Unit-3 Maths III
Unit-3 Maths III
Unit: III
Sr. Course PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
No Outcome
1 CO1 H H H H L L L L L L L M
2 CO2 H H H H L L L L L L M M
3 CO3 H H H H L L L L L L M M
4 CO4 H H H H L L L L L L L M
5 CO5 H H H H L L L L L L M M
CO1 H L M
CO2 L M L
CO3 M M M
CO4 H M M
CO5 H M M
▪ Knowledge of differentiation
▪ Knowledge of Integration
▪ Knowledge of Fourier Series
PARTIAL DIFFERENTIAL
EQUATIONS
✓ PDE
✓ Order and degree of partial differential equation
𝑦2𝑧
Example 1: 𝑝 + 𝑥𝑧𝑞 = 𝑦 2 is quasi linear p.d.e of 1st order.
𝑥
𝜕2 𝑧 𝜕𝑧 2
Example 2: z + = 0 is quasi linear p.d.e of 2nd order.
𝜕𝑥 2 𝜕𝑦
𝜕𝑧 𝜕𝑧
𝑃 𝑥, 𝑦, 𝑧 + 𝑄 𝑥, 𝑦, 𝑧 = 𝑅 𝑥, 𝑦, 𝑧
𝜕𝑥 𝜕𝑦
This is known as general form of quasi linear p.d.e. of 1st order .
General form:
𝜕𝑛𝑢 𝜕𝑛𝑢 𝜕𝑛𝑢 𝜕 𝑛−1 𝑢
𝐴0 𝑛 + 𝐴1 𝑛−1 + ⋯ + 𝐴𝑛 𝑛 + 𝐵0 𝑛−1
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝜕𝑛𝑢 𝜕 𝑛−1 𝑢 𝜕𝑢 𝜕𝑢
+ 𝐵1 𝑛−1 + ⋯ + 𝐵𝑛 𝑛−1 + 𝐶0 + 𝐶1 + 𝑃0 𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
= 𝐹(𝑥, 𝑦)
General form :If the roots of A.E. are 𝑚1 , 𝑚2 , 𝑚3……… (all distinct
roots),then C. F. = 𝑓1 𝑦 + 𝑚1 𝑥 + 𝑓2 𝑦 + 𝑚2 𝑥 + 𝑓3 (𝑦 +
𝑚3 𝑥 ) + ⋯
Case 2: If the roots of A.E. are 𝑚1 , 𝑚1 (two equal roots) then
C. F. = 𝑓1 𝑦 + 𝑚1 𝑥 + 𝑥𝑓2 𝑦 + 𝑚1 𝑥
Note:
• If the roots of A.E. are 𝑚1 , 𝑚1 , 𝑚2 then
C. F. = 𝑓1 𝑦 + 𝑚1 𝑥 + 𝑥𝑓2 𝑦 + 𝑚1 𝑥 + 𝑓3 𝑦 + 𝑚3 𝑥
• If the roots of A.E. are 𝑚1 , 𝑚1 , 𝑚1 (three equal roots),then
C. F. = 𝑓1 𝑦 + 𝑚1 𝑥 + 𝑥𝑓2 𝑦 + 𝑚1 𝑥 + 𝑥 2 𝑓3 𝑦 + 𝑚1 𝑥
Example 3. Solve 𝐫 = 𝒂𝟐 𝐭
2 2 ′ 2
Solution: The Given equation is (𝐷 −𝑎 𝐷 )𝑧 =0
The auxiliary equation is 𝑚2 − 𝑎2 = 0
𝑚 = ±𝑎
C. F. = 𝑓1 𝑦 + 𝑎𝑥 + 𝑓2 𝑦 − 𝑎𝑥
P. I. = 0
Hence the solution is
𝑧 = C. F. +P. I. = 𝑓1 𝑦 + 𝑎𝑥 + 𝑓2 𝑦 − 𝑎𝑥
Where 𝑓1 , 𝑓2 , are arbitrary functions
P. I. = 0
Hence the complete solution is
𝑧 = 𝑓1 𝑦 + 𝑧1 𝑥 + 𝑓2 𝑦 + 𝑧ഥ1 𝑥 + 𝑓3 (𝑦 + 𝑧2 𝑥) + 𝑓4 (𝑦 + 𝑧ഥ2 𝑥)
Where 𝑓1 , 𝑓2 , 𝑓3, and 𝑓4 are arbitrary functions.
C. F. = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 + 2𝑥 + 𝑥𝑓3 𝑦 + 2𝑥 ……….(1)
1 𝑥+2𝑦
P. I. = 𝑒
𝐷3 −3𝐷2 𝐷′ +4𝐷′3
𝑝𝑢𝑡 𝐷 = 1, 𝐷′ = 2 & 𝑙𝑒𝑡 𝑢 = 𝑥 + 2𝑦.
1 1 𝑢
= =𝑢𝑑𝑢𝑑𝑢𝑑 𝑢 𝑒 𝑒
13 −3(1)2 .2+4(2)3 27
Since 𝑢 = 𝑥 + 2𝑦
1 𝑥+2𝑦
= 𝑒 ……………………………………………(2)
27
Hence the complete solution is (equation 1 & 2)
1 𝑥+2𝑦
𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 + 2𝑥 + 𝑥𝑓3 𝑦 + 2𝑥 + 𝑒
27
Where 𝑓1 , 𝑓2 and 𝑓3 are arbitrary functions.
𝜕2 𝑧 𝜕2 𝑧
Example 2: −2 = 𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 2𝑦
𝜕𝑥 2 𝜕𝑥 𝜕𝑦
Solution: The given equation is
(𝐷2 − 2DD′)𝑧 = sin 𝑥 cos 2𝑦
Auxiliary equation is
𝑚2 − 2m = 0
𝑚 = 0,2 roots are different
C. F. = 𝑓1 𝑦 + 𝑓2 𝑦 + 2𝑥 ………….(1)
1
P. I. = 2 ′
𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 2𝑦
𝐷 − 2𝐷𝐷
1
= 2 (𝑠𝑖𝑛 𝑥 + 2𝑦 + 𝑠𝑖𝑛 𝑥 − 2𝑦 )
2(𝐷 −2𝐷𝐷 ′ )
1 1 1
= [ 2 𝑠𝑖𝑛 𝑥 + 2𝑦 + 2 𝑠𝑖𝑛(𝑥 − 2𝑦)]
2 𝐷 −2𝐷𝐷 ′ 𝐷 −2𝐷𝐷′
1
= (𝑃1 +𝑃2 )
2
1
𝑃1 = 2 𝑠𝑖𝑛(𝑥 + 2𝑦)
𝐷 −2𝐷𝐷′
1
= 2 𝑢𝑑𝑢𝑑 𝑢 𝑛𝑖𝑆 where 𝑢 = 𝑥 + 2𝑦
1 −2(1)(2)
1 1
=− − 𝑠𝑖𝑛 𝑢 = 𝑠𝑖𝑛(𝑥 + 2𝑦)……..(2)
3 3
1
𝑃2 = 2 ′
𝑠𝑖𝑛(𝑥 − 2𝑦)
𝐷 − 2𝐷𝐷
1
= 𝑣𝑑𝑣𝑑 𝑣 𝑛𝑖𝑆 where 𝑣 = 𝑥 − 2𝑦
12 −2(1)(−2)
1
=𝑥 𝑠𝑖𝑛(𝑥 − 𝑦) again test fails 𝐹′ 𝑎, 𝑏 = 0
2 𝐷+𝐷 ′
1
𝑥 2 . 𝑠𝑖𝑛(𝑥 − 𝑦)………..(3)
2
By equation (2) & (3)
𝑥2
𝑃. 𝐼. = 𝑥2 𝑦−𝑥 + sin(𝑥 − 𝑦)…………(4)
2
By equation (1) & (4)
𝑥 2
𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑥𝑓2 𝑦 − 𝑥 + 𝑥 2 𝑦 − 𝑥 + sin(𝑥 − 𝑦)
2
where 𝑓1 and 𝑓2 are arbitrary functions.
2
Q1. (𝐷2 + 2𝐷𝐷′ + 𝐷′ )𝑧=𝑒 2𝑥+3𝑦
2 3 1Τ
Q2. (𝐷3 − 4𝐷2 𝐷′ + 5𝐷𝐷′ − 2𝐷′ )𝑧 = 𝑒 𝑦+2𝑥 + 𝑦 + 𝑥 2
2
Example 1. Solve (𝐷2 − 6𝐷𝐷′ + 9𝐷′ )𝑧 = 12𝑥 2 + 36𝑥𝑦
Solution: Auxiliary equation is
𝑚2 − 6𝑚 + 9 = 0
𝑚 = 3,3 roots are equal ,so
C. F. = 𝑓1 𝑦 + 3𝑥 + 𝑥𝑓2 𝑦 + 3𝑥 ………(1)
1
P.I.= 12𝑥 2 + 36𝑥𝑦
(𝐷2−6𝐷𝐷′+9𝐷′2)
1 1
= (12𝑥 2 ) + (36𝑥𝑦)
(𝐷2
− 6𝐷𝐷′ + 9𝐷′ 2 ) (𝐷2 − 6𝐷𝐷′ + 9𝐷′ 2 )
= 𝑃1 + 𝑃2
−2
1 𝐷′
= 2 1−3 36𝑥𝑦
𝐷 𝐷
Neglecting higher power terms
1 𝐷′
= 2 1+6 36𝑥𝑦
𝐷 𝐷
1 𝐷′
= 2 (36𝑥𝑦 + 6 36𝑥𝑦)
𝐷 𝐷
1 1
= 2 (36𝑥𝑦 + 6 36𝑥)
𝐷 𝐷
1 36 𝑥 2
= 2 (36𝑥𝑦 + 6 × )
𝐷 2
1 1 2
= 36 (𝑦 2 𝑥 + 3 2 𝑥 )
𝐷 𝐷
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 67
Homogeneous linear PDE (CO3)
integrating w.r.t. x
𝑥3 𝑥4
= 36 𝑦 + 3
6 12
= (6𝑥 3 𝑦 + 9𝑥 4 )
P.I.= 𝑃1 + 𝑃2
= 𝑥 4 + 6𝑥 3 𝑦 + 9𝑥 4
= 6𝑥 3 𝑦 + 10𝑥 4 ……..(2)
By equation (1 & 2) General solution is
𝑧 = 𝑓1 𝑦 + 3𝑥 + 𝑥𝑓2 𝑦 + 3𝑥 + 6𝑥 3 𝑦 + 10𝑥 4
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Example2: Solve +3 + 2 2 = 12𝑥𝑦
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦
Auxiliary equation is
𝑚2 + 3𝑚 + 2 = 0
𝑚 = −1, −2 roots are different , so
C.F. = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 − 2𝑥 ………(1)
1
P.I.= (12𝑥𝑦)
( 2
𝐷 2 +3𝐷𝐷′+2𝐷′ )
1
= (12𝑥𝑦)
𝐷′ 𝐷′2
𝐷2 1+3 +2 2
𝐷 𝐷
3
= 2𝑥 3 𝑦 − 𝑥 4 …………………………..(2)
2
By equation(1 & 2)
3 4 3
𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 − 2𝑥 + 2𝑥 𝑦 − 𝑥
2
▪ General method of finding P.I. :
1
𝜙 𝑥, 𝑦 = 𝑥 𝜙 , 𝑐 − 𝑚𝑥 𝑑𝑥, here 𝑦 ⟶ 𝑐 − 𝑚𝑥
𝐷−𝑚𝐷′
Q.1 Solve the linear partial differential equation
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
+ −6 2 = 𝑦 cos 𝑥
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦
2
Solution: (𝐷2 + 𝐷𝐷′ − 6𝐷′ )𝑧 = 𝑦 cos 𝑥
Auxiliary equation is
𝑚2 + 𝑚 − 6 = 0
𝑚 = 2, −3 roots are different , so
𝐶. 𝐹. = 𝑓1 𝑦 + 2𝑥 + 𝑓2 𝑦 − 3𝑥 ………(1)
1
𝑃. 𝐼. = 2 2 𝑦 cos 𝑥
(𝐷 + 𝐷𝐷 − 6𝐷 )
′ ′
1
= 𝑦 cos 𝑥
(𝐷 − 2𝐷′)(𝐷 + 3𝐷′)
1
= 𝑐 + 3𝑥 cos 𝑥 𝑑𝑥 𝑦 ⟶ 𝑐 + 3𝑥
(𝐷−2𝐷′)
1
= න 𝑐 cos 𝑥 𝑑𝑥 + න 3𝑥 𝑐𝑜𝑠𝑥 𝑑𝑥
(𝐷 − 2𝐷′)
1
= [𝑐 sin 𝑥 + 3{𝑥 sin 𝑥 − 1. sin 𝑥 𝑑𝑥}]
(𝐷−2𝐷′)
1
= [(𝑐 + 3𝑥) sin 𝑥 + 3 cos 𝑥]
(𝐷 − 2𝐷′)
1
= [𝑦 sin 𝑥 + 3 cos 𝑥] where 𝑐 ⟶ 𝑦 − 3𝑥
(𝐷−2𝐷′)
= 𝑏 − 2𝑥 sin 𝑥 +3 𝑐𝑜𝑠𝑥 𝑑𝑥 𝑦 ⟶ 𝑏 − 2𝑥
2
Q1. (𝐷2 +(𝑎 + 𝑏)𝐷𝐷′ + 𝑎𝑏𝐷′ )𝑧 = 𝑥𝑦
1 3 (𝑎+𝑏)𝑥 4
Ans: 𝑓1 𝑦 − 𝑎𝑥 + 𝑓2 𝑦 − 𝑏𝑥 + 𝑥 𝑦 −
6 24
2
Q2. (𝐷2 −𝐷𝐷′ − 2𝐷′ )𝑧 = (𝑦 − 1)𝑒 𝑥
Ans: 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 + 2𝑥 + 𝑒 𝑥 𝑦
2
Q3. (𝐷2 +2𝐷𝐷′ + 𝐷′ )𝑧 = 2 cos 𝑦 − 𝑥 sin 𝑦
𝐴𝑛𝑠: 𝑓1 𝑦 − 𝑥 + 𝑥𝑓2 𝑦 − 𝑥 + 𝑥 sin 𝑦
𝜕𝑧
𝑝= = 𝐷𝑧
𝜕𝑥
𝜕𝑧
𝑞= = 𝐷′ 𝑧
𝜕𝑦
Put these values we get
2
𝐷2 − 𝐷′ + 𝐷 − 𝐷′ 𝑧 = 0
⇒ 𝐷 + 𝐷′ 𝐷 − 𝐷′ + 𝐷 − 𝐷′ 𝑧 = 0
⇒ 𝐷 − 𝐷′ 𝐷 + 𝐷′ + 1 𝑧 = 0
C.F.= 𝑓1 𝑦 + 𝑥 + 𝑒 −𝑥 𝑓2 𝑦 − 𝑥
P.I.= 0
𝑧 = C.F. + P.I.
⇒𝑧 = 𝑓1 𝑦 + 𝑥 + 𝑒 −𝑥 𝑓2 𝑦 − 𝑥
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 82
Non homogenous linear PDE(CO3)
C.F.= 𝑓1 𝑦 − 𝑥 + 𝑒 −2𝑥 𝑓2 𝑦 + 2𝑥
P.I. = 0
𝑧 = C.F. + P.I.
⇒ 𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑒 −2𝑥 𝑓2 𝑦 + 2𝑥 + 0
⇒𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑒 −2𝑥 𝑓2 𝑦 + 2𝑥
Example-6 Solve: 𝐷2 − 3𝐷𝐷′ + 𝐷′ + 4 𝑧 = 0
Solution: Here linear factor is not possible
𝐷2 − 3𝐷𝐷′ + 𝐷′ + 4 𝑧 = 0 ⋯ ⋯ 1
Let the solution of 1 is
𝑧 = 𝐴𝑒 ℎ𝑥+𝑘𝑦
Case-3: When 𝐹 𝑥, 𝑦 = 𝑥 𝑚 𝑦 𝑛
1
Then P.I. = 𝑥𝑚𝑦𝑛
𝜙 𝐷,𝐷′
⇒ P.I. = 1 + 𝑊 𝐷, 𝐷′ −1 𝑥 𝑚 𝑦 𝑛
Case-4:When 𝐹 𝑥, 𝑦 = 𝑒 𝑎𝑥+𝑏𝑦 . 𝑉 where 𝑉 is any function of
𝑥, 𝑦.
1
Then P.I. = 𝑒 𝑎𝑥+𝑏𝑦 . 𝑉
𝜙 𝐷,𝐷 ′
1
⇒ P.I. = 𝑒 𝑎𝑥+𝑏𝑦 𝑉
𝜙 𝐷+𝑎,𝐷 ′ +𝑏
2
Example-7 Solve: 𝐷2 − 4𝐷𝐷′ + 4𝐷′ − 𝐷 + 2𝐷′ 𝑧 = 𝑒 3𝑥+4𝑦
Solution: Given PDE is non homogenous
To find C.F.
2
𝐷2 − 4𝐷𝐷′ + 4𝐷′ − 𝐷 + 2𝐷′ 𝑧 = 0
⇒ 𝐷 − 2𝐷′ 2 − 𝐷 − 2𝐷′ 𝑧 = 0
⇒ 𝐷 − 2𝐷′ 𝐷 − 2𝐷′ − 1 𝑧 = 0
C.F.= 𝑓1 𝑦 + 2𝑥 + 𝑒 𝑥 𝑓2 𝑦 + 2𝑥
1 3𝑥+4𝑦
P.I. = 2 𝑒
𝐷 2 −4𝐷𝐷 ′ +4𝐷′ −𝐷+2𝐷 ′
′
Here put 𝐷 = 3 & 𝐷 = 4, 𝜙 3,4 = 30 ≠ 0
𝐷−𝐷 ′
= 2 sin 2𝑥 + 𝑦
2 𝐷2 −𝐷 ′
𝐷−𝐷 ′
= sin 2𝑥 + 𝑦
2 −4+1
2 cos 2𝑥+𝑦 −cos 2𝑥+𝑦
=
−6
1
= − cos 2𝑥 + 𝑦
6
𝑧 = C.F. + P.I.
1
⇒ 𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑒 −2𝑥 𝑓2 𝑦 + 2𝑥 − cos 2𝑥 + 𝑦
6
2
Example-9 Solve: 𝐷 − 𝐷′ 𝑧 = 𝑐𝑜𝑠 𝑥 − 3𝑦
Solution: Given PDE is non homogenous to find C.F.
2
Put 𝐷 − 𝐷′ 𝑧 = 0 ⋯ ⋯ 1
Here factor is not possible
Let the solution of 1 is
𝑧 = 𝐴𝑒 ℎ𝑥+𝑘𝑦
Then 𝐷𝑧 = 𝐴ℎ𝑒 ℎ𝑥+𝑘𝑦
𝐷′ 𝑧 = 𝐴𝑘𝑒 ℎ𝑥+𝑘𝑦
2
𝐷′ 𝑧 = 𝐴𝑘 2 𝑒 ℎ𝑥+𝑘𝑦
Then 𝐴ℎ𝑒 ℎ𝑥+𝑘𝑦 − 𝐴𝑘 2 𝑒 ℎ𝑥+𝑘𝑦 = 0
⇒ 𝐴 ℎ − 𝑘 2 𝑒 ℎ𝑥+𝑘𝑦 = 0
⇒ ℎ − 𝑘 2 = 0⇒ ℎ = 𝑘 2
2 𝑥+𝑘𝑦
So C.F. is given by- C. F. = σ 𝐴𝑒 𝑘
1
P.I. = 2 𝑐𝑜𝑠 𝑥 − 3𝑦
𝐷−𝐷′
𝑧 = C.F. + P.I.
2 𝑥+𝑘𝑦 1
⇒𝑧 = σ 𝐴𝑒 𝑘 + sin 𝑥 − 3𝑦 + 9cos 𝑥 − 3𝑦
82
2
Example-10 Solve: 𝐷2 − 𝐷′ − 3𝐷 + 3𝐷′ 𝑧 = 𝑥𝑦 + 𝑒 𝑥+2𝑦
Solution: Given PDE is non homogenous, to find C.F. put
2
𝐷2 − 𝐷′ − 3𝐷 + 3𝐷′ 𝑧 = 0
⇒ 𝐷 + 𝐷′ 𝐷 − 𝐷′ − 3 𝐷 − 𝐷′ 𝑧 = 0
⇒ 𝐷 − 𝐷′ 𝐷 + 𝐷′ − 3 𝑧 = 0
C.F.= 𝑓1 𝑦 + 𝑥 + 𝑒 3𝑥 𝑓2 𝑦 − 𝑥
1
P.I. = 2 𝑥𝑦 + 𝑒 𝑥+2𝑦
𝐷 2 −𝐷′ −3𝐷+3𝐷 ′
= 𝑃1 + 𝑃2
1
∵ 𝑃1 = 2 𝑥𝑦
𝐷2 −𝐷 ′ −3𝐷+3𝐷 ′
1
⇒ 𝑃1 = 𝑥𝑦
𝐷−𝐷 ′ 𝐷+𝐷 ′ −3
1
= 𝐷′ 𝐷+𝐷′
𝑥𝑦
𝐷 1− 𝐷 ×(−3) 1− 3
−1 −1
1 𝐷′ 𝐷+𝐷 ′
= 1− 1− 𝑥𝑦
−3𝐷 𝐷 3
∵ 1−𝑥 −1 =1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ ⋯
1 𝐷+𝐷′ 2𝐷𝐷′ 𝐷′ 𝐷′
= − 1 + + + + 𝑥𝑦
3𝐷 3 9 𝐷 3
1 𝑦 𝑥 2 1 𝑥
=− 𝑥𝑦 + + + + 𝑥 +
3𝐷 3 3 9 𝐷 3
1 𝑦 𝑥 2 𝑥2 𝑥
= − 𝑥𝑦 + + + + +
3𝐷 3 3 9 2 3
1 𝑥2𝑦 𝑥𝑦 𝑥2 2𝑥 𝑥3 𝑥2
= − + + + + +
3 2 3 6 9 6 6
1 𝑥2𝑦 𝑥𝑦 𝑥2 2𝑥 𝑥3
𝑃1 = − + + + +
3 3 3 3 9 6
1
∵ 𝑃2 = ′2
𝑒 2𝑥+𝑦
𝐷2 −𝐷 −3𝐷+3𝐷′
⇒ 𝑃. 𝐼. = 𝑃1 + 𝑃2 .
1 𝑥2𝑦 𝑥𝑦 𝑥2 2𝑥 𝑥3
⇒ 𝑃. 𝐼. = − + + + + + 𝑥𝑒 2𝑥+𝑦 .
3 3 3 3 9 6
So general solution is given by
𝑧
1 𝑥 2𝑦 𝑥𝑦 𝑥 2 2𝑥 𝑥 3
= 𝑓1 𝑦 + 𝑥 + 𝑒 3𝑥 𝑓2 𝑦 − 𝑥 − + + + +
3 3 3 3 9 6
+ 𝑥𝑒 2𝑥+𝑦
Example-11 Solve: 𝑠 + 𝑝 − 𝑞 = 𝑧 + 𝑥𝑦
Solution: Given PDE is non homogenous.
𝐷𝐷′ + 𝐷 − 𝐷′ − 1 𝑧 = 𝑥𝑦
𝐷 − 1 𝐷′ + 1 𝑧 = 𝑥𝑦
for find C.F.
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 99
Non homogenous linear PDE(CO3)
𝐷 − 1 𝐷′ + 1 𝑧 = 0 𝑜𝑟 𝐷 − 0𝐷′ − 1 𝐷′ − 0𝐷 + 1 𝑧 = 0
⇒ 𝐶. 𝐹. = 𝑒 𝑥 𝑓1 𝑦 + 0𝑥 + 𝑒 −𝑦 𝑓2 (𝑥 + 0𝑦)
⇒ 𝐶. 𝐹. = 𝑒 𝑥 𝑓1 𝑦 + 𝑒 −𝑦 𝑓2 (𝑥)
Now,
1
𝑃. 𝐼. = ′
𝑥𝑦
𝐷−1 𝐷 +1
𝑃. 𝐼. = − 1 − 𝐷 −1 1 + 𝐷′ −1 𝑥𝑦
⇒ 𝑃. 𝐼. = − (1 + 𝐷 + 𝐷2 + ⋯ )(1 − 𝐷′ + ⋯ ) 𝑥𝑦 .
⇒ 𝑃. 𝐼. = − 1 + 𝐷 − 𝐷′ − 𝐷𝐷′ 𝑥𝑦 .
⇒ 𝑃. 𝐼. = − 𝑥𝑦 + 𝑦 − 𝑥 − 1
Hence the complete solution is
𝑧 = C.F. + P.I
𝑧 = 𝑒 𝑥 𝑓1 𝑦 + 𝑒 −𝑦 𝑓2 𝑥 − 𝑥𝑦 + 𝑦 − 𝑥 − 1 .
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 100
Non homogenous linear PDE(CO3)
2𝑥
1
= 6𝑒 න sin 𝑐 𝑑𝑥
𝐷 − 3𝐷′ 2
1
= 6𝑒 2𝑥 𝑥 sin 𝑐
𝐷 − 3𝐷′ 2
1
= 6𝑒 2𝑥 𝑥 sin 3𝑥 + 𝑦 ∵ 𝑐 → 3𝑥 + 𝑦
𝐷−3𝐷′ 2
1 1
= 6𝑒 2𝑥 𝑥 sin 3𝑥 + 𝑦
𝐷−3𝐷 ′ 𝐷−3𝐷 ′
1
= 6𝑒 2𝑥 𝑥 sin 3𝑥 + 𝑐 − 3𝑥 𝑑𝑥 ∵ 𝑦 → 𝑐 − 3𝑥
𝐷−3𝐷 ′
2𝑥 1 𝑥2
= 6𝑒 × sin 𝑐
𝐷−3𝐷 ′ 2
2𝑥 1 1
P.I. = 2𝑒 𝑡𝑎𝑛 3𝑥 + 𝑦
(𝐷−3𝐷′ ) (𝐷−3𝐷′ )
1
P.I. = 2𝑒 2𝑥 𝑛𝑎𝑡 3𝑥 + 𝑐 − 3𝑥 𝑑𝑥 ∵𝑦 → 𝑐 − 3𝑥
(𝐷−3𝐷′ )
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 104
Non homogenous linear PDE(CO3)
1
= 2𝑒 2𝑥 𝑥𝑑𝑐 𝑛𝑎𝑡 .
(𝐷−3𝐷′ )
1
= 2𝑒 2𝑥 𝑥𝑡𝑎𝑛𝑐.
(𝐷−3𝐷′ )
2𝑥 1
= 2𝑒 𝑥𝑡𝑎𝑛(3𝑥 + 𝑦). ∵ 𝑐 → 3𝑥 + 𝑦
𝐷−3𝐷 ′
P.I. = 2𝑒 2𝑥 𝑥𝑡𝑎𝑛 3𝑥 + 𝑐 − 3𝑥
𝑑𝑥 ∵𝑦 → 𝑐 − 3𝑥
P.I. = 2𝑒 2𝑥 𝑥𝑑 𝑐 𝑛𝑎𝑡𝑥
2
2𝑥 𝑥
= 2𝑒 𝑡𝑎𝑛𝑐. ∵ 𝑐 → 3𝑥 + 𝑦
2
= 𝑒 2𝑥 𝑥 2 𝑡𝑎𝑛 3𝑥
+𝑦 .
General solution is given by-
⇒ 𝑧 = 𝑒 2𝑥 𝑓1 𝑦 + 3𝑥 + 𝑥𝑒 2𝑥 𝑓2 𝑦 + 3𝑥 + 𝑥 2 𝑒 2𝑥 𝑡𝑎𝑛 3𝑥 + 𝑦 .
2
Q1 Solve (2𝐷2 − 5𝐷𝐷′ + 2𝐷′ )𝑧 = 0
𝑥
Ans: ∅1 𝑦 − + ∅2 (𝑦 − 2𝑥)
2
2
Q2. Solve (𝐷2 + 3 𝐷𝐷′ + 2𝐷′ ) 𝑧 = 𝑥 + 𝑦
𝑥 1
Ans:- ∅1 𝑦 − + ∅2 (𝑦 − 2𝑥)+ (𝑥 + 𝑦)3
2 36
Q3. Solve 𝐷𝑥 − 𝐷𝑦 − 1 𝐷𝑥 − 𝐷𝑦 − 2 𝑧 = 𝑒 2𝑥−𝑦 + 𝑥
𝑥 2𝑥 1 2𝑥−𝑦 𝑥 3
Ans:- 𝑒 ∅1 𝑦 + 𝑥 + 𝑒 ∅2 𝑦 + 𝑥 + 𝑒 + +
2 2 4
Examples:
Q 1. Classify the following PDE’s:
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
i. 𝜕𝑥 2
+
𝜕𝑥𝜕𝑡
+
𝜕𝑡 2
Sol: 𝐴 = 1, 𝐵 = 1, 𝐶 = 1
𝐵2 − 4𝐴𝐶 = 1 2 − 4 1 1 = −3 < 0
So given operator is Elliptic.
ii. 𝑧𝑥𝑥 = 𝑧𝑡𝑡
Sol: 𝑧𝑥𝑥 − 𝑧𝑡𝑡 = 0
𝐴 = 1, 𝐵 = 0, 𝐶 = −1
𝐵2 − 4𝐴𝐶 = 0 2 − 4 1 −1 = 4 > 0
So given operator is hyperbolic.
iii. 𝑧𝑥𝑥 + 𝑧𝑡𝑡 = 0
Sol: 𝐴 = 1, 𝐵 = 0, 𝐶 = 1
𝐵2 − 4𝐴𝐶 = 0 2 − 4 1 1 = −4 < 0
So given operator is Elliptic.
iv. 𝑧𝑥𝑥 = 𝑧𝑦
Sol: 𝑧𝑥𝑥 − 𝑧𝑦 = 0
𝐴 = 1, 𝐵 = 0, 𝐶 = 0
𝐵2 − 4𝐴𝐶 = 0 2 − 4 1 0 = 0
So given operator is parabolic.
✓ Classification of PDE
𝜕𝑢
Now by equation (2) = 𝑌𝑋′
𝜕𝑥
𝜕𝑢
= 𝑋𝑌′
𝜕𝑦
Putting these values equation (1) we get
𝑌𝑋′ = 𝑋𝑌 ′
𝑋′ 𝑌′
= = 𝑘 (𝑠𝑎𝑦𝑠)
𝑋 𝑌
Taking first and last part
𝑋′
⟹ =𝑘
𝑋
𝑑𝑋
⟹ =𝑘
𝑋𝑑𝑥
𝑑𝑋
⟹ = 𝑘𝑑𝑥
𝑋
Now integrating
⟹ log 𝑋 = 𝑘𝑥 + log 𝑐1
⟹ log 𝑋 − log 𝑐1 = 𝑘𝑥
𝑋
⟹ log = 𝑘𝑥
𝑐1
𝑋
⟹ = 𝑒 𝑘𝑥
𝑐1
⟹ 𝑋 = 𝑐1 𝑒 𝑘𝑥 ……(3)
𝑋
⟹ = 𝑥𝑘
𝑐1
⟹ 𝑋 = 𝑐1 𝑥 𝑘 ……(3)
Now Taking second and last part
−𝑦𝑌′
=𝑘
𝑌
−𝑦𝑑𝑌
⟹ =𝑘
𝑌𝑑𝑦
𝑑𝑌 𝑑𝑦
⟹ = −𝑘
𝑌 𝑦
Now integrating
𝑦 3 𝑌𝑋 ′ + 𝑥 2 𝑋𝑌 ′ = 0
𝑋′ −𝑌′
2
= 3 = 𝑘 𝑠𝑎𝑦𝑠
𝑥 𝑋 𝑦 𝑌
Taking first and last part
𝑋′
⟹ 2 =𝑘
𝑥 𝑋
𝑑𝑋
⟹ 2 =𝑘
𝑥 𝑋𝑑𝑥
𝑑𝑋
⟹ = 𝑘𝑥 2 dx
𝑋
Now integrating
𝑥3
⟹ log 𝑋 = 𝑘 + log 𝑐1
3
𝑥3
⟹ log 𝑋 − log 𝑐1 = 𝑘
3
3
𝑋 𝑥
⟹ log = 𝑘
𝑐1 3
𝑋 𝑥3
⟹ = 𝑒𝑘 3
𝑐1
𝑥3
𝑘3
⟹ 𝑋 = 𝑐1 𝑒 ……(3)
Now Taking second and last part
−𝑌′
3
=𝑘
𝑦 𝑌
−𝑑𝑌
⟹ 3
=𝑘
𝑌𝑦 𝑑𝑦
𝑑𝑌
⟹ = −𝑘𝑦 3 𝑑𝑦
𝑌
Now integrating
𝑦4
⟹ log 𝑌 = −𝑘 + log 𝑐2
4
𝑦4
⟹ log 𝑌 − log 𝑐2 = −𝑘
4
𝑌 𝑦 4
⟹ log = −𝑘
𝑐2 4
𝑌 𝑦4
⟹ = 𝑒 −𝑘 4
𝑐2
⟹ 𝑋 = 𝑐1 𝑥 𝑘 ……(3)
Now Taking second and last part
−2𝑦𝑌
=𝑘
𝑌′
−2𝑌𝑦𝑑𝑦
⟹ =𝑘
𝑑𝑌
𝑑𝑌 2𝑦𝑑𝑦
⟹ =−
𝑌 𝑘
Now integrating
𝑦2
⟹ log 𝑌 = − + log 𝑐2
𝑘
𝑦2
⟹ log 𝑌 − log 𝑐2 =−
𝑘
𝑌 𝑦2
⟹ log = −
𝑐2 𝑘
𝑌 𝑦2
⟹ = 𝑒− 𝑘
𝑐2
𝑦2
−
⟹ 𝑌 = 𝑐2 𝑒 ……(4)
𝑘
Auxiliary equation
𝑚2 − 𝑘 = 0
⇒𝑚= ± 𝑘
𝑋 = 𝑐1 𝑒 𝑘𝑥 + 𝑐2 𝑒 − 𝑘𝑥 ……(4)
Now Taking second and last part
𝑌′
=𝑘
𝑌
𝑑𝑌
⟹ =𝑘
𝑌𝑑𝑦
𝑑𝑌
⟹ = 𝑘𝑑𝑦
𝑌
Now integrating
⟹ log 𝑌 = 𝑘𝑦 + log 𝑐3
⟹ log 𝑌 − log 𝑐3 = 𝑘𝑦
𝑦
⟹ log = 𝑘𝑦
𝑐3
𝑌
⟹ = 𝑒 𝑘𝑦
𝑐3
⟹ 𝑌 = 𝑐3 𝑒 𝑘𝑦 ……(4)
Now by equation (3) and (4) in equation (2)
𝑢 = 𝑋𝑌 = 𝑐1 𝑒 𝑘𝑥 + 𝑐2 𝑒 − 𝑘𝑥 𝑐3 𝑒 𝑘𝑦
Hence it is the solution of equation (1).
3𝑌𝑋 ′ + 2𝑋𝑌 ′ = 0
𝑋′ 2𝑌′
=− = 𝑘 (𝑠𝑎𝑦𝑠)
𝑋 3𝑌
Taking first and last part
𝑋′
⟹ =𝑘
𝑋
𝑑𝑋
⟹ =𝑘
𝑋𝑑𝑥
𝑑𝑋
⟹ = 𝑘𝑑𝑥
𝑋
Now integrating
⟹ log 𝑋 = 𝑘𝑥 + log 𝑐1
⟹ log 𝑋 − log 𝑐1 = 𝑘𝑥
𝑋
⟹ log = 𝑘𝑥
𝑐1
𝑋
⟹ = 𝑒 𝑘𝑥
𝑐1
⟹ 𝑋 = 𝑐1 𝑒 𝑘𝑥 ……(3)
Now Taking second and last part
−2𝑌′
=𝑘
3𝑌
−2𝑑𝑌
⟹ = 𝑘
3𝑌𝑑𝑦
𝑑𝑌 −3
⟹ = 𝑘𝑑y
𝑌 2
Now integrating
−3
⟹ log 𝑌 = 𝑘𝑦 + log 𝑐2
2
−3
⟹ log 𝑌 − log 𝑐2 = 𝑘𝑦
2
𝑌 −3
⟹ log = 𝑘𝑦
𝑐2 2
𝑌 −3
⟹ = 𝑒 2 𝑘𝑦
𝑐2
−3
𝑘𝑦
⟹ 𝑌 = 𝑐2 𝑒 2 ……(4)
𝜕𝑧 𝜕𝑧
Sol: Given equation is2 +3 + 5𝑧 = 0……(1)
𝜕𝑥 𝜕𝑦
In this equation u dependent on x and y so the give equation
has the solution like
𝑧 𝑥, 𝑦 = 𝑋 𝑥 𝑌(𝑦)……(2)
𝜕𝑧
Now by equation (2) = 𝑌𝑋′
𝜕𝑥
𝜕𝑧
= 𝑋𝑌 ′
𝜕𝑦
Putting these values equation (1) we get
2𝑌𝑋 ′ + 3𝑋𝑌 ′ + 5𝑋𝑌 = 0
We have
2𝑋′ 3𝑌 ′
= − − 5 = 𝑘 (𝑠𝑎𝑦𝑠)
𝑋 𝑌
Taking first and last part
2𝑋′
⟹ =𝑘
𝑋
2𝑑𝑋
⟹ =𝑘
𝑋𝑑𝑥
𝑑𝑋 1
⟹ = 𝑘𝑑𝑥
𝑋 2
Now integrating
1
⟹ log 𝑋 = 𝑘𝑥 + log 𝑐1
2
1
⟹ 𝑙𝑜𝑔 𝑋 = 𝑘𝑥 + 𝑙𝑜𝑔 𝑐1
2
1
⟹ 𝑙𝑜𝑔 𝑋 − 𝑙𝑜𝑔 𝑐1 = 𝑘𝑥
2
𝑋 1
⟹ 𝑙𝑜𝑔 = 𝑘𝑥
𝑐1 2
𝑋 1
⟹ = 𝑒 2𝑘𝑥
𝑐1
1
𝑘𝑥
⟹ 𝑋 = 𝑐1 𝑒 ……(3)
2
−3𝑑𝑌
⟹ =𝑘+5
𝑌𝑑𝑦
𝑑𝑌 1
⟹ = − (𝑘 + 5)𝑑y
𝑌 3
Now integrating
1
⟹ log 𝑌 = − (𝑘 + 5)𝑦 + log 𝑐2
3
1
⟹ log 𝑌 − log 𝑐2 = − (𝑘 + 5)𝑦
3
𝑌 1
⟹ log = − (𝑘 + 5)𝑦
𝑐2 3
𝑌 1
−3(𝑘+5)𝑦
⟹ =𝑒
𝑐2
4𝑌𝑋 ′ + 𝑋𝑌 ′ = 3𝑋𝑌
4𝑋′ 𝑌′
= 3 − = 𝑘 (𝑠𝑎𝑦𝑠)
𝑋 𝑌
Taking first and last part
4𝑋′
⟹ =𝑘
𝑋
4𝑑𝑋
⟹ =𝑘
𝑋𝑑𝑥
𝑑𝑋 1
⟹ = 𝑘𝑑𝑥
𝑋 4
Now integrating
1
⟹ log 𝑋 = 𝑘𝑥 + log 𝑐1
4
1
⟹ log 𝑋 − log 𝑐1 = 𝑘𝑥
4
𝑋 1
⟹ log = 𝑘𝑥
𝑐1 4
𝑋 1
⟹ = 𝑒 4𝑘𝑥
𝑐1
1
𝑘𝑥
⟹ 𝑋 = 𝑐1 𝑒 ……(3)
4
𝑑𝑌
⟹ =3−𝑘
𝑌𝑑𝑦
𝑑𝑌
⟹ = (3 − 𝑘)𝑑y
𝑌
Now integrating
⟹ log 𝑌 = (3 − 𝑘)𝑦 + log 𝑐2
⟹ log 𝑌 − log 𝑐2 = (3 − 𝑘)𝑦
𝑦
⟹ log = (3 − 𝑘)𝑦
𝑐2
𝑌
⟹ = 𝑒 (3−𝑘)𝑦
𝑐2
⟹ 𝑌 = 𝑐2 𝑒 (3−𝑘)𝑦 ……(4)
Now by equation (3) and (4) in equation (2)
𝑘 = 4, 𝑏1 = 4 &𝑘 = 8, 𝑏2 = −1
Putting these values in equation (6),
𝑢 = 4𝑒 −(𝑥+𝑦) − 𝑒 −(2𝑥+5𝑦) … … . (5)
Hence it is the solution of equation (1).
11/23/2022 Mr. Raman Chauhan Maths III (AAS0301A) Unit-III 154
Daily Quiz (CO3)
✓ Classification of PDE
✓ Variable separation Method
Wave equation
• It tells us how the displacement u can change as a function of
position and time and the function. The solutions to the wave
equation (u(x,t)) are obtained by appropriate
integration techniques.
𝜕2 𝑢
⇒ = 𝑋 𝑇′′
𝜕𝑡 2
Now equation 1 becomes
⇒ 𝑋𝑇 ′′ = 𝑐 2 𝑋’’ T
𝑋 ′′ 𝑇 ′′
⇒ = = 𝑘 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑋 𝑐 2𝑇
Here 𝑘 have 3 possibilities
Case-1: 𝒌 = 𝟎
Case-2: 𝒌 = 𝒑𝟐
Case-3: 𝒌 = −𝒑𝟐
Case-1: When 𝑘 = 0
𝑋 ′′
Now = 0
𝑋
⇒ 𝑋 ′′ = 0
𝑑2 𝑋
⇒ =0
𝑑𝑥 2
𝑑𝑋
⇒ = 𝑐1
𝑑𝑥
⇒ 𝑋 𝑥 = 𝑐1 𝑥 + 𝑐2
Again
𝑇 ′′
⇒ 2 =0
𝑐 𝑇
⇒ 𝐷2 − 𝑝2 𝑋 = 0
Which is linear differential equation with constant coefficient.
Auxiliary equation is given by-
⇒ 𝑚2 − 𝑝2 = 0
⇒ 𝑚2 = 𝑝2
⇒𝑚 =±𝑝
⇒ 𝑋 𝑥 = 𝑐1 𝑒 𝑝𝑥 + 𝑐2 𝑒 −𝑝𝑥
Again
𝑇 ′′
⇒ 2 = 𝑝2
𝑐 𝑇
𝑑2 𝑇
⇒ 2 = 𝑐 2 𝑝2 𝑇
𝑑𝑡
𝑑2 𝑇
⇒ − 𝑐 2 𝑝2 𝑇 = 0
𝑑𝑡 2
Which is linear differential equation with constant coefficient.
Auxiliary equation is given by-
⇒ 𝑚2 − 𝑐 2 𝑝2 = 0
⇒ 𝑚 = ±𝑐𝑝
Then
⇒ 𝑇 𝑡 = 𝑐3 𝑒 𝑐𝑝𝑡 + 𝑐4 𝑒 −𝑐𝑝𝑡
∵ 𝑢 𝑥, 𝑡 = 𝑋𝑇
⇒ 𝑢 𝑥, 𝑡 = 𝑐1 𝑒 𝑝𝑥 + 𝑐2 𝑒 −𝑝𝑥 𝑐3 𝑒 𝑐𝑝𝑡 + 𝑐4 𝑒 −𝑐𝑝𝑡
⇒ 𝑚2 = −𝑝2
⇒ 𝑚 = ±𝑖 𝑝
⇒ 𝑋 𝑥 = 𝑐1 cos 𝑝𝑥 + 𝑐2 sin 𝑝𝑥
Again
𝑇 ′′
⇒ = −𝑝2
𝑐 2𝑇
𝑑2 𝑇
⇒ 2 = −𝑐 2 𝑝2 T
𝑑𝑡
𝑑2 𝑇
⇒ + 𝑐 2 𝑝2 𝑇 = 0
𝑑𝑡 2
Which is linear differential equation with constant coefficient.
Auxiliary equation is given by-
⇒ 𝑚2 + 𝑐 2 𝑝2 = 0
⇒ 𝑚 = ±𝑖𝑐𝑝
⇒ 𝑇 𝑡 = 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡
∵ 𝑢 𝑥, 𝑡 = 𝑋𝑇
⇒𝑢 𝑥, 𝑡 = 𝑐1 cos 𝑝𝑥 + 𝑐2 sin 𝑝𝑥 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡
As we dealing with problem on vibration of string, So solution
will be periodic then solution will be-
𝑢 𝑥, 𝑡 = 𝑐1 cos 𝑝𝑥 + 𝑐2 sin 𝑝𝑥 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡
Example-1: A string and fastened to two points 𝑙 apart. Motion is
𝜋𝑥
started by in the string in the form 𝑢 = 𝑎 sin from which it
𝑙
is released at time 𝑡 = 0.
⇒ 𝑐2 sin 𝑝𝑙 = 0
⇒ sin 𝑝𝑙 = 0 from here 𝑐2 ≠ 0
⇒ sin 𝑝𝑙 = sin 𝑛𝜋
⇒ 𝑝𝑙 = 𝑛𝜋
𝑛𝜋
⇒ 𝑝=
𝑙
Now solution becomes
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 sin 𝑐3 cos + 𝑐4 sin
𝑙 𝑙 𝑙
𝜕𝑢
∵ 𝑥, 0 = 0
𝜕𝑡
Now
𝜋𝑥 𝜋𝑐𝑡
⇒𝑢 𝑥, 𝑡 = 𝑎 sin cos
𝑙 𝑙
Example-2 A tightly stretched string of length 𝑙 with fixed ends
is initially in equilibrium position. It is set vibrating by giving
𝜋𝑥
each point a velocity 𝑣0 𝑠𝑖𝑛3 .Find the displacement.
𝑙
Sol: 1-d wave equation is given by
𝜕2 𝑢 2
𝜕 𝑢
= 𝑐2 2 ⋯ ⋯ 1
𝜕𝑡 2 𝜕𝑥
s.t.
𝑢 0, 𝑡 = 0
𝑢 𝑙, 𝑡 = 0
𝑢 𝑥, 0 = 0
𝑛𝜋𝑥
⇒ 𝑐2 𝑐3 sin =0
𝑙
⇒ 𝑐3 = 0 from here 𝑐2 ≠ 0.
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐4 sin sin
𝑙 𝑙
The complete solution is given by-
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = σ∞
𝑛=1 𝑏𝑛 sin sin
𝑙 𝑙
𝜕𝑢 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐
Now = (𝑥, 𝑡) σ∞
𝑛=1 𝑏𝑛 sin cos
𝜕𝑡 𝑙 𝑙 𝑙
𝜕𝑢 3
𝜋𝑥
∵ 𝑥, 0 = 𝑣0 𝑠𝑖𝑛
𝜕𝑡 𝑙
So put 𝑡 = 0
Now
3 𝜋𝑥 ∞ 𝑛𝜋𝑥 𝑛𝜋𝑐
⇒𝑣0 𝑠𝑖𝑛 = σ𝑛=1 𝑏𝑛 sin
𝑙 𝑙 𝑙
3
∵ sin 3𝐴 = 3 sin 𝐴 − 4 𝑠𝑖𝑛 𝐴
1
⇒ 𝑠𝑖𝑛3 𝐴= (3 sin 𝐴 − sin 3𝐴)
4
𝑣0 𝜋𝑥 3𝜋𝑥
Now ⇒ 3 sin − sin =
4 𝑙 𝑙
𝜋𝑐 𝜋𝑥 2𝜋𝑐 2𝜋𝑥 3𝜋𝑐 3𝜋𝑥
𝑏1 . sin + 𝑏2 . sin + 𝑏3 . sin +⋯
𝑙 𝑙 𝑙 𝑙 𝑙 𝑙
Comparing coefficient
3𝑣0 𝑙
𝑏1 =
4𝑐𝜋
𝑏2 = 0
𝑙𝑣0
𝑏3 = −
12𝑐𝜋
𝑏4 = 0 ……….
Then solution is given by
3𝑣0 𝑙 𝜋𝑥 𝜋𝑐𝑡 𝑙𝑣0 3𝜋𝑥 3𝜋𝑐𝑡
𝑢 𝑥, 𝑡 = sin sin − sin sin
4𝑐𝜋 𝑙 𝑙 12𝑐𝜋 𝑙 𝑙
∵ 𝑢 0, 𝑡 = 0
⇒ 𝑐1 cos 0 + 𝑐2 sin 0 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡 = 0
⇒ 𝑐1 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡 = 0
⇒ 𝑐1 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡 = 0
⇒ 𝑐1 = 0 ∵ 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡 ≠ 0.
Now solution becomes
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 sin 𝑝𝑥 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡
∵ 𝑢 𝑙, 𝑡 = 0
⇒ 𝑐2 sin 𝑝𝑙 𝑐3 cos 𝑐𝑝𝑡 + 𝑐4 sin 𝑐𝑝𝑡 = 0
⇒ 𝑐2 sin 𝑝𝑙 = 0
⇒ sin 𝑝𝑙 = 0 from here 𝑐2 ≠ 0
⇒ sin 𝑝𝑙 = sin 𝑛𝜋
⇒ 𝑝𝑙 = 𝑛𝜋
𝑛𝜋
⇒ 𝑝=
𝑙
Now solution becomes
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 sin 𝑐3 cos + 𝑐4 sin
𝑙 𝑙 𝑙
𝜕𝑢
∵ 𝑥, 0 = 0
𝜕𝑡
Now
2 𝑙 2
𝑛𝜋𝑥
⇒ 𝑏𝑛 = න 𝜇(𝑙𝑥 − 𝑥 ) sin 𝑑𝑥
𝑙 0 𝑙
4𝜇𝑙 2
⇒ 𝑏𝑛 = 3 3 1 − −1 𝑛
𝑛 𝜋
Hence the solution is given by
∞ 4𝜇𝑙 2 𝑛 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = σ𝑛=1 3 3 1 − −1 sin cos
𝑛 𝜋 𝑙 𝑙
4𝜇𝑙 2 ∞ 1 𝑛 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡
⇒ 𝑢 𝑥, 𝑡 = σ 𝑛=1 𝑛3 1 − −1 sin cos .
𝜋3 𝑙 𝑙
✓ Classification of PDE
✓ Variable separation Method
✓ Wave equation
Heat equation
• Conduction analysis is to determine the temperature field in a
medium resulting from conditions imposed on its boundaries.
That is, we wish to know the temperature distribution, which
represents how temperature varies with position in the
medium.
Case-1: When 𝑘 = 0
𝑋 ′′
Now = 0
𝑋
⇒ 𝑋 ′′ = 0
𝑑2 𝑋
⇒ =0
𝑑𝑥 2
𝑑𝑋
⇒ = 𝑐1
𝑑𝑥
⇒ 𝑋 𝑥 = 𝑐1 𝑥 + 𝑐2
Again
𝑇′
⇒ =0
𝑐 2𝑇
𝑑𝑇
⇒ =0
𝑑𝑡
⇒ 𝑇 𝑡 = 𝑐3
∵ 𝑢 𝑥, 𝑡 = 𝑋𝑇
⇒𝑢 𝑥, 𝑡 = 𝑐1 𝑥 + 𝑐2 𝑐3
Case-2: When 𝑘 = 𝑝2
𝑋 ′′
Now = 𝑝2
𝑋
⇒ 𝑋 = 𝑝2 𝑋
′′
𝑑2 𝑋
⇒ = 𝑝2 𝑋
𝑑𝑥 2
𝑑2 𝑋 2𝑋 = 0
⇒ − 𝑝
𝑑𝑥 2
⇒ 𝐷2 − 𝑝2 𝑋 = 0
𝑋 ′′
Now = −𝑝2
𝑋
⇒ 𝑋 ′′ = −𝑝2 𝑋
𝑑2 𝑋
⇒ = −𝑝2 𝑋
𝑑𝑥 2
𝑑2 𝑋
⇒ + 𝑝2 𝑋 = 0
𝑑𝑥 2
⇒ 𝐷 + 𝑝2 𝑋 = 0
2
⇒ 𝑚2 = −𝑝2
⇒ 𝑚 = ±𝑖 𝑝
⇒ 𝑋 𝑥 = 𝑐1 cos 𝑝𝑥 + 𝑐2 sin 𝑝𝑥
Again
𝑇′ 2
⇒ = −𝑝
𝑐 2𝑇
𝑑𝑇
⇒ = −𝑐 2 𝑝2 𝑇
𝑑𝑡
𝑑𝑇
⇒ = −𝑐 2 𝑝2 𝑑𝑡
𝑇
Integrate both sides
⇒ log 𝑇 = −𝑐 2 𝑝2 𝑡 + log 𝑐3
⇒ log 𝑇 − log 𝑐3 = −𝑐 2 𝑝2 𝑡
𝑇
⇒ log = −𝑐 2 𝑝2 𝑡
𝑐3
𝑇 2 𝑝2 𝑡
⇒ = 𝑒 −𝑐
𝑐3
−𝑐 2 𝑝2 𝑡
⇒ 𝑇 = 𝑐3 𝑒
∵ 𝑢 𝑥, 𝑡 = 𝑋𝑇
2 2
⇒𝑢 𝑥, 𝑡 = 𝑐1 cos 𝑝𝑥 + 𝑐2 sin 𝑝𝑥 𝑐3 𝑒 −𝑐 𝑝 𝑡
As we dealing with problem on heat conduction, it must be
transient solution i.e. temperature 𝑢 decrease with increase of
time 𝑡.So solution is
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐3 sin 𝑒 4
2
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑏𝑛 sin 𝑒 4 where 𝑏𝑛 = 𝑐2 𝑐3
2
Complete solution is given by-
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = σ∞
𝑛=1 𝑏𝑛 sin 𝑒 4
2
𝜋𝑥 5𝜋𝑥
∵ 𝑢 𝑥, 0 = sin + 3𝑠𝑖𝑛
2 2
Put 𝑡 = 0 we get
𝑛𝜋𝑥
⇒ 𝑢 𝑥, 0 = σ∞
𝑛=1 𝑏𝑛 sin 2
𝜋𝑥 5𝜋𝑥 𝑛𝜋𝑥
⇒ sin + 3𝑠𝑖𝑛 = σ∞
𝑛=1 𝑏𝑛 sin
2 2 2
𝜋𝑥 5𝜋𝑥
⇒sin + 3𝑠𝑖𝑛
2 2
𝜋𝑥 2𝜋𝑥 5𝜋𝑥
= 𝑏1 sin + 𝑏2 sin + ⋯ + 𝑏5 sin +⋯
2 2 2
From here after comparing
𝑏1 = 1, 𝑏2 = 0, 𝑏3 = 0, 𝑏4 = 0, 𝑏5 = 3, 𝑏6 = 0 …
Now solution is
𝜋2 𝑐2 𝑡 25𝜋2 𝑐2 𝑡
𝜋𝑥 − 5𝜋𝑥 −
𝑢 𝑥, 𝑡 = sin 𝑒 4 + 3 sin 𝑒 4
2 2
𝜕𝑢 𝜕2 𝑢
Example-2: Solve the equation = with boundary
𝜕𝑡 𝜕𝑥 2
condition
𝑢 0, 𝑡 = 0, 𝑢 𝑙, 𝑡 = 0 & 𝑢 𝑥, 0 = 3 sin 𝑛𝜋𝑥 ,
𝑤ℎ𝑒𝑟𝑒 0 < 𝑥 < 𝑙
Sol: 1-d Heat equation is given by
𝜕𝑢 2
𝜕 𝑢
= 𝑐2 2 ⋯ ⋯ 1
𝜕𝑡 𝜕𝑥
s.t.
𝑢 0, 𝑡 = 0 ← 𝑙 →
𝑢 𝑙, 𝑡 = 0
𝑢 𝑥, 0 = 3 sin 𝑛𝜋𝑥
−𝑝 2𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐3 sin 𝑝𝑥 𝑒
Again ∵ 𝑢 𝑙, 𝑡 = 0
Put 𝑥 = 𝑙 Then
−𝑝 2𝑡
⇒ 𝑢 𝑙, 𝑡 = 𝑐2 𝑐3 sin 𝑙𝑝 𝑒
−𝑝 2𝑡
⇒ 𝑐2 𝑐3 sin 𝑙𝑝 𝑒 =0
2
⇒ sin 𝑙𝑝 = 0 from here 𝑐2 , 𝑐3 ≠ 0 & 𝑒 −𝑝 𝑡 ≠ 0
if 𝑐3 = 0 or 𝑐2 = 0 then 𝑢 = 0.
⇒ sin 𝑙𝑝 = sin 𝑛𝜋
𝑛𝜋
⇒𝑝 =
𝑙
Now solution becomes
𝑛2 𝜋2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐3 sin 𝑒 𝑙2
𝑙
𝑛2 𝜋2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑏𝑛 sin 𝑒 𝑙2 where 𝑏𝑛 = 𝑐2 𝑐3
𝑙
Complete solution is given by-
𝑛2 𝜋2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = σ∞
𝑛=1 𝑏𝑛 sin 𝑒 𝑙2
𝑙
∵𝑢 𝑥, 0 = 3 sin 𝑛𝜋𝑥
Put 𝑡 = 0 we get
𝑛𝜋𝑥
⇒ 𝑢 𝑥, 0 = σ∞
𝑛=1 𝑏𝑛 sin
𝑙
← 𝑙 →
−𝑐 2 𝑝2 𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐3 sin 𝑝𝑥 𝑒
Again ∵ 𝑢 𝑙, 𝑡 = 0
Put 𝑥 = 𝑙 Then
−𝑐 2 𝑝2 𝑡
⇒ 𝑢 𝑙, 𝑡 = 𝑐2 𝑐3 sin 𝑙𝑝 𝑒
−𝑐 2 𝑝2 𝑡
⇒ 𝑐2 𝑐3 sin 𝑙𝑝 𝑒 =0
2 2
⇒ sin 𝑙𝑝 = 0 from here 𝑐2 , 𝑐3 ≠ 0 & 𝑒 −𝑐 𝑝 𝑡 ≠ 0
if 𝑐3 = 0 or 𝑐2 = 0 then 𝑢 = 0.
⇒ sin 𝑙𝑝 = sin 𝑛𝜋
𝑛𝜋
⇒𝑝 =
𝑙
Now solution becomes
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑐2 𝑐3 sin 𝑒 𝑙2
𝑙
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = 𝑏𝑛 sin 𝑒 𝑙2 where 𝑏𝑛 = 𝑐2 𝑐3
𝑙
Complete solution is given by-
𝑛2 𝜋2 𝑐2 𝑡
𝑛𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = σ∞
𝑛=1 𝑏𝑛 sin 𝑒 𝑙2
𝑙
∵ 𝑢 𝑥, 0 = 𝑥
Put 𝑡 = 0 we get
𝑛𝜋𝑥
⇒ 𝑢 𝑥, 0 = σ∞
𝑛=1 𝑏𝑛 sin
𝑙
∞ 𝑛2 𝜋2 𝑐 2 𝑡
2𝑙 𝑐𝑜𝑠𝑛𝜋 𝑛𝜋𝑥 −
𝑙2
⇒ 𝑢 𝑥, 𝑡 = − sin 𝑒
𝜋 𝑛 𝑙
𝑛=1
∞ 𝑛2 𝜋2 𝑐 2 𝑡
2𝑙 𝑐𝑜𝑠𝑛𝜋 𝑛𝜋𝑥 −
𝑙2
⇒ 𝑢 𝑥, 𝑡 = − sin 𝑒
𝜋 𝑛 𝑙
𝑛=1
𝜕𝑢 𝜕2 𝑢
Example-4: Solve the equation = 𝑘 2 under boundary
𝜕𝑡 𝜕𝑥
condition
i. 𝑢 ≠ 0 𝑖𝑓 𝑡 → ∞
𝜕𝑢
ii. 𝜕𝑥
= 0 𝑓𝑜𝑟 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 𝑙
iii. 𝑢 = 𝑙𝑥 − 𝑥 2 𝑓𝑜𝑟 𝑡 = 0 between 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 𝑙
𝑎0 𝑛𝜋𝑥
⇒ 𝑙𝑥 − 𝑥 2 = + σ∞
𝑛=1 𝑎𝑛 cos
2 𝑙
2 𝑙 𝑙2
Here 𝑎0 = 𝑙𝑥 − 𝑥2 𝑑𝑥 =
𝑙 0 3
𝑙
2 2
𝑛𝜋𝑥
𝑎𝑛 = න 𝑙𝑥 − 𝑥 cos 𝑑𝑥
𝑙 𝑙
0
4𝑙2
= ቐ− 𝑛2 𝜋 2 , 𝑤ℎ𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
0, 𝑤ℎ𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
Hence the solution is
∞ 2 𝜋2 𝑘𝑡
𝑙2 4𝑙 2 1 𝑛𝜋𝑥 −𝑛
⇒ 𝑢 𝑥, 𝑡 = − cos 𝑒 𝑙2
6 𝜋2 𝑛 2 𝑙
𝑛=2,4,6,..
Put n = 2𝑚
4𝑚2 𝜋2 𝑘𝑡
𝑙2 𝑙2 1 2𝑚𝜋𝑥 −
⇒ 𝑢 𝑥, 𝑡 = − 2 σ∞
𝑚=1 cos 𝑒 𝑙2
6 𝜋 𝑚2 𝑙
𝜕𝑢
∵ 0, 𝑡 = 0
𝜕𝑥
𝜕𝑢 −𝑝 2𝑡
Now = −𝑝𝑐1 sin 𝑝𝑥 + 𝑝𝑐2 cos 𝑝𝑥 𝑐3 𝑒
𝜕𝑥
Put 𝑥 = 0
𝜕𝑢 2𝑡
⇒ 0, 𝑡 = −𝑝𝑐1 sin 0 + 𝑝𝑐2 cos 0 𝑐3 𝑒 −𝑝
𝜕𝑥
−𝑝2 𝑡
⇒ 0= 𝑝𝑐2 𝑐3 𝑒
−𝑝 2𝑡
⇒ 𝑐2 = 0 from here 𝑐3 ≠ 0 & ≠0 𝑒
if 𝑐3 = 0 then 𝑢 = 0.
Now solution becomes if we put 𝑐2 = 0
−𝑝2 𝑡
⇒ 𝑢 𝑥, 𝑡 = 𝑐1 𝑐3 cos 𝑝𝑥 𝑒
𝜕𝑢 2𝑡
Again = −𝑐1 𝑐3 𝑝 sin 𝑝𝑥 𝑒 −𝑝
𝜕𝑥
𝜕𝑢
∵ 𝜋, 𝑡 = 0
𝜕𝑥
Put 𝑥 = 𝜋
2𝑡
⇒ 𝑐1 𝑐3 sin 𝑝𝜋 𝑒 −𝑝 =0
−𝑝 2𝑡
⇒ sin 𝑝𝜋 = 0 from here 𝑐1 , 𝑐3 ≠ 0 & ≠0 𝑒
if 𝑐3 = 0 or 𝑐1 = 0 then 𝑢 = 0.
⇒ sin 𝑝𝜋 = sin 𝑛𝜋
⇒𝑝 =𝑛
∵ 𝑢 𝑥, 0 = cos 2𝑥
Put 𝑡 = 0 we get
⇒ 𝑢 𝑥, 0 = σ∞ 𝑛=1 𝑏𝑛 cos 𝑛𝑥
⇒ cos 2𝑥 = 𝑏1 cos 𝑥 + 𝑏2 cos 2𝑥 + 𝑏3 cos 3𝑥 + ⋯
Comparing coefficient
𝑏1 = 0, 𝑏2 = 1, 𝑏3 = 0 … … …
So solution is
𝑢 𝑥, 𝑡 = cos 2𝑥 𝑒 −4𝑡
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
2. Solution of the equation + 3 +2 2 = 𝑥 + 𝑦 is
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦
(𝑥−𝑦)3
a) 𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 − 2𝑥 +
36
(𝑥+𝑦)3
b) 𝑧 = 𝑓1 𝑦 − 𝑥 + 𝑓2 𝑦 − 2𝑥 +
36
(𝑥−𝑦)3
c) 𝑧 = 𝑓1 𝑦 + 𝑥 + 𝑓2 𝑦 + 2𝑥 +
36
(𝑥−𝑦)3
d) 𝑧 = 𝑓1 𝑦 + 𝑥 + 𝑓2 𝑦 + 2𝑥 +
36
𝜕𝑢 𝜕2 𝑢
8. Solution of the equation = with conditions
𝜕𝑡 𝜕𝑥 2
𝑢 𝑥, 0 = 3𝑆𝑖𝑛𝑛𝜋𝑥, 𝑢 0, 𝑡 = 0,𝑢 𝑙, 𝑡 = 0, where 0 < 𝑥 < 𝑙 is
∞ −𝑛 2 𝜋2 𝑡
a) 𝑢 𝑥, 𝑡 = 3 σ𝑛=1 𝑒 𝑆𝑖𝑛𝑛𝜋𝑥
∞ 𝑛 2 𝜋2 𝑡
b) 𝑢 𝑥, 𝑡 = 3 σ𝑛=1 𝑒 𝑆𝑖𝑛𝑛𝜋𝑥
∞ −𝑛 2 𝜋2 𝑥
c) 𝑢 𝑥, 𝑡 = 3 σ𝑛=1 𝑒 𝑆𝑖𝑛𝑛𝜋𝑡
d) None of these
General Instructions:
➢ This Question paper consists of 2 pages & 5 questions. It comprises of three Sections, A, B, and C.
➢ Section A -Question No- 1 is objective type questions carrying 1 mark each, Question No- 2 is very
short answer type carrying 2 mark each. You are expected to answer them as directed.
➢ Section B - Question No-3 is short answer type questions carrying 5 marks each. You need to attempt
any two out of three questions given.
➢ Section C -Question No. 4 & 5 Long answer type (within unit choice) questions carrying 6 marks
each. You need to attempt any one-part a or b.
SECTION – A [8 Marks]
c. The region of validity for Taylor’s series about 𝑧 = 0 of the function 𝑒 𝑧 (1) CO2
is
(𝑖) 𝑧 = 0 (𝑖𝑖) 𝑧 < 1 (𝑖𝑖𝑖) 𝑧 > 1 (𝑖𝑣) 𝑧 < ∞
c. 1 (5) CO2
Evaluate 𝐶2 2
𝑧 (𝑧 −4)𝑒 𝑧
𝑑𝑧 where 𝐶 is 𝑧 = 1.
b. ∞ 𝑑𝑥 𝜋 (6) CO2
Prove that 0 (𝑥 2 +1)2
= using contour integration.
4
c. While solving a PDE using a Variable Separable method, we equate the ratio to a (1) CO3
Constant which?
(i) Can be Positive or Negative Integer or Zero
(ii) Can be Positive or Negative rational number or Zero
(iii) Must be a Positive Integer
(iv) Must be a Negative Integer
d. 𝜕 2𝑢 𝜕 2𝑢 (1) CO3
+ = 0 is two-dimensional heat equation in state.
𝜕𝑥 2 𝜕𝑦 2
b. Classify the PDE: 𝑦𝑢𝑥𝑥 + (𝑥 + 𝑦)𝑢𝑥𝑦 + 𝑥𝑢𝑦𝑦 = 0 about the (2) CO3
line 𝑦 = 𝑥.
2
c. Solve the PDE: 𝐷2 − 𝐷′ − 3𝐷 + 3𝐷′ 𝑧 = 𝑥𝑦 + 𝑒 𝑥+2𝑦 (5) CO3
b. Find the solution of Laplace equation subject to the condition: (6) CO3
𝑢(0, 𝑦) = 𝑢(1, 𝑦) = 𝑢(𝑥, 0) = 0, 𝑢(𝑥, 1) = 100 sin 𝜋 𝑥
Text Books
• Erwin Kreyszig, Advanced Engineering Mathematics,
9thEdition, John Wiley & Sons, 2006.
• P. G. Hoel, S. C. Port and C. J. Stone, Introduction to
Probability Theory, Universal Book Stall,
2003(Reprint).
• S. Ross: A First Course in Probability, 6th Ed.,
Pearson Education India, 2002.
• W. Feller, An Introduction to Probability Theory and
its Applications, Vol. 1, 3rd Ed., Wiley, 1968.