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Linear Partial Differential Equations of Order Two With Variable Coefficients

The document summarizes linear partial differential equations of order two with variable coefficients. It begins by defining the general form of such equations and how they are classified. It then provides examples of solving specific types of linear PDEs of order two, including those where r, s, or t are functions of x and y, and those of the form xr=p, xs+q=f(x,y), etc. Step-by-step solutions are shown for each example type.

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100% found this document useful (2 votes)
4K views30 pages

Linear Partial Differential Equations of Order Two With Variable Coefficients

The document summarizes linear partial differential equations of order two with variable coefficients. It begins by defining the general form of such equations and how they are classified. It then provides examples of solving specific types of linear PDEs of order two, including those where r, s, or t are functions of x and y, and those of the form xr=p, xs+q=f(x,y), etc. Step-by-step solutions are shown for each example type.

Uploaded by

Dilip
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER-8

Linear Partial Differential Equations of


Order Two with Variable Coefficients

8.1 Introduction
In this chapter, the partial differential equations of order two
with variable coefficients will be considered in which only two
independent variables x and y and the dependent variable z will be
taken into account. A partial differential equation is said to be of
order two, if it involves at least one of the partial differential
∂2 z ∂2 z ∂2 z
coefficients r ≡ 2 , s ≡ and t ≡ 2 , but none of higher
∂x ∂x∂y ∂y
∂z ∂z
order; the partial derivatives p ≡ and q ≡ may also enter
∂x ∂y
into the equation. The general form of a partial differential
equation of order two is
f ( x , y , z , p , q , r , s ,t )=0 …(1)

When the above equation (1) is linear w.r.t. the dependent


variable and its derivatives, it must be of the form
Rr+ Ss +Tt + Pp+Qq+ Zz=F …(2)

∂z ∂z ∂2 z ∂2 z ∂2 z
where p≡ ,q≡ ,r≡ 2 ,s ≡ ,t ≡ 2
∂x ∂y ∂x ∂x ∂ y ∂y
253

and R , S ,T , P , Q , Z , F are functions of x and y only and not all


R , S ,T are zero.

Therefore, the most general form of linear partial differential


equation of order two with variable coefficients in two independent
variables x and y and the dependent variable z is given by equation
of the form (2).
Here, we shall show how a large class of partial differential
equations of order two may be solved by using the methods of
solving ordinary differential equations.
8.2 Classification of Linear Partial Differential Equations of
Order Two with Variable Coefficients
Linear partial differential equations of order two with
variable coefficients may be classified and categorized as follows:
8.2.1 Linear Partial Differential Equations with Variable
Coefficients Categorized as Type I.
Under this type, we consider the linear partial differential
equations of the following forms:

∂2 z F
r= = =F1 ( x , y ) …(1)
∂ x2 R

∂2 z F
s= = =F 2 ( x , y ) …(2)
∂x∂y S

∂2 z F
t= = =F 3 ( x , y ) …(3)
∂ y2 T
These are reducible homogeneous linear partial differential
equations with constant coefficients and can be solved by already
known methods discussed earlier. However, a more direct method
254

of solving these equations will be used in practice as explained in


the following solved examples:
SOLVED EXAMPLES
Example 1. Solve the following partial differential equations:

(i) r =6 x (ii) r =sin ( xy )

Solution. (i) The given PDE can be written as

∂2 z
=6 x …(1)
∂ x2
Integrating (1) w.r.t. x, we get
∂z
=3 x 2+ ϕ 1 ( y ) …(2)
∂x

where ϕ 1 ( y ) is an arbitrary function of y.

Again, integrating (2) w.r.t. x, we get

z=x 3 + x ϕ1 ( y ) +ϕ 2 ( y ) …(3)

where ϕ 2 ( y ) is an arbitrary function of y.

The required general solution is given by (3).


(ii) The given partial differential equation can be written as

∂2 z
=sin ( xy ) …(1)
∂ x2
Integrating (1) w.r.t. x, we get
∂ z −1
= cos ( xy )+ ϕ 1 ( y ) …(2)
∂x y
255

Again, integrating (2) w.r.t. x, we get


−1
z= sin ( xy ) + x ϕ 1 ( y ) +ϕ 2 ( y ) …(3)
y2

where ϕ 1∧ϕ 2 are arbitrary functions.

The required general solution is given by (3).

Example 2. Solve (i) t=sin ( xy ) (ii) t=x 2 cos ( xy )

Solution. (i) The given can be written as

∂2 z
=sin ( xy ) …(1)
∂ y2
Integrating (1) w.r.t. y, we get
∂ z −1
= cos ( xy )+ ϕ 1 ( x ) …(2)
∂y x
Again, integrating (2) w.r.t. y, we get
−1
z= sin ( xy ) + y ϕ 1 ( x ) +ϕ 2 ( x ) …(3)
x2

where ϕ 1∧ϕ 2 are arbitrary functions.

The required general solution is given by (3).


(ii) The given partial differential equation can be written as

∂2 z 2
2
=x cos ( xy ) …(1)
∂y
Integrating (1) w.r.t. y, we get
256

∂z
=x sin ( xy ) +ϕ 1 ( x ) …(2)
∂y
Again, integrating (2) w.r.t. y, we get
z=−cos ( xy )+ y ϕ1 ( x )+ ϕ 2 ( x ) …(3)

where ϕ 1∧ϕ 2 are arbitrary functions.

The required general solution is given by (3).

Example 3. Solve (i) xr= p (ii) xr= ( n−1 ) p.

Solution.(i) The given PDE can be written as

∂2 z
∂2 z ∂ z ∂ x2 1
x = or = …
∂ x2 ∂ x ∂z x
∂x
(1)
Integrating (1) w.r.t. x, we get
∂z ∂z
log =log x +log ϕ 1 ( y ) or =x ϕ 1 ( y ) …(2)
∂x ∂x
Again, integrating (2) w.r.t. x, we get

x2
z= ( )
2 1
ϕ ( y )+ ϕ 2 ( y ) …(3)

where ϕ 1 ( y ) and ϕ 2 ( y ) are arbitrary functions.

(ii) The given partial differential equation can be re-written as


257

∂2 z
∂2 z ( ∂z ∂ x 2 n−1
x= 2
= n−1 ) or = …(1)
∂x ∂x ∂z x
∂x
Integrating (1) w.r.t. x, we get

∂z
log ( ∂∂ xz )= ( n−1 ) log x+ log ϕ ( y ) or
1
∂x
=x n−1 ϕ 1 ( y ) …(2)

Again, integrating (2) w.r.t x, we get

xn ( )
z= ϕ y + ϕ2 ( y ) …(3)
n 1

where ϕ 1∧ϕ 2 are arbitrary functions.

Example 4. Solve (i) xr +2 p=0 (ii) 2 yq+ y 2 t=1.

Solution.(i)The given partial differential equation can be written as


∂p ∂p ∂ 2
x + 2 p=0 or x 2 +2 xp=0 or ( x p )=0 …(1)
∂x ∂x ∂x
Now, integrating (1) w.r.t. x, we get
∂z 1
x 2 p=ϕ 1 ( y ) or p= = ϕ ( y) …(2)
∂ x x2 1

Again, integrating (2) w.r.t. x, we get


−1
z= ϕ ( y ) +ϕ 2 ( y ) …(3)
x 1

where ϕ 1∧ϕ 2 are arbitrary functions.

(ii) The given partial differential equation can be rewritten as


258

∂q ∂ 2
2 yq+ y 2 =1 or ( y q ) =0 …(1)
∂y ∂y
Now, integrating (1) w.r.t. y, we get
∂z 1
y 2 q=ϕ 1 ( x ) or q= = ϕ (x) …(2)
∂ y y2 1

Again, integrating (2) w.r.t. y, we get


−1
z= ϕ ( x )+ ϕ 2 ( x ) …(3)
y 1

where ϕ 1∧ϕ 2 are arbitrary functions.

Example 5. Solve xs+ q=4 x +2 y +2.


Solution. The given partial differential equation can be written as
∂p ∂z ∂
x + =4 x+2 y +2 or ( xp+ z )=4 x +2 y +2 …(1)
∂y ∂y ∂y
Integrating (1) w.r.t. y, we get

xp+ z =4 xy + y 2 +2 y +ϕ 1 ( x )

∂z
or x + z=4 xy + y 2 +2 y+ ϕ 1 ( x )
∂x

or ( xz ) =4 xy + y 2 +2 y +ϕ 1 ( x ) …(2)
∂x
Again, integrating (2) w.r.t. x, we get

xz=2 x 2 y + x y 2+2 xy +∫ ϕ 1 ( x ) dx +ψ 2 ( y ) …(3)

∴ The required general solution of the given equation is


259

xz=2 x 2 y + xy 2 +2 xy+ψ 1 ( x )+ ψ 2 ( y ) …(4)

where ψ 1 ( x )=∫ ϕ 1 ( x ) dx.

Example 6. Solve yx + p=cos ( x+ y )− y sin ( x + y ) .

Solution. The given partial differential equation can be written as


∂q ∂ z
y + =cos ( x + y )− y sin ( x+ y )
∂x ∂x

or ( yq+ z )=cos ( x + y ) − y sin ( x + y ) …(1)
∂x
Integrating (2) w.r.t. x, we get
yq+ z=sin ( x+ y )+ y cos ( x + y ) + ϕ1 ( y )

∂z
or y + z=sin ( x+ y )+ y cos ( x+ y ) + ϕ1 ( y )
∂y

∂ ( yz )
or =sin ( x + y ) + y cos ( x + y ) +ϕ 1 ( y ) …(2)
∂y
Again, integrating (2) w.r.t. y, we get

yz=∫ sin ( x + y ) dy +∫ y cos ( x+ y ) dy +∫ ϕ1 ( y ) dy+ ψ 2 ( y )

or yz=∫ sin ( x + y ) dy + y cos ( x+ y )

−∫ sin ( x+ y ) dy+ψ 1 ( y ) +ψ 2 ( y )

[Integrating by parts and taking ψ 1 ( y )=∫ ϕ 1 ( y ) dy]

∴ The required general solution is given by


yz= y sin ( x + y ) +ψ 1 ( y ) +ψ 2 ( y ) …(4)
260

where ψ 1∧ψ 2 are arbitrary functions.

EXERCISE 8(A)
Solve the following partial differential equations :

1. ar =xy 2. x=x 2 e y 3. r =2 y 2

4. s= x− y 5. s= x2− y 2 6. xys=1
x
7. x 2 s=sin y 8. s= +a 9. t=sin ( xy )
y

10. 2 yq+ y 2 t=1 11. ys + p=cos ( x + y ) − y sin ( x + y )

ANSWERS

x3 y x4 y
1. z= + x ϕ 1 ( y )+ ϕ 2 ( y ) 2. z= e + x ϕ1 ( y ) +ϕ 2 y
6a 12

3. z=x 2 y2 + x ϕ 1 ( y ) + ϕ2 ( y )

1 2 2
4. z= ( x y −x y ) +ψ 1 ( y )+ ψ 2 ( x )
2
1 3 3
5. z= ( x y−x y ) + ψ 1 ( y ) +ψ 2 ( x )
3

6. z=log x log y+ ψ 1 ( y ) +ψ 2 ( x )

1
7. z= cos y +ψ 1 ( y )+ψ 2 ( x )
x

x2
8. z= log y+ axy +ψ 1 ( y ) +ψ 2 ( x )
2
−1
9. z= sin ( xy ) + y ϕ 1 ( x ) +ϕ 2 ( x )
x2
261

−1
10. z= ϕ ( x )+ ϕ 2 ( x )
y 1

11. yz= y sin ( x + y ) +ψ 1 ( y ) +ψ 2 ( y )

8.2.2 Linear Partial Differential Equations with Variable


Coefficients Categorized as Type II
Under this type, we consider the partial differential equations
of the following forms:
∂p
Rr+ Pp=F i.e., R + Pp=F
∂x
∂p
Ss+ Pp=F i.e., S + Pp=F
∂y
∂q
Ss+Qq=F i.e., S + Qq=F
∂x
∂q
Tt +Qq=F, i.e., T +Qq=F
∂y
These will be treated as linear ordinary differential
equations of order one in which p (or q) is the dependent variable
and can be solved easily as shown in the following solved
examples:
SOLVED EXAMPLES

Example 1. Solve (i) t−xq=x 2 (ii) yt −q=xy

Solution. (i) The given PDE can be written as


∂q
−xq=x 2 …(1)
∂y
262

which may be treated as a linear ordinary differential equation in


variable q and y, regarding x as constant.
( −x ) dy
∴ I.F. of (1) ¿ e∫ =e−xy
The solution of above differential equation (1) is given by

qe− xy =∫ x 2 e− xy dy+ ϕ 1 ( x )

or qe− xy =x 2 {−1x e }+ϕ ( x )


−xy
1

∂z
or q= =−x+ e xy ϕ 1 ( x ) …(2)
∂y
1 xy
Integrating (2) w.r.t. y, we get z=−xy + ϕ 1 ( x ) e +ψ 1 ( x )
x
1
or z=−xy +ψ 1 ( x ) e xy +ψ 2 ( x ) where ψ 1 ( x )= ϕ 1 ( x ) …(3)
x

∴ The required general solution is given by (3).


(ii) The given partial differential equation can be written as

y ( ∂∂ qy )−q=xy or
∂q 1
− q=x
∂y y
…(1)

which is treated as an ordinary differential equation linear in


variables q and y, regarding x as constant.

∴ I.F. of (1) ¿ e∫ (−1/ y ) dy =e−log y =1/ y

The solution of above differential equation (1) is given by

q
q ( 1y )=∫ x ( 1y ) dy +ϕ ( x )
1 or
y
=x log y +ϕ 1 ( x )
263

∂z
or q= =xy log y + y ϕ 1 ( x ) …(2)
∂y
Integrating (2) w.r.t. y, we get

y2 y2 1 y2
z=x [ 2
log y−∫
2 y ( ) ]
dy + ϕ 1 ( x ) +ϕ 2 ( x )
2

1 1 1
or z= xy 2 log y− xy 2+ y 2 ϕ 1 ( x ) …(3)
2 4 4

∴ The required general solution is given by (3).


Example 2. Solve xs+ q=4 x +2 y +2.
Solution. The given partial differential equation can be written as
∂q
x +q=4 x+ 2 y +2
∂x
∂q 1 2y 2
or + q=4+ + …(1)
∂x x x x
which may be treated as a linear ordinary differential equation in
variable q and x, regarding y as constant.

I.F. of (1) ¿ e∫ (1 / x ) dx =e log x =x

The solution of above differential equation (1) is given by

2y 2
(
qx=∫ x 4+ )
+ dx+ ϕ 1 ( y )=2 x 2+ 2 xy +2 x+ ϕ 1 ( y )
x x

∂z 1
or q= =2 x +2 y+ 2+ ϕ1 ( y ) …(2)
∂y x
Integrating (2) w.r.t y, we get
264

1
z=2 xy + y 2+ 2 y + ∫ ϕ1 ( y ) dy +ψ 2 ( x )
x
1
or z=2 xy + y 2+ 2 y + ψ 1 ( y ) +ψ 2 ( x ) …(3)
x

where ψ 1 ( y )=∫ ϕ 1 ( y ) dy.

∴ The required general solution is given by (3).

Example 3. Solve xr + p=9 x2 y 2.

Solution. The given partial differential equation can be written as


∂p ∂p 1
x + p=9 x 2 y 3 or + p=9 x y3 …(1)
∂x ∂x x
which may be treated as a linear ordinary differential equation.

I.F. of (1) ¿ e∫ (1 / x ) dx =e log x =x

The solution of above differential equation (1) is given by

px=∫ { x ( 9 x y 3 ) } dx+ ϕ1 ( y ) or px=3 x3 y 3 +ϕ 1 ( y )

∂z 1
or p= =3 x 2 y 3+ ϕ1 ( y ) …(2)
∂x x
Integrating (2) w.r.t. x, we get

z=x 2 y3 + ϕ 1 ( y ) log x+ ϕ 2 ( y ) …(3)

which is the required solution of the given equation.

Example 4. Solve ys− p=xy 2 cos ( xy ) .

Solution. The given partial differential equation can be written as


265

∂p ∂p 1
y − p=xy 2 cos ( xy ) or − p=xy cos ( xy ) …(1)
∂y ∂y y
which may be treated as a linear ordinary differential equation.

I.F. of (1) ¿ e∫ (−1/ y ) dy =e−log y =1/ y

The solution of the above differential equation (1) is given by

p ( 1/ y )=∫ ( 1/ y ) [ xy cos ( xy ) ] dx +ϕ 1 ( x )=sin ( xy )+ ϕ 1 ( x )

∂z
or p= = y sin ( xy ) + y ϕ 1 ( x ) …(2)
∂x
Integrating (2) w.r.t. x, we get

z=−cos ( xy )+ y ∫ ϕ1 ( x ) dx +ψ 2 ( y )

or z=−cos ( xy )+ y ψ 1 ( x ) +ψ 2 ( y ) …(3)

where ψ 1 ( x )=∫ ϕ 1 ( x ) dx

∴ The required general solution is given by (3).


Example 5. Solve t−xq=−sin y−x cos y
Solution. The given partial differential equation can be written as
∂q
−xq=−sin y−x cos y
∂y
which may be treated as a linear differential equation in q and y,
regarding x as a constant.

I.F. of (1) ¿ e∫ (−x )dy =e−xy

The solution of the above differential equation (1) is given by


266

qe− xy =−∫ e− xy ( sin y + x cos y ) dy +ϕ 1 ( x )

¿−∫ e−xy sin y dy−x ∫ e−xy cos y dy +ϕ 1 ( x )

−1 −xy
¿−∫ e−xy sin y dy−x [ x
e cos y

−∫ ( 1x e
− xy
) ]
sin y dy + ϕ1 ( x )

¿−∫ e−xy sin y dy +e−xy cos y +∫ e−xy sin y dy + ϕ1 ( x )

or ( ∂∂ zy ) e
−xy
=e−xy cos y + ϕ1 ( x )

or ( ∂∂ zy )=cos y+ e xy
ϕ1 ( x ) …(2)

1 xy
Integrating (2) w.r.t. y, we get z=sin y + e ϕ 1 ( x ) +ψ 2 ( x )
x
1
or z=sin y +e xy ψ 1 ( x ) +ψ 2 ( x ) where ψ 1 ( x )= ϕ 1 ( x ) …(3)
x

∴ The required general solution is given by (3).

Example 6. Solve xys−qy =x2 .


Solution. The given partial differential equation can be written as
∂q ∂q 1 x
xy −qy=x 2 or − q= …(1)
∂x ∂x x y
which may be treated as a linear differential equation in variables q
and x, regarding y as a constant.
267

Integrating factor of (1)¿ e−f (1/ x )=e−log x = (1 /x ).

The solution of the above differential equation (1) is given by

q ( 1x )=∫ {( xy )( 1x )}dx= xy + f ( y )
∂ z x2
or q= = + xf ( y ) …(2)
∂y y
Integrating (2) w.r.t. y, we get

z=x 2 log y+ x ϕ 1 ( y )+ ϕ 2 ( x ) …(3)

where ϕ 1 ( y ) and ϕ 2 ( x ) are arbitrary functions.

Example 7. Solve yt +2 q= ( 9 y+ 6 ) e2 x+3 y .

Solution. The given partial differential equation can be written as

∂q 2 6
+ q= 9+ e2 x+3 y
∂y y y ( ) …(1)

which may be treated as a linear differential equation.

I.F. of (1) ¿ e∫ ( 2/ y ) dy =e 2 log y = y 2

The solution of above differential equation (1) is given by

( 6y ) e
qy 2=∫ y 2 9+ 2 x +3 y
dy =e 2 x ∫ ( 9 y 2 +6 y ) e 3 y dy

e3 y e3 y e3 y
[
or qy 2=e2 x ( 9 y 2 +6 y )
3 ( )
−( 18 y +6 )
9
+18
27 ( ) ( )]
+ ϕ1 ( x )

[using chain rule of integrating by parts]


268

or qy 2=3 y 2 e 2 x+3 y +ϕ 1 ( x ) or y
2
( ∂∂ zy )=3 y e
2 2 x+3 y
+ϕ 1 ( x )

∂z 1
∴ =3 e2 x+3 y + 2 ϕ1 ( x ) …(2)
∂y y
Integrating (2) w.r.t. y, we get
1
z=e2 x +3 y − ϕ 1 ( x ) +ϕ 2 ( x ) …(3)
y

Example 8. Solve 2 yq+ y 2 t=1.

Solution. The given PDE can be written as

∂q
2 yq+ y 2 ( ∂∂ qy )=1 or
∂y
+ ( 2/ y ) q=1/ y 2 …(1)

which may be treated as a linear differential equation in variables q


and y, regarding x as constant.
( 2/ y ) dy
I.F. of (1) ¿ e∫ =e 2 log y = y 2
The solution of above differential equation (1) is given by

qy 2=∫
( y1 ) dy+ ϕ ( x ) or
2 1 q y 2 =∫ dy +ϕ 1 ( x )

∂z 1 1
qy 2= y+ ϕ 1 ( x ) or = + ϕ (x) …(2)
∂ y y y2 1

Integrating (2) w.r.t. y, we get


1
z=log y − ϕ 1 ( x ) +ϕ 2 ( x ) …(3)
y

where ϕ 1 and ϕ 2 are arbitrary functions.


269

EXERCISE 8(B)
Solve the following partial differential equations:

1. ys− p=x y 2 cos ( xy ) 2. t−xq=−sin y−x cos y

3. t−xy=x 2 4. yt−q=xy

5. xys−qy =x2 6. yt +2 q= ( 9 y+ 6 ) e2 x+3 y

7. xr + p=9 x2 y 2 8. ys + p=cos ( x + y ) −sin ( x+ y )

ANSWERS

1. z=−cos ( xy )+ y ψ 1 ( x ) +ψ 2 ( y )

2. z=sin y +e xy ϕ1 ( x )+ ϕ 2 ( x )

3. z=−xy + ϕ1 ( x )+ e xy ϕ 2 ( x )

xy 2 xy 3 y 2 ( )
4. z= log y− + ϕ 1 x + ϕ2 ( x )
2 4 2

5. z=x 2 log y+ x ψ 1 ( y ) +ψ 2 ( x )

2 x +3 y 1
6. z=e − ϕ 1 ( x ) +ϕ 2 ( x )
y

7. z=x 2 y2 + log x ϕ 1 ( y ) + ϕ2 ( y )

8. yz= y sin ( x + y ) +ψ 1 ( x ) +ψ 2 ( y )

8.2.3 Linear Partial Differential Equations with Variable


Coefficients Categorized as Type III
Under this type, we consider the partial differential equations
of the following forms:
270

Rr+ Ss + Pp=F or R ( ∂∂ px )+ S( ∂∂ py )=F−Pp


and Ss+Tt +Qq =F or R ( ∂∂ qx )+T ( ∂∂ qy )=F−Qq.
These are linear partial differential equations of order one
with p (or q) as dependent variable and x , y as independent
variables. In such situations, we shall apply well known
Lagrange’s method.
Recall that Pp+Qq=R is solved by writing its auxiliary
dx dy dz
equations = = . Sometimes, the given equation can be
p Q R
reduced to Pp+Qq=R with the help of integration of the given
equation.
SOLVED EXAMPLES
Example 1. Solve t+ s +q=0.

Solution. The given partial differential equation can be written as


∂q ∂ p ∂ z
+ + =0 …(1)
∂y ∂y ∂y

Integrating (1) w.r.t. y, we get q+ p + z=f ( x )

or p+q=f ( x ) −z …(2)

which is of the form Pp+Qq=R.


The Lagrange’s auxiliary equations for (2) are
dx dy dz
= = …
1 1 f ( x )−z
(3)
271

From the first and the second fractions of (3), we get

dx−dy=0 so that x− y =c 1 …(4)

Again, from the first and the third fractions of (3), we have
dz dz
=f ( x )−z or + z=f ( x ) …(5)
dx dx
which is a linear ordinary differential equation.

I.F. of (5) ¿ e∫ dx =e x

Hence, the solution of the differential equation (5) is given by

z e x =∫ e x f ( x ) dx+ c2 or z e x −ϕ ( x )=c 2 …(6)


x
where ϕ ( x )=∫ e ( x ) dx.

From (4) and (6), the required general solution is given by

z e x −ϕ ( x )=ψ ( x − y ) or z e x =ϕ ( x )+ψ ( x− y )

Example 2. Solve p+r + s=1.

Solution. The given partial differential equation can be written as


∂ z ∂ p ∂q
+ + =1 …(1)
∂x ∂ x ∂x
Integrating (1) w.r.t. x, we get
z + p+q=x+ f ( y ) or p+q=x +f ( x )−z …(2)

which is in Lagrange’s from Pp+Qq=R.


The Lagrange’s auxiliary equations for (2) are
272

dx dy dz
= = …
1 1 x +f ( y )−z
(3)
From the first and the second fractions of (3), we get

dx−dy=0 so that x− y =c 1 …(4)

Again, from the second and the third fractions of (3), we get
dz dz
=x+ f ( y )−z or + z =x+ f ( y ) …(5)
dy dy
which is a linear ordinary differential equation.

∴ I.F. of (5) ¿ e∫ dy =e y

Hence, the solution of differential equation (5) is given by

z e y =∫ { x+ f ( y ) } e y dy + c2=x ∫ e y dy+∫ e y f ( y ) dy +c 2

or ze y −xe y −ϕ ( y )=c2 …(6)


y
where ϕ ( y )=∫ e f ( y ) dy.

From (4) and (6), the required general solution is given by

ze y −xe y −ϕ ( y )=ψ ( x− y ) or ( z−x ) e y =ϕ ( y )+ ψ ( x− y )

where ϕ and ψ are arbitrary functions.

Example 3. Solve s−t=x / y 2.

Solution. The given partial differential equation can be written as


∂ p ∂q x ∂
− = or ( p−q )=xy 2 …(1)
∂ y ∂ y y2 ∂y
273

Integrating (1) w.r.t. y, we get p−q=−( x / y ) + f ( x ) …(2)

which is in Lagrange’s from Pp+Qq=R.


The Lagrange’s auxiliary equations for (2) are
dx dy dz
= = …
1 −1 −( x / y ) +f ( x )
(3)
Taking the first two fractions of (3), we have

dx +dy =0 so that x + y=c 1 or y=c1 −x …(3)

Taking the first and the third fractions of (3), we get

dz= [−( x / y ) + f ( x ) ] dx

or [ ]
dz= −{ x / ( c 1−x ) } +f ( x ) dx , since y=c1 −x

or [ ]
dz= 1− {c 1 / ( c 1−x ) }+ f ( x ) dx …(5)

Integrating (5), we get z=x +c 1 log ( c 1−x ) +ϕ ( x ) + c2,

where ϕ ( x )=∫ f ( x ) dx.

or z−x− ( x + y ) log y−ϕ ( x )=c 2, on using (3) …(6)

From (4) and (6), the required general solution is given by


z−x− ( x + y ) log y−ϕ ( x )=ψ ( x+ y )

or z=x + ( x + y ) log y + ϕ ( x ) +ψ ( x + y )

where ϕ and ψ are arbitrary functions.

Example 4. Solve xyr + x 2 s− yp=x 3 e y .


274

Solution. The given partial differential equation can be written as


∂p 2∂p
xy +x = yp + x 3 e y …(1)
∂x ∂y
Here, the Lagrange’s auxiliary equations for (1) are
dx dy dp
= 2= …
xy x yp+ x 3 e y
(2)
From the first two fractions of (2), we get

2 xdx−2 ydy=0 so that x 2+ y 2=c 1 …(3)

Again, from the second and the third fractions of (2) , we get
dp
=( yp + x 3 e y ) / x 2
dy

dp yp dp y 1/ 2
or − 2 =x e y or − 2 p=( y 2+ c1 ) e y …(4)
dy x dy y + c 1
1/ 2
[since from (3), x 2= y 2 +c 1 so that x=( y 2+ c1 ) ]
2 2
− y y +c dy
I.F. of (4) ¿ e ∫ { ( ) } =e−(1 /2 ) ×log ( y +c )=( y 2+ c 1)
1
−1 /2
1

The solution of equation (4) is given by


−1 /2 −1/ 2 1 /2
p ( y 2 +c 1 ) =∫ ( y 2+ c 1)
{ . e y ( y 2 +c 1 ) }dy + c 2

−1 /2
or p ( y 2 +c 1 ) =∫ e y dy +c 2=e y + c2

or px−1=e y +c 2, on using y 2 +c 1=x 2 in L.H.S …(5)

From (3) and (5), the general solution of (1) is given by


275

( p/ x )−e y =ϕ ( x 2− y 2 ) or p=x e y + xϕ ( x 2− y 2 )
∂z
or =x e y + x ϕ ( x 2− y 2 ) …(6)
∂x
where ϕ is an arbitrary function.
Integrating equation (6) w.r.t. x, we get

z=e y ∫ x dx +∫ x ϕ ( x 2− y 2 ) dx +ψ 2 ( y )

1
or z= x 2 e y +ψ 1 ( x2− y 2) + ψ 2 ( y ) …(7)
2
2 2
where ψ 1 ( x 2− y 2) ¿ ∫ x ϕ ( x − y ) dx …(8)

The required solution of given PDE is given by (7) and (8).

Example 5. Solve r + ( y / x ) s=15 x y 2.

Solution. The given partial differential equation can be written as


∂p y ∂p
+ =15 x y 2 …
∂x x ∂y
(1)
The Lagrange’s auxiliary equations for (1) are
dx dy dp
= = …
1 y / x 15 x y 2
(2)
1 1
Taking the first two fractions of (2), we get dy= dx
y x
y
so that log y −log x=log c 1∨ =c 1 …(3)
x
276

Again, taking the first and the third fractions of (2), we get

dp=15 xy 2 dx =15 c21 x 3 dx, on using (3)

15 2 4
Integrating, it, we get p= c x +c 2
4 1

15 y 2 4
¿ p− ( )
4 x2
x =c 2, on using (3)

15 2 2
or p− x y =c 2 …(4)
4
Using (3) and (4), the general solution of (1) is given by

15 2 2 y ∂ z 15 2 2 y
p−
4
x y =ϕ
x() or = x y +ϕ
∂x 4 x () …(5)

Integrating (5) w.r.t. x, we get


5
or z= x 3 y 2 + y ϕ 1 ( y /x ) +ϕ 2 ( y ) …(6)
4

where ϕ 1 and ϕ 2 are arbitrary functions.

EXERCISE 8(C)
Solve the following partial differential equations:

1. 2 xr− ys +2 p=xy 2 2. xr + ys + p=10 x y3

3. 2 yt−xs+2 q=4 x 2 y 4. yt + xs+ q=8 x 2 y+ 9 y 2

5. z +r=x cos ( x + y ) 6. sy−2 xr−2 p=6 xy

7. 2 yt−xs+2 q=4 x 2 y 8. xyr + x 2 s− yp=x 3 e y

ANSWERS
277

x2 y 2
1. z=ϕ1 ( x y 2 ) + ϕ 2 ( y ) +
4
2. z=ϕ1 ( xy )+ ϕ ( y ) + x y
2
2 3

3. z=ϕ1 ( x 2 y ) + ϕ 2 ( x ) + x3 y 2

4. z=ϕ1 ( xy )+ ϕ ( y ) + x y + y
2
2 2 3

1 1
5. z=ϕ1 ( y ) +ϕ 2 ( y−x )− cos ( x + y ) + sin ( x+ y )
2 4

6. z=−x 2 y+ ϕ 1 ( x y 2 ) +ϕ 2 ( y )

7. z=ϕ1 ( x 2 y ) + ϕ 2 ( x ) + x2 y 2

x2 y 2 2
8. z= e + ϕ 1 ( x − y ) + ϕ2 ( y )
2
8.2.4 Linear Partial Differential Equations with Variable
Coefficients Categorized as Type IV
Under this type, we consider the partial differential equations
of the following forms:

∂2 z ∂z
Rr+ Pp+ Zz=F or R= 2
+P + Zz=F …(1)
∂x ∂x

∂2 z ∂z
and Tt +Qq+ Zz=F or T 2
+Q + Zz=F …(2)
∂y ∂ y

which are linear ordinary differential equations of order two with x


as independent variable in (1) and y as independent variable in (2).

SOLVED EXAMPLES
278

Example 1. Solve t−2 xq+ x 2 z= ( x−2 ) e3 x+2 y.



Solution. Putting D ' ≡ in the given equation, it becomes
∂y

( D ' 2−2 x D ' + x 2 ) z=( x−2 ) e3 x+2 y


2
or ( D' −x ) = ( x −2 ) e3 x+2 y …(1)
xy
C.F. (1) is ¿ e { ϕ1 ( x )+ x ϕ 2 ( x ) }
1 3 x+2 y ( x−2 ) e 3 x+2 y e3 x+2 y
P.I. of is (1) ¿ 2
( x−2 ) e = =
( D' −x ) ( 2−x )2 x−2

∴ The required general solution of the given equation is


3 x+2 y
z=e
xy
{ϕ 1 ( x ) + x ϕ2 ( x ) }+ ex−2 …(2)

where ϕ 1∧ϕ 2 are arbitrary functions.

1 1
Example 2. Solve t−q−
x x( )
−1 z=xy 2−x 2 y2 +2 x 2 y−2 x 2.


Solution. Putiing D ' ≡ in the given equation, it becomes
∂y

1 1
[ D' 2−D ' − ( )]
x x
−1 z=xy 2−x 2 y 2+ 2 x 3 y−2 x 3 …(1)

1 1
'
or D − ( x) { ( )}
D' + −1 z=xy 2−x 2 y 2 +2 x 3 y−2 x 3 …(2)
x
y /x
∴ C.F. ¿ e ϕ 1 ( x ) +e y−( y/ x ) ϕ 2 ( x )

where ϕ 1∧ϕ 2 are arbitrary functions.


279

In order to determine a particular integral of (1), we assume

z=F 1 y 2 + F 2 y + F 3 …(3)

where F 1 , F2 , F3 are functions of x or constants.

∂z F2∧∂2 z
∴ =2 F 1 y + =2 F 1so that, we have
∂y ∂ y2
q=2 F1 y + F2 and t=2 F1 …(4)

Using (3) and (4), the given partial differential equation


reduces to the identity

1 1
2 F 1 − ( 2 F 1 y + F 2 )− ( )
x x
−1 ( F 1 y 2 + F 2 y + F 3)

¿ xy 2−x 2 y 2 +2 x 3 y −2 x 3
Now, equating the coefficients of various powers of y in the
above identity, we obtain

1 1

{ x2 x }
− F 1=x ( 1− x ) …(5)

1 1
−2 F1−
{ x x
2 }
− F 2=2 x 3 …(6)

1 1
and 2 F1−F 2−
{ x x
2 }
− F 3=−2 x 3 …(7)

3
∴ From (5), we get F 1=−x and then from (6), we get F 2=0.

Again, putting the values of F1 and F2 in (7), we get F 3=0

Putting the values of F1, F2 and F3 in (3), we get P.I. ¿−x 3 y 2


280

∴ The required general solution is given by

z=e y / x ϕ1 ( x )+ e y−( y/ x ) ϕ 2 ( x ) −x 3 y 2 …(8)

EXERCISE 8(D)
Solve the following partial differential equations:

1. rs+q−xp−z=( 1− y ) ( 1+log x )
2. r −2 yp + y 2 z= ( y−2 ) e2 x+3 y
1 1
3. r −p− [ { }]
y y
−1 z=x 2 y −x 2 y 2 +2 x y 2−2 y 3

4. t−2 xq+ x 2 z= ( x−2 ) e3 x+2 y


ANSWERS
y
1. zx=xy log x +e ψ 1 ( x ) +ψ 2 ( y )
xy xy e2 x+3 y
2. z=e ϕ1 ( y ) + x e ϕ2 ( y ) +
( y−2 )
x/ y x− ( x/ y )
3. z=e ϕ1 ( y ) +e ϕ 2 ( y ) −x2 y 3
xy xy e3 x+2 y
4. z=e ϕ1 ( x )+ x e ϕ 2 ( x ) +
( x−2 )
OBJECTIVE TYPE QUESTIONS
1. The most general form of linear partial differential equation of
order two with variable coefficients is
(a) Rr+ Ss +Tt =F (b)Rr+ Ss +Tt + Pp+Qq+ Zz=F
(c) Pp+Qq+ Rr=F (d)Rr+ Ss +Tt + Zz=F
∂2 z
2. The general solution of the PDE r =6 x where r ≡ 2 is
∂x
3 2
(a) z=x (b) z=x
(c) z=x (d) z=x 3 + x ϕ1 ( y ) +ϕ 2 ( y )
3. The general solution of the PDE xr + p=9 x2 y 2 is
(a) z=x 2 y2 (b) z=x 2 y2
281

(c) xy (d) z=x 2 y3 + ϕ 1 ( y ) log x+ ϕ 2 ( y )


4. The general solution of the PDE t−xq=sin y−x cos y is
(a) z=cos y (d) z=sin y
(c) z=−sin ( xy ) +ψ 1 ( x ) + y ψ 2 ( y )
(d) z=−cos ( xy )+ y ψ 1 ( x ) +ψ 2 ( y )
ANSWERS
1. (b) 2. (d) 3. (d) 4. (d)

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