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in
Module – I Engineering Mathematics - IV 2018
INTRODUCTION:
Many problems in vibration of strings, heat conduction, and electrostatics
in
involve two or more variables. Analysis of these problems lead to partial
derivatives and equations involving them. In this unit we first discuss the
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formation of PDE analogous to that of formation of ODE. Later we discuss
some methods of solving PDE also, discuss wave and heat equations.
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Definitions: Partial Differential Equations (PDE)
x
An equation involving one or more partial derivatives of a function of two or
more variables is called partial differential equations
sE
Order of PDE:- The order is the highest derivative present in the equation
called order of PDE.
Degree of PDE:- The positive integral power (or degree) of the highest order
derivative in the equation called PDE.
Examples:-
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and arbitrary functions
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Eliminatory arbitrary constants:-Consider the relation of the form
f(x,y, z, a,b) = 0, where z is a function two independent variable x and y and
arbitrary constants a, b. Differentiate z partially with respect x and y and
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eliminate arbitrary constant a, b to form PDE.
z z
Ex
p zx q zy
x y
2z 2z
r z xx s z xy
x 2 xy
2u
r z yy
y 2
1. z ( x a )( y b)
Solution : Given, z ( x a )( y b) (1)
Diff; partially w.r.t x and y
z
p ( y b) (2)
x
z
q ( x a) (3) , Substitute (2) and (3) in (1)
y
z z
we get z pq is the requrid PDE
x y
in
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2. z ( x a ) 2 ( y b) 2
z
p 2( x a ) (2)
sE
x
z
q 2( y b) (3) , Substitute (2) and (3) in (1)
y
am
3. z a log( x 2 y 2 ) b
Solution : Given, z a log( x 2 y 2 ) b (1)
Diff; partially w.r.t x and y
z 2ax
p 2 (2)
x x y2
z 2ay
q 2 (3) , now , (2) / (3)
y x y2
we get py-qx 0 is the requrid PDE
1. z f ( x 2 y 2 )
Solution : Given, z f ( x 2 y 2 ) (1)
Differentiating (1); partially w.r.t x and y
z
p f ( x 2 y 2 )(2 x) (2)
x
z
q f ( x 2 y 2 )(2 y ) (3) , Now,
2
y 3
we get py qx 0 is the requrid PDE
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rt.
1
2. z y 2 2 f log y
x
1
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Solution : Given, z y 2 2 f log y (1)
x
x
Differentiating (1); partially w.r.t x and y
sE
z 1 1
p 2 f log y 2 ( 2)
x x x
z 1 1
q 2 y 2 f log y (3) ,
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y x y
1 1
q 2 y 2 f log y (3) now ,
2
x y 3
Ex
px 2
we get 1
q 2 y y
px 2 q 2 y y
px 2 q 2 y y 0
px 2 qy 2 y 2 is the requried PDE
3. lx my nz ( x 2 y 2 z 2 )
Solution : Given, lx my nz ( x 2 y 2 z 2 ) (1)
Differentiating (1); partially w.r.t x and y
l np ( x 2 y 2 z 2 )(2 x 2 zp) (2)
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4. ( x y z , x 2 y 2 z 2 ) 0
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Solution : Given, ( x y z , x 2 y 2 z 2 ) (1)
Let us assume , u x y z v x2 y2z 2
Differentiating (u , v); partially w.r.t x and y
ux 1 p v x 2( x zp)
x pe
uy 1 q v y 2( y zq)
sE
u x vx 1 p 2( x zp)
Now, , on simplifica tion
u y vy 1 q 2( y zq)
y z p x z q x y is the requrid PDE
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5. ( x 2 2 yz , y 2 2 zx) 0
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1. z f ( x at ) g ( x at ) (1)
Differntiate z partially w.r.t x and y
z x p f ( x at ) g ( x at )
z xx r f ( x at ) g ( x at ) (2)
z y q f ( x at )(a ) g ( x at )( a )
z yy q f ( x at )(a ) 2 g ( x at )( a ) 2
z yy t a 2 f ( x at ) g ( x at ) (3)
substitute(2) in (3) we get
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z yy a 2 z xx or r a 2t is the requried PDE
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2. z f ( y x ) g ( y 2 x )
Sol : z f ( y x) g ( y 2 x)
x pe
Differentiate z partially w.r.t x and y
z x p f ( y x) 2 g ( y 2 x)
sE
z y p f ( y x) g ( y 2 x)
z xx r f ( y x) 4 g ( y 2 x) (1)
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3. z f ( y 2 x ) g ( 2 y x )
Sol : z f ( y 2 x) g (2 y x)
Differentiate z partially w.r.t x and y
z x p 2 f ( y 2 x) g (2 y x)
z y q f ( y 2 x) 2 g (2 y x)
z xx r 4 f ( y 2 x) g (2 y x) (1)
z xy t 2 f ( y 2 x) 2 g (2 y x) (2)
z yy t f ( y 2 x) 4 g (2 y x) (3)
2 (1) (2) will gives, 2r s 6 f ( y 2 x) (4)
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2 (2) (3) will gives, 2 s t 3 f ( y 2 x) (5)
4 will gives, 2r s 2
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5 2s t 1
2r s 2(2 s t ) or 2r 5s 2t 0 pe
2 z xx 5 z xy 2 z yy 0 is the requried PDE.
x
sE
4. z f ( y x ) g ( y 2 x )
Sol : z f ( y x) g ( y 2 x)
am
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2 ( 2) (3) will gives, 2 s t 3 f ( y 2 x) (5)
4 will gives, 2r s 2
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5 2s t 1
2r s 2(2 s t ) or 2r 5s 2t 0 pe
2 z xx 5 z xy 2 z yy 0 is the requried PDE.
x
Partial Differential Equations (PDE)
sE
The PDE which can be solved by direct integration, In the place of usual
constants of integration, we must, however, use arbitrary functions of the
variable held is fixed.
Ex
1. Solve : z2 x y
2
x
Solution : z2 x y
2
x
Integratin g twice with respect to x (keeping y fixed)
z x yx f ( y)
2
x 2
x 3 yx 2
z xf ( y) g ( y) is the required solution
6 2
2.Solve : z a
2
x
xy y
Solution : Integratin g w.r.t x (keeping y fixed)
z 1 x ax f ( y)
2
y y 2
Integratin g w.r.t y (keeping x fixed)
2
x
z log y axy f ( y)dy g ( x)
2
3. Solve : z 18 xy 2 sin( 2 x y) 0
3
x y
2
in
2 z
9 x 2 y 2 cos(2 x y ) f ( y)
xy 2
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z sin( 2 x y )
3x 3 y 2 xf ( y) g ( y)
y 4
Integratin g w.r.t y (keeping x fixed)
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z x 3 y 3 cos(2 x y ) x f ( y)dy g ( y)dy w( x)
4
cos(2 x y )
zx y xF ( y) G ( y) w( x)
x
3 3
4
sE
xy y
am
z
Given, 2 sin y when x 0
y
2 sin y sin y cos 0 f ( y)
2 sin y sin y f ( y)
- sin y f ( y)
(1) becomes
z
sin y cos x sin y (2)
y
integrate w.r.t y
z cos y cos x cos y g(x)
given, z 0 if y (2n 1) 2 in eq n (2)
we get g(x) 0
z cos y cos x cos y cos y(cos x 1)
x x
and z 0 when x 0
Solution : Integratin g twice w.r.t x (keeping y fixed)
z yx
2
f ( y) (1)
x 2
z
Given, log( 1 y) when x 1
x
y
log( 1 y) f ( y)
2
y
log( 1 y) - f ( y)
2
in
(1) becomes
z yx
2
y
log( 1 y) - (2)
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x 2 2
integrate w.r.t x
z
yx 3
6
y
log( 1 y) - x g ( y)
given, z 0 when x 0
2
x pe
we get g(y) 0
sE
yx 3 y
z log( 1 y) - x
6 2
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2z z
1. Solve : z given that z 0 and sin x, when y 0,
y 2 y
Solution :
Here z is function of y only.The PDE can be assume
in the form ODE
d 2z
z 0 or D 1 z 0 where
2 d
D
dy 2 dy
Auxillary Equation is
D 2 1 0 or D 2 1
in
D 1 1 (real and different roots )
complementary function
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z c1e y c 2 e y (for ODE)
The solution for PDE, replace c1 & c 2 by function y
z f(x)e y g(x)e y - - - - - (1)
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Now find the value of f(x) & g(x) using the given data
x
When y 0, z 0 hence eq (1)becomes
sE
0 f(x)e 0 g(x)e 0
0 f(x) g(x) (2)
z
am
y
sin x f(x)e 0 g(x)e 0
sin x
Eq.(2) Eq.(3) f ( y)
2
sin x
Eq.(2) Eq.(3) g ( x)
2
Eq.1 becomes
sin x y sin x
z ey e
2 2
e y e y
z sin x
2
z
Dr. sinh y sinMIT,
A.H.Srinivasa, x is Mysore
the required solution Page 11
sin x f(x) g(x) (3)
solve Eq.(2) and Eq.(3)For More Notes Visit ExamsExpert.in
For More Notes Visit ExamsExpert.in
Module – I Engineering Mathematics - IV 2018
2z z
2. Solve : 3 4 z 0 subject to conditions that
x 2 x
z
z 1 and y when x 0,
x
Solution :
Here z is function of x only . The PDE can be assume
in the form ODE
d 2z dz 4 z 0 or D 2 3D 4 z 0 where d D
3
dx
2
dx dx
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Auxillary Equation is
D 2 3D 4 0
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D 1, D 4, ( real and different roots )
comp lement ary function
z c1e x c 2 e 4 x (for ODE) pe
The solution for PDE, rep lace c1 & c 2 by function y
z f(y)e x g(y)e 4 x - - - - - (1)
x
Now find the value of f(y) & g(y) using the given data
sE
y f(ye 0 4 g(y)e 0
y f(y ) 4 g(y) (3)
solve Eq.(2) and Eq.(3)
solveing Eq.(2) & Eq.(3)
4 y 1 y
f(y) & g(y)
5 5
4 y x 1 y 4 x
z e e is the required solution
5 5
y y
Solution :
Here z is function of y only. The PDE can be assume
in the form ODE
d 2z
z 0 or D 2 1 z 0 where
d
D
2
dy dx
Auxillary Equation is
D 2 1 0 or D 2 1
D 1 1 (real and different roots )
in
complementary function
rt.
z c1e y c 2 e y (for ODE)
The solution for PDE, replace c1 & c 2 by function y
z f(x)e y g(x)e y - - - - - (1) pe
Now find the value of f(x) & g(x) using the given data
When y 0, z e x hence Eq.(1)becomes
x
e x f(x)e 0 g(x)e 0
sE
e x f(x)e 0 g(x)e 0
e x f(x) g(x) (3)
Solve Eq.(2) and Eq.(3)
Eq. (2) Eq. (3)
2 f ( x) e x e x
e x ex
f ( x) cosh x
2
eq (2) eq (3)
2 f ( x) e x e x
e x ex
g ( x) sinh x
2
z e y cosh x e y sinh x is the required solution
Dr. A.H.Srinivasa, MIT, Mysore Page 13
in
which are difficult to adjust so as to satisfy the given boundary conditions.
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Consider a flexible string tightly stretched between two fixed points at a
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distance l. Let be the mass per unit length of the string.
[x is the mass of the element portion AB and utt represents acc^n]
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Divide throughout by T we have
2u
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T2 T
sin 1 sin x 2
T T T t
T 1 T2 1
Using Eq : 1 1
T cos
sin sin 2 u
x
;
T cos pe
cos cos T t 2
x
2u
sE
u u
x x x x x u
2
Lim
x 0 x T t 2
2u 2u T
c 2 we get
x 2
T t 2
2u 2 u
2
c or u tt c 2 u xx
t 2
x 2
2u 2 u
2
Consider c
t 2 x 2
Let u XT - - - - - - - - - - - - - - - (1)
where X ( x), T (t ) be the solution
of the PDE
1 d 2T 1 d 2 X
c 2T dt 2 X dx 2
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equating to common constant
1 d 2T 1 d2X
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2 2
k and k
c T dt X dx 2
2
d T d2X
c 2 kT 0 and kX 0
dt
2
D 2 c 2 k T 0 and
dx 2
D2 k X 0
pe
2 2
x
d d
where, D 2 2
2
dx dt
sE
am
Ex
in
A.E is
D 2 p 2 0 and D 2 c 2 p 2 0
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D p & D cp
Solution are given
X c 5 e px c 6 e px and T c 7 e pct c 8 e pct
Hence the solution of PDE
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Case 3 : Let k be negative say, k p 2
x
D 2
p 2 X 0 and D 2 c 2 p 2 T 0
sE
A.E is
D 2 p 2 0 and D 2 c 2 p 2 0
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ii). The amount of heat in a body is proportional to its mass and temperature.
Fig
Consider the homogeneous bar of constant cross – section area A. Let be the
density, S be the specific heat and K is the thermal conductivity of the
material. Let the sides be insulated so that the stream lines of heat flow are
parllel and perpendicular to the area A.
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Let one end of the bar be taken as a origin O and the direction of the heat flow
be the positive X – axis.
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Let U (x, t) be the temperature of the slab at a distance x from the origin.
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Consider an element of bar between the planes PQRS and P`Q`R`S` at a
distance x and x + x from the end O.
= A s x u
u
R Asx (1)
t
If R 1 is the rate in flow of heat and R 0
is the rate of out flow of heat we have
u u
R1 KA and R o KA (2)
t x t x x
where the negative sign is due to emprical law (1)
Hence we have from (1) and (2)
R R 1 R0
Asx u KA u u
KA
t x x x x
u u
KA KA
u K x x x
x x
t s x
Apply limit x 0
u K 2u
t s x 2
in
u 2u
c 2 2 This is called One dimentiona l heat equation
rt.
t x
VARIOUS POSSIBLE SOLUTIONS OF ONE DIMENSTIONAL HEAT
EQUATIONS pe
Let the one dimension wave equation
x
sE
am
Ex
u 2 u
2
Consider c
t x 2
Let u XT - - - - - - - - - - - - - - - (1)
where X ( x), T (t ) be the solution of the PDE
1 dT 1 d 2 X
c 2T dt X dx 2
equating to common constant
1 dT 1 d2X
2
k and k
c T dt X dx 2
dT d2X
c 2 kT 0 and kX 0
dt dx 2
in
D c 2 k T 0 and
D2 k X 0
rt.
d d
where, D D
dx dt
Case 1 :
Let k 0
pe
DT 0 and D 2 X 0
x
Solution are given
sE
X c1 e 0 x and T c 3 c 4 x e 0 x
X c1 and T c 3 c 4 x
am
in
D
p 2 X 0 and D c 2 p 2 T 0
2
A.E is
rt.
D 2 p 2 0 and D c 2 p 2 0
D ip & D cp
Solution are given
X c 9 cos px c10 sin px and T c11e pct
x
pe
Hence the solution of PDE
U XT c 9 cos px c10 sin px c11e pct
sE
am
Ex