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Chapter 11
Chapter 11
Chapter 11
constant coefficients.
Equations of first-order.
order.
first-order.
constant coefficients.
107
11.5 Monge's Method for a special class of nonlinear Equations (Quasi
11.6 Exercises.
of these variables and the partial derivatives u x, uy,......,uxx, uxy, uyy ........of the
108
highest order occurring in the equation. The power of the highest order
differential equation.
u u
Example 11.1 (a) x + y y =0 is a first-order equation in two variables
x
u u
(b) a + b y =c; where x,y are independent variables, a and b are
x
coefficients.
u u
(c) + y -(x+y) u=0 is a partial differential equation of first-order.
x
2u 2u 2u u u
(d) a(x) +2b(x) +c(x) 2 =x+y+u+ + y is a partial
x 2 xy y x
2u 2u 2u u u
(e) a(x) +2b(x) +c(x) 2 = f(x,y,u, , )
x 2 xy y x y
where a(x), b(x) and c(x) are functions of x and f(..,..,.,.,.) is a function of
u u
x,y,u, and y , is a partial differential equation of second order.
x
2u u
(f) u + =y is a partial differential equation of second-order.
xy x
2u 2u u 2
109
2u u 2
2 2
u u
(i) + = 1 is a partial differential equation of first-order and
x y
second degree.
we put values of quantities on the left hand side we get right hand side.
Example 11.2.
(i) Show that sin n(x+y), cosn(x+y) and e x+y are solutions of the partial
differential equation
u u
-
=0
x y
(ii) Show that u(x,y)=(x+y)3 and u(x,y)=sin (x-y) are solutions of the partial
differential equation
2u u 2
- =0
x 2 y 2
u
Solution (i) = n cos n (x+y) if u(x,y) = sin n(x+y)
x
u
y
= n cos n (x+y) if u(x,y) = sin n(x+y)
u u
L.H.S. of the equation is - = ncos n(x+y) – n cos n(x+y) =0=R.H.S.
x y
u
= -nsin n(x+y) if u(x,y) = cos n(x+y)
x
u
y
= -nsin n(x+y) if u(x,y) = cos n(x+y)
110
L.H.S. = [-nsin n(x+y)]-[-n sin n(x+y)]=0=R.H.S.
u
= ex+y if u(x,y) ex+y
x
u
y
= ex+y if u(x,y) = ex+y
u 2u
(ii) For u(x,y) = (x+y)3, =3(x+y)2, =6 (x+y)
x x 2
u 2u
For u(x,y)=(x+y)3, y =3(x+y)2, = 6(x+y)
y 2
- = 6(x+y)-6(x+y)=0=R.H.S.
x 2 y 2
u 2u
For u(x,y)=sin (x-y), =cos (x-y), = - sin (x-y)
x x 2
u 2u
y
= - cos (x-y), = - sin (x-y)
y 2
- = 0.
x 2 y 2
function u(.,.) and all its partial derivatives appear in an algebraically linear
form, 'that is, of the first degree. For example the equation
A uxx+2Buxy+Cuyy+Dux+Euy+Fu = f (11.3)
111
where the coefficients A,B,C,D.E and F and the function f are functions of x
u(x,y).
on the right hand side of a partial differential equation is zero, say f=0 in 11.3.
equation of first-order.
first-order.
second-order.
equation of second-order.
112
The general solution of a linear partial differential equation is a linear
that if u is its solution then a scalar multiple of u, that is, cu, where c is a
constant, is also its solution. Any equation of the type F(x,y,u,c 1,c2)=0, where
known.
u u 2u
Very often ux = , uy = y ,uxx = 2
x x
2u 2u
uxy = and uyy = are respectively denoted by p, q,r, s and t.
xy y 2
order is
113
F(x,y,u,p,q)=0 (11.4)
F(x,y,u,p,q,r,s,t)=0 (11.5)
linear in the principal part, namely the terms involving first derivatives: thus,
u u
for A + B y = C, these equations are defined to be such that the left
x
hand side, which contains all derivatives is linear in u in that A,B depend on x
and y alone; however C may depend non linearly on u. A semi linear partial
2u 2u 2u u u
A 2 + 2B +C 2 = f(x,y,u, , )
x xy y x y
(11.7)
of second order equations into elliptic, hyperbolic and parabolic types. Notion
114
of Cauchy data (initial and boundary conditions) and characteristic for partial
problem. The initial conditions, also known as Cauchy conditions, are the
function u(.,.) in the independent variables x and y, and suppose that this
equation can be solved explicitly for u yy, and hence can be represented in the
form
For some value y=y0, we prescribe the initial values of the unknown
u(x,y0)=f(x) (11.9)
uy(x,y0)=g(x) (11.10)
value usually refer to the data assigned at y=y 0. If initial values are prescribed
along some curve in the (x,y) plane, that is, finding solution of equation
115
problem. These conditions are called Cauchy data. Actually two names are
synonymous.
u(x,0)= cos x 0 x l
is an initial-value problem.
(b) Suppose that is a curve in the (x,y) plane; we define Cauchy data to
u u
A(x,y,u) +B (x,y,u) y =C (11.10)
x
Let (x0,y0) denote points on a smooth curve in the (x,y) plane. Also let
where is a parameter.
We suppose that two functions f() and g() are prescribed along the
curve . The Cauchy problem is now one of determining the solution u(x,y) of
conditions
116
u
u=f(), =g()
n
on the curve . n is the direction of the normal to which lies to the left of in
the counter clockwise direction of increasing arc length. The functions f() and
u
projection in the (x,y) plane and satisfying =g() which represents a
n
the first kind), when the values of the unknown function u are prescribed
defined.
the second kind), when the values of the normal derivatives of the
117
combination of the unknown function u and its normal derivative are
u 2u
Example 11.4 (i) = k 2 , 0<x<l,t>0
t x
u(x,o)=f(x)
u
(x,o)=g(x), 0<x<l
t
u(0,t) =T1(t)
u(l,t)=T2(t), t>0
u 2u
(ii) =k , 0<x< l, t>o
t x 2
u
u(x,o)=f(x), (x,o)=g(x), 0<x< l
t
u u
(0,t) =T3(t), (l,t)=T4(t), t>0
n n
u 2u
(iii) = k 2 , 0<x< l, t>0
t x
u
u(x,o)=f(x), (x,o)=g(x), 0<x< l,
t
u
u(0, t) (0, t) 0,
n
t 0.
u
u(l, t) (l, t ) 0
x
118
It may be observed, a major part of scientific and technological studies
are devoted to initial and boundary value problems. Solutions of few important
initial and boundary value problems will be discussed in the next chapter.
equation, we replace ux by , uy by , uxx by 2, uxy by , and uyy by 2. The
and :
The equation
119
Example 11.5 Examine whether the following partial differential equations
2u u 2
(i) +x +4=0
x 2 y 2
2u u 2
(ii) +y =0
x 2 y 2
2u u
2
(iii) y2 - =0
x 2 y 2
Solution (i) A = 1, C = x, B = 0
parabolic if x = 0.
120
In this case the equation is hyperbolic B 2-AC=o if x=y. For this the
equation is parabolic. B2-AC <0 if x>y and x<0 or if x<y and x>0
constant coefficients.
Aux+Buy+Ku=f(x,y) (11.15)
du=uxdx+uydy (11.16)
dx dy du
= = (11.17)
A B f ( x, y ) Ku
Bx c
The solution of the left pair is Bx-Ay=c or y= , where c is an
A
arbitrary constant of integration
dx dy
A B or Bdx-Ady=0 or Bx-Ay=c by integrating both sides of
the previous equation .
The other pair
dx du
A f ( x, y ) - Ku
121
is reduced to an ordinary differential equation with u as the dependent
du f ( x, y ) - Ku
dx A
Bx - c
f ( x, )
or du Ku f ( x, y ) A
dx A A A
kx
Avx+Bvy = f(x,y)e A =g(x,y)
Aux+Buy=f(x,y) (11.18)
dx dy du
(11.19)
A B f ( x, y )
dx dy
The solution of is
A B
Ay c
x=
B
Substituting this value in
dy du
we get
B f ( x, y )
dy du
B Ay c
f( , y)
B
122
Ay c
f( , y)
or du=F(y,c) dy where F(y,c)= B
B
These equations contain two independent equations, with two solutions of the
whose projection in the (x,y)-plane is again given by Bx-Ay=c, but this time
123
Example 11.6 Find the general solution of the first-order linear partial
4ux+uy=x2y
dx dy du
2
4 1 x y
dx dy
or dx-4dy=0. Integrating both sides
4 1
dx du
we get x-4y=c. Also 4 x 2 y or x2y dx=4du
x-c
or x2 ( ) dx =4du or
4
1
(x3 – cx2) dx = du
16
3 x 4 - 4cx 3
u=c1+
192
3 x 4 - 4cx 3
= f(c)+
192
3 x 4 - 4( x - 4 y )x 3
u=f(x-4y)+
192
x4 x3y
=f(x-4y)-
192 12
124
The general form of first-order linear partial differential equations with
variable coefficients is
P(x,y)ux+Q(x,y)uy+f(x,y)u=R(x,y) (11.21)
where P,Q,R in (11.22) are not the same as in (11.21). The following theorem
Theorem 11.1 The general solution of the linear partial differential equation of
first order
Pp+Qq=R; (11.23)
u u
where p= x , q y , P, Q and R are functions of x y and u
is F(, ) = 0 (11.24)
dx dy du
P Q R
(11.25)
xdx+y dy +udu=0
125
and
dx dy du
P Q R
Px+Qy+Ru=0
P Q R
( , ) / ( y, u) (, ) / (u, x ) (, ) / ( x, y )
(11.26)
F F
p p 0
x u x u
F F
q q 0
y u y u
F F
and if we now eliminate and from these equations, we obtain
( , ) ( , ) ( , )
the equation p +q = (11.27)
( y, u) (u, x ) ( x, y )
=g() or =h(),
Example 11.7 Find the general solution of the partial differential equation
126
Solution: The auxiliary system of equations is
dx dy du
2
2 (11.28)
y u x u xy 2
Taking the first two members we have x 2dx = y2dy which on integration
given x3-y3 = c1. Again taking the first and third members,
we have x dx = u du
F(x3-y3,x2-u2) = 0
Equation of First-Order
Let
u u
where p=ux= , q = uy= y
x
If we can find another relation between x,y,u,p,q such that
f(x,y,u,p,q)=0 (11.31)
then we can solve (11.28) and (11.30) for p and q and substitute them in
equation (11.29). This will give the solution provided (11.29) is integrable.
127
To determine f, differentiate (11.28) and (11.30) w.r.t. x and y so that
F F F p F q
p 0 (11.32)
x u p x q x
f f f p f q
p 0 (11.33)
x u p x q x
F F F p F q
q 0 (11.34)
y u p y q y
f f f p f q
q 0 (11.35)
y u p y q y
p q
Eliminating from, equations (11.31) and (11.32), and y from
x
equations (11.33) and (11.34) we obtain
F f f F F f f F F f f F q
- - p - 0
x p x p u p u p q p q p dx
F f f F F f f F F f f F p
- - q - 0
y q y q u q u q p q p q dy
q 2u p
x xy y
F f F f F F f F F f
- - - p -q p
p x q y p q u x u p
(11.36)
F f f
q 0
y u q
system of equations
128
dx dy du dp dq df
- F - F F F F F F F 0
-p -q p q
p q p q x u y u
(11.37)
as the required equation (11.30). p and q determined from (11.28) and (11.30)
Example 11.8 Find the general solution of the partial differential equation.
2 2
u u
x
y
y-u 0 (11.38)
x
u u
Solution: Let p = , q = y
x
dx dy du dp dq
(11.39)
2px 2qy 2(p x q y ) p - p
2 2 2
q - q2
F F F F F
2px , 2qy, p2, - 1, q2
p q x u y
p 2 dx 2pxdp
dx = . From second and 5th expression
py
q 2 dy 2qydq
dy=
qy
129
p 2 dx 2pxdp q 2 dy 2qydq
=
p2 x q2 y
dx 2 dy 2dq
or x p dp y q
or ln|x|p2 = ln|y|q2c
(c+1)q2y=u
1
u 2
q=
( c 1) y
1
cu 2
p=
(c 1)x
1 1 1
1 c 2
c 2 i 2
or du dx dy
u x y
1 1 1
By integrating this equation we obtain ((1 c )u) 2 (cx) 2 ( y ) 2 c 1
130
F(p,q)=0 (11.41)
dx dy du dp dq
Fp Fq pFp qFq 0 0
(11.40) we have
F(c,q)=0 (11.42)
du=cdx+G(c) dy
dx dy du dp dq
- - 2p 2q - 2p 2 - 2q 2 0 0
dx dy du dp dq
or 2
p q p q 2
0 0
Using dp =0, we get p=c and q= 1 - c 2 , and these two combined with
du =pdx+qdy yield
dx dx
Using = p , we get du = where p= c
du c
131
x
Integrating the equation we get u = + c1
c
dy
Also du = q , where q = 1- p 2 1- c 2
dy 1
or du = 2 . Integrating this equation we get u = y +c2
1- c 1- c 2
c, we get
u2 = (x-)2 + (y-)2
u=px+qy+f(p,q)
or
F=px+qy+f(p,q)-u=0 (11.43)
The auxiliary system of equations for Clairaut equation takes the form
dx dy du dp dq
x fp = y fq = px qy pfp qf q = =
0 0
p=c1, q=c2
132
If we put these values of p and q in Eq. (11.42), we get
solution of (11.42).
F(u,p,q) = 0 (11.44)
dx dy du dp dq
Fp = Fq = pFq qFq = =
- pFu - qFu
dp dq
The last two terms yield p = q
This equation together with 11.43 can be solved for p and q and we
dx dy du dp dq
q
= p
= 2pq
= - 2up
= - 2uq
1
q= 4 - u 2 and p = + a 4 - u2
a
133
1
du = + 4 - u2 adx dy
a
du 1
or = + adx dy
4-u 2
a
u 1
Integrating we get sin--1 = + adx y c
2 a
1
or u = + 2 sin ax y c
a
f(x,p) = g(y,q)
f(x, p) = g(y, q) = C
Solving for p and q, and using du=pdx+qdy we can obtain the solution
a a
This gives p = and q =
1- x 2 4 - y2
a a
du = dx + dy
1- x 2 4 - y2
y
Integration gives u = a sin' x sin' + c.
2
134
11.3.5. Geometric concepts related to Partial Differential Equations of
First order
u u
complicated. In this case the values of p= , q= y are not unique at a
x
slopes of the curves of intersection of the surface with the planes y=constant
the normals to the surface at the point (x,y,u). The derivatives p and q are
any fixed point. So, unlike the case of ordinary differential equations, we
equation.
known as the normal cone. The corresponding tangent planes to the integral
surfaces envelope a cone known as the Monge cone. In the case of a linear
135
or a quasi linear equation, the normal cone degenerates into a plane since
where a,b, and c are functions x,y, and u. Then the direction p,q,-1 is
point. The Monge cone then degenerates into a coaxial set of planes known
as the Monge pencil. The common axis of the planes is the line through the
fixed point with direction ratios a,b,c. This line is known as the Monge axis.
i i
Let Dx= , Dy ,D ix , D i
y ,
x y x i y i
2u 2u 2u
k 1 k 2 0 (11.45)
x 2 xy y 2
D 2
x
k 1D x D y k 2D 2y u 0
D 2x k 1D x D y k 2D 2y 0
Let the roots of this equation be m1 and m2, that is, Dx=m1Dy, Dx=m2Dy
136
(Dx-m1Dy) (Dx-m2Dy)u=0- (11.47)
This implies
dx dy du
1 - m2 0
or y+m2x=c
or p-m1q=0
dx dy du
1 - m1 0
solution of (11.44).
If the roots are equal (m1 = m2) then Equation 11.44 is equivalent to
(Dx-m1Dy)2 u = 0
z= (y+m1x)
137
Substituting z in (Dx-m1Dy) u=z gives
(Dx-m1Dy) u = (y+m1x)
or p-m1q = (y+m1x)
dx dy du
1 - m1 ( y m1x )
u= x (y+m1x) + (y+m1x)
2u 2u
- =0
x 2 y 2
(Dx2-Dy2) u = 0.
or (Dx-Dy) (Dx+Dy)u=0
(Dx-Dy)(Dx+Dy)=0,
that is, Dx - Dy =0
p=q or p = - q
p-q = 0 or p+q=0
dx dy du
1 -1 0
138
This gives x+y = c.
dx dy du
1 1 0
2u 2u 2u
k1 k2 =f(x,y) (11.48)
x 2
xy y 2
2u 2u 2u
k 1 k 2 =0 (11.49)
x 2 xy y 2
type (11.47) Let f(Dx,Dy) be a linear partial differential operator with constant
139
1
as f (D ,D )
x y
1
f(Dx,Dy) ( x, y ) ( x, y ) (11.50)
f (D x ,D y )
1 1 1
( x, y ) ( x, y )
f1 (D x , D y )f 2 (D x , D y ) f1 (D x ,D y ) f 2 D x , D y )
(11.51)
1 1
= f (D ,D ) ( x, y ) (11.52)
2 x y f1 (D x ,D y )
1 1
1( x, y ) 2 ( x, y ) 1 ( x, y )
(D x , D y ) f (D x ,D y )
1
2 ( x, y )
f (D x ,D y )
(11.53)
1 1
e ax by e ax by , f (a, b) 0 (11.54)
f (D x ,D y ) f (a, b)
1 1
( x, y )e ax by e ax by ( x, y )
f (D x ,D y ) f (D x a,D y b)
(11.55)
1 1
= e f (D a,D ) e ( x, y ) e f (D ,D b) e ( x, y )
ax by by ax
(11.56)
x y x y
2 2
f (D x , D y ) cos (ax+by) = f(-a2,-b2) cos (ax+by)
140
1 1
2 2
cos (ax by ) cos (ax by ) (11.57)
f (D , D y )
x f ( -a , - b 2 )
2
2 2
f (D x , D y ) sin (ax+by) = f(-a2,-b2) sin (ax+by)
1 1
2 2
sin (ax by ) sin (ax by ) (11.58)
f (D , D y )
x f ( -a , - b 2 )
2
1
When (x,y) is any function of x and y, we resolve f (D , D ) into
x y
partial fractions treating f(Dx, Dy) as a function of Dx alone and operate each
1
D x m D y (x,y) = ( x, c mx )dx
Example 11.13
2u 2 u u
(i) 3 4 - e x 3 y
x 2
x y y
2 u u
(ii) 3 - e x sin( x y )
x 2
y
(3D 2x 4 D x D y - D y ) u = ex-3y
1
up = 3D 2 4 D D - D ex-3y
x x y y
1
= ex-3y by (11.53)
3 4(-3) - (-3)
1 x-3y
= - e
6
141
(ii) The equation can be written as
1
up = 3D 2 - D ex sin (x+y)
x y
1
= ex (3(D 1) 2 - D ) sin (x+y)
x y
1
= ex (3D 2 6 D 3 D ) sin(x+y)
x x y
1
= ex (3(-1) 6D 3 - D sin(x+y)
x y
1 (6D x D y )
= ex sin (x+y) = ex
sin(x+y)
6 D x -Dy 36D 2x - D 2 y
7 cos ( x y )
= ex
- 35
1 x
=- e cos(x+y).
5
2 u 2 2u
-c = e-xsin t
t 2
x 2
1
u p= e x sin t
D - c 2D 2x
2
t
x 1 1
= e sin t e x sin t
2
D - (c(D x - 1)
t
- 1- c 2
142
1 x
= - c 2 1 e sin t
uc = (x-ct)+ (x+ct)
1
u(x,t)= (x-ct)+ (x+ct) - e x sin t
c 1
2
equation
2 u 2 2u
-c =0.
t 2 x 2
u u 2u 2u 2u
Let p = ,q ,r , s , t
x y x xy y 2
F(x,y,u,p,q,r,s,t)=0 (11.59)
the form
= f() (11.60)
where and are known function of x,y,u, p and q and the function f is
arbitrary; that is, in finding relations of the type (11.59) such that equation
143
(11.58) can be derived from equation (11.59). The following equations are
It may be noted that every equation of the type (11.58) does not have a
first integral of the type (11.59). By eliminating f'() from equations (11.60) and
(11.61), we find that any second order partial differential equation which
possesses a first integral of the type (11.59) must be expressible in the form
R1r+S1s+T1t+U1(rt-s2)=V1 (11.63)
where R1, S1,T1,U1 and V1 are functions of x,y,u, p and q defined by the
relations
( , ) ( , ) ( , ) ( , )
R1 = q , T1 p
(p, y ) (p, u) ( x, q) (u, q)
(11.64)
( , ) ( , ) ( , ) ( , )
S1= q p
( q, y ) ( q, u) (p, x ) (p, u)
(11.65)
( , ) ( , ) ( , ) (, )
U1= , V1 q p
(p, q) (u, x ) ( y, u) ( y, x )
(11.66)
R1r+S1s+T1t=V1 (11.67)
144
and q as well as of x,y, and u. Infact it is a quasi linear equation. We explain
here the method of finding solution of the equation of the type (11.66), namely
Rr+Ss+Tt = V (11.68)
for which a first integral of the form (11.59) exists. For any function u of
Example: 11.15
2 2
u 2 u u u u
2
u u
2
Solve the equation - 2
0
y x x y xy x y
2 2
R=
2 2
u 2u u u 2u u 2u
y , r , S 2 , s ,T , and t , V 0
x 2
x y xy x y 2
(pdx+qdy)2 = 0 (11.73)
integral u=c1. From (11.71) and (11.72) we have qdp =pdq, which has solution
145
p=c2q. Thus, the first integral is
dx dy du
1 - f (u) 0
y+x f(u)=g(u)
146
11.6 Exercises
problems 1-5.
u u
1. u2
x y
2u u
2.
x 2
t
3
u u
3. 0
x y
u u
4. 100 0
t x
2 3
u u
5.
y
0
x
6. Verify that the functions u(x,y)=x 2-y2 and u(x,y) = ex sin y are
2 u 2u
0
x 2 y
x ux –y uy = 0
Examine whether cos (xy), exy and (xy)3 are solutions of this partial
differential equation.
elliptic.
147
9. 4 uxx-8 uxy + 4 uyy= 0
2u 2u 2u
11. 4 - 12 9 0
t 2 xt x 2
2u 2u 2u
12. 8 - 2 - 3 0
x 2 xy y 2
20. 2(u+xp+yq)=yp2
21. u2=pqxy
22. xp+3yq=2(u-x2q2)
23. pq=1
24. p2y(1+x2)=qx2
25. u=p2-q2
26. p2q2+x2y2=x2q2(x2-y2)
148
27. Discuss the method for finding a complete solution of the equation
of the type
F(u,p,q)=0
2u u
28. 12 20
x 2
x
2u 2u 2u
29. 4 - 16 15 0
x 2 y 2 y 2
2u 2 u u
30. 3 4 - 0
x 2 xy y
2 u u
31. 3 - sin (ax+by)
x 2 y
2u u u 2u
32. 3 -2 -5 3x+y+ex-y
x 2
x y y 2
2u 2u
33.
x 2 y 2
u u u 2 u u 2 u
34.
- x
x xy - y x 2
x y
35.
2 2
2 u u u u 2 u 2 u u u 2 u u 2 u
x 2 y
- 2 x q - xy y 2 x x y 2 -
y
xy
u 2 u
36.
x y 2
149