Differential

INTRODUCTION
Here we shall study the applications of partial differential equations to various

physical problems. These partial differential equations are most important in many
physical and engineering problems. These physical and engineering problems when
formulated in the mathematical language give rise to partial differential equations. Partial
differential equations also play an important role in the theory of elasticity, hydraulics
etc.
Since, the general solution of a partial differential equation in a region R contains
arbitrary constants or arbitrary functions, then the unique solution of a partial differential
equation corresponding to a physical problem will satisfy certain other conditions at the
boundary of the region R. These conditions are known as boundary conditions. When
these conditions are specified for the time t = 0, then they are known as initial
conditions. A partial differential equation together with boundary conditions constitutes
a boundary value problem.
In the applications of ordinary linear differential equations, we first find the
general solution and then determine the arbitrary constants from the initial values. But the
same method is not applicable to problems involving partial differential equations. Most
1 11 1
st st st st
Topic Topic Topic Topic
Applications of Applications of Applications of Applications of
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Introduction
Method of Separation of Variables

Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 25-09-2007)
Applications of Partial Differential Equations: Method of separation of variables
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2
of the boundary value problems involving linear partial differential equations can be
solved by the method of separation of variables. In this method, right from the beginning,
we try to find the particular solutions of the partial differential equation, which satisfy all
or some of the boundary conditions and then adjust them till the remaining conditions are
also satisfied. A combination of these particular solutions gives the solution of the
problems.
Fourier series is a powerful aid in determining the arbitrary functions.

Method of separation of variables (Product Method):
Separation of variables is a powerful technique to solve P.D.E. For a P.D.E. in the
function u of two independent variables x and y, assume that the required solution is
separable, i.e.,
( ) ( ) ) y ( Y x X y , x u = , (i)
where X(x) is a function of x alone and Y (y) is a function of y alone.
Then, a substitution of u from (i) and its derivatives reduces the P.D.E. to the form.
( ) .) ,......... Y , Y , Y ( g . ,......... X , X , X f = , (ii)
which is separable in X and Y.
Since the L.H.S. of (ii) is a function of x alone and R.H.S. of (ii) is a function of y alone,
then (ii) must be equal to a common constant k (say).
Thus (ii) reduces to
( ) k . ,......... X , X , X f = , (iii)
k .) ,......... Y , Y , Y ( g = . (iv)
Thus, the determination of solution to P.D.E. reduces to the determination of solutions to
two O.D.E. (with appropriate conditions).
Various steps of this method:
1. Consider the partial differential equation
0
y
z
a
y x
z
a
x
z
a
2
2
2
2
1
2
2
0
=

Here z is called dependent variable and x, y are called independent variables.
Assume XY z = , where X is a function of x only and Y is a function of y only.
3
2. Find Y X
Y
z
, Y X
Y
z
, Y X
x
z
, Y X
x
z
2
2
2
2
=
etc. and put in the given

partial differential equation.
3. Separate the variables and by solving the resulting equations, find X and Y.
4. XY z = will be the required solution.

Now let us solve some partial differential equations by the method of separation of
variables.
Q.No.1.: Solve the equation u
t
u
2
x
u
+
, given ( )
x 3
e 6 0 , x u

= .
Sol.: Here u is a function of x and t.
Let XT u = , (i)
where X is a function of x and T is a function of t only, be a solution of the given
equation.
Then T X
x
u
=
, T X
t
u
=
.
Substituting in the given equation, we have
( )X T T 2 T X XT T X 2 T X + = + = .
Separating the variables, we get
T
T T 2
X
X +
=
. (ii)
Since x and t are independent variables, as t varies, x remains constant so that the LHS
and hence the RHS is constant. Therefore, equation (ii) can hold only when each side is
equal to some constant, say k,
k
X
X
. e . i =
and k
T
T T 2
=
+
.
two ODE.
Integrating first, we get
1
c log kx X log + =
kx
1
1
e c X kx
c
X
log = = . (iii)
and k
T
T T 2
=
+
( ) 1 k
2
1
T
T
=
.
4
Integrating second, we get
( )
2
c log t 1 k
2
1
T log + = ( )t 1 k
2
1
c
T
log
2
=
( )t 1 k
2
1
2
e c T
= . (iv)
Substituting the values of X and T in (i), we obtain
( )t 1 k
2
1
2
kx
1
e c . e c ) t , x ( u u
= = .
This is the complete solution of (i).
The arbitrary constants
2 1
c , c and k can be determined by given boundary condition(s).
Given boundary condition:
x 3
e 6 ) 0 , x ( u

= .
Then
( )t 1 k
2
1
2
kx
1
e c . e c ) t , x ( u u
= =
x 3 kx
2 1
e 6 e c c

= 6 c c
2 1
= and 3 k = .
The unique solution of the equation is
t 2 x 3
e . e 6 u

=
( ) t 2 x 3
e 6 u
+
= .

Q.No.2.: Solve the equation 0
y
z
x
z
2
x
z
2
2
=
by the method of separation of

variables.
Sol.: Given equation is 0
y
z
x
z
2
x
z
2
2
=
.
Here z is a function of x and y.
Let z = XY, (i)
where X is a function of x and Y is a function of y only, be a solution of the given
equation.
Then Y X
x
z
=
, Y X
y
z
=
and Y X
x
z
2
2
=
.
0 Y X Y X 2 X Y = + ( ) 0 Y X Y X 2 X = + .
Y
Y
X
X 2 X
=

. (ii)
Since x and y are independent variables, equations (ii) can hold only when each side is
equal to some constant , say k,
5
i.e. k
X
X 2 X
=

and k
Y
Y
=
.
0 kX X 2 X = and (iii)
0 kY Y = + . (iv)
These are ordinary differential equations.
two ODE.
For equation (iii), the auxiliary equation is 0 k m 2 m
2
= k 1 1 m + = .
The solution of (iii) is
( ) ( )x k 1 1
2
x k 1 1
1
e c e c X
+ + +
+ = .
Also the solution of (iv) is
ky
3
e c Y

= .
Substituting these values of X and Y in (i), the complete solution of the given equation is
( ) ( ) ky
3
x k 1 1
2
x k 1 1
1
e c . e c e c z
+ + +
(
+ = .
( ) ( ) ky x k 1 1 x k 1 1
e . Be Ae z
+ + +
(
+ = , where
3 1
c c A = and
3 2
c c B = .
[For arbitrary constants A, B and k can be determined so as to satisfy the given boundary
conditions.]
Q.No.3.: Solve the equation 2 0 u u
y xx
= by the method of separation of variables.
Sol.: Given equation is 2 0 u u
y xx
= .
Here u is a function of x and y.
Let ( ) ( ) ( ) y Y x X y , x u = .
Differentiating w.r.t x and y, we get
Y X u
xx
= , Y X u
y
= .
0 Y X Y X 2 = t constan k 2
Y
Y
X
X 2
= =
=

Solving 0 kX X = . Its A.E. is k m 0 k m
2
= = .
Thus, solution is ( )
x k
2
x k
1
e c e c x X

+ = .
6
Solving 0 kY 2 Y = . Its solution is ( )
2ky
3
e c y Y = .
Hence, the required solution is ( ) ( ) ( )
ky 2
3
x k
2
x k
1
e c e c e c y Y x X y , x u
|
\
|
+ = =

( )
ky 2 x k x k
e Be Ae y , x u
|
\
|
+ =

. Ans.
Q.No.4.: Solve the following equations by method of separation of variables:
u 3
y
u
x
u
4 =
, given that
y 5 y
e e 3 u

= , when x = 0.
Sol.: Given equation is u 3
y
u
x
u
4 =
. (i)
Here u is dependent variable and x, y are independent variables.
Let XY u = (ii)
be the required solution of (i), where X is a function of x only. Y is a function of y only.
Now Y X
x
u
=
, Y X
y
u
=
, where
dx
dX
X = ,
dy
dY
Y = .
Put these in (i), we get
XY 3 Y X Y X 4 = + ( ) Y X Y X 3 X 4 =
Y
Y
X
X 3 X 4
=

. (iii)
Now as x and y are independent variables, therefore equation (iii) can hold only when
each side is equal to some constant k.
k
Y
Y
X
X 3 X 4
=

=

k
X
X 3 X 4
=

k 3
X
X
4 =
3 k
X
X
4 + =

4
3 k
X
X +
=
4
3 k
dx
dX
X
1 +
= dx
4
3 k
X
dX +
=
Integrating on both sides, we get
1
C x
4
3 k
X log +
+
= A log x
4
3 k
X log +
+
= , A log C
1
=
x
4
3 k
A
X
log
+
=
x
4
3 k
Ae X
+
=
And
7
k
Y
Y
=

k
Y
Y
=
k
dy
dY
Y
1
= kdy
Y
dY
= .
2
C ky X log + = B log ky Y log + = , B log C
2
= ky
B
Y
log =
ky
Be Y

=
Therefore, from (ii), we have
( )
ky
ky
4
3 k
Be . Ae XY y , x u

+
= = ( )
ky x
4
3 k
ABe y , x u
+
= . (iv)
The arbitrary constants A, B and k can be determined by given boundary condition.
Now from (iv), ( )
ky y 5 y
ABe e e 3 y , 0 u

= = .
Let
ky y
ABe e 3

= 3 AB = , k = 1.
Put in (iv), we get ( )
y x
1 1
e 3 y , x u u

= = . (v)
Let
ky y 5
ABe e

= 1 AB = , k = 5.
Put in (iv), we get ( )
y 5 x 2
2 2
e y , x u u

= = . (vi)
Now, the required solution is obtained by combining (v) and (vi).
Thus
y 5 x 2 y x
2 1
e e 3 u u u

= + = .
Q.No.5.: Solve the equation by the method of separation of variables:
0
y
u
2
x
u
3 =
, ( )
x
e 4 0 , x u

= .
Sol.: Given equation is 0
y
u
2
x
u
3 =
. (i)
Here u is dependent variable and x, y are independent variables
Let XY u = . (ii)
be the required solution of (i) where X is a function of x only. Y is a function of y only.
Now Y X
x
u
=
, Y X
y
u
=
.
Y X 2 Y X 3 0 Y X 2 Y X 3 = = + .
Separating the variables, we obtain
Y
Y 2
X
X 3
=
. (iii)
8
Since x and y are independent variables, therefore equation (iii) can hold only when each
side is equal to some constant k.
k
Y
Y 2
X
X 3
=
, where
dx
dX
X = and
dy
dY
Y =
k
X
X 3
=
k
dx
dX
X
3
= kdx
X
dX
3 = .
1
C kx X log 3 + = A log kx X log
3
+ = , A log C
1
=
kx A log X log
3
= kx
A
X
log
3
=
kx 3
Ae X =
3 / kx 3 / 1
e A X =
3 / kx
ae X = ,
3 / 1
A a = .
And
k
Y
Y 2
=
k
dy
dY
Y
2
= kdy
Y
dY 2
=
2
C ky Y log 2 + = B log ky Y log
2
+ =

, B log C
2
=
ky
B
X
log
2
=

ky 2
Be Y =
2 / ky 2 / 1
e B Y

=
2 / ky
be Y

= ,
2 / 1
B b

= .
Therefore, from (ii),
2 / ky 3 / kx
be ae XY u

= =
( )
2
ky
3
kx
abe y , x u u
= = (iv)
Now
x 3 / kx
e 4 abe ) 0 , x ( u

= = (given)
4 ab = , 1
3
k
= .
Thus, the required solution is
( ) x 2 y 3
2
1
y
2
3
x
e 4 e 4 u
+
= = .
Q.No.6.: Solve the following equations by method of separation of variables:

y
u
4
x
u
, where ( )
y 3
e 8 y , 0 u

= .
Sol.. Given equation is
y
u
4
x
u
. (i)
9
Let XY u = (ii)
be the required solution of (i) where X is a function of x only. Y is a function of y only.
Now Y X
x
u
=
, Y X
y
u
=
, where
dx
dX
X = ,
dy
dY
Y =
Y X Y X = .
Separating the variables, we obtain
Y
Y 4
X
X
=
(iii)
k
Y
Y 4
X
X
=
k
X
X
=
k
dx
dX
X
1
= kdx
X
dX
= .
) C ( A log kx X log
1
= + = kx
A
X
log =
kx
Ae X =
kx
ae X = , a A = .
And k
Y
Y 4
=
k
dy
dY
Y
4
= kdy
Y
dY
4 = .
) C ( B log ky Y log 4
2
= + = ky
B
X
log
4
=
ky
4
e
B
Y
=
ky 4
Be Y =
4 / ky 4 / 1
e B Y =
4 / ky
be Y = ,
4 / 1
B b = .
Therefore, from (ii) i.e. from XY u = , we get
( )
4 / ky kx
e . abe y , x u = ( )
|
\
|
+
=
2
ky
x k
abe y , x u . (iv)
Now
y
4
k
y 3
abe e 8 ) y , 0 ( u = =

(given)
8 ab = , 3
4
k
= .
Thus, the required solution is ( )
( ) x 2 y 3
2
1
y 3 x 12
e 4 e 8 y , x u
= = .
10
Q.No.7.: Find the solution of the equation u 2
y
u
x
u
2
2
+
, in the form
) y ( Y ) x ( X u = .
Solve the equation subject to the conditions u = 0 and
y 3
e 1
x
u

+ =
,
when x = 0 for all values of y.
Sol.: Given equation is u 2
u
u
x
u
2
2
+
. (i)
Let XY u = (ii)
be the required solution of (i), where X is a function of x only and Y is a function of y
only.
Now Y X
x
u
=
, Y X
x
u
2
2
=
, Y X
y
u
=
,
2
2
dx
X d
X = ,
dy
dY
Y = .
Put these in (ii), we get ( ) Y 2 Y X XY 2 Y X Y X + = + + .
Y
Y 2 Y
X
X +
=

. (iii)
k
Y
Y 2 Y
X
X
=
+
=

k
X
X
=

k
dx
X d
X
1
2
2
= 0 kX
dx
X d
2
2
= ( ) 0 X k D
2
=
Its auxiliary equation is 0 k m
2
= k m =
kx
2
kx
1
e C e C . F . C

+ = = .
Also PI = 0.
The solution of (1) is given by
PI CF X + =
kx
2
kx
1
e C e C X

+ = (iv)
And
k
Y
Y 2 Y
=
+
k 2
Y
Y
= +
2 k
Y
Y
=
2 k
dy
dY
Y
1
=
dy ) 2 k ( Y
dY
=
.
11
( )
3
C y 2 k Y log + = ( ) B log y 2 k Y log + = ( )y 2 k
B
Y
log =
( )y 2 k
Be Y

= . (v)
Hence, from (ii), (iv) and (v), we have
( )
( )y 2 k kx
2
kx
1
Be e C e C XY y , x u u

|
\
|
+ = = = (vi)
Now from (vi), we have
( ) ( )
( )
0 Be C C y , 0 u
y 2 k
2 1
= + =

[ ] y 0 ) y , 0 ( u =
Put
1 2
C C = in (vi), we have
( )
( )y 2 k kx kx
1
Be e e C y , x u

|
\
|
= , .(*)
which is the required solution.
2
nd
part: Solve the equation subject to the conditions u = 0 and
y 3
e 1
x
u

+ =
,
when x = 0 for all values of y.
Also
( )y 2 k kx
1
Be e e k C
x
u
kx

|
\
|
+ =

( )
( ) y 3 y 2 k
1
0 x
e 1 e 1 1 k B C
x
u

=
+ = + = |
\
|
+ = |
\
|

=
y 3
0 x
e 1
x
u

( ) y 3 y y 2 k
1
e 1 e k B C 2

+ =
Let
( )y 2 k
1
e k B C 2 1

=
( )y 2 k
1
y 0
e k B C 2 e

=
Here 1 k B C 2
1
=
2 k 0 2 k = =
and now 1 k B C 2
1
=
2 2
1
B C
1
= .
From ( )
( )y 2 k kx kx
1
Be e e C y , x u

|
\
|
= , we get
( )
2
x 2 sinh
e e
2 2
1
y , x u u
x 2 x 2
1 1
= |
\
|
= =

(
(
2
e e
x sinh
x x
. (vii)
Again let
( )y 2 k
1
y 3
e k B C 2 e

= 1 k 3 2 k = = .
12
Also
i 2
1
B C 1 2 B C 2
1 1
= =
From ( )
( )y 2 k kx kx
1
Be e e C y , x u

|
\
|
= , we get
( ) ( )
y 3 y 3 ix ix
2 2
xe sin e e e
i 2
1
y , x u u

= = =
(
(

=

2
e e
sin
i i
(viii)
Combining (vii) and (viii), we have
y 3
2 1
xe sin
2
x 2 sinh
u u u

+ = + =
Thus, x sin e x 2 sinh
2
1
u
3y
+ = is the required solution.
x cos e
t x
u
t
2
, given that u = 0, when t = 0 and 0

t
u
=
, when x = 0.
Sol.: Given equation is x cos e
t x
u
t
2
. (i)
Here u is the dependent variable and x and t are independent variables.
Let XT u = (ii)
be the required solution of (i) where X is a function of x only and T is a function of t
only.
Now T X
t x
u
2
=

where
dx
dX
X = ,
dt
dT
T = .
) i ( gives x cos e T X
t
= .
T
e
x cos
X
t

. (iii)
Since x and t are independent variables, therefore equation (iii) can hold only when each
side of (iii) is equal to some constant, say, k
k
T
e
x cos
X
t
=
x cos k X = x cos k
dx
dX
= xdx cos k dX =
1
C x sin k X + = . (iv)
13
And
t 1
e k T

=
t
e
k
1
dt
dT

= dt e
k
1
dT
t
=
2
t
C e
k
1
T +
=

. (v)
Hence, from (ii), (iv) and (v), we have
( )
|
\
|
+
+ = =

2
t
1
C e
k
1
C x sin k XT u (vi)
Now ( ) 0 C
k
1
C x sin k ) 0 , x ( u
2 1
= |
\
|
+
+ = ( ) [ ] 0 0 , x u =
k
1
C
2
= .
Also from (vi), ( )
k
e
C x sin k
t
u
t
1
+ =
0
k
e
C
t
u
t
1
0 x
= = |
\
|

=

(
= |
\
|
=
0
t
u
0 x

0 C
1
= .
(6) gives ( ) ( ) ( )
t t
e 1 x sin e 1
k
1
x sin k t , x u u

= = = .
Thus, ( ) x sin e 1 u
t
= , is the required solution.
Q.No.9.: Obtain the solution of by the method of separation of variable:
y sin x sin
y x
z
2
=

, for which y sin 2

y
z
=
, when x = 0 and
z = 0, when y is an odd multiple of
2
.
Sol.: Given equation is y sin x sin
y x
z
2
=

. (i)
Here z is the dependent variable and x and y are independent variables.
Let XY z = (ii)
be the required solution of (i) where X is a function of x only and Y is a function of y
only.
Now Y X
y x
z
2
=

, where
dx
dX
X = ,
dy
dY
Y = .
14
(i), gives y sin x sin Y X = .
Since x and y are independent variables, therefore equation (iii) can hold only when each
side of (iii) is equal to some constant, say, k
k y sin x sin Y X = = k
x sin
X
=
0 x sin k X = x sin k X = x sin k

dx
dX
=
xdx sin k dX = .
1
C x cos k X + =
And k
Y
y sin
=
k
y sin
Y =
k
y sin
dy
dY
= dy
k
y sin
dY = .
2
C
k
y cos
Y +
= .
Hence, from (ii), ( )
|
\
|
+
+ = =
2 1
C
k
y cos
C x cos k XY z . (iv)
Now from (iv), ( )
k
y sin
C x cos k
y
z
1
+ =

( ) y sin 2
k
y sin
k C
y
z
1
0 x
= =
|
|
\
|
=

(
(
=
|
|
\
|
=
y sin 2
y
z
0 x

2
k
k C
1
=
2 1
k
C
1
= 1
k
C
1
=
1
C k = .
Also, when y is an odd multiple of
2
i.e., when
2
) 1 n 2 ( y

+ = , Z n , it is given z = 0.
Therefore, from (iv), we have
( )
( )
|
|
|
|
\
|
+
+
+ =
2 1
C
k
2
1 n 2 cos
C x cos k 0 ( ) 0 C x cos k C
1 2
= + ( )
(
+ 0
2
1 n 2 cos
0 C
2
= .
Hence, from (4), we have
( ) y cos x cos 1 z + = , which is the required solution.
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15
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Home Assignments
u 3
y
u
x
u
4 =
, given that
y 5
e u

= , when x = 0.
Ans.:
y 5 x 2
e u

= .
Q.No.2.: Solve the equation by the method of separation of variables: 0 qx py
2 3
= + .
Ans.:
4 3
ay 3 ax 4
e . ce z

= .
0
y
u
y
x
u
x
2 2
=
.
Ans.:
|
|
\
|
=
x
1
y
1
k
ce u .
Q.No.4.: Solve the equation by the method of separation of variables: 0 yz 3 xz 2
y x
= .
Ans.:
b 2 b 3
y Ax ) y , x ( z = , where
2 1
c c A = , k = 6b.
0 z x z y
y
2
x
3
= + .
Ans.:
|
|
\
|
=
4
y
3
x
k
4 3
ce ) y , x ( z .
0 z z 2 z
y x xx
= + .
Ans.: [ ]
ky bx
2
ax
1
e e c e c ) y , x ( z

+ = , where k 1 1 a + + = , k 1 1 b + = .

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Differential

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Differential

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INTRODUCTION

Here we shall study the applications of partial differential equations to various

etc. and put in the given

by the method of separation of

, given that u = 0, when t = 0 and 0

, for which y sin 2

0 x sin k X = x sin k X = x sin k

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