The objective of these particular module is to prepare

students for various partial differential equations in

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engineering fields which enable them to solve initial
value problems and boundary value problems like one
dimensional heat equation, one dimensional heat
equation, two dimensional heat equation etc. as an
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𝜕2𝑓 𝜕 𝜕𝑓
= = 𝑓𝑥𝑦
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝑠𝑖𝑚𝑖𝑙𝑙𝑎𝑟𝑙𝑦 𝑤𝑒 𝑐𝑎𝑛 𝑑𝑒𝑓𝑖𝑛𝑒𝑓𝑦𝑦 , 𝑓𝑦𝑥 , 𝑓𝑥𝑥𝑥 , 𝑓𝑥𝑥𝑦 and so on.

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The Chain Rule for composite functions (Case 1)

Let u = f(r) where r is again a function of two variables

x and y.

i.e u  r  x , y then
𝜕𝑢 𝑑𝑢 𝜕𝑟 𝜕𝑢 𝑑𝑢 𝜕𝑟
= , =

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𝜕𝑥 𝑑𝑟 𝜕𝑥 𝜕𝑦 𝑑𝑟 𝜕𝑦

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 THE CHAIN RULE (CASE 2)

Let z = f x, y where x and y are functions

of s and t.
Then z is differntiable function

of s and t.

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i. e z → x, y → s, t

Therefore we have ,

z z x z y z z x z y
   
s x s y s t x t y t 13
 THE CHAIN RULE (GEN. VERSION)

If u → x1 , x2 , … xn → t1 , t 2 , … , t n

Then

u u x1 u x2 u xn

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    
ti x1 ti x2 ti xn ti

for each i = 1, 2, . . . , m.
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𝜕𝑢 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧
= + +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑧 𝜕𝑠
𝜕𝑢 𝜕𝑢
𝑆𝑖𝑚𝑖𝑙𝑙𝑎𝑟𝑙𝑦 𝑤𝑒 𝑐𝑎𝑛 𝑓𝑖𝑛𝑑 ,
𝜕𝑟 𝜕𝑡
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𝑵𝒐𝒕𝒆:
dz f dx f dy
𝟏. 𝑰𝒇 𝒛 → 𝒙, 𝒚 → 𝒕 then ,
 
dt x dt y dt

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𝟐. 𝑨𝒍𝒔𝒐 , 𝒊𝒇 𝒖 → 𝒙, 𝒚, 𝒛 → 𝒕 𝒕𝒉𝒆𝒏 𝒛 𝒊𝒔 𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏 𝒐𝒇 𝒕.

𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝜕𝑢 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

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Examples :

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Variables to be treated as constants :
Let 𝑥 = 𝑟𝑐𝑜𝑠 𝜃 , 𝑦 = 𝑟𝑠𝑖𝑛 𝜃 . Then 𝑟 2 = 𝑥 2 + 𝑦 2

𝝏𝒓
Notation means the partial derivative of r with respect to x , treating 𝜃
𝝏𝒙 𝜽
constant in a relation expressing r as a function of x and 𝜃 only.

𝜕𝑟 𝜕𝑟 𝜕𝑟 𝑥
Thus = sec 𝜃 and 2𝑟. = 2𝑥 . Hence = = cos 𝜃

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𝜕𝑥 𝜃 𝜕𝑥 𝑦 𝜕𝑥 𝑦 𝑟

When no indication is given regarding the variable to be kept constant ,then by

convention ( ) always means
𝝏
𝝏𝒙
𝝏
𝝏𝒙 𝒚
and (
𝝏
𝝏𝒚
) means
𝝏
𝝏𝒚 𝒙
.

Similarly ( ) means
𝝏
𝝏𝒓
𝝏
𝝏𝒓 𝜽
and ( ) means
𝝏
𝝏𝜽
𝝏
𝝏𝜽 𝒓
.

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Examples :

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Implicit Function: Let 𝑓 𝑥, 𝑦 = 0 represents an implicit relation
which can not be necessarily be solved for one of the variable say x
in terms of other variable say y.

e. g. x 3 + y 3 − 3axy = 0

dz 𝜕z dx 𝜕z dy
Write z = f x, y = 0 the = + =0
dx 𝜕x dx 𝜕y dx

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𝜕z 𝜕f
dy
= − 𝜕x = − 𝜕x
dx 𝜕z 𝜕f
𝜕y 𝜕y
We now introduce notations

𝜕f 𝜕f 𝜕2f 𝜕2f 𝜕2 f
p= ; q= ; r= ; s= ; t=
𝜕x 𝜕y 𝜕x2 𝜕x𝜕y 𝜕y2

𝜕f
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dy 𝜕x p
=− 𝜕f =−
dx q
𝜕y
 Differentiating above equation w. r. t. x again

dp dq
d2 y q −p
= − dx dx
dx 2 q2
2y r s p
d
Which can be represented as q3 2 = det s t q
dx p q 0

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𝜕f 𝜕φ dz 𝜕f 𝜕φ
Example . If f x, y = 0 and φ y, z = 0, show that =
𝜕y 𝜕z dx 𝜕x 𝜕y

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Homogeneous Function:
Definition: A function f x1 , x2 , … xn is said to be homogeneous
of degree k if f tx1 , tx2 , … , txn = t k f x1 , x2 , … xn

Or

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f(x, y) is homogeneous function of degree n if it can be
expressed as

 y n  x
x  
n
y   
 x  OR  y
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Examples :
2 𝑥
1)𝐹 𝑥, 𝑦 = 𝑥 sin is homogenous with degree 2 .
𝑦
2)𝐹 𝑥, 𝑦 = 𝑥 3 + 𝑥𝑦 + 𝑦 3 is homogenous with degree 3 .
2
𝑥 3 +𝑦 3
3)𝐹 𝑥, 𝑦 = is homogenous with degree 1 .

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𝑥 2 +𝑦 2
𝑥 3 +𝑦 3
4)𝐹 𝑥, 𝑦 = sin( 𝑥2 +𝑦2 ) is not homogenous .

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Euler’s Theorem: If z is a homogeneous
function of x and y of degree n then
𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 𝑛𝑧
𝜕𝑥 𝜕𝑦

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Proof: As z is homogeneous function of degree n,

𝑛 𝑦
We hav𝑒, 𝑧 = 𝑥 𝑓
𝑥
𝜕𝑧 𝑦 𝑦 𝑦
= 𝑥𝑛𝑓′ − 2 + 𝑛𝑥 𝑛−1
𝑓
𝜕𝑥 𝑥 𝑥 𝑥
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 𝜕𝑧 𝑛−2 ′
𝑦 𝑛−1
𝑦
𝑜𝑟 = −𝑦𝑥 𝑓 + 𝑛𝑥 𝑓
𝜕𝑥 𝑥 𝑥

𝜕𝑧 𝑛 ′
𝑦 1 𝑛−1 ′
𝑦
=𝑥 𝑓 =𝑥 𝑓
𝜕𝑦 𝑥 𝑥 𝑥
𝜕𝑧 𝜕𝑧 𝑛−1 ′
𝑦 𝑛
𝑦 𝑛−1 ′
𝑦
𝑥 +y = −𝑦𝑥 𝑓 + 𝑛𝑥 𝑓 + 𝑦𝑥 𝑓
𝜕𝑥 𝜕𝑦 𝑥 𝑥 𝑥

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𝜕𝑧 𝜕𝑧 𝑦
∴𝑥 +y = 𝑛𝑥𝑓 = 𝑛𝑧
𝜕𝑥 𝜕𝑦 𝑥

Hence proof.

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Euler’s theorem for three variables: If f is a homogeneous
function of three independent variables x, y, z of order n, then

xf x  yf y  zf z  nf

𝑁𝑜𝑡𝑒:

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• In Euler ′ s theorem n could be + ve, −ve real number or 0

𝜕 𝜕
• The operator x 𝜕x + y 𝜕y is called as differential operator
which operates on the function f.

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COROLLARY I:
If z = f ( x, y ) is a homo. function of x and y of degree n,
z 2
z 2  z
2 2
then 2
x 2 + 2xy  y 2  n(n  1) z
x xy y

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COROLLARY II:
If z is a Homogeneous function of degree n in
the variables x and y and z = f(u) then

u u f (u )
x y n
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COROLLARY 3:
If z is a homogeneous function of degree n in
the variables x and y and z=f(u)

 2
 2
 2

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u u u
x 2
y 2
 2 xy  g (u )[ g ' (u )  1],
x 2
y 2
xy
where
f (u )
g (u )  n
f ' (u ) 36
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