PDE and the corresponding family it represents. We will have to wait a little
longer even for a partial answer to this question. However, we shall examine a few
geometrical problems and obtain an equivalent formulation in terms of a
differential equation. We have noticed earlier that certain geometrical questions can
be reduced to a solution of an ordinary differential equation. It will, therefore, help
us to make a contrast between an ODE and a PDE.
Example 12-3
Find surfaces, all of whose normals intersect the axis of z.
Let z =f (x, y) represent one such surface. The direction ratios of a normal at a
point (x, y, z) of the surface are (S, ,S,, - 1). If (X, Y, Z) denotes a current
point on the normal through (x, y, z), then its equation is

X - x - y-Y
----- - z-z
L 4 -1
But this normal passes through a point on the axis of z. Hence a point
(0,0,Z) lies on it. Thus

I- -x _ - .-Y -z-z
fx-fv -1
Differential Equations
It implies that x f , =y f , ,
or equivalently xq - y p = 0. (12.6)
Here p and q stand for fX E zX,fy = z,, respectively. Now onwards we shall use
this notation. Solution of the PDE (12.6) will give us desired surfaces.
Example 12.4
Find surfaces whose normals, all intersect the circle 3 +y2 = 1 , z = 0.
Let z =f (x,y) represent one such surface. The equation of the nonnal at
(x,y, z ) of the surface is (Example 12.3)

But all the normals intersect the circle x2 +$ = 1 , z = 0 .

Hence,
Z=O and x2+y2=1
But X=zp+x, Y=zq+y.
Hence (x+zp12+ ( y + ~= ~1. ) ~ (12.7)
is the required PDE whose solution provides us with the desired surface.
Example 12.5
Find surfaces whose tangent planes form with coordinate planes a tetrahedron
of constant volume.
Let z =f (x,y) represent one such surface. Since ( p , q, - 1 ) are the direction
ratios of the normal at a point P (x,y,z) of the surface, the equation of the
tangent plane at P is
p ( X - x ) + q ( y - y ) - (2-2)= o .
Let this tangent plane intersect the coordinate axes in the points
Y,, 0);C (0,
A (XI,0 , O ) ; B (0, O,Zl).If 0 is the origin of the coordinates,
1
then OABC forms a tetrahedron whose volume X,YlZ1 is a constant k. We
can determine Xl, Yl and 2, as the points A, B and C lie on the tangent plane.
Since the point A is on the plane,
p(Xl-r)-qy+z=O,

Similarly, we obtain

The condition of the constancy of the volume gives

px+qy-z px+qy-z z-px-qy
P 4 1 = 6k,

that is, ( P x + q y - z ) 3 + 6kpq=0.

 Partial Mflerentlal
This is the required PDE whose solution gives us the desired surface. Equation8 (PDE)

-
If we look at the equations (12.6) (12.8), there does not appear to be an easy
way out to provide the geometrical contents of each of these.
Physical Problems
A rich variety of problems which can be formulated in terms of partial differential
equations are provided by the oscillations of a dynamical system with an infinite
number of degrees of freedom. We have already learnt in Unit 9 of the first course
as to how a dynamical system with finite degrees of freedom yields an ordinary
-
differential equation. Let us have a look at one specific problem vibrations of a
stretched string tied to two end points.
Vibrations in a String
Consider an elastic stretched string of length 1 fixed at its end points 0 (0,O) and
A (I, 0) in the ux-plane. Let u (x, t) denote deflection at any point x and at any time
t > 0 in the transverse direction of the string. The problem is to obtain the
differential equation which governs small transverse vibrations u (x, t ) and to state
4
explicitly the boundary and initial conditions satisfied by the function u (x, t).
It is part of the given data that the two end points 0 and A of the string are fixed.
Deflection u (x, t) must therefore, vanish at these two points for all t 2 0.Thus

Equations (12.9) are said to be the boundary conditions of the problem.

Let us obtain the governing differential equatio:.. We make a few simplifying
assumptions. The string is assumed to be perfectly elastic so that it does not offer
any resistance to bending. Let p be the mass density per unit length. p is taken to
be a constant implying thereby that the string is regarded to be homogeneous one.
It is assumed that the tension T caused by stretching the string before fixing it at
the end points is so large that the action of the gravitational force on the string is
negligible. It is further assumed that each particle of the string moves strictly
vertically, and the deflection and the slope at any point of the string are small in
absolute value.
Consider the dynamical equilibrium of a small portion PQ of the string. Since the
string does not offer resistance to bending, the tension is tangential to the curve of
the string at each point. Let TI and T2 be the tensions at the end points P and Q
respectively. In the absence of any motion in the x-directions, the components of
Tl and T2 along this direction must balance.
Tl cos 0 = T, cos (0 + A 0) = T (say).

Figure 12.1: Vibrcltlag Stling

I D i f f d n l Equations
Since the vertical coordinate of the point P is u (x, t), the velocity and the
814 d 2u
acceleration s f the mass point at P are - and -respectively. Apply Newton's
dt a?
second law of motion to the portion PQ of the string, to obtain

The right hand side is the resultant of the tensions TI and T2 in the vertical
direction and p Ax is the approximate mass of the portion P Q of the string. Make
use of the equation (12.10) in the equation (12.11), to get

But
t a n 8 + A 8 -tan8
tan (8 + b e ) -tan8 =
I-A8tan8

Use has been made of the fact that A 8 is small, tan A 8 = A 8. If the quantities are
retained only upto their first order in smallness, the equation (12-12), in the limit
when Q +P, reduces to

- T a2u
P a ? '
a4 a a2u
where use has been made of the fact that tan 8 = - ; sec28 - = -.
ax ax a 2
Denote c2 = T/p, to obtain

The equation (12.13) is the governing equation for the deflection u (x, t) and is
named as one dimensional wave equation or simply the wave equation. It is called
one dimensional as only one space dimension, that is, x-dimension is involved in
it. The reasons for calling it a wave equation, will be discussed at a later stage. It .
must be noted that the dimensions of c are that of velocity and is called the wave
velocity. The wave velocity (c =
string and its stretching tension.
m) depends on the material density of the

Let the shape of the string and the velocity of each of its material point be
prescribed initially. It amounts to say that the functions u (x, t) and u, (x, t) are
given at some instant of time, say t = 0, for every x E (0,C). We can write it in the
following form :

These are referred to as the initial conditions. Thus the transverse small vibrations
in a fixed-end stretched string are governed by the DE (12-13), the boundary
 Partial Differenttal
conditions (12.9) and the initial conditions (12.14). These three together are termed Equations (PDE)
as an example of an 'Initial Boundary Value Problem' written briefly as IBVP.
A host of different IBVP's can be created by changing the boundary and the initial
conditions of the vibrating string. Let us have a look at some other situations.
i) If initially, the material points of the string are at rest and the shape is
prescribed with fixed ends, then the boundary conditions (12.9) continue to
hold. However, the initial conditions get changed to

u, (x, 0) = 0

ii) Let the end at x = 1, of the string be free. Thus there can not be any force
acting at this end in the vertical direction. Since the only force acting' on any
part of the string is a component of the tension, the string must be horizontal
at.the end where it is free. Hence

The deflection u (x, t) may not vanish at a free end while the slope u, (x, t)
*
may not vanish at a fixed end. The condition of free end can be appraximated
by tying the string to a ring which rides on a vertical rod with little friction.
iii) Let one end say at x = 1 be supported elastically. Thus the end is neither free
nor fixed but is a combination of the two :

for some given a > 0. The equations (12.9), (12-16) and (12.17) provide us
with a qualitatively different type of boundary conditions.
Vibrating Membrane
The treatment of the foregone pages can be extended to cover small transverse
vibrations u (x, y, t) in a two dimensional perfectly elastic membrane which is
confined in a two dimensional domain D. Let S denote boundary of D and n be an
outwardly drawn unit normal vector at any point of S. Let the functions f (x, y) and
g (x, y) specify the shape and the velocity respectively at a point (x, y) of the
membrane at an initial instance say t = 0. The IBVP corresponding to different
physical situations can be stated as follows :
Differential Equation

Initial conditions :

Boundary conditions :
i) If the boundary S is clamped, then

ii) I# the boundary S is free, then

Dlffecrenri.1 E q r u t i o ~
iii) If the boundary S is supported elastically, then

for a > 0.
It must be noted that the boundary of the membrane can be partly clamped and
partly fiee. In fact, the beatingl of a d m or a plate will all be covered under the
above formulation. In the differential equation (12-18), dL refers to the wlocian.
For example, in cartesian coordinates (x, y),
a2 a=
'V = -
&+J'
Heating of a Finite Rod
We mhall consider the heat flaw due to conduction. Energy balance relation a d
Fourier's law of heat conduction art crucial to understand flow of heat f'rorn point
to point. Let V be a domain in a body with n as an outwardly drawn unit nonnal
vector at a point P of the boundary S of V. Let C, T, p, denote specific heat at
constant volume, temperature and density functions respectively. Let q denote heat
flux per unit area per unit time from outside to inside the volume V. The principle
of energy states that the rate of increase in the quantity of heat in V must be equal
to the rate of flux of heat into V. Thus

The Fourier law of heat conduction helps us to determine q. In accordance with

this law, the heat flux q crossing an area is proportional to the gradient of the
temperature along normal to the surface. Direction of flux is opposite to that of the
temperature gradient. In this particular case

where the constant of proportionality k is the conductivity of the material. Ume the
relation (12.24) in the equation (12-23), to obtain

It must be noted that Gauss' theorem has been- used to write the last step. Since
above relation holds for arbitrary V , one gets

where cZ p gc, = k. If the material coefficients k, p, c, are constants, the above

equation reduces to

The equation (12.25) is the basic heat conduction equation which governs tran&r
of heat from point to point through conduction.
We must recmphsrsiseAat the normal gradient of temperature is associated with
the flux of heat. Let ur conider one dimenaionnl heat conduction in a rod of
length 2 whore one end it kept at conitant temperature and the other end is
insulated. Lst us assume the rod to lie dong the axis of x with one end at the
 origin 0 and the other end at the point A. Let the end at 0 be at constant Pnrtlnl Diflerentld
Equations (PDE)
temperature To and the end at A be insulated. If T (x, t) denotes the temperature at
any time and at any point x of the rod, then the determination of T (x, t) is
governed by

Insulatian of the end at A of the rod means absence of flux of heat at A. This
yields second of the boundary conditions. Initial temperature of the rod is given by
*
the fbnction f (x). Physical conditions will guide us to a different kind of boundary
conditions. A sample of a few are given in the following :
a) Prescribed temperature at two ends

b) An m o u n t Qoof bent per unit time per unit m a ir supplied at one end the
other end ir h p t at zero tampemluae

T(1, t ) SO.
C) The two end6 of tho rod are inmulated
BT
-
h
(0, t) = 0 =%(l, t).

) The two ends are maintained at zero temperatun

T (0, t ) = o = T (I, r). (12.3 2)
Melting of a Slab of Ice

I
I
Let us formulate the problem of one dimensional melting of an ice block at 0°C
undtr the influence of constant heat supply Qoat one end. Let X ( t ) denote the melt
line and u (x, t) denote the temperature in the molten ice which is not removed as
mdting pmceedn. The two h c t i o n s u (x, t) and X (t) defining the temperature of the
molten ice and the position of melt line respectively are unknowns. m e boundary
value problem for the molten ice is governed by the following

The first of the boundary conditions ensures constant flux of heat at the end x = 0.
The second of the boundary conditions implies that the temperature of the melt line
is zero. Initial condition for the molten ice has no meaning as the melt line
coincides with the end x = 0 of the slab at t = 0.Thus,

there is one more physical aspect which must be taken into consideration at the
melt line. Consider the'melt lines at time t and t + A 1, so that
Thus a thickness A x =x (t) A t of the slab is enclosed between the melt lines X ( t )
and X ( t + A t). The amount of heat per unit time from the molten ice crossing the
melt line X ( t ) is equal to -4 [ X ( t ) ,t ] . This entire amount of heat is utilised to
melt the slab of thickness Ax. This also implies that there is no flux of heat across
the melt line X (t + A t). Thus

where p is the density of ice and L denotes the latent heat of melting. .Hence we
obtain
- k u , [ X ( t ) , t ] = ~ ~ ~ ( tt>) O
, (12.36)
-
The set of equations (12.33) - (12.36) provides the complete formulation for
determining u (x, t ) and X ( t ) . The equations (12.33) and (12.34) gives the solution
u (x, t ) in terms of the unknown function X ( t ) . Such a solution u (x, t ) is used in
the equation (12.36) which along with the equation (12.35) provides us an initial
value problem for determining the unknown function X (t).
Dirichlet and Neumann Problems
One comes across, quite often, problems which require solution of Laplace's
equation in two or three dimensions with appropriate boundary conditions. Let us,
for example, determine steady state temperature distribution u ( x , y ) in a two
dimensional domain D such that the temperature is prescribed at the boundary S of
D. If the transfer of heat is only through conduction, then the determination of u is
govemed by

where f is a prescribed function on S. If on the other hand heat supply function

instead of temperature is prescribed at the boundary, then the boundary condition is
changed to

where
au denotes the normal derivative of u. You will often come across these type
-
an
of boundary value problems in your engineering programme. There are special
names which are attached to these different types of boundary value problems. The
BVP govemed by the DE (12.37) and the condition (12.38) is called the Dirichlet
Problem. Neumann BVP is described by the equation (12.37) and the condition
(12.39). Sometimes a mixture of the normal derivative and that of the unknown
function u is prescribed at the boundary. The boundary condition

a > 0 along with the DE (12.37) is said to describe a mixed boundary value problem.

12-2-3Through Subsidiary Aspects

Let us recall the concept of exact differential equation and that of integrating
factors in the study of ordinary differential equations. If a fbnction f ( x , y) makes
 P a d d Dlmrentinl
Equations (PDE)
an exact DE, then

is exact and

Thus f can be determined from the following PDE which is nothing but an
expanded version of the above equation. :

This poses an interesting question that for solving an ODE, we must solve a PDE
of the above kind. We have already come across a few particular cases of the
above equation. For instance, P = x and Q =y reduces the above equation to the
equation (12.6). It shows that PDE may arise elsewhere in Mathematics to answer
some subsidiary questions which might crop up. It did happen in the case of
finding out a solution of an ODE through integrating factors.
- - - - -

12.3 PRELIMINARY CONCEPTS

We begin with the description of the basic concepts and the lines of approach for
obtaining a solution of some of the problems listed in the previous section.

12-3.1 Definitions
'

Let F [x, y, z, u, u, u,, , ..., u, ,uv , ...] be a hnction of the variables

x, y, z, u, u, , ..., u, ... such that

then (12-41) is called a partial differential equation. Here the unknown function
u (x, y, z) is the dependent variable and x, y, z are the independent variables. The
point (x, y, z) belongs to such a domain D in three dimensional space that u is
sufficiently smooth h c t i o n for every (x, y, z) in D. A function u (x, y, z) which
satisfies (12.41) identically in the independent variables when u and its partial
derivatives are substituted in the equation (12.41) is called a solution of the PDE
(12.41). we shall look for the totality of solutions and characterise individual
solutions by extra restrictions which might be imposed on u other than the equation
(12.41).
The PDE becomes an ODE if the number of independent variables is one. In a
PDE, the number of independent variables could be any number greater than or
equal to two. In the equation (12~41)~
we have chosen this number to be three.
Qe order of the highest derivative occuring in a differential equation is called the
order of the differential equation.
I

The differential equation is called linear if F is a linear function in the variables

u, u, ,u,, , ..., u, , ... . with coefficients depending only on the independent variables.
If F is linear in the highest order derivative of u (say nth order), with coefficients
depending on x, y, ... and possibly on u and its derivatives upto order n - 1, the DE
is called quasi-linear.
In the case of F involving only two independent variables, the solution u of the
DE (12.41) is interpreted geometrically as a surfkce, an integral surface in the
x, y, u - space.
mrrcremti-a
Eq11ptLo~ zf a DE is neither linear nor quasi-linear, then the PDE will bc t ~ m o dm aon-lInear,
The DE (12.41) is said to be a homogeneous equation whenever f is identically
zero. In case f # 0, PDE is said to be a non-homogeneous equation.
We have come across several partial differential equations in the Section 12.2. kt
us characterise each one of these as per the definitions listed above.
Equation (12.1) is a linear, non-homogeneous PDE of order one. All the
coefficients are constant here. Equation (12.2) is a linear, homogeneous equation of
order two. Equation (12.6) is again a linear homogeneous equation of order one,
but all the coefficients are functions of independent variables. Equation (12.7) is a
non-linear equation of order one and so is the case with the equation (12.8). The
examples of second order linear homogeneous equations with constant coefficients
are contained in the equations (12-13), (12-18), (12.25), (12.26) and (12.37). The
equation (12.33) contains implicitly an unknown X(t) which is determined through
the DE (12.36). The equation (12.36) is possibly a non-linear one as u (x, t) may
not be a linear function of x. Would you regard such a system linear? You must
reexamine your answer after you have learnt the properties of a solution of a linear
equation.
Let us distinguish clearly between a non-linear and a quasi-linear partial differential
equation. In the equation p + q =pq, there is a non-linearity in the highest order
derivatives due to the presence of the term pq. This equation is regarded as fully
non-linear. However zp + q = 0 is also non-linear owing to the presence of the term7
zp. But it is linear as f i r as the occurrence of highest order derivatives is
concerned. This is an example of quasi-linear equation.
Types of Solution
A solution u (x,y, z) of the equation (12-41) is called a particular solution if it
does not involve any arbitrary functions. A solution which involves arbitrary
functions and all the particular solutions (excepting possibly special
solutions/singular solutions) are obtainable from it by fixing arbitrary elements is
called the 'General Solution.' The number of arbitrary functions is, in general,
equal to the order of the DE. Moreover, these arbitrary functions depend on one
independent variable less than the solution u. We shall be discussing a little more
about the nature and type of solutions while studying first order PDE.
Example 12-6
Verify that u =f (x +y) is the general solution of u, + u, for an arbitrary
function J
Let f denote the derivative off with respect to its argument. Differentiating u
partially with respect to x and y respectively, we obtain

Thus, for any arbitrary function f, u =f ( x +y) is a solution of the given DE.
The PDE is of first order and the unknown u depends on two independent
variables x and y. Hence the general solution must involve one arbitrary
function and must depend only on one independent variable. The function f
depends on x + y . Hence f (x +y) provides the general solution of the given DE.
Exercise 2
VerifTi that u (x, t) =f (x + ct) + g (x - ct) is the general solution of c2u,= u,.
 Partial Differentid
Equations (PDE)

We must make a note of a few points. Singular solution of an ODE as well as a

PDE is not obtainable from the general solution. The general solution of an ODE
of order n contains n arbitrary constants which turns out to be an equal number of
arbitrary h c t i o n in the case of a PDE. It indicates a similarity as well as a
contrast between an ODE and a PDE. Some times the phrase 'integral' is used in
place of 'solution'. Particular integral wil!, therefore, mean the same as particular
solution. It has already been mentioned that an 'integral surface' will mean a
solution which depends only on two independent variables. In Exercise 3,
4= x +f( x +y) can, therefore, be termed as the 'general ~ntegralsurface'.
12-3.2 System of Equations
There is one very important difference between an ODE and a PDE. For an ODE
of the order n, theory of a single DE is equivalent to the theory of a system of
DE's; for PDE the situation is different. Let us make the point clear with an
example :

is equivalent to a system of the following differential equations of first order

x (t) = hy (f) (12.43)

A solution of the equation (12.42) can be shown to be a solution of the system
(12.43) and vice-versa. The differential equations involved are easy enough for
obtaining a solution. The statement, therefore, can easily be verified. It may,
however, be mentioned that such a result holds in general and provides a great
simplification in the theory. It will be sufficient, in general, to study a system of
first order equations.
This kind of a situation does not prevail in partial differential equations. It
becomes essential, therefore, to study separately PDE of different orders. We give
an example to show that two first order PDE do not lead to an equation of second
order. Consider the equations
u x + v Y I=-yu (12-44)
and uy+v,=p (12.45)

in two unknown functions u (x, y), v (x, y).

Differentiating the ,equation (12.44) partially with'respect to x and (12.45) with
respect to y, we obtain

On subtracting one from *e other, one gets

y 2 11 + u,,, - Il, = v.
Use of the equation (12.44), yields

Along the similar lines, one can obtain an alternative equation :

The two equations (12.46) and (12.47) are both of order three and are derivable
from the same two first order equations. We are having two equations to determine
the same unknown u(x, y). It is an over determined system and fails, in general, to
provide a solution. We can have a look at still a simpler example of an over
determined system.

can never provide a fbnction ~ ( xy)

, which satisfies both the equations. These two
equations in a single unknown function u(x, y) constitute, therefore, an over
determined systm. It must be noted that not all over determined system fail to
provide a solutacn.
For e x h p l e ,
U, = sin x , uy = cosy

yields id(x, y ) sin Y - cos x which is a solution of the system.

~1

12-3.4 Methods of Solution

We have by now learnt the meaning of a solution and types of solution of a PDE.
We would like to know a way to obtain a solution. We shall learn a few methods
which are illustrated through examples. It must be noted that the applicability of a
particular method will depend on the nature of the differential equation and these
methods may also not yicld the to'ca!ity of: solutions of a PDE. Thus there is no
universality of any of these methods However a method which can yield totality
of solutions even for a particular kind of differential equations, attains m
importance.
Separation sf Variables
Let us consider a non-linear PDE of first order

Let us assume that a solution is such that its dependence on x and y can be
separated in the form

+
where and yr are unknown fimctions. If 4 and y can be determined, then we do
obtain a solution. On substitution, we obtain,
2 2
$,= 1 - Y,

Left hand side is a function of x alone while right hand side depends only on y. If
assumed fonn of solution is possible, the two sides must reduce to a constant,
Thus
$2x = 1 - , g.v = h 2
where X is an unknown constant. Solving for +(x) and yr(y), we obtain
+(x) = k 3rx + a
v i y ~ = ~ ~ y + - p
 Thus we do get a solution in the form u(x,y) = +(x> + YO.But the question
whether it provides the totality of solutions remains unanswered. To get a feel for
this unanswered question, let us apply this method to another equation :

The assumption u - +(xj + yr( y), reduces the equation to

The two sides must be equal to a constant say a. Thus

Combining y and yl which are mere constants, one gets

I as a solution of the given DE where a,f3 and 6 are arbitrarf' constants. Now
t consider

It is easy to obtain the following partial derivatives of the function f

Thus f,=& and hence f is another solution sf the given PDE (12.48). It is obvious
that we cannot make a choice of the constants a:f3 and 6 in the solution f12.50) to
obtain the solution (12.51). It, theaeforc, explains that this method fkils to yield
totality of solutions of the equation (12-48). It must also be noted (It is not being
proved, you are bang asked to assume it) that the equation (12.48) does not
possess a singular solution.
Separation of the variables of a solution could be of a different type. Let us
assume that
uix, _V) - $(x) YO)
provides a solution of (12.48). Here the separation of variables is in the product
form. On substituting 2roduct of u in the equation (12-48), we get

The two sides being firnctions of x or y alone, must reduce to a constant. Thus
Differential Equations
where 3L is an unknown constant. The two ordinary differentnal equations

and

can be solved easily for + and y.Hence

y l = c e'y

+=c,ehX+c2e - a x

so that U(X,Y ) = e* Y [ ~ ~ ~ X + ~ ~ ~ X ]

where the constant c has been absorbed in c, and c,. Moreover a , P and h are
unknown constants to be determined from initial and boundary conditions.
Quite often the choice of the parameter h is governed by physical requirements of
a problem. For example if u(x,y) is treated as temperature governed by differential
equatior, (12-48) with y denoting the time, then one expects u(x,y) to vanish as y
approaches infinity. This physical requiren~entrestricts h to a negative real number.
Let h= - v2, so that, one obtains
2
u, (x,y) = a e-' sin (m + p)
and each different value of v provides a solution. The suffix v ic written with u in
the spirit that each value of v provides a solution u, (x, y). It amounts to state that
the equation (12.47) has an infinity of solutions.
Solution by Superposition
It 1s interesting to observe that if u, (x, y) and 15(x, y) a= two solutions of the
equation (12.48) then aul + pu2 i s also a solution for any arbitrary constants a and
p, It follows from the fact that the differential equation (12.48) is a linear equation,
so that

and U2xx = uzY .

Addition gives

Let us compute the sum function of all the solutions u, (x,y). We do it

mechanically and are not sure whether such a function exists. Let

X
To evaluate the integral on the right, put v2y = ? and -- a. We obtain
6-
 a Partld DIfferentid
z Eqs.(lonr (PDE)
Noticethat J(O)=I~'sinpdt=&sinp
-a

a
and S(a)=
-a
I r~'cos(at+~)dt

--
-
e- t
~ c2 o s ( a r + p ) [
-a
- 7
-a
- t2
aysin(at+p)dr

a
=- 5 J(u)

We have used the integration by parts to simplify the right hand side. J(a) is thus,
governed by an ODE of first order and an initial condition which can easily be
solved to give
2
--
J(a) = 6 sin p e
Thus
2

6 -- X

u(x, y) = -sin j3 e 4~
G
which coincides with the function given by (12.51). It does give an indication that
totality of solutions are possibly obtainable for the DE (12.48) with the help of
product form of separation of variables.
Product form of separation of variables method will turn out to be extremely
important. It does not mean that this method can be used in all situations. Its
applicability is quite often decided by the structure of the differential equation.
Example 12.7
Separating variables, find solution of
u,+uy=2(x+y)u

Let ~(x,Y)= +(XIV( Y),then

-~+-=,,+,,
+& V ~ Y

i.e. -
l@-b=2.-L*=k say.
0&
' w dy
where 3L is a constant. Hence

Z=(X+h)+

and *
dy
= (2y - X) w.

It yields +(x) = A exp (X x + 2)

and V(Y)= B ~ X P (-YXY)

~
Thus u(x, y) = c
h are unknown
X enters into picture due to the method of separating variables which has been
used to obtain the solution. X is called separation constant and its
I
JlqlreruItirl Qmtions
determination with the help of boundary conditions plays a crucial role in
getting the totality of solutions. Its nature, sometimes is decided upon by the
nature of the physical problem as well. Notice that the method of separating
variables can not be applied to
ux + uy = 11exp (x, y )

Example 12.8

I Apply separating variables to solve for u(r, 8)

I
I
Here the Laplace equation is given in polar coordinates.
Let u(r,8)= p r ) q@), so that the DE reduces to

where 1L is a separating parameter. Thus

sin he
'Vk (0) = cos he

jL
+a (r) = r- a

and ua(r, 8) =($+a r a ) (A sin he + B c o s ~ )

is a solution for arbitrary constants a,A and B. Once the nature of h is
known with the help of boundary conditions, general solution can be obtained
through superposition.
12-3-5 Classif cation of Second Order Equations
Second order partial differential equations play a crucial role in our day to day life.
In fact, almost every phenomena is governed by a second order PDE. You got a
glimpse of it is section 12.2. But we did not find PDEs to be identical in these
examples. Melting of ice is not governed by the same type of an equation as the
beating of a drum or the vibrations in a string are governed by.
Nature and the complexities involved in obtaining a solution are quite dependent
on the nature of a PDE. Just try to think whether the sound of vibrating string (say
in Gitar) is identical with the sound of a drum (say Tabla). You will find the two
sounds to be different. One wonders whether, it has to do something with the
differential equation involved. It is really true. But we shall have to wait, to
understand these differences. We shall, however, attempt to learn in this section,
the types of second order differential equation. It is these types which are
responsible for qualitative difference in the methods of obtaining and the nature of
the solution of a PDE.
A general quesilinear second order differentia: equation governing the function
u(x, y) can be written as
Au,+Bu,,+Cu,+D=O (12.52)

where A, B, C and D are, in general, nonlinear functions of x, y, u, u, and uy Since

the second order derivatives of u occur linearly in this equation, it is, therefore, a
quasilinear equation. Let the PDE be defined over a domain D in the xy-space. We
could, if required, assume one of the variables involved, say x, as time t. The
equations encountered in section 12.2 are all particular cases of the equation
(12.52). Let us have a look at this observation.
 One dimensional wave equation Partld Differential .
EquPUons (PDE)
Utt - llxr = O

where y has been identified with t

One dimensional heat equation

where ,v has been identified as t.

Laplace Equation in two dimensions

Jt shows that the differential equations governing the physical problems

encountered so far are all covered by the general second order quasilinear partial
.- differential equation (12.52).
Definition
Tne PDE (12.52) is said to be respectively elliptic, parabolic or hyperbolic in a
<
subdomain Dl D provided B' - 4AC = 0 for every (x, y) E D l .
>

We notice that g2- 4AC = 4,O and - 4 for wave, heat and Laplace equation
respectively. Thus these equations are hyperbolic, parabolic and elliptic respectively.
It may be pointed out that a PDE could be of one type in part of the domain and of
another type in the other part. Solution of such PDEs is more difficult to obtain. For
example the trans-sonic flow is governed by a PDE which changes its character
from elliptic to hyperbolic through parabolic type. In aero-dynamic flights where
speds cross the velocity of sound, transonic flow is of utmost impomwe.
You may be wondering what the terminology of conic sections-hyperbolic, elliptic
and parabolic has got to do with the classification of a BDE or with the nature of
its solution. It indeed has got to do a lot. But a concrete explanation of all these
questions is beyond the scope of this course. We may however be content with a
mere analogical reasoning. If A, B, C and D are assumed as mere constants and
urn u, and up are replaced by 2,xy and 3 respectively in the equation (12.52),
then we obtain

parabola or a hyperbola depending on whether B' - 4AC 0.

<
>
-
You may recall that the above equation represents respectively an ellipse, a

1 2-4 LAGRANGE EQUATION

We study only a particular class of first order PDE, namely, the quasilinear
equations. An equation of the form

az az .
where P,&, R are prescribed h c t i o n s of x, y, z md p = - * q =- -- , IS called
& @
Lagrange equation. It is required to determine a surface z = u(x, y) which satisfies
identically the equation (12.53). Such a surface is called an integral surface of the
Differential Equations
equation. This equation is quasilinear first order equation as it happens to be linear
in highest order denvatives p and q and could still be non-linear in the unknown
function u. We shall learn in this section all about the equation (12.53) and the
methods of obtaining its solution.

12.4.1 Solution-Its Geometrical Interpretation

Let z = u ( x , y ) be an integral surface of the PDE (12.53). Through any point
A (x, y, z) of the integral surface, an infinite number of curves lie on the surface.
(dx, dy, dz) denotes the direction ratios of the tangent to such a curve at A. All
these tangents at A to various surface curves determine a plane called tangent plane
at A. Total differentiation of the equation representing integral surface yields

It shows that the vector (p, q, - 1) at A on the surface is perpendicular to each of

the surface curves through A. Thus the vector (p, q, - I ) is nonnal to the tangent
plane. But the equation (12.53) ensures that the vectors (p, y, - 1) and (P, Q, R) at '

the point A are orthogonal to each other. Hence the vector (P, Q, R) lies in the
tangent plane at A and normal to any integral surface is orthogonal to this
direction. Alternatively one might say that the tangent planes at A for various
integral surfaces forms a coaxial planes passing through a single direction (P, Q, R).
This curve is called c.~uacteristiccurve or Monge axis. Thus the family of curves
through A lying on integral surface is given by the DE :

Equations (12.54) represents a family of curves generating an integral surf8ce. Let

this family of curves be given by u(x, y, z) = a and v(x, y, z) 7 P where a and P are
pameters. Through each point in space, we get a surface, one from each of the
families u(x, y, z) = a and v(x, y, z) = j3. The two surfaces define a curve through
that point. This curve lies wholly on the integral surface, normal to which is
perpendicular to the tangent to this curve. This is what is conveyed by equation
(12.53). The equations (12.53) and (12.54) are equivalent, for these define the same
set of surfaces. For a given equation (12.53), the equations (12.54) are called
subsidiary equations.

We are familiar with the concept of linear independence/dependence of functions

over an interval. This concept was developed and used while studying the second
order ordinary differential equations. We shall now learn the meaning of
dependencelindependence of functions over a domain.

Definition

The functions u, v defined on a two dimensional domain D are said to be

dependent provided there exists a function f such that f(u, v ) = 0, otherwise. the
functions are said to be independent on D.

For instance the functions u = x +y and v = sin (x +y) are not independent on any
domain while u = x +y and v = x2 +y are independent. Linear dependence of
fimctions is a particular case of dependence of functions. If two functions are
dependent, these may not be linearly dependent. However the converse holds. In a
likewise manner, the definition can be extended to functions of more than two
variables. There is a simple criterion to test dependence of u(x,y) and v(x, y ) on a
domain D. We state the result without proof.
 Partial Differential
Theorem Equations (PDE)
Two functions u(x,y ) and v(x,y ) are independent in a domain D if and only if

We may verify the criterion for u = x + y and v = 2 + y . Notice that

= 1.1 - 1-2x= 1 - 2x .t 0 . Thus in any domain D, the two functions are
a (x3Y )
linearly independent.
Let us show first that if u(x,y , z ) = 0 and v(x,y, z) = 0 are two independent solutions
of (12.54) then +(u,v ) = 0 satisfies the equation (12.53) for any arbitrary function
9. This is called the general integral of the Lagrange equation.
Differentiate +(u, v ) = 0 partially with respect to x and y respectively to get

The function + being arbitrary, @

a4
9
av are not identically equal to zero. Therefore,
the coefficient determinant of the above equations must vanish

But the total differentiation of u(x,y, z) = 0 and v(x,y, z) = 0 yields

Use the equation (12-54),to get

which on the use of the equation (12.55) gives

It shows that, in order, to obtain the general integral of (12-53),one must obtain
two linearly independent solutions of the subsidiary equation (12.54). It must be
noted in the above proof that the coefficients of p, q and the right hand side of the
equation (12.55) can not identically vanish as the functions u and v are independent.

12.4-2 Methods of Solution

The mithod of obtaining general integral of a first order PDE has already been
outlined while giving a geometrical interpretation. For a given Lagrange equation,
subsidiary equahons are to be wntten down and then two indlcpender~tscriiitiona arc
to be obtained. The method of obtaining general solution, thcn.fi)rc, boils down to
the method of solving subsidiary equations.
Use of Multipliers
Notice that each of the fractions

I& + mdy +-ndz

is to It may be used with dvarrta!:o in samc u m p l c l ; to
IP + mQ + nR
obtain a zero denominator and a numerator which 1s exact tiltfercntxd,or a
non-zero denominator of which the numerator is the es:lc;t. d~Ccrcnnrrl.
Example 12.9
Solve ( " + 2 - X L ) p - ~ y q + 2 x z = ~ I
Subsidiary equations are

Notice that each of these fractions is equal to

xdx+ydy + z d z

a) - 2(xcBr+ydy+zdz)
---
and
Y 2 .cy2 +2
The first equation resulted from second and third tiaction whiXc the secor~d
one is &om fourth and second fraction. two independent solut~onsare,
therefore,

L
-- . J . -
- = const. and ----- = constant.
Y Y
Hence the general integral is given by

Exercise 4
Find the integral surface for the equation

I
A second iatcgd louad with the help of tbe first
Most often, it is easy to obtain one indepsndent solution of the ge equation.
The following cxampks illustrate that the knowledge of one integral helps to
obtain the second independent solution.
 Esercise 5
Find the general integral of
p+3q= 5z+tan(y-3x)

Example 12.10
Find the gcneral integral of
xp+yq==z
and obtain the particular surface through the curve
yz= l , x + y = 1 .
Subsidiary equations are

which yields x = cry, y = f3 z as two independent solutions.

Hence $I
Y
(- )
x Y
3 - = 0 for arbitrary hlnction ( denotes the general solution.
Alternatively, the general solution is given by

where yr is an arbitrary function.

Let us determine that particular function yr which gives a surfhce passing
through the curve y z = 1, x +y = 1.

[ - $, i,=)
1 is an arbitrary point on the curve. It also lies on the integral
~urfacefor some yr. Thus

must hold for every z, that is, yr is a function which reduces

to an identity. It shows that

is the required function. Hence, the required particular integnl is given by

MITerentfal Equations Exercise 6

12-4-3 General, Complete and Special Integrals

In the light of the solutions encountered in the above examples, it may be desirable
to stress again the distinctions among various types of integral of first order PDE.
Similarities and differences in the nature of solutions of first order ODE and PDE
must also be clearly understood.
The general solution of an ODE of order n contains n arbitrary constants which
turns out to be an equal number of arbitrary functions in the case of a PDE of the
same order. It indicates a similarity as well as a contrast between an ODE and a
PDE. A particular solution is obtained by specifying arbitrary functions or
constants in the general solution. Thus a general solution represents a totality of
solutions. In a PDE it is an arbitrary function which need to be specified while in
an ODE, it is arbitrary constants. Some times the phrase 'integral7 is used in place
of 'solution'. Particular integral will, therefore, mean the same as particular
solution. It has already been mentioned that an 'integral surface' will mean a
solution which depends only on two independent variables. In the Example 9,
= x +f (x + y ) can, therefore, be termed as 'general integral surface'.
It is instructive to provide an alternative view point to the solution of first order
PDE :

For a given point A (x, y, z) on the integral surface, knowledge of the normal vector
determines tangent plane uniquely. The normal vector (p, q, - 1) is obtained from
first order PDE (12.56) or in particular from (12.53) as the case may be. Since p
and q both can not be determined from the single equation, one obtains, at a point
of the integral surfkce, one parameter family of tangent planes. The envelope of
these planes determines the integral surface.
Consider for example the differential equation p + q = 0. The tangent plane at a
point A (xo,yo, zo) of the integral surface is given by

where ( a , - a , - 1) for arbitrary a are the direction ratios of the normal. Since the
point (x,, yo,zo) is itself arbitrary, the tangent plane may be written as

where p has been written for the expression zo - a xo + a yo.

It shows that the tangent planes to the integral surface of p + q = 0 is a two
parameter family of surfaces where the parameter a is associated with the normal
to the plane and P corresponds to different points in space. It must be noted that
the parameter a also depends on the coordinate (x,, yo, zo) of the point A. Moreover
p is not completely arbitrary, it depends on a. Thus P could be considered to be a
function of a. Let p =f ( a ) where f is an arbitrary function. Envelope of the family
of tangents planes

is obtained by eliminating a from *

+ = 0 and da = 0. The envelope so obtained is
the general solution of the PDE p + q = 0.
 P a d 4 Differential
It is almost an impossible task to eliminate a for an arbitrary function f: However Equationn (PDE)
for a particular function, the task may not be difficult. Let us consider two
examples; f(a)= a2and f(a)= ea. In the first case

('-
Eliminate a to get z = - ---- as a solution. In the second case
4

I
I It gives z = (x - y ) [In !y - x ) - 11 as a solution of the PDE p + q = 0. But none of
1 . the solutions obtained is a general solution.
i e
I Notice that z =f(.r- y ) where f is an arbitrary function provides us with the general
.c
solution of the equation p + q = 0. It is trivial to note that z = a (x - y ) + p as well
as z =f (x - y) for arbitrary function f and arbitrary constants a and P are both
solutions of p + q = 0. The first one happens to be a special case of the second
solution when f is chosen to be a linear function. But the second solution is the
envelope of the first where P is regarded to be an arbitrary function of a.The first
one for arbitrary a and P is called the complete integral.
Definition
I A two parameter family u = $ (x,y, a, b) of solutions of (12.56) depending on the
parameters a and b is called the complete integral of the equation (12.56).
If for an arbitrary function f; b =f(a), then the envelope of the family is obtained
by eliminating a from

and eda= o .
This eliminant which involves arbitrary hnction f is called general integral of
(12.56).
We shall notice that general integrals can directly be obtained easily for Lagrange
equation while it is not the case for nonlinear equations. It is the complete
integrals rather than general integrals which are more relevant in the case of
nonlinear equations. For a quasi linear equation (Lagrange equation), complete
integral is a particular case of the general integral wherein the arbitrary function
gets replaced by a linear function involving two arbitrary parameters.
Example 12-11
Obtain the general and the complete integral of z = p x + qy.
Subsidiary equations are

The two independent solutions ar y - x = constant and z - x = Constant. Hence

the general integral is given by z = x +f ( y - x) where f is an arbitrary
function.
Notice that z = ax + by is also a solution of the given PDE for arbitrary
 parameter a and b. Since this soluiion involves two arbitrary parameters, it is
by definition, the complete integral. If f i s replaced by a linear function
involving two arbitrary parameters a and P then the general solution gets
particutarised ,to the complete integrd z = n -+ n (y - x) + f3 = (1 - a )x + 2y + P.
Srnce t!!c general integral is known. it is . therefore, not at all important to
bother about the complete integral.
Let us have a rclwk Into the connections between the complete and the

-
general solution. Complete integrd is s two parameter family of planes. For
an arbitrary function cp such that b op (d,complete integral reduces to one
parameter f'miily of planes

dF
The gcnewl integral is'obtained by elirninat~nga from P.= 0 and = 0. Thus
rA'a

provides us with the general integral. Elimination is almost impossible for an

arbitrary function cp. However for a particular cp, one can obtain a particular
case of the general sslutron. General solution has to be left as the el~minant
s f above two equations. Even in the case of a quasillnear equation, therefole,
the general solution is dlfftcult to be obtained from the complete mtcgral.
However, in such a case, there is a direct method of obtaining it. We shdl
notice that where such 1s not the case as m nonlinear equations, one has to be
satisfied with complete integrals
1
Consider for example cp (a)= - , the particular integral is, therefore, the
a
Y Y
eliminant of z = a x + - and x - 7 = 0. It gives 1 = 441 as the required
a a
1
particular integral. You may verify that y, (a)= -- - d l , a2 yields
a
z2 = 4y (x - y) and 2 + 4 yz = 0 respectively as the particular integrals,

Example 12.12
Verify that 42 + (2+ y2) = 0 and z = ax + by + a2 + b2 are solutions of
z = p x + qy +$ + q2 &here a and 8, are ahltmry constants.

Second of the solutions yields p = a and q = b showing trivially that it is a

solution ofthe DE. It IS a two parameter family of planes and hence, by
definition, it is the complete integral of the given RDE.
X Y
For the first, notice that p = - - and y = - - showing thereby
2 2

px+qy+p2+#=-1-r+--=z.
s rZ s+y2
4 Thus the first one which is free horn
arbitrary constants is d s o a solution. However, it can not be obtained from
the second for any particular choice o f a and b.
Let us obtain the envelope sf the two parameter family of planes. It is the
eliminmt of a and b from
It c rncs out to bc 43 + (x2 +y2) = 0 . Thus the first soluti~nis the envelope of
the fimily of solutions represented by z :: nx -: hv + d? t. h 2. Keeping an
analo~ynltb the nrintrc of solutions sf an ODE,th~ssolution wall be caIled as
t!t. singular solution of the given PDE. You must note that to get a g e n s d
solu~ion,c-i~tt: has to obtain cnv;lopc uf one paranetcr family oftangent
planes fort) -.f (LJ) ~hcsu-1'1san abltmry function
11) the above Exanplc 1 2 . 1 2 thc PDE happened 30 be a nonlincas one and.
dler~fire,1 ) lnerlrod
~ 01 siibsrd~wequations and t v mdepcndcnt
~ ~ mtcgrals
does not work here It 1s lbr ibis reason, we onl) venfied i~hctl~er l gsvcn
;
t(? be e s y fix US
farnctlm is a xnlit~tniwclf S ~ T Cdiffkrential cquatlnn. it pr(>~cd
to get tbc geraerai sihunoa ~ l i ~ n e v thc
e r equatl&nhappencd k: bs a quasisil~near
onc Hut for 3 monlan~arequation? wc h a e to be sattsfncd uitb onl? the
cc,r~;plcb~
i~tt~j;r;il.

Obta~nrhe gi:nsr:jl srd the conlplele integlal ot 1 z]? Y- zxq xy

-lcv.'r rudvpceJe~atsolutio~isnr5 r2- 2 = cons~mt,and f --P

'
I
= constant Hence
tllc g(srnra1 mtagrd is given by @ (x2 - z2 ,z' -$) = 8 and the completc
entcgmi bbc uritben as

Let us GVC)IVGa method of getting complete integral directly without entering

illto tlie gcmxrai mntegrd. It is in~portantfro19 the point of view of nonlinear

~ltca ~ is
c ab1tral-y p:urmeter Thus
-
equahons whcrein complete integral plays a dominant role. WC define a new
a combination of x and y. k t 2 z (11) and 224 = x2 + ny 2
variablc u thio~~gin

I31c PDE, iheachri:, gets lud~lcedto

Since x, y ;r- 0. hence

It yields
Above equation defines the complete integral. It also shows that for a complete
integral, arbitrary function 4 in the general integral has to be a linear function. It
must be noted that the choice of the combination of x andy for defining u depends
on the structure of a PDE.
Example 12-14
Determine the complete integral of p + q = p q .
One can solve for q in terms of p from the above PDE, so that q = ----
P
@ - 1).
Now

1
=pdx +- dy.
P-1
I f p is chosen to be an arbitrary parameter a, then

a
Thus z=ax+---y+b
a-1
provides us with the complete integral.
It must be noted that a particular integral is not obtained by speciQing values to a
and b as is the procedure for an ODE. On the contrary, one has to assume b to be
a specific function of a &d the envelope of such one parameter family of planes
yields the desired result. For example let b = a , then

The second equation gives (a - 112= - Hence

l+x'

is the required particular integral. But it is almost impossible to get the general
integral.
It may be interesting to have a closer look at the geometrical meaning .)f an
integral surface of a nonlinear equation. For the Lagrange equation, the tangent '

planes at a point to all the integral surfaces formed a family of coaxial planes.
What is going to happen to this family in the case of a nonlinear equation ? In
order to provide a clear explanation, we concentrate only on a particular example
of a PDE, namely
 Along with it, we shall consider its linear counterpart

Let us recall the geometrical interpretation to an integral surface of the PDE

(12.58) wherein p = 1, Q .= 1, R = 0 in the usual notation. Tangent planes at a point
(x,, y o , zO)to all the integral surfaces, therefore. formed a family of coaxial planes
through a line whose direction ratios are (1, 1, 0). Moreover (p, q, - 1) with
p + q = 0 represents a normal vector to such a plane. Hence the family of the
tangent planes is given by

Since (1, 1, 0) and (a, -a,- 1) are orthogonal vectors, the direction (1, 1, 0) lies
in each of the planes of the family.
Now for the integral surfaces represented by (12.57), (p, q, - 1) along with
p + q =pq is again a vector normal to a tangent plane. Hence the family of such
planes through (x,, yo,zo) is given by
a
a(~-~~)+--(y-~~)-(z-z~)=O (12.59)
a- 1
d

where a is a parameter. Notice that if p = a then p + q =pq yields the value of

a
q = - - . Let us determine the line of intersection of two neighbouring planes
a-1
given by the family (12.59). Let I, m, n be the direction ratios of such a line which
passes through xo,yo, 2,. Moreover, let the hvo neighbouring planes be given by the
values a and a + 0 (0 << a ) of the parameter. Thus (I, m, n) will be perpendicular
to the normals of these two planes:

a+8
and (a+8)1+- -----m-n=0.
a- l + 0
Solving for I, m, n, one gets

that is,

The required line, therefore, is

( a - 1)2 (x--x,j=y-y,=(a- 1)2 (z-zo)

This line generates a cone x - xo = z - z, through the point (x,, yo, zo). It is a
degenerate cone of semivertical angle of 90' (Plane can be regarded as a
degenerate cone). It shows that for a nonlinear equation, family of tangent planes
to- all the integral surfaces through a point envelopes a cone called Monge cone
whose generators are charactenstic curves. Integral surface is generated by these
Monge cones. Monge cones play the same role as lineal elements play in the
solution of a first order ODE.

Pctcrm~nt:the complete integral of PDE q = 3p2 and ~h9-v~ that ?hc

-:3~ractcristiccurves through the point (- 1,0,O) lie on :he M22gc zsnc
:< rlfi?2J2=~
DiTfenntlal Equntions
12-4.4 A Particular Equation
The concept of an integrating factor for a noncxact first order ODE provided us
with a PDE. Let us refresh our memory. Let u (x, y ) be an integrating factor to
make the equation
M ( x , y ) dx+N(x. y) dy= 0
an exact DE. 'Ihus
uMdx + uNdy = 0
is an exact DE implying thereby
a a
-Q
(uM)=jjpW

GIU; u (x,y), an unknown function satisfies the PDE

where M and N are known functions of x and p. It is a Lagrange equation. The

correspondtng subsidiary equations are

For solving a nonexact ODE, one needs to know just one integrating factor. We
shall, in this context, be interested only to get a particular integral of the PDE. Let
us visualise the nature and complexity for finding integrating factors through
certain examples.
Example 12.15
Determine the integrating factor of the DE.

In this question M = y. N = - x, so that PDE and subsidiary equations get

reduced respectively, to

and

Y
The two independent solutions are - = constant and u$ -- constant. Hence the
X
1
general integral is given by u = -f ( y/x) where f is an arbitrary function. Por
3
different functionsf, a host of integrating factors can be written down. For
example - -
1
. 1;.
)P x XY
-I-are some of the integratiqj factors.
 .Pnrtld DlRerentld
Equstlona (PDE)

12.5 HIGHER ORDER EQUATIONS WITH CONSTANT

' COEFFICIENTS
Among the ODES, simplest are the ones with constant coefficients. Method of
solution are dependent on the solution of Algebraic equations. We found Lagrange
equation with constant coefficients to be equally easy. For example the general
solution of p + mq = 0 is z =f ( y - mx) where f is an arbitrary function and m is a
constant. It continues to hold for higher order equations. We shall develop methods
of solving higher order PDE7s with constant coefficients.

"
Let
a
-- and
a
- be denoted by D and Dlrespectively, so that
8 u (x, Y )
may be
3y a?!q$'--r
written as Dr q -'u. The equation

where a,, a,, ..., a, are all constants and f (x,y) is a known function, is called nth
I

I order PDE with constant coefficients for determining the unknown u (x, y). In case
f= 0,the equation is said to be a homogeneous equation otherwise a
nonhomogeneous one.
It is desirable to make a few comments about the equation. Each term on the left
hand side of the equation is of order n. There could be lower order terms as well.
The presence of such terms gives rise to certain complications. We, therefore do
not consider such equations. For example u,,- c2 u,= 0 is a second order
homogeneous equation and is within the frame of the equation (12.61). However
u, - c2 u,= 0 is not covered under the present treatment. You may like to prove the
following two theorems which are Ocing stated without proof. You have already
come across such results while studying ODE
i Theorem

1 If ul (x, y) and u, (x, y) are bvo soiutions of the equation

then a ul -t- p u2 is also its solution for every constant a and p.

t
Theorem
If u l (x,y) is a solution of (12.62) and uo (x, y) is a solution of (12.61) then
I
a ul (qy) + uo (x, y) is also a solution of (12.6 1) for any constant a.
,
These two theorems pave the way of finding out the general solution of the
I equation (12-61). We shall first obtain independent functions which are solutions of
(12.62). The number of such functions has to be equal to the order of the DE, that
is, n. Then, we have to develop a method of finding a particular solution of the
equation (12.61). The sum of the two will provide us with the general solution cf
the equation (12-61).
DiRerential Eg~~atlonn
Solution of a Homogeneous ~ ~ u ' a t i o n
We examine and develop the methods of finding n independent solutions of the
homogeneous equation (12.62). It will be noticed that the problem reduces to
finding out n roots of an algebraic equation. It is in complete agreement with
ODES.
By Inspection
In some simple cases the solution can be written down just by inspection. We shall
illustrate it by a few examples which cover even nonhomogeneous equations.
Example 12-16
Find the general solution of s = 0 and s = 2x + 2y.
iizu -
Integration of the equation s = + g ( y) where
- 0 ytelds that u (x,y j =f ( x )
aity
f and g are arbitrary functions. This, in fact, is the general solution of the
equation s = 0.
You may similarly integrate

to get
a4
-(x,y)=x
2
+2xy+go(y)
@
where go is an arbitrary function. Further integration with respect to y yields

u (x,Y) = x 2 y + x ? + ~ ( Y ) + f ( x )
as the required general solution, where .f and g are arbitrary functions and

Example 12-17
Find the general solution of t = sin xy.

a2u
Integrate t = ---- = sin xy with respect to y to gct
au2

further integration yields

sin xy
u (x,y ) = - --- + y f (x) + g ix)
X

as the required general integral where f aiid g are arbitrary functions.

By Factorisation
You have already noted that the general solution of the equation
au au
( D - mD,)u = -- m - = 0 is given by tr = J ( y + m-r). Notice that if Du is rep12eed
i7.r ?Y
by h and D, u by 1, then the homogeneous equation yields a polynomial zquation
h - m = 0 whose root is m. The general solution f ( y + m) corresponds to this root.
If we call this polynomial to be the characteristic polynomial concsponding to the
differential equation, then it hints towards a method of obtaining the general solution.
 Partial MLTerentlnl
a2u - a2u Equations (PDE)
Let us consider mother equation (D2- D?) u = O9 that is, - -- - 0. The
ax2 9
charactenstic equation corresponding to this second order PDE is 3L2 - 1 = 0 whose
+
roots are 1. Does this mean that J( y + x) + g ( y - x) for arbitrary f and g is the
general solution? Each of the arguments Y + x and y - x corresponds respectively to
the distinct roots + 1 and - 1. You may easily verify it to be true.
Thesreni
Let An + a , An.-. + a2 3Ln - + ..-+ a, = 0 be the characteristic equation of the
homogeneous PDE (12.62) of order n, and let ml, m2, ..., m, be the distinct roots of
the characteristic equation. then the general solution of the PDE is given by

&ere f;,fi, ...,XI are arbitrary functions.

The nature of the roots of the chwacteristic equation suggests that it can be written
as

4
X" t a, 3,"- ' + --.+ a, = (3L - m,) ( A - m2) ... (A, - m,).
Substitute the expression for u (x, y) from (12.63) in the DE to get
Dn u + a l D"-'D, u I - U ~ D ; ' - ' ~u D
+ -; - - + D ; U

f;iN) denotes nth derivative of f ; with respect to its argument. Coefficients o f f )

vanish as m, happens to be a root of the characteristic equation.
I Thus the general solution of homogeneous equation can be written down whenever
I the roots of the characteristic equation are all distinct. But the roots may not
alwaj~sbe dislinct. Let us consider a specific case when the roots are repeated.
i Example 12-18
1 Verify that the general solution of the PDE
I

II , ( D L ~ D + 2 0 ~~ ; - 8 L $ ) u = O
~ 1D
i
1 is given by
I
' *
) ( Y +2~)+2fi
u (~,y,)'.fj( Y + ~ x+.yJ$ ( y + ~ ) .
The characteristic equation corresponding to PDE is
3L3-63L2+123L-8=(h-2)3=~.
I Thus 2 is a repeated root of multiplicity 3 of the characteristic equation. The '
DE can also be written as
(n- 2n1j3 =- 0.
Let (D -- u = I*.SO that PDE gets reduced to
Dlfrerrntid Equnnons
whose general solution is v =A ( y + 2r).Now denote (D- 20,) u = w to get

It is Lagrange equation and can alternatively be written as

The corresponding subsidiary equations are

The first two equations yield y + 2r = constant = a (say). The third and the
first equation, then give
dw =f, (a) k,
that is, w - xfi ( y + 2x) = constant.
The general integral, therefore, comes out to be
w=xfi(Y+w+fi(Y+w.
You may similarly obtain u (x, y) after making use of the expression of w.

u(xy~)=f3(~+~)+xf,(~+~)+~fi(~+~)
where fi,f, and f, are arbitrary functions.

Example 12-19
Solve for the general solution

The characteristic.equation
k3- 4k2 +4X= 0
has the roots 0, 2, 2. The general solution, therefore, can be written as
u(~,Y)=f(Y)+g(Y+~)+xe(Y+~)
where g and 8 are arbitrary functions.
Particular Integral of a Nonhomogeneous Equation
We shall now develop a general method of finding a particular integral of the
equation (12.61). Since the left hand side car, be factorized, particular solution can
be obtained step by step after getting a solution of

where (D-m2D1)(D-m3Dl) ... (D-m,Dl)u=w,

150 The equation 12-64 is Lagrange equation
 Padial Mfferehnd
Equations (PDE)

whose subsidiary equation can be written as

The first two equations yield y + m, x = constant = c (say) as one of the independent
solution TIic second independent solution can be obtained from the first and the
thlrd equation,
dw =f (x, c - mix) dx.

n u s w = Jf(x, c - m, x) Q'X + constant

is another independent solution. The general solution of the (12.64) can be put as

where in the second term c is to be replaced by y +. m,x after the integration. In

fact the second term in the above equation is the particular integral of the equation
(12.64). Symbolically, we write that the particular integral of

is given by

with a convention that c is to be replaced by y + m,x after integration. We shall

apply the method in some examples.
Exercise 11

Yxercise 52

Solve (D"- 2011, +#)u-ex "

J

- - - -

12.6 SUMMARY
A physical problem, depending on its nature, when formulated in terms of a
differential equation may yield an ODE or a PDE. The nature, complexities, types,
meaning and types of solutions along with a comparison between a PDE and an
ODE in all these aspects play a crucial role in understanding a problem.
Methods of solutions along with boundary and initial conditions do have
similarities as well as dissimilarities among ODES and PDEs. First order equations
and in particular Lagrange equation provide richness and base for the higher order
equations.
mncr#trd ~~ In this unit, you have learnt
formulation of a few real problems into BDEs,
types of PDEs, nature and method of obtaining a solution,
Lagrange equation and its solution, and
higher order equations with constant coefficients.

12-7 ANSWERS TO EXERCISES

Exercise 1
Differentiate u partially with respect to x and t, to obtain
U,=f+g, ut=cf-cg
.. 2" 2..
uuc=f+2, u , , = c f + c g.
2
Hence C urr= Utt-
Dots again denote differentiation with respect to the argument of a function as
the case may be. In J; derivative is with respect to x + ct while in g, it is with
respect to x - ct. We shall in fact, follow this convention.
Exercise 2
Since the DE is of order two and the unknown u (x, t) depends on two
variables, therefore, the general solution must involve two arbitrary fimctions
and each depending only on one variable which may not necessarily be the
same. Thus if the given function u (x,y) is a solution, it has to be a general
solution. If again we denote by a dot, the derivative of a function with respect
to its argument, then

Hence u t t = c2 Uxx

Exercise 3
a~ az
Notice that z (x, y ) = O implies that p = - = 0 and q = - = 0 and hence is a
ax 4,
solution of the DE. Differentiating partially with respect to x and y
respectively, we obtain from the second relation
P=2&[1+f]
q =2 4 s

Thus p-q=2G.
It shows that the second relation gives us the general solution. However, the
solution z = 0 is not obtainable from the general solution for any choice off:
The solution z = 0 will be called a singular/special solution.
If we make a particular choice of the arbitrary function f say a linear function
 then the general solution yields a particular solution
& = a + ( l + b)x+ by.
Exercise 4
Subsidiary equations are
dw d~ dz

The two sets of equations dy = dx and dz = a) yield y - x = constant,

z -y = const. as two independent solutions. General integral, therefore, is given
+
by 4 ( y - x, z -y) = 0, where is an arbitrary function.
Exercise 5
Subsidiaty equations are

The set 3dx = dy provides us with y - 3x = a as one of the independent

solutions. Its use in the last two fractions yields

Hence ---
lln(5z+tana.)=p.
3 5
On substitution for a , one gets

as another independent solution. Thus the general solution is given by

Exercise 6
Subsidiary equations are

which yields x +y = constant and x - & = constant, as two independent

solutions. Hence 4 (x +y, x - 4)= 0 represents the general solution of the
given differential equation.
Notice that z = 0 satisfies the given PDE, though it is impossible to get a
function <f, which yields this solution. Thus z = 0 is a special solution.
Exercise 7
If p is assumed to be an arbitrary parameter a then the PDE determines q to
be 3 2 . We may, therefore, put

that is, z=ax+3Jy+b

 describes the complete integral where a and b are arbitrary parameters.
Since (p, q, - l ) , that is, (a, 3a2, - 1 ) denotes a normal vector at any point of
an integral surface described by the PDE, equation of the tangent plane
through (- 1: 0,O) to the integral suiface is given by

a(x+1)+3a2y-z=0.

Let
(a+8)(x+ 1)+3 ( U + ~ ) ~ ~ - Z = O

denote a neighbouring tangent plane through (- 2 , 0 , 0 ) for a small value of

8 (8 <<a). The equation of the line of intersection of the two planes is given by

For small values of 8 , it yields

that is,

Eliminate the parameter a , to get the Monge cone

The family of generators described by the equation (A) for different values of
a denote characteristic curves through (- 1 , 0 , 0 ) .
Exercise 8
In 'this equation M =y2 +xy, N = - x2 so that the PDE and subsidiary equations
can respectively bc written as

and -
4 -
dx - --- du
2 -y'+xj u (2y + 3x1
Each factor in the last equations is equal to

u
Hence -- = constant is one independent solution.
d
One may not bother to determine the general solution as it, straight away,
gives xy2 as an integrating factor.
Exercise 9
Notice that M = 3 2 y + 2xy +y3 and N = 2 +y2. The PDE and the subsidiary
 equations ase, theacfore, given by

and --& 4v-- -- d?! - --

X ~ + ~ ~ - - ( ~ . X ? 32i(J?tJ7)
~ + ~ Y + ~ )

First and third ratios yield

while the first and fourth ratio gives

d(33.y +?)-
-3 d =
~-
a3 +.v3
Hence &-!e = constant and ( 3 3y +$) 'e = constant are the two independent
solutions of the subsidiary equztions. General integral of the PDE is given by
u = e3"f [ ( 3 2y +?) e3E] where ,f is an arbitrary function. It also shows that e3"
is one of the integrating factors.
Exercise 10
The PDE can alternatively be put as

The characteristic equation correqponding to the DE is

(2h+ 1 ) ( h + 2 ) = 0
1
whose roots are - - - 2. The general solution of the PDE can therefore be
7
2
written as
u=f(2y - x ) + g ( y - D )
where f and g are arbitrary functions.
Exercise 11
The equation can alternatively be written as
(2D-D,)(D-2Dl)~=24(y-~)
If u, (x, y) denotes the particular integral then

4 +g ( 2 4x1
u (x,Y) =f( Y + 2 ~ + uo (x,Y)
where f and g are arbitrary functions and
 where c is to be replaced by y + 2x. Thus

= fir" + 3x3.
Hence u (1, y ) = 3x2 ( x + 2 y ) +f ( y + 2 x ) + g ( 2 y + x ) .
Exercise 12
The equation can be written as
( D - L ) , ) ~ Ux=+ 2~y
If uo (1, y ) is the particular solution, then

u (x,Y) = f ( x + y ) + x g (x +Y) + UO (x>Y)

where

= e 2y + x .
x + 2,:
Hence u (x, y ) =f ( x +y> + xg (x +y ) + e is the required general solution.