BMCG 1013

DIFFERENTIAL EQUATIONS
PARTIAL DIFFERENTIAL EQUATIONS
(INTRODUCTION)

Ser Lee Loh

[email protected]
Lesson Outcomes

Upon completion of this lesson, students should be able to:

• identify the order of a partial differential equation.
• determine whether a PDE is linear or non-linear
• determine whether a PDE is homogeneous or
nonhomogeneous
• classify the PDE
• understand the method of separation of variables

2
5.1 Introduction to PDE

• A partial differential equation is a differential equation that involves

several unknown variable functions and their partial derivatives.
• It is widely used in formulating the phenomena such as heat, sound
wave, electrostatics, electrodynamics, quantum mechanics and fluid
dynamics.
• A partial differential equation for a function 𝑢(𝑥1 , … 𝑥𝑛 ) has the following
form

𝑓 𝑥1 , … 𝑥𝑛 ; 𝑢, 𝑢𝑥1 , … 𝑢𝑥𝑛 ; 𝑢𝑥1𝑥1 , … , 𝑢𝑥1𝑥𝑛 ; … = 0

3
5.1 Introduction to PDE
Standard Notation:
Let 𝑥 and 𝑦 be independent variables and 𝑧 be a function of 𝑥 and 𝑦. The first
order partial derivatives:
𝜕𝑧 𝜕𝑧
or 𝑧𝑥 and or 𝑧𝑦
𝜕𝑥 𝜕𝑦

The second order partial derivatives of 𝑧 with respect to only 𝑥 or 𝑦:

𝜕2 𝑧 𝜕2 𝑧
or 𝑧𝑥𝑥 and or 𝑧𝑦𝑦
𝜕𝑥 2 𝜕𝑦 2

The second order mixed partial derivatives of 𝑧 with respect to 𝑥 and 𝑦:

𝜕2 𝑧 𝜕2 𝑧
or 𝑧𝑦𝑥 and or 𝑧𝑥𝑦
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥

Any equation containing at least one of the partial derivatives is called a

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partial differential equation.
5.1 Introduction to PDE: Some Practical PDE
1. The one-dimensional heat equation
𝜕𝑢 𝜕2𝑢
=𝑘 2
𝜕𝑡 𝜕𝑥
governs the heat flow (heat transferred by conduction) in a rod. The solution
𝑢(𝑥, 𝑡) represents the temperature of the rod.

2. The one-dimensional wave equation

𝜕2𝑢 𝜕 2𝑢

2
= 𝑐2 2
𝜕𝑡 𝜕𝑥
governs the motion of a vibrating string with fixed ends. The solution 𝑢(𝑥, 𝑡)
represents the small displacements of an idealized vibrating string.

3. The Laplace’s equation

𝜕2𝑢 𝜕2𝑢
+ =0
𝜕𝑥 2 𝜕𝑦 2 5

describes the steady-state temperature distribution in a thin flat plate.

5.1.1 Order of PDE
The order of a PDE is the order of the highest partial derivative term
occurring in the equation.

Example 5.1:
State the order of each of the following PDEs.
𝜕𝑧 𝜕2 𝑧
(a) + 2 𝜕𝑥 2 =0 (b) 𝑧𝑥𝑦𝑥 + 𝑦𝑧𝑦 = 𝑦 2
𝜕𝑦

Solution:
𝜕2 𝑧
(a) Second order because of the term .
𝜕𝑥 2

(b) Third order because of the term 𝑧𝑥𝑦𝑥 .

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5.1.1 Order of PDE

Example 5.2:
State the order of each of the following PDEs.

𝜕𝑤 4 𝜕3 𝑤
(a) 𝜕𝑟
− 𝜕𝑟𝜕𝑠 2
=𝑠+𝑟 (b) 𝑢𝑥𝑥 + 𝑡 2 𝑢𝑡 = 2𝑥𝑡

Solution:
𝜕3 𝑤
(a) Third order because of the term 𝜕𝑟𝜕𝑠 2
.

(b) Second order because of the term 𝑢𝑥𝑥 .

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Exercise 5.1:
State the order of each of the following PDEs.
𝜕𝑧 𝜕𝑧
1) 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 = 0

2) 𝑦 2 𝑧𝑥𝑥 − 𝑥𝑧𝑦𝑦 = 𝑥 + 𝑦
3) 𝑢𝑦 𝑦 = 𝑢𝑥 𝑢𝑦 + 𝑢𝑢𝑥𝑦
4) 𝑦𝑢𝑥𝑥 + 𝑦 2 𝑢𝑦 − 𝑢𝑦𝑦 = 0
5) 𝑢𝑥 (𝑢𝑦𝑥𝑥 )2 +𝑢𝑦 𝑢𝑥𝑥 = 𝑢𝑦𝑦𝑥
6) (𝑧𝑥𝑥 )4 +3𝑧𝑦𝑦𝑦 = 𝑧𝑦 + 𝑧𝑥

𝜕𝑧 𝜕2 𝑧 𝜕𝑧
7) 𝑥2 + 𝑦 2 =
𝜕𝑦 𝜕𝑥 𝜕𝑥

[Ans: 1st; 2nd; 2nd; 2nd; 3rd; 3rd; 2nd]

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5.1.2 Linear and Nonlinear PDE

A PDE in 𝑢 is called linear if

a) the degree of the dependent variable 𝑢 and its partial derivatives is

one, and

b) the coefficients of the 𝑢-terms (dependent variable 𝑢 and its partial

derivatives) are independent of 𝑢.

Otherwise, the equation is called nonlinear.

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5.1.2 Linear and Nonlinear PDE

Example 5.3:
Is 2𝑡𝑢𝑥𝑡 − 3𝑢𝑥2 = 𝑡 2 − 𝑥 a linear PDE?

Solution:
This PDE is nonlinear because of the term 𝑢𝑥2 (degree of 2 on partial
derivative of 𝑢)

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5.1.2 Linear and Nonlinear PDE

Example 5.4:

𝜕𝑢
Is 𝑢 𝜕𝑥 + 𝑢 = 2𝑥 a linear PDE?

Solution:

This PDE is nonlinear because of the terms

• 𝑢 (degree of ½ on dependent variable), and

𝜕𝑢 𝜕𝑢 𝜕𝑢
• 𝑢 𝜕𝑥 (coefficient of 𝜕𝑥 is not independent of 𝑢. In other words, 𝜕𝑥
depends on 𝑢)
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Exercise 5.2:
Classify whether the following PDEs are linear.
𝜕𝑢
1) 𝑥 𝜕𝑥 + 𝑢2 = 𝑥

2) 𝑢𝑡 = 𝑢𝑥𝑥 + 𝑢
3) 𝑢𝑢𝑡 + 𝑥𝑢𝑥 = 4
4) 𝑥 2 𝑢𝑥𝑥 − 𝑦𝑢𝑥𝑦 = 3𝑢
5) (𝑢𝑥 )2 −3𝑥𝑢𝑦 = 0

6) 𝑥𝑢𝑦𝑦 + 𝑦𝑢𝑥𝑦 = 𝑢
7) 𝑢𝑡 + 𝑥𝑢𝑥 = 𝑡 2

[Ans: nonlinear; linear; nonlinear; linear; nonlinear; linear; linear]

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5.1.3 Homogeneous and nonhomogeneous PDE

A PDE of any order is called homogenous if every term of the PDE

depends on the dependent variable. Otherwise, it is called
nonhomogeneous.

Example 5.5:
Determine whether the following PDE is homogeneous.
𝑢𝑢𝑥 + 5𝑥𝑢𝑦 = 1 + 3𝑢𝑥𝑦
Solution:
Nonhomogeneous because of the term 1 (1 is not depending on dependent
variable)

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5.1.3 Homogeneous and nonhomogeneous PDE

Example 5.6:
Determine the homogeneity of the following PDEs.
1) 𝑢𝑥 − 𝑢𝑦 = 𝑢 + 3𝑥
𝜕𝑢 𝜕2 𝑢 𝜕𝑢
2) = 2 𝜕𝑥 2 + 𝑢 𝜕𝑥
𝜕𝑡

Solution:
1) Nonhomogeneous (the term 3𝑥 does not depend on dependent
variable, 𝑢)
2) Homogeneous (all terms are depending on dependent variable, 𝑢).

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Exercise 5.3:
Determine the homogeneity of the following PDEs.
1) 𝑢𝑥 + 𝑥𝑢𝑦 = 𝑢
𝜕𝑢 𝜕2 𝑢
2) 𝑡 𝜕𝑡 = 𝑢 𝜕𝑥 2

𝜕𝑢 𝜕2 𝑢
3) = 𝑥 𝜕𝑥 2 +6
𝜕𝑡

4) 𝑢𝑢𝑥𝑥 + 𝑢2 = 𝑢𝑡 3

5) 𝑢𝑥𝑦 + 2𝑦 = 𝑢3
𝜕𝑢 𝜕2 𝑢
6) = 𝑢 𝜕𝑥 2 + 9𝑢
𝜕𝑡

7) 𝑢𝑥 + 𝑥𝑢𝑦 = 𝑢
[Ans: #1,2,4,6,7 are homogenous, the rest are nonhomogeneous ]
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5.1.4 Classification of PDE

The second order of linear partial differential equation is given as follows:

𝐴𝑢𝑥𝑥 + 𝐵𝑢𝑥𝑦 + 𝐶𝑢𝑦𝑦 + 𝐷𝑢𝑥 + 𝐸𝑢𝑦 + 𝐹𝑢 = 0
where 𝐴, 𝐵, 𝐶, 𝐷, 𝐸 and 𝐹 are scalars.

The equation is called

• Hyperbolic if 𝐵2 − 4𝐴𝐶 > 0
• Parabolic if 𝐵2 − 4𝐴𝐶 = 0
• Elliptic if 𝐵2 − 4𝐴𝐶 < 0

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5.1.4 Classification of PDE

Example 5.7:
Classify the following PDEs.
1) 3𝑢𝑥𝑥 − 𝑢𝑥𝑦 + 3𝑢𝑦𝑦 + 𝑢𝑥 = 0
2) 4𝑢𝑡𝑡 + 3𝑢𝑥𝑡 + −𝑢𝑥 + 7𝑢 = 0
3) 2𝑢𝑥𝑡 + 𝑢𝑥𝑥 + 𝑢𝑡𝑡 + 𝑢 = 0

Solution:
1) 𝐴 = 3, 𝐵 = −1, 𝐶 = 3; 𝐵2 − 4𝐴𝐶 = −35 < 0 ⇒ Elliptic
2) 𝐴 = 0, 𝐵 = 3, 𝐶 = 4; 𝐵2 − 4𝐴𝐶 = 9 > 0 ⇒ Hyperbolic
3) 𝐴 = 1, 𝐵 = 2, 𝐶 = 1; 𝐵2 − 4𝐴𝐶 = 0 ⇒ Parabolic
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Exercise 5.4:
Classify the following PDE.
1) 4𝑢𝑥𝑥 + 2𝑢𝑥𝑦 + 𝑢𝑥 = 0
2) 2𝑢𝑥𝑥 + 2𝑢𝑦𝑦 − 5𝑢𝑦 + 8𝑢 = 0
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢 𝜕𝑢
3) + 4 𝜕𝑦𝜕𝑥 + 4 𝜕𝑦 2 − 𝜕𝑥 + 𝜕𝑦 − 7𝑢 = 0
𝜕𝑥 2

𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢 𝜕𝑢
4) 3 𝜕𝑡𝜕𝑥 − + 2 𝜕𝑥 + 6 𝜕𝑡 − 6𝑢 = 0
𝜕𝑡 2

[Ans: hyperbolic; elliptic; parabolic; hyperbolic]

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5.1.5 Solution of a PDE
A solution of a PDE is a function 𝑢 in such a way it satisfies the PDE and the
given condition as well.

Example 5.8:
Show that 𝑢 𝑥, 𝑡 = 𝑥 sin 𝑡 is a solution of 𝑢𝑡𝑡 + 𝑢 = 0.

Solution:
Find the necessarily derivatives:
𝑢𝑡 = 𝑥 cos 𝑡 , 𝑢𝑡𝑡 = −𝑥 sin 𝑡
From the LHS of PDE,
𝑢𝑡𝑡 + 𝑢 = −𝑥 sin 𝑡 + 𝑥 sin 𝑡 = 0
which is the same to the RHS of the PDE. Hence, 𝑢 𝑥, 𝑡 = 𝑥 sin 𝑡 is a
solution of 𝑢𝑡𝑡 + 𝑢 = 0. 19
5.1.5 Solution of a PDE

Example 5.9:
Show that 𝑢 𝑥, 𝑡 = sin 𝑥 sin 𝑡 is a solution of 𝑢𝑡𝑡 = 𝑢𝑥𝑥 .

Solution:
First, rearrange the PDE as follows:
𝑢𝑡𝑡 − 𝑢𝑥𝑥 = 0
Then find the necessarily derivatives:
𝑢𝑡 = sin 𝑥 cos 𝑡 , 𝑢𝑡𝑡 = − sin 𝑥 sin 𝑡 ,
𝑢𝑥 = cos 𝑥 sin 𝑡 , 𝑢𝑥𝑥 = − sin 𝑥 sin 𝑡
Starting from the LHS, 𝑢𝑡𝑡 − 𝑢𝑥𝑥 = − sin 𝑥 sin 𝑡 − (− sin 𝑥 sin 𝑡) = 0
Hence, 𝑢 𝑥, 𝑡 = sin 𝑥 sin 𝑡 is a solution of 𝑢𝑡𝑡 = 𝑢𝑥𝑥 .
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Exercise 5.5:
1) Show that 𝑢 𝑥, 𝑡 = 𝑒 −4𝑡 sin 𝑥 is a solution of 𝑢𝑡 = 4𝑢𝑥𝑥 .
2) Show that 𝑢 𝑥, 𝑡 = cos 𝑥 cos 𝑡 is a solution of 𝑢𝑡𝑡 = 𝑢𝑥𝑥 .
3) Show that 𝑢 𝑥, 𝑡 = 𝑥 2 + sin 𝑥 sin 𝑡 is a solution of 𝑢𝑥𝑥 = 𝑢𝑡𝑡 + 2.

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5.2 Method of Separation of Variables
In this topic, we are solving separable linear partial differential equations,
and Fourier series techniques are involved in obtaining the solution.

By method of separation of variables, we aim to find a solution in the form

of a product of 2 functions; a function in 𝑥 and a function in 𝑡,
𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇(𝑡) ≠ 0.

From the assumed solution above, the derivatives are as follows:

𝜕𝑢 ′
𝜕𝑢
= 𝑋 𝑇, = 𝑋𝑇 ′
𝜕𝑥 𝜕𝑡
𝜕2𝑢 𝜕 2𝑢

2
= 𝑋 ′′ 𝑇, = 𝑋𝑇′′
𝜕𝑥 𝜕𝑡 2
With these derivative representations, a separable linear partial differential
equation with two variables can be reduced into two ordinary differential 22
equations.
5.2 Method of Separation of Variables
The partial differential equation is called separable if the derivative
representations of the PDE can be separated by having a function in single
variable on the left and a function in another single variable on the right.

Example 5.10:
Determine whether 𝑢𝑡 = 2𝑢𝑥 is separable.
Solution:
Let 𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇(𝑡), the heat equation becomes
𝑋𝑇 ′ = 2𝑋 ′ 𝑇
By separating the variables, we get
𝑋′ 𝑇 ′
=
𝑋 2𝑇
Hence, the PDE is separable. 23
5.2 Method of Separation of Variables
Example 5.11:
Determine whether 𝑢𝑡 = 𝑢𝑥𝑥 − 2𝑢 is separable.
Solution:
Let 𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇(𝑡), the heat equation becomes
𝑋𝑇 ′ = 𝑋 ′′ 𝑇 − 2𝑋𝑇
Rearrange the equation, we get
𝑋𝑇 ′ + 2𝑋𝑇 = 𝑋 ′′ 𝑇
𝑋 𝑇 ′ + 2𝑇 = 𝑋 ′′ 𝑇
By separating the variables, we get
𝑋′′ 𝑇 ′ + 2𝑇
=
𝑋 𝑇
Hence, the PDE is separable.
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Exercise 5.6:
Determine whether the following PDEs are separable.
1) t 2 𝑢𝑡𝑡 = 𝑥 2 𝑢𝑥𝑥
2) 𝑢𝑥 + 𝑢𝑡 = 1
3) 𝑥𝑢𝑥𝑥 − 4𝑢𝑡𝑡 = 2𝑢𝑥
4) 𝑡𝑢𝑥 + 𝑥𝑢𝑡 + 𝑢 = 0
5) 𝑢𝑥 + 𝑢𝑥𝑡 = 𝑥𝑢𝑡

[Ans: Yes; No; Yes; No; Yes]

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5.2 Method of Separation of Variables

Example 5.12:
𝜕𝑢 𝜕2 𝑢
Find the solutions of the heat equation = 𝑘 𝜕𝑥 2 along a uniform metal
𝜕𝑡
rod, using separation of variables.

Solution:
Let 𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇(𝑡), the heat equation becomes
𝑋𝑇 ′ = 𝑘𝑋 ′′ 𝑇 (5.1)

By separating the variables, we get

𝑋′′ 𝑇′
=
𝑋 𝑘𝑇
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Since the left-hand side of the equation is dependent only on 𝑥 and it is
equal to the right-hand side of the equation where it is dependent only on 𝑡,
to hold the validity of this equality, both functions must be equal to a
constant as follows:
𝑋′′ 𝑇′
= ≡𝑝
𝑋 𝑘𝑇
where constant 𝑝 is known as separation constant. Hence 𝑋 and 𝑇 must
satisfy
𝑋 ′′ − 𝑝𝑋 = 0 and 𝑇 ′ − 𝑝𝑘𝑇 = 0. (5.2)

27
 Recall: 𝑋 ′′ − 𝑝𝑋 = 0 and 𝑇 ′ − 𝑝𝑘𝑇 = 0. (5.2)
We need to consider three possible cases for 𝑝.

Case (1): 𝑝 = 0.
From Eqn (5.2), it follows that 𝑋 ′′ = 0 and 𝑇 ′ = 0 which have the solutions
𝑋 𝑥 = 𝑎𝑥 + 𝑏 and 𝑇 𝑡 =𝑐
respectively. Hence,
𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇 𝑡 = 𝑎𝑥 + 𝑏 𝑐 = 𝐴𝑥 + 𝐵.

28
 Recall: 𝑋 ′′ − 𝑝𝑋 = 0 and 𝑇 ′ − 𝑝𝑘𝑇 = 0. (5.2)
We need to consider three possible cases for 𝑝.

Case (2): 𝑝 > 0.

Let 𝑝 = 𝜆2 and 𝜆 > 0. From Eqn (5.2), it leads to ODE
𝑋 ′′ − 𝜆2 𝑋 = 0and 𝑇 ′ − 𝜆2 𝑘𝑇 = 0
which have the solutions
2 𝑘𝑡
𝑋 𝑥 = 𝐴𝑒 𝜆𝑥 + 𝐵𝑒 −𝜆𝑥 and 𝑇 𝑡 = 𝐶𝑒 𝜆
respectively. Hence
2 𝑘𝑡 2 𝑘𝑡 2 𝑘𝑡
𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇 𝑡 = 𝐴𝑒 𝜆𝑥 + 𝐵𝑒 −𝜆𝑥 𝐶𝑒 𝜆 = 𝐷𝑒 𝜆𝑥+𝜆 + 𝐸𝑒 −𝜆𝑥+𝜆

29
 Recall: 𝑋 ′′ − 𝑝𝑋 = 0 and 𝑇 ′ − 𝑝𝑘𝑇 = 0. (5.2)
Case (3): 𝑝 < 0.
Let 𝑝 = −𝜆2 and 𝜆 > 0. From Eqn (5.2), it leads to ODE
𝑋 ′′ + 𝜆2 𝑋 = 0and 𝑇 ′ + 𝜆2 𝑘𝑇 = 0
which have the solutions
2 𝑘𝑡
𝑋 𝑥 = 𝐴 cos 𝜆𝑥 + 𝐵 sin 𝜆𝑥 and 𝑇 𝑡 = 𝐶𝑒 −𝜆
respectively. Hence
2 𝑘𝑡
𝑢 𝑥, 𝑡 = 𝑋 𝑥 𝑇 𝑡 = 𝐴 cos 𝜆𝑥 + 𝐵 sin 𝜆𝑥 𝐶𝑒 −𝜆
2 𝑘𝑡
= 𝐷 cos 𝜆𝑥 + 𝐸 sin 𝜆𝑥 𝑒 −𝜆
NOTE: Notice that there are three possible solutions. However, with the
boundary conditions and initial conditions, this problem has a unique
solution.
30
Exercise 5.7:
𝜕𝑢 𝜕2 𝑢
Find the solutions of the heat equation = 0.9 𝜕𝑥 2 along a uniform metal
𝜕𝑡
rod, using separation of variables.

[Ans: Case 1: 𝑢 𝑥, 𝑡 = 𝐴𝑥 + 𝐵;
2 2
Case 2: 𝑢 𝑥, 𝑡 = 𝐷𝑒 𝜆𝑥+0.9𝜆 𝑡 + 𝐸𝑒 −𝜆𝑥+0.9𝜆 𝑡 ;
2
Case 3: 𝑢 𝑥, 𝑡 = 𝐷 cos 𝜆𝑥 + 𝐸 sin 𝜆𝑥 𝑒 −0.9𝜆 𝑡 ]

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References

1. Abd Wahid M. R. and Mohd Nor M. (2018). Differential equations

For Engineering Students. Penerbit UTM.

2. Muzalna M. J., Irmawani J., Rahifa R., Nurilyana A. A. (2018).

Module 2: Differential Equations, Penerbit UTeM.

3. Edwards C. H., Penny D.E.& Calvis D.(2016). Differential

Equations and Boundary Value Problems, Fifth Edition. Pearson
Education Inc.

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 Thank You

Questions & Answer?

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