APLIO]

-> em :

⑦suppose y2 & Ye awe two linearly

independent sol of the given
diffrential can

God
doch
+

and +

azy

Prove that
,

Leee
y
dY-32d
-

s
-> if I
and ye are linealy
inde So M SO
they 11
.
.

staisfy the solutions ,

②
barded and
- are
: e
 & xy2 -
& xY1

a .

(d .

31
did
az(ydy y2d)
0
=
+
-

-
Z

a. d
So +

azE
-

O
,

d
d =

In z =
-

2x
+

c
Ro

I >C
-

C
z
=

2
Tu 2
3
C
 z
=

Le
-

cet
32d-Bads=
#hence proved .

②
and +

and +aoy= F

y(x)
=

y= ( +

yp(x)

911y
and 90y =
0
+ +

dx

-> assume sol to be A eme

y =

as the order is 2 we should

get two roofs in the
basis so ,
 is if roots are discrete the
I

y (x =
(zem2 +

Crea

(ii) if roots are same ,

m x mx
(x) (2 e
y= +Ce
=

(iiis if routs are

imaginary ,

2
m
=

y = e)(zei +

(e
+By

# Ending a pattlar sol

is Method of undetermind
coefficient ,

↳ (use when
you've got
s ,
Sinx ,
cos ,
Usin
N eP+
x ex , Since ,

COS +

Sinx)
exd-24-by dx
=

-> homogeneous solw

3x
-

x
e
y e y
=
=

x
Cze3x
-

&y
= =
(x) = + 2
-> non-homogeneous sol

Step :

i do the derivative of
RHS until you get
the same function
as original
(ii) make the set of
"distinct function"
-

-> then write

here get

Speak
we
Yp(x) as

the linear
F(x) = 24 combination
F((x =
4e4x of distinct
Sol
...........
so
 Yp
=

Ac4x

4Ae4
Yp'
=

Yp"
=
16 Ae
*
16 Ae-2 4A-3Ae= . 2e

4x
#
yp(x
=
2 &

4
3x - x

Cze 2 &
y See
A
+
+
-

nee 5
-
y = (x) (x)
Ip

# let's
does
small
say
we
a

change - 2e3x
3x
new e e is alse ady
a soln so we should
make a other sol like

yp(x
=

A23

majick A
Z
=

->
from
->
eperator method :

FCDCy = V(x) =

ea
yp
a) V
=

FCD((ea v(x)y =
ea F(D +

a)V()

x
FCD) =
B =

↳DGea4vxy =

eax(b +
a)V(x)

F(D) =

D2

↳ -22eav(x)y =

eac a)2vx)
+

FCD)
y
=
V(x)eax

F(D)de4x 9xy Veax

-

ye
-
V(x)
 a) 2ye 4x3
ax
Veea
-

2 = (b +
=

- xx
ye
=

=p a) +

yp(x
ex a
=

e4
yp(x3
+,
=

ex
-
=

+
s

432

-x
=
E

+
s

e4x2

setD]
 yp(x
e23(2 x62
=
+

- 2
5
-------------

3
7/23-3

de
3dy x2ex
ex 2y
=
-
+

dx

y=x) =

Cze +

(2ex
9

Yzx e
YzGx e2x
= =

doing the steps ,

F(x) =

x2
↓
31 x , 23 Ye
-
,

S =

Ee se , , x
 ↳> here one of
the independent
solm is same
as here so

we'll multiply
with one

more X .

so we'll get
S1
=

Exce ,
she ,
Be

yp(x
=

xex(a +

bx +

xx)

y(p(x =
xe(a +
bx +
(x2)

+ e"(a
2bx 3(x2) + +

-
B
y(p() =

x2"(a +
bx +
(x2)
+ ex(a +
2bx +
3(x2)

e(a 3(x2)

E
+
+
2bx +

2
+

ex(2b +
6(x)
 y"pcxx =

y(x)
+
<

ce
y((x
P
+ G -

3yp3 +

2yp
=

4 3B
-x B x))
+
+ -
-

xex)
xyp
=

c -

2B =

x2ex

ze"(a
/ +
2bx +
3(x))

+ "(a +
2bx +
bxx))

((2b +
6(x) =

xiey
-

a -

2bx -

32x2 +

2b
+
6(x
=
x2

2b -

a -

2(b -
3c)x
x
=
x
-

32

-2 3
!2 a = -

E
b =

-
2

operator method

FCDCy
=

x2e FCDC =

(D -
2)
(D 1) -

ypxx e
2)
=

-
 -e-
=

e 1 I x2
I 51-p>

23x23
-

= - e
1(1 -
D)

ypx =
-

e232
+
D + 12
3 x2

j
as x2 so we've

taken up to pe

e(x2 2x 2)
= - +
+

ypx
= -

e(( + x2 +

2x)

-enex
ecd-2dY-by 2e-10sic a
=

33C
32 3
-
>C

y xx =
2
,
=

3x
Cze
-

(x) (ze
y= = -

F(x) =

ze -
10 sinx

-
3 x Yp
=

Ae +
Bsinc
+ [COS>

B (osx
Yp'(x) Ae
=
+

2x
- Csin

2 x Yp" (x) = Ae -
Bsinx
-

[COSx]

-
4Ae +

(-210S -

2B(OSx
-
3[(0Sx]

+
(-3Bsinx +

2(sinx
BSinx)
-
 4 Ae
-
-

(4 +
2B)COS

-
(4B -
2C) Since
= 2e
-
20 Sin

42 = 2B

⑰2 =-
4 B -
2) =
10

2B -
C =
S

-22
 (D -
a)
y
=

F(x)

E
Ie4xye 4x3
-

... (D -

a) =

F(x)

... ed 3y(xe -

4x3 =

F(x)

D3y(x) 4x3 D
-
-

... e =
F(x)e

e9x)F(xe adx
-

y(xx
=

by this twick

(D 3) (D 2) ze- zosinx
y
+
-
=

[10sinx

I
=le
y
( ) (D +
1) -D +
3

↓
↓
⑧
D
=
1

=-
ex
 -
[
=35z]zusince
I

=
=
4
[ex) - 3 Iosinsdx
ezosind]
-
-

↳de +

y =
losx

y =
(x) =

2y(0Sx
ce sina
+

accosx
yp(x
=

-
b'xsin

operator method ,
-

(D2 +

1) y =

COSx
3a
-
0

y
i) 0
=

, -

-( :
i)
COS>
 #method of variation
-

of Parameter

-
a
.
d
dach
+

azd +

93y =
F(x)

↳ y(x (1yz (eYe

.
+

always
-
-> we'll have this
two
condy

a. d1Yz
97dyz 03y1
+ +

=
F(x)
dece-dx
-
&

ardly
92dy
+ 9342 FCx
a
+ =

-
 03/08/23/ Lecture -

yp
=

Vy(xy1 +

Ve(x)y2 -

y p'(x) Vy(yj Yexxyc

=

+ + V
! xy2
we'll choose

E
V2xxy , +

V , xy2v2(x3 & Vy(x)

in such a

that
8 way
this termill
be zewo .

yp"(xx =
Vy(xyy" +

Vy(x)yz"
+
vy'(xy2
+

vz(xxyy
-
if we also take this
term zewo then
& Vecas will
ve(x
be constant which
 is undesired .

them into
- putting eqm
we'll get ,

a. (Vjcx) ye +

Ve '(xye)
=

F(x)

=>
Vy(x)yj +

vex)y2 =

F)
do

b
⑧

from

ve'Yz +
Ve 'Ye =
0

VI'Ya'
+

Ve'Ye= F

[ 333223"=[Exsal
using law
Cramers'
/Fx/a
⑧

-
VI =

ve
Eaa
de
+

y secx
eq
=

y (e) =

(z(0) x +

(esinx
=

yp(xx
=

Vy(x)(0sx +

Vy(xysimx
 vi =
exe e
ne
I I COS>2

VI
=
-

tanc

vz(x)
=

log(cosx)
similarly

Ve(C) x
=

Whoa
operator
-

+
FCD =

02 +

is

-Eile:] Be
sec

- Sesecue -
 -

is
is

J
-

-
e secce

x
Iz =

Je- secdx

I
=

Je secx dx

I = (20sx sec xdx =

(dx =
x

Iz i) sinc secode= Standa

-
=

log(sex)
=

Iz =

x +

ilog(se(x)
Iz =
x -

ilog (se(x)

Yp((
=

cos xlog)cosx) +
xsinx
* Elew auchy dential ea

doxdy2 Af azy Free

=
+
+

x
= et - by using
-
his transfor
we can

convert the
zan in linear

equ with
constant
Coefficient .

et
ge =
= x

&
dx
- -
xdy =
-

②
d32
 = +
&
d+2
I
-

x
dt
des

x
2
-
=
- +

d = -

Y -

0
2

dx2 dt

-
from

God
-
+(ay
-40)d +
acy =
Get i

G(t) =
F(et)

Note assume the homogeneou sol

=

y xx = Accm
=

and by which we can get

 soi without converting
it into constan coefficient
and
.

fornon-homogeneous
do exactly as before .

if me F
Me,

YF(x =

(yx2z +

CexNe

if ma
=

me ,

y= (xx =

(2 +

(log(c)) x
2x2
e x y -

xy' -

3y
=

Ist method

y
= Axm

-2 -

m - 3 =

m =
z -523
222)
 m

= =

1 - 53

2
-

2
(e)
y (1x 1 x
=

#method
x
=
et
feat
&R (2
2)dy by
=
+ +
-

Am2emt+ 2 Ament
-

3 Aemt = O

m2 + 2m -
3 = 0

(m -
3)(m +

2) =
0

m = 3
-

,
2
y (x =

(ze
- 3t +
(ze2t
=

i
 type

-
special
diy
-
-

F(y)

->
multiply both side by
2dI
dx

(* ) =

2 *

(5)] = ,
eFcya
dx2

d) (2)) =
2 F(y)dy

) 2) F(y) dy
=
 dy
Ecy) dy
=
dy I dx
Feycy=
e
d sing
=

2dI =

2 sing

d()] esing dy
=

(2) =

esingdy
2fcosy
1)
2 =
+

C]
 dy
=
= -
2[- 20sy+J
da

⑭
xcm , z =

Jame
-
#eliptic integral form

dy =
dx

osy
cosy
->
2cosly -
1

cos
 ⑭
cyde (8)
+ 2
ec

d
assume w =

#
07108123/ Lecture 5
(not attended)
-

#
Eigen
I= value
-
Podem :

40k3d2y +
42(x3dy +

42(x)y
=

F(x)
dx2 dx

-> where all the coefficients

aux , Af(x) , 92(x) are contr
function of x Over the
interval (a b] ,

=>
↳y =

F(x)
 L
90(x2 az(x) as i
+
+
=

=> above differential equ is

called "mas" if the

operator (satisfies
following cond

(is((yz +

Yz) =

L(yz) +

L(yz)

(ii) (Ccys= CLCYS ,

C is
constant

(I) if the solution yaxs satisfies

the
boundary condr
it

[
(i) y(ab
=
A
-
Them

y(b) = B called
linear

boundary
value
problem
 (I) y(a =
A , y'(a) =
B
-> Then it's initial value
problem consider a linear

boundary value problem

Ly xy
=

-> with boundary condu

Gye4(a)

E
G22y(a)
+ +

byzy(b>
+ bez Y'(b) =
A

general - Ozzy(a) +

G
,2 Y'(a)
boundary
bzzy(b) bec Y'(b)
conde B
=
+
+

-> for a scalar I ,

if there
exists a non-trivial
sol ↑ cas
that satisfies
14 =

L4 and also
 satisfies the given
conde then 1
boundary
is called am
eigen
value and Y is

called as an associated
eigen function of the
given eigen value problem
LEVP]

T21
:

If Ya & Ye awe

two distinct eigen

function cossosponding
to zigen value X
then
(y4z (eYz
+

also
952 eigen function
corresponding to

eigen value X .

La L NI =

4
142 Ye
=

=>

((C4z +

(Yed
2

(((Yz))
+

((44))
 =(2x4z +

Ce 4
-
x([z4z +

(2Ye)

=> xy 0y(x) 0
=
=
+

y(51) 0
=

= -

Ly = -

xy 1 =

de
dy
case-I x =

0 =
0
=

*
y(st)
=
0 =

C2iy(0) = 0 =

x y
=

(zx +

(2

(2 xL0 x =
-

y2 ,
M +
0

Ly =

My - (Ly =
-

xy)

e M2y 0
=

-
 M
yCc = Ae +
Be

y(0) =

A +

B =

0
, y(st) =
0

y(ST) =

A =

0
,
B =
0

(a53 x 30 ,
x =

M2

M2y
a
+ =

mc +

y2 =
0

y
A eiMx
-
xx
B
y =
+

AeiM -
Be-ib =

=> 2 As in x = 0 M F G

=>
M
=

xJT = n F
O

-iMC
y()
=

AeiMx -
Ae
 =

2 As in x

n2 =
2 A sin
x njTs
=

↳A sin En

#
separated
condr :
boundary

aey(a)
azy(a)
y
A
=
+

B
byy(b) bcy(b)
=
+

->
periodic boundary con

y(a) y(b) ; y'(a) y'(b)

=
=

# Lionville
Sturm -

Boundary
value problem
dY
-
+

P(x)1y +
[a(x +

xRxx)
dec d2
I
0
=
is P(c ,
Q and RG) are

continous over interval

(a ,
b]

(ii) PG2)<0
,
RK) >0 Xcf(a ,
b)
(P(x)dx JP(x)d 32

z
e +
e dy
-

dx

+ [Q(x) +

xR(x]
d
e/PC 0
y =

(ePad]
+
[Q() + xRxx)]
e(PxdxI
0
=

p(x) =
e)P6xdx
 q(x) =
e(P2(d x x
QC)

(P(x)dx
WCx27 =
2 R(xC)

(etPad-)
IPada
=
e

P(x)

(b)(dy) (9(x) xxxx))

R + +

dec
y
=
0

-
(0x() (94x xxx)
+ +

is culled strum-lionville
operator .

-> If P(x
=
1 q(x
,
=

0
,
5(x) =

1
the it becomes
eigen
value problem
Inner-poduct
#

-
:

suppose
V is a vector
space over the real
number
assigned to each
pair of vectors
belonging
to V . The inner product
must
satisfy following
condition

L
Assume all
vector

lineat .
in

varef
-

(i) <4 V)= .

<V US ,

(ii) <Cu ,
>= << 4 ,
V >

(iii) <u ,
v +w>
=

<u v> +

(4 ,
w>
,

(iv) <u ,
u > >0

(v) < k ,
u
=

0 then u =

V
(vi) Def <U V) U
=

.
.
 cu , v =

jurdx
↑ a

->
Thissatisfies all the
properties mentioned
above .

Adjoint Operator
# :

Adjoint operator of
·
an
operator
denoted and
↳ is
by +
define as

<U ,
> =
<U ,
>

suppose L-> matrice operatur

(A)
CAU , r>
=

< U ,
Ato>
↑
Hermitian
matrice
~

Al (A 2)
-

=
 Godly
e -

da
-

azd +azy

y(u)
=

y(b)

y'(a) =

y'(b)
Here d ,A2 , 2 Gre constan .

⑦ determine the adjoint

operator .

sol

adde as
-
-
= +
+
2

<1u ,
0) = < u
,
+r>
b

<u 0
Juwd
=

a
b

(auden and ackju

-
e
 tace
b

-so Vdx

Fee
-
b

-as ! auf a de e -

0
b

+ as -
[urSa as] -

ude
b

-an( unde

here , y'(a) =

u'(a) =
u(b) =

u(b)
and same for
ucas =

4(b)

SO
 b

--

au) Y dodx-as Judee

b

I
+

ar
unde

=-
! auudew
a
Esc
des

b
↳
as] under
-
e we're to
choose the
b condu for
+

an nor a

that
such

vicas =

vb>

n jard-and +acbjda
-and -And+ az
Ans I
- L
#Self-Adjoint operator :

An adj oint is self-adjuinl

operator if L =Lt
&

a
ex + e
y
=

y(ab
=

y(b)

y'(a) =

y'(b)

S
a
1 =

<1u ,
r) =
<u ,
(r)
Them-2 Prove that the
eigen
:

value of a real
symmetric matrice is
real

Proof ->
given
for " A = AT
-

matrice A (ii) A : A

- x =
E to be poured .

Ax eigen function
*
=

eigen
value

(complex) ... Ax =

Ex

Ax EX
=

...

transpose) : AT =
Ext

... A =

Ext
 side
(both
by X
S ...
T

x 1 Ax =

ExYx)

: xxx = exx
... - Exx =

I nonzero

*
N x x 0
N A
- =

e
x =
E

⑮
Hence proved .

.T = 5 TTa
.

# < +5 ,
> =
<5 ,
+ >
 Prove that
Tem-2 the
eigen
:

functions of a real
symmetric matrice awe

Orthogonal
Proof ->
given matrice A ii) A : At
- ,

& Xe tao
->
suppose xz are

different eigen functions

corrosponding to
1 2
* &
.

distinct
Axy =

xzxz

At xzt
+

transpose)
...
x2 x
=

... xzTA =

xy xzT

XzT Axe
(bothby side) x2x
... =

x2
Xe
+
x2 +2xc x2 x2 +
=

...
 +

-
xc
(X2 x2) xy 0
-
=
-

e
N
⑧

So
,
x2 Xe =
0

>AX2 ,
Xe) =
<X2 ATX2> ,

... (X X2
,
,
Xe) =
<X1 , texex

Xy<Xz , X2 > =
xe(X2 X2) ,

...(x1 -

xe)(X1 x2)) ,
=

0
ne
#
0
<X2 ,
Xe) =

orthogonal .
 #
14/08/23 Lecture -
7
En : The eigenvalue of self-adjoint
operator are real .

(ie .
x =

E)
-

given L =
It

-> suppose PI and Ye are two

eigenfunction
<LYz Y ,
=

<42 , Yz)

<LYz , 42 =
<
Ny ,
L4e>

suppose By =

Ye

<242 , 42) : < Y ,

(4y>

z eigenvalue ->
Pa
x2 11 ->
Pz
 (42 =

x
42

<X142 42) =
<Yx ,
xz4z)
.

<42 Y ,
=
Padx
so
b
;

a 24 dx
! d
-
-

- =

= x Y
I 2

1E -
z)(42/dx
= =

e
#
xz =

x1
-> hence proved .
 Noum V is vector
: a space
over the field # ,

then the norm of a

vector u is dinoted
as 11 Ull and defined
as

11 Mr
Ull=
2/2

-(d)
Am
:

The distinct eigenfunction

of self-adjoint
A

operator are orthogonal

Roof :

suppose VI and Yz
are two distinct
eignenfuctions
to
corrosponding
xz and * 2
 L4z =
x142

L42 Ye Ye
=

<LY2 , Ye =
<42 , L Ye

=<Yz .
142

<X24z , Ye =

<4z . xzYe)

+242 ,
Ye =
x(4z 4) ,

(2 -

x2) (<42 42) ,

=

11
-
<42 , 42) = 0

hence
,
proved .
 Segies
#

Station

a P(xd Qaxy O
+
+

where ,
Po and QCx are

analytic function
of .

=> Analytic function : All order

-

derivative
of f(x)
a82 exist
then it's
called
analytic
function .

in Other words
-> Fxs can be represented
as tay los series expansion
about a point .
 i
f(x cx -c.
=
=

n =

-
point Co is
called as
co
ordinary
point .

z
0
↳
=

x(x 2) -

nere PCC = &

acx
= 5x

-> the =

1 & x
=

0 are

singular point as

P(x) & Q(x) awe

not
analytic func tion .
exa xd ( 2)y
+
+
+

·
-> PC & Q(x) are

analytic function
So , can use series
SOM ,

y(x
=
5 In
n = 0

2
S (nncw
-

y
=

n = 2

2
E 2) x
-

y -
(nn(n -

n =
2

-> substitue in the

diffrential ear ,
⑧
n 2 1
E + E(nnx
-

n -

(nn(n -

73x C

n =

2 n =
2

(12 + e) Cr x =

0
n =
0

Expand the teams und

match the coefficients

c
:

22 +
20 =

Ce
= -

10

x :
6(z +
2z
+

2)z =
0

B)
(3
z(I
-
=

2
x
:

12(p +

2(z +
(- +

2(z
B)
I
[4 -

Co
I

x3 (2 5(z
20(5 3(z 0
=
+

: + +
 =>
( = (2
48

y(
=

( +

(2x +

(x2 +

(yx3
+(44 +

25xS

(0(2 2x4 ---)

x2
= - +

(z(x 2x3 3) ) +
+ -
-
 #
Patial Differential
Equation
efintion A mathematical
:

relation b/w
independent
variables .

dependent variable
and it's partial
desivative is
called a partial
diffrential ear .

Notation :

Auc +

BUsy +CUyy + DU +Edy

+

Fu =
G

U
- ucy i "gy=
a
 E E
Ux
up
= =

-> classification of first-or des

partial differential ear .

P(x ,
y ,
u) 2 +
Q( ,
y u)2
,

-x
by
=

R( ,
y u)u
,

(i) Linear
-
order pde
If P Q & R , are

functions of
only xRy
Then the above pole is
called linear first
order pe

3
+
=U

by
(ii) Semi Linear first-order
pole :

-> If P and Q are

function of and I
x
then the above equ is
called semi-lineat
poe .

-u
+
zu
-

by

(iii) Quasi-lineat first order

pde :

If
->
only R is a
function of 3C and
I then above Poe
called quasi-linear
pale .

u
-
=

ex
Live Full Non-linear first-order
pole :

-> the pde not lying in

above three linear ,

semi-line as arc
quasi-line as .

j) + =
a

B
:

Introduction to

partial differential
Shankar
eun by K .

RuO .
#
17/08/23 Lecture -
8

u)24
P(x y
u)be
, ,
+
ace) , y ,

R(x ,
y u),

->
suppose I
U
=

UCx , y) is

defined on C domain
D bounded by curve
↳ 4
y R

- u =

U
,
on curve
-
0=
,
D

, ,
in
(given) .
>C

Then the curve I is

called chauchy data

curve .
->
suppose ,
I variable is

time and x-axis is

is curve .

↳
ta then U

!
u =

+
is called
2 initial
t =
X X T

x >
condition
t =
0 x x
T o
-
Chachy
condition

u -u(x , y)
=

f(x , y ,
u)

f(c , y ,
u) - is called
integral surface
#mod of teristic

Y (4 0
+ =

↳
Linear

hyperbolic
pde

u( ,
+ =

f(x) -
ct)
↳ D'Alembert
solution
u(x , 0) =
f(x)
t
t t(x)

:
=

R
-> if you diffrentiat
bo the
- = Te >
at
along
chracteristic curve
0 x t =

+ (x)

= ** **I
 ** -

*** -

I =c
, 8
=

B
c =
c + stant u
=

cont on

the
x =
2t +

x characteristi
* curve
if
you choose
different
chatater istic
curve you'll
get different
value .

x -
+ =
CC0

u =
f(x -
ct ) =

f(x0)
 2u
8 3
ex +
=

8x

U(( , 0) =
ex

ga
3
-
the answer should be

t
e
-

UC , t) =

de -

3
8U +
=
zu

of

by comparing ,

a I
= zu = 3
 (n(u) =

2t +

(1x =
3t +

(2

2t +

(1
e x 3t Ce
+
=

u
=

↓
e2t
+
x.
u
=

C
=

C2

& &x0 =

x -
3t

x -
t
u e
=

gd high
[x oh +

e
- -
-

Ot

h(c ,
0 =
f(x)

Or
-

+ (9) usee
ucx ,
0
=

f(x) Quasi-linear
 differentiate along the
S
characteristic curve

e
a E g
O =

U
=

constant on the
characteristic curve .

=
f(c(0)

x -

[Sinf(scostI
R
+

2/2

I x0)gndt)I
x f(xu) UC t)
=
-
=
,
#
21-08-23 Lecture - 9

-> The curve on which the

so is given has A
form
paramatric .

P(x y u) bu k(x
u)
=
y,
+

, , ,
-

3x

R(x , y , 4)

u =

4 4 .
=

[x =
x .
(5)
, y
=

y . (s)
-
< s[a]
y

8xis
a
M(t) X -> is (r) is an
*E
X
chosen arbitary
X
>
curve such
⑥
x
that
↑Cr) 7 when
Io
=

-
=
0
= +
↳ a P
=
R =

=
a

- ⑲
Q
dy -

= dec P -

& given pF 0

&y =

& -

combining ⑦ .
② ⑬

d
dx d
=

↳ lags ange

I charpit ear
 ↳
lagrange's eun

3
2x
-
22 =
x
-

by

u(x , y)
=

1 is =
Eac =

by 3

s Paramatric form
S
G
x =
=

x bs as
y
=
=

du
d -
d =

3 &I =
2
d5 d5

x 38 y 20 x2
(1
+ +
=
=

↓ AS
bS 0
C2
=

0 x
=

,
= =

r ,

-
12 bs =

C2 =
aS
 x 35 b5
= +

25
+

aS
y

(x -

3y
=

(2b -

3a) S

S = a

aBy
= I

now
knowdu
.

=c =
38 +

bs
we -

d5

u 32 bs c
=
+
+

-) is -

x )
 +
(3

r 0 UpC y) 1
=
=

, ,

1
[3
=

uces , y)
=

3(a) be +

I
+

+ e
e =

30 R Yo 0
=
=

U(x y) 1
iss
=

som
or
-
-
du
do
 =
o
dx =
2 =

x
=

+
+

(1
do

d y
1 r
c
= +

=
=

t =
0 ,
x =

n = G =
x

↳
#
Y n x y
=

-
-

du =
da

is
2
y C3
=
+
-

I
 -1 -

y
+

(3

U 1 when
given
=

x =

n , Yo
=
0

we'll get (3 =-2

ucx =

y
 of
#
Gen
function o -
·
a Stat

denoted by 4 and

difined as

d4 =

-G d .

64i
G 64j 6
= +
+

8x
by

I =
dre

f(x, y 4)
,
=
U(x , y) -
u =

#
integral
surface

x +
yz +
z1 =

1
 z =
12 -
(x) +

y5 = Ex , y)

z(x , y) -

z =
0

d4 P(x d dy) P(x y)

y
-
= +
+
,
,

( .)
=
f =

- direction
goutient

-
we know .

Px , y , u)(u + G(x ,
y , u)24
0x
by

R(x , y u)
,

we can write it as
 2
-

(i 65 2i) (p4↑ x4)

+
-
.
+

25 +

=
O

tangent to
the surface

af dy
edx c
0
=

-y

+
If du
zu

24dx
dy-du
+

-C

5 K)e(dY+
4 dy
(04
-
+

+
duk) =

- ⑧

B
 we can say that 2and B
a de
parallel or
=
antiparallel

50 thies cross product

should be zero ,

i I I

P Q R =
0

des dy du

↑(Adu-Rdy) -

(Pdu-Rdx)

+> I(Pdy -
@dx) =
0

->
By equating sefficients
we'll legrange Champit
Yet
-

equ .
 d
=

d A =

S(C) ,
y , ub =

C1

T(x , y ,
u) =

22

F(5 , T) =

* xy5
ex xu -
y
-
=

p y2 G R x(u (y)
xy
=
= -
- =

,
,

dx
-
=
=
↳
y2 y x(u -

2y)

-> Don't choose relation

arbitary choose so that
solve it
you can .
-
xdx =
ydy

x2
- -

yz =
C

(2) +
yz =

xz -G

& = y

udy-eydy+ydu= 0

d(uy) Zydy 0
-

yy
-

y2 =
Cz
Homework
-
-

x) ye
E(y ux)
Y xy)6
+
- (x +
= -

fre *yz
**

tuys"
:

so we'll get

yo cdy du 0
+ =
+

d(y) +

du = 0

xy +

u
=

Cy

xdx +

ydy - udu =
0

d(x 22 2)
-
=
0
+

x2 +
y2 - u2 =
c
 #
24-08-23 Lecture -
10

Second Order PDE with

# - -

Constant Coefficient :
- -

-2BUscy
(Ugy +
+DUx

# +Ely
↳ example
+
Fu =
G

Principle of a linear

↳
part Zach order pde
compare with constant
with coefficient
sonic section
if

lat
bxy G 0 the given
a
+
=

+
dx
pole is

homogenous
if G E0 ,
1
'I

non-homogenous
 T

(x +

2 bccy +

cy2 =

x Ax

xx
33/ , i)(y)
=

man
symmetric
matric

a =

[ ]

x =

QY

det(g)
b2
=
=

ac -

?
PIAl
TWIA)
x
=
-
Tra
2

*
& -
T5CAS +

det A =
0

(i) det A =
0 parabolic
(ii) det A CO
Hyperbolic
(iii) det A >O Eliptic
 - =- det()= Discriminant

i if 0 =
0 =

(b) -
ac)
:

Parabolic
form

(ii) if & 30 :
b2 -ac >0
:

Hyperbolic
form

(iii if <0 : b2 -acco :

Elliptic
form

⑦
AUx +

2BKocy +
(Ugy +DUx
Fu G
+Ely
+ =

x =

x(3 n) .
2 =

5(x y) ,

④ W

y
=

y(9 , n) n =

7(xx y) ,
 d =

Exdx +

Bydy
du =

4xdx +

nydy

1) 12. :

Kit
-

"

+2
4x
Ex
=

on

UgEx Unnx -
-
+

My =

UgSy +

Unhy -
Ux
=

bx(ug)3x +

Ue3xx
+5 (Un)nx
+
unx

=(455Ex Ugn]5 +

+Ug5 Me5 4nnYx]

+
+

-x

Roc
+
Un4s
-

Ug3 (Ex)+ 2
UsnEa
+
umn(nx)
+
UsEx Un"x
+

-
⑬
Kyy
=

Ug3 (Sy)+ 2Ugn3

y y

+unn(g)
+
Us Yy
+
Un
yy
-
⑭

Usy =
Ux My
x(45)5y UgEy
=
+

+ x(un) my +

Un Yoy

=[UgEx+ kgm4x]Ey+UgEy
+
SUSE +UnnYMy
+
uncy
 =

455E5y +

Ugy(7 5y Exy),
+

+
Unnrhy +
UgScy +UnYxy

#Us +
25Ugn +
knn

+BUs +EUn + Fu =
E

↳
converted/transferred
2q

A =

AEcs +
2B3xBy
+

C
By
B =

AEx4x +

B(3xhy +

nx5y)
+
Cyny

I An 2BR +
Cry
=

, y
5 AEcx 2BEccy [Syy DEx
=
+
+ +

+
EEy

E
Anxx 2BRxy C
+
+
=

YY

+
DUx +Eny

F = F T =

G
,

E
AUcx 2BKocy (Ugy +DUx
+ +

C
Fu G
+Ely
+ =

converted

E
into
#Us +
25Ugn +
knn this

+BUs +EUn + Fu =
E
5 =
B2 -
Ac =

(3xky -

2x3y)2(B2 -

Ac)

So ,
if & <O => <O

0 5
=

↓ =

= 0

↓ > 0 =

5 >0

=>
Hyperbolic
-
Pde :

HC
455 Unn
- =

Ug = H) -> rectangular
pole

AUss + 2
Ugn + Unn HCU Ug=

, , Un

E , n)

52 -
At >0

case -
F A = - I
-

B =

0
 A =
S # =
= 0

B = 0

=>
Elliptic pde :

HCh us Un E h)
Us +
knn= , .
.
.

B and A I
a I
=

0
=

⑤
Police
⑤

493 =
H) 3

H) (
Unn=

Either (A. =
d and B = 0
#
28/08/23 Lecture -
11
(not attended)
* .

Hyperbolic pde
ju
che 0
-
=

-2+ 2

B AC > 0

* ex
=
Parabolic de

)
B Ac 0 Ju =
=
-

* ex
=
Elliptical pole

+
BI Acco
④.
-

Hypolic Pe :

* =

c =

0 & B +
0

B -
Ac > 0

AE , 2 BEx By [Ey2 0
+

+
=

S
A(5)2 2B(5) + +
1 =
0

An +
2BUxy +
CMy =

-
A(z) 2B(e)
0
+

+
=

· -
=
4AC

2 A

" =-
As
-> If E(x y) ,
=

constant then

di 6
63dx
0
=
=

y
+

by

dy
-=-
BA)
- -
=

dc

sit choose + for "s" then choose

you
- for and vice versa .

->
Our purpose is to find
E(x y) ,
and nx yS ,
and

they should be different

(e)
otherwise = 0

e 3Us 10
Ussy
+
3Ugy 0
=
. +

A =
3 ,
B =

3 ,
2 =

B2 - AC =

25 -9 =

16 > 0
so
-
assume E( y) 2
=

3 I d
=
* = -

0
choosen

=-
I
-
-

- -
3 E
my for

E 3x n y
3
=>
y
-
= -
=

A =

3( -
32 +

10( 3)(2)-
+

3 =
0

5
3(3)(2) 3/ 3xx
I(z)
=
+ - +

+
3(1)(1)

5
=
3 -
25 -
+
3 =
- 32

5
i
3() 20(- z)(x)
=

+ + 3 =
0

5 =
0 E =

0
,
F =

0 ,
5 =

0
,

Ugn 0
=

us
=

f (3)

u =

(f (5)d5 +

g(n)

u =
F(3) +

G(n)

u F (y x)
G(y 2)
+
-
= -

8
Alembert
sol
⑦.
④ .. olic pde.

B2 -

Ac =

0 A =

0 and
B =

G or
=

I
=

suppose A =
0 and B = 0

AE , +

2B5xEy
+

<5y2 =

= -Ac
=

-
A

A5cx +

B(Exy
+

4x5y)

(SyMy
+

= 0

-
3y(A( )4x 3)()y
+

2x) (ny)
+

3
+

=
 - 2 y
x
+
=
= + =

C =

y
-

Bx
A

\() y) y
Ex
=

choose
that water time
are not pralled .

ex
-
-
Uc -

kcyUxy
+

y2yy =
0

A = x2 , B = -

xy ,
c =

y2

BY -
A2 =
=

x2yz -

xy2 =

= =
-

-
-

=
=
 My C
=

=( , y) =

xy

n =

3
182 I x
Y
=
=

\(x y) ,
=

xyx
=

A =

x2y) -

2xyz +

y2x2 =
0

B =

x2(0) -

xyz +

y2 =
0

5 = 0 +
0
+

y2 =

yz

5 =

x)(0) -

xxy
+

((0) +

0
+
0

= -

2xy
E =

x(0) +
0 +
0 +
0
+
0 =
0
F =
0
i 0

2
y Unn = kcy Us
+

Unn
=

2 us
y

Unn =

25 4 :
-2
# 32108123 Lecture
#
Elliptical Pde .

BY -
AC <O
case
-
-

I
-

assume B 0 & A
=

C =

-
AEx 2BEx5y+ (5y2 AR 2BRcMy
=
+ +

(my2-Q
->

so
AE xx
+

B(5xky 4x3y) +

23y4y =
0 -

① +
2i x2

A(Ex +

inx)
+

2B((Ex + inc(sy +

ing)S
+ c(Sy +iny)2 =

0
 divide by By+inyl)

A/)) 2/23] + =
0

As
a =
3 +

in
B
=

3 -

in

I=
-
As

d(x , y)
=

C and BCCC y) ,
=

& /- )
- -

= =

3 2 B B
n 2
=

=
=

2
2i
&. (1 +

x))Ucx +

(2 +

yi)Uyy
+

xUx

0
y
+

y
=

3
B =
0

A =

1 +
x
2 -> elliptic
form
c =

It y2
D =

3C

E -

F = 0 = G

t
--

(A]

Ezy
-

--
dy
dx
1 +
x2
 z
logly + +y2) Filogkc +

#xx) =

log
2 =

log(y +

Ftyz) +

ilogkc + xxa)

logly +
tyz)-ilogc xx)
B +
=

3 =

2B =
logly Etyz) +

E
Ex =O

n log(x +xi)
2
= +
=

0
2
=

A
(3y2 1 y2
z
2
=

=
= =

(tyz)
 I An
= =
= = =
2
2

B =

P A5x 2B3x3y 23yy

+
= +

D3x Ey
+
+

2
yzxy(y) xy)
= +
+

-Styz
⑤ - ⑧

E =

finally got
Auss +
JUnn =
0
 Elliptic ⑳ Uss +Unn =
0

form

Case -

I
--
-

B =
0
,
A =
-
I

A(Ex +

n,)
+

2B(5x3y +

4xhy)
((5y2
ny2
+ +

ASMcc +BlEcy +Ychy)

Cyny
+

⑦ +
& x 2

A(5x +

xx) +

B(3x +

4x)(5y xy)
+

((5y +

hy)2 = 0
 divide with
(By+hy)

A/E! 23/5)
+
+ -

In
A
=

3 = G n = d -
B
I

a =

5 +
x , B
=

S -

dy
- ( A]
-

=- -

Ex

2(x 2 B(c y) C
y)
=

=
, ,
,
e Y
-

2 sin
Ucy-cOSC Ugy
-

COS 0
y
=

A =

I B =
-
Sinx ,
=- cos
D 0 E (0Sx F G 0
=
=
= =
-

, ,

BY -AC >0- so
hyperbolic
2)
c --
[sinx =

E
de
=2-sinx

dY
--- (I + sinx)
dec

x() y) COS
y x
=

+ -

x [0Sx
B(x y) y
-

= -
,
 9
B
(0x x
y n
= -
=
=

2
·
A =

A5 +

2BEccSy +
Cy2
=(1) (Sinc) +

2 (-since) (sinx) (IS

+ (-cos2) (2)

--coskc-sin=-1

· T =

Anc +

RBUxy +CMy2
=
1 +
2(- sinx) (1) (os +

( 20sx)(0)

I =I
·

(A -

= 2)
 B AExx B(Exhy 2x5y)
=
+
· +

(nysy

= I . Sinx+ (-Sinx I .

B = 0

B AEx 2BExy (5yy D5x

=

+
· + +

Eby
+

(osx +
2(-sinx)6 +
0

+ (-(0Sx) I

=
0

E Anxx 2Bdxy (2yy DWe

=

+
+
+
·

+
Eny
= 0

F =
F = 0 = G =

A Us +IUnn 0
=

0
+
knn
-

Us
=

Uss-Ynn 0
=
 #
↳/09/23 Lecture -
13

method of Separation
#

viation :

Ar +
2BUccy +(Ugy +

DUx+Evy
+

Fu =
G

Suppose the soM UCx y) , is

,
=

defined on a domain
I bounded by curve T.

f() y)
suppose u =

, where
DC y) E N
.
aY

~
suppose
the
.

boundary
Blus indicates
-
information of the

solution UCC y ,
. >
⑧ 3
-I Diet's bondary cond"
-

·
If B(u) =

u i e
.
. BCU) =
fx y
,

(cyc = ↑ then the

boundary condh is called

"Dirichletis boundary
condn
"
.

Case Neumann's boundary aord

-

I
-

- - -

·
if B(U) =

zu
=

Fu I .

on

· is a unit normal
vector
-> Then the boundary
conde is Neumann's

boundary cord"
- Robin's boundary Condu
- -
-

If
By
- B(u) =

au +

a
where and B are

then the boundary condn

is missed boundary
conde 02 Robin's
cond "
=

boundary

=
- Kwin
- -

0x2

U kUccx
=

f(x)

E
UC0 +) 0 u( 0
=
=

boundary e
, , ,

condition
u(L t) =

0,
intial cond?
,

0 [ x I L
②
#
-

⑦
⑤
>
-

Our Purpose is to separate

and convert this pole in
system of ode .

UCss .
t =

X(x) T(t)

* =
"
in this - x

example ma n
f(x) q(t)

-> The se both

a be equal only
when they
are both are

equal to same

constant value .

if x
EI 0
=

"
x =
0 T = 0
.

x =
(2 +
(2X T
=

(z
 Ucx , +3 =

(y)(z +

(2X)

·
u(0 +, = 0
=

(2)z = 0

· we'll take
(2 =

0(z =

as if 23 =
0

the u'll become

Zea0 .

·
UCL , +) = 0 =
22L(z =
0

·
no matter
which We

choose as

"O "We'll get

trivial sol
for x =
0 .

-I x > 0

x =
42 (4 FOS
Mx
CzeMx
-

X = +
(ze
 T =

CzeM2kT

((zeMx Mx)
-

Ucx , H =
+

(ee

Cen2kt
-> for boundary
-

onde
13 Should become

2280 and if this

happens the solution
will become trivial

#
< x <8 * FO

X =

C2COS Mx +

12 sin MxC
-

k/M2t
T
=

(3e

ucx +
,
=

[C2C0s Mc
+

[sin MC]
&
-

k
ze

Mit
usoit =>
C2Ce = 0

⑰ 0
 -

+
Us .
1) =
0 => Cesin MLC be
8
=

=
y
xM2 m
=
12 ,
12. . . . .

u(x 0 ,
=
f(x)

Ces in M3s [ =
f(x)

kM2t
uxx + fxxe
-

n = 2 ,
2 , 3 .
--
. . .

-
k52
Mc , 1) = f() e 2

n =

7 , 2 ,
-
-. -

ucxit) =

n =
2
far -2
e =
0

UC0 .
y)= qcys ·
UCC 1 02 = 0

U(H , y)
=

0
,
U(x .
1) =
0

u(x , y)
=

x(x)Y(y)

x "y +
Y"x =
0

" "
x
* = =
(a-I If X 0 y (z (xy
= =
+

x = (2 +

(2X

U(x , y)
=

((z +

(2) ((3 +

(xy)

U(x , 0) =
0 =
((1 +

(2x)(3 =
0

H
(3 =

U(x , y) =

(2 +

(2x)(y

U(( . 1) = 0

=> (2 +

(2)( =
0

=>
either 22 +
(2X =
O

E = 0

-> In both cases ,

we will

have a trivial sol

we are not into ested
in x =
0 .
-# If >o

x =

42

I M2
"
x =

((z eMx Mx)

-

x =
+

(ee

y =

Cy COS My +CusinMy

(2eM MC)
-

uxx , y) =
+ (2e

CzCOSMy +
CsinMy)
·
U(x10]
([ze4 M4((z)
-

(e 0
=
+

(3 0
=
=>

( eM
Mx)csin
-

ux , y =
+

Ge
u(x ,
2)
=
0

((ze M3(ysin1
-

=>
+

Cee
O
=

Sin ML =
0 = ML =
n ST

M =
25 ,
n =
< , 2 .
--

x M
= n= 2 I2
=

--
, -

x ye
x x 7 2
= =
= , ,
---

u(0 ,
y)
=

g(y)

(Cz +

(e) C ,
Sin
My
=

g(y)

UCH 0
y)
=

MH
MH) cysin
-

(Cze
+

cee y
=
0
 (eMH
-
MH
+

Cze =

MH -
MH
Ce =
-

ce

2 =
C2 e2MH

(2 -

> e 24H) Cy Sin My

=

g(y)

ce ePH) cysinMy= gy

24H
C .
-

Cy Sin My= 9

C2CySin y =
-

e(y)
esinh MH
ux , y) 2 M)
H)
CysinMy
= -

MH
e

=- -

R sinh MH

gM
e
=