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IJ Introduction
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PARTIAT
DIFFERENTIA
EquATr0Ns
CONTENTS
Preface u

0. Partial Differential Equationsof First Order t-46


0 . 1 Introduction I
,,91 Surfacesand Normals 2
w,6.3 Curves and their Tangents 4
wg4 Formation of Partial Differential Equation 6
Solution of Partial Differential Equationsof First Order ,10
-09 Integral SurfacesPassingthrough a Given Curve ,{Z
\9.7 The Cauchy Problem for First Order Equations 20
y.{
'0.9 SurfacesOrthogonalto a Given Systemof Surfaces 21
First Order Non-linear Equations 22
0.9.1 Cauchy Method of Characteristics 2.1
I
\y.1,0 CompatibleSystemsof First Order Equations 30
,,xrr Charpit's Method 34
0.ll.l SpecialTlpes of First Order Equations 38
Exercises 43

1. Fundamental Concepts 47:78


1.1 Introduction 47
''./2 Classificationof SecondOrder PDE 47
-14 Canonical Forms 48
1.3.1 CanonicalForm for Hyperbolic Equation 49
1.3.2 CanonicalForm for Parabolic Equation 51
1.3.3 CanonicalForm for Elliptic Equation 53
I .4 Adjoint Operators 62
I .5 Riemann's Method 64
Exerckes 77

2. Elliptic Differential Equations 79-146


'.4.t Occunenceof the Laplaceand PoissonEquations 79
2.1.1 Derivation
of LaplaceEquation 79
. 2.1.2 Derivation
of PoissonEquation 8/
2.2 BotndaryValueProblems(BVPs) :82
.,tl SomeImportantMathematical Tools 82
C/ Properties
of HarmonicFunctions 84
2.4.1 The SphericalMean 85
v
vt CoNTENTS

2.4.2 Mean ValueTheoremfor HarmonicFunctions g6


Maximum-Minimumprinciple and ConsequencesgZ
,2.4.3
4 Separationof Variables 9-l
,;tK Dirichlet Problem for a Rectangle 94
Z1 The NeumannProblemfor a Rectanple 92
-ZA InteriorDirichlerProblemfor a CircL 9g
_29 Exterior Dirichler Problem for a Circle 102
-.f l0 lnterior NeumannProblem for a Circle 106
._V1,1 Solutionof LaplaceEquationin CylindricalCoordinates /0g
91 2 Solutionof LaplaceEquationin SphericalCoordinates 1/J
,2. l3 Miscelianeous Examples /22
Exercises I44

3. Parabolic Differential Equations 147_lgg


3.1 Occurrenceof the Diffusion Equation 147
3.2 Boundary Conditions 149
3.3 ElementarySolutionsof the Diffusion Equarion 150
3.4 Dirac Delta Function /54
3.5 Separationof VariablesMethod /j9
3.6 Solutionof Diffusion Equationin CylindricalCoordinares 121
3.7 Solutionof Diffusion Equationin SphericalCoordinares _124
3.8 Maximum-MinimumPrincipleand Consequences1Zl
1.9 M i s c e l l a n e o uEsx a m p l e s / 2 9
Exercises I86

4. Hyperbolic Differential Equations lgg_232


4.1 Occurrenceof the Wave Equation 1g9
4.2 Derivationof One-dimensional Wave Equation /g9
4.3 solution of one-dimensionalwave Equationby canonicalReduction /92
4.4 The Initial ValueProblem;D'Alembert'sSolution 196
4.5 Vibrating Srring-Vadables SeparableSolution 200
4.6 ForcedVibrations-Solutionof Non_homogeneous Equation ?0g
4.7 Boundaryand Initial Value problemfor Two-dimensional
Wave
Equarions*Merhodof Eigenfunction 2I0
4.8 PeriodicSolutionof One-dimensional Wave Equationin Cylindrical
Coordinates 213
4.9 PeriodicSolutionof one-dimensionalwave Equarionin Sphericarpolar
Coordinares 21J
4.10 Vibrationof a CircularMembrane 2/Z
4.ll Uniquenessof the Solutionfor the Wave Equation 2/9
4.12 Duhamel'sPrinciple 220
4.13 Miscellaneous Examples 222
Exercises 230
Ii CoNTENTS
I
I 5. Green'sFunction 233-2
I t., l n r r o d u c r i o nz J J
5.2 Green'sFunctionfor LaplaceEquation 239
5.3 The Methods of Images 245
5.4 The EigenfuncrionMethod 2jZ
5.5 Green's Function for the Wave Equation_Helmholtz Theorcm 254
5.6 Green'sFunctionfor the Diffusion Equation 259
Exercises 263

6. Laplace Transform Methods Z6S-J1


6.1 Introducrion 265
6.2 Transformof Some ElementaryFunctions 26g
6.3 Propeniesof LaplaceTransform 270
6.4 Transform of a Periodic Function 228
6.5 Transformof Error Function 280
6.6 Transform of Bessel'sFunction 28J
6.7 Transform of Dirac Delta Function 2g5
6.8 InverseTransform 285
6.9 Convolution Theorem (Faltung Theorem) 292
6.10 Transform of Unit Step Function 296
6.ll Complex Inversion Formula (Mellin-Fourier Integral) 299
6.12 Solution of Ordinary Differential Equations 302
6.13 Solutionof PartialDifferenrialEquations 302
6.13.1 Solurionof Diffusion Equarion 308
6.13.2 Solutionof Wave Equarion j13
6.14 Miscellaneous Examples 321
Exercises 329

7. Fourier Transform Methods 333-3g


7.1 Introduction 333
7.2 Foti,er Integral Representations -tj.t
7.2.1 Fourier Integral Theorem 335
7.2.2 Sine and Cosine Integral Representationsjjg
7.3 Fourier TransformPairs -139
7.4 Transform of ElementaryFunctions 340
7.5 Propertiesof Fourier Trasnform -i4j
7.6 Convolution Theorem (Faltung Theorem) -i56
7.7 Parseval'sRelation -t58
7.8 Transform of Dirac Delta Function 3i9
7.9 Multiple Fourier Transforms .li9
7.10 Finite FourierTransforms 360
7.10.1Finite Sine Transform i61
7.10.2Finire CosineTransform 362
CONTENTS

7.ll Solutionof DiffusionEquation 363


7.12 Solutionof Wave Equation 367
7.13 Solutionof LaplaceEquation 371
7.14 MiscellaneousExamples J73
Exercises 384

Ansversand Keysto Eterches 388-423

Bibliagaphy 425

Index 427-430
PREFACE
'\'ith the remarkableadvancesmade in various branchesof science,engineeringand technology
:rday, more than ever before, the study of partial differential equationshas becomeessential.For,
:.: have an indepth understandingof subjectslike fluid dynamics and heat transfer,aerodynamics
:lasticity, waves, and electromagnetics,the knowledge of finding solutions to partial differentia
:quationsis absolutelynecessary.
This book on Partial Differential Equationsis the outcome of a seriesof lecturesdelivered
ry me, over several years, to the postgraduatestudentsof Applied Mathematicsat Anna
university, chennai. It is written mainly to acquaint the reader with various well-known
:nathematicaltechniques,namely, the variables separablemethod, integral transform techniques
and Green's function approach,so as to solve various boundary value problems involving
parabolic,elliptic and hyperbolicpartial differenrialequations,which arise in many physica
situations.In fact, the Laplaceequation,the heat conductionequationand the wave equation
have been derived by taking inro account certain physical problems.
The book has been organizedin a logical order and the topics are discussedin a systemati
manner In chapter 0, partial differential equationsof first order are dealt with. In chapter I, the
classificationof secondorder partial differential equations,and their canonical forms are given.
The concept of adjoint operatorsis introduced and illustrated through examples,and Riemann's
method of solving cauchy's problem described. chapter 2 deals with elliptic differential
equations.Also, basic mathematicaltools as well as various DroDertiesof harmonic functions are
discussed. Further,the Dirichletand Neumannboundaryvalueprtblemsare solvedusingvariable
separablemethod in cartesian,cylindrical and sphericalcoordinatesystems.chapter 3 is devoted
to a discussionon the solution of boundary value problemsdescribingthe parabolicor diffusion
equation in various coordinate systems using the variables separablemethod. Elementar
solutionsare also given. Besides,the maximum-minimumprinciple is discussed,and the concept
of Dirac delta function is introduced along with a few properties.chapter 4 provides a detailed
study of the wave equation representingthe hyperbolic partial differential equation, and gives
D'Alembert'ssolution.
In addition, the chapterpresentsproblemslike vibrating string, vibration of a circular
membrane,and periodic solutions of wave equation,shows the uniquenessof the solutions,and
illustratesDuhamel'sprinciple.chapter 5 introducesthe basic conceptsin the constructionof
Green's function for various boundary value problems using the eigenfunction method and the
method of images. chapter 6 on Laplace transform method is self-containedsince the subject
matter has been developed from the basic definition. various properties of the transform and
inverse transformare describedand detailedproofs are given, besidespresentingthe convolution
theorem and complex inversion formula. Further, the Laplace transform methodsare applied to
solve severalinitial value, boundary value and initial boundary value problems.Finally in
Chapter7, the theory of Fourier transformis discussedin detail. Finite Fourier transformsare also
introduced,and their applicationsto diffusion, wave and Laolace equationshave been analvzed
The text is inr.erspersedwith solvedexampleslalso. miscellaneous examplesare given in
CHAPTER O

PARTIAL DIFFERENTIAL
EQUATIONSOF FIRST ORDER
:.1 INTRODUCTION
::rial differentialequations
offirst orderoccurin manypracticalsituatrons suchas Brownianmotion
r:3 theofy of stochasticprocesses, radioactivedisintigration,noise in communi.utron,yrt.,rr,
:rDulation growth and in many problemsdealing wiih telephonetraffic,
-.ghwayand gas traffic flow along a
dynamicsand so on. In fact, their study is essentialto understand
the nat-u
:: solutionsand forms a guide to find the solutionsof hijher order partial
differentiarequation
A first orderpartialdifferentiarequation(usuallydenotedby pDE) in
two independent variabre
,:..r,and one unknownz, also called dependentviriable,
is an equationof the iorm

o(r r,,,(.*)=o ( 0 .t )
\ dx dy)

I n r r o d u c i ntgh e n o l a t i o n

OZ d7
P=^, s=- (0.2
ox dy
Equation(0.1) can be written in symbolicform as

F t x ,y , z . p , q ) = 0 . (03)
A solutionof Eq. (0.1) in somedomain O of IR2 is a function z =
f(x, y) definedand is of C,, in
Q shouldsatisfythe following two conditions:
( i ) F o r e v e r y( x , y ) e O , t h e p o i n t( r , y , " , p , q ) i s i n t h e
d o m a i no f t h e f u n c t i o nF .
( i i ) W h e nz = f ( x , y ) i s s u b s t i t u t eidn t o E q . ( 0 . 1 ) ,i t s h o u l d
r e d u c et o a n i d e n r i t yi n x , y f o r
all (x, y) e Q.
we classifythe PDE of first order dependingupon the form of the function
F. An equation
of the form

S, ).
P1x.y. ztli + Qtx.y. zt+ = R\x.y. z) (0 . 4 )
ox dy
is a quasi-linear
PDE of first order,if tr,ederivativesdz/dx and dzr0y tr-tatappear
in the function
-Eare Iihear'while the coefficientsp,
e andR dependon the indepe;dentvariabresx, I,and arso
on the dependentvariablez. Similarly,an equationof the form
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

), s,
Ptx,ytl + Qtx.y\f = R(x.y. z) (0.s)
ox dy
is calledalmost linear PDE of first order,if the coefficientsp and o are functionsof the inde-
pendentvariablesonly. An equationof the fonn
;? s"
a l x .y t d + b l x .y \ f i + c t x . l t t := d \ r . i (0 . 6 )

is cafleda finearPDE of first order,if the functionF is linear in 0zl0x, dzldy andz, while the
coefficientsa, b, c and d dependonly on the independent variablesx and y. An equationwhich
doesnot fit into any of the abovecategoriesis called non-linear.For example,
0z dz
\t, x 1 +Y. =nz
ox oy
is a linear PDE of first order.
dz dz )
ltt) x 1 +Y a =z-
ox oy
is an almost linear PDE of first order.
s, 2,
( i i i )P { z ) = + - = 0
ox oy
is a quasi-linear
PDE of first order.
,a,Z /.\z
(iv)
l+ I .l ?l =t
\dx ) \dy )
is a non-linearPDE of first order.
Beforediscussingvariousmethodsfor finding the solutionsof the first order pDEs, we shall
review some of the basic definitionsand conceptsneededfrom calculus.

0,2 SURFACES
AND NORMALS
LetO be a domainin three-dimensional
spaceIRr andsuppose
F(x,y,z) is a functionin the
class C'(O), then the vector valued function grad F can be wrrrten as

. ^ (ap aF aF\
g r a of = l . . - " . . - l (0.7)
\ox oy dz )
If we assumethat the partial derivativesof F do not vanishsirnultaneously
at any point then the
set of points (x, y, z) in Q, satisfyingthe equation
F(x, y, z) = ( ( 0 . 8)
is a surfacein o for someconstantc. This surfacedenotedby s6 is calleda level surfaceofF.
lf (,16,y6, z6) is a given point in Q, then by taking F(x6,y|,zi=(, we get an equationbf the
form
F(x, y, z) = F(xo, y6, zs), (0e)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER 3

rlich representsa surfacein f), passingthrough the point (r0,J0,zo). Here, Eq. (0.9) represent
. oe-paraneter family of surface in o. The value of grad F is a vector, normal to the level
rrfrce- Now, one may ask, if it is possibleto solve Eq. (0.8) for z in terms of ;r and y. To-answer
G qnestion, let us consider a set of relations of the fomr
a=fr(u,v), y= f2Qt,v), 2=fi(u,v) (0.10
llere for every pair of valuesof a and v, we will have three numbers;r, Jr and z, which represetts
r point in space.However, it may be noted that, every point in spaceneed not correspondto a
peir u and v. But, if the Jacobian

u!{'r"*, ( 0 .l 1 )
o \u, v)
len, the first two equationsof (0.10) can be solved and z and y. can be exDressedas functions
ofr and y like
u = f,(x. y), v = p(x, y).
Thus, r and v are obtainedoncex and y are known, and the third relation of Eq. (0.10) givesthe
ralue of z in the form

z = fift(x, y),p(x,y)l (0.12


This is, of course,a functional relation betweenthe coordinatesx, y andz as in Eq. (0.g). Hence,
ry point (x, y, z) obtained from Eq. (0.10) always lie on a fixed surface.Equations (0.10) are
also called paranetric equationsof a surface.It may be noted that the parametricequation of a
srface need not be unique, which can be seen in the following example:
The parametric equations
-r=rsrndcosd, y=rsinAsind, z=rcos0
and

, = rro,
" = , ( 1 -+o0' ")' )o " e , , = r Q - Q 1 - ) " r n r .
(r+0") t+0'
both representthe same surfacex2 + y2 + z2 = 12 which is a sphere,where r is a constant.
If the equation of the surface is of the form
z = f(x, y) (0.13
Then
F..=f(x,y)-z=0. (0.14)
; partiallywith respectto .r and.y, we obtain
Differentiating
dF .0F
- - : - - dz
-=v, ^ dF dF dz
=-f -+--={l
dx .dz dx 0y 0z 0y
from which we get
0z --:-::T-
-- dFldx dF
= = -- (usiue 0.14)
.tx df ldz dx
4 INTRODUCTION
TO PARTIALD]FFERENTIAL
EOUATIONS

or
o"
= n
dx
we obtain
Similarly,
dl. )E
,-=q and :1
dv ' =_l
d_
Hence,the directioncosinesof the normalto the surfaceat a point(x, y, z) are givenas

(0.15)

Now, returningto the level surfacegiven by Eq. (0.g), it is easy to write the equationof the
tangent plane to the surface ,.t" at a point (rp, y6, z6) as

( x - x 0 )l a
l F( x 0 . l o . zIo ) .lar J l a r r 1 6 . y n . -l- o r l = 0 .
{0.tbr
Lax
, _ )
l + ( l - r o ) l l - r x s . y 6 . z 6 ) l + r r - r s tlf "l
,-, s Ld:

0.3 CURVES AND THEIR TANGENTS


A c u r v e i n t h r e e - d i m e n s i o nsapl a c eI R I c a n b e d e s c r i b e di n t e r m s o f p a r a m e t r i ce o u a t i o n s
Supposei denotesthe positionvectorof a point on a curvec, then the vectorequationol C mav
b e w r i h e na s

v=Fltl t^r lcI


( 0 .l 7 )
where 1is some interval on the real axis. In componentform, Eq. (0.17) can be written as
x=I(1). y=f2G), z=fr(t\ ( 0 .r 8 )
wherei = (r, /, z) andF(t) =[fi(t), f2(), hO] andthefuncrions
fr, f2 and/3 betongs
to C,(1).
Further,we assumethat

W'ryT)*,0'o'0, ( 0 .l e )

This non-vanishing vecroris tangenrro the curve C at the poinr (x, y, z) or at


[J;O, f20, f](t))
of the curve C.
Anotherway of describinga curve in three-dimensional spaceIRI is by using rhe fact that
t h e i n t e r s e c l i oonf t w o s u r f a c e sg i v e sr i s e l o a c u r v e .
Let

and \(x, y, z) = C1
| (0.20)
F2@,y, z) = Crl|
\
are two surfaces. Their intersecrion.
ir nor empty.is alwaysa curve, providedgrad F, and grad
F: are not collinearat any poinr of ct in IRj. In other words,the intersectionof surfices siven
-
b 1 E q . ( 0 . 2 0 )i s a c u r v e i f
PARTIALDIFFERENTIAL
EOUATIONS
OF FIRSTORDER

etad 4Q, y,z)xglad F2@,y, z) + (0,0,0) (0.2


:;:* every@,y,2)eQ. For variousvaluesof C1 andC2,Eq. (0.20)desuibesdifferentcurv
::r€ totalityofthesecurvesis calleda two parameterfamilyof curves.Here,c1 andc2 arereferr
15parameters of this family.Thus,if we havetwo surfacesdenotedby s] and52 whoseequatio
r: in the form

F ( xy. ,z ) = o l
rJ (0.2
G(x,y, z) = 0l
l::en, the equationof the tangentplaneto,Sl at a point p(xs, ys,z()) is
)F )F )F
( x - x o ) i + ( y- y o t ; + ( z - 2 6 ; =0 (0.2

!:nilarly, the equationof the tangentplaneto,S2at the point p(x6,y6,26) is

. .aG dG aG
( . x- x 0 ) = - + ( / - y n ) ^ - + \ z - z = - = l ) . (0.2
oxdy-dz
iere, the partial derivatives dFllx, dGldx,etc. are evaluatedat p(xx,yx,zs). The intersectionr
:Fse two tangent planes is the tangent line I at P to the curve C, which is the int3rsection(
::e surfacess' and .92.The equationof the tangentline z to the curue c at (xo, yo, is obtaine
::r'm Eqs. (0.23) and (0.24) as "i

(x-,ro) (y- yo\ (z-zol


_ -AF-AI
_ -aF (0.2
AF-AG aF E aG-
ay ar- a, a, a" dr-E a, E n- n a,

(x-xs) (y- yi \z-zo) (0.2


e@a=a(F,q=Ztr.gl
0 (y, ,) 0 (2,x) 0 (r, y)
'l}rerefore,
the directioncosinesof I are proportionalto

l a 1 r , c 7a @ , G )d ( F , q 1 (0.2
Lao,d'aea' a@,r\l
aor illustration,let us considerthe following examples:

EX4MPLE 0.1 Findlhe tangentvector at (0,1,nl2) ro the helix describedby the equation
x=cost, - y = s i nr , z=t, 1€1in lR'.

Solution The tangent vector to the helix at (r, y, :) is


( dx dv d:\
t ' c o s ll') '
\a'a'i )={-"n
7t

6 nnnoDUcTIoN To PARTTAL
DIFFERENTIAI.
EQUATIoNS

we observethat the point (0,1,tr/2) corresponds


to t = ttl2. At this point (0,1,n/2), the tangent
vectorto the givenhelix is (-1,0,l).
EXAMPLE 0,2 Find the equationof the tangentline to the spacecircle

f + y 2 + 2 2= 1 , x + y + z = o
at thepoint(1/Jt4,2tJ14,-3tJ:,4).
Solation The spacecircle is describedas
F(x,Y,z) = Y2+Y2+t2 -l=0
G(xY , ,z )= s a Y a 2 = g
RecallingEq. (0.25),the equationof rhe tangentplaneat (l(i4, 2lJA, 4lJw can be wrirten

x -rilta v-zlJu
,"h-,1+")
,(#)-,(#)
-;---l"\--7----\-

z+3/Jl4
,[t)-,fz)
-\J'4, -l.Ji?l

x-rtJ14 y-2/.64 z+3ktl4

0.4 FORMATIONOF PARTIAL DIFFERENTTALEQUATION


Supposeu andy are any two given functionsof x, y and z. Let F be an arbitraryfunctionof z
andv of the form
F(u,v)=6 (0.28)
we can form a differentialequationby eliminatingthe arbitraryfunctionF. For, we differentiate
Eq.(0.28)partiallywith respectto r andl, to get
0Fl0u d" 1 arlA, a" 1 ^
ELa,' yr y a,la,*yt l=' (0.2e)
and

drldu.d, l arlau dvf


a"Lar*Eq (0.30)
I d,Lay+Es
)=u
PARTIAL DIFFERENTIAL EQUATIONS OF FIRS-I' ORDER

\-.rv. eliminatin 0Fldu and 0Fl0v fton Eqs. (0.29) and (0.30), we obtain

-du
+ - Ddu -dv
+ - D0v
dx dz' dx dz'

-0u
+ - o 0u -dv
+ - o dv
d), dz dy d2

;1ich simpliltesto
d(u,r) 0 1 u , v ) 0 \ u ,v )
Pa o A " q a e $ = a l r , y ) ( 0 . 3I )

fhis is a linear PDE of the t)?e


PP+Qq=R, (0.32)
'* hele

d\u.v\ O(u,v) O\u,v\


'^ ^
'
^
" ( 0 . 1)3
00.2)' ae,.\)' d\x,y)
:quation (0.32) is called Lagrange'sPDE of first order.The following examplesillustrate the idea
:.: formation of PDE.

EXAMPLE 0.3 Form the PDE by eliminating the arbitrary function from
(t) z = f (x + it) + g(r - tr), where t=J-1
(1i) f(x+y+2, *2 +y2 +t21=0.
. Solution
(i) Given z = f Qc+it) + g(x -it) (1)
Differentiating Eq. (1) twice partially with respectto r and ,, we get
s"
:= -
f ' l x + i t )+ g ' ( x i t l
ox
-)
".;= (2)
f"(x+it)+ s"tr-it).
dx-
-iere, /' indicates derivative of /with respect to (-r+tt) and g' indicates derivative of g with
:.spect to (x-il). Also, we have
),
: = if ' (x + it) - iC' - it)
lx
dt
-)
o^- = -1" (r)
1 t* * ,,\ - g" rx - it).
clt-
i:om Eqs. (2) and (3), we at once, find that

(4)

;hich is the requiredPDE.


INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

(ii) The given relation is of the form

Q ( u ' v )= o '
wherc u = x + y + t, u = 12 + y2 +
Hence, the required PDE is of the form"2

pp+
eq = R, (Lagrangeequation) (l)
where

lau Arl
=la, avl=lt 2vl
, =a^(u'')
d\y.z) ldu avl I z,l=zf"-,1
IE EI
Id" 0rl
,=#3=1fr 1";,,,-,,
frl=li tox dxl

l?! a'l
dxt lt 2rl
"- a*r)=l+
p=!(r.r\ _ld*
zrl=2{t-')
I dy
+l=l'
dy I
Hence,the requiredPDE is
2(z- y)p +2(x - z)q =2(y - x)
or
(z-y)p+(x-z)q=y-x.

EXAMPLE 0.4 Eliminatethe arbitraryfunctionfrom the following andhence,obtainthe corresponding


partial differeniial equation:

1i1 z=xy+ f(x2 +y2)


(ii) z = f(xylz).
Solution
( r ) U r v e nz = x y + J \ x - + y ' )
(l)
DifferentiatingEq. (l) partiallywith respectto .r and we obtarn
J.,,

)-
! 1 = y + 2 x f ' \ x 2 * y r 1 =p
(2)

dz
(3)
ay=x+zYf'(x'+Y')=q
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER

Eininating /' from Eqs. (2) and (3) we get

W-)KI=y2-x2, (4)

*ich is the required PDE.


(ii) Given 2= f(ry/z) (1)
Differentiating partially Eq. (l) with respectto r and /, we get

),
:: = !- (2)
f,(xylz) = p
oxz
2.
=: I,kytz\=s (3)
+
oy z

Etuinating /' from Eqs. (2) and (3), we find


xp-vq=o
J

w=(]v (4)

lich is the required PDE.

E/IMPLE 0.5 Form the partial differential equation by eliminating the constantsfrom
z=e+by+ab.

Solution Given z = ax+ by + ab (l)


Differentiating Eq. (l) partially witi respectto.x and / we obtain

-dz
-=a= p (2)
ox
dz
q (3)
av='=
9$stituting p and q for a and b in Eq. (l), we get the requifed PDE as
z= px+qy+pq

EGMPLE 0,6 Find the partial differential equationof the family of planes,the sum of whose
! r'. ? interceptsis equal to unity.

*
Solution Let +1, +1=l be theequationofthe planein interceptform,so rhala+b+c=1.
aDc
Thus, we have

-x+y-z+- - = l (l)
a b l-a-b
7

IO NTRODUCTIONTO PARTIALDIFFERENTIAL
EQUATIONS

Differentiating Eq. (l) with respectto x and y, we have

l* P p I
=n (2)
a l-a-b l-r_b=-;
and

I' Q -n q 1
"' (3)
b t-a-b-" t_"4=- b
From Eqs. (2) and (3), we get

!=! (4)
qa
Also, from Eqs.(2) and (4), we ger

pa=a+b-1=a+!a-l
q

alt+L-pl=1.
\s)
Therefore,

a=q/(p+q_ pq) (5)


Sirnilarly, from Eqs. (3) and (4), we find
b=pt(p+q_pq) (6)
Substitutingthe valuesof a and 6 from Eqs. (5) and (6) respectivelyto Eq. (r), we have

p+ q_ pq pq
x+p+q_ P Qz = l
q , * P + Q_pq
_
p

or

!+l-'= |
q p pq p+q- pq
That is,

Px+qY-2=---!!-, 0)
p+q-pq
whichis the requiredPDE.

0.5 SOLUTIONOF PARTIALDIFFERENTTAL


EOUATIONSOF FIRST ORDER
In Section0.4, we have observedthat relationsof the form
F(x, y, z, a, b) = 0 (0.34)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER It
. . - :ise to PDE of first order of the form

f ( x , y , z ,p , q ) = 9 . ( 0 . 35)
- -,:.
any relationof the form (0.34) containingtwo arbitraryconstantsa and 6 is a solutionof
'. ?DE of the form (0.35) and is called a complete
solurionor completeintegral.
fonsider a first order PDE of the form
), ),
P\x.y. z)- + Q(x,y, z)"+ = R\x.y. zl ( 0 . 36 )
ox dy
'r.nply
Pp+Qq=R, (0.37)
"-::. -r ?rd.;,,are independentvariables.The solutionof Eq. (0.37) is a surfaceS lying in the
...--)-space,called an integralsurface.If we are given that z=-f(x,y) is an integralsurface
.' ::: PDE (0.37).Then, the normal to this surfacewill have directioncosinesproportionalto
: - : x . d z l d y , - l ) o r ( p , g , - l ) . T h e r e f o r et h, e d i r e c t i o n
o f t h e n o r m a li s g i v e n b y i = \ p , q , - 1 \ .
:'.': the PDE (0.37),we observethat the normal ii is perpendicular to the directiondefinedby
-: .:ctor/ =\P, R ) ( s e e F i g . 0 . 1 ) .
Q,

Fig.0.1 Integral
surlace
z=f(x,y).
--=:efore,
any integralsurfacemust be tangentialto a vector with componentslP, Q, Rj, and
-:-:e. we will never leavethe integralsurfaceor solutionssurface.Also, the total differentiald:
-:ren by

a,=(a,*(ay (0.38)
dx dy

:-:r E q s .( 0 . 3 7 )a n d ( 0 . 3 8 ) ,w e f i n d

lP, Q, Rl =ldx, dy, dz\1 (0.3e)


'.:.i. rhe soiutionto Eq. (0.37) can be obtainedusingthe following theorem:
12 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

Theorem0.I The generalsolutionofthe linearpDE


PP+Qq=R
canbe writtenin the form F(u,v\=Q, whereI'is an arbitraryfunction,andu(x,y,z)=Ct and
v(x, y, z) = C2 form a solutionof the equation
dt_dy dz
(0.40)
p(x, y, z)
e@, y, ") R(x,y, z)
Proof We observethat Eq. (0.a0)consistsof a set of two independent ordinarydifferential
equations,that is, a two parameterfamily of curvesin space,one such set can be written as
dv OG. v. z\
(0.4r)
a=;G;;
which is referredto as "characferisticcrrrve". In quasiJinearcase,Eq. (0.41) cannotbe evaluated
until z(r,/) is known. Recalling Eqs. (0.37) and (0.38), we may recast them using matrix
nomllon as

- l ll t a z D x \ ( R \
o
L
lax dy)\dz/dy) \dz)
t=l I t0.42)

Both the equationsmust hold on the integralsurface.For the existenceof finite solutionsof
Eq. (0.42), we must have
D /11 | D
RI IR ol (0.43
ax ayl ldx dzl ldz ; t=0
ayl
)

on expandingthe determinants,
we have
dx dy dz
(0.44)
P (x, y, z) Q@,y, z) R(x, y, z)
which are called auxiliary99!4j!ensfor a givenPDE.
ln order to complete the proof of the theorem,we have yet to show that any surface
generatedby the integralcurvesof Eq. (0.44)hasan equationof the form F(r.i,v) = 0.
Let
u ( x ,y , z ) = ( , and v(x,y,z)=C, (0.45)
be two indeperident
integralsof the ordinarydifferentialequations(0.44).If Eqs.(0.45) satisfy
Eq. (0.44).
then.we have
du du du
;ox
dx+=-dy+;-dz=du=0
dy dz

and

dv, 0v dv
. ax+-dy+-&=dv=U.
ox dy dz
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER t3
Solving these equations,we find

_;_-____;_____=_
dx dv
=__=___j......-

du dv du dv 0u dv dufr
at at- a" a, E Ar- arE
dz
du 0v du 0v'
a, ay- ay dr
rfiich can be rewritten as
l

dx
---;-------i
dy dz
= ---t---- = --i-:---:- (0.46)
o\u,v) d\u,v't d\u,vl
0(y,z) d(z,x) 0(r,y)

:iow, we may recall from Section0.4 that the relation F(u, $ = A, where F is an arbitrary function,
bds to the partial differentiA',equation

d(u.v\ A(u$ _ a@.v)


'P - ; . - - , + q' - (0.47
d(y, z) d(2, x) d(x, y)
Br virtue of Eqs. (0.37) and (0.47), Eq. (0.46) can be written as
dx
=dy _dz
PQR
T b e s o l u t i o n o f t h e S ee q u a t i o n sa r e k n o w n t o b e u ( x , y , z ) - _ C 1a n dv ( x , y , z ) = C 2 . H e n c e
f(2. v) = g is the required solution of Eq. (0.37), if u andv are given by Eq. (0.a5),
We shall illustrate this method through following examples:

EX4MPLE 0.7 Find the general integal of the following linear partial differential equations:
( i ) y 2p - x y q = y ( 2 - 2 y 1
(ii) (y+zx)p-(x+yz)q=7s2 - 12.

Solulion
(i) The integral surface of the given PDE is generatedby the integral curves ofthe auxiliary
eouatlon

dx dy dz (1)
y' -ry x(z -2y)
fhe first two members of the above equation give us

or xdx=-ydy,
:==
rhich on integration results in

_2 -.2
L+C or x'+ v'=C, (2)
2
l4 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

The lasttwo members


of Eq. (l) give
dY= tu^
-y z-zy or zdy-2ydy=_ydz

That is,
2ydy=ydz+zdy,
which on integrationyields

y2 = yz +C2 or y2 - yz =C2 (J)


Hence,the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurfaceas

F\xz+y2, y2 - lz)=0.
(ii) The integralsurfaceofthe given pDE is generated
by the integralcurvesofthe auxiliary
equation

dx_dy dz
-(x+
(t)
y+zx lz) *2 -y,
To get the first integral curve, let us consider the first combination as
xdx+ydy dz
;;;7 _;;fr=? _yz
or
xdx+ydy _ dz
(r2 - yz) ,2 - y2
"
That is,
xdx+ydy=2fu.
On integration,we get

,'2 ,2
_t2+ " =L or x'+Y'-z'=Ct
2 V-t
(2)
Similarly,for gettingthe secondintegralcurve, let us considerthe combinationsuch
as
ydx+xdy dz
7;;;7__y=7_t
or
ydx+xdy+dz=0,
w h i c h o n i n t e g r a t i orne s u l t si n

xY+z=C2 (3)
Thus, the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurface
as
F ( x 2+ y 2 - z 2 , x y + z ) = g .
PARTIAL DIFFERENTIALEeuATioNS
oF FrRsroRDER l5
EGIMPLE 0.8 Use Lagrange'smethod to solve the equation

,'T
I
a f rl-^
1l
dz ozl
-l I
iox
oyl
there z=z(x,y).

Solution The given PDE can be written as

x tl -^pa- yz;l-Ila
- y, l1- a - y - ^ |d,ozf
l +z ld = - - l t - l = t )
L oyJ L dxJ L dy dx)

2. '-
(yy-Pz\1i+@z-ygi!= Bx-ay (t)
dx dy

The correspondingauxiliary. equationsare

dx dy (2)
(yy- Fz) (az-yx) (fx-ay)
Lsing multipliers x, y, and z we find that each fraction is

_xdx+ydy+zdz
0
Ihrefore,
xdx+ydy+zdz=0,
rhich on integrationyields

,2+y2+"2=c, (3)
Similarly,usingmultipliersa, f , nd y, we find from Eq. (2) that each fraction is equal to
adx+Bdy+ydz=0,
riich on integrationgives
ax+py+yz=Cz (4)
Thus,the generalsolutionof the given equationis foundto be
' F ( t z + y 2 + 2 2 ,a x + B y + y z ) = 0

of the followinglinearpDEs:
EXAMPLE0.9 Findthe generalintegrals
(i) pz-qz=22 +(x+y)2
(iil (x2 - lz) p +(y2 - u)q = ,2 - 'y.
t6 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

Solution
(i) The integral surfaceof the given PDE is generatedby the integral curvesof the auxiliary
equation
dx dy dz
(l)
z _z z 2+ ( x + y ) 2
The first two members of Eq. ( 1 ) g i v e
dr+dY-9,
which on integrationyields
x+Y=Cl (2)

Now, consideringEq. (2) and the first and last membersof Eq. (l), we obtain
, zdz
z'+ci
or
2z dz
z'+C;
which on integrationyields

ln (22+ Cl) =2x + C2


OI

l n l z "+ ( x + y ) " ) - 2 x = C , (3)


Thus,the curvesgiven by Eqs.(2) and (3) generates
the integralsurfacefor the given PDE as
F(x + y, log \x2 + y2 + 22 + 2xyj -2x) = 0

(ii) The integralsurfaceof the given PDE is given by the integralcurvesof the auxiliary
equation
* =0, dz (l)
,z -tn y2 -", ,2 -*y

Equation(1) can be rewrittenas


dx-dy _ dy-dz _ dz-dx (2)
(x- y)(x+ y+ z) (y-z)(x+y+z) (z-x)(x+y+z)

Consideringthe trst two terms of Eq. (2) and integrating,we get


ln (r - ]') = ln (),- z) + ln C'r
OI

-vl
(3)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER l7
S.nilarly,consideringthe last two terms of Eq. (2) and integrating,we obtain

(4)
fi=c,
rus, the integral curves given by Eqs. (3) and (4) generatethe integral surface
/\
- "'
(y-'' ,-x)

3,6 INTEGRAL SURFACES PASSING THROUGH A GTVENCURVE

the previoussection,we have seenhow a generalsolution for a given l i n e a r P D E .c a n b e


:rained.Now, we shall make use of this generalsolutionto find an integrals u r f a c ec o n t a i n i n
. :iven curve as explainedbelow:
Suppose,we have obtainedtwo integralcurvesdescribedby

u(x, Y, z) = (t )
t (0.48)
t
v(x, Y, z) = C, )
' rm the auxiliaryequationsof a given
PDE.Then,the solutionof the given PDE can be written
- the form

F(u,v)= Q (0.4e
Suppose,we wish to determinean integral surface,containing a given curve C describedby
-.3 parametricequationsof the form

x=x(t), y=y(t), z=z(t), (0.5


0)
.:.ere1is a parameter.Then, the particularsolution(0.48) must be like
u{x(t),y(t),r0)} = cr
I
I (0.5
r)
vIx(t), y(t), z(t) = C2)
:.us,we have two relations,from which we can eliminatethe parameter/ to obtain a relation
:: rhetype
F(C.,C)=0 (0 52)
.:ich leadsto the solution g i v e n b y E q . ( 0 . a 9 ) .F o r i l l u s t r a t i o nl ,e t u s c o n s i d e trh e f o l l o w i n g
: uple of examples.

t.Y4MPLE 0.10 Find t\e integralsurfaceof the linear PDE


x(y2 + z)p - y(x2 +z)q=1x2 - y21z
-:ntainirrg
t h e s t r a i g h lti n e x + y = g , s = 1 .

Solution The auxiliary equationsfor the given PDE are

___1 dz
(l)
x\y2+ z) - y t x z- : 1 (r' - yt),
18 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUAIIONS

Using the multiplier xyz, we have


yzdx+zxdy+xydz=0.
On integration,we get
xtz = Ct Q)
Suppose,we use the multipliersx, y and z. Then find that each fraction in Eq. (l) is equalto
xdx+ydy+zdz=0,

which on integrationyields

*2 +y2 +"2 =C, (3)

For the curve in question, we have the equationsin parametricform as


x=t, y=-t, z=l
Substitutingthesevaluesin Eqs. (2) and.(3), we obtain

- t 2= C , )
'f (4)
zt2+t = Cz)
theparameter
Eliminating t' we find
1_zcr=c2
or
2Cy+C2-l=0

Hence, the required integral surface is


t 2 + y 2 + 1 2+ 2 r y 2 - 1 = 0 .

EXAMPLE 0.ll Find the integralsurfaceof the linear PDE


x.P+Yq=z
which contains the circle defined by
t2+y2+12=4, x+y+z=2.

Solution The integral surface of the given PDE is generatedby the integral curves of the
auxiliary equation
dx _dy (l)
=dz
xyz

I Integrationof the first two membersof Eq. (l)gives


ln .r= ln/+ InC

(2)
PARTIALD]FFERENTIAL
EQUATIONS
OF FIRSTORDER t9
i:milarly, integrationof the last t\ryomembersof Eq. (l) yields

,v = C z
(3)
z
::3nce, the integral surface of the given pDE rs

o[:,zl=o
z)
s)
\y
-: this integral surface also contains the given circle, then we have to find a relation betwaen
: 1' and ylz.
The equationof the circle is

*2+y2 +"2 =4 (s)


x+y+z=2 (6)
i:om Eqs. (2) and (3), we have

!=xlCv z=ylCr=a1grg,
thesevaluesofy and: in Eqs. (5) and (6), we find
S.rbstituting

xz' +x 2- +
t2"(rr)
-:- , =4, oI. *2ll+-!+--l" (7)
Ll LrL2
l=a
Ci CiC;)
|

xx(rt\ '
x+-+-=2. o r x^1"c,-cE)-'
ll+'+ l=2 (8)
q Crcz
i:om Eqs. (7) and (8) we observe

1*{* -l -=f,*t* t l'


ci cici l. cr crc2J'
-hich on simplificationgives us
)11
_+_+--=0
Cr CrCz c
r'C,
l:rat is,

C r C 2 r C t+ t = 0 . (e)
\ow, repfacingCl by xly and C2 by ylz, we get ihe required integral surface as

-x-v+ _ +xt = 0 ,
yz y
20 I N T R O D U C T I O NT O P A R T I A LD I F F E R E N T I A LE O U A T I O N S

zy

Yl,rw'tl'?-n

0.7 THE CAUCHY PROBLEM FOR FIRST ORDER EQUATIONS

Consideran interval1on the real line. If xo(s),y6(s) and zs(s) are three arbitraryfunctionsof
a singlevariablese1 such that they are continuousin the intervallwith their first derivatives.
Then, the Cauchy problem for a first order PDE of the form
F(x, y, z, p, q) = Q ( 0 . 53)
is to find a region IR in (r, y), i.e. the spacecontaining(xo(s),-},o(s))
for all s e 1, and a solution
z = dQ, y) of the PDE (0.53) such that
Z [ x 6 ( s ) y, 6 ( s ) ] =Z o ( 5 )
and QQ,y) togetherwith its partialderivativeswith respeclto n and ), are continuousfunctions
of x and y in the region IR.
Geometrically,there exists a surfacez=QG,y) which passesthrough the curve f, called
d a l u mc u r v e .w h o s ep a r a m e t r i e
c q u a l i o n sa r e

x=,x6(s), y=yo(s), z=zs(s)


and at every point of which the direction(p, q,-1) of the normal is such that
F(x, Y, z, P, q) = Q
This is only one form of the problemof Cauchy.
In order to prove the existenceof a solutionof Eq. (0.53) containingthe curve f, we have
to make further assumptionsabout the lorm of the function F and the nature of f. Basedon these
assumptions, we have a whole class of existencetheoremswhich is beyond the scope of this
book. However,we shall quote one form of the existencetheoremwithout proof, which is due
to Kowalewski(see Senddon,1986).

T h e o r e m0 . 2 I f
(i) SCy)and all of its derivativesare continuousfor y y6l<d,
( i i ) x 6 i s a g i v e nn u m b e ra n d ; 6 = g ( y 6 ) , q 0 = C ' O o ) a n df ( x , y , z , q ) a n d a l l o f i t s p a r t i a l
derivativesare continuousin a regionS definedby

lx xp <d, y-yol<5, cl-aol<3,


then, there exists a unique function/(x,y) such that
(.i) d!,y) and all of its partial derivativesare continuousin a region IR definedby

l x - : 1 6 l <d 1 , !-lo <52,


PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER
21
(ii) For all (.r, y) in IR, z = Q$, y) is a solution of the equation

-oz
a = J.(l x . y , z , =dz\
-l and
ox \ dy)
(iii) For all valuesof y in the intervalll _
tsl < 6b Leo, y) = S0).

0.8 SURFACESORTHOGONALTO A GIVENSYSTEMOF SURFACES


one of the usefulapplicationsof the theoryof linear first order pDE is to find the sysrem
of
surfacesorthogonalto a given systemof surfaces.Let a one-parameter famiry of surfacesis
describedby the equation
F(x,y, z)= ( (0.54)
Then,the task is to determinethe systemof surfaceswhich cut each of the given
surfaces
onhogonally..Let(x, y, z\ be a point on the surfacegiven by Eq. (0.54),wherethJnormal
to the
surfacewill havedirectionratios()Fldx,7F/dy, drn4 *ni.n ,nuy be denotedby p,
e, R.
z=d@,y) (0.5s)
- rhe surface which cuts each of the given system orthogonally (see Fig.
0.2).

Fig.0.2 Orthogonal surtace


to a givensystemot surfaces.
l::n, its normal atlhe point (x, y, z.) will havedirection ratios(dz/dx,
dz/O.y,_l) which, of course,
':'r be perpendicurarto the normarto the surfacescharacterized
'.: havea relation by Eq. (0.54).As u.onr.qu.n..

r(*e!-n=o
ox
(0.56)
dy

Pp+Qq= R (0.s7)
22 ro PARIAL
rNrRoDUcrroN EQUAnoNs
DTFFERENnAL
I
type, and can be recastinto
which is a linear PDE of Lagranges

#x.Hx=# ros I

I
Thus, any solution of the linear first order PDE of the type given by either Eq. (0.57) or (0'58) |
is o*hogonat to every surface of the systemdescribedby Eq. (0.5a). In other words, the surfacesI
orthogonalto the system(0.54) are the surfacesgenelatedby the integral curves of the auxiliary |
equations

#^=h=#""
(o5e rl
EouArloNs
I
o.e FrBSroRDEBNoN-LINEAR I
we will discuss
In rhissection, partial
the problemof findingthe solutionof first ordernon-linear I
(PDEs)
equations
differentiar in."";fl::,T;:T:
(0.60t
where
,=*, ,=fr
continuoussecondorderderivativeswith respecttol
|
We also assumethat the functionpossesses
over a domainQ of (x,y,z, p, q)-space,and eitherFp or Fq is not zero at everyI
that
its arguments
such
Pont
't*?r
.l
r, I

to theintegral
Fig.0.3 coneof normals surtace
Il
The PDE (0.60) establishesthe fact that at every point (x; y, z) of the region, there exists a I
relationbetweenthe numbersp and q such that 0@;q)=0' which definesthe directionof the I
normalfi = \p, Q,- l) to the desiredintegralsurfacez = z(x, y) of Eq. (0.60).Thus, the directionI
of the normal to the desired integral surface at certain point (x, y, :) is not defined uniquely.i
ofthe normalsexistsatislingthe relation((p,q)=0:
directions
However, a certainconeofadmissable
(see Fig. 0.3).
PARTIAL DJFFERENTIAL EQUATIONS OF FIRST ORDER 23

-.herefore,the problemof finding the solutionof Eq. (0.60) reducesto finding an integral
':':.e z - z(x, y). the normalsat every point of which are directedalongone of the permissible
- -:-:ions of the cone of normalsat that point.
Ihus, the integralor the solutionof Eq. (0.60)essentiallydependson two arbitraryconstants
: fonn
JG,y,z,a,b)=0, (0.61)
:r is called a completeintegral.Hence,we get a two-parameter
family of integralsurfaces
- .gh the same
Polnt.

- -q,1 Cauchy's Method of Characteristics

: ntegralsurfacez=z(x,y) ofEq. (0.60)thatpasses througha givencurye ro=x6(s), )0=,)'0(r),


: -:x(s) may be visualizedas consistingof points lying on a certainone-parameter famlly 01'
. : s r = x ( l , s ) , y = ) , ( / , s ) , z = z ( t , s ) , w h e r e si s a p a r a m e t eorf t h e f a m i l yc a l l e dc l r a r a c t e r i s t i c s .
:lere,we shalldiscussthe Cauchy'smethodfor solvingEq. (0.60),which is basedon geometrical
. ieralions. Let z=z(x,y) representsan integralsurfaceS of Eq. (0.60) in (r, y.:)-space.
. - . . , , p , q , - l \ a r e t h e d i r e c t i o nr a t i o so f t h e n o r m a lt o S . N o w , t h e d i f f e r e n t i ael q u a t i o n( 0 . 6 0 )
' . i s t h a t a t a g i v e n p o i n t P ( x x , y 6 , z 6 )o n S , t h e r e l a t i o n s h i pb e t w e e np 0 a n d
90, tllat
. rr.1 . _r,s, :6 . po, qo), need not be necessarily linear.Hence,all the tangentplanesto possible
:ral surfacesthroughP form a family of planesenvelopinga conical surfacecalled Monge
:- \\'ith P as its vertex. In other words, the problem of solvlng the PDE (0.60) is to find
. , : e s w h i c h t o u c h t h e M o n g e c o n e a t e a c h p o i n t a l o n g a g e n e r a t o rF. o r e x a m p l e .l e t u s
. i e r t h e n o n - l i n e aPr D E

P2
-q2 =1' (0 . 6 2
)
.,ery point of the r1,;-space,the relation(0.62) can be expressedparametricallyas
p=coshp, q=sinhl, -*<p<* ( 0 . 6)3
.-:. the equationof the tangentplanesat (ro,_yo,"o)can be written as
( x - x 0 ) c o s hp + ( y - y s ) s i n h 4- ( z - : . ) = Q (0.61)

.,rr0..1,6,:0)be the vertex and QQ,y,z) be any point on the generator.Then, the direction
. of the generatorare (x x6),(,r, ya),G-zo). Now, the directionratios of the axis of the
: \ \ h i c hi s p a r a l l etlo x - a x i sa r e ( 1 , 0 , 0 ) ( s e eF i g .0 . 4 ) .L e t t h e s e m i - v e r t i c a
l en g l eo f t h e c o n e
- l. Then.

7r ( r - x u ) l + { . }- ) u ) 0 + ( z - z u i 0 l
,1
- ' t , 61 2 + 1 : - 2 , , 1 2 .J2
Jt .-*6t2 +(r

(.r rx )2 + (-t, y0)2+ (z ziz = 2 (,t .ro)2

1 r r e ) 2- ( - r , - l o ) 2- ( z - z i 2 - o (0.65)
24 IN'TRODUCTION TO PARTIAL DII.FERENTIAL EQUATIONS

Thus, we see that the Monge cone of the pDE (0.62) is given by Eq. (0.65). This is a right
circular conewith semi-verticalangel 4 whoseaxis is the straightline passingthrough (..b,
_yo,zo)
and parallel to t-axis.

l(.\,,.r,,.--r)

Fig,0.4 Monge
cone.
since an integral surfaceis touchedby a Monge cone along its generator,we must have a method
to determinethe generatorof the Monge cone of the pDE (0.60) which is explained below:
It nray be noted that the equationof the tangentplane to the integral surface z = z (x,
),) at the
point (,re,1:e,;s)is given by \,
p(x-xo)+q(y-yo)=k-z . (0.66)
Now, the given nonJinear PDE (0.60) can be recastedinto an equivalent fonn as

q = q ( x o ,y o ,z o ,p ) (0 . 67 )
indicatingthat p and ? are not independentat (xo,yo,zo).At eachpoint of the surfaces, there
exists a Monge cone which touches the surface along the generatorof the cone. The lines of
contact between the tangent planes of the integral surface and the correspondingcones, that is
the generatorsalong which the surfaceis touched,define a direction field on the surfaceS. These
directions are called the characteristicdirections,also called Monge directions on S and lie along
the generatorsof the Monge cone. The integral cunr'esof this field of directions on the intesral
surface.l define a family of curves called characteristiccurves as shown in Fig. 0.5. The Monge
cone can be obtained by eliminating p from the followins equations:

<----+---+---
<---+--+--+--
<----+---+---
)

Fig. 0.5 Characteristic


directionson an integral.
surface.
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 25
p(x - xi + q@0,yo,zo,p) (y - yo)= Q - zo) (0.68)
anl
.1-
(r-x0)+()/-).,0):1=0. (0.6e)
ap
o-fservingthat 4 is a function of p and differentiatingEq. (0.60) with respectto p, we

-a.r4
, = -df; - + =dI<- -da = u . (0.70)
ap dp dq dp
\.-'\\i eliminating (dqldp) from Eqs. (0.69) and (0.70), we obtain
dF dF (x - x6)
ap-A vyi='

r-rn l- ln (0.71)
'FpF '(l

the equationsdescribingthe Mongeconeare given by


l*:.erefore,

q = q(xo,Yo,zo,p),
(x - xs)p+ (y - yslq = Q - zs)
(0.72)
=l
I--Xn l-9n

'P -q

l:: secondand third of Eqs. (0.72) define the generatorof the Monge cone. Solving them for
:-ro)(y-jlo) and (z-zo), we get

x-xn l-Vn z-z^


Fp Fq pFo + qFn

F :alfy, replacing (x- xo),Q - yi and (z - zs) by dx, dy and dz respectively,which corresponds
r infinitesimal movement from (ro,ys,z6) along the generator,Eq. (0.73) becomes

dx dy dz
Fp Fq pF, + qFo'

D:roting the ratios in Eq. (0.7a) by dt, we observethat the characteristiccurves on s can be
c,::ained by solving the ordinary differential equations

4*= Fo{x,
t, "@,y),p(x,y),q(x,y)} (0.75)
26 TO PARTIALDIFFERENTIAL
INTRODUCTION EQUATIONS

and
"! = F"|x,y, z(x, y'),p(x, y),q(x.y)l. (0.76)
at

Also, we note that


dz
= -0z
; - -dx
+ ; - -dz
= dv p dx dv
_ + q aI- -
dt dx at dy aI at

Therefore,

-d:= D t - + a f ^ (0.7?
)
dt
curve,p is a functionof r, so that
Along the characteristic
dD dp dx 0p dv
a=;,a.6,a
Now, using Eqs. (0.75) and (0.76),the aboveequationbecomes
dp 0o 0F
--..-=-:-+3-_
dp dF
dt 0x 0p dy dq

Since z,, =zyic or Py =q,, we have

-dD: = - -dD+ - dI1


- d0 dr (0.78) I
dt 0x dp dx dq
Eq.(0.60);;^
differentiating
Arso,
j"
;Tec,;: )irr, = U (0.79)
:-+-:-P+ ^ -:*-:- -
dx dz' dp dx dq dx

Using Eq. (0.79), Eq' (0.78) becomes

: = -\r\ + prz) (0.80)

Similatly, we can show that

( 0 . 8)1
_:a=-(Fv+qF:)
AT

curves
Thus,givenan integralsurface,we haveshownthat thereexistsa family of characterislic
alongwhichx, !, z, p and g vary according (0.76),
to Eqs.(0.75), (0'77)' (0'80)and (0.81).
Collectingtheseresultstogether,we may write
PARTIAL DIFFERENTIAL EOUATIONS OF FIRST ORDER 27

F dx
dt
dy
(tt

dz
-= (0.82)
P t aD + q r o ,
dt

==-(f, + pF,t and


AT

==-(F,+qF-).
dl

:.:: equationsare known as characteristic equationsof the given PDE (0.60).The last three
:'- ...:ronsof(0.82) are also calledcompatibilityconditions.Without knowing the solution z = z(x' y)
c' r: PDE (0.60),it is possibleto find the functionsx(t),y(t),2(t), p(t),q(r) from Eqs. (0.82)
:--: rs. we can find the curvesr=r(t),/= y(t),2 -- z(t) calledcharacteristicsand at eachpoint
'
,: - :haracteristic,we can find the numbers p = p(t) and q = q(t) that determinethe direction ol

p(X - x)+ q(Y- y)= (Z - z). (0.83)

T-, rharacteristics, togetherwith the plane (0.83) refened to each of its points is called a
c - : : ' : : i e r i s t i cs t r i p .T h e s o l u t i o nx = x ( / ) , / = y ( t ) , 2 = z ( t ) , p = p ( t ) , q = S Q ) o f t h e c h a r a c t e r i s t i c
.:-,:::Jns (0.82) satisfythe strip condition

= * a,lL (084)
fi rr,t!,
[ -.. b. notedthat not every set of ltve functionscan be interpretedas a strip. A strip should
l. . rhatthe planeswith normals(P. q. -l) be tangentialto the charactertstic curve.Thatis' thel
h .rrisfy the strip condition (0.84) and the normals should vary continuouslyalong the curve.
.r rmportantconsequence of the Cauchy'smethodof characteristic is statedin the following
[ --.
F.
strip)of the PDE: F(.r..1. --.p. g) = 0. the function
h= . r..- 0.3 AJongeverystrip (characteristic
l" . .:. P'gl is constant
strip, we have
eroo| Along the characteristic
I
| ,, 0F dx . dF (b. aF (t: +rydp *dj ,tq
| ; r t y ( ' ) , ) . ( r ) . 2 ( r ) . p ( r ) . q a \ r = ; ; + i i ** A - aoi-A,t,
t becomes
usingthe resultslistedin Eq. (0.82),the righrhandsideof the aboveequation
T
4Fp+F,Fq+F,(pFr+qFo)-Fo(F,+pF,)-Fo(Fr+qF,)=0.
I
'... tt'" function.F(x,y, z, p, 4) is constant of
equations
alongthe stripof the characteristic
| -re
definedby Eq. (0.60).
F
we considerthe followingexamples:
. .: illusrration.
|
I
28 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

EXAMPLE 0,12 Find the characteristicsofthe equation pg = z and determinethe integralsurface


which passesthroughthe straightline x=l,z= y.
Solution If the initial data curve is given in parametricform as
,o(r) = I, yo(s)= s, z6(s)= s,
then ordinarily the solution is sought in parametricform as
: = x(r, s), y = y(t, s), z = z(t, s).
Thus, using the given data, the differential equation becomes

P6(s)q6(s)-s=0=r' (l)
and the strip condition gives
I = pe(0)+ q6(l) or Qo= l. (2)
Therefore,
qo =1, Po = r (uniqueinitial striP) (3)
Now, the characteristicequationsfor the given PDE are
dxdydz^dDds
zPq'
A= e'
(4)
A=q' a= ;= e' ;=q
On integration,we get

p = cl exp (r), q = c2 exp (t), x = c2 exp (r) + ca


I (5)
y=cl exp(t)+c4, z =2cpz exp(2t) + cs 'J
Now taking into account the initial conditions
x o = 1 , y o = J r z o= s , p o = s , q o = l (6)
we can determinethe constantsof integration and obtain (since c2 = l, ct = 0)

P = s e x P ( t ) ,4 = e x P ( t ) , x = e x P ( ).l f
(7)
/ = s e x p ( / ) ,z = s e x p ( Z t ) j

the requiredintegralsurfaceis obtainedfrom Eq. (7) as


Consequently,
.-^t-

EXAMPLE T.lJ Find the characteristicsofthe equation pq=z and hence,determinethe integral
surfacewhich passesthrough the parabolax=0, y'=2.
Solution The initial data curve is
r o ( s )= 0 , / o ( s ) = s , z o ( s ) = s ' .
Using this data, the given PDE becomes

p o ( s )q o ( s )- s " = 0 = F 6)
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 29
The strip condition gives
2s=ps(o)+qs(l)or qs_2s=o (2)
Therefore,

t
Qo= 2s and po = zolQo= ,212, = B\
'-,
2
Now, the characteristicequations of the given pDE are given by

=
* r' * =,,*=roo,
* =,,# =, (4)

On integration,we obtain
p=qexp(t), q = c2 exp(t), x =c2 exp(l)+c,
I (5)
y=ctexpO+ca, z = c1c2
exp(2t)+ c5 J
.
Takinginto accountthe initial conditions
to =0, .Io=s, zO=s2,ps=s/2, qt=2s,
u'e find
h = s/2, cz =2s, ct = Qs, ca= 3l), gt =Q
Therefore,we have

r =| exp1r;,q =2s exp(t),

x = 2s[exp(r)- l], .y= (r)+ tl (6)


;texp
z = s2exp(2t)

Elirninating.r and t from the last three equationsof (6), we get


167= (4y + x)2.
This is the requiredintegralsurface.
EYAMPLE 0.11 Find the characte stics of the PDE

P 2+ q 2= 2
md determinethe inte$al surfacewhich passesthroughx=0,2=y.
Solution The initial datacurveis
ro(r)= 0, yo(s)=s,z6(s)=s.
Lsing this data,the given PDE becomes

p'o+q6-2=0=F (l)
INTRODUCTION TO PARTIAL DIFFERENTIAL EOUATIONS

and the strip conditiongives


1 = p o ( 0 ) + q e ( l )o r qo-l=0
Hence,

8 o = l ' P o= l l
Now, the characteristicequations for the given PDE are given by

4d r d=rr,
r d r t4
=rr. * = ro'+zq2
=+l

!=0.41=o
dtdtl
I
On integration,we get
P=q, q=c), x=2ctl+ql 'l
y = 2 c 2 t + c 4z, = 4 t + c s )
Takinginto accountthe initial conditions
x o = 0 ,l o = s , z o= r , p o = ! 1 , q o = 1 ,
we find
D=Xl. o =1.x=!2t.)
I
Y=2t+s. z=4t+s. )
equationsof(6) are parametricequationsofthe desiredintegralsurface.Elimi
The last-three
the parameters s and r, we get
z=y!x.

. O.1O COMPATIBLE SYSTEMS OF FIRST ORDER EQUATIONS


Two first order PDEs are said to be compatible,if they have a commonsolution.We shal
derivethe necessaryand sufficientconditionsfor the two partial differentialequations
f(x, Y, z, P, q) = s
and
g(x, y, z, p, q) = 0
to be compatible.

Let ,-d(f,s\,n (0.87)


d (p, q)

SinceEqs.(0.85)and(0.86)havecommonsolution,we cansolvethemandobtainexplicitexpressions
for u and a in the form
P = OG,Y'z), q =t//(x,v, z) ( 0 . 88)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER 3l

andthen, the differential relation


Pdx+qdY=77
or
Q@,y,2) dx+ ry\x, y, z) dy = dz (0.89)
for whichthe necessary
shouldbe integrable, conditionis
- i . c u r l* = 0
vhereX =Id,V,-l). That is,

li i il
<di+,yi-iqlanx dDy dtdzl=s
lo v rl
or
dGv,)+v(Q")= v, - Qy
uhich can be rewrittenas
Vt,+0V"=Qy+V@, (0.e0)

Eq. (0.85)with respectto x andz, we get


)JoWdifferentiating

1*yofi*;nfr=o
t.r,ffi.r,ffi=o
But,from Eq. (0.89),we have
dp =dd oq =dv and so on.

these
L:sins tt'",0"* .ii"t'li t'""Jt 'lJu'"'"
,.rutt..
f*+ fp!,+ fqv/,=o
ano
.f"+fpf,+fqV,=0.

\lultiplying the secondone ofthe abovepair by Q andaddingto the firsl one. we readilyobtain
(f, + 0f,) + f p@,+ 00,)+ .fq(V,+ 0v = 0
")
S i m i l a r l yf.r o m E q . ( 0 . 8 6 )w e c a n d e d u c et h a t

G, + ds,) + s p(Q,+ 00,)+ cc(V,+ Qv") = o


32 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

Sotvingthe above pair of equations for (V,/x+ 0rl/z), we have


(V,+OV/,) _ I
- -
foG, + QE,) s r(f, + 0"f,) .fnqo go.f,
OI

v, +Ov"= jUtot, - sof) +Q(fos"- sof))

= t.lo_\t.g+ )
6
,gt
' d_\l | 1O.ot)
t l d 1 x ,p ) A Q ,p ) )

whereJ is definedin Eq. (0.87).Similarly,differentiating


Eq. (0.85)with respectto y andz and
usingEq. (0.88),we can showthat

6" =- ll a+4 *, al|.stl


' * 16, r (0.e2)
d\z,qt
Ldty,q) )
Finally, thevaluesof Vt + QV, and(, +ry/, fromEqs.(0.91)and(0.92)intoEq.(0.90),
substituting
we obtain
atf.il *rd^tf
.g)=_11!+.ra:l.etl
d ( x .p \ d ( 2 .p )
lA(y,S) d t t . S ))
In view of Eqs. (0.88),we can replace$ andy by p and q, respectivelyto get
a C ' s ) p d - ( 'fs )
+ ' 0 ( 2 . p ) + a _ (. fs )* o d , t f. d _ o (0.93)
0(t,p) d(y,q)', d(r,q)-"
This is the desiredcompatibility condition. For illustration, let us considerthe following examples:

EXAMPLE 0./5 Show that the following PDES


xp-yq=x and ,2p+q=r"
are compatible and hence, find their solution.
Solutioh Suppose,we have

.f=xp-yq-x=0. (l)

g=x2p+q-xz=0. (2)
Then,
A^
a\J,g) ltp-t) x = pr2 -
12 -2x2p+ xz = xz - x2p- xz ,
d(x, p) l(2xp- z) ,2

a(f,s)_l o x l__z
a. ,-l rl-'t
o \ 2 ,p t l-x x. I
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 33

aU,e\ l-q- -vl


'i=-o.
=*=l
d\y,q) l0 ll
aj.il = |
-:-:------- o -vl
| t=-xv,
d(z,q) | -:r I I
ard we find
a j , c ) . -pd- -(+f-,; !dJ +,qal zje,!d= a(f,d )
..,^+ ' r"-r'p-12 + p x 2- q - q x y
d\x, p) d\2, p) d(y,q) d(z,q)

=o_q_qry_r,

=xz-q,x(qy+x)

=o-q_x2p

=0

Hence,the given PDEsare.compatible.


Now, solvingEqs. (1) and (2) for p and g, we obtain
P=q-l
rqz+x x3+x2z x+x2y
from which we get

p=x(1+ vz\ l+ r,z


,G$= u,
and
x2(z-x\ x(z-x)
c=
4r-;a9=r.,
ln order to get the solution of the given system,we have to integrate Eq. (0.89), that is
. ( 1 +' u z' &\ .+ x ( z - x '\d v (rl
dz='
l+ry l+ry
OT
v(z- x\ - x(z-x\
1z- dk = !...:.........-:-
dx * j o,
_:
or
dz-& _ydx+xdy
z-x l+xy
On integration,we get
ln (z-I) = ln (l + r1,)+ ln c.
Ihat is,
z-x=c(l+xy)
34 INTRODUCTION EQUATIONS
TO PARTIALDIFFERENTIAL

Hence, the solution of the given system is found to be


z=x+c(\+xy), (4)

family.
which is of one-parameter

0.11 CHARPIT'S METHOD


In this section,we will discussa generalmethodfor finding the completeintegralor complete
solutionof a noirlinearPDE of first order of the form
ar-.,--^\-n
J\^.)'..,yattt-v,
(0.e4)
This methodis known as Charpit'smethod.The basicidea in Charpit'srnethodis the introduction
of anotherPDE of first order of the form
g(x'v'z,p,q)=o (0.95)

and then, solve Eqs. (0.94) and (0.95) for p and q and substitutein
/7 = p(x, y, z, a)dx + q(x, y, z, a)dy. (0.e6)

Now, the solution of Eq. (0.96) if it exists is the completeintegralof Eq. (0 94).
of the secondequation
The maintaskis the determination (0.95)whichis alreadydiscussed
Now,
in the previoussection. what is required, is to seekan of the form
equation
g ( x ,v ' z ' p ' q ) = o
with the givenequation
compatible
f ( x , y , z 'p ' q ) = o
and sufficientconditionis
for whichthe necessary
a \ f . g \ + , d t f , g ,* d U . g \* o d ( J , t , _ 0 . (0.q7)
'dtz-p\-dly,q) 'a(z.qJ
d(*. p)

On expansion,we have
(af ds_aI ae\,"(atds-af as\
'\a.' dp apa=
\ a * a p o p d x) ' )

.t44-4+).,(++-++)=,
\dY dq dq dY ) \dz dq dq o: )

which can be recast into

r,fr . t,fi *1rf -u,*pf)n- (f, *nf,)#=o


n+o1:01ff (0.e8)

(0.98) are
This is a linear PDE, from which we can determineg. The auxiliary equationsof

d\ dy dz dp

fp fq rf, + q1'n -(f, + Pf,)


_dq (0.ee)
-U' + q1"1
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER 35
-Ihese
equationsare calledCharpit'sequations. Any integralof Eq. (0.99) involvingp or q or both
:an be laken as the secondrelation(0.95).Then,the integrationof Eq. (0.96) givesthe complete
:regralas desired.It may b6 notedthat all charpits.quutibn, neednor be ur.I, bu, it is enough
:r choosethe simplestof them. This methodis illustratedthroughthe following examples:

EXAMPLE 0.16 Find the complete integral of

6? a q2yy= qz
Solution Suppose

7=1p2+q2)y-qz=0 (r)
:hen,we have p'L+qj-1zr= o
/*=u, Jr=p-+q" J,=-s
f^ =2pv. f- =2av-2.

\ow, the charpitsauxiliary equationsare given by


dx dy dz dp dq
fp fq Pfr+q1t, -(fr+ p7,1 -(fr+q1,7
I hat ls.

dx dy
2py 2qy-t 2p2y+2qzy-qz

elp dq (2)
Pq - l (p 2* q 2 ) - q 2 l

of Eq. (2), we have


Fromthe lasttwo members
dP=dq
Pq -p2

or
PdP+qdq=g
On integration,we get

P2+q2 =4(constant)
( 3)

From Eqs. ( l). and (3), we obtain

ay-qz=0 or Q=q,/z
and (1)
(av
1 o t 2- a zy 2 1 t t z
"-\;
36 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

Substitutingthese values of p and q in


dz= pdx + q dy,
we get
-77
o,=Ja ax+zay
OI
r---i-_---:'--;
z dz- ay dy = I m' - o' y' &
which can be rewritten as
d 1*2 - a2y2 7tt2

. On int€gration,we find

or
\x+ b)- = \z-/a) - y-
Hence,the completeintegralis
. .-t ) 1.
lx+b)- +y- = z'la.

EXAMPLE 0.17 Find the completeintegralof the PDE:


,2 = pq ry.
Solution In this example,given

f = - pqxy. (l)
"2
Then,we have
'fx = - P4/' fY = -PA*' f" =22

fo=-eW' fq=-PxY'
Now, the Charpit'sauxiliaryequationsbre given by
dt _dy = d" dp aq
= =
fp fq pf, + q1:n -(f, + pf") -(f, + q1'"1
That is,
dx dy dz dp ds (2)
-qxy - pxy -2pqry pqy-zpz pqx -Zqz
From Eq. (2), it follows that
dplp dqlq dxlx dvlv
qy-22 px-22 -qy -px
PARTIAL DIFFERENTIALEQUATIONSOF
FIRST ORDER 37
.irich can be rewritten as
dplp - dqlq
_-dxlx+dyty
qy-px qy- px

dp dq dy dx
Pq
ft integation, we find

-D X- = c(constant)
qv

p = cwlx
Fmm the given PDE, we have
,2 = pqry=rq2y2
rtich gives
q2 ="2/"y2 or q=zl^fcy=azly,
sherea = l/J7.
Hence,

P = zlax'
9rbstitutingthesevaluesof p andq in
dz= pdx+ q dy,
get

az=-dx+-d!
axy

dz l&, dy
z ax y

I
lnz=:lnx+alny+lnb
a'

z = brrroyo
is the complete integral of the given pDE.
0.18 Find the complete integral of
,2p2 +y2q2 -4=o
Charpit's method.
38 TO PARTIALDIFFERENTIAL
INTRODUCTION EQUATIONS

Solution The Charpit's equationsfor the given PDE can be written as

dx__ dy _ dz _ dP
;7;- tii- -2'P2
'a2P2+Y2q21-
--!c- (l)
-2 yq'

Consideringthe first and last but one of Eq. (1), we have

-!+-1
-Zxp'
or *x *42=o
2x'p P

On integration,we gel
ln (xp)=1Y1s or xP=a (2)

From the given PDE and using the result (2)' we get
(3)
y 2q 2 = 4 _ o 2
(3) in
Substitutingone set of p and q valuesfrom Eqs (2) and
dz= pdr + q dy,

we find that
dY
4, = o& *.J;I .
xy
found to be
On integration,the completeintegralof the given PDE is
.=otnr*r[4Jhy*h.

0.11.1 Speciat Types of First Order Equations

Type I EquationsInvolving p and q only'


That is, equationsof the tYPe
(0. I 00)
f(p, q) = 0.
by f(.p'q)=o, 16gn
i s a s o l u t i o no f t h e g i v e nP D E , d e s c r i b e d
L e tz = a l + b y + c = 0
1 t.
p=?=o.q=:.=b
.1x uf

we get
Substitutingthesevaluesof p and q in the given PDE'
(0 l0lt
f ( a . b )= 0
S o l v i n gf o r b . w e g e t ,6 = / ( d ) . s a y T h e n '
z--ax+A@).v+c (0 l0lr

is the completeintegralof the given PDE


P A R T I A L D I F F E R E N T I A LE Q U A ] I O N S O F F I R S T O R D E R
39
E,\-IMPLE 0.19 Find a complete integral of the equation

"lp*"G=t
Solution The given PDE is of the font f(p,q)=g. Therefore,let us assumethe solution
-: :he form
z=ax+by+c
';:-:rg

or b=(r-J;)2
"G+Jt'=t
Hirce, the completeintegralis foundto be
z = ax+ (1- nla)2
y+c.

EX{MPLE 0.20 Find the completeintegralof the PDE


Ps=l
Solution Sincethe given PDE is of the torm f(p,q)=O, we assumethe solulionin the
:t;:n z=ax+by-lc, whereab=l or b=lla- Hence,the completeintegralis
I
z=ax+-y+c.

I!

Tlpe Il Equations Not Involving the Independent Variables.


-,ar is, equations of the type

f ( 2 ,p , d = o (o.lo3)
-ai a trial solution, let us assumethat z is a function of u = )c+ ay, where a is an arbitrary constant.

z = f(u) = f(x + ay) (0.104)

dz dz du dz
'
dx du 0x du
dz dz 0u dz
t= sr= *
,=a ^
S-:stituting these values ofp and g in the given PDE, we get
f )- ,-\
Il".a.,+l=o (o.ros)
\ au au)
r::ch is an ordinary differential equation of first ordet
Solving Eq. (0.105) for dz/du, we obtain

]=Qk,a) \sav)
i:
PARTIAL DIFFERENTIAL EQUA-IIONS OF FiRST ORDER
39
EI{-I{PLE 0.19 Find a complete integral of the equation

Ji * Jq=t.
Solulion The given PDE is of the form /(p, g) = g. Therefore, let us assumethe
solution
: :--: form
z=ar+by+c

,!a+.lb=l or b=\l-Jtt)t
l-l:::e. the complete integral is found to be

z=ax+Q-Ji)2y+c.

E.\${PLE 0.20 Find the complete integral of the pDE


P q= t '
Solution Since tlie given PDE is of the form f(p,q)=O, we assumethe solution in the
- : - , z = a r + W * c , w h e r ea b = 1 o r b = 1 1 a .H e n c e ,t h e c o m p l e t ei n t e g r a li s
1
z=ax+-y+c.
a
Tlpe II EquationsNot Involving the IndependentVariables.
.l-:: is, equationsof the type

f(2, p,q)=o (0.103)


:-. : rial solution, let us assumethat z is a function of u = x+ ay, where a is an arbitrary constant.

z=f(u)=f(x+ay) (0.104)

0z dz 0u dz
'
0x du dx du

o=+=++=,+
oy du dy du
S,::rituting thesevaluesofp and q in the given PDE, we get

f(,.+.
\ a u "!)=o
du)
(0.r 05)

r::ch is an ordinary differential equation of first order.


Solving Eq. (0.105) for dz/du, we obtain
dz
(sav)
^=QQ,a)

dz
---:"-----a
= au.
QG,a)
40 INTRODUCTION EQUATIONS
TO PARTIALDIFFEREN1IAL

On integration,we find

I t! '=u*"
J 9\2' a t

That is,
F(z,a)=u+s=Ylaytt.
which is the completeintegralof the given PDE.
EXAMPLE 0.21 Find the completeintegral of
P(1+q) = qz
Solution Let us assumethe solution in the form
7=f(u)=a+6y
Then,
dz dz
P=A' q=a
du
thesevaluesin the given PDE, we get
Substituting
dz(. dz\ dz
al'*oa)=o'd".
That is,
dz dz
oar=*-' or a-'-=4u

On integration,we find
ln(az-l)=u+c=x+aY+c
which is the requiredcompleteintegral.
EXAMPLE 0.22 Find the completeintegal of the PDE:
i
P 2" 2 + q z= 1 '
Sotation Let us assumelhat z = f(u)= x+ ay is a solutionof the given PDE.Then,
dz dz
e= c=a
du' du
thesevaluesofp and g in the
Substituting given PDE,we obtain

ldzl
'-1 +a-\du)
llCEl
=l
la")
That is,

(*\ dzl
<,,*ort=r or du
\du ) tlr2 +o2
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 4l

'[7*t a"=au
ar lnte$ation, we get
r-i-----i t f r-------''l
zlz- +a- a- . I z+!z- +a-
t=truv'rD
2 2l a I
-:.;h is the requiredcompleteintegralof the given PDE.

Type lll Separable Equations


r.- eOuation from those
in which z is absentand the termscontainingx andp canbe separated
::-::iningy and4 is calleda separable equation.
Tlat is, equationsof the tYPe
f(x, p)= F(v'q) (0.r07)
: trial solution,let us assumethat
f(x'P)=F(Y'q)=a (saY) (0.108)
.. solvingthem for p and q, we obtain
p = 0 @ ) 'c = v 0 )

a"=* a"**ay= pdx+qdy


dx dy

dz=O@dx+v(;)dy
integralin the form
we ge1the complete
r ::egration,
(0.10e)
"=lO<Oa'*JyQ)dY+b
TUPLE 0,23 Find the completeintegralof the PDE:
pzy (1+ x2'1=qx2

Solution The given PDE is of separabletype and can be rewritten as

o 2( l + , 2 \
.--. .-=9=o (say),an arbitrary
constant.
x'y

J-o*
e=;67' q=aY
r:r rring these values of P and q in
42=pdx+qdf,
42 INTRODUCTIONTO PARTIAL DIFIERENTIAL EQUATIONS

we get
' {ot
u=
Jl;7ar+aYry
On inlegation, we obtain

'=Ji[*t *1y'*b
which is the completeintegralof the given PDE.
EXAMPLE 0.21 Find the completeintegral of
P2+q2='+Y
Solution The given PDE is of separabletype and can be rewritten as
p2 -t= y-q2 =a (say)
Then,
P =J'+i, q=Jy+a.
Now, substitutingthesevaluesofp and 4 in
dz=p&+qdy
we find
dz=.lx + a dx+,JW dy,
On integration,the complete integral is found to be

2 = :(x + a)"' + | (y + a)'', + b.


5J

Type Mlairaut's Form


A first orderPDE is said to be of clairaut'sform if it can be written as
z= px+W+f @,q)
Charpit'sequationsare
The corresponding

&dv dz
fr y+.fq px+qy+pfr+q1fo
"+
dp dq
(0.lll)
p-p q-q

The integration of the last two equationsof (0.lll) gives us


p=a, q=b
Substitutingthese values ofp and q in the given PDE, we get the required complete integral in
the form
z=ax+by+f(a,b) (0.r l2)
PARTIAL DIFFERENTIALEQUATIONSOF NRST ORDER 43
E\-lrtPLE 0.25 Find the complete integral of the equation

,= p**qy*rlt*p\ t,
Solation ThegivenPDEis in the Clairaut's
form.Hence,its complete
integralis
t=**ry*r[*] *F.

Find the complete integral of


(p+q)(z-xp-yq)=I

The given PDE can be rewritten as


I
z=xp+yq+-
p+q
:s in the Clairaut's form,

EXERCISES
. pDE
Eliminatethe arbitraryfunctionin the followingandhenceobtainthe corresponding
z=x+y+f(A).
Form the PDE from the following by eliminating the constants

z=(x2 + a)(y2+b).

Find the integral surface (general solution) of the differential equarion

x"-d; -z+ y ' 7" d- =z $ + y ) 2 .


ox oy
Find the general integrals of the following linear pDEs:
,)
i) -P+xzq= y-

,i i ) ( y + l ) p + ( x + 1 ) q= s .
Find the integral surface of the linear PDE
xP-Yq=z

; h i c h c o n t a i n st h e c i r c l ex 2 + y 2 = 1 , 2 = 1 .
INTRODUC'TION TO PARTIAL DIFFERENTIAL EQUATIONS

6. Find the equation of the integral surface of the PDE


2y(z -3)p + (2x - z)q = y(2x - 3)

whiclr containsthe circle x2 + y2 =2a, 2 =g.


7. Find the generalintegral of the PDE
(x-y)p+(y-x-z)q=z

which containsthe circle *2 + y2 =1, =1.


"
8. Find the solution of the equation

, = L1p2 + q21+ 1p _ x\ (q _ y)
2

which passesthroughthe x-axis.


9. Find the characteristicsof the equation
pq=ry
and determinethe integral surface which passesthrough the curve z=x,y=0.
10. Determine the characteristicsof the equation
pz -q2
"=
and find the integral surface which passesthrough the parabola4z+x2 =0, y=0.
rll. Show that the PDEs
xp= yq and z(xp+ yq)=Zxy
are compatibleand hence find its solution.
12. Show that the equations
p2 + q2 =! arrd (p' + q')x = pz
are compatible and hence find its solution.
13. Find the complete integral of the equation
(p2+q27x=pz
where P=AzDx' q=0zl0Y.
14. Find the complete integrals of the equations
( i ) p x s- 4 q 3
x2+6x22-2=o
(ri) 2(z+xP+Yq)=YP2.
1 5 . Find the complete integral of the equation
p+q=pq.

1 6 . Find the complete integrals of the following equations:


(l) zpq=p+q

(lr) p2q2 + *t ut = *'qt (" + y').


PARTIALDIFFERENTIAL
EQUATIONS
OF FIRST 45

17. Find the complete integral of the PDE


2= px+ qy _sin(pq)

r 8 . Find the complete integralsof the rollowing PDEs:

(\) tp3q2 + yp2q3+1p3+q3)-"p2q2 =o


( i 1 ) p q z = p 2 ( x q+ p 2 ) + q 2 ( y p + q 2 ) .
1 9 . Find the surface which intersectsthe surfaces of the system
z(x+Y1=s132a11
orthogonally and passesthrough the circle

x 2 + Y 2= 1 , 7 = 1 '

10. Find the complete integral of the equation

1 p 2+ q 2 1 x = p z
.0202 (GATE-Maths,
1996)
wherep=2, Q=2,

tl Find the integralsurfaceof th€ linearPDE

s-D*-G-v+4!=,
dx dy

which containsz-1 and *2 +y2 =1. (GATE-Maths,1999)

the correct answer in the following questions:


Using the transformationu =Wly in the PDE xux = u + yu, the transformedequation
has a solution of the form l/=
(A) f(x/y) (B) /(x + y)
(C) f (x - y) (cATE-Maths,l e97)
(D) .f (,y).
integral
Thecomplete equation,p3q2 + yp2q3+1p3+q31-tp2q2 =O
ofthepartialdifferential
ls z=

(A) ax+ by+ (ab-2+ baal @) ax-by+(ab-2+ba)1


(C) -ax + by + (bo-2- ob-z) (D) ax+ by-(ab-2 +ba-2).
(GATE-Maths,1997)
The partialdifferentialequationof the family of surfacesz=(x+ y)+ A(ry) is
(A) xp- yq=g (B) xP-Yq=Y-Y
(C) xp+yq=x+y (D) xP+Yq=o.
(GATE-Maths,
1998)
INTRODUCTION
TOPANTIAL
DIFFERETMAL
EQUATIONS I
Thecomplete of the ppt 7=psaqy-sin(pq) is
integral
I
(A) z=at+by+sin(ab) @) z=u.+by-sin(ab) I
(C) z=ar+y1sh16; (D) z=x+6y-sin(a). I

II I
I
II
{
l
CHAPTER T

FUNDAMENTALCONCEPTS
. INTBODUCTION

!::. practicalproblemsin scienceand engineering,when formulatedmathematically,give rise


to
r--:l differential equations(often refened to as pDE). In order to understandthe physical
-r'. iou' ofthe mathematical _
model,it is necessaryto havesomeknowledgeaboutthe mathematical
.::;ter, properties,and the sorutionof the governingpDE. An equationwhich invorves
several
::Tndent variables(usuallydenotedby x, y, z, r, ...), a dependenifunctiona ofthese variables,
: -re partial derivatives of the dependentfunction a with respectto the independentvariables

F ( x ,y , 2 , t , . . . , u , u y ,u z ,h , . . . , u r x , u r , . . . , u r , . . - )= 0 (l.l)
:.:.leda partialdifferentialequation.A few well-krown examDlesare:
u, = k(uo +uw + urz) Iinear three-dimensional
heatequation]
u* +u,^+ . u - -= O [Laplaceequationin threedimensions]
').
u = c- (u$ + u)ry+ uzz) Iinear three-dimensional
waveequation]
q+uur=puxr [nonlinearone-dimensional
Burgerequation].
:. theseexamples,z is the dependentfunction and the subscriptsdenote partial differentiation
--: respectto these variables.

inition l.l rhe order ofthe partialdifferentialequationis the order of the highest
derivative
-:ring in the equation. Thus the above examplesare partiar differentiar equations
of second
:::. whereas
q=uurn+stnx
:--.examplefor third order partial differential equation.

CLASSIFICATION
OF SECONDORDEF PDE
. nost generallinear secondorder pDE, with one dependentfunctronu on a domaine of
- : X = ( \ , x 2 , . . . x, n )n. > l . i s
nn
S s1 -
z.t
ri1urixJ *
L
b,'r' + F(u) = Q (1.2)
i ,i = t t=l
classification
of a PDE dependsonly on the highestorderderivativespresent.
47
48 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

The classificationof PDE is motivated by the classificationof the quadraticequation of the


form

Ax2 + Bxy+ Cy2 + Dx + Ey + F =0 (1.3)


which is elliptic, parabolic,or hlperbolic accordingas the discrimina Bz -4AC is negative.
zero or positive. Thus, we have the following secondorder linear PDE in two variables;r and y':
Auo + Bu,y + Curr + Dux + Eur + Fu = G (1.4)

where the coefficientsA, B, C, ... may be functions of .r and y, however,for the sakeof simplicity
we assumethem to be constants.Equation (1.4) is elliptic, parabolic or hyperbolic at a point
(.x6,y6) according as the discriminant
Bz(xo, y) - 4A(xo, ro ) C (;ro, rb )
is negative,zero or positive. If this is true at all points in a domain Q, then Eq. (1.4) is said to
be elliptic, parabolic or hyperbolic in that domain. If the number of independentvariablesis two
or three, a transformationcan always be found to reducethe given PDE to a canonicalform (also
called normal form). In general,when the number of independentvariables is greaterthan 3, it
is not always possible to find such a transformationexcept in certain special cases.The idea of
reducing the given PDE to a canonical form is that the transformedequation assumesa simple
form so that the subsequentanalysisof solving the equation is made easy.

1.3 CANONICAL FORMS

Considerthe most generaltransformationof the independentvariablesx andy of Eq. (1.4) to new


variables 1,q, wherc
5=1@,y), n=q@,y) (1.5)

such that the functions { and r7 arc continuously differentiable and the Jacobian

o*,-€,n,)
' =#3=,;,',1= *o (16)

in the domain O where Eq. (l.a) holds. Using the chain rule of partial differentiation,the partial
derivativesbecome
ux = u|1x +uTna

uy = ut'j +unn)

u* = uE461.
+2u4r€,4,+ rnrr\! + rg,to + urno

uo = ugl*4y + utT(4,ryy
+ 1yry")+urrn,n, + u|qn, +u44n

ur, =u6gC,?
+2u6r1yey
+rrrrt r?+u,{r, +urr1r^ (17)

into the originaldifferentialequation(1.4), we get


theseexpressions
Substituting
Au"" + Bu,- + Cu--
't'I
+ Du,9 + Eu-
tI
+ Fu = G (I 8)
99 S'l
FUNDAMENTAL
CONCEPTS 49
- :te

2=A1l+Bt"t..+Ct?
E =2A1,t1,+ B((,q, + (rr7) +2C(rr,,

e = 4l + nr7,r1,
+Cr72,

E = Anxr + Bry,y+ Cnw + Dttx + Enr

| =1, (-'=U (l.e)

-: nay be notedthat the transformedequation(1.8) hasthe sameform as that of the original


:::ation (1.4) underthe generaltransformation (1.5).
Sincethe classificationof Eq. (1.4) dependson the coefficientsA, B and C, we can also
:: *rite the equationin the form
Au* + Bu^.+Cu.^.= H (x. v.u.u-.u-.\ (l.l0)
(1.5),Eq. (1.10)takesone of the following
-: canbe showneasilythat underthe transformation
'-l:eecanonicalforms:
(i) ulq-ur,=0(6,ry,u,%,ua) (l.lla)
::
uq=Q,(6,n,u,uq,ao)in the hyperbolic
case
(ii) ury+urr=0(6,4,u,ue,ua) in theellipticcase (l.llb)
(iit u$ =tg,n,u,u€,u?) (l.llc)
:l

uaa= Q(6'n,u'u1,zo) in the parabolic


case
*e shalldiscussin detail eachof thesecasesseparately.
UsingEq. (1.9) it can also be verifiedthat
Ez_ qlc = G,?ry
_ tr4)2 {a, _ +,1c1
-d thereforewe concludethat the transformation
of the independent
variablesdoesnot modify
r-e type of PDE.

1.3.1 Canonical Form for Hyperbolic Equation


:;ncethe discriminanr E2-qAe>0 for hyperbolic case,we set 7=0 andf=0 in Eq. (1.9).
;hich will give us the coordinates€ and ry that reducethe given PDE to a canonicalform in
'*hich the coefficientsof u$,u44 €re zero.Thus we have

,4= A4', + B€,6y+ c6; =o


e = .tql +Bq,q,+cryj=o
50 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUAT]ONS

which, on rewriting, become

(r \2 (r\
al!l +nli l+c=o
\qv) \{r i

=o
,fr'l'.uiz,l..
\tty ) \ay )
Solvingtheseequationsfor GJ11,)and(n'/ny)'we get
r-..-
4x_-B+,1B" -4AC
, at

F--;-
r y ,_ - B - l B ' - 4 A C (r.12)
4y 2A
The conditionB' >4AC implies that the slopesof the curves( (x, y) = C1,r\Q, y) = Cz are real.
Thus, if B' > 4AC, then at any point (x, _y),there existstwo real directions given by the two roots
(1.12) along which the PDE (1.4) reducesto the canonicalform. Theseare called characterislic
equations.Though there are two solutionsfor each quadratic,we have consideredonly one
solutionfor each. Otherwisewe will end up with the sametwo coordinates.
A f o n g t h e c u r v e( ( x , y ) = c r , w e h a v e
d( =(,dx+(rdy=0
Hence.

4=-lL1 (r.r3)
dx \1, )
Similarfy, afong the atwe q(x, y) = c2, we have

4=-lul (l.l4)
dx \,tn )
Integrating Eqs.(1.13)and (1.14),we obtainthe equationsof family of characteristics €(r, y)=ct
a n d r y Q , y ) = c 2 , w h i c h a r e c a l l e d t h e c h a r a c t e r i s t i cosf t h e P D E ( 1 . 4 ) . N o w t o o b t a i n t h e
canonicaiform for the given PDE, we substitutethe expressions of{ and ? into Eq. (1.8) which
r e d u c e st o E q . ( l . l I a ) .
To make the ideas clearer, let us considerthe following example:

3 u * + l ] u - . + 3 t . - .= 0

Comparing with the standard PDE (1.4), we haveA =3, B =10, C =3, 82 - 4AC = 64 > 0. Hence
the given equationis a hyperbolicPDE. The correspondingcharacteristicsare:

dy (c,\ (-a*,[F-+rc) 1
dx \6r) 2n 3
\ )
,,NDAMENTALcoNcEprs
| sl
I
| +=-(u)=-(-a-'l-'a-qAc)-.
* 24
| -: \4') \ )-
tina ( andry, we first solve for 7 by integratingthe aboveequations.Thus,we get
|
'=3x+c1' ,=!'*',
|
:h give the constantsas
J
,=Y-3x. cr=y-x/3
I :-crore'

| F I
€==vy- 1- .3- -x = c 1 , n=t-!,=c,
| - -::e
are.thecharacterislic
linesfor thegivenhyperbolicequation.ln thisexample,the characteristics
|
to be strarghtlines in the (x, y)-plane along which the inirial data,
,,=,'r# impulseswill
|
To find rhe canonicalequation,we substitute
the expressions
for f and 7 into Eq. ( I .9) to get
J
,=.e(|+Bl(r+cqj=t1_t12+10(_3)(r)+3=0
|
I = ZAi,ry,+ Bli,Uy+ qyry,t
+2c6rny
I
I
=,(3,er(-;).,ofr-:xrr.r(-J)]+z(:)(r)(r)
II
I =o=ro(_fJ+e
=,,_+=_+
| .=o D=0. E=0. F=o
I
:e. therequired
canonical
lormis
lF:
or '':n=o
*"'=o
'
:rlegmtion,
we obtain
f-
,G.n\="fc)+ sot)
| ---:/and g arearbitrary.
Goingbackto the originalvariabres,
the generar
sorutionis
f
,(x,y)=f(y_3x)+s(y_xt3)
|
3.2 Canonical Form for parabotic Equation
f
":eparabof ic equation.
rhedisciiminant E2-q,qe=0, whichcanbetrueif B=0 andi or C
f
:j.rat to zero.Supposewe set first l=0 in Eq. (1.9).Thenwe obrain
F
,=A{}+B(,(,+cs,,=0
|
I
<t INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS

or
(r\2 (r\
Al:z | +Bl::r l+C=0
11,) \6, )
which gives
t- -B!,1 r--;-
B' - 4AC
;= ,,
"y
Using the condition for parabolic case, we get

9r (1.15)
{,=- 2A
Eq.(1.15),we set
Hence,to find the function6=1Q,y) whichsatisfies
),,rp
A=-7.= rA
andget the implicit solution
6Q,v)=ct
In fact,one can verify that 7=O impliesB=0 as follows:
B = 2AS,t7,
+ B(6,tly + 6ynx\ + 2C1yry'

Since82 -4AC=0, the aboverelationreduces


to
+ qyq,)+2cEyn,
B =2A€r4,+2.[ 'tc 1q,r7,
= 26fAq,+ Je 6; (-.aq,+J- ryn1
Howevel
q,
= - B = - z . ! A C= -
4y 2A 2A
Hence,
-.,F.t6"11J-.t
E= z1J-e6 t, +Jcrl)=s
Wethereforechoosef in sucha way that both 7 andE arezero.Then 17can be chosenin any
way we like as long as it is not parallelto the f- coordinale.ln otherwords,we chooser7 such
that the Jacobianof the transformation is not zero.Thuswe canwrite the canonicalequationfor
parabolic caseby simplysubstituting { and7 intoEq.(1.8)whichreduces to eitherofthe forms
(l.llc).
the procedure,
To illustrate we consider the followingexample:

x2uo -2ryu, + y2uo = er

The discriminant82 - 4AC = 4x2y2 - 4x2y2 =g, andhencethe givenPDE is paraboliceverywhere.


The characteristicequation is
FUNDAMENTAL CONCEPTS 53

dvt-B2xvv -----L - !-
=
dx €t 2A 2x2 x
- we have
.-.:eSTation,
xl=c
: :.ence ( = xy will satisfy the characteristic equation and we can choose 17= y. To find the
:::cal equation,we substitutethe expressions
forf and ? into Eq. (1.9) to get

A = A y z + B x y + c x 2= t 2 y ' - 2 t 2 y 2 + y 2 x 2 = 0
r=0, e=y2, D = -2xy
E=0, F=0, G=e"
-:.. the transformedequationis

lTur, - LxyuE= e'

42unt=26uq+e1n
: :rronicalform is, therefore,
21 |
ur, = -7 u1+1e, r,"'

i 3 Canonical Form for Elliptic Equation


-:. :he discriminant
82-4AC<0, for ellipticcase,the characteristic
equations

dx

dy_B+lB"-4AC
dx 24
--. complex conjugatecoordinates,say { and ri. Now, we make anothertransformationfrom
- :o (d, p) so that

o=€+n. s=€-n
22i
:- give us the requiredcanonicalequationin the form (l.llb).
-:
;llustratethe procedure,we considerthe following example:

: rriminantBz- 4AC= -4x2.,. o e iptic.Thecharacreristic


equations
"#J;",iiu"r,oro,
dy= B- -'[47 = -tX
dx 2
54 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

Integrationof these equationsyields

iy+l=s,, -ir+L=""
)"4

Hence, we may assumethat

2!2x'2 + i v .
t' = ,=!12 -iu

the secondtransformation
Now,introducing
F+n F-n
a=-,p=-;

we obtain
12
a=;, F=v
The canonicalform can now be obtainedby computing
]=Aal+fa,ay+caj=y2

E =2Aa,f ,+ B(a*F, + arfr) +Zc(arg) = 0

e=eB| +BB,BI+cp2r=x2

D = Aao + Bary + cayy+ Ddx + Eat = |

E = A9* + BBxy+ cByy+ DB, + EBn = 0

F=0, c=o
Thusthe requiredcanonicalequationis
,2uoo+ ,2uOO+uo =O
or

uoo+upp=-fi
EXAMPLE1,1 Classifyandreducethe relation

y2uo - Zxyu, * *' uo = t u, * t u,


xy
to a canonicalform and solveit.
Solution The discriminantof the given PDE is
82 -4AC =4x2yz-4x2y2=g
FUNDAMENTALCONCEPTS 55

-:-:3 rhe given equation is ofa parabolic type. The characteristicequation is


d y_ _ 1 , _ B _ - 2 r y _ _ x
dx 1r 2A Zy2 y
L- .::ation givesx2 +y2 =cr. Therefore, €=12 +y2 satisfiesthe characteristic equation.The
-- : :.rrdinatecanbe chosenarbitrarilysothat it is not parallelto
{, i.e. the Jacobianof the trans-
i. -::ion is not zero.Thus we choose
-- ,'2
6=12 +y2,
: ::d the canonicalequation,we compute
7 = ,lEl + nqg, + G1l,=a*2y2
-Bx2y2 =0
+ 4x2y2
B=0, e =4r2y2, D = E = F= G = o
F:-::. the requiredcanonicalequationis
=O orunn=0
4x2Yzur,
::.re this equation,we integrateit twice with respectto ry to get
ur=fG), u=f(€)rt+sG)
^:-:
.fG) and SG) are arbitraryfunctionsoff. Now, going back to the original independenr
i:::-es. the requiredsolutionis
u = y 2f ( x 2 + y 2 1 +g l * 2 + y 2 1
,-tltPLE 1.2 Reduce the following equationto a canonical form:
( l + x 2 1 u o + ( + y 2 \ u y y+ x u x+ y u y = 0

:,tlution The discriminant of the given PDE is

82 _ 4AC= _4(1+r211t+y21<o
:: rhe given PDE is an elliptic type.The characteristic
equationsare

B- G4o+?nrt5 ' ! E;V


dx 2(l+ x2) t+r2

dy B+ J Br:4AC
dx 2A
- -::gration,we get

6 = ln (t+.,[2 + t.y-i tn1y+n[2 + t t =.,

n = tn(, * JP * D+i tn1y+,[1]i1 = g,


second transformation
F +n n-f
a =2__:J. B='' '
22i
56 INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS

we obtain

o=tn(r*Jr'*t)
P = t n 1 y + , [ 1+] t )
Thenthe canonicalform can be obtainedby computing

f = ^ l a ? + B a , a y + C a 2 r = 1 ,E = 0 , C=1, D=E=F=G=O
Thusthe canonicalequationfor the given PDE is
udd+upg=0

EruMPLE 1.J Reducethe following equationto a canonicalform and hencesolveit:


uo-2sinxu*-cos2 rrr - cos:ay=0

Solution Computingwith the generalsecondorderPDE (1.4), we have


A=1, B=-2sinx, C=-cos2x,
D=0, t=-cosr, F=0, G=0
The discriminate82 - 4.,q,C
= + (sin2x + cos2r) = 4 > 3. Hencethe given pDE is hyperbolic.The
characteristic
relevant eouationsare
dy= B-JF -qAC
=-sinr-l
dx 2A
d y _ B+J* -+rc
=l-sinx
dx ZA
On integation, we get
y = cosr -.r+ cl, y = cosx+ x + c2
Thus,we choosethe characteristic
lines as
I = x + y - c o sx = q , r y - - - x +y - c o sx = c 2
In orderto find the canonicalequation,we compute
2 = A l l +M " e . , + c { =
3o
E = 2A1,ry.
+ B(6,11
y +I yn) +2cqyq
y
= 2 ( s i nr + l ) ( s i nx - 1 ) - 4 s i n 2x - 2 c o s r2 = - 4

C =0, D =0, I'-n F =O G=0


Thus,the requiredcanonicalequationis
ur- =0
FUNDAMENTALCONCEPTS

:::!raling with respect to 6, we obtain


un= f(ry)
...3re / is arbitrary.Integrating once again with respect to
?, we have
u = f@) dtl+ cG)
J

u=V(rt)+cG)
e(6)is anotherarbitraryfunction.Retuming
to the old variables
r, lr, the solutionof the
PDEis
u(x, y) = ry(y - x -cos x)+ g(y +x - cosx)

E\4.\IPLE 1.r' Reducethe Tricomi equation


uft+xuyy=0, x*0
'" z.i x, y to canonicalform.

solution The discriminant82 - 4AC = -4x. Hencethe givenpDE is of mixed type:hyperbolic


' - . < 0 a n d e l l i p t i cf o r x > 0 .

,_-: I ln the half-planex<0, the characteristic


equationsare

dv n- t*'[F -+,qc
dx n-. 2A

, =? g*yr/2+ r,

, = -? 943/2+
"2
)re, the new coordinatesare

((x,fi=1y-1fi'f =,,
2

4 { x , y ) = } y + 1 . 1 - a 1=3g ,
z-
arecubicparabolas.
orderto find the canonicalequation,we compute

I = l t ? + "B5 .rxF5 ) / +. "c5F1 1 = - 9 r * g *, .24 ^r = g


4..

E=9x, e =0, p=-1g4)t2 =-E, F-C-n


5E INTRODUCTIONTO PARTIAL D1FFERENTIALEOUATIONS

Thus,the requiredcanonicalequationis
9ru,- -2(-t\-tt2u,
' +1Gx\-tt2 u- =o
e't 4' t 4
OI
I
uh=-luq-ua)

Case II ln the half-plane x > 0, the charactedsticequationsare given by


dv .- dv
7 =iJx.
ctx
a =-iJi
ctx

On integration,we have

((x. y)= | y - itJx)", 4(x.y) = | y + i(Jx\'


2' Z'
the secondtransformation
Introducing
t+n p^= -t ;- n
d=i.

we obtain
3
o=ry, p^ = - 6. tt-.1
xr
normalor canonicalform is
The corresponding
1 ^ =U
uooluBB+----':up

EXAMPLE 1.5 Find the characteristics


of the equation
uxr+ 2ury+ sinz1x1uo+ u, = 0
when it is of hyperbolictype.
Solution The discriminant82 - 4AC= 4 - 4 sin2x = 4 cos2x. Hencefor alI x*(2n-l)212,
the given PDE is of hyperbolictype. The characteristic
equationsare

dy B+JF -qAC= l + c o s . r
&
On integration, we get

/=.r-sinrfcl, y=x+sinx+c2

Thus, the characteristicequations are


E=y-x+sinx, ry=y-x-sinx

EXAMPLE 1.6 Reduce the following equationto a canonical form and hence solve it:
yut + (x+ y)ury+ xuw = 0
FUNDAMENTAI-CONCEPTS 59
Solution Thediscriminant
8 2 - 4 A C = ( x + y 1 2 - 4 r y = ( x _ y ) 2> 0
-:-:e the given PDE is hyperboliceverywhereexceptalong the
line y:x; whereason the line
= r. it is parabolic.When y*x, the characteristic
equationsare
/--;-
dy _B+rlB. _4AC _(x+y\+(x_y)
dx 2A 2y

dy 4=t
dx dty
,- - rregration,we obtain
y=x+q, y2 =x2 +cz
the characteristic
equationsare
1=v-x, tt=y2 -x2
straight lines and rectangular hyperbolas. The canonical form can be obtained by

7=,tg]+n4qn+C(l=y-x-y+x=0, E=_z(,_y)2,
c=0. D=0, E=2(x-y\ F=C=o
canonical equation for the given PDE is

-2(x - y)2ug + 2(x - y1u, = 0

-t2uh + 2 ( - O u , = 0

d I -dul -
6u€4+ un= ; l E l = u
" )
05\ on
::::ion yields

E*=r<nt
ory
:. - :rtegrating
with respectto ?. we obtain
lr
u=EJ fttt\dry+c,Gl

It
u=-.1 f (y'-x")dty' -x')+g1y-x)

i:neral solution.
60 INTRODUCTION
TO PARTIALD]FFERENTIAL
EQUATIONS

EXAMPLE 1.7 Classiff and transform the following equation to a canonical form:
sin2(x)rio + sin(2x)u, I cos2
(x1u .=x
o
Solution The discriminant of the given pDE is

82 - 4AC = sin22x - 4 sin2x cos2r = o


Hence, the given equation is of parabolic type. The characteristicequation is
dvB
c o tx
4t=;=
Integation gives

)r=lnsinx+ct
Hence, the characteristicequationsare:

6=/-lnsinn, ry=y
4 is chosenin such a way that the Jacobianof the transformationis nonzero.Now the canonical
form can be obtained by computing
A=0, a =0, f = r, D =t,
"or2
E=0. F=0,
Hence.the canonicalequationis
cos2(x) ur, + u, = x

-- sin-tpn-|1- u,
1l- e2(n-1t1uro

EXAMPLE 1.8 Show that the eouation

uo+ryu,=Lu,,
xa'
where 1y'and a are constants,is hyperbolic and obtain its canonical form.
Solution Comparingwith the generalPDE (1.4) and replacingyby /, we have A=1, B=0,
C = - 1 / a ' , D = 2 N l x , a n d E = F = G = 0 . T h ed i s c r i m i n a 8n 2t - 4 A C = 4 1 a 2 > , J .H e n c et.h es i v e n
PDE is hyperbolic.The characteristicequationsare

dt Pr 82 - 4AC ,,14/a'
= + I-
dx 2 CI

Therefore,
dtl dtl
dxa [aa
On integation, we get

t=-!+cr, t=!+c.
aa'
oPERAroRs
1.4 ADJorNr

I
tu=' (t'16)
r is a differential
where givenor
operator
I
t= aolxylL+ ar<'){\ +...+o,{')
|
One way of introducingthe adjoint differentialoperatorZ* associatedwith I is to form the I
productvZu and integrateit over the intervalof interest.Let
I
(1.11
Itn"uarlfn+lB rt*uar
|
rvhichis obtainedafterrepeatedintegrationby parts.Here,Z* is the operatoradjointto t, where I
the functionsu and y arecompletelyarbitraryexceptlhat Lu and.ttv shouldexist.
I
EXAMPLE 1.10 Let Lu = a(x) (d2uldx2-S + n14g"ldr'1+c(.r)r/;constructits adjoint Z+.
I
Solution Considerthe equation

t'**= I

Jn
^,,. I
:,':..*),',,1,
-t.,',:!:;'*,.'
= (av)---=ax+ @v)
Io *dxJ n
Gv)u dx
FUNDAMENTAL CONCEPTS

:: -1,\ ever,

rB r!2" ?8 S
| 1av)Td;r=J|A to")|tu'\a*
JA dX- dX

- {ou)'u'a,
=1u'val,^
l"
=[u'av]l-tu(av)'ll + u@v)"dx
tu
-[uubi'a*
I'ooffa.=tu(bv)li

vtu dx=7u'(av)- u(av)'+ u (bv)lBn


+ ul(av)"- (bv)'+ (cv))dx
lB JB
equationwith Eq. (1.17), we get

1 * y = (av)" - (bv)' + (cv) = 6y" a 12o'- b) v, + (a,, - b, + c) v

-b)!+{a" -b'+c)
dx

(l . 1 8 )
functions of x and y. In

:::scribed over the

L(u) = s
,a-J
(l.le)
64 TNTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

Its adjoint operator is defined by

r-(u)=). j. ,n,rr-f.!@,u)*"u (r.zo)


dx'ox ij=1 dxi t E

Here it is assumedthat A4 eCQ) and B, ec(l). For any pair of functionsu,reCQ\, it can be
shown that

-r tf, | ,'- . \ / , -rr \l


vL(u\-uL*(v\=\*lI
dx,
r,l,?-,+1.*lt,-2?ll
'\ (r.2r
\"-'l
dx, dxi)
,: ar, i
l-tr \ 11

This is known as Lagrange'sidentity.

EXAMPLE 1.11 Construct an adjoint to the Laplace operator given by


L(u)=\$+uD (1.22)

Solution ComparingEq. (1.22)with the generallinearPDE (1.19),we have All=l,lrr=1.


From Eq. (1.20),the adjoint of (1.22) is given by

L+O)=+O)+{{i=uo *,""
dx- dy-
Therefore,
L*(u)=uo+u,
Hence, the Laplace operator is a self-adjoint operator.

EXAMPLE 1.12 Find the adjoint of the differential operator


L(u)=uo-rt '/l t1\

Solution ComparingEq. (1.23)with the generalsecondorder PDE (1.19),we have 4r =1,


Br =-1. From Eq. (1.20), the adjoint of (1.23) is given by

L*O)=4;0\-4Cn)=u**,
dx' oI
Therefore,
L* (u) = uo t, Y,
It may be noted that the diffusion operator is not a self-adjoint operator.

1.5 R I E M A N N ' SM E T H O D

In Section 1.2, we have noted with interest that a linear second order PDE
L(u)= 61'' 11
is classifiedas hlperbolic if 82 > 4AC, and it has two families of real characteristiccurves in the
xy-plane whose equationsare
FUNDAMENTAL CONCEPTS

1=fi@,y)=ct, 4=fz@,y)=cz
:re' (|'TD are the natural coordinates for the hyperboric
system. In the -r,r'-prane,the curves
:;:),::i:\:1:::!)i"^r:,::!","haracteristics of the givenpDe as showni"'nig. i.ifa
le in the 6?-plane, the curves 6=ct and e=cz are furn'ili". oi.truight lines parallelto the
; as shown in Fig. l.l(b).
A linearsecondorder partial differentialequationin two variables,
onceclassifiedas a hyperboric
rrion, can always be reduced to the canonical form

2'2,
/1 z, z-, 1L )
d+ dy
consideran eguationwhich is alteadyreducedfo its canonicd form in te vaiab)es

d-u du . du
L(u) = - + a- + b-; + cu = F(x. y) (1.24)
ox oy ox oy

r Z is a linear differential operator and a, b, c, F are functions of r and y only and are
rntiable in some domain IR.

(a) (b)
lines.
Fig. 1.1 Familiesof characteristic

d v(x, y) be an arbitraryfunctionhavingcontinuoussecondorderpartialderivatives.
Let us
ler the adjoint operatorZ* of Z definedby
)2,, ) )
Z * (v) = -:-:- - -:- (av)- + (bv)+ cv (t.2s)
ox oy ox oy
we introduce

u = o * - u- 4 , N = b u v + v f u (1.26)
ov' dx
66 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

then
M, + N, = ur(ov) + u(av), - urv, - w, + u
r(bv) + u(bv), + vru, + vu,
Addingand subtractingcuv, we get
T -) 'l r -1'r
u,+N,=-,1
'
-l-'"- ! wr-levy+ cvl*ul!.^ *od-u *o. d-u *rul
l
ox
Loxoy dy dx dy
) ldxdy l
l e.

yLu_uL*v=MtrNy (1.:-'

This is known as Lagrange identity which will be used in the subsequentdiscussion.The operarr
Z is a self-adjointif and only if L=L*. Now we shall attemptto solve Cauchy'sproblemwhici
is describedas follows: Let
L@)=16,r', (1.18r
with the condition (Cauchy data)
(i) u= f(x) on f, a curve in the xy-plane;
),,
(ii) :: = s(x) on r.
on
This is a, and its normal derivativesare prescribedon a curve I which is not a characteristiclina
Let f be a smoothinitial curvewhich is alsocontinuousas shownin Fig. 1.2.SinceEq. (1.ltl
is in canonical form, .r and y are the characteristiccoordinates.We also assumethat the tanget
to f is nowhere parallel to the coordinate axes.

P(1,tt)

Flg. 1.2 Cauchy


data.
LeI P(6,D be a point at which the solution to the Cauchy problem is sought. Let us drar
the characteristicsPQ and PR through P to meet the curve f at Q and R. We assumethat r
u,, uy ate prescribedalong f. Let ?lR be a closed contour PpRP bounding lR. Since Eq. (l.ltr
is already in canbnical form, the characteristicsare lines parallel to x and y axes. Using Greel':
theorem, we have
ff f
l l ( M , + N , ) d x d" y = Q
JJ
- (Mdy-Ndx)
Jl'R'
R
FUNDAMENTALCONCEPTS

dlR is the boundaryof lR. Applying this theoremto the surface integral ofEq. (1.27), we

[ ^_q ay-Na,1=![tu4o)-ut*{D]a,at
J'R
(1.30)
o.

other words,

< * o r - r u a ' y *J[a ' ( M d y - N d x )J+r lo 'r v a' r - N ,-/' "' ) =JfJ[ p L @ ) - u L * ( v ) ) d x t r y
J| r '

using the fact that dy=o on PQ and rk=o on PR, we have

r ' ay-Na'1+l
Jl_1u ' p ay-
J R.u 1p el,'a"=[[
' .[-^ - (v)]dx
, i i 1"21u)-uL+
.., dy (1 . 3 1 )

Eq. (1.26), we find that

Irn'*=1nu"a*+[o
*'d*
by parts the second term on the right-hand side and grouping, the above equation

l,n + u@v- v,1dx


u a, =[uv)an
la
this result into Eq. (1.31), we obtain

luvl, = luvlg+ J, u (bv- v,) dx-J u@v- vr) dl


u
- - _
[ , w ar u a4*l! lu4u) ,L*{u)]a,
at (1.32)
IR

.u,*choosev(x,y:6,q) to be a solution of the adjoint equation

? g
t* 1,1= (1 . 3 3 )
r de same time satisfy the following conditions:
vt=bv w h e ny = q , i . e . , o n P Q ( 1.34a)
yy = av when "r = 4, i.e., on PR (1.34b)
v=l w h e nr = 6 , y=q ( 1.3ac)
rzi rhis function v(x,y;€,D as the Riemannfunction ot the Riemann-Greenfunction. Since
= F - E q . ( 1 . 3 2 )r e d u c e st o

lulp = luv)e- [, [u(av- vr) trt,- v(bu+ u-) dl + eF)ttxdy (1 . 3 5 )


[I

= :alled the Riemann-Greensolution for the Cauchy problem describedby Eq. (1.28) when
;r- are prescribedon l. Equalion (1.35) can also be written as
68 INTRoDUCTI0N To PARTIAL DIFFERENTIAL EQUAI.IONS

I f rr
l u l p = l u v -l o _ l - u v \ a d y _ b d x ) + | ( u v , d y_ v u , d x )+ l l ( v F ) d xr t v {1.361
.tf Jr Jd

This relation gives us the value of z at a point p when u and u, arc prescribedon f. But when
u and u, are prescribed on f, we obtain
t t , rr
lulp=LuvlR- d y - b d x ) - J r ( / v r d x + w ) . d y ) + ( v F ) d xd y (t.17)
Jruv\d JJ
JR
By addingEqs. (1.36) and (1.37),the value of u at p is given by

l. - f lr
l u l , = - { l u v l " + [ a v l p l -l _ u v ( sd y - b d r ) - ^ l u e , d r - v , , d y )
2 rr 2Jr "
I f
+ - l v ( u^ , d r - u u d y \ r+r l 1l v f 1 daxy (t.i8)
2Jr "'d

Tlrus, we can see that the solution to the Cauchy problem at a pornt (q,q) dependsonly on
the cauchy data on f. The knowledge of the Riemann-Greenfunction therefore enablesus to
solve Eq. (1.28) with the Cauchy data prescribed on a noncharacteristiccurve_

EXAMPLE 1.1J Obtain the Riemann solution for the equation


-)
- *-"'
dxdY
grven
(t) u=f(x) onf
),,
(u) - = g(x) on I
otx
where f is the curve y=x.
Solution Here, the given PDE is
^t

L@) = -:--L. = r1x. y1 (t.3e)


ox oy
We construct the adjoint La of L as follows: setting

M = quv-uyy, N =buv+vu,
and comparingthe given equation(1.39) with the standardcanonicalform of hyperbolic equation
( I .24.1,we have

a=b=c=0
Therefore,

M =-uvy, N =yux (1.40)


FUNDAMENTAL CONCEPTS 69
1-:

M x + Ny = vury- ur) = vl(u) - uLi (v)


ry

^7

l*(v)=__:__: (1.41)
dx dy
F:::. Z = Z* and is a self-adjoint operator.Using Green's theorem

dt= | ._w ay- u a,;


ll w,+ N,)d,
'
"fi dt< "
r:1ave
tf
- = -
ll lvL(u) uL*tv)ldidy Ja{v ay u a')
IR'

fl
'ril Ur -,1. rila*ay=rdt<
| ^_g ay- u a"t (1.42)

- =l -
l ro{uat, Na4 r<uat, waO* ! n, {u ar- u ai +! r^ {u at- Na,) (l.4r)

- Na,t= -"!.0,-
J,w at, ,[,(
r\ dy "!*)
dx )
1.3, we have on f, r=/. Therefore,dx=dy. Hence

- ua,t=[,[-, -,'i)*
J,tvat, (1.44)
t,

Flg.1.3 An illustration
ol Exampte
1.13.
70 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

since on qP, y = constant. Therefore, dy = 0. Thus,

f - N a t =JQP
I t u a. r - u a * l =JQP
JQP'
f -,La* (r . 4 s )
Ox

Similarly, on PR, x = constant. Hence, dx = 0. Thus

I say-xa*t=[--r+=[
' ' JpR
-,?+' (r.46)
JpR' JpR dy

Eqs. (1.44)-(1.46)into Eq. (1.43),we obtainfrom Eq. Q.al, the relation


Substituting

!n! wr - r *otya*+=J,l,
"\
^L,
o Y
a,-' *o x*)*
) rI",-"
v r fi
a,*J,r-,fi o,
But
t 0, . -P r 0v
*
J p p -2' r a ' = F ' u l o J o o " E *
Therefore,
t' 1

vr -
)
tt- -
at=[.] -"ff,a,-,7*
<uila,
"
)ln "L* oY o x )|
"\
Dr)vcdv
+l-vulb+),pufrdx+)ro-ufidt 0.41)

Now choosingv(x,y;6,il as the solution of the adjoint equation such that


(i) Z*v=0 throughoutthe.ry-plane

dv
(ii) w h e ny = 4 , i . e . , o n Q P
^=tt
Av
(iii; | =0 w h e nx = 6 , i . e . , o n P R
oy
(iv) v=l at P((,4).

Equation(1.47) becomes

tt ov ou.\
at= t( -u x-v;dxl+(uv\p-(u)p
| { v D a x ,|,-\l o- a
y ox )
n
or

( u ) p = ( u- v ) e * 1 - ( - , ! a , - ' * * l - f i ( v F ) d x d t (r.48)
,r\ oy dx J ,t
FUNDAMENTAL CONCEPTS 1l

f tf a 2 1
(uv)q-tuv)p = | _ d(uvt= l-li1n)ax + ltwlay I
Jt dy
lox I
f
= (urv dx+ uv, dx+ urv dy+ uv, dy\
J,
'. .r Eq. (1.48)can be rewrittenas

- pr; axay
(u)p=(uvtp = (ur,dy+*, ay1 ( l .4e)
J, lJ
IR
: -:il1', addingEqs. (1.48) and (1.49), we get

I lr.
(u)p=11@v)p+{*)n)+ (uv, dx- vu, dx)
2) r

* at*,', an- II eFtdxd.y


)[ ,{ur, IR

at-l.ltPlE 1.14 Yerify that the Greenfunctionfor the equation


d2u 2 (du*!!\=n
* -
d xd y x + y \ d x d y )
. , : : c r t o u = 0 , 0 u l d x = 3 x 2o n y = r , i s g i v e nb y
(x + y) l2xy + 1( - rl.)g - y) + 2(r7)
,r^,t,t,'rt-T

i-: :ltain the solutionof the equationin the form


- x y+ 2 y 2 )
y=1x-y1(2x2

Solution In the given problem,

,,=#k.h*.h*=, (,so)
-::ring this equationwith the standardcanonicalhyperbolicequation(1.24),we have
2
o=b= , C=0, F=o
x+ y
:: lint equationis Z+(v)=Q,\vhs1g

-!': - a=
L.(D= (Zl-!(JL). (l.sl)
dxdy dx\x+y) dy\x+y)
'-:at

Lrv=0 throughout the r/-plane


nt INTRODUCTIONTO PARTTALDIFFERENTIALEQUATIONS

,,^
(lll -d v = -v z on PQ, i,e., on y=q
dx x+ y

(iii) +=---:--v on PR, i.e., on -r = f (1rs2)


oy x+y
(iv) v=l at P(4,t1).

If v is definedby
/-r .,\
v(x, y; (,4"1=:-:--!J-lzxy + (( _ r) (x _ y) + 2qryl ( l .s3)
\e+D"
Then

#=ffi,,,.o-^v|*ut.#*l
+2x(( - 4)+2(41
+ 2Y2 ( 1.54)
*= A#*,
and

dzv _4(x+y)
(1.s5)
0x 0y G + tD3
dv = -)-
.gry +zx2-2y\q ' t \ e _ tDt '+z6tt) 0.s6)
a l 1 1 +r ' f ' ' " ' ' ' ^

Usingtheresultsdescribed
by Eqs.(1.53f{1.56),
Eq.(t.51)becomes

'*P1=!:-- ' (? *':)* o'


dxdy x+ y\dx 0y) 1x+y)2

= 1 . ! r * ! ) _, , ? . _ , r l 4 x y + z (+xyz2 ) l
G+d" (x+y)((+4)r"
or

z * 1 u y4=( ' + Y ) -4 ( x + v=) s


G +q)" (6+d'
Hencecondition(i) of Eq. (1.52) is satisfied.Also, on y=7.

= +2x(( - 11)
+ 2t12 +2(41
* A#*'
FUNDAMENTAL CONCEPTS 73

*1,=,=dipq2 +zx((+'D+z(qt (t.s7)


2v/(x+ y) at y =r7 is given by

2v2 -Do-d+z6q)
x+y x+q ffirr*r*n
I
= .tlznz+2x(( +r)+2{41 (l.s8)
G+?D'
Eqs.(1.57)and (1.58),we get
-0: v- =2 - Y at V=n
dx x+ y
property(ii) in Eq. (1.52)hasbeenverified.Similarly,property(iii) can also be verified.
atx=1, v = q '
F+n
G+ilG+D2
v= -2-+124n +G _ tD' +26ry1=
\q+nr G + ril3
(iv) in Eq. (1.52) has also beenverified.
(1.50)and (1.51),we have

- uL*(v)=v!+ -, !+. +( 4). 4( 2L\


vl(u\ dxdy dxdy dx\x+y dy\x+y) )

= -d (l0! -u: -\ l - -a (l r =a- v l\+ -d (l 2


-
vu\ 0(2vu\
l+=-l- |
dy\ dx) dx\ dy) dx\x+y) dy\x+y)

( dv) 0 ( 2vu
= -d- l - - zvu
u-- l+ ^ l-+v:-
du\
|
dx\x+y dy) dy\x+y dx.)

= -AM
+- dN
dx dy

M=2* -uaru, N= 2'" *u7u


x+y dy x+y dx
-.ing Green's theorem, we have
tr c r.O
- uL* (v\l dxdy --JaRW dy- N d') = (M dy- N dx\
)) lvL(u\ J;
IR

* !' <uay-u ai+!Rg ay- r a'1 ( l .5e)


74 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS

(see Fig. 1.3) on QP, y = C. Hence, dy = 0; on PR, x = C. Therefore, dx = 0

p l l z u v- u - ^l v- l ld y.- | 2 u ,+ v -a= ^- l d .xf


= |
J R| 1 - dyl'
\-
lr+y dr)
l
Ltr+/ .l

z u u d " ] 1 . r a l[ 2 u , 0 , ] 1 .
_ tr Pt l1I _
J? + v _ _ _ f l d Y +l | 1 : _ r j l l d y
dx)) J PL t - r + /
Lt;+/ dYt.t

However,

au\ . rP 2uv p cP iv
J?\x+v. '*)*=Jn fi,x*t*''n-ln' ^a-
((Zuv

Now, using the conditionu=0 on y=x, Eq. (1.59) becomes

!!R t uut- uL*


qud'dv=JI:/ ( (* -,*)* - 11
\x+), dy) . , n |*
\x+.y
-,'i"l*
dx t

-l' 2u'
dt-(ur\o+(uvrn-l' r\a,
rQx+y " JQ dx

.l',#*-tl("#,)*
(iiF(iv) of Eq. (1.52),the aboveequationsimplifiesto
Also,usingconditions

(u)p=(uv)q-Ji"**
Now using the given condition,viz.

*=3t2 on nQ

we obtain

- 3J:
p=(uv)e
(u)
4?##4)e
=-+-l'st *,3q41a,
\€+ryr"E

=- -$*lenrn,
-s^tl
*-r lir,
= * 62r72
+ rta
1+ 3qrt
1t,* rl,))
ffi,4/
= G - , i e € z- 6 n + z n 2 )
FUNDAMENTAL CONCEPTS 75
'--erefore,

u(x, y) = (x - y) (2x2- xy + 2y21


:ce the result.
.+VPLE 1.15 Showthat the Green'sfunctionfor the equation
d-u
-;;+a=0
ox oy

v(x,y|€,D = J0
J0 denotesBessel'sfunctionof the first kind of order zero.
Solution Comparing with the standardcanonical hyperbolic equation (1.24), we have
a=b=0. c=l
: 3 self-adjoint equation and, therefore, the Green's function v can be obtained from

d-v
;--;- +Y =U
ox t7v

-d"v-^= u o nY = q
dx

-0v
;-=U o nx = 1
oy

a tx = 6 , y = 7 t

0 k= a ( x - i l \ - n )
dv 0v d(
dx dQ 0x

kQHl=oo-,1)
dx

1=io"rty-nl
oxK
76 INTRODUCTIONTO PARTI{ DIFFERENTIAI EQUATIONS

Thus,
0v dv a .t-r. -
;-=-;;;Q"'\y-4)
ax dgE
.t ^T^
d'v 'v-il)I
dldva.t-L

a,ay=
ayLaie'
=110"* ?ua0,..-, , rr-r,.
2+rr-nto-k t
ag-]
v - n-,a'1,
k L dQ aQ ay\Y-ry)*e N ay)
However,

Therefore,
fr=io"-<'-a
)2un''' I
+=Ap'o!*1r-r16-k(,-q)o-n)ld'o**d''
dxdykL do ' k' ap '--u-ntfii0'-rtx-tt]
Hence,

gives
ffi*"=o
a1*{11_e14
zlo! 6ro-r, ' ' d 0*r,r
kLk' dO' k
' -Lf*,=o
aO )
or

o-( d2:
,r-r * rr* 4 l* u= o
k'\ d0" d0)
OT

^ t2
Q ' v "+ Q v ' + L Q K v = 0

Let k=2, a=4. Then the above equation reducesto

Q2v"+ (v, +Q2v=0=v,,+lv,+v (Bessel,sequation)


0
Its solution is known to be of the form

u= Jo@)= JoQJG- g U - rt)


which is the desiredGreen'sfunction.
lr

FTJNDAMENTALCONCEPTS

EXERCISES
I' Find the regionin the xy-pranein which the following equationis hyperbolic:
l(x- y)2 - lluo + 2u, +f(x - y)2 _tlu, =g
of the pDE
2. Find the familiesof characteristics
(l- x2)uo- u, =o
in the elliptic and hyperboliccases.
3. Reducethe following PDE to a canonicalform
=0
uB + t"yurry
{. Classifrand reducethe following equationsto a canonicalform:
(a) y2uo-x2uo=0, r>0, y>0.
(b) uo +2u, +\0 =0.

(c) e'uo*eYuo=u.

(d) x2uo t2ryu, + y2u, = 0.


(e) 4uo+5u, +\ry +ux +uy =2.
5. Reducethe following equationto a canonicalform and hencesolve it:
3uo+l\ur+3u)ry=O

6. lf L(u)=c2yo-ur, then show that its adjoint operatoris given by

L* = c2vo -vx
-. Determine
the adjoint operator,* corresponding
to
L(u) = Ayo I pu, +Curry+ Du, * Eu, t Fu

whercA, B, C, D, E and F are functions of .r and y only.


i. Find the solutionof the following Cauchyproblem
u, = F(x, y)
glven

u=f (x), =
fi= sUl ontheliney I
using Riemann's method which is of the form
I t
yi = @o>
u(xo, +t<yr)]+ " v ^ sele - F@,y)dxdy
ilf iJ, J)
INTRODUCTION
TO PARTIALDIFFERENTIAL
EOUATIONS

where IR is the triangular region in the xy-plane boundedby the line y = I and the lines
x = x6, ! = lo through (-16,y6).
9. The characteristicsof the partial differential equation

d2" . ^ d2t
-;-= , 12" a- a-
- ,;-i + csszvj all + 3! = 0
dx' ox oy dv- dx dy

when it is of hyperbolictype are... and... (CATE-Maths,1997)


= y
10. Using ry x + as one of the transformationvariable, obtain the canonical form of

-d: -z; -uz ; - ^


- -0
f -2
. =u- = u.. d 2 u
dx' ox oy dy'
(GATE-Maths,1998)

Choosethe correct answer in the following qu€stions:


11. The PDE
y3uo - (r2 -1)u, =O is

(A) parabolic in {(x,y):x<0}


@) hyperbolicin {(x, y) : y > 0}
i (C) ellipticin IR2
(D) parabolic in {(r, y):x > 0}. (GATE-Maths,
1998)
12. The equation
x21y-l1zo - x7y2-t)rry+y(yz -l)zo+ z,=0
is hyperbolicin the entirex/-planeexceptalong
(A) x-axis @) y-axis
(C) A line parallelto y-axis (D) A line parallelto r-axis.
(GATE-Maths,2000)
13. The characteristiccurvesof the equation
,2uo - Y2,o = ,2Y2+r, x>0 are
(A) rectangular
hyperbola (B) parabola
(C) circle (D) straightline.
(GATE-Maths,
2000)
14. Pickthe regionin whichthe followingPDE is.hyperbolic:
yuo+2xyar+xu)ry=ux+uy

(A) xy +l (B) r/+0


(C) xy>l (D) r/ > 0.
(GATE-Maths,2003)