Partial Differential Equation
Partial Differential Equation
9.1 INTRODUCTION
The notion of partial differential equations has already been introduced in
Section 1.2.1. These equations play a crucial role in most sciences dealing with
wave motion, for example, heat, light, electromagnetism, radar, radio, television
and weather. In this chapter, we shall give a brief theory of partial differential
equations and their applications.
Let x and y represent the independent variables and z the dependent variable
so that z = f(x, y). We will also use the notations
S, =t
dy dxdy
()
392
Dilferential Equations and Their Applications 393
Partial
1/a and
1/52 in Eq. (1), we obtain the required partial
Substitutin, these lues of
values
itlenental cquaton as
2z=px + qy
.We
obtain
= 0 and (y- k) + zq = 0
x - h)+ zp
from these equations in the given
values of (x -
h) and (y
-
k)
the
Substituting
equation, we get
p + + 1) =
c
differential equation.
as the desired partial
differential
obtain the partial
arbitrary functions,
Example 9.3By eliminating the ct).
f l + y), b)z flx + ci) 8x
+
-
=
from () z
equattons =
to x and y to get
Solution a) Differentiate partially with respect
P f W + y ) 2x
x
= q =fx + y) 2y
differenttal
On dividing the required
obtain p/lq =
xly or yp - xq = 0 as
In
equation.
(b) Differentiate the given equation partially with respect tox
and 1, to oblain
f'lx + c) + 8'x - c)
cf'a + ct) -
cg'lx - ci)
Example 94 By
a eliminating the
partiál differential equation. arbitrary function from z =
e"o(x- y). ohtobtuin
Solution Differentiating with respect to y, we get
q ne" o(x y)
e" ¢'(x y)
-
-
and, therefore, q =
nz p, i.e. p + q nz
-
From these -
= 0 as the
both from the examples, it is clear that
a required
partial differential equation.
elimination of arbitrary
arbitrary functions. constants and from equation can result
the elimination
A solution of of
between the
a
partial differential
variables which satisfies
the
equation is a non-differential
equation. The solution relation
fa, y, z, a, b) = 0
of first order
a
partial differential 2)
is called a equation which contains two
by
complete integral, and the solution obtainable arbitrary constants
assigning particular values to from a complete
If we
put b the constants is
called integral
Ja,
=
o(a) in Eq. (2), we find the solution. particular
y, z, (a)) =
0 and we the envelope of
called the get a the family of surfaces
general solution having
The solution. one
arbitrary constant, which is
9.3 EQUATIONS
EASILY INTEGRABLE
Some of the
partial
we shall illustrate thedifferential
method
equations can be solved by direct
Or integration consists by the integration and
during the integration. of an arbitrary following examples. Here, the usual
function of the variable
nstant
considered co
Example 9.5 Solve
oxay+18 xy* sin
+18 xy sin (2x
(2x + -
-
y) 0.
==
Solution
Keep y fixed and
integrate the given equation
equation twice to btain
Oxdy 9x -
cos
(2x -y) =fo)
Cllal
quations and Their Applications 395
3x
dy -sin (2x -y) =xf(y) 395
+
Now keep fixed and integrate w.r.t. y, we g(y)
get
-+
cos(x- y) =x
f(y)dy
eoting ftv)dy =
uG), dy
+
s(y)dy +
h()
=
v{y), we can
write the
cos
4
(2x -
y) -
x'y +
required solution as
xu(y) +
My) +
shere u, v and h are h()
arbitrary functions.
OP +p Axy
ay
AIC 1S a
linear
Its solution is differential eauation of the first order if x is taken as a constans
Or py 2xy+ u(x)
y = 2xy+ «x)
dx
integrating it (keepingg y constant), we get
z=x*y + (x)+ v{x)
where 4,x) =
Sulx)dx and v(x) are arbitrary functuon
*+
z="0
= when
sin x + C2
is
=
Cj
Solution
COS x, If z is functio of x Since, z alone, then
the
solution
of r
z
and y, Ci
and c2
is a
c2 a C O n s t a n t s .
and Their Applications
396 Differential Equations
the solution of the given equation is
are functions of y. Hence,
z My) sin x + 8(y) cos x
f(y) cosx -
8(y) sin x
when
x = 0, z =e, i.e. e= 8()
and
=0.=1,
dx
i.e. 1
=ff()
Hence, the required solution is
Z Sinx + e cos x
+ 31R
t+P=R (4)
First find the
equations
d (5)
and obtain an n
independent solution of Eq. (5). Let these solutions D
C 1 u2 C2 , n Cn
Then o(4, 42 4,)=0 is the solution of Eq. (4), where ction.
equation is
The subsidiary
Solution
dx dy_d
y +Z X+Z x+ y
wrilten as
can
be
which
dx +dy +dz dx-dydr-dz
2x+2y +2z -(x- y) -(x- z)
are
of these equations
The solutions
log (x + y + z) + 2 log (x - y) = a
r + y + ) ( t - y)* = C
and
log (x- ) - log (x -2) =
a
X y = C2lx - z)
(x +y+z)(x-y)°
+ ) r-y9
X-y =
(r -
) flr + y
dy dz
dx nx-lz y-mx
mz - ny
zdz = 0
+
which gives xdx + ydy
++z'=a
+ 2xyg =
2x
Solution The subsidiary equation is
dx
2x dx+2ydy + 2zdz dz
++2
which on integration yields (+
s
y+lz b. Hence, the required solution a =f{b
=
(w+y+z)+(w+x+
dx )+(w+x+ y)=x+ y+z.
Solution The subsidiary equation is
dw dx
dy dz
X+y+Z y+z+ W z + w+ Xx |w+*+ y
which gives
dw+ dx + dy + dz dw dx
-
3(w+x + y+ 3) W
where u = (w + x + y +2)1/3
Partial Diferential Equations and Their Applications 399
where va +
=
1, or
Va)y+c
ax +(1-
solution.
which is the required
m.
9.13 Solve p + q =
Example is
solution
Solution
The
complete
+C
(11)
ix + by
Note n order to get the general solulion, put c = fla) in kq. (121
that
+m-ay +Sla)
Differentiating it with respect to a, we get
0 x- y+f(a)
n-a
Now, from these two equations, eliminate a. In particular, if we choose c ar
as zero, then by the elimination of a, we obtain fla)
that it reduces
( (13)
du, a dv, d dw
So that log
u =
x, v =log y, w =log z and Eq. (13) becomes
1.e. P+Q=1, where P =Owlôu, O =Ôwlôv. The complete solution of this cquau
uation
is
W = au + bv + C
(14
where b=
1-&. Thus, Eq. (14) becomes
W = au + l - a C
or
Let ax + y so that p =
dz/du and q =
a(dz/du). With these, the
Solution u =
obtain
variables, we
Separating the
zdz
du
- a
Integrating, we get
- 1 + 2 - 2 =u+b
solution is
desired
ye-2 =ax+y+
Thus, the
+a
I.
+ ) =
Solve
ztp'r
17 as
Example 9
written
can
be
equation
The given
Solution
Differential Equations and Their Applications
402
u = X + ay,
(1 = 2u +b =
+2(X+ ay) + b
b
+a =
+2(log r + ay) +
Or
b
Joa, adr+ vy.a)dy
+
=
a
and b.
Constants
4-y = P -X
Partial Differential Equations and Their
Applications 403
t =4 -V = a so a t p = * * a and q = y + a, and the complete solution
la2 -a2+b
which is the required complete solution.
Example 9.20 Solve(p*+ q) =* + y.
Solution We write the
given equation as
=x*+
(15)
Put zdz =
dZ, so that
Ox z Ox
dy z dy
and Eq. (15) takes the form
p + =+ y or P -x*= - 0 =a
Thus, P =
+ a and Q = and
-a,
dz = Pdx + Qdy which on
integration
gives the relation
Z a+5aloe .
--on(y-a).
404 Diferential Equations and Thelr Applications
p + dp, OF Oa 0
dq ox
(19)
f . 1 , f dp , df d4 -0 (20)
ox Op dx dq dx
(22)
dy Op dy dq dy
Partial Differential Equations and Their Applications
405
from Eqs. (19) and (20), and dgloy from Eqs. (21) and (22)
Eliminate
oblain
dq dp dq dp) d
(F f. aF af af aF OP =o
P dg p Oq)dy
two equations and using
Adding these
ax ax dy y
rearrangement, w e
find that
after
(23)
qz + =
Solution Let
Fx, y, z, p. q) = ( p + q y - qz = 0 (24)
The
subsidiary equations aree
dx dy d dpdq
The last two fractions -2py z 2qy -q7
- P4
substitute
bstituteS.
this value of q in Eq. (25) to get
=
P
406 Diferential Equations and Their Applications
Hence
or
zdt - eydy = c y - e ds
or
(1/2)d(-cy)_..
=c dx
( a +cx) + c f +2-6
Solution Here
dp = dz dx dy
p4 3pqs +p+(b-z)g q +1 -z+b+2pq
(From the given equation, the third fraction reduces to dd2 pa ). From the first two
fractions, after integration, we get
9 ap
where a is an arbitrary constant. This and the given equation determine tne vauo
of p and q as
p yalz-b)-1 g= a(z-b) -1
a
Vatz -b)-1
Separating the variables and integrating, we get the solution as
2a(z-b) - 1 = x + ay + b
COEFFICIENTS
An
equation of the form
(26)
'2 F(x.y
dy
Dartial Differential Equations and Their
Applications 407
, are constants, is called a linear homogcneous partial differential
where. k..
with coefficients.
constant
order n
cquation be written as
Equation (26) can
(D" + k,D'D' + +k, D")z = F(x, y)
(27)
f(D, D') = F(x, y)
where
D" =
oy"
t h e Case of ordinary linear differential equations with constant coefficients,
e also the complete solution of Eq. (26) consists of the complementary
function (C.F) and particular integral (P.I). The complementary function is the
complete solution of f(D, D')z 0 which contains n arbitrary constants. The
particular integral is the particular solution of Eq. (27).
We shall now illustrate the methods of finding the complementary function
and particular integral by considering a second order partial differential equation
where y + -mz
Eq. (30) willmx*=a andz= b.
Hence, the comalso be satisfied by 'herefore, ¢(y + mr). Similarly,
its solution is z =
Solution dxdy
fhe
iven cquation can be written as
(2D+5DD' + 2D*)z =0
and Their Applications
408 Diferential Equations
+ 2 0 has the roots
auxiliary equation 2m* + Sm - 2, -1/2. Hen
=
m =
The the
complete solution is
= (y-2) +Ja|
Case l1: If the roots are cqual (i.e. nm, = ma), then Eq. (29) is equivalent to
(D m,D)z = 0
(31)
Putting (D - m,D)z =u in (31), we have (D - m,D')u = 0 which gives
u = Ù(y + m)
Thus, Eq. (31) becomnes
(D m,D')z = ¢y + m ) or p - m,g D 0 + m . )
This is again Lagrange's linear equation and the subsidiary equations are
dy dz
m2 (y+mmx)
which gives y + mx = a, and dz = o(a)dx, i.e., z = Ùa)x + b.
Thus, the complete solution of Eq. (28) is
z- xoy + m) = fo + m)
= fiy -
3x)+ fy -
3x)
Or
(D+k,DD+ kD =Fa. y)
fD, D')3 = Fla, y)
Then
e " Y Since
F(x, y)
=
When
Case (a) Death = a+br D'e = bethy
we have
D = dea+br D' = b°e+by and DD'+by aber+by
Thus k,D)E*" =
(a + kab + k,b^jertby
(D +k,DD' +
of
fD, D')e"*y =
f(a, b)ex+y
Fx, y) = 1 +by
the
it expand [f(D, D')] in ascending powers of D
or
D' using
bitcnaluate term by term.
orem and then perate o n x"y"
Case (d): Here
"CFx, y) is any function of x and y.
P.I. = f(D, D') F(x, y)
and to
evaluate it, fractions considering
f(D, D') as
a
functi of D
resolve 1/f(D
f(D, D') into partial
on F(x, y) noting that
only and op
operate each partial fraction
mx)dr
|F(x, c
-
F(x, y) =
where c is
D-mD
D-mD
Note The replaced by
d
yy +* mr afterintegration.
auxiliary quation of (26) is
(32)
+kn+ + k, = 0
and Their Applications
410 Differential Equations
1
P.I.
D-3pt.4n3e2 (Put D =1, D' =2)
D-3DD'+4D
+2y
2y)
and Their
Partial Differential Equations Applirations 411
solnion is
complete
the
Thus.
_2 2 = 2e2+3x*y.
Erample 9.28
Solve
oy
The auxiliary equation m -
2m* 0 has the roots m =0, 0,2.
Solution
and
2+3)
PL.p-2DD =25-20-D -2o
2-2-2 (0)
4D2
20 60
Thus, the
plete solution is
f y ) + afy) + Sslr + 2) + 4 * 20 60
60
C.F. f ( y + 2) + y + 21)
and
P.I.
(D 2D')
and to obtain the P.I. we find the solution from (D -2D")u = * " and (D -2D
u = xe", so that
u
Fla.c-maydr |e*te-3 dr =
x e = xe* as y = C nir = C - 2r
and
as y = c mr = C - 2r
P.I. = y COS r
(D-2D'(D+3D')
which is obtained from (D 3D')u
+ =
y cos as
1=
c +3t) cos x dr
and from (D -
2DE= u =
y sin x + 3 cos x as
Zr)(-cos x) -
(-2(-sin x) + 3 sin x
y cos x
EQUATIONSs LINEAR PARTIAL
If in Eq. (27), the polynomial
fD, D') is not
DIFFERENTIAL
a nonhomogeneous linear
consists of a
partial
plementary differential equation and Eq. (27) is called homogeneous, then
function and its
complete
mentary function, we integral are the same as inparticular
a
finding the particula solution
Section integral. The methods
factorize f(D, D') into factors of the9.7, and to obtain complefor
to find the solution of
(D mD c)z -
form
0, we write it as D mD'-c. Now,
- -
=
P mq = cz
The subsidiary equation is
(33)
dxdy-dz
Its integrals are CZ
y+mx = a, Z be
Taking b O(a),=
we get the solution of Eq. (33)
various factors, when added e"O(y the
as z + mx). The solutions =
corresponding to the
up, give
funçhion of the complementary
nonhomogeneous linear partial differential equation.
Example 9.31 Solve (D? + 2DD' +D2- 2D- 2D')z sin (x + 2y). =
Solution Here, f(D, D') =(D +D'D +D' -2). The solution corresponding
10 the
factor D mD' -c is e"o(y + mx). Theretore,
-
z =
sin (r +2y)
-I+2(-2) + (-4) -2D-2D
sin (r + 2y)
2(D+ D') +9
172cos (r + 2y)
+ 2y)
sin (x
2392 cos (r +2v) 3
-
14 Diffcrential Equations and Their Applicatious