PDE 1a.First order PDE
PDE 1a.First order PDE
Origin
:1.
Partial differential Equations (PDE) arise in study when the number of
t differ
ndcnt variable
ependent variables is two or more. Most of the problems of applied
athematies. physics, engineering sciences are involvedw partial
hfierential equations.
An equation which involves the independent variables, dependent variable
ni the partial derivatives w.r.t the independent variables is called the partial
ifferential equation (PDE).
Forexample, CYoy
Ox
(1)
(2)
pp=o
Oxoy Ox
(3)
2
Xy (4)
x
o'u 0'u ou0
0 (S)
(o)
Ox Voy
afe partial differential equations.
quations (1), (2), (3) and (6) contan two udependent variables,
d y, equation (5) contains three indepenlet varables, , r and .
Order and Degree of PDE:
As in ordinary differential cqquaton, the order ot the highest order partial
called the order of the PDE and the degree of
erivative inim
valive the equation s
is deriva is called the degree
of the PD.
derivative
ant degree of () is 1 and 1,
Fo exanple, in the above Aticle tlie u e r
Tor
is I and 2.
ho f I and 2, that ot (6)
(2) is 2 and I; that of (4) is
SOLUTION OF FirsT OrDEr ParTlAL
DiFFErENTIAL EqtATION
7.1. Origin of Partial Differential Equation (PDE).
when the number of
Partial ditferential Equations (PDE) arise in study
more. Most of the problems of applied
itdependent variables is two or
sCiences are involved with partial
mathematics. physics, eng1neering
ditterential equations.
involves the independent variables, dependent variable
An equation which
variables is called the partial
and the partial derivatives w.r.t the independent
differential equation (PDE).
For example, x+y= z (1)
Ox cy
xy- (2)
r Cxoy
(3)
Oxoy Ox
= xy (4)
ou o'u 5)
(6)
ox
are partial differential equations.
variables.
and (6) contain two independent
Equations (1), (2), (3) and .
three independent variables, x, y
I and y; equation (5) contains
Order and Degree of PDE:
ofthe
the order highest order partial
As in ordinary differential equatiOn, of
called the order of the PDE and the degree
derivative in the equation is
of the PlDE.
this derivative is called the degree is I and 1
Article the order and degree of(1)
For example, in the above I and 2.
that of (2) is 2 and I; that
of (4) is I and 2; that of (6) is
ENGINEERING MATHEMATICS-JI
or product
occur
arly
linearly
i.e. power orp
power
190 derivaties
one then PDE is
partial with degree
Linear
PDE: Ifthe derivatives
presents
and its
ofthe
dependent non-linear.
where a s equations ( h
otherwise linear
are
called linear,
(2) and (5)
equations
For example, we shall use
non-linear. chapters
are
(3). (4)
and (6) and
subsequent
the independent
convenience
in the present derivatives
of z w.r.t
For
notation for the partial
the following
variablesx andy:
ax
P ay 04x
O r d e r PDE elimination of
of First by the
formed either
Formation
7.2. be number
differential equations can
functions. If the
Partial of arbitrary
elimination variables
constants or by number if independent
arbitrary than the number
is more
first. If the
order than the
constants
of arbitrary
will be of higher number of
independent
obtained PDE
then the than the
is equal or greater Otherwise the
functions order.
of arbitrary will be of higher
obtained PDE elimination
then the obtained by
variables
the order PDE of
order. In general arbitrary
PDE will be of first the number
of eliminated
functions is equal to
of arbitrary
functions.
examples: ng equations
See the following constants from the foll ng
Eliminating the
arbitrary a r e independent
Example : nature. (In every c a s e x, y
and mention its
form the PDE
dependent) are independent)
variables and z is variable and x, y
z is the dependent
(In each equation
() z =
(a + xXb + y)
(i)
a constants
two arbitrary
(a +x)(b +y). There are a
Solution. () z =
will be
obtained PDE
b. Since it contains two independent variables, the
order one.
From the givCn cquation we get
=(h+ y) and X
Oy
Multiplying these two we get
02 2
(a+ xXb+ y)
Oz
of x Oy
hich is the required PDE. This is a first order non linear differential
quation
(i) (1)
Since this contains three arbitrary constants a, b and c which is greater
than the number of independent variables x, y, the obtained PDE will be of
higher order. Differentiating (1) w.r.t x and y we get
2z 00
a ax
of.
X 020
. =Ox 0 i.c. P=0 p=0 (2)
=0
(3)
p +zr)=u
(4)
p' + zr) =0
(5)
Similarly )-0
Doing (4) x x (2) we get
p+zr) 0
Or,
PDE.
) which is the required
ie, x
O
Ox
192 ENGINEERING MATHEMATICS.
IllB
This is a second order non-linear PDE.
2 axba a
or, 2q =
ax ++b
a
|- (3)
4pq= ax ++b a
i.e. x oy
which is the required differential equation. This is a Ist order non-
linear PDE
7.3. Solution or Integral of a Partial Differential Equation
In the prevoius Article we observed a relation like
J(x,y,2,*****yd,b,.. **-) =0 (1)
ore
containing two or more independent variables x, y.... and two or no
tial
independent arbitrary constants a, b . . gives a partial differenua
equation like ¢ (x,y, z .,p,q,*.*) = 0 (2)
DEFFERENTIAL EQUATION
PARTIAL
193
rolation (1) is called
This relati Complete Solution or Complete Integral
a
PDE
the
DE (2). complete integral contains as many arbitrary constants
(2). A con
independent variables.
are
there
Agan we have seen in the same Article a relation like
f(..2d.v.)=0
(3)
ntaining two or more independent variables, x, y and two or more arbi-
an functions 0.V,*. also gives a partial differential equation like (2).
trary
his relation (3) is called a General Solution or General Integral of the
pde (2).
1f particular values are given to the arbitrary constants or if the arbi
-2y
Cx
Cy
(1)
(2)
=y+2/ logy
p.d.e (1). Suppose
some
solution otf the
99 here (2) is the General
gives fu)= t then (2)
Osinposed on the differential equation
solution
particular
es=y2 log ywhich is
4. Linear PDE of First Order
APartial diflerential cquation of the Torn
R
Cx
ENGINEERING MATHEMATIcs-IuIB
194
i.c Pp+Qq - R
Ist order where P, Q and R are function of x,
is called a linear p.d.e of
y and z
This equation is also knowns
as Lagrange's Equation.
Oz x y zx 1s a linear PLDE of
y')+(ry + zx)=
-
Example 1. ( -2yz -
first order
Here P=z' -2vz- y'.Q=y + zx andR=xy-ZX
oU
Similarly. Oy OU
EFFERENTIAL EQUATION 195
ART
OU
P R
P++R=0 Proved
suppose U be a solution of the equation
the converse part we
To Drove
(3)
0z
relation gives the
U We shall show this
Consider the equation
=c.
As above
pde (2).
GU
OU
Oy
and q=u
p U
oU OU
= R
x+Q
GU OU
is a solution of (2).
R which is (2)..U
=c
O7, Pp +Qq =
simultaneous system
solution of the
heorem 2. Every
d dyd
P R
+R=0 and vice-versa
a solution ofthe PDE pox+
(1)
Proof. Let U =C
e a solution of the system
(2)
196
dU 0
(3)
=
From (2),
dy oU0
or. Udx *ay AR
anddt
=
dr= AP.dy =Q
From (2).
these in (3),
Putting
A p + o + a R= 0
R = 0 proved.
r, p oy be a
solution of
me suppose
U =c
converse part
To prove the
(4)
p+ R=0.
ox Oy
dx dz
From the system R
P
dy
we have P R
dx + -dy +dz
Oy
POU OU R OU
0z
.U =c is a solution of (4).
Theorem 3. If u = constant and V = constant be two independen
solution of the system
d dy d
P R
then o(U,V) = 0 is also a solution of the system. where is an arbitrary
function.
Proof. By the prevIOus Theorem 2,
PARTIAL DEFFERENTIAL EQUATION 197
+R=0
(1)
P +RêV
(2)
Difierentiating o (U,V)=0 partially w.r.tx, y and z respectively
t -
GU
U
From these we get
CX Oz
+RU
P R R
=0+x0 using (1) and (2)
CV
p 0+ R=0
0Z
oy is a solution
of
byTheorem 1 above, o
d dy dz
P R methodis
theorems the Lagrange's
three
On the
the basis ofpabove
resented below:
develope This is a p.d.e ofthe
for Pp+ Qy
=
R where
To solve
P
Lag ange's Method:
we shall tind two independent
solution
d ddy
d dz (which is done in the chapter "simultancous linear
P R ó (U,V) Oor.
differential equations'). Then by Theorem 3 the relation =
dy dz dx +dy + dz dr +dy + d
dr F
of, 0
y-z z-x x-y (y-z)+(2-x)+(x-Y)
'dx+dy + dz =
0
On integration, x + y +z = constant is a solution of (1)
o(x+ y +
2,x + y' +z') =0 where o is an arbitrary function.
We could also take x' + y'+z =f(r+ y+2) as a solution.
subsidiary equation is
lts
d
d
R
P
d d
(1)
or. xdr = h
r - ' =C,(constant)
the required general solution is
(y+)+(z +)=*+y
x are
Solution. Its subsidiary/ auxiliary equations
d dy (1)
ytz 2+X x+y
We have to find two solutions of (1)
dx + dy + dz (2)
Each ratio of (1) 2(x+ y+ 2)
d - hy + Odz
Each ratio of (1) 1s + x)+O(x+ y)
(yt z)-(2
d-dy
(3)
-(xy)
Ods t dy-d
tach ratio of (1) is + *)-(x+ V)
O(yt)+ (2
dy- d (4)
200
therefore
Since (2) =(3)
dr + dy + dz
dr -dy
-(x-y)
2(x + + z)
dx+ y+)d(r-y)
2(x+y+z) X-y
side we get
Integrating both
-log(r -y) + loge
log(x + y+ z) =
= constant
or. x+y+z (r-y)
which is one solution of (1).
or. (r+ y+z)(* - y)'=c
dlr-y)dy-2)
-4U-D=_4y-3)
Again (3)
=
(4) and so X-y y-z
Integrating both
side we get
constant
log(x-y) log(y-z)
+ =
or, =c,
which is another solution of (1)
of the given P.D.E is
the general solution
|(x+y+zMx -y)}*2|=0
-
is constant.
where d
PDE
Example.4. Solve the
ds t yh tzd:
Fach ratio of Gl) is :)+ :(0-mv)
{m2 - nv)+ y(nn-
d + ydy t zd
PARTIAL DEFFERENTIAL EQUATION
201
xdr + h + zdz = 0
Constant
of -
x oy a
P+q=-
a
(1)
Its subsidiary equation is
dx dydz
(2)
I z/a
We shall find two solution of (2).
From the first two ratio of (2),
d =dy. Integrating x = y+Cj 0r, *-y= c, (3)
This is solution of (2)
one
202
constant
Integrating. r =log:+
or.=C.e"
function of c,
is arbitrary
constant so c, 1s arbitrary
Since c,
arbitrary.
1.e. c =
ftc,) = y) by (3), wheref is
f(x -
Evample.6. Solve
(n-2a)+(2-*'y)-9:( -y)
oy
Solution. This is a lst order linear P.D.E.
R =9z(x* - y')
Here P n ' -2x.0=2' -r'y and
Its Subsidiary equations aree
P R
dx dy (1)
or.
-22y-r'y 92(x -y)
dr
dz
r. x(y -2x) y(2 -x) 9:(x* - y')
a n d a s as multiplier
Taking 3
we get
dy d
d
z(y- 2x) y(2y - x') 9:(x' -y')
3
-2r) (2y-r') 4r- r')
d s+ d y , d = 0
3
p A R T I A L L
Integrating
both side we get
-2212- x'y
. 2-xdr + (2x* -y'Jdy = 0
ordinary equation
differential with homogeneous coefficient.
Ahis a
therequired solution is x
differential equation
Example.7. Find the particular solution of the partial
4 , 2 =0.
found its general solution which is
olution. In a previous Example we
(1)
given by X+y+Z =C
(2)
6
or, + C2
or,
8=C
Or, 8 =c,
Or, =8+C2
204 ENGINEERING MATHEMATICS- R
(+r+:)) = 8+ x + r + :
i z(p-9) = :*+(x+y)
iv) pcos(x + )+qsin(r + y) =z.
Solution.
() The subsidiary equations of the given p.d.e are
dr dz
(1)
- +0(* -' )
d Jdr + Ndy
-:'. )-0
differential finction.
where o is an arbitrary
of the given p.d.e are
(i) The subsidiary equations
d d
e (1)
22
RTIAL DEFFERENTIAL EQUATION 205
IRT2
solution of (1).
ThisIs a
+ -
ie. n-(zdi +yd:)-
zd: =0.
ied()-d(jz)-<d(=) =0
hich on integration gives
constant. This is another
.e. -2yz -2* =c,, c, being an arbitrary
solution.
is
solution of the given equation
So the general
or +y + z',y-2yz- z?)=0
differentiable function.
where o is an arbitrary
are
iü) The subsidiary equations
dr dy dz
-z
-Z +(x+ y)
rom the first two ratios, we have dr =-dy
Tuch on integration gives x+ y=C have
we
third ratios,
Again from first and
dx dz
z' +(x+}y)
zdz
ic., d =
z+ 2x+ logc,
o n integration gives
log(:' +G)=
e.+(x+ye"= is
So the of the equation
general solution
+y'e*)=
0
+y.+ (x function.
where is arbitrary an
differentiable
(v) The subsidiary equations
are
d dy
cos(x+ ) sin(x + y) z
dr + dy d
cos(x + y) + sin(x + y)
du d:
or, , putting x*y =FU
Sinu+ cOSu -
or, 2
sin(74+u
or, cosee(74+u)du =V+d
which on integration gives
2log=logan(u++ loge,
.=c,tan|*
.co fractions we have
Also from first two
dx + dy dr-dy
cos(x + y) + sin(x+ y) cos(r+ y)- sin(x + )
Or.
cos(x +
) - Sin 2Jx + y) d(* -y) =
cos(x + y) + sin(x + y)
(
- y-)p+2xyq = 2x
olution.
Its subsidiary equationis
dr dy dz
dx
or,
dz 2z 2 x
Bernoulli's form.
differential equation in
ihis is a lst order ordinary
This is arranged as
(3)
dz 2z 2 d r 1 dt
dr dx dt d
Put =t dz 2x d
or,d 2 d
dz d
Putting these in (3) we get
dt
2 d: 2
Or, =-( +1)
dz Z
This is linear. Its IF =e =
Multiplying by this we get
-+
or, - ; + ) o , d=- +Dde
integrating both side we get
=
-(C+1)z +constant
or, =-( +1)z +constant
or, +1)z + constant, using (2)
+2 = Constant
or,
or,
r+y+z Constant.
This is other solutions of (1). . the required solution is
= 0, is arbitrary function.
+ constant
3 3
or, - y' =c (constant), which is one solution of (1)
RTIAL DEFFERENTIAL EQUATION
A R T 1 4
209
From the first and third ratio of (1) we get
d dz
O. dr Or. xdr = zdz
+constant
( - y + ( -zx)=?-y
Oy
Selution. The subsidiary equations are
dy dz
(1)
r- -zx -y
We shall find two solutions of (1)
dx- dy
(x-y)x+y+ :) (2)
dy d
dx-dy
me eeensem (-Xt*yt2)
reameir
vx y+ +y+
z) 2) ( y - z X tyt:)
d(x y dy-2)d(z-)
y-2
210
all side
we get const
Integrating
+ const= log(z - x) +
const = log(y- 2)
log(r-y)+
two
Z=c
From the first y-2
solution is
.. the required
(3x+y-z)+(x+y-z)=2(2-y).
Example.12. Solve
the p.d.e Ox oy
Solution. Its subsidiary equation is
dz ()
dr dy
2(z-Jy
3r+y - z r + y - z
We shall find two solutions of (1).
dr-3dy-dz
Each ratio of (1) is
(3x+y-z)-3(x+y-2)-27-)
dr-3dy-dz
0
d-3ay- dz =0
Integrating both side we get
(2)
x-3y-z = q (constant)
This is one solution of (1)
Considering first two ratio of (1) we get
dx dy
3x +y-2X+y-2
dx dy using (2)
3x+ y-(x -3y-cj)
x+y-(r-3y -cq)
dx dy
or,
2x +4y+ C 4ytC
dy 4y+C
r, dx 2x+4y+C
PARTIAL DI
dy du1 du
Put u=4y+ ** dx du dr 4 dr
du
from above, 4 dr 2x+u
dr (2x+u) d
Or, du 2u4
-
Of du 4u
This is a 1st
order linear ordinary differential equation.
would be
Its solution
2-= Constant
u
2x-(4y+C2- constant
4y+
Or,
2x-(4y+X-3y--constant, using (2)
V4y +x-3y-z
-y+ Z =C
or, x+y-2
of (1).
This is another solution
solution is
the required general
X-y+2
=0
d|x-3y-z,7
yhere is an arbitrary function.
Example. 13. Solve:
a(y-x)
+y-z +ar) (x +y-z +ay)oy
ox
is
Solution. The given p.d.e
+ y - 2 + ay)q
=
a(y -x)
ax)p (x
-
(r+y-z +
a(y-x)
+)y-z}q
=
+1)x+y-z}p-{x+(a
O7, (a aly -x) (1)
z}p-{(r+y)+ay-z}q=
07,
ax +(x++y) -
ENGINEERING MATHEMATICS -1II B
212
Simple to solve if
we transfors
becomes nore
Sometimes the p.d.e
some variables to others.
(2)
Here we put
v=*-y
_ _ C, using chain rule
Then, p= Ov ox
Cr ou Or
Oz
CZ =zOu ov
Cu v
dz Ou
and
Cu ôy ov Oy
1+-1)
OV
=_ ov
From (2) we get x= =:U+V and y=
2
Putting these in (1) we get
2u- Cv
a Ov
V-
Ou
or, av+ (2u + au-2z)= -av (3)
Ou Ov
which is a Ist order linear p.d.e of independent variable u and v
Its Lagrange's auxiliary equation is
du dv dz
(4)
av 2u +au -2z -av
We shall find two solutions of (4).
Considering the first and third ratio,
du dz
=
or, du
= -dz
av -av
integrating both side, u = -z + constant
or, u +z = c,(constant) (5)
which is one solution of (4)
Considering the first and second ratio of (4) we get
du dv
av 2u + au-2z