Unit Homogeneous Line Partial Equations Coefficients: Structure
Unit Homogeneous Line Partial Equations Coefficients: Structure
15.1 INTRODUCTION
-
Objectives
After studying this unit, you should be able to
I
6 identify linear PDE with constant coefficients;
classify linear PDEs into homogeneous, non-homogeneous, reducible and
types;
obtain solutions of reducible homogeneous linear equations;
obtain solutions of irreducible homogeneous linear equations.
In general a,, may be function of x,y or may be constant. If all a,,are known constants, then
Eqn. (1) is a linear PDE with constant coefficients. For instance, the PDEs
- a 2 ~--
a 2 -~sin (2x-3y)
ax2 - ay2
_ _ az
_-
aX2 ax -'
are all linear PDEs with constant coefficients. Whereas, the PDEs
15.2.1 Classification
The linear PDE ( I) with constant coefficients may be classified into the following two types
depending on the f0.m of the function V(x.y).
(a) Homogeneous equations :These are the equations of type ( I ) when the r.h.s., i.e..
V(x,y) = 0. In other words. equations of the form
F (D,D')z = 0
are homogeneous.
Fo
Tstance. the equations
'
(D2 4 ~ z'=~
0 )
(213-D' + 4) ( D ~ - D D (D~-D')Z = o
(b) Non-homogeneousequations : When in Eqn.(l), the r.h.s, i.e., V(x,y) is non-zero then
it is termed as non-homogeneous.
Following PDEs
(D3-~DD'+D+ I ) r = e'+Y
(3DD'-~D'~-D') I = sin ( \ + 3 y )
Homogeneous Linear Partial
DifTerential Equatinns with
are all non-homogeneous.
I Constant Coeffwi-nts
1
Depending on the form of f(D,D') Eqn.(l) may be further classified int two types, namely,
are reducible.
I
1
(d) Irreducible Equations : An equation of type (I) in which.the oper tor F(D,D') cannot
be resolved into factors of first degree in D and D', is said to be irreducib e.
D2 - D',
and
D4 - Dr2
These operators cannot be resolved into first degree factors in D and D'
irreducible.
b) ( D ~ - D ' ~=) 0
~
After classifying the linear PDE (1) into various types, we take up the integra of such
equations.
You may recall that in the case of PDE of first order we classified the
integral, general solution and singular solution, depending upon the
constants or arbitrary functions involved. (ref. Unit 13, Block 3).
In the case of higher order PDE, as we have already mentioned in the introduchon, we shall
Scrolld and Higher Ordcr IJartial not classify the solution into categories such as complete, general. etC. Therefore, no
Dillirctitial Equations condition is imposed on the definition in regard to the form of the complete integral which
may involve in its expression either arbitrary constants or arbitrary functions or b t h .
The integral of linear PDE (I), as in the case of ODES, is the sum of the two parts:
F(D,D')z = 0 . . . .(3)
which is known as the complementary function (C.F).
ii) Any particular solution of Eqn.(l), which is known as the particular integral (P.1).
Let us now consider two theorems which give the general solution of Eqn.(l) in terns of the
integrals (i) and (ii) above.
Theorem 1 :If u is the complementary function and zl a particular integral of Eqn.(l), then
u+zI is a general solution of Eqn.(l ).
( D ~ - D D ~ - ~ D ' ~=)XY
Z
1 x4
Further, z - .- x3y + - - also satisfies the given equation and since it does not involve any
2-6 24
arbitrary constant or arbitrary function. it is the P.I. of the given equation.
Then
Theorem 2: If u,, u2. . . . ,u, are the solutions of the homogeneous linear PDE (3). namely,
Homogeneous Linear Partial
Differential Equations with
Constant Coefficients
F(D.Df)z = 0,
then c , u I + c2u2+ . . . + c, u,, where c ,.c2, . . ., c, are arbitrary constants i also a solution
of Eqn.(3).
Proof: We have
F(D,D')z = 0,
=0+0+0
=o
showing that z given by Eqn. (9) is also a solution of Eqn. (8).
We begin by proving a result in the form of a theorem that has an important bearing on the
theory of reducible homogeneous equations.
n
Theorem 3: If F(D,D') = ll( a, D + b, D' + c, ) , i.e., operator F(D,D') is reducible, then the
r= 1
order in which the linear factors occur is unimportant.
Proof: You know that
(al D + b l D'+c1)(a2D+b2Df+ ~ ~ ) = a ~ a ~ ~ ~ + ( a ~ b ~ + a ~ b , ) D D '
~ l s o(a2D
, + b2D' + c2 ) ( a I D+ blD' + cl) = a l a 2 ~+2( a,b2+a2bl)DD'
+ b, b 2 ~ ' +2 ( alc2+a2c D'
, + ( blc2+b2cl)D'+ c1 c2
Hence,
(alD + blD' + c,) (aZD+ b2D' + c2) = (a2D + b2D' + c;! (alD + blD'+ cl
We now make use of Theorem 3 for proving another theorem which gives the method of
obtaining the solution of homogeneous reducible equation.
Proof: We have
(a,.D+bp'+c,) ur=
U, = exp
[ Y]
- - $, (b, x-a, y), $,being an arbitrary function, we also have
is a solution of F(D,D')z = 0.
We are leaving Theorem 5 for you to verify it yourself.
E 5) Prove Theorem 5. I
We now take up a few examples to illustrate Theorems 4 and 5.
Example 2 : Solve 7+ -= 0
a 2 ~a 2 ~
ax ay2
Solution : The given equation is called Laplace equation. It can be
( D ~ + D ' ~z )= o
Did you observe that Theorems 4 and 5 give results in the cases when the
F(D,Df) are non-repeated? But then the operator F(D,Df) may have
type (a,.D+b,.Df+c,)". The solution corresponding to a factor of this
using Theorems 6 and 7 which are the generalised form of
and which we shall state now.
f
Theorem 6 : If (a,.D + b p ' + c, )P, a, # 0,is a factor of F(D,Df) and if the fu ctions + , ,
.
$2, . . . Qp are arbitrary, then
Second and Higher Order Partial
Differential Equations
( ',I
exp ---
P
,=I
$ I +, Ib, x-a,))
is the corresponding part of the solution of F(D.D'jz = 0.
(D-D)'Z = 0
The factor (D-D') is repeated thrice. Thus, using Theorems 6 and 4, we get
and part of the C.F. corresponding tu the repeated factor ( D + ~ D ' + Iis) ~
E 9) Solve (D3Df2+D2Df3)z= 0
In the next section we shall discuss the method of finding the solution of irreducible
equations that is. the equations in which the operator F(D,D') cannot be factorised into linear
factors in D and D'.
- Homogeneous Linear Partial
15.4 Differential Equations witli
Constant Coemcients
EQUATIONS
A method of finding the integrals of the irreducible homogeneous equat ons is based on a
property of the exponential function exp(ax+by), namely,
following theorems.
Theorem 8 : F(D,Dr) eax+by= F(a,b) eax+by
I
Proof: Using Eqn. (16), we can write
I
Since F(D,Dr) is made up of terms of the form C~,D'D'~,we find that
Again,
D ~ ~r
S eax+by +(x,y) = DISem+by(D+a)' +(x,y)
= eax (D+a)' DrSeby +(x,y)
- eax+by (D+a)' (D'+b)S i$(x,y)
F(D, D')z = 0
provided
F(a,b) = 0. . . . .(21)
Relation (21) is one equation for finding two constants a and b. For any chosen value of 'a'
(or 'b'), F(a,b) = O gives one or more values of 'b' (or 'a'). Thus, there exist infinitely many
pairs of numbers (a,., b,) satisfying F(a,., b,) = 0.
Therefore,
z = Cc , ~ ~ ~ ~ + ~ J . . . .(22)
r= 1
where, a,., b,, c, are constants is also a solution provided that a,. and b, satisfy
F(a,.,b,) = 0, r = I, 2, . . . .(23)
The series in Eqn.(22) may be finite or infinite. But in case it is infinite then for it to be a
solution of Eqn.(l), viz., F(D,D')z = 0, it is necessary that it should be uniformly convergent.
The discussion of convergence of such a series is difficult as it involves coefficients c,, the
pair (a,., b,) and the values of the variables x and y. We shall not be going into its details here.
a+bh+k=O
a = - (bh+k)
Such pairs are again infinite in number and using Eqn. (22), we can write
Z=x
,,
00
,I= 1
e-(brh+k)x + bJ
= e-kx C e4(~-hx)
00
. . . . (26)
I= l
Also, we know that we can write the part of C.F. corresponding to linear factor by using
Theorem 4, and therefore, result (26) is equivalent to
e~~"$(~-hx)
Thus, if F(D,D') has no linear factor, then relation (22) will be called the general solution of
equation F(D,D')z = 0. If F(D,D') haslinear factors also, then the general solution will
involve partly arbitrary functions (coi~espondingto linear factors) and partly arbitrary
constants.
We now take up a few examples to illustrate the method of solving irreducible equations.
Example 6 : Solve ( 2 ~ +
' ~ D ~ +DD' ' ~ ) Z= 0
Solution : The given equation is equivalent to the equation Homogeneous Linear Partial
Differential Equations with
(2D2+~')(D2+D')z = 0 Constant Coefficients
r= 1
br = - 2ar2
:. Part of C.F. corresponding to the first factor
C.F. =
0
I=1
cr exp [ a, (x-2ary) I + xg
m
r= 1
exp [ fr(x-fry)]
=+b, = - (3 + $2)
Hence the solution of given equation is
r = e - 5 ~ + ( ~ x + y+ x
m
-1
cr earx - (~M:)Y
Second and Higher Order Partial
Differential Equations
E I I ) solve (D=+DD'+D+D'+I )z = o
E 12) Solve (D-D+1 ) ( D 2 + 2 ~ D f-2Dt+3)z
2 =0
1
E 13) Solve (D-2D') (D-2D'+1) (D-D'~) z = 0
E 14) Solve (D~+D+D')Z= 0
15.5 SUMMARY -- -. -- -- -- 1
In this unit we have covered the following :
a) homogeneous equations
b) non-homogeneous equations
C) reducible equations
d) irreducible equations
.- -- - -
15.6 SOLUTIONSIANSWERS
- -- -
E 1) a) reducible.
d) irreducible.
e) irreducible.
b* I
k
E 2) The given PDE is Homogeneous Linear Partial
Differential Equations with
Constant Coeflicients
F(D,D') u, = 0
E 6) The given equation is
I (D13'+DJ2-3~')z = 0
1
1
Now part of C.F. corresponding to the factor D is Q,(x) and part of C F.
corresponding to the factor (D+D'-3) is
e - 3 ~Q~(x-Y)
:. C.F. is z = Q,(x) + ep3' +2 (x-y)
Second and Higher Order Partial E 7) The given equation is
DHTerentialEquations
( ~ D + D ' - I )(~D - ~ D ' + ~ )=~0z
Part of C.F. corresponding to repeated factor ( 2 ~ + ~ ' - 1is) ~
3 (D-D') (D+D'-3) z = 0
(D~+DD'+D+D'+I ) = o
ex $1 (x+y)
and the part of C.F. corresponding to the factor D ~ + ~ D D ' ~ - ~ is
D'+~
Homogeneous Linear Partlpl
DlWerential Equatiom with
Constnot Cocfflcients
r= 1
r=l
c, ear + br~
with ar2 + a, + b, = 0
l=1