Pde 1
Pde 1
Pde 1
EQUATIONS
Formation of Partial Differential equations
SOLVED PROBLEMS
1.Eliminate two arbitrary constants a and b from
x a y b z R here R is known constant .
2 2 2 2
(OR) Find the differential equation of all spheres
of fixed radius having their centers in x y- plane.
solution
x a 2
y b z R .......1
2 2 2
p 2
z 2
q 2
z 2
z 2
R 2
R 2
z 2
p 2
q 2 1
or
2
R
z 2
2 2
z z
1
x y
2. Find the partial Differential Equation by eliminating
arbitrary functions from z f ( x 2
y 2
)
SOLUTION
z f ( x y )......... .(1)
2 2
x
z
f ( x y ) 2 y ......( 3 )
' 2 2
y
(2)
By
(3)
z
x x
z y
y
p x
py qx 0
q y
3.Find Partial Differential Equation
by eliminating two arbitrary functions from
z yf ( x ) xg ( y )
SOLUTION
z yf ( x ) xg ( y )......( 1)
Differentiating both sides with respect to x and y
z
y f ( x ) g ( y )........( 2 )
x
z
f ( x ) x g ( y )........( 3 )
y
Again d . w .r. to x and yin equation (2)and(3)
z
2
f ( x ) g ( y )
xy
( x , y , z , a , f ( a )) 0.........( 3)
f (a ) 0..........(4)
a b
The eliminant of (3) and (4) if exists,
is called general solution
Standard types of first order equations
TYPE-I
The Partial Differential equation of the form
f ( p, q) 0
has solution
z ax by c with f ( a , b ) 0
TYPE-II
The Partial Differential Equation of the form
z px qy f ( p, q) is called Clairaut’s form
of pde , it’s solution is given by
z ax by f (a, b)
TYPE-III
If the pde is given by f ( z , p, q ) 0
then assume that
z ( x ay )
u x ay
z (u )
z z u z dz
p .1
x u x u du
z z u z dz
q .a a
y u y u du
The given pde can be written as
dz dz
f ( z , , a ) 0.And also this can
dx dy
be integrated to get solution
TYPE-IV
The pde of the form f ( x, p) g ( y, q) can be
solved by assuming
f (x, p) g( y, q) a
f (x, p) a p (x, a)
g( y, q) a q ( y, a)
z z
dz dx dy
x y
dz ( x, a ) dx ( y , a ) dy
Integrate the above equation to get solution
SOLVED PROBLEMS
1.Solve the pde p 2
q 1 and find the complete
b a 1 2
z ax ( a 1) y c
2
with
ab a b 0
b
a
b 1
b
z x by c.......(1)
b 1
z 1
x y 0
b b 1 2
z
1 0 no singular solution
c
To get general solution assume that
c g (b)
From eq (1)
b
z x by g ( b ).......( 2 )
b 1
z 1
x y g ( b ).......( 3 )
c b 1 2
is in Clairaut’s form
complete solution of (1) is
z ax by 1 a 2
b .......( 2 )
2
z a
x 0
a 1 a b
2 2
........( 3)
z b
y 0
b 1 a b
2 2
From (3)
2 2
a b
x
2
,y
2
1 a b
2 2
1 a b
2 2
a b
2 2
x y
2 2
1 a b
2 2
1
1 ( x 2
y 2
)
1 a b
2 2
2
a
ax 0
1 a b
2 2
2
b
by 0
1 a b
2 2
1
ax by 1 a b 2 2
0
1 a b
2 2
1
z 0 z 1 (x y )
2 2 2
1 a b
2 2
Solution
pde (1 x) p (2 y )q 3 z
z px qy ( 3 p 2 q )
Solution
Assume that z ( x ay )
u x ay
z (u )
z z u z dz
p .1
x u x u du
z z u z dz
q .a a
y u y u du
From given pde 2 2
dz 2 dz
p q z a z
2 2 2
du du
2
dz z
du 1 a
2
dz z dz 1
du
du 1 a
2
z 1 a 2
u
2 z b
1 a2
x ay
2 z b
1 a 2
6. Solve the pde zpq p q
Solution
Assume q ap
Substituting in given equation
zpap p ap
1 a 1 a
p ,q
az z
z z
dz dx dy
x y
1 a 1 a
dz dx dy
az z
zadz (1 a )( dx ady )
Integrating on both sides
a 2
z (1 a )( x ay ) b
2
7.Solve pde pq xy
z z
(or) ( )( ) xy
x y
Solution p q
x y
Assume that
p y
a
x q
y
p ax , q
a
y
dz pdx qdy axdx dy
a
Integrating on both sides
2 2
x y
z a b
2 2a
8. Solve the equation p q x y
2 2
Solution
p x y q a
2 2
p a x, q y a
dz pdx qdy a xdx y ady
integrating 2
3 3
z (a x) (y a) b
2 2
3
Equations reducible to the standard forms
m n
(i)If ( x p ) and ( y q ) occur in the pde as in
F(x p, y q) 0 Or in F ( z, x p, y q) 0
m n m n
1n
Case (a)
1m
Put x X and y Y
if m 1 ; n 1
z z X z m
p (1 m) x
x X x X
z z Y z
q (1 n) yn
y Y x Y
z
x p
m
(1 m ) P (1 m )
X
z
y q
n
(1 n ) Q (1 n )
Y
z z
where P, Q
X Y
Similarly F ( z, x m
p, y q) 0 reduces
n
F ( z, P, Q) 0
to
case(b)
If m 1 or n1
put log x X , log y Y
z 1
p px P
X x
z 1
q qy Q
Y y
k k k k
(ii)If (z p) and (z q) occur in pde as in F(z p, z q)
Or in f1(x, z p) f2 ( y, z q)
k k
1k
Case(a) Put z Z if
k 1
z z Z k `1 Z `1
z (1 k) z p (1 k) P
k
x Z x x
z z Z k `1 Z `1
z (1 k) z q (1 k) Q
k
y Z y y
Z Z
where P, Q
x y
Given pde reduces to
F ( P, Q) and f1(x, P) f2 ( y, Q)
Case(b) if k 1
log z Z
z z Z Z 1
z z p P
x Z x x
z z Z Z 1
z z q Q
y Z y y
Solved Problems
1.Solve p x q y z
2 4 2 4 2
2 2
px qy
2 2
Solution 1 .......( 1)
z z
m 2, n 2
k 1
1
x X 1 y Y log z Z
z z Z X 2 Z 2
p zx zx P
x Z X x X
z z Z Y 2 Z 2
q zy zy Q
y Z Y y Y
Z Z
where P, Q
X Y
2 2
px qy
P, Q
z z
(1)becomes
P 2
Q 1
2
P Q 1
2 2
Z aX bY c
a b
2 2
1, b 1 a 2
log z ax 2
1 a y c
2 2
2. Solve the pde p q z (x y )
2 2 2 2 2
SOLUTION
2 2
p q
( x y ).....(1)
2 2
z z
k 1 log z Z
z z Z Z 1
z z p P
x Z x x
z z Z Z 1
z z q Q
y Z y y
Eq(1) becomes
P Q ( x y ).....(2)
2 2 2 2
P x y Q a
2 2 2 2 2
2
a 1 x x 2
log z sinh (a x )
2
2 a 2
y (y a ) a
2 2
1 y
2
cosh b
2 2 a
Lagrange’s Linear Equation
dx dy dz
x y
2 2
( x y) z
d ( x y) dz
( x y )( x y ) ( x y ) z
d ( x y ) dz Integrating on both sides
( x y) z
log( x y ) log z log c 2
1
v (x y)z c2
The general solution is given by F(u, v) 0
1 1 1
F ( x y , ( x y) z ) 0
2.solve x (y z) y (z x)q z (x y)
2 2 2
dx dy dz
2 2
x ( y z ) y ( z x) z ( x y )
2
dx dy dz
2
x 2 y 2
z
( y z) ( z x) ( x y)
dx dy dz
2
2 2
x y z
( y z) ( z x) ( x y)
dx dy dz
2
2 2 0
x y z
Integrating on both sides
1 1 1
u a
x y z
1 1 1
x dx y dy z dz
x( y z) y( z x) z( x y)
1 1 1
x dx y dy z dz
x( y z) y( z x) z( x y)
dx dy dz
0 Integrating on both sides
x y z
v xyz b
The general solution is given by
1 1 1
F ( x y z , xyz) 0
or
f ( D, D) z F ( x, y ).........(1)
The complete solution of equation (1) consists
of two parts ,the complementary function and
particular integral.
The complementary function is complete
solution of equation of f ( D, D) z 0
Rules to find complementary function
Consider the equation
z
2
z2
z 2
k1 k2 0
x 2
xy y 2
or
(D k1DD k2 D ) z 0.............(2)
2 2
The auxiliary equation for (A.E) is given by
D k1DD k2 D 0
2 2
And by givingD m, D 1
becomes m k1m k 2 0....(3)
2
The A.E
Case 1
If the equation(3) has two distinct roots m1,m2
The complete solution of (2) is given by
( D k1 DD k 2 D ) z F ( x, y )
2 2
f ( D, D) z F ( x, y)
F ( x, y )
Particular Integral (P.I)
f ( D, D)
ax by
Case 1 If F ( x , y ) e
1 axby
then P.I= e
f ( D, D)
1 axby
e , f (a, b) 0
f (a, b)
a
If f (a, b) 0 and ( D D ) is
b
factor of f ( D, D) then
ax by
P.I xe
a
If f (a, b) 0 and ( D D ) 2 is
factor of f ( D , D ) b
2
x ax by
then P.I e
2
Case 2
F ( x , y ) sin( mx ny ) or cos( mx ny )
sin(mx ny) sin(mx ny)
P.I
f ( D , DD, D ) f (m ,mn,n )
2 2 2 2
Case 3 F ( x, y ) x y
m n
1
x y f ( D , D ) x y n
1 m
P.I m n
f ( D , D )
Solved problems
1.Find the solution of pde
( D D 3DD 3D D) z 0
3
3
2 2
Solution
The Auxiliary equation is given by
Solution
The Auxiliary equation is given by
m 3 1 3m 3 m 2 0
D m, D 1
By taking
m 1,1,1 .
Complete solution f1(y x) xf2(y x) x f3(y x)
2
Solution
The Auxiliary equation is given by
m 4m 5m 0
3 2
m 0 ,1, 5
z f1 ( y ) f 2 ( y x ) f 3 ( y 5 x )
3. Solve the pde (D2 D2 )z 0
Solution
the A.E is given by m 1 0
2
m i
z f1( y ix) f2 ( y ix)
4. Find the solution of pde
(D 3DD 4D ) z e
2 2 2 x4 y
Solution
Complete solution =
Complementary Function + Particular Integral
m 4 ,1
C.F 1( y x) 2 ( y 4x)
2 x4 y 2 x4 y
e e
P.I 2
D 3DD 4 D 2
36
Complete solution
C.F P.I
2x4 y
e
1( y x) 2 ( y 4x)
36
5.Solve (D 3DD 2D )z e
3 3 2x y x y
e
Solution
A.E m 3m 2
3
m 1,1,2.
C.F 1 ( y x) x2 ( y x) 3 ( y 2 x)
2x y 2x y
e e
P.I1 3
D 3DD 2D (D D) (D 2D)
2 3 2 2
2 x y 2 x y
e xe
P.I1
(D D) (D 2D)
2
9
x y x y
e e
P.I2 3
D 3DD 2D (D D) (D 2D)
2 3 2 2
2
x x y
P.I2 e
6
Solution
1
( D DD ) z cos( x 2 y ) cos( x 2 y )
2
2
A.E m m 0
2
m 0,1
C .F 1 ( y x ) 2 ( y )
cos(x 2y) cos(x 2y)
P.I1 2 cos(x 2y)
(D DD) ((1) (2))
cos(x 2 y) cos(x 2 y) cos(x 2 y)
P.I 2 2
(D DD) ((1) (2)) 3
1
z 1 ( y x) 2 ( y x) cos(x 2 y) cos(x 2 y)
3
7.Solve
2
(D DD 6D )z x y
2 2 2
Solution A.E m 2 m 6 0
m 2,3.
C.F 1( y 2x) 2 ( y 3x)
2 2
x y
P.I 2
D DD 6D 2
1
1 D D 2
2 2
2 1 6 2 x y
D D D
D D D
2 2 2
D 2 2
D 1 6 2 6 2 x y
2
D D D D
D D 2 D 2 2 2
1
2
D 6 2 2
x y
D D D
2 2 2x2y 2x2 2x2
x y
2
D 6 2 2
D D D
2 2x3y 2x 4
2x 4
D 2
x y
2
6
3 12 12
2 2 2x3y 2x 4
D x y
2
8
3 12
x4y 2
2x5y 2x6
12 60 90
7.Solve ( D 2 5DD 6 D2 ) z y sin x
Solution
A.E is m 5m 6 0
2
m 3, m 2 .
C.F 1 ( y 3x) 2 ( y 2 x)
P.I
y sin x
D 5 DD 6 D
2 2
y sin x
( D 3D)( D 2 D)
1 y sin x
( D 3D) ( D 2 D)
1
( D 3D)
(a 2 x) sin xdx
1
a cos x 2( x cos x sin x)
( D 3D)
1
2 x cos x 2 sin x ( y 2 x) cos x
( D 3D)
y sin x y sin x
P .I 2
D 5DD 6 D 2
( D 3 D )( D 2 D )
1 y sin x
( D 3D ) ( D 2 D )
1
here
( D 3 D ) ( a 2 x ) sin xdx
a y 2x
1
a cos x 2 ( x cos x sin x )
( D 3 D )
1
2 x cos x 2 sin x ( y 2 x ) cos x
( D 3 D )
1
y cosx 2sin x
(D 3D)
here
((b 3x) cosx 2 sin x)dx
b y 3x
b sin x 2 cosx 3(x sin x cosx)
( y 3x) sin x 2 cosx 3( x sin x cosx)
5cosx y sin x
Non Homogeneous Linear PDES
Ex
( D 3D D 4 D ) z e
2 2 2 x 3 y
Complete Solution
= Complementary Function + Particular Integral
( D m1D c1 )(D m2 D c2 ) z F ( x, y)
C.F e ( y m1 x) e ( y m2 x)
c1x c2 x
1.Solve ( D DD D ) z x
2 2
Solution
f (D, D ) D DD D D(D D 1)
2
C . F e x 1 ( y x ) 2 ( y )
1
x 2
1 (D 1) 2
P.I 2 2 1 x
D DD D D D
1 2 (D 1) 2 (D 1) 2
2
2 x x x ......
D D D
1 2 x x x
3 4
x 4
x 5 6
2 x
D 3 12 3.4 3.4.5 12.5.6
2.Solve ( D D 1)( D 2 D 3) z 4
Solution
4
z e 1 ( y x ) e 1 ( y 2 x )
x 3x