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A G N I H OT R I E N G G . & G AT E C L A S S E S
Scripting Success Stories

Unit IV: Solution of Partial Differential Equation

M-II

Partial differential equation of first order

Let z = f(x, y) i.e. x and y are independent variable and z is dependent variable. That is two independent variable
2 z
2 z
2 z
z
z
p,
s,
t
q, 2 r,
(x, y) and one dependent variable z.
x
x
y
xy
y 2
Order : Order of partial differential equation means order of highest derivative involved in the equation.
Degree : Degree of partial differential equation means power of highest order derivative involved in the equation.
Linear P. D. E. If z and all its derivatives appears in the first degree and are not multiplied together.
Formation of P. D. E.
(a) By Eliminating Arbitrary Constant.
Exp. 1 Eliminate arbitrary a and b from z = ax + by and form a P. D. E.
Ans. z = px + qy
Exp. 2 Form P. D. e. corresponding to z = (x + a) (y + b) here a and b are arbitrary constant. Ans. z = p.q
Exp. 3 Find P. D. E. by eliminating a and b from z = (x2 + a2) (y2 + b2).
q
p q
p
Solution : p = 2x (y2 + b2) , q = 2y (x2 + a2) , y 2 b 2
=> x 2 a 2
Hence z .
=> 4xyz = pq Ans
2x
2y
2x 2 y
Exp. 4 Eliminate arbitrary constant a and b from the equation z = aebx sin by and form the partial difference eqn.
p
Solution : z = aebx sin by , p = a sin by ebx b , q = aebx b cos by Hence z
b
(b) By Elimination of Arbitrary function.
y
Exp. 1 Eliminate the arbitrary function f from z yf and form P. D. E.
Ans.
pq + qy = z
x
Exp. 3 Obtain P. D. E. from z = f(sin x + cos y).
Ans. p sin y + q cos x = 0
Exp. 4 Eliminate f from z = f(x2 y2).
p = f(x2 y2).2x , q = f(x2 I y2)(-2y) ,

Solution :

p
x

Hence py + qx = 0
q y

Exp. 5 z = f(x + iy) + g(x iy).

Solution :
p = f(x + iy) + g(x iy) , r = f(x + iy) + g(x iy) , q = f(x + iy) i + g(x iy)(-i) Hence r + t = 0

Solution of partial differential equation

linear and non-linear partial differential equation of First order Standard Form 1
If equation is of type f(p, q) = 0 means equation have only terms of p and q, then z = ax + by + c (1)
Where a & b are constant and they are related as (a, b) = 0 , b = (a) Hence from (1) z = ax + (a)y + c
2

z z
Exp. 1 1
x y
Solution : p2 + q2 = 1, Its complete integral is given by;
2

z = ax + by + c (1)

here a & b are related as a + b = 1 [Putting in p2 + q2 = 1, we get a2 + b2 = 1] & b 1 a 2

2

now putting value of b in equation (1) z ax 1 a 2 y c

Classes on ED, BEEE, M1, M2, M3, NA, CONTROL, DSP & other GATE oriented Engg. Subjects
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Standard Form 2
If equation is of type [z = px + qy + f(pq)] then its complete integral is, [z = ax + by + f(a, b)].
z
z
z z
y 1
x
y
x z
2

Exp. 1 z x
Solution :

z px qy 1 p 2 q3 then its complete integral is z ax by 1 a 2 b3

Exp. 2 z px qy sin 1 ( p q)

Ans.

Exp. 3 ( z px qy ) tan 1 ( p 2 q 2 ) =>

ax by sin 1 (a b)

Ans. z ( px qy ) tan 1 ( p 2 q 2 ) i.e. z (ax by ) tan 1 (a 2 b 2 )

Standard Form 3
f(p, q, z) = 0 equation having terms of p, q and z i.e., do not have terms of x and y. i.e. f(p, q, z) = 0
dz X
z
dz X
p
.
.
Let X = x + ay, its solution is z = f(X) i.e. z = f(x + ay) , p
& q
x
dX x
dX y
dz
dz
And in the given equation we substitute the value of p
& qa
and we get the differential equation of first
dx
dx
degree and first order which can be solve by method of variable separable .
Exp. 1
z = pq
dz
dz
dz
dz
.a
Solution
Here equation have p, q & z Hence, X = x + ay And put p
& qa
, z
dX
dX
dX dX
2
dz
z
dz
1
1 1

dz

dX => z1/ 2
z a.
( x ay) c
[ X x ay]
=> dX a ,
2 a
z
a
dX

Exp. 2 p(1 + q) = qz
Ans. x ay a log(az 1) c
2
2 2
2
Exp. 3 q = z p (1 p )
Ans. z 2 ( x ay c)2 a 2
Standard Form 4 f(p, q, x, y) = 0 , This form does not contain terms of z. i.e. f(x, p) = (y , q) = a
First we assume f(x, p) = a & find the value of p & then we assume (y , q) = a & find the value of q.
then we use, dz = pdx + qdy , We integrate it & solve it .
Exp. 1 p q 2 x
Solution :

p 2 x q a Now
q a => q a now
2

p 2 x a =>

p 2 x a => p (2 x a) 2

and

(2 x a)3
a2 y c
dz = p dx + q dy , dz (2 x a) dx a dy Hence z
3
2

Exp. 2 p 2 q 2 x y
Solution :

p xa & q y a
2
y ady i.e. z ( x a )3/ 2 ( y a )3/ 2 c
3

p 2 x q 2 y a Now p 2 x 2 a and q 2 y 2 a i.e.

dz = p dx + q dy Hence dz x adx

Reducible to Standard Form

Exp. 1 x 2 p 2 y 2 q 2 z 2
2

2
z

2
2
2
2
2
2

z
x z y z
z
Solution : x 2 y 2 z 2 => 2 2 1[Adjusting x, y & z] => z z 1
z x z y
x
y
x y
x y
y
z
x
dZ and
dX and
dY Putting all the values in above equation P2 + Q2 = 1 [standard form I]
Let,
z
x
y

Complete integral Z = aX + bY + C

Here, a2 + b2 = 1 => b 1 a 2 Z aX 1 a 2 Y C (1)

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now integrating

z
Z ,
z

x
X ,
x

y
Y =>
y

log z = Z, log x = X, log y = Y

now again putting values in equation (1) log z a log x 1 a 2 log y C

Lagranges method of solving the linear differential equation of first order

Equation Pp Qq R is called Lagranges equation here P, Q, R are f(x, y, z).

Working Rule :
Step I. Firstly we put the given partial differential equation in the standard form i.e., in the form given by
Pp Qq R
(1)
Step II. We write down the Lagranges auxiliary equations for (1):
dx dy dz

(2)
P Q R
Step III. Now we find two independent integrals of auxiliary equations (2), say, u = a and v = b.
Step IV. Lastly the general solution of (1) is given by in any one of the following three equivalent forms:
(u , v) 0, u (v) or v (u )
y 2 zp
zxy y 2
Exp. 1
x
Solution. The given equation can be written as y2zp + x2q = xy2
dx
dy
dz
Thus subsidiary equations are 2 2 2
y z zx
xy
Taking the first two members, we have
x2 dx = y2 dy
x3 y3 = c1
Again taking the first and thirt members, we have
x dx = z dz
x2 z2 = c2
The general solution is f(x3 y3, x2 y2) = 0
Exp. 2 y 2 p xyq x( z 2 y ) .
Solution. The Lagranges subsidiary equations are
dx dy
dz

2
y
xy x( z 2 y )
Taking first two fractions of (1), we have
2x dx + 2y dy = 0

x2 y 2 c1
Now, taking last two fractions of (1), we have
dz
z 2y
dz 1

z2
dy
y
dy y
which is a linear differential equation in z, therefore its
1

[RGPV June 2003]

(1)

(2)
(3)

dy e y
e y
I.F.
So the solution of equation (3) is zy y 2 c2
(4)
Hence the required general solution of the given equation is
( x 2 y 2 , zy y 2 ) 0
where is an arbitrary function.
2
2
2
Exp. 3 Solve ( x yz ) p ( y zx)q z xy
[RGPV Dec. 02, 03, Jan. 07]
Solution. The subsidiary equation are
dx
dy
dz
2
2
Taking the multipliers 1, -1, 0; 0, 1, -1 and -1, 0, 1, we get
2
x yz y zx z xy
log y

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dx dy
dy dz
dz dx

( x y )( x y z ) ( y z )( x y z ) ( z x)( x y z )
dx dy dy dz

Taking first two members of (1), we get

x y
yz
x y
c1
Integrating, we have Log (x y) = log (y z) + log c1
yz
zx
c2
Now taking last two members and integrating, we get
yz

(1)

x y zx
The required general solution of the given equation is
,
0
yz yz
Exp. 4 Solve ( y 2 z 2 x 2 ) p 2 xyq 2 zx 0 or ( x 2 y 2 z 2 ) p 2 xyq 2 xz

[RGPV June 04, Jan 06, Jun 14]

Solution. The given equation may be written as ( y 2 z 2 x 2 ) p 2 xyq 2 zx

dx
dy
dz

The Lagranges auxiliary equations are

2
2
2
y z x
2 xy 2 zx
dy dz
y

log y log z log c1 c1

Taking last two fractions of (1), we get
y
z
z
Now using x, y, z as multipliers, each fraction of (1)
x dx y dy z dz
dz
2( x dx y dy z dz ) dz

2
2
2
x( y z x ) 2 zx
x2 y 2 z 2
z
2
2
2
2
2
2
Integrating,
(3)
log( x y z ) log z log c2 => x y z c2 z

(1)
(2)

y
Hence the general solution of the given equation is x 2 y 2 z 2 z
z
Charpits Method
(General Method for solving partial differential equation with Two independent variable)
dx
dy
dz
dp
dq

we use Charpits subsidiary equation

f
f
f
f
f
f
f
f
p q
p
q
p
y
p
q x
z y
z
by solving it we get value of p and q then use formula dz = p dx + q dy on integrating it we get solution .
Exp. 1 Solve by Charpits method px +qy = pq

[RGPV Jan 2007 , 13 ]

f
f
f
f
f
p,
q,
0 ,
x q,
y p.
Solution : Let f ( x, y , z , p, q ) px qy pq 0 (1)
x
y
z
p
q
Hence putting values in the charpits auxiliary equations, namely
dp dq
dz
dx
dy
dF
dp dq

we get
Taking 1st and 2nd ratios, we get
.(2)
p
q p( x q) q( y p) q x p y
0
p
q
Integrating, log p = log q + log a => p = aq Substituting the above value of p in (1), we get
ax y
q
(3) from (2) and (3), p = ax + y(4) & solution is 2az (ax y ) 2 b
a
Exp. 2 Solve by Charpits method z px qy p 2 q 2
.
Exp. 3 Solve by Charpits method ( p 2 q 2 ) y qz

Ans. z ax by a 2 b 2
Ans. z 2 a 2 y 2 (ax b)2

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Linear homogeneous p.d. equation with constant coefficient

Example 1 Solve the equation 4(r s) + t = 16 log (x + 2y)
Solution
We have (4D2 4DD + D2)z = 16 log (x + 2y)
We can easily write the C.F. as z = 1(2y + x) + x2(2y + x)
1
.16 log( x 2 y ) Here f(a, b) = f(1, 2) = 0.
to get P.I. we proceed as follows z
2
4 D 4 DD ' D '2
Hence differentiating F(D, D) = 4D2 4DD + D2 w.r.t. D and multiplying the expression by a, we have
1
1
z x.
16 log( x 2 y ) Again performing same z x 2 . .16 log( x 2 y ) 2 x 2 log( x 2 y ) .
8D 4 D '
8
Hence the complete solution is z = 1(2y + x) + x2(2y + x) + 2x2 log (x + 2y).
General Method This method is used when F(DD)z is not equal to f(ax + by) that is
F(DD) = f(x, y) that is any function of x and y.
1
Consider the equation (D m D)z = f(x, y). Then P.I .
f ( x, y) f ( x, c mx)dx
D mD'
Where c is to be replaced by y + mx after integration, since y = c mx or
c = y + mx
Solve (D2 DD 2D2)z = (y 1)ex.
The C.F. can be easily obtained as z = 1(y + 2x) + 2(y x).
1
1
( y 1)e x
( y 1)e x
To get P.I., we proceed as follows z
2
( D DD ' 2 D ' )
( D D ')( D 2 D ')
1
1
1

(c 2 x 1)e x dx
(c 2 x 1)e x
( y 1)e x on replacing c by y + 2x.

( D D ')
( D D ')
( D D ')
Hence the complete solution is z = 1(y + 2x) + 2(y x) + yex.
Example 2
Solution

Example 3 Solve r t = tan3x tan y tan x tan3y.

C.F. = 1(y x) + 2(y + x)
2
Solution
The given equation is (D + D)(D D)z = tan x tan y(tan x tan2y) = tan x tan y(sec2x sec2y).
1
1
. tan x tan(c x){sec 2 x sec 2 (c x)} dx ( c x = y)
tan x tan y (sec 2 x sec 2 y )
P.I.

D D '
( D D ')( D D ')
1

. tan x tan(c x) sec 2 x dx tan x tan(c x) sec 2 (c x) dx

D D'
tan 2 x

1
1
1
1

.
tan(c x) tan 2 x sec 2 (c x) dx tan x tan 2 (c x) tan 2 (c x)sec 2 x dx
D D' 2
2
2
2

1
tan 2 x tan(c x) tan x tan 2 (c x) (sec 2 x sec 2 (c x) dx

2( D D ')
1
tan 2 x tan(c x) tan x tan 2 (c x) tan x tan(c x)

2( D D ')
1
tan 2 x.tan y tan x tan 2 y tan x tan y

( y = c x)
2( D D ')
1
1
tan y sec 2 x tan x sec 2 y tan( k x) sec 2 x tan x sec 2 ( k x) dx ,

2
2( D D ')
1
1 d
1

{tan x tan(k x)} dx tan x tan(k x) tan x tan y

2
2 dx
2

1
hence the complete solution is z = C.F. + P.I. = 1(y x) + 2(y + x) + tan x tan y.
2

where k + x = y
(

k + x = y).

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One dimensional Wave Equation

An elastic string of length l which is stretched and then fixed at its two ends O and A. Transverse defln y(x, t) at
2
2 y
2 y
any point x at any time t when no external force act on it is given by the solution of P.D.E. 2 c
t
x 2

Example 1 A string is stretched between the fixed points (0, 0) and (l, 0) and released at rest from position
y A sin

Solution

x
l

. Find y(x, t).

Here the boundary conditions are

y = (0, t) = y(l, t) = 0
and the initial conditions are
x
y ( x, 0) A sin
and
l
as discussed earlier, we have

n ct
n x
y( x, t ) An cos
sin
l
l
n 1

y
0 when t = 0
t

2
x
n x
An A sin
.sin
dx
l 0
l
l
l

where

2A
x
n x
sin
.sin
dx
0 sin mx.sin nx dx 0 if m n

l 0
l
l
The above integral vanishes for all values of n except when n = 1. Then
l
2A
x
A1
sin 2
dx

l 0
l
l

A
2 x
A
l
2 x
1 cos
sin
A
dx x
l 0
l
l
2
l 0
Hence the particular solution of the wave equation under given conditions is
ct
x
y ( x, t ) A cos
sin
. From equation (3)
l
l
l

Example 2

Solution

A tightly stretched string with fixed end points x = 0, and x = l is initially in a position given by
x
y y0 sin 3
. If it is released from rest from this position, find the displacement.
l
The vibrations of the string are governed by one dimensional wave equation, given by
2
2 y
2 y

c
(1)
t 2
x 2
The boundary and initial conditions are
y(0, t) = 0,
y(l, t) = 0

y

x
y( x, 0) f ( x) y0 sin 3
g ( x) 0

t t 0
l
Therefore

n ct
n x
(2)
y( x, t ) An cos
sin
l
l
n 1

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2
n x
dx
where An f ( x) sin
l 0
l
l

2
n x
x
y0 sin 3
dx
sin

l 0
l
l
l

2y 1
x
3 x
n x
0 3sin
sin
dx
sin
l 0 4
l
l
l
l

sin 30 = 3 sin

l
l
y0
x
n x
3 x
n x
3sin
sin
dx

sin
sin
dx

0 l
2l 0
l
l
l

clearly An vanishes for all n expect when n = 1 for first integral and n = 3 for second integral.
l
l
3 y0
3 y0
3 y0
2 x
2 x
A1
sin
dx
now
1 cos
dx

2l 0
l
4l 0
l
4

y0
y
y0
3 x
6 x
sin 2
dx 0 1 cos
dx

2l 0
l
4l 0
l
4
Thus the solution (2) becomes
ct
x
3 ct
3 x
y ( x, t ) A1 cos
sin
A3 cos
sin
l
l
l
l
y
x
ct
3 x
3 ct
0 3sin
cos
sin
cos
4
l
l
l
l
l

A3

Example 3

Solution

Find the solution of the wave equation

[RGPV Dec. 2012 ]
2
2
y
y
c2 2
2
t
x
such that y = po cos pt (po is a constant) when x = l and y = 0 when x = 0
The given wave equation is
2
2 y
2 y

c
(1)
t 2
x 2
the solution of (1) is given by
y(x, t) = (A cos kx + B sin kx)(C cos kct + D sin kct)
(2)
Putting y = 0 when x = 0 in (2), we get A = 0 on putting in equation (2), we get
y(x, t) = B sin kx (C cos kct + D sin kct)
or
y(x, t) = BC sin kx cos kct + BD sin kx sin kct
(3)
Again putting y = p0 cos pt when x = l in (3), we get
P0 cos pt = (BC sin kl) cos kct + (BD sin kl) sin kct
(4)
Equating terms of cos and sin on both side of (4), we obtain
po = BC sin kl or
BC = po cosec kl
0 = BD sin kl, it gives D = 0 since B and sin kl both can not be zero,
and
p = kc k = p/c (equating angles).
Substituting values in (3), the requires solution is given by
p
pl
[ k = p/c]
y( x, t ) po cos ec sin x cos pt
c
c

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Heat Equation
Let the temperature of the bar at any time t at a point x distance from the origin be u (x, t)
u
2u
c2 2 .
Then the equation of one dimensional heat flow is
[RGPV Sept. 2009 , 12 ]
t
x

Example 1

A rod of length l with insulated sides in initially at a temperature uo(x). Its ends are suddenly
coded at 0oC and are kept at that temperature prove that temperature function u(x, t) is given by

n x c 2 2 n 2
u ( x, t ) b n sin
e
t where bn is determine from the equation.
l
l2
n 1
2
n x
uo ( x)sin
dx .

l 0
l
l

bn =

Solution

2 2
u
2u
c 2 2 is given by u ( A cos kx B sin kx)e K C t
t
x
Since the ends x = 0, x = l, are collected to 0oC and kept at 0oC so. u(0, t) = 0 , u(l, t) = 0 for All t
2 2
initially u(x, 0) = uo(x) is initial condition on putting their condition. 0 Ae K C t , A = 0
2 2
2 2
n
Now u B sin kx e K C t , 0 B sin l e K C t , sin kl = 0 = sin n n = 1, 2, 3,. , kl = n , K
l
2 2 2

n x n c
e
t
Most general solution given by sum of all u bn sin
l
l2
n 1

As we know that solution of heat equation

2
n x
n x
bn uo ( x) sin
dx
But initial be at t = 0, Temperature is uo(x) uo ( x) bn sin
l 0
l
l
n 1

Example 2 Find the solution of

x
2u
u
h2
for which u(0, t) = u (l, t) = 0, u(x, 0) = sin
by method of
2
l
x
t

variables separable.
Solution :

2u
u
h2
2
x
t
2
u 1 u

x 2 c 2 t

(1)
(2)

on comparing (1) and (2) we get h 2

1
c2

Thus solution of (1) is

p 2t
h2

u (c2 cos px c3 sin px)c1e

on putting
x = 0, u = 0 in (3) we get
0 c1c2e

p 2t 2
h2

0 c1 0, c2 0
p 2t
h2

u c3 sin pxc1e
(3) is reduced to
on putting
x = l and u = 0 in (4) we get
0 c3 sin plc1e

(3)

p 2t
h2

(4)

cs 0, c1 0

Classes on ED, BEEE, M1, M2, M3, NA, CONTROL, DSP & other GATE oriented Engg. Subjects
By :- Agnihotri sir, B. E. (Hons), M.Tech. (7415712500) B.T.I. Road Sherpura, Vidisha

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