1.formulation of PDE

1st Topic
Partial Differential Equations

Formation of partial differential equations
Prepared by:
Prof. Sunil
Department of Mathematics & Scientific Computing
NIT Hamirpur (HP)
PARTIAL DIFFERENTIAL EQUATIONS

INTRODUCTION:
Real world problems in general, involve functions of several (independent)
variables giving rise to partial differential equations more frequently than ordinary
differential equations. Thus, most problems in engineering and science reproduce with
first and second order linear non-homogeneous partial differential equations. Thus,
before discussing the methods of obtaining solutions, we will discuss some definitions,
how we can formulate partial differential equations and other related concepts.
PARTIAL DIFFERENTIAL EQUATION
A differential equation, which involves partial derivatives, is called a partial
differential equation.
3
∂z ∂z ∂ 2z ∂ 2z ∂ 2 u  ∂u 
For example, x +y = z , (i) + = 0, (ii) and =  (iii)
∂x ∂y ∂x 2 ∂y 2 ∂x∂y  ∂z 
are the partial differential equations.

Order of the differential equation:
The order of the partial differential equation is the order of the highest ordered
derivative appearing in the partial differential equation.
Degree of a partial differential equation:
The degree of a partial differential equation is the degree of the highest order
partial derivative occurring in the equation.
Partial Differential Equations: Definitions, Formation of PDE 2
For Video Lecture, Visit: https://youtu.be/PWobEwMvXZc
Thus, equation (i) is of first order, equations (ii) and (iii) are of second order. The
degree of all above equations is one.
STANDARD NOTATION
If z is function of two independent variables x and y, then we shall use the
following standard notation for the partial derivatives of z:
∂z ∂z ∂ 2z ∂ 2z ∂ 2z
= p, = q, = r , = s , = t.
∂x ∂y ∂x 2 ∂x∂y ∂y 2
FORMATION OF PARTIAL DIFFERENTIAL EQUATION:
Unlike the case of ordinary differential equations which arise from the elimination
of arbitrary constants; the partial differential equation can be formed either by the
elimination of arbitrary constants or by the elimination of arbitrary functions from a
relation involving three or more variables.
By elimination of arbitrary constants:
Let f (x, y, z, a , b ) = 0 , (i)
be an equation involving two arbitrary constants a and b.
Differentiating this equation partially w.r.t. x and y, we get
∂f ∂f ∂z
+ = 0, (ii)
∂x ∂z ∂x
∂f ∂f ∂z
+ = 0. (iii)
∂y ∂z ∂y
By eliminating a, b from (i), (ii) and (iii), we get an equation of the form
f (x, y, z, p, q ) = 0 , (iv)
which is a partial differential equation of the first order.
By elimination of arbitrary functions:
(a) One arbitrary function:
Consider z = f (u ) , (i)
where f(u) is an arbitrary function of u and u is a given (known) function of x, y, z.
i.e. u = u (x, y, z ) .
Differentiating (i) partially w.r.t. x and y by chain rule, we get
∂z ∂f ∂u ∂f ∂u ∂z
= + , (ii)
∂x ∂u ∂x ∂u ∂z ∂x
∂z ∂f ∂u ∂f ∂u ∂z
= + . (iii)
∂y ∂u ∂y ∂u ∂z ∂y
By eliminating the arbitrary function f from (i), (ii) and (iii), we get an equation a partial
differential equation of the first order.
(b) Two arbitrary functions:
Differentiating twice or more, the elimination process results in a partial
differential equation of second or higher order.
Always remember:
• If the number of arbitrary constants to be eliminated is equal to the number of
independent variables, then the partial differential equations that arise are of the
first order.
• If the number of arbitrary constants to be eliminated is more than the number of
independent variables, then the partial differential equations obtained are of second
or higher order.
• If the partial differential equation is obtained by elimination of arbitrary functions,
then the order of the partial differential equation is, in general, equal to the number of
arbitrary functions eliminated.
• When n is number of arbitrary functions, one may get several partial differential
equations. But generally the one with the least order is chosen.
The method is best illustrated by the following problems:
Q.No.1.: Form partial differential equations from the following equations by eliminating
the arbitrary constants:
(i) z = ax + by + ab , (ii) z = ax + a 2 y 2 + b ,
x2 y2 x2 y2 z2
( )( )
(iii) z = x 2 + a y 2 + b , (iv) 2z = + , (v)
a2
+
b2
+
c2
= 1.
a2 b2
Sol.: (i). Given z = ax + by + ab .
Here the number of arbitrary constants is equal to the number of independent variables.
Differentiating z partially w. r. t. x and y, we get

∂z ∂z
p= = a, q = = b.
∂x ∂y
Substituting for a and b in the given equation, we get
z = px + qy + pq ,
which is the partial differential equation of the first order.
(ii). Given z = ax + a 2 y 2 + b .
∂z ∂z
p= = a, q = = 2a 2 y .
∂x ∂y
Eliminating a between these result, we get
q = 2p 2 y ,
(
(iii). Given z = x 2 + a y 2 + b . )( )
p=
∂z
∂x
(
= 2x y 2 + b , ) (i) q=
∂z
∂y
( )
= 2y x 2 + a . (ii)
Multiplying (i) and (ii), we get
( )( )
pq = 4xy x 2 + a y 2 + b ⇒ pq = 4 xyz ,
x2 y2
(iv). Given 2z = + . (i)
a2 b2
Differentiating partially w. r. t. x and y, we get
∂z 2 x 1 1 ∂z p
2 = 2 ⇒ 2 = = ,
∂x a a x ∂x x
∂z 2 y 1 1 ∂z q
and 2 = 2 ⇒ 2 = = .
∂y b b y ∂y y
Substituting these values in (i), we get 2z = xp + yq ,

which is the desired partial differential equation of the first order.
x2 y2 z2
(v). Given + + = 1.
a2 b2 c2
Here the number of arbitrary constants (a, b, c) is greater than the number of independent
variables (x, y).
2x 2z ∂z 2 2 ∂z
+ . = 0 ⇒ c x + a z = 0, (i)
a2 c 2 ∂x ∂x
2y 2z ∂z ∂z
2
+ . = 0 ⇒ c2 y + b2z
2 ∂y
= 0. (ii)
b c ∂y
Again differentiating (i) partially w. r. t. x, we get
2 2 2
2 ∂z  2
2 ∂ z c 2  ∂z  ∂ 2z
c +a   +a z 2 = 0 ⇒ 2 +  +z 2 = 0.
 ∂x  ∂x a  ∂x  ∂x
c2 z ∂z
Substituting =− (from (i)), we have
a2 x ∂x
2 2
z ∂z  ∂z  ∂ 2z ∂ 2z  ∂z  ∂z
− +   + 2 = 0 ⇒ xz 2 + x  − z = 0,
x ∂x  ∂x  ∂x ∂x  ∂x  ∂x
which is the partial differential equation of the second order.
Always remember:
If the partial differential equation is obtained by elimination of arbitrary functions, then
the order of the partial differential equation is, in general, equal to the number of
arbitrary functions eliminated.
Q.No.2.: Form the partial differential equations (by eliminating the arbitrary functions)
(
(i) z = f x 2 − y 2 , ) ( )
(ii) f x 2 + y 2 , z − xy = 0 , (iii) z = f ( x + at ) + g ( x − at ) ,
(iv) z = f ( x + it ) + g ( x − it ) , (v) z = xf1 (x + t ) + f 2 (x + t ) .
(
Sol.: (i). Given z = f x 2 − y 2 . )
Here we have one arbitrary function.
p=
∂z
∂x
( )
= f ' x 2 − y 2 .2 x , q =
∂z
∂y
( )
= f ' x 2 − y 2 .(− 2 y ) .
p x
Division gives = − ⇒ yp + xq = 0 ,
q y
which is the required partial differential equations of first order.
( )
(ii). Given f x 2 + y 2 , z − xy = 0 .
Let x 2 + y 2 = u and z − xy = v , so that f(u, v) = 0.

∂f  ∂u ∂u  ∂f  ∂v ∂v  ∂f
 + p +  + p = 0 ⇒ (2x ) + ∂f (− y + p ) = 0 (i)
∂u  ∂x ∂z  ∂v  ∂x ∂z  ∂u ∂v
∂f  ∂u ∂u  ∂f  ∂v ∂v  ∂f
and  + q  +  + q  = 0 ⇒ (2 y ) + ∂f (− x + q ) = 0 . (ii)
∂u  ∂y ∂z  ∂v  ∂y ∂z  ∂u ∂v
∂f ∂f
Eliminating and from (i) and (ii), we get
∂u ∂v
2x − y + p
= 0 ⇒ xq − yp = x 2 − y 2 .
2y − x + q
which is the desired partial differential equation of the first order.
(iii). Given z = f ( x + at ) + g ( x − at ) . (i)
Here we have two arbitrary functions.
Differentiating z partially w. r. t. x and t, we get
∂z ∂ 2z
= f ' (x + at ) + g ' (x − at ) , = f ' ' (x + at ) + g' ' (x − at ) (ii)
∂x ∂x 2
∂z ∂ 2z 2
2 ∂ z
= af ' (x + at ) − ag' (x − at ) , = a 2
f ' ' (x + at ) + a 2
g ' ' (x − at ) = a . (iii)
∂t ∂t 2 ∂x 2
∂ 2z 2 ∂ 2z
From (ii) and (iii), we get =a ,
∂t 2 ∂x 2
which is the required partial differential equation of the second order.
(iv). Given z = f ( x + it ) + g ( x − it ) .
Differentiating z twice partially w. r. t. x and t, we get
∂z ∂ 2z
= f ′(x + it ) + g ′(x − it ) ⇒ = f ′′(x + it ) + g ′′(x − it ) (i)
∂x ∂x 2
∂z ∂ 2z
= if (x + it ) − ig (x − it ) ⇒
′ ′ = i 2 f ′′(x + it ) + i 2 g ′′(x − it )
∂t 2
∂t
∂ 2z
⇒ = −f ′′(x + it ) − g ′′(x − it ) . (ii)
∂t 2
Adding (i) and (ii), we get
∂ 2z ∂ 2z
+ = 0,
∂x 2 ∂t 2
which is the desired partial differential equation of the second order.
(v). Given z = xf1 (x + t ) + f 2 (x + t ) .
Differentiating z twice partially w. r. t. x and t, we get
∂z
= f1 (x + t ) + xf1′ (x + t ) + f 2′ (x + t )
∂x
∂ 2z
= f1 ' (x + t ) + f1 ' (x + t ) + xf1 ' ' (x + t ) + f 2 ' ' (x + t )
∂x 2
∂ 2z
= 2f1 ' (x + t ) + xf1 ' ' (x + t ) + f 2 ' ' (x + t ) (i)
∂x 2
∂z
= xf1 ' (x + t ) + f 2 ' (x + t )
∂t
∂ 2z
= xf1 ' ' (x + t ) + f 2 ' ' (x + t ) . (ii)
∂t 2
Subtracting (ii) from (i), we get
∂ 2z ∂ 2z
− = 2f1 ' (x + t ) . (iii)
∂x 2 ∂t 2
∂ 2z 1  ∂ 2 z ∂ 2z  ∂ 2 z
Also = f1 ' (x + t ) + xf1 ' ' (x + t ) + f 2 ' ' (x + t ) =  2 − 2  + 2
∂x∂t 2  ∂x ∂t  ∂t
∂ 2z ∂ 2z ∂ 2 z
⇒ −2 + = 0,
∂x 2 ∂x∂t ∂t 2
which is the desired partial differential equation of the second order.
Solve some more problems

1 
z = y 2 + 2f  + log y  .
x 
1 
Sol.: Given z = y 2 + 2f  + log y  .
x 
∂z 1  1  1 
p= = 2f '  + log y . − 2  ⇒ − px 2 = 2f '  + log y  (i)
∂x x  x  x 
∂z 1  1  1 
q= = 2 y + 2f '  + log y .  ⇒ qy − 2 y 2 = 2f '  + log y  . (ii)
∂y x  y x 
From (i) and (ii), we get
− px 2 = qy − 2 y 2 ⇒ x 2 p + yq = 2 y 2 ,
which is the required partial differential equation of the first order.
( )
f x + y + z, x 2 + y 2 + z 2 = 0 .
(
Sol.: Given f x + y + z, x 2 + y 2 + z 2 = 0 . )
Let x + y + z = u and x 2 + y 2 + z 2 = v , then f (u , v) = 0

∂f  ∂u ∂u  ∂f  ∂v ∂v  ∂f
 + p +  + p = 0 ⇒ (1 + p ) + ∂f (2x + 2zp ) = 0 (i)
∂u  ∂x ∂z  ∂v  ∂x ∂z  ∂u ∂v
∂f  ∂u ∂u  ∂f  ∂v ∂v  ∂f
and  + q  +  + q  = 0 ⇒ (1 + q ) + ∂f (2 y + 2zq ) = 0 . (ii)
∂u  ∂y ∂z  ∂v  ∂y ∂z  ∂u ∂v
∂f ∂f
Eliminating and from (i) and (ii), we get
∂u ∂v
(1 + p )(2y + 2zq ) = (1 + q )(2x + 2zp) ⇒ (y − z )p + (z − x )q = x − y ,
which is the required partial differential equation of the first order.
Q.No.5.: Find the differential equation of all planes which are at a constant distance ‘a’
from the origin.
Sol.: Equation of the plane in normal form is ℓx + my + nz = a . (i)
where ℓ , m, n are the d. c.’s of the normal from the origin to the plane.
Then, ℓ 2 + m 2 + n 2 = 1 ⇒ n = (1 − ℓ 2
+ m2 . )
∴ (i) becomes ℓx + my + (1 − ℓ 2
− m2 z = a .) (ii)
Differentiating partially w. r. t. x , we get
ℓ+ (1 − ℓ 2
)
− m 2 .p = 0 . (iii)
Differentiating partially w. r. t. y, we get
m+ (1 − ℓ 2
)
− m 2 .q = 0 . (iv)
Now we have to eliminate ℓ , m from (ii), (iii) and (iv), we get
( )
From (iii), ℓ = − 1 − ℓ 2 − m 2 .p and m = − 1 − ℓ 2 − m 2 .q . ( )
Squaring and adding, we get ℓ 2 + m 2 = 1 − ℓ 2 − m 2 p 2 + q 2 . ( )( )
p2 + q 2
( )( )
⇒ ℓ2 + m2 1 + p2 + q 2 = p2 + q 2 ⇒ 1 − ℓ2 − m2 = 1 − 2
1+ p + q 2
=
1
1 + p + q2
2
.
p q
Also ℓ = − and m = − .
(1 + p 2
+q 2
) (1 + p 2
+q 2
)
Substitute the value of ℓ , m and 1 − ℓ 2 − m 2 in (ii), we obtain
− px qy 1
− + z=a
(1 + p 2
) (1 + p + q ) (1 + p
+ q2 2 2 2
+ q2 )
⇒ z = px + qy + a (1 + p + q ) , 2 2
which is the required partial differential equation.

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Home Assignments
Form the partial differential equations (by eliminating the arbitrary constants)
Q.No.1.: Form the partial differential equation (by eliminating the arbitrary constants)
from: z = ax + by + a 2 + b 2 .
Ans.: z = px + qy + p 2 + q 2 .
from: (x − a )2 + (y − b )2 + z 2 = c 2 .
( )
Ans.: z 2 p 2 + q 2 + 1 = c 2 .
from: z = xy + y x 2 − a 2 + b .
Ans.: px + qy = pq .
from: z = ax 2 + bxy + cy 2 .
Ans.: x 2 r + 2xys + y 2 t = 2z .
1
from: z = axe y + a 2 e 2 y + b .
2
Ans.: q = px + p 2 .
from: z = a (x + y ) + b(x − y ) + abt + c .
Ans.:
( )
from: z = x − a 2 + (y − b )2 .
Ans.: p 2 + q 2 = 4z .
 b(y − 1) 
from:. z = a log  .
 1+ x 
Ans.: p + q = px + qy .
Form the partial differential equations (by eliminating the arbitrary functions)
Q.No.9.: Form the partial differential equation (by eliminating the arbitrary functions)
from: xyz = φ(x + y + z ) .
Ans.: x (y − z )p + y(z − x )q = z(x − y ) .
from: z = f (x + 4t ) + g(x − 4t ) .
∂ 2z ∂ 2z
Ans.: 16 − =0
∂x 2 ∂t 2
 xy 
from: z = f   .
 z 
Ans.: px = qy
from: z = yf ( x ) + xg( y) .
Ans.: xys = px + qy − z
from: z = f ( x ) + e yg( x ) .
∂ 2z ∂z
Ans.: =
∂y 2 ∂y
from: xyz = φ(x + y + z ) .
Ans.: x (y − z )p + y(z − x )q = z(x − y )
from: z = f1 ( x )f 2 ( y) .
∂ 2z ∂z ∂z
Ans.: z = . .
∂x∂y ∂x ∂y
from: z = f1 (y + 2x ) + f 2 (y − 3x ) .
∂ 2z∂ 2z ∂ 2z
Ans.: + −6 =0
∂x 2 ∂x∂y ∂y 2
1
from: v = [f (r − at ) + F(r + at )] .
r
∂2v a 2 ∂  2 ∂v 
Ans.: = r .
∂t 2 r 2 ∂r  ∂r 
(
from: F xy + z 2 , x + y + z = 0 .)
Ans.: p(x − 2z ) + q(2z − y ) = y − x .
from: z = x 2 f (y ) + y 2 g(x ) .
Ans.: xyr = 2(px + qy − 2z )
from: z = e my φ(x − y ) .
Ans.: p + q = mz .
 y
from: z = f   .
x
Ans.: px + qy = 0 .
Some miscellaneous problems
Q.No.22.: Find the differential equation of all spheres of radius 3-units having their
centers in the xy-plane.
( )
Ans.: z 2 b 2 + q 2 + 1 = 9 .
Q.No.23.: Find the differential equation of all spheres whose centers lies on z-axes.
Ans.: py − qx = 0 .
(
Q.No.24.: If u = f x 2 + 2 yz, y 2 + 2zx , )
(
prove that y 2 − zx )∂∂ux + (x 2
− yz )∂∂uy + (z 2
− xy )∂∂uz = 0
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2nd Topic
Partial Differential Equations
Solution of partial differential equation
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1.formulation of PDE

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1.formulation of PDE

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1st Topic

Partial Differential Equations

PARTIAL DIFFERENTIAL EQUATIONS

are the partial differential equations.

The method is best illustrated by the following problems:

Differentiating z partially w. r. t. x and y, we get

Multiplying (i) and (ii), we get

Substituting these values in (i), we get 2z = xp + yq ,

(iv) z = f ( x + it ) + g ( x − it ) , (v) z = xf1 (x + t ) + f 2 (x + t ) .

Let x 2 + y 2 = u and z − xy = v , so that f(u, v) = 0.

Differentiating z twice partially w. r. t. x and t, we get

Solve some more problems

Let x + y + z = u and x 2 + y 2 + z 2 = v , then f (u , v) = 0

which is the required partial differential equation.

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