Chapter 3

Partial
Differential
Equations

CHAPTER
HIGHLIGHTS
☞ Heat equation
☞ Fourier series

FOURIER SERIEs where a0 an, bn are called Fourier coefficients and these are
obtained by
Periodic Function A function f(x) is said to be periodic

1
if f(x + a) = f(x) for all x. The least value of a is called f ( x)dx,
the period of f(x). a0 

 

Example: sin x, cos x are periodic functions with period 
2p. 1
an  f ( x) cos nxdx for n  1, 2, 3,…

 


NOTES 
1
f ( x) sin nxdx for n  1, 2, 3,…
 
1. f (x) and g (x) are periodic functions with period k bn 
then af (x) + bg (x) is also a periodic function with
period k.
2. If f (x) is a periodic function with period k, then the SOLVED EXAMPLES
k
period of f (ax) is .
a Example 1
3. If the periods of functions f (x), g(x) and h(x) are a, b, Obtain the Fourier series expansion of f (x) = ex in (0, 2p).
c, respectively, then the period of f (x) + g (x) + h (x)
Euler’s
the Formula
is the lcm for
of a, b and c. Solution
2
1
Fourier a0 
 f ( x)dx
Coefficients 
0

Let f (x) is a periodic function whose period is 2p and is integrable over a period. Then f (x) can
be represented by trigonometric series. 2
1

 
exdx
0

a0
f ( x)  
 2 1
 1 ex  (e2 1) (1)
  (an cos nx  bn sin
 
2 nx)  0
n1
 Chapter ■ Partial Differential Equations |
3 2.59
2
1 Fourier Series for Odd Function and Even Function
an 
  f ( x) cos
Case 1: Let f (x) is an even function in (–p, p). Then the
nxdx
0

1
2 Fourier series of the even function contains only cosine
  ex cos terms and is known as Fourier cosine series and it is
nxdx
0 a0 
f ( x)    an cos nx, where
2 n1
we know that  eax cos  
bxdx 2 2

eax
 a2  b2 [a cos bx  b sin bx]
a0    f ( x)dx, an 0  f ( x) cos nxdx
0

2 Case 2: If f (x) is an odd function, then the Fourier series of

1 (cos nx  n sin nx) an odd function contains only sine terms, and is known as
ex a 
 
n
  1 n2 0 Fourier sine series.

1 
 1  e
2 (cos 2 n)  f ( x) bn sin nx,
 
 1 n2 1 n2  n
1
2 2
bn  1  f ( x) sin
nxdx 
1  ex sin
nxdx
where

2 f ( x) sin nxdx


bn 
 0
 0
0

1 ex (sin nx  n cos
nx]2 Example 2
0

 1 n2 2 x2
 Expand the function f ( x)   in Fourier series in
eax sin bxdx eax  (a sin bx  b cos the interval (–p, p). 24 8
 bx))
∵  2 
 a b 
2

1 1
 (n  e2 n cos 2 Solution
n)  2 x2
f ( x)  
 1 n2 24 8
n
 (1 e2 cos 2 n) 2 (x)2 2
(1 n2 ) x2
f (x)      f ( x)

24 8 24 8
a
 f ( x)  0  (an cos nx  bn sin \ f (x) is an even function.
nx)
2 n1 
 a0
1 (e2 1) 
  f ( x)  2   an cos nx
2 n1
n1
1 1   2 2 x2
n 2
 0  24 
 (e 2
cos 2 n 1)  (1 e 2
cos 2 n)  a0  f ( x)dx  dx
20 8
 1 n
2
 (1 n2 )  
1   2 x x 3 
Even and Odd Functions     0
 24 24 0
Even function: A function f (x) is said to be even if f (–x) 
=
f (x) for all x. 2
2.60 | Part ■ Engineering
II
Example: x2, cos Mathematics
x
an   f ( x) cos nxdxs
0
Odd function: A function f (x) is said to be odd if f (–
2    2 x2 
x) cos nxdx
 0 24 8 
 
= – f (x) for all x

Example: x3, sin x
 2  
 x2   sin nx 
NOTES     
2  24 8   n 0 
1. The sum of two odd functions is odd.   
  1 
2. The product of an odd function and an even function  (2x) sin nx  
 dx
 
is odd. 8
 0   
n
3. Product of two odd functions is even. 
 Chapter ■ Partial Differential Equations |
3 2.61
2  2x sin nx
  2
L n
dx where bn   f ( x) L dx.
sin L
 0
8 n 0

2  2  x cos nx   cos
nx  HALf RAngE ExPAnsIOn
  
 
 8n n  dx In the pervious examples we define the function f (x) with
 n
  0 0 
the period 2L.
4 Suppose f(x) is not periodic function and defined in half
 8 ( cos n ) the interval say (0, L) of lengths L. such expansions are
n2
known as half range expansions or half range Fourier
1 series.
 (con n ), n  1, 2, 3, In particular a half range expansion containing only cosine
… 2n2
series of f(x) in the interval (0, L) in a similar way half
(1)n1 range Fourier sine series contains only sine terms. To find
 2n2 the Fourier series of f(x) which is neither periodic nor even

(1)n1 nor odd we obtain Fourier cosine series and Fourier sine
 series of f(x) as follows. We define a function g(x) such
that g (x) =
f ( x)  cos nx f (x) in the interval from (0, L) and g (x) is an even function
2n2
 n1
in (–L, L) and is periodic with period 2L and g(x) is
obtained
1 cos 2x cos 3x  by previous methods which are discussed earlier. Similarly
 cos x   
. ⋯
 we can obtain a fourier sine series as follows. Assume f (x)
2  22 32
= h(x) in (0, L) and h (x) is an odd function in the interval
(–L, L) with period 2L and evaluate h (x) by pervious
methods
Function of Any Period (P = 2L) which are discussed earlier.
If the function f (x) is of period P = 2L has a Fourier series,
then f (x) can be expressed as, Example 3
a0  n n If f (x) = 1 – x in 0 < x < 1 find Fourier cosine series and
f ( x)
2  n
 (a cos L x  bn sin L x) Fourier sine series.
 n1

where the Fourier coefficients are as

follows: Solution

1
L Given f (x) = 1 – x in 0 < x < 1 since f (x) is neither periodic
f ( x)dx
a0 
LL
 nor even nor odd function.
Let us assume g(x) = f (x) = 1 – x in 0 < x < 1
1 L n = 1 + x in – 1< x < 0
f ( x) xdx
an 
LL
 cos L \ g (x) is even function in (–1, 1)
1 L n 
a n x
bn   f ( x) L xdx  g( x)  0
  an cos
L sin
L 2 n1 L
L 1
Fourier Series of Even and Odd Functions Let f (x) be 2
an even function in (–L, L), then the Fourier series is a0   f ( x)dx  2 f ( x)dx (here L  1)
L0 0
 1
a0 n x 1
 x2  1
f ( x)    an cos 
2 L
2.62 | Part ■Engineering
II 2(1
Mathematics x )dx  2  x 
  21

Where a0 
n1
0  2 0 2
2
1 2
L f ( x)dx  L fx)dx
( acos L f ( x) n x
 dx
L
L L L0 n
L
0

L
an  2 n x 1
L
L  L f ( x) dx  2(1 x) cos n xdx
cos
 0
Let f (x) be an odd function in (–L, L) then Fourier series is  sin n xx 
1
 n 

n sin n x (1)
f ( x)  bn 2 (1 x)  
x n
 
sin
n1 L 
 Chapter ■ Partial Differential Equations |
3 2.63

 2 (1  Differentiating this partially wrt, x and y eliminate a, b
x) 1
(1) sin n dx from these equations we get an equation f(x, y, z, p, q) = 0,
sin n x x n which is partial differential equation of first order.
 1 
n  
cos
1
n x 
 2 12 2 cos n 
 2 2n2  n n 2 2 Example 4

 
0
z = ax 2 – by2, a, b are arbitrary constants.
2
 2 2 (1 (1)n ).
n Solution
\ Fourier cosine series is  Given
1 2 1 (1)2
g( x)   2  2 cos n z = ax 2 – by2 (1)
2  n1 n x
Fourier sine series in (0, 1) Differentiating z partially wrt x,
\ h(x) = f (x) = 1 – x; 0 < x <
1 z p
 2ax p  2ax a
= – (1 + x); –1 < x < 0  2x

h(x) is an odd function x

n
 h( x)  bn Differentiate z partially wrt y,
x
sin z
L  2by , i.e., q = –2by
n1
L n x
2
bn   f ( x) sin dx y
L0 L q
1  b
2y
 2(1 x) sin n
xdx Substituting the values of a and b in Eq. (1), we get
0
cos n x 1 1
cos n x p q
 2(1 n   2 dx  z x2  , y2
x)  2/n

n0 0 2x 2y
 1 2z = px + qy which is a partial differential equation of order
1.
 h( x)  2 /  sin(n x)
n
 n1
Formation of PDE by Eliminating Arbitrary Function

Partial Differential Equations Consider z = f (u) (1)

(PDE) f is an arbitrary function in u and u is function in x, y, z.
An equation involving two or more independent variables Now differentiate Eq. (1) wrt x, y partially by chain rule
and a dependent variable and its partial derivatives is we get
called a partial differential equation.
 z z  z f u f u z
 f  x, y, z, , …  0.     (2)

 z y 


x u x u z x
Standard uz  z f  u  f  (3)
Notation 
z z
 pz q y u y u z y
, z
2 z
 x y
y2
x  z
2.64 | Part ■ Engineering
II Mathematics by eliminating the arbitrary functions from Eqs. (1), (2), (3)
 r   t we get a PDE of first order.
 x2  y2
zxx , zyy
2 z Formation of PDE when TwoArbitrary Functions are
 zxy  Involved When two arbitrary functions are involved, we
x
y s differentiate the given equation two times and eliminate the
two arbitrary func-
Formation of Partial Differential tions from the equation obtained.
Equations
Example 5
Partial differential equation can be formed by two
ways. Form the partial differential equation of
1. By eliminating arbitrary constants. f ( x)
2. By eliminating arbitrary functions. z  g( y)

Formation of PDE by Eliminating Arbitrary

Constants
Consider a function f (x, y, z, a, b) = 0
where a, b, are arbitrary constants.
 Chapter ■ Partial Differential Equations |
3 2.65
Solution
Using the multipliers as x, y, z we get
Given z f( x dx  y dy  z dz
 x) x( z  y)  y( x  z)  z( y  x)
g( y ( = xdx + ydy + zdz = 0
fx)
)
p  zx (1) \ x2 + y2 + z2 = 0
 g( y)

dx  dy  dz
q  f ( x) and also 0
z   g( (2) zyxzyz
y)
y
[g( y)]2 dx + dy + dz = 0, x + y + z = 0.
\ The required solution is x2 + y2 + z2 = f (x + y + z).
2   f ( x)  g(
sz  (3)
xy y)
Non-linear Equations of First Order
There are four types of non linear equations of first order.
[g( y)]2
Eq.(1)  Eq.(2)   2 
f ( x)   f ( x)  g( y)  Type 1:
pq  
g( y) [g( y)] 
s  z  
f (p, q) = 0.
pq + sz = 0 If the given equation contains only p and q then the
solution is taken as z = ax + by + c. Where a, b and c are
arbitrary,
Forming PDE by the Elimination of Arbitrary Function such that f(a, b) = 0.
of Specific Functions
Consider f (u, v) = 0 Example 7
Where u, v are the functions in x, y, z. Solve 2p + 3q = 5
Differentiate the above equation wrt x and y by chain
rule Solution
F F
and eliminate the and convert them in the form Given 2p + 3q = 5
, Pp z = ax + by + c.
u v
+ Qq = R, which is a first order linear PDE where P, Q, R
are functions of x, y, z. Solution
Auxiliary equation is

Linear Equation of First Order

Linear equation of first order is Pp + Qq = R. This is also
called Lagrange’s equation, where P, Q, R are the
functions in x, y, and z.

Procedure For solving Lagrange’s Equations

Take the auxiliary equation as

dx dy dz
P Q R .

Solve any two equations and take the solutions as u and

v. The complete solution is f(u, v) = 0 or u = f (v).

Example 6
Solve (z – y)p + (x – z)q = y – x.
2.66 | Part ■ Engineering
II
Where Mathematics
2a + 3b = 5, Solve the resulting equation and replace u by x + ay.
5  2a Type 3:
b 3
 5  2a  f (x, p) = g (y, q).
\ The solution is z  ax  y  c.  
  The equation is not containing 3z.
Type 2: Assume f (x, p) = a and g (y, q) = a.
f (z, p, q) = 0 Solve the equations for p and q and then write the solution.
When the equation is not containing x and y then to solve Example 8
the
dz Solve p2 – q2 = x2 – y2.
equation assume u = x + ay and substitute p  , qa
dz Solution
.
du du p2 – q2 = x2 – y2
dx p2 – x2 = –y2 + q2
 dy dz Let p2 – x2 = a2 = –y2 + q2
zy  yx.
xz p = a + x2
2 2
q2 = y2 + a2
 Chapter ■ Partial Differential Equations |
3 2.67
p a x 2 2
q
Method of Separation of Variables
a2  y2
 Consider a PDE involving a dependent variable u and two
\ Take dz = pdx+ qdy independent variables x and y. In the method of separation
Integrating on both sides, ∫dz = ∫pdx + of variables, we find a solution of the PDE in the form of a
∫qdy product of a function of x and a function of y, i.e., we write
z a2  y2dy
a  x dx
2 2
 u(x, y) = X(x) . Y(y) (1)

 a2 x
x 2  sinh1  u  u 
a  x2  ( XY )  X Y ;  ( XY )  XY
y 2 Then


2 2 a a  y2 x x y y
2 
a2 y
 sinh1  b. 2u 2u 2u
2 a 
X Y,  
X Y ,  XY  and so on
x2 xy y2
Type dX dY 2
; X  d
2
4: Here X ;Y ; Y  d 2Y .
z = px + qy + f (p,  dx  dy X dy
 
q) dx2
The equation in the above form is Clairaut’s equation. The
Substituting these in the given PDE, separating X and its
solution is z = ax + by + f (a, b).
derivatives from Y and its derivatives, finding solutions for
x and y and substituting them in Eq. (1), we get the
Classification of Second Order solution of the given PDE
Homogeneous Linear Equations This is best explained through the examples given below:
A second order linear homogeneous PDE of the form
Example 9
2
2
   C    D   E   F( x, y)  0
2
Solve xp + yq = 0 by the method of separation of variables.
A x2  B
(1)
Solution
xy y2 x y
Where A, B, C, D, E and F are either functions of x and y For the PDE,
only or constants, is called
xp + yq = 0 (1)
1. a parabolic equation, if B2 − 4AC = 0 Let z = X(x) . Y(y) (2)
2. an elliptic equation, if B2 − 4AC < 0 be the solution
3. a hyperbolic equation, if B2 − 4AC > z
0  p  X Y and q  XY 
z  y
Examples: x
1. Consider the one-dimensional heat equation:
Substituting these in Eq. (1)
2
u 2  u x X  Y + y XY  = 0
t  c x2
⇒ xX Y = – y XY 
2u u X Y
 c2
 0  x y (3)


x2 t X Y
In Eq. (3), as LHS is a function of x alone and RHS is a
Comparing it with Eq. (1), we have function of y alone, they are equal only if each of them is
A = c2, B = 0 and C = 0 equal to some constant
\ B2 – 4AC = 02 − 4 × c2 × 0 = 0 Similarly, it can o se e
\ One dimensional heat equation is parabolic. be easily b rv d
2.68 | Part ■ Engineering
II that Mathematics Y
X y k (4)
2. One-dimensional wave equation: \
 x  (say)
X
Where k is a constant Y
X

2
 y 2
From Eq. (4), x   xX  kX
2 y
k
t 2  c x2 is hyperbolic (B − 4AC > 0) and
2
X dX

3. The Laplace equation:  x 

kx dx
2 2
u u dX dx
  0 is elliptic (B2 − 4AC <
 k
0)
x2 y2 X x
 Chapter ■ Partial Differential Equations |
3 2.69
Integrating on both sides we have, Which is a linear equation with its auxiliary equation being
dxX  k dxx m–k=0 ⇒ m=k
Hence its solution is X = C1 ekx (5)
T 
⇒ log X = k log kx + log C1 Again from Eq. (3), 3k
⇒ log X = log x C T
⇒ X = C1 x k (5) T 3k
Y 
Again from Eq. (4),  y T
k
Y ⇒ T  = (3 – k)T
⇒ –yY  = kY ⇒ T  – (3 – k) T = 0 (6)
dY
 y  kY Which is a linear equation with its auxiliary equation being
dy m – (3 – k) = 0
dY ⇒ m=3–k
 dy  k
Y y \ The solution of Eq. (6) is T = e(3 – k)t (7)
C2
Integrating on both sides, Substituting Eqs. (5) and (7) in Eq. (1), we get the general
solution of given PDE (2) as
dY
dy
  k u = X . T = (C1ekx) (C 2e(3 – k)t)
Y y = C1 C2 ekx+(3-k)t
⇒ log Y = –k log-k y + log C2 \ u = cekx+(3-k)t; where c = c c
1 2
⇒ log Y = log y C2 \ u(x, t) = cekx+(3-k)t (8)
⇒ Y = C2 y -k (6)
Given u(0, t) = 4e t

Substituting Eqs. (5) and (6) in Eq. (2), we get the solution \ From Eq. (8), u(0, t) = ce(3-k)t = 4et
of Eq. (1) as, Comparing on both sides, we get
z = (C xk) (C y -k) C = 4, 3 – k = 1
1 2
= C C xk y -k ⇒ C = 4; k = 2
1 2

 x k Substituting these in Eq. (8), we get the required solution of

 z  C   where C  Eq. (2) as
y
C1C2. u(x, t) = 4e2x+t
Example 10
One Dimensional Diffusion Equation The diffusion
Solve the PDE ux + u = 3u; u(0, t) = 4et by the method of equation is a partial differential equation that describes
t
separation of variables. density fluctuations in a material undergoing diffusion.
The partial differential equation representing the one
Solution
dimensional diffusion equation is
Let u = X(x). T(t) (1)
u 2u
be the solution of the PDE
t  D x2
ux + ut = 3u (2) where u(x, t) is the density of the diffusing material at time t
u
u  XT  u   X T and and D is diffusion coefficient
u
t
x
x Example 11
u
  XT  Find the solution of the one dimensional diffusion equation
t u 2u

Substituting these in Eq. (2), we get D on the interval x 0, L with initial
X T + XT  = t x2
condition
3XT
u (x, 0) = f ( x), x 0, L
Dividing throughout by XT, we have
and Dirichlet’s boundary conditions
 T
X  3
X
X T T 
  3k
2.70 | Part ■ Engineering
II Mathematics (3), (say) u(0, t) = u(L, t) = 0 t  0
Solution
X T We will solve the one-dimensional diffusion equation
X
From Eq. (3), k  kX 
X u 2u
D
X (1)
 x2
t
⇒ X  – kX = 0 (4) by the method of separation of variables.
 Chapter ■ Partial Differential Equations |
3 2.71
Let u(x, t) = X(x) T(t) (2) 
 n    n 2 
be the solution of Eq. (1)  An sin  x exp D   t (7)

u u  L   L  
\  X T and 2u  X and  XT n1
T 
x x2 t where An = Constant ( BnCn )
Substituting these in Eq. (1), Given initial condition is
XT  = DX  T u( x, 0)  f ( x)
1 T X  
 n 
⇒  (3)
DT X i.e.,  An sin L x

n1
As the left hand side depends only on the variable t and the
= f ( x) (From Eq. (7)) (8)
right hand side depends only on the variable x, both
sides are equal to some constant say – l By writing f ( x) as a half range Fourier sine series in [0,
(Negative sign is taken for convenience reason)
L]
1 T X  we have
From
 Eq. (3),    n 
f ( x)  
DT X  Fn sin L x 
1T X  n1  
⇒  -l and 
2L  n 

DT X where Fn   f ( ) sin    d


L L
⇒ T  + DT = 0 (4) 0  
and X  + lX = 0 (5) \Eq. (8) becomes,
  n 
Clearly Eqs. (4) and (5) are linear ordinary differential 
 A sin
n  n x   Fn sin  x
equations involving the variables t and x n  L  n1  L 
respectively. 1 2L  n 
Solving (4), we get 
 Dt An  Fn   f ( ) sin    d
T(t) = Ce L0  L
(6)
Solving Eq. (5), we get different possible solutions
Substituting the value of An in Eq. (7), we get the solution
depend- ing on the value of l as given below. of Eq. (1) as
 Asin( u (x, t)
 x)  B x); for   0  n    n x 
  2 L
cos(
X(x) =  Ae x  Be x ; for   0     f ( )   d sin 
 L
sin  L L
 Ax  B; for  n1  0     
0   n 2 
  L 
Given boundary conditions are exp  D   t
   
u(0, t) = 0 and u(L, t) = 0
From Eq. (2), u (0, t) = X(0) T(t) = 0
HEAT EqUATIOn
⇒ X(0) = 0
The heat flow in a body of homogeneous material is gov-
and u(L, t) = X(L) T(t) = 0 ⇒ X(L) = 0 uu 2
2 u  2u 
 c 

Taking into account, the boundary conditions X(0) = 0 and erned by the heat equation  2 2 
 x y2 z
k
t 
X(L) = 0, the values of X(x) for l = 0 and l < 0 leads to given for l > 0, which on application of the boundary
only the trivial solutions and hence we take the value X(x) conditions becomes,
2.72 | Part ■ Engineering
 n x 
II X(x) = C sin
Mathematics ; n = 1, 2, 3… where c2 = and u (x, y, z, t) is the temperature in a
 
body, k is the thermal conductivity, s is specific heat of the
body, r is the density of the material and c2 the constant
is called the diffusivity of the body. If the heat flow is in
x- direction only then u depends on x and t, then the heat
 u  2u 
 L 
n
 c2
and Eq. (6) becomes, equation becomes  2  , which is known as one-
t  x 
  n 2  dimensional heat equation.
T(t) = Bn exp  D   t n = 1, 2, 3…
,
  L  
 Wave Equation
where Bn is a constant The one-dimensional wave equation of a vibrating elastic
\Substituting the values of X(x) and T(t) in Eq. string is given by,
(2), We get 2u 2u 2u T
 c2  c2 where c2 
u(x, t) t 2 t x2 
2
 Chapter ■ Partial Differential Equations |
3 2.73
Laplace Equation Solving we get A = B = 0
When the temperature in a homogeneous material is in 8sin 2 x
steady state and the temperature does not vary with time \ From (1) we have u 
then the 8 2  s
2u 2u 2u
heat conduction equation becomes   
0
and  8 
as this is known x2 y2 2z  y  L1 sin 2 x
 2 
8  s 
Laplace’s equation in cartesian system While solving
the boundary value problems the following results may be 2
i.e., y  8e8 t sin 2 x.
used
If u(x, t) is a function of x and t
 u  Example 50
1. L  t   su( x, s)  u( x, 0) Solve the wave equation of a stretched string given by
 
2u  2 2u 2u
2. L  2   s u( x, s)  su( x, 0)  ut ( x, 2  9
t x2 satisfying the boundary conditions u (x, 0) =
0) t
 
u  du 0, ut (x, 0) = 0, x > 0 and u (0, t) = F (t), lim u( x, t)  0, t
 0.
3. L   x
 
 x  dx Solution
2u d 2u
4. L 2  2 where L {u (x, t)} = u (x, 2u 2u
s) x dx 9 .
Given
t 2 x2
Example 49 Taking Laplace transform on both sides of the equation
u2 with the boundary conditions we have
 u 2
Solve the one dimensional heat equation
sat-  2 u   2 u 
t  x2 L  9L
isfying the boundary conditions u (0, t) = 0 = u (4 ,t) and u  t
2
 2
x
(x, 0) = 8sin 2px.    
u d 2u d 2u s2
Solution or (x, s) - su (x, 0) - ut (x, 0)  9 2 or  u 0
Taking Laplace transform on both sides of the equation s2 dx dx2 9

u 2u (1)
2 2
t x 

u   2u Also u (0, s) =  F (t)est dt and u (x, s) = 0 as x → ∞

L  2L
 0F
   2
 t  x 
\ The general solution Eq. of (1) is u (x, s)
d
su u (x, 0) 
2
2 s
u sx  x
-  c1e3  c2e 3
2u s dx2
 u
or = -4sin 2px as u (x, 0) = 8sin and u (x, s) = 0 as x → ∞ ⇒ c1 = 0
 x2 2
2px
and u (0, s) = F (s) =
The general solution of the above equation is u sx
c2 
2
= 4 sin 2 x , u (x, s) = F (s)
S /2 )
+ Be( S /2 ) X
s He
Ae( X e
 (2 )2  nce
2.74 | Part ■ Engineering
II 3 Mathematics 
  
sx 
 u( x, t)  L 1 3 F (s)
e
or
 
u S /2 X 8sin 2
Ae + Be S /2 X x+ (1)   x x
2
8  s F  t   , t 
But u (0, t) = 0 = u (4, t)   3 3
 as L{F (s)  F (t)},
 0, t 
\ u (0, s) = 0, u (4, s) = x
0
 3
\ From Eq. (1), we have A + B = 0
8sin
4
and 0 = Ae s/ 2  Be s/ 2 +
4
when expressed in terms of Heaviside’s unit step function.
8 u(x, t)
8 2  s
0⇒ Ae
4
s/ 2
 Be
4
s/ 2 = Chapter ■ Partial Differential Equations |
3  2.75
x  x
 F t  3  H t 3 .
  
   
2.76 | Part ■ Engineering
II Mathematics
ExERCIsEs
0 if
 x 5. The Fourier series of f (x) is .
0
1. Let f(x) = 
x3 if 0x
(A) cos x +
cos  cos 3x
  2x ⋯
2 2
Which is a periodic function with period 2p, then a0 =
. sin 2x sin 3x sin 4x
(B) sin x -   +
(A)  3  3 2 3 4
(B) sin 2x sin 3x
4 8 (C) sin x +  ⋯
(C) 3
(D) 3 2 3
12 16 (D) None of these
2. The value of the fourier coefficient an for n ≥ 2 for f(x) 
= x sin x in (-p, p) is . 6. The value ofis .
(n 1) 4
(A) cos n 1 cos nx 1 1 1
(A) 1   ⋯

(B) cos 2(n 1) 2 4 6

n 1 cos nx 1 1 1
(B) 1   ⋯
(C) 1 
 cos nx 2 4 6
2 n1 1 1 1 1
 (n 1)
(n 1)  (C) 1   
(D) cos 3 5 7 9
cos n 1
n 1 1 1 1 1



3. If f (x) = x in (-p, p) then the value of
3
is . (D) 1    ⋯
b
(A) 2
n
3 5 7 9
[6  n2 2 ]
n3 Direction for questions 7 and 8:
2 cos Let f (x) = x2 in the interval (-p, p).
(B) [6  n2 2 ]
n 7. The Fourier series of f (x) is .
n3
(C) 2
[6  n2 2 ]
(A) 2
n3
cos n 3
(D) [6  n2 2 2 
] 
n3 (B)
3  cos nx
n1
4. Find the Fourier series of f (x) which is defined as

follows:
f (x) = 2 0<x<1
(C)  cos nx
n1
=3 1<x<2 
2 (1)n

 (D)  4 cos nx
(A) x 3 n
2
sin 2
n1
n1 2
5 2 
1 (2n 1) x
8. The value of is
(B) 2


 2n 1 sin 2
12
1 1 1
 Chapter ■ Partial Differential Equations |
n1 3   ⋯2.77
(A) 1
2  1 x 2 3 4
(C)

 2n 1 sin 2 (B) 1
1

1

1
⋯
n1
(D) None of these 22 32 42
1 1 1
(C) 1   ⋯
Direction for questions 5 and 2 3 4
6:
x 1 1 1
Let f (x) = in the interval (0, 2p) (D) 1   ⋯
2 2 2
2 2 3 4
2.78 | Part ■ Engineering
II Mathematics
 2
9. The value of is
6 17. Solve pqz = q2(yp + q32) + p32(xq + p2).
1 1 1 a b
(A) z  ax  by b 
(A) 1   a
22 32 42
1 1 1
(B) z = ax - by
a b
(B) 1   ⋯ (C) z = ax + by + 
212 312 412
(C) 1   a3 b3
(D) None of these
32 52 72
(D) None of these 18. In the process of solving the partial differential
10. The half-range sine series of f (x) = e in 0 < x < l x 2u 2u
equation 5  the method of separation
by
is
0
. x2 dy2
 1
(A)  (1 - e(-1)n )sin
of variables, the linear differential equation involv-
ing the independent variable ‘X’ is . (Here k is a
npx
n1 1 n 2  2 constant)
 n
(B) 2 (1 - e(-1) )sin
n 2
(A) d X + kX(x) = 0
 npx
n1 1 n 2  2 dx2
 1
(C)  (1 - e(-1)n )sin (B) d
2
- kX(x) = 0
npx X
n11 n2 2 dx2
d 2X dx
(D) None of these k  k 2 X ( x)  0
2 z  z  (C)
2
 3xy z
  5 dx2 dx
11. The order and degree of the x 2
x y
= 8 are   d 2X dx
k  2k X ( x)  0

(A) 1, 1 (B) 1, 2 (D)

dx2 dx
(C) 2, 1 (D) 2, 2 2u
19. The second order partial differential equation 3x2
12. The differential equation whose solution is z = (x - x2
2u 2u u u
a) (y - b) is . 6xy  3y 2
5 7  6x y
2

(A) pq = 2z (B) pq = z is .
xy y2 x y
(C) p = 2zq (D) p = zq
13. Form a PDE of z = (x - y) f (x2 - y2) (A) elliptic equation
(A) py - xq = z (B) py + xq = z (B) parabolic equation
(C) px + yq = z (D) px - yq = z (C) hyperbolic equation
14. The solution of x2p + y2q = (x + y)z is . (D) depends on the value of x and y
 xy 20. Which of the following partial differential equations
(A) f (xy, x - y) = 0. (B) f xy 0
  represents the one-dimensional diffusion equation?
z
,
z
 2u
 2u
(C) f (zx, z - x) = 0 (D) None of (A)  c2
these t 2 x2
15. Solve (2p + 1) q = pz 2u 2u
(A) alog(z - a) = x - ay + b
(B) 2a log(z + a) = ay + b (B)  0
(C) 2a log(z - a) = x + ay + x2 y2
b
 Chapter ■ Partial Differential Equations |
(D) alog(z + a) = 3x + ay + b 3 2
2.79
16. The solution of q2x (1 + y2) = py2 is . (C) u  D  2u
t x
(A) z = a (12 + y2)
ax 2u 2u u
2
(B) z - a (1 + y ) +
2 (D)  
= b c y2 x
2 x2
ax2
(C) z   b
a(1 y2 u
2 21. In the one-dimensional diffusion equation,
ax ) t  D
(D) z   a(1 y2  b 2u
2 , u(x, t) and D represent respectively
) x2
2.80 | Part ■ Engineering
II Mathematics
(A) density of and diffusion coefficient. 24. A string is stretched between two fixed points follows
(B) diffusion and density coefficient. 2 y 2 y
 a2
(C) viscosity and diffusion coefficient. the equation (t > 0, x > 0) satisfying the
t 2 x2
(D) diffusion and viscosity coefficient. boundary conditions y(x, 0) = 0, x > 0 and y(0, t) = t
22. Which of the following pair can be represented by
the same partial differential equation? (Except pos- Lt y(x, t) = 0, t ≥ 0, Find y(x, t) in terms of
x
Heaviside’s
sibly a change in the constant multiplying the partial unit step function.
derivatives)
(A) The one-dimensional wave equation and the one (A) (t - x) H(t - x)
-dimensional heat equation.  x  x
(B) The one-dimensional wave equation and the two t H t 
(B)  a   a 
   
-dimensional Laplace equation.
(C) (t - xa) H(t - xa)
(C) The one-dimensional heat equation and the two-
dimensional Laplace equation. (D) None of these
(D) The one-dimensional heat equation and the one- 25. The one dimensional wave equation is .
dimensional diffusion equation. u u
23. Solution of the one dimensional heat equation (A) c
u 2u t x
 x > 0, t > 0 satisfying the boundary condi-
 t  x2 2u 2u
(B)  c 2
tion u(0, t) = 1, u( x ,0) = 0 is . t 2 x2
 x 
(A) erf  2u 2u
 (B) erf x  (C)  c2
   2 t  x2 t 2
2 t
 1 
(C) erf  x  2u u
(D) erf (D)  c2
   

   t t 2 x
2 t
PREVIOUs YEARs’ QUEsTIOns
2 2 3. The Fourier series of the function,
 h 
h 
1. The equation Kx Kz
x2 z2 0 can be trans- f ( x)    x  0
0,
2 h 2    x. 0  x  
h 
formed to = 0 by substituting
xt 2  z2 In the interval [ , ] is
[GATE, 2008]  2  cos x cos 3x 
f ( x)   
 
4  1 2
⋯
x Kz Kx  32 
(A) = x (B) x = x sin x sin 2x sin 3x 
  
⋯
Kx  1 2 3
t t
Kz 

Kx
(C) x = x Kz The convergence of the above Fourier series at x = 0
(D) x = x
t Kz gives [GATE, 2016]
t Kx
2. The partial differential equation that can be formed 
1  
(1)n1 2
2

from
z = ax + by + ab has the form (with p  (A)  2 (B)  
z and n1 n1 n2 12
n 6
z x
q ) [GATE, 2010]  1 2 (D)
(C)
 Chapter ■ Partial Differential Equations |
(1)n1 2

y 3 (2n 1)2 2.81
8  2n 1 4
n n
1 1

(A) z = px + qy
2 2
(B) z = px + pq 4. The type of partial differential equation  2p   2p
x y
(C) z = px + qy + pq 2 p p p
(D) z = qy + pq 3 2   0 is [GATE, 2016]
 x y x y
2.82 | Part ■ Engineering
II Mathematics
(A) elliptic
(A) C cos(kt)[C1e( k  )x
 C2e( k  )x
]
(B) parabolic
(C) hyperbolic (B) Cekt [C e( k )x
 C2e( k )x
1
(D) None of these ]
 k  k  
u (C) Cekt C
 1 cos   x  C2 cos   x
5. The solution of the partial differential equation      
t
2u      

is of the form [GATE, 2016] (D) C sin(kt) C cos  x  C2 cos  x
x2 1  k   k  


AnswER KEYs

Exercises
1. A 2. D 3. B 4. B 5. C 6. D 7. D 8. D 9. B 10. B
11. C 12. B 13. B 14. B 15. C 16. C 17. A 18. B 19. B 20. C
21. A 22. D 23. A 24. B 25. B

Previous Years’ Questions

1. D 2. C 3. C 4. C 5. B