CHAPTER 1 PARTIAL DIFFERENTIAL EQUATIONS 11 Introduction In this chapter we shall see few methods of solving partial differ- tial equations and application of the same to some practical prob- lems. 12 Partial Differential Equations Definition : A differential equation involving partial derivatives wat. more than one independent variable is called a partial differ- ential equation. The order of the partial differential equation is the order of the highest derivative involved in the equation. Samples: L rit sy Shs Qu is of first order. a aa, - ony is of order two. 3 #2 _* ,% — isofordertwo. axdy y 249250 A Textbook of B.Se. Mathematics — 5th Semester In what follows in this chapter we regard z as dependent variable and x and y as independent variables. Also the partial derivatives are denoted by 2 ye? | pe ‘ 12 5 oz, oy 1.3 Formation of Partial Differential Equations A partial differential equation can be formed by two methods. (i) by eliminating arbitrary constants. (ii) by eliminating arbitrary functions. (By climinating arbitrary constants. Let p(x, y, a, b) = Obe the given function, where a and b are arbitrary constants. Differentiate the given function partially w.r.t. x and y separately. Then we get oe oe Se =o ie. 92,28 59 () oe mu Q) By eliminating the constants a, b from the given function (x,y, a@, b) = Oand the equations (1) and (2) we get the required partial differential equation as F (x, y, p, q) = 0. Note : The partial differential equation will be of the first order, if the number of arbitrary constants involved is just equal to the number of independent variables. The differential equation formed will be of second or higher order, if the arbitrary constants to be eliminated is greater than the number of independent variables in the given equa tion.» partial Differential Equations 251 Fxample 1. Eliminate the arbitrary constants a and b from the equa- tionz = (x — a)? + (y — bP and form the partial differential equa- tion. solution : The given equation is z=@-aP+y-by (1) pilferentiating, partially w.r.t. x, we get az $2 = 20 - a) a p=%Ax-a) > x-a=5 oo Q) Differentiating, (1) partially w.r.t. y, we get az eT oem, 2 q = %y -) => y-b=d we (3) From (2) and (3), the equation (1) becomes 2. 2 (2) +(2) Thus the required partial differential equation is ae Example 2. Find the partial differential equation of all the spheres of dius 3 units having their centre on the xy - plane. Solution : Equation of the sphere with radius 3 units and having centre onay- plane is given by @-ar+y-bP+e~or te S-a7 ag -t tees w where a and b are arbitrary\constants. \ j Differentiating partially w-r-t. x, we get az_ Ax - a) +2257 =0 > Ax -a) + 2zp=0 > Sate tee Re eee eee (2)252 A Textbook of B.Sc. Mathematics ~ 5th Semester Again differentiating (1) partially w.r.t. y, we get 2y - b+ a2 5% <0 = y~b+2q=0 2 eS (3) Now substituting the values oi a and b from (2) and (3) in (1) we get wer pzP+y-y-qze4+2=9 => Pyprg+l=9 which is the required partial differential equation. Example 3. Form the partial differential equation from z-548 5+%. ae Solution : We have zeHst @ et eal OER Differentiating partially w.r.t. x, we get az _ 2x on a SpE Q) Again differentiating (1) partially w.r.t. y, we get az _ 2 x 2 ne => yq= BR TEE ater (3) Adding (2) and (3) we get xe +yg=5+ xptygn ate > xp+yqz2z which is the required partial differential equation. Example 4. Form the partial differential equation from x4 y= (2 -c) tan’a. Solution : We have Pt =@-cP tana(partial Differential Equations 253 Differentiating partially w.r.t. x, we get 2x = 2(z - otan’a . = x 2, XL @- ot we (2 2 Fi c) tan’. ) again differentiating (1) partially w.r.t. y, we get 2y =2( - otana. ge 2 2ag-otne (3) Consider (3) — (2), we get ¥_X_9 ae i> > py - xq =0 which is the required partial differential equation. ll Method of elimination of arbitrary functions Bample 5. Form a partial differential equation by the method of elimination of arbitrary function from z = f(x” - y”). Solution: Wehave —-z = f(x" - y*) Differentiating partially w.r.t. x and y separately, we get p= 22K e- Yom ven (1) . a FF OPC) oe @) Dividing (2) by (3), we get po-X 4 yot+g= 49 y Which is the required partial differential equation. Example 6. Form a partial differential equation by the method of elimination of arbitrary functions from z= f(x + ay) + ge — ay)- Solution : We have f@ + ay) + g( ~ ay) Differentiating partially w.r.t. x and y separately, we get254 : A Textbook of B.Sc. Mathematics — 5th Semester p-S2= fata) +9 ww) q= a =f +ay).a +g (x-ay)-~ a) az . aL tay) + g(x - ay) ez 2 t= =f" + ay). (@) + ¢" (x - ay). a) ay ez 2 = t= Sa aif" (x + ay) + 9° - ay) =ar ay? Thus the required partial differential equation is t = ar. Example 7. Form the partial differential equation by eliminating arbitrary function from V = 21 f(r — at) + FQ + at). Solution : We have V=1ife—ath+Fo+aty) eee (1) Differentiating partially w.r.t. t, we get M Life -at).ca+F (r+ at).@) => w TIF bat) -f(r-at)] Again diterensaig partially w.r.t. t, we get FAP eran. -f'-aty¢ a} 2 > FEL eran fo-anl ae Q Now, differentiating (1) w.r.t r, we get av M Life —aty+ Fe saty) *[-B} ean eee +at)]{partial Differential Equations 255 pay eri fi-ath+r'(r+aty) -[ffr-at)+ FO +at)) Now differentiating once agian w.r.t. r, we get mx (7% arf -ath+ Fk (@taty] +f @-at)+F (+at)] -[f'-at)+F Or +aty] ie & (7G Jefe ane Fe sen) - @) Now (2) => Pesan sf ana 5 OL (2 OV.) = van Oa @ = 573) 3 oF which is the required partial differential equation. Example 8. Form the partial differential equation whose solution is z=yf(x) + xg(y), fand g being arbitrary constants. (Solution : We have z= yf(x) +x) Differentiating partially w.r.t. x and y separately, we get p= ay farts) au (2) and a= SE = fe + rs) Consider, wp tug = yl f @) +8 WI + uf) +xgqy) = ptyqelfe)ts Wrz {from (1)] Now differentiating (2) w.r-t.y, we get s= oy =f@)+s'y) Thus we have256 A Textbook of B.Sc. Mathematics ~ 5th Semester xp t+yq=xy.s. +z which is the required partial differential equation. Example 9. Form a partial differential equation by eliminating the arbitrary function @ when xyz = @ (x + y +.Z)- Solution : We have 6 xyz =Q(xtytz) a(t) Taking z as dependent variable and x, y as independent variables, differentiate (1) partially w.r.t. x and y separately, we get y[ oe ]-weryen [16% > ylxp+z)=@' (x+y+z)[1+p] Again, [eb eee eres feast = x[yqtz] =O @e yr Mtg] = ae Dividing (2) by (3), we get y(ap +z) lap x(y¥q +z) 1+q On simplification we get xy -z)p + y@-x)q=z@-y) which is the required partial differential equation. Example 10. Form a partial differential equation by eliminating the arbitrary functions f and gin z = ye + ay) + g(x - ay). Solution : We have z = gif tay) +g(x—ay)) am Differentiating partially w.r.t. x, we get ae ee pany G+ ay) + a ay)] eZ Ly es ay) £ ee tay] ge ee (1) can be written as yz= fe +ay) + g@ - ay)Partial Differential Equations 257 pifferentiating partially w.r.t. y, we gel aes pe z+ yay Taf & + ay) — ag ay) Again differentiating w.r.t. y, we get oz, fae oon wy * ee ie arene Pe” = af" (x tay) + ag” (x ~ ay) 2 2g + yt= aye [from (2)] which is the required partial differential equation. Example 11. Form the partial differential equation given that fetytz,e+y-2)=0-. Solution : Let em atatpand ona eh 2 oe z = +eisp au ts oY iy rie oy ay : av aes oe = 2x P and By 7 22q Nowbydata f(w, v) = 0 ialfe Oat O fe alos 5 . Qu" dx” dv’ ox of of ay — - => 5 (i +P) + 5, 2x - 2p) = 0 Again we have af du, af av_ 4 Ou" yy _. a Sha +4) + Say - 24) =0 os (2) Eliminating Sf and af from (1) and (2), we have 1+p 2x- 2p 1+q = 2y ~ 22q258 > which is the required partial differentiat equation. IL. I. 1. 3. Exercises Form the partialdifferential equation from P+y+e-cPeaad? 2 z=(x+a)y +b) 2 2e=(ax+y) +b 4. aa5+h a Form the partial differential equation from 1. UB ole al A Textbook of B.Sc. Mathematics — 5th Semester Ytz)p-@+xqax-y 6 z=axy+b +b wv Find the partial differential equation of all planes which are at a constant distance a from the origin. Find the partial differential equation of all spheres whose centres lie on the z - axis. zaf(ier+y) 2 z2=f(x+ay) =A 2] 4 z=fay)+g@+y) syzafitty te) 6 fers y? + 22, 2? - 2) fay+2?, xt+y4z) Answers 3 px+qy=q? yp ~ xq =0 2 pq = 22 = xp + yg 5. z(px + qy)= 27-1 xp - yg = 0 7. pq = xp + q zaprtqytaNi+pe+q 9% py-qx=0 yp - 2q =0 20 q=ap 3. px - qy =0 xy x) r= W-2)s + yy x)t+p—qyx+y)=0 xy? - 27)p + y(2? - x7)q =z? - y?) 7 (-x)p+y-2%)qax-yPartial Differential Equations 259 14 Linear Partial Differential Equation of First Order A partial differential equation of the first order is called linear if it is of the first degree in p and q. The linear partial differential equation of the form, Pp + Qg=R where P, Qand R are the functions of x, y, zis called Lagrange’s linear equation. Consider the functions u(x, y, z) and v(x, y, Z) which are connected by the relation OM, =0 () We shall show that the equation of the form Pp +Qq=R can be obtained by eliminating the arbitrary function @ from (1). Differentiating (1) partially w.r.t. x and y separately, we get dg{ au @| av dv so | ort rt |e Se] e+ ae =0 ag{ au, au |, def dv, dv | _ ae | oye |+ av | ay * 7 az |7° These equations can be written as dof au, au |__ do av ga | or + es ag{ au, au --% dv, av $2 4 eile iio Dividing one by the another and cross multiplying we get, ; {a au dv av on u ou dv [946 Se ][ Spt eae | Te ae + Pee This equation can be written as Pp + Qq = where du av iz ° oy = ou oe ~ dy © az260 A Textbook of B.Sc. Mathematics ~ 5th Semester o- 2h 22 au az “Oz Ox” Ox * Oz R= 2H dv _ au av Oy oy Oye coy This shows that @ (uw, 7) = Q is the general solution of the equation Pp+Qq=R Now let u(x,y,z)=a and v(x, Y¥,z)=b where @ and b are constants. Differentiating these functions we get au au au ae ee a =0 oe + Gy Yt Gee av av av, and Be tt oy y+ Ze dz = 0 dx dy dz The solution of these equations are u = a and v = b . Thus 94, v) = Cis the required solution of the equation Pp + Qq = R. The equations (2) are called Lagrange’s auxilliary equations or subsideary equations. Working Rule to solve the equation Pp + Qq = R 1. Construct auxiliary equations & = 44 dz QR 2. _ Solve the above auxiliary equations. Let the two independent sol tions be u(x, ¥,Z) =, and V(X, Y,zZ) = 6, 3. Then (u, v) = Ooru = f(v) is the required solution. Example 1. Solve :(x” ~ y? - 2?) p + 2xyq = 2xz Solution : The given equation is of the form Pp +Qq=R where P = 7 - Y-2, Q= 2x, R= 2x2Paftial Differential Equations 261 Now the auxiliary equations are ae dy dt ! r-¥- Qxy ” 2xz fa solve the above equations, consider fy _ de 2xy 2xz dy _ dz yo dy _p dz f y = J S + boge, - logy = logz + loge, logy - logz = loge, => tac, ow choose x, y, 2 as multipliers, then. xdx + ydy + 2dz eda P - xf — x2? + Dry + 2x2? 2 xdx + ydy+2zdz_ dz P+ xP + x2 2xz 2udx + 2ydy + 2zdz_ dz x(x + y+ 2) xz 2Qxdx + 2ydy + 22dz_ dz ePryee Te d(e+Prz) dz Pry 2 2 vintegration, we get log (+ y +27) = logz + loge, 1us the solution of the given equation is [x eee2 0 ele Zz Le262 ~ A Textbook of B.Sc. Mathematics ~ 5th Semester Example 2. Solve: p tanv + q tany = tanz Solution : The auxiliary equations are ix _ dy _ dz lany tany — tanz Consider, #4 = tanx tany > cotx dx = coty dy I c= | + loge, => SX = = logsinx = logsiny + loge, ane = Similarly, 2 = s siny _ tany — tanz sinz Thus the solution of the given equation is o( Say: Set) = © siny’ sinz Example 3. Solve : (bz ~ ey) 22 + (ex - a2) 5 = (ay ~ bx) Solution : The given equation is of the form Pp +Qq=R The auxiliary equations are dx dy dz Bo = = © & Consider a, b,c as multipliers, then each ratio, adx + bdy + cdz 0 = adx + bdy +cdz=0 On integration, we get ax+by+cz=c, Again using x, y, 2 as multiples, then each ratio, — Xdx + ydy + zdz 0 = PrP~+Pac Thus the solution of the given equation is- Partial Differentia} Equations 263 O(ax t+ by tez, 4 Py Pz Example 4. Solve : “=p 4 yz q solution : The auxiliary equations are Ax dy _ de yo eR x Consider, xdx = yz Xz (nintegration, we get, xdx _ dz Again consider, Yep Me = ae onintegration, wehave, x? — 7 % hus the solution of the given equation is 3 P-~P=o(r-¥) fample 5. Solve: zxp + yzq = xy sslution : The given equation is zxp + yzq = xy Theauxiliary equations are dx _ dy _ dz 2x yz oY Consider, au = dx _ dy 2X YZ x oy (integration, we get logx = logy + loge, => fain consider, md yey264 A Textbook of B.Sc. Mathematics ~ 5th Semester dz 3 ce, ydy = 2dz zy inno [since 7 = cy) > ya tcy => yy? +o > ny - 2 =e Thus the solution is 2_ fx wy -2=sf = xy (3) : Example 6. solve :x22 4 P% = (x4 y)z ax * ¥ ay Solution : The given equation is ep +yq=(ety)z The auxiliary equations are dx _ dy ___dz () ane ea TY) 2 eet eae re . dx _ dy Consider, S= roy 1 On integration, we have, a 4 The equation (1) can be written as dx/x _ dy/y _ d2/z__ dx/x + dy/y ~ dz/z x yooxty (&ty)-@t+y) dx dy _ dz x y z On integration, we have > =0 logx + logy - logz = loge, > eS =o Thus the solution is' partial Differential Equations 265 M_gf1_1 a(t (Moz zx xe fxample 7. Solve : “= p+ a= tat solution : The given equation can be written as XY - 2) pty -xX)g=(r- y)z The auxiliary equations are dx - dy - — az xyY-z) yz-x) 2xx-y) Consider 1, 1, 1 as multipliers. Then each ratio eee ye Oxy xz + yz — xy tax yy 2 iy 3 - faut = dr+dy+dz=0 On integration, we get x+y +2 =, Again using + , a ; 7 as multipliers, we get each fraction 1 1 1 tart dae eet ay de geet dy + te S y-ztz—-xtx-y 0 1 1 lye * fax + pay + Pde = 0 On integration, we have logx + logy + loge = loge, = = yz = cy Thus the solution of is f(xty +z, 2yz) = 0 Example 8. Solve : zp + 99 = * Solution : The given equation is zpt+yq=% The auxiliary equations are fice te dye ae) tye (ay266 A Textbook of B.Sc. Mathematics ~ 5th Semester Consider, & & => xdx = zdz On integration, we have r-2s GC = z=VPHg Putting this value in (1), and consider dx _ dy xtc, On integration, we have oan(2 + logy + cy a(x) _ _ sate) wy Thus the required solution is fe - 2) = ss t( 2] — logy q Example 9. Solve : (y” + 2”) p — xyq + xz = 0 Solution : The given equation is V+ 2)p - xyq = - xz The auxiliary equations is dx _ dy _ dz i dx _ dz Consider, fy On integration, we get logy = logz + loge, => Z =% Consider x, y, z as multipliers, then we get each ratio _ xdx + ydy + zdz ° few xdx + ydy + zdz 0 "partial Differential Equations 267 2 xdx + ydy + 2dz =0 On integration, we get 2+pstoc Thus the solution of the given equation is Paper (2) z Example 10. Solve the partial differential equation ze + y)ptze-—yqarey Solution : The auxiliary equations are ty a 2e+y) 2@-¥) Ps Consider - x, y, 2 as multipliers, then each ratio _ — xdx + ydy + 2dz See ee ~ xdx + ydy + zdz : 0 = -xdx + ydy + zdz =0 Onintegration, we get, -P+P+27=q : dx di C ae _ =. ‘onsider, ee yy we -¥) » (x -y)dx = (xt y)dy > xdx - ydy - (xdy + ydx) = 0 ‘ Onintegration, we have ry - dy =% Thus the solution of the given equation is PP ay =f +2-x7) Sample 11. Solve: (x? — yz)p + (y ~ 28)4 = 2H xy Solution : The auxiliary equations is (ee ee ey“ pom va268 A Textbook of B.Sc. Mathematics — 5th Semester Then, dx ~ dy dy ~ dz dz — dx @—y)&@+ytz) Y-z)et+ytz) &-xX)H+Y¥ Hz) ile dx = dy _ dy ~ dz _ dz ~ dx x-y yz. z-x Consider, “= . Su - dz [aves On integration, we get log(x - y) = logy - 2) + loge, => Again consider, 24=4 - 2 = az yz 2% On integration, we get logy - z) = log - x) + loge) = => Thus the solution of the given equation is ae ei : [ ~* } y-z Exercises Solve the following equations 1. y’p - xyq = x - 2) 2 xptyq =z 3 Ppt yg = 27 4. p-2q =2-e%41 Bo ptqgaxtytz 6. (mz ~ ny)p + (nx-1z)q =ly - mx 7 x —-z)p ty —x)¢ = 20 — y) 8. ‘xyp + y'q =2xy - 2° 9. p ~ 29 = 3x7sin(y + 2) 10. (2? - 2yz -y?)p + (xy + 2x) q = xy - 2x We @-y)p + tx)g = 2xz 12, x(y? — 2?)p + y(2? - x7)q = 202 - y?) 13. yp + 79 = 7y?2? 14. xzp + yzq = xy 15. p -q = log(x + y)Partial Differential Equations 269 16. 10. 13, 15, wr - 24) p+ Qy! — 8y)q = 9208 - P) Answers {OG esau 7) 012! {F-t}-0 a2 tk. 52.8 =0 i yy | 4. sf? +7e vr rty) fety,e ¥atxt+y+2y)]=0 fe + y? + 22, lx + my + nz) =0 22 fety+z,xyz)=0 8 f]zx-m(2-25)|-0 fl2x +y, xsin(y + 2x) - 2] =0 fie + Ps 2, 2 +4 2yz-y) =0 “1 E AUGG © y2ye9 2O" Mt ye log) 0 R f+ y+ 2, xyz) =0 (e-¥ e-#eE)=0 14. fiw-#]-0 v3 Yo x xlogx +y)-z=f@+y) 16 j| ov S+3]