Archivemaths Bookletsadvanced Topicspdes General Introduction - PDF 4
Archivemaths Bookletsadvanced Topicspdes General Introduction - PDF 4
Madas
PARTIAL
DIFFERENTIAL
EQUATIONS
Created by T. Madas
Created by T. Madas
TRANSFORMATIONS
Created by T. Madas
Created by T. Madas
Question 1
The smooth function f = f ( x, y ) satisfies
∂f ∂f
= .
∂x ∂y
Find the general solution of the above partial differential equation by using the
transformation equations
x = u + v and y = u − v .
f ( x, y ) = F ( x + y )
Created by T. Madas
Created by T. Madas
Question 2
The smooth function z = z ( x, y ) satisfies
∂z ∂z
y + x = xy .
∂x ∂y
Find the general solution of the above partial differential equation by using the
transformation equations
u = x 2 + y 2 and v = x 2 − y 2 .
( ) (
z ( x, y ) = 1 x 2 + y 2 + f x 2 − y 2
4 )
Created by T. Madas
Created by T. Madas
Question 3
The smooth function z = z ( x, y ) satisfies
∂z ∂z 2
+ = 6( x + y ) z2 .
∂x ∂y
Find the general solution of the above partial differential equation by using the
transformation equations
ξ = x + y and η = x − y .
1
MM4-C , z ( x, y ) = − 3
( x + y) − f ( x − y)
Created by T. Madas
Created by T. Madas
Question 4
The smooth function z = z ( x, y ) satisfies
∂z ∂z
+ =1.
∂x ∂y
Find the general solution of the above partial differential equation by using the
transformation equations
x = u 2 + v 2 and y = u 2 − v 2 .
MM4-D , z ( x, y ) = 1 ( x + y ) + f
2 ( x− y )
Created by T. Madas
Created by T. Madas
Question 5
∂z ∂z
( x + y) + ( y − x) = 0 .
∂x ∂y
y
2 (
u = 1 ln x 2 + y 2 ) and v = arctan .
x
∂z ∂z
MM4-E , − =0
∂u ∂v
Created by T. Madas
Created by T. Madas
Question 6
The function z depends on x and y so that
z = f ( u, v ) , u = x − 2 y and v= x+2 y .
∂2z ∂2 z ∂z
2 − 2y − =0,
∂x 2 ∂y 2 ∂y
can be simplified to
∂2 z
=0.
∂u∂v
MM1O , proof
Created by T. Madas
Created by T. Madas
Question 7
∂ 2ϕ ∂ 2ϕ
+ = 0.
∂x 2 ∂y 2
Show clearly that Laplace’s equation in the standard two dimensional Polar system of
coordinates is given by
∂ 2ϕ 1 ∂ϕ 1 ∂ 2ϕ
+ + = 0.
∂r 2 r ∂r r 2 ∂θ 2
proof
Created by T. Madas
Created by T. Madas
Created by T. Madas
Created by T. Madas
Question 1
It is given that z = F ( x, y ) satisfies the partial differential equation
∂z
+ 2 yz = xy 3 .
∂y
( )
2
MM4-A , z = 1 x y 2 − 1 + e− y f ( x )
2
Created by T. Madas
Created by T. Madas
∂z ∂z
A + B + Cz = G ( x, y ) , z = z ( x, y )
∂x ∂y
Created by T. Madas
Created by T. Madas
Question 1
It is given that ψ = ψ ( x, y ) satisfies the partial differential equation
∂ψ ∂ψ
3 −4 = x2 .
∂x ∂y
ξ = Ax + By and η = Cx + Dy , AD − BC ≠ 0
MM4-B , ψ ( x, y ) = 1 x3 + f ( 4 x + 3 y )
9
Created by T. Madas
Created by T. Madas
Question 2
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ =z.
∂x ∂y
u = ax + by and v = cx + dy , ad − bc ≠ 0
z = e x F ( x − y ) or z = ey G( x − y)
Created by T. Madas
Created by T. Madas
Question 3
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ +z=x.
∂x ∂y
ξ = Ax + By and η = Cx + Dy , AD − BC ≠ 0
z = x − 1 + e− x f ( x − y )
Created by T. Madas
Created by T. Madas
Question 4
It is given that ϕ = ϕ ( x, y ) satisfies the partial differential equation
∂ϕ ∂ϕ
− = sin x + cos y .
∂x ∂y
u = ax + by and v = cx + dy , ad − bc ≠ 0
ϕ ( x, y ) = F ( x + y ) − cos x − sin y
Created by T. Madas
Created by T. Madas
Question 5
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ 3 − 2 z + 4 y 2 − 22 y + 4 x + 13 = 0 .
∂x ∂y
u = ax + by and v = cx + dy , ad − bc ≠ 0
z = 2 y 2 + 2 x − 5 y + e2 x f ( 3x − y )
Created by T. Madas
Created by T. Madas
Question 6
It is given that ϕ = ϕ ( x, y ) satisfies the partial differential equation
∂ϕ ∂ϕ
2 + + 6ϕ = 37sin y .
∂x ∂y
u = Ax + By and v = Cx + Dy , AD − BC ≠ 0
Created by T. Madas
Created by T. Madas
Question 7
It is given that ϕ = ϕ ( x, y, z ) satisfies the partial differential equation
∂ϕ ∂ϕ ∂ϕ
+ + =ϕ .
∂x ∂y ∂z
a1 b1 c1
where a2 b2 c2 ≠ 0 ,
a3 b3 c3
ϕ ( x, y , z ) = f [ x − y , y − z ] e x
Created by T. Madas
Created by T. Madas
∂z ∂z
A ( x , y ) + B ( x , y ) + C ( x , y ) z = G ( x, y ) ,
∂x ∂y
z = z ( x, y )
Created by T. Madas
Created by T. Madas
Question 1
It is given that ψ = f ( x, y ) satisfies the partial differential equation
∂ψ ∂ψ
x2 − xy + yψ = 0 .
∂x ∂y
u = u ( x, y ) and v = v ( x, y ) ,
for suitable functions u and v , in order to determine a general solution of the above
partial differential equation.
y
ψ ( x, y ) = e 2 x g ( xy )
Created by T. Madas
Created by T. Madas
Question 2
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
x − 7 y = 5x2 y .
∂x ∂y
u = u ( x, y ) and v = v ( x, y ) ,
for suitable functions u and v , in order to determine a general solution of the above
partial differential equation.
( )
z ( x, y ) = f yx 7 − yx 2
Created by T. Madas
Created by T. Madas
Question 3
It is given that ϕ = ϕ ( x, y ) satisfies the partial differential equation
∂ϕ ∂ϕ
2 + + 6ϕ = 37sin y .
∂x ∂y
u = u ( x, y ) and v = v ( x, y ) ,
for suitable functions u and v , in order to determine a general solution of the above
partial differential equation.
Created by T. Madas
Created by T. Madas
Question 4
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
xy − x 2 + yz = 3 x 2 y .
∂x ∂y
u = u ( x, y ) and v = v ( x, y ) ,
for suitable functions u and v , in order to determine a general solution of the above
partial differential equation.
1
z ( x, y ) = x 2 +
x
(
f x2 + y2 )
Created by T. Madas
Created by T. Madas
∂z ∂z
P ( x, y , z ) + Q ( x, y , z ) = R ( x, y , z ) , z = z ( x, y )
∂x ∂y
Created by T. Madas
Created by T. Madas
Question 1
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ = cos ( x + y ) .
∂x ∂y
Use Lagrange’s method, to determine the general solution of the above partial
differential equation.
z = 1 sin ( x + y ) + f ( y − x )
2
Created by T. Madas
Created by T. Madas
Question 2
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ +z=x.
∂x ∂y
Use Lagrange’s method to determine the general solution of the above partial
differential equation.
z = x − 1 + e− x f ( x − y )
Created by T. Madas
Created by T. Madas
Question 3
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
x =y .
∂x ∂y
Use Lagrange’s method, to determine the general solution of the above partial
differential equation.
z = f ( xy )
Created by T. Madas
Created by T. Madas
Question 4
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ 3 = 6z .
∂x ∂y
Use Lagrange’s method to show that the general solution of the above partial
differential equation can be written as
z ( x, y ) = e 6 x g ( 3 x − y ) ,
proof
Created by T. Madas
Created by T. Madas
Question 5
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
x2 + y2 = z2 .
∂x ∂y
Use Lagrange’s method to determine the general solution of the above partial
differential equation.
x
z=
1 1
1+ x f −
y x
Created by T. Madas
Created by T. Madas
Question 6
It is given that ϕ = ϕ ( x, y ) satisfies the partial differential equation
∂ϕ ∂ϕ
sec x + = cot y .
∂x ∂y
Use Lagrange’s method, to determine the general solution of the above partial
differential equation.
ϕ ( x, y ) = ln sin y + f ( y − sin x )
Created by T. Madas
Created by T. Madas
Question 7
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
sec x + = cos y .
∂x ∂y
Use Lagrange’s method, to determine the general solution of the above partial
differential equation.
z ( x, y ) = sin y + f ( y − sin x )
Created by T. Madas
Created by T. Madas
Question 8
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ 2 = tanh ( x + y ) .
∂x ∂y
Use Lagrange’s method to determine the general solution of the above partial
differential equation.
z ( x, y ) = f ( 2 x − y ) + 1 ln cosh ( x + y )
3
Created by T. Madas
Created by T. Madas
Question 9
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
xz + yz + x 2 + y 2 = 0 .
∂x ∂y
Use Lagrange’s method to determine the general solution of the above partial
differential equation.
y
z 2 = f − x2 − y2
x
Created by T. Madas
Created by T. Madas
Question 10
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
z +z = y−x.
∂x ∂y
Use Lagrange’s method, to determine the general solution of the above partial
differential equation.
z2 = 2x ( y − x) + f ( x − y )
Created by T. Madas
Created by T. Madas
Question 11
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z x 2 + y 2
( y − x) + ( y + x) = .
∂x ∂y z
Use Lagrange’s Multipliers method for derivatives, to find the general solution of the
above partial differential equation.
z 2 = y 2 − x2 + f 2 y 2 − ( x + y )
2
Created by T. Madas
Created by T. Madas
Question 12
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
x( y − z) + y ( z − x) = z ( x − y) .
∂x ∂y
Use Lagrange’s Multipliers method for derivatives, to find the general solution of the
above partial differential equation.
x + y + z = f ( xyz ) or xyz = g ( x + y + z )
Created by T. Madas
Created by T. Madas
Question 13
It is given that z = z ( x, y ) satisfies the partial differential equation
(
x y2 − z2 ) ∂∂xz + y ( z 2 − x2 ) ∂∂yz = z ( x2 − y 2 ) .
Use Lagrange’s Multipliers method for derivatives, to find the general solution of the
above partial differential equation.
(
xyz = f x 2 + y 2 + z 2 ) or x 2 + y 2 + z 2 = g ( xyz )
Created by T. Madas
Created by T. Madas
Question 14
The surface S has Cartesian equation
z = f ( x, y ) .
The tangent plane at any point on S passes through the point ( 0,0, −1) .
a) Show that
∂z ∂z
x + y − z =1.
∂x ∂y
x
z = −1 + x G
y
Created by T. Madas
Created by T. Madas
∂z ∂z
P ( x, y , z ) + Q ( x, y , z ) = R ( x, y , z ) , z = z ( x, y )
∂x ∂y
Created by T. Madas
Created by T. Madas
Question 1
∂z 1 ∂z
+ = cos x .
∂x 2 ∂t
Solve the above partial differential equation given that z = z ( x, t ) and further satisfies
the initial condition z ( x,0 ) = 0 .
z ( x, y ) = sin x − sin ( x − 2t )
Created by T. Madas
Created by T. Madas
Question 2
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ = 2z ( x + y ) .
∂x ∂y
u = x + y and v = x − y ,
1 ( x + y )2
MM4-A , z ( x, y ) = g ( x − y ) e 2 , z (1, 0 ) = 1
Created by T. Madas
Created by T. Madas
Question 3
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
2 +3 = z .
∂x ∂y
Given further that z = y at x = 1 for all y , find the solution of the above partial
differential equation.
1 ( x −1)
MM4-C , z ( x, y ) = 1 ( 3 − 3 x + 2 y ) e 2
2
Created by T. Madas
Created by T. Madas
Question 4
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ =z.
∂x ∂y
Given further that z ( x,0 ) = cos x , find the solution of the above partial differential
equation.
z ( x, y ) = e y cos ( x − y )
Created by T. Madas
Created by T. Madas
Question 5
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
x2 + y2 + z2 = 0 .
∂x ∂y
MM4-B , z = 1 ( 3 − 3 x + 2 y ) e 2
1( x−1)
2
Created by T. Madas
Created by T. Madas
Question 6
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
xz + yz + xy = 0 .
∂x ∂y
xy = 1 , z = x , ∀x .
x
MM4-D , z ( x, y ) = − xy + 1
y
Created by T. Madas
Created by T. Madas
Question 7
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
( x2 + 1) ∂∂xz + 2 xy ∂∂yz − xy = 0 .
S contains the curve with equation
2
( )
z ( x,1) = x 2 + 1 , 1 ≤ x ≤ 2 .
2 3
2 y5
z = 4
( x2 + 1)
Created by T. Madas
Created by T. Madas
Question 8
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
+ = 2z ( x + y ) .
∂x ∂y
z ( x, y ) = 1 ( x − y + 1) exp 1 ( x + y + 1)( x + y − 1)
2
4 2
Created by T. Madas
Created by T. Madas
Question 9
It is given that z = z ( x, t ) satisfies the partial differential equation
∂z ∂z
ex + =0, z ( x,0 ) = tanh x .
∂x ∂t
Find the solution of the above partial differential equation, in the form z = f ( x, t ) .
Created by T. Madas
Created by T. Madas
Question 10
It is given that z = z ( x, y ) satisfies the partial differential equation
∂z ∂z
z −z = y−x, z (1, y ) = y 2 .
∂x ∂t
Find the solution of the above partial differential equation, in the form z 2 = f ( x, y ) .
4
z 2 = 2 xy + ( x + y − 1) − 2 ( x + y − 1)
Created by T. Madas
Created by T. Madas
Question 11
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
x − 3 y = x2 y .
∂x ∂y
ξ ( x, y ) = ln x and η ( x, y ) = ln y ,
to transform the above partial differential equation into one with constant
coefficients.
∂z ∂z
− 3 = e 2ξ +η , z ( x, y ) = 2 x3 y + x 2 y
∂x ∂y
Created by T. Madas
Created by T. Madas
Question 12
It is given that u = u ( x, y ) satisfies the partial differential equation
∂u ∂u
3 y2 + − xy 2u = 0 .
∂x ∂y
1 x2
It is further given that when x = y + y 3 , u ( x ) = x e 6 .
1 x2
Find a simplified expression for u = u ( x, y ) , in the form u ( x, y ) = f ( x, y ) e 6 ,
where f is a function to be determined.
3 1 x2
( ) ( )
u ( x, y ) = y 3 − x + y 3 − x e 6
Created by T. Madas
Created by T. Madas
Question 13
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
2 +3 = z .
∂x ∂y
z ( x,0 ) = tan 3x , 0 ≤ x ≤ 1 .
( )
z ( x, y ) = 1 5e x + 1 tan ( 3 x − y ) , 3 x − 3 ≤ y ≤ 3 x
6
Created by T. Madas
Created by T. Madas
Question 14
The function f , with equation z = f ( x, y ) , satisfies the partial differential equation
∂z ∂z
( y − z) + ( z − x) = x − y .
∂x ∂y
f ( x, y ) = 0 , when y = 2 x .
z ( x, y ) = − x − y + 3 5 x 2 + 5 y 2 + 5 z 2
5
Created by T. Madas
Created by T. Madas
Question 15
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
xz + yz = xy .
∂x ∂y
The plane with equation z = 1 intersects S along the curve with equation
y = 2 x 2 , −1 < x < 1 .
y3
z ( x, y ) = xy + 1 −
4 x3
Created by T. Madas
Created by T. Madas
Question 16
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
yz − xz = xy .
∂x ∂y
The plane with equation y = 0 intersects S along the curve with equation
c) Show that the characteristic curves of the partial differential equation are the
intersections of the families of two circular cylinders.
x
z ( x, y ) = − xy + 1
y
Created by T. Madas
Created by T. Madas
Question 17
It is given that z = z ( x, t ) satisfies the partial differential equation
∂z ∂z
x + ( t − 1) = 0 .
∂x ∂t
1 − x x < 1
2
z ( x,0 ) = .
0 x ≥1
( )
Solve the above partial differential equation, and hence evaluate z 1 , 1 and z 3, 1 .
6 3 3 ( )
( ) ( )
z 1 , 1 = 15 , z 3, 1 = 0
6 3 16 3
Created by T. Madas
Created by T. Madas
Question 18
The surface S , with equation z = z ( x, y ) , satisfies the partial differential equation
∂z ∂z
2 +3 = z .
∂x ∂y
It is further given that the plane with equation x = 1 meets S along the straight line
with equation z = y , −1 ≤ y ≤ 1 .
1 ( x −1)
z ( x, y ) = 1 ( 3 − 3 x + 2 y ) e 2 , 3x−5 ≤ y ≤ 3x−1
2 2 2 2 2
Created by T. Madas
Created by T. Madas
Question 19
The surface S , with equation z = z ( x, y ) , is orthogonal to the sphere with Cartesian
equation
x2 + y 2 + z 2 = 2 x .
z ( x,0 ) = tan 3 x , 0 ≤ x ≤ 1 .
z ( x, y ) = 1 (1 + y − x )
2
Created by T. Madas
Created by T. Madas
Created by T. Madas
Created by T. Madas
Question 1
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2 z ∂2 z
−3 +2 2 =0.
∂x 2 ∂x ∂y ∂y
z = f ( x + y ) + g ( 2x + y )
Question 2
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2 z
= .
∂x 2 ∂y 2
z = f ( y + x) + g ( y − x)
Created by T. Madas
Created by T. Madas
Question 3
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2z ∂2 z
−4 + 4 2 = 0.
∂x 2 ∂x ∂y ∂y
z = f ( 2x + y ) + x g ( 2x + y )
Question 4
It is given that z = z ( x, t ) satisfies the partial differential equation
∂2z ∂2 z ∂2z
+ 15 =8 .
∂x 2 ∂t 2 ∂x∂t
z ( x, t ) = f ( 3 x + t ) + g ( 5 x + t )
Created by T. Madas
Created by T. Madas
Question 5
It is given that ϕ = ϕ ( x, y ) satisfies the partial differential equation
∂ 2ϕ
∇ 2ϕ = 2 .
∂x∂y
z = f ( x + y) + x g ( x + y)
Question 6
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2 z ∂2 z
+5 + 6 2 = 2e x − y .
∂x 2 ∂x∂y ∂y
z ( x, y ) = f ( y − 2 x ) + g ( y − 3 x ) + e x − y
Created by T. Madas
Created by T. Madas
Question 7
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2 z ∂2 z
∂x 2
−4
∂x∂y ∂y
(
+ 4 2 = 48 x 2 + y 2 . )
Find a general solution of the above partial differential equation.
z ( x, y ) = f ( 2 x + y ) + x g ( 2 x + y ) + 4 x 4 + y 4
Created by T. Madas
Created by T. Madas
Question 8
It is given that z = z ( x, y ) satisfies the partial differential equation
∂2z ∂2 z ∂2 z
x2 + 2 xy + y2 2 = 0 .
∂x 2 ∂x∂y ∂y
y y
z ( x, y ) = f + x f
x x
Created by T. Madas