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CHAPTER-1

Origin of Partial Differential Equations

1.1 Introduction
We are familiar with ordinary differential equations which
involve only two variables, one independent variable and the other
dependent variable alongwith its derivatives with respect to the
independent variable. Many practical problems in physical and
engineering sciences, when formulated mathematically give rise
special type of differential equations which involve two or more
independent variables and one dependent variable alongwith its
one or more partial derivatives with respect to the independent
variables. These special type of differential equations are known as
partial differential equations. Partial differential equations are
employed to predict and control the static and dynamic properties
of constructions, weather, burning of gas in vehicle engines, flow
of blood in human veins, thermal inhibition of tumors, magnetic
resonance imaging, computer tomography in medicine and in
various fields of study.
1.2 Definition of a Partial Differential Equation
The differential equation involving the dependent variable
and its one or more partial derivatives with respect to the
independent variables is called partial differential equation.
When we consider the case of two independent variables, we
usually assume them to be x and y and the dependent variable is
taken as z. In this case, we adopt the following notations throughout
the study of partial differential equations:
2

2 2 2
∂z ∂z ∂ z ∂ z ∂ z
p= , q= , r= 2 , s= , t= 2
∂x ∂y ∂x ∂x ∂ y ∂y
The above notations are due to Monge and therefore, are
known as Monge’s notations. Few examples of partial differential
equations are given below:
∂ z ∂z ∂z ∂z
(i) + =z (ii) x +y =xz
∂x ∂ y ∂x ∂y
2 2
∂z ∂z ∂ z
(iii) ( )
∂x
+
∂y
= yz (iv)
∂ x2
=5 x

∂2 z ∂2 z ∂z ∂2 z ∂2 z
(v) + =0 (vi) + + =0
∂ x2 ∂ y2 ∂ x ∂ x ∂ y ∂ y2

∂z ∂z ∂2 z ∂2 z ∂2 z
Using p for , q for , r for 2 , s for ∧t for 2 ,
∂x ∂y ∂x ∂ x ∂ y ∂y
the above partial differential equations may be written as:
(i) p+q=z (ii) x p+ yq=xz

(iii) p2 +q= yz (iv) r =5 x

(v) r +t=0 (vi) p+ s+t=0


Thus, we see that the most general form of a partial
differential equation is f ( x , y , z , p , q , r , s ,t )=0.

When we consider the case of n independent variables, we


take them to be x 1 , x 2 … . , x n and z is then regarded as the dependent
variable. In this case, we often use the following notations :
∂z ∂z ∂z ∂z
. p1 = , p2 = , p 3= ,……, pn=
∂ x1 ∂ x2 ∂ x3 ∂ xn

1.3 Order of a Partial Differential Equation


3

The order of a partial differential equation is defined as the


highest order of partial derivative occurring in the partial
differential equation. In Art 1.2, the equations (i), (ii) and (iii) are
partial differential equations of order one because in each of these
equations, the highest order of partial derivatives is one. The partial
differential equations (iv),(v) and (vi) are partial differential
equations of order two.
1.4 Degree of a Partial Differential Equation
The degree of a partial differential equation is defined as the
degree (or exponent) of the highest order partial derivative occuring
in the partial differential equation after rationalization of the
equation i.e. as far as partial derivatives are concerned, they are
made free from radicals and fractions. In Art. 1.2, equations (i), (ii),
(iv), (v) and (vi) are the partial differential equations of degree one
and equation (iii) is a partial differential equation of degree two.

∂2 z
To find the degree of the partial differential equation 2 =
∂x
1/ 2 2 2
∂z ∂ z ∂z
(1+
∂y ) ( )
, we first write it as
∂x
2 = 1+
∂y
and then we can say

that the degree of the given partial differential equation is two.


1.5 Linear and Non-linear Partial Differential Equations
A partial differential equation in which the dependent variable
and its partial derivatives occur only in the first degree and are not
multiplied together, i.e. their coefficients are either constants or
functions of x and y is called a linear partial differential equation.
A partial differential equation which is not linear is called a non-
linear partial differential equation. In Art 1.2, the equations (i),
(ii) (iv), (v) and (vi) are linear partial differential equations while
equation (iii) is a non-linear partial differential equation.
1.6 Homogeneous and Non-homogeneous Linear Partial
Differential Equations
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A linear partial differential equation with constant coefficients


in which all the partial derivatives are of same order, is called as
homogeneous linear partial differential equation, otherwise it is
called as non- homogeneous linear partial differential equation.
In Art 1.2, the equations (i),(ii), (iii), (iv) and (v) are homogeneous
linear partial differential equations while equation (vi) is a non-
homogeneous linear partial differential equation.
1.7 Origin of Partial Differential Equations
Many practical problems of physical and engineering
sciences, when formulated mathematically, give rise to partial
differential equations. By doing some practice, we shall find how
partial differential equations arise. Here, we shall show how partial
differential equations can be derived by the elimination of arbitrary
constants or arbitrary functions appearing in the relation between
independent and dependent variables as follows:
1.7.1 Derviation of Partial Differential Equations by
Elimination of Arbitrary Constants
Let us consider the following relation (equation) :
ϕ ( x , y , z , a , b ) =0 …(1)

where a and b are arbitrary constants and z is regarded as the


function of two independent variables x and y.
We now form a partial differential equation by eliminating the
arbitrary constants a and b from (1) in the following manner:
Differentiating (1) partially w.r.t. x and y, we get
∂ϕ ∂ϕ
+ p=0 …(2)
∂ x ∂z
∂ϕ ∂ϕ
and + q=0 …(3)
∂ y ∂z
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From equations (1), (2) and (3), the arbitrary constants a and b
can be eliminated to obtain a relation between x , y , z, p and q. Let
the resulting equation (i.e. the relation between x , y , z, p and q) be
f ( x , y , z , p , q )=0 …(4)

which is a partial differential equation. More precisely, it is a partial


differential equation of order one.
While deriving the partial differential equation from the given
relation by elimination of arbitrary constants appearing in the
relation, the following three situations may arise:
Situation No 1. When the number of arbitrary constants in the
given relation (equation) is equal to the number of independent
variables, then the elimination of the arbitrary constants shall give
rise to a unique partial differential equation of order one as shown
in the following example:
Example: Eliminate the arbitrary constants a and b from the
relation z=ax+by.
Solution. Given that z=ax+by …(1)
where a and b are arbitrary constants to be eliminated.
Differentiating (1) partially w.r.t. x and y, we have
∂z
=a or p=a …(2)
∂x
∂z
and =b or q=b …(3)
∂y
Eliminating a and b from (1), (2) and (3), we get
z= px+ qy …(4)
which is a unique partial differential equation of order one.
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Situation No 2. When the number of arbitrary constants in the


given relation (equation) is less than the number of independent
variables, then the elimination of arbitrary constants shall give rise
to multiple partial differential equations of order one as shown in
the following example:
Example: Eliminate the arbitrary constant a from the relation
z=ax+ y.

Solution. Given that z=ax+ y …(1)


where a is an arbitrary constant to be eliminated.
Differentiating (1) partially w.r.t. x, we get
∂z
=a or p=a …(2)
∂x
Again, differentiating (1) partially w.r.t. y, we get
∂z
=1 or q=1 …(3)
∂y
Now, eliminating a from (1) and (2), we get
z= px+ y …(4)
which is a partial differential equation of order one.
Again, since equation (3) does not contain the arbitrary
constant a, therefore, it may be taken as a partial differential
equation under consideration. More precisely, equation (3) is also a
partial differential equation of order one.
Thus, we get two partial differential equations i.e., multiple
partial differential equations given by (3) and (4), each of order
one.
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Situation No 3. When the number of arbitrary constants in the


given relation (equation) is greater than the number of independent
variables, then the elimination of arbitrary constants shall give rise
to a partial differential equation of order usually greater than one as
shown in the following example:
Example : Eliminate the arbitrary constants a, b and c from the
relation z=ax+by + cxy.
Solution. Given that z=ax+by + cxy …(1)
where a , b∧c are the arbitrary constants to be eliminated.
Differentiating (1) partially w.r.t. x and y, we get
∂z
=a+cy …(2)
∂x
∂z
and =b+cx …(3)
∂y
Again, differentiating (2) partially w.r.t. x, we get

∂2 z
2
=0 …(4)
∂x
Similarly, differentiating (3) partially w.r.t. x, we get

∂2 z
=c …
∂x ∂ y
(5)
Next, differentiating (3) partially w.r.t. y, we get

∂2 z
=0 …(6)
∂ y2
Now, multiplying both sides of equation (2) by x, we get
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∂z
x =ax+ cxy …(7)
∂x
Similarly, multiplying both sides of equation (3) by y, we get
∂z
y =by + cxy …(8)
∂y
Now, adding the corresponding sides of (7) and (8), we get
∂z ∂z
x +y =ax+ by+ cxy +cxy …(9)
∂x ∂y
Using (1) and (5) in equation (9), we get

∂z ∂z ∂2 z
x +y =z + xy …(10)
∂x ∂y ∂x ∂ y
Thus, we have three partial differential equations i.e., multiple
partial differential equations given by (4), (6) and (10), each of order
two.

Remarks: From the above, it is observed that if the number of


arbitrary constants to be eliminated from the given relation is less
than or equal to the number of independent variables, then there
exists partial differential equations of order one. Further, if the
number of arbitrary constants to be eliminated is greater than the
number of independent variables, then there exists partial
differential equations of order two or of higher order.
SOLVED EXAMPLES
Example 1. Eliminate the arbitrary constants a and b from equation
z = ax + by to form a partial differential equation. Also, find the
order and degree of this partial differential equation.
Solution: Given that z = ax + by …(1)
Differentiating (1) partially w.r.t. x and y, we get
9

∂z
=a or p=a …(2)
∂x
∂z
and =b or q=b …(3)
∂y
Eliminating a and b from equation (1) with the help of
equations (2) and (3), we get
px+ qy=z …(4)
which is the required partial differential equation. The order and
degree of this partial differential equation are both one.
Example 2. Form the partial differential equation corresponding to
z=( x +a ) ( y+ b), where a and b are arbitrary constants.

Solution: Given that z=( x +a )( y +b ) …(1)

Differentiating (1) partially w.r.t. x and y, we get


p=( y +b) …(2)

and q=( x+ a) …(3)

Eliminating a and b from equation (1) with the help of


equations (2) and (3), we get
pq= z …(4)
which is the required partial differential equation.
Example 3. Find the partial differential equation by eliminating the
arbitrary constants a and b from z=( x 2 +a 2) ( y 2 +b 2) .

Solution: Given that z=( x 2 +a 2) ( y 2 +b 2) …(1)

Differentiating (1) partially w.r.t. x and y, we get


10

2 2
p=2 x ( y 2+ b2 ) and q=2 y ( x + a ) …(2)

2 2 p 2 2 q
∴ y +b = and x +a = …(3)
2x 2y
Eliminating a and b from (1) with the help of (3), we get

q p
z= ( )( )
2y 2x
or pq = 4xyz …(4)

which is the required partial differential equation.


Example 4. Find the partial differential equation by eliminating the
x y z
arbitrary constants a and c from + + =1.
a a c
x y z
Solution : Given that + + =1 …(1)
a a c
Differentiating (1) partially w.r.t. x and y, we get
1 p
+ =0 …(2)
a c
1 q
and + =0 …(3)
a c
Subtracting (3) from the corresponding sides of (2), we get
1
( p−q )=0 or p−q=0 …(4)
c
which is the required partial differential equation.
Example 5. Form a partial differential equation of order two by
eliminating the arbitrary constants a and b from z=aeby sin bx .

Solution. Given that z=aeby sin bx …(1)


11

where a and b are arbitrary constants.


Differentiating (1) partially w.r.t. x and y, we get
∂z by
=ab e cos bx …(2)
∂x
∂z
and =ab e by sin bx …(3)
∂y
Again, differentiating (2) partially w.r.t. x and (3) partially
w.r.t. y, we get

∂2 z 2 by
2
=−a b e sin bx …(4)
∂x
2
∂ z 2 by
and 2
=a b e sin bx …(5)
∂y
Adding the corresponding sides of (4) and (5), we get
2 2
∂ z ∂ z
2
+ 2 =0 …(6)
∂x ∂ y
which is the required partial differential equation. More precisely, it
is a partial differential equation of order two.
Example 6. Form multiple partial differential equations of order
one by eliminating the arbitrary constant a from 2 z=( ax + y )2.

Solution. Given that 2 z=( ax + y )2 …(1)

Differentiating (1) partially w.r.t. x and y, we get


∂z
=a ( ax+ y ) or p=a ( ax+ y ) …(2)
∂x
12

∂z
and =ax+ y or q=ax + y …(3)
∂y
Dividing (2) by the corresponding sides of (3), we get

p a ( ax+ y ) p
= or a= …
q ax+ y q
(4)
Substituting this value of a from (4) in (3), we get
p px +qy
q= x+ y= or px+ qy=q 2 …(5)
q q
which is a partial differential equation of order one.
Again, substituting the value of a from (4) in (2), we get

p p p
p= (
q q )
x+ y = 2 ( px+ qy )
q
or px+ qy=q 2

This partial differential equation is same as (5).


Next, substituting the value of a from (4) in (1), we get
2
p 1
( )
2 z= x + y = 2 ( px +qy )
q q
2

or ( px+ qy )2=2 q2 z …(6)

which is another partial differential equation of order one.


Thus, we have two partial differential equations of order one.
Example 7. Eliminate the arbitrary constants a , b∧c from the
relation z=ax2 +bxy + cy 2 to form a partial differential equation.

Solution. Given that z=ax2 +bxy + cy 2 …(1)


13

Differentiating (1) partially w.r.t. x and y, we get


∂z
≡ p=2 ax +by …(2)
∂x
∂z
and ≡q=bx +2 cy …(3)
∂y
Again, differentiating (2) partially w.r.t. x, we get

∂2 z
2
≡ r=2 a …(4)
∂x
Next, differentiating (3) partially w.r.t. x and y, we get

∂2 z
≡ s=b …(5)
∂x ∂ y

∂2 z
and ≡t=2 c …(6)
∂ y2
Now, using the values of a, b and c respectively from (4), (5)
and (6) in equation (1), we get
1 1
z= x 2 r + xys + y 2 t or x 2 r +2 xys + y 2 t=2 z …(7)
2 2
which is the required partial differential equation. More precisely, it
is a partial differential equation of order two.
Example 8. Eliminate the arbitrary constants a, b and c from
z=a ( x + y ) +b ( x− y )+ abt + c to obtain a partial differential equation.
What is the order and degree of this partial differential equation ?

Solution. Given that z=a ( x + y ) +b ( x− y )+ abt + c …(1)

Differentiating (1) partially w.r.t. x, y and t, we get


14

∂z
=a+b …(2)
∂x
∂z
=a−b …(3)
∂y
∂z
and =ab …(4)
∂t

We know that ( a+ b )2−( a−b )2=4 ab …(5)

Therefore, by using (2), (3) and (4) in identity (5), we get


2 2
∂z ∂z ∂z
( ) ( )
∂x

∂y
=4
∂t
…(6)

which is a partial differential equation of order one and degree two.


EXERCISE 1(A)

Form the partial differential equations by eliminating the


arbitrary constants a, b, c (as the case may be) from the following :

1. z=ax+ a2 y 2 +b 2. az +b=a 2 x + y

3. ax +by +cz =1 4. z=ax 4 +by 4

5. z=ax+by + a2+ b2 6. z=( x 2 +a ) ( y 2+ b)

7. Find the partial differential equation of all spheres whose centres


(i) lie on the z-axis, (ii) lie on the x-axis.

[Hint: (i) x 2+ y 2+( z−c )2=k 2, (ii) ( x−a)2 + y 2 + z 2=k 2 ¿

8. Find the partial differential equation of the family of spheres of


radius 5 units with centers on the plane x = y.
ANSWERS
15

1. q=2 x p2 2. pq=1

3. r =0 or s=0 or t=0 4. px+ qy=4 z

5. px+ qy+ p 2+ q2=z 6. pq=4 xyz

7. (i) xq+ yp=0 (ii) ( p2 +q 2 ) y 2 +q 2 z 2=k 2

8. ( x− y )2 ( p2+ q2 +1 ) =25( p−q)2

1.7.2 Derivation of Partial Differential Equation by Elimination


of Arbitrary Function ϕ from ϕ ( u , v )=0

Let us consider the following arbitrary function:


ϕ ( u , v )=0 …(1)

where u and v are the functions of x , y ∧z . Here, we treat z as


dependent variable and x and y as the independent variables so that
∂z ∂z ∂y ∂x
=p, =q , =0 and =0
∂x ∂y ∂x ∂y
We now form a partial differential equation by eliminating the
functions u and v from (1) as follows:
Differentiating (1) partially w.r.t. x, we get

∂ ϕ ∂ u ∂ ϕ ∂u ∂ z ∂ϕ ∂v ∂ϕ ∂v ∂z
( +
∂u ∂ x ∂ u ∂ z ∂ x
+ )( +
∂v ∂ x ∂v ∂ z ∂ x
=0 )
∂ ϕ ∂u ∂ u ∂ϕ ∂ v ∂v
or ( +
∂u ∂ x ∂ z
p + ) (
+
∂v ∂ x ∂ z
p =0 )
∂ϕ ∂ϕ ∂v ∂ v ∂u ∂u
or /
∂u ∂ v
=−
∂x
+p( /
∂ z ∂x
+p
∂z )( ) …
(2)
16

Similarly, differentiating (1) partially w.r.t. y, we get

∂ϕ ∂u ∂u ∂ϕ ∂v ∂v
( +
∂u ∂ y ∂z
q +) ( +
∂v ∂ y ∂ z
q =0 )
∂ϕ ∂ϕ ∂v ∂v ∂u ∂u
or /
∂u ∂ v
=− (
∂y
+q /
∂z ∂ y
+q)(
∂z ) …
(3)
∂ϕ ∂ϕ
Eliminating ϕ i.e., / from (2) and (3), we get
∂u ∂ v

∂v ∂v ∂u ∂u ∂v ∂v ∂u ∂u
( ∂x
+p
∂z )( ∂y
+q
∂z)(

∂y
+q
∂z )( ∂x
+p
∂z )
=0 …(4)

which can also be put in the form Pp+Qq=R …(5)

∂ u ∂ v ∂ u ∂ v ∂(u , v )
where P= − =
∂ y ∂ z ∂ z ∂ y ∂( y , z)
…(6)

∂ u ∂ v ∂u ∂ v ∂(u , v )
Q= − =
∂ z ∂ x ∂ x ∂ z ∂(z , x )
…(7)

∂u ∂ v ∂ u ∂ v ∂(u , v)
and R= − =
∂ x ∂ y ∂ y ∂ x ∂( x , y)
…(8)
Equation (5) is a linear partial differential equation of order
one and degree one for which ϕ ( u , v )=0 is a solution.

The partial differential equation of the form Pp+Qq=R ,


where P, Q and R are functions of x , y ∧z is called as Lagrange’s
linear partial differential equation.
17

Note: If the given relation between x, y and z contains two or more


arbitrary functions, then in general their elimination gives rise to the
partial differential equation of order two or of higher order.
The following solved examples will illustrate the formations
and derivations of partial differential equations of various orders:
SOLVED EXAMPLES
Example 1. Obtain a partial differential equation from the relation
z = x + y + f(xy).What is the order of this partial differential
equation ?
Solution : Given that z = x + y + f(xy) …(1)
Differentiating (1) partially w.r.t. x and y, we get

p=1+ y f ' ( xy ) …(2)

and q=1+ x f ' ( xy ) …(3)

Multiplying equation (2) by x and (3) by y, we get


'
px=x+ xy f ( xy) …(4)

and qy = y+ xy f ' (xy) …(5)

Subtracting (5) from the corresponding sides of (4), we get


px−qy=x − y …(6)
which is the required partial differential equation of order one.
Example 2. Obtain the partial differential equation corresponding
to z = f ( sin x +cos y ) . What is the order of this partial differential
equation ?

Solution: Given that z = f ( sin x +cos y ) …(1)

Differentiating (1) partially w.r.t. x and y, we get


18

'
p=cos x f ( sin x +cos y ) …(2)
'
and q=−sin y f ( sin x+ cos y ) ...(3)

Multiplying (2) by sin y and (3) by cos x and then adding


together, we get
p sin y+ q cos x=0 …(4)
which is the required partial differential equation of order one.
Example 3. Obtain a partial differential equation by eliminating the
arbitrary function f from x + y + z=f ( x 2 + y 2 + z 2 ).

Solution : Given that x + y + z=f ( x 2 + y 2 + z 2 ) …(1)

Differentiating (1) partially w.r.t. x and y, we get


' 2 2 2
1+ p=f ( x + y + z ) (2 x+2 zp) …(2)

and 1+q=f ' ( x 2 + y 2+ z2 ) (2 y +2 zq) …(3)

Dividing (2) by the corresponding sides of (3), we get


1+ p x+ zp
= i.e. ( 1+ p ) ( y+ zq ) =( 1+ q ) (x + zp)
1+q y + zq
This can also be written in the following form
( y−z ) p+ ( z−x ) q=x − y …(4)

which is the required partial differential equation.


Example 4. Eliminate the arbitrary functions f and g from the
relation z = f(x + iy) + g (x – iy), where i2 =  1 to obtain a partial
differential equation. What is the order of this partial differential
equation ?
Solution : Given that z = f(x + iy) + g (x – iy) …(1)
19

Differentiating (1) partially w.r.t. x and y, we get


∂z ' '
p= =f ( x+iy ) +g (x−iy) …(2)
∂x
∂z ' '
and q= =i f ( x +iy )−i g ( x−iy ) …(3)
∂y
Again, differentiating (2) partially w.r.t. x and (3) partially
w.r.t. y, we get

∂2 z ' '
r = 2 =f ( x +iy )+ g (x-iy …(4)
∂x
2
∂ z 2 '' 2 ''
and t= 2 =i f ( x +iy ) +i g ( x−iy ) …(5)
∂y
Again, using i2 =  1 in equation (5), we obtain

∂2 z '' ''
t= 2 =− [ f ( x +iy ) + g ( x−iy ) ] …(6)
∂y
Now, adding the corresponding sides of (4) and (6), we get

∂2 z ∂2 z
2
+ 2 =0 or r +t=0 …(7)
∂x ∂ y
which is the required partial differential equation of order two.

Example 5. Eliminate the arbitrary functions ϕ and ψ from the


relation z=xϕ ( y )+ yψ ( x) to obtain a partial differential equation.

Solution : Given that z=xϕ ( y )+ yψ ( x) …(1)

Differentiating (1) partially w.r.t. x and y, we get


∂z
p= =ϕ ( y )+ yψ ' (x) …(2)
∂x
20

∂z
and q= =xϕ ' ( y ) +ψ ( x ) …(3)
∂y
Again, differentiating (3) partially w.r.t. x, we get

∂2 z '
s= =ϕ ( y ) +ψ ' (x) …(4)
∂x∂y
Multiplying (2) by x and (3) by y and then adding together, we
get
' '
xp+ yq=xϕ ( y ) + yψ ( x ) + xy [ ψ ( x ) +ϕ ( y ) ]

or xp+ yq=z + xys, by using (1) and (4)


or px+ qy−z=sxy …(5)
which is the required partial differential equation.

EXERCISE 1(B)
1. Find the partial differential equation by eliminating the arbitrary
function f from the following relations:

(i) z=f ( x +ay ) (ii) z=f ( x2 + y 2 + z 2 )

2. Eliminate f from f ( x 2 + y 2 + z 2 , z 2−2 xy )=0 to obtain the


corresponding partial differential equation.

3. Eliminate f from z=eax +by f ¿) to obtain the corresponding partial


differential equation.

4. Eliminate ϕ from lx +my +nz=ϕ ( x 2 + y 2+ z2 ) to obtain the


corresponding partial differential equation.

5. Eliminate ϕ from ϕ ( x 2+ y 2+ z 2 , x + y + z ) =0 to obtain the


corresponding partial differential equation.
21

6. Eliminate ϕ from ϕ ( x 2+ y 2+ z 2 , xyz ) =0 to obtain the


corresponding partial differential equation.
7. Form a partial differential equation by eliminating the arbitrary
functions f and g from z=f ( x2 − y ) + g ( x 2+ y ) .

8. Form a partial differential equation by eliminating the arbitrary


functions f and g from z= y f ( x ) + x g ( y ).

9. Eliminate the arbitrary functions f , g and h from the relation


2
z=f ( x −ay ) + x g ( x−ay )+ x h ( x −ay )

ANSWERS

1. (i) q=ap (ii) py=qx

2. z ( p−q )= y−x 3. bp+ aq=2 abz

4. ( l+np ) y + ( lq−mp ) z=(m+ nq) x

5. ( z− y ) p+ ( x−z ) q= y−x

6. px ( z 2− y 2 ) + qy ( x 2−z 2 )=z ( y 2−x 2 )

7. p=rx−t x 3 8. z= px+ qy−sxy

∂3 z ∂3 z ∂3 z
3
2 3 ∂ z
9. 3 +3 a +3 a +a =0
∂x ∂ x ∂ y2 ∂ x2 ∂ y ∂ y3
1.8 Solutions or Integrals of Partial Differential Equations
The relation between the dependent variable and independent
variables obtained from the given partial differential equation is
called a solution or integral of partial differential equation,
provided the values of dependent variable and its partial derivatives
satisfy the partial differential equation. In other words, the solution
of a partial differential equation means the derivation of all values
22

of the dependent variable as functions of independent variables


which when substituted in the given partial differential equation
render it an identity.
1.9 Direct Integration of Partial Differential Equations
Certain partial differential equations may be integrated
directly. For the purpose of solution, let us consider the partial
∂z
differential equation =xy . Integrating it w.r.t. x, we get the
∂x
2
x y
solution as z= + f ( y), where f(y) is an arbitrary function of y. It
2
may be observed that in general, if in a partial differential equation,
the dependent variable z occurs only in the partial derivatives, then
the equation can be solved by direct integration.
The methods of solution of partial differential equations by
direct integration are illustrated by following examples:

SOLVED EXAMPLES
2
∂z ∂ z
Example 1. Solve (i) =0 and (ii) =0 by direct integration.
∂x ∂x
2

∂z
Solution :(i) We have =0 …(1)
∂x
Integrating equation (1) with respect to x, we get
z=f ( y ) …(2)

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

∴ The solution of the given PDE is given by (2).

∂2 z
(ii) Here, we have =0 …(3)
∂ x2
23

Integrating equation (3) with respect to x, we get


∂z
=f ( y ) …(4)
∂x
Again, integrating (4) with respect to x, we get
z=xf ( y ) + g( y ) …(5)

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

∴ The solution of the given PDE is given by (5).


2
∂ u −t
Example 2. Solve =e cos x .
∂x ∂t
2
∂ u −t
Solution : We have =e cos x …(1)
∂x ∂t
Integrating equation (1) w.r.t. x, we get
∂u −t
=e sin x+ f (t ) …(2)
∂t
Again, integrating equation (2) w.r.t. t, we get

u=−e−t sin x+ F ( t ) + g ( x) …(3)

where f(t) and g(x) are arbitrary functions and F ( t )=∫ f (t) dt .

∴ The solution of the given PDE is given by (3).

∂2 z
Example 3. Solve 2
=sin ( xy).
∂y

∂2 z
Solution : We have =sin ( xy) …(1)
∂ y2
24

Integrating equation (1) w.r.t. y, we get

∂ z −cos (xy )
= + f ( x) …
∂y x
(2)
Again, integrating equation (2) w.r.t. y, we get
−sin(xy )
z= 2
+ yf ( x ) + g( x ) …(3)
x

where f ( x) and g(x ) are arbitrary functions.

∴ The solution of the given PDE is given by (3).

∂2 z
Example 4. Solve =sin x sin y, where it is given that
∂x ∂ y
∂z π
=−2sin y , when x=0 and z=0, when y is odd multiple of .
∂y 2

∂2 z
Solution : We have =sin x sin y …(1)
∂x ∂ y
Integrating equation (1) w.r.t. x, we get
∂z
=−cos x sin y + f ( y ) …(2)
∂y
∂z
Given that =−2sin y , when x=0 …(3)
∂y
Hence, from equation (2), we have
−2 sin y=−sin y + f ( y ) or f ( y ) =−sin y
∂z
Hence, from (2), we get =−cos x sin y −sin y …(4)
∂y
Again, integrating (4) with respect to y, we get
25

z=cos x cos y +cos y+ g (x) …(5)


π
Again, it is given that z=0 , when y=(2 n+1) …(6)
2
Hence, from equation (5), we get
0=0+0+ g ( x )∨g ( x )=0 …(7)
∴ From (5), we have z=cos x cos y +cos y

or z=cos y ¿ …(8)

∴ The solution of the given PDE is given by (8).


Example 5. Solve the following simultaneous equations:
∂z y∧∂ z
=3 x− =−x +cos y
∂x ∂y
∂z
Solution : Given that =3 x− y …(1)
∂x
Integrating equation (1) w.r.t. x, we get

3 x2
z= − yx + f ( y ) …(2)
2
where f(y) is an arbitrary function of y.
Now, differentiating (2) partially w.r.t. y, we get
∂z
=−x+ f ' ( y ) …(3)
∂y
∂z
Also, it is given that =−x+ cos y …(4)
∂y
From equations (3) and (4), we obtain
26

'
f ( y )=cos y so that f ( y ) =sin y +c …(5)

where c is an arbitrary constant.

Now, putting f ( y ) =sin y +c in (2), we get


2
3x
z= −xy +sin y +c …(6)
2
which is the desired solution of the given simultaneous equations.
EXERCISE 1 (C)

1. Solve the following partial differential equations :

∂2 z ∂2 z 2 2
(i) =cos x (ii) =x + y
∂ x2 ∂x ∂ y

∂2 z 2
∂ z
(iii) 2
=xy (iv) =2 ( x + y )
∂x ∂x ∂ y

∂2 z −y
2. Solve =e cos x, where it is given that z=0 , when y=0
∂x ∂ y
∂z
and =0, when x=0.
∂y
3. Solve the following simultaneous equations:
∂z y∧∂ z
=6 x +3 =3 x−4 y
∂x ∂y
∂2 z
=e cos y, where it is given that z=0 , when x=0
−x
4. Solve
∂x ∂ y
∂z
and =0 , when y=0.
∂x
∂2 z 1
5. Solve xys=1 [Hint: xys=1 can be written as = ]
∂ x ∂ y xy
ANSWERS
27

2 3
x y xy
1. (i) z=−cos x+ xf ( y ) + g( y) (ii) z= + + f ( x )+ g (x)
3 3

x3 y
(iii) z= + xf ( y )+ g ( y) (iv) z=xy ( x+ y )+ f ( x )+ g ( y )
6

2. z=sin x ( 1−e− y ) 3. z=3 x 2+ 3 xy −2 y 2+ c

4. z=sin y ( 1−e−x ) 5. z=log x log y+ f ( x )+ g ( y )

OBJECTIVE TYPE QUESTIONS

1. The order the PDE p tan y +q tan x=sec 2 z is

(a) 1 (b) 2 (c) 0 (d) none of these

∂2 z ∂z 1 /2
2. The degree of the PDE
∂x
2
= 1+
∂y ( ) is

(a) 1 (b) 2 (c) 0 (d) none of these


2 3
∂z ∂ z ∂z
3. The degree of the PDE
∂x ∂y ( )
+ 3 =2 x
∂ x
is

(a) 1 (b) 2 (c) 0 (d) none of these


4. The PDE obtained by eliminating arbitrary constants a and b
from z=ax2−by 2 is

(a) px+ qy=3 (b) px−qy=2 z

(c) px+ qy=2 z (d) p2 x −q2 y=z

5. The PDE obtained by eliminating the arbitrary function ϕ from


z=ϕ ( x + y ) is

(a) pq=3 (b) p+q=z


(c) p=q (d) pq=1
28

6. The order of the PDE r + s+t=0 is


(a) 0 (b) 1 (c) 2 (d) 3
2 2 2
∂z ∂z ∂ z ∂ z ∂ z
7. The notations p ≡ ,q≡ ,r≡ 2 ,s ≡ and t= 2
∂x ∂y ∂x ∂x ∂ y ∂y
are known as
(a) Euler’s notations (b) Cauchy’s notations
(c) Leibnitz notations (d) Monge’s notations
8. Elimination of the arbitrary constants from any given relation,
when the number of arbitrary constants is equal to the number of
independent variables, gives rise to a partial differential equation of
order
(a) 1 (b) 2 (c) 3 (d) 0
9. Elimination of the arbitrary constants from any given relation,
when the number of arbitrary constants is greater than the number
of independent variables, gives rise to a partial differential equation
of order
(a) 1 (b) 2 (c) 3 (d) >1
ANSWERS
1. (a) 2. (b) 3. (a) 4. (b) 5. (c)
6. (c) 7. (d) 8. (a) 9. (d)

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