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17 views11 pages

Lecture

Uploaded by

Rudra Shankha Nandy
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© © All Rights Reserved
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MA201: Partial Differential Equations

Lecture - 6

MA201 (2022)
• A second-order PDE in two independent variables x and y in its
most general form is given by

F (x, y , u, ux , uy , uxy , uxx , uyy ) = 0. (1)

• The linear form of a second-order PDE in two independent variables


is the following when the unknown function u(x, y ) satisfies

Auxx + Buxy + Cuyy + Dux + Euy + Fu + G = 0. (2)

where A, B, C , D, E , F and G are, in general, functions of x and y .


Facts:
• The expression Lu ≡ Auxx + Buxy + Cuyy , containing the
second-order partial derivatives, is called the Principal part of
equation (2).

• Classification of such PDEs is based on this principal part. We will


discuss it later.
• Second-order PDEs have immense importance in all branches of
science and engineering.
MA201 (2022)
Second-order Linear Equations
• Consider the second-order linear equation in two independent
variables x and y given by (2) in the following form:

(Auxx + Buxy + Cuyy + Dux + Euy + Fu)(x, y ) = −G (x, y ). (3)

• In operator notation,

(T (u))(x, y ) = −G (x, y ) = f (x, y ) (say ), (4)


with
T (u) = Auxx + Buxy + Cuyy + Dux + Euy + Fu.

• Since T is linear, we have

T (u1 + u2 ) = T (u1 ) + T (u2 ) & T (cu) = cT (u) ∀c ∈ R. (5)

Remark:
• Equation (4) is called homogeneous, if f ≡ 0, otherwise it is called
non-homogeneous.
MA201 (2022)
The Principle of Superposition

Theorem
Suppose u1 solves linear PDE T (u) = f1 and u2 solves T (u) = f2 , then
u = c1 u1 + c2 u2 solves T (u) = c1 f1 + c2 f2 .
In particular, if u1 and u2 both solve the same homogeneous linear PDE
T (u) = 0, so does u = c1 u1 + c2 u2 .
Remark:
• Any linear combination of solutions of a linear homogeneous PDE is
also a solution.

• A solution u = u(x, y ) to a homogeneous equation T (u) = 0 is


called the general solution if it contains two arbitrary functions.

• If u is a general solution to homogeneous PDE T (u) = 0 and up is a


particular solution to non-homogeneous PDE T (w ) = f , then u + up
is also a solution to the non-homogeneous equation and it is called
the general solution to the PDE T (w ) = f .

MA201 (2022)
Linear Equations with Constant Coefficients
With the notations D = ∂/∂x and D ′ = ∂/∂y, a PDE with constant
coefficients can be written as
F (D, D ′ )u = f . (6)

We classify PDE (6) into two main types (with respect to the
appearance of the operators):
• Reducible: Equation (6) is called reducible if it can be written as
the product of linear factors of the form aD + bD ′ + c, with
constants a, b, c. For example, consider the equation
uxx − uyy = 0.
In this case
F (D, D ′ ) = D 2 − (D ′ )2 = (D + D ′ )(D − D ′ ).

• Irreducible: Equation (6) is called irreducible if it is not reducible.


For example, when we consider F (D, D ′ ) = D 2 − D ′ .
MA201 (2022)
Linear Equations with Constant Coefficients: Reducible Equation
An n-th order reducible PDE can be written as
n
Y 
F (D, D ′ )u = (ar D + br D ′ + cr ) u = f . (7)
r =1

Theorem 1
If (ar D + br D ′ + cr ) is a factor of F (D, D ′ ), ar 6= 0, then
 
cr x
ur = exp − φr (br x − ar y )
ar
is a solution of the equation F (D, D ′ )u = 0. Here, φr is an arbitrary
real-valued function.
Theorem 2
If (br D ′ + cr ) is a factor of F (D, D ′ ) and φr is an arbitrary real-valued
single variable function, then
 
cr y
ur = exp − φr (br x)
br
is a solution of the equation F (D, D ′ )u = 0.
MA201 (2022)
Linear Equations with Constant Coefficients: Reducible Equation

Theorem 3
If (aD + bD ′ + c)m (m ≤ n, a 6= 0) is a factor of F (D, D ′ ) and
φ1 , φ2 , . . . , φm are arbitrary real-valued functions, then
m
n cx o X
exp − x i −1 φi (bx − ay )
a
i =1

is a solution of the equation F (D, D ′ )u = 0.


Theorem 4
If (bD ′ + c)m (m ≤ n) is a factor of F (D, D ′ ) and φ1 , φ2 , . . . , φm are
real-valued single variable functions, then
m
n cy o X
exp − x i −1 φi (bx)
b
i =1

is a solution of the equation F (D, D ′ )u = 0.


NOTE: n is the order of the PDE.
MA201 (2022)
Reducible Equations: Examples

Example

• General solution of
uxx − uyy = 0
is given by
u = φ1 (x + y ) + φ2 (x − y ),
φ1 and φ2 are arbitrary real-valued single functions.
′2
• By Theorem 1, D 2 − D = (D − D ′ )(D + D ′ ) and
a1 = 1, b1 = −1, a2 = 1, b2 = 1 and c1 = 0 = c2 .
• Hence the solution.

MA201 (2022)
Reducible Equations: Examples

Example

• General solution of

∂4u ∂4u ∂4u


4
+ 4 =2 2 2
∂x ∂y ∂x ∂y
is given by

u = xφ1 (x − y ) + φ2 (x − y ) + xψ1 (x + y ) + ψ2 (x + y ).

′4 ′2 ′2
• We have D 4 + D − 2D 2 D = (D 2 − D )2 = (D + D ′ )2 (D − D ′ )2 .
• By using Theorem 3, m=2. Also, n = 2 for both expressions. For
(D + D ′ )2 part, a = 1, b = 1 whereas for the (D − D ′ )2 part,
a = 1, b = −1.
• Hence the solution.

MA201 (2022)
Classification

• Consider

Auxx + Buxy + Cuyy + Dux + Euy + Fu + G = 0. (8)

• At a point (x, y ), equation (8) is said to be

Hyperbolic if B 2 (x, y ) − 4A(x, y )C (x, y ) > 0


Parabolic if B 2 (x, y ) − 4A(x, y )C (x, y ) = 0
Elliptic if B 2 (x, y ) − 4A(x, y )C (x, y ) < 0

• Each category relates to specific problems such as

1 Wave Equation: utt − c2 uxx = 0. (Hyperbolic)


2 Laplace’s Equation: uxx + uyy = 0. (Elliptic)
3 Heat (or Diffusion) Equation: ut = αuxx . (Parabolic)

MA201 (2022)
Methods and Techniques for Solving PDEs

• Change of coordinates: A PDE can be converted to ODEs or to an


easier PDE by changing the coordinates of the problem.

• Separation of variables: A PDE in n independent variables is reduced


to n ODEs.

• Integral transforms: A PDE in n independent variables is reduced to


a PDE in (n − 1) independent variables. Hence, a PDE in two
variables gets reduced to an ODE.

• Numerical Methods
Our immediate focus will be on a method in which we will use
transformation of the independent variables x and y to another set, say ξ
and β.
The aim is to transform the PDE to an easier one so that the solution
can be obtained by simple integration only.

MA201 (2022)

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