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Lecture 21partial Differential Equations MTH602

The document provides information about partial differential equations (PDEs), including: 1. PDEs are formed by eliminating arbitrary constants or functions from equations relating a dependent variable (u) to independent variables (x and y). 2. Examples are provided of forming PDEs by eliminating constants from equations like u=ax+by and eliminating functions from equations like u=f(x2+y2). 3. The standard notations for first and second order partial derivatives are explained. 4. Methods for forming first and second order PDEs by eliminating constants and functions are described.

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47 views13 pages

Lecture 21partial Differential Equations MTH602

The document provides information about partial differential equations (PDEs), including: 1. PDEs are formed by eliminating arbitrary constants or functions from equations relating a dependent variable (u) to independent variables (x and y). 2. Examples are provided of forming PDEs by eliminating constants from equations like u=ax+by and eliminating functions from equations like u=f(x2+y2). 3. The standard notations for first and second order partial derivatives are explained. 4. Methods for forming first and second order PDEs by eliminating constants and functions are described.

Uploaded by

Apeksha Kute
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MTH166

Lecture-21

Partial Differential Equations (PDE)


Unit 4: Partial Differential Equations

(Book: Advanced Engineering Mathematics by R.K.Jain and S.R.K Iyengar,Chapter-9)

Topic:

Partial Differential Equations (PDE)

Learning Outcomes:

1. Formation of PDE by elimination of arbitrary constants

2. Formation of PDE by elimination of arbitrary functions


Partial Derivatives:
Earlier: If 𝒖 = 𝒇(𝒙), it means there is dependent variable u and one independent
variable x.
𝒅𝒖
So, we differentiate u with respect to x and denote it as:
𝒅𝒙

Now: If 𝒖 = 𝒇(𝒙, 𝒚), it means there is dependent variable u and two independent
𝝏𝒖 𝝏𝒖
variable x and y. So, we can differentiate u with respect to x or y, denoted as: or
𝝏𝒙 𝝏𝒚

respectively.
Standard Notations:
𝜕𝑢
= 𝑢𝑥 = 𝑝
𝜕𝑥
𝜕𝑢 ቑ These are called first order partial derivatives.
= 𝑢𝑦 = 𝑞
𝜕𝑦
𝜕2 𝑢
= 𝑢𝑥𝑥 = 𝑟
𝜕𝑥 2
𝜕2 𝑢 𝜕2 𝑢
𝑜𝑟 = 𝑢𝑥𝑦 𝑜𝑟 𝑢𝑦𝑥 = 𝑠 These are called second order partial derivatives.
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
𝜕2 𝑢
= 𝑢𝑦𝑦 = 𝑡
𝜕𝑦 2

Partial Differential Equation:


An equation of the form: 𝑓 𝑥, 𝑦, 𝑢, 𝑝, 𝑞 = 0 is called first order partial differential
equation.
An equation of the form: g 𝑥, 𝑦, 𝑢, 𝑝, 𝑞, 𝑟, 𝑠, 𝑡 = 0 is called second order partial
differential equation.
Methods of Formation of PDE:

1. By elimination of arbitrary constants

Problem 1. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒂𝒙 + 𝒃𝒚, a and b are constants

Solution. Given 𝑢 = 𝑎𝑥 + 𝑏𝑦 (1) [𝑢 = 𝑓 𝑥, 𝑦 ]


Differentiating (1) partially w.r.t x
𝜕𝑢
=𝑎 1 +𝑏 0 =𝑎 ⇒𝑝=𝑎
𝜕𝑥
Differentiating (1) partially w.r.t y
𝜕𝑢
=𝑎 0 +𝑏 1 =𝑏 ⇒𝑞=𝑏
𝜕𝑦
Putting values of a and b in equation (1):
𝜕𝑢 𝜕𝑢
𝑢 = 𝑝𝑥 + 𝑞𝑦 or 𝑢= 𝑥+ 𝑦 which is the required PDE.
𝜕𝑥 𝜕𝑦
Problem 2. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒂𝒙 + 𝒃𝒚 + 𝒂𝟒 + 𝒃𝟒 , a and b are constants

Solution. Given 𝑢 = 𝑎𝑥 + 𝑏𝑦 + 𝑎4 + 𝑏 4 (1) [𝑢 = 𝑓 𝑥, 𝑦 ]


Differentiating (1) partially w.r.t x
𝜕𝑢
=𝑎 1 +𝑏 0 =𝑎 ⇒𝑝=𝑎
𝜕𝑥
Differentiating (1) partially w.r.t y
𝜕𝑢
=𝑎 0 +𝑏 1 =𝑏 ⇒𝑞=𝑏
𝜕𝑦

Putting values of a and b in equation (1):

4 4 𝜕𝑢 𝜕𝑢 𝜕𝑢 4 𝜕𝑢 4
𝑢 = 𝑝𝑥 + 𝑞𝑦 +𝑝 + 𝑞 or 𝑢= 𝑥+ 𝑦+ +
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

which is required PDE.


Problem 3. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒙 − 𝜶 𝟐 + 𝒚 − 𝜷 𝟐 , 𝜶 and 𝜷 are constants

Solution. Given 𝑢 = 𝑥 − 𝛼 2 + 𝑦−𝛽 2 (1) [𝑢 = 𝑓 𝑥, 𝑦 ]


Differentiating (1) partially w.r.t x
𝜕𝑢 𝑝
= 2(𝑥 − 𝛼) ⇒ 𝑝 = 2(𝑥 − 𝛼) ⇒ = (𝑥 − 𝛼)
𝜕𝑥 2
Differentiating (1) partially w.r.t y
𝜕𝑢 𝑞
= 2(𝑦 − 𝛽) ⇒ 𝑞 = 2(𝑦 − 𝛽) ⇒ = (𝑦 − 𝛽)
𝜕𝑦 2

Putting values of (𝑥 − 𝛼) and (𝑦 − 𝛽) in equation (1):


𝑝 2 𝑞 2 𝜕𝑢 2 𝜕𝑢 2
𝑢= + or 4𝑢 = +
2 2 𝜕𝑥 𝜕𝑦

which is required PDE.


Polling Quiz
The PDE 𝐟𝐨𝐫 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧: 𝒖 = 𝒂𝒙 + 𝒃𝒚 + 𝒂𝟐 𝒃𝟐 , a and b are constants, is:
(A) 𝑢 = 𝑎𝑞 + 𝑏𝑝 + 𝑞2 𝑝2
(B) 𝑢 = 𝑎𝑝 + 𝑏𝑞 + 𝑎2 𝑏 2
(C) 𝑢 = 𝑝𝑥 + 𝑞𝑦 + 𝑝2 𝑞2
Methods of Formation of PDE:

2. By elimination of arbitrary functions

Problem 1. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒇(𝒙𝟐 + 𝒚𝟐 )

Solution. Given 𝑢 = 𝑓(𝑥 2 + 𝑦 2 ) (1) [𝑢 = 𝑓 𝑥, 𝑦 ]


Differentiating (1) partially w.r.t x
𝜕𝑢 𝑝
= 𝑓 ′ (𝑥 2 + 𝑦 2 ) 2𝑥 ⇒ 𝑝 = 𝑓 ′ (𝑥 2 + 𝑦 2 ) 2𝑥 ⇒ = 𝑓 ′ (𝑥 2 + 𝑦 2 ) (2)
𝜕𝑥 2𝑥
Differentiating (1) partially w.r.t y
𝜕𝑢 𝑞
= 𝑓 ′ (𝑥 2 + 𝑦2) 2𝑦 ⇒ 𝑞 = 𝑓 ′ (𝑥 2 + 𝑦2) 2𝑦 ⇒ = 𝑓 ′ (𝑥 2 + 𝑦 2 ) (3)
𝜕𝑦 2𝑦
𝑝 𝑞
Comparing (2) and (3), we get: =
2𝑥 2𝑦

𝜕𝑢 𝜕𝑢
⇒ 𝑝𝑦 = 𝑞𝑥 or 𝑦= 𝑥 which is the required PDE.
𝜕𝑥 𝜕𝑦
𝒙
Problem 2. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒇
𝒚

𝑥
Solution. Given 𝑢 = 𝑓 (1) [𝑢 = 𝑓 𝑥, 𝑦 ]
𝑦
Differentiating (1) partially w.r.t x
𝜕𝑢 ′ 𝑥 1 ′ 𝑥 1 ′ 𝑥
= 𝑓 ⇒𝑝= 𝑓 ⇒ 𝑝𝑦 = 𝑓 (2)
𝜕𝑥 𝑦 𝑦 𝑦 𝑦 𝑦
Differentiating (1) partially w.r.t y
𝜕𝑢 ′ 𝑥 −𝑥 ′ 𝑥 −𝑥 𝑦2 ′ 𝑥
= 𝑓 ⇒𝑞=𝑓 ⇒ −𝑞 = 𝑓 (3)
𝜕𝑦 𝑦 𝑦2 𝑦 𝑦2 𝑥 𝑦
𝑝 𝑞
Comparing (2) and (3), we get: =
2𝑥 2𝑦

𝑦2 𝜕𝑢 𝜕𝑢
⇒ 𝑝𝑦 = −𝑞 ⇒ 𝑝𝑥 + 𝑞𝑦 = 0 𝐨𝐫 𝑥+ 𝑦=0
𝑥 𝜕𝑥 𝜕𝑦

which is the required PDE.


Problem 3. Form the PDE 𝐟𝐨𝐫: 𝒖 = 𝒇 𝒂𝒙 + 𝒃𝒚

Solution. Given 𝑢 = 𝑓 𝑎𝑥 + 𝑏𝑦 (1) [𝑢 = 𝑓 𝑥, 𝑦 ]


Differentiating (1) partially w.r.t x
𝜕𝑢 𝑝
= 𝑓 ′ 𝑎𝑥 + 𝑏𝑦 𝑎 ⇒ = 𝑓 ′ 𝑎𝑥 + 𝑏𝑦 (2)
𝜕𝑥 𝑎
Differentiating (1) partially w.r.t y
𝜕𝑢 𝑞
= 𝑓′ 𝑎𝑥 + 𝑏𝑦 𝑏 ⇒ = 𝑓′ 𝑎𝑥 + 𝑏𝑦 (3)
𝜕𝑦 𝑏
𝑝 𝑞
Comparing (2) and (3), we get: =
𝑎 𝑏
𝜕𝑢 𝜕𝑢
⇒ 𝑝𝑏 = 𝑞𝑎 𝐨𝐫 𝑏= 𝑎
𝜕𝑥 𝜕𝑦

which is the required PDE.


Polling Quiz
𝒂𝒙
The PDE 𝐟𝐨𝐫 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧: 𝒖 = 𝒇 , a and b are constants, is:
𝒃𝒚

(A) 𝑝𝑥 = 𝑞𝑦
(B) 𝑝𝑥 + 𝑞𝑦 = 0
(C) 𝑝𝑦 = 𝑞𝑥

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