PARTIAL DIFFERENTIAL EQUATIONS (PDE)

Dr Harikrishnan P.K.

Department of Mathematics
Manipal Institute of Technology, Manipal.

1. PARTIAL D IFFERENTIAL E QUATIONS

Definition 1.1. An equation involving one or more partial derivatives of a function of two or
more variables is called a partial differential equation.

The order of a PDE is the order of the highest partial derivative and the degree of the PDE is
the degree of the highest order derivative after clearing the equation of fractional powers.

A PDE is said to be linear if it is of first degree in the dependent variable and its partial deriva-
tives.

If each term of a PDE contains either the dependent variable or one of its partial derivatives
then the PDE is said to be homogeneous otherwise it is said to be non-homogeneous PDE.
∂z ∂z
Example 1.2. (i) + = 0 — order = 1; degree = 1 and homogeneous.
∂x ∂y
∂ 2z
(ii) = xy— order = 2; degree = 1 and non-homogeneous.
∂ x∂ y
∂ 2z ∂ 2z
(iii) 2 + 2 = 0 — order = 2; degree = 1 and homogeneous.
∂ x ∂ y

2. M ETHOD OF SEPARATION OF VARIABLES

∂u ∂u
Problem 2.1. Solve + = 2(x + y)u by method of separation of variables.
∂x ∂y

∂u ∂u
Solution: Given + = 2(x + y)u − − − − − (∗)
∂x ∂y

Let u = XY where X = X(x),Y = Y (y) be a solution of the PDE (*).

∂u dX ∂u dY
then =Y and =X
∂x dx ∂y dy
dX dY
(*) =⇒ Y +X = 2(x + y)XY
dx dy
Dividing both sides by XY, we get
1 dX −1 dY
− 2x = + 2y
X dx Y dy
2 PARTIAL DIFFERENTIAL EQUATIONS (PDE)

Equating both sides to a common constant k,

1 dX −1 dY
− 2x = k + 2y = k
X dx Y dy
dX dY
=⇒ = (2x + k)dx = (2y − k)dy
X Y
Integrating,
2 +kx+C 2 −ky+C
log X = x2 + kx +C1 and logY = y2 − ky +C2 =⇒ X = ex 1 and Y = ey 2

2 +y2 +k(x−y) 2 +y2 +k(x−y)

Therefore, the solution is u = XY = eC1 +C2 ex = Aex .
∂u ∂u
Problem 2.2. Solve x2 + y2 = 0 by method of separation of variables.
∂x ∂y

∂u ∂u
Solution: Given x2 + y2 = 0 − − − − − (∗)
∂x ∂y

Let u = XY where X = X(x),Y = Y (y) be a solution of the PDE (*).

∂u dX ∂u dY
then =Y and =X
∂x dx ∂y dy
dX dY
(*) =⇒ x2Y + y2 X =0
dx dy
Dividing both sides by XY, we get

x2 dX −y2 dY
=
X dx Y dy
Equating both sides to a common constant k,

x2 dX −y2 dY
=k =k
X dx Y dy
dX k dY −k
=⇒ = 2 dx = 2 dy
X x Y y
Integrating,
−k k −k k
log X = +C1 and logY = +C2 =⇒ X = e x +C1 and Y = e y +C2
x y
   
k 1 1 1 1
y−x y−x
−k k k
Therefore, the solution is u = XY = e x +C1 e y +C2 = eC1 +C2 e = Ae .
∂u ∂u
Problem 2.3. Solve = x + u where u(x, 0) = 6e−3x by method of separation of variables.
∂x ∂t

∂u ∂u
Solution: Given, = x + u − − − − − (∗)
∂x ∂t
Let u = XT where X = X(x), T = T t) be a solution of the PDE (*).
 PARTIAL DIFFERENTIAL EQUATIONS (PDE) 3

∂u dX ∂u dT
then =T and =X
∂x dx ∂t dt
dX dT
(*) =⇒ T = 2X + XT
dx dt
Dividing both sides by XT, we get
1 dX 2 dT
=
X dx T dt
Equating both sides to a common constant k,
1 dX 2 dT
=k =k
X dx T dt
dX dT k−1
=⇒ = kdx = dt
X T 2
Integrating,
k−1
!

k−1
 t+C2
log X = kx +C1 and log T = t +C2 =⇒ X = ekx+C1 and Y = e 2
2

k−1 k−1
! !
kx+ t kx+ t
Therefore, u = XT = eC1 +C2 e 2 = Ae 2 .

Given, u(x, 0) = 6e−3x =⇒ 6e−3x = Aekx =⇒ c = 6, k = −3

Hence the required solution is, u = 6e−3x−2t .

3. S OLUTION OF NON - HOMOGENEOUS PDE BY DIRECT INTEGRATION

In this method, we find the dependent variable by removing the differential operator by inte-
gration.
∂ 2u
Problem 3.1. Solve = x + y.
∂ x2

∂ 2u
 
∂ ∂u
Solution: Given, 2 = x + y =⇒ = x+y
∂x ∂x ∂x

integrating both sides with respect to ’x’ by treating ’y’ as constant,

∂u R x2
= (x + y)dx + f (y) = + xy + f (y)
∂x 2
integrating again both sides with respect to ’x’ by treating ’y’ as constant,

R x2 x3 x2 y
 
u= + xy + f (y) dx + g(y) = + + x f (y) + g(y)
2 6 2
∂ 2u
Problem 3.2. Solve = x2 + y2 .
∂ x∂ y
4 PARTIAL DIFFERENTIAL EQUATIONS (PDE)

∂ 2u
 
∂ ∂u
Solution: Given, = x2 + y2 =⇒ = x2 + y2
∂ x∂ y ∂x ∂y

integrating both sides with respect to ’x’ by treating ’y’ as constant,

∂u R 2 x3
= (x + y2 )dx + f (y) = + xy2 + f (y)
∂y 3
integrating again both sides with respect to ’y’ by treating ’x’ as constant,

R x3 x4 xy3 R x4 xy3
 
u= 2
+ xy + f (y) dy + g(x) = + + f (y) dy + g(x) = + + F(y) + g(x)
3 R 12 3 12 3
where F(y) = f (y) dy

∂ 2z x
Problem 3.3. Solve = + a.
∂ x∂ y y

x2 R
Solution: z = log y + axy + +F(y) + g(x) where F(y) = f (y) dy
2
∂ 3u
Problem 3.4. Solve + xy + sin(2x − 3y) = 0.
∂ x∂ y2

∂ 3u ∂ 2u
 
∂
Solution: Given, 2
= x2 + y2 =⇒ = −xy − sin(2x − 3y)
∂ x∂ y ∂x ∂ y2

integrating both sides with respect to ’x’ by treating ’y’ as constant,

∂ 2u x2 y cos(2x − 3y)
= − + + f (y)
∂ y2 2 2

x2 y cos(2x − 3y)
 
∂ ∂u
=⇒ = + + f (y)
∂y ∂y 2 2

integrating again both sides with respect to ’y’ by treating ’x’ as constant,

∂u x2 y2 sin(2x − 3y) R
=− − + F(y) + g(x) where F(y) = f (y) dy
∂y 4 6
integrating again both sides with respect to ’y’ by treating ’x’ as constant,

x2 y3 cos(2x − 3y)
+ F 1 (y) + yg(x) + h(x) where F 1 (y) = F(y) dy
R
u=− −
12 18
∂ 3z ∂z
Problem 3.5. Solve = sin x sin y for which = −2 sin y when x = 0 and z = 0 if y is an
∂ x∂ y ∂y
π π
odd multiple of (i.e., z = 0 if y = (2n + 1) ).
2 2

∂ 2z
 
∂ ∂z
Solution: Given, = sin x sin y =⇒ = sin x sin y
∂ x∂ y ∂x ∂y

integrating both sides with respect to ’x’ by treating ’y’ as constant,

 PARTIAL DIFFERENTIAL EQUATIONS (PDE) 5

∂z
= − cos x sin y + f (y)
∂y
integrating again both sides with respect to ’y’ by treating ’x’ as constant,
R
z = cos x cos y + F(y) + g(x) − − − −(∗) where F(y) = f (y) dy

∂z
= − sin y + f (y)
∂y

∂z
given = −2 sin y when x = 0
∂y

−2 sin y = − sin y + f (y) =⇒ f (y) = − sin y =⇒ F(y) = cos y

∴ (∗) =⇒ z = cos x cos y + cos y + g(x)

π
z = 0 if y = (2n + 1) =⇒ 0 = cos x cos(2n + 1) π2 + cos(2n + 1) π2 + g(x)
2
=⇒ g(x) = 0

Hence, the required solution is, z = cos x cos y + cos y = cos y(cos x + 1)