Partial Differential Equations:

Definition: An equation which involves two or more independent variables and partial
derivatives with respect to any or all the independent variables is called a partial differential
equation.

Example:

 2u 2  u
2
i. Wave equation : c ; Order  2, Degree  1
t2  x2
u  2u
ii. Heat equation :  k 2 ; Order  2, Degree  1
t x
 u  2u  2u
2
iii. Laplace equation :    0; Order  2, Degree  1
 x2  y 2  z 2

Formation of PDE:
Partial differential equations are formed in either of the following two ways.

1. By eliminating of arbitrary constants.

2. By eliminating of arbitrary functions.

Formation of PDE by eliminating of arbitrary constants:

Example 1: Form a PDE from the relation 2 z 2  c( x  2 y )

Solution: Let,

2 z 2  c( x  2 y ) (1)

Differentiating (1) partially with respect to x, we get

z
4z c (2)
x
Differentiating (1) partially with respect to y, we get

z
4z  2c
y
z
2z c (3)
y

From equation  2  &  3

z z
4z  2z
x y
z z
2 
x y
 2p  q
 2p q  0

which is the required partial differential equation.

Example 2: Form a PDE from the relation z  ( x  a) 2  ( y  b) 2

Solution: Let,

z  ( x  a ) 2  ( y  b) 2 (1)

Differentiating (1) partially with respect to x, we get

z
 2( x  a)
x
p
  ( x  a) (2)
2

Differentiating (1) partially with respect to y, we get

z
 2( y  b)
y
q
  ( y  b) (3)
2
From equation  2  &  3
2 2
 p q
z     
 2  2
 4z  p2  q2

which is the required partial differential equation.

Example 3: Form a PDE from the relation z  ax3  by 3

Solution: Let,

z  ax3  by 3 (1)

Differentiating (1) partially with respect to x, we get

z
 3ax 2
x
z
x  3ax 3
x
1 z
 x  ax 3 (2)
3 x

Differentiating (1) partially with respect to y, we get

z
 3by 2
y
z
y  3by 3
y
1 z
 y  by 3 (3)
3 y

Putting the values of  2  &  3 in equation (1),

1 z 1 z
z x  y
3 x 3 y
z z
 3z  x y
x y
 3z  px  qy

which is the required partial differential equation.

Formation of PDE by eliminating of arbitrary functions:

Example 4: Form a PDE from the relation z  x  y  f ( xy)

Solution: Let,

z  x  y  f ( xy) (1)

Differentiating (1) partially with respect to x, we get

z
 1  y f '( xy ) (2)
x

Differentiating (1) partially with respect to y, we get

z
 1  x f '( xy ) (3)
y

Now,

z z
x.  2   y.  3    x y
x y
 pq  x y

which is the required partial differential equation.

Example 5: Form a PDE from the relation z  xy  f ( x 2  y 2 )

Solution: Let,

z  xy  f ( x 2  y 2 ) (1)

Differentiating (1) partially with respect to x, we get

z
 y  2 x f '( x 2  y 2 ) (2)
x

Differentiating (1) partially with respect to y, we get

z
 x  2 y f '( x 2  y 2 ) (3)
y
Now,

z z
y.  2   x.  3  y x  y 2  x2
x y
 yp  xq  y 2  x 2

which is the required partial differential equation.

Exercises:

i. z 2  3( x  a ) 2  2( y  b) 2
ii. z  ax  by  ab
iii. z  ( x  a )  ( y  b)
iv. z  x 2  y 2  f ( xy )
v. z  xy  f ( xy )

Classification of Second order PDE:

Consider a general form of second order first degree PDE.

AU xx  BU xy  CU yy  FU x  GU y  HU  E (1)

Let   B2  4 AC . Then the PDE (1) will be

1. Hyperbolic if   0
2. Elliptic if   0
3. Parabolic if   0

Examples: Classify the following PDEs

(i ) U xx  U yy  4U x  0
(ii ) 2U xx  3U xy  4U yy  0
(iii ) 4U y  5U  0
(iv)4U x  0
Solution:

(i) U xx  U yy  4U x  0 (1)

Comparing equation (1) with the standard form of second order first degree PDE, we get

A  1, B  0, C  1
Now,   B 2  4 AC
 0  4.1.(1)
40

The given PDE is Hyperbolic.

(ii) 2U xx  3U xy  4U yy  0 (1)

Comparing equation (1) with the standard form of second order first degree PDE, we get

A  2, B  3, C  4
Now,   B 2  4 AC
 9  4.2.4
 9  32
 23  0

The given PDE is Elliptic.

(iii) 4U x  0 (1)

Comparing equation (1) with the standard form of second order first degree PDE, we get

A  0, B  0, C  0
Now,   B 2  4 AC
0

The given PDE is Parabolic.

Exercises:

(i ) 2U xx  3U xy  4U yy  0
(ii ) 2U xx  2U y  5U  0
(iii ) U xx  U yy  4U x  0
(iv) 2U xx  3U xy  4U yy  0
(v) 5U xx  4U y  0

Lagrange’s Solution of the linear equations:

Theorem: The general solution of Lagrange’s equation Pp  Qq  R is

F (u, v)  0

where F is an arbitrary function and u ( x, y, z )  c1 and v( x, y, z )  c 2 are two independent

dx dy dz
solutions of   .
P Q R

Example 01: Solve y 2 z p  x 2 zq  xy 2 using Lagrange’s Method.

Solution: Given Partial differential equation is y 2 z p  x 2 zq  xy 2

The Lagrange’s Auxiliary equation is,

dx dy dz
2
 2  2
y z x z xy

Taking first two fractions,

dx dy
2
 2
y z x z
dx dy
 2  2
y x
 x 2 dx  y 2 dy

Solving the equation we get,

x 3  y 3  c1 , where c1 is arbitrary constant.

Now taking 1st and 3rd fractions,

dx dz
2
 2
y z xy
dx dz
 
z x
 xdx  zdz

Solving the equation we get,

x 2  z 2  c2 , where c2 is arbitrary constant.

The general solution is

F ( x 3  y3 , x 2  z 2 )  0

Example 02: Solve yz p  xzq  xy using Lagrange’s Method.

Solution: Given Partial differential equation is yz p  xzq  xy

The Lagrange’s Auxiliary equation is,

dx dy dz
 
yz xz xy

Taking first two fractions,

dx dy

yz xz
dx dy
 
y x
 xdx  ydy

Solving the equation we get,

x 2  y 2  c1 , where c1 is arbitrary constant.

Now taking 2nd and 3rd fractions,

dy dz

xz xy
dy dz
 
z y
 ydy  zdz

Solving the equation we get,

y 2  z 2  c2 , where c2 is arbitrary constant.

The general solution is

F ( x2  y2 , y 2  z 2 )  0

Exercises:

i. y 2 p  x 2 q  x 2 y 2 z 2
ii. p  q  cos x
x2
iii. x 2 p  y 2 q 
z2
iv. pz  y
v. x 2 p  y 2 q   z 2
vi. ( x 2  y 2  z 2 ) p  2 xyq  2 xz