Dept.

of Mathematics

Unit-II: PARTIAL DIFFERENTIAL

EQUATIONS-I
Course Learning Objectives:

Compute the solution of linear partial differential equations that arise in physical situations.

Introduction
Partial Differential Equations (often referred to as PDEs) frequently arise in the study or
formulation of fundamental laws of nature and in the mathematical analysis of wide vari-
ety of problems in applied mathematics, mathematical physics and engineering sciences.
Historically PDEs originated from the study of surfaces in geometry and for solving wide
variety of problems in mechanics. Many physical problems in science and engineering,
when formulated mathematically, give rise to PDEs. In order to understand the behavior
of the mathematical model it is necessary to have some knowledge about the mathematical
character, properties and the solution of the governing PDE. Many physical processes funda-
mental to science and engineering are governed by PDEs, that is, equations involving partial
derivatives. The most familiar of these processes are heat conduction and wave propagation.
A PDE is an equation involving one or more partial derivatives of a (unknown) function
u or z that depends on two or more variables, often time t and one or more independent
variables in space.
The most important PDEs are the wave equations that can model the vibrating string and
the vibrating membrane, the heat equation for temperature in a bar or wire and the Laplace
equation for electrostatic potentials. PDEs are very important in dynamics, elasticity, heat
transfer, electromagnetic theory and quantum mechanics. They have a much wider range of
applications than ODEs, which can model only the simplest physical systems.
A PDE for a function u(x, y, . . .) is a relationship between u and x, y, . . . and its partial
derivatives ux , uy , uyy , uxx , uxy , . . . and can be expressed as

F (x, y, . . . , u, ux , uy , uyy , uxx , uxy , . . .) = 0. (1)

where F is some function of all or some of its arguments.

An order of a PDE is the order of the highest order derivatives in the PDE.
The general PDE of first order is of the form

F (x, y, . . . , u, ux , uy ) = 0. (2)

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The general PDE of second order is of the form

F (x, y, . . . , u, ux , uy , uxx , uxy , uyy ) = 0. (3)

Following notations are used in the future course of study.

ux = p, uy = q, uxx = r, uxy = s, uyy = t.

Formation of PDE:
Partial differential equation can be formed by two methods

(i) By the elimination of arbitrary constants,

(ii) By the elimination of arbitrary functions

from a given relation involving three or more variables.

(i) Formation of PDE by the elimination of arbitrary constants

Example 1. Form the PDE by eliminating the arbitrary constants a and b from the relation
z = (x − a)2 + (y − b)2 .

Solution: Given
z = (x − a)2 + (y − b)2 (4)

Differentiating the above equation partially w.r.t. ‘x’, we get

∂z
= 2(x − a) ⇒ p = 2(x − a) (5)
∂x
Now differentiating the given equation partially w.r.t. ‘y’, we get

∂z
= 2(y − b) ⇒ q = 2(y − b) (6)
∂y

Now our aim is to eliminate the arbitrary constants a and b from the above equations. Sub-
stituting the equations (5) and (6) in the given equation (4), we get
 p 2  q 2
z= + ⇒ 4z = p2 + q 2
2 2
is the required first order PDE.

Example 2. Form the PDE by eliminating the arbitrary constants a and b from the relation
√
z = xy + y x2 − a2 + b.

Solution: Given
√
z = xy + y x2 − a2 + b (7)
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Differentiating the above equation partially w.r.t. ‘x’ and ‘y’, we get

∂z 1 1
=y+y √ 2x ⇒ p = y + xy √ (8)
∂x 2
2 x −a 2 x − a2
2

∂z √ √
= x + x 2 − a2 ⇒ q − x = x 2 − a2 (9)
∂y

substituting the equation (9) in (8), we get

1
p = y + xy ⇒ (p − y)(q − x) = xy
q−x

is the required first order PDE.

Example 3. Form the PDE by eliminating the arbitrary constants a, b and c from the relation
z = ax + by + cxy.

Solution: Given
z = ax + by + cxy (10)

Differentiating the above equation partially w.r.t. ‘x’ and ‘y’, we get

∂z
= a + cy ⇒ p = a + cy (11)
∂x
∂z
= b + cx ⇒ q = b + cx. (12)
∂y

It is not possible to eliminate the arbitrary constants from the above three equations.
∴ differentiate equation(11) partially w.r.t. ‘y’,

∂ ∂z ∂ 2z
=c⇒ =c (13)
∂y ∂x ∂y∂x

substituting the equation (13) in equations (11) and (12), we get

p = a + sy ⇒ a = p − sy (14)
q = b + sx ⇒ b = q − sx (15)

Now substituting the equations (13), (14) and (15) in the given equation (10), we get

z = (p − sy)x + (q − sx)y + sxy ⇒ z = px + py − sxy

is the required 2nd order PDE.

Exercise:

(i) Form a PDE which represents a family of spheres of all whose radius is k (parameter)
and whose centers lie in the xy−plane. Hint: (x − a)2 + (y − b)2 + z 2 = k 2 .
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(ii) Form the PDE representing all planes that are at a constant perpendicular distance d
from the origin.

(iii) Form the PDE by eliminating the arbitrary constants a and b from the relation
z = ax + by + ab.

(iv) Form a PDE by eliminating th arbitrary constants a, b and c from the relation
x2 y 2 z 2
+ 2 + 2 = 1.
a2 b c

(ii) Formation of PDE by elimination of arbitrary functions from a given relation in-
volving three or more variables

Example 4. Form a PDE by eliminating the arbitrary function from the relation
z = f (x2 − y 2 ).

Solution: Given
z = f (x2 − y 2 ) (16)

We need to eliminate the function f , differentiating the above equation partially w.r.t. ‘x’,
we get
∂z
= f 0 (x2 − y 2 ) × (2x − 0) ⇒ p = 2xf 0 (x2 − y 2 ). (17)
∂x
Now differentiating the given equation partially w.r.t, ‘y’, we get

∂z
= f 0 (x2 − y 2 ) × (0 − 2y) ⇒ q = −2yf 0 (x2 − y 2 ). (18)
∂y

Dividing the equation (17) by (18), we get

p 2xf 0 (x2 − y 2 ) p −x
= ⇒ = ⇒ xq + yp = 0
q −2yf 0 (x2 − y 2 ) q y

is the required first order PDE.

Example 5. Form a PDE by eliminating the arbitrary function φ from the relation
z = emy φ(x − y), where m is a constant.

Solution: Given
z = emy φ(x − y) (19)

differentiating the above equation partially w.r.t. ‘x’ and ‘y’, we get

∂z
= emy φ0 (x − y) ⇒ p = emy φ0 (x − y) (20)
∂x
∂z
= emy φ0 (x − y)(0 − 1) + emy (m)φ(x − y)
∂y
⇒ q = −emy φ0 (x − y) + memy φ(x − y) (21)
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using equations (19) and (20) in the above equation (21), we get

q = −p + mz ⇒ p + q = mz

is the required first order PDE.

Example 6. Form a PDE by eliminating the arbitrary functions f and g from the relation
u = f (x + at) + g(x − at).

Solution: Given
u = f (x + at) + g(x − at) (22)

differentiating the above equation partially w.r.t. ‘x’ and ‘t’, we get

∂u
= f 0 (x + at) + g 0 (x − at) (23)
∂x
∂u
= f 0 (x + at)(a) + g 0 (x − at)(−a) (24)
∂t
differentiating the above equations (23) and (24) partially w.r.t. ‘x’ and ‘t’ respectively, we
get

∂ 2u
= f 00 (x + at) + g 00 (x − at) (25)
∂x2
∂ 2u
= a2 f 00 (x + at) + a2 g 00 (x − at) = a2 (f 00 (x + at) + g 00 (x − at)) (26)
∂t2
using equation (25) in the above equation (26), we get

∂ 2u 2
2∂ u
= a
∂t2 ∂x2
is the required second order PDE.

Exercise: Form the PDE by eliminating arbitrary functions for the following

(i) φ(x2 + 2yz, y 2 + 2zx) = 0

(ii) f (x2 + y 2 , z − zy) = 0

(iii) z = y 2 + 2f (1/x + log y)

xy
(iv) z = f ( )
z
(v) f (z/x3 , y/x) = 0.

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Solution of PDE

Solution of Lagrange’s linear equation

A partial differential equation of the first order is called linear if it is of the first degree in p
and q. The first order linear partial differential equation of the form P p + Qq = R, where
P , Q and R are functions of x, y, z is known as Lagranges Linear equation

Working Rule to solve the equation P p + Qq = R

dx dy dz
1 Write the equation in the form = = which is known as subsidiary equa-
P Q R
tions.

2 Find two independent integrals of these subsidiary equations say u = c1 and v = c2

then the general solution is given by f (u, v) = 0 or u = f (v) where f is arbitrary
function.

Example 7. Solve xp + yq = z.

Solution: Given xp + yq = z which is of the form P p + Qq = R.

Here P = x, Q = y, R = z.
The subsidiary equation is given by

dx dy dz
= =
P Q R
dx dy dz
= =
x y z

Taking 1st and 2nd ratios Taking 2nd and 3rd ratios
dx dy dy dz
= =
x y y z
Integrating, Integrating,

log x = log y + log c1 log y = log z + log c2

log x − log y = log c1 log y − log z = log c2

x y
log = log c1 log = log c2
y z
y
x = c2
= c1 z
y
∴ the solution of the given PDE is given by f (c1 , c2 ) = 0 ⇒ f (x/y, y/z) = 0.
y2z
Example 8. Solve p + xzq = y 2 .
x
y2z
Solution: Given p + xzq = y 2 which is of the form P p + Qq = R.
x
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y2z
Here P = , Q = xz, R = y 2 .
x
The subsidiary equation is given by

dx dy dz dx dy dz
= = ⇒ y2 z = = 2
P Q R xz y
x

Taking 1st and 2nd ratios Taking 1st and 3rd ratios
x dx dy x dx dz
= = 2
y2z xz 2
y z y
⇒ x dx = y 2 dy
2
⇒ xdx = zdz
Integrating, Integrating,
x3 y3 x2 z2
= +c = +c
3 3 2 2
⇒ x 3 − y 3 = c1 . ⇒ x 2 − z 2 = c2 .
∴ the solution of the given PDE is given by
f (c1 , c2 ) = 0 ⇒ f (x3 − y 3 , x2 − z 2 ) = 0.

Example 9. Solve (z − y)p + (x − z)q = (y − x).

Solution: Given (z − y)p + (x − z)q = (y − x) which is of the form P p + Qq = R.

Here P = z − y, Q = x − z, R = y − z.
The subsidiary equation is given by

dx dy dz dx dy dz
= = ⇒ = =
P Q R z−y x−z y−z

Choosing x, y, z as the multipliers, we get

Choosing 1, 1, 1 as the multipliers, we get
each ratio
each ratio xdx + ydy + zdz
dx + dy + dz = =0
= =0 xz − xy + yx − yz + zy − zx
z−y+x−z+y−x ⇒ xdx + ydy + zdz = 0
⇒ dx + dy + dz = 0
Integrating,
Integrating, x2 y 2 z 2
+ + =c
x + y + z = c1 . 2 2 2
⇒ x 2 + y 2 + z 2 = c2 .
∴ the solution of the given PDE is given by
f (c1 , c2 ) = 0 ⇒ f (x + y + z, x2 + y 2 + z 2 ) = 0.

Example 10. Solve (z 2 − 2yz − y 2 )p + (xy + zxz)q = xy − zx.

Solution: Given (z 2 −2yz−y 2 )p+(xy+zx)q = xy−zx which is of the form P p+Qq = R.

Here P = z 2 − 2yz − y 2 , Q = xy + zx, R = xy − zx.
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The subsidiary equation is given by

dx dy dz
= =
P Q R
dx dy dz
= =
z 2 − 2yz − y 2 xy + zx xy − zx

Taking 2nd and 3rd ratios

dy dz Choosing x, y, z as the multipliers, we get
=
x(y + z) x(y − z) each ratio
⇒ (y − z)dy = (y + z)dz xdx + ydy + zdz
= =0
⇒ ydy − zdy = ydz + zdz xz 2
− 2xyz − xy 2 + xy 2 + xyz + xyz − z 2 x
⇒ xdx + ydy + zdz = 0
⇒ ydy − zdy − ydz − zdz = 0
Integrating,
⇒ ydy − d(yz) − zdz = 0 x2 y 2 z 2
+ + =c
Integrating, 2 2 2
y2 z2 ⇒ x 2 + y 2 + z 2 = c2 .
− yz − =c
2 2
⇒ y 2 − 2yz − z 2 = c1 .
∴ the solution of the given PDE is given by
f (c1 , c2 ) = 0 ⇒ f (y 2 − 2yz − z 2 , x2 + y 2 + z 2 ) = 0.

Exercise: Solve the following PDE’s

(i) (mz − ny)p + (nx − lz)q = ly − mx

(ii) xzp + yzq = xy

(iii) (y 2 + z 2 )p + x(yq − z) = 0

Solution of partial differential equations by method of separation of

variables
Separation of variables is a powerful technigue to solve PDE.
For a PDE in the function u of two independent variables x and y, assume a solution in the
form
u(x, y) = X(x)Y )(y), (27)

where X(x) is a function of x alone and Y (y) is a function of y alone. Then substituting u
and its derivatives, reduces the PDE to the form

f (X, X 0 , X 00 , ...) = g(Y, Y 0 , Y 00 , ...), (28)

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which is separable in X and Y .

Since LHS of equation (28) is a function of x alone and RHS of (28) is a function of y
alone, then equation (28) must be equal to a common constant say k.
Thus the equation (28) reduces to

f (X, X 0 , X 00 , ...) = k, (29)

g(Y, Y 0 , Y 00 , ...) = k. (30)

Thus the determination of solution to PDE reduces to the determination of solution to the
ODE and solving equations (29) and (30) gives the solution of the given PDE.

Example 11. Solve uxx − uy = 0 by the method of separation of variables.

Solution: Given PDE is

uxx − uy = 0 (31)

Assume the solution of the given PDE (31) to be of the form

u(x, y) = X(x)Y (y) (32)

differentiating the equation (32) w.r.t. ‘x’ and ‘y’, we get

dX d d2 X dY
ux = Y , uxx = (ux ) = Y and u y = X (33)
dx dx dx2 dy
2
dX dY
∴ (31) ⇒ Y − X =0
dx2 dy
d2 X dY
⇒Y = X .
dx2 dy

Separating the variables X and Y , we get

1 d2 X 1 dY
2
= = k, a constant (say) (34)
X dx Y dy

considering

1 d2 X
=k (35)
X dx2
d2 X
⇒ = kX
dx2
d2 X
⇒ − kX = 0 (36)
dx2

which is a 1st order homogeneous linear differential equation (LDE) with constant coeffi-

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cients, to solve this we consider the auxiliary equation which is given by

√
m2 − k = 0 ⇒ m = ± k.

∴ the solution of the LDE (36) is given by

√ √
X(x) = c1 e kx
+ c2 e− kx
.

Now consider
1 dY dY
=k⇒ = kdy (by separating the variables)
Y dy Y

on integration,

Y
log Y = ky + log c3 ⇒ log Y − log c = ky ⇒ log = ky ⇒ Y (y) = c3 eky (37)
c3

∴ now by substituting both X(x) and Y (y) in the assumed u(x, y) = X(x)Y (y), we get
 √ √ 
u(x, y) = c1 e kx + c2 e− kx c3 eky

which is the required solution of the given PDE.

∂u ∂u
Example 12. Solve by the method of separation of variables = 2 + u given that
∂x ∂t
u(x, 0) = 6e−3x .

Solution: Given PDE is

∂u ∂u
=2 + u. (38)
∂x ∂t
Assume the solution of the given PDE (38) to be of the form

u(x, t) = X(x)T (t). (39)

Differentiating the equation (39) w.r.t. ‘x’ and ‘t’, we get

dX dT
ux = T and ut = X (40)
dx dt  
dX dT dT
∴ (38) ⇒ T = 2X + XT = X 2 +T (41)
dx dt dt

separating the variables

1 dX 2 dT
⇒ = + 1 = −p2 (say) (42)
X dx T dt

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considering Now consider

1 dX 2 dT
= −p2 + 1 = −p2
X dx T dt
separating the variables dT (p2 + 1)
=− dt (byseparating the variables)
dX T 2
⇒ = −p2 dx on integrating, we get
x
on integration (p2 + 1)
log T = − t + log c2
2
⇒ log X = −p2 x + log c1
(p2 + 1)
2x − t
⇒ X = c1 e−p ⇒ T = c2 e 2
now by substituting both X(x) and T (t) in the assumed u(x, t) = X(x)T (t), we get

(p2 + 1) 2 x−
(p2 + 1)
2 − t −p t
u(x, t) = c1 e−p x c2 e 2 = c1 c2 e 2 . (43)

Next, in order to find the values of the arbitrary constants c1 and c2 , making use of the given
initial condition u(x, 0) = 6e−3x ,
i.e., putting t = 0 in the equation (43), we get
2
6e−3x = c1 c2 e−p x ⇒ c1 c2 = 6 and p2 = 3.
Substituting these values in the equation (43), we get

u(x, t) = 6e−3x−2t (44)

which is the required solution of the given PDE.

Solution of Wave equation in one dimension by the method of separation of variables

∂ 2u 2
2∂ u
= c , (45)
∂t2 ∂x2
T
where c2 = the phase speed, T is the tension, and ρ density of the string.
ρ

Solution: Assume the separable solution to the given PDE (45) in the form

u(x, t) = X(x)T (t) (46)

differentiating the equation (46) twice both w.r.t. ‘x’ and ‘t’, we get

dX d2 X dT d2 T
ux = T , uxx = T 2 , ut = X and utt = X 2 (47)
dx dx dt dt
d2 T d2
X
∴ (45) ⇒ X 2 = c2 T 2 .
dt dx

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Separating the variables

1 d2 T 1 d2 X
⇒ = = k (say). (48)
c2 T dt2 X dx2
Here k can be 0, +ve, −ve, we need to find the solution for all the three cases.
Case i: When k = 0

From eqution (48) we have From eqution (48) we have

d2 T d2 X
=0 =0
dt2 dx2
On integration,we get On integration,we get
dT dX
= c1 = c3
dt dx
Once again on integration,we get Once again on integration,we get
T (t) = c1 t + c2 . X(x) = c3 x + c4 .
Substituting these values in the equation (46), we get

u(x, t) = (c3 + c4 x) (c1 + c2 t) (49)

which is the required solution of the given PDE.

Case ii: When k is +ve, let k = p2

From eqution (48) we have From eqution (48) we have

(D2 − c2 p2 )T = 0 (D2 − p2 )X = 0
Then the A.E. is given by Then the A.E. is given by
m2 − c2 p2 = 0 ⇒ m = ±cp m2 − p2 = 0 ⇒ m = ±p
∴ the solution is given by ∴ the solution is given by
T (t) = c5 ecpt + c6 e−cpt X(x) = c7 epx + c8 e−px
Substituting these values in the equation (46), we get

u(x, t) = c7 epx + c8 e−px c5 ecpt + c6 e−cpt

(50)

which is the required solution of the given PDE.

Case iii: When k is −ve, let k = −p2

From eqution (48) we have From eqution (48) we have

(D2 + c2 p2 )T = 0 (D2 + p2 )X = 0
Then the A.E. is given by Then the A.E. is given by
m2 + c2 p2 = 0 ⇒ m = ±icp m2 + p2 = 0 ⇒ m = ±ip
⇒ T (t) = c9 cos(cpt) + c10 sin(cpt) ⇒ X(x) = c11 cos(px) + c12 sin(px)
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Substituting these values in the equation (46), we get

u(x, t) = (c9 cos(cpt) + c10 sin(cpt)) (c11 cos(px) + c12 sin(px)) (51)

which is the required solution of the given PDE.

Of these three solutions, we have to choose the solution which is consistent with the
physical nature of the problem. As we will be dealing with problems on vibrations, u must
be a periodic function of x and t. Accordingly the solution given in case(iii) is the only best
suitable solution of the wave equation. i.e.

u(x, t) = (c11 cos(px) + c12 sin(px)) (c9 cos(cpt) + c10 sin(cpt)) . (52)

Solution of Heat equation in one dimension by the method of separation of variables

∂u ∂ 2u
= c2 2 , (53)
∂t ∂x
K
where c2 = the thermal diffusivity, K thermal conductivity, s specific heat, and ρ density
sρ
of the material of the body.
Solution: Assume the solution of the given PDE (53) to be of the form

u(x, t) = X(x)T (t) (54)

differentiating the equation (54) w.r.t. ‘x’ and ‘t’, we get

dX d2 X dT
ux = T , uxx = T 2 and ut = X (55)
dx dx dt
2
dT dX
∴ (53) ⇒ X = c2 T 2
dt dx
separating the variables
1 d2 X 1 dT
⇒ 2
= 2 = k (say) (56)
X dx c T dt
Here k can be 0, +ve, −ve, we need to find the solution for all the three cases.
Case i: When k = 0

From eqution (56) we have

d2 X
From eqution (56) we have =0
dT dx2
=0 On integration,we get
dt dX
On integration,we get = c2
dx
T (t) = c1 . Once again on integration,we get
X(x) = c2 x + c3 .

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Substituting these values in the equation (54), we get

u(x, t) = c1 (c2 x + c3 ) (57)

which is the required solution of the given PDE.

Case ii: When k = +ve, let k = p2

From eqution (56) we have From eqution (56) we have

(D − c2 p2 )T = 0 D 2 X − p2 X = 0
Then the A.E. is given by Then the A.E. is given by
m − c2 p 2 = 0 ⇒ m = c2 p 2 m2 − p2 = 0 ⇒ m = ±p
∴ the solution is given by ∴ the solution is given by
2 2
T (t) = c4 ec p t X(x) = c5 epx + c6 e−px
Substituting these values in the equation (54), we get

2 p2 t
u(x, t) = c4 ec c5 epx + c6 e−px


(58)

which is the required solution of the given PDE.

Case iii: When k = −ve, let k = −p2

From eqution (56) we have From eqution (56) we have

(D + c2 p2 )T = 0 D 2 X + p2 X = 0
Then the A.E. is given by Then the A.E. is given by
2 2 2 2
m + c p = 0 ⇒ m = −c p m2 + p2 = 0 ⇒ m = ±pi
∴ the solution is given by ∴ the solution is given by
−c2 p2 t
T (t) = c7 e X(x) = c8 cos(px) + c9 sin(px)
Substituting these values in the equation (54), we get

2 p2 t
u(x, t) = (c8 cos(px) + c9 sin(px)) c7 e−c (59)

which is the required solution of the given PDE.

Of these three solutions, we have to choose the solution which is consistent with the
physical nature of the problem. As we will be dealing with problems on heat conduction,
accordingly the solution given in case(iii) is the only best suitable solution of the wave
equation. i.e.
2 2
u(x, t) = (c8 cos(px) + c9 sin(px)) c7 e−c p t . (60)

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Solution of Laplace equation in two dimension by the method of separation of variables

∂ 2u ∂ 2u
+ =0 (61)
∂x2 ∂y 2
Solution: Assume the solution of the given PDE (61) to be of the form

u(x, y) = X(x)Y (y) (62)

differentiating the equation (62) w.r.t. ‘x’ and ‘y’ twice, we get

dX d2 X dY d2 Y
ux = Y , uxx = Y , uy = X and uyy = X (63)
dx dx2 dy dy 2
d2 X d2 Y
∴ (61) ⇒ Y + X =0
dx2 dy 2

separating the variables

1 d2 X 1 d2 Y
⇒ = − = k (say) (64)
X dx2 Y dy 2

Here k can be 0, +ve, −ve, we need to find the solution for all the three cases.
Case i: When k = 0

d2 X d2 Y
From eqution (64) we have, =0 From eqution (64) we have, =0
dx2 dy 2
On integration,we get On integration,we get
dX dY
= c1 = c3
dx dy
Once again on integration,we get Once again on integration,we get
X(x) = c1 x + c2 X(x) = c3 y + c4
Substituting these values in the equation (62), we get

u(x, y) = (c1 x + c2 ) (c3 y + c4 ) (65)

which is the required solution of the given PDE.

Case ii: When k = +ve, let k = p2

From eqution (64) we have From eqution (64) we have

D 2 X − p2 X = 0 D 2 Y + p2 Y = 0
Then the A.E. is given by Then the A.E. is given by
m2 − p2 = 0 ⇒ m = ±p m2 + p2 = 0 ⇒ m = ±pi
∴ the solution is given by ∴ the solution is given by
X(x) = c5 epx + c6 e−px X(x) = c7 cos(py) + c8 sin(py)

Fourth Semester 15 Applied Mathematics-IV [16MA41C]

 Dept. of Mathematics

Substituting these values in the equation (62), we get

u(x, y) = c5 epx + c6 e−px (c7 cos(py) + c8 sin(py))

(66)

which is the required solution of the given PDE.

Case iii: When k = −ve, let k = −p2

From eqution (64) we have From eqution (64) we have

D 2 X + p2 X = 0 D 2 Y − p2 Y = 0
Then the A.E. is given by Then the A.E. is given by
m2 + p2 = 0 ⇒ m = ±pi m2 − p2 = 0 ⇒ m = ±p
∴ the solution is given by ∴ the solution is given by
X(x) = c9 cos(px) + c10 sin(px) Y (y) = c11 epy + c12 e−py
Substituting these values in the equation (62), we get

u(x, y) = (c9 cos(px) + c10 sin(px)) c11 epy + c12 e−py

(67)

which is the required solution of the given PDE.

Of these three solutions, we have to choose that solution which is consistent with the
given boundary conditions. If boundary line on which u is specified to be non-zero is parallel
to the x-axis (y constant) then the solution of the form given by case (iii) is used. If boundary
line on which u is specified to be non-zero is parallel to the y-axis (x constant) then the
solution of the form given by case (ii) is used.

Fourth Semester 16 Applied Mathematics-IV [16MA41C]