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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

UNIT-IV

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 113


MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

PARTIAL DIFFERENTIAL EQUATIONS

Introduction

Partial differential equations are used to mathematically formulate ,and thus aid the
solution of physical and other problems involving functions of several variables ,such as the
propagation of heat or sound , fluid flow , elasticity , electro statistics, electro dynamics, etc.

Fluid mechanics, heat and mass transfer, and electromagnetic theory are all modeled by
partial differential equations and all have plenty of real life applications.

For example,

x Fluid mechanics is used to understand how the circulatory system works, how to
get rockets and planes to fly, and even to some extent how the weather behaves.
x Heat and mass transfer is used to understand how drug delivery devices work, how
kidney dialysis works, and how to control heat for temperatute-sensitive things. It
probably also explains why thermoses work!
x Electromagnetism is used for all electricity out there, and everything that involves
light at all, from X rays to pulse oximetry and laser pointers.
Definition:

An equation which involves a dependent variable and its derivatives with respect to two or
more independent variables is called partial differential equation.

Ex: ‫  ݔ‬൅ Ͷ‫  ݕ‬ൌ ʹ‫ ݖ‬൅ ͵‫ݕݔ‬

డ௭ డ௭ డమ௭ డ మ௭ డమ௭
Notations: ‫ ݌‬ൌ ǡ‫ ݍ‬ൌ ǡ‫ ݎ‬ൌ మǡ‫ ݏ‬ൌ ǡ‫ ݐ‬ൌ
డ௫ డ௬ డ௫ డ௫డ௬ డ௬ మ

Linear & non linear P.D.E:

If the partial derivatives of the dependent variable occur in first degree only and
separately, Such a P.D.E is said to the linear P.D.E, otherwise it is said as non –linear P.D.E

Formation of partial differential equations:

Partial Differential equations can be formed by two methods

1.By the elimination of arbitrary constants

2.By the elimination of arbitrary functions

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

1.By elimination of arbitrary constants


Let the given function be ݂ሺ‫ݔ‬ǡ ‫ݕ‬ǡ ‫ݖ‬ǡ ܽǡ ܾሻ ൌ Ͳ ǥ ǥ ǥ Ǥ ሺͳሻ where a and b are arbitrary
constants.
To eliminate a and b, differentiating (1) partially w.r.t.‘‫’ݕ‘݀݊ܽ’ݔ‬
wf wf wz wf wf
 . 0Ÿ  . p 0 ……………….(2) and
wx wz wx wx wz
wf wf wz wf wf ……………….(3)
 . 0Ÿ  .q 0
wy wz wy wy wz

Now eliminate the constants ܽ and ܾ from (1), (2) and (3). We get a partial differential
equation of the first order of the form. I x, y, z, p, q 0

Note : 1. If the number of arbitrary constants is equal to the number of variables, a partial
differential equation of first order can be obtained.
2.If the number of arbitrary constants is greater than the number of variables, a partial
differential equation of order higher than one can be obtained.

Solved Problems

ͳǤ Form the partial differential equation by eliminating the arbitrary constants


ࢇࢇ࢔ࢊ࢈ from (i) ࢠ ൌ ࢇ࢞ ൅ ࢈࢟ ൅ ࢇ࢈
Sol: we have ‫ ݖ‬ൌ ܽ‫ ݔ‬൅ ܾ‫ ݕ‬൅ ܾܽǤ Ǥ Ǥ Ǥ Ǥ Ǥ Ǥ ሺͳሻ
Differentiating (1) partially w.r.t. ‘‫’ݕ‘݀݊ܽ’ݔ‬, we get
wz
aŸ p a ……… (2) and wz b Ÿ q b ………..(3)
wx wy

Putting the values of a and b from equation (2) and (3) in (1), we get
‫ ݖ‬ൌ ‫ ݔ݌‬൅ ‫ ݕݍ‬൅ ‫ݍ݌‬
Which is the required partial differential equation
2. Form the partial differential equation by eliminating the arbitrary constants a and b
a
from (a) z ax  by  a 2  b2 (b) z ax  by  b
b
Sol: (a) we have z ax  by  a 2  b2 ....... (1)
Differentiating (1) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬, we get
wz wz
aŸ p a ……… (2) and b Ÿ q b ………..(3)
wx wy
Putting the values of a and b from equation (2) and (3) in (1), we get

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 115


MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

z px  qy  p 2  q 2

Which is the required partial differential equations


a
(b) We have z ax  by   b ……………(1)
b
Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get
wz wz
aŸ p a ..... (2) and b Ÿ q b ………… (3)
wx wy
Putting the values of a and b from equation (2) and (3) in (1), we get
p
z px  qy  q
q
Which is the required partial differential equation.
3. Form the partial differential equation by eliminating the arbitrary constants from

x  a  y  b  z2
2 2
r2

(OR )
Find the differential equation of all spheres of fixed radius having their centre on the
࢞࢟ െplane.
Sol: The equation of sphere of radius r having their centers on xy-plane is

x  a  y  b  z2
2 2
r 2 ……….(1)

Differentiating (1) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬, we get.


wz
2 x  a  2 z. 0 Ÿ x  a  zp 0 or x  a  zp o (2)
wx
wz
And 2 y  b  2 z. 0 or y  b  zq 0 or y  b  zq o (3)
2y
Putting the values of (x-a) and (y-b) from (2) and (3) in (1), we get

 zp   zq  z 2
2 2
r2

Which is the required partial differential equation.


ͶǤ Form the partial differential equation by eliminating the arbitrary constants a and b
from ࢠ ൌ  ሺ࢞ ൅ ࢇሻሺ࢟ ൅ ࢈ሻ
Sol:The given equation ‫ ݖ‬ൌ  ሺ‫ ݔ‬൅ ܽሻሺ‫ ݕ‬൅ ܾሻ െ െ െ െ െ െ െ െ െ െሺͳሻ
Differentiating (1) w.r.t., ‫ݔ‬
డ௭
P= = 1Ǥ ሺ‫ ݕ‬൅ ܾሻ െ െ െ െ െ െ െ െ െ െሺʹሻ
డ௫

Differentiating (1) w.r.t., ‫ݕ‬


డ௭
q= = 1Ǥ ሺ‫ ݔ‬൅ ܽሻ െ െ െ െ െ െ െ െ െ ሺ͵ሻ
డ௬

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

from (2ሻܲ ൌ ሺ‫ ݕ‬൅ ܾሻ


݂‫݉݋ݎ‬ሺ͵ሻ‫ ݍ‬ൌ ሺ‫ ݔ‬൅ ܽሻ
Substituting in (1) we get
‫ ݖ‬ൌ ‫݌‬Ǥ ‫ݍ‬
Which is the required partial differential equations
5. Form the partial differential by eliminating the arbitrary constants from
log az 1 x  ay  b

Sol: We have log az 1 x  ay  b ………….(1)

Differentiating (1) partially ‫ݓ‬Ǥ ‫ݎ‬Ǥ ‫ݐ‬Ǥ ‘‫’ݕ‘݀݊ܽ’ݔ‬ǡ we get


1 wz 1
.a. 1or ap 1or ap az  1 …………….(2)
az  1 wx az  1
1 wz
and a. a Ÿ aq az  1 a ………….(3)
az  1 wy
q
(3) y (2), gives a Ÿ ap q …………..(4)
p
Putting (4) in (2), we get
q
q z  1or pq qz  p or p q  1 q 2
p
Which is the required partial differential equation.
1 1
6.Form the differential equation by eliminating a and b from 2z x  a 2  y  a 2  b
1 1
Sol: We have 2z x  a 2  y  a 2  b …………..(1)
Differentiating (1) partially w.r.t. ‘‫’ݕ‘݀݊ܽ’ݔ‬, we have,
wz 1 1
2 2p Ÿ 4p
wx 2 xa xa
1
or xa
4p
1
or x  a o (2)
16 p 2
wz 1 1 1
And 2 or 2q or y  a
wy 2 ya 2 ya 4q

1
?yq o ………… (3)
16q 2
Adding (2) and (3), we get

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

1§ 1 1 ·
x y ¨ 2 2¸
16 © p q ¹

or 16 x  y p 2q 2 p2  q2

Which is the required partial differential equation.


7.Form the partial differential equation by eliminating the arbitrary constants a and b
from z ax3  by 3

Sol: We have z ax3  by 3 o (1)


Differentiating (1) partially w.r.t. ‘‫’ݕ‘݀݊ܽ’ݔ‬, we get
wz p
3ax 2 or p 3ax 2 Ÿ a o (2)
wx 3x 2
wz q
And 3by 2 or q 3by 2 Ÿ b o (3)
wy 3y2
Putting the values of ‘ܽ’ and ‘ܾ’ from (2) and (3) in (1), we get
p q
z x y
3 3
Or
3z px  qy

8.Form the partial differential equation by eliminating the arbitrary constants a and b
from ࢠ ൌ  ሺ࢞૛ ൅ ࢇሻሺ࢟૛ ൅ ࢈ሻ
Sol:The given equation ‫ ݖ‬ൌ  ሺ࢞૛ ൅ ࢇሻሺ࢟૛ ൅ ࢈ሻ െ െ െ െ െ െ െ െ െ െሺͳሻ
Differentiating (1) w.r.t.,‫ݔ‬
డ௭
p= = ʹ‫ݔ‬ሺ‫ ݕ‬ଶ ൅ ܾሻ െ െ െ െ െ െ െ െ െ െሺʹሻ
డ௫
‫݌‬
‫ ׵‬ሺ‫ ݕ‬ଶ ൅ ܾ ሻ ൌ
ʹ‫ݔ‬
Differentiating (1) w.r.tǤ ǡ ‫ݕ‬,we get
డ௭
q= = 2yሺ‫ ݔ‬ଶ ൅ ܽሻ െ െ െ െ െ െ െ െ െ ሺ͵ሻ
డ௬
‫ݍ‬
‫ ׵‬ሺ‫ ݔ‬ଶ ൅ ܽ ሻ ൌ 
ʹ‫ݕ‬
௣௤
Substituting in (1) we get ‫ ݖ‬ൌ implies that
ସ௫௬

‫ ݍ݌‬െ Ͷ‫ ݖݕݔ‬ൌ Ͳ

Which is the required partial differential equation.

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

9.Form the partial differential equation by eliminating the arbitrary constants from
ሺ࢞ െ ࢇሻ૛ ൅ ሺ࢟ െ ࢈ሻ૛ ൌ ࢠ૛ ‫ ܜܗ܋‬૛ ࢻ
Sol:Given ሺ‫ ݔ‬െ ܽሻଶ ൅ ሺ‫ ݕ‬െ ܾሻଶ ൌ ‫ ݖ‬ଶ …‘– ଶ ߙ……..(1)
Differentiating (1) w.r.t.,‫ݔ‬
ሺ‫ ݔ‬െ ܽሻ ൌ ‫ –‘…’ ݖ‬ଶ ߙ
Differentiating (1) w.r.t.,‫ݕ‬
ሺ‫ ݕ‬െ ܾሻ ൌ ‫ –‘…“ ݖ‬ଶ ߙ
Substituting (2),(3) in (1),we get
ሺ‫ –‘…’ ݖ‬ଶ ߙሻଶ ൅ ሺ‫ –‘…“ ݖ‬ଶ ߙሻଶ ൌ ‫ ݖ‬ଶ …‘– ଶ ߙ
‫׵‬The required Partial differential equation is
‫݌‬ଶ ൅ ‫ ݍ‬ଶ ൌ –ƒଶ ߙ

x2 y 2 z 2
10.Form the partial differential equation by eliminating a,b,c from   1
a 2 b2 c2
x2 y 2 z 2
Sol : Given   1 ….. (1)
a 2 b2 c2
Differentiating (1) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬.
2x 2z x z
 . p 0 or  . p 0 o (2)
a2 c2 a2 c2
2 y 2z y z
And 2
 2 .q 0 or 2  2 .q 0 o (3)
b c b c
Since it is not possible to eliminate ܽǡ ܾǡ ܿ from equation (1), (2) and (3). We require one
more relation.
Differentiating (2), partially w.r.t. ‘‫’ݔ‬, we get
1 1 § wp wz · 1 1 w2 z 1
 ¨ z.  p. ¸ 0 or  .z.  .p
a 2 c 2 © wx wx ¹ a 2 c 2 wx 2 c 2

1 1 p2 (4)
?  . zr  0o
a2 c2 c2

Multiplying (4) by ‘‫ ’ݔ‬and then subtracting (2) from it, we get


xp 2 z
.r  2  2 . p 0 or 2 xzr  xp 2  zp 0
xz 1
2
c c c c

? pz xp 2  xzr
Which is the required partial differential equation.

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

Formation of the partial differential equation by the elimination of arbitrary functions:


Derive a p.d.e by the elimination of the arbitrary function I from I u, v 0 where ‫ݑ‬ǡ ‫ ݒ‬are

functions of ‫ݔ‬ǡ ‫ݕ‬and‫ݖ‬Ǥ


I u, v 0 …. (1)
Differentaite partially equation (1) w.r.to. ‫ݔ‬ǡ ‫ݕ‬
wI § wu wu wz · wI § wv wv wz ·
¨  . ¸ ¨  . ¸ 0
wu © wx wz wx ¹ wv © wx wz wx ¹

wI § wu wu · wI § wv wv ·
i.e., ¨  p ¸ ¨ p ¸ 0 ……(2)
wu © wx wz ¹ wv © wx wz ¹

wI § w 4 w 4 · wI § wv wv ·
and ¨ q ¸ ¨ q ¸ 0 ……(3)
w 4 © wy wz ¹ wv © wy wz ¹
wI wI
Eliminating and from (2) and (3)
wu wv
§ wu wu ·§ wv wv · § wu wu · § wv wv ·
¨  p ¸¨  q ¸ ¨  q ¸¨  p¸
© wy wz ¹© wy wz ¹ © wy wz ¹ © wx wz ¹

§ wu wv wu wv · § wu wv wu wv · wu wv wu wv
i.e. ¨   ¸ p¨  ¸q 
© wy wz wz wy ¹ © wz wx wx wz ¹ wx wy wy wx

is the P.D.E after the elimination of I from I u, v 0. Written in a simpler form

w u, v w u, v w u, v
p q
w y, z w z, x w x, y

Above equation is generally written as pP+qQ=R where


wu wv wu wv wu wv wu wv wu wv wu wv
P  ,Q  and R 
wy wz wz wy wz wx wx wz wx wy wy wx
Solved Problems
1.Form a partial differential equation by eliminating the arbitrary function
ࢠ ൌ ࢌሺ࢞૛ ൅ ࢟૛ ሻ
Sol: We have ‫ ݖ‬ൌ ݂ ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻ ǥ Ǥ Ǥ ሺͳሻ
Put u x 2  y 2 , we have z f u o (2)

Differentiating (2) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬,


wz wu
f 1 u . f 1 u .2 x
wx wx
?p f 1 u 2 x o (3)

wz wu
And f 1 u . f 1 u .2 y
wy wy
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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

?q f 1 u 2 y o (4)

p f 1 u .2 x x
? 3 y 4 , gives
q f 1 u 2 y y

? py  qx 0

Which is the required partial differential equation.


2. Form a partial differential equation by eliminating the arbitrary
function࣐ሺ࢞૛ ൅ ࢟૛ ǡ ࢠ െ ࢞࢟ሻ ൌ ૙
Sol: Given ߮ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ǡ ‫ ݖ‬െ ‫ݕݔ‬ሻ ൌ Ͳ
This can be written as ‫ ݖ‬െ ‫ ݕݔ‬ൌf(‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻ--------------(1)
Now we have to eliminate ݂ from (1)
Differentiating (1) w.r.t., ‫ݔ‬
߲‫ݖ‬
െ ‫ ݕ‬ൌ ݂ ′ ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻሺʹ‫ݔ‬ሻ
߲‫ݔ‬
‫ ݌‬െ ‫ ݕ‬ൌ ݂ ′ ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻሺʹ‫ݔ‬ሻ--------(2)
Differentiating (2) w.r.t., ‫ݕ‬
‫ ݍ‬െ ‫ ݔ‬ൌ ݂ ′ ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻሺʹ‫ݕ‬ሻ--------(3)
Dividing (2) by (3)
p y – q x = ‫ݕ‬ଶ െ ‫ݔ‬ଶ
Which is the required partial differential equation.
3. Form a partial differential equation by eliminating the arbitrary function
from z f x2  y 2

Sol : We have z f x 2  y 2 o (1)

Put u x 2  y 2 , we have z f u o (2)

Differentiating (2) partially w.r.t. ‘‫’ݔ‬and‘y’,


wz wu
f 1 u . f 1 u .2 x
wx wx
?p f 1 u 2 x o (3)

Similarly we get
‫ ݍ‬ൌ െ݂ଵ (u)ʹ‫(ݕ‬4)
? 3 y 4 , gives
௣ ௫

௤ ି௬

‫ ݔ݌ ׵‬൅ ‫ ݕݍ‬ൌ Ͳ

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

Which is the required partial differential equation.


4. Form the partial differential equation by eliminating the arbitrary functions from
xyz f x2  y 2  z 2

Sol: We have xyz f x 2  y 2  z 2 o (1)

Differentiating (1) partially w.r.t. x and y


§ wz ·
yz  xy. p f 1 x 2  y 2  z 2 . ¨ 2 x  2 z. ¸
© wx ¹

(or) yz  xyp f 1 x 2  y 2  z 2 . 2 x  2 zp o (2)

And xz  xy.q f 1 x 2  y 2  z 2 . 2 y  2 z.q o (3)

? 2 y 3 , gives

yz  xyp 2 x  2 zp
xz  xyq 2 y  2 zq

yz  xyp y  zq xz  xyq x  zp
y 2 z  z 2 yq  xy 2 p  xyzpq x 2 z  x 2 zp  x 2 yq  xyzpq

x y2  z 2 p  y z 2  x2 q x 2
 y2 z

Which is the required partial differential equation.


5. Form the partial differential equation by eliminating the arbitrary functions
from ࢞࢟ࢠ ൌ ࢌሺ࢞ ൅ ࢟ ൅ ࢠሻ
Sol: Given equations ‫ ݖݕݔ‬ൌ ݂ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻ---------(1)
Differentiating (1) partially w.r.t. ‘x’
y(xp+z) = ݂ ′ ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻሺͳ ൅ ‫݌‬ሻ----------(2)
Differentiating (1) partially w.r.t. ‘x’
x(y q + z ) = ݂ ′ ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻሺͳ ൅ ‫ݍ‬ሻ------------(3)
୷ሺ୶୮ା୸ሻ ଵା௣
Dividing (2) by (3) ൌ
୶ሺ୷୯ା୸ሻ ଵା௤

ሺš’ ൅ œሻሺͳ ൅ “ሻ ൌ šሺ›“ ൅ œሻ(ͳ ൅ ‫݌‬ሻ


ሺ‫ ݕݔ‬െ ‫ ݔݖ‬ሻ‫ ݌‬൅ ሺ‫ ݖݕ‬െ ‫ݕݔ‬ሻ‫ ݍ‬ൌ ‫ ݔݖ‬െ ‫ݖݕ‬

‫ݔ‬ሺ‫ ݕ‬െ ‫ݖ‬ሻ‫ ݌‬൅ ‫ݕ‬ሺ‫ ݖ‬െ ‫ ݔ‬ሻ‫ ݍ‬ൌ ‫ݖ‬ሺ‫ ݔ‬െ ‫ݕ‬ሻ

Which is the required partial differential equation.

6. Form the partial differential equation by eliminating the arbitrary function

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

§ z ·
from xy  yz  zx f¨ ¸
© x y¹
§ z ·
Sol : We have xy  yz  zx f¨ ¸ o (1)
© x y¹
Differentiating (1) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬, we get

§ z · ª¬ x  y . p  z º¼
y  y. p  z  x. p f1¨ ¸ o (2)
© x y¹ x  y
2

§ z · ª¬ x  y q  z º¼
And x  z  yq  xq f1¨ ¸ o (3)
© x  y ¹ x  y
2

Dividing (2) by (3), we get

x  y p  y  z x  y p  z
x  y q  x  z x  y q  z

is the required partial differential equation.

7.Form the partial differential equation by eliminating the arbitrary function

from z f x  e y .g x

Sol: We have z f x  e y .g x o (1)


Differentiating (1) partially w.r.t. ‘x’ and y, we get
wz
f 1 x  e y .g 1 x or p f 1 x  e y .g 1 x o (2)
wx
wz y
And q e y .g x or e .g x o (3)
wy
Differentiating (3), partially w.r.t. ‘y’, we get

w2 z y wz
e . g x [using (3)]
wy 2 wy
w 2 z wz
?  0
wy 2 wy
?t  q 0

Which is the required P.D.E.

8.Form a partial differential equation by eliminating the arbitrary


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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

function࣐ሺ࢞૛ ൅ ࢟૛ ൅ ࢠ૛ ǡ ࢇ࢞ ൅ ࢈࢟ ൅ ࢉࢠሻ ൌ ૙
Sol: Given function can be written as

࢞૛ ൅ ࢟૛ ൅ ࢠ૛ ൌ ࢌሺࢇ࢞ ൅ ࢈࢟ ൅ ࢉࢠሻ ǥ ǥ ǥ ǥ ǥ ǥ ǥ ǥ ሺ૚ሻ

Differentiating (1) partially w.r.t. ‘‫ ’ݔ‬and ‘‫’ݕ‬,we get


ʹ‫ ݔ‬൅ ʹ‫ ݌ݖ‬ൌ  ሺࢇ ൅ ࢉ࢖ሻࢌ૚ ሺࢇ࢞ ൅ ࢈࢟ ൅ ࢉࢠሻ ǥ Ǥ ሺ૛ሻ
ܽ݊݀
ʹ‫ ݕ‬൅ ʹ‫ ݍݖ‬ൌ  ሺ࢈ ൅ ࢉࢗሻࢌ૚ ሺࢇ࢞ ൅ ࢈࢟ ൅ ࢉࢠሻ ǥ Ǥ ሺ૜ሻ
ሺ૛ሻ
implies
ሺ૜ሻ

࢞ାࢠ࢖ ሺࢇାࢉ࢖

࢟ାࢠࢗ ሺ࢈ାࢉࢗሻ

Which is the required complete solution of given Partial differential equation.

Solution Of Partial Differential Equations :


Complete integral:
A solution in which the number of arbitrary constants is equal to the number of independent
variables is called complete integral or complete solution of the given equation.
Particular integral :
A solution obtained by giving particular values to the arbitrary constants in the complete
integral is called a particular integral or particular solution.
Singular integral:
Let f x, y, z, p, q 0 o (1) be the partial differential equation.

Let I x, y, z, a, b 0 o (2)

be the complete integral of (1). Where ܽ and ܾ are arbitrary constants.


wI wI
Now find 0 o (3) 0 o (4)
wa wb
Eliminate ܽ and ܾbetween the equations(2), (3) & (4) When it exists is called the singular
integral of (1).
General integral : In the complete integral (2). Assume that one of the constant is a function
of the other i.e. ܾ ൌ ݂ሺܽሻ Then (2), becomes I x, y, z, a, f a 0 o (5)

wI wI 1
Differentiating (5) partially w.r.t. ‘ܽ’, we get  . f a 0 o (6)
wa wf

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Eliminate ‘ܽ’ between (5) and (6), when it exists is called the general integral or general
solution of (1).

Linear Partial Differential Equations Of The First Order:


A differential equation involving partial derivatives ‫ ݌‬and ‫ ݍ‬only and no higher order
derivatives is called a first order equation. If ‫ ݌‬and ‫ ݍ‬occur in the first degree, it is called a
linear partial differential equation of first order; otherwise it is called a non-linear partial
differential equation of the first order.
For example: px  qy 2 z is a linear p.d.e of first order and p 2  q 2 1 is non-linear
Lagrange’s Linear Equation:
A linear partial differential equation of order one involving a dependent variable ‫ ݖ‬and two
independent variables ‫ݔ‬and‫ ݕ‬of the form Pp  Qq R

Where ܲǡ ܳǡ ܴ are functions of ‫ݔ‬ǡ ‫ݕ‬ǡ ‫ ݖ‬is called Lagrange’s linear equation.
Lagrange’s auxiliary equations or Lagrange’s subsidiary equations
dx dy dz
The equations are called Lagrange’s auxiliary equations.
P Q R
Working Rule To Solve Lagrange’s Linear Equation ࡼ࢖ ൅ ࡽࢗ ൌ ࡾ
dx dy dz
Step 1: Write down the auxiliary equations
P Q R
Step 2 : Solve the auxiliary equations by the method of grouping or the method of multipliers
or both to get two independent solutions ‫ ݑ‬ൌ ܽ and ‫ ݒ‬ൌ ܾ where ܽǡ ܾ are arbitrary constants
Step 3: Then ‫׎‬ሺ‫ݑ‬ǡ ‫ݒ‬ሻ  ൌ Ͳor‫ ݑ‬ൌ ݂ሺ‫ݒ‬ሻ is the general solution of the equation ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ
dx dy dz
To solve …… (1)
P( x, y, z ) Q ( x, y , z ) R( x, y, z )

(i) Method of grouping : In some problems, it is possible that two of the equations dx = dy or
P Q

dy dz or dx = dz are directly solvable to get solutions ‫ݑ‬ሺ‫ݔ‬ǡ ‫ݕ‬ሻ  ൌconstant


Q R P R

or‫ݒ‬ሺ‫ݕ‬ǡ ‫ݖ‬ሻ ൌconstantor‫ݓ‬ሺ‫ݔ‬ǡ ‫ݖ‬ሻ ൌconstantǤ These give the complete solutions of (1)
Sometimes one of them, say dx dy may give rise to solution ‫ݑ‬ሺ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ ܿ 1
P Q

From this we may express ‫ݕ‬, as a function of ‫ݔ‬. Using this in dy dz and integrating we get
Q R

‫ݒ‬ሺ‫ݕ‬ǡ ‫ݖ‬ሻ ൌ ܿ2ǤThese two relations‫ ݑ‬ൌ ܿ 1ǡ ‫ ݒ‬ൌ ܿଶ give the complete solution of (1)
(ii). Method of multipliers: This is based on the following elementary result.

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If a1 a2 a3 an then each ratio is equal to l1a1  l2 a2  ....  ln an


......
b1 b2 b3 bn l1b1  l2b2  ....  lnbn

Consider dx dy dz
P Q R

If possible identity multipliers ݈ǡ ݉ǡ ݊ not necessarily constant, so that each ratio


ldx  mdy  ndz
lP  mQ  nR

Where ݈ܲ ൅ ݉ܳ ൅ ܴ݊ ൌ Ͳ Then ݈݀‫ ݔ‬൅ ݉݀‫ ݕ‬൅ ݊݀‫ ݖ‬ൌ Ͳ
Integrating this we get ‫ݑ‬ሺ‫ݔ‬ǡ ‫ݕ‬ǡ ‫ݖ‬ሻ  ൌ ܿ1Ǥ
Similarly we get another solution ‫ݒ‬ሺ‫ݔ‬ǡ ‫ݕ‬ǡ ‫ݖ‬ሻ  ൌ ܿ2independent of the earlier one.
We have the complete solution of (1) constituted ܾ‫ ݑݕ‬ൌ ܿ 1ܽ݊݀‫ ݒ‬ൌ ܿ 2

Solved Problems

ͳǤ Solve ࢖࢚ࢇ࢔࢞ ൅ ࢚ࢗࢇ࢔࢟ ൌ ࢚ࢇ࢔ࢠ


Sol : The given equations can be written as tan xp  tan yq tan z o (1)

Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ, we have P tan x, Q tan y, R tan z

dx dy dz
? The auxiliary equations are
tan x tan y tan z
dx dy
Taking the first two members, we have
tan x tan y
Integrating log sin x log sin y  l og c1

sin x sin x
or log log c1 or c1 o (2)
sin y sin y
dy dt
Taking the last two members, we have
tan y tan z
Integrating, ݈‫ ݕ݊݅ݏ݃݋‬ൌ ݈‫ ݖ݊݅ݏ݃݋‬൅ ݈‫ʹܿ݃݋‬

sin y sin y
or log log c2 or c2 o (3)
sin z sin z
From (2) and (3). The general solution of (1) is
I c1 , c2 0

§ sin x sin y ·
i.e.I ¨ , ¸ 0 is the required Complete Solution.
© sin y sin z ¹
2. Find the general solution of y 2 zp  x2 zq y2 x

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Sol: We have y 2 zp  x 2 zq y 2 x o (1)


Comparing ‫ ݌݄ܲݐ݅ݓ‬൅ ܳ‫ ݍ‬ൌ ܴǡ ‫݁ݒ݄ܽ݁ݓ‬
P y 2 z, Q x 2 z, R y2 x
dx dy dz
? The auxiliary equations are
y2 z x2 z y2 x
Taking the first two members, we have
dx dy dx dy
Ÿ 2 or x 2 dx y 2 dy
y2 z 2
x z y x 2

x3 x3 y 3
Integrating, y 3  c or  c1 o (2)
3 3 1 3 3
Taking the first and last two members, we have
dx dz
or xdx zdz
y2 z y2 x

x2 z2 x2 z 2
Integrating  c2 or  c 2 o (3)
2 2 2 2
From (2) and (3) The general solution of (1) is
I c1 , c2 0 i.e.

§ x3 y 3 x 2 z 2 ·
I¨  ,  ¸ 0 is the required Complete Solution.
© 3 3 2 2¹

3. Solve p x  q y z
Sol: The given equation can be written as
x p  yq z o (1)
Comparing with Pp+Qq=R, we have
P x,Q y, R z
dx dy dz
? The auxiliary equations are
x y z
dx dy
From the first two members, we have
x y

Integrating, 2 x 2 y  c1 or 2 x  2 y c1 or x y a o (2)
dy dz
From the last two members, we have
y z

Integrating, 2 y 2 z  c2 or 2 y  2 z c2

or y  z b o (3)

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From (2) and (3). The general solution of (1) is


I a, b 0 i.e.,

I x  y, y  z 0 is the required Complete Solution.

4. Solve x y  z p  y z  x q z x  y

Sol: We have x y  z p  y z  x q z x  y o (1)

Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ, we have


P x y  z ,Q y z  x , R z x  y

dx dy dz
? The auxiliary equations are
x y  z y z  x z x  y

Using ݈ ൌ ͳǡ ݉ ൌ ͳǡ ݊ ൌ ͳ as multipliers, we get


dx dy dz dx  dy  dz
ª¬? x y  z  y z  x  z x  y 0 º¼
x y  z y z  x z x  y 0

? dx  dy  dz 0
Integrating, x  y  z a o (2)
1 1 1
Again using l ,m ,n as multipliers, we get
x y z

1 1 1
dx  dy  dz
x y z
Each fraction ൌ ݇(say)
0
1 1 1
? dx  dy  dz 0
x y z
Integrating, ݈‫ ݔ݃݋‬൅ ݈‫ ݕ݃݋‬൅ ݈‫ ݖ݃݋‬ൌ ݈‫ܾ݃݋‬Ǥ ‫ ݖݕݔݎ݋‬ൌ ܾ……. (3)
From (2) and (3). The general solution of (1) is
I a, b 0 i.e.,

I x  y  z, xyz 0 is the required Complete Solution.

5. Solve x2 y  z p  y 2 z  x q z2 x  y

Sol: Given x2 y  z p  y 2 z  x q z 2 x  y o (1)

Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴǡ we have


P x2 y  z , Q y2 z  x , R z2 x  y

dx dy dz
? The auxiliary equations are
x y  z
2
y z  x
2
z x  y
2

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1 1 1
Using l ,m ,n as multipliers, we get
x2 y2 z2
1 1 1
2
dx  2 dy  2 dz
x y z
Each fraction =k(say)
0
1 1 1
? 2
dx  2 dy  2 dz 0
x y z
1 1 1 1 1 1
Integrating ,    a or   c1 o (2)
x y z x y z
1 1 1
Again using l ,m ,n as multipliers, we get
x y z
1 1 1
dx  dy  dz
x y z
Each fraction ൌ ݇(say)
0
1 1 1
? dx  dy  dz 0
x y z
Integrating log x  log y  log z log c2
or xyz c2 o (3)

From (2) and (3), The general solution of (1) is .


§1 1 1 ·
I ¨   , xyz ¸ 0 is the required Complete Solution.
©x y z ¹
6. Solve mz  ny p  nx  lz q ly  mx

Sol: Given eqn is mz  ny p  nx  lz q ly  mx o (1)

Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ, we have


ܲ ൌ ݉‫ ݖ‬െ ݊‫ݕ‬ǡ ܳ ൌ ݊‫ ݔ‬െ ݈‫ݖ‬ǡ ܴ ൌ ݈‫ ݕ‬െ ݉‫ݔ‬
? The auxiliary equations are
dx dy dz
mz  ny nx  lz ly  mx
Using ݈ ൌ ‫ݔ‬ǡ ݉ ൌ ‫ݕ‬ǡ ݊ ൌ ‫ ݖ‬as multipliers, we get
xdx  ydy  zdz
Each fraction
0
? xdx  ydy  zdz 0

x2 y 2 z 2
Integrating,   a or x 2  y 2  z 2 c1 o (2)
2 2 2
Again using ݈ǡ ݉ǡ ݊as multipliers, we get

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ldx  mdy  nz
Each fraction ൌ ݇(say)
0
? ݈݀‫ ݔ‬൅ ݉݀‫ ݕ‬൅ ݊݀‫ ݖ‬ൌ Ͳ

Integrating, lx  my  nz c2 o (3)
From (2) and (3), the general solution of (1) is
I x 2  y 2  z 2 , lx  my  nz 0
is the required Complete Solution.
7. Solve xp  yq y 2  x2

Sol: Here P x, Q y, R y 2  x2
dx dy dz
? The auxiliary eqn’s are
x y y  x2
2

dx dy
From the first two members,
x y
Integrating, log x  log y log c1 or xy c1 o (1)

Using ݈ ൌ ‫ݔ‬ǡ ݉ ൌ ‫ݕ‬ǡ ݊ ൌ ͳ as multipliers, we get


xdx  ydy  dz
Each fraction
0
? xdx  ydy  dz 0

1 2 1 2
Integrating, x  y z c or x 2  y 2  2 z c2 o (2)
2 2
From (1) and (2), The general solution is
I xy, x 2  y 2  2 z 0
is the required Complete Solution.
8. Find the integral surface of x y 2  z p  y x 2  z q x 2
 y2 z

Which contains the straight line x+y=0, z=1


Sol: Given that x y 2  z p  y x 2  z q x 2
 y 2 z ……..(1)

Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴǡ we have


P x y2  z , Q  y x2  z , R x 2
 y2 z

? The auxiliary equations are


dx dy dz
x y2  z  y x2  z x  y2 z
2

1 1 1
Using l ,m ,n as multipliers, we get
x y z

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1 1 1
dx  dy  dz
Each fraction = x y z
0
1 1 1
? dx  dy  dz 0
x y z
Integrating, log x  log y  log z log a
or xyz a o (2)

Again using ݈ ൌ ‫ݔ‬ǡ ݉ ൌ ‫ݕ‬ǡ ݊ ൌ െͳ as multipliers, we get


xdx  ydy  dz
? Each fraction =k(say)
0
? xdx  ydy  dz 0

x2 y 2
Integrating,  z c or x 2  y 2  2 z b o (3)
2 2
Given that ‫ ݖ‬ൌ ͳ, using this (2) and (3), we get
‫ ݕݔ‬ൌ ܽ and x 2  y 2  2 b

Now b+2a= x 2  y 2  2  2 xy x  y  2 =0-2 >? x  y 0@ =-2


2

?2a  b  2 0
Hence the required surface is
x 2  y 2  2 z  2 xyz  2 0 is the required Complete Solution.
9.Solve ࢖࢞ ൅ ࢗ࢟ ൌ ࢠ

Sol:Given ‫ ݔ݌‬൅ ‫ ݕݍ‬ൌ ‫ ݖ‬is a Lagrange’s linear equation

The Auxillary equations are

݀‫ݖ݀ ݕ݀ ݔ‬
ൌ ൌ
‫ݔ‬ ‫ݕ‬ ‫ݖ‬

By Consider first group, we get

݀‫ݔ‬ ݀‫ݕ‬
න ൌන
‫ݔ‬ ‫ݕ‬

Ž‘‰ ‫ ݔ‬ൌ Ž‘‰ ‫ ݕ‬൅ Ž‘‰ ܿͳ


ܿଵ ൌ ௬ …..(1)

By Consider second group, we get

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݀‫ݖ‬ ݀‫ݕ‬
න ൌන
‫ݖ‬ ‫ݕ‬

Ž‘‰ ‫ ݕ‬ൌ Ž‘‰ ‫ ݖ‬൅ Ž‘‰ ܿʹ


ܿଶ ൌ …..(2)

௫ ௬
‫݂ ׵‬ቀ ǡ ቁ ൌ Ͳ is the required solution.
௬ ௭

10. Solve ሺ࢞૛ െ ࢟૛ െ ࢟ࢠሻ࢖ ൅ ሺ࢞૛ െ ࢟૛ െ ࢞ࢠሻࢗ ൌ ࢠሺ࢞ െ ࢟ሻ

Sol: The auxiliary equations are

݀‫ݔ‬ ݀‫ݕ‬ ݀‫ݖ‬


ൌ ଶ ൌ
ሺ‫ ݔ‬ଶ ଶ ଶ
െ ‫ ݕ‬െ ‫ݖݕ‬ሻ ሺ‫ ݔ‬െ ‫ ݕ‬െ ‫ݖݔ‬ሻ ‫ݖ‬ሺ‫ ݔ‬െ ‫ݕ‬ሻ

Taking 1,-1-1 multipliers,we get


ࢊ࢞ିࢊ࢟ିࢊࢠ ࢊ࢞
=
൫࢞૛ ି࢟૛ ି࢟ࢠି࢞૛ ା࢟૛ ା࢞ࢠି࢞ࢠା࢟ࢠ൯ ൫࢞૛ ି࢟૛ ି࢟ࢠ൯

݀‫ ݔ‬െ ݀‫ ݕ‬െ ݀‫ ݖ‬ൌ Ͳ


Integrating,we get
‫ ݔ‬െ ‫ ݕ‬െ ‫ ݖ‬ൌ ܿଵ ………(1)
Taking ‫ݔ‬ǡ െ‫ݕ‬ǡ Ͳ as multipliers,we get

‫ ݔ݀ݔ‬െ ‫ݕ݀ݕ‬ ݀‫ݖ‬



ሺ‫ ݔ‬ଷ െ ‫ ݕݔ‬ଶ ଶ ଷ
െ ‫ ݖݕݔ‬െ ‫ ݔݕ‬൅ ‫ ݕ‬൅ ‫ݖݕݔ‬ሻ ‫ݖ‬ሺ‫ ݔ‬െ ‫ݕ‬ሻ
‫ ݔ݀ݔ‬െ ‫ݕ݀ݕ‬ ݀‫ݖ‬

ሺ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ ሻሺ‫ ݔ‬െ ‫ݕ‬ሻ ‫ݖ‬ሺ‫ ݔ‬െ ‫ݕ‬ሻ
ͳ
Ž‘‰ሺ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ ሻ ൌ Ž‘‰ ‫ݖ‬
ʹ
࢞૛ ି࢟૛
ൌ ࢉ૛ ǥ ǥ ǥ ǥ ǥ ǥ ǥ ሺ૛)
ࢠ૛
௫ మ ି௬ మ
‫׵‬Complete solution of given pde is߮ ቀ‫ ݔ‬െ ‫ ݕ‬െ ‫ݖ‬ǡ ௭మ
ቁൌͲ

11. Solve ࢞ሺ࢟૛ െ ࢠ૛ ሻ࢖ െ ࢟ሺ࢞૛ ൅ ࢠ૛ ሻࢗ ൌ ࢠሺ࢞૛ ൅ ࢟૛ ሻ

Sol: The auxiliary equations are

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݀‫ݔ‬ ݀‫ݕ‬ ݀‫ݖ‬


ൌ ൌ
‫ݔ‬ሺ‫ ݕ‬ଶ െ ‫ ݖ‬ଶ ሻ െ‫ݕ‬ሺ‫ ݔ‬ଶ ൅ ‫ ݖ‬ଶ ሻ ‫ݖ‬ሺ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻ

Taking ‫ݔ‬ǡ ‫ݕ‬ǡ ‫ݖ‬, multipliers, we get


࢞ࢊ࢞ା࢟ࢊ࢟ାࢠࢊࢠ ࢊ࢞
=
൫࢞૛ ࢟૛ ି࢞૛ ࢠ૛ ି࢟૛ ࢞૛ ିࢠ૛ ࢟૛ ା࢞૛ ࢠ૛ ା࢟૛ ࢠ૛ ൯ ࢞൫࢟૛ ିࢠ૛ ൯

‫ ݔ݀ݔ‬൅ ‫ ݕ݀ݕ‬൅ ‫ ݖ݀ݖ‬ൌ Ͳ


‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ൅ ‫ ݖ‬ଶ ൌ ܿଵ ǥ ǥ ǥ ǥ ǥ ǥ ǥ Ǥ ሺͳሻ

ଵ ଵଵ
Taking െ ௫ ǡ ௬ ௭ , multipliers, we get
ଵ ଵ ଵ
- ௫ ݀‫ ݔ‬൅ ௬ ݀‫ ݕ‬൅ ௭ ݀‫ ݖ‬ൌ Ͳ

Integrating, we get
௬௭
ൌ ܿଶ …….(2)

From (1),(2),
௬௭
Complete solution of given pde݅‫ ߮ݏ‬ቀ ǡ ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ൅ ‫ ݖ‬ଶ ቁ ൌ Ͳ

12. Solve ሺ࢟૛ ሻ࢖ െ ࢞࢟ࢗ ൌ ࢞ሺࢠ െ ૛࢟ሻ

Sol: Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ, we have

The auxiliary equations are


?
? ࢊ࢞ ࢊ࢟
ൌ ି࢟࢞ ൌ ࢞ሺࢠି૛࢟ሻ
ࢊࢠ
࢟૛

From the first two members, we have


݀‫ݕ݀ ݔ‬

‫ݕ‬ െ‫ݔ‬
Integrating,we get
‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ൌ ܿଵ …..(2)

From the last two members, we have


݀‫ݕ‬ ݀‫ݖ‬

െ‫ ݕ‬ሺ‫ ݖ‬െ ʹ‫ݕ‬ሻ
െ‫ ݖ݀ݕ‬ൌ ‫ ݕ݀ݖ‬െ ʹ‫ݕ݀ݕ‬
݀ ሺ‫ݖݕ‬ሻ െ ʹ‫ ݕ݀ݕ‬ൌ Ͳ
‫ ݖݕ‬െ ‫ ݕ‬ଶ ൌ ܿଶ ………..(3)

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From (2) and (3). The general solution of (1) is


i.e., ‫׎‬ሺ‫ ݖݕ‬െ ‫ ݕ‬ଶ ǡ ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ሻ=0

13. Solve ሺ࢟ ൅ ࢠሻ࢖ ൅ ሺࢠ ൅ ࢞ሻࢗ ൌ ሺ࢞ ൅ ࢟ሻ

Sol:Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴ, we have

The auxiliary equations are


?
? ࢊ࢞ ࢊ࢟
ൌ ሺࢠା࢞ሻ ൌ
ࢊࢠ
ሺ࢟ାࢠሻ ሺ࢞ା࢟ሻ
ࢊ࢞ାࢊ࢟ାࢊࢠ ࢊ࢞ିࢊ࢟ ࢊ࢟ିࢊࢠ
Taking 1,1,1 and 1,-1,0 and 0,1,-1 as multipliers , we have ૛ሺ࢞ା࢟ାࢠሻ
ൌ ሺ࢟ି࢞ሻ
ൌ ሺࢠି࢟ሻ

From the last two members, we have


݀‫ ݔ‬െ ݀‫ ݕ݀ ݕ‬െ ݀‫ݖ‬

ሺ‫ ݕ‬െ ‫ ݔ‬ሻ ሺ‫ ݖ‬െ ‫ݕ‬ሻ
Integrating,we get
ሺ‫ ݕ‬െ ‫ ݔ‬ሻ
Ž‘‰ ൌ Ž‘‰ ‫ܥ‬ଶ
ሺ‫ ݖ‬െ ‫ݕ‬ሻ
ሺ࢟ି࢞ሻ
ൌ ܿଶ …..(1)
ሺࢠି࢟ሻ

From the first two members, we have


݀‫ ݔ‬൅ ݀‫ ݕ‬൅ ݀‫ ݔ݀ ݖ‬െ ݀‫ݕ‬

ʹሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻ ሺ‫ ݕ‬െ ‫ ݔ‬ሻ
Integrating,we get
ͳ
Ž‘‰ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻ ൌ Ž‘‰ሺ‫ ݕ‬െ ‫ ݔ‬ሻ ൅ Ž‘‰ ܿଵ
ʹ

ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻሺ‫ ݕ‬െ ‫ ݔ‬ሻଶ ൌ ܿଵ ………..(2)


From (2) and (1). The general solution of given pde is
ሺ௬ି௫ሻ
i.e., ‫׎‬ሺሺ௭ି௬ሻ ǡ ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻሺ‫ ݕ‬െ ‫ ݔ‬ሻଶ ሻ=0

14. Solve ࢞૛ ࢖ െ ࢟૛ ࢗ ൌ ࢠሺ࢞ െ ࢟ሻ

Sol:Comparing with ܲ‫ ݌‬൅ ܳ‫ ݍ‬ൌ ܴǡ we have

The auxiliary equations are


?
? ࢊ࢞ ࢊ࢟ ࢊࢠ
ൌ ି࢟૛ ൌ ሺࢠሺ࢞ି࢟ሻ
࢞૛
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From the first two members, we have


݀‫ݔ‬ ݀‫ݕ‬

‫ ݔ‬ଶ െ‫ ݕ‬ଶ
Integrating,we get
ଵ ଵ
൅ ൌ ܿଵ …..(1)
௫ ௬

Taking 1,1,0 as multipliers,we get


ௗ௫ାௗ௬ ௗ௭
=
௫ మି௬ మ ሺ௭ሺ௫ି௬ሻ
ௗ௫ାௗ௬ ௗ௭
ሺ௫ା௬ሻሺ௫ି௬ሻ ሺ௭ሺ௫ି௬ሻ
=
ௗ௫ାௗ௬ ௗ௭
ሺ௫ା௬ሻ
=

Integrating,we get
‫ݔ‬൅‫ݕ‬
ൌ ܿଶǥǤሺଶሻ
‫ݖ‬

From (2) and (1). The general solution is


࢞ା࢟ ૚ ૚
‫׎‬ሺ ǡ ൅ ሻ=0
ࢠ ࢞ ࢟

15. Solve ሺ࢞૛ െ ࢟ࢠሻ࢖ ൅ ሺ࢟૛ െ ࢞ࢠሻࢗ ൌ ሺࢠ૛ െ ࢞࢟ሻ

Sol: The auxiliary equations are

ௗ௫ ௗ௬ ௗ௭
ሺ௫ మି௬௭ሻ
ൌ ሺ௬ మ ൌ
ି௫௭ሻ ሺ௭ మି௫௬ሻ

Taking 1,-1,0 and 0,-1,-1 as multipliers,we get


ௗ௫ିௗ௬ ௗ௬ିௗ௭
ሺ௫ మି௬௭ሻିሺ௬ మ ି௫௭ሻ
and also ൫ሺି௭ మ
ା௬௫ሻାሺ௬ మି௫௭ሻ൯

ௗ௫ିௗ௬ ௗ௬ିௗ௭
‫ ׵‬ሺ௫ మି௬௭ሻିሺ௬ మି௫௭ሻ =
൫ሺି௭ మା௬௫ሻାሺ௬ మି௫௭ሻ൯

ௗሺ௫ି௬ሻ ௗ௬ିௗ௭
ሺ௫ି௬ሻሺ௫ା௬ା௭ሻ
= ሺ௬ି௭ሻሺ௫ା௬ା௭ሻሻ

solving it,we get


ሺ௫ି௬ሻ
=ܿଵ …..(1)
௬ି௭

ܶܽ݇݅݊݃‫ݔ‬ǡ ‫ݕ‬ǡ ‫ͳ݀݊ܽݖ‬ǡͳǡͳܽ‫ ݏ‬multipliers,we get


ሺ௫ௗ௫ା௬ௗ௬ା௭ௗ௭ሻ ሺௗ௫ାௗ௬ାௗ௭ሻ
=
௫ యା௬ య ା௭ యିଷ௫௬௭ ௫ మ ା௬ మ ା௭ మି௫௬ି௬௭ି௭௫
ሺ௫ௗ௫ା௬ௗ௬ା௭ௗ௭ሻ ሺௗ௫ାௗ௬ାௗ௭ሻ
=
ሺ௫ା௬ା௭ሻሺ௫ మା௬ మ ା௭ మି௫௬ି௬௭ି௭௫ሻ ௫ మ ା௬ మ ା௭ మି௫௬ି௬௭ି௭௫

ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻሺ݀‫ ݔ‬൅ ݀‫ ݕ‬൅ ݀‫ݖ‬ሻ ൌ ሺ‫ ݔ݀ݔ‬൅ ‫ ݕ݀ݕ‬൅ ‫ݖ݀ݖ‬ሻ

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ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻ݀ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻ ൌ ሺ‫ ݔ݀ݔ‬൅ ‫ ݕ݀ݕ‬൅ ‫ݖ݀ݖ‬ሻ


Integrating,we get
ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ ݖ‬ሻଶ ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ൅ ‫ ݖ‬ଶ
ൌ ൅ܿ
ʹ ʹ
‫ ׵‬ሺ‫ ݔ‬൅ ‫ ݕ‬൅ ‫ݖ‬ሻଶ ൌ ‫ ݔ‬ଶ ൅ ‫ ݕ‬ଶ ൅ ‫ ݖ‬ଶ ൅ ܿଶ
‫ ݕݔ‬൅ ‫ ݖݕ‬൅ ‫ ݔݖ‬ൌ ܿଶ …..(2)
ሺ௫ି௬ሻ
Complete solution of given pde is ߮ ቀ‫ ݕݔ‬൅ ‫ ݖݕ‬൅ ‫ݔݖ‬ǡ ቁൌͲ
௬ି௭

Non-Linear Partial Differential Equations Of First Order


A partial differential equation which involves first order partial derivatives ‫ݍ݀݊ܽ݌‬with
degree higher than one and the products of‫݌‬and‫ ݏ݅ݍ‬called a non-linear partial differential
equations.
Non linear PDE’s can be classified in to 4 standard forms.
Standard Form I:
Equation of the form ࢌሺ࢖ǡ ࢗሻ ൌ ૙ ( i.e., equations containing ‫ ݌‬and ‫ݍ‬only) :
Given partial differential equation is of the form ݂ ሺ‫݌‬ǡ ‫ ݍ‬ሻ ൌ Ͳ ǥ ǥ ሺͳሻ
Procedure:
Given partial differential equation is ݂ሺ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ ǥ ǥ ሺͳሻ
Step1:Put ‫ ݌‬ൌ ܽ‹ሺͳሻǡ –Š‡™‡‰‡–‫ܽˆ‘•”‡–‹‡—Žƒ˜ݍ‬then we can obtain ‘‫ ’݌‬value.
Step2:Substitute ‫݌‬ǡ ‫ ݍ‬values in݀‫ ݖ‬ൌ ‫ ݔ݀݌‬൅ ‫ݕ݀ݍ‬
Step3:Integrating it ,we get required complete solution of (1) .
Solved Problems
1.Solve ࢖ࢗ ൌ ࢑ǡ where k is a constant.
Sol: Given that ‫ ݍ݌‬ൌ ݇ ǥ Ǥ ሺͳሻ
Since (1) is of the form ݂ሺ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ

Put ‫ ݌‬ൌ ܽin (1),we get ‫ ݍ‬ൌ ௔

Now substitute ‫݌‬ǡ ‫ ݍ‬in


݀‫ ݔ݀݌ = ݖ‬൅ ‫ ݕ݀ݍ‬then

݀‫ ݖ‬ൌ ܽ݀‫ ݔ‬൅  ݀‫ݕ‬

Integrating,we get
k
z ax  yc
a
which contains two arbitrary constants a and c.
2.Solve ࢖૛ ൅ ࢗ૛ ൌ ࢔࢖ࢗ

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Sol : Given that ‫݌‬ଶ ൅ ‫ ݍ‬ଶ ൌ ݊‫ ݍ݌‬ǥ ǥ ǥ ǥ Ǥ Ǥ ሺ1)


Since (1) is of the form ݂ሺ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ

Put ‫ ݌‬ൌ ܽ in (1),then we get ‫ ݍ‬ൌ ൣ݊ േ ξ݊ଶ െ Ͷ൧

Now substitute ‫݌‬ǡ ‫ ݍ‬in


݀‫ ݔ݀݌ = ݖ‬൅ ‫ݕ݀ݍ‬

ൌ ܽ݀‫ ݔ‬൅ ൣ݊ േ ξ݊ଶ െ Ͷ൧݀‫ݕ‬


Integrating,we get , ݀‫ ݖ‬ൌ ܽ ‫ ݔ݀ ׬‬൅ ൣ݊ േ ξ݊ଶ െ Ͷ൧ ‫ݕ݀ ׬‬

a
z ax  ª n r n 2  4 º y  c
2¬ ¼
This is the complete integral of (1), which contains two arbitrary constants a and c.
3.Find the complete integral of࢖૛ ൅ ࢗ૛ ൌ ࢓૛ 
Sol: Given that ‫݌‬ଶ ൅ ‫ ݍ‬ଶ ൌ ݉ଶ ǥ ǥ ǥ Ǥ ሺͳሻ
Since (1) is of the form ݂ሺ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ
Put ‫ ݌‬ൌ ܽ݅݊ሺͳሻǡ ‫ ݍݐ݁݃݁ݓ‬ൌ ξ݉ଶ െ ܽଶ
Now substitute ‫݌‬ǡ ‫ ݍ‬in
݀‫ ݔ݀݌ = ݖ‬൅ ‫…… ݕ݀ݍ‬.(2) then
݀‫ ݔ݀ܽ = ݖ‬൅ ‫ ݍ‬ൌ ξ݉ଶ െ ܽଶ ݀‫ݕ‬
Now integrate on both sides

z ax 
m2  a 2 y  c

Which is the complete integral of (1)

Standard Form II :

Equation of the form ࢌሺ࢖ǡ ࢗǡ ࢠሻ ൌ ૙(i.e., not containing x and y)


Procedure :
Given partial differential equation is of the form ݂ሺ‫݌‬ǡ ‫ݍ‬ǡ ‫ݖ‬ሻ ൌ Ͳ ǥ ǥ ሺͳሻ
Step1:Put ‫ ݌‬ൌ ܽ‫ݍ‬in (1),then we get ‫ ݍ‬value in terms ofܽǡ ‫ݖ‬then
Step2:Substitute‫݌‬ǡ ‫ ݍ‬values in ݀‫ ݖ‬ൌ ‫ ݔ݀݌‬൅ ‫ݕ݀ݍ‬
Step3:Integrating it ,we get required complete solution of (1) .

Solved Problems :
Solve the following partial differential equations
1. ࢠ ൌ ࢖૛ ൅ ࢗ૛ 2. ࢖૛ ࢠ૛ ൅ ࢗ૛ ൌ ࢖૛ ࢗ 3. ࢠ࢖ࢗ ൌ ࢖ ൅ ࢗ

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Sol : 1. We have ‫ ݖ‬ൌ ‫݌‬2൅‫ ݍ‬2ǥ ǥ Ǥ ሺͳሻ


Since (1) is of the form ݂ሺ‫ݖ‬ǡ ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ

Put ‫ ݌‬ൌ ܽ‫݊݅ݍ‬ሺͳሻǡ –Š‡™‡‰‡–‫ ݍ‬ൌ ට
ଵା௔ మ

‫ݖ‬
‫ ݌ ׵‬ൌ ܽට
ͳ ൅ ܽଶ
Putting the values ‫ ݔ݀݌ = ݖ݀ ݊݅ݍ݀݊ܽ݌݂݋‬൅ ‫ ݕ݀ݍ‬, we get
ଵ ଵ
݀‫= ݖ‬ ሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ ,
ξ ௭ ξଵା௔ మ

Integrating ,we get


ͳ ͳ
න ݀‫ ݖ‬ൌ නሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ
ξ‫ݖ‬ ξͳ ൅ ܽଶ
ͳ
ʹ ξ‫ ݖ‬ൌ ሺܽ‫ ݔ‬൅ ‫ݕ‬ሻ
ξͳ ൅ ܽଶ
which is the required solution of (1)
2. Given that p 2 z 2  q 2 p 2 q o (1)
Since (1) is of the form ݂ሺ‫ݖ‬ǡ ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ
ሺ௔ మ௭ మ ାଵሻ
Put ‫ ݌‬ൌ ܽ‫݅ݍ‬ሺͳሻǡ –Š‡™‡‰‡–‫ ݍ‬ൌ 
௔మ

ሺܽଶ ‫ ݖ‬ଶ ൅ ͳሻ
‫ݍ׵‬ൌ 
ܽ

Putting the values of ‫݌‬and‫ݍ‬in݀‫ ݔ݀݌ = ݖ‬൅ ‫ ݕ݀ݍ‬,we get


ࢊࢠ ૚
= ሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ
ሺ௔ మ௭ మ ାଵሻ ࢇ૛

Integrating,we get
ࢊࢠ ૚
‫ ׬‬ሺ௔మ௭ మ ାଵሻ = ࢇ૛ ‫׬‬ሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ

‫ିƒ–ƒ ׵‬ଵ ሺܽ‫ݖ‬ሻ ൌ ܽ‫ ݔ‬൅ ‫ ݕ‬൅ ܿ


which is the required complete solution of (1)
3. Given that ‫ ݍ݌ݖ‬ൌ ‫ ݌‬൅ ‫…ݍ‬..(1)
Since (1) is of the form ݂ሺ‫ݖ‬ǡ ‫݌‬ǡ ‫ݍ‬ሻ ൌ Ͳ
௔ାଵ
Put ‫ ݌‬ൌ ܽ‫݊݅ݍ‬ሺͳሻǡ ‫ ݍݐ݁݃݁ݓ݄݊݁ݐ‬ൌ
௔௭

ܽ൅ͳ
‫݌׵‬ൌ
‫ݖ‬
Putting the values ‫ ݔ݀݌ = ݖ݀ ݊݅ݍ݀݊ܽ݌݂݋‬൅ ‫ ݕ݀ݍ‬, we get
௔ାଵ
‫= ݖ݀ݖ‬ ሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ ,

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Integrating ,we get


ܽ൅ͳ
න ‫ ݖ݀ݖ‬ൌ නሺܽ݀‫ ݔ‬൅ ݀‫ݕ‬ሻ
ܽ
ܼܽ ଶ
ൌ ܽ‫ ݔ‬൅ ‫ ݕ‬൅ ܿ
ʹሺܽ ൅ ͳሻ
This is the required solution of (1)

Standard Form III :


Equation of the form f1 x, p f 2 y, q i.e. Equations not involving z and the terms

containing x and p can be separated from those containing y and q.


We assume that these two functions should be equal to a constant say k.
? f1 x, p f 2 y, q k

Solve for p and q from the resulting equations


? f1 x, p k and f 2 y, q k

Solve for p and q, we obtain


p F1 x, k and q F2 y, k

Since z is a function of x and y


wz wz
dz dx  dy [By total differentiation]
wx wy

݀‫ ݔ݀݌ = ݖ‬൅ ‫ݕ݀ݍ‬


? dz F1 x, k dx  F2 y, k dy

Integrating on both sides


z ³ F1 x, k dx  ³ F2 y, k dy  c

Which is the complete solution of given equation


Solved Problems:
1. Solve p 2  q 2 x y

Sol :. Given that p 2  q 2 x  y ………..(1)


Separating ‫ݕ݀݊ܽݍ݉݋ݎ݂ݔ݀݊ܽ݌‬ǡ the given equation can be written as
p2  x q 2  y

Let p 2  x q 2  y k (constant)

? p2  x k and  q 2  y k

Ÿ p2 k  x and q 2 yk

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?p k  x and q yk
wz wz
Since dz dx  dy pdx  qdy
wx wy

? dz k  x dx  y  k dy
Integrating on both sides
1 1
z ³ k  x 2 dx  ³ y  k 2 dy  c

3 3
2 2
?z k  x 2  y  k 2  c
3 3

Which is the complet solution of (1)


2. Solve xp  yq y 2  x2

Sol: Given that xp  yq y 2  x 2 o (1)


Separating ‫ ݌‬and ‫ ݔ‬from ‫ ݍ‬and ‫ݕ‬. The given equation can be written as.
xp  x 2 yq  y 2

Let xp  x 2 yq  y 2 k (arbitrary constant)

? xp  x2 k and yq  y 2 k

k  x2 k  y2
Ÿp and q
x y
wz wz
We have dz dx  dy pdx  qdy
wx wy

§k · §k ·
? dz ¨  x ¸ dx  ¨  y ¸ dy
©x ¹ ©y ¹
Integrating on both sides

§k · §k ·
z ³ ¨  x ¸ dx  ³ ¨  y ¸ dy  c
©x ¹ ©y ¹
x2 y2
k log x   k log y   c
2 2

?z k log xy 
2

1 2
x  y2  c

Which is the complete integral of (1)

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2 2
§p · §q ·
3. Solve ¨  x ¸  ¨  y ¸ 1
©2 ¹ ©2 ¹
Sol: Separating ‫ݕ݀݊ܽݍ݉݋ݎ݂ݔ݀݊ܽ݌‬ǡ the given equation can be written as.
2 2
§p · §q ·
¨  x¸ 1 ¨  y ¸
©2 ¹ ©2 ¹
2 2
§p · §q ·
Let ¨  x ¸ 1 ¨  y ¸ k 2 (arbitrary constant)
©2 ¹ ©2 ¹
2 2
§p · §q ·
?¨  x ¸ k 2 and 1  ¨  y ¸ k2
© 2 ¹ © 2 ¹
2
p §q · q
Ÿ x k and ¨  y ¸ 1  k 2 or y 1 k 2
2 ©2 ¹ 2

Ÿp 2 k  x and q 2 ª 1 k 2  yº
¬ ¼
wz wz
We have dz dx  dy pdx  qdy
wx wy

? dz 2(k  x)dx  2 ª 1  k 2  y º dy
¬ ¼
Integrating on both sides

z 2³ (k  x)dx  2³ ª 1  k 2  y º dy  c
¬ ¼

z 2(kx 
x2
2
ª
y2 º
)  2 « 1 k 2 y  »  c
¬ 2¼

?z 2kx  x 2  2 1 k 2 y  y2  c
This is the complete solution of (1)
4.Solve ࢖ െ ࢞૛ ൌ ࢗ ൅ ࢟૛
Sol:Let ‫ ݌‬െ ‫ ݔ‬ଶ ൌ ‫ ݍ‬൅ ‫ ݕ‬ଶ ൌ ݇ ଶ ሺ‫ݕܽݏ‬ሻ
Then ‫ ݌‬െ ‫ ݔ‬ଶ ൌ ݇ ଶ and ‫ ݍ‬൅ ‫ ݕ‬ଶ ൌ ݇ ଶ
‫ ݌ ׵‬ൌ ݇ ଶ ൅ ‫ ݔ‬ଶ ܽ݊݀‫ ݍ‬ൌ ݇ ଶ ൅ ‫ ݕ‬ଶ

But we have
wz wz
dz dx  dy pdx  qdy
wx wy Integrating,we get

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

࢞૜ ࢟૜
ࢠൌ ൅ ࢑૛ ࢞ ൅ ࢑૛ ࢟ ൅ +c
૜ ૜

is the required complete solution.

5. Solve ࢗ૛ െ ࢖ ൌ ࢟ െ ࢞
Sol: Let ‫ ݌‬െ ‫ ݔ‬ൌ ‫ ݍ‬ଶ -‫ ݕ‬ൌ ݇ሺ‫ݕܽݏ‬ሻ
Then ‫ ݌‬ൌ ݇ ൅ ‫ ݍ݀݊ܽݔ‬ൌ ඥ݇ ൅ ‫ݕ‬

But
wz wz
dz dx  dy pdx  qdy
wx wy Integrating,we get

௫మ ଶ
‫ݖ‬ൌ ൅ ݇‫ ݔ‬൅ ሺ݇ ൅ ‫ݕ‬ሻమ +C
ଶ ଷ

is the required complete solution.


6.Solve ࢗ ൌ ࢖࢞ ൅ ࢖૛
Sol:Let ‫ ݍ‬ൌ ‫ ݔ݌‬൅ ‫݌‬ଶ ൌ ݇ሺ‫ݕܽݏ‬ሻ
Then we get
‫݌‬ଶ ൅ ‫ ݔ݌‬െ ݇ ൌ Ͳ ܽ݊݀‫ ݍ‬ൌ ݇
Solving,we get
ି௫േඥሺ௫ మାସ௞
‫݌‬ൌ and ‫ ݍ‬ൌ ݇

But
wz wz
dz dx  dy pdx  qdy
wx wy Integrating,we get
௫మ ଵ ௫ ௫
‫ݖ‬ൌെ ൅ ଶ ሾ ଶ ඥሺ‫ ݔ‬ଶ ൅ Ͷ݇ ൅ ʹ݇ •‹Šିଵ ሺଶξ௞)+k‫ݕ‬+C

is the required complete solution.

STANDARD FORM IV: ܼ ൌ ‫ ݔ݌‬൅ ‫ ݕݍ‬൅ ݂ሺ‫݌‬ǡ ‫ݍ‬ሻ

An equation analogous to the clairaut’s equation it is complete solution is ܼ ൌ ܽ‫ ݔ‬൅ ܾ‫ ݕ‬൅ ݂ሺܽǡ ܾሻ

which is obtained by writing ݂ܽ‫ ݍݎ݋݂ܾ݀݊ܽ݌ݎ݋‬The differential equation which satisfies some

specified conditions known as the boundary conditions.The differential equation together with

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these boundary conditions, constitute a boundary value problem

Solved Problems:
1. Solve ࢠ ൌ ࢖࢞ ൅ ࢗ࢟ ൅ ࢖ࢗ
Sol : The given PDE is form IV
Therefore complete solution is given by
‫ ݖ‬ൌ ܽ‫ ݔ‬൅ ܾ‫ ݕ‬൅ ܾܽ
2. Find the solution of p  q z  px  qy 1

Sol: The given equation can be written as


1
z  px  qy
pq
1
?z px  qy  o (1)
pq
Hence the complete solution of (1) is given by
1
z ax  by 
ab

3. Solve pqz p 2 qx  p 2  q 2 py  q 2

Sol: The given equation can be written as


§ p2 · 2 § q2 ·
pqz p2q ¨ x  ¸  q p ¨ y  ¸
© q ¹ © p¹

§ p2 · § q2 ·
?z p¨ x  ¸  q ¨ y  ¸
© q ¹ © p¹

§ p3 q3 ·
?z px  qy  ¨  ¸ o (1)
© q p¹

Since it is in the form z px  qy  f p, q

Hence the complete solution of (1) is given by


a 3 b3
z ax  by  
b a

4. Solve ࢠ ൌ ࢖࢞ ൅ ࢗ࢟ ൅ ࢖ࢗ ൅ ࢗ૛

Sol: We have ‫ ݖ‬ൌ ‫ ݔ݌‬൅ ‫ ݕݍ‬൅ ‫ ݍ݌‬൅ ‫ ݍ‬ଶ ǥ ǥ ǥ ǥ ǥ Ǥ ሺͳሻ


Since (1) is of the form ‫ ݖ‬ൌ ‫ ݔ݌‬൅ ‫ ݕݍ‬൅ ݂ሺ‫݌‬ǡ ‫ݍ‬ሻǤ
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Hence the complete solution of (1) is given by


‫ ݖ‬ൌ ܽ‫ ݔ‬൅ ܾ‫ ݕ‬൅ ܾܽ ൅ ܾଶ ǥ ǥ Ǥ ሺʹሻ
For singular solution, differentiating (2) partially w.r.t. a and b, we get
߲‫ݖ‬ ߲‫ݖ‬
ൌ Ͳǡ ൌ Ͳǡ
߲ܽ ߲ܾ
Implies that

Ͳ ൌ ‫ ݔ‬൅ ܾ ǥ Ǥ ሺ͵ሻܽ݊݀Ͳ ൌ ‫ ݕ‬൅ ܽ ൅ ʹܾ ǥ ǥ ǥ ǥ ሺ4)


Eliminating a, b between (2), (3) and (4), we get
‫ ݖ‬ൌ ‫ݔ‬ሺʹ‫ ݔ‬െ ‫ݕ‬ሻ െ ‫ ݕݔ‬െ ሺʹ‫ ݔ‬െ ‫ݕ‬ሻ‫ ݔ‬൅ ‫ ݔ‬ଶ

‫ ݖ ׵‬ൌ ‫ݔ‬ଶ

is the singular solution

Equations Reducible To Standard Forms:

Equations of the formࢌሺ࢞࢓ ࢖ǡ ࢟࢔ ࢗሻ ൌ ૙࢝ࢎࢋ࢘ࢋ࢓ࢇ࢔ࢊ࢔ࢇ࢘ࢋࢉ࢕࢔࢙࢚ࢇ࢔࢚࢙

The above form of the equation of the type can be transformed to an equation of the form f(p,q)=0

By substitutions given below.

Case (i):- when ݉ ് ͳܽ݊݀݊ ് ͳ

డ௭ డ௓ డ௑ డ௓
Put ܺ ൌ ‫ ݔ‬ଵି௠ ܻܽ݊݀ ൌ ‫ ݕ‬ଵି௡ ‫ ݌݄݊݁ݐ‬ൌ డ௫ ൌ డ௑ డ௫ ൌ ܲ ሺͳ െ ݉ሻ‫ି ݔ‬௠ ‫ ܲ݁ݎ݄݁ݓ‬ൌ డ௑

߲‫ܻ߲ ܼ߲ ݖ‬ ߲ܼ
‫ ݔ‬௠ ‫ ݌‬ൌ ܲሺͳ െ ݉ሻܽ݊݀‫ ݍ‬ൌ ൌ ൌ ܳሺͳ െ ݊ሻ‫ି ݕ‬௡ ‫ ܳ݁ݎ݄݁ݓ‬ൌ ՜ ‫ ݕ‬௡ ‫ ݍ‬ൌ ܳ ሺͳ െ ݊ ሻ
߲‫ݕ߲ ܻ߲ ݕ‬ ߲ܻ

Now the given equation reduces to ݂ሾሺͳ െ ݉ሻܲǡ ሺͳ െ ݊ሻܳሿ ൌ Ͳ‫݂݉ݎ݋݂݄݁ݐ݂݋ݏ݄݄݅ܿ݅ݓ‬ሺܲǡ ܳሻ ൌ Ͳ

Case(ii):- when ݉ ൌ ͳǡ ݊ ൌ ͳ

Put ܺ ൌ ݈‫ ܻ݀݊ܽݔ݃݋‬ൌ ݈‫݄݊݁ݐݕ݃݋‬

డ௭ డ௓ డ௑ డ௓ ଵ డ௓
p=డ௫ ൌ డ௑ డ௫ ൌ డ௑ ௫ ݅݉‫ ݔ݌ݏ݈݁݅݌‬ൌ ܲ=‫ ܲ݁ݎ݄݁ݓ‬ൌ డ௑

߲ܼ
‫ ݕݍݕ݈ݎ݈ܽ݅݉݅ݏ‬ൌ ܳ‫ ܳ݁ݎ݄݁ݓ‬ൌ 
߲ܻ

now the given equation reduces to the form ݂ሺܲǡ ܳሻ ൌ Ͳ

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Equations of the formࢌሺ࢞࢓ ࢖ǡ ࢟࢔ ࢗǡ ࢠሻ ൌ ૙ ࢝ࢎࢋ࢘ࢋ࢓ࢇ࢔ࢊ࢔ࢇ࢘ࢋࢉ࢕࢔࢙࢚ࢇ࢔࢚࢙:

This can be reduced to an equation of the form ݂ሺܲǡ ܳǡ ‫ݖ‬ሻ ൌ Ͳby the substitutions given for the equation

‫ܨ‬ሺ‫ ݔ‬௠ ‫݌‬ǡ ‫ ݕ‬௡ ‫ݍ‬ǡ ‫ݖ‬ሻ ൌ Ͳ as above.

Solved Problems:
x2 y 2
1. Solve the partial differential equation  z
p q
Sol: Given equation can be written as

z or x 2 p  y 2 q
1 1
x 2 p 1  y 2 q 1 z o (1)

This is of the form f x m p, y n q, z 0 with ݉ ൌ െʹǡ ܽ݊݀݊ ൌ െʹǤ


1 2
Put X x1m x x3 and Y y1n y12 y3
wz wz wX wz
Then p . P.3x 2 where P
wx wX wx wX
? x 2 p 3P
wz wz wY wz
and q . Q.3 y 2 where Q
wy wY wy wY

? y 2 q 3Q
Now equation (1), becomes.

3P  3Q
1 1
z o (2)

Since (2) is of the form f P, Q, z 0


ሺ௔ାଵሻ
Put ܲ ൌ ܽܳ݅݊ሺͳሻǡ ‫ ܳݐ݁݃݁ݓ݄݊݁ݐ‬ൌ ଷ௔௭

ሺܽ ൅ ͳሻ
‫ܲ׵‬ൌ 
͵‫ݖ‬

Putting the values of Pand Q in݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀ ,we get
ଷ௔௭
݀‫ = ݖ‬ሺܽ݀ܺ ൅ ܻ݀ሻ
௔ାଵ

Integrating,we get
ଷ௔௭
‫ ׬‬௔ାଵ ݀‫ =ݖ‬ሺܽ ‫ ܺ݀ ׬‬൅ ‫ܻ݀ ׬‬ሻ

͵ܽ‫ ݖ‬ଶ
ൌ ሺܽܺ ൅ ܻሻ ൅ ܿ
ʹሺܽ ൅ ͳሻ

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§ a 1 · 3
? 3z 2 ¸ x  ay  c1
3

© a ¹
௔ାଵ
,taking ܿଵ ൌ ʹሺ ሻܿ

Which is the required solution of (1)


p q
2. Solve the partial differential equation  z
x2 y 2
Sol: The given equation can be written as
px2  qy 2 z o (1)

Since (1) is of the form f x m p, y n q, z 0 With ݉ ൌ െʹǡ ܽ݊݀݊ ൌ െʹ

Put X x1m x3 , and Y y1n y3


wz wz wX wz
Now p . P.3x 2 where P
wx wX wx wX
? x 2 p 3P
wz wz wY wz
and q . Q3 y 2 where Q
wy wY wy wY

? y 2 q 3Q
Equation (1) becomes, 3P  3Q z o (2)

Since (2) is of the form f P, Q, z 0



Put ܲ ൌ ܽܳ݅݊ሺͳሻǡ ‫ ܳݐ݁݃݁ݓ݄݊݁ݐ‬ൌ 
ଷሺ௔ାଵሻ
ܽ‫ݖ‬
‫ܲ׵‬ൌ 
͵ሺܽ ൅ ͳሻ

Putting the values of Pand Q in݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀ ,we get
ௗ௭ ଵ

= ଷሺ௔ାଵሻ ሺܽ݀ܺ ൅ ܻ݀ሻ

Integrating,we get
ௗ௭ ଵ
‫  ׬‬௭ = ଷሺ௔ାଵሻ ሺܽ ‫ ܺ݀ ׬‬൅ ‫ܻ݀ ׬‬ሻ

ͳ
Ž‘‰ ‫ ݖ‬ൌ ሺܽܺ ൅ ܻሻ ൅ ‫ܥ‬
͵ሺܽ ൅ ͳሻ

Ÿ log z
1
3 1  a
x3  ay3  c
This is the complete solution of (1)

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3. Solve q2 y 2 z z  px

Sol: Given equation can be written as

z 2  zpx or xp z  qy z 2 o (1)
2
q2 y2

Since (1) is of the form f x m p, y n q, z 0 with ݉ ൌ ͳܽ݊݀݊ ൌ ͳ

Put X log x and Y log y

wz wz wX 1 wz
Now p . P. where P
wx wX wx x wX
? xp P
wz wz wY 1 wz
and q . Q. where Q
wy wY wy y wY
? qy Q
? Equation (1), becomes, Pz  Q2 z 2 o (2)

Since (2) is of the form f P, Q, z 0



Put ܲ ൌ ܽܳ݅݊ሺͳሻǡ ‫ ܳݐ݁݃݁ݓ݄݊݁ݐ‬ൌ ଶ ሾെƒ േ ξƒଶ ൅ Ͷሿ
ܼܽ
‫ܲ׵‬ൌ ሾെƒ േ ඥƒଶ ൅ Ͷሿ
ʹ

Putting the values of Pand Q in݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀ ,we get
ௗ௭ ଵ
= ሾെƒ േ ξƒଶ ൅ Ͷሿሺܽ݀ܺ ൅ ܻ݀ሻ
௭ ଶ

Integrating,we get
ௗ௭ ଵ
‫׬‬௭ = ൣെƒ േ ξƒଶ ൅ Ͷ൧ሺܽ ‫ ܺ݀ ׬‬൅ ‫ ܻ݀ ׬‬ሻ


Ž‘‰ ‫ ݖ‬ൌ ଶ ൣെƒ േ ξƒଶ ൅ Ͷ൧ሺܽܺ ൅ ܻሻ ൅ ܿ

‫ ݖ ‰‘Ž ׵‬ൌ ଶ ൣെƒ േ ξƒଶ ൅ Ͷ൧ሺܽ‫ ݔ‬ଷ ൅ ‫ ݕ‬ଷ ሻ ൅ ܿ

Which is the complete integeral of (1)

4. Solve the partial differential equation p 2 x 4  y 2 zq 2z 2

Sol : Given that p 2 x 4  y 2 zq 2z 2


Then given equation can be written as

px  qy z
2 2 2
2 z 2 o (1)

Since (1) is of the form f x m p, y n q, z 0 with m=2 and n=2

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1 1
Put X x1 m x1 2 x 1 and Y y 1
x x
wz wz wX § 1 · wz
Now P . P. ¨ 2 ¸ , where P
wx wX wx ©x ¹ wX

? x2 p P

wz wz wY § 1 · wz
and q . Q. ¨ 2 ¸ , where Q
wy wY wy ©y ¹ wY

? y2q Q

Now equation (1) becomes, P2  Qz 2 z 2 or P 2  Qz 2 z 2 o (2)


Since (2) is of the form ݂ሺܲǡ ܳǡ ‫ݖ‬ሻ ൌ Ͳ

Put ܲ ൌ ܽܳ݅݊ሺͳሻǡ ‫ ܳݐ݁݃݁ݓ݄݊݁ݐ‬ൌ ଶ௔మ ሾͳ േ ξͺƒଶ ൅ ͳሿ
ܼ
‫ܲ׵‬ൌ ሾͳ േ ඥͺƒଶ ൅ ͳሿ
ʹܽ
Putting the values of Pand Q in݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀ ,we get
ௗ௭ ଵ
= ሾͳ േ ξͺƒଶ ൅ ͳሿሺܽ݀ܺ ൅ ܻ݀ሻ 
௭ ଶ௔ మ

Integrating,we get
ௗ௭ ଵ
‫׬‬௭ = ሾͳ േ ξͺƒଶ ൅ ͳሿሺܽ ‫ ܺ݀ ׬‬൅ ‫ ܻ݀ ׬‬ሻ
ଶ௔ మ

Ž‘‰ ‫ ݖ‬ൌ ଶ௔మ ሾͳ േ ξͺƒଶ ൅ ͳሿ ሺܽܺ ൅ ܻሻ ൅ ܿ

‫ ݖ ‰‘Ž ׵‬ൌ ሾͳ േ ξͺƒଶ ൅ ͳሿሺܽ‫ ݔ‬ଷ ൅ ‫ ݕ‬ଷ ሻ ൅ ܿ
ଶ௔ మ

Which is the complete integral of (1).


5. Solve x 2 p 2  xpq z2
Sol :The given equation can be written as

xp  xp q z 2 o (1)
2

Since (1) is of the form f x m p. y n q, z 0 with m=1 and n=0

Put X log x

wz wz wX 1
Now P . P , where
wx wX wx x
wz
P
wX
? xp P

Equation (1) becomes, P 2  Pq z 2 o (2)

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Since (2) is of the form ݂ ሺܲǡ ‫ݍ‬ǡ ‫ݖ‬ሻ ൌ Ͳ


Put ܲ ൌ ܽ‫݊݅ݍ‬ሺʹሻǡ ‫ݐ݁݃݁ݓ‬

௭ ௭
‫ݍ‬ൌ , P=a
ඥ௔ሺ௔ାଵሻ ඥ௔ሺ௔ାଵሻ

But we have
݀‫ ܺ݀ܲ = ݖ‬൅ ‫ݕ݀ݍ‬
Substuting P,q ,we get
ௗ௭ ଵ
= ሺܽ݀ܺ ൅ ݀‫ݕ‬ሻ
௭ ඥ௔ሺ௔ାଵሻ

Integrating on both sides


ͳ
න ݀‫ݖ‬Ȁ‫ ݖ‬ൌ ሺܽ න ݀ܺ ൅ ݀‫ݕ‬ሻ
ඥܽሺܽ ൅ ͳሻ

ඥܽሺܽ ൅ ͳሻ Ž‘‰ ‫= ݖ‬ሺܽܺ ൅ ‫ݕ‬ሻ ൅ ‫ܥ‬


be the complete integral of (1)
6.Solve z p2 x  q2 y

Sol : Given that z p2 x  q2 y


The given equation can be written as
2 2
§ 12 · § 12 ·
p x  q y
2 2
z or ¨ px ¸  ¨ qy ¸ z o (1)
© ¹ © ¹

This is of the form

1 1 1 1
1 1
Put X x1m x 2
x 2 and Y y 2
y2

wz wz wX § 1 1 · wz
Now p . P ¨ x 2 ¸ , where P
wx wX wx ©2 ¹ wX

wz wz wY § 1 1 · wz
and q . Q ¨ y 2 ¸ , whereQ
wy wY wx ©2 ¹ wY
1 1
P Q
? px 2 and qy 2
2 2
2 2
§ P· §Q·
Then equation (1) becomes, ¨ ¸  ¨ ¸ z i.e.P 2  Q 2 4 z o (2)
©2¹ ©2¹

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This if of the form f P, Q, z 0

Put ܲ ൌ ܽܳ݅݊ሺʹሻǡ ‫ݐ݁݃݁ݓ‬


ܽଶ ܳଶ ൅ ܳଶ ൌ Ͷ‫ݖ‬

ସ௭ ସ௭
ܳ ൌ ට௔మ ାଵ, P=aට
௔ మାଵ
,

But we have
݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀
Substuting P,Q ,we get
ସ௭
݀‫ = ݖ‬ට ሺܽ݀ܺ ൅ ܻ݀ሻ
௔ మାଵ

݀‫ݖ‬ ʹ
ൌ ሺܽ݀ܺ ൅ ܻ݀ሻ
ξ‫ݖ‬ ξܽଶ ൅ ͳ

Integrating on both sides


ʹ
න ݀‫ݖ‬Ȁξ‫ ݖ‬ൌ ሺܽ න ݀ܺ ൅ න ܻ݀ሻ
ξܽଶ ൅ ͳ

ඥሺܽଶ ൅ ͳሻξ‫= ݖ‬ሺܽܺ ൅ ܻሻ ൅ ‫ܥ‬

ඥሺܽଶ ൅ ͳሻξ‫= ݖ‬൫ܽ ξ‫ ݔ‬൅ ඥ‫ݕ‬൯ ൅ ‫ܥ‬


Which is the complete integral of (1)

7.Solve ࢞૛ ࢖૛ ൅ ࢟૛ ࢗ૛ ൌ ࢠ૛

Sol: Given ‫ ݔ‬ଶ ‫݌‬ଶ ൅ ‫ ݕ‬ଶ ‫ ݍ‬ଶ ൌ ‫ ݖ‬ଶ ǥ ǥ Ǥ Ǥ ሺͳሻ

ሺ‫݌ݔ‬ሻଶ ൅ ሺ‫ݍݕ‬ሻଶ ൌ ‫ ݖ‬ଶ

Since (1) is of the form f x p, y q, z 0 with ݉ ൌ ͳܽ݊݀݊ ൌ ͳ


m n

Put X log x and Y log y

wz wz wX 1 wz
Now p . P. where P
wx wX wx x wX
? xp P
wz wz wY 1 wz
and q . Q. where Q
wy wY wy y wY
? qy Q
? Equation (1), becomes
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ܲଶ ൅ ܳଶ ൌ ‫ ݖ‬ଶ ……(2)

‫ݖ‬ ܽ‫ݖ‬
ܲ‫ ܲݐݑ‬ൌ ܽܳ݅݊ሺʹሻǡ ‫ ܳݐ݁݃݁ݓ‬ൌ Ǣܲ ൌ
ξܽଶ ൅ ͳ ξܽଶ ൅ ͳ

But we have
݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀
Substuting P,Q ,we get

݀‫ = ݖ‬ ሺܽ݀ܺ ൅ ܻ݀ሻ
ξ௔ మ ାଵ

݀‫ݖ‬ ͳ
ൌ ሺܽ݀ܺ ൅ ܻ݀ሻ
‫ݖ‬ ξܽଶ ൅ ͳ

Integrating on both sides


ͳ
න ݀‫ݖ‬Ȁ‫ ݖ‬ൌ ሺܽ න ݀ܺ ൅  න ܻ݀ሻ
ξܽଶ ൅ͳ

ඥሺܽଶ ൅ ͳሻ Ž‘‰ ‫= ݖ‬ሺܽܺ ൅ ܻሻ ൅ ‫ܥ‬

ඥሺܽଶ ൅ ͳሻ Ž‘‰ ‫=ݖ‬ሺܽ Ž‘‰ ‫ ݔ‬൅ Ž‘‰ ‫ݕ‬ሻ ൅ ‫ܥ‬


is the Complete solution of (1)

8. Solve ࢞૛ ࢖૛ ൅ ࢟૛ ࢗ૛ ൌ ૚

Sol: Given ࢞૛ ࢖૛ ൅ ࢟૛ ࢗ૛ ൌ ૚ ǥ ǥ Ǥ Ǥ ሺ૚ሻ

ሺ‫݌ݔ‬ሻଶ ൅ ሺ‫ݍݕ‬ሻଶ ൌ ͳ

Since (1) is of the form ݂ ሺ‫ ݔ‬௠ ‫݌‬ǡ ‫ ݕ‬௡ ‫ݍ‬ሻ ൌ Ͳ with ݉ ൌ ͳܽ݊݀݊ ൌ ͳ
Put X log x and Y log y

wz wz wX 1 wz
Now p . P. where P
wx wX wx x wX
? xp P
wz wz wY 1 wz
and q . Q. where Q
wy wY wy y wY
? qy Q
? Equation (1), becomes

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

ܲଶ ൅ ܳଶ ൌ ͳ……(2)

ܲ‫ ܲݐݑ‬ൌ ܽ݅݊ሺʹሻǡ ‫ ܳݐ݁݃݁ݓ‬ൌ ඥͳ െ ܽଶ

But we have
݀‫ ܺ݀ܲ = ݖ‬൅ ܻܳ݀
Substuting P,Q ,we get
݀‫ = ݖ‬ሺܽ݀ܺ ൅ ξͳ െ ܽଶ ܻ݀ሻ

Integrating on both sides

න ݀‫ ݖ‬ൌ ሺܽ න ݀ܺ ൅ ඥͳ െ ܽଶ න ܻ݀ሻ

z =൫ܽܺ ൅ ξͳ െ ܽଶ ܻ൯ ൅ ‫ܥ‬

z=൫ܽ Ž‘‰ ‫ ݔ‬൅ ξͳ െ ܽଶ Ž‘‰ ‫ݕ‬൯ ൅ ‫ܥ‬


is the Complete solution of (1)

Equations of the formࢌሺࢠ࢔ ࢖ǡ ࢠ࢔ ࢗሻ ൌ ૙࢝ࢎࢋ࢘ࢋ࢔࢏࢙ࢇࢉ࢕࢔࢙࢚ࢇ࢔࢚ǣ

Use the following substitution to reduce the above form to an equation of the form f(P,Q)=0

‫ ݖ‬௡ାଵ ݂݅݊ ് െͳ


‫ ܼݐݑ݌‬ൌ ൜
Ž‘‰ ‫ ݖ‬ǡ݂݅݊ ൌ െͳ

Equations of the formࢌሺ࢞ǡ ࢠ࢔ ࢖ሻ ൌ ࢍሺ࢟ǡ ࢠ࢔ ࢗሻ ࢝ࢎࢋ࢘ࢋ࢔࢏࢙ࢇࢉ࢕࢔࢙࢚ࢇ࢔࢚:

An equation of the above form can be reduced to an equation of the form f(P,Q)=0

by the substitutions given for the equation ‫ܨ‬ሺ‫ ݖ‬௡ ‫݌‬ǡ ‫ ݖ‬௡ ‫ ݍ‬ሻ ൌ Ͳ as above

Solved Problems :
1. Solve z 2 p 2  q 2 x2  y 2

Sol: Given that z 2 p 2  q 2 x2  y 2

The given equation can be written as


z 2 p2  z 2q2 x 2  y 2 or z 2 p 2  x 2 y 2  z 2q2

Or zp  x 2 y 2  zq o (1)
2 2

Since (1) is the of the form f x, pz n g y, qz n . with n=1


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? put Z z n1 z11 z2


wZ wz wz
Then 2 z. ŸP 2 zp where P
wx wx wx
P
? pz
2
wZ wz wz Q
and 2 z. Ÿ Q 2 zq where Q ? qz
wy wy wy 2

P2 Q2
? Equation (1) becomes,  x2 y2 
4 4
i.e., P 2  4 x 2 4 y 2  Q2 o (2)

This is of the form f1 x, P f 2 y, Q

Let P2  4 x 2 4 y 2  Q2 4k 2 (say)

? P2  4 x2 4k 2 and 4 y 2  Q 2 4k 2

Ÿ P2 4 x2  4k 2 and Q2 4 y 2  4k 2

?P 2 x 2  k 2 and Q 2 y2  k 2

wZ wZ
We have dZ .dx  dy
wx wy
Pdx  Qdy [By total differentiation]

? dZ 2 x 2  k 2 dx  2 y 2  k 2 dy

Integrating on both sides

Z 2 ³ x 2  k 2 dx  2 ³ y 2  k 2 dy

ªx 2 k2 1 § x · º ªx k2 § y ·º
2« x  k  sinh ¨ ¸ » 2 «
2
y  k  cosh 1 ¨ ¸ »  c
2 2

¬2 2 © k ¹¼ ¬2 2 © k ¹¼

§x· § y·
x x 2  k 2  k 2 sinh 1 ¨ ¸  x y 2  k 2  k 2 cosh 1 ¨ ¸  c
©k¹ ©k¹
ª § x· § y ·º
or z 2 x x 2  k 2  y y 2  k 2  k 2 «sinh 1 ¨ ¸  cosh 1 ¨ ¸ »  c
¬ ©k¹ © k ¹¼

§ x  x2  k 2 ·
or z 2 x x 2  k 2  y y 2  k 2  k 2 log ¨ ¸c
¨ y  y2  k 2 ¸
© ¹

This is the complete solution of (1)

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

2. Solve the partial differential equation. p 2 z 2 sin 2 x  q 2 z 2 cos2 y 1

Sol: Given that p 2 z 2 sin 2 x  q 2 z 2 cos2 y 1


The given equation can be written as

pz sin 2 x  qz cos 2 y 1or pz sin 2 x 1  qz cos 2 y o (1)


2 2 2 2

Since (1) is of the form f x, pz n


g y, qz with n=1.
n

Put Z z n1 z2
wZ wz P డ௓ డ௓
Now 2 z. ŸP 2 zp or pz where ܲ ൌ డ௫ Ǣ ܳ ൌ డ௬
wx wx 2
wZ wz Q
and 2 z. Ÿ Q 2 zq or qz
wy wy 2
2 2
§P· §Q·
Then equation (1) becomes, ¨ ¸ sin 2 x 1  ¨ ¸ cos 2 y
©2¹ ©2¹
2 2
P Q
i.e. sin 2 x 1  cos 2 y o (2)
4 4
This is of the form f1 x, p f 2 y, q
2 2
P Q
Let sin 2 x 1  cos 2 y k 2 (constant)
4 4
2 2
P Q
? sin 2 x k and 1 
2
cos 2 y k2
4 4
Ÿ P 2 sin 2 x 4k 2 and Q 2 cos 2 y 4 1  k 2

2k 2 1 k 2
ŸP and Q
sin x cos y
wZ wZ
We have dZ dx  dy [By total differential]
wx wy
? dZ Pdx  Qdy

2k 2 1 k 2
dZ dx  dy
sin x cos y
Integrating on both sides

‫ ݖ‬ൌ ʹ݇ න …•… ‫ ݔ݀ ݔ‬൅ ʹඥͳ െ ݇ ଶ න •‡… ‫ݕ݀ݕ‬

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

2k log cos ecx  cot x  2 1  k 2 log sec y  tan y  c

? z2 2k log cos ecx  cot x  2 1  k 2 log sec y  tan y  c

This is the required complete solution of (1)


3.Solve ሺ࢞ ൅ ࢖ࢠሻ૛ ൅ ሺ࢟ ൅ ࢗࢠሻ૛ ൌ ૚
Sol: Givenሺ‫ ݔ‬൅ ‫ݖ݌‬ሻଶ ൅ ሺ‫ ݕ‬൅ ‫ݖݍ‬ሻଶ ൌ ͳ…….(1)

‫݁ܿ݊݅ݏ‬ሺͳሻ݅‫ ܨ݉ݎ݋݂݄݁ݐ݂݋ݏ‬ሺ‫ ݖ‬௡ ‫݌‬ǡ ‫ ݖ‬௡ ‫ݍ‬ǡ ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͳ݊ ൌ ͳ

Put ܼ ൌ  ‫ ݖ‬௡ାଵ =‫ ݖ‬ଶ

డ௓ డ௭ ଵ
Differentiating partially w.r.t ‘x’,we get డ௭
ൌ ʹ‫ ݐ݄ܽݐݏ݈݁݅݌݉݅ݖ‬డ௓ ൌ ଶ௭

డ௭ డ௓ ௉ డ௓ ௉ ொ
But ‫ ݌‬ൌ డ௓ డ௫ =ଶ௭ implies డ௫ ൌ ଶ
ൌ ‫݌ݖ‬Ǣ ݈ܵ݅݉݅ܽ‫ ݖݍݐ݁݃݁ݓݕ݈ݎ‬ൌ ଶ

Substitute in (1),we get

௉ ொ
ሺ‫ ݔ‬൅ ሻଶ ൅ ሺ‫ ݕ‬൅ ሻଶ =1
ଶ ଶ

Separating ܲܽ݊݀‫ݕ݀݊ܽܳ݉݋ݎ݂ݔ‬ǡ the given equation can be written as.


௉ ொ
ሺ‫ ݔ‬൅ ሻଶ ൌ ͳ െ ሺ‫ ݕ‬൅ ሻଶ ൌ ‫ ܭ‬ଶ
ଶ ଶ
௉ ଶ ொ
ሺ‫ ݔ‬൅ ሻ ൌ ‫ ܭ‬ଶ ‫ ͳܦܰܣ‬െ ሺ‫ ݕ‬൅ ሻଶ ൌ ‫ ܭ‬ଶ
ଶ ଶ


ቀ‫ ݔ‬൅ ቁ ൌ ‫ܭ‬

Implies that

ܳ ൌ ʹሺඥሺͳ െ ‫ ܭ‬ଶ )െ‫ݕ‬ሻ


ܲ ൌ ʹሺ‫ ܭ‬െ ‫ݔ‬ሻ
wZ wZ
dZ dx  dy
We have wx wy

? dz 2(k  x)dx  2 ª 1  k 2  y º dy
¬ ¼
Integrating on both sides

z 2³ (k  x)dx  2³ ª 1  k 2  y º dy  c
¬ ¼
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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

z 2(kx 
x2
2
ª

y2 º
)  2 « 1 k 2 y  »  c
¬ 2¼

?z 2kx  x 2  2
1 k 2 y  y2  c

This is the complete solution of (1).


4. Solve ࢠሺ࢖૛ െ ࢗ૛ ሻ ൌ ࢞ െ ࢟

Sol: Given

‫ݖ‬ሺ‫݌‬ଶ െ ‫ ݍ‬ଶ ሻ ൌ ‫ ݔ‬െ ‫ ݕ‬ǥ ǥ ǥ ǥ ሺͳሻ


భ భ
ሺ‫ ݖ‬మ ‫݌‬ሻଶ െ ሺ‫ ݖ‬మ ‫ݍ‬ሻଶ ൌ ‫ ݔ‬െ ‫…ݕ‬..(2)

ͳ
‫݁ܿ݊݅ݏ‬ሺʹሻ݅‫ܨ݉ݎ݋݂݄݁ݐ݂݋ݏ‬ሺ‫ ݖ‬௡ ‫݌‬ǡ ‫ ݖ‬௡ ‫ݍ‬ǡ ‫ݔ‬ǡ ‫ݕ‬ሻ ൌ Ͳ݊ ൌ
ʹ

Put ܼ ൌ  ‫ ݖ‬௡ାଵ =‫ ݖ‬మ


డ௓ ଷ
Differentiating partially w.r.t ‘x’,we get ൌ ‫ݖ‬మ
డ௭ ଶ

߲‫ݖ‬ ʹ
݅݉‫ݐ݄ܽݐݏ݈݁݅݌‬ ൌ ଵ
߲ܼ
͵‫ ݖ‬ଶ
భ భ
డ௭ డ௓ ଶ ଶ
But ‫ ݌‬ൌ =Pimplies ܲ ൌ ‫ ݖ‬మ ‫݌‬Ǣ ݈ܵ݅݉݅ܽ‫ ܳ ݐ݁݃݁ݓݕ݈ݎ‬ൌ ‫ ݖ‬మ ‫ݍ‬Substitute in (2),we get
డ௓ డ௫ ଷ ଷ

ʹ ʹ
ሺ ܲሻ૛ െ ሺ ܳሻ૛ ൌ ࢞ െ ࢟
͵ ͵

Separating ܲܽ݊݀‫ݕ݀݊ܽܳ݉݋ݎ݂ݔ‬ǡ the given equation can be written as.


ʹ ʹ
ሺ ܲሻ૛ െ ࢞ ൌ െ࢟ ൅ ሺ ܳሻ૛ ൌ ࢑
͵ ͵

Solving, we get
ଷ ଷ
ܲ ൌ ξ݇ ൅ ‫ ݔ‬and ܳ ൌ ඥ݇ ൅ ‫ݕ‬
ଶ ଶ

wZ wZ
We have dZ dx  dy [By total differential]
wx wy
? dZ Pdx  Qdy

ܼ݀ ൌ ሾξ݇ ൅ ‫ ݔ݀ݔ‬൅ ඥ݇ ൅ ‫ݕ݀ݕ‬ሿ

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Integrating on both sides


͵
ܼ ൌ ሾන ξ݇ ൅ ‫ ݔ݀ݔ‬൅ න ඥ݇ ൅ ‫ݕ݀ ݕ‬
ʹ

ଷ ଷ ଷ
‫ ݖ‬ଶ ൌ ሺ݇ ൅ ‫ݔ‬ሻଶ ൅ሺ݇ ൅ ‫ݕ‬ሻଶ ൅ ܿ

This is the required complete solution of (1)

Methods Of Separation Of Variables:

This method is used to reduce one partial differential equation to two or more ordinary
differential equations,each one involving one of the independent variables.This will be done
by separating these variables from the beginning. This method is explained through following
examples.

ࣔࢁ ࣔࢁ
1. Solve by the method of separation of variables ࣔ࢞
ൌ ૛ ࢚ࣔ ൅ ࢁ where U(x,0)=6ࢋି૜࢞

డ௎ డ௎
Sol : Given equation is ൌʹ ൅ ܷ----------(1)
డ௫ డ௧

Let U(x,t)= X(x) T(t) =XT ---------------(2)

be a solution of (1)

Differentiating (2) partially w.r.t x ant t

߲ܷ ߲ܷ
ൌ ܺ ′ ܶǡ ൌ ܶ ′ ܺ
߲‫ݔ‬ ߲‫ݐ‬

Put these values in equation (1), we have

ܺ ′ ܶ ൌ ʹܶ ′ ܺ ൅ ܺܶDividing by XT

௑′ ்′
 ௑ ൌ ʹ ் ൅ ͳ--------(3)

Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘t’ where x and t are
independent variables, the two sides of (3) can be equal to each other for all values of ‘x’ and
‘t’ if and only if both sides are equal to a constant.

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௑′ ்′
Therefore ௑
ൌ ʹ ் ൅ ͳ=k--------(4) where k is a constant

௑′ ்′
Now from (4) ௑ = k----(5) and ʹ ் ൅ ͳ=k-------(6)

Now consider (5)


௑′
= k Ÿ X c  kX 0 Ÿ X C1ekx

§ k 1 ·
§ k 1 · ¨ ¸t
Now consider (6)ʹ
்′
൅ ͳ=k Ÿ Tc¨ ¸ T 0 Ÿ T C 2 e © 2 ¹
   (8)
் © 2 ¹

Substituting the values of X and T in (2) we get

§ k 1 ·
¨ ¸t
kx © 2 ¹
U ( x, t ) X C1e C2e

§ k 1 ·
¨ ¸t
U ( x, t ) X Aekx e© 2 ¹
( where A=C1 C2 )

kx
Put t=0 in the above equation ,we have U(x,0) = A e -----(9)

but given that U(x,0)=6݁ ିଷ௫ --------(10)

from (9) and (10) we have A e kx =6݁ ିଷ௫

A=6 and k=-3 the solution of the given equation becomes

U ( x, t ) X 6e 3 x e 2 t 6e  (3 x  2t )

ࣔ૛ ࢁ ࣔࢁ
2. Solve the equation by the method of separation of variables ൌ ൅ ૛ࢁ
ࣔ࢞૛ ࣔ࢟

డమ௎ డ௎
Sol: Given equation is ൌ ൅ ʹܷ ----------(1)
డ௫ మ డ௬

Let U(x,y)= X(x) Y(y) =X Y ---------------(2)

be a solution of (1)

Differentiating (2) partially w.r.t x ant y

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MATHEMATICS -II PARTIAL DIFFERENTIAL EQUATIONS

߲ܷ ߲ܷ ߲ଶܷ
ൌ ܺ ′ ܻǡ ൌ ܻ ′ ܺ ଶ  ൌ ܺ ′′ ܻ
߲‫ݔ‬ ߲‫ݕ‬ ߲‫ݔ‬

Put these values in equation (1), we have

ܺ ′′ ܻ ൌ  ܻ ′ ܺ ൅ ʹܻܺ

௑ ′′ ௒ ′′
Dividing by XY on both sides we have ൌ +2
௑ ௒

௑ ′′ ௒ ′′
െʹ ൌ -----------------(3)
௑ ௒

Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘y’ where x and y are
independent variables, the two sides of (3) can be equal to each other for all values of ‘x’ and
‘y’ if and only if both sides are equal to a constant.

௑ ′′ ௒ ′′
 െʹ ൌ ൌ ݇--------(4)
௑ ௒

Now from (4)

ܺ ′′
 െ ʹ ൌ ݇ െ െ െ െ െ െሺͷሻ
ܺ

௒ ′′
And ൌ ݇ െ െ െ െ െ െሺ͸ሻ

From (5) ܺ ′′ െ ʹܺ ൌ ݇ܺܺ ′′ െ ሺʹ ൅ ݇ሻܺ ൌ Ͳ

Which is second order differential equation

Auxiliary equation is ݉ଶ െ ሺʹ ൅ ݇ሻ ൌ Ͳ ՜ m=േඥሺʹ ൅ ݇ሻ

Solution of the given equation (5) is ܺ ൌ ‫ܥ‬ଵ ݁ ඥሺଶା௞ሻ

௒′
Now consider equation (6) ܻ ′ ൌ ܻ݇ ՜  ௒ ൌ ݇

Integrating on both sides we get logy = ky + log‫ܥ‬ଷ

§Y ·
Ÿ log ¨ ¸ ky Ÿ Y C3eky    (8)
© C3 ¹
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Substituting the values of X and Y in (2) we have

U ªC1e (2  k ) x  C2 e  (2  k ) x º C3e ky
¬ ¼
U ª Ae (2  k ) x  Be  (2  k ) x º e ky
¬ ¼

Where A C1C3 and B C1C2

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