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Order and degree of Partial Differential Equations (PDEs)

Partial Differential Equation (PDE) : An equation containing one or more partial


derivatives of an unknown function of two or more independent variables is known
as a Partial Differential Equation.

Order of a PDE : The order of a PDE is defined as the order of the highest
partial derivative occurring in the PDE.

Degree of a PDE : The of a PDE is the degree of the highest order derivative
which occurs in it after the equation has been rationalized.

Examples :
𝜕𝑧 𝜕𝑧
(i) + = 𝑧 + 𝑥𝑦 (1st order & 1st degree PDE)
𝜕𝑥 𝜕𝑦

𝜕𝑧 2 𝜕3 𝑧 𝜕𝑧
(ii) ( ) + 3 = 2𝑥 ( ) (3rd order & 1st degree PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑥

𝜕𝑧 𝜕𝑧
(iii) 𝑧 ( ) + =𝑥 (1st order & 1st degree PDE)
𝜕𝑥 𝜕𝑦

𝜕𝑢 𝜕𝑢 𝜕𝑢
(iv) + + = 𝑥𝑦𝑧 (1st order & 1st degree PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑧

1
𝜕2 𝑧 𝜕𝑧 2
(v) = (1 + ) (2nd order & 2nd degree PDE)
𝜕𝑥 2 𝜕𝑦

𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧
(vi) 𝑦 {( ) + ( ) } = 𝑧 ( ) (1st order & 2nd degree PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑦

Linear and Non-linear PDEs :

A PDE is said to be linear if the dependent variable and its partial derivatives occur
only in the first degree and are not multiplied, otherwise it is said to be non-linear.

Examples :
𝜕𝑧 𝜕𝑧
(i) + = 𝑧 + 𝑥𝑦 (Linear PDE)
𝜕𝑥 𝜕𝑦

𝜕𝑧 2 𝜕3 𝑧 𝜕𝑧
(ii) ( ) + 3 = 2𝑥 ( ) (Non-linear PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑥
𝜕𝑧 𝜕𝑧
(iii) 𝑧 ( ) + =𝑥 (Non-linear PDE)
𝜕𝑥 𝜕𝑦

𝜕𝑢 𝜕𝑢 𝜕𝑢
(iv) + + = 𝑥𝑦𝑧 (Linear PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑧

1
𝜕2 𝑧 𝜕𝑧 2
(v) = (1 + ) (Non-linear PDE)
𝜕𝑥 2 𝜕𝑦

𝜕𝑧 2 𝜕𝑧 2 𝜕𝑧
(vi) 𝑦 {( ) + ( ) } = 𝑧 ( ) (Non-linear PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑦

Notations : (i) When we consider two independent variables 𝑥 and 𝑦 and one
dependent variable 𝑧. Then, we use the following notations in the PDEs.
𝜕𝑧 𝜕𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
= 𝑝, = 𝑞, = 𝑟, = 𝑠, =𝑡
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

(ii) When we consider 𝑛 independent variables 𝑥1 , 𝑥2 , 𝑥3 , … … , 𝑥𝑛 and one


dependent variable 𝑧. Then, we use the following notations in the PDEs.
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
= 𝑝1 , = 𝑝2 , = 𝑝3 , …………………, = 𝑝𝑛
𝜕𝑥1 𝜕𝑥2 𝜕𝑥3 𝜕𝑥𝑛

(iii) Partial differentiations are also denoted as :

𝜕𝑢 𝜕𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢


= 𝑢𝑥 , = 𝑢𝑦 , = 𝑢𝑥𝑥 , = 𝑢𝑦𝑦 , = 𝑢𝑥𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥𝜕𝑦

Classification of First Order PDEs :

(i) Linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be Linear


PDE if it is linear in 𝑝, 𝑞 𝑎𝑛𝑑 𝑧, that is, if the given equation is of the form
𝑃(𝑥, 𝑦)𝑝 + 𝑄(𝑥, 𝑦)𝑞 = 𝑅(𝑥, 𝑦)𝑧 + 𝑆(𝑥, 𝑦).

Example : (i) 𝑥 2 𝑦𝑝 + 𝑥𝑦 2 𝑞 = 𝑥𝑦𝑧 + 𝑥 2 𝑦 2

(ii) 𝑝 + 𝑞 = 𝑧 + 𝑥𝑦
𝑥
(iii) 𝑥𝑝 + 𝑦𝑞 = 𝑥 2 𝑦 2 𝑧 +
𝑦
(ii) Semi-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be
Semi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, the co-efficients 𝑝 𝑎𝑛𝑑 𝑞 are functions
of 𝑥 𝑎𝑛𝑑 𝑦 only, that is, if the given equation is of the form 𝑃(𝑥, 𝑦)𝑝 + 𝑄(𝑥, 𝑦)𝑞 =
𝑅(𝑥, 𝑦, 𝑧).

Example : (i) 𝑥 2 𝑦𝑝 + 𝑥𝑦 2 𝑞 = 𝑥 2 𝑦 2 𝑧 2
𝑧2
(ii) 𝑦𝑝 + 𝑥𝑞 =
𝑥𝑦

𝑥2𝑦2
(iii) 𝑥𝑝 + 𝑦𝑞 =
𝑧2

(iii) Quasi-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be


Quasi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, that is, if the given equation is of the
form 𝑃(𝑥, 𝑦, 𝑧)𝑝 + 𝑄(𝑥, 𝑦, 𝑧)𝑞 = 𝑅(𝑥, 𝑦, 𝑧).

Example : (i) 𝑥 2 𝑧𝑝 + 𝑧𝑦 2 𝑞 = 𝑥𝑦

(ii) (𝑥 2 − 𝑦𝑧)𝑝 + (𝑦 2 − 𝑧𝑥)𝑞 = (𝑧 2 − 𝑥𝑦)

(iii) 𝑥𝑦 2 𝑧𝑝 + 𝑥 2 𝑦𝑧𝑞 = (𝑥 2 𝑦 2 𝑧 2 − 1)

(iv) Non-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be Non-


linear PDE if it is not linear in 𝑝 𝑎𝑛𝑑 𝑞.

Example : (i) 𝑝2 + 𝑞 2 = 1

(ii) 𝑝𝑞 = 𝑧

(iii) 𝑥 2 𝑝2 + 𝑦 2 𝑞 2 = 𝑧 2
Formation of first order partial differential equations

Rule I : Derivation of PDE by eliminating constants

Example 1. Find a PDE by eliminating a and b from

𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏 2

Solution : Given, 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏 2 ………… (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧
=𝑎
𝜕𝑥

⇒ 𝑝 = 𝑎 ……………. (ii)

Differentiating (i) partially with respect to y, we get


𝜕𝑧
=𝑏
𝜕𝑦

⇒ 𝑞 = 𝑏 ……………. (iii)

Now, putting 𝑎 = 𝑝 and 𝑏 = 𝑞 in (i), we get

𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝2 + 𝑞 2 , which is the required PDE. Answer

EXERCISE 1 (A)

1. 𝒛 = 𝑨 𝒆𝒑𝒕 𝐬𝐢𝐧 𝒑𝒙 (𝒑 𝒂𝒏𝒅 𝑨)

Solution : Given, 𝑧 = 𝐴 𝑒 𝑝𝑡 sin 𝑝𝑥 ………… (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧
= 𝐴 𝑒 𝑝𝑡 cos 𝑝𝑥 . 𝑝
𝜕𝑥

𝜕𝑧
⇒ = 𝐴𝑝𝑒 𝑝𝑡 cos 𝑝𝑥 ………………. (ii)
𝜕𝑥

Again, differentiating (ii) partially with respect to x, we get


𝜕2 𝑧
= 𝐴𝑝𝑒 𝑝𝑡 (−sin 𝑝𝑥). 𝑝
𝜕𝑥 2

𝜕2 𝑧
⇒ = −𝐴𝑝2 𝑒 𝑝𝑡 𝑠𝑖𝑛𝑝𝑥 ………….. (iii)
𝜕𝑥 2

Differentiating (i) partially with respect to t, we get


𝜕𝑧
= 𝐴 𝑝𝑒 𝑝𝑡 𝑠𝑖𝑛 𝑝𝑥 …………………. (iv)
𝜕𝑡

Again, differentiating (iv) partially with respect to t, we get


𝜕2 𝑧
= 𝐴𝑝2 𝑒 𝑝𝑡 𝑠𝑖𝑛𝑝𝑥 ………………….(v)
𝜕𝑡 2

Adding (iii) & (v), we get


𝜕2 𝑧 𝜕2 𝑧
2
+ = 0, which is the required PDE. Answer
𝜕𝑥 𝜕𝑡 2

𝟐
2. 𝒛 = 𝑨 𝒆−𝒑 𝒕 𝐜𝐨𝐬 𝒑𝒙 (𝒑 𝒂𝒏𝒅 𝑨)
2
Solution : Given, 𝑧 = 𝐴 𝑒 −𝑝 𝑡 cos 𝑝𝑥 ………… (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧 2
= −𝐴 𝑝𝑒 −𝑝 𝑡 sin 𝑝𝑥 …………… (ii)
𝜕𝑥

Again, differentiating (i) partially with respect to x, we get


𝜕2 𝑧 2
= −𝐴 𝑝2 𝑒 −𝑝 𝑡 cos 𝑝𝑥 ……………(iii)
𝜕𝑥 2

Differentiating (i) partially with respect to t, we get


𝜕𝑧 2
= −𝐴 𝑝2 𝑒 −𝑝 𝑡 cos 𝑝𝑥 ……………(iv)
𝜕𝑡

From (iii) & (iv), we get,


𝜕2 𝑧 𝜕𝑧
= , which is the required PDE. Answer
𝜕𝑥 2 𝜕𝑡
3. 𝒛 = 𝒂𝒙𝟑 + 𝒃𝒚𝟑 ; ( 𝒂, 𝒃 )

Solution : Given equation is,

𝑧 = 𝑎𝑥 3 + 𝑏𝑦 3 ……………. (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧
= 3𝑎𝑥 2 ………………. (ii)
𝜕𝑥

Differentiating (i) partially with respect to y, we get


𝜕𝑧
= 3𝑏𝑦 2 ………………. (iii)
𝜕𝑦

From (ii) and (iii), we get


𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 3𝑎𝑥 3 + 3𝑏𝑦 3
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
⇒𝑥 +𝑦 = 3(𝑎𝑥 3 + 𝑏𝑦 3 )
𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕𝑧
⇒𝑥 +𝑦 = 3𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑦

which is the required PDE. Answer

𝒚 𝟐
4. 𝟒𝒛 = [𝒂𝒙 + + 𝒃] ; (𝒂, 𝒃)
𝒂

Solution : Given equation is,


𝑦 2
4𝑧 = [𝑎𝑥 + + 𝑏] ……………. (i)
𝑎

Differentiating (i) partially with respect to x, we get


𝜕𝑧 𝑦
4 = 2 (𝑎𝑥 + + 𝑏) . 𝑎
𝜕𝑥 𝑎
𝜕𝑧 1 𝑦
⇒ = .𝑎. (𝑎𝑥 + + 𝑏) ………….. (ii)
𝜕𝑥 2 𝑎

Differentiating (i) partially with respect to y, we get


𝜕𝑧 𝑦 1
4 = 2. (𝑎𝑥 + + 𝑏) .
𝜕𝑦 𝑎 𝑎

𝜕𝑧 1 1 𝑦
⇒ = . (𝑎𝑥 + + 𝑏) ……………..(iii)
𝜕𝑦 2 𝑎 𝑎

Multiplying (ii) by (iii), we get


𝜕𝑧 𝜕𝑧 1 𝑦 2
. = . [𝑎𝑥 + + 𝑏]
𝜕𝑥 𝜕𝑦 4 𝑎
𝜕𝑧 𝜕𝑧 1
⇒ . = . 4𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑦 4

𝜕𝑧 𝜕𝑧
⇒ . = 𝑧, which is the required PDE. Answer
𝜕𝑥 𝜕𝑦

5. 𝒛 = 𝒂𝒙𝟐 + 𝒃𝒙𝒚 + 𝒄𝒚𝟐 , (𝒂, 𝒃, 𝒄)

Solution : Given equation is,

𝑧 = 𝑎𝑥 2 + 𝑏𝑥𝑦 + 𝑐𝑦 2 …………………….. (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧
= 2𝑎𝑥 + 𝑏𝑦 …………………… (ii)
𝜕𝑥

Differentiating (ii) partially with respect to x, we get


𝜕2 𝑧
= 2𝑎 ……………….. (iii)
𝜕𝑥 2

Differentiating (ii) partially with respect to y, we get


𝜕 𝜕𝑧
( )=𝑏
𝜕𝑦 𝜕𝑥

𝜕2 𝑧
⇒ =𝑏 ………………………(iv)
𝜕𝑥𝜕𝑦
Differentiating (i) partially with respect to y, we get
𝜕𝑧
= 𝑏𝑥 + 2𝑐𝑦 …………………… (v)
𝜕𝑦

Differentiating (v) partially with respect to y, we get


𝜕2 𝑧
= 2𝑐 …………………………(vi)
𝜕𝑦 2

From (iii), (iv) and (vi), we get

2
𝜕2𝑧 𝜕2𝑧 2
𝜕2𝑧
𝑥 2
+ 2𝑥𝑦 +𝑦 2
= 2𝑎𝑥 2 + 2𝑏𝑥𝑦 + 2𝑐𝑦 2
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
⇒ 𝑥2 2
+ 2𝑥𝑦 + 𝑦2 = 2(𝑎𝑥 2 + 𝑏𝑥𝑦 + 𝑐𝑦 2 )
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
⇒ 𝑥2 2
+ 2𝑥𝑦 + 𝑦2 = 2𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2

which is the required PDE. Answer

6. 𝒛𝟐 = 𝒂𝒙𝟑 + 𝒃𝒚𝟑 + 𝒂𝒃, (𝒂, 𝒃)

Solution : Given equation is,

𝑧 2 = 𝑎𝑥 3 + 𝑏𝑦 3 + 𝑎𝑏 …………….. (i)

Differentiating (i) partially with respect to x, we get


𝜕𝑧
2𝑧 = 3𝑎𝑥 2 …………………… (ii)
𝜕𝑥

Differentiating (i) partially with respect to y, we get


𝜕𝑧
2𝑧 = 3𝑏𝑦 2 …………………… (iii)
𝜕𝑦

𝜕𝑧 𝜕𝑧
(ii) x (iii) ⇒ 4𝑧 2 ( ) ( ) = 9𝑎𝑏𝑥 2 𝑦 2 ………………….. (iv)
𝜕𝑥 𝜕𝑦

From (ii) and (iii), we get


𝜕𝑧 𝜕𝑧
6𝑥 3 𝑦 2 𝑧 + 6𝑥 2 𝑦 3 𝑧 = 9𝑎𝑥 5 𝑦 2 + 9𝑏𝑥 2 𝑦 5 …………… (v)
𝜕𝑥 𝜕𝑦

Adding (iv) and (v), we get


𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
6𝑥 3 𝑦 2 𝑧 + 6𝑥 2 𝑦 3 𝑧 + 4𝑧 2 ( ) ( ) = 9𝑎𝑥 5 𝑦 2 + 9𝑏𝑥 2 𝑦 5 + 9𝑎𝑏𝑥 2 𝑦 2
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 6𝑥 3 𝑦 2 𝑧 + 6𝑥 2 𝑦 3 𝑧 + 4𝑧 2 ( ) ( ) = 9𝑥 2 𝑦 2 (𝑎𝑥 3 + 𝑏𝑦 3 + 𝑎𝑏)
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 𝑧 [6𝑥 3 𝑦 2 + 6𝑥 2 𝑦 3 + 4𝑧 ( ) ( )] = 9𝑥 2 𝑦 2 𝑧 2 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 6𝑥 3 𝑦 2 + 6𝑥 2 𝑦 3 + 4𝑧 ( ) ( ) = 9𝑥 2 𝑦 2 𝑧, which is required PDE.
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

Answer

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