HOMOGENEOUS LINEAR PARTIAL DIFFERENTIAL EQUATIONS WITH CONSTANT

COFFICENTS:

An equation of the form

𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧
𝑎0 𝑛
+ 𝑎1 + 𝑎2 + ⋯ … … … + 𝑎𝑛 = 𝐹(𝑥, 𝑦) …….(1)
𝜕𝑥 𝜕𝑥 𝑛−1 𝜕𝑦 1 𝜕𝑥 𝑛−2 𝜕𝑦 2 𝜕𝑦 𝑛

Where 𝑎0 , 𝑎1 , 𝑎2 , … … … . , 𝑎𝑛 are constants, is called a homogeneous linear partial equation of the 𝑛𝑡ℎ
order with constant coefficients.

Here, all the partial derivatives are of the 𝑛𝑡ℎ order

𝜕 𝜕
Writing 𝐷 for 𝜕𝑥 and 𝐷′ for 𝜕𝑦 ,equation (1) can be written as

(𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 𝐷′ + 𝑎2 𝐷𝑛−2 𝐷′2 + 𝑎3 𝐷𝑛−3 𝐷′3 + ⋯ … . +𝑎𝑛 𝐷′𝑛 )𝑧 = 𝐹(𝑥, 𝑦)

or 𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦) …….(2)

As in the case of ordinary linear differential equations with constant coefficients, the complete solution
of (2) consists of two parts:

(i) the complementary function (C.F.) which is the complete solution of the equation 𝑓(𝐷, 𝐷′ )𝑧 = 0
.It must contain 𝑛 arbitrary functions, where 𝑛 is the order of the differential equation.
(ii) the particular integral (P.I) which is a particular solution (free from arbitrary constants ) of
𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦)
The complete solution of (2) is 𝑧 = 𝐶. 𝐹. +𝑃 𝐼

RULES FOR FINDING C.F.

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Consider the equation 𝑎0 2
+ 𝑎1 + 𝑎2 =0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

which in symbolic form is (𝑎0 𝐷𝑛 + 𝑎1 𝐷 𝐷′ + 𝑎2 𝐷′2 )𝑧 = 0

Step 1: Put 𝐷 = 𝑚 and 𝐷′ = 1

𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎2 = 0

This is auxiliary equation.

Step 2: Solve the auxiliary equation.

Case 1. If the roots of the auxiliary equation are real and different; say 𝒎𝟏 , 𝒎𝟐 .

Then C.F. = 𝑓1 (𝑦 + 𝑚1 𝑥 ) + 𝑓2 (𝑦 + 𝑚2 𝑥 )
Case 2. If the roots of the auxiliary equation are real and equal; say 𝒎, 𝒎 .

Then C.F. = 𝑓1 (𝑦 + 𝑚 𝑥 ) + 𝑥 𝑓2 (𝑦 + 𝑚 𝑥 )
 S.No. Roots of A.E. C.F
1 𝑚1 , 𝑚2 , 𝑚3 , 𝑚4 (different) 𝑓1 (𝑦 + 𝑚1 𝑥 ) + 𝑓2 (𝑦 + 𝑚2 𝑥 )+𝑓3 (𝑦 + 𝑚3 𝑥 ) + 𝑓4 (𝑦 + 𝑚4 𝑥 )
𝑚 = 𝑚 ,
2 𝑚1 , 𝑚2 , 𝑚3 , 𝑚4 , [ 𝑚 ≠ 𝑚 ] 𝑓1 (𝑦 + 𝑚1 𝑥 ) + 𝑥𝑓2 (𝑦 + 𝑚1 𝑥 )+𝑓3 (𝑦 + 𝑚3 𝑥 ) + 𝑓4 (𝑦 + 𝑚4 𝑥 )
1 2
3 4
3 𝑚1 = 𝑚2 = 𝑚3 = 𝑚4 𝑓1 (𝑦 + 𝑚1 𝑥 ) + 𝑥𝑓2 (𝑦 + 𝑚1 𝑥 )+𝑥 2 𝑓3 (𝑦 + 𝑚1 𝑥 ) + 𝑥 3 𝑓4 (𝑦 + 𝑚1 𝑥 )

EXERCISE

Solve the following equation:

𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧
1. 4
−2 +2 − =0 2. (𝐷 3 − 6 𝐷 2𝐷 ′ + 11𝐷𝐷 ′ 2 − 6𝐷 ′ 3 )𝑧 = 0
𝜕𝑥 𝜕𝑥 3 𝜕𝑦 𝜕𝑥𝜕𝑦 3 𝜕𝑦 4

3. (𝐷 3 − 6 𝐷 2 𝐷 ′ + 12𝐷𝐷 ′ 2 − 8𝐷 ′ 3 )𝑧 = 0 4. (𝐷 3 − 4 𝐷 2𝐷 ′ + 3𝐷𝐷 ′ 2)𝑧 = 0

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
5. ( 𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 2)𝑧 = 0 6. 2
+4 −5 =0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

2 2 2 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
𝜕 𝑧 𝜕 𝑧 𝜕 𝑧
7. 2 𝜕𝑥2 + 5 𝜕𝑥𝜕𝑦 + 2 𝜕𝑦2 = 0 8. 2
−2 + =0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧
9. 4
− =0 10. + =0
𝜕𝑥 𝜕𝑦 4 𝜕𝑥 4 𝜕𝑦 4

𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧
11. 3
−4 +4 =0 12. −7 +6 =0
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑥𝜕𝑦 2 𝜕𝑥 3 𝜕𝑦 2 𝜕𝑥 𝜕𝑦 3

𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧 𝜕4 𝑧
13. 4
+2 + =0 14. −2 + =0
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦 4 𝜕𝑥 4 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦 4

17. 25𝑟 − 40𝑠 + 16𝑡 = 0 18. 𝑟 + 2𝑠 + 𝑡 = 0

19. 4𝑟 − 12𝑔 + 9𝑡 = 0 20. 𝑟 = 𝑎2 𝑡

21. (𝐷 3𝐷 ′ 2 + 𝐷 2 𝐷 ′ 3 )𝑧 = 0 22. (𝐷 + 2𝐷 ′ )(𝐷 − 3𝐷 ′ )2𝑧 = 0

FIND THE PARTICULAR INTEGRAL

Given partial differential equation is 𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦)

1
P.I.= 𝐹(𝑥, 𝑦)
𝑓 ( 𝐷,𝐷′ )

If 𝑓(𝐷, 𝐷′ ) is a homogeneous a function of 𝐷 and 𝐷′ of degree 𝑛 and R.H.S. function of

∅(𝑎𝑥 + 𝑏𝑦), 𝑒 𝑎𝑥+𝑏𝑦 , (𝑎𝑥 + 𝑏𝑦)𝑛 , sin(𝑎𝑥 + 𝑏𝑦) etc. Then the particular integral
1
P.I.= ∅(𝑎𝑥 + 𝑏𝑦)
𝑓 ( 𝐷,𝐷′ )

1 1
P.I. of ( 𝐷,𝐷′ )
∅(𝑎𝑥 + 𝑏𝑦) = ∫ ∫ ∫ … … … ∫ ∅(𝑢) 𝑑𝑢 𝑑𝑢 𝑑𝑢 … … . . 𝑑𝑢 (𝑛 𝑡𝑖𝑚𝑒𝑠), where 𝑢 = 𝑎𝑥 + 𝑏𝑦
𝑓 𝑓(𝑎,𝑏)
GENERAL RULE

Integrate w.r.t.𝑢, 𝑛 times and after integration replace 𝑢 by 𝑎𝑥 + 𝑏𝑦.

Case of failure: To find P.I. the given equation is 𝑓(𝐷, 𝐷′ )𝑧 = ∅(𝑎𝑥 + 𝑏 𝑦) and 𝑓(𝑎, 𝑏) = 0

Procedure: Let 𝑓( 𝐷, 𝐷′ ) is a homogenous function of degree 𝑛.

1
Differentiating 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 𝜕 ∅(𝑎𝑥 + 𝑏𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷

If 𝑓(𝑎, 𝑏) is again zero.

1
Differentiate 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 2 𝜕2
∅(𝑎𝑥 + 𝑏𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷2

If 𝑓(𝑎, 𝑏) ≠ 0 then stop.

If 𝑓(𝑎, 𝑏) then repeat the above procedure. After 𝑚 times differentiating and multiplying 𝑥 by 𝑚 times,
1
we get 𝑥 𝑚 𝜕𝑚 ∅(𝑎𝑥 + 𝑏𝑦)
𝜕𝐷𝑚
𝑓(𝐷 ,𝐷′ )

𝜕𝑚
Let 𝑓(𝑎, 𝑏) ≠ 0 [
𝜕𝐷𝑚
𝑓 (𝐷 , 𝐷′ ) = 𝜑 (𝐷, 𝐷′ )]

1
Then P.I.= 𝑥 𝑚 ∅(𝑎𝑥 + 𝑏𝑦)
(𝑎 ,𝑏)

EXERCISE

Solve the following equation:

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
1. 2
−7 + 12 = 𝑒 𝑥−𝑦 2. (𝐷 2 + 2 𝐷𝐷 ′ + 𝐷 ′ 2 )𝑧 = 𝑒 2𝑥+3𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
3. 2
+ −6 = cos(3𝑥 + 𝑦) 4 . (𝐷 3 − 4 𝐷 2𝐷 ′ + 4𝐷𝐷 ′ 2)𝑧 = 6 sin(3𝑥 + 2𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑉 𝜕2 𝑉
5. ( 𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 2)𝑧 = 𝑒 2𝑥+𝑦 6. 2
+ = 12(𝑥 + 𝑦)
𝜕𝑥 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧
7. (𝐷 2 − 8 𝐷𝐷 ′ + 7𝐷 ′ 2 )𝑧 = sin(7𝑥 + 𝑦) 8. 2
− = cos 𝑥 cos 2𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦

9.(𝐷 2 − 6 𝐷𝐷 ′ + 9𝐷 ′ 2 )𝑧 = 6𝑥 + 2𝑦 10.(𝐷 2 − 2 𝐷𝐷 ′ + 𝐷 ′ 2 )𝑧 = 𝑒 𝑥+𝑦

11.4𝑟 + 12𝑠 + 9𝑡 = 𝑒3𝑥−2𝑦 12.(𝐷 2 + 3 𝐷𝐷 ′ + 2𝐷 ′ 2 )𝑧 = 𝑒 2𝑥−3𝑦

𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧
13. −5 +6 = 𝑒𝑥 14.(𝐷 2 + 7 𝐷𝐷 ′ + 12𝐷 ′ 2)𝑧 = sinh 𝑥
𝜕𝑥 2 𝜕𝑦 𝜕𝑥𝜕𝑦 2 𝜕𝑦 3
17. 𝑟 + 𝑠 − 6𝑡 = cos(2𝑥 + 𝑦) 18. (𝐷 2 − 5 𝐷𝐷 ′ + 4𝐷 ′ 2)𝑧 = sin(4𝑥 + 𝑦)

19. (𝐷 − 𝐷 ′ )2𝑧 = tan(𝑥 + 𝑦) 20. ( 𝐷 2 − 𝐷𝐷 ′ )𝑧 = sin(𝑥 + 2𝑦)

21. (𝐷 2 + 3 𝐷𝐷 ′ − 4𝐷 ′ 2 )𝑧 = 𝑥 + sin 𝑦
1
22. (𝐷 3 − 4 𝐷 2 𝐷 ′ + 5𝐷𝐷 ′ 2 − 2𝐷 ′ 3 )𝑧 = 𝑒 𝑦+2𝑥 + (𝑦 + 𝑥 )2

23. (𝐷 2 − 3 𝐷𝐷 ′ + 2𝐷 ′ 2)𝑧 = 𝑒 2𝑥−𝑦 + 𝑒 𝑥+𝑦 + cos(𝑥 + 2𝑦)

SHORT FORMULAE
We can find P.I. of function on the R.H.S. of the form 𝑒 𝑎𝑥+𝑏𝑦 , sin(𝑎𝑥 + 𝑏𝑦) , cos(𝑎𝑥 + 𝑏𝑦), 𝑥 𝑚 𝑦 𝑛 etc.
Either by general formula or by the short formulae given below:

Case I. When 𝑭(𝒙, 𝒚) = 𝒆𝒂𝒙+𝒃𝒚

1 1
P.I.= 𝑓(𝐷,𝐷′ ) 𝑒 𝑎𝑥+𝑏𝑦 = 𝑒 𝑎𝑥+𝑏𝑦 , Put 𝐷 = 𝑎, 𝐷′ = 𝑏, if 𝑓(𝑎, 𝑏) ≠ 0
𝑓(𝑎,𝑏)

Case of failure: To find P.I. the given equation is 𝑓(𝐷, 𝐷′ )𝑧 = 𝑒 (𝑎𝑥+𝑏 𝑦) and 𝑓(𝑎, 𝑏) = 0

Procedure: Let 𝑓( 𝐷, 𝐷′ ) is a homogenous function of degree 𝑛.

1
Differentiating 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 𝜕 𝑒(𝑎𝑥+𝑏 𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷

If 𝑓(𝑎, 𝑏) is again zero.

1
Differentiate 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 2 𝜕2
𝑒(𝑎𝑥+𝑏 𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷2

If 𝑓(𝑎, 𝑏) ≠ 0 then stop.

If 𝑓(𝑎, 𝑏) then repeat the above procedure. After 𝑚 times differentiating and multiplying 𝑥 by 𝑚 times,
1
we get 𝑥 𝑚 𝜕𝑚 𝑒(𝑎𝑥+𝑏 𝑦)
𝜕𝐷𝑚
𝑓(𝐷 ,𝐷′ )

𝜕𝑚
Let 𝑓(𝑎, 𝑏) ≠ 0 [
𝜕𝐷𝑚
𝑓 (𝐷 , 𝐷′ ) = 𝜑 (𝐷, 𝐷′ )]

1
Then P.I.= 𝑥 𝑚 𝑒(𝑎𝑥+𝑏 𝑦)
(𝑎 ,𝑏)

𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧
Example:- solve: 3
−3 +4 = 𝑒 𝑥+2𝑦
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑦 3

𝜕3 𝑧 𝜕3 𝑧 𝜕3 𝑧
Solution. 3
−3 +4 = 𝑒 𝑥+2𝑦
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑦 3

which in symbolic form is ( 𝐷 3 − 3𝐷 2 𝐷 ′ + 4𝐷 ′ 3 )𝑧 = 𝑒 𝑥+2𝑦

Put 𝐷 = 𝑚 and 𝐷′ = 1

It’s A.E. is 𝑚3 − 3𝑚2 + 4 = 0 ⟹ (𝑚 + 1)(𝑚 − 2)(𝑚 − 2) = 0 ⟹ 𝑚 = −1,2,2

∴ C.F.= 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦 + 2𝑥 )+𝑥𝑓3 (𝑦 + 2𝑥 )
1 1 1
Now P.I= 3 2 ′ ′3 𝑒𝑥+2𝑦 [P.I.= 𝑓(𝐷,𝐷′) 𝑒 𝑎𝑥+𝑏𝑦 = 𝑓(𝑎,𝑏)
𝑒 𝑎𝑥+𝑏𝑦 ]
𝐷 −3𝐷 𝐷 +4𝐷

[ Put 𝐷 = 1, 𝐷′ = 2, if 𝑓(1,2) ≠ 0]
1 1
P.I.=1−6+32 𝑒 𝑥+2𝑦 = 27 𝑒 𝑥+2𝑦

1
Hence, complete solution is 𝑧 = 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦 + 2𝑥)+𝑥𝑓3 (𝑦 + 2𝑥 ) + 27 𝑒 𝑥+2𝑦

Example: - solve:( 𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 2 )𝑧 = 𝑒 2𝑥+𝑦

Solution. ( 𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 2 )𝑧 = 𝑒 2𝑥+𝑦

Put 𝐷 = 𝑚 and 𝐷′ = 1

It’s A.E. is 𝑚2 − 4𝑚 + 4 = 0 ⟹ (𝑚 − 2)(𝑚 − 2) = 0 ⟹ 𝑚 = 2,2

∴ C.F.= 𝑓1 (𝑦 + 2𝑥 ) + 𝑥𝑓2 (𝑦 + 2𝑥 )
1 1 1
Now P.I= 2 ′ ′2 𝑒2𝑥+𝑦 [P.I.= 𝑓(𝐷,𝐷′) 𝑒 𝑎𝑥+𝑏𝑦 = 𝑓(𝑎,𝑏)
𝑒 𝑎𝑥+𝑏𝑦 𝑖𝑓 𝑓(𝑎, 𝑏) = 0 ]
𝐷 −4𝐷𝐷 +4𝐷

[Case of failure: To find P.I. the given equation is 𝑓(𝐷, 𝐷′ )𝑧 = 𝑒 (𝑎𝑥+𝑏 𝑦) and 𝑓 (𝑎, 𝑏) = 0

Procedure: Let 𝑓( 𝐷, 𝐷′ ) is a homogenous function of degree 2.

1
Differentiating 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 𝜕 𝑒(𝑎𝑥+𝑏 𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷

If 𝑓(𝑎, 𝑏) is again zero.

1
Differentiate 𝑓 (𝐷, 𝐷′ ) partially w.r.t. 𝐷 and multiply L.H.S by 𝑥,we get 𝑥 2 𝜕2
𝑒(𝑎𝑥+𝑏 𝑦)
𝑓(𝐷 ,𝐷′ )
𝜕𝐷2

If 𝑓(𝑎, 𝑏) ≠ 0 then stop.]

P.I.=𝑥
1
′ 𝑒2𝑥+𝑦 = 𝑥2 14 𝑒2𝑥+𝑦
2𝐷−4𝐷
1
Hence, complete solution is 𝑧 = 𝑓1 (𝑦 + 2𝑥 ) + 𝑥𝑓2 (𝑦 + 2𝑥 ) + 4 𝑒 2𝑥+𝑦
 EXERCISE

Solve the following equation:

𝜕2 𝑧 𝜕2 𝑧
1. 2
− = 𝑒 𝑥+2𝑦 2. (𝐷 2 − 2 𝐷𝐷 ′ + 𝐷 ′ 2 )𝑧 = 𝑒 𝑥+2𝑦
𝜕𝑥 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
3. 2
−5 +6 = 𝑒 𝑥+𝑦 4. −7 + 12 = 𝑒 𝑥−𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕3 𝑧 𝜕3 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
5. 3
−2 = 2𝑒 2𝑥−𝑦 6. −7 + 12 = 𝑒 𝑥−𝑦
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
8. 2
−5 +6 = exp(3𝑥 − 2𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

Case II. When 𝑭(𝒙, 𝒚) = 𝒔𝒊𝒏 (𝒂𝒙 + 𝒃𝒚) or 𝑭(𝒙, 𝒚) = 𝒄𝒐𝒔 (𝒂𝒙 + 𝒃𝒚)
1 1
P.I.= sin(𝑎𝑥 + 𝑏𝑦) = sin(𝑎𝑥 + 𝑏𝑦), Put 𝐷2 = −𝑎2 , 𝐷𝐷′ = −𝑎𝑏, 𝐷′ 2 = −𝑏2 ,
𝑓(𝐷2 ,𝐷𝐷′ ,𝐷′ 2 ) 𝑓(−𝑎 2,−𝑎𝑏,−𝑏2 )

if 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0

or
1 1
P.I.= 𝑓(𝐷2 ,𝐷𝐷′ ,𝐷′ 2 ) cos(𝑎𝑥 + 𝑏𝑦) = cos(𝑎𝑥 + 𝑏𝑦), Put 𝐷2 = −𝑎2 , 𝐷𝐷′ = −𝑎𝑏, 𝐷′ 2 = −𝑏2 ,
𝑓(−𝑎 2 ,−𝑎𝑏,−𝑏2)

if 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Example: - solve: 2
+2 + = sin(2𝑥 + 3𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Solution. 2
+2 + = sin(2𝑥 + 3𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

which in symbolic form is ( 𝐷 2 + 2𝐷𝐷 ′ + 𝐷 ′ 2 )𝑧 = sin(2𝑥 + 3𝑦)

Put 𝐷 = 𝑚 and 𝐷′ = 1

It’s A.E. is 𝑚2 + 2𝑚 + 1 = 0 ⟹ (𝑚 + 1)(𝑚 + 1) = 0 ⟹ 𝑚 = −1, −1

∴ C.F.= 𝑓1 (𝑦 − 𝑥 ) + 𝑥𝑓2 (𝑦 − 𝑥 )

Now P.I= 2
1
′ ′2 sin(2𝑥 + 3𝑦) = −4+2(1−6)−9 sin(2𝑥 + 3𝑦) = − 25
1
sin(2𝑥 + 3𝑦)
𝐷 +2𝐷𝐷 +𝐷
1 1
[ P.I.= 𝑓(𝐷2 ,𝐷𝐷′ ,𝐷′ 2 ) sin(𝑎𝑥 + 𝑏𝑦) = sin(𝑎𝑥 + 𝑏𝑦),
𝑓(−𝑎 2 ,−𝑎𝑏,−𝑏2 )

Put 𝐷 2 = −𝑎2 , 𝐷𝐷′ = −𝑎𝑏, 𝐷′ 2 = −𝑏2 if 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0 ]

1
Hence, complete solution is 𝑧 = 𝑓1 (𝑦 − 𝑥 ) + 𝑥𝑓2 (𝑦 − 𝑥 ) − 25 sin(2𝑥 + 3𝑦)
 EXERCISE

Solve the following equation:

𝜕2 𝑧 𝜕2 𝑧
7. (2𝐷 2 − 5 𝐷𝐷 ′ + 2𝐷 ′ 2 )𝑧 = 5 sin(2𝑥 + 𝑦) 2. 2
− = cos(𝑥 + 2𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
3. 2
+ −6 = cos(3𝑥 + 𝑦) 4. (𝐷 3 − 4 𝐷 2 𝐷 ′ + 4𝐷𝐷 ′ 2)𝑧 = 6 sin(3𝑥 + 2𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧
6. (𝐷 2 − 8 𝐷𝐷 ′ + 7𝐷 ′ 2 )𝑧 = sin(7𝑥 + 𝑦) 6. 2
− = cos 𝑥 cos 2𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦

7. 𝑟 + 𝑠 − 6𝑡 = cos(2𝑥 + 𝑦) 8. (𝐷 2 − 5 𝐷𝐷 ′ + 4𝐷 ′ 2 )𝑧 = sin(4𝑥 + 𝑦)

9. 𝑟 − 2𝑠 = cos 2𝑦 sin 𝑥 10. ( 𝐷 2 − 𝐷𝐷 ′ )𝑧 = sin(𝑥 + 2𝑦)

11. (𝐷 2 + 3 𝐷𝐷 ′ − 4𝐷 ′ 2 )𝑧 = sin 𝑦 12.(𝐷 2 + 𝐷 ′ 2 )𝑧 = cos 𝑚𝑥 cos 𝑛𝑦

13.(𝐷 3 − 7𝐷𝐷 ′ 2 − 6𝐷 ′ 3 )𝑧 = sin(𝑥 + 2𝑦) + 𝑒 3𝑥+𝑦

14.(𝐷 2 − 𝐷𝐷 ′ )𝑧 = (sin 𝑥 + cos 𝑥 ) cos 2𝑦

Case III. When 𝑭(𝒙, 𝒚) = 𝒙𝒎 𝒚𝒏
1
P.I.= 𝑓(𝐷,𝐷′ ) 𝑥 𝑚 𝑦 𝑛 = [𝑓(𝐷, 𝐷′ )]−1 𝑥 𝑚 𝑦 𝑛

1 𝐷′
(a) If 𝑚 > 𝑛 then 𝑓(𝐷,𝐷′ ) is expanded in the powers of .
𝐷

1 𝐷
(b) If 𝑚 < 𝑛 then 𝑓(𝐷,𝐷′ ) is expanded in the powers of 𝐷′ .

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Example: - solve: 2
−2 + = 12𝑥 2 + 36𝑥𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Solution. 2
−2 + = 12𝑥 2 + 36𝑥𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

which in symbolic form is ( 𝐷 2 − 2𝐷𝐷 ′ + 𝐷 ′ 2 )𝑧 = 12𝑥 2 + 36𝑥𝑦

Put 𝐷 = 𝑚 and 𝐷′ = 1

It’s A.E. is 𝑚2 − 2𝑚 + 1 = 0 ⟹ (𝑚 − 1)(𝑚 − 1) = 0 ⟹ 𝑚 = 1,1

∴ C.F.= 𝑓1 (𝑦 + 𝑥 ) + 𝑥𝑓2 (𝑦 + 𝑥 )
1 1 1
Now P.I.= 2 ′ ′2( 12𝑥2 + 36𝑥𝑦) = 2 ′ ′2( 12𝑥2) + (36𝑥𝑦)
𝐷 −2𝐷𝐷 +𝐷 𝐷 −2𝐷𝐷 +𝐷 𝐷 −2𝐷𝐷′ +𝐷′ 2
2

1 1
= 2𝐷′ 𝐷′ 2
12𝑥 2 + 2𝐷′ 𝐷′ 2
36𝑥𝑦
𝐷2 [1−( + 2 )] 𝐷2 [1−( + 2 )]
𝐷 𝐷 𝐷 𝐷
 −1 −1
1 2𝐷′ 𝐷′ 2 1 2𝐷′ 𝐷′ 2
= 𝐷2 [1 − ( + )] 12𝑥 2 + 𝐷2 [1 − ( + )] 36𝑥𝑦
𝐷 𝐷2 𝐷 𝐷2

2
1 2𝐷′ 𝐷′ 2 2𝐷′ 𝐷′ 2 1 2𝐷′ 𝐷′ 2
= 𝐷2 [1 − ( + )+( + ) − ⋯ … . . ] 12𝑥 2 + 𝐷2 [1 − ( + ) + ⋯ … . . ] 36𝑥𝑦
𝐷 𝐷2 𝐷 𝐷2 𝐷 𝐷2

1 2𝐷′ 3𝐷′ 2 1 2𝐷′ 1 1 72

= 𝐷2 [1 − + ] 12𝑥 2 + [1 − ] 36𝑥𝑦 = 12𝑥 2 + 𝐷2 [36𝑥𝑦 − 𝑥]
𝐷 𝐷2 𝐷 2 𝐷 𝐷2 𝐷

1 1
= ∫(∫ 12𝑥 2 𝑑𝑥 )𝑑𝑥 + 𝐷2 [36𝑥𝑦 − ∫ 72 𝑥 𝑑𝑥 ] = ∫ 4𝑥 3 𝑑𝑥 + [36𝑥𝑦 − 36𝑥 2 ]
𝐷2

𝑦𝑥 3 𝑥4
= 𝑥 4 + 36 ∫ ∫(𝑥𝑦 − 𝑥 2 )𝑑𝑥 𝑑𝑥 = 𝑥 4 + 36 ( − 12) = 𝑥 4 + 6𝑥 3 𝑦 − 3𝑥 4
6

Hence, complete solution is 𝑧 = 𝑓1 (𝑦 + 𝑥 ) + 𝑥𝑓2 (𝑦 + 𝑥 ) + 𝑥 4 + 6𝑥 3 𝑦 − 3𝑥 4

EXERCISE

Solve the following equation:

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
1. 2
+3 +2 = 𝑥𝑦 2. (𝐷 2 − 𝐷𝐷 ′ − 𝐷 ′ 2)𝑧 = 𝑥𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
3. 2
−6 +9 = 36𝑥𝑦 + 12𝑥 2 4 . (𝐷 3 − 3𝐷 2𝐷 ′ )𝑧 = 𝑥 2 𝑦
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕3 𝑧 𝜕3 𝑧
5. −2 = 2𝑒 2𝑥 + 3𝑥 2 𝑦
𝜕𝑥 2 𝜕𝑦 𝜕𝑥𝜕𝑦 2

P.I. ANY FUNCTION

If the function on the R.H.S of the P.D.E. is not of the form, give in previous cases, then
1
P.I.= 𝑓(𝐷,𝐷′ ) ∅(𝑥, 𝑦)

𝑓(𝐷, 𝐷′ ) is factorized to get

𝑓 (𝐷, 𝐷′ ) = (𝐷 − 𝑚1 𝐷′ )(𝐷 − 𝑚2 𝐷′ )(𝐷 − 𝑚3 𝐷′ ) … … … . (𝐷 − 𝑚𝑛 𝐷′ )

1
P.I.= (𝐷−𝑚 ′ ′ ′ ′ ∅(𝑥, 𝑦)
1 𝐷 )(𝐷−𝑚2 𝐷 )(𝐷−𝑚3 𝐷 )……….(𝐷−𝑚𝑛 𝐷 )

Let us consider
1
P.I.= (𝐷−𝑚 ′) ∅(𝑥, 𝑦) = ∫ ∅(𝑥, 𝑐 − 𝑚1 𝑥 ) 𝑑𝑥 (Taking only one term)
1𝐷

Where 𝑐 is replaced by 𝑦 + 𝑚𝑥 after integration.

Similarly, we repeat the above method to get P.I.

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Example: - solve: 2
+ −2 = (𝑦 − 1)𝑒 𝑥
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2
 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Solution. 2
+ −2 = (𝑦 − 1)𝑒 𝑥
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

which in symbolic form is ( 𝐷 2 + 𝐷𝐷 ′ − 2𝐷 ′ 2 )𝑧 = (𝑦 − 1)𝑒 𝑥

Put 𝐷 = 𝑚 and 𝐷′ = 1

It’s A.E. is 𝑚2 + 𝑚 − 2 = 0 ⟹ (𝑚 − 1)(𝑚 + 2) = 0 ⟹ 𝑚 = 1, −2

∴ C.F.= 𝑓1 (𝑦 + 𝑥 ) + 𝑓2 (𝑦 − 2𝑥 )
1 1
Now P.I.= 2 ′ ′2
(𝑦 − 1)𝑒𝑥 = ′
(𝑦 − 1)𝑒𝑥
𝐷 +𝐷𝐷 −2𝐷 (𝐷−𝐷′ )(𝐷+2𝐷 )

1
[P.I.= (𝐷−𝑚 ′) ∅(𝑥, 𝑦) = ∫ ∅(𝑥, 𝑐 − 𝑚1 𝑥 ) 𝑑𝑥 (Taking only one term)
1𝐷

Where 𝑐 is replaced by 𝑦 + 𝑚𝑥 after integration.]

1
P.I.=(𝐷−𝐷′ ) ∫(𝑐 + 2𝑥 − 1) 𝑒 𝑥 𝑑𝑥, where 𝑦 = 𝑐 + 2𝑥

1 1
= 𝐷−𝐷′ [ (𝑐 − 1)𝑒 𝑥 + 2(𝑥 − 1)𝑒 𝑥 ] = 𝐷−𝐷′ [ (𝑐 + 2𝑥 )𝑒 𝑥 − 3𝑒 𝑥 ] Put 𝑐 + 2𝑥 = 𝑦

1
= [ 𝑦𝑒𝑥 − 3𝑒𝑥 ] = ∫[(𝑏 − 𝑥)𝑒𝑥 − 3𝑒𝑥 ] 𝑑𝑥 where 𝑦 = 𝑏 − 𝑥
𝐷−𝐷′

= 𝑏𝑒 𝑥 − (𝑥 − 1)𝑒 𝑥 − 3𝑒 𝑥 = (𝑏 − 𝑥 − 2)𝑒 𝑥 = (𝑦 − 2)𝑒 𝑥 , Put 𝑏 − 𝑥 = 𝑦

Hence the complete solution is 𝑧 = 𝑓1 (𝑦 + 𝑥 ) + 𝑓2 (𝑦 − 2𝑥 ) + (𝑦 − 2)𝑒𝑥

EXERCISE

Solve the following equation:

1. ( 𝐷2 − 2𝐷𝐷′ − 4𝐷′ 2 )𝑧 = (2𝑥 2 + 𝑥𝑦 − 𝑦 2 ) sin 𝑥𝑦 − cos 𝑥𝑦

𝜕2𝑧 𝜕 2𝑧 𝜕2𝑧 𝜕 2𝑧 𝜕2𝑧

2. − = 𝑡𝑎𝑛3 𝑥 tan 𝑦 − 𝑡𝑎𝑛3 𝑦 tan 𝑥 3. + −2 = (𝑦 − 1) 𝑒 𝑥
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2𝑧 𝜕2 𝑧 𝜕2𝑧
4.𝜕𝑥 2 − 6 𝜕𝑥𝜕𝑦 + 9 𝜕𝑦 2 = 36𝑥𝑦 + 12𝑥 2 5. (𝐷 − 𝐷′ )(𝐷 − 𝐷′ )𝑧 = (𝑦 + 1)𝑒 𝑥

NON-HOMOGENEOUS LINEAR PARTIAL DIFFERENTIAL EQUATIONS WITH CONSTANT

COFFICENTS:

In the equation 𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦) …….(1)

If the polynomial 𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦) in 𝐷, 𝐷′ is not homogeneous, then (1) is called a non-
homogeneous linear differential equation.
the complete solution of (1) consists of two parts:
(i) the complementary function (C.F.) which is the complete solution of the equation 𝑓(𝐷, 𝐷′ )𝑧 = 0
(ii) the particular integral (P.I) which is a particular solution (free from arbitrary constants ) of
𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦)
The complete solution of (1) is 𝑧 = 𝐶. 𝐹. +𝑃 𝐼

RULES FOR FINDING C.F.

Case 1. (a)

𝜕𝑧 𝜕𝑧
Consider the equation −𝑚 − 𝑎𝑧 = 0
𝜕𝑥 𝜕𝑦

which in symbolic form is ( 𝐷 − 𝑚 𝐷 ′ − 𝑎)𝑧 = 0

Then C. F. of 𝑧 = 𝑒 𝑎𝑥 𝑓 (𝑦 + 𝑚𝑥 )

Case 1. (b) In the case of non-repeated factors

The complete solution of ( 𝐷 − 𝑚1 𝐷 ′ − 𝑎1 )( 𝐷 − 𝑚2 𝐷′ − 𝑎2 ) ( 𝐷 − 𝑚3 𝐷′ − 𝑎3 )𝑧 = 0 is

𝑧 = 𝑒 𝑎1𝑥 𝑓1 (𝑦 + 𝑚1 𝑥 ) + 𝑒 𝑎2 𝑥 𝑓2 (𝑦 + 𝑚2 𝑥 ) + 𝑒 𝑎3𝑥 𝑓3 (𝑦 + 𝑚3 𝑥 )

Case 2. In the case of repeated factors

The complete solution of ( 𝐷 − 𝑚 𝐷 ′ − 𝑎)( 𝐷 − 𝑚 𝐷′ − 𝑎)( 𝐷 − 𝑚 𝐷′ − 𝑎)𝑧 = 0 is

𝑧 = 𝑒 𝑎𝑥 𝑓(𝑦 + 𝑚𝑥 ) + 𝑥𝑒 𝑎𝑥 𝑓(𝑦 + 𝑚𝑥 ) + 𝑥 2 𝑒 𝑎𝑥 𝑓(𝑦 + 𝑚𝑥 )

𝜕𝑧 𝜕𝑧
Case 3. (a) Consider the equation 𝛼 𝜕𝑥 + 𝛽 𝜕𝑦 + 𝛾𝑧 = 0

which in symbolic form is (𝛼 𝐷 + 𝛽 𝐷′ + 𝛾)𝑧 = 0

𝛾
−𝛼𝑥
Then C. F. of 𝑧 = 𝑒 𝑓(𝛼𝑦 − 𝛽𝑥 )

Note.1. The above result is not applicable in the absence of the first term i.e.,𝐷 or 𝛼𝐷
and also when 𝛼 = 0.
𝜕𝑧
Consider the equation 𝛽 + 𝛾𝑧 = 0
𝜕𝑦

which in symbolic form is (𝛽 𝐷′ + 𝛾)𝑧 = 0

𝛾
− 𝑥
Then C. F. of 𝑧 = 𝑒 𝛽 𝑓 (𝛼𝑥 )

Note.2. The above result is not applicable in the absence of the second term i.e.,

𝐷 ′ or 𝛽𝐷 ′ and also when 𝛽 = 0.

𝜕𝑧
Consider the equation 𝛼 𝜕𝑥 + 𝛾𝑧 = 0

which in symbolic form is (𝛼 𝐷 + 𝛾)𝑧 = 0

𝛾
−𝛼𝑥
Then C. F. of 𝑧 = 𝑒 𝑓(𝛼𝑦)
Note.3. The above result is not applicable in the absence of the third term i.e.,

when 𝛾 = 0.
𝜕𝑧 𝜕𝑧
Consider the equation 𝛼 𝜕𝑥 + 𝛽 𝜕𝑦 = 0

which in symbolic form is (𝛼 𝐷 + 𝛽 𝐷′ )𝑧 = 0

Then C. F. of 𝑧 = 𝑓 (𝛼𝑦 − 𝛽𝑥 )

Note.4. The above result is not applicable in the absence of the first and third term i.e.,
when 𝛼 and 𝛾 = 0.
𝜕𝑧
Consider the equation 𝛽 =0
𝜕𝑦

which in symbolic form is (𝛽 𝐷′ )𝑧 = 0

Then C. F. of 𝑧 = 𝑓 (𝛽𝑥 )

Note.5. The above result is not applicable in the absence of the second and third term
i.e., when 𝛽 and 𝛾 = 0.
𝜕𝑧
Consider the equation 𝛼
𝜕𝑥
=0

which in symbolic form is (𝛼 𝐷)𝑧 = 0

Then C. F. of 𝑧 = 𝑓 (𝛼𝑦)

Case 3. (b). In the case of non-repeated factors

The complete solution of ( 𝑏1 𝐷 − 𝑚1 𝐷′ − 𝑎1 )(𝑏2 𝐷 − 𝑚2 𝐷′ − 𝑎2 ) (𝑏3 𝐷 − 𝑚3 𝐷′ − 𝑎3 )𝑧 = 0 is

𝑎1 𝑎2 𝑎3
𝑧 = 𝑒 𝑓1 (𝑏1𝑦 + 𝑚1 𝑥 ) + 𝑒 𝑓2 (𝑏2 𝑦 + 𝑚2 𝑥 ) + 𝑒 𝑓3(𝑏3 𝑦 + 𝑚3𝑥 )
𝑏1 𝑏2 𝑏3

Case 3. (c). In the case of repeated factors

The complete solution of (𝛼 𝐷 + 𝛽 𝐷 ′ + 𝛾)(𝛼 𝐷 + 𝛽 𝐷′ + 𝛾)(𝛼 𝐷 + 𝛽 𝐷′ + 𝛾)𝑧 = 0 is

𝛾 𝛾 𝛾
−𝛼𝑥
𝑧=𝑒 𝑓(𝛼𝑦 − 𝛽𝑥 ) + 𝑥𝑒 − 𝛼 𝑥 𝑓(𝛼𝑦 − 𝛽𝑥 ) + 𝑥 2 𝑒 − 𝛼 𝑥 𝑓 (𝛼𝑦 − 𝛽𝑥 )
Case 4. When𝐹(𝐷, 𝐷′ ) cannot be factorized in to linear factors:

In such cases, we use a trial method.

Let the equation be (𝐷 − 𝐷′ 2 )𝑧 = 0 … … … . (1)

Let the trial solution of (1) be 𝑧 = 𝐴𝑒 ℎ𝑥+𝑘𝑦 , where 𝐴, ℎ and 𝑘 are constants. … … … . (2)
𝜕𝑧
From (2) , 𝐷𝑧 = 𝜕𝑥 = 𝐴 ℎ 𝑒 ℎ𝑥+𝑘𝑦
 𝜕𝑧
𝐷′ 𝑧 = 𝜕𝑦 = 𝐴 𝑘 𝑒 ℎ𝑥+𝑘𝑦

𝐷′ 2 𝑧 = 𝐴 𝑘 2 𝑒 ℎ𝑥+𝑘𝑦

Putting in (1), we get 𝐴 ℎ 𝑒 ℎ𝑥+𝑘𝑦 − 𝐴 𝑘 2 𝑒 ℎ𝑥+𝑘𝑦 = 0

⟹ 𝐴( ℎ − 𝑘 2 ) 𝑒 ℎ𝑥+𝑘𝑦 = 0

Or ℎ = 𝑘2 … … … . (3)
2 𝑥+𝑘𝑦
Equation (2) gives, 𝑧 = 𝐴𝑒 𝑘 … … … . (4)

Since all values of 𝑘 will satisfy equation (1),a more general solution of (1) is given by
2 𝑥+𝑘𝑦
𝑧 = ∑ 𝐴𝑒 𝑘

Where 𝐴 and 𝑘 are arbitrary constants and ∑ denotes that any number of terms may be taken

EXERCISE

Solve the following equation:

.1.(𝐷 − 𝐷′ )(𝐷 + 𝐷′ − 3)𝑧 = 0 2.(𝐷 − 𝐷′ − 1)(𝐷 − 𝐷′ − 2)𝑧 = 0

3.(𝐷 + 𝐷′ − 1)(𝐷 + 2𝐷′ − 2)𝑧 = 0 4.(𝐷 + 𝐷′ − 1)(𝐷 + 2𝐷′ − 3)𝑧 = 0

5.(𝐷2 + 𝐷𝐷′ + 𝐷′ − 1)𝑧 = 0 6.(𝐷2 − 𝐷𝐷′ − 2𝐷′ 2 + 2𝐷 + 2𝐷′ )𝑧 = 0

7.(𝐷2 − 𝐷′ 2 + 𝐷 + 3𝐷′ − 2)𝑧 = 0 8.(𝐷2 − 𝑎2 𝐷′ 2 + 2𝑎𝑏𝐷 + 2𝑎2 𝑏𝐷′ )𝑧 = 0

9. 𝑡 + 𝑠 + 𝑞 = 0 10.(𝐷 − 2𝐷′ + 5)2 𝑧 = 0

11. 𝑟 + 2𝑠 + 𝑡 + 2𝑝 + 2𝑞 + 𝑧 = 0 12. (𝐷 − 2𝐷′ − 1)(𝐷 − 2𝐷′ 2 − 2)𝑧 = 0

13. (2𝐷4 + 3𝐷2 𝐷′ + 𝐷′ 2 )𝑧 = 0 14. (𝐷3 − 3𝐷𝐷′ + 𝐷′ + 4)𝑧 = 0

15.𝐷𝐷′ (𝐷 + 2𝐷′ + 1)𝑧 = 0

FIND THE PARTICULAR INTEGRAL-

Given partial differential equation is 𝑓(𝐷, 𝐷′ )𝑧 = 𝐹(𝑥, 𝑦)

1
P.I.= 𝑓 ( 𝐷,𝐷′ ) 𝐹 (𝑥, 𝑦)

The method of finding out P.I. of these equations quite resemble to those of ordinary linear differential

With constant coefficients.

Case I. When 𝑭(𝒙, 𝒚) = 𝒆𝒂𝒙+𝒃𝒚

1 1
P.I.= 𝑓(𝐷,𝐷′ ) 𝑒 𝑎𝑥+𝑏𝑦 = 𝑒 𝑎𝑥+𝑏𝑦 , Put 𝐷 = 𝑎, 𝐷′ = 𝑏, if 𝑓(𝑎, 𝑏) ≠ 0
𝑓(𝑎,𝑏)
Example: - solve:𝐷 ( 𝐷 − 2𝐷 ′ − 3)𝑧 = 𝑒 𝑥+2𝑦

Solution. The given equation is 𝐷 ( 𝐷 − 2𝐷 ′ − 3)𝑧 = 0

∴ C.F.= 𝑓1 (𝑦) + 𝑒 3𝑥 𝑓2 (𝑦 + 2𝑥 )

Now P.I=
1
𝑒𝑥+2𝑦 = 1[1−21(2)−3] 𝑒𝑥+2𝑦 = − 1
𝑒𝑥+2𝑦
𝐷( 𝐷−2𝐷′ −3) 6

1
Hence the complete solution is 𝑧 = 𝑓1 (𝑦) + 𝑒 3𝑥 𝑓2 (𝑦 + 2𝑥 ) − 6 𝑒𝑥+2𝑦

Case II. When 𝑭(𝒙, 𝒚) = 𝒔𝒊𝒏 (𝒂𝒙 + 𝒃𝒚) or 𝑭(𝒙, 𝒚) = 𝒄𝒐𝒔 (𝒂𝒙 + 𝒃𝒚)
1 1
P.I.= 𝑓(𝐷2 ,𝐷𝐷′ ,𝐷′ 2 ,𝐷,𝐷′ ) sin(𝑎𝑥 + 𝑏𝑦) 𝑜𝑟 𝑐𝑜𝑠 (𝑎𝑥 + 𝑏𝑦) = 𝑓(−𝑎2 ,−𝑎𝑏,−𝑏2 ,𝐷,𝐷′ ) sin(𝑎𝑥 + 𝑏𝑦) 𝑜𝑟 𝑐𝑜𝑠 (𝑎𝑥 + 𝑏𝑦)

[ Only Put 𝐷2 = −𝑎2 , 𝐷𝐷′ = −𝑎𝑏, 𝐷′ 2 = −𝑏2 ]

Which can be evaluated further by operating 𝑁r and 𝐷r by suitable conjugate operator.

Example: - solve:𝐷′ ( 2𝐷 + 𝐷′ − 3)𝑧 = 5 cos(3𝑥 − 2𝑦)

Solution. The given equation is 𝐷′ ( 2𝐷 + 𝐷′ − 3)𝑧 = 0

∴ C.F= 𝑓1 (𝑦) + 𝑒 3𝑥 𝑓2 (𝑦 + 2𝑥 )
1 1
Now P.I.=𝐷′ ( 2𝐷+𝐷′ −3) 5 cos(3𝑥 − 2𝑦) = (2𝐷𝐷′ +𝐷′ 2 −3𝐷′ ) 5 cos(3𝑥 − 2𝑦)

1 1
= 5 cos(3𝑥 − 2𝑦) = 8−3𝐷′ 5 cos(3𝑥 − 2𝑦)
−2(−6)+(−4)−3𝐷′

(8+3𝐷′ ) (8+3𝐷′ )
= 5 [(8+3𝐷′ )(8−3𝐷′ ) cos(3𝑥 − 2𝑦)] = 5 [(64−9𝐷′ 2 ) cos(3𝑥 − 2𝑦)]

(8+3𝐷′ ) (8+3𝐷′ )
= 5 [(64−9(−4)) cos(3𝑥 − 2𝑦)] = 5 [ 100
cos(3𝑥 − 2𝑦)]

1 1
= [20 (8 + 3𝐷′ ) cos(3𝑥 − 2𝑦)] = 20 [8 cos(3𝑥 − 2𝑦) + 3𝐷′ cos(3𝑥 − 2𝑦)]

1
= [8 cos(3𝑥 − 2𝑦) + 6 sin(3𝑥 − 2𝑦)]
20

Hence the complete solution is

1
𝑧 = 𝑓1(𝑦) + 𝑒 3𝑥 𝑓2(𝑦 + 2𝑥 ) + [8 cos(3𝑥 − 2𝑦) + 6 sin(3𝑥 − 2𝑦)]
20

Case III When 𝑭(𝒙, 𝒚) = 𝒙𝒎 𝒚𝒏

1
P.I.= 𝑓(𝐷,𝐷′ ) 𝑥 𝑚 𝑦 𝑛 = [𝑓(𝐷, 𝐷′ )]−1 𝑥 𝑚 𝑦 𝑛

1 𝐷′
(a) If 𝑚 > 𝑛 then 𝑓(𝐷,𝐷′ ) is expanded in the powers of .
𝐷
 1 𝐷
(b) If 𝑚 < 𝑛 then 𝑓(𝐷,𝐷′ ) is expanded in the powers of 𝐷′ .

𝐷 or 𝐷′ as the case may be. If a separate constant is present in 𝑓(𝐷, 𝐷’) then it should be given
preference in taking outside the bracket. It is to be noted that if P.I. is obtained by expanding 𝑓(𝐷, 𝐷’)
in mae different ways, then difference in P.I. will be immaterial.

Example: - solve:(𝐷2 − 𝐷′ 2 − 3𝐷 + 3𝐷′ )𝑧 = 𝑥𝑦

Solution. The given equation is (𝐷2 − 𝐷′ 2 − 3𝐷 + 3𝐷′)𝑧 = 0

(𝐷 − 𝐷′ )(𝐷 + 𝐷′ − 3)𝑧 = 0

∴ C.F= 𝑓1 (𝑦 + 𝑥 ) + 𝑒 3𝑥 𝑓2 (𝑦 − 𝑥 )

Now
−1
1 1 1 𝐷′ 1 1 −1
P.I.= 𝑥𝑦 = − 𝐷′
𝑥𝑦 = − (1 − ) (1 − − ) 𝑥𝑦
(𝐷−𝐷′ )(𝐷+𝐷′ −3 ) 3𝐷 (1−
1 1
) (1− − ′ ) 3𝐷 𝐷 𝐷 𝐷′
𝐷 𝐷 𝐷

[ using (1 − 𝑥 )−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ ]
2
1 𝐷′ 𝐷 𝐷′ 𝐷 𝐷′ 1 𝐷′ 𝐷′ 𝐷 2𝐷𝐷′
=− (1 + + ⋯ ) (1 + ( 3 + ) + (3 + ) + ⋯ ) 𝑥𝑦 = − (1 + ) (1 + +3+ + ⋯ ) 𝑥𝑦
3𝐷 𝐷 3 3 3𝐷 𝐷 3 9

1 2𝐷′ 𝐷 𝐷′ 2𝐷𝐷′ 1 2𝑥 𝑦 1 2
=− (1 + +3+ + + ⋯ ) 𝑥𝑦 = − (𝑥𝑦 + + 3 +𝐷 𝑥 + 9 +⋯)
3𝐷 3 𝐷 9 3𝐷 3

1 2𝑥 𝑦 𝑥2 2 1 𝑥 2𝑦 𝑥2 𝑥𝑦 𝑥3 2
=− (𝑥𝑦 + +3+ + 9 + ⋯) = − ( + + + + 9 𝑥)
3𝐷 3 2 3 2 3 3 6

Hence the complete solution is

1 𝑥 2 𝑦 𝑥 2 𝑥𝑦 𝑥 3 2
𝑧 = 𝑓1 (𝑦 + 𝑥) + 𝑒3𝑥 𝑓2 (𝑦 − 𝑥) − ( + + + + 𝑥)
3 2 3 3 6 9

Case IV. When 𝑭(𝒙, 𝒚) = 𝒆𝒂𝒙+𝒃𝒚 𝑽 ,where 𝑉 is a function of 𝑥 and 𝑦

1 1
P.I.= 𝑓(𝐷,𝐷′ ) 𝑒 𝑎𝑥+𝑏𝑦 𝑉 = 𝑒 𝑎𝑥+𝑏𝑦 𝑉,
𝑓(𝐷+𝑎 , 𝐷′ +𝑏)

Which can be evaluated further by using any one of the previous cases discussed.

Remark. 𝑉 can be either

(i) 𝒆𝒂𝟏 𝒙+𝒃𝟐 𝒚 (ii) sin(𝑎𝑥 + 𝑏𝑦) 𝑜𝑟 𝑐𝑜𝑠 (𝑎𝑥 + 𝑏𝑦) (iii) 𝑥 𝑚 𝑦 𝑛 (iv) constant (say 1)

or any other function of 𝑥 and 𝑦 in some special cases.

Example: - solve:(𝐷 − 3𝐷′ − 2)3𝑧 = 6𝑒 2𝑥 sin(3𝑥 + 𝑦)

Solution. The given equation is (𝐷 − 3𝐷′ − 2)3𝑧 = 0

∴ C.F= 𝑒 2𝑥 𝑓1 (𝑦 + 3𝑥 ) + 𝑥𝑒 2𝑥 𝑓2 (𝑦 + 3𝑥 ) + 𝑥 2 𝑒 2𝑥 𝑓2 (𝑦 + 3𝑥 )

Now
1 1
P.I.= ′ 3 6 𝑒 2𝑥 sin(3𝑥 + 𝑦) = 6𝑒 2𝑥+0𝑦 3 sin(3𝑥 + 𝑦)
(𝐷−3𝐷 −2) ((𝐷+2)−3(𝐷′ +0)−2)

1 𝑥3
= 6𝑒 2𝑥+0𝑦 ′ )3
sin(3𝑥 + 𝑦) = 6𝑒 2𝑥+0𝑦 sin(3𝑥 + 𝑦) = 𝑒 2𝑥 𝑥 3 sin(3𝑥 + 𝑦)
(𝐷−3𝐷 6

[By general rule]

Hence the complete solution is

𝑧 = 𝑒 2𝑥 𝑓1 (𝑦 + 3𝑥 ) + 𝑥𝑒 2𝑥 𝑓2(𝑦 + 3𝑥 ) + 𝑥 2𝑒 2𝑥 𝑓2(𝑦 + 3𝑥 ) + 𝑒 2𝑥 𝑥 3 sin(3𝑥 + 𝑦)

EXERCISE

Solve the following equation:

.1.(𝐷 + 𝐷′ )(𝐷 + 𝐷′ − 2)𝑧 = sin(2𝑦 + 𝑥) 2.(𝐷 − 𝐷′ − 1)(𝐷 + 𝐷′ − 2)𝑧 = 𝑒 2𝑥−𝑦

3.(𝐷 − 𝐷′ − 2)(𝐷 − 𝐷′ − 3)𝑧 = 𝑒 3𝑥−2𝑦 4.(𝐷 + 𝐷′ − 1)(𝐷 − 𝐷′ + 2)𝑧 = 𝑥 2 𝑦

5.(𝐷2 + 𝐷𝐷′ + 𝐷′ − 1)𝑧 = sin(𝑥 + 2𝑦) 6.(𝐷2 − 𝐷𝐷′ + 𝐷′ − 1)𝑧 = cos(𝑥 + 2𝑦)

7.(𝐷2 − 𝐷′ 2 + 𝐷 + 3𝐷′ − 2)𝑧 = 𝑒 𝑥 8.(𝐷2 − 𝑎2 𝐷′ 2 + 2𝑎𝑏𝐷 + 2𝑎2 𝑏𝐷′ )𝑧 = 𝑒 𝑎𝑥+𝑦

9. 𝑠 + 𝑝 − 𝑞 = 𝑧 + 𝑥𝑦 10.(𝐷 − 3𝐷′ − 2)2 𝑧 = 2𝑒 2𝑥 tan(3𝑥 + 𝑦)

11. 𝑟 − 4𝑠 + 4𝑡 + 𝑝 − 2𝑞 = 𝑒 𝑥+𝑦 12. (𝐷 − 𝐷′ − 1)(𝐷 − 𝐷′ 2 − 2)𝑧 = 𝑥 + 𝑒 3𝑥−𝑦

13. (2𝐷4 + 3𝐷2 𝐷′ + 𝐷′ 2 )𝑧 = 𝑒 2𝑥+𝑦 14. (𝐷3 − 3𝐷𝐷′ + 𝐷 ′ + 4)𝑧 = 𝑒 𝑥−3𝑦

15.𝐷𝐷′ (𝐷 + 2𝐷′ + 1)𝑧 = 𝑥𝑦 16.(𝐷3 − 3𝐷𝐷′ + 𝐷 + 1)𝑧 = 𝑒 3𝑥+2𝑦

17.(𝐷2 − 𝐷𝐷 ′ − 2𝐷′ 2 + 2𝐷 + 2𝐷′ )𝑧 = 𝑒 2𝑥+3𝑦 + sin(2𝑥 + 𝑦) + 𝑥𝑦

EQUATIONS REDUCIBLE TO PARTIAL DIFFERENTIAL EQUATIONS WITH

CONSTANT COEFFICIENTS
An equation in which the coefficient of derivative of any order say 𝑘 is a multiple of the variables of
the degree k then it can be reduced to partial differential equations with constant coefficients in the
following way.
𝜕𝑋 1
let 𝑥 = 𝑒 𝑋 , 𝑦 = 𝑒 𝑌 so that 𝑋 = log 𝑥 , 𝑌 = log 𝑦 , 𝜕𝑥 = 𝑥,
𝜕𝑧 𝜕𝑧 𝜕𝑋 1 𝜕𝑋 𝜕𝑧 𝜕𝑧
= = or 𝑥 =
𝜕𝑥 𝜕𝑋 𝜕𝑥 𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑋
𝜕 𝜕
∴ 𝑥 𝜕𝑥 = 𝐷(≡ 𝜕𝑋 )
𝜕 𝜕 𝑘−1 𝑧 𝜕𝑘𝑧 𝜕 𝑘−1 𝑧
Now 𝑥 𝜕𝑥 (𝑥 𝑘−1 𝜕𝑥 𝑘−1) = 𝑥 𝑘 𝜕𝑥 𝑘 + (𝑘 − 1)𝑥 𝑘−1 𝜕𝑥 𝑘−1
𝜕𝑘𝑧 𝜕 𝜕 𝑘−1𝑧
or 𝑥 𝑘 𝜕𝑥 𝑘 = (𝑥 𝜕𝑥 − 𝑘 + 1)𝑥 𝑘−1 𝜕𝑥 𝑘−1
 Putting 𝑘 = 2,3,4, … … . ., we get
𝜕2𝑧 𝜕𝑧
𝑥2 2
= (𝐷 − 1)𝑥 = 𝐷 ( 𝐷 − 1)𝑧
𝜕𝑥 𝜕𝑥
𝜕 3𝑧 𝜕2𝑧
𝑥 3 𝜕𝑥 3 = (𝐷 − 2)𝑥 2 𝜕𝑥 2 = 𝐷(𝐷 − 1)(𝐷 − 2)𝑧 etc.
𝜕𝑧 𝜕𝑧 𝜕 2𝑧 𝜕𝑧
Similarly, 𝑦 = , 𝑦2 = (𝐷 ′ − 1)𝑦 = 𝐷 ′ (𝐷 ′ − 1)𝑧
𝜕𝑦 𝜕𝑌 𝜕𝑦 2 𝜕𝑦
𝜕3𝑧 𝜕 2𝑧
𝑦 3 𝜕𝑦 3 = (𝐷′ − 2)𝑦 2 𝜕𝑦 2 = 𝐷′ (𝐷′ − 1)(𝐷′ − 2)𝑧 etc.
𝜕2 𝑧 𝜕3𝑧
and 𝑥𝑦 = 𝐷𝐷′ 𝑧 , 𝑥 2 𝑦 = 𝐷2 𝐷′ 𝑧 etc.
𝜕𝑥𝜕𝑦 𝜕𝑥 2𝜕𝑦
Substituting in the given equation, it reduces to 𝜙(𝐷 , 𝐷′ ) = 𝑉 which is an equation with constant
coefficients.

WORKING RULE
An equation of the form

𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧
𝑎0 𝑥 𝑛 𝑛
+ 𝑎1 𝑥 𝑛−1𝑦 + 𝑎2 𝑥 𝑛−2𝑦 2 + ⋯ … + 𝑎𝑛 𝑦 𝑛 = 𝐹(𝑥, 𝑦) …….(1)
𝜕𝑥 𝜕𝑥 𝑛−1 𝜕𝑦 1 𝜕𝑥 𝑛−2 𝜕𝑦 2 𝜕𝑦 𝑛

Where 𝑎0 , 𝑎1 , 𝑎2 , … … … . , 𝑎𝑛 are constants, is called a reducible linear partial equation of the 𝑛𝑡ℎ order
with constant coefficients.
Step 1: substitute 𝑥 = 𝑒 𝑋 , 𝑦 = 𝑒 𝑌 so that 𝑋 = log 𝑥 , 𝑌 = log 𝑦
𝜕 𝜕 𝜕 𝜕
Step 2: substitute 𝑥 𝜕𝑥 = 𝐷(≡ 𝜕𝑋), 𝑦 𝜕𝑦 = 𝐷′ (≡ 𝜕𝑌)
Step 3:
𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕𝑧
𝑥 = , 𝑥 2 𝜕𝑥 2 = (𝐷 − 1)𝑥 𝜕𝑥 = 𝐷(𝐷 − 1)𝑧
𝜕𝑥 𝜕𝑋
𝜕 3𝑧 𝜕2𝑧
𝑥 3 𝜕𝑥 3 = (𝐷 − 2)𝑥 2 𝜕𝑥 2 = 𝐷(𝐷 − 1)(𝐷 − 2)𝑧 etc.
𝜕𝑧 𝜕𝑧 2
𝜕 𝑧 𝜕𝑧
Similarly, 𝑦 = , 𝑦 2 𝜕𝑦 ( ′ ) ′( ′ )
2 = 𝐷 − 1 𝑦 𝜕𝑦 = 𝐷 𝐷 − 1 𝑧
𝜕𝑦 𝜕𝑌
𝜕 3𝑧 𝜕2𝑧
𝑦 3 𝜕𝑦 3 = (𝐷 ′ − 2 )𝑦 2 = 𝐷′ (𝐷′ − 1)(𝐷′ − 2)𝑧 etc.
𝜕𝑦 2
𝜕 2𝑧 𝜕3𝑧
and 𝑥𝑦 = 𝐷𝐷′ 𝑧 , 𝑥 2 𝑦 = 𝐷2 𝐷′ 𝑧 etc.
𝜕𝑥𝜕𝑦 𝜕𝑥 2𝜕𝑦
Step 4: Using step(1), step (2), step (3).We obtain the following differential equation.
(𝑏0 𝐷𝑛 + 𝑏1 𝐷𝑛−1 𝐷′ + 𝑏2 𝐷𝑛−2 𝐷′2 + 𝑏3 𝐷𝑛−3 𝐷′3 + ⋯ … . +𝑏𝑛 𝐷′𝑛 )𝑧 = 𝑓(𝑋, 𝑌)
This is called a homogeneous linear partial equation of the 𝑛𝑡ℎ order with constant coefficients.
We can solve by the previous method.
𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧 𝜕𝑧
Example: - solve:𝑥 2 2
− 𝑦2 −𝑦 +𝑥 = 𝑥𝑚𝑦𝑛
𝜕𝑥 𝜕𝑦 2 𝜕𝑦 𝜕𝑥

𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧 𝜕𝑧
Solution. 𝑥 2 2
− 𝑦2 −𝑦 +𝑥 = 𝑥𝑚𝑦𝑛 …….(1)
𝜕𝑥 𝜕𝑦 2 𝜕𝑦 𝜕𝑥

let 𝑥 = 𝑒 𝑋 , 𝑦 = 𝑒 𝑌 so that 𝑋 = log 𝑥 , 𝑌 = log 𝑦

𝜕𝑧 𝜕𝑧 𝜕 2𝑧
then 𝑥 = , 𝑥 2 𝜕𝑥 2 = 𝐷 (𝐷 − 1)𝑧
𝜕𝑥 𝜕𝑋
𝜕𝑧 𝜕𝑧 𝜕 𝑧2
Similarly, 𝑦 = , 𝑦 2 𝜕𝑦 ′( ′ )
2 = 𝐷 𝐷 −1 𝑧
𝜕𝑦 𝜕𝑌
𝜕 𝜕
Where (𝐷 ≡ 𝜕𝑋 ), (𝐷′ ≡ 𝜕𝑌 )
Equation (1) is written as
 𝐷(𝐷 − 1)𝑧 − 𝐷′ (𝐷′ − 1)𝑧 − 𝐷′ 𝑧 + 𝐷𝑧 = 𝑒 𝑚𝑋 𝑒 𝑛𝑌

(𝐷 2 − 𝐷′ 2 )𝑧 = 𝑒 𝑚𝑋+𝑛𝑌
⟹ (𝐷 − 𝐷′ )(𝐷 + 𝐷′ )𝑧 = 𝑒 𝑚𝑋+𝑛𝑌
∴ C.F= 𝑓1 (𝑌 + 𝑋 ) + 𝑓2 (𝑌 − 𝑋)

𝑦
= 𝑓1(log 𝑦 + log 𝑥 ) + 𝑓2(log 𝑦 − log 𝑥 ) = 𝑓1(log 𝑥𝑦) + 𝑓2 (log )
𝑥

𝑦
= ∅1 (𝑥𝑦) + ∅2 ( )
𝑥

1 1
Now P.I. = 2 ′ 2)
𝑒𝑚𝑋+𝑛𝑌 = 𝑒𝑚𝑋+𝑛𝑌
(𝐷 −𝐷 (𝑚2 −𝑛′ 2 )

𝑦 1
Hence the complete solution is 𝑧 = ∅1 (𝑥𝑦) + ∅2 (𝑥 ) + (𝑚2−𝑛′ 2) 𝑒 𝑚𝑋+𝑛𝑌

EXERCISE

Solve the following equation:

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧
1.𝑥 2 𝜕𝑥2 − 5𝑥𝑦 𝜕𝑥𝜕𝑦 + 4𝑦2 𝜕𝑦2 + 6𝑦 𝜕𝑦 = 𝑥3 𝑦4

2 2
𝜕 𝑧 𝜕 𝑧
2. 𝑥 2 𝜕𝑥2 − 𝑦2 𝜕𝑦2 = 𝑥𝑦

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
3. 𝑥 2 𝜕𝑥2 + 2𝑥𝑦 𝜕𝑥𝜕𝑦 + 𝑦2 𝜕𝑦2 = 𝑥𝑚 𝑦𝑛

4. 𝑥 2 𝑟 + 𝑥𝑝 − 𝑦 2 𝑡 − 𝑞𝑦 = log 𝑥
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧 𝜕𝑧 𝑦
5.𝑥 2 𝜕𝑥2 − 𝑥𝑦 𝜕𝑥𝜕𝑦 − 2𝑦2 𝜕𝑦2 + 𝑥 𝜕𝑥 − 2𝑦 𝜕𝑦 = log (𝑥 )