Portion covered in previous class

• Introduction to PDE
• Definition of PDE
• Linear and Non linear PDE
• Formation of PDE:
(i) Formation of PDE by eliminating arbitrary constants
(ii) Examples
(iii) Formation of PDE by eliminating arbitrary functions
(iv) Examples
 
Lagrange’s Linear Partial Differential Equation

The linear partial differential equation of the form

---------(1)
where P, Q and R are functions of x, y, z is known as Lagrange’s
linear partial differential equation.
The general solution of the Lagrange’s linear PDE is given by the
equation
--------(2)
Here are specific functions of x, y, z.
Method of Obtaining General solution:
 

1. Rewrite the equation in the standard form

2. Form the Lagrange’s auxillary equations (A.E)
-----------------(1)
3. Solve AE’s by method of groping or method of multipliers or
both to get two independent solutions and , where , are
arbitrary constants
4. or be the general solution of PDE
 
Case 1: Method of grouping
One of the variables is either absent or cancels out from the set of
auxillary equations.

Case 2: If is known but is not possible by case 1, then use to get .

 
Case 3: Method of Multipliers
Introducing Lagrange’s multipliers which be functions of
x, y, z or constants, each fraction in (1) is equal to

If are so choosen that , then

which can be integrated and we get one solution

Similarly, choose another set of multipliers we get another
independent solution.
  Examples on Case 1
Ex(1): Solve
Soln: The auxillary equations are

 Equating  Equating 1st and 3rd ratio’s we

1st two ratio’s we
get get
-------(1) -------(2)
Integrating (1) we get, Integrating (2) we get,

= =

  is a reqd solution
 Ex(2):Solve
Soln: AE are
Consider,

Equating 1st and 2nd



Similarly,
, )=0
 Examples on Case 2:

Soln: The auxillary equations are

--------(1)

Equating 1st two ratio’s we get

integrating we get
-------(2)

Equating 1st and 3rd ratio’s we get

-------(3)

Sub (2) in (3) we get

 
Integrating we get

is reqd soln
  Examples on Case 3
Ex: Solve
Soln: The auxillary equations are

Choosing the multipliers as 1,1,1

integrating

Choosing the multipliers as x,y,z

integrating

is reqd soln
 
Ex(5): Solve
Soln: The auxillary equations are

Choosing x, y, z as multipliers

Integrating we get
 
Again Choosing as multipliers

Integrating we get,

is reqd soln
  Ex: Solve
Soln: The auxillary equations are

Equating 2nd and 3rd

Integrating

Choosing x,y,z as multipliers we get

integrating
 Direct Integration method
Partial differential equations which contain only one partial derivative
be solved by direct integration. In place of the usual constants of
integration we must however use arbitrary functions of variable held
fixed.
 
Ex: Solve
Soln: Integrating w.r.t ‘x’ we get

Again integrating w.r.t ‘x’ we get

Integrating w.r.t ‘y’ we get

is a reqd soln
 Ex: Solve given that when
Soln: If z were function of x alone, the solution would have been

Where A and B are constants.

Since z is a function of x and y, A and B can be arbitrary functions
of y
Hence the solution of given equation is
-------(1)
------(2)
Given, when , sub in (1)
 
Given, when , sub in (2)

sub the values of f(y) and g(y) in (1) we get,

is reqd soln

Ex: Solve given

.
Soln: Let ----------(1)
Integrating w.r.t ‘x’ we get
-------(2)
 
Given, , sub in (2)

Integrating w.r.t ‘t’ we get

--------(3)
Given, sub in (3)

Therefore, is reqd soln

 Method of separation of variables

• This method transforms the PDE into ODE

• Suppose an equation containing partial derivatives of a dependent

variable with respect to n-independent variables the method
transforms the PDE into n-ordinary differential equations

PDE
with n- n-number
independent of ODE’s
variables method of
• separation of variables
The method consists of the following steps:
 

Step 1: We assume the solution of the given eqn in the form

Where ) is a function of alone and is a function of alone.

Step 2: Substitute for and its partial derivatives in the eqn and
rewrite the eqn in such a way that the left hand side involves and its
derivatives and right hand side involves and its derivatives

Step 3: Equate each side of the eqn obtained in step 2 to constant and
solve resulting ordinary differential eqns for and Y.

Step 4: Substitute the expressions for X and Y obtained in step 3 in

u=XY. The resulting expression is the general solution for u.
Ex:
  Use the method of separation of variables to solve PDE
 
Ex: Use the method of separation of variables to solve PDE

Soln: ------(1)
Let -----(2) be the reqd solution
Diff w.r.t x and y we get,

Substituting these values in (1)

Continued
Dividing throughout by XY, we get
 

•   •  

Integrating Integrating

  is reqd soln