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10.1 Introduction
Objectives
10.2 Frames of Reference
10.3 Basic Concepts in 2-Dimensions
10.4 Curves and Surfaces in Space
10.5 Summary
10.6 Solutions/Answers
1 0 . INTRODUCTION
So far you have studied ordinary differential equations, that is, equations involving one
independent and one dependent variable. You must have noticed that the integrals of
ordinary differential equations are plane curves. You may also recall from Unit 1 that
differential equations involving more than one dependent and one independent variable are
either simultaneous differential equations or total differential equations and those
involving one dependent and more than one independent variable are partial differential
equations. We shall discuss simultaneous differential equations in the next unit and partial
differential equations in the later units of this block. You will see that the solutions of such
differential equations are space curves and surfaces. For understanding the methods of
solving such equations and for interpretation of their solutions, a study of curves in a plane
and curves and surfaces in three dimensional space is essential. Accordingly, in this unit, we
have discussed some basic concepts from solid geometry, which we shall be using
frequently in the study of differential equations.
Objectives
After studying this unit, you should be able to
In geometry, we always talk of frame of reference in terms of which the curve or surface is
expressed. We first discus; briefly some essential frames of references in three dimensional
coordinate system.
Take a point 0 as the origih of coordinates and OX, OY, OZ as three mutually perpendicular
lines through 0 as the coordinate axes, (see Fig.1).
Let P be a point in space. From the point P, draw a line PM perpendicular to the XY-plane;
from M draw a line MN parallel to OJ' and intersecting OX in N. Then,
First Order Partiel Differentla1
Equpuons
r = ( x2+y2+ z2)' h.
If LZOP = 8 and LXOM = $, where M is the foot of perpendicular from P on XY-plane. Curvb and Surfaces
then we call (r,8,$) as the spherical polar coordinates of the point P. The relation between
(x,y,z) and (r,8,$) is
x = .rsin9 cos 4.
y = rsin 8 sin $.
1 . . . . (2)
z = rcos 8
J
where 0 l 8 Iz, W12z,01 r C-
If a point is on a cylindrical body, then we consider another system of frame of reference.
Let P be a point on a cylindrical body (see Fig.3). Draw PM as perpendicular from P on
XY-plane. Let us suppose OM = p. Then
p = (x2 + y2)M.If LXOM = $, then we call (p,$,z) as the cylindrical coordinates of the
point P.
z
Here,
X = pcos 4,
y = psin $,
z=z
Where 01 p c w.
,I
Remember that thereis one-to-one correspondencebetween the points of space and the
ordered triples (x,y,z). If z = 0, then the triple (x,y,O), is nothing but the ordered pair (x,y)
which correspond to the point of the XY-plane. In such cases ( p,$) are the polar coordinates
in the plane.
You must have observed in the earlier units that the solutions of ordinary differential
equations are plane curves (ref. Block 1, Unit 1, Sec. 1.4). We have already mentioned in the
introduction to this unit that a study of curves in plane and curves and surfaces in space is
essential to understand and interpret the solution of simultaneous differential equations, total
differential equations and partial differential equations. Accordingly, we now give in the
next section some basic concepts from geometry. For a better understanding of these
concepts we first give a quick recall of plane geometry in 2-dimensions and then generalise
c.-.mm .-.$*La..&. ..&.r..l,r ...
L:rL .
.,a rL,ll L ..n:*,. "
a
*+
-.-, :" 2 .4:..-.~rn:.-."n
First Order Partial Dlfferential
Equations 10.3 BASIC CONCEPTS IN 2-DIMENSIONS
.We can combine Eqns. (4) and (5) into one equation and write the equation of the circle as
Thus. we can say that the circle, a curve in a plane, is a functional relation between two
coordinates x and y. We now give formal definition of plane curves.
then the point lies on a plane curve, whose equation is given by Eqn. (6), see Fig. 4.
In some simple cases when Eqn. (6) is solvable for y, we can write Eqn. (6) as
In other words, for x lying in some interval say, a I x < b, if we can find a unique value of y
from Eqn. (6) then can write Eqn.. (7). Next, consider the equation
Giving different values to the parameter c in Eqn. (8), we get a family of parallel lines in the
XY-plane, having slope tan -'3. Similarly, the equation
represents a family of straight lines passing through the fixed point (0,4) and making Curves end Surfaces ,
different angles varying between O and n, with the X-axis depending upon different values
of the parameter m. Further, if you recall Sec. 1.4, Unit 1 of Block 1, you can check that the
ordinary differential equations which define the families
I
I
y = 3x+c and y = mx+4 are, respectively,
Remember that these equations have been obtained by eliminating parameters c and m from
Eqns. (8) and (9), respectively. We term Eqns. (8) and (9) as one-parameter family of lines.
In the same manner we now define one-parameter family of plane curves.
f (x,Y,c)= 0, . . . . (10)
where c is aparameter which may take discrete real values, or may vary continuously, then
Eqn. ( 10) defines a one-parameter family of plane curves.
Note that a plane curve may involve one or more parameters. For instance, a linear equation
A quadratic equation
ax2+2hxy + b y 2 + 2 g x + 2 f y + c = ~ , a0f
or,
From Eqns. (1 1) and (12). we can obtain one-parameter systems by varying one parameter
while keeping others fixed. At times you may also come across a situation when it is
possible for you to express the coordinates of any point on the plane curve f(x,y) = 0 in
terms of one parameter. For example, consider the equation of the parabola
Thus we have been able to express x and y in terms of the parameter t, satisfying the
given equation of the parabola. In this case we call x = at2 and y = 2at as the parametric
equations of the parabola.
In general we say that if the coordinates of any point on the curve f(x,y) = 0 can be
expressed as
where t is a parameter, then we call Eqns. ( 13) to be the parametric equations of the plane
curve provided that
Note that parametric equation of a curve may not be unique. In other words, there can be
more than one parametric equation of a curve. For example, for the circle x2+y2= a2,we have
the paramemc equation
x = acost, y = asint, O < t -< 2~
First Order Partial Differential as two possible parametric equations.
Equations
Further, parametric equations for the ellipse
are
x = acost, y = bsint, 05 t < 2n
I n n
I and x = asint, y = bcost, - < t 5 2n + -
2- 2.
You may recall that in Sec.l.2, Unit 1 of Block I, we talked about the differentials of a
function. These ditferentials have important applications in the solution of differential
equations.We now discuss them.
Let the points P(x,y) and Q(x+Ax, y+Ay) lie on the cdrve f (x,y) = 0 (ref. Fig.4). Let PT be
the tangent to the curve at P. Let PS = Ax = dx, SQ = Ay and SR = dy. Then we say that (Ax.
Ay) are the increments associated with the point Q on the curve and (dx, dy) are
differentials associated with the point R on the tangent at P.
Note that Ax and dx are the same whereas Ay and dy are two distinct quantities.
+ 4
The vectors PQ = PR, respectively are
+ +
PQ = iAx + jAy and PR = idx + jdy,
RS
tan LRPS = -= slope of tangent at P.
PS
.'. fx =- 4, fy = 2y.
(fx) at (1.2) =-4, (fy) at ( 1 , ~=) 2.2 = 4
:. Direction ratios of the normal at (1.2) are
(fx,fy)at ( l , 2 ) = (-494)
and direction ratios of the tangent at (1,2) are
E 2) Find the direction cosines of the tangents and normals, at the indicated points, of the
following curves.
You know that the first partial derivatives off (x,y,z,) are the rates of change off in the
direction of the coordinate axes (ref. Unit 5 of MTE-07). You may find it unnatural to
restrict attention to these three directions and may ask for the rate of change off in any
direction. This simple idea leads us to the notion of a directional derivative which we shall
take up now.
Directional Derivative
Let u(x,y) be a function of two variables x,y E D, where D is a domain in plane. Let C be a
curve in D, whose parametric equations are I
If the arc length of the curve along C measured from some fixed point Po to the point P is s
S
If a = 0,then
Therefore, the partial derivatives of u (x,y) along OX and OY are special cases of the
directional derivative. Also,
Hence the derivative of u(x,y) with respect to the parameter t is proportional to directional
derivative of u.
So far in our discussion we have been considering basic concepts related to curves and their
properties in 2-dimensions. We now extend some of these concepts in.3-dimensions in the
next section. We start with curves and surfaces in space.
The simplest curve in space is a straight line. The equation of a straight line passing through
a given point Po(xo,yo,~o)and making angles a , p, y with OX. OY, OZ respectively are
(see Fig. 6).
x-xo - Y-Yo
--Pep-
2-Zo A
- s, s = POP
c o w cosp 'cosy
Therefore,
I
x=xo+scosa
are the coordinates of any point P(x,y,z) on the straight line. They are expressed in terms of
Curves and Surfaces
a single parameter s. By varying s, we obtain different points ,on the line. From Eqn. (21), we
obtain
- dx
- -d y = d z = d s
cos a cos p cosy
Eqns. (22) are simultaneous differential equations which define the straight line. We shall
take up the solution of simultaneous differential equations in the next unit.
We next consider another curve in space. Let the parametric equations of the curve be
x = acoswt,
1
y = asinwt,
z = Wt,
tJ <t < m.
Then the point (x,y,z) describes a space curve called the helix on the surface x2+y2= a2,
(obtained by eliminating t from x = acoswt, y = asinwt) of a circular cylinder of radius a (see
Fig. 7). Let us call this point as Po when t = 0, then the coordinates of the point Po are
(a,O,O). For any t, if the point on the curve is P, then we get the length of the arc POPalong
the curve as
First Order h r l i a l I)ikrential
Equations
The examples considered above suggest that we may take the parametric equations of a
space curve as
m
x = ct). 1
z = e (t) ,
J
where 4) (t) , v (t) ,0(t) , are C' functions oft. We eliminate t from the first two to get
C1 : f2 (y.2) = 0.
Hence C I and C2 are the equations of cylinders which intersect in the space curve given by
Eq. (23).
x = acosqo sine,
y = asinQo sine.
1 '
z = acose
Eqns. (24) are of the same form as Eqns. (23) with 0 as the parameter, where 0 5 0 Ix. From
the first two equations of the relation (24), we get y = xtanQo; which is a plane passing
through the z-axis. The sphere r = a and the plane @ = Qo intersect in the circle on the surface
of the sphere and its equation is Eq. (23). Thus a curve in space can be interpreted as Curves and Surfsecs
intersection of two surfaces or a surface and a plane.
We next consider surfaces in 3-dimensions.
The simplest example of a 3-dimensional surface is the plane. The general equation of a
plane is
Thus, we have expressed the rectangular coordinates of any point on the plane in terms of
two parameters, u and v.
You know that a sphere is the locus of a point P (x,y,z) whose distance from the centre of
the sphere, say 0(0,0,0) is equal to the radius a. Thus,
x = asin 8 cos Q
z=acose
which is the equation of the sphere in the parametric form.
Again in this case you may note that the rectangular coordinates of any point on the surface
are expressed in terms of two parameters, 0 and Q.
From above two special cases, it is seen that the equation of'a surface is a relation
connecting coordinates (x,y,z) of a point in the 3-dimensional space.
We, now, give the formal definition of a surface.
Definition : If the rectangular coordinates (x,y,z) of a point in a 3-dimensional space are
connected by a single relation of the type
then the point lies on the surface and Eq. (27) is the equation of the surface.
In some simple cases, that is, when Eq. (27) is solvable for z, we can write it as
z = F(X,Y)
By looking at the examples considered above, we can say that the parametric equations of a
surface are of the form
Thus, the expression (28) when substituted in Eq. (27) must reduce it to an identity. Also we
can solve the first two equations in expression (28) and get
u = f, (x,y), v = f2 OLy),
and these, when substituted in the third equation of (28) will give us the equation of the
surface as
First Order Partial Differential
Equations
Remember that the parametric equations of a surface are not unique. As an illustration, you
may see that both the set of parametric equations
and
x2+y2+z2= a2.
Solution :We can rewrite the given equation of the surface in the form
The intersection of this surface with the plane z = k, a constant, is the ellipse
As the domain of z is -oo < z < w, on setting z = c sinh a , we get another set of parametric
equdtions as
x = a'cosha cose,
y = bcosha sine,
z = csinha ,
whereoI852x,-oo<a<w.
the curve at a point is perpendicular to the tangent there at. Similarly, plane touching a
surface at a point is called tangent plane and line perpendicular to the tangent plane at a
point of the surface is called its normal.
We shall now determine the equations of tangent plane and normal to a surface.
The typical point {x (t), y (t), z (t)) of the curve lies on this surface if
or.
where i, j and k are the usual unit vectors along three coordinate axes. Eq. (29) holds at all
points of the curve. Thus for any point Po (x,, yo, z0 ) on C (and also on the surface), we can
which is along the tangent to the curve C at Pg.Since the relation (29) is true for all the.
curves passing through Po and lying on the surface, the vector (if, + jfy + kf ) is
P"
perpendicular to the tangent plane to the surface at Po and ((fJPo, (fy)po,(fJP,, are the
direction ratios of the normal to the surface at Po(xo, yo zO), If (x,y,zj are the coordnates
of any point P on the tangent plane, then the vector.
lies on the tangent plane and hence it is perpendicular to the normal at Po. We therefore have
or,
Eq. (30) is the equation of the tangent plane to the surface at Po. The equation to the normal
to the surface at Po is
Example 3 : ' ~ i n dthe equation of the tangent plane to the surface = 0 at (1,l.l).
(f,)," = ( - 2 ~ )(,,I,,) = -2
First Order R r ( l . 1 Differential :. Equation of the tangent plane is
mu-
(x - 1) (fx)po+ (Y- 1) (fy)po+ (2 - 1) (fz)po= 0'
We now extend the concepts of increments and differentials presented in Sec. 10.3 to
3-dimensional space.
+--
dt - ax dt ay dt a~ dt
e
If we say that s is the arc length PQ along C measured for some fixed points P and Q on it,
then
t
I
s = (xr2+ yp2 + zp2) dt = function o f t
0
The vector defined by grid and on C we can consider function u(x,y,z) as a functibn of s. In this case we then have
Example 4: Find the directional derivative of the function u= 3x+4y+5z along the direction
of the vector 3i + 4j - k.
Solution : We know that the directional derivative of a function u(x,y,z) in the direction of a
vector2 is??. grad u = a, ux + a2uy+ a+, where?? = a,i + a d + a3k.
Here u = 3x+4y+5z
Hence the directional derivative$. grad u = 3.3 + 4.4 -5.1 = Pel6 -5 = 20.
2 2 2
E 5) Find the directional derivative of u = x +y +z at P (1,1,1) in the direction of
+
the vector OP, where 0(0,0,0) is the origin.
So far we have considered only a surface in space. We next take up family of surfaces.
If the function f(x,y,z,c) is of class C' for all x, y, z E D, a domain in space, and c being a
parameter, then the equation
The surfaces given by Eqs. (33) and (34) will intersect in a curve which is defined by the
Eqs. (33) and (34). This curve is also the intersection of surface (33) and the surface
f
Now as the parameter 6c + 0, the curve of intersection of surfaces (33) and (35) tends to a
limiting position given by
We call this limiting curve as the characteristic curve of the family and it lies on the
surface (33). As the parameter c varies, the characteristic curve (36) traces out a surface,
whose equation is obtained by eliminating the parameter c between the two Eqs. (36) in the
form
We call this surface to be the envelope of the one-parameter family given by Eq. (33).
Solution :We obtain the envelope by eliminating the parameter c between the equations
7 7 .7 7 . 7 ,-.
First Order Partial Differential and
Equations
x2*+ y2 = z2 tan a
z = c cos2a
which is a circle of radius c sina cosa in the plane z = c cos2a.
E 6) Show that the envelope of the family of spheres of radius unity and centre at
(0,.0, c) is a cylinder x2 +y2 = 1, c being the parameter.
where f is a C' function of x,y,z E D, a domain in space and a and b &e parameters. From
Eqn. (37) we can obtain a one-parameter family of surfaces by taking b as some definite
function of a, say
We can then obtain the envelope of this one-parameter fanlily by eliminating a and b from
Eqns. (37) and (38) and.the relation
The characteristic curve of this one-parameter family is then given by the Eqns. (37) and
(39) in which b = $(a).
You may note here that for every choice of of +(a), the characteristiccurve of the
one-parameter family passes through the point defined by the equation
This point is the characteristic point of the two-parameter family (37) on the particular
surface of the family. As we vary the parameters a and b the characteristic point generates a
surface which we call the envelope of the two-pzrame!er family of surfaces (37).
20 Next, we take a2+b2= 1. Substituting in Eqn. (41) we obtain a one-parameter family of planes
3 ,
2 2
E 7) Find the envelope of the two-parameter family of spheres (x-a) + (y-b) + z2 = 1.
Also obtain the equation of the characteristic curve of the one-parameter family,
2 2 2
(x-a) + (y-2a) + z = 1.
'We now end this unit by giving a summary of what we have covered in it.
10.5 SUMMARY
af af db
f (x,y,z,a,$(a) = 0 and - + - . - = 0
aa ab ba
f a
The equations f (x,y,z,a,b) = 0, - = 0 and
f a
= 0 represent a point known as
-
aa ab
characteristic point for two parameter family of surfaces.
(g) The envelope of two-parameter family of surfaces is generated by its
characteristic point and is obtained by eliminating a and b from the equations
n Jc
E 1) a) x = asec 0, y = btan 0, - -
2
<0 <-
2
b) x = a sin30, y = bcos30, 0 5 0 5 2n
f , = 2 ~ , ( f ~ ) ~ ~ ( ,2.1
, , ,==2
The directional ratios of tangent to the given curve at (2,l)
4
:. Direction cosines of tangents =
2 I
:. direction cosines of normal =
[ k-+]
Curves and Surfaces
b) D~rectioncosines of tangent = - --
2
The intersect!on of this surface with plane z = k is the circle x + y2 = 2k
This equation is satisfied if we take x = G c o s 0, y = &sin 0
X -
-
X =U COSV - cosv
U
( 1 + 2 ~+) ( 2 + 3 ~-) ( 3 + 5 ~=
)0
7 7 3
f (x.y.z) = x-+y'+zb-a =0
Therefore. f, = 2x
f, = 2y
f, = 22
=2x i + 2 y j + 2 z k
Since P is (l,l,l),
+
:. Directional derivative of u at P (1,1,1) along OP
E 6) The equation of the family of spheres of radius unity and centre at (O,O,c) is
Let f = x2 + y2 + (z-c12.- 1 = 0
af =-2 (z-c) = o
-
" ac
af
Eliminating c from f = 0 and
ac = 0, we get the envelope of the family of spheres as
-
which as a cylinder with base in xy-plane, the centre (0,0), radius 1 and generators
parallel to z-axis.
fb = 0 * -2(y-b) =0 (y-b) = 0.
Eliminating a and b between f =0, fa = 0 and f,, = 0, the envelope of !he given family
of sphere is
1 1
* - ( ~ - y ) ~ + - ( y - x ) ~ + z ~ -1 = o
4 4
* (x-y) = 2 (1-22)