Partial Differential Equations

Formation of pde by eliminating the arbitrary

constants
Formation of pde by eliminating the arbitrary
functions
Solutions to first order first degree pde of the type
P p + Q q =R
Charpitsmethod
w. r. t. x and y,
), a x ( y 2
y
z
), b y ( x 2
x
z
2 2
+ =
c
c
+ =
c
c
- Solution by Separation of Variables method
- Derivation of One Dimensional Wave equation
- Derivation of One Dimensional Heat equation
- Numerical solutions to,
- One Dimensional Wave equation
- One Dimensional Heat equation
- Two Dimensional Laplacian equation
- Formation of pde by eliminating the arbitrary constants:
- (1)
- Differentiating (i) partially with respect to x and y,
- Substituting these values of 1/a
2
and 1/b
2
in (i), we get
- 2 z = x p + y q
- z = (x2 + a) (y2 + b)
) b y )( a x ( xy 4
y
z
x
z
2 2
+ + =
|
|

'

c
c
|

'

c
c
xyz 4
y
z
x
z
=
|
|

'

c
c
|

'

c
c
x
p
x
z
x
1
a
1
or
a
x 2
x
z
2
2 2
=
c
c
= =
c
c
y
q
x
z
y
1
b
1
or
b
y 2
y
z 2
2 2
=
c
c
= =
c
c
2
2
2
2
b
y
a
x
z 2 + =
Differentiating the given relation partially
(x-a)2 + (y-b)2 + z2 = k2
Differentiating (i) partially w. r. t. x and y,
0
y
z
z ) b y ( , 0
x
z
z ) a x ( =
c
c
+ =
c
c
+
Substituting for (x- a) and (y- b) from these in (i), we get
2
2
2
2
k
y
z
x
z
1 z =
(
(
]
1

|
|

'

c
c
+
|

'

c
c
+ This is the required partial differential equation.
(4) z = ax + by + cxy ...(i)
Differentiating (i) partially w.r.t. x y, we get
) ii ..( cy a
x
z
+ =
c
c
) iii ..( cx b
y
z
+ =
c
c
It is not possible to eliminate a,b,c from relations (i)-(iii).
Partially differentiating (ii),
c
y x
z
2
=
c c
c
Using this in (ii) and (iii)
y x
z
y
x
z
a
2
c c
c

c
c
=
y x
z
x
y
z
b
2
c c
c

c
c
=
Substituting for a, b, c in (i), we get
y x
z
xy
y x
z
x
y
z
y
y x
z
y
x
z
x z
2 2 2
c c
c
+
(
]
1

c c
c

c
c
+
(
]
1

c c
c

c
c
=
y x
z
xy
y
z
y
x
z
x z
2
c c
c

c
c
+
c
c
=
(5) 1
c
z
b
y
a
x
2
2
2
2
2
2
= + +
Differentiating partially w.r.t. x,
x
z
c
z
a
x
or , 0
x
z
c
z 2
a
x 2
2 2 2 2
c
c
= =
c
c
+
Differentiating this partially w.r.t. x, we get

c
c
+ |

'

c
c
=
2
2
2
2 2
x
z
z
x
z
c
1
a
1
or

c
c
+ |

'

c
c
=
2
2
2
2
2
x
z
z
x
z
a
c
: Differentiating the given equation partially w.r.t. y twice we get
2
2
2
y
z
z
y
z
y
z
y
z
c
c
+
|
|

'

c
c
=
c
c
2
2
2
x
z
z
x
z
x
z
x
z
c
c
+ |

'

c
c
=
c
c
Is the required p. d. e..
Note
As another required partial differential equation.
P.D.E. obtained by elimination of arbitrary constants need not be not unique
Formation of p d e by eliminating the arbitrary functions:
1) z = f(x2 + y2)
Differentiating z partially w. r.t. x and y,
y y x f
y
z
q x y x f
x
z
p 2 ). ( ' , 2 ). ( '
2 2 2 2
+ =
c
c
= + =
c
c
=
p /q = x / y or y p x q=0 as the pde
(2) z = f ( x +ct ) + g (x -ct)
Differentiating z partially with respect to x and t,
) ( " ) ( " ), ( ' ) ( '
2
2
ct x g ct x f
x
z
ct x g ct x f
x
z
+ + =
c
c
+ + =
c
c
Thus the pde is
(3) x + y + z = f(x2 + y2 + z2)
Differentiating partially w.r.t. x and y
(
]
1

c
c
+ + + =
c
c
+
x
z
z x z y x f
x
z
2 2 ) ( ' 1
2 2 2
0
2
2
2
2
=
c
c
+
c
c
x
z
t
z
(
]
1

c
c
+ + + =
c
c
+
y
z
z y z y x f
y
z
2 2 ) ( ' 1
2 2 2
) / (
) / ( 1
) / (
) / ( 1
) ( ' 2
2 2 2
y z z y
y z
x z z x
x z
z y x f
c c +
c c +
=
c c +
c c +
= + +
y x
y
z
x z
x
z
z y =
c
c
+
c
c
) ( ) (
required pde
(4) z = f ( xy / z ).
Differentiating partially w.r.t. x and y
)
`

c
c
|

'

=
c
c
x
z
z
xy
z
y
z
xy
f
x
z
2
'
)
`

c
c
|

'

=
c
c
x
z
z
xy
z
x
z
xy
f
y
z
2
'
} / )( / ( 1 ){ / (
/
} / )( / ( 1 ){ / (
/
'
y z z y z x
y z
x z z x z y
x z
z
xy
f
c c
c c
=
c c
c c
= |

'

y
z
y
x
z
x
c
c
=
c
c
or xp = yq
required pde
(5) z = y2 + 2 f(1/x + logy)
)
`

+ + =
c
c
y
y x f y
y
z 1
) log / 1 ( ' 2 2
)
`

+ =
c
c
2
1
) log / 1 ( ' 2
x
y x f
x
z
|
|

'

c
c
=
c
c
= + y
y
z
y
x
z
x y x f 2 ) log / 1 ( ' 2
2
Hence
2 2
2y
y
z
y
x
z
x =
c
c
+
c
c
(6) Z = x (y) + y (x)
) ( ) ( ' ); ( ' ) ( x y x
y
z
x y y
x
z
+ =
c
c
+ =
c
c
Substituting
) ( ' ) ( ' x and y
)] ( ) ( [
2
x y y x
y
z
y
x
z
x
y x
z
xy +
c
c
+
c
c
=
c c
c
is the required pde.
) ( ' ) (
2
x y
y x
z
+ =
c c
c
z
y
z
y
x
z
x
y x
z
xy
c
c
+
c
c
=
c c
c
2
LAGRANGES FIRST ORDER FIRST DEGREE PDE: Pp+Qq=R
(1)Solve : yzp + zxq = xy.
xy
dz
zx
dy
yz
dx
= =
subsidiary equations are
From the first two and the last two terms, we get, respectively
0 = = ydy xdx or
x
dy
y
dx
and . 0 = = zdz ydy or
y
dz
z
dy
Integrating we get x
2
- y
2
= a, y
2
z
2
= b.
Hence, a general solution is
(x
2
-y
2
, y
2
z
2
) = 0 ans
(2) Solve : y2p - xyq = x(z-2y)
) 2 (
2
y z x
dz
xy
dy
y
dx

=
From the first two ratios we get
x
2
+ y
2
= a
from the last ratios two we get
2 = +
y
z
dy
dz
from the last ratios two we get
2 = +
y
z
dy
dz
ordinary linear differential equation hence
yz y
2
= b
solution is ( x
2
+ y
2
, yz y
2
) = 0
(3) Solve : z(xp yq) = y2 x2
2 2
x y
dz
zy
dy
zx
dx

=
0, d(xy) or 0 or , = = +

= ydx xdy
y
dy
x
dx
on integration, yields xy = a
xdx +ydy + zdz = 0 x2 + y2 + z2 = b
Hence, a general solution of the given equation
(xy,x2+y2+z2)=0
(4)
xy
y x
q
zx
x z
p
yz
z y
=

dz
y x
xy
dy
x z
zx
dx
z y
yz

x dx +y dy +z dz =0 (i)
Integrating (i) we get
x
2
+ y
2
+ z
2
= a
yz dx +zx dy +xy dz =0 (ii)
Dividing (ii) throughout by xyz and then integrating,
we get xyz = b
( x
2
+ y
2
+ z
2
, xyz ) = 0 ans
(5) (x+2z)p + (4zx y)q = 2x
2
+ y
) ..(
2 4 2
2
i
y x
dz
y zx
dy
z x
dx
+
=

=
+
Using multipliers 2x, -1, -1 we obtain 2x dx dy dz = 0
which on integration gives
Using multipliers y, x, -2z in (i), we obtain
y dx + x dy 2z dz = 0 which on integration yields
xy z
2
= b .(iii)