SCHOOL OF SCIENCE AND HUMANITIES

DEPARTMENT OF MATHEMATICS

UNIT – I – Ordinary and Partial Differential Equations – SMT1305

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 Unit I
Differential Equations of First Order
Topics covered in this unit are: Definition of an ordinary differential equation, Degree and order of a
differential equation, Formation of differential equations, Solutions: General, particular, and singular,
First order exact equations and integrating factors, Equations in which the variable are separable,
Homogeneous equations, Equations of first order and first degree, Linear equations and equations
reducible to linear form, First order higher degree equations solvable for x, y, p, Clairaut's form and
singular solutions, Orthogonal trajectories.
1 Introduction to Ordinary Differential Equations (ODE)
1.1 Definition
A differential equation is an equation which involves differentials or differential coefficients.
Differential equation is an equation involving one or more functions with its derivatives. The
derivatives of the function define the rate of change of a function. Differential equations are used
to model physical phenomena that involves rate of change.
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
Examples: (i) 𝑑𝑥 2
+ 2 𝑑𝑥 + 𝑦 = 𝑠𝑖𝑛𝑥 (ii) 𝑑𝑥 = 𝑥 2 .

1.2 Order and Degree of a ODE

Order is the highest derivative present in the differential equation and degree is the exponent of
the highest derivative.
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𝑑2 𝑦 𝑑𝑦 2
Example: In (𝑑𝑥 2 ) + 2 (𝑑𝑥 ) + 𝑦 = 2, Order = 2 and Degree = 3.

2 Formation of Ordinary Differential Equations

The following are the steps involved in forming a ODE:
Given the general solution of a ODE in the form 𝑓(𝑥, 𝑦, 𝑐1 , 𝑐2 , … , 𝑐𝑛 ) = 0_____(1)
Step 1: Find the number of arbitrary constants ‘n’ present in equation (1).
Step 2: Differentiate (1) w.r.t. independent variable x, present in (1).
Step 3: Keep differentiating ‘n’ times, so that (n+1) equations are obtained.
Step 4: Using the (n+1) equations are obtained, eliminate the constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 .

Example 1
Construct an ordinary differential equation whose general solution is 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 .
Solution.
Given 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 _______________(1)
Since there are two arbitrary constants A and B, we differentiate (1) twice.
𝑦1 = 2𝐴𝑒 2𝑥 − 2𝐵𝑒 −2𝑥 _______________(2)
𝑦2 = 4𝐴𝑒 2𝑥 + 4𝐵𝑒 −2𝑥 _______________(3)
This implies that 𝑦2 = 4(𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 ).
⟹ 𝑦2 = 4𝑦

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 𝑑2 𝑦
Therefore, 𝑑𝑥 2 − 4𝑦 = 0 is the required ODE.

Example 2
Construct a differential equation whose general solution is 𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 2𝑥 + 𝐶𝑒 −3𝑥 .
Solution.
Given 𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 2𝑥 + 𝐶𝑒 −3𝑥 _______________(1)
Since there are three arbitrary constants A, B and C, we differentiate (1) thrice.
𝑦1 = 𝐴𝑒 𝑥 + 2𝐵𝑒 2𝑥 − 3𝐶𝑒 −3𝑥 _______________(2)
𝑦2 = 𝐴𝑒 𝑥 + 4𝐵𝑒 2𝑥 + 9𝐶𝑒 −3𝑥 _______________(3)
𝑦3 = 𝐴𝑒 𝑥 + 8𝐵𝑒 2𝑥 − 27𝐶𝑒 −3𝑥 _______________(4)
First we eliminate A from (1), (2), (3) and (4).
(2) − (1) ⟹ 𝑦1 − 𝑦 = 𝐵𝑒 2𝑥 − 4𝐶𝑒 −3𝑥 .
(3) − (2) ⟹ 𝑦2 − 𝑦1 = 2𝐵𝑒 2𝑥 + 12𝐶𝑒 −3𝑥 .
(2) − (1) ⟹ 𝑦3 − 𝑦2 = 4𝐵𝑒 2𝑥 − 36𝐶𝑒 −3𝑥 .
We then eliminate Band C, by using the determinant,
𝑦1 − 𝑦 𝐵 −4𝐶
|𝑦2 − 𝑦1 2𝐵 12𝐶 | = 0
𝑦3 − 𝑦2 4𝐵 −36𝐶
𝑦1 − 𝑦 1 1𝐶
⟹ |𝑦2 − 𝑦1 2 3𝐶 | = 0
𝑦3 − 𝑦2 4 9𝐶
Expanding the determinant we get,
7𝑦1 − 6𝑦 − 𝑦3 = 0
or,
𝑦3 − 7𝑦1 + 6𝑦 = 0.
𝑑3 𝑦 𝑑𝑦
⟹ −7 + 6𝑦 = 0 is the required ODE.
𝑑𝑥 3 𝑑𝑥

3 Types of Solution of a ODE

Solution: Any relation connecting the variables of an equation and not involving their derivatives,
which satisfies the given differential equation is called a solution.
General Solution: A solution of a differential equation in which the number of arbitrary constants
is equal to the number of independent variables in the equation is called a general or complete
solution or complete primitive of the equation.
Example: 𝑦 = 𝐴𝑥 + 𝐵.

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 Particular Solution: The solution obtained by giving particular values to the arbitrary constants
of the general solution, is called a particular solution of the equation.
Example: 𝑦 = 3 𝑥 + 5.
Singular Solution: A solution of a differential equation in which contains no arbitrary constants
is called the singular solution.

4 Exact Linear Differential Equations

A differential equation of the type 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is called an exact differential equation
where 𝑀 and 𝑁 are functions of x and y if and only if 𝑀𝑦 = 𝑁𝑥 . The solution of an exact
differential equation is of the form 𝐹(𝑥, 𝑦) = 𝑐, where 𝑐 is an arbitrary constant.

The following are the steps involved in solving an exact equation:

Step 1: Test the exactness of the given equation.
Step 2: Write the general solution as 𝐹(𝑥, 𝑦) = 𝑐 where 𝐹𝑥 = 𝑀 and 𝐹𝑦 = 𝑁.
Step 3: Integrate 𝐹 w.r.t. x and y and write the constants in terms of g(y) and h(x).
Step 4: Compare 𝐹 and find g(y) and h(x).
Step 5: Substitute 𝐹 in Step 2 which is the general solution.

Example 3
Solve 4𝑥𝑠𝑖𝑛𝑦𝑑𝑥 + 2𝑥 2 𝑐𝑜𝑠𝑦𝑑𝑦 = 0.
Solution.
Let 𝑀 = 4𝑥𝑠𝑖𝑛𝑦 and 𝑁 = 2𝑥 2 𝑐𝑜𝑠𝑦.
⟹ 𝑀𝑦 = 4𝑥𝑐𝑜𝑠𝑦 and 𝑁𝑥 = 4𝑥𝑐𝑜𝑠𝑦
⟹ 𝑀𝑦 = 𝑁𝑥 .
⟹The given equation is exact.
Therefore, the general solution is 𝐹(𝑥, 𝑦) = 𝑐_____(1), where 𝐹𝑥 = 𝑀 and 𝐹𝑦 = 𝑁.
⟹ 𝐹𝑥 = 4𝑥𝑠𝑖𝑛𝑦 and 𝐹𝑦 = 2𝑥 2 𝑐𝑜𝑠𝑦.
Integrating 𝐹 w.r.t x and y, we get, 𝐹 = 2𝑥 2 𝑠𝑖𝑛𝑦.
Substituting 𝐹 in equation (1),
2𝑥 2 𝑠𝑖𝑛𝑦 = 𝑐 is the general solution of the given differential equation.

Example 4
Solve (3𝑥 2 𝑦 − 6𝑥)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0.
Solution.
Let 𝑀 = 3𝑥 2 𝑦 − 6𝑥 and 𝑁 = 𝑥 3 + 2𝑦.
⟹ 𝑀𝑦 = 3𝑥 2 and 𝑁𝑥 = 3𝑥 2
⟹ 𝑀𝑦 = 𝑁𝑥 .
⟹The given equation is exact.
Therefore, the general solution is 𝐹(𝑥, 𝑦) = 𝑐_____(1), where 𝐹𝑥 = 𝑀 and 𝐹𝑦 = 𝑁.

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 ⟹ 𝐹𝑥 = 3𝑥 2 − 6𝑥 and 𝐹𝑦 = 𝑥 3 + 2𝑦.
Integrating 𝐹 w.r.t x and y, we get, 𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 .
Substituting 𝐹 in equation (1),
𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 = 𝑐 is the general solution of the given differential equation.
5 Separable Equations
A first order differential equation 𝑦 ′ = 𝑓(𝑥, 𝑦) is called a separable equation if the function 𝑓(𝑥, 𝑦)
can be factorised into two functions 𝑔(𝑦) and ℎ(𝑥). The following are the steps involved in solving
separable equations:
Step 1: Check whether the given equation is separable.
Step 2: Separate the variables y and dy to the LHS and those of x and dx to the RHS.
Step 3: Integrate on both sides to get the general solution.
Step 4: To find the particular solution, substitute the initial conditions in the general solution.
Example 5
𝑑𝑦 2𝑥
Solve 𝑑𝑥 = 3𝑦 2.

Solution.
The given differential equation is separable.
Therefore, 3𝑦 2 𝑑𝑦 = 2𝑥𝑑𝑥.
Integrating on both sides, we get,
𝑦 3 = 𝑥 2 + 𝐶.
1
⟹ 𝑦 = (𝑥 2 + 𝐶)3 is the general solution.

Example 6
Solve 𝑦 ′ = 𝑦 2 𝑠𝑖𝑛𝑥.
Solution.
𝑑𝑦
Given equation can be written as 𝑑𝑥 = 𝑦 2 𝑠𝑖𝑛𝑥.
The given differential equation is separable.
𝑑𝑦
Therefore, 𝑦 2 = 𝑠𝑖𝑛𝑥𝑑𝑥.
Integrating on both sides, we get,
1
= 𝑐𝑜𝑠𝑥 + 𝐶.
𝑦
1
⟹ 𝑦 = 𝑐𝑜𝑠𝑥+𝐶 is the general solution.

6 Homogeneous Equations
An expression is said to be homogeneous if the degree of the variables (or the sum of the powers of
different variables) in each term is the same.
Examples: 2𝑥 + 5𝑦, 5𝑥 2 − 3𝑥𝑦 + 4𝑦 2 .

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 𝑑𝑦 𝑓(𝑥,𝑦)
An homogeneous differential equation is of the form = where 𝑓(𝑥, 𝑦) and 𝑔(𝑥, 𝑦) are
𝑑𝑥 𝑔(𝑥,𝑦)
homogeneous expressions in x and y of same degree.
𝑑𝑦 𝑥 2 +𝑦 2
Example: 𝑑𝑥 = 𝑥 2 −𝑥𝑦+𝑦 2 is a homogeneous equation.

Steps involved to solve homogeneous equations:

𝑦 𝑑𝑦 𝑑𝑣
Step 1: Perform the substitution using 𝑣 = 𝑥 . This implies 𝑦 = 𝑣𝑥 and 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 .
Step 2: Solve the resulting equation using separation of variables.
Step 3: Substitute for v in terms of x and y.
Example 7
𝑑𝑦 3𝑦 2 +𝑥𝑦
Solve 𝑑𝑥 = .
𝑥2

Solution.
𝑑𝑦 3𝑦 2 +𝑥𝑦
Given equation 𝑑𝑥 = ________(1) is homogeneous
𝑥2

Therefore, put 𝑦 = 𝑣𝑥_________(2)

𝑑𝑦 𝑑𝑣
⟹ 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 __________(3)

Substituting (2) and (3) in (1) and simplifying we get,

𝑑𝑣
𝑥 = 3𝑣 2 .
𝑑𝑥

Separating the variables, we get,

𝑑𝑣 𝑑𝑥
𝑥 3𝑣2 = .
𝑥

Integrating on both sides, we get,

1
− 3𝑣 = 𝑙𝑜𝑔𝑥 + 𝐶_____(4)
𝑦 𝑥
Put 𝑣 = 𝑥 in (4) we get, 𝑦 = 𝐶 where 𝐶1 = −3𝐶.
1 − 3𝑙𝑜𝑔𝑥

Example 8
𝑑𝑦 𝑥+𝑦
Solve 𝑑𝑥 = .
𝑥

Solution.
𝑑𝑦 𝑥+𝑦
Given equation 𝑑𝑥 = ________(1) is homogeneous
𝑥

Therefore, put 𝑦 = 𝑣𝑥_________(2)

𝑑𝑦 𝑑𝑣
⟹ 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 __________(3)

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Substituting (2) and (3) in (1) and simplifying we get,
𝑑𝑣
𝑥 𝑑𝑥 = 1.

Separating the variables, we get,

𝑑𝑥
𝑑𝑣 = .
𝑥

Integrating on both sides, we get,

𝑣 = 𝑙𝑜𝑔𝑥 + 𝐶_____(4)
𝑦
Put 𝑣 = 𝑥 in (4) we get, 𝑦 = 𝑥(𝑙𝑜𝑔𝑥 + 𝐶) is the general solution.

7 Linear Differential Equations and Equations Reducible to Linear Form

𝑑𝑦
A first order linear differential equation is of the form 𝑑𝑥 + 𝑃(𝑥)𝑦 = 𝑄(𝑥) where 𝑃(𝑥) and 𝑄(𝑥) are
functions of x or constant. The following are the steps involved in solving a linear ODE:

Step 1: Find the integrating factor (𝐼. 𝐹. ) = 𝑒 ∫ 𝑃𝑑𝑥 .

Step 2: The solution is given by 𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝐼. 𝐹. )𝑑𝑥 + 𝐶.
𝑑𝑦
A differential equation of the form 𝑓′(𝑦) 𝑑𝑥 + 𝑃𝑓(𝑦) = 𝑄 where 𝑃(𝑥) and 𝑄(𝑥) are functions of x,
can be reduced to a linear differential equation. The following are the steps involved in solving these
equations:
𝑑𝑦 𝑑𝑣
Step 1: Put 𝑓(𝑦) = 𝑣. This implies 𝑓′(𝑦) 𝑑𝑥 = 𝑑𝑥

Step 2: Substitute Step equations in the given differential equation.

𝑑𝑣
Step 3: Step 2 gives a linear equation of the form 𝑑𝑥 + 𝑃(𝑥)𝑣 = 𝑄(𝑥)

Step 4: The solution is given by 𝑣(𝐼. 𝐹. ) = ∫ 𝑄(𝐼. 𝐹. )𝑑𝑥 + 𝐶.

Example 9
𝑑𝑦 4𝑥𝑦 1
Solve 𝑑𝑥 + 𝑥 2 +1 = (𝑥 2 +1)3.

Solution.
𝑑𝑦
The given equation a linear equation of the form 𝑑𝑥 + 𝑃(𝑥)𝑦 = 𝑄(𝑥).
4𝑥 1
Here 𝑃 = 𝑥 2 +1 and 𝑄 = (𝑥 2 +1)3.
4𝑥𝑑𝑥
𝐼. 𝐹. = 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 ∫𝑥2+1 .
𝑑𝑡
Put 𝑡 = 𝑥 2 + 1, 𝑑𝑡 = 2𝑥𝑑𝑥 ⟹ = 𝑥𝑑𝑥.
2
𝑑𝑡 2 +1) 2 +1)2
Therefore 𝐼. 𝐹. = 𝑒 2 ∫ 𝑡 = 𝑒 2𝑙𝑜𝑔𝑡 = 𝑒 2 log(𝑥 = 𝑒 log (𝑥 = (𝑥 2 + 1)2 .

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The solution is given by 𝑦(𝐼. 𝐹. ) = ∫ 𝑄(𝐼. 𝐹. )𝑑𝑥 + 𝐶.
1
Therefore, 𝑦(𝑥 2 + 1)2 = ∫ (𝑥 2+1)3 (𝑥 2 + 1)2 𝑑𝑥 + 𝐶.
1
⟹ 𝑦(𝑥 2 + 1)2 = ∫ 𝑥 2+1 𝑑𝑥 + 𝐶.

⟹ 𝑦(𝑥 2 + 1)2 = 𝑡𝑎𝑛−1 𝑥 + 𝐶.

𝑡𝑎𝑛−1 𝑥+𝐶
⟹𝑦= is the general solution.
(𝑥 2 +1)2

Example 10
𝑑𝑦
Solve 𝑑𝑥 + 𝑥𝑠𝑖𝑛2𝑦 = 𝑥 3 𝑐𝑜𝑠 2 𝑦.

Solution.
Since the RHS of the given equation must contain only x terms, we divide the equation throughout
by 𝑐𝑜𝑠 2 𝑦.
𝑑𝑦 2𝑥𝑠𝑖𝑛𝑦𝑐𝑜𝑠𝑦
𝑠𝑒𝑐 2 𝑦 𝑑𝑥 + = 𝑥3.
𝑐𝑜𝑠2 𝑦

𝑑𝑦
⟹ 𝑠𝑒𝑐 2 𝑦 𝑑𝑥 + 2𝑥𝑡𝑎𝑛𝑦 = 𝑥 3 _____________(1)
𝑑𝑦
This equation is in the form 𝑓′(𝑦) 𝑑𝑥 + 𝑃𝑓(𝑦) = 𝑄.

Here 𝑓 ′ (𝑦) = 𝑠𝑒𝑐 2 𝑦 and 𝑓(𝑦) = 𝑡𝑎𝑛𝑦.

𝑑𝑦 𝑑𝑣
To solve this, we put 𝑓(𝑦) = 𝑣 and 𝑓′(𝑦) 𝑑𝑥 = 𝑑𝑥 in (1).
𝑑𝑣
Therefore, we get, 𝑑𝑥 + 𝑃𝑣 = 𝑄 where 𝑃 = 2𝑥, 𝑄 = 𝑥 3 .
2
𝐼. 𝐹. = 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 ∫ 2𝑥𝑑𝑥 = 𝑒 𝑥 .
The solution is given by 𝑣(𝐼. 𝐹. ) = ∫ 𝑄(𝐼. 𝐹. )𝑑𝑥 + 𝐶.
2
⟹ 𝑣𝑥 2 = ∫ 𝑥 3 𝑒 𝑥 𝑑𝑥 + 𝐶.
2 1 2
Using integration by parts, we get 𝑣𝑒 𝑥 = 2 [𝑥 2 𝑒 𝑥 − 𝑥 2 ] + 𝐶 where 𝑣 = 𝑡𝑎𝑛𝑦.

𝑥2 2
𝑡𝑎𝑛𝑦 = [1 − 𝑒 −𝑥 ] + 𝐶 is the general solution.
2

8 First order higher degree differential equations solvable for x, y, p

𝑑𝑦
The differential equation which involves , denoted by 𝑝, in higher degree is of the form
𝑑𝑥
𝑓(𝑥, 𝑦, 𝑝) = 0 is called a first order higher degree differential equation. These equations can be
solved by the following methods:
(i) Equations solvable for x
(ii) Equations solvable for y
(iii) Equations solvable for p

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Example 11
𝑑𝑦 2 𝑑𝑦
Solve 𝑦 (𝑑𝑥 ) + (𝑥 − 𝑦) 𝑑𝑥 − 𝑥 = 0.

Solution.
𝑑𝑦 2 𝑑𝑦
Given 𝑦 (𝑑𝑥 ) + (𝑥 − 𝑦) 𝑑𝑥 − 𝑥 = 0_______(1)
𝑑𝑦
Put 𝑑𝑥 = 𝑝 in (1), we get, 𝑦𝑝2 + (𝑥 − 𝑦)𝑝 − 𝑥 = 0.

Treating this as quadratic equation in 𝑝 and solving we get, two equations namely,
𝑥
𝑝 = 1 and 𝑝 = − 𝑦.

𝑑𝑦 𝑑𝑦 𝑥
⟹ 𝑑𝑥 = 1 and 𝑑𝑥 = − 𝑦.

Separating the variables and integrating, we get,

𝑑𝑦 = 𝑑𝑥 and 𝑦𝑑𝑦 = −𝑥𝑑𝑥.
⟹ 𝑦 = 𝑥 + 𝑐 and 𝑦 2 = 𝑥 2 + 𝑐2 .
⟹ 𝑦 − 𝑥 + 𝑐1 = 0 and 𝑦 2 − 𝑥 2 + 𝑐2 = 0 .
⟹ (𝑦 − 𝑥 + 𝑐1 = 0)(𝑦 2 − 𝑥 2 + 𝑐2 = 0) is the general solution.

Example 12
Solve 𝑦 = 𝑠𝑖𝑛𝑝 − 𝑝𝑐𝑜𝑠𝑝.
Solution.
Given 𝑦 = 𝑠𝑖𝑛𝑝 − 𝑝𝑐𝑜𝑠𝑝 _____(1)
Differentiating the given equation (1) w.r.t. x, we get,
𝑑𝑦 𝑑𝑝 𝑑𝑝 𝑑𝑝
= 𝑐𝑜𝑠𝑝 𝑑𝑥 − [𝑝 (−𝑠𝑖𝑛𝑝 𝑑𝑥 ) + 𝑐𝑜𝑠𝑝 𝑑𝑥 ].
𝑑𝑥
𝑑𝑝
𝑝 = 𝑝𝑠𝑖𝑛𝑝 𝑑𝑥 .
𝑑𝑝
1 = 𝑠𝑖𝑛𝑝 𝑑𝑥.

Separating the variables,

𝑠𝑖𝑛𝑝𝑑𝑝 = 𝑑𝑥.
Integrating we get, −𝑐𝑜𝑠𝑝 = 𝑥 + 𝐶.
⟹ 𝑐𝑜𝑠𝑝 = 𝐶 − 𝑥______(2)
⟹ 𝑝 = 𝑐𝑜𝑠 −1 (𝐶 − 𝑥)_____(3)

9
⟹ 𝑠𝑖𝑛𝑝 = √1 − 𝑐𝑜𝑠 2 𝑝 = √1 − (𝐶 − 𝑥)2 ______(4)
Substituting (2), (3) and (4) in (1), we get,

𝑦 = √1 − (𝐶 − 𝑥)2 − (𝐶 − 𝑥)𝑐𝑜𝑠 −1 (𝐶 − 𝑥) is the general solution.

9 Clairaut’s Equations
The non-linear differential equation of the form 𝑦 = 𝑝𝑥 + 𝑓(𝑝) is called the Clairaut’s equation.
To solve Clairaut’s equation:
Step 1: Put 𝑝 = 𝑐 in the given equation to obtain the general solution.
Step 2: To obtain the singular solution, differentiate the general solution w.r.t ‘c’.
Step 3: Eliminate ‘c’ from equations in Steps 1 and 2.
Example 13
Solve the Clairaut’s equation 𝑦 = 𝑝𝑥 + 𝑝2 .
Solution.
Given 𝑦 = 𝑝𝑥 + 𝑝2 _____(1)
Put 𝑝 = 𝑐 in (1), we get, 𝑦 = 𝑐𝑥 + 𝑐 2 ____(2), which is the general solution.
Differentiating (2) w.r.t. ‘c’ we get,
0 = 𝑥 + 2𝑐.
𝑥
⟹ 𝑐 = − 2 ______(3)

Substituting (3) in (2), we get,

𝑥 2 + 4𝑦 = 0 which is the singular integral.

Example 14
1
Solve the Clairaut’s equation 𝑦 = 𝑝𝑥 + .
𝑝2

Solution.
1
Given 𝑦 = 𝑝𝑥 + 𝑝2_____(1)
1
Put 𝑝 = 𝑐 in (1), we get, 𝑦 = 𝑐𝑥 + 𝑐 2 ____(2), which is the general solution.

Differentiating (2) w.r.t. ‘c’ we get,

2
0 = 𝑥 + 𝑐 3.

10
 1
2 3
⟹𝑐= (𝑥 ) ______(3)

Substituting (3) in (2), we get,

4𝑦 3 = 27𝑥 2 , which is the singular integral.
10 Orthogonal Trajectories
An orthogonal trajectory of a family of curves is a curve that intersects each curve of the
family orthogonally, that is, at right angles.
Example:
For the family of concentric circles 𝑥 2 + 𝑦 2 = 𝑟 2 with the origin as the center,
each member of the family 𝑦 = 𝑚𝑥 of straight lines through the origin is an orthogonal
trajectory. We say that the two families are orthogonal trajectories of each other.

Algorithm to Find Orthogonal Trajectories

𝑑𝑦
Step 1: Find , eliminate the constant and form a differential equation.
𝑑𝑥

Step 2: Find the slope of the orthogonal trajectory by taking the negative reciprocal of the slope of
given family of curves.
Step 3: Separate the variables and integrate to find the orthogonal trajectory.

Example 15
Find the orthogonal trajectories of the family of parabolas 𝑦 2 = 𝑐𝑥
Solution
Given family of curves is: 𝑦 2 = 𝑐𝑥 (1)
𝑑𝑦
Diff. w.r.t. x 2𝑦 𝑑𝑥 = 𝑐 (2)

To eliminate c, we use eqn. (1)

𝑦2
From (1), 𝑐= (3)
𝑥

Substituting (3) in (2) we get,

𝑑𝑦 𝑦2
2𝑦 𝑑𝑥 = 𝑥
𝑑𝑦 𝑦
= 2𝑥 (4) (Slope of the given family of curves)
𝑑𝑥

Slope of the orthogonal trajectory is:

11
𝑑𝑦 2𝑥
=− (Negative reciprocal of (4))
𝑑𝑥 𝑦

𝑦𝑑𝑦 = −2𝑥𝑑𝑥 (Separating the variables)

∫ 𝑦𝑑𝑦 = −2 ∫ 𝑥𝑑𝑥

𝑦2 𝑥2
= −2 ∙ + 𝑐
2 2
𝑦2
+ 𝑥2 = 𝑐
2
𝑦2
⟹ 𝑥2 + =𝑐 (Family of ellipses)
2

𝑦2
Therefore, the family of parabolas 𝑦 2 = 𝑐𝑥 and family of ellipses 𝑥 2 + = 𝑐 are orthogonal
2
trajectories.
Example 16
Obtain the orthogonal trajectories of the family of the circles 𝑥 2 + 𝑦 2 = 𝑐.
Solution
Given
𝑥2 + 𝑦2 = 𝑐 → (1)
Diff. w.r.to x we get,
𝑑𝑦
2𝑥 + 2𝑦 ∙ 𝑑𝑥 = 0
𝑑𝑦
𝑥 + 𝑦 𝑑𝑥 = 0

𝑦𝑑𝑦 = −𝑥
𝑑𝑦
= −𝑥 (Slope of the given curves)
𝑑𝑥

Slope of the trajectory is

𝑑𝑦 𝑦
=+
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑥
∫ =∫
𝑦 𝑥

log 𝑦 = log 𝑥 + log 𝑐

log 𝑦 = log 𝑥𝑐
𝑦 = 𝑥𝑐
or 𝑦 = 𝑐𝑥 (represents family of straight lines).

12
Example 17
Construct the orthogonal trajectories of the curve 𝑥𝑦 = 𝑐.
Solution
Given
𝑥𝑦 = 𝑐
𝑑𝑦
𝑥 ∙ 𝑑𝑥 + 𝑦(1) = 0
𝑑𝑦
𝑥 ∙ 𝑑𝑥 = −𝑦
𝑑𝑦 −𝑦
=
𝑑𝑥 𝑥

⟹ Slope of the orthogonal trajectory,

𝑑𝑦 𝑥
=𝑦
𝑑𝑥

𝑑𝑦 𝑥
⟹ 𝑑𝑥 = 𝑦

𝑦𝑑𝑦 = 𝑥𝑑𝑥
𝑦2 𝑥2
⟹ = + 𝑐1
2 2

𝑦 2 − 𝑥 = 2𝑐1
or 𝑥 2 − 𝑦 2 = −2𝑐1
⟹ 𝑥2 − 𝑦2 = 𝑐 where −2𝑐1 = 𝑐
Therefore, the orthogonal trajectory is 𝑥 2 − 𝑦 2 = 𝑐 , which is the family of hyperbolas.

Exercise
Identify the type of differential equations and solve the following:
𝑑𝑦
1. + 𝑦𝑐𝑜𝑠𝑥 = 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 (𝐴𝑛𝑠: 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑐 𝑒 −𝑠𝑖𝑛𝑥 − 1)
𝑑𝑥
𝑑𝑦
2. + 2𝑥𝑦 = 2𝑥, also 𝑦=3 when 𝑥=0 obtain a particular solution.
𝑑𝑥
−𝑥 2 −𝑥 2
(Ans:𝑦 = 1 + 𝑐 𝑒 and P.S. is 𝑦 = 1 + 2 𝑒 )
𝑑𝑦
3. + 𝑦𝑡𝑎𝑛𝑥 = 𝑠𝑒𝑐𝑥 (Ans: 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑐𝑐𝑜𝑠𝑥)
𝑑𝑥
𝑑𝑦
4. (𝑥 + 2𝑦 3 ) 𝑑𝑥 = 𝑦 (Ans: 𝑥 = 𝑦 3 + 𝑐 𝑦)
5. (𝑥 4 − 2𝑥 𝑦 2 + 𝑦 4 )𝑑 𝑥 − (2𝑥 2 𝑦 − 4𝑥𝑦 3 + 𝑠𝑖𝑛𝑦)𝑑 𝑦
(Ans:𝑥 5 − 5𝑥 2 𝑦 2 + 5𝑦 4 𝑥 + 5 𝑐𝑜𝑠𝑦 = 𝑐)

13
 SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS

UNIT – II– Ordinary and Partial Differential Equations – SMT1305

1
 Unit II
DIFFERENTIAL EQUATIONS OF SECOND ORDER
This unit covers the following topics: Linear differential equations of second order, Second order
equation with constant coefficient with particular integrals for 𝑒 𝑎𝑥 , 𝑥 𝑚 , 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑚𝑥, 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑚𝑥.
Method of variation of parameters, Ordinary simultaneous differential equations, Transformation of
the equation by changing — the dependent variable and the independent variable.

1 Introduction
The second order ODE with constant coefficients is of the form 𝑎𝑦” + 𝑏𝑦’ + 𝑐𝑦 = 𝑓(𝑥)__(1)
where 𝑎 ≠ 0 , 𝑏 and 𝑐 are constants and 𝑦 is a function of 𝑥. The general solution of (1) is given by
𝑦 = Complementary Function + Particular Integral. That is, 𝑦 = 𝐶. 𝐹. + 𝑃. 𝐼.___(2)
2 The following are the rules to find 𝑪. 𝑭.:
(i) Solve the characteristic equation 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0____(3) and let the roots of (3) be
𝑚1 and 𝑚2 .
(ii) If the roots of (3) are real and distinct then 𝐶. 𝐹. = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥 .
(iii) If the roots of (3) are real and equal, say 𝑚1 = 𝑚2 = 𝑚 then 𝐶. 𝐹. = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥 .
(iv) If the roots of (3) are complex, say, 𝑚1 = 𝛼 + 𝑖𝛽 and 𝑚2 = 𝛼 − 𝑖𝛽 then
𝐶. 𝐹. = 𝑒 𝛼𝑥 (𝐴𝑐𝑜𝑠𝛽𝑥 + 𝐵𝑠𝑖𝑛𝛽𝑥).
3 Rules to find 𝑷. 𝑰.:
Type I: If the RHS of (1) = 0, then 𝑃. 𝐼. = 0.
1
Type II: If the RHS of (1) = 𝑒 𝑎𝑥 then 𝑃. 𝐼. = 𝑓(𝐷) 𝑒 𝑎𝑥 .

Replace D by a.
1
⟹ 𝑃. 𝐼. = 𝑓(𝑎) 𝑒 𝑎𝑥 .

Note:
If the denominator becomes zero then, multiply the numerator by x and differentiate the denominator
w.r.t D. Repeat until the denominator is not zero.
1
Type III: f the RHS of (1) = 𝑠𝑖𝑛𝑎𝑥 or 𝑐𝑜𝑠𝑎𝑥 then 𝑃. 𝐼. = 𝑓(𝐷) 𝑠𝑖𝑛𝑎𝑥 or 𝑐𝑜𝑠𝑎𝑥.

Replace 𝐷2 by −𝑎2 .
1
⟹ 𝑃. 𝐼. = 𝑓(−𝑎2) 𝑠𝑖𝑛𝑎𝑥 or 𝑐𝑜𝑠𝑎𝑥.

Note:
(a) If the denominator becomes zero then, multiply the numerator by x and differentiate the
1
denominator w.r.t D. Repeat until the denominator is not zero and then use integration for 𝐷.

2
 (b) If the denominator contains factors of 𝑓(𝐷) then multiply and divide by the conjugate of the
factors and then replace 𝐷2 by −𝑎2 .
1
Type IV: If the RHS of (1) is a polynomial say, 𝑥 𝑚 then 𝑃. 𝐼. = 𝑓(𝐷) 𝑥 𝑚 .

Write the denominator as (1 + 𝜙(𝐷))−1 and expand using either (1 + 𝑥)−1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + ⋯

or (1 − 𝑥)−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ and then operate D on 𝑥 𝑚 .
1
Type V: If the RHS of (1) = 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥 or 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥, then 𝑃. 𝐼. = 𝑓(𝐷) 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥 or 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥.

Replace D by 𝐷 + 𝑎.
1
⟹ 𝑃. 𝐼. = 𝑓(𝑎) 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥 or 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥.

Proceed as in Type III.

4 Method of Variation of Parameters (Type VI)
If the RHS of (1) is 𝑠𝑒𝑐𝑥, 𝑡𝑎𝑛𝑥, 𝑐𝑜𝑠𝑒𝑐𝑥 etc., then we use method of variation of parameters.
Steps involved in method of variation of parameters:
Step 1: Find 𝐶. 𝐹. say, 𝐶. 𝐹. = 𝐴𝑓1 + 𝐵𝑓2 .
Step 2: Find 𝑓1′ and 𝑓2′ .
Step 3: Compute 𝑓1 𝑓2′ − 𝑓1′ 𝑓2 .
−𝑓 𝑋 𝑑𝑥
Step 4: Find 𝑃 = ∫ 𝑓 𝑓2′ −𝑓′ 𝑓 where 𝑋 = RHS of (1).
1 2 1 2

𝑓 𝑋 𝑑𝑥
Step 5: Find 𝑄 = ∫ 𝑓 𝑓1′ −𝑓′ 𝑓 where 𝑋 = RHS of (1).
1 2 1 2

Step 6: Write 𝑃. 𝐼. = 𝑃𝑓1 + 𝑄𝑓2

Step 7: The general solution is : 𝑦 = 𝐶. 𝐹. + 𝑃. 𝐼..
Example 1
Solve 𝑦” − 6𝑦 ′ + 9𝑦 = 0.
Solution.
Given equation can be written as (𝐷2 − 6𝐷 + 9)𝑦 = 0.
Therefore, the auxiliary equation is 𝑚2 − 6𝑚 + 9 = 0.
Solving the roots are 𝑚 = 3, 3 (equal roots)
Therefore, 𝐶. 𝐹. = (𝐴 + 𝐵𝑥)𝑒 3𝑥 .
RHS of the given equation is zero.
Therefore, 𝑃. 𝐼. = 0.
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼. = (𝐴 + 𝐵𝑥)𝑒 3𝑥 .

3
Example 2
Solve 𝑦" − 5𝑦′ + 6𝑦 = 12𝑒 5𝑥 .
Solution.
Given equation can be written as (𝐷2 − 5𝐷 + 6)𝑦 = 12𝑒 5𝑥 .
Therefore, the auxiliary equation is 𝑚2 − 5𝑚 + 6 = 0.
Solving the roots are 𝑚 = 2, 3 (distinct roots)
Therefore, 𝐶. 𝐹. = 𝐴𝑒 2𝑥 + 𝐵𝑒 3𝑥 .
RHS of the given equation is 12𝑒 5𝑥 .
1
Therefore, 𝑃. 𝐼. = 𝐷2−5𝐷+6 12𝑒 5𝑥 .

Replace D by 5.
1
𝑃. 𝐼. = 12 52−5(5)+6 𝑒 5𝑥 .

1
𝑃. 𝐼. = 12 25−25+6 𝑒 5𝑥 .
1
𝑃. 𝐼. = 12 6 𝑒 5𝑥 .

𝑃. 𝐼. = 2𝑒 5𝑥 .
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
⟹ 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 3𝑥 + 2𝑒 5𝑥 .
Example 3
Solve 𝑦" + 𝑦 = 𝑠𝑖𝑛2𝑥.
Solution.
Given equation can be written as (𝐷2 + 1)𝑦 = 𝑠𝑖𝑛2𝑥.
Therefore, the auxiliary equation is 𝑚2 + 1 = 0.
Solving the roots are 𝑚 = ±𝑖 (complex roots) where 𝛼 = 0 and 𝛽 = 1.
Therefore, 𝐶. 𝐹. = 𝑒 0𝑥 (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥) = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥.
RHS of the given equation is 𝑠𝑖𝑛2𝑥.
1
Therefore, 𝑃. 𝐼. = 𝐷2+1 𝑠𝑖𝑛2𝑥.

Replace 𝐷2 by −22 = −4.

1
𝑃. 𝐼. = −4+1 𝑠𝑖𝑛2𝑥.
1
𝑃. 𝐼. = −3 𝑠𝑖𝑛2𝑥.

4
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
𝑠𝑖𝑛2𝑥
⟹ 𝑦 = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 − .
3

Example 4
Solve 𝑦" + 𝑦′ − 6𝑦 = 36𝑥.
Solution.
Given equation can be written as (𝐷2 + 𝐷 − 6)𝑦 = 36𝑥.
Therefore, the auxiliary equation is 𝑚2 + 𝑚 − 6 = 0.
Solving the roots are 𝑚 = 2, −3 (distinct roots).
Therefore, 𝐶. 𝐹. = 𝐴𝑒 2𝑥 + 𝐵𝑒 −3𝑥 .
RHS of the given equation is a polynomial 36𝑥.
1
Therefore, 𝑃. 𝐼. = 𝐷2+𝐷−6 36𝑥..
1
𝑃. 𝐼. = 36 −6+𝐷+𝐷2 𝑥.

Write the denominator as (1 + 𝜙(𝐷))−1 .

36 1
𝑃. 𝐼. = −6 (𝐷+𝐷2 )
𝑥.
(1− )
6

−1
(𝐷+𝐷 2 )
𝑃. 𝐼. = −6 (1 − ) 𝑥.
6

Expand using (1 − 𝑥)−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ and then operate D on the given polynomial.

(𝐷+𝐷 2 )
𝑃. 𝐼. = −6 (1 + ) 𝑥.
6

𝐷(𝑥) 𝐷 2 (𝑥)
𝑃. 𝐼. = −6 (𝑥 + + ).
6 6

1 0
𝑃. 𝐼. = −6 (𝑥 + 6 + 6).

𝑃. 𝐼. = −6𝑥 − 1
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
⟹ 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −3𝑥 − 6𝑥 − 1.

Example 5
Solve (𝐷2 − 4𝐷 + 13)𝑦 = 𝑒 4𝑥 𝑠𝑖𝑛2𝑥.
Solution.
Given equation is (𝐷2 − 4𝐷 + 13)𝑦 = 𝑒 4𝑥 𝑠𝑖𝑛2𝑥.

5
Therefore, the auxiliary equation is 𝑚2 − 4𝑚 + 13 = 0.
Solving the roots are 𝑚 = 2 ± 3𝑖 (complex roots) where 𝛼 = 2 and 𝛽 = 3.
Therefore, 𝐶. 𝐹. = 𝑒 2𝑥 (𝐴𝑐𝑜𝑠3𝑥 + 𝐵𝑠𝑖𝑛3𝑥).
RHS of the given equation is 𝑒 4𝑥 𝑠𝑖𝑛2𝑥.
1
Therefore, 𝑃. 𝐼. = 𝐷2−4𝐷+13 𝑒 4𝑥 𝑠𝑖𝑛2𝑥.

Replace 𝐷 by 𝐷 + 4..
1
𝑃. 𝐼. = 𝑒 4𝑥 (𝐷+4)2−4(𝐷+4)+13 𝑠𝑖𝑛2𝑥.

1
𝑃. 𝐼. = 𝑒 4𝑥 𝐷2+4𝐷+13 𝑠𝑖𝑛2𝑥.

Replace 𝐷2 by −22 = −4.

1
𝑃. 𝐼. = 𝑒 4𝑥 −4+4𝐷+13 𝑠𝑖𝑛2𝑥.

1
𝑃. 𝐼. = 𝑒 4𝑥 𝑠𝑖𝑛2𝑥
4𝐷 + 9
4𝐷−9
𝑃. 𝐼. = 𝑒 4𝑥 (4𝐷+9)(4𝐷−9) 𝑠𝑖𝑛2𝑥.

(4𝐷−9)
𝑃. 𝐼. = 𝑒 4𝑥 16𝐷2−169 𝑠𝑖𝑛2𝑥.

Replace 𝐷2 by −22 = −4.

(4𝐷−9)
𝑃. 𝐼. = 𝑒 4𝑥 16(−4)−169 𝑠𝑖𝑛2𝑥.

(4𝐷𝑠𝑖𝑛2𝑥−9𝑠𝑖𝑛2𝑥)
𝑃. 𝐼. = 𝑒 4𝑥 .
16(−4)−169

(8𝑐𝑜𝑠2𝑥−9𝑠𝑖𝑛2𝑥)
𝑃. 𝐼. = 𝑒 4𝑥 .
−233

⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
(8𝑐𝑜𝑠2𝑥−9𝑠𝑖𝑛2𝑥)
⟹ 𝑦 = 𝑒 2𝑥 (𝐴𝑐𝑜𝑠3𝑥 + 𝐵𝑠𝑖𝑛3𝑥) − 𝑒 4𝑥 .
233

Example 6
Solve 𝑦" + 𝑦 = 𝑠𝑒𝑐 2 𝑥.
Solution.
Given equation can be written as (𝐷2 + 1)𝑦 = 𝑠𝑒𝑐 2 𝑥.
Therefore, the auxiliary equation is 𝑚2 + 1 = 0.
Solving the roots are 𝑚 = ±𝑖 (complex roots) where 𝛼 = 0 and 𝛽 = 1.
Therefore, 𝐶. 𝐹. = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥.

6
RHS of the given equation is 𝑠𝑒𝑐 2 𝑥.
−𝑓 𝑋 𝑑𝑥 𝑓 𝑋 𝑑𝑥
Therefore, 𝑃. 𝐼. = 𝑃𝑓1 + 𝑄𝑓2 where 𝑃 = ∫ 𝑓 𝑓2′ −𝑓′ 𝑓 and 𝑄 = ∫ 𝑓 𝑓1′ −𝑓′𝑓 and 𝑋 = 𝑠𝑒𝑐 2 𝑥.
1 2 1 2 1 2 1 2

Here 𝑓1 = 𝑐𝑜𝑠𝑥 and 𝑓2 = 𝑠𝑖𝑛𝑥.

Therefore, 𝑓1′ = −𝑠𝑖𝑛𝑥 and 𝑓2′ = 𝑐𝑜𝑠𝑥.
⟹ 𝑓1 𝑓2′ − 𝑓1′ 𝑓2 = 1.
−𝑓 𝑋 𝑑𝑥
𝑃 = ∫ 𝑓 𝑓2′ −𝑓′𝑓 .
1 2 1 2

−𝑠𝑖𝑛𝑥𝑠𝑒𝑐 2 𝑥 𝑑𝑥
⟹ 𝑃=∫ .
1
−𝑠𝑖𝑛𝑥 𝑑𝑥
⟹ 𝑃=∫ .
𝑐𝑜𝑠2 𝑥

⟹ 𝑃 = ∫ −𝑡𝑎𝑛𝑥𝑠𝑒𝑐𝑥 𝑑𝑥.
⟹ 𝑃 = −𝑠𝑒𝑐𝑥.
𝑓 𝑋 𝑑𝑥
𝑄 = ∫ 𝑓 𝑓1′ −𝑓′ 𝑓 .
1 2 1 2

𝑐𝑜𝑠𝑥𝑠𝑒𝑐 2 𝑥 𝑑𝑥
⟹ 𝑄=∫ .
1
1
⟹ 𝑄 = ∫ 𝑐𝑜𝑠𝑥 𝑑𝑥.

⟹ 𝑄 = ∫ 𝑠𝑒𝑐𝑥 𝑑𝑥.
⟹ 𝑄 = log (𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥).
𝑃. 𝐼. = 𝑃𝑓1 + 𝑄𝑓2 .
⟹ 𝑃. 𝐼. = −𝑠𝑒𝑐𝑥𝑐𝑜𝑠𝑥 + log (𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥)𝑠𝑖𝑛𝑥.
⟹ 𝑃. 𝐼. = −1 + log (𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥)𝑠𝑖𝑛𝑥.
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
⟹ 𝑦 = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 − 1 + log (𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥)𝑠𝑖𝑛𝑥.
5 Solution of Simultaneous Differential Equations
Example 7
𝑑𝑥 𝑑𝑦
Solve 𝑑𝑡 + 𝑦 = 𝑠𝑖𝑛𝑡; + 𝑥 = 𝑐𝑜𝑠𝑡 given 𝑥 = 2, 𝑦 = 0 when 𝑡 = 0.
𝑑𝑡

Solution.
Given equations can be written as 𝐷𝑥 + 𝑦 = 𝑠𝑖𝑛𝑡_____(1) and 𝐷𝑦 + 𝑥 = 𝑐𝑜𝑠𝑡____(2)
Solving equations (1) and (2) simultaneously, we get, (𝐷2 − 1)𝑦 = −2𝑠𝑖𝑛𝑡.
The characteristic equation is: 𝑚2 − 1 = 0.

7
Solving we get, 𝑚 = ±1 (distinct roots).
⟹ 𝐶. 𝐹. = 𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 .
1
𝑃. 𝐼. = 𝐷2−1 − 2𝑠𝑖𝑛𝑡.

1
⟹ 𝑃. 𝐼. = −2 𝑠𝑖𝑛𝑡
𝐷2 −1
Replace 𝐷2 by −12 = −1.
1
𝑃. 𝐼. = −2 −1+1 𝑠𝑖𝑛𝑡.
−2
𝑃. 𝐼. = −2 𝑠𝑖𝑛𝑡.

𝑃. 𝐼. = 𝑠𝑖𝑛𝑡.
⟹ 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
⟹ 𝑦 = 𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 + 𝑠𝑖𝑛𝑡_______(3)
To find 𝑥, substitute 𝑦 = 𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 + 𝑠𝑖𝑛𝑡, in equation (2), we get,
𝑥 = 𝑐𝑜𝑠𝑡 − 𝐷(𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 + 𝑠𝑖𝑛𝑡).
⟹ 𝑥 = 𝑐𝑜𝑠𝑡 − 𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 + 𝑐𝑜𝑠𝑡.
⟹ 𝑥 = −𝐴𝑒 𝑡 + 𝐵𝑒 −𝑡 ______(4)
To find the constants A and B in (3) and (4), we use the initial conditions given in the problem.
Given: 𝑥 = 2 when 𝑡 = 0 and 𝑦 = 0 when 𝑡 = 0.
Substituting these values in (3) and (4), we get,
0 = 𝐴 + 𝐵_____(5)
2 = −𝐴 + 𝐵_____(6)
Solving (5) and (6), we get, 𝐴 = 1 and 𝐵 = 1.
Putting the values of 𝐴 and 𝐵 in (3) and (4), we get the solution as:
𝑦 = 𝑒 𝑡 + 𝑒 −𝑡 + 𝑠𝑖𝑛𝑡 and 𝑥 = −𝑒 𝑡 + 𝑒 −𝑡 .
6 Transformation of Differential Equations
(i) By changing the independent variable x to z
Let the linear differential equation of second order be 𝑦" + 𝑃𝑦′ + 𝑄𝑦 = 𝑅___(1) where P, Q and R
are functions of x.
Procedure to solve equation (1)
Step 1: If the independent variable x is changed to z (z being a function of x) then (1) becomes
𝑑2 𝑦 𝑑𝑦
+ 𝑃1 𝑑𝑧 + 𝑄1 𝑦 = 𝑅1 _____(2)
𝑑𝑧 2

8
 𝑑2 𝑧 𝑑𝑧
+𝑃 𝑄 𝑅
𝑑𝑥2 𝑑𝑥
Step 2: Here 𝑃1 = 𝑑𝑧 2
, 𝑄1 = 𝑑𝑧 2
and 𝑅1 = 𝑑𝑧 2
.
( ) ( ) ( )
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑧
Step 3: To compute 𝑑𝑥 , 𝑄1 is equated to a constant.
𝑑𝑧
Step 4: To find z integrate 𝑑𝑥 and substitute in 𝑅1 .

Step 5: Solve equation (2) by finding 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.

Step 6: Replace the value of z by a function of x.
(ii) By changing the dependent variable y to v
Procedure to solve equation (1)
Step 1: compare with equation (1) and find P, Q, R.
1 𝑑𝑃 𝑃2
Step 2: Calculate 𝐼 = 𝑄 − 2 𝑑𝑥 − .
4
1
Step 3: If 𝐼 = constant then the complete solution is 𝑦 = 𝑢𝑣, where 𝑢 = 𝑒 − ∫2 𝑃 𝑑𝑥 .
𝑑2 𝑣
Step 4: Here v is obtained from 𝑑𝑥 2 + 𝐼𝑣 = 𝑅𝑢.

Step 5: Solving Step 4 for v, to get 𝑣 = 𝐶. 𝐹. +𝑃. 𝐼.

Step 6: Substitute u and v in Step 3 to get the complete solution.
Example 8
𝑑2 𝑦 𝑑𝑦
Solve 𝑥 𝑑𝑥 2 − 𝑑𝑥 − 4𝑥 3 𝑦 = 8𝑥 3 sin (𝑥 2 ) by changing the independent variable.

Solution.
𝑑2 𝑦 𝑑𝑦
Given 𝑥 𝑑𝑥 2 − 𝑑𝑥 − 4𝑥 3 𝑦 = 8𝑥 3 sin (𝑥 2 )_____(1)

𝑑2 𝑦 𝑑𝑦
Convert the given equation (1) to the standard form + 𝑃 𝑑𝑥 + 𝑄𝑦 = 𝑅 by dividing by 𝑥.
𝑑𝑥 2

𝑑2 𝑦 1 𝑑𝑦
⟹ − 𝑥 𝑑𝑥 − 4𝑥 2 𝑦 = 8𝑥 2 sin (𝑥 2 ).
𝑑𝑧 2
1
Here 𝑃 = − 𝑥 , 𝑄 = −4𝑥 2 and 𝑅 = 8𝑥 2 sin (𝑥 2 ).

By changing the independent variable x to z, we have,

𝑑2 𝑧 𝑑𝑧
𝑑2 𝑦 𝑑𝑦 +𝑃 𝑄 𝑅
𝑑𝑥2 𝑑𝑥
+ 𝑃1 𝑑𝑧 + 𝑄1 𝑦 = 𝑅1 _____(2) where 𝑃1 = 𝑑𝑧 2
, 𝑄1 = 𝑑𝑧 2
and 𝑅1 = 𝑑𝑧 2
.
𝑑𝑧 2 ( ) ( ) ( )
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑄 −4𝑥 2
Now 𝑄1 = 𝑑𝑧 2
= 𝑑𝑧 2
=constant.
( ) ( )
𝑑𝑥 𝑑𝑥

9
 −4𝑥 2
⟹ 𝑑𝑧 2
= −1 (say)
( )
𝑑𝑥

𝑑𝑧 2
⟹ (𝑑𝑥) = 4𝑥 2 .
𝑑𝑧
⟹ 𝑑𝑥 = 2𝑥.

𝑑2 𝑧
⟹ 𝑑𝑥 2 = 2.
1
2− (2𝑥)
𝑥
⟹ 𝑃1 = (2𝑥)2
= 0.

𝑄 −4𝑥 2
⟹ 𝑄1 = 𝑑𝑧 2
= (2𝑥)2 = −1.
( )
𝑑𝑥

𝑅 8𝑥 2 sin(𝑥 2 )
⟹ 𝑅1 = 𝑑𝑧 2
= (2𝑥)2
= 2 sin(𝑥 2 ).
( )
𝑑𝑥

𝑑2 𝑦
From (2), 𝑑𝑧 2 − 𝑦 = 2 sin(𝑥 2 )_____(3)
𝑑𝑧
Since 𝑑𝑥 = 2𝑥, we get, 𝑧 = 𝑥 2 .

𝑑2 𝑦
Therefore equation (3) becomes, − 𝑦 = 2 sin 𝑧.
𝑑𝑧 2

⟹ (𝐷2 − 1)𝑦 = 2𝑠𝑖𝑛𝑧.

Solving 𝑚2 − 1 = 0, we get, 𝐶. 𝐹. = 𝐴𝑒 𝑧 − 𝐵𝑒 −𝑧 .
2 2
⟹ 𝐶. 𝐹. = 𝐴𝑒 𝑥 − 𝐵𝑒 −𝑥 .
1
𝑃. 𝐼. = 𝐷2−1 2𝑠𝑖𝑛𝑧.

Replace 𝐷2 by -1.
1
𝑃. 𝐼. = 2 −1−1 𝑠𝑖𝑛𝑧.

𝑃. 𝐼. = −𝑠𝑖𝑛𝑧 = sin (𝑥 2 ).
Therefore, 𝑦 = 𝐶. 𝐹. +𝑃. 𝐼.
2 2
⟹ 𝑦 = 𝐴𝑒 𝑥 − 𝐵𝑒 −𝑥 − sin (𝑥 2 ).
Example 9
𝑑2 𝑦 𝑑𝑦
Solve by changing the dependent variable 𝑑𝑥 2 − 2𝑡𝑎𝑛𝑥 𝑑𝑥 + 5𝑦 = 𝑒 𝑥 𝑠𝑒𝑐𝑥.

Solution.
𝑑2 𝑦 𝑑𝑦
The standard form is + 𝑃 𝑑𝑥 + 𝑄𝑦 = 𝑅.
𝑑𝑥 2

Therefore, from the given equation 𝑃 = 2𝑡𝑎𝑛𝑥, 𝑄 = 5 and 𝑅 = 𝑒 𝑥 𝑠𝑒𝑐𝑥.

10
 1 𝑑𝑃 𝑃2
Now 𝐼 = 𝑄 − 2 𝑑𝑥 − .
4

1 4𝑡𝑎𝑛2 𝑥
⟹ 𝐼 = 5 − 2 (−2𝑠𝑒𝑐 2 𝑥) − .
4

⟹ 𝐼 = 5 + 𝑠𝑒𝑐 2 𝑥 − 𝑡𝑎𝑛2 𝑥 = 5 + 1 = 6 (constant)

1
𝑑2 𝑣
Therefore, complete solution is 𝑦 = 𝑢𝑣 where 𝑢 = 𝑒 − ∫2 𝑃 𝑑𝑥 , v is obtained from 𝑑𝑥 2 + 𝐼𝑣 = 𝑅𝑢.
1 1
(−2𝑡𝑎𝑛𝑥)𝑑𝑥
⟹ 𝑢 = 𝑒 − ∫2 𝑃 𝑑𝑥 = 𝑒 − ∫2 = 𝑒 ∫ 𝑡𝑎𝑛𝑥 𝑑𝑥 = 𝑒 𝑙𝑜𝑔𝑠𝑒𝑐𝑥 = 𝑠𝑒𝑐𝑥.
𝑑2 𝑣
To find 𝑣, we solve 𝑑𝑥 2 + 𝐼𝑣 = 𝑅𝑢.

𝑑2 𝑣 𝑒 𝑥 𝑠𝑒𝑐𝑥
⟹ 𝑑𝑥 2 + 6𝑣 = .
𝑠𝑒𝑐𝑥

⟹ (𝐷2 + 6)𝑣 = 𝑒 𝑥 .

Solving 𝑚2 + 6 = 0, we get, 𝑚 = ±√6.

⟹ 𝐶. 𝐹. = 𝐴𝑐𝑜𝑠√6𝑥 + 𝐵𝑠𝑖𝑛√6𝑥 .
1
𝑃. 𝐼. = 𝐷2+6 𝑒 𝑥 .

Replace D by 1.
1
𝑃. 𝐼. = 1+6 𝑒 𝑥 .
1
𝑃. 𝐼. = 7 𝑒 𝑥 .

Therefore, 𝑣 = 𝐶. 𝐹. +𝑃. 𝐼.
1
⟹ 𝑣 = 𝐴𝑐𝑜𝑠√6𝑥 + 𝐵𝑠𝑖𝑛√6𝑥 + 7 𝑒 𝑥 .
1
The complete solution is 𝑣 = (𝑠𝑒𝑐𝑥)(𝐴𝑐𝑜𝑠√6𝑥 + 𝐵𝑠𝑖𝑛√6𝑥 + 7 𝑒 𝑥 ).

Exercise
Solve the following differential equations:
1. 𝑦′′ − 2𝑦′ + 10𝑦 = 0 [Ans: 𝑦 = 𝑒 𝑥 [𝑐1 𝑐𝑜𝑠 (3𝑥) + 𝑐2 𝑠𝑖𝑛(3𝑥)]
2. (𝐷2 + 3𝐷 + 2)𝑦 = 𝑠𝑖𝑛 (3𝑥) 𝑐𝑜𝑠 (2𝑥)
1 1
[Ans: 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 + 884 [10 𝑐𝑜𝑠 (5𝑥) − 11 𝑠𝑖𝑛 (5𝑥)] + 20 [𝑠𝑖𝑛 (𝑥) + 2 𝑐𝑜𝑠 (𝑥)]
𝑑𝑦 2 𝑑𝑦 𝑥3
3. + 𝑑𝑥 = 𝑥 2 + 2𝑥 + 4 [Ans: 𝑦 = 𝑐1 + 𝑐2 𝑒 −𝑥 + + 4𝑥 − 4]
𝑑𝑥 2 3
1
4. (𝐷2 + 16)𝑦 = 𝑡𝑎𝑛 (4𝑥) [Ans: 𝐴𝑐𝑜𝑠4𝑥 + 𝐵𝑠𝑖𝑛4𝑥 − 16 [log(𝑠𝑒𝑐4𝑥 + 𝑡𝑎𝑛4𝑥)]𝑐𝑜𝑠4𝑥]
𝑒 −4𝑥
5. Find P. I. of (𝐷2 − 4𝐷 + 3)𝑦 = 𝑒 4𝑥 𝑠𝑖𝑛2𝑥 [ Ans: P.I. = [8 𝑐𝑜𝑠 (2𝑥) + 𝑠𝑖𝑛 (2𝑥)]
65

11
 SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS

UNIT – III – Ordinary and Partial Differential Equations – SMT1305

1
 Unit III

PARTIAL DIFFERENTIAL EQUATIONS

This unit covers topics that explain the formation of partial differential equations and the solutions
of special types of first order partial differential equations (PDE).

1 Introduction

A partial differential equation (PDE) is one which involves one or more partial derivatives.
The order of the highest derivative is called the order of the equation. A partial differential equation
contains more than one independent variable. But, here we shall consider partial differential only
equation two independent variables x and y so that z = f(x, y). We shall denote

A partial differential equation is linear if it is of the first degree in the dependent variable and
its partial derivatives. If each term of such an equation contains either the dependent variable or one
of its derivatives, the equation is said to be homogeneous, otherwise it is non homogeneous. Partial
differential equations are used to formulate and thus aid the solution of problems involving functions
of several variables; such as the propagation of sound or heat, electrostatics, electrodynamics, fluid
flow, and elasticity.

2 Formation of Partial Differential Equations

Partial differential equations can be obtained by the elimination of arbitrary constants or by

the elimination of arbitrary functions.

(i) By the elimination of arbitrary constants

Let us consider the function f ( x, y, z, a, b ) = 0 ------------- (1)

where a & b are arbitrary constants

Differentiating equation (1) partially w.r.t x & y, we get

2
Eliminating a and b from equations (1), (2) and (3), we get a partial differential equation of the first
order of the form f (x, y, z, p, q) = 0.

(ii) By the elimination of arbitrary functions

Let u and v be any two functions which are arbitrary. This relation can be expressed as
u = f(v) ______________ (1)

Differentiating (1) partially w.r.t x and y and eliminating the arbitrary functions from
these relations, we get a PDE of the first order of the form f(x, y, z, p, q ) = 0.

Example 1

Eliminate the arbitrary constants a and b from 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎𝑏 to construct a the PDE.

Solution. Consider 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎𝑏 ____________ (1)

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

Using (2) and (3) in (1), we get, 𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝𝑞, which is the required PDE.

Example 2

Construct the partial differential equation by eliminating the arbitrary constants 𝑎 and 𝑏 from 𝑧 =
( 𝑥 2 + 𝑎2 ) ( 𝑦 2 + 𝑏 2 ).

Solution. Given 𝑧 = ( 𝑥 2 + 𝑎2 ) ( 𝑦 2 + 𝑏 2 ) _______(1)

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

𝑝 = 2𝑥 (𝑦 2 + 𝑏 2 )

𝑞 = 2𝑦 (𝑥 2 + 𝑎2 )

Substituting the values of p and q in (1), we get, 4𝑥𝑦𝑧 = 𝑝𝑞, which is the PDE.

3
Example 3

Find the partial differential equation of the family of spheres of radius one whose centre lie on the
𝑥𝑦 − plane.

Solution.
The equation of the sphere is given by ( 𝑥 – 𝑎 )2 + ( 𝑦 – 𝑏 )2 + 𝑧 2 = 1 _______ (1)
Differentiating (1) partially w.r.t x & y, we get, 2(𝑥 − 𝑎) + 2𝑧𝑝 = 0 and
2(𝑦 − 𝑏) + 2𝑧𝑞 = 0.

From these equations we obtain

𝑥 − 𝑎 = −𝑧𝑝 _________ (2)

𝑦 − 𝑏 = −𝑧𝑞 _________ (3)

Put (2) and (3) in (1), we get, 𝑧 2 𝑝2 + 𝑧 2 𝑞 2 + 𝑧 2 = 1 or 𝑧 2 (𝑝2 + 𝑞 2 + 1)2 = 1

Example 4

Eliminate the arbitrary constants a, b and c from

and form the partial differential equation.

Solution.

4
Therefore, 𝑥𝑝2 − 𝑧𝑝 + 𝑥𝑧𝑟 = 0 is the required PDE.

Example 5

5
Example 6
Form the partial differential equation by eliminating the arbitrary function f
from 𝑧 = 𝑒 𝑦 𝑓 (𝑥 + 𝑦)

Solution. Consider 𝑧 = 𝑒 𝑦 𝑓 (𝑥 + 𝑦) ___________(1)

Differentiating (1) partially w.r.t x & y, we get

𝑝 = 𝑒 𝑦 𝑓′(𝑥 + 𝑦)

𝑞 = 𝑒 𝑦 𝑓 ′ (𝑥 + 𝑦) + 𝑓(𝑥 + 𝑦). 𝑒 𝑦
Hence, we have, 𝑞 = 𝑝 + 𝑧, which is the required PDE.

Example 7
Obtain the partial differential equation by eliminating f from the equation
𝑧 = (𝑥 + 𝑦)𝑓(𝑥 2 − 𝑦 2 ).
Solution.
Let us now consider the equation 𝑧 = (𝑥 + 𝑦)𝑓(𝑥 2 − 𝑦 2 ) _____________ (1)

Differentiating (1) partially w.r.t x & y, we get

𝑝 = (𝑥 + 𝑦)𝑓′(𝑥 2 − 𝑦 2 ). 2𝑥 + 𝑓(𝑥 2 − 𝑦 2 )

𝑦 = (𝑥 + 𝑦)𝑓′(𝑥 2 − 𝑦 2 ). (−2𝑦) + 𝑓(𝑥 2 − 𝑦 2 )

𝑝𝑦 − 𝑦𝑓(𝑥 2 − 𝑦 2 ) = −𝑞𝑥 + 𝑥𝑓(𝑥 2 − 𝑦 2 )

𝑝𝑦 + 𝑞𝑥 = (𝑥 + 𝑦)𝑓(𝑥 2 − 𝑦 2 )

Therefore, we have by (1), 𝑝𝑦 + 𝑞𝑥 = 𝑧, which is the required PDE.

Exercises:

1. Form the partial differential equation by eliminating the arbitrary constants a & b from the
following equations.

6
2. Find the PDE of the family of spheres of radius 1 having their centres lie on the xy plane{Hint:
(𝑥 − 𝑎)2 + (𝑥 − 𝑎)2 + 𝑧 2 = 1}

3. Find the PDE of all spheres whose centre lie on the (i) z axis (ii) x-axis

4. Form the partial differential equations by eliminating the arbitrary functions in the following
cases. (i) z = f (x + y)
(ii) 𝑧 = 𝑓 ( 𝑥2– 𝑦2)
(iii) 𝑧 = 𝑓 ( 𝑥2 + 𝑦2– 𝑧2)
(iv) 𝑓(𝑥𝑦𝑧, 𝑥 + 𝑦 + 𝑧) = 0
(v) 𝐹 (𝑥𝑦 + 𝑧 2 , 𝑥 + 𝑦 + 𝑧) = 0.

3 Solutions of a Partial Differential Equation

A solution or integral of a partial differential equation is a relation connecting the dependent

and the independent variables which satisfies the given differential equation. A partial differential
equation can result both from elimination of arbitrary constants and from elimination of arbitrary
functions. But there is a basic difference in the two forms of solutions. A solution containing as many
arbitrary constants as there are independent variables is called a complete integral. Here, the partial
differential equations contain only two independent variables so that the complete integral will
include two constants. The solution obtained by giving particular values to the arbitrary constants in
a complete integral is called a particular integral.

Singular Integral

Let f (x,y,z,p,q) = 0 ________ (1)

be the partial differential equation whose complete integral is

f (x,y,z,a,b) = 0 ________(2)

where a and b are arbitrary constants.

Differentiating (2) partially w.r.t. a and b, we obtain

7
The eliminant of a and b from the equations (2), (3) and (4), when it exists, is called the singular
integral of (1).

General Integral

In the complete integral (2), put b = F(a), we get

f (x,y,z,a, F(a) ) = 0 ---------- (5)

Differentiating (2), partially w.r.t. a, we get

The eliminant of a between (5) and (6), if it exists, is called the general integral of (1).

4 Lagrange’s Linear Equation

Equations of the form Pp + Qq = R ________ (1), where P, Q and R are functions of

x, y, z, are known as Lagrange equations. To solve this equation, let us consider the equations u
= a and v = b, where a, b are constants and u, v are functions of x, y, z.

8
 Equation (5) represent a pair of simultaneous equations which are of the first order and of first
degree. Therefore, the two solutions of (5) are u = a and v = b. Thus, f(u, v) = 0 is the required
solution of (1).

Note:

To solve the Lagrange’s equation, we have to form the subsidiary or auxiliary equations

which can be solved either by the method of grouping or by the method of multipliers.

Example 8
Find the general solution of 𝑝𝑥 + 𝑞𝑦 = 𝑧.

Solution.

Here, the subsidiary equations are

Integrating, log x = log y + log c1

or x = c1 y i.e, c1 = x / y

9
From the last two ratios,

Integrating, log y = log z + log c2

or y = c2 z

i.e, c2 = y / z

Hence the required general solution is Φ(x/y, y/z) = 0.

Example 9

Solve p tan x + q tan y = tan z

Solution.

The subsidiary equations are

10
Hence the required general solution is

Example 10

Solve (𝑦 − 𝑧) 𝑝 + (𝑧 − 𝑥) 𝑞 = 𝑥 − 𝑦.

Solution.

Here the subsidiary equations are

11
Example 11

Find the general solution of (𝑚𝑧 − 𝑛𝑦) 𝑝 + (𝑛𝑥 − 𝑙𝑧)𝑞 = 𝑙𝑦 − 𝑚𝑥.

Solution.

12
13
Exercise

Solve the following equations

1. px2 + qy2 = z2
2. pyz + qzx = xy
3. xp –yq = y2 –x2
4. y2zp + x2zq = y2x
5. z (x –y) = px2 –qy2
6. (a –x) p + (b –y) q = c –z
7. (y2z p) /x + xzq = y2
8. (y2 + z2) p –xyq + xz = 0
9. x2p + y2q = (x + y) z
10. p – q = log (x+y)
11. (xz + yz)p + (xz –yz)q = x2 + y2
12. (y – z)p –(2x + y)q = 2x + z

14
 SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS

UNIT – IV – Ordinary and Partial Differential Equations – SMT1305

1
 UNIT – IV

PARTIAL DIFFERENTIAL EQUATIONS (CONTD…)

1 Some Special Types of Equations which can be Solved Easily by Methods other than the
General Methods

𝑑𝑧
The first order partial differential equation can be written as f(x, y, z, p, q) = 0, where 𝑝 = 𝑑𝑥 and
𝑑𝑧
𝑞 = 𝑑𝑦. In this section, we shall solve some standard forms of equations by special methods.

Type I: f (p, q) = 0. (Equations containing p and q only).

Suppose that z = ax + by +c is a solution of the equation f(p, q) = 0,
where f (a, b) = 0.

Solving this for b, we get b = F (a).

Hence the complete integral is z = ax + F(a) y + c _________(1)
To find the singular integral, differentiate (1) w.r.t. a, we get, 0 = x + yF'(a)_____(2)

Now, the singular integral is obtained by eliminating a and c from (1) and (2), we get 0 = 1.

The last equation being absurd, the singular integral does not exist in this case.

To obtain the general integral, let us take c = F(a).

Then, z = ax + F(a) y + F(a) _________ (2)

Differentiating (2) partially w.r.t. a, we get

0 = x + F'(a). y + F '(a) _______ (3)

Eliminating a from (2) and (3), we get the general integral.

Example 1

Solve 𝑝𝑞 = 2

Solution.

The given equation is of the form f (p, q) = 0

The solution is z = ax + by +c, where ab = 2.

Solving, b = 2/a.

2
The complete integral is z = ax + 2/a y + c ---------- (1)

Differentiating (1) partially w.r.t c, we have, 0 = 1, which is absurd. Hence, there is no singular
integral. To find the general integral, put c =  (a) in (1), we get, z = ax + 2/a y + F (a)

Differentiating partially w.r.t. a, we get,

0 = x – 2/ a2 y + F’(a)

Eliminating a between these equations, gives the general integral.

Example 2

Solve pq + p +q = 0

Solution.

The given equation is of the form f (p, q) = 0.

The solution is z = ax + by +c, where ab + a + b = 0.

Solving, we get

Differentiating (1) partially w.r.t. c, we get, 0 = 1.

The above equation being absurd, there is no singular integral for the given partial differential
equation.

To find the general integral, put c = F (a) in (1), we have

Differentiating (2) partially w.r.t a, we get

3
Eliminate a from (2) and (3) gives the general integral.

Example 3
Solve 𝑝2 + 𝑞 2 = 𝑛𝑝𝑞.

Solution.

The solution of this equation is z = ax + by + c, where 𝑎2 + 𝑏 2 = 𝑛𝑎𝑏.

Solving, we get,

Differentiating (1) partially w.r.t c, we get 0 = 1, which is absurd. Therefore, there is no singular
integral for the given equation.

To find the general integral, put C = F (a), we get

The eliminant of a between these equations gives the general integral.

4
 Type II: Equations of the form f (x,p,q) = 0, f (y,p,q) = 0 and f (z,p,q) = 0. (One of the variables
x, y and z occurs explicitly)

(i) Let us consider the equation f (x,p,q) = 0.

Since z is a function of x and y, we have

or 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦

Assume that 𝑞 = 𝑎.

Then the given equation takes the form 𝑓 (𝑥, 𝑝, 𝑎 ) = 0.

Solving, we get p = F(x, a). Therefore, dz = F(x, a) dx + a dy.

(ii) Let us consider the equation f(y, p, q) = 0. Assume that p = a.

Then the equation becomes f (y, a, q) = 0 Solving, we get q = F (y, a).

Therefore, dz = adx + F(y,a) dy.

Integrating, z = ax + òF(y,a) dy + b, which is a complete Integral.

(iii) Let us consider the equation f(z, p, q) = 0.

Assume that q = ap.

Then the equation becomes f (z, p, ap) = 0

Solving, we get p = F(z,a). Hence dz = F(z,a) dx + a F(z, a) dy.

5
Example 4

Solve q = xp + p2

Solution.

Given q = xp + p2 -------------(1)

This is of the form f (x, p, q) = 0.

Put q = a in (1), we get

a = xp + p2

i.e, p2 + xp – a = 0.

Therefore,

Thus,

Example 5

Solve q = y p2

Solution.

This is of the form f (y, p, q) = 0

Then, put p = a.

6
Therefore, the given equation becomes q = a2y.

Since dz = pdx + qdy, we have

dz = adx + a2y dy

Integrating, we get z = ax + (a2 y2/2) + b

Example 6

Solve 9 (p2 z + q2) = 4

Solution.

This is of the form f (z, p, q) = 0

Then, putting q = ap, the given equation becomes 9 (p2z + a2p2) = 4.

or (z + a2)3/2 = x + ay + b.

7
Type III: f1(x, p) = f2 (y, q). ie, equations in which ‘z’ is absent and the variables are separable.

Let us assume as a trivial solution that f(x,p) = g(y,q) = a (say).

Solving for p and q, we get p = F(x, a) and q = G(y, a).

Hence dz = pdx + qdy = F(x, a) dx + G(y, a) dy

Therefore, z = òF(x, a) dx + òG(y, a) dy + b , which is the complete integral of the given equation
containing two constants a and b. The singular and general integrals are found in the usual way.

Example 7

Solve pq = xy

Solution.

The given equation can be written as

8
Example 8

Solve p2 + q2 = x2 + y2

Solution.

The given equation can be written as p2 – = y2 –q2 = a2 (say)

p2 – x2 = a2 implies p = √𝑥 2 + 𝑎2

and y2 – q2 = a2 implies q = √𝑦 2 − 𝑎2

But 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦

Type IV (Clairaut’s) form

Equation of the type z = px + qy + f (p,q) ------(1) is known as Clairaut’s form.

Differentiating (1) partially w.r.t x and y, we get p = a and q = b.

Therefore, the complete integral is given by

z = ax + by + f (a,b).

Example 9
Solve z = px + qy +pq

Solution.

The given equation is in Clairaut’s form

Putting p = a and q = b, we have ,

z = ax + by + ab -------- (1)

which is the complete integral.

To find the singular integral, differentiating (1) partially w.r.t a and b, we get

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0=x+b

0=y+a

Therefore, we have, a = -y and b= -x.

Substituting the values of a & b in (1), we get, z = -xy –xy + xy

or z + xy = 0, which is the singular integral.

To get the general integral, put b = F(a) in (1).

Then z = ax + F(a)y + a F(a) ---------- (2)

Differentiating (2) partially w.r.t a, we have

0 = x + F'(a) y + aF'(a) + F(a) ---------- (3)

Eliminating a between (2) and (3), we get the general integral.

Example 10

Find the complete and singular solutions of

10
11
Exercises

Solve the following Equations

1. pq = k
2. p + q = pq
3. p +q = x+y
4. p = y2q2
5. z = p2 + q2
6. p + q = x + y
7. p2z2 + q2 = 1
8. z = px + qy – 2pq
9. {z –(px + qy)}2 = c2 + p2 + q2
10. z = px + qy + p2q2

2 EQUATIONS REDUCIBLE TO THE STANDARD FORMS

Sometimes, it is possible to have non – linear partial differential equations of the first order
which do not belong to any of the four standard forms discussed earlier. By changing the variables
suitably, we will reduce them into any one of the four standard forms.

Type (I): Equations of the form F(xm p, ynq) = 0 (or) F (z, xmp, ynq) = 0.

Case(i): If m ¹1 and n ¹1, then put x1-m = X and y1-n = Y.

Hence, the given equation takes the form F(P, Q) = 0 (or) F(z, P, Q) = 0.

12
Case(ii) : If m = 1 and n = 1, then put log x = X and log y = Y.

Similarly, yq = Q

Example 11

Solve x4p2 + y2zq = 2z2

Solution.

The given equation can be expressed as (x2p)2 + (y2q)z = 2z2

Here m = 2, n = 2

Put X = x1-m = x -1 and Y = y 1-n = y -1.

We have xmp = (1- m) P and ynq = (1- n)Q

i.e, x2p = -P and y2q = -Q.

Hence the given equation becomes

P2 – Qz = 2z2 ----------(1)

This equation is of the form f (z, P, Q) = 0.

Let us take Q = aP.

Then equation (1) reduces to

P2 –aPz =2z2

13
Example 12
Solve x2p2 + y2q2 = z2

Solution.

The given equation can be written as (xp)2 + (yq)2 = z2

Here m = 1, n = 1.

Put X = log x and Y = log y.

Then xp = P and yq = Q.

14
Hence the given equation becomes

P2 + Q2 = z2 ------------- (1)

This equation is of the form F(z, P, Q) = 0.

Therefore, let us assume that Q = aP.

Now, equation (1) becomes,

Integrating, we get, √1 + 𝑎2 log z = X + aY + b.

Therefore, √1 + 𝑎2 log z = logx + alogy + b, which is the complete solution.

Type (II) : Equations of the form F(zkp, zkq) = 0 (or) F(x, zkp) = G(y, zkq).

Case (i) : If k ¹-1, put Z = zk+1,

15
Example 13

Solve z4q2 –z2p = 1

Solution.

The given equation can also be written as (z2q)2 –(z2p) =1

Here k = 2. Putting Z = z k+1 = z3, we get

i.e, Q2 – 3P – 9 = 0, which is of the form F(P, Q) = 0.

16
Hence its solution is z = ax + by + c, where b2 – 3a – 9 = 0.

Solving for b, we get, b = ± √3𝑎 + 9

Hence the complete solution is Z = ax + √3𝑎 + 9 y + c

or z3 = ax + √3𝑎 + 9 y + c

3 Charpit’s Method

This is a general method to solve the most general non-linear PDE 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0____(1) of
order one involving two independent variables. To solve (1), we solve the system of auxiliary
equations called Charpit’s equations.

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑓
=𝑓 = −𝑝𝑓 = −𝑓 = −𝑓 = _____(2).
𝑓𝑥 +𝑝𝑓𝑧 𝑦 +𝑞𝑓𝑧 𝑝 −𝑞𝑓𝑞 𝑝 𝑞 0

Working rule of Charpit’s Method:

Step 1: Transfer all the terms of the PDE to LHS and denote the entire expression by
𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0.

Step 2: Write down Charpit’s auxiliary equations.

Step 3: Find 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑧 , 𝑓𝑝 and 𝑓𝑞 . Put them in Step 2 and simplify.

Step 4: Choose two fractions such that the resulting integral is a simplest relation involving 𝑝 or 𝑞
or both.

Step 5: Use Step 4 to find 𝑝 and 𝑞 and put 𝑝 and 𝑞 in the equation 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦, which on
integration gives the complete integral.

Example 14

Find the complete integral of the PDE 3𝑝2 = 𝑞 using Charpit’s method.

Solution.

Given 3𝑝2 = 𝑞.

⟹ 3𝑝2 − 𝑞 = 0_______(1)

⟹ 𝑓 = 3𝑝2 − 𝑞.

⟹ 𝑓𝑥 = 0, 𝑓𝑦 = 0, 𝑓𝑧 = 0, 𝑓𝑝 = 6𝑝 and 𝑓𝑞 = −1.

17
Charpit’s auxiliary equations are:

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦
=𝑓 = −𝑝𝑓 = −𝑓 = −𝑓 .
𝑓𝑥 +𝑝𝑓𝑧 𝑦 +𝑞𝑓𝑧 𝑝 −𝑞𝑓𝑞 𝑝 𝑞

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦
= = −6𝑝2+𝑞 = −6𝑝 = .
0 0 1

𝑑𝑝
Taking the first fraction, = 𝑘.
0

⟹ 𝑑𝑝 = 0.

Integrating, 𝑝 = 𝑎.

Substituting 𝑝 = 𝑎 in (1), 3𝑎2 − 𝑞 = 0.

⟹ 𝑞 = 3𝑎2 .

Substituting 𝑝 and 𝑞 in 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦, we get, 𝑑𝑧 = 𝑎𝑑𝑥 + 3𝑎2 𝑑𝑦.

Integrating, 𝑧 = 𝑎𝑥 + 3𝑎2 𝑦 + 𝑏 is the complete integral.

4 Jacobi’s Method

This method is used to solve non-linear first order PDE which involves three or more independent
variables. Consider a non-linear PDE of order one of the form:

𝑓(𝑥1 , 𝑥2 , 𝑥3 , 𝑝1 , 𝑝2 , 𝑝3 ) = 0______(1)

involving three independent variables 𝑥1 , 𝑥2 , 𝑥3 where the dependent variable 𝑧 do not occur except
𝔡𝑧 𝔡𝑧 𝔡𝑧
by its partial derivatives 𝑝1 = 𝔡𝑥 , 𝑝2 = 𝔡𝑥 , 𝑝3 = 𝔡𝑥 .
1 2 3

To solve (1), we solve the following auxiliary equations:

𝑑𝑝1 𝑑𝑥 𝑑𝑝2 𝑑𝑥 𝑑𝑝3 𝑑𝑥

= −𝑓 1 = = −𝑓 2 = = −𝑓 3 .
𝑓 𝑥1 𝑝1 𝑓 𝑥2 𝑝2 𝑓 𝑥3 𝑝3

Working rule of Jacobi’s Method:

Step 1: Transfer all the terms of the PDE to LHS and denote the entire expression by
𝑓(𝑥1 , 𝑥2 , 𝑥3 , 𝑝1 , 𝑝2 , 𝑝3 ) = 0 ___(1).

Step 2: Write down Jacobi’s auxiliary equations.

Step 3: Find 𝑓𝑥1 , 𝑓𝑥2 , 𝑓𝑥3 , 𝑓𝑝1 , 𝑓𝑝2 and 𝑓𝑝3 . Put them in Step 2 and simplify.

18
Step 4: Choose two fractions such that we obtain two additional equations as
𝐹1 (𝑥1 , 𝑥2 , 𝑥3 , 𝑝1 , 𝑝2 , 𝑝3 ) = 𝑐1_____(3) and 𝐹2 (𝑥1 , 𝑥2 , 𝑥3 , 𝑝1 , 𝑝2 , 𝑝3 ) = 𝑐2_____(4) where 𝑐1 and 𝑐2
are arbitrary constants. While obtaining (3) and (4), we try to select simple fractions from (2), so that
solution of equations (1), (3) and (4) may be as easy as possible.

𝔡𝐹 𝔡𝐹 𝔡𝐹 𝔡𝐹
Step 5: Verify that the relations (3) and (4) satisfy the condition ∑3𝑖=1 ( 𝔡𝑥1 𝔡𝑝2 − 𝔡𝑥2 𝔡𝑝1 ) = 0.
𝑖 𝑖 𝑖 𝑖

Step 6: If Step 5 is satisfied, then solve equations (1), (3) and (4) to find 𝑝1 , 𝑝2 , 𝑝3.

Step 7: Substitute 𝑝1 , 𝑝2 , 𝑝3 in the equation 𝑑𝑧 = 𝑝1 𝑑𝑥1 + 𝑝2 𝑑𝑥2 + 𝑝3 𝑑𝑥3 , which on integration

gives the complete integral.

Example 15

Find the complete integral of the PDE 𝑝1 3 + 𝑝2 2 + 𝑝3 = 1 using Jacobi’s method.

Solution.

Given 𝑝1 3 + 𝑝2 2 + 𝑝3 = 1.

⟹ 𝑝1 3 + 𝑝2 2 + 𝑝3 − 1 = 0_______(1)

𝑑𝑝1 𝑑𝑥 𝑑𝑝2 𝑑𝑥 𝑑𝑝3 𝑑𝑥

= −𝑓 1 = = −𝑓 2 = = −𝑓 3 .
𝑓 𝑥1 𝑝1 𝑓 𝑥2 𝑝2 𝑓 𝑥3 𝑝3

𝑑𝑝1 𝑑𝑥 𝑑𝑝2 𝑑𝑥 𝑑𝑝3 𝑑𝑥3

= − 3𝑝1 2 = = −2𝑝2 = = ______(2)
0 1 0 2 0 −1

Taking the first and the third fractions of (2), we have 𝑑𝑝1 = 0 and 𝑑𝑝2 = 0 so that 𝑝1 = 𝑐1and
𝑝2 = 𝑐2 , where 𝑐1 and 𝑐2 are arbitrary constants.

⟹ 𝑝1 = 𝑐1 _____(3) and 𝑝2 = 𝑐2 _____(4)

𝔡𝐹 𝔡𝐹 𝔡𝐹 𝔡𝐹
To verify whether ∑3𝑖=1 (𝔡𝑥1 𝔡𝑝2 − 𝔡𝑥2 𝔡𝑝1 ) = 0:
𝑖 𝑖 𝑖 𝑖

𝔡𝐹1 𝔡𝐹2 𝔡𝐹 𝔡𝐹
∑3𝑖=1 ( − 𝔡𝑥2 𝔡𝑝1 ) = [(0)(0) − (1)(0)] + [(0)(1) − (0)(0)] + [(0)(0) − (0)(0)] = 0.
𝔡𝑥𝑖 𝔡𝑝𝑖 𝑖 𝑖

Since the equation is verified, we substitute 𝑝1 = 𝑐1and 𝑝2 = 𝑐2 in (1) to find 𝑝3 .

⟹ 𝑝3 = 1 − 𝑐1 3 − 𝑐2 2 .

Putting in 𝑑𝑧 = 𝑝1 𝑑𝑥1 + 𝑝2 𝑑𝑥2 + 𝑝3 𝑑𝑥3 we get, 𝑧 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + (1 − 𝑐1 3 − 𝑐2 2 )𝑥3 + 𝑐3 .

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 SCHOOL OF SCIENCE AND HUMANITIES
DEPARTMENT OF MATHEMATICS

UNIT – V – Ordinary and Partial Differential Equations – SMT1305

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 Unit V

Second and Higher Order Partial Differential Equations

This unit covers the following topics: Partial differential equations of second and higher order,
Classification of linear partial differential equations of second order, Homogeneous and
non-homogeneous equations with constant coefficients, Monge's methods.

1 Classification of linear partial differential equations of second order

The general second order linear PDE has the following form

𝐴𝑢𝑥𝑥 + 𝐵𝑢𝑥𝑦 + 𝐶𝑢𝑦𝑦 + 𝐷𝑢𝑥 + 𝐸𝑢𝑦 + 𝐹𝑢 = 𝐺,_______(1)

where the coefficients A, B, C, D, F and the free term G are in general functions of the independent
variables 𝑥, 𝑦, but do not depend on the unknown function 𝑢. The classification of second order linear
PDEs is given by the following:

The second order linear PDE (1) is called

(i) Hyperbolic, if 𝐵 2 − 4𝐴𝐶 > 0

(ii) Parabolic, if 𝐵 2 − 4𝐴𝐶 = 0

(ii) Elliptic, if 𝐵 2 − 4𝐴𝐶 < 0

Example 1

Determine the regions in the 𝑥𝑦 −plane where the following equation is hyperbolic, parabolic, or
elliptic: 𝑢𝑥𝑥 + 𝑦𝑢𝑦𝑦 + 12𝑢𝑦 .

Solution.

Given 𝑢𝑥𝑥 + 𝑦𝑢𝑦𝑦 + 12𝑢𝑦 .

The coefficients of the leading terms in this equation are: 𝐴 = 1, 𝐵 = 0, 𝐶 = 𝑦.

The discriminant is then 𝐵 2 − 4𝐴𝐶 = −4𝑦.

Hence the equation is (i) hyperbolic when 𝑦 < 0, (ii) parabolic when 𝑦 = 0, and (iii) elliptic when
𝑦 > 0.

Example 2

Classify the equation 𝑢𝑥𝑥 + 2𝑢𝑥𝑦 + 2𝑢𝑦𝑦 = 0.

Solution.

Here 𝐴 = 1, 𝐵 = 2, 𝐶 = −4.

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The discriminant is then 𝐵 2 − 4𝐴𝐶 = 4 − 4(1)(2) = −4 < 0.

Hence the equation is elliptic.

2 Homogeneous Partial Linear Differential Equations with constant Coefficients.

A homogeneous linear partial differential equation of the nth order is of the form

homogeneous because all its terms contain derivatives of the same order.

Equation (1) can be expressed as

As in the case of ordinary linear equations with constant coefficients the complete solution
of (1) consists of two parts, namely, the complementary function and the particular integral.

The complementary function is the complete solution of f (D, D') z = 0-------(3), which must contain
n arbitrary functions as the degree of the polynomial f(D, D'). The particular integral is the particular
solution of equation (2).

Finding the complementary function

Let us now consider the equation f(D, D') z = F (x, y).

The auxiliary equation of (3) is obtained by replacing D by m and D' by 1.

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Solving equation (4) for m, we get n roots. Depending upon the nature of the roots, the
Complementary function is written as given below:

Finding the particular Integral

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Expand [f (D, D')]-1 in ascending powers of D or D' and operate on xm yn term by term.

Case (iv) : When F(x,y) is any function of x and y.

into partial fractions considering f (D,D') as a function of D alone.

Then operate each partial fraction on F(x,y) in such a way that

where c is replaced by y+mx after integration

Example 3

Solve (D3 –3D2D' + 4D'3) z = ex+2y

Solution.

The auxiliary equation is m3 – 3m2 + 4 = 0

The roots are : m = -1, 2, 2

Therefore, C.F. is f1(y-x) + f2 (y+ 2x) + xf3 (y+2x).

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Hence, the solution is z = C.F. + P.I.

Example 4

Solve (D2 –4DD' +4 D'2) z = cos (x –2y)

Solution.

The auxiliary equation is m2 – 4m + 4 = 0

Solving, we get, m = 2, 2.

Therefore, C.F is f1(y+2x) + xf2(y+2x).

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Example 5
Solve (D2 –2DD') z = x3y + e5x

Solution.

The auxiliary equation is m2 –2m = 0.

Solving, we get, m = 0, 2.

Hence, C.F. is f1 (y) + f2 (y+2x).

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Example 6

Solution.

The auxiliary equation is m2 + m –6 = 0.

Therefore, m = –3, 2.

Hence, C.F. is f1(y-3x) + f2(y + 2x).

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 = (c + 3x) (–cosx) – (3) ( - sinx) – 2 sinx

= –y cosx + sinx

Hence the complete solution is

z = f1(y –3x) + f2(y + 2x) –y cosx + sinx

Example 7

Solve r – 4s + 4t = e 2x +y

Solution.

i.e, (D2 –4DD' + 4D' 2) z = e2x + y

The auxiliary equation is m2 – 4m + 4 = 0.

Therefore, m = 2, 2

Hence, C.F. is f1(y + 2x) + x f2(y + 2x).

Since D2 –4DD'+4D'2 = 0 for D = 2 and D' = 1, we have to apply the general rule.

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3 Non –Homogeneous Linear Equations

Let us consider the partial differential equation

f (D,D') z = F (x,y)------- (1)

If f (D,D') is not homogeneous, then (1) is a non–homogeneous linear partial differential equation.
Here also, the complete solution = C.F + P.I.

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The methods for finding the Particular Integrals are the same as those for homogeneous linear
equations.

But for finding the C.F, we have to factorize f (D, D') into factors of the form D –mD' –c.

Consider now the equation (D –mD' –c) z = 0 ----------- (2).

This equation can be expressed as p –mq = cz ---------(3), which is in Lagrangian form.

The subsidiary equations are

The solutions of (4) are y + mx = a and z = becx.

Taking b = f (a), we get z = ecx f (y+mx) as the solution of (2).

Note:

1. If (D-m1D' –C1) (D –m2D'-C2) …… (D–mnDn'-Cn) z = 0 is the partial

differential equation, then its complete solution is

z = ec1x f1(y +m1x) + ec2x f2(y+m2x) + . . . . . + ecnx fn(y+mnx).

2. In the case of repeated factors, the equation (D-mD' –Cn)z = 0 has a complete

solution z = ecx f1(y +mx) + x ecx f2(y+mx) + . . . . . +x n-1 ecx fn(y+mx).

Example 8
Solve (D-D'-1) (D-D' –2)z = e 2x –y

Solution.

Here, m1 = 1, m2 = 1, c1 = 1, c2 = 2.

Therefore, the C.F is ex f1 (y+x) + e2x f2 (y+x).

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Example 9

Solve (D2 –DD' + D' –1) z = cos (x + 2y)

Solution.

The given equation can be rewritten as

(D-D'+1) (D-1) z = cos (x + 2y)

Here m1 = 1, m2 = 0, c1 = -1, c2 = 1.

Therefore, C.F. = e–x f1(y+x) + ex f2 (y)

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Example 10

Solve [(D + D'–1) (D + 2D' –3)] z = ex+2y + 4 + 3x +6y

Solution.

Here m1 = –1, m2 = –2, c1 = 1, c2 = 3.

Hence the C.F is z = ex f1(y –x) + e3x f2(y –2x).

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4 Monge’s Method
This method is used to solve non-linear second order PDE with the standard form
𝑅𝑟 + 𝑆𝑠 + 𝑇𝑡 = 𝑉___________(1)
Where R, S, T and V are functions of x, y, z, p and q.
Procedure to solve by Monge’s method:
Step1: Write the given PDE in the standard form and find R, S, T and V.
Step 2: The auxiliary equations are:
𝑅𝑑𝑝𝑑𝑦 + 𝑇𝑑𝑞𝑑𝑥 − 𝑉𝑑𝑥𝑑𝑦 = 0____________(2)
𝑅(𝑑𝑦)2 − 𝑆𝑑𝑥𝑑𝑦 + 𝑇(𝑑𝑥)2 = 0____________(3)
Step 3: First factorise equation (3) and get the factors in terms of 𝑑𝑥 and 𝑑𝑦.
Step 4: If these factors are equations (4) and (5), use each factor in (2) to get equations (6) and (7).
Step 5: Obtain the values of p and q using equations (6) and (7).
Step 6: The general solution of (1) is 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦.

Example 11
Using Monge’s method, solve 𝑟 2 = 𝑎𝑡.
Solution.
Given equation is 𝑟 2 = 𝑎𝑡_____________(1)
Here 𝑅 = 1, 𝑆 = 0, 𝑇 = −𝑎2 , 𝑉 = 0.
Monge’s auxiliary equations are:
𝑅𝑑𝑝𝑑𝑦 + 𝑇𝑑𝑞𝑑𝑥 − 𝑉𝑑𝑥𝑑𝑦 = 0____________(2)
𝑅(𝑑𝑦)2 − 𝑆𝑑𝑥𝑑𝑦 + 𝑇(𝑑𝑥)2 = 0____________(3)
From (3), we have, (𝑑𝑦)2 − 𝑎2 (𝑑𝑥)2 = 0.
⟹ (𝑑𝑦 − 𝑎𝑑𝑥) = 0 and (𝑑𝑦 + 𝑎𝑑𝑥) = 0.
⟹ 𝑑𝑦 = 𝑎𝑑𝑥 and 𝑑𝑦 = −𝑎𝑑𝑥.
Integrating both the equations, we get,

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⟹ 𝑦 = 𝑎𝑥 + 𝑐1 and 𝑦 = −𝑎𝑥 + 𝑐2 .
⟹ 𝑦 − 𝑎𝑥 = 𝑐1 ______(4) and 𝑦 + 𝑎𝑥 = 𝑐2 _____(5)
Case(i) Put (4) in (2).
⟹ 𝑑𝑝(𝑎𝑑𝑥) − 𝑎2 𝑑𝑞𝑑𝑥 = 0.
⟹ 𝑑𝑝 − 𝑎𝑑𝑞 = 0.
Integrating, we get,
⟹ 𝑝 − 𝑎𝑞 = 𝜑1 (𝑦 − 𝑎𝑥)_________(6) [using equation(4)]
Case(ii) Put (5) in (2).
⟹ 𝑑𝑝(𝑎𝑑𝑥) + 𝑎2 𝑑𝑞𝑑𝑥 = 0.
⟹ 𝑑𝑝 + 𝑎𝑑𝑞 = 0.
Integrating, we get,
⟹ 𝑝 + 𝑎𝑞 = 𝜑2 (𝑦 + 𝑎𝑥)_________(7) [using equation(5)]
(6) + (7) ⟹ 2𝑝 = 𝜑1 (𝑦 − 𝑎𝑥) + 𝜑2 (𝑦 + 𝑎𝑥).
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⟹ 𝑝 = 2 [𝜑1 (𝑦 − 𝑎𝑥) + 𝜑2 (𝑦 + 𝑎𝑥)].
(7) − (6) ⟹ 2𝑎𝑞 = 𝜑2 (𝑦 + 𝑎𝑥) − 𝜑1 (𝑦 − 𝑎𝑥).
1
⟹ 𝑞 = 2𝑎 [𝜑2 (𝑦 + 𝑎𝑥) − 𝜑1 (𝑦 − 𝑎𝑥)].
The general solution of (1) is 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦.
Substituting 𝑝 and 𝑞 in 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦, we get,
1 1
𝑑𝑧 = [𝜑1 (𝑦 − 𝑎𝑥) + 𝜑2 (𝑦 + 𝑎𝑥)]𝑑𝑥 + [𝜑2 (𝑦 + 𝑎𝑥) − 𝜑1 (𝑦 − 𝑎𝑥)]𝑑𝑦.
2 2𝑎
Simplifying and integrating we get,
𝑧 = 𝜓1 (𝑦 − 𝑎𝑥) + 𝜓2 (𝑦 + 𝑎𝑥)].
The arbitrary constant of integration may be considered as absorbed in either of the functions
𝜓1 (𝑦 − 𝑎𝑥) or 𝜓2 (𝑦 + 𝑎𝑥).
Therefore, the complete integral is 𝑧 = 𝜓1 (𝑦 − 𝑎𝑥) + 𝜓2 (𝑦 + 𝑎𝑥)] where 𝜓1 and 𝜓2 are arbitrary
functions.

Exercises

(a) Solve the following homogeneous Equations.

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 6. (D2 + 4DD' –5D'2) z = 3e2x-y + sin (x –2y)

7. (D2 –DD' –30D'2) z = xy + e6x+y

8. (D2 –4D' 2) z = cos2x. cos3y

9. (D2 – DD' – 2D'2) z = (y –1)ex

10.4r + 12s + 9t = e3x –2y

(b) Solve the following non –homogeneous equations.

1. (2DD' + D' 2 – 3D') z = 3 cos(3x –2y)

2. (D2 + DD' + D' –1) z = e-x
3. r – s + p = x2 + y2
4. (D2 – 2DD' + D'2 – 3D + 3D' + 2)z = (e3x + 2e-2y)2
5. (D2 – D'2 – 3D + 3D') z = xy + 7

(c) Solve the following using Monge’s method.

1. Solve r = t using Monge’s method
2. Solve t − rsec4y = 2qtany by Monge’s method
3. Solve r − tcos2x + ptanx = 0 using Monge’s method
4. Solve x2r − y2t = xy using Monge’s method
5. Solve (r − s)y + (x − t)x + q – p = 0 by Monge’s method

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