Chapter 1:

First Order Linear

Partial Differential Equation (PDE)

Prepared by:
Assoc. Prof. Dr. Abdul Rahman Mohd Kasim
 Introduction
• In general, ODE can be written as

• In contrast to ODE, a partial differential equation (PDE) contains partial

derivatives of the dependent variable, which is an unknown function in more
than one variable

• Denoting the partial derivative of and , then the general first order PDE for
can be written as

(1.1)
• Focusing on PDEs with two independent variables, a solution to the PDE in
(1.1) is a function of which satisfies (1.1) for all values of the variables and .

• Some examples of PDEs are:

Transport equation (1.2)
Inviscid Burger’s equation (1.3)
Laplace’s equation (1.4)
Wave equation (1.5)
Heat equation (1.6)
Kdv equation (1.7)
Shrödinger’s equation (1.8)

• It is generally nontrivial to find the solution of a PDE, but once the solution is
found, it is easy to verify whether the function is indeed a solution.
 Classification of PDE
(1) Classification by order

• The order of a partial differential equation is the order of the highest

derivatives entering the equation.
• Example:

First Order

Second Order

Third Order
 Classification of PDE
(1) Classification by linearity

• Linearity means that all instances of the unknown and its derivatives enter the
equation linearly.

• To define this property, rewrite the equation as:

(1.9)
where is an operator, which assigns a new function .

• For example, then . The operator is called linear if

 and (1st Condition)

 (2nd Condition)

for any functions and constant . Equation (1.9) is called linear, if is a linear
operator.
• In examples of PDEs given above, (1.2), (1.4), (1.5), (1.6) and (1.8) are
linear, while (1.3) and (1.7) are non-linear.

• Lets check example (1.6) and (1.3) for linearity:

• Example (1.6):

 (1st Condition):

 1st Condition fulfilled

 (2nd Condition):

 2nd Condition fulfilled

Therefore, equation (1.6) is a linear PDE.

• Example (1.3):

 (1st Condition):

 1st Condition is not fulfilled

 (2nd Condition):

 2nd Condition is not fulfilled

Therefore, equation (1.3) is a non-linear PDE.

• The equation (1.9) is said to be homogeneous linear PDE, while the non-
homogeneous linear PDE can be written in the form of:

(1.10)

• Notice that if is a solution to the homogeneous equation (1.9), and is a

particular solution to the non-homogeneous equation (1.10), then is also a
solution to the non-homogeneous equation (1.10). Indeed,

• Thus, in order to find the general solution of the non-homogeneous equation

(1.10), it is enough to find the general solution of the homogeneous equation
(1.9) and add to this a particular solution of the non-homogeneous equation.
• In previous example, we can see that some simple PDEs can be reduced to
ODEs, and subsequently solved using ODE methods.

• We have seen before the equation has constant in as its general solution,
and hence only depends on , thus is the general solution, with an arbitrary
function of a single variable.

• Next, let’s see how any linear first order PDE can be reduced to an ordinary
differential equation, which will then allow us to tackle it with existence familiar
methods from ODEs.

• Consider the following constant coefficient PDE

(1.11)

where here and are constants, such that , i.e. at least one of
the coefficients is nonzero (otherwise this would not be a differential
equation).
• Using the inner (scalar or dot) product in , we can rewrite the left hand side
of (1.11) as
or

• Denoting the vector , we see that the left hand side of the above equation is
exactly , the directional derivative of in the direction of the vector . Thus the
solution to (1.11) must be constant in the direction of the vector .

• Refer to Figure 1 and Figure 2 below, The lines parallel to the vector v have
the equation
(1.12)

since the vector is orthogonal to v, and as such is a normal vector

to the lines parallel to v.
• In equation (1.12), is an arbitrary constant, which uniquely determines the
particular line in this family of parallel lines, called as characteristic lines for
the equation (1.11).

• As in Figure above, is constant in the direction of v, hence also the lines

(1.12).

• As the line containing the point is determined by , thus will depend only
on , yields

(1.13)

where is an arbitrary function. You can check (1.13) is a solution for the
first order linear PDE (1.11)
 The Method of Characteristics

• To have an ODE, we need to eliminate one of the partial derivatives in the

equation. But we know that the directional derivatives vanishes in the
direction of the vector . Let us then make a change of the coordinate system
to one that has its “x-axis” parallel to this vector as in Figure 1 and Figure 2.

• In this coordinate system

• So the change of coordinates is

(1.14)
(Characteristic coordinate)
 The Method of Characteristics
• To rewrite the equation (1.11) in this coordinate, notice that
,
,

• Thus, .

• Since then as we anticipated, , which is an ODE. Therefore, solve the

solution obtain

• Changing back to the original coordinates gives

EXAMPLE 1.4: Find the solution of the equation
satisfying the condition .

STEP 1:

STEP 2: The solution has to satisfy the initial condition .

STEP 3: Let , hence

STEP 4: Write the solution

)
General Constant Coefficient Equations

• Consider the PDE in the form:

(1.15)

• Note that in order to find the general solution of (1.15), we can find the
general solution of the homogeneous equation

(1.16)

and then add up with the particular solution of the non-homogeneous (1.15).
A. Find the general solution of homogeneous (1.16)

STEP 1: By using characteristic coordinate, we have and

. Substitute this into (1.16) yields

or

This equation can be treated as Linear ODE.

STEP 2: By using Linear Equation Method for ODE, the general solution
to the homogeneous equation (1.16) can be written as

with again being an arbitrary single-variable function.

STEP 3: Changing the coordinates back to the original , we obtain

B. Find the particular solution of non-homogeneous (1.15)

STEP 4: Use the characteristic coordinates to reduce (1.15) to the non-

homogeneous ODE yields

or

STEP 5: Solve this non-homogeneous ODE by using Variation of Parameter

STEP 6: The particular solution in terms of , carry out the integration in

then replace and by their expression in terms of and . Then,
general solution can be obtained by combine the general solution of
homogeneous PDE (1.16) and the particular solution of (1.15).
 ALTERNATIVE WAY!
Consider non-homogeneous PDE in the form of

STEP 1: Use the characteristic coordinates to reduce (1.15) to the non-

homogeneous ODE yields

STEP 2: General solution, and m n

particular solution, can be written as
EXAMPLE 1.5: Find the general solution of
satisfying the condition .

STEP 1: The characteristic change of coordinates for this equation is

• From this, and

• Solving for and give

Substitute , and in the equation yields

m n
STEP 2: Write general solution, and particular solution, as

:
: SOLVE

Therefore,

Substitute back and gives

 Variable Coefficient Equations
• Consider the PDE in the form:

(1.17)

STEP 1: Write

STEP 2: Solve for

STEP 3: Write Characteristic Coordinate , , and .

STEP 4: Substitute to reduce PDE to ODE.

STEP 5: Solve ODE

STEP 6: Write solution in term of and by substituting back and .

EXAMPLE 1.6: Find the solution of the equation

STEP 1:

STEP 2:  

STEP 3: and

STEP 4: Substitute and yields

STEP 5: Solve

Note that , therefore we have

By using Linear Equation Method for ODE:

• and

• 

STEP 6: Write solution in term of and :