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    Arnav Vikas Garg

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    Partial Differential Equations CHAPTER! Modelling of a process that is distributed in space and time generally leads to a px differential equation (PDE). The issue of existence and uniqueness of solution in case of? 's not straight one as like that an ODE. The solution of a PDE involves arbitrary funetios is generally not unique. Some additional conditions are needed to be specified on boundary of the region where the solution is defined. Further there are no generally appl methods to solve non-linear PDE's.” 19.1 BASIC CONCEPTS An equation which involves more than one independepent variable and one or mor derivatives of the dependent variable with respect to them is called a partial diferent (PDE). Mathematical models of physical situations involving two or more independent often lead to partial differential equations. A few important pattial dlfferential equatiows2 One dimensional heat flow equation Laplace equation in two dimensions 3. Laplace equation in three dime, 2, eu, 1 2 : He + y= 0. -nsions: Wa tty +, = 0. : 4. One-dimensional wave equation: eos the a 5. Two-dimensional wave equation ae 2 The order of a PDE is the orde, a ae of the highest 0 ja occurs inthe equation, For example, citer c : ler partial derivative of the depende™ in ordinary differential equation (ODE) thi degree ations given above are of ore order derivative, occurrii ae PDE is defi a et occurring in the equation aft, E is defined as the power O!" acne ni eaten Tegan ny ation fas ban ade ee Seneral frst order PDE for the function 4, y) is of Pe 2 ee FO Ys ty ty, where Fis an arbitrary function,’ "s) = 9, Partial Differential Equations | 233 ingen? first order PDE fora function (x, x5, ...,x,) of the n independent variables xy, X3-- jgof the for Fl Xa me Way Wasp ony Uy) = 0, (19.2) ou pisanarbitrary function and w= 2 j= 41,2, ox,” Se PDE for the function u(x,y) is of the form. TH Mey lage May Hy) =O ead (193) 2, ican arbitrary function and 1, = % and uy = 2 ee Oe Nae = 5 he PDE of first and second order are of special importance because they occur frequently in ‘problems. Further, most of the second order equations that occur in physical applications tiner, that is, in which the unknown function u(x, y) and its partial derivatives appear linearly. The general second order linear PDE in unknown variable 2(x,y) with constant coefficients may (19.4) ar + 2hs + b+ 2fp + 2gq + cz = fl ¥). Comparing it with the general equation of the conic ax? + hay + by? + 2fr + 2gy +0 = 0, Eq, (19.4) is classified as () parabolic, if h? - ab = 0, (i) hyperbolic, if - ab > 0, and (i) eliptc, fh? ~ ab <0 {he region under consideration. For example, the one-dimensional heat equation t= City, (with u > 2, ty), is ‘parabolic’; the limensional wave equation "y= Culyy (With w > 2, t > y), is ‘hyperbolic’; while the two- Laplace equation tn * y= 0 iGeith u_-> 2),is elliptic The form of the general solution son the ‘equation being solved. Bet type of the equation Tray be functions of and y, thus the discriminant = ac may “nction of iy also possible that itis zero, positive or negative in different oti yo Zandy and hen a “rly, = 0, which arises inthe study of the body such as wing of an aeroplane, here we can check athematics : vanced Engineering Ma — FFERENTIAL EQUATIONS DAR 1 19.2. FORMATION OF PARTIAL D! lin: ial equati sry differential equations are formed jy ‘i jons can be formed by the elimina, tants from the relation involving awe have seen how oFe Partial differen! : 1 of the arbitrary CC In the chapter on ODE onstant arbitrary constal ary expressions u = u(x, y rose two arbitr 4 (3): Supp ion Elimination of arbitrary funet ‘are connected by the relat F(u, 2) = 0, here F isan arbitrary function which we need to eliminate. : aoe ming «to he dependent variable on x and y. Differentiating (19.5) partially with reaped ming 2 to be dependent variable on x a Eliminating = and 2 from (19.6) and (19.7), we get or a| ar Poe oe , 42 aye which gives Pp+Qq=R, a first order partial differential equation linear in p and 4, where po Aue) %y.2) MH) ang R= AU-2) ee x,y) are functions of x, y and z ‘Thus the elimination of an arbitrary fun equation linearinp and Mary anction F given by (19.5) leads to a partial il Elimination of arbitrary constants: Consider a r flv, ¥,2,4,b)=0, where aand b are two elation of the type arbitrary constants which we i We need to eliminate. Mig al ——____ Pana bitferential Equations [235 sidering 2 to be dependent on the two indey daly w-r-t-¥toobtain Mlependent variables x and y, differentiate (19.9) a F.%p~ aos (19.10) similarly differentiating (19.9) w. r,t. y to obtain of oy of oz (19.11) ‘The three equations (19.9) to (19.11) consist of two arbitrary te : : arbitrary constants a and b, and , in general gibe possible to-eliminate a and b from these equations to obtain a Hae ee ol ae 80%, Ys 2 Pg) =O. (19.12) Tus, the elimination of two arbitrary constants from the elation (19) leads a ist onder T1912). However, the equation obtained by eliminating the arbitrary constants need rot rily be linear trrp and q, refer Example (19.2). But the PDE obtained by eliminating an (19.5) iSalwayg]inear. Even sometimes it may not be possible toetiminate- arbitrary constants using Eqs. (19.9), (19.10) and (19.11). Then we go for the second order partial ‘catives and eliminate the arbitrary constants but, the partial differential equation may not be =r every ODE of the nth order may be regarded as derived from a solution containing y constants. It might be supposed that every PDE of the nth order was similarly derivable ‘solution containing n arbitrary functions, However, this is not true in general, The ination of n arbitrary functions sometimes leads toa PDE of still higher order and that too may be unique. 19.4: Derive a PDE by eliminating the arbitrary constants a and ¢ from the equation Peet (e-oae (19.13) represents the set of all spheres with center along, Nn: Differentiating Eq. (19.13) partially with respect to x and y to obtain respectively x+ p(z-c) =0, and ey, 0. Eliminating c from these two equations fptain yp-q=0 differential equation linear in p and 4) 619.2: Eliminate the arbitrary constants « and b from the equation ( a(19-14) 24 Pad (=a)? WP? represents a family of spheres with unit radius and center in the XOY plane. yPPltion: Ditferentiate Eq. (19.14) partially with r= (xa) + zp =0, and y- +90 the z-axis. spect to x and y to obtain respectively atic 236| Advanced Engineering Mathem an oe. §y from these in (19.14) we OO 221, panda Substituting for («-@) apt differential equal and (vy a non-linear partial Example 19.3: Eliminate the a " tants and b from the equation trary cons (19 spect to x and y to obtain respectively 5) partially with re Solution: Differentiating Ea: 93s) es , aca (09 a. ibe cos bx ; itis not easy to eliminate a and P equations obtained. ct Differentiating Eq, (19.16) again w.r. xand Eq, (19.17) w1.ty to obtain respectively ee “PY cost, and ie cos bx, which give =0 (19 and, from the je a second order partial differential equation. Remark. We note that Eq, (19.18) obtained above is not necessarily unique. Since, from (1916) obtain, ab? sin bx = b: abe cos bx = -bzy, Eliminating b from these equations we obtain, 2,2,, + Zy2,y = 0, another partial dif equation. Example 19.4: Form the PDE by eliminating the arbitrary function from the relation flr +y, 2-xy)=0. ( Solution: Differentiating Eq. (19.19) partially w.r-. x and y to obtain respectively 2xf, + (p -w)f, = 0, and 2uf,, + (q- xf, = Yivmz-xy and f,=9f/du, etc. Eliminating f, and f, from these equations we obtain and, ln where px p-y| by qa 0 or yp-xq= ye p partial differential equation linear in p and g Example 19.5: Form the PDE by eliminating the 2 = yfla) + xg(y) Differentiatin; Hating (19.20) partially with respect to x and y to obtain respective! eee es Dierentating partly agnin tote y nd 25 = f(a) + x9'(y) arbitrary functions from. Solution: Fy“ fO) + ey), _—— a Partial Differential Equations 237 Consider Hy + yey = UL F(X) + I + Lxgy) + yfla)] t XZ, + YZ, = XYZ, + 2, jal differential equation of second order. ample 19.6: Form the PDE by eliminating the arbitrary functions from a1 z= yew) + Fly + ax)], (19.21) pn: Rewriting (19.21) as zy = fly - ax) + Fly + ar) Differentiating it partially with respect to x and y to obtain respectively Ye, -af’ +aF” and z+ yz, Differentiating these again to obtain / Yay =f" + PE" and 2, + 2y + Yy =f" +P", Fliminating f” and F” from these two we obtain (22, + Y2y) = Verar \d order partial differential equation. AS EXERCISE 19.1 the PDE by eliminating the arbitrary constants from 1. z=axy+b 2 z=(xtay(ytb) 3. att byt 2t=1 (x= a? + (yb 5. 2e=(ax+y)+be eM cosgxsinry, p+g=r 7. Find the partial differential equation of all planes which are at a constant distance ‘d’ from \e origin. ‘nd the partial differential equation by eliminating the arbitrary constants from the | equation x2 + 7? = (2 - ¢)° tan” a. which represents the set of all right circular cones whose | axes coincide with the 2-axis. Form the partial differential equation by eliminating the arbitrary function(s) from the following equations, (9-15) = KP +P) Aue fle? +7, -2)=0 UW. xyz fg y +2) 122 = fe + ct) + g(x et) hey sg) Bt: (4) rr) BEF ecosa +ysina-al) + F (xcosa +ysina tat) 16. Verify that f(a - 2, 2 - y') = 0 is a solution of the partial differential equation x aaa =x ER piles eee 238| Advanced Engineering Mather” 19.3. TYPES OF SOLUTION OF & PDE wedomain D0 sation als ve vand y, isa function that has, see indeerdent ries a0 3 function that hast A solution ofa PDE ins rt equation cverniere n of the type nth derivatives appearing ne ehave seen that a Fe In the preceding section we Iv fev y. za bya af leads to in general a partial differential equation aoyePgee cs cdapnena hnconains tao arbitrary constants ad isa solution ofa tc solution’ or, a “complete inte fonmn (19.22) wh {to be ‘comple! is relation oft of the first order is said aifer (19.23), ial equation aha calution is also called ‘integral surface” of the Eq (19.23) ion of the type F(u, 9) =0 gan arbitrary function F connecting tivo known functions w= t(X, Y, 2), 0= ee pavtal tperetial equation ofthe type (29.23) is called a “general integral’ or, ett fl surface’ ofthat partial differential equation. co gutis tr appears that in some sense, a general integral should provide a much broader set of soli as compared toa complete integral, but, we shall see later that it is possible to find a general of a partial differential equation once its complete integral is known. __ The solution obtained by determining the arbitrary constants in the complete integral or the ar function in the general integral by using the given conditions, is called a ‘particular integral ‘particular solution’ of the partial differential equations. ___ The enslope ofthe fan of surfaces fx, y, 2, a,b) = O with parameters a and b, if it exists, © ‘singular integral’ or, ‘singular solution’ of the partial differential equation. Here we would like to recall that the e ; k at the equation of the envelope of the two-parameter = (is obtained by eliminating a and b from the equations f= 0, 9f/da= O.and af/® fx. y. 2.4, The sin . a ie - Singular ital (ae i from the particular integral in the sense that it Mi and b ral by assigning some particular values to the arbitrary : ' We must note that every first order wane be ron linens eae “pert differential equation does not possess solutio™ is not satisfied by any real function 2 = 2¢% 19.4 THE LAGRANGE'S EQUATION: LINEAR PDE OF THE. FIRST open The linear first order partial diferental equation ofthe form : Pr + Qq=R, g functions of x, yand z only, is called the where P, Qand R are given variables x and : z parables x and y ‘Lagrange’s equation’ in two'™ Partial Differential Equations | 289 ‘the generalization of Eq. (19.25) > n independent variables is the equation of the form. Xppy + Xopy + + Xp, =X, (19.26) box Xe wr Sy and X are give ae fore Xi, Xa ov Xn given functions of n independent variables xy, %2, + tn and a ent variable z and p, It should be clearly observed in this connection that the term “nea” means that p and q in Eq, (19.25) in the linear form, but P, Q, R may be any functions of x, y and z, which is in to the situation in case of ordinary differential equation where the dependent variable must appear linearly. For example the equation xp ~ yq= 2” is linear, while the equation * (de/4) js not a linear one. 1 General Solution of the Lagrange’s Equation yhave the following result: 19.1; “The general solution of the linear partial differential equation Pp+Qq=R (19.27) F(u, 0) = 0, (19.28) isan arbitrary function and u(s, y, 2) = cand v(x, y,2) = c2 are two linearly independent solutions siliary equations a ye, (19.29) Pp QR Since u(x, y,2) = ¢ is a solution of Egs. (19.29), we have ude + uydy + u,dz = 0, (19.30) also from (19.29), we have dx=kP, dy=kQ, dz=kR, 1931) } :#0is an arbitrary constant. Thus, from (19.30) and (19.31), we obiain Pu, + Quy + Ru; =0- (19.32) Similarly, since v(x y, 2) = cis also a solution of Bas. (1929), we obtain Po, + Qo, + Ro, =0- (193) Solving Eqs, (19:32) and (19.33) simultaneously for P, Qand R, we obtain P (19.34) Ok Dempsey Hu, v//Ake, 2) Hue N/E) n F from the relation F(u, 7) = 0 leads to the linear partial Also elimination of arbitrary functio ial equation, refer Section (19.2), y SSS 240| Advanced Engineering Mathematics aun), ae) — An) Pav.) Tacx) oY) ry constant, and substituting 1 Setting each term in (19.34) equal to - 0) oop : au.) ee we) wp, ze and x,y) ay.2) aa) es, we obtain Pp + Q% in 19.35) and cancelling from both sides, we obtain Pp + Qq= F a 2) = 0, where u(x, v2) = and (vy 2) = €2are two linearly independent solu sonar Ey (929) 15 the general solution of the Lagrange’s Eq. (19.27), . “This rvultcan be easly extended tothe case of independent variables stated as follow. 19.2 If als Xp ¥ = 1, 2, mare n independent solutions ofthe Theorem 19.2: If uty Ry os Ry 2, ‘equations eo Oa 7 then the relation Pity Hay oy ty) ‘where @ san arbitrary function, is general solution of the linear partial differential equation Pip, + Pape tnt Pap R, n, Tosolve the linear partial differential equation Pp + Qq= R, wenced to take the following ; dx _ dy 1, Write the auxiliary equations “ . 4¥ equations T= ‘Pendent solution of the auxiliary equations. To find these ifitis possible de _ dy any pair, say = Q: When the third variable, in this case z, is absent, then we solve it by a the method of ordinary differential equation and obta bee ; and obtain an integral say u(x, y) = ¢ Lneéral can be obtained by selecting another pair, i ° isk (x, y) = cwhile obtaining the secondt integral, Biv Posse Even we can ue he - Sometimes wecan i the multipliers i ten which are not necessarily constants: such nds isan exact tee es + mdy + nde =, This canbe ere rated if the expression. ae san exact differential of some func ae ‘wecan ty foranother eto waltpie 4 with this property to find the second integral, Sarees oo In case IP + mQ + nR #0, but Idx + mdi + ndz =, fe an integral surface to the auxiliary equations, HP + mQ+nR) thon pe 2. Find two inde | ene ETT Partial Differential Equations 241 | after obtaining the two independent solutions 1 = c, and o= cy of the auxiliary equations, the 3. Molution of the Lagrange's equation is then of the form F(u, 0) = 0, oF = 9(@), OF = wu), a e arbitrary functions. gor vare ar where Faample 197 Find the general solution of the partial differential equation pt vq = (ete The auxiliary equations are ‘soluti "F a 5 <— (19.36) + yz | ‘ From the first pair of terms in (19.36), 1 we get the integral 1, OU (19.37) Also from Eq. (19.36) we have dx-dy _ dz xray (x+y)z" | dx-dy _ dz (19.38) | eel pe Integrating (19.38), we obtain the integral 27¥ 2g, (19.39) z Therefore, the general solution of the given equation from (19.37) and (19.39) is Ht roe xy is an arbitrary function, le 19.8: Find the general solution of the partial differential equation (2 - yz)p + (2 - 2x)q = 22 - xy. ition: The auxiliary equations are (19.40) - ering Mathematics _ From (19.40), we have ay-dy Eee 2) ay PA aecdi C dy — de or Gowaryes) WHat) s 7 he factor («EY + ) from the denominator in (19.41) to obtain Cancelling the factor (v +4 # = dx-—dy _ dy—dz ty) Wn Integrating (19.42), we get the integral xy Fa Similarly from Eq, (19.40), we obtain ) ax-d: | dy-dx which gives the integral rez, yx? (1. Hence the general solution of the given equation is, where F is an arbitrary function. ; “Pendent solution from the auxiliary equation (19.40) can be obiaintl Fach ofthe equation in (19.40) is equal to ES ydy + de Te Absothecquationsareaqualig ©! $342 de + dy + dz Equating the abo. mee mai ve tWo ex Ss cas tsdesin denominator peg and cancellin, 8 the comm, p- xvas ton factor x? + y* + 2*- Ye 7 (ys 7th dy ay xdy+ Ydy + 2dz = Out Wey, ; 2). 1 Partial Differential Equions | 245_ ain = Pept Pa(rty toed 959) xy + yet ax = ch (19 * eqcete general solution using (19.43) andl (19.45) can also be expressed as TOY 2 fay tye +2), - scan arbitrary function, mple198:_ Find the general solution of the partial differential equation : p-q=in(x+y) jon; The auxiliary equations are o-4- 2 (19.46) 1-1” inary) Taking the first pair of terms in (19.46), dx =~ dy, the integral is ary ney (19.47) Next, consider dx = cern Using (19.47), we obtain (In c)dx = dz, which gives the : ce ae (in cy) Ce” z-xIn(x+y) * +=(19.48) Hence the general solution of the given equation using (19.47) and (19.48) is zaxln(xt+y)+o(x+y), : isan arbitrary function. 19.10: Find the general solution of the partial differential equation Px(z - 2y') = (@-qy)(2-¥- 20°). Mon: Rewriting the equation in the standard form, we get mae pt ue-P-20)9 = 22-20), . (19.49) ‘uxiliary equations are yop we rn WY ye-y mw) e-y- Bw) (19.50) m : ‘helast pair of terms in (19 50) we obtain dy/y = dz/2, which gives the integral Nex, y/z= a. ““onsider the first and the last terms in (19.50), we have ae) ee et x(z-2y?) e(z-y?=235) +(19.52) Pee ost) in (19.52) Using ( ie y@-247) ), we abla dx 12 = din (19.53) , to obtain oe 1, which gives (1 ~ 2ci2) dy dt - dx : linear differential equation in f of order one and degree one. The solution of Eq. (1934) a ‘i t stem x | substituting for t and then setting ¢, = 4 (19.55) gives 2 re gem, x Hence the general solution of the given equation is ‘i : =0, “ \: corer F isan arbitrary function, Bed he general solution of he partial differential equation POs (+4) +9 in (x+y) = Solution: : : Mion: The suriary equations are dx : ea dz cos, ee Oe Theseimply 29 SiNGeEW _ de : He = ting (19.58), we obtain (19.59) Integrating (19.59), a3) | 4 (19.60) "Again from the first pair of terms in (19.57), we have dy _ sin(x+y) dx cos(x+y)" Setting (x + y) = fin it gives at a sint dx cost oe cost sin? = A l{cost + sin t)+ (cost sin 2 cost+sint cost ~sint 2dx = |1+————_|dt. (19.61) sint + cost (19.61) gives sin f+ cos t= ce"! Substituting for t = x + y in it we obtain [sin (x + y) + cos (x + yJeY*= cy, (19.62) the general solution of the given equation is (cy, ¢:) = 0, where ¢, and ¢, are given by and (19.62) respectively. le 19.12; Solve the partial differential equation gn HGF +r e-9St 20, "8a function ofthe independent variables x, yand z. pp 946| Advanced En aineing Manerabes_—_— io ry equations are golution: |The ania equat ix _ 4 dz du é From Bae. (19.63), wet pain rr to ede obtain acy xtytETe of the given partial cif uaflet yt veyte) ting We : vay te ferential equation is ence the general solution + pitrary function. where fis an at . a Sv 19.42. Particular Integral Passing Through a Given Curve partial differential equation Pp + have found that the general solution of the neat F linearly independent solutions TS sofarwe apt is Fat ‘where 1 (te Ys 2) =e, and BO Ye care tw’ C7 ausiiary equations 4 & Now we explore how such a general solution may bese es through a curve whose parametric equation a particular integral surface which pass x=x(), y=¥, #), where fis a parameter. since the curve lies on the integral surface so we must have ufx(t), vO, 2001 = ere PEC), (8), 206] = C2 ve eliminate ¢ from these two equations to obtain a relation between ¢ and ¢ - Sut 1, y.2), c= 2(%,¥,2) in the relation obtained we arrive at the requisite particular Example 19.13: ple 18.13: Find theintegral surface ofthe inear partial differential equation YP" which passes through the curve z=27+y+1, y= 2x. Solution: First we find the +x + general solution o i Pieler lution of the equation yp + xq +1 oe i From the: the frst pair of terms in (19,64) we obs ain YH So, Also from (19,64), =*4Y . dz "7 Which gives the integral surface z-1 x+y oe sees Partial Differential Equations | 247 ze(t+1) 2Qvare, x= Fy = 2t and sric equations of the given curv and £+2=3cy. yand zin (19.65) and (19.66), we obtain 3 P+ y+d, ame ipstituting for sul a inating OM these we obtain 3(3¢ 2° = 6 Pipttting for cand respectively from (19.65) and (19.66) we obtain (2-1 -2| ee (23) 2| =W-x), desired particular integral of the given equation pie 19.14: Find, the integral surface of the linear partial differential equation + 2p Me x2 =) which contains the straight line x + y=0,2=1 jon; First we find the general solution of the partial differential equation ay + 2p~ ye? +2) = 0 =e ‘The auxiliary equations are a ee ae (19.67) xy?+2) -yQ't2) (oz : term in (19.67) is equal to (dx/x + dy/y+ dz/2)/0, which “A a WE no, yi fi FA Af Re eye Integrating (19.68), we obtain xyz = cy dre Rx (aye 9.69) each term in (19.67) is equal to (cles yy #2) which gives det ydy de =0. Ax = (19.70) Integrating (19.70), we obtain a P+ p-Ww=c (19.71) The parametric equation of the given straight line x + y= 0, z = are, x= t y= -tand z= 1 tuting these values in (19.69) and (19.71), we obtain -P =¢, and 2(° -1) =e iminating t from these equations, we obtain 2c, + cp +2=0. wo(19.72) Substituting for c, = xyz and ¢ = x? + y*- 22 in (19.72), we obtain w+ f+ Qxyz-22+2=0 desired integral surface of the given equation, 248 | Advanced Engineen EXERCISE 19.2 partial differential equations an of the following Find the general solution of the f Ae aw) ye 6. prt = AVE W RHF Ay 4 y 2 + tan (y- 3x) 2p + ylz? = x7)q= 207 = yy 12. (y= xp tyg= 2 4Y 44, xu, + 2yuy + 3zu, + Ata, = 0 ay 7 weet cl ) aye 9. ust e- an. ae Sup + ve 5 dd of the partial differential equation y+ x(2z - Iq = 2x(y - 3) which passes through thecircle z= 0,27 + yf = 4 16. Find the integral surface of the partial differential equation 2y(2-3)p + (2x 2)q = y2x- 3) which passes through the circle z = 0,17 + y fs 17. Find the integral surface of the partial differential equation (pvp + y-arg= OF + Vz which passes through the curve xz = a", y= 0. 18, Find the integral surface of the partial differential equation (2 + 2)p + (y+ 2x)q = ary passes through the straight line z= 1, y = x, the integral surface of the partial differential equation : Yox~2)p + (2x2 = 2g = y(2x 2) which passes through the ellips, 244 Find the integral surface of the partial C-upty-x-2q= which passes through the cir 15, Find the integral surface G- differential equation ere Ltty 195 NON-LINEAR PAR TIAL DIFFERENTI THE FIRST ORDER. CHARPIT'S METHOD TONS The general non-linear parti ‘near partial differential equation of the first ord vf the where the function F ae oa = inction F is not nec. Where th : -essarily linear in ms of the solutions of this equation. \ Se, nN 7 Partial Differential Equations 249 (19.2) that elimination of the ‘al, or Complete solution: We have seen in Section it " i vyand b from the equation fie v2.4.1) =0 (19.74) c e ,at the converse also tal differential equation of the form (19.73). It can be shown that t na Pty pata ifferental equation of the form (1.78) has sation ‘of the form (19.74). st prametrs syste of surfces ofthe for (19.74 xc satisfies the partial differential equation 8 PBR complete integral oF ‘compete solution’ ofthis equation 4y solution, or General integral: If we obtain a one parameter family of surfaces a (19.75) fs, v2, la) = 0, stem of surfaces (19.74) by choosing b = y(a) and form its envelope by eliminating the orstant from (19.73) and the equation af/de =, then we obtain a solution of the partial J equation (19.73). When the function ya) is arbitrary this solution obtained is called the elution’ or ‘general integral’ of the Eq,, (19.73). When a definite function (a) is used then the ‘biained is called a ‘particular integral’ of the Eq. (19.73). 1 integral, or Singular solution: The envelope of the two-parameter systems of surfaces ) obtained by eliminating a and b from the equations f(y, z, 4, b) = 0, 0f/ 0a = 0, of/ab = 0, if it ‘salsoa solution of Eq, (19.73). Itis called the ‘singular integral’ or ‘singular solution’ of the Eq. ) xt, we discuss a general method, called Charpit's method, to find a complete integral of the differential equation (19.73). 1 Charpit’s Method the first order partial differential equation £06 Ys 2 pq) =0. (19.76) Charpit’s method consists of finding another partial differential equation } 8% 4, 2 Pq) =0 (19.77) ‘scompatible with the given Eq.(19.76), that is, the Jacobian af 8) iae-ay eRe O the Eqs. (19.76) and (19.77) are solvable for p and q as P=C,y,2,a) and 4=4(%¥, 2,0), ‘isan arbitrary constant. **2(x, y), we have & ey 8 dom de + = ay = pdx + qi Bias (19.78) fon ting for We ot 2 Ply, 28) and 9 = g(x ¥ 2d) in (19.78) and then integrating oblain the solution of Eq. (19.76) consisting of two arbitrary contents a a ot ‘the Eq, (19.77) we proceed as follows. , 250| Advanced Engin t vanced Engineering Mathen on = 9.7 and y to obtain o) with respect to pectively Differentiating Eq. (19.76) - f sph t pdt dle ft het? ; f+ Ply t uh =" 7),.we obtain similarly from Eq, (19.77), we ob 0. + pPafipt G84 = TPR ADS TD x, =0. ie between (19.80) and (19.82) we 79) and (1981), and dy x p, between Eq. (19.79) a Eliminating p, bet respectively : am gps) + USp 8eANP + U8 Sah = and, (F89~ 8ahd)* C84 ‘Adding (19.83) and (19.84), using, ay_a a ( a) a ox 2{8) dy ax and, fg; gyfp0 and simplifying, we obtain fds * fay * (fy * af 8:~ (fe + PADS, - Uy * OA a linear partial differential equation of first ofter in g with x, y, z, p and q as independent v ‘The corresponding auxiliary equations are Es en ie tae pdeck Ht, be tah ~Uh+Ph) Cy af.) ‘These equations are‘alled Charpit’s equations. : Ke “hy An integral ofthese equations, as simple as possible, involving p, or q, or both and an constant 4, is taken as the rec ‘quired second equation g(x, y, z, p,q, a) = 0. We solve f= and and and obtain the complete solution of (19.76 from (19.78), involving two arbitrary " an 4" example 19.15: Finda complete integral of the equation z?= pq xy ee Solution: The equation is . ; \ 2-ppry=0 : ‘The Charpit's equations are ; : de 4 ‘ 09 py” aoaay ay ape From (1988), we have : ee Partial Differential Equations ng (1987), it Becomes dx. dz dp pe (19.89) ay 22) 2p2—pay oe seam in (19.89) is equal to PP te e and thus ee (19.90) poe ating (19.90), we obtain pe = ‘ 19.95 cis an arbitrary constant. tuting (19.91) in (19.87), we obtain z ae (19.92) , dz=pdx+pdy becomes drm Saxe dy, which gives eee ae : rota 09.883 ing (19.93), we obtain za by", integral of Eq. (19.87), where a and b are arbitrary constants. +876: Finda complete integral of the eqaton 2 = p? + qy. Also find the singular “The equation is P+qy-2=0. (19. (19.94) ‘Charpit’s equations are ee neering Mathematics _ 252) Advanced Integrating it we obtain 1 2 a laeD, afecay =v th, or Emay por y constants o.a4), where a and bare arbitrary cons sthecomi i of the two parameters family To find singular solution we obtain the envelope Here % =0, gives y= 0,and a0 ; © =0, gives x=-b. a & Substituting these in (19.95), we obtain 2 = 0 as a singular solution for the given differential equation. Example 19.17: Finda complete integral of the equation p7x + Gy =z. Solution: The equation is p+ q’y-z=0. ‘The Charpit’s equations are at 2px Day gree Py) pF g-G From Eqs. (19.97), we have Bass Qpxdy _ wx apex) _ deg? - YD ach os ee 7 ED. which gives Px =aqy, Where ais an arbitrary oa Solving Eq, (19.96) and (19.98) for p,q, we have ___ Partial Differential Equations _| 253 ating it, we obtain aL + al”? = (a2 4 yap complete integral of Eq, (19.96), where a and b are arbitrary constants 49.48: Find asingular solution, if t exists, of the equ lation yz ~ 6pxy - 3qy" + pq = 0. (19.99) jon: The Charpit’s equations are gana 4g Pl —(6py+ 6py) —(6z— 6px —6qy + 6qy) (19.100) : di fourth term in (19.100) is 7 which implies dp = 0, that is p = a, where a is an arbitrary gp = ain Eq. (19.99) gives _ 6y(z= ax) 3y?-a dz=pdx+ qdy becomes 6y(z — ax) dz =adx+ Sye= a2) iy, 3y?—a ‘complete integral of (19.99), where @ and b are arbitrary constants. find singular solution we are to obtain the envelope of the two parameter family j (a, b) =z - ax - b(3y*- a) = 0. wo(19.101) 9 <9, gives -x+b=0, thatis, x=b an 7 ® no gives -(3y7-a) =0, thatis, P=a/3. a” . ‘luting these in (19.101), we obtain i z=ab= 3x “Sela solution ofthe given equation. 254] Advanced Engineering Mathematics ___—— : tial differential equation ypq + xp? = articular integral of the par" Z “Example 19.19: Find ap 0, passes through the curve * Solution: The equation is upgt ap? - 120. The Charpit's equations are a wt ‘The last two terms in (19.103) are, dp/p = dg/q- Integrating it w pmag, where a is an arbitrary constant. Solving (19.102) and (19.104) for p and q, we obtain dy dz Sp > pva 2p) yd e obtain va 1 = and = > —. Po pra 1 aly eax Thus dz = pdx + qdy becomes ae = Mae dy ay a Yy+ax Ja Jy +ax at : or, Jade = +9) a y+ ax % i Integrating, we obtain vaz+b=2fytax, as the complete integral of the given Eq, (19.102), ‘The parametric equation of the curve x = 0, where a and b are arbitrary constants. ys 2zare, 20, y= zt, Hence (19106) Wat+ 0) =2P, or (Jats ytaat oa + 2ab-24+F =o, The Yoots ofthis equation are equal if 4Wab~2)?—4al? =0 op, ~AVab+4=0, or Jabat. \ ab=1, Substituting Va = 1/b in (19.105), we get 1 aa Levbed(ys2,) ahs 6 Bt) on ( ¥ pt?) ~4(veds) or, (2+ BP -4(@y+x) =o, _______Pariat Differential Equations | 255) he singula® solution is obtained by eliminating b from, <+PP-4(Hy+x)=0 and 2 : yes OP -AEY FI =O and 3 = (+1) 2y= 0, which gives, t= Qy y ~ 2) in (19.106) and simplifying, we obtain +¥=0. substituting y particular inte al of the given equation EXERCISE 19.3 tae complete integral of the partial differential equations 2 pitge= 4 z=pxtqy 6. 22 + xp + yq) = yp? Verify that (x - a)? + (y - b)* + 2° = 1 is the complete integral of the partial differential equation 2*(p" + g° + 1) = 1. Find its singular integral, if it exists. Find the singular solution of the following differential equations, if exist () prequtzexe? (i) zapxtaqyt rte Find the particular integral of the differential equation pq = = which passes through the parabola x=0,y°=2. Find the particular integral of the differential equation px + gy = z which passes through the curve x= 1, y+2=0. Find the particular integral of the differential equation z = p?-@ which passes through the parabola 4z + x7 = 0, y= 0. ME SPECIAL FIRST ORDER PARTIAL DIFFERENTIAL EQUATIONS sider a few special types of first-order partial differential equations which can be solved ly by Charpit’s method. tions containing p and q only, fp. fp. q) = 0. its equations are az dy ,_ te B Fem ie Mech asttwo terms we can choose p =, OF =a, then from (19.107) fla, q) =0, or 4 = 410), ‘The equation is 19.107) =a, the choice depends on the problem given. again a constant. which gives \ 256 | Advanced Engineering Math¢ becomes sear egy tt rat of Bg, (19.107), whe aecadx + od, Thus dz= part qi bitrary constants, aand Dare two ar ee coe au ay | 00 ay ‘ly ay avd ' Hence, vty, and = (19.119) and simplifying, r Substituting for p and qin Eq, we obtain whichis of the form (4) Taking =, = @ in (19.120) gi =@utavtb, 2, and hence the solution of (19.120) is and. therefore, a complete integral of the given equation is Fat y) tay +b, where @ and b are two arbitrary constants. EXERCISE 19.4 Find complete integrals of the equations Mpeg =1 Ck p+ a=pm P35 4 zpg=p+q vpargeet x) 4. 2p +3q = 6x + 2y Px qu) =1 P+ =216z +P)er+y¥, 20. 2ayz = ‘ AO, 2xy2 = py Be (w+ p+ g?+ (x-Yp-gP=1 ney + gry? +49 19.7 FINDING SURFACES O} FAMILY OF SURFACES An important application of the find surfaces orthogonal toa giv Let RTHOGONAL TO A GIVEN theory of linear en Fag tat Pata differential equations of the firstorl faces, flay =e be the given one. ’ - Parameter fail bee mily of surfaces : 2 = g(x,y). The direction Tatios of the nor : are respecti mals to. f spectively (19.121) and (19.122) at the point of intersection (x Ff x) Bx’ dy"95| and {22 az x" ay" dz) an (Fz) 0 Partial Diterertial Equation i al Ditereniat Equations | 261 hy va. thus ” x =o 2 a fetta a (19.12 near partial differential equation (19.12%) is the general equation determining the surfaces The ip the given family (19.121), The requisite surfaces are given by the integral curve of the ee Wl ” Alay Ha ane 48:28; Find the surface which intersects the surfaces ofthe family ra+y)=c@z +1) sally and passes through the curve (x + y) =Oand = = 0. ‘The given family is fuu2= (19.125) ‘Thus equations giving the family orthogonal to surfaces (19.125) are odes es ye eee G24) 2/B2+1) (x+y) +32) a (19.126) 232+1) — 2(32+1) (x+y) From the first two terms in (19.126), we obtain eoyra (09.127) eg M80, we have ue te+dy 2 _4 which gives 223241) (+ y) eo (e+ y)dta + y) = 22(32 + Ide w we have i Te. (xt ya rQe+i)+h : (19.128) othogonal surfaces are given by b = (2), which gives He we aaa (09.129) ia! isan arbitrary func Since, the requ 4+y=0,2=0, thus from (19.129), we have required surface passes through thecurve,* ¥ , Thor the requisite onhogonal surfaces (x+y) = 2223+ 0) Mathematics __— EXERCISE 19-5 onal tothe Family given By AG? yy 262| Advanced Enaineetind at equation of strfaces oF stant orthogonal ‘which passes th to the family igh the hyperbola x-¥ of surfaces (2x + 34) circle 30° + 7 of surfaces z where 18 a hrough the fe which cuts ean nstant and cis an arbitrary cor which is orthogonal hhich passes throu! 3. Find the surface arbitrary constant and WI ‘co which is orthogonal to th ‘ind which passes throug! EQUATIONS WITH CONSTANT he family of surfaces Pt pr2ag 4. Find the surfa renee er ered ae arbitrary constant 19.8 HOMOGENEOUS LINEAR COEFFICIENTS A homegencos near partial diferental equation ofthe nth order wit constant coefficient sof i (D'+a,D™"D' + a,D"2D? +. + aD") fl We where a's are constants, [tis homogeneous in the sense that all terms contain derivatives of the same aie” psi 0 a Her, De® and D = ax The equation (19.130) can be written as, F(D, D': = fy). Asin case of ordinary differential equation, the complete solution of the Eq. (19.131) 8 ‘of the ‘complementary function’, a general solution of the equation FO,D):=0 and the ‘particular integral’, a solution of the Eq, (19.131) not containing, any arbitrary cot Further, ifz, i= : * 7 if 1° 1,2, mare solutions of the Eq, (19.132), then ¥c,z, where cre a constants, is also a solution of i i es fet ion of Eq. (19.132). The proof of this is on the lines as in case of We will assume the hor mogeneous diff Y) ‘il ks cnc rt i hres FD, bere a 19.8.1 The Complementary Function We explain the method by considering a homoge (D? +a, DD’ + a,D")z = 9, — however, the results are applicable equation of order two given bY ‘© equations of higher orders also. 2 _ Partial Differential Equations | 263 h sexy equation is ‘y DP + aDD' + ast? =, Bik, Ti asroots be D/D!= mn m, i he i 1D en the roots are real and distinct 28 PE gars canbe ention as : (D- mDID - m:D)z =o 7 ) (29.195) will be satisfied by the solution of the equation D- msD)z=0, or p= my = oem pam =0, (19.136) ica linear partial differential equation of order one, The subsidiary equations are res dx dy di Tom 0 wo independent solutions as y+ mx = kyand |, kare two arbitrary constants. 1a solution of Eq. (19.135) is given by ky =0(k), or z= 0(y +m). ‘Similarly another solution of Eq. (19.135) corresponé 2 =ylyt ma). the complete solution of Eq. (19.135) is, 2 yly + mx) + Oy + mx), yand 6 are two arbitrary functions. case the auxiliary equation is of degree thre« lementary function will be 2= O,(y + mx) + Oaly + mar) + Ga #1) ee 1g to (D - mD’)2= 0 is given by (19.137) 1c with three distinct roots m, mand m, then the I When the roots are equal ? the roots are equal, say mm, = m2 =, then the Eq, (19.135) becomes av? (D~ mb’pz = 0. 9.138) Let u=(D~mD%z, then (19.138) can be written as (D- mD‘u = 0, which as in Case I, gives w= oy tmx), (19.139) isan arbitrary function, and thus (19.140) (D- mD'yz = (y +m). ThEa, 19.140) gives p—mg = oly +m). a z eae eee 264| Advanced Engineering Mathemal : es sare iatiary equations 3 he corresponding subsid i! ; dy _ dv dz = om oy tmx) pendent solutions as : which give two indepe a et sae vee ky and et ky Thus the complete sotution is y= W@ki), Hat, oq + ma) = wy +) yy tmx) + x9(y + m2), ‘bitrary functions, ation is of degree three or where wand ¢ are two arr Incase the auxiliary equ corresponding to this is corresponding : (u + mx) + xOg(y + mx) + 27o(y + x), and a root mis repeated thrice, then the and so on. _Exemple 19.28: Solve the equation (D+ DD’ - 20%)z= 0. Solution: The auxiliary equation is m+m-2=0 with roots m= 1, -2. Hence, the general solutior Y= Oily +x) + Oxy — 2x), where @; , 0; are two arbitrary functions. \ Example 19.30: Solve the equation (D° - 6D°D’ + 11DD? - 61)z = 0. Solution: The auxiliary equation is 6m? + 11m -6 = 0, with roots m= 1, 2,3. Hence, the general solution is +2) + Oly + 2x) + Oy +329, where 61,6, 0 are three arbitrary functions, _ Faample 19.31: Solve the equation (D°-5D°b’+ spp? - 4D®)z Solution: ‘The auxiliary equation is m5 n+ 8m ~4 «0, with fools m<12,2. Hence, the general solution i ion is 2= OY +x) + Oy +21) 4 where 6,02 and are arbitrary functions, ) + xOs(y + 2x), mpl 18.32: Seve the biharmonic equation (Oop? ae “Solution: The auxiliary equation is +D%z=0. A me 2M 1 =O, oF Om -a¥4 4 1)2= 9, 24 ze Partial Diflerential Equations | 265 eneral solution is wyatt Land -1. Hence the : OV #9) # YOLEN HOY VOY ”, ary functions arearbitrary fu he Particular Integral Jertne uation F(D,D) == f(x ¥), the particular integral is given as Fo, Die = be", thus we ean easily find that FD, De" = F(a, bye" ce we write oo = [F(D, DY F(a, bent (FD, Dye = eae (19.142) ed Fle, Bt) £0. Incase Fc, b) = 0, we may follow the general method to be discussed as Case IV. I: When f( cos (ax + by) D? sin (ax + by) = -@ sin (ax + by) DD’ sin (ax + by) = ~ab sin (ax + by) in (ax + by) = -¥* sin (ax + by) soon. Thus, we can easily find that FD® DD’, D?) sin (ax + by) = F(- ab, -¥*) sin (ax + by), sin (ax + by) = [F(D”, DD’, D’ TR(-a?, ~ab, -b°) sin (ax + by) Sa inert -.(19248) ere HAO’ Do, D?\y+ sin (ax +) = ed Fl, ab, 12) #0. Ft, -ab, 2) = 0, we may follow the general method to be discusse I: When f(x, y) = 2"y/, or a polynomial in x, y- integral is FC id as Case IV. I 2= (FD, Dy xy". wf(19.144) ° Sate it we expand [F(D, DI"! as an infinite series in ascending powers of D or D’, *'B.upon m

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