SOLUTIONS OF A PARTIAL-DIFFERENTIAL EQUATION:

It is clear that a partial differential equation can be obtained by elimination of

arbitrary constants or by the elimination of arbitrary functions.
Partial differential equation of first order
The general form of a first order partial differential equation is
( ) 0 q , p , z , y , x f = , (i)
where x, y are the two independent variables, z is the dependent variable and p
x
z
=

,
q
y
z
=

.
Complete solution:
Any function f(x, y, z, a, b) = 0, (ii)
involving two arbitrary constants a, b and satisfying the partial differential equation (i) is
known as complete solution or complete integral or primitive.
General solution or general integral:
Any arbitrary function F of specific (given) functions u, v
( ) 0 v , u F = , (iii)
satisfying partial differential equation (i) is known as general solution or general
integral.
2 22 2
nd nd nd nd
Topic Topic Topic Topic
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Solution of partial differential equation

Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 03-09-2007)

Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2
Particular solution or particular integral:
A solution obtained from the complete integral by assigning particular values to
the arbitrary constants is called a particular solution or particular integral.
Singular solution or singular integral:
The envelope of the family of surfaces (ii), with parameters a and b, if it exist, is
called a singular solution or singular integral.
Remarks: The singular integral differs from the particular integral in that it is not
obtained from the complete integral by giving particular values to the constants.
A solution of a partial differential equation in a region R is a function of the
independent variables, whose partial derivatives satisfy the partial differential equation at
every point in R. As such, a partial differential equation may have a large number of
entirely different solutions.
For example,
2 2
y x u = , ( )
2 2
y x log u = , ky cos kx sin u = are solutions of the
Laplace equation 0
y
u
x
u
2
2
2
2
=

. The unique solution of a partial differential equation

corresponding to a physical problem must satisfy certain other conditions at the boundary
of the region R. These are known as the boundary conditions.
If these conditions are given for the time t = 0, they are known as the initial
conditions.
Theorem: Show that if
1
u and
2
u are two solutions of the equation

t
u
B
t
u
A
z
u
y
u
x
u
2
2
2
2
2
2
2
2

, then
2 2 1 1
u c u c + is also a solution.
Proof: Since
1
u and
2
u are two solutions of the given equation, we have
t
u
B
t
u
A
z
u
y
u
x
u
1
2
1
2
2
1
2
2
1
2
2
1
2

, (i)
and
t
u
B
t
u
A
z
u
y
u
x
u
2
2
2
2
2
2
2
2
2
2
2
2
2

. (ii)
Now ( ) ( ) ( )
2 2 1 1
2
2
2 2 1 1
2
2
2 2 1 1
2
2
u c u c
z
u c u c
y
u c u c
x
+

+ +

+ +

Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
3

|
|

\
|

+
|
|

\
|

=
2
2
2
2
2
2
2
2
2
2
2
1
2
2
1
2
2
1
2
1
z
u
y
u
x
u
c
z
u
y
u
x
u
c

|
|

\
|

+
|
|

\
|

=
t
u
B
t
u
A c
t
u
B
t
u
A c
2
2
2
2
2
1
2
1
2
1
[using (i) and (ii)]
( ) ( )
2 2 1 1 2 2 1 1
2
2
u c u c
t
B u c u c
t
A +

+ +

= .
2 2 1 1
u c u c + is also a solution of the given equation.

Generalization: If
n 3 2 1
u .......... u , u , u are n independent solutions,
then
n n 3 3 2 2 1 1
u c .. .......... u c u c u c + + + + is also a solution.
Problem on verifications of a solution
Q.No.1.: Verify that nx sin e
t n
2

is a solution of the heat equation

2
2
x
u
t
u

.
Hence, show that nx sin e c
t n
n
N
1 n
2

, where
N 2 1
c ......., ,......... c , c are arbitrary
constants, is a solution of this equation satisfying the boundary conditions
( ) 0 t , 0 u = and ( ) 0 t , u = .
Sol.: 1
st
Part: Show that nx sin e
t n
2

is a solution of the heat equation

2
2
x
u
t
u

.
Here nx sin e u
t n
2

= .
Then nx sin e n
t
u
t n 2
2

, nx cos ne
x
u
t n
2

, nx sin e n
x
u
t n 2
2
2
2

.
So that
2
2
x
u
t
u

.
nx sin e u
t n
2

= is a solution of the given equation.

2
nd
Part: Show that nx sin e c
t n
n
N
1 n
2

is also a solution.
For n = 1, 2, , N, we get N different solutions.
Their linear combination
Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
4
Nx sin e c . .......... x 2 sin e c x 1 sin e c u
t N
N
t 2
2
t 1
1
2 2 2

+ + + = is also a solution.
( ) nx sin e c t , x u
t n
n
N
1 n
2

= is also a solution.
Clearly, ( ) 0 t , 0 u = and ( ) 0 t , u = , since 0 n sin = , where n is an integer.
*** *** *** *** *** ***
Home Assignments
Q.No.1.: Verify that ( )
2 2
y x f z + = is a solution of 0
y
z
x
x
z
y =

.
Sol.:
Q.No.2.: Verify that ky sinh kx cos u = is a solution of the Laplace equation
0
y
u
x
u
2
2
2
2
=

.
Sol.:
Q.No.3.: Verify that
|

\
|

c
kx
sin e
t k
2
is a solution of the heat equation
2
2
2
x
u
c
t
u

.
Hence, show that
|

\
|

c
kx
sin e A
t k
k
n
1 k
2
, where A
1
, A
2
, . are arbitrary
constants, is a solution satisfying the boundary conditions ( ) ( ) 0 t , c u t , 0 u = = .
Sol.:

**************************************

EQUATIONS SOLVABLE BY DIRECT INTEGRATION:
Those equations, which contain only one partial derivative, can be solved by
direct integration. In place of usual constants of integration, we must, use arbitrary
functions of the variable kept constant.

Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
5
Now let us solve some partial differential equations, which can be solved by direct
integration:

Q.No.1.: Solve the following partial differential equation:
( ) 0 y x 2 sin xy 18
y x
z
2
2
3
= + +

.
Sol.: Given partial differential equation is ( ) 0 y x 2 sin xy 18
y x
z
2
2
3
= + +

.
Integrate twice w.r.t. x (keeping y fixed), we get
( ) ) y ( f y x 2 cos
2
1
y x 9
y x
z
2 2
2
= +

,
( ) ) y ( g ) y ( xf y x 2 sin
4
1
y x 3
y
z
2 3
+ = +

.
Now integrate w.r.t. y (keeping x fixed), we get
( ) ) x ( w dy ) y ( g dy ) y ( f x y x 2 cos
4
1
y x z
3 3
+ + = +

.
The result may simplified by writing ) y ( u dy ) y ( f =

and ) y ( v dy ) y ( g =

.
Thus, ( ) ) x ( w ) y ( v ) y ( xu y x y x 2 cos
4
1
z
3 3
+ + + = ,
where u, v, w are arbitrary functions.
This is the required solution.
Q.No.2.: Solve the following partial differential equation: 0 z
x
z
2
2
= +

,
given that when x = 0,
y
e z = and 1
x
z
=

.
Sol.: If z were a function of x alone, the solution would have been x cos B x sin A z + = ,
where A and B are arbitrary constants.
But here z is a function of x and y, therefore, A and B can be arbitrary functions of y, the
independent variable kept constant.
Hence, the solution of the given equation is x cos ) y ( x sin ) y ( f z + = .
Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
6
( ) x sin y x cos ) y ( f
x
z
=

.
When x = 0,
y
e z = . ( ) y e
y
= .
When x = 0, 1
x
z
=

. ) y ( f 1 = .
Hence, the desired solution is x cos e x sin z
y
+ = .
Q.No.3.: Solve the following partial differential equation: y sin x sin
y x
z
2
=

,
given that y sin 2
y
z
=

, when x = 0;
and z = 0, when y is an odd multiple of
2

.
Sol.: Given partial differential equation is y sin x sin
y x
z
2
=

.
Integrating w.r.t. x, keeping y as constant, we get
) y ( f y sin x cos
y
z
+ =

. (i)
When x = 0, y sin 2
y
z
=

.
y sin ) y ( f ) y ( f y sin y sin 2 = + = .
From (i), we get y sin y sin x cos
y
z
=

.
Integrating w.r.t. y, keeping x as constant, we get
( ) x y cos y cos x cos z + + = . (ii)
When y is an odd multiple of
2

, z = 0.
( ) x 0 0 0 + + = , since ( ) 0 ) x ( 0
2
1 n 2 cos = =

+ .
From (ii), we get ( ) y cos x cos 1 z + = ,
which is the required particular solution.
*** *** *** *** ***
Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
7
*** *** ***
***
Home Assignments
Q.No.1.: Solve the following partial differential equation: a
y
x
y x
z
2
+ =

.
Ans.: ( ) ( ) y x axy y log
2
x
z
2
+ + + = .
Q.No.2.: Solve the following partial differential equation: xy
x
z
2
2
=

.
Ans.: ( ) ( ) y y xf y x
6
1
z
3
+ + = .
Q.No.3.: Solve the following partial differential equation: x cos e
t x
u
t
2

.
Ans.: ( ) ( ) t x x sin e u
t
+ + =

.
Q.No.4.: Solve the following partial differential equation: ( ) y 3 x 2 cos
y x
z
2
3
+ =

.
Ans.: ( ) ( ) ( ) ( ) y 3 x 2 sin
12
1
y y x y f z + + + = .
Q.No.5.: Solve the following partial differential equation:
z
y
z
2
2
=

, gives that when y = 0,

x
e z = and
x
e
y
z

=

.
Ans.: y sinh e y cosh e z
x x
+ =
Q.No.6.: Solve the following partial differential equation:
z a
x
z
2
2
2
=

, gives that when x = 0, y sin a

x
z
=

and 0
y
z
=

.
Ans.: ax sinh y sin x cosh A z + = .
Q.No.7.: Solve the following partial differential equation:
xy
1
y x
z
2
=

.
Partial Differential Equations: Solution of PDE
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
8
Sol.: ( ) ( ) x y g y log x log z + + = .
Q.No.8.: Solve the following partial differential equation: y 2 x 2
y x
z
2
+ =

.
Ans.: ( ) ( ) x ) y ( g y x xy z + + + = .
Q.No.9.: Solve the following partial differential equation: ( ) xy sin
y
z
2
2
=

.
Ans.: ( ) ( ) x x yf xy sin
x
1
z
2
+ + = .
Q.No.10.: Solve the following partial differential equation: ( ) xy 3 sin x 4
x y
u
2
=

.
Ans.: ( ) ( ) ( ) y x f xy 3 sin
y 9
4
u + + = .
Q.No.11.: Solve the following partial differential equation: y x
y x
z
log
2
+ =
(
(

.
Ans.: ( ) ( ) x y g e z
y x
+ + =
+
.
*** *** *** *** ***
*** *** ***
***
3 33 3
rd rd rd rd
Topic Topic Topic Topic
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Linear partial differential equation of first order
(Lagranges linear equation)

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