MA5355

TRANSFORM TECHNIQUES
AND
PARTIAL DIFFERENTIAL EQUATIONS

UNIT – I PARTIAL DIFFERENTIAL

EQUATIONS
[4]
OVERVIEW

 Homogeneous Linear Equation with constant

coefficients
 Solution of Homogeneous Linear Equation with
constant coefficients

2
Homogeneous linear partial differential equation
with constant coefficients
An equation of the form
n z n z n z nz
 K1 n 1  K 2 n  2 2  .......  K n n  F ( x, y )
x n
x y x y y
in which K’s are constants is called a homogeneous
 

linear partial differential equation of the order with

constant coefficients.
It is called homogeneous because all terms contain
derivatives of the same order.
A Linear PDE in which all the partial derivatives are of
the same order with degree one is called homogeneous
linear PDE.
3
 Assume that
 
D  , D  .
x y
then the order linear homogeneous equation can be
 

written as

( D n  K1 D n 1 D  K 2 D n  2 D2  .........  K n Dn ) z  F ( x, y )

or

f ( D, D) z  F ( x, y )    (1)
4
Solution of Linear Equation with constant coefficients

The complete solution of equation (1) consists of two

parts, the complementary function and the particular
integral.
Complementary function (C.F)
It is the complete solution of the equation .
 

It must contain n arbitrary functions, where n is the order

of the differential equation.
Particular Integral (P.I)
It is a particular solution of free from arbitrary functions.
 

The complete solution z = C.F + P.I

5
Rules for finding the Complementary function

To find the complementary function of

 

Solve .
The auxiliary equation is , replacing D by m and by 1.
 

 ⇒ 𝑚 𝑛 + 𝐾 𝑚 𝑛 −1
+…+ 𝐾 𝑛= 0
1

It has n roots which are real or complex.

 

Case (i)
If the roots are different then
 

C.F =

where are n arbitrary functions.

 

6
Case (ii)
If two roots are equal say and other roots are different then
 

C.F =

Case (iii)
If three roots are equal say and other roots are different
 

then
C.F =

There is no separate rule for complex roots.

7
Rules for finding the Particular Integral

Particular Integral (P.I) = F ( x, y )

f ( D, D)
Case (i)  When

Then P.I 1
 e ax by
f ( D, D)
1
 e ax by , f (a, b)  0
f ( a, b)

If , then multiply the numerator by and differentiate in

 

the denominator w.r.t D and then replace D by a, by b.

Even then if the denominator in 0, proceed as above again.

8
Case (ii)  When

Then P.I

sin(mx  ny) sin(mx  ny)

  , f (m , mn, n )  0
2 2
f ( D , DD, D ) f (m2 ,mn,n 2 )
2 2

Similarly for
 

If , then multiply the numerator by and differentiate w.r.t

 

D and then replace by , by –mn, by . Even then if the

denominator in 0, proceed as above again.

9
Case (iii)  When , m and n being constants

  1 𝑚 𝑛
Then P.I ¿ ′
𝑥 𝑦
𝑓 (𝐷 , 𝐷 )

′ −1
 
¿ [ 𝑓 ( 𝐷 , 𝐷 )] 𝑥𝑚 𝑦𝑛

To evaluate it, we expand in ascending power of D (or by

 

binomial theorem and then operate on term by term.

10
11
Case (iv)  When is any function of and

1
Then P.I = F ( x, y )
f ( D , D )

To evaluate it, we resolve into partial fractions treating

 

as a function of D alone and operate each partial fraction

on remembering that

  1
′
𝐹 ( 𝑥 , 𝑦 ) =∫ 𝐹 ( 𝑥 , 𝑐−𝑚𝑥 ) 𝑑𝑥
𝐷−𝑚𝐷
where c is replaced by after integration.
 

By repeated application of this rule P.I is evaluated.

12
Case (v)  When

Then P.I = 1
e ax by f ( x, y )
f ( D, D)
  𝑎𝑥 +𝑏𝑦 1
¿𝑒 ′
𝑓 ( 𝑥 , 𝑦)
𝑓 ( 𝐷 +𝑎 , 𝐷 +𝑏 )

This can be evaluated by any of the above method.

13
 Problems

1. Find the solution of pde ( D 2

 3 DD   4 D  2
) z  e 2 x4 y

Solution

Complete solution = Complementary Function + Particular

Integral
The Auxiliary Equation is given by m2  3m  4  0
 m  4,1

 Complementary function  1 ( y  x)  2 ( y  4 x)

Now, we have to find the particular integral,

14
 2 x4 y
e 2 x4 y
e
Particular Integral  2 
D  3DD  4 D 2
36

The Complete solution

  z = C.F+P.I
2 x4 y
e
z  1 ( y  x)  2 ( y  4 x) 
36

2. Find the solution of pde ( D  3DD  2 D ) z  e

2 x y
3 2 3
 e x y
Solution

The Auxiliary Equation is given by m3  3m  2  0

 m  1,1, 2.
15
16
 Complementary Function C.F  1 ( y  x)  x2 ( y  x)  3 ( y  2 x)
Now,
e2 x y e2 x y
P.I1  3 
D  3DD  2 D ( D  D) 2 ( D  2 D)
2 3

Since the denominator = 0, we have x 2 x y

to multiply x on Nr. and Diff. Dr.  e
w.r.t.‘D’ 9

e x y e x y
P.I 2  3 
D  3DD  2 D
2 3
( D  D) 2 ( D  2 D)

Since the denominator = 0, we have x2 x y

to multiply x on Nr. and Diff. Dr.  e
w.r.t.‘D’ 6
17
 z=C.F+P.I1 +P.I 2
x 2xy x2 xy
z 1( y  x)  x2 ( y  x) 3( y  2x)  e  e
9 6
3. Solve ( D 2  DD) z  cos x cos 2 y

Solution
This can be written as
1
( D  DD ) z   cos( x  2 y )  cos( x  2 y ) 
2

2
The Auxiliary Equation is given by m 2  m  0
 m  0,1
 C.F  1 ( y )  2 ( y  x)
18
Now, we find the particular integral

cos ( x  2 y ) cos ( x  2 y )
P.I1    cos ( x  2 y )
( D  DD)
2
(( 1)  ( 2))

cos ( x  2 y ) cos ( x  2 y ) cos ( x  2 y )

P.I 2   
( D  DD)
2
(( 1)  (2)) 3

The Complete solution is

 

1 1
z  1 ( y  x)  2 ( y  x )  [cos( x  2 y )  cos( x  2 y )]
2 3

19
 2
 
4. Solve (D  DD  6D )z  x y
2 2 2

Solution

The Auxiliary Equation is given by m 2  m  6  0

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

Now, we find the particular integral

1
x y2 2
1   D D 2

P.I  2  2 1   6 2  x2 y 2
D  DD  6 D2 D  D D 

20
   D D   D
2 2 2
D  2 2
2
 D 1    6 2     6 2   x y
  D D  D D  


  D  D  2
 D 2  2 2
 D 2 1   6 2  2 x y
 D D  D 

  2 x 2
y 2 x 2
 2x2 
 D 2  x 2 y 2   6 2  2 
  D D  D 

  2 x 3
y 2 x 4
 2 x4 
 D 2  x 2 y 2   6  
  3 12  12 
21
  2 2 2 x3 y x4 
 D 2 x y  3  7 6 
 

 x4 y 2 2 x5 y 7 x6 
   
 12 60 180 

5. Solve ( D3  7 DD2  6D3 ) z  e 2 x  y  sin(x  2 y)

Solution

The Auxiliary Equation is given by m3 – 7m – 6 = 0

Here m = –1 is a root

22
The other roots are given by
m2 – m – 6 = 0
  m = + 3, -2
 
The roots are m = –1, -2, 3

C.F  f1 ( y  x )  f 2 ( y  2 x )  f 3 ( y  3 x)

1 2x y
P. I1  3 e
D  7 DD  2  6 D  3
1 2x  y
 e
(2) 3  7(2)(1) 2  6(1) 3

1 2x  y
 e
12
23
 1
P. I 2  3 sin( x  2 y )
D  7 DD   6 D 
2 3

1
 sin( x  2 y )
 D  7 D (4)  6( 4 D )

1
 sin( x  2 y )
27 D  24 D 

1
 sin( x  2 y )
3(9 D  8 D )

9 D  8D
 sin( x  2 y )
3(9 D  8 D)(9 D  8 D)

9 D  8D 
 sin( x  2 y )
3(81D  64 D )
2 2
24
 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
 [9 cos( x  2 y )  16 cos( x  2 y )]
525
1 1
 [7 cos( x  2 y )]  cos( x  2 y )
525 75

The complete solution is z = C.F + P.I1 + P.I2

(i.e.) z  f 1 ( y  x )  f 2 ( y  2 x )  f 3 ( y  3 x )
1 2x  y 1
 e  cos( x  2 y )
12 75 25
  
6. Solve ( D  2 DD  D ) z  x y  e
2 2 2 x y

Solution
The Auxiliary Equation is given by m2 + 2m + 1 = 0
  m = –1, –1
C. F .  f 1 ( y  x )  x f 2 ( y  x )
1 x y
Now P.I1  2 e
D  2 DD  D2

1 x y
 e
(1) 2  2(1)(1)  (1) 2

Since the denominator = 0, we have

to multiply x on Nr. and Diff. Dr.
w.r.t.‘D’
26

x
ex y
x2 x y
 e
2 D  2 D 2
1
P.I2 = x 2
y
D  2 DD   D 
2 2

1
 x2 y
 2 D D   D  2

D 1 
2
2 
 D 
1
1   2 DD  D 2

 2 1   2
 x2 y
D   D 

1   2 DD   D  2   2
 2 1   2
 x y
D   D 

27
 1  2 D  2 1  2 2 D 2 
 2 1  D  x y  2 ( x y )  D ( x y )
D D

1  2 2 x3 
1  2 2 2   2 x y  3 
  x y  ( x ) D
D2 D   

1  x3 y 2x4  x 4 y x5
     
D 3 12  12 30

z = C.F + P.I1 + P.I2

x 2 x  y x 4 y x5
(i.e.) z  f1 ( y  x)  x f 2 ( y  x )  e  
2 12 30
28 28
 7. Solve ( D 2  3DD  4D2 ) z  x  sin y
Solution
The Auxiliary Equation is given by m2 + 3m – 4 = 0
  m = 1, – 4
 C. F .  f1 ( y  x )  f 2 ( y  4 x )

1
Now P.I1 = 2 x
D  3 DD   4 D  2

1
 x
2 3DD  4 D 
2
D 1  2 
 D 

29
 1
1   3DD   4 D  2
 1   3DD  4 D 2 
 2 1    x  2 1   2
 x
D   D2  D   D 

1 1  x 2
 x 3
 2  x  0    
D D2 6

Now P.I2 = 1
sin( 0 x  y )
D  3 DD   4 D 
2 2

1 1
 sin(0 x  y )  sin y
0  0  4(1) 4

z = C.F + P.I1 + P.I2

x3 1
(i.e.) z  f1 ( y  x)  f 2 ( y  4 x)   sin y
30 6 4 30
 8. Solve ( D 2
 5 DD  6 D 2
) z  y sin x

Solution

The Auxiliary Equation is given by m 2  5m  6  0

 m  3, m  2.

 C.F  1 ( y  3 x)  2 ( y  2 x)

y sin x y sin x
Now P.I  2 
D  5DD  6 D 2
( D  3D)( D  2 D)

1  y sin x 

( D  3D)  ( D  2 D) 
31
 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  2sin x  ( y  2 x) cos x 
( D  3D)

1
   y cos x  2sin x 
( D  3D)

  ((b  3x) cos x  2sin x) dx here

 b  y  3x 
32
  b sin x  2 cos x  3( x sin x  cos x)

 ( y  3 x) sin x  2 cos x  3( x sin x  cos x)

 5cos x  y sin x
The complete solution is
z  1 ( y  3x)  2 ( y  2 x)  5 cos x  y sin x

9. Solve ( D 2  D2 ) z  e x y sin(2 x  3 y)

Solution

The Auxiliary Equation is given by m2 – 1 = 0

33
   m2 = 1 m1

C.F.  f1 ( y  x)  f 2 ( y  x)

1 x y
P.I = D 2  D 2 e sin( 2 x  3 y )

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  1  D  2 D   1
2 2

x y 1
e sin( 2 x  3 y )
D  2 D  D  2 D
2 2

34 34
 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  D)  25
2

x y [2( D  D )  5]
e sin( 2 x  3 y )
4( D  2 DD   D  )  25
2 2

35 35
 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

x y 2 D[sin( 2 x  3 y )]  2 D[sin( 2 x  3 y )]  5 sin( 2 x  3 y )

e
 125

ex y
 [4 cos( 2 x  3 y )  6 cos(2 x  3 y )  5 sin( 2 x  3 y )]
125

ex y
 [10 cos(2 x  3 y )  5 sin( 2 x  3 y )]
125
36 36
 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

37 37