M3 R20 - Unit-4
M3 R20 - Unit-4
M3 R20 - Unit-4
UNIT-IV
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.
డ௭ డ௭ డమ௭ డ మ௭ డమ௭
Notations: ൌ ǡ ݍൌ ǡ ݎൌ మǡ ݏൌ ǡ ݐൌ
డ௫ డ௬ డ௫ డ௫డ௬ డ௬ మ
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
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
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
a p a ……… (2) and b q b ………..(3)
wx wy
Putting the values of a and b from equation (2) and (3) in (1), we get
z px qy p 2 q 2
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)
zp zq z 2
2 2
r2
1
?yq o ………… (3)
16q 2
Adding (2) and (3), we get
1§ 1 1 ·
x y ¨ 2 2¸
16 © p q ¹
or 16 x y p 2q 2 p2 q2
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
ݍെ Ͷ ݖݕݔൌ Ͳ
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 ൌ 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
? pz xp 2 xzr
Which is the required partial differential equation.
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
w u, v w u, v w u, v
p q
w y, z w z, x w x, y
wz wu
And f 1 u . f 1 u .2 y
wy wy
DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 120
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
Similarly we get
ݍൌ െ݂ଵ (u)ʹ(ݕ4)
? 3 y 4 , gives
௫
ൌ
ି௬
ݔ ݕݍൌ Ͳ
? 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
ݔሺ ݕെ ݖሻ ݕሺ ݖെ ݔሻ ݍൌ ݖሺ ݔെ ݕሻ
§ 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
x y p y z x y p z
x y q x z x y q z
from z f x e y .g x
w2 z y wz
e . g x [using (3)]
wy 2 wy
w 2 z wz
? 0
wy 2 wy
?t q 0
function࣐ሺ࢞ ࢟ ࢠ ǡ ࢇ࢞ ࢈࢟ ࢉࢠሻ ൌ
Sol: Given function can be written as
࢞ାࢠ ሺࢇାࢉ
ൌ
࢟ାࢠ ሺ࢈ାࢉሻ
Let I x, y, z, a, b 0 o (2)
wI wI 1
Differentiating (5) partially w.r.t. ‘ܽ’, we get . f a 0 o (6)
wa wf
Eliminate ‘ܽ’ between (5) and (6), when it exists is called the general integral or general
solution of (1).
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 ࡽ ൌ 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
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.
Consider dx dy dz
P Q R
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
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, ݈ ݕ݊݅ݏ݃ൌ ݈ 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
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)
4. Solve x y z p y z x q z x y
dx dy dz
? The auxiliary equations are
x y z y z x z x y
? 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 ݈ ݖ݃ൌ ݈ܾ݃Ǥ ݖݕݔݎൌ ܾ……. (3)
From (2) and (3). The general solution of (1) is
I a, b 0 i.e.,
5. Solve x2 y z p y 2 z x q z2 x y
dx dy dz
? The auxiliary equations are
x y z
2
y z x
2
z x y
2
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)
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
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)
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
1 1 1
Using l ,m ,n as multipliers, we get
x y z
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)
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
?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
݀ݖ݀ ݕ݀ ݔ
ൌ ൌ
ݔ ݕ ݖ
݀ݔ ݀ݕ
න ൌන
ݔ ݕ
௫
ܿଵ ൌ ௬ …..(1)
݀ݖ ݀ݕ
න ൌන
ݖ ݕ
௬
ܿଶ ൌ …..(2)
௭
௫ ௬
݂ ቀ ǡ ቁ ൌ Ͳ is the required solution.
௬ ௭
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)
௫
From (1),(2),
௬௭
Complete solution of given pde݅ ߮ݏቀ ǡ ݔଶ ݕଶ ݖଶ ቁ ൌ Ͳ
௫
Integrating,we get
ݔݕ
ൌ ܿଶǥǤሺଶሻ
ݖ
ௗ௫ ௗ௬ ௗ௭
ሺ௫ మି௬௭ሻ
ൌ ሺ௬ మ ൌ
ି௫௭ሻ ሺ௭ మି௫௬ሻ
ௗ௫ିௗ௬ ௗ௬ିௗ௭
ሺ௫ మି௬௭ሻିሺ௬ మି௫௭ሻ =
൫ሺି௭ మା௬௫ሻାሺ௬ మି௫௭ሻ൯
ௗሺ௫ି௬ሻ ௗ௬ିௗ௭
ሺ௫ି௬ሻሺ௫ା௬ା௭ሻ
= ሺ௬ି௭ሻሺ௫ା௬ା௭ሻሻ
Integrating,we get
k
z ax yc
a
which contains two arbitrary constants a and c.
2.Solve ൌ
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 ݂ሺǡ 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
Standard Form II :
Solved Problems :
Solve the following partial differential equations
1. ࢠ ൌ 2. ࢠ ൌ 3. ࢠ ൌ
ݖ
ൌ ܽට
ͳ ܽଶ
Putting the values ݔ݀ = ݖ݀ ݊݅ݍ݂݀݊ܽ ݕ݀ݍ, we get
ଵ ଵ
݀= ݖ ሺܽ݀ ݔ ݀ݕሻ ,
ξ ௭ ξଵା మ
ሺܽଶ ݖଶ ͳሻ
ݍൌ
ܽ
Integrating,we get
ࢊࢠ
ሺమ௭ మ ାଵሻ = ࢇ ሺܽ݀ ݔ ݀ݕሻ
ܽͳ
ൌ
ݖ
Putting the values ݔ݀ = ݖ݀ ݊݅ݍ݂݀݊ܽ ݕ݀ݍ, we get
ାଵ
= ݖ݀ݖ ሺܽ݀ ݔ ݀ݕሻ ,
Let p 2 x q 2 y k (constant)
? p2 x k and q 2 y k
p2 k x and q 2 yk
?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 x2 y k 2 c
3 3
? xp x2 k and yq y 2 k
k x2 k y2
p 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
2 2
§p · §q ·
3. Solve ¨ x ¸ ¨ y ¸ 1
©2 ¹ ©2 ¹
Sol: Separating ݕ݀݊ܽݍ݉ݎ݂ݔ݀݊ܽǡ 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
x k and ¨ y ¸ 1 k 2 or y 1 k 2
2 ©2 ¹ 2
p 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
࢞ ࢟
ࢠൌ ࢞ ࢟ +c
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
య
௫మ ଶ
ݖൌ ݇ ݔ ሺ݇ ݕሻమ +C
ଶ ଷ
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 ିଵ ሺଶξ)+kݕ+C
ସ
An equation analogous to the clairaut’s equation it is complete solution is ܼ ൌ ܽ ݔ ܾ ݕ ݂ሺܽǡ ܾሻ
which is obtained by writing ݂ܽ ݍݎ݂ܾ݀݊ܽݎThe differential equation which satisfies some
specified conditions known as the boundary conditions.The differential equation together with
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
3. Solve pqz p 2 qx p 2 q 2 py q 2
§ p2 · § q2 ·
?z p¨ x ¸ q ¨ y ¸
© q ¹ © p¹
§ p3 q3 ·
?z px qy ¨ ¸ o (1)
© q p¹
4. Solve ࢠ ൌ ࢞ ࢟
ݖ ൌ ݔଶ
The above form of the equation of the type can be transformed to an equation of the form f(p,q)=0
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 ߲ܻ
Case(ii):- when ݉ ൌ ͳǡ ݊ ൌ ͳ
డ௭ డ డ డ ଵ డ
p=డ௫ ൌ డ డ௫ ൌ డ ௫ ݅݉ ݔݏ݈݁݅ൌ ܲ= ܲ݁ݎ݄݁ݓൌ డ
߲ܼ
ݕݍݕ݈ݎ݈ܽ݅݉݅ݏൌ ܳ ܳ݁ݎ݄݁ݓൌ
߲ܻ
This can be reduced to an equation of the form ݂ሺܲǡ ܳǡ ݖሻ ൌ Ͳby the substitutions given for the equation
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)
? y 2 q 3Q
Now equation (1), becomes.
3P 3Q
1 1
z o (2)
Putting the values of Pand Q in݀ ܺ݀ܲ = ݖ ܻܳ݀ ,we get
ଷ௭
݀ = ݖሺܽ݀ܺ ܻ݀ሻ
ାଵ
Integrating,we get
ଷ௭
ାଵ ݀ =ݖሺܽ ܺ݀ ܻ݀ ሻ
͵ܽ ݖଶ
ൌ ሺܽܺ ܻሻ ܿ
ʹሺܽ ͳሻ
§ a 1 · 3
? 3z 2 ¸ x ay c1
3
2¨
© a ¹
ାଵ
,taking ܿଵ ൌ ʹሺ ሻܿ
? y 2 q 3Q
Equation (1) becomes, 3P 3Q z o (2)
Putting the values of Pand Q in݀ ܺ݀ܲ = ݖ ܻܳ݀ ,we get
ௗ௭ ଵ
௭
= ଷሺାଵሻ ሺܽ݀ܺ ܻ݀ሻ
Integrating,we get
ௗ௭ ଵ
௭ = ଷሺାଵሻ ሺܽ ܺ݀ ܻ݀ ሻ
ͳ
ݖൌ ሺܽܺ ܻሻ ܥ
͵ሺܽ ͳሻ
log z
1
3 1 a
x3 ay3 c
This is the complete solution of (1)
3. Solve q2 y 2 z z px
z 2 zpx or xp z qy z 2 o (1)
2
q2 y2
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)
Putting the values of Pand Q in݀ ܺ݀ܲ = ݖ ܻܳ݀ ,we get
ௗ௭ ଵ
= ሾെ േ ξଶ Ͷሿሺܽ݀ܺ ܻ݀ሻ
௭ ଶ
Integrating,we get
ௗ௭ ଵ
௭ = ൣെ േ ξଶ Ͷ൧ሺܽ ܺ݀ ܻ݀ ሻ
ଶ
ଵ
ݖൌ ଶ ൣെ േ ξଶ Ͷ൧ሺܽܺ ܻሻ ܿ
ଵ
ݖ ൌ ଶ ൣെ േ ξଶ Ͷ൧ሺܽ ݔଷ ݕଷ ሻ ܿ
px qy z
2 2 2
2 z 2 o (1)
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
Integrating,we get
ௗ௭ ଵ
௭ = ሾͳ േ ξͺଶ ͳሿሺܽ ܺ݀ ܻ݀ ሻ
ଶ మ
ଵ
ݖൌ ଶమ ሾͳ േ ξͺଶ ͳሿ ሺܽܺ ܻሻ ܿ
ଵ
ݖ ൌ ሾͳ േ ξͺଶ ͳሿሺܽ ݔଷ ݕଷ ሻ ܿ
ଶ మ
xp xp q z 2 o (1)
2
Put X log x
wz wz wX 1
Now P . P , where
wx wX wx x
wz
P
wX
? xp P
௭ ௭
ݍൌ , P=a
ඥሺାଵሻ ඥሺାଵሻ
But we have
݀ ܺ݀ܲ = ݖ ݕ݀ݍ
Substuting P,q ,we get
ௗ௭ ଵ
= ሺܽ݀ܺ ݀ݕሻ
௭ ඥሺାଵሻ
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
ସ௭ ସ௭
ܳ ൌ ටమ ା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
7.Solve ࢞ ࢟ ൌ ࢠ
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
௭
݀ = ݖ ሺܽ݀ܺ ܻ݀ሻ
ξ మ ାଵ
݀ݖ ͳ
ൌ ሺܽ݀ܺ ܻ݀ሻ
ݖ ξܽଶ ͳ
8. Solve ࢞ ࢟ ൌ
ሺݔሻଶ 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
ܲଶ ܳଶ ൌ ͳ……(2)
But we have
݀ ܺ݀ܲ = ݖ ܻܳ݀
Substuting P,Q ,we get
݀ = ݖሺܽ݀ܺ ξͳ െ ܽଶ ܻ݀ሻ
z =൫ܽܺ ξͳ െ ܽଶ ܻ൯ ܥ
Use the following substitution to reduce the above form to an equation of the form f(P,Q)=0
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
Or zp x 2 y 2 zq o (1)
2 2
P2 Q2
? Equation (1) becomes, x2 y2
4 4
i.e., P 2 4 x 2 4 y 2 Q2 o (2)
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
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
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
Put Z z n1 z2
wZ wz P డ డ
Now 2 z. P 2 zp or pz where ܲ ൌ డ௫ Ǣ ܳ ൌ డ௬
wx wx 2
wZ wz Q
and 2 z. 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
P 2 sin 2 x 4k 2 and Q 2 cos 2 y 4 1 k 2
2k 2 1 k 2
P 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
డ డ௭ ଵ
Differentiating partially w.r.t ‘x’,we get డ௭
ൌ ʹ ݐ݄ܽݐݏ݈݁݅݉݅ݖడ ൌ ଶ௭
డ௭ డ డ ொ
But ൌ డ డ௫ =ଶ௭ implies డ௫ ൌ ଶ
ൌ ݖǢ ݈ܵ݅݉݅ܽ ݖݍݐ݁݃݁ݓݕ݈ݎൌ ଶ
ொ
ሺ ݔ ሻଶ ሺ ݕ ሻଶ =1
ଶ ଶ
ቀ ݔ ቁ ൌ ܭ
ଶ
Implies that
? 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
DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 155
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
Sol: Given
ͳ
݁ܿ݊݅ݏሺʹሻ݅ܨ݉ݎ݂݄݁ݐ݂ݏሺ ݖ ǡ ݖ ݍǡ ݔǡ ݕሻ ൌ Ͳ݊ ൌ
ʹ
య
Put ܼ ൌ ݖାଵ = ݖమ
భ
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 ൌ ࢞ െ ࢟
͵ ͵
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
ଷ
ܼ݀ ൌ ሾξ݇ ݔ݀ݔ ඥ݇ ݕ݀ݕሿ
ଶ
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ଷ ଷ ଷ
ݖଶ ൌ ሺ݇ ݔሻଶ ሺ݇ ݕሻଶ ܿ
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)=6ࢋି࢞
డ డ
Sol : Given equation is ൌʹ ܷ----------(1)
డ௫ డ௧
be a solution of (1)
߲ܷ ߲ܷ
ൌ ܺ ′ ܶǡ ൌ ܶ ′ ܺ
߲ݔ ߲ݐ
ܺ ′ ܶ ൌ 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.
′ ்′
Therefore
ൌ ʹ ் ͳ=k--------(4) where k is a constant
′ ்′
Now from (4) = k----(5) and ʹ ் ͳ=k-------(6)
§ k 1 ·
§ k 1 · ¨ ¸t
Now consider (6)ʹ
்′
ͳ=k Tc¨ ¸ T 0 T C 2 e © 2 ¹
(8)
் © 2 ¹
§ 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)
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
be a solution of (1)
߲ܷ ߲ܷ ߲ଶܷ
ൌ ܺ ′ ܻǡ ൌ ܻ ′ ܺ ଶ ൌ ܺ ′′ ܻ
߲ݔ ߲ݕ ߲ݔ
ܺ ′′ ܻ ൌ ܻ ′ ܺ 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)
ܺ ′′
െ ʹ ൌ ݇ െ െ െ െ െ െሺͷሻ
ܺ
′′
And ൌ ݇ െ െ െ െ െ െሺሻ
′
Now consider equation (6) ܻ ′ ൌ ܻ݇ ՜ ൌ ݇
§Y ·
log ¨ ¸ ky Y C3eky (8)
© C3 ¹
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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