CHAPTER-5

Solutions of Homogeneous Linear Partial

Differential Equations of Order Two with
Constant Coefficients

5.1 Introduction
Partial differential equations of order two arise frequently in
mathematical physics and engineering. Infact, it is for this reason
that the study of such equations is of great importance. Some
partial equations of order two are linear while some of them are
non-linear. Again, the partial differential equations of order two
arising in physical problems which are linear may be classified in
two categories, namely homogeneous linear partial differential
equations and non-homogeneous linear partial differential
equations.
In this chapter, we discuss the methods of solution of
homogeneous linear partial differential equations of order two with
constant coefficients.
5.2 Linear Partial Differential Equation with Constant
Coefficients
A partial differential equation in which the dependent
variable and its partial derivatives w.r.t. independent variables
appear only in the first degree and are not multiplied together and
their coefficients being constants or functions of x and y, is known
as a linear partial differential equation.
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The most general form of a linear partial differential equation

of order n is

∂n z ∂n z ∂n z ∂n z
( A0
∂ xn
+ A 1
∂ x n−1 ∂ y
+ A 2
∂ x n−2 ∂2 y
+...+ A n
∂ yn )
∂n−1 z ∂n −1 z ∂n−1 z
(
+ B0
∂ x n−1
+ B 1
∂ x n−2 ∂ y
+ …+B n−1
∂ y n−1 )
∂z ∂z
(
+...+ M
∂x
+N
∂y )
+ Pz=F (x , y ) …(1)

where the coefficients A0,A1,A2…,An, B0, B1,…, Bn–1,…, M, N, P

are either constants or functions of x and y.
When the coefficients of various terms namely A 0, A1, A2
…,An,B0,B1,…,Bn–1,…,M,N and P in the above partial differential
equation are all constants, then equation (1) is known as linear
partial differential equation with constant coefficients.
∂
For convenience, if we use the symbolic notations D for
∂x
∂
and D ' for , then (1) can be re-written as
∂y

[( A 0 D n+ A 1 D n−1 D ' + A 2 D n−2 D' 2+ ...+ A n D ' n )

+ ( B 0 Dn−1 + B1 D n−2 D' +...+ Bn−1 D' n−1 )

+... + ( MD+ ND ' )+ P ] z=F ( x , y ) …(2)

or briefly f ( D , D' ) z=F(x , y) …(3)

where f (D , D' ) denotes a partial differential operator of the type

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f ( D , D' )=∑ ∑ c rs Dr D ' s …(4)

r s

where crs are constants.

∂ ∂
Sometimes, we use D x for and D y for . In this case,
∂x ∂y
the partial differential equation (1) can be put in the following
form:

[( A 0 D nx + A1 D n−1
x D y +…+ A n D ny )

+ ( B 0 Dn−1 n−1
x + B1 D x D y +...+ B n−1 Dn−1
y )

+...+ ( M D x + N D y )+ P ] z =F ( x , y ) …(5)

or briefly f ( D x , D y ) =F ( x , y ) …(6)

5.3 Homogeneous Linear Partial Differential Equation of

Order n with Constant Coefficients
A linear partial differential equation with constant
coefficients in which all the partial derivatives are of the same
order is called as homogeneous linear partial differential
equation, otherwise it is called a non-homogeneous linear
partial differential equation.
A linear partial differential equation of order n of the form

∂n z ∂n z ∂n z ∂n z
A0 + A 1 + A 2 + ¿ …+ A n =F ( x , y ) …
∂ xn ∂ x n−1 ∂ y ∂ x n−2 x ∂2 y ∂ yn
(1)

where the coefficients A0 , A 1 , A 2 , … , A n are all constants, is known

as homogeneous linear partial differential equation of order n
with constant coefficients.
 164

∂ ∂
Using D for and D' for , the equation (1) can be re-
∂x ∂y
written in the following form:

( A 0 D n+ A 1 Dn−1 D ' + A 2 Dn−2 D ' 2+...+ A n D 'n ) z=F ( x , y )…(2)

or briefly f ( D , D' ) z=F(x , y) …(3)

We now discuss the methods of solution of homogeneous

linear partial differential equations having constant coefficients.
The most general solution i.e. the solution containing the
correct number of arbitrary constants of the corresponding
homogeneous linear partial differential equation f ( D , D' ) z=0 is
called the complementary function (C.F.) of equation (1).
Similarly, any solution of equation (1) is called a particular
integral (P.I.) of equation (1).
As in the case of linear ordinary differential equations with
constant coefficients, we start with the following basic theorems
which are also applied in the case of linear partial differential
equations having constant coefficients:
Theorem 1. If C.F. is the complementary function and P.I. is the
particular integral of a linear partial differential equation
f ( D , D' ) u=F ( x , y ), then z = C.F. + P.I. is the general solution of
the given partial differential equation.

Theorem 2. If u1 ,u 2 , … … .. ,u n are n solutions of a homogeneous

n
linear partial differential equation f ( D , D' ) u=0 , then ∑ cr ur is
r=1
also a solution, where c r ’ s are arbitrary constants.

5.4 Complementary Function (C.F.) of Homogeneous Linear

Partial Differential Equation of Order n with Constant
Coefficients
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Consider the following homogeneous linear partial

differential equation of order n with constant coefficients:

( A 0 D n+ A 1 Dn−1 D ' +...+ A n D 'n ) z=F ( x , y )

i.e. f ( D , D ' ) z=F ( x , y ) …(1)

where the coefficients A0 , A 1 , …. , An are all constants.

The complementary function (C.F.) of (1) is the general

solution of f ( D , D' )=0 i.e.,

( A 0 D n+ A 1 Dn−1 D ' +...+ A n D 'n ) z=0 …(2)

which can also be factorized in the following form:

[ ( D−m1 D ' ) ( D−m2 D ' ) … ( D−mn D ' ) ] z=0 …(3)

where m1 ,m 2 , … ., mn are some constants.

Clearly, the solution of any one of the differential equations

( D−m1 D ' ) z=0, ( D−m2 D' ) z=0 , … , ( D−mn D' ) z=0 …(4)
is also a solution of equation (3).
Now, let us find the general solution of the linear partial
differential equation of the type ( D−mD ' ) z=0 as follows:

The equation ( D−mD ' ) z=0 can be re-written as

∂z ∂z
−m =0 or p−mq=0 …(5)
∂x ∂y
which is in Lagrange’s form Pp+Qq=R.

∴ Lagrange’s auxiliary equations for (5) are

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dx dy dz
= = …
1 −m 0
(6)
Taking the first two fractions of (6), we get

dy +mdx=0 so that y +mx=c 1 …(7)

From the third fraction of (6), we get

dz=0 so that z=c2 …(8)

Hence, from (7) and (8), the general solution of (5) is

z=ϕ ( y +mx ), where ϕ is an arbitrary function.

Therefore, we may assume a solution of equation (2) in the

form z=ϕ ( y +mx ) from which, we note that
∂z ∂z
Dz ≡ =mϕ ' ( y+ mx ) , D ' z= =ϕ ' ( y +mx )
∂x ∂y

2 ∂2 z 2 '' '2 ∂2 z ''

D z≡ 2
=m ϕ ( y +mx ) , D z= 2
=ϕ ( y+ mx )
∂x ∂y

⋮ ⋮ ⋮ ⋮

n ∂n z n ( n) 'n ∂n z (n )
D z≡ n
=m ϕ ( y+ mx ) , D z= n
=ϕ ( y +mx )
∂x ∂y
Also, in general, we find

r s ∂r+ s z r ( r + s)
D D ' z≡ r s
=m ϕ ( y+ mx )
∂x ∂ y
Substituting these values in (2) and simplifying, we get

( A 0 mn + A1 mn−1+ A 2 mn−2 +...+ An ) ϕ( n) ( y+ mx )=0 …(9)

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which is true if m is a root of the following equation:

A0 m n + A 1 mn −1 + A2 m n−2+ ...+ A n=0 …(10)

This equation (10) is known as the auxiliary equation (A.E.)

of (2) and hence of equation (1) and is obtained by putting D=m
and D' =1 in f ( D , D' )=0.

Let m1, m2,….., mn be the n roots of the auxiliary equation

(10). Then, the following cases may arise:
Case (i) : If the roots m1, m2,…., mn are distinct. Then

C.F. ¿ ϕ 1 ( y +m1 x ) +ϕ 2 ( y +m 2 x ) +¿…ϕ n ( y + mn x)

where ϕ 1,ϕ 2, …..ϕ n are arbitrary functions.

Case (ii): Let the auxiliary equation has some repeated roots, say,
m1=m2=¿ …¿ mr =m. Then, the corresponding part of C.F. is

ϕ 1 ( y +m x ) + x ϕ 2 ( y + m x ) +¿…+ x r−1 ϕ r ( y + m x)

where ϕ 1,ϕ 2, …..,ϕ r are arbitrary functions.

Case (iii) : Let there exists a pair of complex roots, say α ± iββ.
Then, the corresponding part of complementary function (C.F.) is

ϕ 1 [ y+ ( α +iββ ) x ] +ϕ 2 [ y + ( α −iββ ) x ]

where ϕ 1 and ϕ 2 are arbitrary functions.

Important Note: If we find A0 = 0 and An ≠ 0 in (1), then it is

advisable to obtain auxiliary equation of (1) by putting D = 1 and
D' = m in f ( D , D ' )=0. In this case, C.F. is given by

C . F .=ϕ 1 ( x +m 1 y ) + ϕ 2 ( x +m2 y )+ …+¿ ϕ n ( x+ m n y )

 168

where m 1 ,m 2 , … ,mn are the roots of the auxiliary equation.

5.5 Particular Integral (P.I.) of Homogeneous Linear Partial

Differential Equation with Constant Coefficients
Consider the following homogeneous linear partial
differential equation with constant coefficients:
f ( D , D' )=F ( x , y ) …(1)
1
The inverse operator of the symbolic operator
f ( D , D' )
f ( D , D' ) is defined by the following identity:

1
f ( D , D' )
[ f ( D , D' ) ]
F ( x , y ) =F ( x , y ) …

(2)
1
Evidently F ( x , y ) is the particular integral (P.I.) of
f ( D , D' )
(1) i.e., P.I. of (1) is given by
1
P.I. ¿ F(x, y) …
f ( D , D' )
(3)
In what follows, we shall treat the symbolic notations D and
'
D as we have seen for the symbolic notation D alone in case of
linear ordinary differential equations. Thus, it will be factorized
and resolved into partial fractions or expanded in an infinite series
as the case may be.
Now, let us note the following results carefully:

(i) The operators D , D2 , … will stand for partial differentiation

w.r.t. x once, twice and so on. For example, we have
169

∂ 2 3
D x2 y 3 = ( x y )=2 x y 3 ,
∂x

D 2 x 2 y 3=D [ D ( x2 y 3 ) ] =D ( 2 x y3 ) =2 y 3

(ii) The operators D ' , D ' 2 , … will stand for partial differentiation
w.r.t y once, twice and so on. For example, we have
∂ 2 3
D ' x 2 y 3= ( x y )=3 x 2 y 2 ,
∂y

D ' 2 x2 y 2=D ' [ D ' ( x 2 y 3 ) ]=D ' ( 3 x 2 y 2) =6 x 2 y

1 1
(iii) The operators , ,… will stand for integration w.r.t. x
D D2
once, twice and so on. For example, we have
1 2 3 1
x y =∫ x 2 y 3 dx= x3 y 3 ,
D 3
1 2 3 1 1
x y =∬ x2 y 3 dx=∫ x3 y 3 dx= x 4 y 3
D 2
3 12

1 1
(iv) The operators , , … will stand for integration w.r.t. y
D ' D '2
once, twice and so on. For example, we have
1 2 3 1
x y =∫ x 2 y 3 dy= x 2 y 4 ,
D '
4

1 2 3
'2
x y =∬ x 2 y 3 dy dy ¿ ∫ 1 x 2 y 4 dy = 1 x2 y 5
D 4 20

Now, if m 1 ,m 2 , … ,mn be the roots of the auxiliary equation

A0 m + A 1 mn −1 + A2 m n−2+ ...+ A n=0,
n
corresponding to the
homogeneous linear partial differential equation
 170

f ( D , D' ) z=F ( x , y ) where A0 , A 1 , A 2 , … An are all constants, then

f ( D , D' )= A 0 D n + A 1 D n−1 D ' + A2 D n−2 D ' 2 +...+ A n D ' n can be
written as
f ( D , D' )= A 0 ( D−m 1 )( D−m2 ) … ( D−mn )

∴ P.I.
1 1
¿ F ( x , y )= F(x , y)
'
f (D, D ) A0 ( D−m1 ) ( D−m 2) … ( D−m n )

5.6. Shorter Methods of Finding P.I. in Certain Cases

Before discussing (taking up) the general method of finding
P.I. of f ( D , D' ) z=F ( x , y ) , we begin with two special forms of
F ( x , y ). The methods corresponding to these forms are much
shorter than the general methods.

5.6.1 Shorter Method I of Finding P.I. of f ( D , D' ) z=F ( x , y )

If F ( x , y ) is a rational integral algebrical function, then P.I.

1
can be evaluated by expanding the symbolic operator in
f ( D , D' )
an infinite series of ascending powers of D or D' .
1
Important Note: The P.I. obtained on expanding in
f ( D , D' )
ascending powers of D is different from that obtained on
1
expanding in ascending powers of D '. Thus, we have two
f ( D , D' )
ways of finding P.I. of f ( D , D' ) z=F ( x , y ) .

To obtain the general integral or complete integral of a

homogeneous linear partial differential equation, any one of P.I. is
required. Therefore, any one of the two ways of getting particular
integrals can be used.
171

5.6.2 Shorter Method II of Finding P.I. of f ( D , D' ) z=F ( x , y )

If F ( x , y ) is a function of ax +by i.e., if F ( x , y ) is of the form
( n)
ϕ ( ax+ by ), then the shorter method of finding P.I. of
f ( D , D' ) z=ϕ (n ) ( ax+by ) is based on the following theorem:
Theorem III: If f ( D , D' ) be the homogeneous function of D and
D ' of degree n, then P.I. of f ( D , D' ) z=ϕ (n ) ( ax+by ) is given by
1 1
ϕ (n ) ( ax +by ) = ϕ ( ax +by ) ,provided f ( a ,b ) ≠ 0
f (D, D )'
f (a , b)

where ϕ ( n) is the nth derivative of ϕ w.r.t. ( ax +by ) as a whole.

Proof: By direct differentiation of ϕ ( ax +by ), we have

Dr ϕ ( ax +by )=ar ϕ (r ) ( ax+ by )

D 's ϕ ( ax+ by )=b s ϕ (s ) ( ax +by )

and Dr D' s ϕ ( ax+ by )=a r bs ϕ (r +s ) ( ax+ by )

Now, since the symbolic operator f ( D , D' ) is homogeneous

function of degree n, therefore, we have

f ( D , D ' ) ϕ ( ax+ by )=f ( a ,b ) ϕ( n) ( ax +by ) …(1)

1
Operating upon both sides of (1) by , we have
f ( D , D' )
1
ϕ ( ax +by )=f ( a , b ) '
ϕ (n ) ( ax +by ) …(2)
f (D,D )

Again, if f ( a ,b ) ≠ 0, then on dividing both sides of equation

(2) by f ( a ,b ), we get
1 1
ϕ ( ax+ by )= ϕ (n ) ( ax +by )
f (a , b ) '
f (D,D )
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1 1
or ϕ (n ) ( ax +by ) = ϕ ( ax +by ) …(3)
'
f (D, D ) f (a , b)

provided f ( a ,b ) ≠ 0.

Exceptional Case: When f ( a ,b )=0, then the above theorem does

not hold good. In such a case, the new method of finding P.I. is
used, which is based on the following theorem:
r
Theorem IV: Let f ( D , D' )=( bD−a D ' ) g ( D , D ' ), where g ( D , D ' )
is of degree ( n−r ) and g ( a , b ) ≠ 0

Then, P.I. of f ( D , D ' ) z=ϕ (n ) ( ax+by ) is given by

1 (n ) 1 x r 1 (r ) (
ϕ ( ax +by ) = ϕ ax +by )
f ( D , D' ) g ( a , b ) r ! br

[Note that f ( a ,b )=0iff( bD−aD ' ) is a factor of f ( D , D' ) ¿.

1 1 1
Proof: ϕ (n ) ( ax +by ) = ϕ ( n ) ( ax+by )
' ' r '
f (D , D ) ( bD−a D ) g ( D , D )
1 1
¿ ϕ ( r) ( ax +by )
g ( a ' r
,b )
( bD−a D )
1 1 1
or ϕ (n ) ( ax +by ) = ϕ (r ) ( ax+ by ) …(4)
f (D , D )'
g ( a , b ) ( bD−a D' )r

1
Now, let us take '
ϕ (r ) ( ax +by ) =u
bD−a D

so that, we have ( bD−aD ' ) u=ϕ (r ) ( ax +by ) …(5)

∂u ∂u
which can also be written as b −a =ϕ ( r) ( ax +by ) …(6)
∂x ∂y
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which is in Lagrange’s form and therefore, its auxiliary equations

are given by
dx dy du
= = (r ) …
b −a ϕ ( ax+by )
(7)
Taking the first two fractions of (7), we get
a dx +b dy=0 which gives ax +by =c …(8)
Taking the first and the last fractions of (7), we get

b du=ϕ ( r) ( ax +by ) dx

which on using (8) gives bdu=ϕ (r ) ( c ) dx …(9)

x
Integrating (9), we get u= ϕ( r ) ( c )
b
Putting the value of c from (8) in the above, we get
x
u= ϕ( r ) ( ax +by )
b
1 x
or ϕ (r ) ( ax +by ) = ϕ( r ) ( ax +by ) …(10)
bD−a D '
b

1 1
∴ ϕ (r ) ( ax+ by )= u , where u= x ϕ( n) ( ax+ by )
' 2 '
( bD−a D ) bD−a D b

1 1 x (r )
or ϕ (r ) ( ax+ by )= ϕ ( ax+ by )
( bD−a D ) ' 2
bD−a D
'
b

1 (r ) x 2 1 (r ) (
or 2
ϕ ( ax+ by ) = ϕ ax+ by ) …(11)
( bD−a D ' ) 2 ! b2
 174

In general, we find

1 x r 1 (r ) (
r
ϕ ( r) ( ax +by )= ϕ ax +by ) …(12)
( bD−a D ' ) r ! br

Using (12) in the result (4), we get

1 (n ) 1 x r 1 (r ) (
ϕ ( ax +by ) = ϕ ax +by ) , g ( a , b ) ≠0
f ( D , D' ) g ( a , b ) r ! br

Remarks: In case when f ( a ,b )=0, then P.I. of

f ( D , D' ) z=ϕ (n ) ( ax+by ) can also be obtained by using the following
formula

1 (n ) x n 1 ( n) (
n
ϕ ax +by =
( ) ϕ ax+ by )
( bD−a D ' ) n ! bn

5.7 A General Method of Finding P.I. of Homogeneous Linear

Partial Differential Equation with Constant Coefficients
Let us consider the following partial differential equation:
f ( D , D' ) z=F ( x , y ) …(1)

where f ( D , D' ) is a homogeneous function of D and D ' of degree

n so that

f ( D , D' )=( D−m1 D ' ) ( D−m2 D ' ) … ( D−mn D ' )

1
∴ P.I. of (1) ¿ F(x, y)
f ( D , D' )
1
or P.I. ¿ '
F(x , y)
( D−m1 D ) ( D−m2 D ' ) … ( D−mn D ' )
…(2)
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Now, in order to find P.I. given by (2), we find a solution of

the equation ( D−m D ' ) z=F ( x , y ) i.e., we have

p−mq=F ( x , y ) …(3)

which is of the Lagrange’s form Pp+Qq=R

The Lagrange’s auxiliary equations for (3) are
dx dy dz
= = …
1 −m F ( x , y )
(4)
Taking the first two fractions of (4), we get
dy +mdx=0 so that y +mx=c …(5)
Taking the first and the last fractions of (4), we get
dz=F ( x , y ) dx=F ( x , c−mx ) dx, on using (5)

Integrating it, we get z=∫ F ( x , c−mx ) dx

1
∴ z= F ( x , y )=∫ F ( x , c−mx ) dx …(6)
D−m D '
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.I. given by (2) can be obtained by applying the
operation (6) by the factors in succession starting from the right.
While using general method of finding the particular integral
P.I. of f ( D , D' ) z=F ( x , y ), we shall note the following formulae:
1
(i) F ( x , y )=∫ F ( x , c−mx ) dx , where c= y+ mx
D−m D '
 176

1
(ii) F ( x , y )=∫ F ( x ,c +mx ) dx, where c= y−mx
D+ m D '
It can also be noted that (ii) can be obtained from (i) by
replacing m by – m.
However, we shall use the following formulae for finding P.I.
in various cases:
1 1
1. '
e ax+ by= e ax +by , provided f(a, b) ≠ 0
f (D , D ) f (a , b)
1
2. '
x r y s=¿ ¿ which is obtained by expanding ¿ ¿ in
f (D , D )
ascending powers of D and D' and there after operated upon
xr ys
1 1
3. sin ( ax+ by )=¿ sin( ax+ by) ¿,
f (−a ,−ab ,−b2 )
' '2 2
f (D, DD ,D )
provided f (−a 2−ab ,−b2 )≠ 0
1 1
4. cos( ax+ by)= cos( ax+ by) ,
f (−a ,−ab ,−b2 )
2 ' 2 2
f (D ,D D ,D )
provided f (−a 2−ab ,−b2 )≠ 0
1 1
5. '
e ax+by ϕ ( x , y )=eax+ by ϕ(x , y) .
f (D, D ) f ( D+a , D' + b )
1 1
6. 2 '2
sin ax sin by= sin ax sin by , if
f (D ,D ) f ( −a2 ,−b 2 )
f ( −a2 ,−b 2 ) ≠ 0
1 1
7. 2 '2
cos ax cos by= cos ax cos by ,if
f (D , D ) f (−a 2 ,−b2 )
f ( −a2 ,−b 2 ) ≠ 0
1
8. F ( x , y )=∫ F ( x , c−mx ) dx , where c = y + mx
D−mD '
1
9. F ( x , y )=∫ F ( x ,c −mx ) dx , where c = y – mx
D+ m D '
177

We shall also use the following results of Integral Calculus

directly as and when required:

ax e ax (
∫ e sin bx dx= a2 +b 2 a sin bx−b cos bx )
ax
and ∫ eax cos bx dx= a2e+ b2 ( a cos bx−b sin bx )
SOLVED EXAMPLES

Example 1. Find C.F. of ( D 2 + D D ' −2 D '2 ) z=0.

Solution : The auxiliary equation for the given equation is

m2 + m – 2 = 0, which gives m = 2, 1
∴ C.F. of the given partial differential equation is

z=ϕ1 ( y−2 x )+ ϕ 2 ( y + x )

where ϕ 1 and ϕ 2 are arbitrary functions.

Example 2. Find C.F. of ( D 2−2 D D ' + D ' 2) z=0.

Solution : The auxiliary equation for the given equation is

m 2−2 m+ 1=0, which gives m = 1, 1

∴ C.F. of the given partial differential equation is

z=ϕ1 ( y + x )+ x ϕ 2 ( y+ x )

where ϕ 1 and ϕ 2 are arbitrary functions.

Example 3. Find C.F. of ( D 4 −D ' 4 ) z=0.

Solution : The auxiliary equation for the given equation is

 178

m4 – 1 = 0, which gives m = 1, 1, i,  i

∴ C.F. of the given partial differential equation is

z=ϕ1 ( y + x )+ ϕ 2 ( y −x ) + ϕ3 ( y +iβx ) + ϕ 4 ( y−iβx )

where ϕ 1, ϕ 2, ϕ 3 and ϕ 4 are arbitrary functions.

∂2 z ∂2 z ∂2 z
Example 4. Solve −4 + 4 =0.
∂ x2 ∂x ∂ y ∂ y2
Solution : The given partial differential equation can be written as

( D2−4 D D' + 4 D'2 ) z=0 …(1)

The auxiliary equation for the given equation (1) is

m2 – 4m + 4 = 0, which gives m = 2, 2

∴ The solution of the given partial differential equation is

z=ϕ1 ( y +2 x ) + x ϕ 2 ( y +2 x ) …(2)

Example 5. Solve ( D 2−4 D ' 2 ) z=cos 4 x cos 3 y .

Solution : The auxiliary equation for the given equation is

m2 – 4 = 0, which gives m = 2,  2

∴ C.F. ¿ ϕ 1 ( y+ 2 x ) +ϕ 2 ( y−2 x ) …(1)

1
Now, we find P.I. ¿ cos 4 x cos 3 y
D −4 D ' 2
2

1
¿ cos 4 x cos 3 y
−4 −4 (−32 )
2
179

1
¿ cos 4 x cos 3 y …(2)
20
The complete integral of the given equation is
1
z=ϕ1 ( y +2 x ) + ϕ2 ( y−2 x )+ cos 4 x cos 3 y …(3)
20

Example 6. Solve ( D 2 + D D ' ) z=cos 2 x cos y .

Solution : The auxiliary equation for the given equation is

m2 + m = 0, which gives m = 0, 1

∴ C.F. ¿ ϕ 1 ( y )+ ϕ 2 ( y −x ) …(1)

1 cos(2 x + y )+ cos(2 x− y )
Now, we find P.I. ¿ 2 '
D +D D 2

1 1 1 1
¿
(
2 D +D D
2 ' )
cos (2 x+ y )+
2 D +D D'
2 (
cos (2 x − y)
)
1 cos(2 x + y ) 1 cos(2 x− y )
¿
[ +
] [
2 −22−2× 1 2 −22−2 ×(−1) ]
cos(2 x+ y) cos(2 x− y )
¿− −
12 4
…(2)
The complete integral of the given equation is
1 1
z=ϕ1 ( y ) +ϕ 2 ( y−x )− cos ( 2 x+ y )−¿ cos(2 x− y )¿
12 4

Example 7. Solve ( D 2−2 D D ' + D '2 ) z=sin x cos y .

 180

Solution : The auxiliary equation for the given equation is

m2 – 2m + 1 = 0, which gives m = 1, 1

∴ C.F. ¿ ϕ 1 ( y+ x ) + x ϕ 2 ( y + x ) …(1)

1
and P.I. ¿ sin x cos y
D −2 D D ' + D '2
2

1 1
¿ 2 ' '2
D −2 D D + D 2 [
{ sin ( x+ y )+ sin ( x − y ) } ]
= P.I.1 + P.I.2

1 1
Now, we find P.I1 = [
2 D −2 D D' + D' 2
2
sin(x + y )
]
1
¿ ¿
2
1 1
¿ ' '
sin ( x+ y )
2 ( D−D ) D−D
1
Now, we first find sin( x + y ), for which we replace y
D−D '
by (c – x) in sin (x + y) to have sin c.
1
Thus, we have sin ( x+ y )=∫ sin c dx=x sin c=x sin ( x + y )
D−D '

1 x2
∴ P.I.1 ¿ x sin ( x+ y)= sin( x + y ) …(2)
2 ( D−D' ) 4

1
Similarly, we find P.I.2 ¿ sin( x− y)
2 ( D−D' )( D−D' )
181

1 −1
¿ [
2 ( D−D ) 2
'
cos ( x− y ) ]
1
¿− sin(x − y) …(3)
8
The complete solution is the given equation given by

x2 1
z=ϕ ( x + y ) + x ϕ2 ( y + x )+ sin( x + y )− sin ( x− y )
4 8

Example 8. Solve ( D 2−7 D D ' +6 D' 2) z=xy .

Solution : The auxiliary equation for the given equation is

m2 – 7m + 6 = 0, which gives m = 1, 6

∴ C.F. ¿ ϕ 1 ( y+ x ) + ϕ 2 ( y +6 x ) …(1)

1
1 ¿ xy
xy 7 D' 6 D' 2
and P.I. ¿ 2
D −7 D D ' +6 D' 2 D2 1−
D [ (
− 2
D )]
−1
7 D ' 6 D' 2
1
¿ 2 1−
D [ (
D
− 2
D )] xy

7 D' 6 D'2
¿
1
D2 [ (
1−
D
− 2 xy
D )]
1 7x 1 7 x2
¿
D2(xy +
D
=
D2 ) (
xy +
2 )
x3 7 x4 x3
¿y ( ) ( )
+ = ( 4 y+ 7 x )
6 2 12 24
…(2)
 182

The complete integral of the given equation is given by

x3 (
z=ϕ1 ( y + x )+ ϕ 2 ( y +6 x ) + 4 y +7 x ) …(3)
24

Example 9. Solve ( D 2−D D ' −2 D '2 ) z= ( y−1 ) e x .

Solution : The auxiliary equation for the given equation is

m2 – m – 2 = 0, which gives m = 1, 2

∴ C.F. ¿ ϕ 1 ( y−x ) +ϕ 2 ( y +2 x) …(1)

1 1
and P.I. ¿ 2 ' '2
( y−1 ) e x = ' '
( y−1) e x
D −D D −2 D ( D−2 D ) ( D+ D )

ex ex
¿ ( y−1 ) = ( y−1)
[ ( D+ 1 )−2 D' ][ ( D+1 ) + D' ] [ 1−( 2 D' −D ) ][ 1+ ( D+ D' ) ]
−1 −1
¿ e x [ 1−( 2 D ' −D ) ] [ 1+( D+ D ' ) ] ( y−1)

¿ e x [ 1−( 2 D ' −D ) + … ][ 1−( D+ D ' ) +… ] ( y−1)

¿ e x [ 1+ ( 2 D ' −D ) ][ 1−( D+ D' ) ] ( y −1 )

¿ e x [ 1−( D+ D ' ) + ( 2 D ' −D ) ] ( y−1)

¿ e x ( 1+ D ' −2 D ) ( y−1 ) …(2)

¿ e x ( y −1+ 1)= y e x …(3)

∴ The complete integral of the given equation is

z=ϕ1 ( y−x ) +ϕ 2 ( y+ 2 x ) + y e x
183

Example 10. Find the particular integral of ( D 2−a2 D ' 2) z=x .

2 −1
1 1 2D'
Solution: P . I .=
D 2−a 2 D '2
x=
D2
1−a (
D2 ) x

2
1 2 D' 1
¿
D 2
1+ (
a
D 2 )
+. … … .. x= 2 ( x )
D

1 1 1 x2 x3
¿
D D
x = [ ( )] ( )
D 2
=
6

Or
1 1
¿ 2 '22
x= 2
x
P.I. D −a D D
(
−a2 D'2 1− 2 '2
a D )
−1
1 D2
¿
−a2 D '2
1− (
a 2 D '2 ) x

1 D2
(
¿ 2 '2 1+ 2 '2 +. … … … x
−a D a D )
1 1 −1 xy 2 −xy 2
¿− . x= . =
a2 D '2 a2 2 2 a2
Example 11. Find the particular integral of the partial differential
equation ( D 2 +3 D D ' +2 D ' 2 ) z=x + y .

1
Solution : P.I. ¿ (x+ y )
D +3 D D ' + 2 D ' 2
2
 184

−1
D' D' 2
1
¿ 2 1+ 3 +2 2
D D D [( )] ( x+ y)

1 D'
¿ (
D2
1−3
D )
+. … .. ( x + y )

1 3 1
D [ ] D ( x+ y −3 x)
¿ x+ y−
2
( 0+1 ) = 2
D

1 2 3
¿ 2
( y−2 x ) ¿ y x − x
D 2 3
Or
−1
D2 3 D
P.I. ¿ 2
1
D +3 D D ' + 2 D '2
( x+ y )=
1
2 D '2
1+
[(+
2 D '2 2 D ' )] ( x+ y )

1 3 D
+ .… … . (x+ y) ¿ 1 '2 x+ y − 3 y
¿
2D '2 [
1−
2D ' ]
2D 2 ( )
1 y 1 1 y 1 y 2 xy 2 y 3
¿
2 D '2 (
x−
2
= )
2 D' D'
x−
2
=
[ ( )] (
2 D'
xy−
4
= −
4 24 )
Example 12. Solve ( D 3− D' 3 ) z =x3 y 3 .

Solution: The auxiliary equation for the given equation is

m 3−1=0, which gives m=1 , w , w 2

1 2 1
where w= (−1+ √ 3 iβ ) and w = (−1+ √ 3 iβ )
2 2

∴ C.F. ¿ ϕ 1 ( y+ x ) + ϕ 2 ( y +wx ) +ϕ 3 ( y +w 2 x ) …(1)

185

−1
1 1 D' 3
and P.I. ¿ 3
D −D '3
3 3
x y = 3 1− 3
D D ( ) 3
x y
3

1 D '3 1 1
¿
D (
3
1+
D 3 ) D (
+ .… .. x 3 y 3= 3 x 3 y 3+ x6
20 )
1 1 3 3 1 6 1 1 4 3 1 7
¿
[ (
D D
3
x y+ x = 2
20 D 4
x y+
140
x )] ( )
1 1 1 4 3 1 7 1 1 5 3 1
¿
[ (
D D 4
x y +
140
x =
D 20
x y+)] (
1120
x8 )
x6 y 3 x9
or P.I. ¿ + …(2)
120 10080
Thus, the complete integral (solution) is given by

2 x6 y 3 x9
z=ϕ1 y + x + ϕ 2 y + wx +ϕ 3 y +w x +
( ) ( ) ( ) +
120 10080
EXCRCISE 5(A)
Solve the following partial differential equations :

1. ( D2−D ' 2) z=0

2. ( 4 D2 +12 D D' + 9 D'2 ) z=0
3. r −a2 t=0
4. ( D 3−6 D 2 D ' +11 D D '2−6 D '3 )z = 0
5. (D3 – 4D2D' +4DD' 2) z = 0
∂2 z ∂2 z ∂2 z
6. 25 −40 + 16 =0
∂ x2 ∂ x∂ y ∂ y2
7. r +t +2 s=0
8. ( D 2 + D D '2 −D 2 D' −D ' 3 ) z=0
9. ( D 2−2 D D ' + D ' 2) z=e x+2 y
 186

10. ( D 2−2 D D ' + 2 D ' 2 ) z=2 e 2 x+4 y

∂2 z ∂2 z ∂2 z x+ y
11. 2
−5 +6 2
=e
∂x ∂ x ∂ y ∂y
12. ( D 3−2 D 2 D ' ) z=e x+2 y

ANSWERS

1. x=ϕ1 ( y + x )+ ϕ 2 ( y−x)
2. z=ϕ1 ( 2 y−3 x )+ x ϕ 2 (2 y−3 x)
3. z=ϕ1 ( y +ax ) +ϕ 2 ( y−ax)
4. z=ϕ1 ( y + x )+ ϕ 2 ( y +2 x )+ ϕ 3 ( y−3 x)
5. z=ϕ1 ( y ) +ϕ 2 ( y+ 2 x ) + x ϕ3 ( y+2 x)
6. z=ϕ1 ( 5 y+ 4 x ) + x ϕ 2(5 y + 4 x)
7. z=ϕ1 ( y−x ) + x ϕ 2( y−x)
8. z=ϕ1 ( y + x )+ ϕ 2 ( y +iβx )+ ϕ 3 ( y−iβx)
9. z=ϕ1 ( y + x )+ x ϕ 2 ( y+ x ) + e x+2 y
2 3 x+4 y
10. z=ϕ1 ( y +2 x ) + ϕ2 ( y + x )+ e
5
1 x+ y
11. z=ϕ1 ( y +2 x ) + ϕ2 ( y +3 x )+ e
2
1 x+2 y
12. z=ϕ1 ( y ) + x ϕ2 ( y ) +ϕ 3 ( y+ 2 x )− e
3
5.8 Solution of Homogeneous Linear Partial Differential
Equation with Constant Coefficients under Given
Geometrical Conditions
Till now, we have seen that the solutions obtained in
previously used methods involve arbitrary functions of x and y. We
will now determine these under the given geometrical conditions.
This will lead to the surface satisfying the given partial differential
equation under the given geometrical conditions which can be seen
in the following solved examples.
187

SOLVED EXAMPLES
Example 1. Find the surface satisfying r −4 s+ 4 t=0 and passing
through the lines z=x=0 and z−1=x− y=0.
Solution. The given partial differential equation may be written as

∂2 z ∂2 z ∂2 z
−4 + 4 =0
∂ x2 ∂x ∂ y ∂ y2

or ( D 2−4 D D ' + 4 D ' 2 ) z=0 or ( D−2 D ' )2 z=0 …(1)

The auxiliary equation of (1) is obtained by replacing D by m

and D ' by 1 in D 2−4 D D ' + 4 D ' 2=0. Thus, we have

m2−4 m+ 4=0 , which gives m=2,2

∴ C.F. of (1) or the complete solution of (1) is given by

z=ϕ1 ( y +2 x ) + x ϕ 2 ( y +2 x ) …(2)

where ϕ 1 and ϕ 2 are arbitrary functions.

Since (2) passes through z=x=0, therefore, we have

0=ϕ 1 ( y ) which implies that ϕ 1 ( y+ 2 x )=0

∴ Using this in (2), we get z=x ϕ 2 ( y +2 x ) …(3)

Again, since (3) passes through z−1=x− y=0, i.e., z=1 and
x= y, therefore, we have
1 3
1=x ϕ 2 ( 3 x ) or ϕ 2 ( 3 x ) = =
x 3x
3
which implies that ϕ 2 ( y+ 2 x )=
y +2 x
 188

3x
Using this in (3), we get z= or z ( y+ 2 x )=3 x
y +2 x

∴ The required surface is given by z ( y+ 2 x )=3 x …(4)

Example 2. Find the surface satisfying r −2 s+t=0 and passing
through bz= y2 , when x=0 and az= x2, when y=0.

Solution. The given partial differential equation may be written as

∂2 z ∂2 z ∂2 z
−2 + =0
∂ x2 ∂ x ∂ y ∂ y2

or ( D2−2 D D' + D ' 2) z=0 or ( D−D ' )2 z=0 …(1)

The auxiliary equation for partial differential equation (1) is

( m−1 )2=0, which gives m=1,1

∴ C.F. of (1) or the complete solution of (1) is given by

z=ϕ1 ( y + x )+ x ϕ 2 ( y+ x ) …(2)

y2
Since z= , when x=0, therefore, from (2), we get
b
2
y2 ( y+x)
=ϕ 1 ( y ) , which implies that ϕ 1 ( y+ x ) =
b b

( y + x )2
Using this in (2), we get z= + x ϕ2 ( y + x ) …(3)
b

x2
Again, since z= , when y=0, therefore, from (3), we get
a

x2 x 2 b−a
= + x ϕ2 ( x ) or ϕ 2 ( x )=
a b ab
x ( )
189

which implies that ϕ 2 ( y+ x )=( b−a

ab )
( y+x)

( y + x )2 b−a
Using this in (3), we get z=
b
+
ab
x ( y+x)( )
or z= ( y+b x ) [ y + x +( b−aa ) x ]=( y + x ) ( xa + by )
∴ The required surface satisfying the given PDE is given by

z=( y + x ) ( ax + by ) …(4)

EXERCISE 5(B)

1. Find the surface satisfying r =6 x+2 and touching z=x 3 + y 3

along its section by the plane x + y +1=0.
2. Find the surface satisfying r −2 s+t =6 and touching the
hyperbolic paraboloid z=xy along its section by the plane
y=x.
3. A surface is drawn satisfying r +t=0 and touching the circle
x 2+ y 2=1 along its section by y=0. Obtain its equation in the
from x 2 ( x 2 + z 2−1 )= y 2 ( x 2 + z 2) .

ANSWERS

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

3. 2 z=( 2−x ) e−x cos y

OBJECTIVE TYPE QUESTIONS

 190

1. The auxiliary equation for the partial differential equation

( A 0 D n+ A 1 Dn−1 D ' +...+ A n D 'n ) z=0 is

(a) A0 m n + A 1 mn −1 +...+ An =0 (b) A0 m 2+ A 1 m+ A2 =0
(c) A0 m+ A 1=0 (d) A0 =0
1
2. If f ( a ,b ) ≠ 0, then '
e ax+by is
f (D, D )
e ax +by ax+ by
(a) (b)
f (a , b ) f (a , b)
(c) e ax+by f ( a , b ) (d) ( ax +by ) f ( a , b )
3. The auxiliary roots of ( D4 −D ' 4 ) z=0 are
(a) 1 ,−1,2 ,−2 (b) 1 ,−1 , iβ,−iβ
(c) 1 ,−1, iβ 2 ,−iβ2 (d) 1 ,−1,2 iβ,−2iβ
4. One P.I. of ( D 2−a2 D ' 2) z=x is
x3 x2
(a) (b) (c) x (d) 1
6 2
5. P.I. of ( D 3− D' 3 ) z =x3 y 3 is
x2 y 2 x 4 x3 y 3 x5
(a) + (b) +
4 120 12 1080
x6 y 3 x9 x4 y5 x6
(c) + (d) +
120 10080 1080 2160
ANSWERS
1. (a) 2. (a) 3. (b) 4. (a) 5. (c)