Mechanical Engineering Semester - II

MA142 COMPLEX VARIABLES AND TRANSFORMS

Unit-V
Notes-05
06.07.2021

PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER

INTRODUCTION: An equation is said to be of order two, if it involves at least one

of the differential coefficients r = (𝜕2z / 𝜕2x), s = (𝜕2z / 𝜕x 𝜕y), t =(𝜕2z / 𝜕2y), but
now of higher order; the quantities p and q may also enter into the equation. Thus the
general form of a second order Partial differential equation is

𝑓( 𝑥, 𝑦, 𝑧, 𝑝, 𝑞, 𝑟, 𝑠, 𝑡) = 0 ...(1)

The most general linear partial differential equation of order two in two independent
variables x and y with variable coefficients is of the form

𝑅𝑟 + 𝑆𝑠 + 𝑇𝑡 + 𝑃𝑝 + 𝑄𝑞 + 𝑍𝑧 = 𝐹 . . . (2)

where 𝑅, 𝑆, 𝑇, 𝑃, 𝑄, 𝑍, 𝐹 are functions of 𝑥 and 𝑦 only and not all 𝑅, 𝑆, 𝑇 are zero.

Ex.1: Solve 𝑟 = 6𝑥.

𝜕2𝑧
Sol. The given equation can be written as 𝜕𝑥 2 = 6𝑥 ...(1)

𝜕𝑧
Integrating (1) w. r. t. 𝑥 𝜕𝑥 = 3𝑥 2 + ∅1 (𝑦) ...(2)

where ∅1 (𝑦) is an arbitrary function of 𝑦.

Integrating (2) w. r. t. we get

𝑥 𝑧 = 𝑥 3 + 𝑥 ∅1 (𝑦) + ∅2 (𝑦)

where ∅2(y) is an arbitrary function of y.

Ex.2. 𝑎𝑟 = 𝑥𝑦
𝜕2𝑧 1
Sol: Given equation can be written as 𝜕𝑥 2 = 𝑎 𝑥𝑦 ...(1)

Integrating (1) w. r. t., 𝑥, we get

𝜕𝑧 𝑦 𝑥2
= + ∅1(y) ...(2)
𝜕𝑥 𝑎 2

where ∅1(y) is an arbitrary function of y

Integrating (2) w. r. t., x,

𝑦 3
z= + x ∅1(y) + ∅2(y)
𝑎 6

1
 𝑦
or z = 2𝑎 + x ∅1(y) + ∅2(y)

where ∅2(y) is an arbitrary function of y.

Ex.3: Solve r = 2y2

Sol: Try yourself.

Ex. 4. Solve 𝑡 = sin(𝑥𝑦)

𝜕2𝑧
Sol. Given equation can be written as 𝜕𝑦 2 = sin(𝑥𝑦)...(1)

Integrating (1) w. r. t., y

𝜕𝑧 1
=− cos(𝑥𝑦) + ∅1 (𝑥) . . . (2)
𝜕𝑦 𝑥

Integrating (2) w. r. t., y

1
𝑧 = − sin 𝑥𝑦 + 𝑦 ∅1 𝑥 + ∅2 𝑥
𝑥2

which is the required solution, ∅1, ∅2 being arbitrary functions.

Exercises:𝑥𝑦𝑠 = 1
𝜕2𝑧
Sol: We know that 𝑠 = 𝜕𝑥𝜕𝑦

𝜕2𝑧
Therefore 𝑥𝑦 𝜕𝑥𝜕𝑦 = 1

𝜕2𝑧 1
or = 𝑥𝑦
𝜕𝑥𝜕𝑦

Integrating w.r.t., y we have

𝜕𝑧 1
= log 𝑦 + 𝑓 𝑥
𝜕𝑥 𝑥
Again integrating w.r.t., x we get

𝑧 = log 𝑥 log 𝑦 + 𝑓 𝑥 𝑑𝑥 + 𝐹 𝑦

0r 𝑧 = log 𝑥 log 𝑦 + 𝑔 𝑥 + 𝐹 𝑦

2
Exercises:2𝑥 + 2𝑦 = 𝑠

Sol: The given equation can be written as

𝜕2𝑧
= 2𝑥 + 2𝑦
𝜕𝑥𝜕𝑦

Integrating w.r.t., 𝑦, we have

𝜕𝑧
= 𝑦 2 + 2𝑥𝑦 + 𝑓 𝑥
𝜕𝑥
Integrating w.r.t., 𝑥, we have

𝑧 = 𝑦2𝑥 + 𝑥2 𝑦 + 𝑓 𝑥 𝑑𝑥 + 𝐹 𝑦

∴ 𝑧 = 𝑦2𝑥 + 𝑥2𝑦 + 𝑔 𝑥 + 𝐹 𝑦

Exercises:𝑥𝑟 + 𝑝 = 9𝑥 2 𝑦 3

Sol: The given equation can be written as

𝜕2𝑧
𝑥 + 𝑝 = 9𝑥 2 𝑦 3
𝜕𝑥 2
𝜕𝑝
⇒𝑥 + 𝑝 = 9𝑥 2 𝑦 3
𝜕𝑥
𝜕𝑝 𝑝
⇒ 𝜕𝑥 + 𝑥 = 9𝑥𝑦 3 … (1)

which is linear first order differential equation in 𝑝

∴ I. F. is 𝑒 log 𝑥 = 𝑥

Multiplying (1) by 𝑥 we get

𝜕𝑝 𝑝
𝑥 + = 9𝑥 2 𝑦 3
𝜕𝑥 𝑥

⇒ 𝑝𝑥 = 9 𝑥 2 𝑦 3 𝑑𝑥

𝑥3𝑦3
⇒ 𝑝𝑥 = 9 +𝑓 𝑦
3
⇒ 𝑝𝑥 = 3𝑥 3 𝑦 3 + 𝑓 𝑦
 3𝑥 3 𝑦 3 + 𝑓 𝑦
⇒𝑝=
𝑥
𝜕𝑧 𝑓 𝑦
⇒ = 3𝑥 2 𝑦 3 +
𝜕𝑥 𝑥
Integrating with respect to 𝑥 we get

𝑧 = 𝑥 3 𝑦 3 + 𝑓 𝑦 log 𝑥 + 𝐹 𝑦

Exercises:𝑦𝑡 − 𝑞 = 𝑥𝑦

Sol: Please try yourself.

Exercises:𝑡 − 𝑥𝑞 = 𝑥 2

Sol: Please try yourself.

Exercises:𝑟 = 2𝑦 2

Sol: The given equation can be written as

𝜕2𝑧
= 2𝑦 2
𝜕𝑥 2
𝜕𝑝
⇒ = 2𝑥 2
𝜕𝑥
Integrating with respect to 𝑥 we get

𝑝 = 2𝑦 2 𝑥 + 𝑓 𝑦

𝜕𝑧
⇒ = 2𝑦 2 𝑥 + 𝑓 𝑦
𝜕𝑥
Integrating we get

𝑧 = 𝑦2𝑥2 + 𝑓 𝑦 𝑑𝑥 + 𝐹 𝑦

⇒ 𝑧 = 𝑦 2 𝑥 2 + 𝑥𝑓 𝑦 + 𝐹 𝑦

Exercises:𝑡 = sin 𝑥𝑦

Sol: Please try yourself.

Exercises:log 𝑠 = 𝑥 + 𝑦

Sol: The given equation can be written as

 𝜕𝑞
log =𝑥+𝑦
𝜕𝑥
𝜕𝑞
⇒ = 𝑒 𝑥+𝑦
𝜕𝑥
𝜕𝑞
⇒ = 𝑒 𝑥 𝑒𝑦
𝜕𝑥
Integrating w.r.t. 𝑥 we get

𝑞 = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦

𝜕𝑧
⇒ = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦
𝜕𝑦

Integrating w.r.t., 𝑦, we get

𝑧 = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦 𝑑𝑦 + 𝐹 𝑥

or 𝑧 = 𝑒 𝑥 𝑒𝑦 + 𝑔 𝑦 + 𝐹 𝑥
𝑥
Exercises:𝑠 − 𝑡 = 𝑦 2

Sol: Please try yourself.

Exercises:𝑡 + 𝑠 + 𝑞 = 0

Sol: The given equation can be written as

𝜕𝑞 𝜕𝑝 𝜕𝑧
+ + =0
𝜕𝑦 𝜕𝑦 𝜕𝑦

Integrating with respect to 𝑦, we get

𝑞+𝑝+𝑧 =𝑓 𝑥

⇒𝑝+𝑞 = 𝑓 𝑥 −𝑧

It is of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅

Its auxiliary system is

𝑑𝑥 𝑑𝑦 𝑑𝑧
= =𝑓 …(1)
1 1 𝑥 −𝑧

From first two fractions of (1) we get

 𝑑𝑥 = 𝑑𝑦

⇒ 𝑥−𝑦 =𝑎

From first and third fractions of (1) we get

𝑑𝑥 𝑑𝑧
=
1 𝑓 𝑥 −𝑧

⇒ 𝑓 𝑥 − 𝑧 𝑑𝑥 = 𝑑𝑧

𝑑𝑧
⇒ =𝑓 𝑥 −𝑧
𝑑𝑥
𝑑𝑧
⇒ −𝑧 =𝑓 𝑥
𝑑𝑥
It is first order linear differential equation in 𝑧
𝑑𝑥
Its integrating factor is 𝑒 = 𝑒𝑥

Therefore 𝑧𝑒 𝑥 = 𝑓 𝑥 𝑒 𝑥 𝑑𝑥

⇒ 𝑧𝑒 𝑥 = 𝑓 𝑥 𝑒 𝑥 𝑑𝑥 + 𝑓 𝑦

Exercise:𝑡 + 𝑠 + 𝑞 = 1

Sol: Please try yourself.

Exercise: Find the surface passing through the parabolas,

𝑦 2 = 4𝑎𝑥, 𝑧=0

and 𝑦 2 = −4𝑎𝑥, 𝑧=1

and satisfying the equation 𝑥𝑟 + 2𝑝 = 0.

Sol: The given second order partial differential equation is

𝑥𝑟 + 2𝑝 = 0
𝜕𝑝 2
⇒ 𝜕𝑥 + 𝑥 𝑝 = 0 … (1)

It is first order linear differential equation in 𝑝.

2 2
𝑑𝑥
Its integrating factor is 𝑒 𝑥 = 𝑒 2 log 𝑥 = 𝑒 log 𝑥 = 𝑥 2
From (1) we get

𝑥2 𝑝 = 0 𝑑𝑥

⇒ 𝑥2 𝑝 = 0 𝑑𝑥 + 𝑓(𝑦)

𝑓(𝑦)
⇒𝑝=
𝑥2
Integrating w. r. t. 𝑥 we have
1
𝑧 = −𝑥𝑓 𝑦 +𝐹 𝑦 … (2)

𝑦2
Using the given condition 𝑧 = 0, 𝑥 = 4𝑎 , in equation (2), we have

4𝑎
0=− 𝑓 𝑦 +𝐹 𝑦
𝑦2
4𝑎𝑓 𝑦
or 𝐹 𝑦 = … (3)
𝑦2

−𝑦 2
Also for 𝑧 = 1, and 𝑥 = , we have from (2) we have
4𝑎

4𝑎
1= 𝑓 𝑦 +𝐹 𝑦
𝑦2

Using (3) we get

4𝑎𝑓 𝑦 4𝑎𝑓 𝑦
or 1= +
𝑦2 𝑦2

8𝑎𝑓 𝑦
⇒1=
𝑦2

𝑦2
⇒𝑓 𝑦 =
8𝑎
Substituting 𝑓 𝑦 , in (3)

4𝑎 𝑦 2
𝐹 𝑦 = 2
𝑦 8𝑎

1
⇒𝐹 𝑦 =
2
Therefore from (1) we get

−𝑦 2 1
𝑧= +
8𝑎𝑥 2
Which is the required surface passing through the parabolas.

Exercise: Find the surface satisfying 𝑡 = 6𝑥 3 𝑦 containing the two lines

𝑦 = 0 = 𝑧and 𝑦=1=𝑧

Sol: The given 2nd order PDE is

𝑡 = 6𝑥 3 𝑦

𝜕𝑞
⇒ = 6𝑥 3 𝑦
𝜕𝑦

Integrating w. r. t., 𝑦, we have

6𝑥 3 𝑦 2
𝑞= +𝑓 𝑥
2
𝜕𝑧
⇒ = 3𝑥 3 𝑦 2 + 𝑓 𝑥
𝜕𝑦

Integrating w. r. t., 𝑦,

3𝑥 3 𝑦 3
𝑧= + 𝑦𝑓 𝑥 + 𝐹 𝑥
3
⇒ 𝑧 = 𝑥 3 𝑦 3 + 𝑦𝑓 𝑥 + 𝐹 𝑥 …(1)

Using given conditions 𝑦 = 0 = 𝑧, in (1), we have

0=0+0+𝐹 𝑥

⇒𝐹 𝑥 =0 … (2)

Also using 𝑦 = 1 = 𝑧 in equation (1) we get,

1 = 𝑥3 + 𝑓 𝑥 + 𝐹 𝑥

Using (2), we get 1 = 𝑥3 + 𝑓 𝑥 + 0

𝑓 𝑥 = 1 − 𝑥3 …(3)

Using (2) and (3) in (1) we get

 𝑧 = 𝑥3 𝑦3 + 𝑦 1 − 𝑥3

Which is the required surface containing the two lines.

Exercise: Find the surface satisfying 𝑟 + 𝑠 = 0, and touching the elliptic paraboloid
𝑧 = 4𝑥 2 + 𝑦 2 along the surface of plane 𝑦 = 2𝑥 + 1.
𝜕𝑝 𝜕𝑞
Sol: From the given equation we have 𝜕𝑥 + 𝜕𝑥 = 0.

Integrating with respect to 𝑥, we have

𝑝+𝑞 =𝑓 𝑦

Now, the auxiliary system is

𝑑𝑥 𝑑𝑦 𝑑𝑧
= =𝑓 …(1)
1 1 𝑦

Taking first two fractions we get

𝑑𝑥 𝑑𝑦
=
1 1
Integrating we get

𝑥 =𝑦+𝑎

⇒ 𝑥−𝑦 =𝑎 …(2)

Also from 2nd and 3rd fractions of (1), we get

𝑑𝑦 𝑑𝑧
=
1 𝑓 𝑦

⇒ 𝑑𝑧 = 𝑓 𝑦 𝑑𝑦

⇒𝑧 =𝜑 𝑦 +𝑏

or 𝑧 =𝜑 𝑦 +𝐹 𝑎

⇒𝑧 =𝜑 𝑦 +𝐹 𝑥−𝑦 … (3)

From (3), we get

𝜕𝑧
𝑝 = 𝜕𝑥 = 𝐹 ′ 𝑥 − 𝑦 …(4)

𝜕𝑧
q= 𝜕𝑦 = 𝜑 ′ 𝑦 − 𝐹 ′ 𝑥 − 𝑦 … (5)
Since 𝑧 = 4𝑥 2 + 𝑦 2
𝜕𝑧
∴ 𝑝 = 𝜕𝑥 = 8𝑥 …(6)

𝜕𝑧
& q= 𝜕𝑦 = 2𝑦 …(7)

From (4) and (6)

𝐹 ′ 𝑥 − 𝑦 = 8𝑥 … (8)

From (5) and (7)

𝜑 ′ 𝑦 − 𝐹 ′ 𝑥 − 𝑦 = 2𝑦 … (9)

Adding (8) and (9) we get

𝜑 ′ 𝑦 = 8𝑥 + 2𝑦

8
= 𝑦 − 1 + 2𝑦
2
= 6𝑦 − 4

Integrating w. r. t., 𝑦, we get

𝜑 𝑦 = 3𝑦 2 − 4𝑦 + 𝑏 … (10)

Also, from (8)

−𝐹 ′ 𝑥 − 𝑦 = 8𝑥 = −8 𝑦 − 𝑥 − 1 = 8 𝑥 − 𝑦 + 1

Integrating w. r. t., 𝑥 − 𝑦 we get

2
−𝐹 𝑥 − 𝑦 = 4 𝑥 − 𝑦 +8 𝑥−𝑦 +𝑐 … (11)

Substituting (10) and (11) in (3) we get

𝑧 = 3𝑦 2 − 4𝑦 + 𝑏 − 4 𝑥 − 𝑦 2
−8 𝑥−𝑦 +𝑐

= −4𝑥 2 − 𝑦 2 + 4𝑦 − 8𝑥 + 8𝑥𝑦 + 𝑑

From the given condition,

4𝑥 2 + 2𝑥 + 1 2
= −4𝑥 2 − 2𝑥 + 1 2
+ 4 2𝑥 + 1 − 8𝑥 + 8𝑥 2𝑥 + 1 + 𝑑

⇒ 8𝑥 2 + 2 2𝑥 + 1 2
= 4 2𝑥 + 1 − 8𝑥 + 8𝑥 2𝑥 + 1 + 𝑑

⇒ 8𝑥 2 + 8𝑥 2 + 2 + 8𝑥 = 8𝑥 + 4 − 8𝑥 + 16𝑥 2 + 8𝑥 + 𝑑
 ⇒ 𝑑 = −2

Therefore 𝑧 = −4𝑥 2 − 𝑦 2 + 4𝑦 − 8𝑥 + 8𝑥𝑦 − 2

which is required surface.

Exercise: Show that the surface satisfying 𝑟 = 6𝑥 + 2 and touching 𝑧 = 𝑥 3 + 𝑦 3

along its section by the plane 𝑥 + 𝑦 + 1 = 0 is 𝑧 = 𝑥 3 + 𝑦 3 + 𝑥 + 𝑦 + 1 2 .

Sol: Try yourself.

𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧
𝐴𝑛 𝜕𝑥 𝑛

, ,

𝐷 𝑜𝑟 𝐷𝑥 and 𝐷 𝑦
𝜕𝑥 𝜕𝑦

𝐴𝑛 𝐷𝑛 𝑧

𝐴𝑛 𝐷𝑛 + 𝐴𝑛 𝑛−1
𝐷′ 1 𝑧

𝜕𝑧
𝐷𝑧 = 𝜕𝑥
𝜕
𝐷2 𝑧 𝜕𝑥 2