1.formulation of PDE

PARTIAL DIFFERENTIAL EQUATIONS
INTRODUCTION:
Real world problems in general, involve functions of several (independent)
variables giving rise to partial differential equations more frequently than ordinary
differential equations. Thus, most problems in engineering and science reproduce with
first and second order linear non-homogeneous partial differential equations. Thus, before
discussing the methods of obtaining solutions, we will discuss some definitions, how we
can formulate partial differential equations and other related concepts.
PARTIAL DIFFERENTIAL EQUATION
A differential equation, which involves partial derivatives, is called a partial
differential equation.
For example, z
y
z
y
x
z
x =
, (i) 0
y
z
x
z
2
2
2
2
=
, (ii) and
3
2
z
u
y x
u
|
\
|
(iii)
are the partial differential equations.
Order of the differential equation:
The order of the partial differential equation is the order of the highest ordered
derivative appearing in the partial differential equation.
Degree of a partial differential equation:
1 11 1
st st st st
Topic Topic Topic Topic
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Formation of partial differential equations

Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 03-09-2007)
Partial Differential Equations: Definitions, Formation of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

2
The degree of a partial differential equation is the degree of the highest order
partial derivative occurring in the equation.
Thus, equation (i) is of first order, equations (ii) and (iii) are of second order. The
degree of all above equations is one.
If z is function of two independent variables x and y, then we shall use the
following standard notation for the partial derivatives of z:
p
x
z
=
, q
y
z
=
, r
x
z
2
2
=
, s
y x
z
2
=

, t
y
z
2
2
=
.
FORMATION OF PARTIAL DIFFERENTIAL EQUATION:
Unlike the case of ordinary differential equations which arise from the elimination
of arbitrary constants; the partial differential equation can be formed either by the
elimination of arbitrary constants or by the elimination of arbitrary functions from a
relation involving three or more variables.
By elimination of arbitrary constants:
Let ( ) 0 b , a , z , y , x f = , (i)
be an equation involving two arbitrary constants a and b.
Differentiating this equation partially w.r.t. x and y, we get
0
x
z
z
f
x
f
=
, (ii)
0
y
z
z
f
y
f
=
. (iii)
By eliminating a, b from (i), (ii) and (iii), we get an equation of the form
( ) 0 q , p , z , y , x f = , (iv)
which is a partial differential equation of the first order.
By elimination of arbitrary functions:
(a) One arbitrary function:
Consider ) u ( f z = , (i)
where f(u) is an arbitrary function of u and u is a given (known) function of x, y, z.
i.e. ( ) z , y , x u u = .
Differentiating (i) partially w.r.t. x and y by chain rule, we get


3
x
z
z
u
u
f
x
u
u
f
x
z
, (ii)
y
z
z
u
u
f
y
u
u
f
y
z
. (iii)
By eliminating the arbitrary function f from (i), (ii) and (iii), we get an equation a partial
differential equation of the first order.
(b) Two arbitrary functions:
Differentiating twice or more, the elimination process results in a partial
differential equation of second or higher order.
Always remember:
If the number of arbitrary constants to be eliminated is equal to the number of
independent variables, then the partial differential equations that arise are of the
first order.
If the number of arbitrary constants to be eliminated is more than the number of
independent variables, then the partial differential equations obtained are of second
or higher order.
If the partial differential equation is obtained by elimination of arbitrary functions,
then the order of the partial differential equation is, in general, equal to the number of
arbitrary functions eliminated.
When n is number of arbitrary functions, one may get several partial differential
equations. But generally the one with the least order is chosen.

The method is best illustrated by the following problems:

Q.No.1.: Form partial differential equations from the following equations by eliminating
the arbitrary constants:
(i) ab by ax z + + = , (ii) b y a ax z
2 2
+ + = ,
(iii) ( )( ) b y a x z
2 2
+ + = , (iv)
2
2
2
2
b
y
a
x
z 2 + = , (v) 1
c
z
b
y
a
x
2
2
2
2
2
2
= + + .
Sol.: (i). Given ab by ax z + + = .
Here the number of arbitrary constants is equal to the number of independent variables.

4
Differentiating z partially w. r. t. x and y, we get
a
x
z
p =
= , b
y
z
q =
= .
Substituting for a and b in the given equation, we get
pq qy px z + + = ,
which is the partial differential equation of the first order.
(ii). Given b y a ax z
2 2
+ + = .
a
x
z
p =
= , y a 2
y
z
q
2
=
= .
Eliminating a between these result, we get
y p 2 q
2
= ,
(iii). Given ( )( ) b y a x z
2 2
+ + = .
( ) b y x 2
x
z
p
2
+ =
= , (i) ( ) a x y 2
y
z
q
2
+ =
= . (ii)
Multiplying (i) and (ii), we get
( )( ) xyz 4 pq b y a x xy 4 pq
2 2
= + + = ,
(iv). Given
2
2
2
2
b
y
a
x
z 2 + = . (i)
Differentiating partially w. r. t. x and y, we get
x
p
x
z
x
1
a
1
a
x 2
x
z
2
2 2
=
= =
,
and
y
q
y
z
y
1
b
1
b
y 2
y
z
2
2 2
=
= =
.

5
Substituting these values in (i), we get yq xp z 2 + = ,
which is the desired partial differential equation of the first order.
(v). Given 1
c
z
b
y
a
x
2
2
2
2
2
2
= + + .
Here the number of arbitrary constants (a, b, c) is greater than the number of independent
variables (x, y).
0
x
z
.
c
z 2
a
x 2
2 2
=
+ 0
x
z
z a x c
2 2
=
+ , (i)
0
y
z
.
c
z 2
b
y 2
2 2
=
+ 0
y
z
z b y c
2 2
=
+ . (ii)
Again differentiating (i) partially w. r. t. x, we get
0
x
z
z a
x
z
a c
2
2
2
2
2 2
=
+ |
\
|
+ 0
x
z
z
x
z
a
c
2
2
2
2
2
=
+ |
\
|
+ .
Substituting
x
z
x
z
a
c
2
2
= (from (i)), we have

0
x
z
x
z
x
z
x
z
2
2
2
=
+ |
\
|
0
x
z
z
x
z
x
x
z
xz
2
2
2
=
\
|
,
which is the partial differential equation of the second order.
Always remember:
If the partial differential equation is obtained by elimination of arbitrary functions, then
the order of the partial differential equation is, in general, equal to the number of
arbitrary functions eliminated.
Q.No.2.: Form the partial differential equations (by eliminating the arbitrary functions)
(i) ( )
2 2
y x f z = , (ii) ( ) 0 xy z , y x f
2 2
= + , (iii) ) at x ( g ) at x ( f z + + = ,
(iv) ) it x ( g ) it x ( f z + + = , (v) ( ) ( ) t x f t x xf z
2 1
+ + + = .
Sol.: (i). Given ( )
2 2
y x f z = .
Here we have one arbitrary function.

6
( ) x 2 . y x ' f
x
z
p
2 2
=
= , ( )( ) y 2 . y x ' f
y
z
q
2 2
=
= .
Division gives 0 xq yp
y
x
q
p
= + = ,
which is the required partial differential equations of first order.
(ii). Given ( ) 0 xy z , y x f
2 2
= + .
Let u y x
2 2
= + and v xy z = , so that f(u, v) = 0.
0 p
z
v
x
v
v
f
p
z
u
x
u
u
f
= |
\
|
+ |
\
|
( ) ( ) 0 p y
v
f
x 2
u
f
= +
(i)
and 0 q
z
v
y
v
v
f
q
z
u
y
u
u
f
=
|
|
\
|
+
|
|
\
|
( ) ( ) 0 q x
v
f
y 2
u
f
= +
. (ii)
Eliminating
u
f
and
v
f
from (i) and (ii), we get

2 2
y x yp xq 0
q x y 2
p y x 2
= =
+
+
.
which is the desired partial differential equation of the first order.
(iii). Given ) at x ( g ) at x ( f z + + = . (i)
Here we have two arbitrary functions.
Differentiating z partially w. r. t. x and t, we get
( ) ( ) at x ' g at x ' f
x
z
+ + =
, ( ) ( ) at x ' ' g at x ' ' f

x
z
2
2
+ + =
(ii)
( ) ( ) at x ' ag at x ' af
t
z
+ =
, ( ) ( )
2
2
2 2 2
2
2
x
z
a at x ' ' g a at x ' ' f a
t
z
= + + =
. (iii)
From (ii) and (iii), we get
2
2
t
z
=
2
2
2
x
z
a
,
which is the required partial differential equation of the second order.
(iv). Given ) it x ( g ) it x ( f z + + = .

7
Differentiating z twice partially w. r. t. x and t, we get
( ) ( ) it x g it x f
x
z
+ + =
( ) ( ) it x g it x f
x
z
2
2
+ + =
(i)
( ) ( ) it x g i it x f i
t
z
+ =
( ) ( ) it x g i it x f i
t
z
2 2
2
2
+ + =

( ) ( ) it x g it x f
t
z
2
2
+ =
. (ii)
Adding (i) and (ii), we get
0
t
z
x
z
2
2
2
2
=
,
which is the desired partial differential equation of the second order.
(v). Given ( ) ( ) t x f t x xf z
2 1
+ + + = .
Differentiating z twice partially w. r. t. x and t, we get
( ) ( ) ( ) t x f t x f x t x f
x
z
2 1 1
+ + + + + =

( ) ( ) ( ) ( ) t x ' ' f t x ' ' xf t x ' f t x ' f
x
z
2 1 1 1
2
2
+ + + + + + + =

( ) ( ) ( ) t x ' ' f t x ' ' xf t x ' f 2
x
z
2 1 1
2
2
+ + + + + =
(i)
( ) ( ) t x ' f t x ' xf
t
z
2 1
+ + + =

( ) ( ) t x ' ' f t x ' ' xf
t
z
2 1
2
2
+ + + =
. (ii)
Subtracting (ii) from (i), we get
( ) t x ' f 2
t
z
x
z
1
2
2
2
2
+ =
. (iii)
Also ( ) ( ) ( ) t x ' ' f t x ' ' xf t x ' f
t x
z
2 1 1
2
+ + + + + =

2
2
2
2
2
2
t
z
t
z
x
z
2
1
+
(
(
=

8
0
t
z
t x
z
2
x
z
2
2 2
2
2
=
,
which is the desired partial differential equation of the second order.

Solve some more problems
|
\
|
+ + = y log
x
1
f 2 y z
2
.
Sol.: Given
|
\
|
+ + = y log
x
1
f 2 y z
2
.
|
\
|
|
\
|
+ =
=
2
x
1
. y log
x
1
' f 2
x
z
p |
\
|
+ = y log
x
1
' f 2 px
2
(i)
|
|
\
|
|
\
|
+ + =
=
y
1
. y log
x
1
' f 2 y 2
y
z
q |
\
|
+ = y log
x
1
' f 2 y 2 qy
2
. (ii)
From (i) and (ii), we get
2 2 2 2
y 2 yq p x y 2 qy px = + = ,
which is the required partial differential equation of the first order.
( ) 0 z y x , z y x f
2 2 2
= + + + + .
Sol.: Given ( ) 0 z y x , z y x f
2 2 2
= + + + + .
Let u z y x = + + and v z y x
2 2 2
= + + , then 0 ) v , u ( f =
0 p
z
v
x
v
v
f
p
z
u
x
u
u
f
= |
\
|
+ |
\
|
( ) ( ) 0 zp 2 x 2
v
f
p 1
u
f
= +
+ +
(i)
and 0 q
z
v
y
v
v
f
q
z
u
y
u
u
f
=
|
|
\
|
+
|
|
\
|
( ) ( ) 0 zq 2 y 2
v
f
q 1
u
f
= +
+ +
. (ii)

9
Eliminating
u
f
and
v
f
from (i) and (ii), we get

( )( ) ( )( ) zp 2 x 2 q 1 zq 2 y 2 p 1 + + = + + ( ) ( ) y x q x z p z y = + ,
which is the required partial differential equation of the first order.
Q.No.5.: Find the differential equation of all planes which are at a constant distance a
from the origin.
Sol.: Equation of the plane in normal form is a nz my x = + + l . (i)
where l , m, n are the d. c.s of the normal from the origin to the plane.
Then, ( )
2 2 2 2 2
m 1 n 1 n m + = = + + l l .
(i) becomes ( ) a z m 1 my x
2 2
= + + l l . (ii)
Differentiating partially w. r. t. x , we get
( ) 0 p . m 1
2 2
= + l l . (iii)
Differentiating partially w. r. t. y, we get
( ) 0 q . m 1 m
2 2
= + l . (iv)
Now we have to eliminate l , m from (ii), (iii) and (iv), we get
From (iii), ( ) p . m 1
2 2
= l l and ( ) q . m 1 m
2 2
= l .
Squaring and adding, we get ( )( )
2 2 2 2 2 2
q p m 1 m + = + l l .
( )( )
2 2 2 2 2 2
q p q p 1 m + = + + + l
2 2 2 2
2 2
2 2
q p 1
1
q p 1
q p
1 m 1
+ +
=
+ +
+
= l .
Also
( )
2 2
q p 1
p
+ +
= l and
( )
2 2
q p 1
q
m
+ +
= .
Substitute the value of l , m and
2 2
m 1 l in (ii), we obtain
( ) ( ) ( )
a z
q p 1
1
q p 1
qy
q p 1
px
2 2 2 2 2 2
=
+ +
+
+ +
+ +

( )
2 2
q p 1 a qy px z + + + + = ,
which is the required partial differential equation.


10
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Home Assignments
Form the partial differential equations (by eliminating the arbitrary constants)

Q.No.1.: Form the partial differential equation (by eliminating the arbitrary constants)
from:
2 2
b a by ax z + + + = .
Ans.:
2 2
q p qy px z + + + = .
from: ( ) ( )
2 2 2 2
c z b y a x = + + .
Ans.: ( )
2 2 2 2
c 1 q p z = + + .
from: b a x y xy z
2 2
+ + = .
Ans.: pq qy px = + .
from:
2 2
cy bxy ax z + + = .
Ans.: z 2 t y xys 2 r x
2 2
= + + .
from: b e a
2
1
axe z
y 2 2 y
+ + = .
Ans.:
2
p px q + = .
from: ( ) ( ) c abt y x b y x a z + + + + = .
Ans.:

11
from: ( ) ( )
2 2
b y a x z + = .
Ans.: z 4 q p
2 2
= + .
from:.
( )
)
`
=
x 1
1 y b
log a z .
Ans.: qy px q p + = + .

Form the partial differential equations (by eliminating the arbitrary functions)

Q.No.9.: Form the partial differential equation (by eliminating the arbitrary functions)
from: ( ) z y x xyz + + = .
Ans.: ( ) ( ) ( ) y x z q x z y p z y x = + .
from: ( ) ( ) t 4 x g t 4 x f z + + = .
Ans.: 0
t
z
x
z
16
2
2
2
2
=

from: |
\
|
=
z
xy
f z .
Ans.: qy px =
from: ) y ( xg ) x ( yf z + = .
Ans.: z qy px xys + =
from: ) x ( g e ) x ( f z
y
+ = .
Ans.:
y
z
y
z
2
2

from: ( ) z y x xyz + + = .

12
Ans.: ( ) ( ) ( ) y x z q x z y p z y x = +
from: ) y ( f ) x ( f z
2 1
= .
Ans.:
y
z
.
x
z
y x
z
z
2
.
from: ( ) ( ) x 3 y f x 2 y f z
2 1
+ + = .
Ans.: 0
y
z
6
y x
z
x
z
2
2 2
2
2
=

from: ( ) ( ) [ ] at r F at r f
r
1
v + + = .
Ans.: |
\
|
r
v
r
r
r
a
t
v
2
2
2
2
2
.
from: ( ) 0 z y x , z xy F
2
= + + + .
Ans.: ( ) ( ) x y y z 2 q z 2 x p = + .
from: ( ) ( ) x g y y f x z
2 2
+ = .
Ans.: ( ) z 2 qy px 2 xyr + =
from: ( ) y x e z
my
= .
Ans.: mz q p = + .
from:
|
\
|
=
x
y
f z .
Ans.: 0 qy px = + .
Some miscellaneous problems
Q.No.22.: Find the differential equation of all spheres of radius 3-units having their

13
centers in the xy-plane.
Ans.: ( ) 9 1 q b z
2 2 2
= + + .
Q.No.23.: Find the differential equation of all spheres whose centers lies on z-axes.
Ans.: 0 qx py = .
Q.No.24.: If ( ) zx 2 y , yz 2 x f u
2 2
+ + = ,
prove that ( ) ( ) ( ) 0
z
u
xy z
y
u
yz x
x
u
zx y
2 2 2
=

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2 22 2
nd nd nd nd
Topic Topic Topic Topic
Par Par Par Partial Differential Equations tial Differential Equations tial Differential Equations tial Differential Equations
Solution of partial differential equation
*****************************************
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1.formulation of PDE

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1.formulation of PDE

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PARTIAL DIFFERENTIAL EQUATIONS

= (from (i)), we have

from (i) and (ii), we get

, ( ) ( ) at x ' ' g at x ' ' f

from (i) and (ii), we get

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