Linear PD Equations of higher order with constant

coefficients

Rules for finding the particular integral (P.I.):

F D x , D y z  f ( x, y )
1
i. e. Particular integral  f ( x, y )
F D x , D y 

1
Linear PD Equations of higher order with constant
coefficients
Case-1
ax  by
When f ( x, y )  e ; where a and b are arbitrary constants

1
P. I .  f ( x, y )
F ( Dx , D y )
1
 e axby
F ( Dx , D y )
1
 e axby
F ( a , b)

provided F ( a, b)  0.
2
Linear PD Equations of higher order with constant
coefficients
Example Solve Dx2  D y2  Dx  D y z  e 2 x  3 y .
Solution The given equation can be written as
( D x  D y )( Dx  D y  1) z  0

 C. F .  1 ( y  x )  e  x2 ( y  x )

1 2 x 3 y
P. I .  2 e
D x  D y2  Dx  D y

1 2 x 3 y  1 2 x 3 y
 2 2
e  e
2 3 23 6
Hence the complete solution is z = C. F. + P. I.
1 2 x 3 y
x
z  1 ( y  x )  e 2 ( y  x )  e Ans. 3
6
Linear PD Equations of higher order with constant
coefficients

Example Solve D 3
x  3Dx2 D y  4 D y3 z  e x  2 y

Solution Replacing by m and by 1,

we get the auxiliary equation

m 3  3m 2  4  0  m  2, 2,1

 C. F .  1 ( y  x )  2 ( y  2 x )  x3 ( y  2 x )

4
Linear PD Equations of higher order with constant
coefficients
1 x2 y
P. I .  3 e
D x  3D x2 D y  4 D y3

1
 e x2 y
1  6  32

1 x 2 y
 e
27
Hence the complete solution is z = C. F. + P. I.
1 x 2 y
z  1 ( y  x )  2 ( y  2 x )  x3 ( y  2 x )  e
27
Ans.
5
Linear PD Equations of higher order with constant
coefficients
Case 2: When f ( x, y ) be of the form
sin(ax  by ) or cos( ax  by )
1
Here P. I .  sin( ax  by ) or cos( ax  by )
F Dx , Dx D y , D y 
2 2

1
 sin( ax  by ) or cos( ax  by )
F  a ,  ab,  b 
2 2

provided F  a 2 ,  ab,  b 2   0

6
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients
Example Solve ( D  4 Dx D y  D y  1) z  sin 3x  y 
2
x

Solution The given equation is not factorized into linear

factors in Dx and Dy
Let, z  Ae hx  ky be the trial solution of
( Dx2  4 Dx D y  D y  1) z  0 (1)
where A, h, k are arbitrary constants
Dx z  Ahe hx  ky ; D x2 z  Ah 2 e hx  ky
hx  ky
D y z  Ake
D x D y z  Ahke hx  ky 7
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

Solution Substituting these into the equation (1), we get

Ah 2  4hk  k  1e hx ky  0


=> h 2  4hk  k  1  0 ;  e hx ky  0

1  h2
=> k 
1  4h
Hence the complementary function is
 1 h 2 
hx   y

 Ae  1 4 h 
C. F. =
8
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

1
P. I .  2 sin 3x  y 
Dx  4 D x D y  D y  1

1
 2
sin 3x  y 
 3  4( (3.1))  D y  1
1
 sin 3x  y 
Dy  2

9
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients


D y  2
sin 3x  y 
2
D 4y


D y  2
sin 3x  y 
1 4
1
 cos3x  y   2 sin 3x  y 
5
Hence the complete solution is z = C. F. + P. I.
 1 h 2 
hx   y
1
 cos3x  y   2 sin 3x  y 

z   Ae  1 4 h 
5 10
Linear PD Equations of higher order with constant
coefficients
Case 3: When f ( x, y )  x m y n ;
where
m and n are constants and non-negative.
1
Here P. I .  x m y n  F Dx , D y  x m y n
1

F Dx , D y 

and to evaluate it expand F Dx , D y 1 in powers of

Dy or Dx or Dx or Dy and then operate on
Dx Dy
m n
x y term by term.

11
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients
2 2
Example Solve ( 2 Dx  D y  D x ) z  x  y  2

Solution The given equation is not factorized into linear
factors in Dx and Dy
Let, z  Ae hx  ky be the trial solution of
( 2 Dx2  D y2  Dx ) z  0 (1)
where A, h, k are arbitrary constants
Dx z  Ahe hx  ky ; D x2 z  Ah 2 e hx  ky

D y2 z  Ak 2 e hx  ky

12
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

Substituting these into the equation (1), we get

A2h 2  k 2  h e hxky  0
 
=> 2h 2  k 2  h  0 ; e hx ky  0

=> k  h  2h 2
Hence the complementary function is

C. F.   Ae hx  h  2 h 2 y

13
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

1
P. I .  2 2
2 Dx  D y  Dx
x  y
2

1
 2
x 2
 y
 D 
Dx 1  2 Dx  y


 D x 

2 1
1  D 

Dx
 1  2 Dx 
 D
y

 x 2
 y
 x 
14
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

 2 2 2 
1  Dy   Dy 
 1   2 Dx     2 Dx       x 2  y 
Dx   Dx   Dx  
 


1
Dx
 2
 
1  2 Dx  2 Dx  x  y 
2

1 2

Dx

x  y  2. 2 x  4. 2 
15
Non - Homogeneous Linear PD Equations of
higher order with constant coefficients

3
x 2
  xy  2 x  8 x
3

Hence the complete solution is z = C. F. + P. I.

3
x
z   Ae
2
hx  h  2 h y 2
  xy  2 x  8 x
3

16
Homogeneous Linear PD Equations of higher order
with constant coefficients
2 2
 2
Example Solve ( Dx  D y ) z  x  y 
Solution Replacing by m and by 1 into
2 2
(D  D )z  0
x y

The auxiliary equation becomes

2
m 1  0  m  1,  1
 C. F .  1 ( y  x )  2 ( y  x )

17
Homogeneous Linear PD Equations of higher order
with constant coefficients

1
P. I .  2 2
Dx  D y
x 2
 y

1
 2
x 2
 y
 D 
D 1 
2
x
y
2


 Dx
2 1
1  D 
 2 1 
Dx 

y

D 
2
x 2
 y
x
18
Homogeneous Linear PD Equations of higher order
with constant coefficients

2
1  D  2
 2 1  2      x  y 
y

Dx  Dx 

1 2

 2 x  y0
Dx

3
1 x 
   xy 
Dx  3 

19
Homogeneous Linear PD Equations of higher order
with constant coefficients

4 2
x x y
  
 12 2 

Hence the complete solution is z = C. F. + P. I.

 x4 x2 y 
z  1 ( y  x )  2 ( y  x )    
 12 2 
20
Homogeneous Linear PD Equations of higher order
with constant coefficients
Alternative:
1
P. I .  2 2
Dx  D y
x  y
2

1
 x 2
 y
 D 2 
 D y2 1  x2 
 Dy 
1
1  D 2 
 2 
1
 Dy  D
x
2


x 2
 y
y  21
Homogeneous Linear PD Equations of higher order
with constant coefficients

1  2
Dx  2
 2 
1  2      x  y 
 D y  D y 

1  2 1 
 2 x  y  2 2
 Dy  Dy 
1

 D y2
x2
 y  y 2


22
Homogeneous Linear PD Equations of higher order
with constant coefficients

2 3
1  2 y y 
 x y  2  3 
 Dy  
 x2 y2 y3 y4 
    
 2 6 12 

Hence the complete solution is z = C. F. + P. I.

2 2 3 4
x y y y 
z  1 ( y  x )  2 ( y  x )     
 2 6 12 
23