Online session with 2nd year students

Department of Statistics, BSMRSTU

Ordinary and Partial Differential Equation

Topics
Higher order PDF and Monge’ s Method(2nd order PDE)
Conducted By

Most. Rozina Khatun

Lecturer, Department of Mathematics, BSMRSTU

Problem:
Find the solution of the partial differential equation (D 2 + 3DD ' + 2 D '2 )Z = x + y

Solution: Given that (D 2

)
+ 3DD ' + 2 D '2 Z = x + y ………(i)

Which is a partial differential equation with constant co-efficient. Putting D = m and

D ' = 1 then auxiliary equation becomes
 m 2 +3m + 2 = 0
⇒ m(m + 2) + (m + 2) = 0
⇒ (m + 2)(m + 1) = 0
⇒ m = −1,−2

∴ C.F = φ1 ( y − x) + φ2 ( y − 2 x)
1
∴ P.I = ( x + y)
D + 3DD ' + 2 D '2
2

1
1 + 3 + 2 ∫∫
= tdt

1 t3
=
6 6
1
= ( x + y)3
36
1
∴ Z = φ1 ( y − x) + φ2 ( y − 2 x) + ( x + y)3
36

Problem:
Find the solution of the partial differential equation (D 2 − DD ' + 2 D '2 )Z = ( y − 1)e x

Solution:
Given that (D 2
)
− DD ' + 2 D '2 Z = ( y − 1)e x ………(i)

Which is a partial differential equation with constant co-efficient. Putting D = m and

D ' = 1 then auxiliary equation becomes
 m 2 −m + 2 = 0
1± 1− 8
⇒m=
2
1± 7
⇒m=
2

1+ 7 1− 7
∴ C.F = φ1 ( y + x) + φ2 ( y + x)
2 2
1
∴ P.I = 2 ( y − 1)e x
D − DD ' + 2 D '2
1
= ex ( y − 1)
(D + 1) − ( D + 1) D ' + 2 D '2
2

= e x [1 + ( D 2 + 2 D − DD ' − D ' + 2 D '2 )]−1 ( y − 1)

= e x (1 − ( D 2 + 2 D − DD ' − D ' + 2 D '2 ))( y − 1)
= e x ( y − 1 + 1)
= ex y

The required solution is

1+ 7 1− 7
∴ Z = φ1 ( y + x) + φ2 ( y + x) + e x y
2 2
Problem:
Find the solution of the given PDE (D 2 + DD ' − 6 D '2 )Z = y cos 2 x

Solution:
Given that (D 2 + DD ' − 6 D '2 )Z = y cos 2 x …………..(i)

Which is a partial differential equation with constant co-efficient. Putting D = m

and D ' = 1 then auxiliary equation becomes
m2 + m − 6 = 0
⇒ m = −3,2
∴ C.F = φ1 ( y − 3 x) + φ2 ( y + 2 x)
1
P.I = y cos 2 x
D + DD'−6 D'2
2

1
=
(D + 3D D − 2 D '
'
)( )
y cos 2 x

1
D + 3D' ∫
= (c − 2 x) cos 2 xdx

1  c − 2x cos 2 x 
=  sin 2 x −
D + 3D'  2 2 
1 1 1 1
= y sin 2 x − cos 2 x
2 D + 3D' 2 D + 3D'
=
1
∫ (c + 2 x ) sin 2 xdx − 1 D2 − 3D' 2 cos 2 x
2 2 D − 9 D'
y cos 2 x 3 1
= + sin 2 x − sin 2 x
4 8 4
y cos 2 x 3 1
The general solution is Z = φ1 ( y − 3x) + φ2 ( y + 2 x) + + sin 2 x − sin 2 x
4 8 4

Supplementary problem
Problem 01: (D − 6 D D' +11DD' −6 D' )z = e
3 2 2 3 5 x+6 y

Problem 02: (D − 3DD'+2 D' )z = e + e + cos( x + 2 y )

3 2 2 x− y x+ y

Problem 03: (D + DD + 2 D )Z = ( y + 1)e

2 ' '2 x
Monge’s Method
 Problem Solve
Problem 01: Solve pq = x( ps − qr ) by using Monge’s method.
Solution: Given that
pq = x( ps − qr )
⇒ xps − xqr = pq
⇒ xqr − xps = − pq..........(i )

Comparing the above equation with Rr + Ss + Tt = V we have

R = xq, S = − xp, T = 0, V = − pq............(ii )

We know Monge’s subsidiary equations are

Rdpdy + Tdqdx − Vdxdy = 0
and Rdy 2 − Sdxdy + Tdx 2 = 0

Using (ii), we get

 xqdpdy + pqdxdy = 0
⇒ xdp + pdx = 0........(iii )
and xqdy 2 + xpdxdy = 0
⇒ qdy + pdx = 0..........(iv)

From(iii) we obtain
xdp + pdx = 0
⇒ d ( xp) = 0
∴ xp = c1 .......(v)

We know

dz = pdx + qdy
⇒ dz = 0
∴ z = c2 ..........(vi)

From (v) and (vi), we have

xp = f ( z )
f ( z)
⇒ p=
x
∂z f ( z )
⇒ =
∂x x
∂z ∂x
⇒ =
f ( z) x
∴ F ( z ) = ln x + G ( y )
[integrating with respect to x keeping y as constant.

Problem 02:
Solve pt − qs = q 3 by using Monge’s method.

Solution:
Given that

pt − qs = q 3 ............(i )

Comparing the above equation with Rr + Ss + Tt = V we have

R = 0, S = −q, T = p, V = q 3 ............(ii )
We know Monge’s subsidiary equations are
Rdpdy + Tdqdx − Vdxdy = 0......(iii )
and Rdy 2 − Sdxdy + Tdx 2 = 0.........(iv)

Using (ii), we get from (iii)

pdqdx − q 3 dxdy = 0
⇒ pdq − q 3 dy = 0.............(v)

Using (ii), we get from (iv)

qdxdy + pdx 2 = 0
⇒ qdy + pdx = 0........(vi)
p
⇒ dy = − dx
q

Now from (v)

 p 
pdq − q 3  − dx  = 0
 q 
⇒ pdq + q 2 pdx = 0
⇒ dq = −q 2 dx
dq
⇒∫
q2 ∫
= − dx

1
⇒ − = − x + c1
q
1
⇒ − + x = c1 ........(vii)
q

We know,
dz = pdx + qdy
⇒ dz = 0
∴ z = c2 ..........(viii)

From (vii) and (viii), we obtain

 1
− + x = f ( z)
q
1
⇒ − = x − f ( z)
q
∂y
⇒ = f ( z) − x
∂z
∴ y = F ( z ) − xz + G ( x)

[integrating w.r.t z keeping a as constant]

Thanks for your attention