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1 Partial Differential Equations(P.D.E.

Formation of partial differential equations - Lagrange’s Linear


equation Solution of standard types of first order partial
differential equations - Linear partial differential equations of
second and higher order with constant coefficients.

1.1 Introduction

In a differential equation if there are two or more independent variables


and the derivatives are partial derivatives then it is called a partial
differential equation.
Examples:
 2 2  2 3
∂ z ∂ z
1. + = xy (z− dependent variable; x and y−
∂x2 ∂y 2
independent variables)
∂z ∂z ∂z
2. x +y +t = xyt (z− dep. variable; x, y and t− independent
∂x ∂y ∂t
variables)
The order of a partial differential equation if the order of the highest
partial derivative occurring in the equation.
The degree of a partial differential equation is the greatest exponent of
the highest order.
In the above, e.g.1 is a second order & third degree equation, e.g.2 is a
first order equation & first degree equation.
Note : Throughout this chapter we use the following notations; z will be
taken as a dependent variable which depends on two independent variables
x and y so that z = f (x, y).
We write
∂z ∂z ∂ 2z ∂ 2z ∂ 2z ∂ 2z
= p, = q, 2 = r, = = s and 2 = t.
∂x ∂y ∂x ∂x∂y ∂y∂x ∂y
Thus p2 + q 2 = x2 + y 2 is a partial differential equation of order 1 and
r + xt = s2 − p is a partial differential equation of order 2.

1
2 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

1.2 Formation of Partial Differential Equation by Elimination of


Arbitrary Constants

Let f (x, y, z, a, b) = 0. (1)


be an equation which contains two arbitrary constants ‘a’ and ‘b’.
Partially differentiating (1) with respect to ‘x’ and ‘y’ we get two more
equations.
Eliminating a and b from these three equations, we get φ(x, y, z, p, q) = 0
which is a partial differential equation of order 1.
In this case the number of arbitrary constants to be eliminated is equal
to the number of independent variables and we obtain a first order partial
differential equation. If the number of arbitrary constants to be eliminated
is more than the number of independent variables, we get partial differential
equations of second or higher order.

1.2.1 Examples of Formation of P.D.E. by Elimination of Arbitrary Constants

Example 1.1. Form the partial differential equation by eliminating the


arbitrary constants from z = ax + by + a2 + b2 .
Solution: Given z = ax + by + a2 + b2 (1)
Differentiating (1) partially w.r.t ‘x’
∂z
=a i.e., p = a (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
=b i.e., q = b (3)
∂y
From (2) and (3)
a = p and b = q
Substituting in (1), we get z = px + qy + p2 + q 2 .
Example 1.2. Eliminating the arbitrary constants a and b from z = a2 x +
b2 y + ab.
Solution: Given z = a2 x + b2 y + ab. (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= a2 i.e., p = a2 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 3

∂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

(x − 0)2 + (y − 0)2 + (z − c)2 = a2 (1)

Differentiating (1) partially w.r.t ‘x’


∂z
2x + 2(z − c) =0 i.e., x + p(z − c) = 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
2y + 2(z − c) =0 i.e., y + q(z − c) = 0 (3)
∂y
From (2) and (3)
−x −y −x −y
z−c= and z − c = ⇒ =
p q p q
∴ qx = py.
Example 1.6. Form the PDE from x2 + y 2 + (z − c)2 = a2 [UQ]
Solution: Similar to above Example.
Example 1.7. Find the differential equation of all spheres of fixed radius
having their centres in the xy − plane. [UQ]
Solution: Any point in the xy−plane is of the form (a, b, 0). The equation
of the sphere with center (a, b, 0) and radius r is given by (x − a)2 + (y −
b)2 + (z − 0)2 = r2 . i.e., (x − a)2 + (y − b)2 + z 2 = r2 . (1)
Here a, b are the two arbitrary constants and r is a given constant.
Differentiating (1) partially w.r.t ‘x’
∂z
2(x − a) + 2z =0 i.e., x − a + pz = 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z ∂z
2(y − b) + 2z =0 = 2y(x2 + y 2 ) i.e., y − b + qz = 0 (3)
∂y ∂y
From (2) and (3)
x − a = −pz and y − b = −qz
Substituting in (1), we get z 2 (p2 + q 2 + 1) = r2 .
Example 1.8. Form the partial differential equation by eliminating the
arbitrary constants a and b from (x − a)2 + (y − b)2 + z 2 = 1.
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 5

Solution: Similar to above Example.


Example 1.9. Form the partial differential equation by eliminating the
arbitrary constants a and b from log(az − 1) = x + ay + b.
Solution: Given log(az − 1) = x + ay + b. (1)
Differentiating (1) partially w.r.t ‘x’
1 ∂z ap
.a =1 i.e., =1 (2)
az − 1 ∂x az − 1
Differentiating (1) partially w.r.t ‘y’
1 ∂z q
.a =a i.e., =1 (3)
az − 1 ∂y az − 1
1
From (2) ap = az − 1 ⇒ a =
z − p 
z 1
From (3) q = az − 1 ⇒ −1 ∵a=
z−p z−p
(z − p)q = z − z + p
zq = p(1 + q)
Example 1.10. Form the partial differential equation by eliminating a and
b from (x − a)2 + (y − b)2 = z 2 cot2 α , where is a constant. [UQ]
Solution: Given (x − a)2 + (y − b)2 = z 2 cot2 α (1)
Differentiating (1) partially w.r.t ‘x’
∂z 2
2(x − a) = 2z cot α i.e., x − a = pzcot2 α (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z 2
2(y − b) = 2z cot α i.e., y − b = qzcot2 α (3)
∂y
Sub. (2) and (3) in (1), we get
p2 z 2 cot4 α + q 2 z 2 cot4 α = z 2 cot2 α
cot2 α(p2 + q 2 ) = 1
p2 + q 2 = tan2 α
Example 1.11. Form the partial differential equation by eliminating the
x2 y 2
arbitrary constants from 2z = 2 + 2
a b
x2 y 2
Solution: Given 2z = 2 + 2 (1)
a b
Differentiating (1) partially w.r.t ‘x’
6 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

∂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.

1.3 Formation of partial differential equation by elimination of


arbitrary Functions

Note: The elimination of one arbitrary function from a given relation


gives a partial differential equation of first order while elimination of two
arbitrary function from a given relation gives a second or higher order
partial differential equation.

1.3.1 Examples of Formation of P.D.E. by Elimination of Arbitrary Functions

Example 1.16. Eliminate f from z = f (x2 − y 2 ).


Solution: Given z = f (x2 − y 2 ) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= f 0 (x2 − y 2 ).2x i.e., p = 2xf 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= f 0 (x2 − y 2 )(−2y) i.e., q = −2yf 0 (3)
∂y
p −q p −q
From (2) and (3), we get f 0 = and f 0 = =
2x 2y 2x 2y
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 9

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.)

y(xp + z) x(yq + z) y(xp + z) x(yq + z)


φ0 = and φ0 = =
1+p 1+q 1+p 1+q
i.e., y(xp + z)(1 + q) = x(yq + z)(1 + p).
y 
Example 1.20. Eliminate the arbitrary function f from z = f .
x
y 
Solution: Given z = f (1)
x
Differentiating (1) partially w.r.t ‘x’
∂z  y   −y  −y
= f0 . 2
i.e., p = 2 f 0 (2)
∂x x x x
Differentiating (1) partially w.r.t ‘y’
∂z 0 y
  1 1
=f . i.e., q = f 0 (3)
∂y x x x
−px2
0 0 −px2
From (2) and (3),we get f = and f = qx = qx
y y
i.e., px + qy = 0
Example   1.21. Form a partial differential equation by eliminating f from
x
z = xf . [UQ]
y
 
x
Solution: Given z = xf (1)
y
Differentiating (1) partially w.r.t ‘x’
   
∂z x 1 x x
= xf 0 . +f i.e., p = f 0 + f (2)
∂x y y y y
Differentiating (1) partially w.r.t ‘y’
−x2 0
   
∂z 0 x −x
= xf . i.e., q = 2 f (3)
∂y y y2 y
z −qy 2
From (1), f = From (3), f 0 =
x x2 
x −qy 2

z qy z
Substituting these in (2), we get p = + ⇒ p = − +
y x2 x x x
i.e., px + qy = z
Example
 xy 1.22. Form PDE by eliminating arbitrary function f from
z=f . [UQ]
z
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 11

 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.)

Differentiating (1) partially w.r.t ‘y’


∂z
= af 0 (x + ay) − ag 0 (x − ay) i.e., q = af 0 − ag 0 (3)
∂y
Differentiating (2) partially w.r.t ‘x’
∂ 2z
2
= f 00 + g 00 i.e., r = f 00 + g 00 (4)
∂x
Differentiating (3) partially w.r.t ‘y’
∂ 2z
2
= a2 f 00 + a2 g 00 i.e., t = a2 (f 00 + g 00 ) (5)
∂y
Using (4), we get t = a2 r.
Example 1.25. Form partial differential equation by eliminating arbitrary
function f and g from z = f (2x + y) + g(3x − y). [UQ]
Solution: Given z = f (2x + y) + g(3x − y) (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= 2f 0 (2x + y) + 3g 0 (3x − y) i.e., p = 2f 0 + 3g 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= f 0 (2x + y) − g 0 (3x − y) i.e., q = f 0 − g 0 (3)
∂y
Differentiating (2) partially w.r.t ‘x’
∂ 2z
2
= 4f 00 (2x + y) + 9g 00 (3x − y) i.e., r = 4f 00 + 9g 00 (4)
∂x
Differentiating (3) partially w.r.t ‘y’
∂ 2z
2
= f 00 (2x + y) + g 00 (3x − y) i.e., t = f 00 + g 00 (5)
∂y
Differentiating (2) partially w.r.t ‘y’
∂ 2z
= 2f 00 (2x + y) − 3g 00 (3x − y) i.e., s = 2f 00 − 3g 00 (6)
∂x∂y
1 1
Solving (4) and (5), we get f 00 = (qt − r) and g 00 = (r − 4t)
5 5
Sub. the values of f 00 and g 00 in (6), we get
2 3
s = (9t − r) − (r − 4t)
5 5
5s = 30t − 5r
s = 6t − r
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 13

Example 1.26. Form partial differential equation by eliminating arbitrary


function f and g from z = f (x + 2y) + g(2x − y).
Solution: Given z = f (x + 2y) + g(2x − y) (1)
Differentiating (1) partially w.r.t ‘x’
p = f 0 + 2g 0 (2)
Differentiating (1) partially w.r.t ‘y’
q = 2f 0 − g 0 (3)
Differentiating (2) partially w.r.t ‘x’ : r = f 00 + 4g 00 (4)
Differentiating (3) partially w.r.t ‘y’ : t = 4f 00 + g 00 (5)
Differentiating (2) partially w.r.t ‘y’ : s = 2f 00 − 2g 00 (6)
4t − r 00 4r − t
Solving (4) and (5), we get f 00 = ,g =
15 15
Sub. the values of f 00 and g 00 in (6), we get

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.)

Solution: Given z = xf (3x + 2y) + g(3x + 2y) (1)


Differentiating (1) partially w.r.t ‘x’
p = 3xf 0 + f + 3g 0 (2)
Differentiating (1) partially w.r.t ‘y’
q = 2xf 0 + 2g 0 (3)
Differentiating (2) partially w.r.t ‘x’
r = 3(x.3f 00 + f 0 ) + 3f 0 + 9g 00 r = 9xf 00 + 9g 00 + 6f 0 (4)
Differentiating (3) partially w.r.t ‘y’ : t = 4xf 00 + 4g 00 (5)
Differentiating (2) partially w.r.t ‘y’ : s = 6xf 00 + 2f 0 + 6g 00 (6)
(4) − 3 × (6) ⇒ r − 3s = 9xf 00 + 9g 00 + 6f 0 − 18xf 00 − 6f 0 − 18g 00
= −9xf 00 − 9g 00
 
00 00 t
r − 3s = −9(xf + g ) = −9 [using(5)]
4
4r − 12s + 9t = 0
Example 1.29. Form partial differential
y  equation by eliminating arbitrary
function f and g from z = xf + yφ(x). [UQ]
x
y 
Solution: Given z = xf + yφ(x) (1)
x
Differentiating (1) partially w.r.t ‘x’
∂z  y   −y  y 
0
= xf 2
+f + yφ0 (x)
∂x x x x
∂z −y 0 y    y 
= f +f + yφ0 (x)
∂x x x x
−y 0
i.e., p = f + f + yφ0 (2)
x
Differentiating (1) partially w.r.t ‘y’
∂z 0 y
  1 ∂z 0 y
 
= xf . + φ(x) ⇒ =f + φ(x)
∂y x x ∂y x
i.e., q = f 0 + φ (3)

∂ 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

∴ px + qy = −yf 0 + xf + xyφ0 + yf 0 + yφ [using (2) and (3)]


px + qy = xf + yφ + xyφ0

From (1), px + qy = z + xyφ0 (6)


−y yt
Using (5) in (4), s = 2 (xt) + φ0 ⇒ φ0 = s +
x x
Sub. the value of φ0 in (6), we get
 
yt
px + qy = z + xy s +
x
px + qy = z + xys + y 2 t
Example 1.30. Form a p.d.e by eliminating arbitrary function f and g
from z = f (x + y)g(x − y).
Solution: Given z = f (x + y)g(x − y) i.e., z = f g (1)
Differentiating (1) partially w.r.t ‘x’
∂z
= f g 0 + gf 0 i.e., p = f g 0 + gf 0 (2)
∂x
Differentiating (1) partially w.r.t ‘y’
∂z
= f (−g 0 ) + gf 0 i.e., q = gf 0 − f g 0 (3)
∂y
∂ 2z
2
= f g 00 + g 0 f 0 + gf 00 + f 0 g 0 i.e., r = f g 00 + gf 00 + 2f 0 g 0 (4)
∂x
∂ 2z
2
= −[f (−g 00 ) + g 0 f 0 ] + gf 00 + f 0 (−g 0 )
∂y
t = f g 00 + gf 00 − 2f 0 g 0 (5)

From (2) and (3), we get

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)

From (4) and (5), we get


r − t = 4f 0 g 0 (7)
From (6) and (7), we get

p2 − q 2 = z(r − t)
16 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

1.3.2 Formation of partial differential equation by elimination of arbitrary function


φ from φ(u, v) = 0, where u and v are function of x, y and z.

Let (u, v) = 0 (1)


Differentiating (1) partially w.r.t x and y, we get
∂φ ∂u ∂φ ∂v
+ =0 (2)
∂u ∂x ∂v ∂x
∂φ ∂u ∂φ ∂v
+ =0 (3)
∂u ∂y ∂v ∂y
∂φ ∂φ
To eliminate φ, it is enough to eliminate and
∂u ∂v
∂φ ∂φ
From (2) and (3), eliminating and
∂u ∂v
From (2) and (3), we get
∂u ∂v


∂x ∂x
∂u ∂v = 0

∂y ∂y

Example 1.31. Form the partial differential equation by eliminating the


arbitrary function φ from the relation φ(x2 + y 2 + z 2 , xyz) = 0
Solution: Given φ(x2 + y 2 + z 2 , xyz) = 0 (1)
Let u = x2 + y 2 + z 2 , v = xyz
Equation (1) becomes φ(u, v) = 0 (2)
Eliminating φ from (2), we get
∂u ∂v


∂x ∂x
∂u ∂v = 0 (3)

∂y ∂y

∂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

Solution: Given f (x + y + z, xy + z 2 ) = 0 (1)


2
Let u = x + y + z, v = xy + z
Equation (1) becomes φ(u, v) = 0 (2) Eliminating φ from (2), we get
∂u ∂v


∂x ∂x
∂u ∂v = 0 (3)

∂y ∂y
∂u ∂u
Here, = 1 + p, =1+q
∂x ∂y
∂v ∂v
= y + 2zp, = x + 2zq
∂x ∂y
From(3),

1 + p y + 2zp
1 + q y + 2zq = 0

i.e., (1 + p)(x + 2zq) − (1 + q)(y + 2zp) = 0


i.e., (x − 2z)p − (y − 2z)q = y − x
Example 1.33. Form the partial differential
y equation by eliminating the
arbitrary function g from the relation g , x2 + y 2 + z 2 = 0
x
y 
Solution: Given g , x2 + y 2 + z 2 = 0 (1)
y x
Let u = , v = x + y 2 + z 2
2
x
Equation (1) becomes g(u, v) = 0 (2)
Eliminating φ from (2), we get
∂u ∂v


∂x ∂x
∂u ∂v = 0 (3)

∂y ∂y

∂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.)

1.3.3 Exercises & Solutions

Find the partial differential equations by eliminating the arbitrary


constants a, b&c as the case may be:

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 ]

5. z = ax4 + by 4 [Ans: px + qy = 4z]

6. ax + by + cz = 1 [Ans: r = 0 (or) s = 0 (or) t = 0]

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]

2. z = f (x + iy) + g(x − iy) [Ans: r + t = 0]


z
3. xy + yz + zx = f ( )
x+y
[Ans: p(x + y)(x + 2z) − q(x + y)(y + 2z) = z(x − y)]

4. z = xf (x + t) + g(x + t) [Ans: r = 2s − t]

5. z = x2 f (y) + y 2 g(x) [Ans: xyr = 2(px + qy − 2z)]

6. z = f (x − y) [Ans: p + q = 0]

7. z = y 2 + 2f (+logy) [Ans: px2 + qy = 2y 2 ]

8. z = x + yf (x2 − y 2 ) [Ans: z = xq + yp]

9. f (xy + z 2 , x + y + z) = 0 [Ans: (2z − x)p − (2z − y)q = x − y]

10. φ = (z 2 − xy, xz ) = 0 [Ans: px2 − q(xy − 2z 2 ) = zx]

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

1.4 Lagrange’s Linear Equations

The equation of the form P p+Qq = R is known as Lagrange’s equation,


where P, Q and R are functions of x, y and z.
To solve this equation it is enough to solve the subsidiary equations
[(or) Lagrange’s auxiliary equations]
dx dy dz
= = (1)
P Q Z
If u = a and v = b are two solutions of (1) then the solution of the given
Lagrange’s equation is φ(u, v) = 0. Generally, the subsidiary equations
can be solved in two ways
1. Method of grouping 2. Method of multipliers

1.4.1 Method of grouping

In the subsidiary equations


dx dy dz
= =
P Q Z
if the variables can be separated in any pair of equations, then we get a
solution of the form u = a and v = b.
20 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

1.4.2 Method of Multipliers

1. Single Multiplier (l, m, n):


Choose any three multipliers l, m, n may be constants or functions of
x, y, z we have
dx dy dz ldx + mdy + ndz
= = =
P Q R lP + mQ + nR
If it is possible to choose l, m, n such that lP + mQ + nR = 0 then
ldx + mdy + ndz = 0.
If ldx + mdy + ndz is a perfect differential of some function, say
u(x, y, z), then du = 0
∴ u = a is a solution.
* Note : If lP + mQ + nR 6= 0 for any (l, m, n), then go for Double
Multipliers as follows
2. Double Multipliers (l1 , m1 , n1 ), (l2 , m2 , n2 ):
Choose Double Multipliers (l1 , m1 , n1 ), (l2 , m2 , n2 ) may be constants or
functions of x, y, z we have
dx dy dz l1 dx + m1 dy + n1 dz l2 dx + m2 dy + n2 dz
= = = =
P Q R l1 P + m1 Q + n1 R l2 P + m2 Q + n2 R
Integrating both sides of the equation,

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.

1.4.3 Working Rule to solve the equation Pp + Qq = R


dx dy dz
(i) Form the subsidiary equations = =
P Q R
(ii) Solve the subsidiary equations by the method of grouping or the
method of multipliers or both to get two independent solutions u = a
and v = b.
(iii) The general solution is φ(u, v) = 0

1.5 Examples of Lagrange’s Linear Equations


1.5.1 Examples of Lagrange’s Linear Equations by Method of grouping

Example 1.34. Solve px + qy = z.


MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 21

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.)

1.5.2 Examples of Lagrange’s Linear Equations by Method of multipliers

Example 1.40. Solve (y − z)p + (z − x)q = x − y.


Solution: Given (y − z)p + (z − x)q = x − y
dx dy dz
The subsidiary equations are = = (1)
y−z z−x x−y
dx + dy + dz dx + dy + dz
Each fraction of (1) = =
y−z+z−x+x−y 0
⇒ dx + dy + dz = 0
Integrating, x + y + z = a
Using x, y, z as multipliers,
xdx + ydy + zdz xdx + ydy + zdz
each fraction of (1) = =
x (y−z)+y (z −x)+z (x−y) 0
⇒ xdx + ydy + zdz = 0
x2 y 2 z 2
Integrating, + + =c
2 2 2
i.e., x2 + y 2 + z 2 = b
∴ The general solution is f x + y + z, x2 + y 2 + z 2 = 0.
∂z ∂z
Example 1.41. Solve (mz − ny) + (nx − lz) = ly − mx. [UQ]
∂x ∂y
Solution: Given (mz − ny) p + (nx − lz) q = ly − mx
dx dy dz
The subsidiary equations are = = (1)
mz − ny nx − lz ly − mx
Using x, y, z as multipliers, each fraction of (1)=
xdx + ydy + zdz xdx + ydy + zdz
=
x (mz − ny) + y (nx − lz) + z (ly − mx) 0
⇒ xdx + ydy + zdz = 0
x2 y 2 z 2
Integrating, we get + + = c1
2 2 2
i.e., x2 + y 2 + z 2 = a
Using l, m, n as multipliers, each fraction of (1) =
ldx + mdy + ndz ldx + mdy + ndz
=
l (mz − ny) + m (nx − lz) + n (ly − mx) 0
ldx + mdy + ndz = 0
Integrating, lx + my + nz = b
∴ The general solution is φ(x2 + y 2 + z 2 , lx + my + nz) = 0.
Example 1.42. Solve x y 2 − z 2 p + y z 2 − x2 q = z x2 − y 2 .
  
[UQ]
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 25

Solution: Given x y 2 − z 2 p + y z 2 − x2 q = z x2 − y 2
  

The subsidiary equations are


dx dy dz
= =
x (y 2 − z ) y (z − x ) z (x − y 2 )
2 2 2 2

Using x, y, z as multipliers, each fraction of (1)=


xdx + ydy + zdz xdx + ydy + zdz
=
x2 (y 2 − z2) 2 2 2 2 2 2
+ y (z − x ) + z (x − y ) 0
⇒ xdx + ydy + zdz = 0

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.

Example 1.43. Solve (y + z)p + (x + z)q = x + y. [UQ]

Solution: Given (y + z)p + (x + z)q = x + y


dx dy dz
The subsidiary equations are = = (1)
y+z x+z x+y
dx + dy + dz dx − dy dy − dz
Each fraction of (1) = = =
2 (x + y + z) − (x − y) − (y − z)
d(x − y) d(y − z)
=
(x − y) (y − z)
Integrating, we get log(x − y) = log(y − z) + log a
x−y
i.e., =a
y−z
dx + dy + dz dx − dy
Taking = , we have
2 (x + y + z) − (x − y)
1 d(x + y + z) d(x − y)
=−
2 (x + y + z) (x − y)
26 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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

Example 1.45. Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y).


Solution: The subsidiary equations are
dx dy dz
= = (1)
x2 (y − z) y 2 (z − x) z 2 (x − y)
1 1 1
Using 2 , 2 , 2 as multipliers
x y z
1 1 1 1 1 1
x2 dx + y 2 dy + z 2 dz x2 dx + y 2 dy + z 2 dz
Each fraction of (1) = =
(y − z) + (z − x) + (x − y) 0
1 1 1
i.e., 2 dx + 2 dy + 2 dz = 0
x y z
1 1 1
Integrating, + + = a
x y z
1 1 1
Using , , as multipliers
x y z
Each fraction of (1) =
1
x dx + y1 dy + z1 dz 1
x dx + y1 dy + z1 dz
=
x (y − z) + y (z − x) + z (x − y) 0
1 1 1
i.e., dx + dy + dz = 0
x y z
Integrating, log x + log y + log z = log b
xyz = b 
1 1 1
∴ The general solution is φ + + , xyz = 0.
x y z
Example 1.46. Solve y 2 p − xyq = x(z − 2y). [UQ]
Solution: The subsidiary equations are
p − xyq = x(z − 2y) (1)
dx dy
Taking = , we have
y2 −xy
dx dy
=
y −x
xdx = −ydy
x2 y2
Integrating, =− +c
2 2
2 2
i.e., x + y = a
dy dz
Taking = we have
−xy x (z − 2y)
28 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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.


Example 1.47. Solve (x2 − y 2 − z 2 )p + 2xyq − 2xz = 0. [UQ]


dx dy dz
Solution: The subsidiary equations are = = (1)
x2 − y 2 − z 2 2xy 2xz
dy dz
Taking = , we have
2xy 2xz
dy dz
=
y z
log y = log z + log a
y
i.e., = a
z
Using x, y, z as multipliers
Each fraction of (1) =
xdx + ydy + zdz xdx + ydy + zdz
=
x (x2 − y 2 − z 2 ) + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2
xdx + ydy + zdz
=
x (x2 + y 2 + z 2 )
dy xdx + ydy + zdz
Taking =
2xy x (x2 + y 2 + z 2 )
dy 2 (xdx + ydy + zdz)
=
y (x2 + y 2 + z 2 )

dy d x2 + y 2 + z 2
=
y (x2 + y 2 + z 2 )
log y = log(x2 + y 2 + z 2 ) + logb
y
i.e., =b
x2 + y 2 + z 2  
y y
∴ The general solution is φ , 2 = 0.
z x + y2 + z2
Example 1.48. Solve (x − 2z)p + (2z − y)q = y − x. [UQ]
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 29

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.


Example 1.49. Solve (z 2 − 2yz − y 2 )p + (xy + zx)q = xy − zx. [UQ]


Solution: The subsidiary equations are
dx dy dz
= = (1)
z 2 − 2yz − y 2 xy + zx xy − zx
Using x, y, z as multipliers each fraction of
xdx + ydy + zdz xdx + ydy + zdz
(1) = =
x (z 2 − 2yz − y 2 ) + y (xy + zx) + z (xy − zx) 0
we have
xdx + ydy + zdz = 0
x2 y 2 z 2
Integrating, we get + + = c1
2 2 2
x2 + y 2 + z 2 = a
dy dz
Taking = , we have
xy + zx xy − zx
dy dz
=
y+z y−z
i.e., (y − z)dy = (y + z)dz
ydy − zdy − ydz − zdz =0
ydy − (ydz + zdy) − zdz =0
ydy − d(yz) − zdz =0
30 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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.


Example 1.50. Solve pz − qz = z 2 + (x + y)2 .


dx dy dz
Solution: The subsidiary equations are = = 2 (1)
z −z z + (x + y)2
dx dy
Taking = , we have dx = −dy
z −z
Integrating, x + y = a
dx dz
Taking = 2 , we have
z z + (x + y)2
dx dz
= 2 (∵ x + y = a)
z z + a2
zdz
i.e., dx = 2
z + a2
1
Integrating, x = log(z 2 + a2 ) + c
2
2x = log(z 2 + a2 ) + 2c
h i
i.e., 2x − log z 2 + (x + y)2 = b
n h io
2 2
The general solution is φ x + y, 2x − log z + (x + y) =0

Example 1.51. Solve p − q = log(x + y).


dx dy dz
Solution: The subsidiary equations are = = log(x+y)
(1)
1 −1
dx dy
Taking = , we have dx = −dy
1 −1
Integrating, x + y = a
dx dz
Taking = , we have
1 log(x + y)
dz
dx = (∵ x + y = a)
log a
i.e., log adx = dz

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

1.5.3 Exercises & Solutions

Solve the following partial differential equations:


   
2 2 1 1 z
1. z(x − y) = x p − y q Ans : φ + , =0
x y x+y
2. (x2 + y 2 + yz)p + (x2 + y 2 − xz)q = z(x + y)
x2 + y 2

Ans : φ(x − y − z, )=0
z2
∂z ∂z
3. (3z − 4y) + (4x − 2z) = 2y − 3x
∂x ∂y 
Ans : φ(x2 + y 2 + z 2 , 2x + 3y + 4z) = 0


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

1.6 Solution of Partial Differential Equations

A solution or integral of a partial differential equation is a relation


between the independent and the dependent variables which satisfies the
given differential equation.
Note: There are two distinct types of solution for partial differential
equations, one type of solution containing arbitrary constants and the
other type of solution containing arbitrary functions. Both these types f
solution may be given as solutions of the same partial differential
equation.
Any solution of a partial differential equation in which the number of
arbitrary constants is equal to the number of independent variables is
called the complete integral .
32 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

Any solution obtained from the complete integral by giving particular


values to the arbitrary constants is called a particular integral .
Any solution obtained from the complete integral by eliminating
arbitrary constants is called a singular integral .
Any solution which contains the maximum number of arbitrary
functions is called as a general integral .
Let φ(x, y, z, a, b) = 0 be the complete integral of f (x, y, z, p, q) = 0.
Then the solution obtained by eliminating a and b from the equations

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

φ(x, y, z, a, g(a)) = 0 (4)

Differentiating (4) w.r.t. ‘a’, we get


∂φ ∂φ 0
+ g (a) = 0 (5)
∂a ∂g
The obtained by eliminating ‘a’ from (4) and (5) is called the general
integral of φ(x, y, z, a, b) = 0

1.6.1 Solution of Partial Differential Equations by Direct Integration

A partial differential equation can be solved by successive integration in


all cases where the dependent variable occurs only in the partial derivatives.
We illustrate this method in the following Examples.
∂z
Example 1.52. Solve = cos x.
∂x
Solution: If z is a function of x only then there is no difference between
∂z dz dz
and . Therefore to find z we can directly integrate = cos x and
∂x dx dx
hence the solution is z = sin x + A, where A is arbitrary constant. But
here z is a function of two variables x and y.
∴ Instead of the arbitrary constant A we can take an arbitrary function
of y say f (y).
∴ The solution is z = sin x + f (y).
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 33

∂ 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.

1.6.2 Exercises & Solutions

Solve the following partial differential equation using direct integration


MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 35

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
 

1.7 Solution of standard types of first order partial differential


equations

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.

1.7.1 Type I: f (p, q) = 0 i.e., the equation contain p and q only.

To find Complete Integral


Given f (p, q) = 0 (1)
Let z = ax + by + c be a trial solution of the equation (1). Then
∂z ∂z
p= = a and q = =b
∂x ∂y
From (1), we get
f (a, b) = 0
Hence the complete integral of (1) is
z = ax + by + c
Solving for b from f (a, b) = 0, we get b = β(a)
∴ The complete integral of (1) is

z = ax + β(a)y + c (2)
36 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

since [number of arbitrary constants(a,c)=number of independent


variables(x,y)=2]
To find Singular Integral
To obtain the singular integral we have to eliminate a and c from the
∂z ∂z
equations z = ax + β(a)y + c, = 0 and =0
∂a ∂c
i.e., z = ax + β(a)y + c
0
x + β (a)y = 0
1=0
The last equation being absurd and hence there is no singular
integral .
To find General Integral
Put c = χ(a) in complete integral equation (2), we get
z = ax + β(a)y + χ(a) (3)
Differentiate (3) w.r.t. ‘a’, we get
0 0
z = x + β (a)y + χ (a) (4)
Eliminating ‘a’ from (3) and (4), we get general integral of the given
p.d.e.
Note: For the equation of the type of f (p, q) = 0 there is no singular
integral.
Example 1.59. Solve pq = 1.
Solution: Given pq = 1 (1)
To find Complete Integral :
Let z = ax + by + c be a trial solution of the equation (1). Then
∂z ∂z
p= = a and q = =b
∂x ∂y
From (1), we get
ab = 1
1
i.e., =
a
Hence the complete integral of (1) is
1
z = ax + y + c (2)
a
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 37

since [number of arbitrary constants(a,c)=number of independent


variables(x,y)=2]
To find Singular Integral :
To obtain the singular integral we have to eliminate ‘a’ and ‘c’ from the
∂z ∂z
equations z = ax + β(a)y + c, = 0 and =0
∂a ∂c
1
i.e., z = ax + y + c
a
1
x − 2y = 0
a
1=0
The last equation being absurd and hence there is no singular integral.
To find General Integral :
Put c = χ(a) in complete integral equation (2), we get
1
z = ax + y + χ(a) (3)
a
Differentiate (3) w.r.t. ‘a’, we get
1 0
z =x− y + χ (a) (4)
a2
Eliminating ‘a’ from (3) and (4), we get general integral of the given
p.d.e.
Example 1.60. Solve p2 + q 2 = 1.
Solution: Given p2 + q 2 = 1 (1)
Let z = ax + by + c be a trial solution of (1)
∂z ∂z
Then p = = a and q = =b
∂x ∂y
From (1), we get
a2 + b2 = 1
p
∴ b = 1 − a2
p
∴ The complete integral is z = ax + 1 − a2 y + c
The singular and general integrals are obtained as first example of this
type.
Example 1.61. Solve p + q = pq.
Solution: Given p + q = pq (1)
Let z = ax + by + c be a trial solution of (1)
38 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.

Example 1.62. Solve pq + p + q = 0.

Solution: Solution: Similar to above Example

Example 1.63. Find the complete integral of p = eq .

Solution: Given logp = q (1)


Let z = ax + by + c be a trial solution of (1)
∂z ∂z
Then p = = a and q = =b
∂x ∂y
From (1), we get

log a = b

∴ The complete integral is z = ax + (loga)y + c


The singular and general integrals are obtained as first example of this
type.
√ √
Example 1.64. Solve p + q = 1.
√ √
Solution: Given p + q = 1 (1)
Let z = ax + by + c be a trial solution of (1)
∂z ∂z
Then p = = a and q = =b
∂x ∂y
From (1), we get
√ √
a+ b=1
√ 2
i.e., b = 1 − a
√ 2
∴ The complete integral is z = ax + 1 − a y + c
The singular and general integrals are obtained as first example of this
type.

Example 1.65. Find the complete integral of p2 + q 2 = npq.


MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 39

Solution: Given p2 + q 2 = npq (1)


Let z = ax + by + c be a trial solution of (1)
∂z ∂z
Then p = = a and q = =b
∂x ∂y
From (1), we get
a2 + b2 = nab
i.e., b2 − nab + a2 = 0

n2 a2 − 4a2
na ±
∴b=
2
ah p
2
i
b= n± n −4
2
ah p i
∴ The complete integral is z = ax + n ± n2 − 4 y + c
2

1.7.2 Type II: z = px + qy + f (p, q) (Clairaut’s Form)

Suppose a partial differential equation of the form


z = px + qy + f (p, q) (1)
which is said to be of Clairaut’s form.
To find complete integral : The complete integral of (1) is by
substituting p = a and q = b in (1), i.e.,
z = ax + by + f (a, b) (2)
where a and b are arbitrary constants.
To find singular integral : Partially differentiating (2) w.r.t ‘a’ and ‘b’
and then equating to zero, we get
∂f
x+ =0 (3)
∂a
∂f
y+ =0 (4)
∂b
By eliminating a and b from (2), (3) and (4), we get the singular integral.
To find General Integral : Put b = ψ(a) in complete integral equation
(2), we get
z = ax + β(a)y + f (a, β(a)) (5)
Differentiate (3) w.r.t. ‘a’, we get
0 0
z = x + β (a)y + f (a, β(a)) (6)
Eliminating ‘a’ from (5) and (6), we get general integral of the given
p.d.e.
40 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

Example 1.66. Find the complete and singular integrals of z = px + qy +


pq.
Solution: Given z = px + qy + pq (1)
The given partial differential equation is in Clairaut’s form.
∴ The complete integral is z = ax + by + ab (2)
where a and b are arbitrary constants.
To find singular integral : Partially differentiating (2) w.r.t ‘a’ and ‘b’
then equating to zero, we get
x+b=0
y+a=0
∴ a = −y and b = −x
Substituting the values of ‘a’ and ‘b’ in (2), we get
z = −yx − xy + (−y)(−x) = −yx − xy + yx
∴ z = −xy
which is the singular integral.
To find General Integral : Put b = β(a) in complete integral equation
(2), we get
z = ax + β(a)y + aβ(a) (3)
Differentiate (3) w.r.t. ‘a’, we get
0 0
z = x + β (a)y + aβ (a) + β(a) (4)
Eliminating ‘a’ from (3) and (4), we get general integral of the given
p.d.e.

Example 1.67. Solve z = px + qy + 2 pq.

Solution: Given z = px + qy + 2 pq (1)
The given partial differential equation is in√Clairaut’s form
∴ The complete integral is z = ax + by + 2 ab (2)
where a and b are arbitrary constants.
To find singular integral: Partially differentiating (2) w.r.t a and b then
equating to zero, we get
r
b
x+ =0 (3)
r a
a
y+ =0 (4)
b
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 41

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

ie., 4z = y 2 − x2 which is the singular integral.


The general integral is obtained as first example of this type.

Example 1.70. Solve z = px + qy + p2 + pq + q 2 .

Solution: The given equation is in Clairaut’s form.


∴ The complete integral is z = ax + by + a2 + ab + b2 (1)
To find singular integral: Partially differentiating (1) w.r.t a and b then
equating to zero, we get

x + 2a + b = 0 (2)
y + a + 2b = 0 (3)

Solving (2) and (3), we get

1 1
a = (y − 2x), b = (x − 2y)
3 3

Substituting the values of a and b in (1), we get

3z = xy − x2 − y 2

which is the singular integral.


The general integral is obtained as first example of this type.
p
Example 1.71. Solve z = px + qy + 1 + p2 + q 2 .

Solution: The given equation is in Clairaut’s


p form.
∴ The complete integral is z = ax + by + 1 + a2 + b2 (1)
To find singular integral: Partially differentiating (1) w.r.t a and b then
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 43

equating to zero, we get


a −a
x+ √ =0⇒x= √ (2)
1 + a2 + b2 1 + a2 + b2
b −b
y+√ =0⇒y= √ (3)
1 + a2 + b2 1 + a2 + b 2
From (2) and (3), we get
a2 + b2
x2 + y 2 =
1 + a2 + b2
2 2 a2 + b2
1 − (x + y ) = 1 −
1 + a2 + b 2
1
1 − x2 − y 2 =
1 + a2 + b2
p 1
1 + a2 + b 2 = p (4)
1 − x2 − y 2
From (2) and (3), we get

−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.

Example 1.72. Find the complete integral of


pqz = p2 (xq + p2 ) + q 2 (yp + q 2 ).
Solution: Given pqz = p2 (xq + p2 ) + q 2 (yp + q 2 )
= p2 xq + p4 + q 2 yp + q 4
Dividing by pq we have
44 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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

Given f (z, p, q) = 0 (1)


Let z = f (x + ay) be the solution of (1)
Put x + ay = u Then
∂u ∂u
z = f (u) and = 1, =a
∂x ∂y
∂z dz ∂u dz
p= = =
∂x du ∂x du
∂z dz ∂u dz
q= = =a
∂y du ∂y du
Substituting the values of p and q in (1), we get
 
dz dz
f z, , a =0 (2)
du du
This is an ordinary differential equation of first order
dz
Solving for , we obtain
du
dz
= g(z, a)
du
dz
i.e., = du
g(z, a)
Z
dz
Integrating =u+c
g(z, a)
φ(z, a) = u + c
ie., (z, a) = x + ay + c
which is the complete integral of (1).
The singular integral can be obtained by the usual methods.
Example 1.73. Find the complete integral of z = pq.
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 45

Solution: Given z = pq (1)


Let z = f (x + ay) be the solution of (1)
Put u = x + ay so that z = f (u)
dz dz
p= and q = a
du du
Substituting in (1), we get
 2
dz
z =a
du
r
dz z dz 1
= ⇒ √ = √ du
du a z a
√ 1
Integrating, 2 z = √ u+c
a
√ √
2 az = u + ac
√ √
2 az = u + b, whereb = ac
4az = (u + b)2
4az = (x + ay + b)2
which is the complete integral.
Example 1.74. Solve z = p2 + q 2 .
Solution: Given z = p2 + q 2 (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
z= + a2 ⇒ z =(1 + a2 )
du du du
r
dz z p dz
2√
= ⇒ 1 + a =du
du 1 + a2 z
p √
Integrating, 1 + a2 2 z = u + b
(1 + a2 )4z = (u + b)2
i.e., 4(1 + a2 )z = (x + ay + b)2
which is the complete integral.
Example 1.75. Solve p(1 + q) = qz.
46 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

Solution: Given p(1 + q) = qz (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
 
dz dz dz dz
1+a =a z ⇒1 + a =az
du du du du
dz az − 1 a
= ⇒ dz =du
du a az − 1
Integrating, log(az − 1) = u + b
i.e., log(az − 1) = x + ay + b
which is the complete integral.
Example 1.76. Solve 9 p2 z + q 2 = 4.


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).


Solution: Given p 1 + q 2 = q(z − a)



(1)
Let z = f (x + ay) be the solution of (1)
Put u = x + ay so that z = f (u), then
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 47

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: Similar to above Example.


Example 1.80. Solve q 2 = z 2 p2 1 − p2 .


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

1.7.4 Type IV: f (x, p) = g(y, q) (Separable equations)

A first order partial differential equation is called separable if it can be


written as f (x, p) = g(y, q).
Let f (x, p) = g(y, q) = a , where a is an arbitrary constant.
∴ f (x, p) = a, g(y, q) = a Solving for p and q from these two equations we
get

p = f1 (x, a) and q = g1 (y, a)


∂z ∂z
Since dz = dx + dy
∂x ∂y
= pdx + qdy
dz = f1 (x, a)dx + g1 (x, a)dy
Integrating,
Z we get Z
z = f1 (x, a)dx + g1 (y, a)dy + b
which gives the complete integral.
Example 1.81. Solve p + q = x + y
Solution: Given that p + q = x + y (1)
i.e., p − x = y − q
Let p − x = y − q = a , where a is an arbitrary constant.
Now, p − x = a ⇒ p = a + x
i.e., f1 (x, a) = a + x
y−q =a⇒q =y−z
i.e., f2 (y, a) = y − a
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z Z
z = (a + x) dx + (y − a)dy + b

(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

Example 1.86. Solve p2 y 1 + x2 = qx2




p2 1 + x2 q
Solution: Given =
 x2 y
2 2
p 1+x q
Let = =a
x2  y √
p2 1 + x2 ax
Now = a ⇒ p = √
x2 √ 1 + x2
ax
i.e., f1 (x, a) = √
1 + x2
q
= a ⇒ q = ay
y
i.e., f2 (y, a) = ay
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z √ Z
ax
z= √ dx + aydy + b
1 + x2
Put 1 + x2 = t ⇒ 2xdx = dt
√ Z Z
a dt
z= √ + a ydy + b
2 t

a √ y2 √ p 2
y2
= 2 t + a + bz = a 1+x +a +b
2 2 2
x y
Example 1.87. Solve + = 1
p q
x y
Solution: Given = 1 −
p q
x y
Let = 1 − = a
p q
x x x
Now = a ⇒ p = ∴ f1 (x, a) =
p a a
y y y
1− =a ⇒q = ∴ f2 (y, a) =
2 a+1 a+1
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z Z
x y
z= dx + dy + b
a a+1
x2 y2
z= + +b
2a 2(a + 1)
52 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

Example 1.88. Solve p + q = sin x + sin y


Solution: Given p − sin x = q − sin y
Let p − sin x = q − sin y = a
Now p − sin x = a ⇒ p = a + sin x ∴ f1 (x, a) = a + sin x
q − sin y = a ⇒ q = a + sin y ∴ f2 (y, a) = a + sin y
∴ The complete integral is
Z Z
z = f1 (x, a)dx + f2 (y, a)dy + b
Z Z
z = (a + sin x) dx + (a + siny) dy + b

z = ax − cos x + ay − cos y + b

1.7.5 Exercises & Solutions

Solve the following partial differential equations

Type I : f(p, q)=0


h p i
2 2 2
a) p − q = 4 Ans: z = ax + a − 4y + c
b) p + sinq = 0 [Ans : z = by − xsinb + c]
c) p = q [Ans : z = a(x + y) + c]
Type II : Clairaut’s form:
 
p a y
a) z = px + qy + − p Ans: CI : z = ax + by + − a, SI :
q b 1−x
b) (1 − x)p + (2 − y)q = 3 − z [Ans: CI : z = ax + by − a − 2b + 3]
c) z = px + qy + logpq
[Ans: CI : z = ax + by + logab, SI : z = −2 − logxy]
d) zh = px + qy + 3p1/3 q 1/3 i
1 /3 1/ 3
Ans: CI : ax + by + 3a b , SI : xyz = 1

Type III : f(z,p, q)=0


 
2 2 1
a) p + pq = z Ans: logz = √ (x + ay) + b
1+a
 
−1 1
b) z 2 = p2 + q 2 + 1 Ans: cosh z = √ (x + ay) + b
1 + a2
 
64 3
c) p3 + q 3 = 8z 3 2
Ans: (1 + a )z = (x + ay + b)
27
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 53

d) p + q = z [Ans: x + ay = (1 + alogz + b)]


e) p3 = qz Ans: 4z = a(x + ay − b)2
 

Type IV : f(x,p )=g(y,q )


(a + x)2 2
 
a) q 2 − p = y − x Ans: z = + (a + y)3/2 + b
2 3
eay
 
b) yp = 2yx + logq Ans: z = x2 + ax +
a
 
2 n o
c) p2 + q 2 = x + y Ans: z = (x + a)3/2 + (y − a)3/2 + b
3
√ ay 2
 
d) q = xyp2 Ans: z = 2 ax + +b
2

e) x2 p2 = yq 2 [Ans: z = alogx + 2a y + b]
54 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

1.7.6 Equations Reducible to Standard Forms


1.7.7 Type A : f (xm p, y n q) = 0

An equation of the form f (xm p, y n q) = 0 where m and n are constants


can be transformed into an equation of the first type [i.e., f (p, q) = 0]
Put X = x1−m and Y = y 1−n where m 6= 1 and n 6= 1.
∂z ∂z dX ∂z
Then p = = = P (1 − m) x−m where P =
∂x ∂X ∂x ∂X
m
∴ x p = (1 − m) P
∂z ∂z dY ∂z
q= = = Q (1 − n) y −n where Q =
∂y ∂Y ∂y ∂Y
n
∴ y q = (1 − n) Q
Hence the given equation reduces to f [(1 − m)P, (1 − n)Q] = 0
which is of the form F(P, Q) = 0 (Type I)

1.7.8 Type B : f (xm p, y n q, z) = 0

An equation of the form f (xm p, y n q, z) = 0 can also be transformed to the


standard type F(P, Q, z) = 0 (Type II) by the substitution X = x1−m
and Y = y 1−n where m 6= 1 and n 6= 1.
Note: In the above two types if m = 1 put X = log x and if n = 1 , put
Y = log y:
∂z ∂z dX 1 ∂z
∴p= = = P where P =
∂x ∂X ∂x x ∂X
i.e., xp = P
∂z ∂z dY 1 ∂z
q= = = Q where Q =
∂y ∂Y ∂x y ∂Y
i.e., yq = Q
∴ The equations reduce to either F (P, Q) = 0 or F (P, Q, z) = 0.

1.7.9 Type C : f z k p, z k q = 0 where k is a constant




An equation of the form f z k p, z k q = 0 can be transformed into an




equation of the first type [i.e., f(p, q) = 0 ].


Put Z = z k+1 if k 6= −1
∂Z
Then = (k + 1) z k p
∂x
∂Z
P = (k + 1) z k p where P =
∂x
1
i.e., z k p = P
k+1
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 55

∂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


This can be transformed to an equation of the form F (P, Q) = 0 by the


substitution.
x1−m if m 6= 1

X=
log x if m = 1
y 1−n if n 6= 1

Y =
log y if n = 1
z k+1 if k 6= −1

Z=
log z if k = −1
Example 1.89. Solve xp + yq = 1
Solution: Given xp + yq = 1 (1)
m n
The given differential equation is the form f (x p, y q) = 0 with m = 1 ,
n = 1.
Put X = log x and Y = log y
∂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 P + Q = 1 (2)
This is of the form F (P, Q) = 0 [Type I]
Let z = aX + bY + c be a solution of (2)
56 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

∂z
=a⇒P =a
∂X
∂z
=b⇒Q=b
∂Y

Substituting the values of P and Q in (2), we get

a+b=1
i.e., b = 1 − a

∴ The complete integral of P + Q = 1 is

z = aX + (1 − a)Y + b

∴ The required complete integral is

z = a log x + (1 − a) log y + b

Example 1.90. Solve p2 x2 + q 2 y 2 = z 2

Solution: The given differential equation can be written as


(xp) + (yq) = z 2
2 2
(1)
m n
This is of the form f (x p, y q, z) = 0 with m = 1 , n = 1.
Put X = log x and Y = log y

∂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.

Example 1.91. Solve p2 x2 + q 2 y 2 = z

Solution: This problem is to similar to above problem.

Example 1.92. Solve z 2 = xypq

Solution: The given equation can be written as z = (xp)(yq) (1)


This is of the form f (xm p, y n q, z) = 0 with m = 1 , n = 1.
Put X = log x and Y = log y

∂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.

Example 1.93. Solve z 2 p2 x2 + q 2 = 1




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.

Example 1.94. Solve p2 x4 + y 2 zq = 2z 2

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.

Example 1.95. Solve x4 p2 − yzq = z 2

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.

Example 1.96. Solve z 2 (p2 + q 2 ) = x2 + y 2

Solution: The given equation can be written as (zp)2 + (zq)2 = x2 + y 2


(1)
Put Z = z k+1 , where k = 1 (Type C)
i.e., Z = z 2
∂Z ∂z
= 2z
∂x ∂x
∂Z P
i.e., P = 2zp, where P = ⇒ zp =
∂x 2
Q ∂Z
Similarly, zq = , where Q =
2 ∂y
62 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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.

Example 1.97. Solve p2 + q 2 = z 2 (x2 + y 2 )

Solution: The given equation can be written as

 p 2  q 2
+ = x2 + y 2
z z
2 2
z −1 p + z −1 q = x2 + y 2 (1)

Put Z = log z [∵ k = −1] (T ypeC)


∂Z 1 ∂z
=
∂x z ∂x
∂Z
i.e., P = z −1 p, where P =
∂x
∂Z
Similarly, Q = z −1 q, where Q =
∂y
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 63

∴ (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.

1.7.11 Exercises & Solutions

Solve the following partial differential equations:

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.)

1.8 Homogeneous Linear Partial Differential Equation

A linear partial differential equation in which all the partial derivatives


are of the same order is called homogeneous linear partial differential
equation. Otherwise it is called non homogeneous linear partial equation.
A homogeneous linear partial differential equation of nth order with
constant coefficients is of the form
∂ nz ∂ nz ∂ nz
a0 n + a1 n−1 + · · · + an n = F (x, y) (1)
∂x ∂x ∂y ∂y
where a0 , a1 , . . . an are constants.
This equation also can be written in the form
(a0 Dn + a1 Dn−1 D0 + · · · + an D0n )z = F (x, y)
∂ ∂
where D = , D0 = .
∂x ∂y
i.e., f (D, D0 )z = F (x, y) (2)
0
The solution of f (D, D )z = 0 is called the complementary function of (2).
The particular solution of (2) is called the particular integral function of
(2) given symbolically by
F (x, y)
P.I. =
f (D, D0 )
Hence the complete solution z = complementary function + particular
integral.
i.e., Complete solution z = C.F. + P.I.

1.8.1 To find the complementary function (C.F)

Put D = m and D0 = 1 in f (D, D0 ) = 0, then we get an equation, which


is called the auxillary equation of (2).
∴ the auxillary equation of (2) is f (m, 1) = 0
i.e., a0 mn + a1 mn−1 + · · · + an = 0
Let the roots of this equation be m1 , m2 , . . . , mn .
Case (i): If the roots are real (or imaginary) and distinct. Then
C.F. = f1 (y + m1 x) + f2 (y + m2 x) + · · · + fn (y + mn x)
Case (ii):
(a) If any two roots are equal (ie, m1 = m2 = m) and others are distinct,
Then C.F. = f1 (y+mx)+xf2 (y+m2 x)+f3 (y+m3 x)+· · ·+fn (y+mn x).
(b) If any three roots are equal (i.e., m1 = m2 = m3 = m )and others are
distinct. Then
C.F. =f1 (y + mx) + xf2 (y + mx) + x2 f3 (y + mx) + f4 (y + m4 x)+
· · · + fn (y + mn x).
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 65

1.8.2 To find Particular Integral (P.I)

Type 1 : If F (x, y) = eax+by , then


1
P.I. = eax+by
f (D, D0 )
1
= eax+by provided f (a, b) 6= 0.
f (a, b)
If f (a, b) = 0, then
1
P.I. = x. 0 0
eax+by
f (D, D )
where f 0 (D, D0 ) is the partial derivative of f (D, D0 ) w.r.t D.

Type 2 : If F (x, y) = sin(ax + by), then


1
P.I. = sin(ax + by)
f (D, D0 )
Replace D2 by −a2 , D02 by −b2 and DD0 by −ab in f (D, D0 ) provided
the denominator is not equal to zero.
If the denominator is zero, then
1
P.I. = x 0 sin(ax + by)
f (D, D0 )
where f 0 (D, D0 ) is the partial derivative of f (D, D0 ) w.r.t D. Note :
Similar formula holds for F (x, y) = cos(ax + by).

Type 3 : If F (x, y) = xm y n , then


1
P.I. = 0
xm y n
f (D, D )
−1
= [f (D, D0 )] xm y n
Expand [f (D, D0 )]−1 in ascending powers of D, D’ and then operate
on xm y n .

Note : In xm y n if m > n, then try to write f (D, D0 ) as a function


D0 D
of and if m < n, then try to write f (D, D0 ) as a function of 0 .
D D
1 1
Note : denotes integration w.r.t ‘x’, 0 denotes integration w.r.t
D D
‘y’.

Type 4 : If F (x, y) = eax+by φ(x, y), then


66 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

1.8.3 Examples of Homogeneous Linear P.D.E.

Example 1.98. Solve D2 − 5DD0 + 6D02 z = 0




Solution: The auxillary equation is


m2 − 5m + 6 = 0 [Replace D by m and D0 by 1]
(m − 2)(m − 3) = 0
i.e., m = 2, 3
C.F. = f1 (y + 2x) + f2 (y + 3x)
∴ The solution is z = f1 (y + 2x) + f2 (y + 3x)
∂ 3z ∂ 3z ∂ 3z
Example 1.99. Solve −4 2 +4 =0
∂x3 ∂x ∂y ∂x∂y 2
Solution: Given (D3 − 4D2 D0 + 4DD0 2)z = 0
The auxillary equation is
m3 − 4m2 + 4m = 0
i.e., m(m − 2)2 = 0
i.e., m = 0, 2, 2
C.F. = f1 (y + 0x) + f2 (y + 2x) + xf3 (y + 2x)
∴ The solution is z = f1 (y + 0x) + f2 (y + 2x) + xf3 (y + 2x)
∂ 2z ∂ 2z ∂ 2z
Example 1.100. Solve the equation −3 +2 2 =0
∂x2 ∂x∂y ∂y
Solution: Given (D2 − 3DD0 + 2D0 2)z = 0
The auxillary equation is
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 67

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


Solution: The auxillary equation is


2m2 + 5m + 2 = 0
(2m + 1)(m + 2) = 0
−1
i.e., m = , −2
2 
1
C.F. = f1 y − x + f2 (y − 2x)
2
 
1
∴ The solution is f1 y − x + f2 (y − 2x)
2
Example 1.102. Solve D2 − 2DD0 + D02 z = ex+2y


Solution: The auxillary equation is


m2 − 2m + 1 = 0
(m − 1)2 = 0
i.e., m = 1, 1
∴ C.F. is f1 (y − x) + xf2 (y − x)
1
P.I. = 2 0 02
ex+2y
D − 2DD + D
1
= ex+2y
1−4+4
= ex+2y
∴ The complete solution z = C.F. + P.I.
i.e., z = f1 (y + x) + xf2 (y + x) + ex+2y .
Example 1.103. Solve D2 − D02 z = ex+2y


Solution: The auxillary equation is


m2 − 1 = 0
(m − 1)(m + 1) = 0
i.e., m = 1, −1
68 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

∴ 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


Solution: The auxillary equation is


m2 − 7m + 12 = 0
(m − 3)(m − 4) = 0
i.e., m = 3, 4
∴ C.F. is f1 (y + 3x) + f2 (y + 4x)
1
P.I. = 2 0 02
ex−y
D − 7DD + 12D
1
= .ex−y
1 + 7 + 12
1
= ex−y
20
∴ The complete solution z = C.F. + P.I.
1 x−y
i.e., z = f1 (y + 3x) + f2 (y + 4x) +
e .
20
2
Example 1.105. Solve 6D2 + 6DD0 + D02 z = ex + e−2y


Solution: The auxillary equation is


6m2 + 6m + 1 = 0

−6 ± 36 − 24
i.e., m =
12

−3 ± 3
m=
6
√ √
−3 + 3 3+ 3
∴ C.F. is f1 (y + ( )x) + f 2(y − ( )x)
6 6
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 69

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

Solution: The auxillary equation is

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

Solution: The auxillary equation is

m4 − 1 = 0
i.e., (m2 − 1)(m2 + 1) = 0
i.e., m = 1, −1, i, −i

∴ C.F. is f1 (y + x) + f2 (y − x) + f3 (y + ix) + f4 (y − ix)


70 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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

Example 1.108. Solve D3 − 3DD02 + 2D03 z = ex+y




Solution: The auxillary equation is

m3 − 3m + 2 = 0
i.e., m = 1, 1, −2

∴ C.F. is f1 (y + x) + xf2 (y + x) + f3 (y − 2x)

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

Example 1.109. Solve the equation D2 + 3DD0 + 2D02 z = ex cosh y




Solution: The auxillary equation is

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.

Example 1.110. Solve D2 + 9D02 z = cos(2x + 3y)




Solution: The auxillary equation is


m2 + 9 = 0
m2 = −9
i.e., m = ±3i
∴ C.F. is f1 (y + 3ix) + f2 (y − 3ix)
1
P.I. = cos(2x + 3y)
D2 + 9D02
1
Replacing D2 by − 4, D02 by − 9
 
= cos(2x + 3y)
−4 − 81
1
= − cos(2x + 3y)
85
∴ The complete solution z = C.F. + P.I.
1
i.e., z = f 1(y + 3ix) + f 2(y − 3ix) − cos(2x + 3y)
85
Example 1.111. Solve D2 − 2DD0 + D02 z = sin(2x + 3y)


Solution: The auxillary equation is


m2 − 2m + 1 = 0
m = 1, 1
72 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

∴ 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)

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


i.e., z = f1 (y + x) + xf2 (y + x) − sin(2x + 3y)

∂ 2z ∂ 2z
Example 1.112. Solve + = cos 2x cos 3y
∂x2 ∂y 2

Solution: Given D2 + D02 z = cos 2x cos 3y




The auxillary equation is

m2 + 1 = 0
m2 = −1
m = i, −i

∴ C.F. is f1 (y + ix) + f2 (y − ix)

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

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


Aliter :
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 73

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

Example 1.113. Solve D2 + DD0 − 6D02 z = cos(2x + y)




Solution: The auxillary equation is


m2 + m − 6 = 0
i.e., (m − 2)(m + 3) = 0
i.e., m = 2, −3
∴ C.F. is f1 (y + 2x) + f2 (y − 3x)

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.

Example 1.114. Write the P.I. of D2 + DD0 z = sin(x + y)



74 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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


The auxillary equation is


m2 − m = 0
i.e., m = 0, 1

∴ 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.

Example 1.116. Solve D2 + 3DD0 − 4D02 z = cos(2x + y)




Solution: The auxillary equation is


m2 + 3m − 4 = 0
i.e., (m − 1)(m + 4) = 0
i.e., m = 1, −4

∴ 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.

Example 1.117. Solve D3 + D2 D0 − DD02 − D03 z = 3 sin(x + y)




Solution: The auxillary equation is


m3 + m2 − m − 1 = 0
i.e., m = 1, −1, −1
∴ C.F. = f1 (y + x) + f2 (y − x) + xf3 (y − x)
1
P.I. = 3 sin(x + y)
D3 + D2 D0 − DD02 − D03
1
= 0 + D + D0
3 sin(x + y)
−D − D
Replacing D2 by − 1, D02 by − 1, DD0 by − 1
 

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.

Example 1.118. Solve D3 + D2 D0 − 2DD02 z = sin(x − 2y)




Solution: The auxillary equation is


m3 + m2 − 2m = 0
m(m2 + m − 2) = 0
i.e., m = 0, 1, −2
76 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

∴ C.F. = f1 (y) + f2 (y + x) + f3 (y − 2x)

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

Example 1.119. Solve D2 − 3DD0 + 2D02 z = sin x cos y




Solution: The auxillary equation is

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

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


1 1
i.e., f1 (y + x) + f2 (y + 2x) + x cos(x + y) − sin(x − y) .
2 6

Example 1.120. Solve D2 + 3DD0 + 2D02 z = x2 y 2




Solution: The auxillary equation is

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


Solution: The auxillary equation is


m2 − 2m + 2 = 0

2± 4−8
m=
2
i.e., m = 1 ± i
∴ C.F. = f1 (y + (1 + i)x) + f2 (y + (1 − i)x)
1
P.I. = 2 0 02
x3 y
D − 2DD + 2D
1
=  2D0 2D02
x3 y
2
D 1 − D + D2
 0 −1
2D02

1 2D
= 2
1− − 2 x3 y
D D D
0
   
1 2D 1 2
= 2
1+ x3 y = 2 x3 y + (x3 )
D D D D
5 6
1 3 2 3 xy x
= (x y) + (x ) = +
D2 D3 20 60
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 79

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

Example 1.122. Solve D2 + 6DD0 + 5D02 z = xy 4




Solution: The auxillary equation is

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

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

Example 1.123. Find the general integral of the equation


∂ 2z ∂ 2z ∂ 2z
+ 3 + 2 =x+y
∂x2 ∂x∂y ∂y 2

Solution: Given D2 + 3DD0 + 2D02 z = x + y The auxillary equation is




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


Solution: The auxillary equation is


m2 + 4m − 5 + 2 = 0
(m + 5)(m − 1) = 0
i.e., m = 1, −5
∴ C.F. = f1 (y + x) + f2 (y − 5x)
1 2 1
P.I. = 2 0 02
(x + y ) = −D 2 4D
(x + y 2 )
D + 4DD − 5D −5D02 5D0 − 5D0 + 1
−1
D2
 
1 4D
= − 02 1 − 0
+ 0
(x + y 2 )
5D 5D 5D
" #
2 2 2
   
1 4D D 4D D
= − 02 1 + 0
+ 0
+ 0
+ 0
− . . . (x + y 2 )
5D 5D 5D 5D 5D
   
1 4D 1 4
= − 02 1 + 0
(x + y 2 ) = − 02 x + y 2 +
5D 5D 5D 5D0
 2
y 4 2y 3

1 1 1 2 4 1 1 xy
=− (x) + 02 (y ) + (1) = − + +
5 D02 D 5 D03 5 2 12 15
∴ The complete solution z = C.F. +P.I. 
1 1 2 1 4 2 3
i.e., z = f1 (y + x) + f2 (y − 5x) − xy + y + y .
5 2 12 15
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 81

Example 1.125. Solve D2 − 4DD0 + 4D02 z = ex−2y cos(2x − y)




Solution: The auxillary equation is

m2 − 4m + 4 = 0
i.e., m = 2, 2

∴ C.F. = f1 (y + 2x) + xf2 (y + 2x)

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.

Example 1.126. Solve D2 − DD0 − 2D02 z = (y − 1)ex




Solution: The auxillary equation is

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


Solution: The auxillary equation is


m2 + m − 6 = 0
(m + 3)(m − 2) = 0
i.e., m = 2, −3
∴ C.F. = f1 (y + 2x) + f2 (y − 3x)
1
P.I. = 2 y cos x
D + DD0 − 6D02
1
= y cos x
(D − 2D0 )(D + 3D0 )
Z
1
= (c + 3x) cos xdx where y = c + 3x
D − 2D0
1
= [(c + 3x) sin x + 3 cos x]
D − 2D0
1
= [(y − 3x + 3x) sin x + 3 cos x] ∵ c = y − 3x
D − 2D0
1
= 0
(y sin x + 3 cos x)
D
Z − 2D
= [(c1 − 2x) sin x + 3 cos x]dx where y = c1 − 2x

= [(c1 − 2x)(− cos x) − (−2)(− sin x)] + 3 sin x


= −(c1 − 2x) cos x − 2 sin x + 3 sin x
= −y cos x + sin x
P.I. = sin x − y cos x
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 83

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

1.8.4 Exercises & Solutions

Solve the following partial differential equations:

∂ 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 + 2DD + D02 z = 2 cos y − x sin y



6.
[Ans: z = f1 (y − x) + xf2 (y − x) + x sin y]

D2 + 3DD0 + 2D02 z= x + y



7.
x3 x2 y

Ans: z = f1 (y − x) + f2 (y − 2x) − +
3 2
2 0 02 3y x+y 2

8. 2D − 2DD + D z = 2e
 + e + y 2 2
   
1+i 1−i 2 3y x y
Ans: z = f1 y + x + f2 y + x + e + ex+y +
2 2 9 2
0
D2 − DD

9.  z = cos x cos 2y 
1 1
Ans: z = f1 (y) + f2 (y + x) + cos (x + 2y) − cos(x − 2y)
2 6

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.)

1.9 Non-Homogeneous Linear P.D.E.

A linear partial differential equation in which all the partial derivatives


are not of the same order is called non-homogeneous linear partial
differential equation.
Consider the equation f (D, D0 )z = F (x, y) (1)
0
If f (D, D ) is not homogeneous, then (1) is the non-homogeneous linear
equation. As in the of homogenous linear equation , the complete
solution is
z = C.F. + P.I.
[Finding P.I. of Non-Homo. P.D.E. is same as in Homo. P.D.E.]

1.9.1 To find the complementary function (C.F.)

Case(1): If (D − m1 − C1 ) z = 0, then C.F. = eC1 x f1 (y + m1 x)


Case(2): If (D0 − m1 D − C1 ) z = 0, then C.F. = eC1 y f1 (x + m1 y)
Case(3): If (D + m1 D0 + C1 ) z = 0 ⇒ [D − (−m1 )D0 − (−C1 )] z = 0,
then C.F. = e−C1 x (f1 (y − m1 x))
Case(4): If (D0 + m1 D + c1 ) z = 0 ⇒ [D0 − (−m1 )D − (−c1 )] z = 0, then
C.F. = e−C1 y f1 (x − m1 y)
Case(5): If (D − m1 D0 − c1 ) (D − m2 D0 − c2 ) z = 0, then
C.F. = eC1 x f1 (y + m1 x) + eC2 x f2 (y + m2 x)
2
Case(6): If (D − m1 D0 − c1 ) z = 0, then
C.F. = eC1 x f1 (y + m1 x) + xeC1 x f2 (y + m1 x)
Case(7): Put D = h and D0 = k in f (D, D0 ) = 0, then we get an
Aux. eqn.
f (h, k) = 0 (2)
Solve (2) and find the value of h interm of k or k interm of h.
Let the n values of h be denoted by f1 (k), f2 (k), f3 (k), . . . , fn (k).
Then X X
C.F. = c1 ef1 (k)x+ky + c2 ef2 (k)x+ky
X X
+ c3 ef3 (k)x+ky + ... + cn efn (k)x+ky
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 85

1.9.2 Examples of Non-Homogeneous Linear P.D.E.

Example 1.128. Solve (D − 2D0 − 1) z = 0


Solution: C.F. = ex f1 (y + 2x) [∵ C1 = 1, m1 = 2 as case(1)]
Example 1.129. Solve (D0 − 2D − 3) z = 0
Solution: C.F. = e3y f1 (x + 2y) [∵ C1 = 3, m1 = 2 as case(2)]
Example 1.130. Solve (D + 3D0 + 1) z = 0
Solution: Given (D + 3D0 + 1) z = 0 ⇒ [D − (−3)D0 − (−1)]
C.F. = e−x f1 (y − 3x) [∵ C1 = 1, m1 = 3 as case(3)]
Example 1.131. Solve (D0 + 5D + 6) z = 0
Solution: Given (D0 + 5D + 6) z = 0 ⇒ [D0 − (−5)D − (−6)]
C.F. = e−6y f1 (x − 5y) [∵ C1 = 6, m1 = 5 as case(4)]
Example 1.132. Solve (D − 4D0 − 1) (D0 + 5D − 3) z = 0
Solution: Given (D − 4D0 − 1) [D0 − (−5)D − 3] z = 0
C.F. = ex f1 (y + 4x) + e3y f2 (x − 5y)
3
Example 1.133. Solve (D − 2D0 + 2) z = 0
3 3
Solution: Given (D − 2D0 + 2) z = 0 ⇒ [D − 2D0 − (−2)] z = 0
C.F. = e−2x f1 (y + 2x) + xe−2x f2 (y + 2x) + x2 e−2x f3 (y + 2x)
Example 1.134. Solve D2 − DD0 + D0 − 1 z = 0


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


then we get an Aux. eqn. 


f (h, k) = 0 ⇒ h2 + hk + k − 1 = 0 (1)
Solve (1) and find the value of h interm of k or k interm of h.
h2 + hk + k − 1 = 0
86 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

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)

Example 1.135. Solve D2 − D02 − 3D + 3D0 z = 0




Solution: Put D = h and D0 = k in

f (D, D0 ) = 0 ⇒ D2 − D02 − 3D + 3D0 z = 0




then we get an Aux. eqn. 


f (h, k) = 0 ⇒ h2 − k 2 − 3h + 3k = 0 (1)
Solve (1) and find the value of h interm of k

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)

Example 1.136. Solve 2D2 − DD0 − D02 + 6D + 3D0 z = 0




Solution: Put D = h and D0 = k

A.E. 2h2 − hk − k 2 + 6h + 3k = 0


i.e., 2h2 + h(6 − k) + (3k − k 2 ) = 0


 
p
(k − 6) ± (6 − k)2 − 8(3k − k 2 )
h=
√ 4 √
(k−6) ± k −12k+36−24k+8k 2
2 (k − 6) ± 9k 2 − 36k + 36
= =
4 4
(k − 6) ± (3k − 6) (k−6)+(3k−6) (k−6)−(3k−6)
= = ,
4 4 4
k
= k − 3, −
2
MA6351 Transforms and Partial Differential Equations by K A Niranjan Kumar 87

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

1.10 Assignment III[Partial Differential Equations]

1. (i) Form a partial differential equation by eliminating a and b from the


expression (x − a)2 + (y − b)2 + z 2 = c2 .
(ii) Find the partial differential equation of all planes which are at a
constant distance a1 from the origin.
2. (i) Form the partial differential equation by eliminating arbitrary
function from z = xf (2x + y) + g(2x + y).
(ii) Form the PDE by eliminating the arbitrary function φ from
2 2 2

φ x + y + z , ax + by + cz = 0.
3. Solve the following:
(i) p(1 + q)z = qz
(ii) x2 p + y 2 q = 0 (iii) xp + yq = 0

4. Solve the following:


(i) z = px + qy + log
ppq (ii) z = px + qy + pq
(iii) z = px + qy + 1 + p2 + q 2 (iv) z = px + qy + p2 q 2
5. Solve the following:
(i) p(1 + q) = qz (ii) x4 p2 − yzq= z 2
(iii) x4 p2 + y 2 qz = 2z 2 (iv) z 2 p2 x2 + q 2 = 1

6. Solve the following:


(i) p2 + q 2 = x2 + y 2 (ii) z 2 p2 + q 2 = x2 + y2


(iii) 4z 2 q 2 = y + 2zp − x (iv) p2 + q 2 = z 2 x2 + y 2

7. Solve the following:


(i) x2 (y − z)p = y 2
(z − x)q = z 2
(x − y)
(ii) x − yz p + y − zx q = z 2 − xy
2 2
 

(iii) (y − xz)p + (yz − x)q = (x + y)(x − y)


88 Unit I - PARTIAL DIFFERENTIAL EQUATIONS (P.D.E.)

(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


(iv) D2 + 2DD0 + D02 z = sinh(x + y) + ex+2y


(v) D2 + 2DD0 + D02 z = x2 y + ex−y
(vi) D2 − DD0− 2D02 z = 2x + 3y + e3x+4y
(vii) D2 − D02 z = ex−y sin(x + 2y)
(viii) D2 − 5DD0 + 6D02 z = y sin x
(ix) r + s − 6t = y cos x

9. Solve the following:


(i) D2 − D02 − 3D + 3D0 z =

2 0 02
 xy + 7
(ii) D + 2DD − 2D − 2D z = sin(x + 2y)
0 02 0
(iii) 2D − DD − D + 6D + 3D  z = xey
2


(iv) D2 + 2DD0 + D02 − 2D − 2D0 z = e3x+y + 4


(v) D2 + D02 + 2DD0 + 2D + 2D0 + 1 z = e2x+y

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