11 Linear PDE With CC L2
11 Linear PDE With CC L2
LECTURE NOTES ON
ENGINEERING MATHEMATICS IV (KAS 302)
B.TECH. (CS)
SECOND YEAR (THIRD SEMESTER)
Module I
(Linear PDE with constant coefficients L2)
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 1
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 2
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Question (1): Solve the PDE (𝑫𝟑 𝑫′𝟐 + 𝑫𝟐 𝑫′𝟑 )𝒛 = 𝟎 where the symbols have their usual
meanings.
Solution: We have given that
⟹ (𝐷3 𝐷′2 + 𝐷 2 𝐷′3 )𝑧 = 0 ⟹ 𝑫′𝟐 (𝑫𝟑 + 𝑫𝟐 𝑫′)𝒛 = 𝟎 ⋯ (1)1)
𝜕 𝜕
where 𝐷 ≡ 𝜕𝑥 and 𝐷′ ≡ 𝜕𝑦
The auxiliary equation (AE) for the part (𝐷3 + 𝐷2 𝐷′)𝑧 = 0 of PDE (1) is given by
(𝑚3 + 𝑚2 ) = 0 ⟹ 𝑚2 (𝑚 + 1) = 0 ⟹ 𝑚 = 0, 0, −1
The complementary function for this part of PDE (1) is given by
(𝐶𝐹 )1 = 𝑓1 (𝑦 − 1𝑥 ) + 𝑓2 (𝑦 + 0𝑥) + 𝑥𝑓3 (𝑦 + 0𝑥 ) = 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦) + 𝑥𝑓3 (𝑦)
The complementary function for the part (𝐷′2 )𝑧 = 0 of PDE (1) is given by
(𝐶𝐹 )2 = 𝑓4 (𝑥 ) + 𝑦𝑓5 (𝑥 )
Since, we know that Corresponding to a non – repeated 𝐷′ on LHS, the part of CF is taken as
∅(𝑥) and for 𝐷′2 on LHS, the part of CF is 𝑓(𝑥 ) + 𝑦𝑔(𝑥).
Hence the complete CF of the given PDE is 𝐶𝐹 = (𝐶𝐹 )1 + (𝐶𝐹 )2
⟹ 𝑪𝑭 = 𝒇𝟏 (𝒚 − 𝒙) + 𝒇𝟐 (𝒚) + 𝒙𝒇𝟑 (𝒚) + 𝒇𝟒 (𝒙) + 𝒚𝒇𝟓 (𝒙)
And particular integral of PDE (1) is given by
1
𝑃𝐼 = 0=0
𝑫𝟑 𝑫′𝟐 + 𝑫𝟐 𝑫′𝟑
The complete solution of PDE is
𝑧 = 𝐶𝐹 + 𝑃𝐼
⟹ 𝑧 = 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦) + 𝑥𝑓3 (𝑦) + 𝑓4 (𝑥 ) + 𝑦𝑓5 (𝑥 )
where 𝑓1 , 𝑓2 , 𝑓3 , 𝑓4 and 𝑓5 are arbitrary functions.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 3
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
1 1
𝛟(𝒂𝒙 + 𝒃𝒚) = ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓(𝑎, 𝑏) ≠ 0
𝑓(𝐷, 𝐷′) 𝑓(𝑎, 𝑏)
(𝑛 times)
OR
1 1 1
𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒚 𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒚 𝛟(𝒂𝒙 + 𝒃𝒚)
𝑓(𝐷, 𝐷′) 𝜕 𝑓′(𝐷, 𝐷′)
𝑓(𝐷, 𝐷′ )
𝜕𝐷′
1
=𝒚 ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓′(𝑎, 𝑏) ≠ 0
𝑓′(𝑎, 𝑏)
(𝑛−1) times
According to the highest powers of 𝐷 and 𝐷′ i.e. if highest power of 𝐷 is greater than 𝐷′, we
use first formula and if highest power of 𝐷′ is greater than 𝐷, we use second formula.
Similarly, if 𝑓′(𝑎, 𝑏) = 0 then
1 1 1
𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒙𝟐 𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒙𝟐 𝛟(𝒂𝒙 + 𝒃𝒚)
𝑓(𝐷, 𝐷′) 𝜕 𝑓′′(𝐷, 𝐷′)
𝑓′(𝐷, 𝐷′ )
𝜕𝐷
1
= 𝒙𝟐 ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓′′(𝑎, 𝑏) ≠ 0
𝑓′′(𝑎, 𝑏)
(𝑛−2) times
OR
1 1 1
𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒚𝟐 𝛟(𝒂𝒙 + 𝒃𝒚) = 𝒚𝟐 𝛟(𝒂𝒙 + 𝒃𝒚)
𝑓(𝐷, 𝐷′) 𝜕 ′ 𝑓′′(𝐷, 𝐷′)
𝑓′(𝐷, 𝐷 )
𝜕𝐷′
1
= 𝒚𝟐 ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓′′(𝑎, 𝑏) ≠ 0
𝑓′′(𝑎, 𝑏)
(𝑛−2) times
and so on.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 4
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Question (2): Solve the PDE 𝒓𝒙 − 𝟑𝒔𝒙 + 𝟒𝒕𝒚 = 𝒆𝒙+𝟐𝒚 where the symbols have their usual
meanings.
Solution: We have given that
𝑟𝑥 − 3𝑠𝑥 + 4𝑡𝑦 = 𝑒 𝑥+2𝑦
𝜕 𝜕2 𝑧 𝜕 𝜕2𝑧 𝜕 𝜕2𝑧
⟹ ( 2) − 3 ( ) + 4 ( 2 ) = 𝑒 𝑥+2𝑦
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑦
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 5
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Question (3): Solve the PDE 𝒓 + 𝟑𝒔 + 𝟐𝒕 = 𝒙 + 𝒚 where the symbols have their usual
meanings.
Solution: We have given that
𝑟 + 3𝑠 + 2𝑡 = 𝑥 + 𝑦
𝜕2𝑧 𝜕2𝑧 𝜕2𝑧
⟹ + 3 + 2 =𝑥+𝑦
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
𝟐
⟹ (𝑫𝟐 + 𝟑𝑫𝑫′ + 𝟐𝑫′ )𝒛 = 𝒙 + 𝒚 ⋯ (1)
𝜕 𝜕
where 𝐷 ≡ 𝜕𝑥 and 𝐷′ ≡ 𝜕𝑦
1 1
∵ ′
𝛟(𝒂𝒙 + 𝒃𝒚) = ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓(𝑎, 𝑏) ≠ 0
𝑓(𝐷, 𝐷 ) 𝑓 (𝑎, 𝑏)
(𝑛 times)
Here,𝑛 = 2 and 𝑢 = 𝑥 + 𝑦.
1 𝑢3 1 3 1
⟹ 𝑃𝐼 = = 𝑢 = (𝑥 + 𝑦 )3
6 6 36 36
The complete solution of PDE (1) is
𝑧 = 𝐶𝐹 + 𝑃𝐼
1
⟹ 𝑧 = 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦 − 2𝑥 ) + (𝑥 + 𝑦 )3
36
where 𝑓1 and 𝑓2 are arbitrary functions.
Question (4): Solve the PDE 𝒓 − 𝟐𝒔 + 𝒕 = 𝐬𝐢𝐧(𝟐𝒙 + 𝟑𝒚) where the symbols have their usual
meanings.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 6
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
1 1
∵ ′
𝛟(𝒂𝒙 + 𝒃𝒚) = ∭⋯ ∫ 𝛟(𝒖) 𝑑𝑢𝑑𝑢𝑑𝑢 ⋯ 𝑑𝑢 ; 𝑓(𝑎, 𝑏) ≠ 0
𝑓(𝐷, 𝐷 ) 𝑓 (𝑎, 𝑏)
(𝑛 times)
Question (5): Solve the PDE 𝒓𝒙 − 𝟒𝒔𝒙 + 𝟒𝒕𝒙 = 𝟒 𝐬𝐢𝐧(𝟐𝒙 + 𝒚) where the symbols have their
usual meanings.
Solution: We have given that
𝑟𝑥 − 4𝑠𝑥 + 4𝑡𝑥 = 4 sin(2𝑥 + 𝑦)
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 7
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Here,𝑛 = 1 and 𝑢 = 2𝑥 + 𝑦.
1
⟹ 𝑃𝐼 = 4 𝑥 2 (− cos 𝑢) = −𝑥 2 cos(2𝑥 + 𝑦)
4
The complete solution of PDE (1) is
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 8
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
𝑧 = 𝐶𝐹 + 𝑃𝐼
⟹ 𝑧 = 𝑓1 (𝑦) + 𝑓2 (𝑦 + 2𝑥) + 𝑥𝑓3 (𝑦 + 2𝑥 ) − 𝑥 2 cos(2𝑥 + 𝑦)
where 𝑓1 , 𝑓2 and 𝑓3 are arbitrary functions.
𝟏
Question (6): Solve the PDE 𝒓 + 𝟓𝒔 + 𝟔𝒕 = 𝒚−𝟐𝒙 where the symbols have their usual
meanings.
Solution: We have given that
1
𝑟 + 5𝑠 + 6𝑡 =
𝑦 − 2𝑥
𝜕2𝑧 𝜕2𝑧 𝜕2𝑧 1
⟹ + 5 + 6 =
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2 𝑦 − 2𝑥
𝟏
⟹ (𝑫𝟐 + 𝟓𝑫𝑫′ + 𝟔𝑫′ 𝟐 )𝒛 = ⋯ (1)
𝒚 − 𝟐𝒙
𝜕 𝜕
where 𝐷 ≡ 𝜕𝑥 and 𝐷′ ≡ 𝜕𝑦
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 9
Mathematics IV (KAS 302) Module I (Linear PDE with constant coefficients)
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 10