Differential Equations 1 – Handout Sheet 26

Solving Simple Systems of Partial Differential Equations

Definition 23
A differential equation that contains partial derivatives is
known as a partial differential equation (a PDE for short).
Example 1
Find the most general function u(x , y) that satisfies both of the
PDE’s uxy  0 and uyy  e y .
Since (Eq.2) is a solution of the first equation in the given
system for any functions f (y) and g(y), we must now determine
if these functions require any special conditions imposed on them
so that (Eq.2) will also be a solution of the second equation in the
given system. Thus, in order for (Eq.2) to also satisfy the second
equation in the given system, we must require that
uy  0  x [ f (y)]  g(y)

Solution: and also uyy  0  x [ f (y)]  g(y),

We begin by finding the most general expression for u that which in turn means that f (x) and g(x) must satisfy
satisfies the second equation in the given system of PDE’s (you f (y)  0 and g(y)  y ,
should always begin with an equation that does not have mixed which in turn means that
partial derivatives). Recalling that x is considered to be constant
y2
when partially integrating uyy  e y with respect to y, we find that f (y)  a and g(y)   c,
2
uy  e y  f (x), and thus that
from which it then follows that y3
f (y)  ay  b and g(y)   cy  d.
u(x , y)  ey  y [ f (x)]  g(x), ←(Eq.1) 6
So, the most general solution of the given system of PDE’s is
where f and g are any functions of x.
Since (Eq.1) is a solution of the second equation in the given 1
u(x , y)   sin x  x [ay  b]  [ y 3  cy  d ],
system for any functions f (x) and g(x), we must now determine 6
where a, b, c, and d are all arbitrary constants.
if these functions require any special conditions imposed on them
so that (Eq.1) will also be a solution of the first equation in the
given system. Thus, in order for (Eq.1) to also satisfy the first In Class Problem
equation in the given system, we must require that Solve the system of PDE’s in Example 2 by starting with the
ux  0  y [ f (x)]  g(x) second equation in the system.
Answer
and also uxy  f (x),
It must be the same, although the names of your arbitrary
which in turn means that f (x) must satisfy f (x)  0, and thus constants might be different.
f (x)  c.
So, the most general solution of the given system of PDE’s is
Homework Problems for Handout Sheet 26
u(x , y)  ey  cy  g(x),
where c is any constant and g(x) is any function of x. In Problems 1 to 3, determine the most general function
u(x , y) that satisfies both of the given PDE’s.

Example 2 1. uxx  0 and uyy  x sin y.

Find the most general function u(x , y) that satisfies both of the 2. uyy  ey and uxx  cos x.
PDE’s uxx  sin x and uyy  y. 3. uxx  0 and uxy  cos y.
Solution:
Again recalling that y is considered to be constant when Answers:
partially integrating uxx  sin x with respect to x, we find that 1. u(x , y)  axy  cx  by  d  x sin y.
ux   cos x  f (y), 2. u(x , y)  ey  axy  by  cx  d  cos x.
from which it then follows that 3. u(x , y)  x sin y  bx  g(y).
u(x , y)   sin x  x [ f (y)]  g(y), ←(Eq.2)
where f and g are any functions of y.