Differential Equations and Complex Variables

Saraswati Acharya, PhD

Department of Mathematics
School of Science, Kathmandu University
Kavre, Dhulikhel

Partial Differential Equations (PDEs)

June, 2021
Basic Concepts of Partial Differential Equations (PDEs)
Definition
A differential equation involving one or more partial derivatives of an
unknown (dependent variable) function of two or more independent
variables is called a partial differential equation.

Order and Degree of PDE

The order of the highest derivative is called the order of the equation.
The degree is the power of the highest order derivative when it is made
free from radicals or fractions.

Linear PDE
A PDE is linear if it is of the first degree in the dependent variable (the
unknown function) and its partial derivatives; otherwise it is nonlinear.
A linear PDE is called homogeneous if each of its terms contain either u or
one of its partial derivatives otherwise called non-homogeneous.
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 2 / 14Ka
Examples

Linear or Non - linear??

∂u ∂u
1. +t =0
∂t ∂x
∂2u ∂2u
2. + =0
∂x 2 ∂y 2

∂u ∂ 3 u ∂u
3. + 3 = 6u
∂t ∂x ∂x
∂v 1 ∂2v ∂v
4. + s 2 σ 2 2 + rs − rv = 0
∂t 2 ∂s ∂s

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 3 / 14Ka
Some Important PDEs

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 4 / 14Ka
Solution Techniques: Solvable as ODEs

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 5 / 14Ka
Find the solutions u(x, y ) of

a)uxy − ux =0 Ans u(x, y ) = e y f (x) + g (y ),

Z
where f (x) = c(x)∂(x)

b)uxx + 9y =0
√ √
3
−1/2x 3
c)uxx + ux + 4 =0, Ans u = e (Acos x + Bsin x)
2 2
2
d)uy =2xyu, Ans u = c(x)e xy
2
e)uy =2uy , Ans u = c(x)e y
Exercise11.1Q.N.15 − 22

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 6 / 14Ka
Separation of variables

Consider one dimensional (1D) wave equation

∂2u 2
2∂ u
= c
∂t 2 ∂x 2
Thatis utt = c 2 uxx (1)
Let, u = u(x, t) = F (x)G (t) (2)
be the solution of equation 1
˙
ux = F 0 (x)G (t), uxx = F 00 (x)G (t), ut = F (x)G (t), utt = F (x)G ¨(t) (3)

From equations 3 and 1

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 7 / 14Ka
...Contd.

F (x)G ¨(t) = c 2 [F 00 (x)G (t)]

G ¨(t) F 00 (x)
= c2 =k
G (t) F (x)

Equating , G ¨(t) − kG (t) = 0, c 2 F 00 (x) − kF (x) = 0 (4)

Solving equation 4 for G (t) and F (x) and substituting into equation 2
gives required solution.

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 8 / 14Ka
Separation of variable: Exercise 11.3, questions no. 12 − 19
Example
12. Solve ux + uy = 0

consider , ux + uy = 0 (5)
Let, u = u(x, y ) = F (x)G (y ) (6)
be the solution of equation 5
Now , ux = F 0 G , uy = F Ġ (7)
Sub. equation 7 in equation 5
F 0 G + F Ġ = 0 (8)
F 0 G = −F Ġ (9)
F0 Ġ
Equating , =− =k (10)
F G
Saraswati Acharya (Department MATH
of Mathematics[2mm]School
207 of Science, Kathmandu
June, University[2mm]
2021 9 / 14Ka
...Contd. of solution of Question 12

F0
Equating , =k
F
lnF = kx + c1
F = C1 e kx
Ġ
Also, − =k
G
G = C2 e −ky
u = C1 e kx C2 e −ky
u = Ce kx−ky

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, 2021
University[2mm]
10 / 14Ka
19. Solve xuxy + 2yu = 0

consider , xuxy + 2yu = 0 (11)

Let, u = u(x, y ) = F (x)G (y ) (12)
be the solution of equation 5

Now , ux = F 0 G , uxy = F 0 Ġ (13)

Sub. equation 13 in equation 11

xF 0 Ġ + 2yFG = 0 (14)
0
xF Ġ = −2yFG (15)
xF 0 2yG
Equating , =− =k (16)
F Ġ

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, 2021
University[2mm]
11 / 14Ka
...Contd. of solution of Question 19

xF 0
Now , =k
F
F0 k
=
F x
lnF = klnx + lnc1 , F = C1 x k
2yG
Also, − =k
Ġ
−2yG = Ġ k
2y Ġ
− =
k G
2y 2
lnG = − + c2
2k
−y 2
G = C2 e k

−y 2 −y 2
u = C1 x k C2 e k , u = Cx k e k

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, 2021
University[2mm]
12 / 14Ka
... Variable Separations Q. 17

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, 2021
University[2mm]
13 / 14Ka
Solution Techniques: Variable Separations

1. Solve ux = 2ut + u, u(x, 0) = 6e −3x using the method of

separation of variables.
Ans: u = 6e −(3x+2t)

2. Find the solution u(x, t) of 1D heat equation

ut = c 2 uxx
of homogeneous material subjected to the boundary conditions
u(0, t) = 0, u(L, t) = 0 t ≥ 0
and initial condition u(x, 0) = f (x).
Solution: See in book

Saraswati Acharya (Department MATH

of Mathematics[2mm]School
207 of Science, Kathmandu
June, 2021
University[2mm]
14 / 14Ka