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1.1 Introduction
1
2 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
∂z
= b2 i.e., q = b2 (3)
∂y
From (2) and (3)
a2 = p and b2 = q
√
Substituting in (1), we get z = px + qy + pq.
Example 1.3. Form the PDE by eliminating the arbitrary constants a and
b from z = (x + a)(y + b).
Solution: Given z = (x + a)(y + b) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
=y+b i.e., p = y + b (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
=x+a i.e., q = x + a (3)
∂y
From (2) and (3)
x + a = q and y + b = p
Substituting in (1), we get z = pq.
Example 1.4. Form the PDE by eliminating a, b from u = (x2 + a2 )(y 2 +
b2 ).
Solution: Given u = (x2 + a2 )(y 2 + b2 ) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= 2x(y 2 + b2 ) i.e., p = 2x(y 2 + b2 ) (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= 2y(x2 + y 2 ) i.e., q = 2y(x2 + y 2 ) (3)
∂y
From (2) and (3)
q p
x2 + a2 = and y 2 + b2 =
2y 2x
Substituting in (1), we get 4xyu = pq.
Example 1.5. Find the differential equation of all sphere whose centres
lie on the z − axis. [UQ]
4 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
Solution: Any point on the z − axis is of the form (0, 0, c). The equation
of the sphere with centre (0, 0, c) and radius ‘a’ is given by
∂z 2x x
2 = 2 i.e., p = (2)
∂x a a2
Differentiating (1) partially w.r.t ‘y’
∂z 2y x
2 = 2 i.e., q = (3)
∂y b b2
x y
From (2) and (3), we get a2 = and b2 =
p q
Substituting in (1), we get
2z = p2 + q 2
Example 1.12. Form the partial differential equation by eliminating the
1
arbitrary constants a and b from z = axey + a2 e2y + b.
2
1
Solution: Given z = axey + a2 e2y + b (1)
2
Differentiating (1) partially w.r.t ‘x’
∂z
= aey i.e., p = aey (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z 1
= axey + a2 e2y .2 i.e., q = axey + a2 e2y (3)
∂y 2
Sub. (2) in (3), we get
q = px + p2
Example 1.13. Form the partial differentialp equation by eliminating the
arbitrary constants a and b from z = xy + y x2 + a2 + b
p
Solution: Given z = xy + y x2 + a2 + b (1)
Differentiating (1) partially w.r.t ‘x’
∂z 2x xy
=y+y √ i.e., p = y + √ (2)
∂x 2 x2 + a2 x2 + a2
Differentiating (1) partially w.r.t ‘y’
∂z p
2 2
p
=x+ x +a i.e., q = x + x2 + a2 (3)
∂y
p
From (3), we get x2 + a2 = q − x
Substituting in (2), we get
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 7
xy
p=y+
q−x
qy
p=
q−x
i.e., pq − px = qy
i.e., px + qy = pq
Example 1.14. Form the partial differential equation of all spheres whose
radii are the same.
Solution: The equation of all sphere with equal radius can be taken as
(x − a)2 + (y − b)2 + (z − c)2 = r2 (1)
where a, b, c are arbitrary constants and r is a given constant. Since the
number of arbitrary constants is more than the number of independent
variables, we will get the p.d.e. of order greater than 1.
Differentiating (1) partially w.r.t ‘x’
∂z
2(x − a) + 2(z − c) =0 i.e., i.e., (x − a) + (z − c)p = 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
2(y − b) + 2(z − c) =0 i.e., (y − b) + (z − c)q = 0 (3)
∂y
Differentiating (2) partially w.r.t ‘x’
∂ 2 z ∂z ∂z
1 + (z − c) 2 + . =0 i.e., 1 + (z − c)r + p2 = 0 (4)
∂x ∂x ∂x
Differentiating (2) partially w.r.t ‘y’
∂ 2 z ∂z ∂z
1 + (z − c) 2 + . =0 i.e., 1 + (z − c)t + q2 = 0 (5)
∂y ∂y ∂y
−p2 − 1 −q 2 − 1
From (4) and (5), we get z − c = and z − c =
r t
−p2 − 1 −q 2 − 1
i.e., z − c = =
r t
2 2
t(p + 1) = r(q + 1)
Example 1.15. Obtain the partial differential equation by eliminating
x2 y 2 z 2
a, b, c from 2 + 2 + 2 = 1
a b c
Solution: Since the number of arbitrary constants is more than the
number of independent variables, we will get the p.d.e of order greater
than ’1’.
x2 y 2 z 2
Given 2 + 2 + 2 = 1 (1)
a b c
Differentiating (1) partially w.r.t ‘x’
8 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
2x 2z ∂z x z
+ = 0 i.e., + p=0 (2)
a2 c2 ∂x a2 c 2
Differentiating (1) partially w.r.t ‘y’
2y 2z ∂z y z
+ 2 =0 i.e., + q=0 (3)
b2 c ∂y b 2 c2
Differentiating
(2)2 partially w.r.t.
‘x’
1 1 ∂ z ∂z ∂z 1 1 2 2
+ z + . = 0 i.e., + zr + p =0 (4)
a2 c 2 ∂x2 ∂x ∂x a2 c 2
Differentiating
(3) partially w.r.t ‘y’
2
1 1 ∂ z ∂z ∂z 1 1 2 2
+ z + . = 0 i.e., + zt + q =0 (5)
b2 c2 ∂y 2 ∂y ∂y b2 c2
Differentiating
(2) partially w.r.t
‘y’
2
1 ∂ z ∂z ∂z 1
0+ 2 z + = 0 i.e., 2 (zs + pq) = 0 (5)
c ∂y∂x ∂x ∂y c
i.e., zs + pq = 0
Note : We may also get different partial differential equations. The answer
is not unique.
i.e., py + qx = 0
Example 1.17. Eliminate f from z = xy + f (x2 + y 2 ).
Solution: Given z = xy + f (x2 + y 2 ). (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= y + f 0 (x2 + y 2 ).2x i.e., p = y + 2xf 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= x + f 0 (x2 + y 2 ).2y i.e., q = x + 2yf 0 (3)
∂y
p−y q − xp − y q−x
From (2) and (3),we get f 0 = and f 0 = =
2x 2y 2x 2y
i.e., py − qx = y 2 − x2
Example 1.18. Eliminate f from z = x + y + f (xy).
Solution: Given z = x + y + f (xy) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= 1 + f 0 (xy).y i.e., p = 1 + yf 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= 1 + f 0 (xy).x i.e., q = 1 + xf 0 (3)
∂y
p−1 q − 1p − 1 q − 1
From (2) and (3), we get f 0 = and f 0 = =
y x y x
i.e., px − qy = x − y
Example 1.19. Obtain PDE by eliminating the arbitrary function f from
xyz = φ(x + y + z). [UQ]
Solution: Given xyz = φ(x + y + z) (1)
Differentiating (1) partially w.r.t ‘x’
∂z 0 ∂z
y x + z = φ (x + y + z) 1 + i.e., y(xp + z) = (1 + p)φ0 (2)
∂x ∂x
Differentiating (1) partially w.r.t ‘y’
∂z ∂z
x y + z = φ0 (x + y + z) 1 + i.e., x(yq + z) = (1 + q)φ0 (3)
∂y ∂y
From (2) and (3), we get
10 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
xy
Solution: Given z = f (1)
z
Differentiating (1) partially w.r.t ‘x’
!
∂z
zy − xy ∂x
∂z 0 xy
zy − xyp
=f 2
i.e., p = 2
f0 (2)
∂x z z z
Differentiating (1) partially w.r.t ‘y’
∂z
!
zx − xy
∂z xy
∂y zx − xyq
= f0 2
i.e., q = 2
f0 (3)
∂y z z z
From (2) and (3), we get
0 pz 2 0 qz 2 pz 2 qz 2
f = and f = =
yz − xyp xz − xyp yz − xyp xz − xyp
pxz − pqxy = qyz − pqxy
i.e., px = qy.
Example 1.23. Form a partial differential equation by eliminating f from
1
z = x2 + 2f + logx .
y
1
Solution: Given z = x2 + 2f + logx (1)
y
Differentiating (1) partially w.r.t ‘x’
∂z 0 1 1 2
= 2x + 2f + log x . i.e., p = 2x + f 0 (2)
∂x y x x
Differentiating (1) partially w.r.t ‘y’
∂z 1 −1 −2 0
= 2f 0 + log x i.e., q = f (3)
∂y y y2 y2
From (2) and (3), we get
2
0x 0 −qy x −qy 2
f = (p − 2x) and f (p − 2x) =
2 2 2 2
2 2
i.e., px − 2x = −qy .
i.e., px + qy 2 = 2x2 .
Example 1.24. Form PDE by eliminating arbitrary function f and g from
z = f (x + ay) + g(x − ay).
Solution: Given z = f (x + ay) + g(x − ay) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= f 0 (x + ay) + g 0 (x − ay) i.e., p = f 0 + g 0 (2)
∂x
12 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
2 2
s= (4t − r) − (4r − t)
15 15
15s = 10t − 10r
3s + 2r = 2t
Example 1.27. Eliminate the arbitrary function φ and from
z = xφ(y) + y(x) and form the partial differential equation.
Solution: Given z = xφ(y) + y(x) (1)
Differentiating (1) partially w.r.t ‘x’
p = φ(y) + yϕ0 (x) (2)
Differentiating (1) partially w.r.t ‘y’
q = xφ0 (y) + ϕ(x) (3)
Differentiating (2) partially w.r.t ‘y’
s = φ0 (y) + ϕ0 (x) (4)
Now, px + qy = xφ(y) + xyϕ0 (x) + xyφ0 (y) + yϕ(x)
= xφ(y) + yϕ(x) + xy(φ0 (y) + ϕ0 (x))
px + qy = z + xys [using (1) and (4)]
Example 1.28. Form partial differential equation by eliminating arbitrary
function f and g from z = xf (3x + 2y) + g(3x + 2y).
14 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
∂ 2z y −y −y 00
Now, = f 00 . 2
+ φ 0
(x) i.e., s = 2
f + φ0 (4)
∂x∂y x x x
∂ 2z 00 y
1 1 00
= f . i.e., t = f (5)
∂y 2 x x x
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 15
p2 − q 2 = f 2 g 02 + g 2 f 02 + 2f gf 0 g 0 − (g 2 f 02 + f 2 g 02 − 2f gf 0 g 0 )
= 4f gf 0 g 0
p2 − q 2 = 4zf 0 g 0 [using(1)] (6)
p2 − q 2 = z(r − t)
16 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
∂u ∂u
Here, = 2x + 2zp, = 2y + 2zq
∂x ∂y
∂v ∂v
= xyp + yz, = xyq + xz
∂x ∂y
2x + 2zp xyp + yz
From (3), =0
2y + 2zq xyq + xz
i.e., (2x + 2zp)(xyq + xz) − (xyp + yz)(2y + 2zq) = 0
i.e., pxz 2 − y 2 − qy(z 2 − y 2 ) = z(y 2 − x2 )
Example 1.32. Form the partial differential equation by eliminating the
arbitrary function from f (x + y + z, xy + z 2 ) = 0. [UQ]
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 17
∂u −y ∂u 1
= 2, =
∂x x ∂y x
∂v ∂v
= 2x + 2zp = 2y + 2zq
∂x ∂y
−y
x2 2x + 2zp
From (3), 1 =0
x 2y + 2zq
−y 1
i.e., 2 (2y + 2zq) − (2x + 2zp) = 0
x x
i.e., xzp + yzq + x2 + y 2 = 0
18 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
1. z = ax + by [Ans : z = px + qy]
2. z = a sin by [Ans: r + t = 0]
3. z = axy + b [Ans: px − qy = 0]
4. z = ax + a2 y 2 + b [Ans: q = 2yp2 ]
7. z = ax + (1 − a)y + b [Ans: p + q = 1]
p 2 q 2
8. z = (x − a)2 + (y − b)2 + 1 [Ans: z = + + 1]
2 2
Find the partial differential equations by eliminating the arbitrary
constants from the following:
1. z = f (x2 − y 2 ) [Ans: py + qx = 0]
4. z = xf (x + t) + g(x + t) [Ans: r = 2s − t]
6. z = f (x − y) [Ans: p + q = 0]
11. z = f (ax + by) + g(αx + βy) [Ans: bβr − (aβ + bα)s + aαt = 0]
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 19
l1 dx + m1 dy + n1 dz l2 dx + m2 dy + n2 dz
=
l1 P + m1 Q + n1 R l2 P + m2 Q + n2 R
we get u = 0
∴ u = a is a solution.
Solution: Given px + qy = z
This equation is of the form P p + Qq = R, then P = x, Q = y and R = z.
The subsidiary equations are
dx dy dz
= =
P Q R
dx dy
Taking =
x y
Integrating, we get logx = logy + loga
x
i.e., = a
y
dy dz
Similarly from = , we get
y z
y
=b
z
x y
Hence the general solution is φ( , ) = 0
y z
Example 1.35. Find the general solution of px + qy = 0. [UQ]
Solution: Given px + qy = 0
This equation is of the form P p + Qq = R, then P = x, Q = y and R = 0.
The subsidiary equations are
dx dy dz
= =
x y 0
dx dy
Taking =
x y
Integrating, we get logx = logy + loga
x
i.e., = a
y
dy dz
Taking = , we get
y 0
dz = 0
Integrating, we get z = b
x
Hence the general solution is φ( , z) = 0.
y
y2z
Example 1.36. Solve p + xzq = y 2 . [UQ]
x
22 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
y2z
Solution: Given p + xzq = y 2
x
i.e., y 2 zp + x2 zq = xy 2
The subsidiary equations are
dx dy dz
= =
y2z x2 z xy 2
dx dy
Taking 2 = 2 , we get
y z xz
dx dy
= 2
y2 x
i.e., x2 dx = y 2 dy
x3 y3
Integrating, we get = + c1
3 3
i.e., x3 − y 3 = a
dx dz
Taking 2 = 2 , we get
y z xy
dx dz
=
z x
i.e., xdx = zdz
x2 z2
Integrating, we get = + c2
2 2
i.e., x2 − z 2 = b
∴ The general solution is φ(x3 − y 3 , x2 − z 2 ) = 0.
Example 1.37. Solve yzp + xzq = xy. [UQ]
Solution: Given yzp + xzq = xy
The subsidiary equations are
dx dy dz
= =
yz xz xy
dx dy
Taking = , we get
yz xz
dx dy
=
y x
i.e., xdx = ydy
x2 y2
Integrating, we get = + c1
2 2
i.e., x2 − y 2 = a
dx dz
Taking = , we get
yz xy
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 23
xdx = zdz
x2 z2
Integrating, we get = + c2
2 2
i.e., x2 − z 2 = b
∴ The general solution is φ(x2 − y 2 , x2 − z 2 ) = 0.
Example 1.38. Solve x2 p + y 2 q = z 2 .
Solution: Given x2 p + y 2 q = z 2
The subsidiary equations are
dx dy dz
= =
x2 y2 z2
dx dy
Taking 2 = 2
x y
1 1
Integrating, we get − = − + c1
x y
1 1
i.e., − = a
x y
dx dz
Taking 2 = 2
x z
Integrating, we get
1 1
− = − + c2
x z
1 1
i.e., − = b
x z
1 1 1 1
∴ The general solution is φ( − , − ) = 0.
x y x z
Example 1.39. Solve pcotx + qcoty = cotz.
Solution: Given pcotx + qcoty = cotz
The subsidiary equations are
dx dy dz
= =
cot x cot y cot z
dx dy
Taking = , we have
cot x cot y
tan xdx = tan ydy
Integrating, logsecx = logsecy + loga
sec x
i.e., =a
sec y
sec y
Similarly taking =b
sec z
sec x sec y
∴ The general solution is φ , = 0.
sec y sec z
24 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
Solution: Given x y 2 − z 2 p + y z 2 − x2 q = z x2 − y 2
x2 y 2 z 2
Integrating, we get + + = c1
2 2 2
i.e., x2 + y 2 + z 2 = a
1 1 1
Using , , as multipliers, each fraction of (1) =
x y z
l
x dx + y1 dy + z1 dz l
x dx + y1 dy + z1 dz
=
(y 2 − z 2 ) + (z 2 − x2 ) + (x2 − y 2 ) 0
l 1 1
dx + dy + dz = 0
x y z
Integrating, log x + log y + log z = log b
i.e., xyz = b
∴ The general solution is φ(x2 + y 2 + z 2 , xyz) = 0.
1
Integrating, we get log(x + y + z) = − log(x − y) + log b
p 2
(x + y + z)(x − y) = b
x−y p
The general solution is φ , (x + y + z)(x − y) = 0.
y−z
Example 1.44. Solve (x2 − yz)p + (y 2 − zx)q = z 2 − xy. [UQ]
Solution: The subsidiary equations are
dx dy dz
2 = 2 = 2 (1)
(x − yz) (y − zx) z − xy
Each fraction of (1) =
dx + dy + dz dx + dy + dz
=
(x2 − yz) + (y 2 − zx) + (z 2 − xy) x2 + y 2 + z 2 − xy − yz − zx
Using x, y, z as multipliers, each fraction of (1) =
xdx + ydy + zdz dx + dy + dz
=
x3 +y 3 +z 3 − 3xyz x2 +y 2 +z 2
− xy − yz − zx
xdx + ydy + zdz dx + dy + dz
= 2 2 2
(x + y + z) (x2 + y 2 + z 2 − xy − yz − zx) x +y +z − xy − yz − zx
xdx + ydy + zdz dx + dy + dz
=
x+y+z 1
xdx + ydy + zdz = (x + y + z)d(x + y + z)
x2 y 2 z 2 (x + y + z)2
Integrating, + + = +c
2 2 2 2
xy + yz + zx = a
dx − dy dy − dz
Each fraction of (1) = 2 =
(x − yz) − (y 2 − zx) (y 2 − zx) − (z 2 − xy)
dx − dy dy − dz
i.e., 2 =
(x − y 2 ) + z (x − y) (y 2 − z 2 ) + x (y − z)
d (x − y) d (y − z)
=
(x − y) (x + y + z) (y − z) (x + y + z)
d (x − y) d (y − z)
=
(x − y) (y − z)
Integrating, log(x − y) = log(y − z) + log b
x−y
=b
y−z
x−y
∴ The general solution is φ xy + yz + zx, = 0.
y−z
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 27
dy dz
=
−y (z − 2y)
i.e., (z − 2y)dy = −ydz
i.e., ydz + zdy − 2ydy =0
i.e., d(yz) − 2ydy =0
Integrating, yz − y 2 = b
∴ The general solution is φ x2 + y 2 , yz − y 2 = 0.
dx dy dz
Solution: The subsidiary equations are = = (1)
x − 2z 2z − y y−x
dx + dy + dz dx + dy + dz
Each fraction of (1) = =
x − 2z + 2z − y + y − x 0
i.e., dx + dy + dz = 0
i.e., x + y + z = a
ydx + xdy ydx + xdy
Each fraction of (1) = =
xy − 2yz + 2xz − xy 2z(x − y)
ydx + xdy dz
Taking = , we have
2z (x − y) y−x
ydx + xdy = −2zdz
i.e., d(xy) = −2zdz
Integrating, xy = −z 2 + b
xy + z 2 = b
The general solution is φ x + y + z, xy + z 2 = 0.
y2 z2
Integrating, − yz − = c2
2 2
i.e., y 2 − z 2 − 2yz = b
The general solution is φ x2 + y 2 + z 2 , y 2 − z 2 − 2yz = 0.
Integrating, (loga)x = z + b
i.e., [log(x + y)]x = z + b
x log(x + y) − z = b
The general solution is φ(x + y, xlog(x + y) − z) = 0.
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 31
4. (y + z)p + (z + x)q = x + y
√
y−z
Ans : φ , (x − y) x + y + z = 0
x−y
h y i
2 2 2 2 2
5. (y + z )p − xyq + xz = 0 Ans : φ , x + y + z = 0
z
Ans : (x2 + 2yz, x + y + z) = 0
6. (y − z)p + (x − y)q = (z − x)
y−z z−x x−y
7. p+ q= [Ans : φ(x + y + z, xyz) = 0]
yz xy xy
cos z cos y
8. p cot x + q cot y = cot z Ans : φ , =0
cos y cos x
a−x b−y
9. (a − x)p + (b − y)q = c − z Ans : φ , =0
b−y c−z
φ(x, y, z, a, b) = 0 (1)
∂φ
=0 (2)
∂a
∂φ
=0 (3)
∂b
is called the singular integral of the partial differential equation.
In (1), we put b = g(a) we get
∂ 2z
Example 1.53. Solve = sinx.
∂x∂y
∂ 2z ∂z
Solution: Given = sinx. Integrating w.r.t ‘x‘ = −cosx + f (y),
∂x∂y ∂y
where f (y) is an arbitrary function ofZ y. Integrating again w.r.t ‘y’ Z =
−ycosx + F (y) + g(x) where F (y) = f (y)dy is an arbitrary function of
y and g(x) is an arbitrary function of x.
∂ 2z
Example 1.54. Solve = 0.
∂x∂y
∂ 2z ∂z
Solution : Given = 0 Integrating w.r.t ‘x‘ = f (y), where f (y)
∂x∂y ∂y
is an arbitrary function of y. Integrating again w.r.t ‘y‘ z = F (y) + g(x),
where F (y) is an arbitrary function of y and g(x) is an arbitrary function
of x.
∂ 2u
Example 1.55. Solve = 4xsin(3xy).
∂y∂x
∂ 2u
Solution: Given = 4xsin(3xy) Integrating w.r.t ‘y‘
∂y∂x
∂u −4x cos(3xy) −4
= + f (x) = cos(3xy) + f (x) Integrating again w.r.t
∂x 3x 3
−4 sin(3xy) −4
‘x‘ u = + F (x) + g(y) ie, u = sin(3xy) + F (x) + g(y),
3 Z3y 9y
where F (x) = f (x)dx is an arbitrary function of x and g(y) is an
arbitrary function of y.
∂z ∂z
Example 1.56. Solve = 2x + 3y; = 3x + cosy
∂x ∂y
∂z
Solution: = 2x + 3y Integrating w.r.t ‘x‘ z = x2 + 3xy + f (y) (1)
∂x
where f (y) is an arbitrary function of ‘y‘ Differentiating (1) partially
∂z ∂z
w.r.t ‘y‘ = 3x + f 0 (y) By hypothesis, = 3x + cosy
∂y ∂y
∴ f (y) = siny + c
∴ from (1), z = x2 + 3xy + siny + c , where c is an arbitrary constant.
∂ 2z ∂z
Example 1.57. Solve = sinxsiny for which = −2siny, when
∂x∂y ∂y
π
x = 0 and z = 0 when y is an odd multiple of .
2
34 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
∂ 2z
Solution: = sinxsiny
∂x∂y
Integrating w.r.t ‘x‘
∂z
= −cosxsiny + f (y) (1)
∂y
∂z
Given = −2siny when x = 0
∂y
Hence, −2siny = −siny + f (y)
∴ f (y) = −siny
∂z
From (1), = −cosxsiny − siny
∂y
Integrating w.r.t ‘y‘
z = cosxcosy + cosy + g(x) (2)
π h πi
Given z = 0 when y = (2n + 1) yis an odd multiple of
2 2
Hence g(x) = 0
From(2), z = (cosx + 1)cosy.
∂ 2u
Example 1.58. Solve = e−t cos x, given that u = 0 when t = 0 and
∂x∂t
∂u
= 0 when x = 0. Show also that as t → ∞ , u → sinx.
∂t
∂ 2u
Solution: Given = e−t cos x
∂x∂t
Integrating w.r.t ‘x‘
∂u
= e−t sin x + f (t)
∂t
∂u
When x = 0, =0
∂t
∂u
∴ f (t) = 0 Hence = e−t sin x
∂t
Integrating w.r.t ‘t‘
u = −e−t sin x + g(x)
When t = 0, u = 0
0 = −sinx + g(x) i.e., g(x) = sinx
∴ u = −e−t sin x + sin x
u = (1 − e−t ) sin x.
Apply t → ∞, we have e−t → 0
⇒ u = sinx.
x2
∂z x
1. =− Ans: z = − + φ(y)
∂x y 2y
∂ 2z x2
2. = sin y Ans :z = sin y + xf (y) + φ(y)
∂x2 2
∂ 2z x3 y y 3 x
3. = x2 + y 2 Ans :z = + + φ(y) + f (x)
∂x∂y 3 3
∂z ∂z
Ans :z = 2x2 − 2xy + 3y 2 + c
4. = 4x − 2y; = −2x + 6y
∂x ∂y
∂ 2z ∂z
5. 2
− z = 0 when y = 0, z = ex
and = e−x
∂y ∂y
Ans :z = ey cosh x + e−y sinh x
A partial differential equation which involves only the first order partial
∂z ∂z
derivatives p (i.e., = ) and q (i.e., = ) is called a first order
∂x ∂x
partial differential equation.
The general form of first order partial differential equation is
f (x, y, z, p, q) = 0. We shall see some standard form of such equations
and solve them by special methods.
z = ax + β(a)y + c (2)
36 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
∂z ∂z
Then p = = a and q = =b
∂x ∂y
From (1), we get
a + b = ab
a
i.e., b =
a−1
a
∴ The complete integral is z = ax + y+c
a−1
The singular and general integrals are obtained as in previous procedure.
log a = b
r r
b a
∴x=− and y = −
a b
From the above two equations we get
xy = 1
which is the singular integral.
The general integral is obtained as first example of this type.
Example 1.68. Solve z = px + qy + p2 q 2 .
Solution: The given equation is in Clairaut’s form.
∴ The complete integral is z = ax + by + a2 b2 (1)
To find singular integral: Partially differentiating (1) w.r.t a and b then
equating to zero, we get
x = −2ab2 (2)
y = −2a2 b (3)
xy = 4a3 b3 (4)
x
From (2), = −2ab
b
y
From (3), = −2ab
a
hx y i
From (1), z = ab + + ab
b a
= ab(−2ab − 2ab + ab)
z = −3a2 b2 (5)
Now, z 3 = −27a6 b6
i.e., z 3 = −27(a3 b3 )2
xy 2
3
Using (4), z = −27
4
−27
∴ z3 = x2 y 2
16
which is the required singular integral.
The general integral is obtained as first example of this type.
Example 1.69. Solve z = px + qy + p2 − q 2 .
Solution: The given partial differential equation is in Clairaut’s form
∴ The complete integral is z = ax + by + a2 − b2 (1)
To find singular integral: Partially differentiating (2) w.r.t a and b then
equating to zero, we get
42 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
x + 2a = 0
y − 2b = 0
−x y
∴a= and b =
2 2
Substituting the values of a and b in (1), we get
−x2 y 2 x2 y 2
z= + + −
2 2 4 4
x + 2a + b = 0 (2)
y + a + 2b = 0 (3)
1 1
a = (y − 2x), b = (x − 2y)
3 3
3z = xy − x2 − y 2
−x
a=p (5)
1 − x2 − y 2
and
−y
b=p (6)
1 − x2 − y 2
Substituting (4), (5) and (6) in (1), we get
−x2 y2 1
z=p −p +p
1 − x2 − y 2 1 − x2 − y 2 1 − x2 − y 2
p
z = 1 − x2 − y 2
z 2 = 1 − x2 − y 2
∴ x2 + y 2 + z 2 = 1
which is the singular integral.
The general integral is obtained as first example of this type.
p4 + q 4
z = px + qy +
pq
This is Clairaut’s form.
The complete integral is
a4 + b4
z = ax + by + ,
ab
where a and b are arbitrary constants.
1.7.3 Type III: f (z, p, q) = 0 ie., equation not containing x and y explicity
Solution: Given 9 p2 z + q 2 = 4
(1)
Let z = f (x + ay) be the solution of (1)
Put u = x + ay so that z = f (u), then
dz dz
p= and q = a
du du
Substituting in (1), we get
" 2 #
2
dz dz
9 z + a2 =4
du du
2
dz 4 dz 2 1
= ⇒ = √
du 9(z + a2 ) du 3 z + a2
3 p
z + a2 dz = du
2
3/2
3 z + a2
Integrating,we get =u+b
2 3/2
3/2
z + a2 = x + ay + b
which is the complete integral.
Example 1.77. Solve p 1 + q 2 = q(z − a).
dz dz
p= and q = a
du du
Substituting in (1), we get
" 2 # " 2 #
dz dz dz dz
1 + b2 = b (z − a) ⇒ 1 + b2 =b(z − a)
du du du du
2 √
dz bz − ba − 1 dz bz − ba − 1
= ⇒ =
du b2 du b
b
√ dz = du
bz − ba − 1
√
Integrating, 2 bz − ba − 1 = u + c
4 (bz − ba − 1)2 = (u + c)2
i.e., 4 (bz − ba − 1)2 = (x + by + c)2
which is the complete integral.
Example 1.78. Solve z 2 p2 + q 2 + 1 = 1.
Solution: Given z 2 p2 + q 2 + 1 = 1
(1)
Let z = f (x + ay) be the solution of (1)
Put u = x + ay so that z = f (u), then
dz dz
p= and q = a
du du
Substituting in (1), we get
" #
2 2
dz dz
z2 + a2 +1 =1
du du
2 2
dz dz 1
+ a2 +1= 2
du du z
2
dz 1
1 + a2 = 2 −1
du z
2
2
dz 1 − z2
1+a =
du z2
√
dz 1 − z2
= √
du z 1 + a2
z 1
√ dz = √ du
1 − z2 1 + a2
Z Z
z 1
Integrating, √ dz = √ du (2)
1 − z2 1 + a2
1
Put 1 − z 2 = t ⇒ −2zdz = dt ⇒ zdz = − dt
2
48 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
Z Z
1 dt 1
(2) ⇒ − √ =√ du
2 t 1 + a2
1 √ 1
− 2 t=√ u+b
2 1 + a2
√ u
− t= √ +b
1 + a2
√ x + ay
− t=√ +b
1 + a2
p x + ay
− 1 − z2 = √ +b
1 + a2
which is the complete integral.
Example 1.79. Solve z 2 p2 + q 2 + 1 = c2 .
Solution: Given q 2 = z 2 p2 1 − p2
(1)
Let z = f (x + ay) be the solution of (1)
Put u = x + ay so that z = f (u), then
dz dz
p= and q = a
du du
Substituting in (1), we get
2 2 " 2 #
dz dz dz
a2 = z2 1−
du du du
2 2
a2 dz dz z 2 − a2
=1− ⇒ =
z2 du du z2
√
dz z 2 − a2 z
= ⇒√ dz =du
du z z 2 − a2
Z Z
z
Integrating, √ dz = du
z 2 − a2
1
Put z 2 − a2 = t ⇒ 2zdz = dt ⇒ zdz = dt
Z Z 2
1 dt
√ = du
2 t
1 √ √
2 t=u+b ⇒ t =u + b
p 2
z 2 − a2 = x + ay + b
which is the complete integral.
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 49
(a + x)2 (y − a)2
z= + +b
2 2
2z = (a + x)2 + (y − a)2 + 2b
Example 1.82. Solve p − x2 = q + y 2
Solution: Let p − x2 = q + y 2 = a (1)
Now, p − x2 = a ⇒ p = a + x2
i.e., f1 (x, a) = a + x2
50 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
q + y2 = a ⇒ q = a − y2
i.e., f2 (y, a) = a − y 2
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z Z
2
a − y 2 dy + b
z= a + x dx +
x3 y3
z = ax + + ay − +b
3 3
Example 1.83. Solve p2 − q 2 = x − y
Solution: Given p2 − x = q 2 − y
Let p2 − x = q 2 − y = a √
Now, p2 − x = a ⇒ p√ = a+x
i.e., f1 (x, a) = a + x
√
q2 − y = a ⇒ q = a + y
√
i.e., f2 (y, a) = a + y
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
√ √
Z Z
z= a + xdx + a + ydy + b
2 2
z= (a + x)3/2 + (a + y)3/2 + b
3 3
2 2
Example 1.84. Solve p + q = x + y
Solution: Similar to above Example.
√ √
Example 1.85. Solve p + q = 2x
√ √
Solution: Let p − 2x = − q = a
√
p − 2x = a ⇒ p = a + 2x2
i.e., f1 (x, a) = a + 2x2
√
− q = a ⇒ q = a2
i.e., f2 (y, a) = a2
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z Z
2
z = (a + 2x) dx + a2 dy + b
(a + 2x)3
z= + a2 y + b
3×2
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 51
z = ax − cos x + ay − cos y + b
∂Z
Q = (k + 1) z k q where Q =
∂y
1
i.e., z k q = Q
k+1
1 1
Hence the given equation reduces to f P, Q = 0 which is of
k+1 k+1
the form F(P, Q) = 0
Note: If k = −1, then
Put Z = log z
∂Z 1
= p
∂x z
P = z −1 p
Similarly,
P = z −1 p
Hence the given equation again reduces to the form F (P, Q) = 0.
1.7.10 Type D: f xm z k p, y n z k q = 0
∂z
=a⇒P =a
∂X
∂z
=b⇒Q=b
∂Y
a+b=1
i.e., b = 1 − a
z = aX + (1 − a)Y + b
z = a log x + (1 − a) log y + b
∂z ∂z ∂X 1 ∂z
p= = = P , whereP =
∂x ∂X ∂x x ∂X
∴ xp = P
∂z
Similarly, yq = Q where Q =
∂Y
∴ (1) becomes P 2 + Q2 = z 2 (2)
This is of the form F (P, Q, z) = 0 [Type II]
Let z = φ(X + aY ) be a solution of (2)
Let u = X + aY so that z = φ(u)
dz dz
Then P = and Q = a
du du
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 57
2 2
dz 2 dz
∴ (2) becomes +a = z2
du du
2
dz
1 + a2 = z 2
du
dz z
=p
du (1 + a2 )
dz du
=p
z (1 + a2 )
u
Integrating, log z = p +b
(1 + a2 )
X + aY
∴ log z = q +b
2
1+a
log x + a log y
log z = p +b
(1 + a2 )
which is the complete integral.
∂z ∂z ∂X 1 ∂z
p= = = P , where P =
∂x ∂X ∂x x ∂X
∴ xp = P
∂z
Similarly, yq = Q where Q =
∂Y
∴ (1) becomes z 2 = P Q (2)
This is of the form F (P, Q, z) = 0 [Type II]
Let z = φ(X + aY ) be a solution of (2)
Let u = X + aY so that z = φ(u)
dz dz
Then P = and Q = a
du du
58 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
2
2 2 dz
∴ (2) becomes z = a
du
dz z
=√
du a
dz √
= adu
z √
Integrating, log z = au + b
√
i.e., log z = a (X + aY ) + b
√
i.e., log z = a (log x + a log y) + b
which is the complete integral.
1
Solution: The given equation can be written as (px)2 + q 2 = (1)
m
z2
This is of the form f (x p, q, z) = 0 with m = 1.
Put X = log x
∂z ∂z ∂X 1 ∂z
p= = = P , where P =
∂x ∂X ∂x x ∂X
∴ xp = P
1
∴ (1) becomes P 2 + q 2 = (2)
z2
This is of the form F (P, q, z) = 0
Let z = φ(X + aY ) be a solution of (2)
Let u = X + aY so that z = φ(u)
dz dz
Then P = and Q = a
du du
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 59
2 2
dz 2 dz 1
∴ (2) becomes +a =
du du z2
2
dz 1
1 + a2 =
du z2
dz 1
= √
du z 1 + a2
1
zdz =√ du
1 + a2
z2 1
Integrating, =√ u+b
2 1 + a2
z2 1
=√ (X + ay) + b
2 1 + a2
z2 1
=√ (log x + ay) + b
2 1 + a2
p
1 + a2 z 2 = 2 (log x + ay) + c, where c = 2b
which is the complete integral.
Solution: The given equation can be written as (x2 p)2 + (y 2 q)z = 2z 2 (1)
This is of the form f (xm p, y n q, z) = 0 with m = 2, n = 2. [Type II]
Put X = x1−m and Y = y 1−n
1 1
i.e., X = and Y =
x y
∂z ∂z ∂X ∂z 1 P ∂z
p= = = − 2 = − 2 , whereP =
∂x ∂X ∂x ∂X x x ∂X
∴ x2 p = −P
∂z
Similarly y 2 q = −Q, where Q =
∂Y
∴ (1) becomes P 2 − Qz = 2z 2 (2)
This is of the form F (P, Q, z) = 0 [Type II]
Let z = φ(X + aY ) be a solution of (2)
Let u = X + aY so that z = φ(u)
dz dz
Then P = and Q = a
du du
60 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
2
dz dz
∴ (2) becomes −a z = 2z 2
du du
2
dz dz
− az − 2z 2 =0
du du
√
dz az ± a2 z 2 + 8z 2
=
du 2
" √ #
dz a ± a2 + 8
=z
du 2
" √ #
dz a± a +82
= du
z 2
" √ #
a± a +82
Integrating, log z = u+b
2
" √ #
a± a +82
log z = (X + aY ) + b
2
" √ #
a ± a2 + 8 1 a
log z = + +b
2 x y
which is the required complete integral.
Solution: The given equation can be written as (x2 p)2 − (yq)z = z 2 (1)
This is of the form f (xm p, y n q, z) = 0 with m = 2, n = 1.
Put X = x1−m and Y = log y
1
i.e., X = and Y = log y
x
∂z ∂z ∂X ∂z 1 1 ∂z
p= = = − 2 = P − 2 , whereP =
∂x ∂X ∂x ∂X x x ∂X
∴ x2 p = −P
∂z ∂z ∂Y ∂z 1 1 ∂z
q= = = =Q , whereP =
∂y ∂Y ∂y ∂Y y y ∂Y
i.e., yq = Q
∴ (1) becomes P 2 − Qz = z 2 (2)
This is of the form F (P, Q, z) = 0 [Type II]
Let z = φ(X + aY ) be a solution of (2)
Let u = X + aY so that z = φ(u)
dz dz
Then P = and Q = a
du du
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 61
2
dz
dz
∴ (2) becomes −a z = z2
du
du
2
dz dz
− az − z2 =0
du du
√
dz a2 z 2 + 4z 2
az ±
=
du 2
√ !
dz a ± a2 + 4
=z
du 2
√ !
dz a± a +4 2
= du
z 2
" √ #
a± a +42
Integrating, log z = u+b
2
" √ #
a± a +42
log z = (X + aY ) + b
2
" √ #
a ± a2 + 4 1
log z = + a log y + b
2 x
which is the required complete integral.
P 2 Q2
∴ (1)becomes + = x2 + y 2
4 4
P + Q2
2
= 4 x2 + y 2
P 2 − 4x2 = 4y 2 − Q2
Take P 2 − 4x2 = 4y 2 − Q2 = 4a2 (say) [T ypeIV ]
Now P 2 − 4x2 = 4a2
p
⇒ P = 2 x2 + a2
p
∴ f1 (x, a) = 2 x2 + a2
Now, 4y 2 − Q2 = 4a2
p
⇒ Q = 2 y 2 − a2
p
Z ∴ f2 (y, a)Z= 2 y 2 − a2
∴ Z = f1 (x, a) dx + f2 (y, a) dy + b
Z p Z p
Z=2 x2 + a2 dx + 2 y 2 − a2 dx + b
2 2
p x p y
x a −1 y a −1
Z=2 x2 +a2 + sinh +2 y 2 −a2 − cosh +b
2 2 a 2 2 a
−1 x −1 y
p p
2 2 2 2 2 2 2
z = x x + a + a sinh + y y − a − a cosh +b
a a
which is the required complete integral.
p 2 q 2
+ = x2 + y 2
z z
2 2
z −1 p + z −1 q = x2 + y 2 (1)
∴ (1)becomes P 2 + Q2 = x2 + y 2
P 2 − x2 = y 2 − Q2
Take P 2 − x2 = y 2 − Q2 = a2 (say) [T ypeIV ]
P 2 − x2 = a2
p
⇒ P = x 2 + a2
p
∴ f1 (x, a) = x2 + a2
Now, y 2 − Q2 = a2
p
⇒ Q = y 2 − a2
p
2 2
Z ∴ f2 (y, a) =Z y −a
∴ Z = f1 (x, a) dx + f2 (y, a) dy + b
Z p Z p
Z= 2 2
x + a dx + y 2 − a2 dy + b
2 2
p x y p y
x a −1 a −1
Z= x2 +a2 + sinh + y 2 −a2 − cosh +b
2 2 a 2 2 a
1h p 2 2 2 −1 x
p
2 2 2 −1 y
i
log z = x x + a + a sinh + y y − a − a cosh +b
2 a a
which is the required complete integral.
x2 y 2 3 2 x3 y3
1. + =z Ans: z = + +b
p q 2 a 1−a
" √ #
a± a2 +24 1
2. 2x4 p2 −yzq−3z 2 = 0 Ans: log z = +a log y +y
2 x
1
3. xp + yq = 1 Ans: z = (log x + a log y) + b
1+a
p q 1
x3 + ay 3 + b
4. + =z Ans: log z =
x2 y 2 3 (1 + a)
" √ #
−1 ± 1 + 4a 2
5. q 2 y 2 = z(z − px) Ans: log z = (log x + alogy) + b
2a2
64 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
1
P.I. = 0
eax+by φ(x, y)
f (D, D )
1
= eax+by φ(x, y)
f (D + a, D0 + b)
Type 5 : If F (x, y) is any function, resolve f (D, D0 ) into linear factors
say (D − m1 D0 ), (D − m2 D0 ), . . . , (D − mn D0 ), then
1
P.I. = F (x, y)
(D − m1 D0 )(D − m2 D0 ) . . . (D − mn D0 )
Z
1
Note : (1) F (x, y) = F (x, c − mx)dx where y = c − mx
D − mD0 Z
1
(2) F (x, y) = F (x, c + mx)dx where y = c + mx
D + mD0
m2 + 3m + 2 = 0
(m − 1)(m − 2) = 0
i.e., m = 1, 2
C.F. = f1 (y + x) + f2 (y + 2x)
∴ The solution is z = f1 (y + x) + f2 (y + 2x)
Example 1.101. Solve the equation 2D2 + 5DD0 + 2D02 z = 0
∴ C.F. is f1 (y + x) + f2 (y − x)
1
P.I. = 2 02
ex+2y
D −D
1 x+2y
= e
1−4
1
= − ex+2y
3
∴ The complete solution z = C.F. + P.I.
1
i.e., z = f1 (y + x) + f2 (y − x) − ex+2y .
3
Example 1.104. Solve D2 − 7DD02 + 12D02 z = ex−y
1
P.I. = 2 0 02
(ex + e−2y )2
6D + 6DD + D
1
= 2 0 02
(e2x + e−4y + 2ex−2y )
6D + 6DD + D
e2x+0y e0x−4y 2ex−2y
= + +
6D2 + 6DD0 + D02 6D2 + 6DD0 + D02 6D2 + 6DD0 + D02
1 1
= e2x + e−4y − ex−2y
24 16
∴ The complete solution z = C.F. + P.I.
2
Example 1.106. Solve (D + D0 ) z = ex−y
m2 + 2m + 1 = 0
i.e., m = −1, −1
∴ C.F. is f1 (y − x) + xf2 (y − x)
1
P.I. = 2 0 02
ex−y
D + 2DD − D
1
= ex−y
0
1
∴ P.I. = x 0
ex−y
2D + 2D
1
= x ex−y
0
1
∴ P.I. = x2 ex−y
2
∴ The complete solution z = C.F. + P.I.
x2 x−y
i.e., z = f1 (y − x) + xf2 (y − x) + e
2
2
Example 1.107. Solve D4 − D04 z = ex+y
m4 − 1 = 0
i.e., (m2 − 1)(m2 + 1) = 0
i.e., m = 1, −1, i, −i
1
P.I. = 4 04
ex+y
D −D
1
= .ex+y
0
1
∴ P.I. = x 3 ex+y
4D
1 x+y
= xe
4
∴ The complete solution z = C.F. + P.I.
1
i.e., z=f1 (y + x) + f2 (y − 4x) + f3 (y + ix) + f4 (y − ix) + xex+y
4
m3 − 3m + 2 = 0
i.e., m = 1, 1, −2
1
P.I. = 3 02 03
ex+y
D − 3DD + 2D
1
= .ex+y
0
1 x+y 1 x+y
∴ P.I. = x 2 e = x e
3D − 3D02 0
1 x+y 1
P.I. = x2 e = x2 ex+y
6D 6
∴ The complete solution z = C.F. + P.I.
1
i.e., z=f1 (y + x) + xf2 (y + x) + f3 (y − 2x) + x2 ex+y
6
m2 + 3m + 2 = 0
i.e., m = −1, −2
∴ C.F. is f1 (y − x) + f2 (y − 2x)
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 71
1
P.I. = 2 0 02
ex cosh y
D + 3DD + 2D
−y
y
1 e + e
= 2 0 02
ex
D + 3DD + 2D 2
1 1 1
= ex+y + 2 ex−y
2 D2 + 3DD0 + 2D02 D + 3DD0 + 2D02
1 1 x+y 1 x−y
= e + e
2 6 0
1 ex+y
1
P.I. = +x 0
ex−y
2 6 2D + 3D
x+y
1 e 1 x−y
= +x e
2 6 −1
x+y
1 e x−y
∴ P.I. = − xe
2 6
∴ The complete solution z = C.F. + P.I.
∴ C.F. is f1 (y + x) + xf2 (y + x)
1
P.I. = sin(2x + 3y)
D2 − 2DD0 + D02
1
sin(2x+3y) Replacing D2 → −4, D02 → −9, DD0 → −6
=
−4+12−9
= −sin(2x + 3y)
∂ 2z ∂ 2z
Example 1.112. Solve + = cos 2x cos 3y
∂x2 ∂y 2
m2 + 1 = 0
m2 = −1
m = i, −i
1
P.I. = cos 2x cos 3y
D2 + D02
1 1
= 2 (cos(2x + 3y) + cos(2x − 3y))
D+ D02 2
1 1 1
= cos(2x + 3y) + 2 cos(2x − 3y)
2 D2 + D02 D + D02
1 1 1
= cos(2x + 3y) + cos(2x − 3y)
2 −4 − 9 −4 − 9
1
= − (cos(2x + 3y) + cos(2x − 3y))
26
1 4x 6y
=− 2 cos + cos
26 2 2
1
= − (cos 2xcos3y)
13
1
P.I. = sin ax sin by (or) cos ax cos by
f (D2 + D02 )
1 2 2
= sin ax sin by (or) cos ax cos by provided f −a , −b 6= 0
f (−a2 , −b2 )
1
∴ P.I. = 2 cos 2x cos 3y
D + D02
1
= cos 2x cos 3y
−4 − 9
1
∴ P.I. = − cos 2x cos 3y
13
1
P.I. = cos(2x + y)
D2 + DD0 − 6D02
1
cos(2x+y) Replacing D2 → −4, D02 → −1, DD0 → −2
=
−4−2+6
1
= cos(2x + y)
0
1
∴ P.I. = x cos(2x + y)
2D + D0
2D − D0
P.I. = x 2 cos(2x + y)
4D − D02
2D − D0
Replacing D2 by − 4, D02 by − 1
=x cos(2x + y)
−16 + 1
x
= − [2D cos(2x + y) − D0 cos(2x + y)]
15
x
= − [−4 sin(2x + y) + sin(2x + y)]
15
x
= sin(2x + y)
5
∴ The complete solution z = C.F. + P.I.
Solution:
1
P.I. = sin(x + y)
D2 + DD0
1
Replacing D2 by − 1, DD0 by − 1
= sin(x + y)
−1 − 1
1
∴ P.I. = − sin(x + y)
2
∂ 2z ∂ 2z
Example 1.115. Solve the equation − = sin x cos 2y
∂x2 ∂x∂y
Solution: Given D2 − DD0 z = sin x cos 2y
∴ C.F. = f1 (y + 0x) + f2 (y + x)
= f1 (y) + f2 (y + x)
1
P.I. = sin xcos2y
D2 − DD0
1 1
= . (sin(x + 2y) + sin(x − 2y))
D2 − DD0 2
1 1 1
= sin(x + 2y) + 2 sin(x − 2y)
2 D2 − DD0 D − DD0
1 1 1
= sin(x + 2y) + sin(x − 2y)
2 −1 + 2 −1 − 2
1 1
= sin(x + 2y) − sin(x − 2y)
2 3
∴ The complete solution z = C.F. + P.I.
∴ C.F. = f1 (y + x) + f2 (y − 4x)
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 75
1
P.I. = sin y
D2 + 3DD0 − 4D02
1
= 2 sin(0x + y)
D + 3DD0 − 4D02
1
Replacing D2 by 0, D02 by − 1, DD0 by 0
= sin(0x + y)
0+0+4
1
P.I. = sin y
4
∴ The complete solution z = C.F. + P.I.
1
= 3 sin(x + y)
0
1
∴ P.I. = x 2 3 sin(x + y)
3D + 2DD0 − D02
1
=x 3 sin(x + y)
−3 − 2 + 1
Replacing D2 by − 1, D02 by − 1, DD0 by − 1
3
= − x sin(x + y)
4
∴ The complete solution z = C.F. + P.I.
1
P.I. = sin(x − 2y)
D3 + D2 D0 − 2DD02
1
= 0 + 8D
sin(x − 2y)
−D − D
Replacing D2 by − 1, D02 by − 4
1
= sin(x − 2y)
7D − D0
7D + D0
= sin(x − 2y)
−49 + 4
Replacing D2 by − 1, D02 by − 4
1
= − [7D sin(x − 2y) + D0 sin(x − 2y)]
45
1
= − [7 cos(x − 2y) − 2 cos(x − 2y)]
45
1
P.I. = − cos(x − 2y)
9
∴ The complete solution z = C.F. + P.I.
1
i.e., z = f 1(y) + f 2(y + x) + f 3(y − 2x) −
cos(x − 2y).
9
m2 − 3m + 2 = 0
(m − 1)(m − 2) = 0
i.e., m = 1, 2
∴ C.F. = f1 (y + x) + f2 (y + 2x)
1
P.I. = sin x cos y
D2 − 3DD0 + 2D02
1 1
= 2 [sin(x + y) + sin(x − y)]
D − 3DD0 + 2D02 2
1 1 1
= . sin(x + y) + 2 sin(x − y)
2 D2 − 3DD0 + 2D02 D − 3DD0 + 2D02
1 1 1
= . sin(x + y) + sin(x − y)
2 −1 + 3 − 2 −1 − 3 − 2
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 77
1 1 1
= . sin(x + y) − sin(x − y)
2 0 6
1 1 1
P.I. = x . sin(x + y) − sin(x − y)
2 2D − 3D0 6
0
1 2D + 3D 1
= x . sin(x + y) − sin(x − y)
2 4D2 − 9D02 6
0
1 2D + 3D 1
= x . sin(x + y) − sin(x − y)
2 −4 + 9 6
1 x 1
= [2D sin(x + y) + 3D0 sin(x + y)] − sin(x − y)
2 5 6
1 x 1
= [2 cos(x + y) + 3 cos(x + y)] − sin(x − y)
2 5 6
1 1
P.I. = x cos(x + y) − sin(x − y)
2 6
m2 + 3m + 2 = 0
(m + 1)(m + 2) = 0
i.e., m = −1, −2
∴ C.F. = f1 (y − x) + f2 (y − 2x)
1
P.I. = 2 0 02
x2 y 2
D + 3DD + 2D
1 2 2
= 3D 0 2D 02 x y
D 2 1 + D + D2
0 −1
2D02
1 3D
= 2 1+ + 2 x2 y 2
D D D
78 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
" 2 #
0 02 0 02
1 3D 2D 3D 2D
= 2
1− + 2 + + 2 − . . . x2 y 2
D D D D D
3D0 2D02 9D02 2 2
1
= 1− − 2 + 2 xy
D2 D D D
3D0 7D02 2 2
1
= 1− + 2 xy
D2 D D
1 3 7
= 2
x2 y 2 − (2x2 y) + 2 (2x2 )
D D D
1 2 2 1 2 1
= 2
(x y ) − 3
(6x y) + 4
(14x2 )
D D D
1 4 2 1 5 7 6
= x y − x y+ x
12 10 180
1 x 1
= [2 cos(x + y) + 3 cos(x + y)] − sin(x − y)
2 5 6
1 1
P.I. = x cos(x + y) − sin(x − y)
2 6
xm+n
1 m
∵ nx =
D (m + 1)(m + 1) . . . (m + n)
∴ The complete solution z = C.F. + P.I.
Example 1.121. Solve D2 − 2DD0 + 2D02 z = x2 y 2
m2 + 6m + 5 = 0
(m + 1)(m + 5) = 0
i.e., m = −1, −5
∴ C.F. = f1 (y − x) + f2 (y − 5x)
1 4 1
P.I. = 2 0 02
xy = D 2 6 D
xy 4
D + 6DD + 5D 02
5D 5D02 + 5 D0 + 1
−1
D2
1 6D
= 02
1+ 0
+ 02
xy 4
5D 5D 5D
" 2 #
2 2
1 6D D 6D D
= 02
1 − 0
+ 02
+ 0
+ 02
− . . . xy 4
5D 5D 5D 5D 5D
4
1 6D 1 6y
= 02
1− 0
xy 4 = 02
xy 4 −
5D 5D 5D 5D0
1 4 6
= 02
(xy ) − 03
(y 4 )
5D 25D
6 7
xy y
= −
150 875
m2 + 3m + 2 = 0
(m + 1)(m + 2) = 0
i.e., m = −1, −2
∴ C.F. = f1 (y − x) + f2 (y − 2x)
80 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
1
P.I. = (x + y)
D2 + 3DD0 + 2D02
1
= 0 02 (x + y)
D2 1 + D + 2D
3D
D 2
0 −1
2D02
1 3D
= 2 1+ + 2 (x + y)
D D D
" 0 2 #
2D02
0
1 3D 3D 2D02
= 2 1− + 2 + + 2 − . . . (x + y)
D D D D D
3D0
1 1 3
= 2 1− (x + y) = 2 x + y −
D D D D
1 1 1
= 2 (x) + 2 (y) − 3 (3)
D D D
3 2 3
x xy x
= + −
6 2 2
∴ The complete solution z = C.F. + P.I.
Example 1.124. Solve D2 + 4DD0 − 5D02 z = x + y 2
m2 − 4m + 4 = 0
i.e., m = 2, 2
1
P.I. = 2 0 02
ex−2y cos(2x − y)
D − 4DD + 4D
1
= ex−2y cos(2x − y)
(D + 1)2 − 4(D + 1)(D0 − 2) + 4(D0 − 2)2
1
= ex−2y 2 cos(2x − y)
D + 10D − 4DD − 20D0 + 4D02 + 25
0
1
= ex−2y cos(2x − y)
−4 + 10D − 8 − 20D0 − 4 + 25
1
= ex−2y cos(2x − y)
10D − 20D0 + 9
0
x−2y ((10D − 20D ) − 9) cos(2x − y)
=e
(10D − 20D0 )2 − 81
(10D − 20D0 − 9) cos(2x − y)
= ex−2y
100D2 − 400DD0 + 400D02 − 81
(10D − 20D0 − 9)
= ex−2y cos(2x − y)
−400 − 800 − 400 − 81
ex−2y
=− (−20 sin(2x − y) − 20 sin(2x − y) − 9 cos(2x − y))
1681
1 x−2y
P.I. = e [40 sin(2x − y) + 9 cos(2x − y)]
1681
∴ The complete solution z = C.F. + P.I.
m2 − m − 2 = 0
(m − 2)(m + 1) = 0
i.e., m = 2, −1
∴ C.F. = f1 (y + 2x) + f2 (y − x)
82 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
(y − 1)ex
P.I. = 2
D − DD0 − 2D02
1
= ex (y − 1)
(D + 1)2 − (D + 1)D0 − 2D02
1
= ex 2 (y − 1)
D + 2D + 1 − DD0 − D0 − 2D02
−1
= ex 1 + D2 + 2D − DD0 − D0 − 2D02
(y − 1)
= ex 1 − D2 + 2D − DD0 − D0 − 2D02 + . . . (y − 1)
= ex [1 + DD0 + D0 ] (y − 1)
= ex [y − 1 + D(1) + 1]
= ex y
∴ The complete solution z = C.F. + P.I.
i.e., z = f1 (y + 2x) + f2 (y − x) + yex .
Example 1.127. Solve D2 + DD0 − 6D02 z = y cos x
∂ 2z ∂ 2z ∂ 2z
1. + −2 2 =0 [Ans: z = f1 (y + x) + f2 (y − 2x)]
∂x2 ∂x∂y ∂y
∂ 2z ∂ 2z ∂ 2z
2. 2 2 + 5 +2 2 =0 [Ans: z = f1 (y − 2x) + f2 (2y − x)]
∂x ∂x∂y ∂y
2 0
3. D3 − 2D
2x
D 2e + 3x2 y
1 2x 1
3x5 y + x6
Ans: z = f1 (y) + xf2 (y) + f 3(y + 2x) e +
4 60
4. r + s − 6t = cos(2x
+ y)
1
Ans: z = f1 (y − 3x) + f2 (y + 2x) + x (sin 2x + y)
5
5. r + 2s + t = 2(y − x) + sin(x − y)
2 3 1 2
Ans: z = f1 (y − x) + xf2 (y − x) + x y − x + x (sin x − y)
2
D2 − 2DD0 z = e2x + x3 y
10.
1 2x x5 y x6
Ans: z = f1 (y) + f2 (y + 2x) e + +
4 20 60
84 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)
Solution:
Consider D2 − DD0 + D0 − 1 = D2 − 1 − DD0 + D0
= (D − 1)(D + 1) − D0 (D − 1)
= (D − 1)(D − D0 + 1)
= [D − 0D0 − 1][D − D0 − (−1)]
C.F. = ex f1 (y) + e−x f2 (y + x)
(OR)
Put D = h and D0 = k in
f (D, D0 ) = 0 ⇒ D2 + DD0 + D0 − 1 z = 0
p p
k± k 2 − 4(k − 1) k ± (k − 2)2 k ± (k − 2)
Now, h = = =
2 2 2
i.e., h = k − 1, 1
X X
(k−1)x+ky
C.F. = c1 e + c2 e1x+ky
X X
= c1 e−x ek(x+y) + c2 ex+ky
= e−x f1 (x + y) + ex f2 (y)
h2 − k 2 − 3(h − k) = 0
(h − k)(h + k) − 3(h − k) = 0
(h − k)(h + k − 3) = 0
h = k, 3 − k
X X X X
kx+ky (3−k)x+ky k(x+y)
C.F. = c1 e + c2 e = c1 e + c2 e3x+k(y−x)
= f1 (x + y) + e3x f2 (y − x)
A.E. 2h2 − hk − k 2 + 6h + 3k = 0
k
X X x + ky
−
C.F. = c1 e(k−3)x+ky + c2 e 2
x
!
X X k y−
= c1 e−3x ek(x+y) + c2 e 2
−3x
x
= e f1 (x + y) + f2 y −
2
(iv) x2 − y 2 − 2
z p + 2xyq = 2zx
(v) x z − y p + y x − z q = z y 2 − x2
2 2 2 2
(vi) x y 2 + z p + y x2 + z q = z x2 − y 2
(vii) (3z − 4y)p + (4x − 2z)q = (2y − 3x)
(viii) (x − 2z)p + (2z − y)q = y − x
(ix) x(y − z)p + y(z − x)q = z(x − y)
8. Solve the following:
(i) D3 + D2 D0 − DD02 − D03 z = e2x+y + cos(x + y)
∂ 3z ∂ 3z
(ii) 3
− 2 2
= ex+2y + 4 sin (x + y)
∂x ∂x ∂y
(iii) D − 7DD02 − 6D03 z = cos (x + 2y) + 4
3