Linear Partial Differential Equations of Order Two With Variable Coefficients
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)
∂z ∂z ∂2 z ∂2 z ∂2 z
where p≡ ,q≡ ,r≡ 2 ,s ≡ ,t ≡ 2
∂x ∂y ∂x ∂x ∂ y ∂y
253
∂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
∂2 z
=6 x …(1)
∂ x2
Integrating (1) w.r.t. x, we get
∂z
=3 x 2+ ϕ 1 ( y ) …(2)
∂x
z=x 3 + x ϕ1 ( y ) +ϕ 2 ( y ) …(3)
∂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
∂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
∂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)
∂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)
∂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)
xn ( )
z= ϕ y + ϕ2 ( y ) …(3)
n 1
∂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
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
∂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
−∫ sin ( x+ y ) dy+ψ 1 ( y ) +ψ 2 ( y )
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
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
qe− xy =∫ x 2 e− xy dy+ ϕ 1 ( x )
∂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
y ( ∂∂ qy )−q=xy or
∂q 1
− q=x
∂y y
…(1)
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
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
∂z 1
or p= =3 x 2 y 3+ ϕ1 ( y ) …(2)
∂x x
Integrating (2) w.r.t. x, we get
∂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.
∂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
−1 −xy
¿−∫ e−xy sin y dy−x [ x
e cos y
−∫ ( 1x 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
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
∂q 2 6
+ q= 9+ e2 x+3 y
∂y y y ( ) …(1)
( 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 )
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
∂q
2 yq+ y 2 ( ∂∂ qy )=1 or
∂y
+ ( 2/ y ) q=1/ y 2 …(1)
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
EXERCISE 8(B)
Solve the following partial differential equations:
3. t−xy=x 2 4. yt−q=xy
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 )
or p+q=f ( x ) −z …(2)
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
z e x −ϕ ( x )=ψ ( x − y ) or z e x =ϕ ( x )+ψ ( x− y )
dx dy dz
= = …
1 1 x +f ( y )−z
(3)
From the first and the second fractions of (3), we get
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
z e y =∫ { x+ f ( y ) } e y dy + c2=x ∫ e y dy+∫ e y f ( y ) dy +c 2
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)
or z=x + ( x + y ) log y + ϕ ( x ) +ψ ( x + y )
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
−1 /2
or p ( y 2 +c 1 ) =∫ e y dy +c 2=e y + c2
( 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)
Again, taking the first and the third fractions of (2), we get
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)
EXERCISE 8(C)
Solve the following partial differential equations:
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
SOLVED EXAMPLES
278
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 )
z=F 1 y 2 + F 2 y + F 3 …(3)
∂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)
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.
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