TRANSFORMS AND PARTIAL

DIFFERENTIAL EQUATIONS

UNIT I
PARTIAL DIFFERENTIAL EQUATIONS

Department of Applied Mathematics

1
 Syllabus

Formation of partial differential equations

 Lagrange’s linear equation

 Solutions of standard types of first order partial

differential equations

 Linear partial differential equations of second and

higher order with constant coefficients

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Partial Differential Equation

Partial differential equation is one which involves

partial derivatives. The order of PDE is the order of highest
derivative occurring in it.

If z  f ( x, y ) where x, y are independent var iable ,

z is dependent var iable.
Notation :
z z 2z 2z 2z
p , q , r 2 , s , t 2 .
x y  x  x y  y

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Formation of PDE by eliminating arbitrary constant

Let us consider the functional relation

f(x, y, z, a, b) = 0 -------- (1)
Where a and b are arbitrary constant to be eliminated

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

f f z f f
 0   p  0        (2)
x z x x z
f f z f f
 0   q  0        (3)
y z y y z
Equation (2) and (3) will contain a and b. If we eliminate a and
b from (1), (2) and (3) we get the PDE (involving p and q)
of the first order.
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 Remarks:

If the number of constants to be eliminated is equal to number

of independent variables, the PDE got after elimination
will be of first order.

If the number of constants to be eliminated is more than the

number independent variables, the resulting PDE will be
of second or higher order.

Answer is not unique.

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Problem 1
Form the partial differential equation by eliminating a and b
from z  ( x 2  a 2 )( y 2  b 2 )

Solution:

Given z  ( x 2  a 2 )( y 2  b 2 )      (1)
Differentiating (1) partially w.r. t x and y we get

z
p  (2 x)( y 2  b 2 )
x
p
  y 2  b 2        ( 2)
2x

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Differentiating (1) partially w.r. t ‘y’ we get

z
q  ( x 2  a 2 )(2 y )
y
q
  x 2  a 2        (3)
2y
Substitute (2) and (3) in equation (1), we have

q p
z .
2 y 2x

(i.e.) 4 xy z  pq

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Problem 2
Form the partial differential equation by eliminating the
arbitrary constants a and b from ( x  a ) 2  ( y  b) 2  z 2 cot2 
Solution:
Given ( x  a) 2  ( y  b) 2  z 2 cot 2       (1)
Diff. eqn. (1) p.w.r.t. x, we get
z
2( x  a )  0  2 z cot 2 
x
 x  a  z p cot 2         (2)
Diff. eqn. (1) p.w.r.t. y, we get
z
0  2( y  b)  2 z cot 2 
y
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  y  b  z q cot         (3)
2

Substitute (2) and (3) in equation (1), we have

( z p cot 2  ) 2  ( z q cot 2  ) 2  z 2 cot 2 

z 2 cot 4  ( p 2  q 2 )  z 2 cot 2 

cot 2  ( p 2  q 2 )  1

(i.e.) p 2  q 2  tan 2 

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Problem 3
Form the partial differential equation by eliminating the
arbitrary constants a and b from z  a x  ay  b
2 2

Solution:
Given z  a 2 x  ay 2  b        (1)

Diff. eqn. (1) p.w.r.t. x, we get

z
p  a 2        (2)
x
Diff. eqn. (1) p.w.r.t. y, we get

z q
q  2ay  a         (3)
y 2y

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 Substitute (3) in equation (2), we have
2
 q 
p   
 2y 
4y2 p  q2
Problem 4
Form the partial differential equation by eliminating the
arbitrary constants a and b from z  ax  by
n n

Solution: Given z  ax n  by n      (1)

Diff. eqn. (1) p.w.r.t. x, we get

z
p  a n x n 1
x
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 a n xn
p
x
px
 a x n        ( 2)
n

Diff. eqn. (1) p.w.r.t. y, we get

z
q  b n y n 1
y
bn yn
q
y

qy
 b y n        (3)
n

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Substitute (2) and (3) in equation (1), we have

px qy
z 
n n
(i.e.) n z  p x  q y

Problem 5
Find the partial differential equation of all planes cutting equal
intercepts from the x and y axes.
Solution:
The equation of the plane cutting equal intercept from x and y
axes is
x y z
   1      (1)
a a c

Department of Applied Mathematics 13

 Diff. eqn. (1) p.w.r.t. x, we get
1 p
0  0
a c
p 1
         ( 2)
c a
Diff. eqn. (1) p.w.r.t. y, we get

1 q
0   0
a c
q 1
         (3)
c a
Divide (2) by (3), we get
p
1 (i.e.) p  q
q
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Problem 6
Find the partial differential equation of all planes passing
through the origin
Solution:
The equation of the plane passing through the origin is
ax + by + cz = 0
 c z  a x  b y
a b
 z  x y
c c
(i.e.) z  A x  B y        (1)

where A and B are arbitrary constants

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 Diff. eqn. (1) p.w.r.t. x, we get

z
p A
x
Diff. eqn. (1) p.w.r.t. y, we get
z
q B
y
Substitute (2) and (3) in equation (1), we have

z  pxqy

Problem 7
Find the PDE of all planes which are at a constant distance ‘k’
from the origin.
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Solution:
The equation of the plane having constant distance ‘k’ from
the origin is
a x  b y  c z  k a 2  b 2  c 2  0      (1)
Diff. eqn. (1) p.w.r.t. x, we get

ac p 0
 a   c p        (2)
Diff. eqn. (1) p.w.r.t. y, we get
b  cq  0
 b   c q        (3)

Substitute (2) and (3) in equation (1), we have

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  c p x  c q y  c z  k c2 p 2  c2q 2  c2  0
 p x  q y  z  k p2  q2 1  0

(i.e.) z  p x  q y  k p 2  q 2  1
Problem 8
Form the partial differential equation of all spheres whose
centre lies on the z-axis.
Solution:
Any point on the z-axis is of the form (0, 0, a)
Then the equation of the sphere with centre (0, 0, a) and
radius k (say) is
x 2  y 2  ( z  a) 2  k 2        (1)
where ‘a’ is the arbitrary constant.
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 Diff. eqn. (1) p.w.r.t. x, we get

2 x  0  2( z  a) p  0
x  ( z  a) p        (2)
Diff. eqn. (1) p.w.r.t. y, we get
0  2 y  2( z  a)q  0
y  ( z  a )q        (3)
Divide (2) by (3), we get

x p

y q
(i.e.) p y  q x.
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Problem 9
Find the partial differential equation of the family of spheres
having their centres on the line x = y = z.
Solution:
Since the centre (a, b, c) lies on the line x = y = z,
we have a = b = c
Hence the equation of the sphere is
(x – a)2 + (y – a)2 + (z – a)2 = r2 ---------------- (1)
where ‘a’ is the arbitrary constants.
Diff. eqn. (1) p.w.r.t. x, we get
2( x  a)  2( z  a) p  0
2 x  2 z p  2 a (1  p)        (2)
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Diff. eqn. (1) p.w.r.t. y, we get
2( y  a)  2( z  a) q  0
2 y  2 z q  2 a (1  q)        (3)
Divide (2) by (3), we get
2 ( x  z p) 1  p

2 ( y  z q) 1  q
( x  z p)(1  q)  ( y  z q)(1  p)

x  xq  z p  z pq  y  y p  zq  z pq

(i.e.) ( y  z ) p  ( z  x) q  x  y

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Formation of PDE by eliminating arbitrary functions

Let us consider the relation f (u, v) =0 --------(1)

where u and v are functions of x, y ,z and f is an arbitrary
function to be eliminated.

Differentiating (1) partially with respect to x and y we get

f  u u  f  v v 
  p    p   0        (2)
u  x z  v  x z 
( Since u and v are functions of x, y, z and z is in turn,
a function of x, y )
f  u u  f  v v 
  q     q   0        (3)
u  y z  v  y z 

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 f f
Instead of e lim inating f , let us e lim inate and from ( 2) and (3)
u v

we get an equation of the form

Pp  Qq  R      (4)
where P, Q, R are functions of x, y, z

Remarks:

 Equation (4) is called Lagrange’s linear PDE whose

solution will be discussed later.
 The order of PDE formed depends only on the number

of arbitrary functions eliminated

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Problem 1
Form the partial differential equation by eliminating an
arbitrary function from z  f ( x 2  y 2 )
Solution:
Given z  f ( x  y )      (1)
2 2

Diff. eqn. (1) p.w.r.t. x, we get

p  f  ( x 2  y 2 ) (2 x)       (2)
Diff. eqn. (1) p.w.r.t. y, we get

q  f  ( x 2  y 2 ) (2 y)       (3)
Divide (2) by (3), we get
p x
 (i.e.) p y  q x
q y
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Problem 2
Form the partial differential equation by eliminating the
arbitrary functions from z  f 1 ( x ) f 2 ( y ).
Solution:
Given z  f1 ( x) f 2 ( y)        (1)
Diff. eqn. (1) p.w.r.t. x, we get
p  f1( x) f 2 ( y)       (2)
Diff. eqn. (1) p.w.r.t. y, we get
q  f1 ( x) f 2( y)       (3)
Diff. eqn. (2) p.w.r.t. x, we get
r  f1( x) f 2 ( y)       (4)
Diff. eqn. (2) p.w.r.t. y, we get
s  f1( x) f 2( y)       (5)
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 Diff. eqn. (3) p.w.r.t. y, we get

t  f1 ( x) f 2( y)       (6)
From (2) and (3) we have
p q  f1 ( x) f 2 ( y ) f1( x) f 2( y )
(i.e.) p q  z s
Problem 3
Form the partial differential equation by eliminating an
arbitrary function from z  xy  f ( x  y )
2 2

Solution:
Given z  xy  f ( x 2  y 2 )      (1)
Diff. eqn. (1) p.w.r.t. x, we get
p  y  f  ( x 2  y 2 ) (2 x)
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 p  y  f  ( x 2  y 2 ) ( 2 x )       ( 2)
Diff. eqn. (1) p.w.r.t. y, we get

q  x  f  ( x 2  y 2 ) (2 y )
q  x  f  ( x 2  y 2 ) (2 y )       (3)
Divide (2) by (3), we get

p y x

qx y
py y qxx
2 2

(i.e.) p y  q x  y 2  x 2
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Problem 4
Eliminate the arbitrary function ‘f ’ from the relation
1 
z  y  2 f   log y 
2

x 
1 
Solution: Given z  y  2 f   log y       (1)
2

x 
Diff. eqn. (1) p.w.r.t. x, we get
 1    1
p  0  2 f    log y   2         (2)
x x 
Diff. eqn. (1) p.w.r.t. y, we get

 1  1
q  2 y  2 f    log y   
x  y 
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  1  1
q  2 y  2 f    log y           (3)
x  y 
Dividing (2) by (3), we have
 1   1
2 f    log y   2 
p x  x  p  1/ x 2
  
q  2y  1  1 q  2y 1/ y
2 f    log y   
x  y 
p y
  2
q  2y x
 x 2 p   y (q  2 y )

(i.e.) x p  y q  2y
2 2

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Problem 5
Form the partial differential equation by eliminating the
 2 x
arbitrary function from   z  xy ,   0
 z
Solution:
The given equation can be written as
 x
z  xy  f          (1)
2

z
Diff. eqn. (1) p.w.r.t. x, we get

 x   z.1  x. p 
2 z p  y  f    2        (2)
z z 

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 Diff. eqn. (1) p.w.r.t. y, we get

 x   xq
2 z q  x  f     2        (3)
z  z 
Divide (2) by (3), we get
2z p y z  px

2zq x qx
(2 z p  y )(q x)  (2 z q  x)( z  p x)

 2 z p q x  x y q  2 z 2q  2 z p q x  z x  p x2

(i.e.) x 2 p  (2 z 2  x y ) q  z x

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Problem 6
Eliminate the arbitrary function ‘f ’ from the relation

f ( x  y  z , x  y  z)  0
2 2 2

Solution:
The given equation can be written as
x 2  y 2  z 2   ( x  y  z )        (1)
Diff. eqn. (1) p.w.r.t. x, we get
2 x  0  2 z p   ( x  y  z ) (1  0  p)
2 x  2 z p   ( x  y  z ) (1  p)        (2)
Diff. eqn. (1) p.w.r.t. y, we get
0  2 y  2 z q   ( x  y  z ) (0  1  q)
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 2 y  2 z q   ( x  y  z ) (1  q)        (3)

Dividing (2) by (3), we have

2 x  2 z p  ( x  y  z ) (1  p)

2 y  2 z q  ( x  y  z ) (1  q)
x  z p (1  p)

y  z q (1  q )

( x  zp)(1  q)  ( y  zq)(1  p)
x  xq  z p  z pq  y  y p  zq  z pq

(i.e.) ( y  z ) p  ( z  x) q  x  y
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 Lagrange’s linear PDE:(Linear first order PDE)
The linear PDE of first order is known as Lagrange’s linear
equation is of the form
Pp + Qq = R
where P,Q, R are functions of x, y, z
This is got by eliminating arbitrary function f (u, v)=0 or u=F(v)
To solve Pp + Qq = R
1. Form the auxiliary equation of the form
dx dy dz
 
P Q R
2. Solve these auxiliary simultaneous equation, giving two
independent solution u=C1 and v= C2
3. The general solution is f (u, v)=0 or u=F(v)
Department of Applied Mathematics 34
Problem 1
Find the solution of px  qy  z
2 2 2

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
2
 2  2
x y z
Take 1st and 2nd ratio, we have
dx dy
2
 2
x y
1 1 1 1
Integrating, we get   c1    c1
x y y x
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 Take 2nd and 3rd ratio, we have

dy dz
2
 2
y z
Integrating, we get
1 1
  c2
y z
1 1
   c2
z y
Hence the required solution is
1 1 1 1
F   ,    0
 y x z y

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Problem 2
Solve: x( y  z ) p  y ( z  x)q  z ( x  y )

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z ) y ( z  x) z ( x  y )
Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
 
x y z dx dy dz
   0
yzzx x y x y z
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Integrating we get
log x  log y  log z  log c1
 log(x y z )  log c1
 x y z  c1
Using multiplier 1, 1, 1 and then add, each ratio is
dx  dy  dz

xy  xz  yz  yx  zx  zy
 dx  dy  dz  0
Integrating we get x  y  z  c2
Hence the required solution is F ( xy z, x  y  z )  0

Department of Applied Mathematics 38

Problem 3
Solve: z ( x p  yq )  y 2
 x 2

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
  2
x z  y z y  x2
Take 1st and 2nd ratio, we have Integrating, we get
dx dy log x   log y  log c1

xz  yz
log x  log y  log c1
dx dy
 (i.e.) x y  c1
x y
Department of Applied Mathematics 39
Using multiplier x,y,z and then add, each ratio is

x dx  y dy  z dz
 2
x z  y2 z  y2 z  x2 z
 x dx  y dy  z dz  0
Integrating, we get

x2 y2 z 2
   c2
2 2 2
(i.e.) x  y  z  c2
2 2 2

Hence the required solution is

F ( x y, x  y  z )  0
2 2 2

Department of Applied Mathematics 40

Problem 4
Solve: x( y  z ) p  y ( z  x )q  z ( x  y )
2 2 2 2 2 2

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z ) y (z  x ) z (x2  y2 )
2 2 2 2

Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
 
x y z
 2
y  z 2  z 2  x2  x2  y2
Department of Applied Mathematics 41
 dx dy dz
   0
x y z
Integratin g we get
log x  log y  log z  log c1
 log(x y z )  log c1
 x y z  c1
Using multiplier x,y,z and then add, each ratio is

x dx  y dy  z dz
 2 2
x y  x2 z 2  y2 z 2  y2 x2  z 2 x2  z2 y2

 x dx  y dy  z dz  0
Department of Applied Mathematics 42
 Integrating, we get

x2 y2 z 2
   c2
2 2 2
(i.e.) x 2  y 2  z 2  c2
Hence the required solution is
F ( xyz, x 2  y 2  z 2 )  0

Problem 5
Solve: (mz  ny) p  (nx  lz )q  ly  mx

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
Department of Applied Mathematics 43
 dx dy dz
A . E. are  
P Q R
dx dy dz
 
mz  ny nx  lz ly  mx
Using multiplier l,m,n and then add, each ratio is
ldx  mdy  ndz

lmz  nly  mnx  lmz  nly  nmx

 ldx  mdy  ndz  0

Integratin g we get
lx  my  nz  c1
Department of Applied Mathematics 44
Using multiplier x,y,z and then add, each ratio is
x dx  y dy  z dz

m z x  n xy  n xy  lyz  lyz  m z x
 x dx  y dy  z dz  0
Integrating, we get

x2 y2 z2
   c2
2 2 2

(i.e.) x  y  z  c2
2 2 2

Hence the required solution is

F (lx  my  nz , x 2  y 2  z 2 )  0
Department of Applied Mathematics 45
 Problem 6
Solve: x( y 2  z ) p  y ( x 2  z )q  z ( x 2  y 2 )
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z) y ( x  z) z ( x 2  y 2 )
2 2

Using multiplier 1/x, (-1/y), 1/z and then add, each ratio is
dx dy dz
 
x y z
 2
( y  z)  ( x 2  z)  ( x 2  y 2 )
Department of Applied Mathematics 46
 dx dy dz
   0
x y z
Integratin g we get
log x  log y  log z  log c1

 log(x z )  log y  log c1

xz
(i.e.)  c1
y
Using multiplier x,(-y),-1 and then add, each ratio is

x dx  y dy  dz
 2 2
x y  x2 z  x2 y2  y2 z  x2 z  y2 z

Department of Applied Mathematics 47

  x dx  y dy  dz  0
Integrating, we get

x2 y2
  z  c2
2 2
(i.e.) x  y  2 z  c2
2 2

Hence the required solution is

xz 2 
F  , x  y  2 z   0
2

 y 

Department of Applied Mathematics 48

 Problem 7
Solve: ( x 2  y 2  z 2 ) p  2 xy q  2 z x

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x  y z
2 2 2
2 xy 2 z x
Take 2nd and 3rd ratio, we have

dy dz dy dz
  
2x y 2 z x y z

Department of Applied Mathematics 49

 Integrating, we get
log y  log z  log c1

log y  log z  log c1

y
(i.e.)  c1
z
Using multiplier x,y,z and then add, each ratio is

x dx  y dy  z dz

x( x 2  y 2  z 2 )  2 y 2 x  2 z 2 x

x dx  y dy  z dz x dx  y dy  z dz
 3 
x  y xz x
2 2
x( x 2  y 2  z 2 )

Department of Applied Mathematics 50

Equate this to 2nd ratio, we have
x dx  y dy  z dz dy x dx  y dy  z dz dy
  
x( x  y  z )
2 2 2
2 xy x y z
2 2 2
2y
Integrating we get
1 1
log( x  y  z )  log y  log c 2
2 2 2

2 2

log( x 2  y 2  z 2 )  log y  log c2

log(x 2  y 2  z 2 )  log y  log c2

x2  y2  z2
(i.e.)  c2
y
Department of Applied Mathematics 51
 Hence the required solution is
 y x2  y2  z2 
F  ,   0
z y 
Problem 8
Solve: ( x 2  y z ) p  ( y 2  z x) q  z 2  x y

Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
 2  2
x  yz y zx z xy
2

Department of Applied Mathematics 52

 dx  dy
Each ratio  (Subtracting 1st and 2nd ratio)
( x 2  y z )  ( y 2  z x)
d ( x  y)
 2
( x  y 2 )  ( z x  y z)
d ( x  y)

( x  y )( x  y )  z ( x  y )
d ( x  y)
 -----------(A)
( x  y )( x  y  z )

dy  dz
Each ratio  (Subtracting 2nd and 3rd ratio)
( y 2  z x)  ( z 2  x y )
d ( y  z)
 2
( y  z 2 )  ( x y  z x)
Department of Applied Mathematics 53
 d ( y  z)

( y  z )( y  z )  x( y  z )
d ( y  z)
 ---------(B)
( y  z )( x  y  z )
From (A) and (B) we have
d ( x  y) d ( y  z)

( x  y )( x  y  z ) ( y  z )( x  y  z )
d ( x  y) d ( y  z)
 
( x  y) ( y  z)
Integrating we get

log(x  y )  log(y  z )  log c1 x y

(i.e.)  c1
yz
Department of Applied Mathematics 54
Using multiplier 1,1,1 and then add, each ratio is
dx  dy  dz
Each ratio  2
x  y2  z2  x y  y z  z x
d ( x  y  z)
 2 -------(C)
x  y2  z2  x y  y z  z x
Using multiplier x,y,z and then add, each ratio is

x dx  y dy  z dz
each ratio  3
x  y 3  z 3  3x y z

x dx  y dy  z dz

( x  y  z )( x 2  y 2  z 2  x y  y z  z x)
---------(D)

Department of Applied Mathematics 55

From (C) and (D)
d ( x  y  z)
x2  y2  z2  x y  y z  z x
x dx  y dy  z dz

( x  y  z )( x 2  y 2  z 2  x y  y z  z x)

( x  y  z ) d ( x  y  z )  x dx  y dy  z dz
Integrating we get

( x  y  z)2 x 2 y 2 z 2
    c2
2 2 2 2
( x  y  z) 2  x 2  y 2  z 2  c2

Department of Applied Mathematics 56

 x 2  y 2  z 2  2( x y  y z  z x)  x 2  y 2  z 2  c2

2( x y  y z  z x)  c2

(i.e.) x y  y z  z x  c2
Hence the required solution is
x y 
F  , x y  y z  z x   0
 yz 

Department of Applied Mathematics 57

 Non-Linear first order PDE (Standard types)
Those equations in which p and q occur other than the first
degree and product of p, q terms are called non linear first
order PDE
Ex:
p2 +q2+pq = 4

Types of Solutions:

1. A solution in which the number of arbitrary constants is

equal to number of independent variable is called complete
integral or complete solution.
2. In the complete integral if we give particular value to
arbitrary constant we get particular integral

Department of Applied Mathematics 58

3. Let f ( x, y, z , p, q)  0 be a PDE whose complete solution is
 ( x, y, z , a, b)  0      (1)
Diff . (1) partially with respect to a , b and equate to 0 we get

 0      (2)
a

 0      (3)
b
Eliminate a and b from (1),(2) and (3), the resulting one
is called singular integral

Department of Applied Mathematics 59

Standard types of first order PDE
Type I

f (p ,q)=0 ( i.e. equations containing p and q only)

Its complete integral is given by z = a x + b y + c -------- (1)

where a and b are connected by f (a, b)=0----------(2)

From (2) express b as function of a
i.e. b   (a) and substitute in eqn.(1) we get complete int egral
(1)  z  ax   (a) y  c        (3)
where a and c are arbitrary cons tan t

Department of Applied Mathematics 60

To find sin gular int egral Diff . (3) partially with respect to a , c
and equate to 0 we get
z z
 0 and  0  1  0 which is absurd
a c
Hence there is no singular integral
To find general solution put c  g (a) in complete int egral we get
z  ax   (a) y  g (a)      ( A)
and Diff . ( A) partially with respect to a
we get
0  x   (a) y  g (a)        ( B)

Eliminate ‘a’ from (A) and (B) we get general integral

or general solution.
Department of Applied Mathematics 61
 Problem 1
Find the complete integral of p  q 1

Solution:
Given p  q  1      (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is
z  axb y c
where a  b  1  b  1 a  b  1 a   2

Hence the complete integral is

z  a x  1 a   2
yc
Department of Applied Mathematics 62
 Problem 2
Find the complete integral of p-q=0

Solution:
Given p – q = 0 ------------ (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is
z  axb y c
Where a-b=0 => b=a
Hence the complete integral is
z  axayc
Department of Applied Mathematics 63
 Problem 3
Find the complete integral of p  q  4 pq  0
2 2

Solution:
Given p 2  q 2  4 pq  0        (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is z  a x  b y  c
where a 2  b 2  4 a b  0

 b  4ab  a  0
2 2

4a  16a 2  4.1.a 2
b
2.1
Department of Applied Mathematics 64
 4a  12 a 2

2
4a  2a 3

2
 a (2  3 )
Hence the complete integral is

z  a x  a (2  3 ) y  c

Department of Applied Mathematics 65

Type II
f (p, q, z)=0 ( i.e. equations containing p ,q and z only)
The given PDE is f (p, q, z)=0--------(1)

Put q=ap in equation (1) and find p and q as function of z

Substitute p and q in dz = p dx + q dy
(keep z terms in LHS and remaining in RHS)

On integrating we get the complete integral

Procedure for obtaining Singular integral and general

solution are same as explained in type I

Department of Applied Mathematics 66

Problem 1
Solve: p (1  q )  qz

Solution:
This is of the form f(z , p, q) = 0
Given p(1  q)  qz    (1)
Let q = ap
Then equation (1) becomes Now, q  a p

p(1 + ap) = ap z  a z 1

 a 
a z 1  a 
1 + ap = az  p 
a  a z 1

Department of Applied Mathematics 67

Substitute p and q in the relation
dz = p dx + q dy

a z 1
dz  d x  (a z  1) d y
a
dz dx
 d y
a z 1 a
Integratin g , we get
log( a z  1) x
  yb
a a
(i.e.) log(a z  1)  x  a y  b       (2)
which is the complete integral
Department of Applied Mathematics 68
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
a
 y and 0  1
a z 1
The last equation is absurd and shows that there is no singular
integral.
To find general integral, assume b = f(a)
Then equation (2) becomes
(2)  log(a z  1)  x  a y  f (a)      (3)
Diff. eqn. (3) p.w.r.t. ‘a’, we get
a
 y  f (a)         (4)
a z 1
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.
Department of Applied Mathematics 69
Type III
f1 (x, p) = f2 (y, q)

(i.e. equations containing p , q , x and y)

Let f1 (x, p) = f2 (y, q) = a
f1 (x, p) = a and f2 (y, q) = a

solve for p and q (write p as function of x and q as function of y)

p=f(x) and q=g(y)

Substitute p and q in dz = pdx + qdy

=> dz= f(x) dx +g(y )dy

Department of Applied Mathematics 70

On integrating we get

z   f ( x ) dx   g ( y )dy  b
Which is the complete integral contains two arbitrary
constant a and b
Procedure for obtaining Singular integral and general solution
are same as explained in type I

Department of Applied Mathematics 71

Problem 1
Solve: p  q  x  y
2 2 2 2

Solution:
This is of the form f(x , p) = g( y , q)

Given p 2  q 2  x 2  y 2      (1)

 p2  x2  y2  q2
 p x  y q  a
2 2 2 2 2

p2  x2  a2  p   x2  a2

y2  q2  a2  q   y2  a2
Department of Applied Mathematics 72
Substitute p and q in the relation

dz = p dx + q dy

dz   x 2  a 2 dx  y 2  a 2 dy
Integrating we get

x 2 a 2
1  x  
z  x a 
2
sinh  
2 2  a 
y a 2
1  y  
 y a 
2 2
cosh    b     (2)
2 2  a 

which is the complete integral

Department of Applied Mathematics 73

 To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
in turn, we get

x a2 x 
2a 1 1  x 
0    2   sinh  .(a)
 2 2 x  a
2 2 2 1  ( x / a)  a 
2
 a  
 y ( 2a) a2  y 
1 1  y 
   2   cosh  .( a )
 2 2 y  a
2 2 2 ( x / a)  1  a 
2
a 
and 0  1
The last equation is absurd and shows that there is no
singular integral

To find general integral, assume b = f(a)

Department of Applied Mathematics 74

Then equation (2) becomes
x 2 a2 1  x  
z  x  a  sinh  
2

2 2  a 
y a 2
1  y  
 y  a  cosh    f (a)      (3)
2 2

2 2  a 

Diff. eqn. (3) p.w.r.t. ‘a’, we get

x a2 x 
2a 1 1  x 
0    2   sinh  .(a)
 2 2 x  a
2 2 2 1 (x / a)  a 
2
 a  
 y (2a) a2  y 
1 1  y 
   2   cosh  .(a)  f  (a)    (4)
 2 2 y 2  a2 2 (x / a)2 1  a  a 

The eliminant of ‘a’ between equations (3) and (4) gives

the general integral.
Department of Applied Mathematics 75
Problem 2
Find the complete integral of pq  x

Solution:
This is of the form f(x , p) = g( y , q)
Given pq  x    (1)
Let q = a
Then equation (1) becomes
x
pa  x  p 
a
Substitute p and q in the relation

Department of Applied Mathematics 76

 dz  p dx  q dy

x
dz  dx  a dy
a
Integratin g , we get

x2
z  ay  b
2a
which is the complete integral.

Department of Applied Mathematics 77

Type IV (Clairaut’s form)

An equation of the form z = p x + q y + f (p, q) is known

as Clairaut’s equation
Its complete integral is z = a x + b y + f (a, b) ------(1)
(by replacing p by a and q by b)
To find singular integral diff. (1) partially with respect to a, b
we get f
0 x        ( 2)
a
f
0 y        (3)
b
Eliminate a and b from (1), (2) and (3) we get singular integral.
Procedure for obtaining general solution are same as
explained in type I
Department of Applied Mathematics 78
Problem 1
z x y
Find the complete integral of    pq
pq q p
Solution:
z x y
Given    pq
pq q p

z  p x  q y  p q pq      (1)
This is in Clairaut’s form
The complete integral of equation (1) is

z  a x  b y  ab ab (replacing p by a and q by b)

Department of Applied Mathematics 79

Problem 2
Find the singular integral of z=p x +q y +p q

Solution: Given z=p x +q y +p q

This is in Clairaut’s form

The complete integral of equation is

z= a x + b y + a b -------(1) (replacing p by a and q by b)

To find the singular integral, diff. (1) partially w.r.to a and b

0 = x + b => b = -x

0 = y + a => a = -y

(1)=> z= -x y – x y + x y => z= -x y
Department of Applied Mathematics 80
 Problem 3
Find the singular solution of z  px  qy  p  pq  q
2 2

Solution:
Given z  px  qy  p  pq  q      (1)
2 2

This is in Clairaut’s form

The complete integral of equation (1) is

z  ax  by  a  ab  b      (2)
2 2

(replacing p by a and q by b)

To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get
0  x  2a  b  2a  b   x       (3)
Department of Applied Mathematics 81
and 0  y  a  2b  a  2b   y       (4)

Solving (3) and (4) we get

y  2x x  2y
3a  y  2 x  a  and 3b  x  2 y  b 
3 3
Substitute the values of a and b in equation (2) we have

( 2)  z  ax  by  a  ab  b 2 2

2
 y  2x   x  2 y   y  2x 
z  x  y  
 3   3   3 
2
 y  2x   x  2 y   x  2 y 
   
 3  3   3 
Department of Applied Mathematics 82
 9 z  3x( y  2 x)  3 y ( x  2 y )  ( y  2 x) 2
 ( y  2 x)( x  2 y )  ( x  2 y ) 2

9 z  3xy  3x  3 y 2 2

(i.e.) 3z  xy  x 2  y 2
Problem 4
Find the singular integral of the partial differential
equation z  px  qy  p  q
2 2

Solution:
Given z  px  qy  p  q      (1)2 2

This is in Clairaut’s form

Department of Applied Mathematics 83
 The complete integral of equation (1) is

z  ax  by  a  b      (2)
2 2

(replacing p by a and q by b)

To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get
0  x  2a  a   x       (3)
2
y
0  y  2b b       ( 4)
2
Substitute the values of a and b in equation (2) we have
2 2
 x  y  x  y
(2)  z  x     y       
 2  2  2  2
Department of Applied Mathematics 84
 4 z  2 x 2  2 y 2  x 2  y 2
(i.e.) 4 z  y  x 2 2

Problem 5
Find the singular integral of z  px  qy  2 pq

Solution:
Given z  px  qy  2 pq      (1)
This is in Clairaut’s form
The complete integral of equation (1) is

z  a x  b y  2 a b        (2)
(replacing p by a and q by b)
Department of Applied Mathematics 85
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get
2 b
0 x (b)  x       (3)
2 ab a

2
and 0  y  (a )   y  a       (4)
2 ab b

Multiplying (3) and (4) we get

x y=1, which is the singular integral.

Department of Applied Mathematics 86

Problem 6
Solve: z  px  qy  1  p 2
 q 2

Solution:

Given z  px  qy  1  p 2  q 2      (1)
This is in Clairaut’s form

The complete integral of equation (1) is

z  ax  by  1  a 2  b 2        (2)
(replacing p by a and q by b)
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get

Department of Applied Mathematics 87

 1
0 x ( 2a )
2 1 a  b 2 2

a
 x        (3)
1 a  b 2 2

1
and 0  y  (2b)
2 1 a  b
2 2

b
 y        (4)
1 a  b
2 2

Substitute (3) and (4) in equation (2), we get

(2)  z  ax  by  1  a 2  b 2
a2 b2
z   1  a2  b2
1  a2  b2 1  a2  b2
Department of Applied Mathematics 88
  a2  b2  1  a2  b2

1  a2  b2
1

1  a2  b2
1
(i.e.) z  2
      (5)
1 a  b2 2

Squaring and adding (3) and (4), we have

2 2
a b
x2  y2  
1 a  b
2 2
1  a2  b2

(1  a 2  b 2 )  1 1
 1
1 a  b
2 2
1  a2  b2
Department of Applied Mathematics 89
 x2  y2  1  z2 [ u sin g (5) ]
(i.e.) x 2  y 2  z 2  1 which is the singular integral.

To find general integral, assume b = f(a)

Then equation (2) becomes

z  a x  f (a) y  1  a 2  { f (a)}2        (6)

Diff. eqn. (6) p.w.r.t. ‘a’, we get
1
0  x  f (a) y  [2a  2 f (a). f (a).1]    (7)
2 1  a 2  { f (a)}2

The eliminant of ‘a’ between equations (6) and (7)

gives the general integral.
Department of Applied Mathematics 90
Problem 7
Find the complete and singular solutions of
q 
z  px  qy    p 
p 
Solution:
q 
Given z  px  qy    p       (1)
p 
This is in Clairaut’s form
The complete integral of equation (1) is

b 
z  ax  by    a         (2)
a 
(replacing p by a and q by b)

Department of Applied Mathematics 91

To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
we get

b b
0  x  2 1  x 1  2       (3)
a a
1 1 1
and 0  y   y   a         (4)
a a y
Substitute (4) in (3) , we get
b
x 1  2
 1
  
 y
x 1
 x 1  b y 2
 b  2       (5)
y
Department of Applied Mathematics 92
Substitute (4) and (5) in equation (2), we have

b 
(2)  z  ax  by    a 
a 

x  x  1   ( x  1) 1 
z    y 2      
y  y   y y

 x  x  1  ( x  1)  1
z
y

(i.e.) y z  1  x

which is the singular integral

Department of Applied Mathematics 93

Problem 1

Find the complete solution of pqxy  z 2

Solution:
Given ( x p) ( y q)  z 2    (1)
Put X  log x , Y  log y

z z X z 1
p  . 
x X x X x
z
 xp
X
z
(i.e.) x p  P where P 
X
Department of Applied Mathematics 94
  z  z Y z 1
q  . 
 y Y  y Y y
z z
 yq  (i.e.) y q  Q where Q 
Y Y
Equation (1) becomes

(1)  ( x p) ( y q)  z 2
P Q  z 2      (2)

Let Q = aP Then equation (2) becomes

z
(2)  P.aP  z  P  2

Department of Applied Mathematics 95

  z 
Now, Q  a P  a    a z
 a
Substitute P and Q in the relation
dz = P dX + Q dY
z
dz  d X  a zdY
a
dz
a  d X a dY
z
Integratin g , we get
a log z  X  aY  b
(i.e.) a log z  log x  a log y  b
which is the complete solution.
Department of Applied Mathematics 96
Problem 2
Find the general solution of z 2 ( p 2  q 2 )  x  y

Solution:
Given ( z p) 2  ( z q) 2  x  y      (1)
Put Z  z 11  z 2
Z  z  P  z p where P   Z
 2z
x x 2 x
Z z Q Z
 2z   z q where Q 
y y 2 y
2 2
 P Q
Equation (1) becomes      x y
2 2
Department of Applied Mathematics 97
 (i.e.) P 2  Q 2  4 ( x  y)

 P2  4 x  4 y  Q2  a
Let P 2  4 x  a  P   4x  a

Also 4 y  Q 2  a  Q   4y  a

Substitute p and q in the relation

dz = p dx + q dy

dz   4 x  a dx  4 y  a dy

Department of Applied Mathematics 98

Integrating we get

(4 x  a) 3 / 2 (4 y  a) 3 / 2
z  b
4(3 / 2) 4(3 / 2)
(4 x  a) 3 / 2 (4 y  a ) 3 / 2
z   b       (2)
6 6
which is the complete integral.
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
1 1
0   ( 4 x  a )  ( 4 y  a )1 / 2
1/ 2
and 0  1
4 4
The last equation is absurd and shows that there is no
singular integral.

Department of Applied Mathematics 99

 To find general integral, assume b = f(a)
Then equation (2) becomes
(4 x  a) 3 / 2 (4 y  a) 3 / 2
z   f (a )      (3)
6 6

Diff. eqn. (3) p.w.r.t. ‘a’, we get

1 1
0   (4 x  a)  (4 y  a)1 / 2  f (a)      (4)
1/ 2

4 4
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.

Department of Applied Mathematics 100

Linear PDE of second and higher order
with constant coefficients:
 Homogeneous PDE
 Non-Homogeneous PDE

Homogeneous linear PDE

An equation in which the partial derivatives occurring are
all of same order and coefficients are constant is called
homogeneous PDE
Ex:
3z 3z 3z 3z
2 2 4 8 3  0
x 3
x y xy 2
y

( D  2 D D ) z  0
3 2

Department of Applied Mathematics 101

Standard form:
The standard form of homogeneous PDE of nth order with
constant coefficients is of the form
( a 0 D n  a1 D n 1 D   a 2 D n  2 D  2  ............  a n D  n ) z  F ( x, y )
 
where D  and D  
x y
f ( D, D ) z  F ( x, y )      (1)
where f ( D, D )is hom ogeneous polinomial of nth deg ree in D and D 

The general solution of equation (1) is z=C.F+P.I

Department of Applied Mathematics 102

Procedure to find C.F:
C.F is the solution of equation f ( D, D )  0

a0 D n  a1 D n1 D  a2 D n2 D 2  ............  an D n  0

put D  m and D  1
 a0 m n  a1m n1  a2 m n2  .......... ..  an  0
The above equation is called auxiliary equation and solving
the A.E we get n roots m1, m2, m3, ......... mn,

Case I (All the roots are distinct)

C.F  f1 ( y  m1 x)  f 2 ( y  m2 x)  ...........  f n ( y  mn x)

Department of Applied Mathematics 103

Case II (All the roots are equal)

C.F  f1 ( y  m1 x)  xf 2 ( y  m1 x)  x 2 f 3 ( y  m1 x)...........  x n1 f n ( y  m1 x)

Note: roots may be real or complex

Particular Integral:

(1) R.H.S is an exponential function then

1 axby 1
P.I  e  e axby if f (a, b)  0
f ( D, D) f ( a, b)

If f (a, b)  0 then multiply x in the Nr. and differentiate

the Dr. w.r.to D and apply the same procedure.

Department of Applied Mathematics 104

(2) R.H.S is an Trigonometric function then

1
P.I  Sin (or )Cos(ax  by )
f ( D , DD, D )
2 2

1
 Sin (or )Cos( ax  by) if f ( a 2
, ab,b 2
)0
f (a ,ab,b )
2 2

if f (a 2 ,ab,b 2 )  0 then multiply x in the Nr. and differenti ate

the Dr. w.r.to D and apply the same procedure .

(3) R.H.S is an Polynomial function then

1
P.I  x m y n  [1   ( D, D)]1 x m y n
f ( D, D)

Department of Applied Mathematics 105

(4) Exponential shift rule

1 1
P.I  e axby
 ( x, y )  e ax by
 ( x, y )
f ( D, D) f ( D  a, D   b )

(5) General rule

If F ( x, y ) is any other function
1
P.I  F ( x, y )
f ( D, D)

factorize f ( D, D) and then operate each factor by

1
F ( x, y )   F ( x, a  mx)dx
D  mD
after int egration a is replaced by y  mx
Department of Applied Mathematics 106
Problem 1
Solve ( D 3
 2 D 2
D ) z  0

Solution:

A.E. is m3 – 2m2 = 0 [Put D = m and D′ = 1]

m2(m – 2) = 0

m2 = 0 (or) m – 2 = 0

m = 0, 0, 2

 z  f1 ( y )  x f 2 ( y )  f 3 ( y  2 x )

Department of Applied Mathematics 107

Problem 2

Solve ( D  D ) z  0
3

Solution:

( D  D ) 3 z  0
A.E. is (m – 1)3 = 0 [Put D = m and D′ = 1]

(m – 1)(m – 1)(m – 1) = 0
m = 1, 1, 1

 z  f1 ( y  x )  x f 2 ( y  x )  x 2 f 3 ( y  x )

Department of Applied Mathematics 108

Problem 3
Solve ( D 2  2 DD   D  2 ) z  0

Solution:

A.E. is m2 – 2m + 1 = 0 [Put D = m and D′ = 1]

(m – 1)(m – 1) = 0

m = 1, 1

 z  f1 ( y  x )  x f 2 ( y  x )

Department of Applied Mathematics 109



Problem 4
Solve ( D 3  D 2 D   DD  2  D  3 ) z  0

Solution:
A.E. is m3 + m2 – m – 1 = 0 [Put D = m and D′ = 1]

m2(m + 1) –1(m + 1) = 0
(m + 1)(m2 – 1) = 0
m = –1, m2 = 1
m1

m = 1, –1, –1
 z  f1 ( y  x )  f 2 ( y  x )  x f 3 ( y  x )

Department of Applied Mathematics 110



Problem 5 3
 z 3z 3z 3z
Solve 2 2 4 8 3  0
x 3
x y xy 2
y

Solution: The given equation can be written as

( D 3  2D 2 D  4DD2  8D3 ) z  0
A.E. is m3 – 2m2 – 4m + 8 = 0 [Put D = m and D′ = 1]

m2(m – 2) – 4(m – 2) = 0

(m – 2)(m2 – 4) = 0
m = 2, m2 = 4
m 2 => m = 2, 2, –2
 z  f 1 ( y  2 x)  x f 2 ( y  2 x)  f 3 ( y  2 x)
Department of Applied Mathematics 111
Problem 6
Solve ( D  7 DD  6D ) z  e
2x  y
3 2 3
 sin(x  2 y)

Solution:
A.E. is m3 – 7m – 6 = 0 [Put D = m and D′ = 1]

m = –1 is a root
The other roots are
m2 – m – 6 = 0

( m – 3)(m + 2) = 0

m = 3, –2

m = –1, –2, 3 C.F  f1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3 x)

Department of Applied Mathematics 112
 1 2x y
P. I1  3 e
D  7 DD  2  6 D  3
1 2x  y
 e
(2) 3  7(2)(1) 2  6(1) 3
1 2x y
 e
12
1
P. I 2  3 sin( x  2 y )
D  7 DD   6 D
2 3

1
 sin( x  2 y )
 D  7 D ( 4)  6( 4 D )

1
 sin( x  2 y )
27 D  24 D 
Department of Applied Mathematics 113
 1
 sin( x  2 y )
3(9 D  8 D )

9 D  8D
 sin( x  2 y )
3(9 D  8D)(9 D  8 D )

9 D  8D
 sin( x  2 y )
3(81D  64 D )
2 2

9 D  8D
 sin( x  2 y )
3[81(1)  64(4)]

9 D[sin( x  2 y )]  8 D [sin( x  2 y )]

525

Department of Applied Mathematics 114

 1
 [9 cos( x  2 y )  16 cos( x  2 y )]
525
1
 [7 cos( x  2 y )]
525
1
 cos( x  2 y )
75
z = C.F + P.I1 + P.I2

(i.e.) z  f 1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3 x)
1 2x  y 1
 e  cos(x  2 y )
12 75

Department of Applied Mathematics 115

Problem 7
Solve ( D  D D  DD  D ) z  e
2x  y
3 2 2 3
 cos(x  y)

Solution:
A.E. is m 3 + m2 – m – 1 = 0 [Put D = m and D′ = 1]

m2(m + 1) –1(m + 1) = 0
(m + 1)(m2 – 1) = 0
m = –1, m2 = 1
m1
m = 1, –1, –1

C. F  f1 ( y  x)  f 2 ( y  x)  x f 3 ( y  x)
Department of Applied Mathematics 116
 1 2x y
P. I1  3 e
D  D 2 D   DD  2  D  3
1 2x  y
 e
(2) 3  (2) 2 (1)  (2)(1) 2  (1) 3
1 2x y
 e
9
1
P.I 2  cos( x  y )
D  D D   DD   D 
3 2 2 3

1
 cos( x  y )
 D  D  D  D
Since the denominator = 0, we
1
 cos( x  y ) have to multiply x on Nr. and
0 Diff. Dr. w.r.t.‘D’

Department of Applied Mathematics 117

 x
 cos(x  y )
3D  2 DD  D
2 2

x
 cos( x  y )
3(1)  2(1)  (1)

x
  cos( x  y )
4
z = C.F + P.I1 + P.I2

(i.e.) z  f1 ( y  x)  f 2 ( y  x)  x f 3 ( y  x)
1 2x  y x
 e  cos(x  y )
9 4

Department of Applied Mathematics 118

Problem 8
Solve (4 D 2  4 DD  D 2 ) z  e 3 x  2 y  sin x

Solution:
A.E. is 4m2 – 4m + 1 = 0 [Put D = m and D′ = 1]

(2m – 1)2 = 0
1 1
m ,
2 2
 1   1 
C. F .  f1  y  x   x f 2  y  x 
 2   2 
1 3x  2 y
P.I1 = e
4 D 2  4 DD   D  2
Department of Applied Mathematics 119
 1 3x  2 y
 e
4(3) 2  4(3)( 2)  (2) 2
1 3x  2 y
 e
64
1
P.I2 = sin( x  0 y )
4 D  4 DD   D 
2 2

1
 sin( x  0 y )
4( 1)  0  0
1
  sin x
4
z = C.F + P.I1 + P.I2
 1   1  1 1
(i.e.) z  f1  y  x   x f 2  y  x   e 3 x  2 y  sin x
 2   2  64 4
Department of Applied Mathematics 120
Problem 9
Solve ( D 2  2 DD  D 2 ) z  x 2 y  e x  y

Solution:
A.E. is m2 + 2m + 1 = 0 [Put D = m and D′ = 1]

(m + 1)(m + 1) = 0
m = –1, –1

C. F .  f 1 ( y  x )  x f 2 ( y  x )
1 x y
P.I1 = 2 e
D  2 DD   D  2
Since the denominator = 0, we
1 x y
 2 e have to multiply x on Nr. and Diff.
(1)  2(1)( 1)  (1) 2 Dr. w.r.t.‘D’

Department of Applied Mathematics 121

 x
 ex y
2 D  2 D
x2 x y
 e
2
1 2
P.I2 = x y
D  2 DD   D 
2 2

1
 x 2
y
2 2 DD  D 
2
D 1  2 
 D 
1
1   2 DD   D  2   1   2 DD  D 2  2
 2 1   2
 2
x y  2 1   2
 x y
D   D  D   D 

Department of Applied Mathematics 122

 1  2 D  2
 2 1  D  x y
D

1  2 2 D 2 
 2 ( x y )  D ( x y )
D

1  2 2 2 
 2  x y  D ( x )
D

1  2 2 x3 
 2 x y  
D  3 

1  x3 y 2x 4 
   
D 3 12 

Department of Applied Mathematics 123

 x 4 y x5
 
12 30
z = C.F + P.I1 + P.I2
x 2 x  y x4 y x5
(i.e.) z  f1 ( y  x)  x f 2 ( y  x)  e  
2 12 30
Problem 10
Solve ( D  3DD  4D ) z  x  sin y
2 2

Solution:
A.E. is m2 + 3m – 4 = 0 [Put D = m and D′ = 1]

(m – 1)(m + 4) = 0
m = 1, – 4  C. F .  f1 ( y  x)  f 2 ( y  4 x)
Department of Applied Mathematics 124
 P.I1 = 1
x
D  3 DD   4 D 
2 2

1
 x
 3DD   4 D   2
D 1 
2
2 
 D 
1
1   3DD   4 D  2

 2 1   2
 x
D   D 
1   3DD  4 D 2 
 2 1   2
 x
D   D 
1 1  x2  3
 2  x  0     x
D D2 6
Department of Applied Mathematics 125
 1
P.I2 = sin( 0 x  y )
D  3 DD   4 D 
2 2

1
 sin(0 x  y )
0  0  4(1)
1
 sin y
4
z = C.F + P.I1 + P.I2

x3 1
(i.e.) z  f1 ( y  x)  f 2 ( y  4 x)   sin y
6 4

Department of Applied Mathematics 126

Problem 11 2
 z 2 z 2 z
Solve   2 2  sinh(x  y)  xy
2
x  xy y
Solution:

The given equation can be written as

( D 2  DD  2 D 2 ) z  sinh(x  y)  xy
A.E. is m2 + m – 2 = 0 [Put D = m and D′ = 1]

(m + 2)(m – 1) = 0

m = –2, 1

C.F .  f1 ( y  2 x)  f 2 ( y  x)

Department of Applied Mathematics 127

 1
P.I1 = 2 sinh( x  y )
D  DD   2 D  2

1  e x y  e  ( x y ) 
 2
D  DD   2 D  2  2 


1  1 x y 1 xy 
  2 e  2 e 
2  D  DD  2 D 2
D  DD   2 D  2

1  1 x y 1  xy 
  (1) 2  (1)(1)  2(1) 2 e  (1) 2  (1)(1)  2(1) 2 e 
2  

Since the denominator = 0, we have to multiply x on Nr.

and Diff. Dr. w.r.t. ‘D’ we get

Department of Applied Mathematics 128

 1 x x y x  xy 
  e  e 
2  2 D  D 2 D  D

1  x x y x 
  e  e x y 
2  2 1  2 1 
x x y x  x  y
 e  e
6 6
1
P.I2 = xy
D  DD   2 D 
2 2

1
 xy
2 DD  2 D 
2
D 1  2 
 D 
Department of Applied Mathematics 129
 1
1   DD  2 D 2

 2 1   2
 xy
D   D 

1   DD   2 D 2 
 2 1   2
 xy
D   D 
1  D 
 2 1  D  xy
D
1  D 
 2  ( xy )  ( xy ) 
D D

1  1 
 2  xy  D ( x)
D

Department of Applied Mathematics 130

 1  x2 
 2  xy  
D  2

1  x2 y x3 
   
D 2 6

x3 y x 4
 
6 24

z = C.F + P.I1 + P.I2

x x  y x  x  y x3 y x 4
(i.e.) z  f1 ( y  2 x)  f 2 ( y  x)  e  e  
6 6 6 24

Department of Applied Mathematics 131

Problem 12 2
 z 2 z 2 z
Solve 5  6 2  y sin x
2
x  xy y
Solution:
The given equation can be written as

( D 2  5DD  6D2 ) z  y sin x

A.E. is m2 – 5m + 6 = 0 [Put D = m and D′ = 1]

(m – 2)(m – 3) = 0

m = 2, 3

C. F .  f 1 ( y  2 x)  f 2 ( y  3 x)

Department of Applied Mathematics 132

 1
P.I = y sin x
D  5 DD   6 D 
2 2

1
 y sin x
( D  2 D) ( D  3D)

1  1 
  y sin x 
D  2 D   D  3D  
1

D  2 D  (c  3x) sin x dx where y = c – 3x

1
  (c  3x)( cos x)  (3)( sin x)
D  2 D

Department of Applied Mathematics 133

 1
 [ y cos x  3 sin x]
D  2 D
  [ (c  2 x) cos x  3 sin x] dx where y = c – 2x

  [ (c  2 x)(sin x)  (2)( cos x)]  3( cos x)

  y sin x  2 cos x  3 cos x

 5 cos x  y sin x

z = C.F + P.I

(i.e.) z  f1 ( y  2 x)  f 2 ( y  3x)  5 cos x  y sin x

Department of Applied Mathematics 134

Problem 13
 x y
Solve ( D  D ) z  e sin(2 x  3 y)
2 2

Solution:

A.E. is m2 – 1 = 0 [Put D = m and D′ = 1]

m2 = 1
m1

C. F .  f 1 ( y  x )  f 2 ( y  x )
1 x y
P.I = e sin( 2 x  3 y )
D  D
2 2

x y 1
e sin( 2 x  3 y )
( D  1)  ( D  1)
2 2

Department of Applied Mathematics 135

 x y 1
e sin( 2 x  3 y )
D  2 D  1  D  2 D  1
2 2

x y 1
e sin(2 x  3 y )
D  2 D  D  2 D
2 2

x y 1
e sin( 2 x  3 y )
 4  2 D  (9)  2 D

x y 1
e sin(2 x  3 y )
2( D  D)  5

x y [2( D  D)  5]
e sin(2 x  3 y )
[2( D  D)  5][2( D  D)  5]

Department of Applied Mathematics 136

 x y [2( D  D)  5]
e sin( 2 x  3 y )
4( D  D)  25
2

x y [2( D  D)  5]
e sin(2 x  3 y )
4( D  2 DD  D )  25
2 2

x y [2( D  D)  5]
e sin( 2 x  3 y )
4[(4)  2(6)  (9)]  25

x y [2( D  D)  5]
e sin( 2 x  3 y )
 125

x y 2 D[sin( 2 x  3 y )]  2 D [sin( 2 x  3 y )]  5 sin( 2 x  3 y )

e
 125
Department of Applied Mathematics 137
 ex y
 [4 cos(2 x  3 y )  6 cos(2 x  3 y )  5 sin(2 x  3 y )]
125

ex y
 [10 cos( 2 x  3 y )  5 sin( 2 x  3 y )]
125

ex y
 [sin( 2 x  3 y )  2 cos( 2 x  3 y )]
25

z = C.F + P.I

ex y
(i.e.) z  f1 ( y  x)  f 2 ( y  x)  [sin(2 x  3 y )  2 cos( 2 x  3 y )]
25

Department of Applied Mathematics 138

Non-Homogeneous PDE

In the equation f ( D , D ) z  F ( x , y )      (1)

if the polonomial f ( D , D ) is not hom ogeneous
then eqn .(1) called non  hom ogeneous linear PDE .

The general solution of equation (1) is z=C.F+P.I

The method to find P.I. is same as those for homogeneous

PDE

To find C.F.

Factorize f ( D , D ) in to
( D  m1 D   c1 )( D  m 2 D   c 2 ) ...........( D  m n D   c n ) z  0

Department of Applied Mathematics 139

C.F  e c1x f1 ( y  m1 x)  e c2 x f 2 ( y  m2 x)  ........  e cn x f n ( y  mn x)

for repeated factor say ( D  mD   a ) 3 z  0

then C.F  e ax f 1 ( y  mx )  xe ax f 2 ( y  mx )  x 2 e ax f 3 ( y  mx )

Department of Applied Mathematics 140

Problem 1
Solve ( D  2 D )( D  2 D   1) z  0

Solution:

The given equation is non-homogeneous.

( D  2D)(D  2D  1) z  0

 z  e 0 x f1 ( y  2 x )  e  x f 2 ( y  2 x )

x
(i.e.) z  f1 ( y  2 x )  e f 2 ( y  2 x)

Department of Applied Mathematics 141

Problem 2
Solve ( D 2  2 DD  D 2  3D  3D  2) z  (e 3 x  2 e  2 y ) 2

Solution:
The given equation is non-homogeneous and it can be written as

( D  D  1)(D  D  2) z  e 6 x  4 e  4 y  4 e3 x  2 y

C .F .  e x f 1 ( y  x )  e 2 x f 2 ( y  x )
1
P.I1 = e6x  0 y
( D  D   1)( D  D   2)
1 1 6x
 e6x  0 y  e
(6  0  1)(6  0  2) 20

Department of Applied Mathematics 142

 P.I2 = 1
4 e0x  4 y
( D  D   1)( D  D   2)

1
4 e0x  4 y  2 e 4 y
(0  4  1)(0  4  2) 3

P.I3 = 1
4 e3x  2 y
( D  D   1)( D  D   2)
1 3x  2 y 1 3x  2 y
4 e  e
(3  2  1)(3  2  2) 3

z = C.F + P.I1 + P.I2 + P.I3

1 6 x 2  4 y 1 3x  2 y
(i.e.) z  e f1 ( y  x)  e f 2 ( y  x) 
x 2x
e  e  e
20 3 3
Department of Applied Mathematics 143
Problem 3
Solve ( D 2
 D 2
 2 DD   2 D  2 D  1) z  e 2 x y

Solution:
The given equation is non-homogeneous and it can be written
as
( D  D  1)(D  D  1) z  e 2 x y
C. F .  e  x f1 ( y  x)  xe  x f 2 ( y  x)
1 2x  y
P.I = 2 e
D  D  2  2 DD   2 D  2 D   1
1 2x  y 1 2x y
 e  e
(2) 2  (1) 2  2(2)(1)  2(2)  2(1)  1 16

Department of Applied Mathematics 144

 z = C.F + P.I
x x 1 2 x y
(i.e.) z  e f1 ( y  x)  xe f 2 ( y  x )  e
16
Problem 4
Solve (2D 2  DD  D2  6 D  3D) z  x e y

Solution:

Given (2D 2  DD  D 2  6 D  3D) z  x e y

(2D  D)( D  D  3) z  x e y

1
Here c1  0, m1   , c 2  3, m2  1
2
Department of Applied Mathematics 145
  1  3 x
C. F .  e 0x
f1  y  x   e f 2 ( y  x)
 2 
 1  3 x
 f1  y  x   e f 2 ( y  x)
 2 

1 y
P.I = x e
2 D 2  DD   D  2  6 D  3 D 

1
e y
x
2 D  D( D  1)  ( D  1)  6 D  3( D  1)
2 2

1
e y
x
2 D  DD  D  D  2 D  1  6 D  3D  3
2 2

Department of Applied Mathematics 146

 1
e y
x
2  2 D  DD  D  5 D  D
2 2

1
e y
x
 2 D  DD  D  5D  D 
2 2
2 1  
 2 
1
e y
 2 D  DD  D  5D  D 
2 2
 1   x
2  2 

ey   2 D 2  DD  D 2  5D  D 
 1    x
2   2 
ey  5D  e y  5
  x  2 ( x)  x
2 
2  2 
Department of Applied Mathematics 147
 ey
 (2 x  5)
4
z = C.F + P.I
y
 1  e
(i.e.) z  f1  y  x   e  3 x f 2 ( y  x)  (2 x  5)
 2  4
Problem 5
Solve ( D  3DD  2D  2D  2D) z  x  y  sin(2 x  y)
2 2

Solution:
Given ( D 2  3DD  2D 2  2D  2D) z  x  y  sin(2 x  y)

( D  D)(D  2D  2) z  x  y  sin(2x  y)

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 Here c1  0, m1  1, c 2  2, m1  2

C.F .  e 0 x f 1 ( y  x)  e 2 x f 2 ( y  2 x)

 f 1 ( y  x)  e 2 x f 2 ( y  2 x)

1
P.I1 = 2 ( x  y)
D  3 DD   2 D   2 D  2 D 
2

1
 ( x  y)
( D  D)( D  2 D  2)
1
 ( x  y)
 D   D  2 D 
D1   21  
 D  2 
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 1 1
1  D   D  2 D 
 1   1   ( x  y)
2D  D  2 

1  D    D  2 D   D  2 D  2 
 1   1      ( x  y)
2D  D   2   2  

1  1 D   D D2 
   2 
1   D  
 DD  ( x  y )
2D D   2 4 

1  1 1 D D D  D D 
      D  2    ( x  y)
2 D 2 D 4 D 2D 4 

1  1 1 D  D D  3D  
      2   ( x  y)
2  D 2 2D 4 D 4 

Department of Applied Mathematics 150

 1 x  y D ( x  y ) D( x  y ) 
 ( x  y)    
1 D 2 2D 4
  
2 D ( x  y ) 3D ( x  y ) 
 
 D2 4 

1  x2 x y x 1 x2 3 
  xy      
2 2 2 2 2 4 2 4

1 2 y 1
 x  x y   
2 2 2

P.I2 = 1
sin( 2 x  y )
D  3 DD   2 D   2 D  2 D 
2 2

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 1
 sin(2 x  y )
 4  3(2)  2(1)  2 D  2 D

1
 sin(2 x  y )
2 D  2 D

2 D  2 D
 sin( 2 x  y )
(2 D  2 D )(2 D  2 D )

2 D  2D
 sin(2 x  y )
4D  4D
2 2

2 D  2 D
 sin( 2 x  y )
4(4)  4(1)

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 2 D[sin( 2 x  y )]  2 D [sin( 2 x  y )]

 12
1
  [4 cos(2 x  y )  2 cos(2 x  y )]
12
1
  [6 cos(2 x  y )]
12
1
  cos(2 x  y )
2
z = C.F + P.I1 + P.I2
(i.e.) z  f 1 ( y  x )  e 2 x f 2 ( y  2 x )
1 2 y 1 1
  x  x y     cos( 2 x  y )
2 2 2 2

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