Unit - Iii Partial Differential Equation: ϕ (x,y,z,a,b) =0 →
Unit - Iii Partial Differential Equation: ϕ (x,y,z,a,b) =0 →
Unit - Iii Partial Differential Equation: ϕ (x,y,z,a,b) =0 →
TYPES OF SOLUTION:
p= ∂z , q = ∂z , r = ∂ ∂2z
and t = ∂
2 2
z z
, s= .
∂x ∂y ∂x 2
∂x∂y ∂y 2
SOLVING FIRST ORDER NON LINEAR PDE( 6 TYPES)
STANDARD TYPES
Singular General Integral
Types Complete Integral
Integral
Substitute c = φ(a)
z = ax + y f(a) + φ(a)
I
-------------(1)
∂z
f(p,q) = 0
= x + y f ’(a) + φ’(a)
z = ax + y f(a) + c
NO -------------(2)
Example: ∂a
pq+p+q=0 Eliminating ‘a’ from (1) and (2), we get General integral
Equating
∂z
II
= 0 and
∂z
z =px+qy + f(p,q)
∂a
put b = φ(a) in complete integral and find
∂z
then
∂a
z = ax +by + f(a,b)
Example = 0 and
p ∂b eliminating ‘a’ between them, we get General integral
z = px + qy + -p eliminating
q
‘a’& ‘b’
Note: If x,y,z are in cyclic then 1,1,1 (or) x,y,z (or) 1/x,1/y,1/z will
be the multipliers.
Case(i): If the roots are real (or) imaginary and distinct then
z = f1(y +m1x) + f2(y +m2x) + f3(y +m3x) +…. + fn(y +mnx)
Case(ii): If any two of the roots are equal say m1=m2=m and other roots are
distinct then
z = f1(y +mx) + x f2(y +mx) + f3(y +m3x) +…. + fn(y +mnx)
Case(iii): If any three of the roots are equal say m1=m2=m3=m and other roots are
distinct then
z = f1(y +mx) + x f2(y +mx) + x2 f3(y +mx) + f4(y +m4x) +….
+ fn(y +mnx)
Working Rule to find Particular Integral:
SPECIAL NOTE:
If the denominator is zero, find the partial derivative of the denominator w.r.to
‘D’ after putting x in the numerator. This process may be continued until we get a
non-zero denominator.
Here the sum of the degree of each and every term is not equal.
The complete solution of (1) is of the form
z = Complementary function + Particular Integral
Working Rule to find Complementary Function:
Case (i): If the given equation is of the form (D- mD’ – α)z = 0 then the
general solution of this equation is z = eαx f(y+mx), where m is
arbitrary.
α x α x α x
z= e 1 f ( y + m x) + e 2 f ( y + m x) + L + e n f ( y + m x )
1 1 2 2 n n
Case(iii): If the given equation is of the form (D- mD ' – α)r z = 0 then
Particular Integral:
The method of finding P.I is same as that of the homogeneous linear PDE.
St. JOSEPH’S COLLEGE OF ENGINEERING, CHENNAI-119
{ }
From (5) s 1 − φ ' ( x + y + z ) = (1 + p )(1 + q ) φ " ( x + y + z ) - (8)
Dividing (7) & (8) we get
r (1 + p )
=
s (1 + q )
(1 + q ) r = (1 + p ) s
2. Form the differential equation by eliminating the arbitrary function f & g in
z = f ( x + y) g ( x − y)
Solution:
z = f ( x + y) g ( x − y)
Let u = x + y v = x− y
Z = f ( u ) .g ( v ) - (1)
Differentiating partially with respect to x and y, we get
p = f ( u ) .g ' ( v ) + f ' ( u ) .g ( v ) - (2)
q = f ( u ) g ' ( v )( −1) + f ' ( u ) g ( v ) - (3)
r = f ( u ) g " ( v ) + 2 f ' ( u ) g ' ( v ) + f " ( u ) .g ( v ) - (4)
s = f ( u ) g " ( v )( −1) + f " ( u ) .g ( v ) - (5)
t = f ( u ) g "( v ) − 2 f ' ( u ) g ' ( v ) + f "( u ) g ( v ) - (6)
Subtracting (4) from (6) , we get
r − t = 4 f ′ ( u ) .g ′ ( v ) - (7)
From (2) & (3), we get
p 2 − q 2 = 4 f ( u ) . g ( v ) . f ' ( u ) .g ' ( v )
= Z (r – t) from (1) & (7)
∂ 2 z ∂ 2 z ∂z ∂z
i.e., z 2 − 2 = −
2 2
∂x ∂y ∂x ∂y
3. Form the partial differential equation by eliminating f from
f ( x 2 + y 2 + z 2 , z 2 − 2 xy ) = 0
Solution :
f ( x 2 + y 2 + z 2 , z 2 − 2 xy ) = 0
Let u = x 2 + y 2 + z 2 and v = z 2 − 2 xy then
the given equation is f ( u, v ) = 0 - (1)
Differentiating (1) partially w.r.t. x and y respectively
∂f ∂u ∂f ∂v ∂f ∂u ∂f ∂v
we get . + = 0 and . + . =0
∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y
∂f ∂f
⇒ ( 2 x + 2 zp ) + ( 2 zp − 2 y ) = 0 - (4)
∂u ∂v
∂f ∂f
( 2 y + 2 zq ) + ( 2zq-2x ) = 0 -(5)
∂u ∂v
from (4) and (5)
x + zp zp − y
we get =0
y + zq zq − x
( x + zp )( zq − x ) = ( y + zq )( zp − y )
zqx − x 2 + z 2 pq − xzp = zpy − y 2 + z 2 pq − zqy
− zp ( x + y ) + zq ( x + y ) = x 2 − y 2
− zp ( x + y ) + zq ( x + y ) = ( x − y )( x + y )
− zp + zq = x − y
zp − zq = y − x
z ( p − q) = y − x
4. Solve y
2
p − xyq = x ( z − 2 y ) .
Solution:
This is a Lagrange’s linear equation of the form Pp + Qq = R
The subsidiary equations are
dx dy dz
= =
P Q R
dx dy dz
− xy x ( z − 2 y )
2
= =
y
Taking I & II ratios
dx dy
=
y 2 − xy
xdx = − ydy
Integrating,
x2 − y 2
= +C
2 2
x 2 + y 2 = 2c = c1
( z − 2 y ) dy = − ydz
ydz + zdy = 2 ydy
d ( yz ) = 2 ydy
Integrating,
yz = y 2 + c2
yz − y 2 = c2
(
the solution is φ x 2 + y 2 , yz − y 2 = 0 )
5. Find the general solution of ( 3z − 4 y ) p + ( 4 x − 2 z ) q = 2 y − 3x .
Solution:
This is a Lagrange’s linear equation of the form Pp + Qq = R .
6. Solve (x 2
− yz ) p + ( y 2 − zx ) q = z 2 − xy .
Solution:
This is a Lagrange’s linear equation of the form Pp + Qq = R
d ( x − y) d ( y − z) d (x − z)
i.e., = = - (2)
( x − y )( x + y + z ) ( y − z )( x + y + z ) ( x − z )( x + y + z )
d ( x − y) d ( y − z) d ( x − z)
i.e., - (3)
( x − y)
= =
y−z x−z
Taking the first two ratios, and integrating log ( x − y ) = log ( y − z ) + log a
x− y
∴ =a - (4)
y−z
Similarly taking the last two ratios of (3) we get,
y−z
∴ =b - (5)
x−z
x− y
But and are not independent solutions for + 1 gives which is the
x− y y−z x−z
y−z x−z y−z y−z
reciprocal of the second solution.
Therefore solution given by (4) and (5) are not independent. Hence we have to search for
another independent solution.
xdx + ydy + zdz
Using multipliers x, y, z in equation (1) each ratio is =
x + y 3 + z 3 − 3 xyz
3
dx + dy + dz
Using multipliers 1, 1, 1 each ratio is = 2
x + y + z 2 − xy − yz − zx
2
d ( x2 + y 2 + z 2 ) d (x + y + z)
1
( x + y + z ) ( x + y + z − xy − yz − zx ) x + y + z 2 − xy − yz − zx
2 = 2
2 2 2 2
Hence d ( x2 + y 2 + z 2 ) = ( x + y + z ) d ( x + y + z )
1
2
Integrating ( x 2 + y 2 + z 2 ) =
(x + y + z) + k
2
1
2 2
∴ ( x + y + z ) = ( x + y + z ) + 2k
2 2 2 2
x 2 + y 2 + z 2 = x 2 + y 2 + z 2 + 2 xy + 2 yz + 2 zx + 2k
i.e., xy + yz + zx = b
x− y
∴ the general solution is φ xy + yz + zx, =0
y−z
7. Solve (z 2
− 2 yz − y 2 ) p + ( xy + zx ) q = xy − zx
Solution:
This is a Lagrange’s linear equation of the form Pp + Qq = R
i.e., =
dy dz
y+z y−z
( y − z ) dy = ( y + z ) dz
ydy − zdy = ydz + zdz
ydy − ( zdy + ydz ) − zdz = 0
ydy − d ( yz ) − zdz = 0 z
Integrating we get y 2 − 2 yz − z 2 = C2 - (2)
From (1) & (2) the general solution is
φ ( x 2 + y 2 + z 2 , y 2 − 2 yz − z 2 ) = 0
∴( x + y + z ) = k ( x − y )
−2
i.e., ( x + y + z )( x − y ) = k - (2)
2
9. Solve p + q = 1.
Solution:
This is of the form f ( p, q ) = 0 .
The complete integral is given by z = ax + by + c where
a + b =1
b = 1− a
( )
2
b = 1− a
(
z = ax + 1 − a ) y + f (a) - (2)
2
Eliminating ‘a’ between (2) & (3) we get the general solution.
0= x+
( ab − a − b ) b − ab ( b − 1)
( ab − a − b )
2
b2
i.e., 0 = x − - (3)
( ab − a − b )
2
and similarly
a2
- (4)
( ab − a − b )
0= y− 2
a2 y
From (3) & (4), we get = or = k , say
a b
2
=
b x y x
∴ a = k y and b = k x
Using their values in (3) we get
( ) x=0
2
k 2 x − k 2 xy − k y − k x
k x = ( k xy − k y − k x ) x
2 2
i.e., ( k xy − x − y ) = 1
1+ x + y
k=
xy
1+ x + y 1+ x + y
Hence a = and b =
x y
Also
ab 1 1
= =
ab − a − b 1 − 1 − 1 y x
1− −
b a 1+ x + y 1+ x + y
= 1+ x + y
Using these values in (2), the singular solution of (1) is
( )
z = x 1+ x + y + y 1+ x + y + 1+ x + y ( ) ( )
( )
2
z = 1+ x + y
∂u du
du
dz 2 dz
− − a + az = 0
2
i.e.,
du du
1 a
As z is not a constant,
dz
≠0
du
dz
∴1 − a − a + az = 0
2
du
2
dz
i.e., a = az + 1 − a
2
du
2
- (3)
dz
a = az + 1 − a
du
solving (3), we get
a∫
az + 1 − a ∫
dz
= du
2 az + 1 − a = u + b
2 az + 1 − a = x + ay + b
4 ( az + 1 − a ) = ( x + ay + b )
2
- (1)
1
∴ p − 2 x = a and log q = a
y
p = 2 x + a, log q = ay
q = eay
Now dz = pdx + qdy
dz = ( 2 x + a ) dx + eay dy - (2)
Integrating (2), we get
- (3) Where a & b are arbitrary constant.
1
z = x 2 + ax + e ay + b
a
Equation (3) is the complete solution of the given equation.
Differentiating (3) partially w.r.t b we get 0 = 1 (absurd)
∴ There is no singular integral.
Put b = φ ( a ) in (3)
+ φ ( a ) - (4)
e ay
z = x 2 + ax +
a
Differentiating partially w.r.t a we get
−1
0 = 0+ x+ (
1 ay
a
e y ) + eay 2 + φ ' ( a )
a
0 = x + e ay − 2 eay + φ ' ( a )
y 1
-(5)
a a
Eliminating ‘a’ between (4) & (5) we obtain the general solution.
14. Find the complete integral of p + q = x + y .
Solution:
The given equation does not contain z explicitly and is variable separable.
That is the equation can be rewritten as p – x = y – q =a, say - (!)
∴ p = a + x and q = y − a
Now dz = p dx + q dy
dz = ( a + x ) dx + ( y − a ) dy (2)
Integrating both sides with respect to the concerned variables, we get
(a + x) ( y − a)
2 2
p2 + q2 = z 2 ( x2 + y 2 ) .
2 2
15. Solve the equation
Solution:
The given equation does not belong to any of the standard types.
It can be rewritten as z −1 p ( ) + ( z q) - (1)
2 2
−1
= x2 + y 2
As the Equation (1) contains z −1 p and z −1q we make the substitution Z = log z
z - 1 p =P and z -1q = Q
Using their values in (1), it becomes
P 2 + Q 2 = x 2 + y 2 (2) (Type IV form)
P 2 − x 2 = y 2 − Q 2 = a 2 , say (3)
From (3)
P 2 = a 2 + x 2 and Q 2 = y 2 − a 2
P = a 2 + x 2 and Q = y2 − a2
dz = Pdx + Qdy
dz = a 2 + x 2 dx + y 2 − a 2 dy
Integrating, we get
−1 x y
Z= x + a + sin h + y − a − cos h−1 + b
x 2 a2 y a2
a 2 a
2 2 2
2 2 2
∴ the complete solution of (1) is
x y y
log z = x + a + sin h −1 + y − a − cos h −1 + b
x 2 a2 a2
a a a
2 2 2
2 2 2
16. Solve 2 x p 2 − yzq − 3 z 2 = 0 .
4
Solution:
x 2 p yq
− −3= 0
2
= p ( − x2 ) =
∂Z ∂Z ∂z ∂x 1 − px 2
P= =
∂X ∂z ∂x ∂X z z
∂Z ∂Z ∂z ∂y 1
Q= = = q. y = q
y
∂Y ∂z ∂y ∂Y Z Z
∴ the equation becomes, 2 P 2 − Q − 3 = 0
This is of the form f ( P, Q ) = 0
Hence the complete integral is Z = aX + bY + c
Where
2a 2 − b − 3 = 0
b = 2a 2 − 3
∴ the complete solution is Z = aX + bY + c
a
x
(
i.e., log z = + 2a 2 − 3 log y + c )- (1)
Solution:
( x + pz ) + ( y + qz ) =1 - (1)
2 2
(
This equation is of the form f z k p, z k q = 0 )
If k ≠ −1 and Z = z k +1
Hence put Z = z2
∂Z ∂Z ∂z
P= = . = 2 zp ⇒ pz =
P
∂x ∂z ∂x 2
∂Z ∂Z ∂z
Q= = . = 2 zq ⇒ qz =
Q
∂y ∂z ∂y 2
Substituting there results in (1)
P Q
x + + y + =1
2 2
2 2
This is a separable equation (Type IV)
P Q
x + = 1− y + = a
2 2
2 2
2
∴ dZ = Pdx + Qdy
dZ = 2 ( a − x ) dx + 2 1 − a 2 − y dy
Integrating,
y2
Z = − ( a − x ) + 2 1 − a 2 y − dy
2
2
∴ Z 2 = − ( a − x ) + 2 1 − a 2 y − y 2 + b is the complete solution.
2
18. Solve p 2 x 4 + y 2 zq = 2 z 2 .
Solution:
This can be written as Px 2 ( ) + ( qy ) z = 2 z - (1)
2 2 2
Where m = 2, n= 2
put X = x1− m =
1 1
; Y = y1−n =
x y
= p ( − x 2 ) = − px 2
∂Z ∂Z ∂x
P= = .
∂X ∂x ∂X
= q ( − y 2 ) = − qy 2
∂Z ∂Z ∂y
Q= = .
∂Y ∂y ∂X
Substituting in (1) the given equation reduces to P 2 − Qz = 2 z 2
This is of the form f ( p, q, z ) = 0
∴ Let Z = f ( X + aY ) where u = X + aY
dz adz
P= ,Q =
du du
Equation becomes,
dz dz
− az − 2 z = 0
2
du du
2
=
1
( D − 2 DD′)
PI1 2
e2 x
e2 x
= (Replace D by 2 and D′ by 0)
4
1 2 D′ 3
= 2 x3 y = 2 1 − x y
−1
1
( D − 2 DD′) D D
PI 2
1 2 D′ 1 3 2 x3
= 2
1+ + ...... x3 y = +
D D2 D
x y
D
= y + 2. = y+
x5 x6 x5 x6
20 4.5.6 20 60
The complete solution is
Z = C.F . + PI1 + PI 2
Z = f1 ( y ) + f 2 ( y + 2 x ) +
e 2 x x5 y x 6
+ +
Solution:
The Auxiliary equation,
m 2 + 4m − 5 = 0
( m − 1)( m + 5) = 0
m = 1, −5
∴ C.F. = f ( y + x ) + g ( y − 5 x )
3e 2 x − y 3 2 x − y −1 2 x − y
= = = = e
1 2 x− y
PI1 3 e e
D + 4 DD′ − 5 D′
2 2
4 − 8 − 5 −9 3
= 2 sin ( x − 2 y )
1
PI 2
D + 4 DD′ − 5 D′2
= sin ( x − 2 y ) = sin ( x − 2 y ) = sin ( x − 2 y )
1 1 1
−1 + 4 ( 2 ) − 5 ( −4 ) −1 + 8 + 20 27
∴ the complete solution is Z = CF + PI1 + PI 2
i.e. Z = f ( y + x ) + g ( y − 5 x ) − e 2 x − y + sin ( x − 2 y )
1 1
3 27
21. Solve the equation (D 2
+ D′2 ) z = sin 2 x sin 3 y + 2sin 2 ( x + y ) .
Solution:
The auxiliary equation is m2 + 1 = 0
i.e., m = ± i
∴ C.F. = f ( y + ix ) + g ( y − ix )
=
1
D + D '2
PI1 2
sin 2 x sin 3 y
= 2 . {cos ( 2 x − 3 y ) − cos ( 2 x + 3 y )}
1 1
D + D' 22
1 1
= cos ( 2 x − 3 y ) − cos ( 2 x + 3 y )
1
2 −4 − 9 −4 − 9
−1 1 −1
= . {cos ( 2 x − 3 y ) − cos ( 2 x + 3 y )} = sin 2 x sin 3 y
13 2 13
2sin 2 ( x + y )
1
PI 2 = 2
D + D '2
= 2
1
D + D '2
{1 − cos ( 2 x + 2 y )}
2 ( )
cos ( 2 x + 2 y )
1 1
= 2 1 − 2
D + D' D + D '2
cos ( 2 x + 2 y )
1 1
= 2 e0 x −
D + D' 2
−4 − 4
= + cos ( 2 x + 2 y )
x2 1
2 8
The complete solution is Z = C.F . + PI1 + PI 2
(D − 3DD′ + 2 D′2 ) z = ( 2 + 4 x ) e x + 2 y .
13 2 8
22. Solve
2
Solution:
The Auxiliary equation is
m 2 − 3m + 2 = 0
( m − 1)( m − 2 ) = 0
m = 1, 2
∴ C.F. = φ1 ( y + x ) + φ2 ( y + 2 x )
e x+2 y ( 2 + 4 x )
P.I . =
D 2 − 3DD '+ 2 D '2
e x+2 y ( 2 + 4 x )
=
( D − 2 D ')( D − D ')
Re place D = D + 1, D ' = D '+ 2
ie., D = D + a, D ' = D '+ b
= e x+2 y
(2 + 4x)
( D + 1) − 2 ( D '+ 2 ) ( D + 1) − ( D '+ 2 )
= e x+2 y
( 2 + 4x)
( D − 2 D '− 3)( D − D '− 1)
= e x+2 y
(2 + 4x)
D − 2D '
3 1 − 1 − ( D − D ' )
3
D − 2D '
= e x + 2 y 1 − 1 − ( D − D ' ) ( 2 + 4 x )
−1
1 −1
3 3
D − 2D '
= e x + 2 y 1 + + ... 1 + ( D − D ' ) + ... ( 2 + 4 x )
1
3 3
D − 2 D '+ ...
= e x + 2 y 1 + ( 6 + 4 x ) = e x+ 2 y 6 + 4 x + ( 4 )
1 1 1
3 3 3 3
22 2
= e x + 2 y + 4 x = e x + 2 y (11 + 6 x )
1
3 3 9
Z = φ1 ( y + x ) + φ2 ( y + 2 x ) + e x + 2 y (11 + 6 x )
2
9
(
23. Solve D + DD′ − 6 D ′ z = y cos x
2 2
)
Solution:
The Auxiliary equation is m2 + m – 6 = 0
m = 2, –3
∴ C.F. = φ1 ( y + 2 x ) + φ2 ( y − 3x )
=
y cos x
D + DD '− 6 D′2
P.I . 2
=
1 y cos x
( D − 2 D ' ) ( D + 3D ' )
( D − 2 D ') ∫
= ( a + 3 x ) cos xdx where a + 3 x = y
1
=
( D − 2 D ') ∫
( a + 3 x ) sin x − 3 sin xdx where a + 3 x = y
1
= [ y sin x + 3cos x ]
1
( D − 2 D ')
= ∫ ( a − 2 x ) sin x + 3cos x dx where a − 2 x = y
= ( a − 2 x )( − cos x ) − ( −2 )( − sin x ) + 3sin x where a − 2 x = y
P.I . = − y cos x + sin x
∴ Z = φ1 ( y + 2 x ) + φ2 ( y − 3 x ) + sin x − y cos x
= e x+ y ( x 2 y 2 ) = e x+ y ( x 2 y 2 )
1 1
( D − 2 DD′ + D′ ) ( D − D′ )
P.I . 2 2 2
= e x+ y x 2 y 2 = e x+ y
1 1
( D + 1) − ( D′ + 1) ( D − D′ )
2 2
x2 y 2
1 D′ 1 2 D ′ 3 D '2 2 2
=e 1 − (x y ) = e x+ y 1 + + 2 (x y )
−2
x+ y
D2 D D2 D
2 2
D
2 2 2 2
= e x+ y x y + D ( 2 x y ) + D 2 ( 2 x )
1 2 3
D2
= e x+ y y 2 2 ( x 2 ) + 4 y 3 ( x 2 ) + 6 4 ( x 2 )
1 1 1
D D D
1 1 6 x+ y
= x 4 y 2 + x5 y + x e
1
12 60
P.I .
15
Z = C.F + P.I
1 1 6 x+ y
= φ1 ( y + x ) + xφ2 ( y + x ) + x 4 y 2 + x5 y + x e
1
12 15 60
25. Solve (D − 2 DD′ + D′2 − 3D + 3D′ + 2 ) z = ( e3 x + 2e −2 y ) .
2 2
Solution:
(D 2
− 2 DD′ + D′2 − 3D + 3D′ + 2 ) z = ( D − D '− 2 )( D − D '− 1) z
( D − D '− 2 )( D − D '− 1) z = e6 x + 4e3 x −2 y + 4e −4 y
m1 = 1,α1 = 2, m2 = 1,α 2 = 1
∴ C.F. = e 2 x f ( y + x ) + e x f ( y + x )
PI1 = e6 x = e6 x =
1 1 1 6x
( D − D′ − 2 )( D − D′ − 1) ( 6 − 0 − 2 )( 6 − 0 − 1)
e
20
PI 2 = 4e3 x −2 y = e3 x − 2 y = = e
1 4 4 3x −2 y 1 3x −2 y
( D − D′ − 2 )( D − D′ − 1) ( 3 + 2 − 2 )( 3 + 2 − 1) 3( 4)
e
3
4e − 4 y
PI 3 = 4e − 4 y = = e −4 y = e −4 y
1 4 2
( D − D′ − 2 )( D − D′ − 1) ( 0 + 4 − 2 )( 0 + 4 − 1) ( 2 )( 3) 3
∴ the general solution
Z = e2 x f ( y + x ) + e x f ( y + x ) +
1 6 x 1 3 x − 2 y 2 −4 y
e + e + e
20 3 3