LINEAR PARTIAL DIFFERENlI;\t

EQUATIONS WITH CONSTANT COEFFICIENls

' . d Non-homogeneous linear equations with
3 1. tJornoge".f u~a:i differential equation in which the dependent ~on.
staot ~oeflicie~ts. . paa~pear only in the first degree and are not multi
able and its ?envaffitiv~snts being constants or functions ofx and y, is knownie
pt~
'"h
toge~ er, thetr. 1coe
diffi 1c1e £'.
ential equation. The genera11onn of sue h an equation.as
18

;:P:::aaxn;:;'8y +. . +A.!~!)+
l;~"axn
' l(J v.r
(n ;•:~~+n,/::~~ +... 0
X X

+B._ ~:~~ )+(M +Mj: )+Noz = f(x,y),

1 0 :; ... (I)
where the coefficients A0, A 1, ••• An, B0, B 1, ... Bn_ 1, M0, M 1 and N are con-
0
stants or functions of x andy. If A0, A1, ... An, B0, B 1, ... Bn_ , M , M andN
1 0 1
are all constants, then ( 1) is called a linear partial differential equation with0
constant coefficients.
For convenience a1ax and a1ay will be denoted by D (or DxJ and D' (or
D) respectively. Then (1) can be rewritten as _
[(Aol)n + A1Dn- ID'+ ... + AnD'n) + (Bcl)n- l + B1Dn-2D, + ··~ + Bn _ iD'n ')
+ (Mof) + M1D') + N0]z =j{x,y), ... (2)
0r, briefly, F(D, D')z =.fix,'}'). .r.-(3)
n 11t;u all the derivatives appearing in (I) are of the same order, then the
resulting equation is called a linear homogeneous partial differential equa-
tion with constant coefficients and it is then of the form
1 11 1
(AJJ' - I+ A1D - D ' + ... + A,P' 11)z =f{x,y). ...(4)
On the other hand, when all the derivatives in (I) are not of the same
or.der, then it is called a non-homogeneous linear partial differential equation
wzth constant coefficients.
32
. · · Solution of a linear homogeneous partial differential equation
with constant coefficients, namely,
(AoDn - 1 + A 1Dn- 'D' + ... + AJ)'n)z =J{x,y), ... (1)
v.·here A A A . .
o, 1, · .. , n are constants. (I) may rewntten as
F(D , D ')z = f(x, y), ...(2)
·' IIC'TC .
F( /) ' /) ') ::::: A Dn - I + A Dn - ID, + + A D '". .. .(3)
0 I ... ,,
A' m the case of 1111et1 r ordinary differential equation with constant coef-
1

114
l,n c~ r ' th e sum of th e so
lutio ns is also a so 1ut1. on.
:. C.F. of (2 ) = cf, 1b' (y + m x) + cf> (y + r) + ... +cf> (y + m,,x) (l ))
I 2 m n ' . ..
J. J. ....
where~,,, 't'2 , .. . , 't',; ar e ar
atrary functions.
Le t m be re d
Ca se II. Repeated roots. . root of (IO) and so consid
er
(D - m p ')( D - mD .~e~eO
... (12)
(D - mD')z = v . 13
Let .. .( )
Then, (7 ) ⇒ . (D - mD ')v == o or (a v/ a. )
x -m (a vl 8y )=. 0 '
() 4)
, &'. g , .. ...
· · L . Hence Lagran · e s auxi 1iary equations are
which ts m agrange s 1onn
E !_ _ d y =dv -. .
I - -= -m O ... (15)
.
t integrals of ( l S) ar ey + m x= c3 _an dv = c4.
As before, two independen
. ... (16)
. v = $(y + mx)
. .. .
as arbitrary funct·10 0 .
1s a solution of {l 4) , cp being
(8z/8x) _ m(az/a.,,u) = J.( y + mx)· · .. (I ?)
U~i~g (1 6) , (1 3) be co m es 't'
.h L ' ~10 La grange's auxiliary equations
are
h ag ra ng e s nn . Its
w 1c is m
dx_dy dz
... (18)
-1 - ~ = $( + mx) y

first tw o fra cti on s of ( 18 ), dy + mdx = O.

Taking th e . .. (19)
y + m x = c .
Integrating, 5
d using ( 19), we get
d th ird fra ction s of ( I 8) an
Taking the first an
dx dz (c )dx = O.
- 1 = cp(cj) so that dz - cf> 5
or z - x$ (y + mx ) = c6, using (19) ... . (20)
In tegrating, z - xcp(c5) = 6 c
om {19) an d (2 0) , th e ge neral solution of (12) is
Fr
or z = 'VC Y + m x) + xd>(v + mx), ... (2 1)
z ·- xcp(y + mx) = 'VCY + m
x)
nc tio ns . (2 1) is a pa rt of C. F. corresponding to
fu
wher~ cp and 'V are arbitrary ra l, if a ro ot 'm ' is repeated 'r' times, -
m. In ge ne
the two times repeated root
F. is
the corresponding pa rt of C.
(y
2
4, + m x) + ... + xr - lcpr(y + mx).
cp 1(y + m x) + x♦ 2 + m x) + x 3(y
fin di ng C .F . of lin ea r ho mogeneous partial
3.4. A working rule fo r
constant coefficients ·
differential equation with
n in standard form
Step 1. Put the given equatio ... (~)
1D' + ... A,,D'n)z = /{x ,y ).
(Aof)n + A 1D n- n
g D by m an d D ' by I in the coefficient of z, we obtai
Step 2. Replacin
( I) as ... (2)
auxiliary equation (A. E.) for
Ao"'n + A1mn-: + ... +A,, =
0.

Step 3. Solve (2) fo rm . Tw

o cases will arise : . -..
, m" (different root s).
Case (i) Let m = m ,, m2, ••• X) + ... + cl>iY + m,,x),
C.F. = 1 ct, (y + m x) + cl> 2 (y + mz
Then, 1
JP . •n··. r; :z
,
.
-i
.
· ' " '· -
-
,
•

Parua 1
/.ltll'ar
Differential Equations with Con
. Stan, Coe
1 1H
;.
.
q, are ar
bttrary functions.
. .rncie~, ,
where~,, 'f 2 ·· ·• " _ , (repeated n times). Then corresponct· 1 1
· ~i
·') Let m - m lllg to
case (" 1) == ♦ (y + m 'x) + xct,i(y + m 'x) + ... + xn - 1 thcser ol
c F. of ( 1
$ (y ~~
..: ponding to a non-repeat ed factor Don LI-I " -+- ~ ·
Case(m) Corres, . .s. of(1 l:),
, . of c.F. IS taken as ♦(y). m ), th~
pru1 _· . Corresponding to a re~ated factor D on L.H.S. of
C•~~~~ as• (Y) + x♦i(Y) + x ♦3{y) + ... + xm- t♦ (y). O),thepatt
of C. F. as WAen ,,. m
· ( ,\ Co-esponding to a non-repeated factor D' on L H S
Case v, 11
· of (l) • • •

part of c.F. is taken as ♦(x). . 'the

Case (vi) Corresponding to a fC9C3JOO factor D':o~ L.H.S. of(l
· part ofC.F. is taken as ♦,(x) + JJ+i(x) + Y ♦3(x) + ... + y - (x). +.. ), th!
· J.4.B. Alternative working rule for finding C.Ji'.
Let the given diff. eqn. be F(D, D ')z = fix, y). Factorize F(D D') .
r
linear factors of the fonn (bD - aD ). Then we use the followmg • ' into
results:
(i) Corresponding to each non-repeated f2ctor (bD - aD '), the part of
r F. is taken as ~(by-+- n y ) .
(ii) Corresponding to a repeated fftor (bD - aD ')"', ~e ofC.F. is fart
a.ken as ♦ 1 (by +ax)+ ~,(by+ ax)+ x ♦,(by+ ax)+ ... + x - ♦.(by+ ax).
(iii) Corresponding to a non-repeated factor D, part of C.F. is taken as ~(y).
(iv) Corresponding to a repeated factor Dm, the part of C.F. is taken as
~i(Y) + x~i(y) + x2~iY) + ... + xm- l~m(y).
(v) Corresponding to a non-repeated factor D ', partofC.F. is takenas~(x).
(vi) Correspond ing to a repeated factor D ,m, the part of C.F. is taken as
+
~i{-t) y<f>i(x) + y2<f>ix) +... + ym- l~m(x).
SOLVED EXAMPLES
[Notations : p = 8z/8x, q = Bzloy, r = a2z!8x2, s = a2z!8xoy and t = clz!o/.)
Ex. 1. Solve (a) r = a2t. [I.A.S. 87 ; Meerut 911
2
(b) (ff zl8x ) - ( frz/8y 2) = 0. (c) (D 3 - 3aDD' + 2a 2D '2)z = 0.
Sol. (a) Given equation is 82z/8x2 = a 2(82z/8y2) or (D 2 - a2D '2)z == 0...(l)
The auxiliary equation of ( 1) is m2 - a 2 = O so that m = a, -a .
.·. The general equation of (I) is z = C.F. = 4> (y +ax)+ 4> (y- ax),
2
where Ii\ and A,
't'_1 '+-'2 are arb'1trary functions.
. I

(b) Proceed as in part (a). [Ans. z = ~,(v + x) + ~2(Y -x)]

~ ') Proceed as in part (a). [Ans. z = ~l(v +ax)+ ~2(Y + 2ax)l
/ ' \ Sol~e (a) (DJ - 6D2D' + l lDD'2 - 6D'J)z = 0.
( ,) (U ~!Ox) ; 7(a3z!OxOy2) + 6(a3zt0/) = 0.
~' ) ( I) - .1D D ' + 2DD ,2)z = 0. 1Meerut 891
lol fo ) 'fheauxi li arveaw1 1inn ic ......,3 L~ .. 2 I. 11 - ., "== 0
~--
}).ii ,·tial Dif/('1
·•
·e11tial h'quations with Coti~ra,
' 11 C'OC'Jrr. .
.JI CIClllS
1
121
, , j(.1 ,-

., l A- 1 , ~ 1 and ~.~ are arb itrary function s.

'·,\.I L' I L l )I' 'i'.. -
1
' ' (I,) The auxili nry equation of the given equation is
(m✓2 )2 = 0
4 2 2
111 +1 == 0 or (111 + 1) - 2n/ == 0 or (ni2 + 1)2 _
(,/ + 1 + Jim)(m + 1 - ✓2m) = 0
2
.
1)r
,,,2 + fim + 1 = 0 or
t 111
2
- ✓2m + l == 0
so tI13
- 1± i)I✓2 , o± i)I Ji .
::? rn :::: <

Let z1 == 1 + i)/fi and z2 = (1 + i)/Ji then m = z z z 2- 2 ·

(-
• ' ' 1, 1, 2,
Here z1 and z2 denote complex conjugate of z I and 22 respectively.
Hence the general solution of the given equation is
z = $1(y + z 1x) + $/y + z1x) + $3(y + zi-t) + $/y + z2 x),
where ~I' ~ 2, $3, $4 are arbitrary functions.
3.5. Method of finding particular integral (P.I.) of a linear homoge-
neous partial differential equation F(D, D ')z = f(x, y).
1 ( 1)
Particular Integral (P .I.) = F(D, D ') J'r.(x ' y) . ...

F( v'. D,) f (x, y) is defined as the function which gives fix, y) when it is
operated upon by F(D, D ').
In what follows we shall treat the symbolic functions of D and D' as we
do for the symbolic functions of D alone in ordinary differential equations.
Thus it will be factorized and resolved into partial fractions or expanded in an
infinite series as the case may be. The reader is advised to note carefully the
following results :
(i) D, D2 , ... will stand for differentiating partially with .r~spect to x once,
twice and so on. For example,
4 5 a 4 s 3 s 2 4 s a2 4 s 12X 2y s .
Dx y = ox X y = 4x y ; DX y = ox2 X y =
(ii) D ', D ,2... will stand for differentiating partially with respect toy once,
twice and so on. For example,
a 4 4 2 4 s a 2
4 s 4 3
D'x4/ = 0' x / = 5x y ; D' x Y = cyi x Y =20x Y ·
4

(iii) 1ID, I!D2, .. . will stand for integrating partially with respect tox once,
tw ice and so on. For exampJP,,
·s 5x6y5
5
4 5 d
I x 4· s -_ xy
Dy
x Y ,-2
x=-- J
. 1 x4y5 == Jfx .y dx dx = 30-
4

5 D . • . ·, II ·th 1·espect to v
Uv) 1/D', 1/D'2, ... will ~tand for mtegratmg partta Y wt ·

once, twice and so on . For example, 4 7

46 I J 4" I r
., r
f
l 4 s - J 4 sf - ~ . - - x4y_·5 == x y dycy == - 4·2 .
D' X y -- X y c.y - 6 ' D'2 .

d
 L ·near Pa rt ia l U lijj erenuu,

f
r .
122 '
J.6. Sho rt methods o. 18
µ' 1u u u vrk 1

f ti ding th e p .I. in ce
IW Hf l

rt ai n cases.
\.,,Ons,tanr Co e~ '
:JJ l C1e 111
·
1

taking up the gen eral method for finding P.I. of

Before F (D , D ')z == j{ x, y)
.
· ·th cases when 1\nx, y) is in two specia l fonns .
we begin w• The methods c
sponding to thes e.. 1c.onn s are much shorter than the ge·neral m
ethods to beorrct·e·
cussed in Art. 3.7. M tb 1s.
3 6 A Short e od I When f(x, y) is of the form +(ax+
· · · - by).
fhe method un der consicterat1on is based on the follow . _
m g theo rem.
Theorem I • iJifFi(D, D ') be homogeneous functio. n o1,I'D ,
and D ofdegree
1 4,<">(ax + by) = 1 ci>
n, then F(D, D') (ax + by )'
providedF(a, b) * 0 ~(n) F( a, b)
being the nth derivative
of $ w .r.t. ax+ by as a wh
Proof. By direct differen ole -
tiation, we havt:
D'q,(ax + by) = a '$(r)(ax
+ by),
D ' 5$(ax + by) = b'~$(s)(ax + by)
and D,.D' t1,(ax + by) = arbs
5
$(r+s)(ax + by).
Since F(D, D ') is homog
eneous function of degr
ee n, so we have
F( D , D')4>(ax + by)
= F(a, b)$(n)(ax + by).
Operating both sides of ... (1)
(1 ) by 1/F(D, D '), w
e have
cji(ax + by) = F(a, b) F(D'. D 'l cp<•l(a
x+ by). ... (2)
Since F(a, b) * 0, dividi
ng both sides of (2) by
F(a, b), we get
I ~>
F(D, D') 4> (a x+ by _ I
) - F(a, b) $( ax + by ... (3) ·
).
An important deduction
from result (3): Putting
ax + by = v, (3) gives
1 cp<n>(v' l cf>"{v) . .
F(D, D:) 1
F (a , b) ... (4)
Integrating both sides of
-
.
(4) n times w.r.t. ·v ·, w
e have
F(d D') cj,(v) = F(;, b) JI ... fcp(v) dv dv ... dv, whe
r1
; v = a x+ by.
Exceptional case ,..w,hen
theorem does not hold F(a, b) = O. When F(a,
following theorem. Not g< >od. In such a case the new b) = O, then the above
e that F( a b) = Oif and method is based on the
F( D , D ') . only it (bD - aD ') is a
' . factor
.. ,. Theorem II. - - l
- - " '( x + bu )= xn
.• (b D - a D 'fa"' -" '( a x + bu) .
J bnn! "'· · J
Proof. Consider the eq
uation (bD - aD')z = x'
or cf>( ax + by) ·.. ( 1)
bp - aq = xrcf>(ax + by).
Here Lagrange's subsid
iary equations of (2) ar ... (2}
e
 • aa. :.z..::~4p
•ar J'artia l Di fferen tial Eq ua i i·on s With Consta,u C ,m .
/,J !IL
d. oeJJlCtents 123
·
f =:::. ~ =: :- dz
b;; · ... (3)
~a xr cl>(ax +
Ta kin g ~he fi rst tw o fra cti on s of ( 3
(ntegratmg, ax + by ==- 'ad x +b dy ==- o.
.c 1• .
Taki ng the fi rst an d thi rd inemb ers of (4) and usi ng (4)·. ... (4)
. , We get
dz r
dx _
b - x' ci>(ci) or dz=_:: ~c 1) dx
r +t
== X $(c,) Xr+1.._(
Integrati ng , Z
b( == "' ax + by)
r + l) b(r + 1) , by (4). .. .(5)
(5) is a solution of (I) .

No w, from (1),

From (5 )an d( 6) , 1
z ==

r
I
(b D- aD') xr ~a x+ by).

(bD - aD ') x ~ax + by) == x

r+i
$(ax + b )
... (6)
'i
Hence , if z == 1 b(r + l)
(bD - aD ')" $( ax + by), then we
have
y ·
7
·:·( )
I
z - (bD - ~D ')" - 1 [ (bD ~ aD') x cl>(ax + by)], as x = J
0 0 I
1
'
- X
,r-1 .b$(ax + by), using (7) for r = 0
(bD - aD

- !(bD - a~')" - 2 [ (bD ~ aD') xcl>(ax + by)]

1 .l x2

b (b D- aD 'f- 2. 2b $(ax+ by)

, using (7) for r= 1
-
1 I 2
- 2!b2 (b D- aD 'f- 2 x $(ax+ by)
".k( b ) x" ·
_ 1 1
n!bn (b D- aD '~n -n : t 'I' ax +~ =
h"n ax+by)
! ♦(
re]
[after repeated use of (7) for n - 2 mo
rule for fin ding particu lar int egr al where f(x, y) = ♦(ax+ by).
Working
nding upon the situation in hand.
The following rules will used depe
, D') is a homogeneous function
Formula (i). When F(a, b) -:t= 0 and F(D
,
of degree n, then we have
P.I. = l q,(ax + by)
F(D, D' )
J. ..
= 1 J JJ(v) dv dv ... dv, where v =a
x+ by
F( a,b ) .
.. le mtegral of nth order.
Note that R.H.S. contains a multip
have
Formula (ii). When F(a, b) = 0, we n

1 ct>(ax + by) = .-!- ♦(ax+ by).

(bP - aD 't bnn!
 ~ >~ ~t f
'.tji~: ~~
- . I Di ffe ren tia l Eq ua tio ns
L •,,,ea rPartW .U' w ith Co ns tan t C
·- , -,
1.i .(.
3.6 .ll . Sh
,
or
d 11 \ Vhen f(x, y) 1s . f h f
o t e or m xmyn
Oef n c·
. le~
1 i

y /'r
V'
ieO
t M eth o. .of x an d y . O
, fun cti Th en the pa rti cu lar int er
inC rg1·al alg<•b ra. ic d. on . ;n D D' .
ga tat,()t\1\\ ,
the sy mb olt.c fu nctio n l J\ . ra\ (P \ f
eva lua ted by ex Pan mg ,
of ascend111 · we
f D D, . In so lve d ex am l 1 ) m an infin '·te s.. ),~
p es and 2 we h ,.
g po rs o d'orng ;1n D · er,~ ~
. d. 1 ;, ,
D ') in as ce nd mg po we rs of D ave sh ,;:,
tha t P.T.obtaine in expa n t . . , .. \'}%
bt d on nd in gl l'l D D ' ) in as ce nd is c11f f
fro m that O 3 1·ne ex pa J ' . .
mg po we rs of n , t r~l\t
_ .
so lut ion of giv en dif . . s· f\
to ge t t I1e required genera1 fe ren tia l eq ua tio n a 11'
\ tt
· . d an l me tho ds ca n be used . T he d I' f"ierence ny
requ n e , y of t1e two · . . in the h •.p.1. .,~
swers of P.I . . t •al as it ca n be mcorpo rte . ,vv() a
is no t ma en . . d m the arb 1tr ary fu . 1\-
occu . . CF of that given d1fferen . nct,Gns
nn g m · · t1a l eq ua tio n.
Remar k .. If < m 1/f{D , D ') shou .
n , . ld be ex pa nd ed m po we rs of D•
1n
whereas 1'f m < n, 11J\ D , D ') should be expand d .
e m powers of DI D' . ID
So lved ex am pl es ba se d
on Sh or t M et ho d II
Ex . 1. Solve (D2 - a2 D' 2) z = x or (E rz/ 8x 2) - a\ a2 zl 8/ ) = x. tMeerut91\
So l. He re au xil iar y eq 2
ua tio n is m - a2 = 0 so th at m =
:. C.F. = ~ a, -a .
1
(y +a x) + ~ 2(y - ax), ~I ' ~ 2 be in g arb itr ary fun
ctions ....(\)
No w, P. I. -_ ~ '.'l
1 2 ....... -- =- -- --l ::- -- -;. --
2 X -_ --r-.2n 2, n,2 , X 1 ( 1 - a 2~ 2
D' J-l X
n2 ,, = -D2
D2
2 3
1 (
= D2 1 + a 2 D'
D2 + . . .} = D2l x
x -_ 6 . ...(2)
Alternatively, we can co mp
ut e P.I. on fo llo ws :
.
1 1 \
P.I. = D2 - a2 D'2 x = -a2 D' l (. D2 Y
2[ l - (D2 I a2 D' 2) ) x = - a2 D'2 (1 - a2 D' i) x
= 2 2 +
1 (1 f 2
a D' 2 + .. ·} =- / 2 = - ~ . x ...(3)
a D' a D' xl .
Hence the required general so a 2
lution is z = C.F . + P .1.
z = ~1(y +a x) + $ (y - ax)+ 3
or 2 x /6, using (1) and (2) .
z = $ 1(y +a x) + $i (y - ax )- 2
(xy )/(2a2), using (1) and(3).
Ex. 2. Solve (D 2 + 3DD' 2
+ 2D ' )z = x + y, by ex pa nding the particular
integral in asce nd ing po we rs of D as we ll as in ascending powers of D' ·
,
Sol. He ll.A.S. 1994\
re au xi lia ry eq ua tio n is m~ + 3m + 2 = O so that m == -2 , -1
:. C.F. = $1 .
(y - 2x ) + $i (y - x) , q,
No w, 1, q, 2 being arbitrary functions . ...(\)
by ex pa nd in g in as ce nd in g powers of D, we have
- 1
P.I. - D2 + 3DD' + '
2D '2 (x + y) = l2 l( + y) )~(x
,2 D 3 D
2D 1 + 2D'2 + 2 D'
 'J
(

ntia l Eq 11a tio11 s with Co ,i"., tanI C'oe;_fji1c1.en ts

7
133
I'iJ ,-,ial O{i(ere 1
1
1
I 1 ,1, 1
1

DJ J D )~ - I
(x +y) == _J_;2-( 1- 1! !_+ \ x+ y)
1-1 :; D,2 + 2 D' 2 D' ...,
[ .. (

! ,:
2/J A--
2D

. 3 ) l ( J )
J - .lY 2 YJ
l- (r + -y - -2 y =2D
-
'2
x - -
2 - 4 - 24 .
...(2)
- J[/2 -
have .
ain , by ex pa nding in ascending powers ofD , we
A~ I .
~
(x + y) - 1
l === ---=-- - -~ 2 [ 2
(x + Y)
D' + 2D' -
f
+(3g' + 21:
1 2
·. D + 3D 2
)]
D I

'] f /) ,
_I l + 3D + 2D
, ,2)~-1 I 3D'
+ . .. )x + y)
'fl ===
D2 [ (
D D2 (x + y) = D 2 (1 -D

, yx2 xJ
- I
- D2 (x + y - 3.x ) = T
- 3.
nce th e re qu ired ge ne ra l solution is given by
He
- x) + (1 /4 ).xy
2
- (1!24)y 3, using (1) and (2)
'' ,,(/ ) z = $1(y - 2t ) + $2(y and (2).
yx - (1/3)x , using (1)
2 3
·/
z = $1(y - 2x ) + $ 2 (y -x ) + (l/ 2)
or 3 3 3 3
) - (o z!oy ) = x y
3
Ex. ~ t So lve (a 3z lo x
84}
3 3 3 3 ( 3
D - D
,3
)z = x
3 3
y . (A gr a 88, I.A.S. 97, Kamuan
or (Dx -D )z = x Y or 3 so that m = 1, ro, ro , where ro
2
,,(2) n is m - 1 = 0
So l. Here auxi liary equatio
uts of unity.
and o/ are complex cube ro ns.
+ CD X) + ~3 (y + ffi r ), $1 , $2, ~3 being arbitrary functio
-/
.·. C.f. =$1(y +X) + ~2(y
x3 J = _1_(1 ~ D
'J]-1 3 3
X = - 1 - D3 xy
Now p I = I x3 y3 3 I DJ)] y DJ
' . . DJ - D '
3 ~ D J[ l - (D '
6)
3 x
1 ( J J - 1 6x 3) = - 1 ( X 3y + 6. -
3
JJ
. = - l ( 1+ -D '3 + .. .)X 3y = -D 3 X y + D 3 · 4.5.6
3
· D3
3 D
D 9
6 3 OO 8O )x
= (1 /12 0) x y + (1/1 :

re qu ire d ge ne ra l so lu tio n is z = C.F. + P.I.

Henr,e th e )x y +(1/10080)./.
0 3
+ cp ly+ ol x) + (1/120
or z = cp 1(y +x) + cp2(y+ rox) eerut 911
D ' + D' L) z = 12xy . lKumaun 90, M
Ex . i4, So lve (DL - 2D .
+ 2x
3
y +x]
4

ns . z = $i (y + x) + x$ i(y + x)
Sol. Try your self. [A
a 91, Kanpur 85, Mee rut 931
(a + b) s + ab t = xy .(A gr
Ex. 5. Solve r + 2
.
be wr itt en as [D
2
+ (a + b )D D ' + abD' ] = xy
So l. Given equation ca n
2 (a + b)m + ab = 0 or (m + a)(m +
b) = 0 so
n is m +
Its auxilia ry equatio
C. F. = ~, (y - ax )+ 4,i(y - bx ), ·
tha t m ~ - a, - b. So
- xy
xy = l 2
J
'\' ri •i.; p I -- 2 ab ~~ ]
2
b) D D ' t ab D ' D2[i + (a + b) ~ •+
' . . D + (a +
 ; J1., r I u1, , "JI l u . 1 . . ... .... , , ., Vl ' l/ 11 l.O .
..
I / 1• I
1
, , ., • .. .• •
. nstant Coen" .
I { D 3 + Dd + D"3 } J1lcien ts 137
2 2
,. --.{)-{)- ;ly< l +...... xyz: D·,nI .. xyz - _x y z'L
3DD'D"
. v'D" -
1cncc the required . z- C F
general solutio no f ( l) ts 8
1 2
;: ~ () w x. z - wx ) + ~ (y _ W"" 2 - • . + P.l.
(ll' 1
1
-
2 -"' , z- W X) + 1h't'3 (y - X1 Z - )
+(1/120) ( 6 6 6 X
J 3 X +Y + Z ) + ( 1/8)x2 2 2
au au a3u 3 yz.
Ex,11. (b) a-u - --
Solve - X 3 + -m; 3 + -a 3 _ 3- - 3
3xyz.
8 Z OXOV8z X -

Sol. Proceed as
2 )
. is = ~( v L
q, . 11 . (a). Its ge nera1solution
in Ex
.
+~/1•- W~, z -wx + 3(y-x,z- x)+(l/12 0)x6+(1 z 2 22wx,z- wx)
3,7. A general method of finding th
bolllogeneous equation with constant co
. /S)x Y z ·
rr/. particular integral of linear
I
F(D D') - n e 1c1ents. Let the given equation be
I
' Z - J\X y) I

where F(D, D') is a h?mogeneous functi~n ~f Dan , ... (\)

that F(D, D) = (D - m D')(D _ D') d D of degree n, (say) so
. - I I m2 .... (D - m,P').
.. P. I. of ( 1) - ------- f(x y)
F(D, D') '
P.l. = 1
or (D-. m,D')(D - m2D'). ... (D~ mnD/(x ,y) . ...(2)
. . to
In order . , by (2) ' we consider a so1ut·10n of the ,ollow-
. evaluate P.I. given e:

(D - mD )z = f{x, y) or p - mq =f{x'y )' 3

mg equation . P ... ( )
. h . f h .: are
wh1c 1s o t e 1orm p + Qq = R. So Lagrange's auxiliary equation
dx dy dz
-1 = -m = f(x, y) · ... (4)

Taking the first two fractions of (4), dy + mdx = 0 so that y + mx = c .... ( 5)

.Next, taking the first and the last fractions of (4), we have
dz = fix, y)dx =j(x, c - mx)dx, as from (5) y = c - mx
z = Jf (x, c - mx) dx .
Integrating, ... (6)
1 ,J(x,y)= Jf(x,c-m x)dx, z ~
Thus, D-mD
where after integration the constant c must be replaced by y + mx since the P.I.
does not contain any arbitrary constant.
Hence the P.l. given by (2) can be obtained by applying the operation (6)
by the factors, in succession, starting from the right. , _
Working rule for finding P.I. (General method) ofF(D, D )z-f(x,y).
1 - / (x, y) ... (7~
' P.I. = (D - m D')(D - m2 D') ... (D - m.D')
1
We shall use one of the following formulas : dx here c ;;: Y + ,nx. ··.(S)
)
Formula (: I , f(x, y) = f(x, c - mx J w .
D-mD
 l - f( x, y):::: JJ(x, c + mx ) dx , where c:::: -J_' l(•i ,...-
. ula II : --J ' · e,11:
I orrn D + t,n~valuatc P.L (7), we apply Y-- ~x
(8) or (9) dep e . ·(9)
°
Hence in rder + D, Note tha
O

D , and D m . t result (9) can be obtai nd•rig a~

1;1ctor D - m nect fro lht
· 1 rm by -m · 11'1 (8)b
,epJncll g Solved examples ba·sed on Genera Y
l Method
Ex . 1. So 1ve (a-1 ax) + (8z/8y) = sin x.
~ · . . , .
Sol. Rewt. ··tt1
i·ng the
, ·
given eq uatio n 1s (D + D )z = sm x.
Its aux t·i·1ary equation ism + 1 = 0 so that m = -1 . ···0)
c.F. == q,(y-x), where ct, 1s . . .
an arbitrary function.
1 , sin
and P.I. ==
D+ D
J
x = sin x dx = - cos x
Hence the required solution is z =
C.F. + P.I. = cf ,(y -x )- cosx.
tx . l. Solve (a) (D" - DD' - 2D' '-)z
= (y - l)e.t. [Delhi B.Sc. (H) 2004)
- (b) (D -D ')( D+ 2D ')z =( y+
l)ex. [1.A.S.2004; DelhiB.Sc.(H)931 -
- Sol.(a) Heregiven(d-DIY-2IY2
)z=(y-l)i'cx(D+f1XD-2/Y)z=(y
us auxiliary equation is (m + 1)(m ~ -l)l. ·
2) = 0 so that m = -1- , 1..-
:. C.F. = cp 1(y - x) + <1> (y + 2x), <1> ,
2 1 <1>2 being arbitrary functions.
p.I. , I , (y _ l)ex = 1 , {
(D + D )(D - 2D ) 1 , (y _ l)ex}
D + D D - 2D
= 1 , c - 2x - 1)ex dx , by for
f(
D +D mula I of working rule of Art. 3. 7.
·
and taking c =y +2x
= D ~ D' [Cc - 2x - l)ex - (-2 )ex f tix],
integrating by parts
= 1 , [(c - 2x
- 1)e x + 2e x ] = 1 , (c - 2x + I )ex ·
D+ D
D +D
= D ~ D' {(y + 2x)- 2x + l}ex, replacing c by y +
2x
_
- D +1 D' (y + l)ex = ( c + x f '
+ I )e x dx
[by formula II of working rule of
Art. 3. 7 an d taking c' == Y - x]
= (c ' + x -+ I) ex - J(I.ex) dx = (c' + x + 1) ex - ex = yeX, since c' == y- x
Hence th c req uir ed gene ral so lut
( )f
ion is z = C. F. + P.l.
z = <t>1(v - x) + <t>2(y + 2x) + ye X
( hJ If cre ;,1 1xili ary eq ua tio .
n is (m - I)( m + 2) = 0 so th at"
r , ,L ' = 1. -_2..
·. · '+-' 1(Y + x) + $/ }' - 2x ),
<l>i, 4> 2 being arl1itr ar. f1.1n c11 ons,·
1... · y
f> I -
l
1
·" - l>'J(/J ; w ') (y + I) "·' = n -I { I - l I ' I I)<'
15' f f
~ JJ· · ~
 · J', Jrllal D[/Jcrential Equations with Consta nt Coef) ,uenl s 139
I 1// 1 ld

:::=
1 , J(c +· 2x + 1) ex dx , where c = y -- 2x
,.
D-D
I x x
=== , {(c + 2x+I) e - 2e} whe rec= y-2x
(D- D) '
1 , (y - I) ex = J(c' - x - 1) ex dx, where c' = y + x
===
D-D
c' - X - I )ex + ex = yex as c' = y + X .
:::= (

:. General solution is y = ~1(y + x) + ~2(y- 2.x) + y ex.

1 2
Ex. 3. (D2 - 4D'. )z =2 (4xly ) - (yl.i) . [Delhi B.Sc. (H) 2004; Meerut 92]
. .
Sol. Here A.E. is m - 4 = 0 so that m = 2, -2.
C.F. = q> 1(y + 2x) + <f> 2(y - 2x), q> 1, $2 being arbitrary functions

P.I. = (D + 2D')l( D- W') (;1-; J

· I D' J{(c-24xx)2 _ c - 2x} dx ,wherec-_ y+2x.
_- D+2 x2

= 1
D+2 D'
s{ 2 + 2c
c-2 x . (c-2 x)2
_£_+
x2
.£}dx
x

=
1
{tog (c - 2x) + c + ~ + 2 log x}
D + 2D' c - 2x x ·
2 2
= · . 1 , [log y + Y + x + Y + x + 2 log
y x .
xj
D+2 D

= ·I{ 1
log (c + 2x) + 1 + 2 ,
C
X
+ 2x
.
1

X
}
+ C · + 2x + 2 + 2 log x dx
. ·

[Taking c' = y - 2x]

= x log (c' + 2x) + 5x +clo g x + 2x log x- 2x.
= x logy + y log x + 3x, as c' == y - 2x
z = <f> 1(y + 2:t") + <f> 2(y- 2x) + x logy + y log x + 3x. >.

Ex. 4. Solve (D2 - DD' - 2D ' )z = (2x + xy - y ) sin xy ~ cos xy.

2 2 2

[Meerut 94]
Sol. Here A.E. is m - m - 2 = 0 so that m = 2, -1.
2

So C.F. = <f> 1(y + 2x) + q> 2(y-x ), <l>i, <f> 2 being arbitrary functions.
1 1 2
{(2x + xy - y~ sin xy - cos xy}
P.I. =
(D - 2D') D + D'
1 1 ·{(2x - y)(x + y) sin xy - cos xy}
= 1 1
D- 2D D+ D
- D-\D' f {(x- c)(2 x+c) sinx (c+x )-co sx(c +x)} dx
\ [Taking c = y - x]

..,_
 lii:i'5 -

ents I ✓. J
. , partial Dif ferential Equations with Con stant Coeffici
1,,11e0f
sin (4x + c')
2 2)= .::. .~- - -
4
f 4
. (4 x+ c ') d·x
2 x sin (4x + c') dx + 2f xsm
:::: (x -
gral unchanged]
.. ting by parts 1st integral and ·keeping the second inte
'
[fntegra
~ ¾(/ _2Jsin (4x + c') + ; Jx sin (4x.+ c') d.x
) - 2 . ') 3[
-
x cos (4x + c')
+
Jcos (4x4 + c') dx]
:::: ~ S10 ( 4.( + C _+ 2 4

~l -
2 sin (4x + c') - ~ x cos (4x + c') + 3~ sin (4x + c') .
4
!
~ (x2 - 2) sin (4x + y - 3x) - ~ x cos (4x + y - 3x) + ~ sin (4x + y - 3x),
3
[·. c'= y-3 xj

== (x2 / 4-1 3 / 32 )sin (x +y )-(3 x I 8) cos(x +y), on simplification

The required solution is z = C.F. + P.l. = <f> 1(y- 3x) + <f> 2(y + 2x)
+ [(x /4)- (13 /32) ] sin (x + y)-( 3x/ 8) cos (x + y).
2

2 2 3 .
Ex. 9. Solve (a)'(D + 2D D' -DD ' - 2D ' )z = (y+ 2)ex
3

(b) (D - 3DD''J. - 2D' )z = cos (x + 2y) - e"(3 + 2x).

3 3

Sol. Try yourself. [Ans. (a) z = q> 1(y + x) + q> 2(y ~ x) 4- <f>j(y- 2.x) + yi!
(x + 2y) + xex.]
(b) z = q> 1(y- x) + xq> 2(y-x ) +<f> 3(y + 2x) + (1/27) sin
equations with con-
3.8. Non-homogeneous linear partial differential
stant coefficients. A linear partial differential equa
tion which is not homoge-
neous is called a non-homogeneous linear equation.
Consider a linear equation with constant coefficients
F(D, D')z = f(x, y) . ... (1)
always be resolved
If (I) is a homogeneous equation, then F(D, D ') can
ogeneous then F(D, D')
into linear factors. On the other han~ if(l ) is not hom
we classify non-homo-
cannot always be resolved into linear factors. Hence,
: '.
geneous linear equations into the following two .types
of which is of first
(i) When F(D, D') can be resolved into factors each
degree in D and D '. For example, consider the equation
2 2
+ 1)z= x 2 3
y i.e. (D+ D'+ l)(D -D' + l)z= x2y 3•
(D -D ' +2D
(ii) When F(D, D ') cannot be resolved into line
ar fonn (aD + bD ' + c).
For example, consider the equation 2 2
2 - D ')z = 0.
(2D - 3D D' + D' )z = 0 i.e. (2D - D ') (D
4 2

type(/), i.e.
'1ethod of finding C.F. when equations are oftb e
·...(I)
F(D, D')z = 0,
into linear factors in D
where the symbolic operator F(D, D ') can be resolved
andD '.
 u11eor Par/la. I Diff
·
erential Equations with
Constant C
J44
D
') - (b D -0 1 '- c I )(b D -a 2 D '- c2 ) .. (bnD-a,1)'
Oejf,c' i
Let F( D, D - 1 2 _ 'en1,1
. b'sand c,s areco nstants. Then ( 1) becomes c) 11
where as , ' ···l2)
'h D -a ,D' - c1)(b2D _ D' -c )...(b,P - a /J '- c )z:c::
\ 1 a2 , 2. f h Q
Equation (3) s ows h th at an y so Jtton o t e equation . n .
, - ••,(3)
(b D -a rD -c r)z =
- 0 ,r ~,2, ~.. n
. f (/ } i e bp
is a solu t10n o . '. r. - ar q = c ; which 1s Lagrange's equa
Lagrang e
's auxi liary equations are f ···(4)
dx ion. Its
d dz
- =_L=-
b, -a, c,z
Proceeding as usual tw
o independent integr ...(S)
. als o f (5) are b,y + a,
(c I b )x . x == c
and z = C2e r r , 1f br -:;:. 0 or z = C , e-( c / a )y . I
2 r r y , tf a, :f. 0
:. the general solutio . .
n of (4) 1s z = e(er/ br)x '+'r
,I,. (b
rY + a,;t ), t'f b, -:t O
or ...(6)
z = e- (c ,ta ,)y 'lf ib ,y + a,
where ~rand 'lf rare arbi ;t), if a, ;at 0,
trary functions. ... (7)
The general solution of
(3) is the sum o f th
the fonn (4) correspond e solutions o f the equa
ing to each factor in (2 tions of
Case of repeated fact ).
ors. Let two times re
aD' - c: Consider the peated factor of (2) be
equation bD-
(bD - aD' - c)(bD -
aD' - c)z = 0.
Let ...(8)
(bD - aD' - c) z = v.
Then (8) reduces to ...(9)
(bD - aD ' - c)v =
As befor~, the general O.
solution of ( 10) is ...(10)
v = /clb)x ♦(by + ax),
or if b -:t 0. ...(11)
v = e-(c/a)yw(by + ax),
Substituting from ( 11 a -:t 0. _ ...(12)
) in (9), we have-
(b D - aD' - c)z =ic lb ·
)x 4(by + ax) or
b p - aq = cz + /clb)x+(by .
Lagrange's aux111ary
equations ot l l j) ar
+ ax) . ...(lJ)
e
dx = .!!l_ -
. b dz
- a - cz + e<ctb)x+( ...(14)
Takmg the first tw o fr by + ax ).
actions of (14), ad x +
lnte~ating, bdy = 0.
by + ax = A., (say).
Td:kmg the first and th ...(15)
ird fractions of ( 14), w
dx - ~ z = ~ e<ctb)xcl> e ge t
(by + ax) or dz -
Th . E..z = !e<c/b)x+(A.), us
is is linear equation. dx b ing (15)
Its I.F. = e-J(c!b)dx b
= e- (c lb )x and solution is
or z
e
-{cl l.i"µ ( lib
ze--(,clb)x = J
l/c !b )x +( A )e -( cl
b) x dx
- )x ~(A) = µ or h
ze- (ctb)x - (1 /b )x ct,(by +ax)==
µ. ... ( I 6)
u

J,inear Partial Differenrial Equations with Constant Coefficients 145

Fro111( 15) and (1 6), the general solution ·o f ( 13) or (8) is
ze-(c!b)x - (xlb )q,(by + ax ) = $ (by + ax)
1
- - (c/b)x[J.. b .
or £. - e '+'1( y+ax)+xq,i(by+ax)] , ,fb:;::O ...(17)
where ~, and ~2 are arbitrary functions.
Taking ( 12) and (9), we obtain as before.
-(c!a)y [ (b , .
z = e 'V I y +ax)+ Y'Vi(by + ax)], tf a:;:: 0. ... (18)
where 'I' 1and '1' 2 are arbitrary functions.
In general, if (bD :._ aD' - c) is repeated r times, then
r
z = C(clb)x LXi-l<P;(by+ax),ifb=O
i=I
r

or z = c-(cla)y Li- '1' (by +ax), if

1
1 a -:I: 0.
i == 1
Method of finding C.F. when equations are 01 the type lll),· i.e.
F(D, D')z = 0, ... (1)
where the symbolic operator F(D, D ') cannot be resolved into factors linear in
D and D '. In such case, as a trial solution, let
z = Aehx+ky , ... (2 )
where A, h, k are constants. From (2), we have
Drz = Ahrehx + kr, DrD' 5 z = Ahrksehx+ky and D' 5 z = Ak5 ehx+ky_
Hence, substituting (2) in ( 1), we have
hx+ky
Aj{h, k)~ ·= 0
which will hold if f{h, k) = 0 ... (3)
and A is an arbitrary constant.
Now for any chosen value of h (or k), (3) gives one or more values of k (or-
h). So there exist infinitely many pajrs ofnum?ers (h;, kJsatisfying (3) ..
00 /

Thus, _ " A h,,x + k;Y

z - ~ ;e ... (4)
. i=l
where !(hi, k) = 0 ... (5)
for each i is a solution·of equation (I).
So, if.l(D, D ') has no linear factor, (4) ·is taken as the general solution of(l ).
3.9. Working rule for finding C.F. of non-homogeneous equa•ions ·
with constant coefficients, namely, F(D, D')z = 0~
Method I: When F(D, D') can be expressed as product of factors linear
in D and D'. Then, we apply the following mles
(i) Corresponding to each non-repeated factor (bD - aD' - c), the part
of C.F. is taken as e<cxlbl,(by + ax), if b -:I- 0.
(ii) Corresponding to a repeated factor (bD - aD' - ct, the part ofC.F. is
taken as, (assuming that b -:1- 0).
 ~ -
146 Linear Partial Differential Equations with C ' -r{~/>i
onsta,u c ~
e(albJ[q,1(by +ax) + xq,i(by + ax) +_x2,Piby +ax)+ ... + x'- I~ :e/Ji,;,,1,
(iii) As a particular case of (z) with c = 0, corresponding/ Y-+-<4)].
O
repeated factor (bD - aD'), the part of C.F. is taken as $(by+ ax each non.
(iv) As a particular case of (ii) with c = 0, corresponding t ).
factor (bD - aD') ,., the part o f C .F. 1s
. taken as o each r
epeated
(by + ax)+ ~¢iby +ax)+ ~~cl>/_by + 11.x) + ... + xr- '$,(by+ ax).
~
1

(v) As a particular case of (uz) with a= 0, b = 1, corresponding ·

10
non-repeated factor D, the part of C.F. is taken as cj>(y). each
.(vi) As a particular case of (iv) with a= 0, b = 1, corresponding t0 ·
, each
repeated factor D , the part of C.F. is
cj>i(y) + x¢iY) + x2cj>3(y) + ... + x'-1¢,(y).
(vii) Corresppnding to each non-repeated factor (aD' + c), the partofC.F.
1S e
L(cyJlacj>(ax), when a -:I; 0.
(viii) Corresponding to repeated factor (aD' + c )', the part of C.F. is
e-{cy)la[¢ 1(ax) + ycj>i(ax) + y 2cl>iax) + ... + y'- 1cl>,(ax)].
(ix) As a particular case of (vii), with c = 0, a = I, corresponding to non-
repeated factor D ', the part of C.F. = cj> 1(x).
(x) An a particular case of (viii), with c = 0, a = I, corresponding to
repeated factor D '', the part of C.F. is taken as
2 1
cl> 1(x) + ycj>i(x) + y cl>ix) + ... + y'- cj>rCx).
Method II. When F(D, D ') cannot be .resolved ·into linear factors in
D and D '. In such case we apply trial solution as explained in the following example.
Example. Solve (2D 4 - 3D2D' + D' 2)z = 0. [Meerut 87)
Sol. The given equation can be re-written as
(2D 2 -D ')(D 2 -D ')z = 0. ... (1)
2
Consider (2D - D ')z = 0. · ... (2)
Let z = Aehx + Icy be a trial solution of (I). Then, we have
D2z = Ah 2ehx + 1cy and D'z = Akehx + 1ry_ Putting these values in (2), we get
A(2h2 - k)e1ix+1cy = 0 so that 2h 2 - k = 0 or k = 1h 2
Hence the most general solution of (2) is z =
2
L Ae1u+ h Y
2 2
... (3)

Next, consider (D - D ')z = 0. ... (4)

Let z = A' eh'x + k'y be a trial solution of ( 1). Then, we have
D;:z = A' h' 2eh'x + k'y and D'z = A 1k 1eh'x + Jc'y. Putting these values m (4), we get
A'(h' 2 - k')eh ' x+ k'Y = O so that h' 2 -k'=O or 2
k'=h'.
,, , '2
. of ()"
Hence the most general solution 3 1s z --"'A'LJ e x+hy ... (.5)
From (J) and (5), the most general solution of(J) is
: = L
Ae"' • 2h' Y + L
A'eh'« h''y , A. A', h, h', k, k' being arbitrary conlltantll, -
a - - - - - - - - -=•---.- <M- ,

u,,car Partial D(fferential Equations with Constant Coefficients 147

1
Solved examples based on Art. 3.9.
2 2 .
Ex. J. Solve (D - D' + D - D')z = O.
Sol. The given equation can be written as (D - D ')(D + D' + t )z = 0.
Here R.H .S. = 0 ⇒ P.I. = 0. Hence the required solution is z = C.F.
or z == ~t (y + x ) + e-x~i(y-_x), ~ 1 and ~2 being arbitrary functions .
2 2 2
Ex. 2. Solve (D - a D' + 2abD + 2a2bD ')z = 0.
Sol. The given equation can be re-written as .
[(D + aD' )(D- aD ') + 2ab(D + aD')]z = 0 or (D + aD')(D- aD' + 2ab)z = 0.
Hence general solution is z = C.F. = ~ 1(y- ax)+ e- 2abx~ (y + ax),
2
where ~ 1 and $2 are arbitrary functions.
Ex. 3. Solver + 2s + t + 2p + 2q + z = o.
Sol. The given equation can be re-written as
2 2
(a2zl8x ) + 2(ilz!axay) + (clz!8y ) + 2(8z/8x) + 2(8z/8y) + .! = o·
2 2
or (D + 2DD' + D ' + 2D + 2D' + l )z = 0 ·
2 , 2
or [(D + D') + 2(D + D ') + 1]z = 0 or (D + D' + 1) z = 0.
There are repeated linear factors. So the required general solution is
z = C.F. or z=e-x[~ 1(y-x)+x~ 2(y-x)].
Ex.4. Solve(a) (D+ D' -1XD+2D' -2)z=0,(b)(D-D' + 1XD+2D' -3)z=0.
Sol. (a) Proceed as in Ex. 2. [Ans. z = ex ~1(y- x) + e2x~i(y- 2.x)]
3
(b) Proceed as in Ex. 2. [Ans. z = e-x ~1(y + x) + e x~ 2(y- 3x)]
Ex. 5. Solve DD '(D - 2D' - 3)z = 0.
Sol. Refer method I of Art. 3.9. using results (v), (~) and (i), the required
general solution of the given equation is
z =·$i(r) :t- ~i(x) + e3x~ 3(y + 2.x), ~., ~2, ~ 3 being arbitrary functions.
Ex. 6. Solve t + s + q = 0.
Sol. The given equation can b!! re-written as --·
(frz!fJ)l) + (ilzl8xay) + (8z/8y) = 0 or D'(D + D' + l)z = 0.
So the required general solution is z = ~1(x) + e-xct>i(y-x) . .
2
Ex. 7. Solve (D - D ' )z = 0.
Sol. Here D _ D 12 is not a linear factor in D and D '. So we use method Ii
as explained in Art. 3.9. Letz =Aehx+ky be a trial solution of the given equation.
Then Dz= Ahehx+ky and D' 2z = AKe1,x+1cy_
Putting these values in the given differential equation, ~e get
A(h - K')ehx +Icy= 0 so that h - IC= 0 Qr h ~ k · . .
Replacing h by K' the most general solution o.f the given equation ts
z = L Aek2 x + ky' where A and k are a~2bitrary ~onstants.
Ex. 8. Solve (D - 2D' - l)(D - ZD - l)z - O.
 Li
. .p
near a rtial D if fe re nt ia l E qu at io
~ .
14s · ns w it h Con
· ea r m· D d D ' th stant Co · f .-:.~
D , _ l) be ing hn
Sol. (D - ~2.x ) whe an ,- e pa rt eff
WI'
. · l' ~ ( )i -t re "' is an ar bi tr ar ot :C .F i .
~'e~,.,
{O ,t IS e I
, . 'f I y fu nc ti on .
· co
To find C. F. corr esponding non-linear fa ct or rr~()n,1 · Li
D - 2 D 12 -1 1.111\~
as fo llows : . . )W e now
. . . ,2
, Let a tn.al solu, tion o f (D - 2D - 1 z =0 Pt~~
)
A
be z = e hx + ky
D z== Ahe'n +ky ~n
.. d D ,2z = Ak2ehx+J..y H •·{\)
. en ce ( 1) becomes
A(h _ 2k 2 - 1)e hx. + ky
= 2 · ···,12)
0 or h - 2k - l =
Replacing h by 2~2
+ 0 or h == 2k2 +
sponding to (D - 2 D I in (2) , tl~e so lu ti on _o
f(~) i._e.
' - 1) in th e gi ve
n eq u at io n is gi vethe part ofC.F1.
L A/2 k2 + l)x + J.y , A and k n by · cone.
.
b ei n g ar bi tr ar y co ns ta nt s.
:. The required so
lution is z = if ~ (y 2
Ex . 9. Solve (a"zta 1 + 2.x) + I , A
2
e( k + l)x + ky
i) + (a 2z/B;/) = n2z. .
Sol. The given equa .
tion can b e w ri tt en 2
Let a trial solution o as (D + D ' 2 - n 2
f ( 1) be )z = 0.
z = Aehx + ky . ...(l)
:. D 2z = Ah 2eh x+ ky
and D ' 2z = A ie hx + ky _ H en ce ...(2)
A(h + k - 2 2 (1) gi ve s
n 2)ehx + ky = 0
Taking a as param o r h2 + k2 = 2 n . ...(3)
eter, w e se e th at (2 ) is ,s at is fi ed
if
h = n co s a an d k
Putting these values = n si n a .
in (2), th e re q u ir ed
g en er al so lu ti on
z = .t.
" " n(x cos a+
.Jie y sin a) A is
d
, an a bem · · g arb"
3.10. Methods o ·
1trary co nstan ts.
f n n d in g P .I . o f
-i:onstant coefficients n on -h om og en eo
u s-equations with
·
F(D, D ')z = f (x, y)
The methods o f find . ...(1)
ing pa rt ic ul ~ r in te
differential equation g ra ls o f no n- ho m
s are ve ry si m il ar og en eo us part~at
f
~qua ion wit· h cons to th o se o f o rd in ar y
tant co ef fi ci en ts . linear differentia\
mgP.I. o f( l) . W e n o w g iv e a li
st o f so m e cases 0 f find·
Case I. When f(x,
y) = ea x+ by and F
(a, b) -:I- 0.
Then , P.I. = l ea x + by = 1 eax + by
Th · F (D, D ')
.us m this case we re F (a, b)
pl ac e D b y a an d
C_ase II. When f(x, D ' b y b.
Y) = sin (a x + by)
o r cos (a x + by).
'Phen, P.I. = 1 ,
1

h. . si n (a x + b y) [ o r
F(D, D ) co s (ax+ by)],
w ac h is e~aluated
by pu tt in g D2 = -
a2 D '2 = -b 2 an d vi
the denom in ator is
non -z er o . D D , == -ab, pro ded
'
c::zs
fficients 149
u near Par:ial Diflereniial Equations with Constan t Coe
c ase Ill. Wh en f(x, y) =xmyn

fhen, . P.I. = li'(D'. D') xmyn = [F(D, D') r 1 xmy•,

endingpowers of D'!Dor
whic h is evaluated by expanding [F(D , D ')r'·in ac;c
hall expand in ascending ·
DID ' or Dor D' as the case may be. In practice, we,s
nding powers of
Powers of D'ID. However note that if we expand in asce
. In this connection re-
DID \ we shall get a P.I. of apparently different fonn
two could be trans-
member that both forms of P.1. are correct because the
n ea~ation.
formed into each other with the help of C.F. of the ~ive
func tion of x and y.
Cas e IV. Wh en f(x, y) = Veax+oy, whe n Vis a
1 , ,,,,,eax + by -_ eax + by - - - l~· - eax + by
The n P.I. = F( D + a, D' + b)
F( D, D )
have
Remark. If F(a, b) = 0 and.l{x,y) = eax+by_ Then, we
PI = I ax+ by
.. F(D, D') e '

in which case I fails. However, by treating eax+by as

product of eax+by wit h' I'
as follows:
and applying the result of case IV, we can evaluate P.I.
l , .I,
P.I. = . I , eax + by.I = eax + by
F( D, D ) - - · - ·· F( D + a, D + b)
0 0
explained in case III by treating I = x y .
which c.an be evaluated as
Solved examples based onA·rt. 3~9and 3.10
,'1

1:

Type 1 : Examples based on case I of Art. 3.10. I I!

/1

Ex. t. Solve {DD'+ aD + bD' + ab}z = emx+ny_ I'

/11

Sol. The given equation can be re-w ritten as I.

·I•,!
mx+ ny I
I'

(D + b)(D' + a)z = e • . · l
,I
!

tions.
C.F. = e-bxq, 1(y) + e-ayq,i(x), cJ, 1, q, 2 being arbitrary func
mx + xy . l mx + ny
- ----:- I - e = - - - - - e
and P.I. - (D + b)(D' + a) (m + b)(n. + a)

Hence the requ ired general solution is z =.C.F. + P.1. ]-I mx+ny
-
z = e-bxq, 1(y) + e-ayq,i(x) + [(m + b)(n + a) •e .
l.e.
2 2 D ') - eix+ 3y·
Ex. 2. Solve (D - D' + D - z -:
ritten as 2x + Jy
Sol. The given equation can be re-w D + D'. + l)z = e . .
2x+ 3y (D - D')(
.
[(D - D ' )(D +D ')+ (D- D') ]z= e or
-x~ (y- x) "' ~ being arbitrary function
s.
:. C.F. = cJ, 1(y + x ) + e 't'2 ' "'" 't'2
l 2x + 3y l 2x + 3y
I 2x + 3y ---- -::- ---: :-e = - 6
e
(2-3 )(2+ 3+1 )
and P.I. = (D - D') (D+ D'+ l)e
J Jution is z =C·F. + P.I. 2.x + Jy
Hence the required genera so
z = cJ>,(y + x) + e-"4>2CY - x) -~t!;)e .
i.e.
, l )(D - D' - 2)z = e .
Ex. 3. Solv e (D - D -
 Additional topics and
. exatnp(
. es
2 2a2 k2
. where we take w, = c r-
b - -k +,w,,, ~ ... (2)
ur - - . f ( 1) takes the torm
Hence the solution o oo

oo . '·+ 0· \!)I ~C
== ~
(-k±iw,)t ±ia,x
±ra,x+(-1\- re e
i C, e
r

v ==
~ r=
o
r=O

which can a lso be re-written as

'

y-£_;
_{, cr e-ki cos(w t+5,)cos (a.,x+E,)
r ,
r=O
N 5 E are constants. Also, by (2), ro; = a.;c 2 -k2
where Cr' "r ' r' r .
A. 3.6 Ge~ral methods for finding P.1. of reducible equations
1
Let z = (aD+bD' + c) f(x,y) • a ;t 0

Hence (aD+bD' +c) z = f(x,y) or ap+bq+cz = f(x,y)

or ap+bq=f(x,y)-cz ... (ii)
which is of Lagrange's equation. Its auxiliary equations are
dx _ dy _ dz
-;;-,;- f(x,y)-cz ... (iii)
Taking the first two fractions, ay-bx = d ... (iv)
From (iv), we have y = (d +bx)/ a, if a :;t O ... (v)
Taking the first and last fractions of (iii) and using (v), we get
dz= f(x,y)-cz = _ cz + ]:_ f(x, d +bx)
dx a a a a

or dz+ :..z = ]:_

dx a a
1(x, d +abx). ... (vi)

= )<cta)dx =ecxla
r
which is linear diff. equation with I.F.

Solution of (vi) is ze°''• =~ff (x, d:bx

.so that z == --f
e-(cxla)

a
( d .
f x, +abx Jdx, a ~ 0 and d = ay - bx.

:. U)~ l
(aD+bD'+c) (x,y)=-- f x , - - dx
/ e-(cx/a) f. ( d+bx) .... (vii)
wh~e a a
Similarly, if b O ay - bx = d and a-:;: 0
:t- ' we can show that

f 1(
1 e - (cytb)
!nfJ ~ hD' + c) /(x,y) "" b e"''b d :ay) dy
... ( viii)
1/-
, I. ·onal topics and example~
i\d' ,11
· e bx - ay = d
wher ( •·) d ( .. . •· and 313
Results vu an vm) are used -t0 . b *0
A.3.7 Methods of finding P.I. fiotl P.I.
Method I. ( Only for homogen
122 eo.us equat.
method I on page and short method II ions). f lease re
Method II. Short methods for ll on Page 132. fer short
a types of 1·
uations (homogeneous or non-horn 'tnear1partial, di«
eq I II III ogeneous) . '.11erential
Refer case , , IV on pages 148 - 149 ... , , ·..
Method III. A general method of ti10ct· · '·. ·.
· · l d' ff ·
reducible part1a 1 erenttal equations (~ . mg the part' l · ·
tcu ar integral of an
omogenou_s or non-homo en Y
l e-(cx la) · g epus)
Rule I. D+ bD' .f(x,y) = - - J lxlaf( ·d +bxJ·· , .
a +c a x, - - dx, a =t 0
. a

where ay - bx = d
Note that constant d must be replaced by ay - ·bx a.fter .mtegratton
. ·. .s
1
performed .
Rule II. 1 f( . - e-(r.y//J) cyib +·ay \
aD+bD' +c x,y)- . b e f . b
J (d t•-· btcO
·

·· where bx - ay = d
Note that constant d must be replaced by bx - ay after integration is
performed. . . .c: ..
· We now consider some special cases of above rules ..
-(ex/a) . ·
Rule III. 1
aD+c
f(x,y) =e
a
Jlxla f(x,di
.
a.)dx , where ay = d
.
Rule IV. J
1 ,f(x,y) = J.(x, d-mx)dx, where y+mx = d

.1
D-mD
( ) == e
. ·
-(cyl b)
·
I '
lylb f(dlb,
d
y) dy, where bx= .
Rule V. bD' +cf x,y b · · · .
1 f(x,y) - == JJ(d-my, y) dy, where x+my .==d
Rule VI. D' _ mD n

. ' an be factored as
Note 1. Suppose F(D, D) c
n
r=l
(~,D+b,D' +c,),

, _ f (x y) is given by
then P.I. for F(D, D) z- : 1 - ~ _ f(x,y),
1 _ _ _-;-- D+b D'+cn) .
-c
- - - !(x, y) == D + bi v' +Ct) ...(an n f r each factor, tn
F(D, D') a_1 h above six rules o
ted by using t e
which is eval ua . the left.
succession, from nght to
~, partial Differential Equations with Const
ant Coefficients 163
Linear .
en as
Sol . {n) The given equation can ~ere-writt
ev + xy + I. ...( 1)
(D - 1)(D - D' + 1)z = cos (x + 2y) +
Its C.F. = excf>1(y)+e-xcf>2(y+x).
Now, P.I. corresponding to cos (x + 2y)
1
1 , cos (X + 2y)
2 , D' 1 cos (X + y) = 2
-1
==
D - DD + - -1 - (-1.2) + D

(l / D') cos (x + 2y) = (1 / 2J. sin (x + 2y)

,
==
P.l. corresponding to fl' i.e. e .x + t.y
__ _l_ _ _ eo.x + 1.y.1
== D2 - DD ' + D' - 1
1 1
o.x+ l.y
(D + 0)2 - (D + O)(D' + 1) + (D' + 1)
- 1.
== e

== I 2
1
, 1 = e>' _!, {1 +
,
D D
(D~ -n)1f 'i =e" D _!, {I+ ... }!= e"y
D -D D +D
and P.I. corresponding to (xy + 1)

= (D - l)(Dl- n' + 1/x y +I )= -( I- Df ' {I+ (D

- n'W'(xy + I)
, ... }(xy + 1)
=- {I + D + ... } {l - (D -D ') + (D -D ')2
= -(1 + D + ... )(1 -D + D' - 2DD' + ...)(xy +
1)
+ ... )(x y-y + x- 1)
= -(1 + D + ... )(xy + 1 -y + x - 2) = -(1 + D
= -(x y-y +x -1 +y + 1)=-(X)'+X)
:. z = lcf>i(y) + e-xcf>2(y + x) + (112) sin
(x + 2y) +yd' -(x y + x).
)+ 1.
(b) z=lcf> 1(y)+e-xcf> 2(y+x) +y d'- (xy +x
ns with constant coefficients.
3.11. Equations reducible to linear equatio
A partial differential equation of the form
n-2 2 iJ'z iJ"z _ II )
n iJ'z n-1 anz 2 + ... +a n- + ... - J\X,)''
lloX a,vn + alx )' 1 + a2X )' n 2
ax. - 8y ayn
,\. axn- ay
... (1)
(namely the term anz/8xn is mul-
having variable coefficients in particular form
by variab le xn, anz /8yn is mu ltip lied by yn, anzl8x'ayn~, is multiplied by
tiplied
tial differential equation with
x'l -' and so on) can be reduced to linear par
constant coefficients by the substitutions ... (2)
x = e" andy = ev
u = log x and v = logy. ...(3)
so that
Equation ( 1) can be re-written as (4)
- 2y 2Dn - 2D,2 + ... + a,,D'n 1- ... z-J lx, y, ...
) - "(. )
(GrfnD" +a 1x yn- I If' - I , .
D +a zt ,,

where a0, ai, a2, .•• , an, ... are constants. ... (5)
Let DI = a/au and Di'= 8/av.
 .
un ear partzal o-r~.Jere1ttial Equations with Co
\64 - nstante ~
~ :=:: - - au _:_ l az
~- Bz Oeffi cie~
Now , --- .
ax au ax , uX sBum g ( 3 ) · 11
.

az -- ~ x a a
-a
, ax au
x - so th at x = au or xD DI. =:
. a( n - \ a" - \z~ = Xn . (('
Again , x& ( ax"-() a" z + (n - l)x n - \ a" -i ···\\))
ax" oxn-1
.n ~a a
x--n+lJ
n (
x i a" n--\Z\
:=:: - 11 -
X 8 n
9X
so that X x"D" = (D - ax
n+ l)x"-\Dn-l_
Putting n = 2, 3, ... I
in (7) , we have .,.(1)
2
x2D = (D, - l)x
D or x2D 2 =
3
x3D = (D, - 2)x 2 D1(D 1 - 1).
2D or x3D 3 ...(8)
and so on . Simil = D,(D 1 - l)(D -
arly , we have 1 2). ...(9)
yD' =D,' ,/ D2 =
D,'(D,' - l ), y3 D 3
and so on. Also ' = D1'(D ' - l )(
, we have xyD 1 D,' - 2). ...(10)
xm y"DmD'" c= D,( D ' = D D
1 1'.
D, - l) .. .(D - m ...(1\)
1 + l)D '(D,' - 1
Using the substit
utions (2), (6),
1 ) ... (D ,' - n + 1). ...(12)
equ ation (4) reduce (7), (8 ), (9), ( 10), ( 11
s to an equatio ) and ( 12), the gi
ven
can easily be so n h aving constant
lved by the meth coefficients and
non-homogeneo ods already dis now it
us linear equati cussed for hom
help of (2) and (3 ons with const ogeneous a~d,
)~ the solution ant coefficients
is obtained in te ·. Finally, with
1111s <;>f ~ld ✓ ar
Solved Example iables x ·andy. .
Ex. 1. Solve x \c
lz !a i) - /(flzla
s b ase d o n Art:~ 3.1 L
So\. Let x = l , y /) . :._ ·y(az/ay)+x(.Bzl
= l so that u = ax) =_ 0.
Also, let D = a1ax lo g x, ·v = logy. -
Then the given eq
, D ' = 8/oy, D
1
uation (x2D 2 - y2 2
= atau and

Di
n:
1::::· a/av : ··
.' - -. -;·,
' ...(1)
LD,(D , - l) - D
,/ ( D / - 1 ) - D
!_ _, _'yI5 '·
·+ '
x b )'i ~ 0 becohl~s ;
or / +·Dl)z~-O -
·7: :
(D \ - D '\ )z = ' '\ .· , ' ,
0 or (b - 11·.
Hence the requir 1
'· D ') (6 '\ + .D/)z = 0.
ed general solu 1 ·, ·
or ti o n is z ~ 't.F. ~ $ /v +
. z = $ i(log y
+ fog x) +·{i(to
u) + ~i(v - u)
or _ z = $, lo g (x
gy ~ 'log,x), usi~g ( 1)
where j an d f y )+ ~ lo g (y /~ )o r z -~ .
1 b.
2 are ar ttra 2 j; (~y) '+ fi (y /x ), ·
ry Juncti.ons. ·
Ex. 2. So lve x \c . ·
lz ta i) + 2xy(a
2z!8x8y) + y \f iz
\Agra 87 , Delh lf J ;/ ) = 0 .
So \. Let i B .Sc. (H o n s) 90·.
x - u v 94 I A-i 87
- e ,y == e so th • Rohilkha nd 86
Also, let D = ula '
a t u = \o g x., ,v • • • · ' 1
Th . x, D ' == a;aY, D = ata d D = lo g y . (1)
I = a/a
...
en th e giv en eq
becotncs u at io n (x2 D2 +I u an I
v.
\D (D 2xyDD' + y2 D'2
1
)z = 0
1 - l) + 2D
D' + D '( D ' - l)
]z = 0
 . partial Dt_jfe rential Equati ons with Consta nt Coeffic ients 16 5
l ;,1f Of 2
, = Oor(D, 1 +D 1')(D 1 +D 1' - l)z=O.
[(D i +D 1' ) - (D 1 +D 1')]z
Hence the required general solution is z = C.F. = cj> 1(v - u) + euq>i(v - u)
z = q> 1(1ogy- log x ) + xcj> i(log y - log x), using ( 1)
or
z = $ 1 log (ylx ) + xcj> 2 log (y/x) or z =fi(y!x) + xfi(ylx),
. s.
or re/,, and/2 are arb'1trary tiunction
whe , 2,..J. 2 ,..J. 2 2
f):. 3. (a) Solve x (oz/ax )- 3.xy(o zlaxay) + 2y (ffz!c)y ) + 5y(8zlc)y) - 2z = 0.
Sol. Let x = eU,y = e'\ sothat u = log x, v=log y . ...(1)
Also, let D = a1ax, D ' =;- a1ay, DI = a1au, DI'= a1av.
·PJ 2 2 2 2
Then the given equation (x D - 3xyDD ' + 2y D' + 5yD' -2)z = 0
(8) becomes [D 1(D 1 - I) - 3D 1D 1' + 2D 1'(D 1' - I)+ 5D' -2]z= O
~9) or (D\ - 3D ID 1' + 2D '\ - D1 + 3D 1' - 2)z = O
or (D 1 -D 1'- 2)(D 1 -2D 1'+l)z =O.
D) Hence solution is z = C.F. = e2ucj> 1(v + u) + ~--uq>i(v + 2u)
I) or z = (e" ) 2 ~(log y + log x) + (e"f 14½(log y + 2 log x), using (1)
2
)
or z = x 2q> 1 log (xy) + x _, cj> 2 log (yx ), using ( 1)
2 2
or z = x fi (xy) + x- 1;;(yx ),fi ,/2 being arbitrary functions.
Ex. 3. (b) Solve x (a2z!8x ) + 2xy(8 z/8xc)y) + y2(fizl o;i) + x(Bz!Bx) +
2 2 2

y(_ozlay) - z = 0.
Sol. Try yourself. . [Ans. z = xfi(ylx) + x-1.fi(y!x)]
2 2 2 2
Ex. 4. (a) Solve (x D + 2.xyDD' + y D' )z=xmyn.[Delhi B.Sc. (H) 94] .
Sol. Let x = e", y = ev so that u = log x, v = logy. ... (1)
Also, let D 1 = 8/8u and D 1' = 8/dv.
Then the given reduces to .
[D I (D I - 1) + 2D 1D 1' + D I '(D 1' - l)]z = em"_env
or [(D 1 + D 1')2-(D 1 + L\')]z = emu+nv or (D 1 + D 1')(D 1 + D 1'-: 1) = emu+nv
Here C.F. = 4> I (v - u) + e"4>i(v - u) . I

= cl> 1(logy - log x) +x4>i(logy- logx), using (1) ,j

= 4, log (ylx) + x4>2 log (y/x) =f..(ylx) + xfi(ylx),
1
I

whereJi and /2 are arbitrary functions.

Now, P.I. = , 1 , emu+ nv = 1 (e")m( v)"
(Di + Di)(Di + Di - 1) (m + n)(m + n - 1) . e ,I

,l
I

1 xmy", using (I).

(m + n)(m + n - 1)
Hence the required general solution is z = C.F. + P.I.
or z = 4, 1(ylx) + x4, 2(y/x) + (1/ {(m + n)(m + n - l)} ]xmyn.
2 2 2 2
Ex. 4. (b) Solve x 2(fizl8x ) - y (8 z/fJ;}) = x y
2 2 2 2 2 [Meerut 87]
or (x D - y D' )z = x y.