Unit I Partial Differential Equations
Unit I Partial Differential Equations
PARTIAL DIFFERENTIAL
EQUATIONS
Partial Differential Equation
f f z f f
0 p 0 (2)
x z x x z
f f z f f
0 q 0 (3)
y z y y z
Equation (2) and (3) will contain a and b. If we eliminate a and
b from (1), (2) and (3) we get the PDE (involving p and q)
of the first order.
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NOTE:
Example :
1.Eliminate two arbitrary constants a and b from
x a y b z R here R is known constant .
2 2 2 2
(OR) Find the differential equation of all spheres
of fixed radius having their centers in x y- plane.
Solution :
x a 2
y b z R .......1
2 2 2
p z2 2
q z 2 2
z 2
R 2
R2
z 2
p2 q2 1
or
R2
z2 2 2
z z
y
1
x
2. Find the partial Differential Equation by eliminating
arbitrary functions from z f ( x 2
y 2
)
SOLUTION
z f ( x y )..........(1)
2 2
d .w.r.to.xandy
z
f ( x y ) 2 x......( 2)
' 2 2
x
z
f ( x y ) 2 y......(3)
' 2 2
y
( 2)
By
(3)
z
x x
z y
y
p x
py qx 0
q y
Problem 3
Form the partial differential equation by eliminating
a and b from z ( x 2 a 2 )( y 2 b 2 )
Solution:
Given z ( x 2 a 2 )( y 2 b 2 ) (1)
Differentiating (1) partially w.r. t ‘x’ and ‘y’ we get
z
p (2 x)( y 2 b 2 )
x
p
y 2 b 2 (2)
2x
z
q ( x 2 a 2 )( 2 y )
y
q
x 2 a 2 (3)
2y
Substitute (2) and (3) in equation (1), we have
q p
z .
2 y 2x
(i.e.) 4 xy z pq
z 2 cot 4 ( p 2 q 2 ) z 2 cot 2
cot 2 ( p 2 q 2 ) 1
(i.e.) p 2 q 2 tan 2
Solution:
Given z a 2 x ay 2 b (1)
z q
q 2ay a (3)
y 2y
z
p a n x n 1
x
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a n xn
p
x
px
a x n (2)
n
Diff. eqn. (1) p.w.r.t. y, we get
z
q b n y n 1
y
bn yn
q
y
qy
b y n (3)
n
px qy
z
n n
(i.e.) n z p x q y
Problem 7
Find the partial differential equation of all planes cutting equal
intercepts from the x and y axes.
Solution:
The equation of the plane cutting equal intercept from x and y
axes is
x y z
1 (1)
a a c
17
Diff. eqn. (1) p.w.r.t. x, we get
1 p
0 0
a c
p 1
( 2)
c a
Diff. eqn. (1) p.w.r.t. y, we get
1 q
0 0
a c
q 1
(3)
c a
Divide (2) by (3), we get
p
1 (i.e.) p q
q
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Problem 8
Find the partial differential equation of all planes passing
through the origin
Solution:
The equation of the plane passing through the origin is
ax + by + cz = 0
c z a x b y
a b
z x y
c c
(i.e.) z A x B y (1)
z
p A
x
Diff. eqn. (1) p.w.r.t. y, we get
z
q B
y
Substitute (2) and (3) in equation (1), we have
z pxqy
Problem 9
Find the PDE of all planes which are at a constant distance ‘k’
from the origin.
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Solution:
The equation of the plane having constant distance ‘k’ from
the origin is
a x b y c z k a 2 b 2 c 2 0 (1)
Diff. eqn. (1) p.w.r.t. x, we get
ac p 0
a c p (2)
Diff. eqn. (1) p.w.r.t. y, we get
b cq 0
b c q (3)
(i.e.) z p x q y k p2 q2 1
Problem 10
Form the partial differential equation of all spheres whose
centre lies on the z-axis.
Solution:
Any point on the z-axis is of the form (0, 0, a)
Then the equation of the sphere with centre (0, 0, a) and
radius k (say) is
x 2 y 2 ( z a ) 2 k 2 (1)
where ‘a’ is the arbitrary constant.
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Diff. eqn. (1) p.w.r.t. x, we get
2 x 0 2( z a) p 0
x ( z a ) p (2)
Diff. eqn. (1) p.w.r.t. y, we get
0 2 y 2( z a)q 0
y ( z a)q (3)
Divide (2) by (3), we get
x p
y q
(i.e.) p y q x.
x xq z p z pq y y p zq z pq
(i.e.) ( y z ) p ( z x) q x y
p f ( x 2 y 2 ) (2 x) (2)
Diff. eqn. (1) p.w.r.t. y, we get
q f ( x 2 y 2 ) (2 y ) (3)
Divide (2) by (3), we get
p x
(i.e.) p y q x
q y
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Problem 13
Eliminate the arbitrary function ‘f ’ from the relation
1
z y 2 f log y
2
x
1
Solution: Given z y 2 f log y (1)
2
x
Diff. eqn. (1) p.w.r.t. x, we get
1 1
p 0 2 f log y 2 (2)
x x
Diff. eqn. (1) p.w.r.t. y, we get
1 1
q 2 y 2 f log y
x y
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1 1
q 2 y 2 f log y (3)
x y
Dividing (2) by (3), we have
1 1
2 f log y 2
p x x p 1/ x 2
q 2y 1 1 q 2y 1/ y
2 f log y
x y
p y
2
q 2y x
x 2 p y (q 2 y )
(i.e.) x p y q 2y
2 2
z
Diff. eqn. (1) p.w.r.t. x, we get
x z.1 x. p
2 z p y f 2 (2)
z z
x xq
2 z q x f 2 (3)
z z
Divide (2) by (3), we get
2z p y z px
2zq x qx
(2 z p y )( q x) (2 z q x)( z p x)
2 z p q x x y q 2 z 2q 2 z p q x z x p x2
(i.e.) x 2 p (2 z 2 x y ) q z x
f ( x y z , x y z) 0
2 2 2
Solution:
The given equation can be written as
x 2 y 2 z 2 ( x y z ) (1)
Diff. eqn. (1) p.w.r.t. x, we get
2 x 0 2 z p ( x y z ) (1 0 p)
2 x 2 z p ( x y z ) (1 p) (2)
Diff. eqn. (1) p.w.r.t. y, we get
0 2 y 2 z q ( x y z ) (0 1 q)
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2 y 2 z q ( x y z ) (1 q) (3)
2 x 2 z p ( x y z ) (1 p)
2 y 2 z q ( x y z ) (1 q)
x z p (1 p)
y z q (1 q)
( x zp )(1 q) ( y zq )(1 p)
x xq z p z pq y y p zq z pq
(i.e.) ( y z ) p ( z x) q x y
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Problem 16.Find Partial Differential Equation
by eliminating two arbitrary functions from
z yf ( x ) xg ( y )
SOLUTION
z yf ( x ) xg ( y )......(1)
Differentiating both sides with respect to x and y
z
yf ( x) g ( y )........( 2)
x
z
f ( x) xg ( y )........(3)
y
Again d . w .r. to x and yin equation (2)and(3)
z
2
f ( x ) g ( y )
xy
x ( 2) y (3)......to...get
z z
x y
x y
xg ( y ) yf ( x) xy ( f ( x ) g ( y ))
z xy f g
z z z 2
x y z xy
x y xy
Different Integrals of Partial Differential
Equation
( x, y, z , a, f (a )) 0.........(3)
f (a ) 0..........(4)
a b
The eliminant of (3) and (4) if exists,
is called general solution
Standard types of first order equations
TYPE-I
The Partial Differential equation of the form
f ( p, q ) 0
has solution
z ax by c with f ( a, b) 0
TYPE-II
The Partial Differential Equation of the form
z px qy f ( p, q ) is called Clairaut’s form
of pde , it’s solution is given by
z ax by f (a, b)
TYPE-III
If the pde is given by f ( z , p, q ) 0
then assume that
z ( x ay )
u x ay
z (u )
z z u z dz
p .1
x u x u du
z z u z dz
q .a a
y u y u du
The given pde can be written as
dz dz
f ( z , , a ) 0.And also this can
du du
be integrated to get solution
TYPE-IV
The pde of the form f ( x, p ) g ( y, q ) can be
solved by assuming
f ( x, p ) g ( y , q ) a
f ( x , p ) a p ( x, a )
g ( y, q) a q ( y, a)
z z
dz dx dy
x y
dz ( x, a)dx ( y, a)dy
Integrate the above equation to get solution
Problem 1
Find the complete integral of p q 1
Solution:
Given p q 1 (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is
z axb yc
where a b 1 b 1 a b 1 a 2
z a x 1 a 2
yc
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Problem 2
Find the complete integral of p-q=0
Solution:
Given p – q = 0 ------------ (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is
z axb yc
Where a-b=0 => b=a
Hence the complete integral is
z axayc
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Problem 3
1.Solve the pde p 2
q 1 and find the complete
b a 1 2
z ax (a 1) y c
2
with
ab a b 0
b
a
b 1
b
z x by c.......(1)
b 1
z 1
x y 0
b b 1 2
z
1 0 no singular solution
c
To get general solution assume that
c g (b)
From eq (1)
b
z x by g (b).......( 2)
b 1
z 1
x y g (b).......(3)
c b 1 2
is in Clairaut’s form
complete solution of (1) is
z ax by 1 a b .......( 2)
2 2
z a
x 0
a 1 a b
2 2
........(3)
z b
y 0
b 1 a b
2 2
From (3)
2 2
a b
x
2
,y
2
1 a b
2 2
1 a b
2 2
a b
2 2
x y
2 2
1 a b
2 2
1
1 ( x 2
y 2
)
1 a b
2 2
2
a
ax 0
1 a b
2 2
2
b
by 0
1 a b
2 2
1
ax by 1 a b 2 2
0
1 a b
2 2
1
z 0 z 1 (x y )
2 2 2
1 a b
2 2
z p x q y p q pq (1)
This is in Clairaut’s form
The complete integral of equation (1) is
z a x b y ab ab (replacing p by a and q by b)
Solution:
Given z px qy p pq q (1)
2 2
z ax by a ab b (2)
2 2
(replacing p by a and q by b)
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get
0 x 2a b 2a b x (3)
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and 0 y a 2b a 2b y (4)
(2) z ax by a ab b 2 2
2
y 2x x 2 y y 2x
z x y
3 3 3
2
y 2x x 2 y x 2 y
3 3 3
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9 z 3x( y 2 x) 3 y ( x 2 y ) ( y 2 x) 2
( y 2 x)( x 2 y ) ( x 2 y ) 2
9 z 3 xy 3 x 3 y 2 2
(i.e.) 3 z xy x y 2 2
Problem 8
Find the singular integral of the partial differential
z px qy p q
equation
2 2
Solution:
Given z px qy p q (1) 2 2
z ax by a b (2)
2 2
(replacing p by a and q by b)
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get
0 x 2a a x (3)
2
y
0 y 2b b ( 4)
2
Substitute the values of a and b in equation (2) we have
2 2
x y x y
(2) z x y
2 2 2 2
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4 z 2 x 2 y x y
2 2 2 2
(i.e.) 4 z y x2 2
Problem 9
Solve: p (1 q ) qz
Solution:
This is of the form f(z , p, q) = 0
Given p(1 q) qz (1)
Let q = ap
Then equation (1) becomes Now, q a p
a z 1
dz d x (a z 1) d y
a
dz dx
d y
a z 1 a
Integratin g , we get
log( a z 1) x
yb
a a
(i.e.) log( a z 1) x a y b (2)
which is the complete integral
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To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
a
y and 0 1
a z 1
The last equation is absurd and shows that there is no singular
integral.
To find general integral, assume b = f(a)
Then equation (2) becomes
(2) log( a z 1) x a y f (a) (3)
Diff. eqn. (3) p.w.r.t. ‘a’, we get
a
y f (a) (4)
a z 1
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.
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Problem 10
Solve: p 2
q 2
x 2
y 2
Solution:
This is of the form f(x , p) = g( y , q)
Given p 2 q 2 x 2 y 2 (1)
p2 x2 y2 q2
p x y q a
2 2 2 2 2
p2 x2 a2 p x2 a2
y2 q2 a2 q y2 a2
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Substitute p and q in the relation
dz = p dx + q dy
dz x 2 a 2 dx y 2 a 2 dy
Integratin g we get
x 2 a 2
1 x
z x a
2
sinh
2 2 a
y a 2
1 y
y a
2 2
cosh b (2)
2 2 a
x a2 x
2a 1 1 x
0 2 sinh .( a)
2 2 x a
2 2 2 1 ( x / a) 2 a a
y (2a ) a2 y
1 1 y
2 cosh .( a )
2 2 y a
2 2 2 ( x / a) 1 a
2
a
and 0 1
The last equation is absurd and shows that there is no
singular integral
2 2 a
y a 2
1 y
y a cosh f (a ) (3)
2 2
2 2 a
Solution:
This is of the form f(x , p) = g( y , q)
Given pq x (1)
Let q = a
Then equation (1) becomes
x
pa x p
a
Substitute p and q in the relation
x
dz dx a dy
a
Integratin g , we get
x2
z ay b
2a
which is the complete integral.
Solution
pde (1 x) p (2 y )q 3 z
z px qy (3 p 2q )
Solution
Assume that z ( x ay )
u x ay
z (u )
z z u z dz
p .1
x u x u du
z z u z dz
q .a a
y u y u du
From given pde 2 2
dz 2 dz
p q z a z
2 2 2
du du
2
dz z
du 1 a
2
dz z dz 1
du
du 1 a
2
z 1 a 2
u
2 z b
1 a2
x ay
2 z b
1 a2
14. Solve the pde zpq pq
Solution
Assume q ap
Substituting in given equation
zpap p ap
1 a 1 a
p ,q
az z
z z
dz dx dy
x y
1 a 1 a
dz dx dy
az z
zadz (1 a )( dx ady )
Integrating on both sides
a 2
z (1 a )( x ay ) b
2
15.Solve the pde pq xy
z z
(or) ( )( ) xy
x y
Solution p q
x y
Assume that
p y
a
x q
y
p ax, q
a
y
dz pdx qdy axdx dy
a
Integrating on both sides
2 2
x y
za b
2 2a
16. Solve the equation p q x y
2 2
Solution
p x yq a
2 2
p a x, q y a
dz pdx qdy a x dx y a dy
integrating 2 3 3
z (a x) ( y a) b
2 2
3
Equations reducible to the standard forms
m n
(i)If ( x p ) and ( y q ) occur in the pde as in
F ( x p, y q) 0 Or in F ( z, x p, y q) 0
m n m n
1 n
Case (a)
1 m
Put x X and y Y
if m 1 ; n 1
z z X z m
p (1 m) x
x X x X
z z Y z
q (1 n) y n
y Y x Y
z
x p
m
(1 m) P (1 m)
X
z
y q
n
(1 n) Q (1 n)
Y
z z
where P, Q
X Y
Then F ( x m p, y n q) 0 reduces to F ( P, Q) 0
Similarly F ( z , x m
p, y q) 0 reduces
n
F ( z , P, Q ) 0
to
case(b)
If m 1 or n 1
put log x X , log y Y
z 1
p px P
X x
z 1
q qy Q
Y y
k k k k
(ii)If ( z p) and ( z q) occur in pde as in F ( z p, z q )
Or in f1 ( x, z p) f 2 ( y, z q)
k k
1 k
Case(a) Put z Z if k 1
z z Z k `1 Z `1
z (1 k ) z p (1 k ) P
k
x Z x x
z z Z k `1 Z `1
z (1 k ) z q (1 k ) Q
k
y Z y y
Z Z
where P, Q
x y
Given pde reduces to
F ( P, Q) and f1 ( x, P) f 2 ( y, Q)
Case(b) if k 1
log z Z
z z Z Z 1
z z pP
x Z x x
z z Z Z 1
z z qQ
y Z y y
Solved Problems
1.Solve p x q y z
2 4 2 4 2
2 2
px qy
2 2
Solution 1 .......(1)
z z
m 2, n 2
k 1
1
x X 1 y Y log z Z
z z Z X 2 Z 2
p zx zx P
x Z X x X
z z Z Y 2 Z 2
q zy zy Q
y Z Y y Y
Z Z
where P, Q
X Y
2 2
px qy
P, Q
z z
(1)becomes
P 2
Q 1
2
P Q 1
2 2
Z aX bY c
a b 1, b
2 2
1 a 2
log z ax 1 a y c
2 2 2
2. Solve the pde p q z (x y )
2 2 2 2 2
SOLUTION
2 2
p q
( x y ).....(1)
2 2
z z
k 1 log z Z
z z Z Z 1
z z pP
x Z x x
z z Z Z 1
z z qQ
y Z y y
Eq(1) becomes
P Q ( x y ).....( 2)
2 2 2 2
P x y Q a
2 2 2 2 2
2
a 1 x x 2
log z sinh (a x )
2
2 a 2
y (y a ) a
2 2
1 y
2
cosh b
2 2 a
Problem 3
Solution:
Given ( x p ) ( y q ) z 2 (1)
Put X log x , Y log y
z z X z 1
p .
x X x X x
z
xp
X
z
(i.e.) x p P where P
X
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z z Y z 1
q .
y Y y Y y
z z
yq (i.e.) y q Q where Q
Y Y
Equation (1) becomes
(1) ( x p ) ( y q ) z 2
P Q z 2 (2)
Solution:
Given ( z p) 2 ( z q ) 2 x y (1)
Put Z z 1 1 z 2
Z z P z p where P Z
2z
x x 2 x
Z z Q Z
2z z q where Q
y y 2 y
2 2
P Q
Equation (1) becomes x y
2 2
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(i.e.) P 2 Q 2 4 ( x y )
P2 4 x 4 y Q2 a
Let P 2 4 x a P 4x a
Also 4 y Q 2 a Q 4y a
dz = p dx + q dy
dz 4 x a dx 4 y a dy
(4 x a) 3 / 2 (4 y a) 3 / 2
z b
4(3 / 2) 4(3 / 2)
(4 x a) 3 / 2 (4 y a ) 3 / 2
z b (2)
6 6
which is the complete integral.
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
1 1
0 ( 4 x a ) ( 4 y a )1 / 2
1/ 2
and 0 1
4 4
The last equation is absurd and shows that there is no
singular integral.
4 4
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.
dx dy dz
x y
2 2
( x y) z
d ( x y) dz
( x y )( x y ) ( x y ) z
d ( x y ) dz Integrating on both sides
( x y) z
log( x y ) log z log c2
v ( x y ) z 1 c2
The general solution is given by F (u, v) 0
1 1 1
F ( x y , ( x y) z ) 0
2.solve x ( y z ) y ( z x)q z ( x y )
2 2 2
dx dy dz
2 2
x ( y z ) y ( z x) z ( x y )
2
dx dy dz
2
x 2 y z 2
( y z ) ( z x) ( x y )
dx dy dz
2
2 2
x y z
( y z ) ( z x) ( x y )
dx dy dz
2
2 2 0
x y z
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
2
2 2
x y z
Take 1st and 2nd ratio, we have
dx dy
2
2
x y
1 1 1 1
Integrating, we get c1 c1
x y y x
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Take 2nd and 3rd ratio, we have
dy dz
2
2
y z
Integrating, we get
1 1
c2
y z
1 1
c2
z y
Hence the required solution is
1 1 1 1
F , 0
y x z y
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
x ( y z ) y ( z x) z ( x y )
Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
x y z dx dy dz
0
yzzxx y x y z
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Integratin g we get
log x log y log z log c1
log( x y z ) log c1
x y z c1
Using multiplier 1, 1, 1 and then add, each ratio is
dx dy dz
xy xz yz yx zx zy
dx dy dz 0
Integratin g we get x y z c2
Hence the required solution is F ( xy z , x y z ) 0
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
2
x z y z y x2
Take 1st and 2nd ratio, we have Integrating, we get
dx dy log x log y log c1
xz yz
log x log y log c1
dx dy
(i.e.) x y c1
x y
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Using multiplier x,y,z and then add, each ratio is
x dx y dy z dz
2
x z y2 z y2 z x2 z
x dx y dy z dz 0
Integrating, we get
x2 y2 z2
c2
2 2 2
(i.e.) x y z c2
2 2 2
F ( x y, x y z ) 0
2 2 2
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
x ( y z ) y (z x ) z (x2 y2 )
2 2 2 2
Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
x y z
2
y z 2 z 2 x2 x2 y2
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dx dy dz
0
x y z
Integratin g we get
log x log y log z log c1
log( x y z ) log c1
x y z c1
x dx y dy z dz
2 2
x y x2 z 2 y2 z 2 y2 x2 z 2 x2 z2 y2
x dx y dy z dz 0
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Integrating, we get
x2 y2 z 2
c2
2 2 2
(i.e.) x 2 y 2 z 2 c2
Hence the required solution is
F ( xyz, x 2 y 2 z 2 ) 0
Problem 7
Solve: (mz ny ) p (nx lz )q ly mx
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
Department of Applied Mathematics 105
dx dy dz
A . E. are
P Q R
dx dy dz
mz ny nx lz ly mx
Using multiplier l,m,n and then add, each ratio is
ldx mdy ndz
lmz nly mnx lmz nly nmx
x2 y2 z 2
c2
2 2 2
(i.e.) x y z c2
2 2 2
F (lx my nz , x 2 y 2 z 2 ) 0
Department of Applied Mathematics 107
Problem 8
Solve: x( y 2 z ) p y ( x 2 z )q z ( x 2 y 2 )
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
x ( y z) y ( x z) z ( x 2 y 2 )
2 2
Using multiplier 1/x, (-1/y), 1/z and then add, each ratio is
dx dy dz
x y z
2
( y z) ( x 2 z) ( x 2 y 2 )
Department of Applied Mathematics 108
dx dy dz
0
x y z
Integratin g we get
log x log y log z log c1
x dx y dy dz
2 2
x y x2 z x2 y2 y2 z x2 z y2 z
x2 y2
z c2
2 2
(i.e.) x y 2 z c2
2 2
xz 2
F , x y 2 z 0
2
y
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
x y z
2 2 2
2 xy 2 z x
Take 2nd and 3rd ratio, we have
dy dz dy dz
2x y 2 z x y z
x dx y dy z dz
x( x 2 y 2 z 2 ) 2 y 2 x 2 z 2 x
x dx y dy z dz x dx y dy z dz
3
x y xz x
2 2
x( x 2 y 2 z 2 )
2 2
x2 y2 z 2
(i.e.) c2
y
Department of Applied Mathematics 113
Hence the required solution is
y x2 y2 z2
F , 0
z y
Problem 10
Solve: ( x 2 y z ) p ( y 2 z x) q z 2 x y
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are
P Q R
dx dy dz
2 2
x yz y zx z xy
2
dy dz
Each ratio (Subtracting 2nd and 3rd ratio)
( y 2 z x) ( z 2 x y )
d ( y z)
2
( y z 2 ) ( x y z x)
Department of Applied Mathematics 115
d ( y z)
( y z )( y z ) x( y z )
d ( y z)
---------(B)
( y z )( x y z )
From (A) and (B) we have
d ( x y) d ( y z)
( x y )( x y z ) ( y z )( x y z )
d ( x y) d ( y z)
( x y) ( y z)
Integrating we get
x dx y dy z dz
each ratio 3
x y 3 z 3 3x y z
x dx y dy z dz
( x y z )( x 2 y 2 z 2 x y y z z x)
---------(D)
( x y z ) d ( x y z ) x dx y dy z dz
Integrating we get
( x y z)2 x 2 y 2 z 2
c2
2 2 2 2
( x y z) 2 x 2 y 2 z 2 c2
2( x y y z z x ) c 2
(i.e.) x y y z z x c2
Hence the required solution is
x y
F , x y y z z x 0
yz
or
f ( D, D) z F ( x, y ).........(1)
The complete solution of equation (1) consists
of two parts ,the complementary function and
particular integral.
The complementary function is complete
solution of equation of f ( D, D) z 0
Rules to find complementary function
Consider the equation
z
2
z2
z 2
k1 k2 0
x 2
xy y 2
or
( D k1 DD k 2 D ) z 0.............(2)
2 2
The auxiliary equation for (A.E) is given by
D k1 DD k 2 D 0
2 2
And by givingD m, D 1
becomes m k1m k 2 0....(3)
2
The A.E
Case 1
If the equation(3) has two distinct roots m1 , m2
The complete solution of (2) is given by
z f1 ( y m1 x) f 2 ( y m2 x)
Case 2
If the equation(3) has two equal roots i.e m1 m2
The complete solution of (2) is given by
z f1 ( y m1 x ) xf 2 ( y m1 x)
Rules to find the particular Integral
Consider the equation
( D k1 DD k 2 D ) z F ( x, y )
2 2
f ( D, D) z F ( x, y )
F ( x, y )
Particular Integral (P.I)
f ( D, D)
ax by
Case 1 If F ( x, y ) e
1 ax by
then P.I= e
f ( D, D)
1
e axby , f (a, b) 0
f ( a, b)
a
If f (a, b) 0 and ( D D) is
b
factor of f ( D, D) then
ax by
P.I xe
a
If f (a, b) 0 and ( D D) 2 is
factor of f ( D , D ) b
2
x ax by
then P.I e
2
Case 2
1
x y f ( D, D) x y
1 m n
P.I m n
f ( D, D)
Expand f ( D, D) 1 in ascending powers of
D or D m n
and operating on x y term by term.
Solved problems
1.Find the solution of pde
( D D 3DD 3D D) z 0
3
3
2 2
Solution
The Auxiliary equation is given by
Solution
The Auxiliary equation is given by
m 3 1 3m 3m 2 0
By takingD m, D 1
m 1,1,1.
Complete solution f1 ( y x) xf 2 ( y x) x f 3 ( y x)
2
Solution
The Auxiliary equation is given by
m 4 m 5m 0
3 2
m 0,1,5
z f1 ( y ) f 2 ( y x ) f 3 ( y 5 x )
3. Solve the pde ( D 2 D2 ) z 0
Solution
the A.E is given by m 1 0
2
m i
z f1 ( y ix ) f 2 ( y ix )
4. Find the solution of pde
( D 3DD 4 D ) z e
2 2 2 x4 y
Solution
Complete solution =
Complementary Function + Particular Integral
m 4,1
C.F 1 ( y x) 2 ( y 4 x)
2 x4 y 2 x4 y
e e
P.I 2
D 3DD 4 D 2
36
Complete solution
C.F P.I
2 x4 y
e
1 ( y x) 2 ( y 4 x)
36
5.Solve ( D 3DD 2 D ) z e
3 3 2 x y
e x y
Solution
A.E m 3m 2
3
m 1,1,2.
C.F 1 ( y x) x2 ( y x) 3 ( y 2 x)
2 x y 2 x y
e e
P.I1 3
D 3DD 2 D ( D D) ( D 2 D)
2 3 2 2
2 x y
e x 2 x y
P.I1 e
( D D) ( D 2 D) 9
2
x y x y
e e
P.I 2 3
D 3DD 2 D ( D D) ( D 2 D)
2 3 2 2
2
x x y
P.I 2 e
6
Solution
1
( D DD) z cos( x 2 y ) cos( x 2 y )
2
2
A.E m 1 0
2
m 1
C.F 1 ( y x) 2 ( y x)
cos( x 2 y ) cos( x 2 y )
P.I1 2 cos( x 2 y )
( D DD) (( 1) (2))
cos( x 2 y ) cos( x 2 y ) cos( x 2 y )
P.I 2 2
( D DD) (( 1) (2)) 3
1
z 1 ( y x) 2 ( y x) cos( x 2 y ) cos( x 2 y )
3
7.Solve
2
( D DD 6 D ) z x y
2 2 2
Solution A.E m 2 m 6 0
m 2,3.
C.F 1 ( y 2 x) 2 ( y 3x)
2 2
x y
P.I 2
D DD 6 D 2
1
1 D D 2 2
2
2 1 6 2 x y
D D D
D D D
2 2 2
D 2 2
D 1 6 2 6 2 x y
2
D D D D
D D 2
D 2
2 2
D 1
2
D 6 D2 D2 x y
2 x 2
y 2 x 2
2 x 2
D x y
2 2 2
D 6 D2 D2
2 x 3
y 2 x 4
2 x 4
D x y
2 2 2
3 6 12 12
2 2 x 3
y 2 x 4
D x y 2 2
8
3 12
x4 y2 2 x5 y 2x6
12 60 90
7.Solve ( D 2 5 DD 6 D2 ) z y sin x
Solution
A.E is m 5m 6 0
2
m 3, m 2.
C.F 1 ( y 3 x) 2 ( y 2 x)
y sin x y sin x
P.I 2
D 5 DD 6 D 2
( D 3D)( D 2 D)
1 y sin x
( D 3D ) ( D 2 D )
1
here
( D 3D) ( a 2 x ) sin xdx
a y 2x
1
a cos x 2( x cos x sin x)
( D 3D)
1
2 x cos x 2 sin x ( y 2 x) cos x
( D 3D)
1
y cos x 2 sin x
( D 3D)
here
((b 3x) cos x 2 sin x)dx
b y 3x
b sin x 2 cos x 3( x sin x cos x)
( y 3x) sin x 2 cos x 3( x sin x cos x)
5 cos x y sin x
Problem 8
Solve ( D 7 DD 6 D ) z e
2x y
3 2 3
sin( x 2 y )
Solution:
A.E. is m3 – 7m – 6 = 0 [Put D = m and D′ = 1]
m = –1 is a root
The other roots are
m2 – m – 6 = 0
( m – 3)(m + 2) = 0
m = 3, –2
1
sin( x 2 y )
D 7 D(4) 6(4 D )
1
sin( x 2 y )
27 D 24 D
Department of Applied Mathematics 143
1
sin( x 2 y )
3(9 D 8D )
9D 8D
sin( x 2 y )
3(9 D 8 D )(9 D 8D )
9 D 8D
sin( x 2 y )
3(81D 64 D )
2 2
9 D 8D
sin( x 2 y )
3[81(1) 64(4)]
9 D[sin( x 2 y )] 8 D[sin( x 2 y )]
525
1
cos( x 2 y )
75
z = C.F + P.I1 + P.I2
(i.e.) z f1 ( y x) f 2 ( y 2 x) f 3 ( y 3x)
1 2x y 1
e cos( x 2 y )
12 75
Solution:
A.E. is m 3 + m2 – m – 1 = 0 [Put D = m and D′ = 1]
m2(m + 1) –1(m + 1) = 0
(m + 1)(m2 – 1) = 0
m = –1, m2 = 1
m1
m = 1, –1, –1
C. F f 1 ( y x) f 2 ( y x) x f 3 ( y x)
Department of Applied Mathematics 146
1 2x y
P. I1 3 e
D D 2 D DD 2 D3
1 2x y
e
(2) 3 (2) 2 (1) (2)(1) 2 (1) 3
1 2x y
e
9
1
P.I 2 cos( x y )
D D D DD D
3 2 2 3
1
cos( x y )
D D D D
Since the denominator = 0, we have
1
cos( x y ) to multiply x on Nr. and Diff. Dr.
0 w.r.t.‘D’
x
cos( x y )
3(1) 2(1) (1)
x
cos( x y )
4
z = C.F + P.I1 + P.I2
(i.e.) z f 1 ( y x) f 2 ( y x) x f 3 ( y x)
1 2x y x
e cos( x y )
9 4
Solution:
A.E. is 4m2 – 4m + 1 = 0 [Put D = m and D′ = 1]
(2m – 1)2 = 0
1 1
m ,
2 2
1 1
C. F . f 1 y x x f 2 y x
2 2
1 3x 2 y
P.I1 = e
4 D 2 4 DD D 2
Department of Applied Mathematics 149
1 3x 2 y
e
4(3) 2 4(3)( 2) (2) 2
1 3x 2 y
e
64
1
P.I2 = sin( x 0 y )
4 D 4 DD D
2 2
1
sin( x 0 y )
4(1) 0 0
1
sin x
4
z = C.F + P.I1 + P.I2
1 1 1 1
(i.e.) z f1 y x x f 2 y x e 3 x 2 y sin x
2 2 64 4
Department of Applied Mathematics 150
Problem 11
Solve ( D 2 2 DD D 2 ) z x 2 y e x y
Solution:
A.E. is m2 + 2m + 1 = 0 [Put D = m and D′ = 1]
(m + 1)(m + 1) = 0
m = –1, –1
C. F . f 1 ( y x) x f 2 ( y x)
1 x y
P.I1 = 2 e
D 2 DD D 2
Since the denominator = 0, we have
1 x y
2 e to multiply x on Nr. and Diff. Dr.
(1) 2(1)( 1) (1) 2 w.r.t.‘D’
1
x 2
y
2 2 DD D
2
D 1 2
D
1
1 2 DD D 2 1 2 DD D 2 2
2 1 2
2
x y 2 1 2
x y
D D D D
1 2 2 D 2
2 ( x y ) D ( x y )
D
1 2 2 2
2 x y D ( x )
D
1 2 2 x3
2 x y
D 3
1 x3 y 2x 4
D 3 12
Solution:
A.E. is m2 + 3m – 4 = 0 [Put D = m and D′ = 1]
(m – 1)(m + 4) = 0
m = 1, – 4 C. F . f 1 ( y x) f 2 ( y 4 x)
Department of Applied Mathematics 154
P.I1 = 1
x
D 3DD 4 D
2 2
1
x
3DD 4 D 2
D 1
2
2
D
1
1 3DD 4 D 2
2 1 2
x
D D
1 3DD 4 D 2
2 1 2
x
D D
1 1 x2 3
2 x 0 x
D D2 6
Department of Applied Mathematics 155
1
P.I2 = sin( 0 x y )
D 3DD 4 D
2 2
1
sin( 0 x y )
0 0 4(1)
1
sin y
4
z = C.F + P.I1 + P.I2
x3 1
(i.e.) z f1 ( y x) f 2 ( y 4 x) sin y
6 4
(m + 2)(m – 1) = 0
m = –2, 1
C.F . f1 ( y 2 x) f 2 ( y x)
1 e x y e ( x y )
2
D DD 2 D 2 2
1 1 x y 1 xy
2 e 2 e
2 D DD 2 D 2
D DD 2 D 2
1 1 x y 1 xy
(1) 2 (1)(1) 2(1) 2 e (1) 2 (1)( 1) 2(1) 2 e
2
1 x x y x
e e x y
2 2 1 2 1
x x y x x y
e e
6 6
1
P.I2 = xy
D DD 2 D
2 2
1
xy
2 DD 2 D
2
D 1 2
D
Department of Applied Mathematics 159
1
1 DD 2 D 2
2 1 2
xy
D D
1 DD 2 D 2
2 1 2
xy
D D
1 D
2 1 D xy
D
1 D
2 ( xy ) ( xy )
D D
1 1
2 xy D ( x)
D
1 x2 y x3
D 2 6
x3 y x 4
6 24
( D 2 5DD 6 D 2 ) z y sin x
A.E. is m2 – 5m + 6 = 0 [Put D = m and D′ = 1]
(m – 2)(m – 3) = 0
m = 2, 3
C. F . f1 ( y 2 x) f 2 ( y 3 x)
1
y sin x
( D 2 D) ( D 3D)
1 1
y sin x
D 2 D D 3D
1
D 2 D (c 3x) sin x dx where y = c – 3x
1
(c 3x)( cos x) (3)( sin x)
D 2 D
5 cos x y sin x
z = C.F + P.I
Solution:
m2 = 1
m1
C. F . f 1 ( y x) f 2 ( y x )
1 x y
P.I = e sin( 2 x 3 y )
D D
2 2
x y 1
e sin( 2 x 3 y )
( D 1) ( D 1)
2 2
x y 1
e sin( 2 x 3 y )
D 2 D D 2 D
2 2
x y 1
e sin( 2 x 3 y )
4 2 D (9) 2 D
x y 1
e sin( 2 x 3 y )
2( D D) 5
x y [2( D D) 5]
e sin( 2 x 3 y )
[2( D D) 5][ 2( D D) 5]
x y [2( D D) 5]
e sin( 2 x 3 y )
4( D 2 DD D ) 25
2 2
x y [2( D D) 5]
e sin( 2 x 3 y )
4[( 4) 2(6) (9)] 25
x y [2( D D) 5]
e sin( 2 x 3 y )
125
ex y
[10 cos( 2 x 3 y ) 5 sin( 2 x 3 y )]
125
ex y
[sin( 2 x 3 y ) 2 cos( 2 x 3 y )]
25
z = C.F + P.I
ex y
(i.e.) z f1 ( y x) f 2 ( y x) [sin( 2 x 3 y ) 2 cos( 2 x 3 y )]
25