Engineering Mathematics - II: Notes

Partial Differential Equation
1

10 MAT 21 Dr. V. Lokesha 2012
EngineeringMathematicsII
(10MAT21)
LECTURE NOTES
(FOR II SEMESTER B E OF VTU)
VTU-EDUSAT Programme-16

Dr. V. Lokesha
Professor of Mathematics
DEPARTMENT OF MATHEMATICS
ACHARYA INSTITUTE OF TECNOLOGY
Soldevanahalli, Bangalore 90

2


ENGNEERINGMATHEMATICSII
Content
CHAPTER
UNITIV PARTIALDIFFERENTIALEQUATIONS

3

UnitIV
PARTIALDIFFERENTIALEQUATIONS
Overview:
InthisunitwestudyhowtoformaP.D.EandvariousmethodsofobtainingsolutionsofP.D.E.Thisunit
consists of 6 sections. In section 1, we learn how to form the P.D.E. by eliminating arbitrary constants
and in section 2 we learn the formation of P.D.E by eliminating arbitrary functions. In section 3, the
solution of non homogeneous P.D.E by the method of direct integration is discussed. In section 4, the
solution of homogeneous equations is discussed. In section 5 we learn the method of separation of
variables to solve homogeneous equations. In section 6 we discuss the Lagranges linear equation and
the solution by the method of grouping and multipliers, at end some muliple choice questions
prominencethecomprehensiveunit.
Objective:
Atthefinishofthisunit,wewillbeableto:
FormPartialdifferentialequation.
Solvethefirstorderlinearpartialdifferentialequation
ObtainthesolutionofhomogeneousP.D.Ebydifferentmethods.
ObtainthesolutionofnonhomogeneousP.D.E

4

Section1:
Formation of P.D.E by eliminating arbitrary constants
Objective:
AttheclosingstagesofthisSection,wewillbeabletorecognize:
ToidentifyP.D.Eorder,degreeandclassificationofaP.D.E.
FormationofP.D.Ebyeliminationofarbitraryconstants.
Introduction:
To start with partial differential equations, just like ordinary differential or integral equations, are
functionalequations.Thatmeanstheknown,orunknowns,wearetryingtodeterminethefunctions.In
the case of partial differential equations(PDE) these functions are to be determined from equations
which involve in addition to the usual operations of addition and multiplication, partial derivatives of
thefunctions.
Our objective is to provide an introduction to this important field of mathematics, as well as an entry
point,forthosewhowishit,tothemodern,moreabstractelementsofpartialdifferentialequations.A
widevarietyofpartialdifferentialequationsoccursintechnicalcomputingnowadays
Manyrealworldproblemsingeneralinvolvefunctionsofseveralindependentvariableswhichgiverise
topartialdifferentialequationsmoreoftenthanordinarydifferentialequations.Mostofthescienceand
engineering problems like vibration of strings, heat conduction, electrostatics etc., flourish with first
andsecondorderlinearnonhomogeneousP.D.Es.
Apartialdifferentialequationisanequationinvolvingtwo(ormore)independentvariablesx,yanda
dependentvariablezanditspartialderivativessuchas
z
x
,
z
,

2
z
x
2
,

2
z
x
,etc.,
i.e.,F[x, y, z,
z
x
,
z
,

2
z
x
2
,

2
z
x
, . . . = u
OrderofaP.D.EistheorderofthehighestorderedderivativeappearingintheP.D.E.
DegreeofaP.D.EisthedegreeofthehighestorderderivativepresentintheP.D.Eafterclearingthe
fractionalpowers.

10 MA
Standar
Format
Let
Different
weget
Byelimina
F(x,y,z,p
Whichisa
Note:

AT 21
rdnotation
,
ionofpart
tiating(1)par
atinga,bfrom
p,q)=0
apartialdiffe

n:
tialdiffere
.(1)bea
rtiallyw.r.txa
m(1),(2),(3),w
..(4)
rentialequat
Partial Dif

entialequa
anequationi
andy,
(2)
..(3)
wegetanequ
tionoffirstor
fferential E
D
,
ationbyel
nvolvingtwo
uationofform
rder.
Equation
Dr. V. Lo
imination
arbitrarycon
m

okesha
ofarbitra
nstantsaand
2012
ryconstan
b.
5
nts:

6

1. Ifthenumberofarbitraryconstantsequaltothenumberofindependentvariablesin(1),then
theP.D.Eobtainedisoffirstorder.
2. Ifthenumberofarbitraryconstantsismorethanthenumberofindependentvariables,then
theP.D.Eobtainedisof2
nd
ofhigherorders.
Examples:
Formthepartialdifferentialequationbyeliminatingthearbitraryconstants.
1) z = (x +o)(y +b)
Solution:Differentiatingz partiallyw.r.txandy,weget
p=
z
x
= y + b
q=
z
= x + o
z=pqistherequiredp.d.e
2)z = olog(x
2
+y
2
) +b
Solution:Differentiatingz partiallyw.r.txandy,weget
p=
z
x
=
u
x
2
+
2
. 2xp=
2ux
x
2
+
2
q=
z
=
2u
x
2
+
2
p
q
=
x
py -qx=0istherequiredp.d.e
3)
x
2
u
2
+
2
b
2
+
z
2
c
2
= 1
Solution:
x
2
u
2
+
2
b
2
+
z
2
c
2
= 1 ..(1)
Differentiating(1) partiallyw.r.txandy,weget
2x
u
2
+
2z
c
2
p = u and
2
b
2
+
2z
c
2
q = u
x
u
2
+
z
c
2
p = u .(2)
b
2
+
z
c
2
q = u (3)
Differentiating(2) partiallyw.r.txagain,weget

7

1
u
2
+
1
c
2
(p
2
+ zr) = u.(4)
Nowfrom(2),wehave
1
u
2
= -
zp
c
2
x
Substitutingthisin(4)weget
-
zp
c
2
x
+
1
c
2
(p
2
+zr) = u
zp = (p
2
+zr)xistherequiredp.d.e.
4)FindtheP.D.Eofthefamilyofallsphereswhosecenterslieontheplanez = u and
haveaconstantradius`r.
Solution:Thecoordinatesofthecentreofthespherecanbetakenas(a,b,0)whereaandbare
arbitrary,rbeingtheconstantradius.Theequationofthesphereis
(x -o)
2
+ (y -b)
2
+ (z - u)
2
= r
2
(x - o)
2
+ (y - b)
2
+ z
2
= r
2
.(1)
o andbarethearbitraryconstantsandhavetobeeliminated.
Differentiating(1) partiallyw.r.txandy,weget
2(x -o) +2zp = uand
2(y - b) + 2zq = u
(x - o) = -zp
(y - b) = -zq
Squaringandaddingweget
(x - o)
2
+ (y - b)
2
= z
2
p
2
+z
2
q
2
i.e.r
2
- z
2
=z
2
p
2
+ z
2
q
2
r
2
=(p
2
+ q
2
+ 1)z
2
Exercise:
1. Formthepartialdifferentialequationbyeliminatingthearbitraryconstants.
a) z = ox
2
+ by
2
b) (x - o)
2
+ (y - b)
2
= z
2
cot
2
o

8

Section2
FormationofP.D.Ebyeliminatingarbitraryfunctions
Objective:
Attheendofthissection,wewillbeacquaintedwith:
FormationofP.D.Ebyeliminationofaarbitraryfunction
FormationofP.D.Ebyeliminationofmorethanonearbitraryfunction
OrderoftheP.D.Edependsonthenumberofarbitraryfunctions.
Byeliminationofarbitraryfunctions
Considerz = (u)..(5)
Where(u)isanarbitraryfunctionofuandu=u(x,y,z)
Differentiating(5)partiallyw.r.tx,ybychainrule
z
x
=
]
u
u
x
+
]
u
u
z
z
x
..(6)
z
=
]
u
u
+
]
u
u
z
z
..(7)
Byeliminatingthearbitraryfunctionffrom(5),(6),(7)wegetaP.D.Eoffirstorder.
Differentiatingtwiceorthrice,twoormorearbitraryfunctionsareeliminatedresultinginaP.D.Eof2
nd
orhigherorder.
Examples:
Formthepartialdifferentialequationbyeliminatingthearbitraryfunctions.
1)z = (x
2
+y
2
)
Solution: z = (x
2
+y
2
)(1)
Differentiating(1)partiallyw.r.txandy,weget
p = '(x
2
+y
2
).2x
q = '(x
2
+y
2
).2y

p
q
=
x
py -qx = uistherequiredp.d.e.

9

2)z = y
2
+2[
1
x
+|ugy
Solution: z = y
2
+ 2(
1
x
+logy)..(1)
p = 2'(
1
x
+ logy). -
1
x
2
q = 2y + 2'(
1
x
+ logy).
1
y
Dividingonebytheother,weget

p
q -2y
= -
y
x
2
px
2
+ qy = 2y
2
istherequiredp.d.e.
3)Formthepartialdifferentialequationbyeliminatingthearbitraryfunctionintherelation
(x +y +z, x
2
+y
2
+z
2
)
Solution:Bydata(u, :) = u..(1)
where u = x + y + z , : = x
2
+y
2
+z
2

u
x
= 1 + p,
x
= 2x + 2zp = 2(x + zp)

u
= 1 + q,
= 2y + 2zq = 2(y + zq)


]
u
.
u
x
+
]
x
= uor
]
u
.
u
x
= -
]
x
(2)

]
u
.
u
+
]
= uor
]
u
.
u
= -
]
(3)
Dividing(2)by(3)

ou
ox
ou
oy
=
o:
ox
o:
oy

1 +p
1 +q
=
x + zp
y + zq
(y -z)p + (z -x)q = (x -y)istherequiredp.d.e.

10

4)Formthepartialdifferentialequationbyeliminatingthearbitraryfunctions onJ gfrom
z = (y +2x) +g(y -3x)
Solution:z = (y + 2x) + g(y -Sx)..(1)

z
x
= 2 '(y +2x) - S g'(y -Sx)..(2)

2
z
x
2
=4 ''(y + 2x) + 9 g''(y - Sx)(3)

2
z
x
= 2''(y + 2x) -S g''(y -Sx).(4)

z
= '(y + 2x) + g'(y - Sx).(5)

2
z
2
= ''(y +2x) + g''(y -Sx)..(6)
Adding(3)and(4)andusingin(6)weget

2
z
x
2
+

2
z
x
= 6|''(y + 2x) + g''(y - Sx)] = 6

2
z

2
z
x
2
+

2
z
x
-6

2
z
2
= uistherequiredp.d.e.
4.Formthepartialdifferentialequationbyeliminatingthearbitraryfunctionin
therelation
Solution:Weknowthat,iff(u,v)=0(1)
Then
, 0
xy
f z
z

=

where ,
xy
u v z
z
= =

x x
y y
u v
u v
=
2 2
2
2
,
, ,

x y
x y
x x
y y
y xy x xy
u p u q
z z z z
v p v q
y xy
p
u v p
z z
x xy
u v q
q
z z
qyz xypq pzx x
px
q
y
y
q
p
= =
= =
= =

=
=

11

Exercise:
1)Formthepartialdifferentialequationbyeliminatingthearbitraryfunctions.
o) z = (x +y)(x
2
-y
2
)
b) z = x
n
[
y
x
c)xyz = (x +y +z)
Section3
Solution of a non-homogeneous P.D.E by direct integration method
Objective:
Attheendofthissectionwewillbeableto:
KnowdifferenttypesofsolutionofaP.D.E.
SolvenonhomogeneousP.D.Ebydirectintegration
ThegeneralformofafirstorderpartialdifferentialequationisF(x, y, z, p, q) = u.(1)where
x, yaretwoindependentvariables, zisthedependentvariableandp = z
x
, q = z
.
Asolutionorintegralofthep.d.eistherelationbetweenthedependentandindependentvariable
satisfyingtheequation.
Completesolution:
Anyfunction(, y, z, o, b) = u.(2)involvingtwoarbitraryconstantsa,band
satisfyingp.d.e(1)isknownasthecompletesolutionorcompleteintegralorprimitive.Geometrically
thecompletesolutionrepresentsatwoparameterfamilyofsurfaces.
Eg:(x + o)(y + b) = zisthecompletesolutionofthep.d.ez = pq
Particularsolution:
Asolutionobtainedbygivingparticularvaluetothearbitraryconstantsinthecompletesolutioniscalled
aparticularsolutionofthep.d.e.Itrepresentsaparticularsurfaceofafamilyofsurfacesgivenbythe
completesolution.
Eg:(x +S)(y + 4) = zistheparticularsolutionofthep.d.e z = pq

12

Generalsolution:
Inthecompletesolutionifweputb = (o)thenwegetasolutioncontaininganarbitryaryfunction,
whichiscalledageneralsolution.Itrepresentstheenvelopeofthefamilyofsurfaces
(x, y, z, (o)) = u.
Singularsolution:
Differentiatingthep.d.e(1)w.r.tthearbitraryconstantso andbweget
P
u
= uand
P
b
= u
Supposeitispossibletoeliminateoandbfromthethreeequationsthentherelationsoobtainedis
calledthesingularsolutionofthep.d.e.
Singularsolutionrepresentstheenvelopeofthetwoparameterfamilyofsurfaces.
Eg:Thecompletesolutionofthep.d.ez = pqis(x + o)(y + b) = z
Differentiatingpartiallyw.r.to andbweget
x + o = uand(y + b) = u.z = uisthesingularsolution.
SolutionbyDirectintegration
Examples:
1)Solvetheequation
0
2
z
0x0y
= x
2
y
Solution:Thegivenequationcanbewrittenas
x
[
z
= x
2
y
Integratingw.r.t. x weget

oz
oy
=
x
3
y
S
+ (y)
Where(y)isanarbitraryfunctionofy
Integratingtheabovew.r.t. yweget
z =
x
3
y
2
6
+ _(y)Jy + g(x)
z =
1
6
(x
3
y
2
) +F(y) + g(x)

13

Whereg(x)isanarbitraryfunctionofx
Thisisthegeneralsolutionofthegivenequation.
2)Solvetheequationxy
0
2
z
0x0y
-x
0z
0x
= y
2
Solution:Divingthroughoutbyxtheequationmaybewrittenas
y
o
oy
_
oz
ox
] -
oz
ox
=
y
2
x

y
p
- p =

2
x
or
1
-
p

2
=
1
x

[
p
=
1
x
Integratingtheabovew.r.t. yweget

p

=
1
x
y + (x)

1
z
x
=
x
+ (x)
Integratingw.r.t. xweget

z
= ylogx +](x)Jx+ g(y)

z = y
2
logx + yF(x)+ 0(y)
3)Solve:
0
2
z
0y
2
-x
0z
0y
= -x|ny -xcuxy
Solution:Weknowthatq=
z
,thegivenequationmaybewrittenas
- xq == -siny - xcosy.(1)
Sincexistreatedasconstant,thisequationisafirstorderordinarylineard.einwhichqisthe
dependentvariableandyistheindependentvariable.Forthisequation
I.F=c
]-xd
= c
-x
Thesolutionof(1)is
qc
-x
= _(-siny - xcosy)c
-x
Jy +(x)

14

=]
d
d
(cosy)c
-x
Jy +(x)
qc
-x
= c
-x
cosy + (x)
or
= cosy + c
x
(x)
Integratingw.r.ty,weget
z = siny +
c
x
x
(x) +g(y)
Exercise:
1. Solve

2
z
x
+9x
2
y
2
= cos (2x -y)giventhatz=0wheny=0and
z
= u whenx=0.
2. Solve

2
z
x
= sinxsiny,giventhat
z
= -2sinywhenx=0andz=0whenyisanodd
multipleof
n
2
.

15

Section4
SolutionofHomogeneousequations
Objective:
AttheendofthisSectionwewillbeableto:
SolvethehomogeneousP.D.E
ObtaintheparticularsolutionofahomogeneousP.D.Eusingagivensetofconditions.
SolutionofHomogeneousequations:
Intheprocessofsolutionwemakeuseofthemethodofsolvingordinarylineardifferentialequations.
Examples:
1) Solvetheequation
2
z
x
2
-o
2
z = uundertheconditionz=0and
z
x
= osinywhenx=0
Solution:UsingtheDOperator,wewritetheaboveequationas
(
2
- o
2
)z = uwhere,D=
Herewetreatyasconstant.Thenthisequationisanordinarysecondorderlinearhomogeneous
d.e.inwhichxistheindependentvariableandzisthedependentvariable.
TheA.Eism
2
-o
2
= um = _o
0. S is z = Ac
ux
+Bc
-ux
WhereAandBarearbitraryfunctionofy
Now
z
x
= Aoc
ux
-Boc
-ux
Usingthegivenconditioni.e.,z=0and
z
x
= osinywhenx=0
osiny = Ao - Bo = o(A - B)
0=A+B
A - B =siny
A + B = u
Solvingtheabovesimultaneousequations

16

2A = siny
A =
1
2
siny
B = -
1
2
siny
Thesolutionis
z =
1
2
(c
ux
-c
-ux
)siny
z = sinbox siny
2) Solvetheequation
2
z
x
2
-2
z
x
+2z = uGiventhatz=c
and
z
x
= u whenx=0
Solution:Thegivenequationcanbeputintheform
(
2
- 2 +2)z = u whereD=
Ifyistreatedasconstant,thentheaboveequationisaO.D.EwiththeA.E
(m
2
- 2m+2)=0
m = 1 _ i
TheG.Sisz = c
x
(Acosx + Bsinx)
WhereAandBarearbitraryfunctionsofy
oz
ox
= c
x
(Acosx +Bsinx) +c
x
(-Asinx + Bcosx)
z
x
=c
x
|(A + B)cosx +(B - A)sinx]
But
z
x
=0
0=B+A
Andz=c
whenx=0
c
= A
B=c
z=c
x
|c
cosx - c
sinx]
z=c
x+
|cosx -sinx]

17

Exercise:
1. Solve
3
u
x
2
-
u
= u
2. Solve (u
x
3
-Su
x
2
u
+2u
2
u
x
)z = u
2
3. Solve the equation using the substitution the .
u u u
v
x y x x

= =

2 2
Sol : Si nce we have
gi ven P D E can be rewri tten as
, where
or 0
u u
x y y x
v u
v v
y x
v
v
y

=

= =

( )
By considering it as a ODE we canwrite it as
0 -1 0
A. E is m-1=0 =1
the solution is given by ( )
i.e, ( )
On integrating w. r. to , we get

y
y
dv
v D v
dy
m
v f x e
u
f x e
x
x
= =
u ( ) ( ) where F(x)= ( )
y
F x e g y f x dx = +

18

Section5
Methodofseparationofvariables
Objective:
Attheendofthisunitreaderwillknow:
Themethodofseparationofvariables
HowtoobtainthesolutionofP.D.Ebythemethodofseparationofvariables.
Methodofseparationofvariables:
Thismethodconsistsofthefollowingsteps
1. Ifxandyareindepentvariablesandzisthedependentvariable,wefindasolutionofthegiven
equation in the form z=XY, where X=X(x) is a function of x alone and Y=Y(y) is a function of y
alone.
Then, we substitute for z and its partial derivative (computed from z=XY) in the equation and
rewrite the equation in such a way that the L.H.S involves X and its derivatives and the R.H.S
involvesYanditsderivatives.
2. We equate each side of the equation obtained in step 1 to a constant and solve the resulting
O.D.EforXandY.
3. Finally we substitute the expression for X and Y obtained in step 2 in z=XY. The resulting
expressionisthegeneralsolutionforz.
Examples:
1) Bythemethodofseparationofvariablessolvetheequation
z
x
y
3
+
z
x
2
= u
Solution:Letthesolutionbeintheformz=XYwhereX=X(x)andY=Y(y)
=
z
x
=
X
x
onJ
z
= X
Puttingtheseinthegivenequationweget
[
X
x
y
3
+ [X
x
2
= uor
_
JX
Jx
] y
3
= -_X
J
Jy
] x
2
1
X
_
JX
Jx
]
1
x
2
= -
1
_
J
Jy
]
1
y
3
L.S.HisafunctionofxonlyandR.S.Hisafunctionofyonly

19

Sincexandyareindependentvariables,thisexpressioncanholdonlyifeachsideisaconstanti.e.,
1
X
[
dX
dx
1
x
2
= kand-
1
[
d
d
3
= k wherekisaconstant
Thesemaybewrittenas
1
X
[
dX
dx
= kx
2
and
1
[
d
d
= -ky
3
d
dx
(logX) = kx
2
and
d
d
(log) = -ky
3
Integratingw.r.txandyweget
logX = k
x
3

3
+ logC
1
andlog = -k
4
4
+ logC
2
= X = C
1
c
k
x
3

3
and = C
2
c
-k
j
4
4

WhereC
1
onJ C
2
areconstants
z = X = Ac
k
x
3

3
c
-k
j
4
4
whereA=C
1
C
2
2)Usingthemethodofseparationofvariablessolve
u
x
= 2
u
t
+uwhereu(x,0)=6c
-3x
Solution:Herexandtareindependentvariablesanduidthedependentvariable
Letthesolutionbeintheformu=X(x)Y(t)

ou
ox
=
JX
Jx
(t) onJ
ou
ot
= X(x)
J
Jt
Thegivenequationtakestheform
JX
Jx
(t) = 2 X(x)
J
Jt
+X(x)(t)
_
JX
Jx
- X] = 2X
J
Jt
1
X
JX
Jx
- 1 =
2
J
Jt
=
1
X
dX
dx
- 1 = kand
2
d
dt
= k
dX
X
= (k + 1)Jxand
d
=
k
2
Jt
Onintegrationweget

20

logX = (k +1)x +logC
1
andlog =
k
2
t + logC
2
= X = C
1
c
(k+1)x
and = C
2
c
k
2
t
Therequiredsolutionis
u=XY=Ac
(k+1)x
c
k
2
t
whereA=C
1
C
2
Butu(x,0)=6c
-3x
= 6c
-3x
= Ac
(k+1)x
= A = 6 onJ k + 1 = -S
=A = 6 onJ k = -4
u = 6c
-(3x+2t)
Solution:Letthesolutionbeintheformu=XTwhereX=X(x)andT=T(t)
LHSisafunctionofXonlyandRHSisofTalone
Sincexandtareindependentvariables,thisexpressioncanholdsonlyifeachsideisa
constanti.e.,
3. Solve
u u
u
x t

= +

and
u X u T
T X
x x t t

= =

1 2
=2 = 1
X T X T
T X XT or
x t X x T t

+ +

1 2
and 1
1 1 1
and
2
dX dT
k k
X dx T dt
k
dX kdx dT dt
X T
= + =
= =

21

Solution:WehavethePDE:
Letthesolutionbeintheformz=XYwhereX=X(x)andY=Y(y)
1 2
1 2
1
2
1 2
1 2
1
and
2
1
and
2
and T
Then the complete solution is given by

k
t
kx
k
kx
k
LogX kx Logc LogT t Logc
X T k
Log kx Log t
c c
X c e c e
u XT c e c e
= + = +
= =
= =
= =
1 1

2 2

k
t kx t
ce
=
4. Solve by the method of seperation of variables. xp yq =
z z
x y
x y

=

and
u X u Y
Y X
x x y y

= =

X Y x X y Y
xY yX
x y X x Y y

= =

( )
1 2
1 2

Y
solution is given by
=
k k
k
k k
x dX y dY
k and k
X dx Y dy
dX dx dY dy
k and k
X x Y y
LogX kLogx Logc and LogY kLogy Logc
X x c and y c
The
z XY cx y c xy
= =
= =
= + = +
= =
= =

22

LHSisafunctionofXonlyandRHSisofYalone
Sincexandyareindependentvariables,thisexpressioncanholdsonlyifeachsideisa
constanti.e.,
2
4. Solve
z
z
x y
=

2
and
z Y z z X Y
X
y y x y x y x y

= = =

1

X Y X Y
XY
Y
x y X x
y

= =

1
and
1 1
and
dX Y
k k
dY
X dx
dy
dY
dX kdx dy
X k Y
= =
= =
1 2
1 2
1 2
and
and
The solution is given by

y
kx
k
y y
kx
kx
k k
y
LogX kx Logc LogY Logc
k
X c e Y c e
Z XY c e c e ce

= + = +
= =
= = =
2
2
6. Solve 2 0
z z z
x x y

+ =

2 2
2 2
, and
z X z X z Y
Y Y X
x x x x y y

= = =

23

Substitutingtheseinthegivenequationweget
LHSisafunctionofXonlyandRHSisofYalone
Sincexandyareindependentvariables,thisexpressioncanholdsonlyifeach
sideisaconstanti.e.,
Exercise:
1. Solvex
2
u
x
+y
2
u
= ubythemethodofseparationofvariables.
2. UsetheseparationofvariablestechniquetosolveSu
x
+2u
= u, given
u(x, u) = 4c
-x
2
2
2 0
X X Y
Y Y X
x x y

+ =

2
2
2
2
2
1 1
2
X X Y
Y X
x x y
X X Y
X x x Y y

=

=

( ) ( )
2
2
2
2
2
1 1 1 1
1 2
1
Consider 2
2 0
: 2 0
1 1

k x k x
d X dX
k
X dx dx
d X dX
Xk
dx dx
AE m m k
Roots are m k
X c e c e
+ + +

=

=
= +
= +
( ) ( )
( )
2
3
1 1 1 1
1 2 3
1 1
Considering

The complete solution is given by
Z=XY=
ky
k x k x
ky
dY
k dY kdy
Y dy Y
LogY ky Log c
Y c e
c e c e c e
+ + +

= =
= +
=
+

24

Section6
Lagrangeslinearpartialdifferentialequation
Objective:
Attheendofthissectionwewillunderstand:
TheformofLagrangeslinearequation.
SolvetheLagrangeslinearP.D.E.
SolutionofthefirstorderlinearpartialdifferentialequationintheformPp+Qq=R
Lagrangeslinearpartialdifferentialequation:
ThegeneralsolutionofLagrangeslinearpartialdifferentialequationPp+Qq=R.(1)
whereP=P(x,y,z),Q=Q(x,y,z)andR=R(x,y,z)isgivenby
F(u,v)=0(2)
SincetheeliminationofthearbitraryfunctionFfrom(2)resultsin(1)
Hereu=u(x,y,z)andv=v(x,y,z)areknownfunctions.
Methodofobtainingthegeneralsolution:
1.RewritethegivenequationinthestandardformPp+Qq=R
2.FormtheLagrangesauxiliaryequation(A.E)
dx
P
=
d
=
dz
R
..(3)
3.u(x,y,z)=c
1
andv(x,y,z)=c
2
aresaidtobethecompletesolutionofthesystemofthesimultaneous
equations(3)providedu
1
andu
2
arelinearlyindependenti.e.,
u
1
u
2
= constont
Case1:Oneofthevariablesiseitherabsentorcancelsoutfromthesetofauxiliaryequations
Case2:Ifu=c
1
isknownbutv=c
2
isnotpossiblebycase1,thenuseu=c
1
togetv=c
2

25

Case3:IntroducingLagrangesmultipliersP
1
,
1
, R
1
whicharefunctionsofx,y,zorconstants,each
fractionin(3)isequalto
P
1
dx+
1
d+R
1
dz
P
1
P+
1
+ R
1
R
.(4)
P
1
,
1
, R
1
arechosenthatP
1
P +
1
+ R
1
R = u thenP
1
Jx +
1
Jy + R
1
Jz = uwhichcanbe
integrated.
Case4:Multipliersmaybechosen(morethanonce)suchthatthenumerator
P
1
Jx +
1
Jy +R
1
Jzisanexactdifferentialofthedenominator P
1
P +
1
+ R
1
R.Combining(4)
withafractionof(3)togetanintegral.
4.Generalsolutionof(1)isF(u,v)=0orv=(u).
Examples:
1)Solvexp+yq=z
Solution:ThegivenequationisoftheformPp+Qq=R
TheA.Eare
dx
x
=
d
=
dz
z

Consider
dx
x
=
d
whichonintegrationgive
logx = logy + logc
1
=
x
= c
1
Similarlybyconsidering
d
=
dz
z
weget

y
z
= c
2
Hencethegeneralsolutionofthegiveequationis[
x
z
= u
2)Solve (mz -ny)
0z
0x
+(nx -|z)
0z
0y
= |y -mx
Theauxiliaryequationsare
dx
(mz-ny)
=
d
(nx-Iz)
=
dz
I-mx
.(1)
Usingmultipliersl,m,neachratioisequalto

26

lJx + mJy + nJz
l(mz - ny) + m(nx -lz) +n(ly - mx)
=
lJx + mJy + nJz
u

=lJx +mJy +nJz = uwhichonintegrationgiveslx + my +nz = c
1
Usingmultipliersx,y,zeachratioin(1)equalto
xJx + yJy + zJz
x(mz - ny) + y(nx - lz) + z(ly - mx)
=
xJx + yJy + zJz
u

= xJx +yJy +zJz = uwhichonintegrationgives
x
2
2
+
2
2
+
z
2
2
= c
2
orx
2
+y
2
+z
2
= c
2
Hencethegeneralsolutionis(lx +my + nz, x

2
+ y
2
+ z
2
) = u
3) Solve x
2
(y -z)
0z
0x
+y
2
(z -x)
0z
0y
= z
2
(x -y)
Theauxiliaryequationsare
dx
x
2
(y-z)
=
d
2
(z-x)
=
dz
z
2
(x-y)
.(1)
Usingmultipliers
1
x
2
,
1
2
,
1
z
2
eachratioisequalto
1
x
2
Jx +
1
y
2
Jy +
1
z
2
Jz
(y - z) + (z - x) + (x -y)
=

1
x
2
Jx +
1
y
2
Jy +
1
z
2
Jz
u

1
x
2
Jx +
1
2
Jy +
1
z
2
Jz=0whichonintegrationgives
-
1
x
-
1
-
1
z
= c
1
or
1
x
+
1
+
1
z
= c
1
Nowusingmultipliers
1
x
,
1
,
1
z
eachratioisequalto
1
x
Jx +
1
y
Jy +
1
z
Jz
x(y - z) + y(z - x) +z(x -y)
=

1
x
Jx +
1
y
Jy +
1
z
Jz
u

1
x
Jx +
1
Jy +
1
z
Jz = uwhichonintegrationgives
logx +logy +logz = logc
2
orxyz = c
2
Hencethegeneralsolutionis[
1
x
+
1
+
1
z
, xyz = u
4. Solve tan tan tan p x q y z + =

27

Solution:Thegivenequationisoftheform
Pp+Qq=R
TheSubsidiaryequationisgivenby
Pp+Qq=R
1
=
Taking the first two relations we get,
( ) ( ) log
dx dy dz
Tanx Tany Tanz
Log Sinx Log Siny c
=
= +
1
2
2
=
Simillarly taking the last two relationswe get,
( ) ( ) log
=
Thus a general solution of the PDE is given by
, 0
Sinx
c
Siny
Log Siny Log Sinz c
Siny
c
Sinz
Sinx Siny
Siny Sinz
= +

= =

2 2
3. Solve xp yq y x =
2 2
1 1
=
Taking the first two relations we get,
log
dx dy dz
x y y x
x
Log x Logy c c
y
=
= + =
2 2
2
2 2
Here to get another relation we choose the
multipliers , , 1 ( 0)
, we get 0
2 2
, 2
x y xP yQ R
ie xdx ydy dz
x y z c
x
x y
y
+ + =
+ + =
+ + =
+ +
0 z

=

28

Pp+Qq=R
Pp+Qq=R
4. Solve ( ) ( ) mz ny p nx lz q ly mx + =
=
Here we choose the multipliers , ,
( 0)
dx dy dz
mz ny nx lz ly mx
x y z
xP yQ zR
=

+ + =
2 2 2
1
, we get 0
2
and again we choose the multipliers , ,
( 0)
, we get 0

ie xdx ydy zdz
x y z c
l m n
lP mQ nR
ie ldx mdy ndz
+ + =
+ + =
+ + =
+ + =
( )
2
2 2 2

, 0
lx my nz c
x y z lx my nz
+ + =
+ + + + =
4. Solve
y z z x x y
p q
yz zx xy

+ =
=
Here we choose the multipliers , ,
( 0)
dx dy dz
y z z x x y
yz zx xy
x y z
xP yQ zR
=

+ + =

29

Pp+Qq=R
2 2 2
1
, we get 0
2
and again we choose the multipliers , ,
( 0)
, we get 0

ie xdx ydy zdz
x y z c
yz zx xy
yzP zxQ xyR
ie yzdx zxdy xydz
+ + =
+ + =
+ + =
+ + =
( )
2
2 2 2
( ) 0
, 0
d xyz xyz c
x y z xyz
= =
+ + =
2 2 2
5. Solve (x ) (2 ) 2 y z p xy q xz + =
2 2 2 2 2 2
=
2 2 ( ) (2 ) (2 )
dx dy dz xdx ydy zdz
x y z xy xz x x y z y x z xz
+ +
= =
+ +
1 1
Taking the IIand III relations we get,
log
y
Log y Logz c c
z
= + =
2 2 2
2 2 2
2 2 2
Taking the III and IV relations we get,

2 ( )
( )

( )
'( )
Which is of the form
( )
dz xdx ydy zdz
xz x x y z
dz d x y z
z x y z
f x
f x
+ +
=
+ +
+ +
=
+ +

30

Pp+Qq=R
2 2 2
2
2 2 2
2
2 2 2
Log z +Log c =log( )
c
Hence the required solution is
, 0
x y z
x y z
z
y x y z
z z
+ +
+ +
=
+ +
=

2 2 2
6. Solve (x ) ( ) yz p y zx q z xy + =
2 2 2 2 2 2
= (1)
( ) ( ) ( ) ( ) ( ) ( )
dx dy dy dz dz dx
x yz y zx y zx z xy z xy x yz

=

2 2 2 2
1
first two expressions of (1), we get
=
( ) ( ) ( ) ( )
=
( )( ) ( )( )
=
( ) ( )
( ) ( )

consider
dx dy dy dz
x yz y zx y zx z xy
dx dy dy dz
x y x y z y z x y z
dx dy dy dz
x y y z
Log x y Log y z Logc

+ + + +

= +
1

x y
c
y z
2
2
similarly considering last two expressions of (1), we get
=
( ) ( )
( ) ( )

hence the required solution is,

dx dy dy dz
y z z x
Log y z Log z x Logc
y z
c
z x

= +
, =0

x y y z
y z z x

31

Exercise:
Solve
1) xp + yq = Sz
2) yzp -xzq = xy
3) p -q = ln(x +y)
4) (x
2
-y
2
-yz)p +(x
2
-y
2
-zx) = z(x -y)
Pickoutthemostappropriateanswer:
1. The solution of
2
z
2
=sin(xy) is (B)
A) Z=
1
x
2
cos(xy)+y f (x)+g(x) B) Z=
-1
x
2
sin(xy) + y f (x) +g(x)
B) Z= sin(xy)+y f (x)+g(x) D) None of these
2. A solution of (y z) p +( z x) q = x y is (A)
A) (x
2
+y
2
+z
2
, x+y+z) B) (x
2
+y
2
+z
2
, x+y-z)
C) (x
2
-y
2
-z
2
, x+y+z) D) (x
2
+y
2
-z
2
, x+y+z)
3. The partial differential equation obtained from z= ax+by+ab is (D)
A) px+qy=z B) px+qy+z
2
=0 c) px qy=z D) px+qy+pq=z
4. The partial differential equation obtained from z = e
y
f (x+y) is (A)
A) p+z=q B) p z=q C) p q=z D) none of these
5. In a partial differential equation by eliminating a & b from the relation Z= (x
2
+a) (y
2
+b) is
(D)
A) z
x
z
y
= xyz B) z
xy
=xyz C) z
xy
=4xyz D) z
x
z
y
= 4xyz
6. The solution of z
xy
= sin xy is Z=. (C)
A) sin(xy) +f(x) +g(y) B) 1/x
2
cos(xy)+f(x)+g(y)
C) 1/xy sin(xy) +f(x) +g(y) D) sin(xy) +f(x)+xg(y)

7. For the Lagranges linear partial differential equation Pp+Qq= R the subsidiary equation is (C)

32

A)
dx
P
=
-d
=
dz
R
B)
-dx
P
=
-d
=
dz
R

C)
dx
P
=
d
=
dz
R
D)
dx
P
2
=
-d
2
=
dz
R
2

8. In the method of separation of variable, to solve u
xx
2u
x
+u
t
=0 the trial solution u= (A)
A) X(x)T(t) B) _
X(x)
1(t)
C)
X(x)
1(t)
D) X(x)I(t).
9. By eliminating a & b from (x a)
2
+(y b)
2
+z
2
=c
2
the partial differential equation formed is (A)
A) z
2
(p
2
+q
2
+1)=c
2
B) Z
2
(p q 1)=c
2

C) (p+q+1)=c D) none of these
10. The equation
2
z
x
2
+2xy [
z
x
2
+
z
=5 is order .. and degree .. (A)

A) 2 ,1 B) 1,2 C) 1,1 D) none of these
11. The solution of x
z
x
= 2x+y is (B)
A) z= 2x+ylogx+f (x) B) z = 2x+ylogx+f (y)
C) z= 2x-ylogx+f(xy) D) z = x
2
+xy+f (y)
12. By eliminating a & b from z = a(x+y)+b the partial differential formed is (A)
A) p=q B) pq=0 C) p+q=0 D) p
2
=q
13. A solution u
xy
= 0 is of the form (D)
A) U=](y)Jy) B) U=](y)Jy - (x)
C) U=](x)Jy + (x) D) U=](x)Jx + (y)
14. If u =x
2
+ t
2
is a solution of c
2

2
u
x
2
=
2
u
t
2
then c =.. (A)
A) 1 B) 0 C) 2 D) None of these
15. The general solution of u
xx
= xy is (B)
A) U=
1
6
x
3
y - x f(y) - (y) B) U=
1
6
x
3
y +x f(y) +(y)
C) U=
1
6
x
3
+ f(y) +(y) D) U=
1
6
x
3
y +x f(x) +(x)
16. The partial differential equation by eliminating a & b from the relation z= a log (x
2
+y
2
) +b is (B)

33

A) px-qy=0 B) py-qx=0 C) py+qx=0 D) px+qy=0
17. The partial differential equation by eliminating arbitrary function from the relation z= f(x
2
+ y
2
)
is.. (B)
A) px-qy=0 B) py-qx=0 C) py+qx=0 D) px+qy=0
18. The solution of r+6s+9t=0 is (A)
A) z = f
1
(y-3x) +x f
2
(y-3x) B) z =f
1
(y-3x) - x f
2
(y-3x)
C) z =f
1
(y+3x) +x f
2
(y+3x) D) none of these
19. If
2
u
x
2
=x+y then u =.. (B)
A)
3
6
+
x
2
2
+xf(y) +g(y) B)
x
3
6
+
x
2
2
+xf(y) +g(y)
C)
3
6
-
x
2
2
- xf(y) +g(y) D)
x
3
6
-
x
2
2
+f(y) +g(y)
20. The nature of the partial differential equation x
2
2
z
x
2
+2xy
2
z
x
+ y
2
2
z
2
= u (A)
A) Parabolic B) Elliptic C) Hyperbolic D) None of these
21. xp + yq = z is the general solution of the equation (D)
A) [
x
z
=0 B) [
x
,
z
=0 C) [
x
,
z
=0 D) all of these
22. The Lagranges linear partial differential equation of the form (D)
A) Pp- Qq= R B) Pp+ Qq= 0 C) Pq+ Qp= R D) Pp+ Qq= R
23. The auxiliary equation of the equation ( y - z) p +( z - x ) q =( x - y ) is (B)
A)
dx
(z-x)
=
d
(-x)
=
dz
(x-)
B)
dx
(-z)
=
d
(z-x)
=
dz
(x-)

C)
dx
(z-x)
=
d
(x-)
=
dz
(-x)
D) none of these
24. The multiplies of the equation x (y
2
+z) p - y(x
2
+z) q= z (x
2
-y
2
) is (A)
A) (1/x, 1/y, 1/z), (x, y, -1) B) (x, y, z), (x, y, -1)
C) (1/x, 1/y, 1/z), ( x ,y, 1) D) none of these
25.The order of the partial differential equation obtained by eliminating f from z= f ( x
2
+y
2
)
is (B)

34

A) second B) first C) constant D) none of these
26. The solution ofp +q =1 is (B)
A) z=ax+((1 + o)
2
y +c B) z=ax+(1 - o)
2
y +c
C) z=ax-((1 - o)
2
y D) none of these
27. The nature of the partial differential equation
2
z
x
2
+
2
z
2
-
z
x
+ z = u (B)
28. The nature of the partial differential equation x
2
z
x
2
+Sxy
2
z
x
+y
2
z
2
= u (C)
29) TheorderandthedegreeoftheP.D.E
2
z
x
2
+2xy [
z
x
2
+
z
= Sisand (c)
a) 1and2b)2and2c)2and1d)none
30) Byeliminatingaandbfrom(x - o)
2
+ (y - b)
2
+ z
2
= c
2
,theP.D.Eformedis (d)
a) c
2
= (1 +p
2
+q
2
)z
2
b) c = (1 +p + q)z
c)z
2
= (1 +p
2
+ q
2
)c
2
d) z = (1 +p + q)c
31)Thepartialdifferentialequationobtainedfromz = ox + by + obbyeliminatingaandbis(b)
a)z = x + y + pqb)z = px + qy + pq
c)z = qx +py + pqd)z = px + qy + xy
32)Thepartialdifferentialequation
xx
+ 2
x
+ 4
= uisclassifiedas (b)
a)nonhomogeneousP.D.Eb)homogeneousP.D.E
c)linearP.D.E d)none
33)Ifz=f(x,y,a,b)thentheP.D.Eformedbyeliminatingthearbitraryconstantsaandbisof... (c)
a)secondorder b)thirdorder
c)firstorder d)forthorder
34)Thesolutionof px +qy = zis (a)
a) x -y = (x - y) b)x -y = (x - y)

35

c)x - y = (x - y) d)x -y = (x - y)
35)Ageneralsolutionofu
x
= uisoftheform (b)
a)u = (y)+(x) b)u = ](y)Jy+(x)
c)u = ](y)Jy d)none
36)u = c
-t
sinxisasolutionof (c)
a)
u
x
+
u
= u b)
u
x
+
u
= u
c)
2
u
t
2
+
2
u
x
2
= u d)none
37)TheauxiliaryequationsofLagrangeslinearequationPp + q = Ris. (a)
a)
dx
P
=
d
=
dz
R
b)
dz
P
=
d
=
dx
R

c)
dx
R
=
d
P
=
dz
d)none
38)Thedifferentialequationz =
2
z
x
2
getsreducedtotheform: (a)
a)Linearhomogeneousdifferentialequationb)Partialdifferentialequationoffirstorder
c)Bothaandb d)Noneofthese
39. Apartialdifferentialequationrequires (B)
A)exactlyoneindependentvariable
B)twoormoreindependentvariables
C)morethanonedependentvariable
D)equalnumberofdependentandindependentvariables
40.ASolutiontothepartialdifferentialequation is (A)
A)Cos(3xy) B)x
2
+y
2
C)Sin(3xy) D)e
3xy
sin(y)
41. Thefollowingistrueforthefollowingpartialdifferentialequationusedinnonlinearmechanics
knownastheKortewegdeVriesequation (B)
2 2
2 2
9
u u
x y

=

3
3
6 0
w w w
w
t x x

+ =

36


A)Linear,3
rd
order B)Nonlinear,3
rd
order
C)Linear1
st
order D)Nonlinear1
st
order
42.ASingularsolutionexiststotheequationgivenby (B)
A)f(p,q)=0B)Z=px+qy+f(p,q)C)f(x,p)=g(x,q)D)Noneofthese
43.Thepartialdifferentialequationobtainedbyeliminatingthearbitraryfunctionsfrom
z=f(x+ky)+g(xky)is
A)
2
z
x
2
= k

2
z
x
B)
2
z
2
= k
2

2
z
x
2
(B)
C)
2
z
x
2
= k
2

2
z
2
D)
2
z
x
2
=

2
z
x
44.Theinitialequationoffindingthedifferentialequationofallplaneswhichareataconstantdistace
afromtheoriginis
A)lx+my+nz=a B)x
2
+y
2
+z
2
=a
2
(A)
C)y
2
=4axD)Noneofthese

Engineering Mathematics - II: Notes

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Engineering Mathematics - II: Notes

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Partial Differential Equation

= 2y + 2zq = 2(y + zq)

(y -z)p + (z -x)q = (x -y)istherequiredp.d.e.

= '(y + 2x) + g'(y - Sx).(5)

= ylogx +](x)Jx+ g(y)

Hencethegeneralsolutionis(lx +my + nz, x

=5 is order .. and degree .. (A)

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