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PDE Chapter 1
PDE Chapter 1
1
LIN EA R PA RT IAL DIF FE RN TIA L
EQ UA TIO NS OF OR DE R ON E
ts
1.1. Intro ducti on. An equation involving partial differential coefl icien
of a func tion of two or more variables is known as a partial diffe renti al
t"QUa -
s, it is
tion. If a partial diffrrcntial equation contains nth and lower deriv ative
nent
said to be of nth order . The degre e of such equation is the great est expo
of first
of the highest order. Further, such equation will be called Jin ear if, it is
rs or
degree in the dependent variable and its partial derivatives (i.e. , powe
absen t).
products of the dependen t variable and its partial derivatives must be
An equation which is not linear is called a a_on-linear d-rtTerential equa tion.
When we_consider the case of two in<!ependent variables we usual ly as-
t
sume them to be .r and y and assume z to be the dependent varia ble. We adop
the following notations throughout the study ofpartiaJ differential equati~ns
oz oz &z irz Erz
p = ox 'q = O}' ' r =_ox2 ' s = . oxoy ' I= oy2 .
. , xn
In case the re arc n independent variables, we take them to be x 1, x 2 ..•.
use the
and : is then regarded as the depen dent variables. In this case w e
foll owing notations :
p 1 = oz/3x 1, p 2 = ozlox 2 , ····· ·,Pn = azlox
11
•
of
Sometimes the partial diffem tiations are also denot e4 by maki ng use
suffixes. Thus we write .
arbitrary co n~
Substituting these values of a and b in (I) we src that the
st~ints a and b arc efiminatcd and we obtain,
z :::: x(azl8x) + y(ozliJy) + (ozlf Jx/ + (Bz/Dy/,
\vhich is the required partial differential equation .
Ex. 2. Eliminate ti and bfro m·z = a.x +(I ·-· a)y + b.
Sol. Try yourself. [Ans . (<}::!Dx) + (Dzl cy) =-· l .J
Ex. 3. Eliminate J and b from az + b := a2x + y. ..
2 /
and c::! 2y = 2y(./ + a) or (x + a)= ( l /2y) (8zloy). · ... (3)
Linear Partial Differential Equations of Order One
4
Substituti ng the values of(v2 + b) an~ (i + a) from (2) and {3) in (I ) gives
z = (lily) (.oz/~v){ l/2x) (azJax) or 4.ryz = (ozl8x )(oxloy) ,
which the required partial differential equation.
Ex~ .9. Form partial differential equation by elir11 inali1Jg constant A and
p from z =Ad" sin px. ·
Sol. .Given z = A I'' sin px. ... ( l)
Differentiating (1) partially with respect to x and t, we get
8z/8x = . Ap ii' cos px ... (2)
and &lot = Ape' smpx. ...(3)
Differentiating (2)and (3) partial!y with respect tox and·! respectively gives
o,..Jzlox2 = -Ap 2 I't •smpx. ... ( 4)
and frzlot 2 = Ap2 sin px. I'' ••.( 5)
Adding (4) and (5),. irzloi + itzlot = 0,
· ,vhich is the required partial differential ~quation.
Ex. 10. Find the differential equation of the set of al~ rig ht circular
cones whose tLres coincide 1vith-z-£Lrfr. II.A.S. 1998)
Sol. The general equation of the set of alJ right circular cone:, whose axes
>incide with z-axis, having semi vertical angle ex and verte~ at (O,· O, c) is
_1ven by ·
2
x + y 2 = (z-c) 2 tan 2 a, ... ( l)
in which both the constants c and a are arbitrary .
. ·Differentiating (I) partially, w.r.t. x and y, we get
2x=2(z-c)(az I at) tan 2 a and 2y=2(z-c)(8z I 0 -' ) tan L a
2 ' . ,
⇒ y ( z - c) { oz I ox) tan a= .xy and f ( z - c) ( oz I_cy ) tan,. a = xy
C2 +
a2(az)
OX
2 + a2z &z2 = 0
ax
,.(4)
,
and
c2 + b2(az)
a.x
2 + biz cf~
oy
= 0. ... (5)
2 a2z at ...(6)
Fro m (2),. c = - - ox·
Putti ng this value of c2 in (4) and dividfug by a2,
we obtain
oz (oz
.--;: -+ )i +zEJ2z O or zxa21+joz. )2 -zeaxz
&y A\OX
=O. ...(7)
- -2 = .
xox ox iJx 2
EXERC ISE 1 (A ►
,
Eliminatc the arbitrary .· d' d · b . k tf from the foll mi. ing cqu:-i-
constants m 1catc m ra~ c
tions and form correspo nding part j~l differential cquat!ons. _.. ~ 1 --2~ ;") ~ _
' _ A yr . (p d A)· . [Ans. odc:c +
1. z - c sm px, an . - , u ~l, et - 0.J
!
2 z = A e-p 1 cos px·, (p and A) [.'\n~. (;;:/[:x· = c:lvt]
3: z = a/+ b/; (a, b). [An s. x(oz!Dx ) + y(c.:10') = 3z .]
4. 4z = [ax+ (yla) + bJ1 ~ (a, b). [Ans.;; = (<:t~ic:x )(c:/cy) .]
. •· by""., + cz 2 = I , ( a. b , _
5 ax 2 + .
c) . [Ans. (uzic:c)(a zlcy) + z(itzlcxcJ·) = O.]
6 (a). 2z= (ax+ y}1 + b, (a, b) (:"-.':igpur 9 61
[An~. x(czla.'<) + y(?:·1Z~r) = (c:.1cJ/ ]
(b). 2z =·x2Ja2 +y2/b2. (a, b} . [Nagpur 95}
7. z = ax l + bxy + cyl , (a, b, c)
(Ans. X 2(oz/ox)
"' 2 ...J. ., 1
+ 2.ry(o zlo:cay) + y·(ozlo 2
y ) = 2z.)
. 2 3 · 3 ,
8. .z = 4X + by + ab, (a, b)
' fAns. 9x2~v2z = 6x\,2(azlox) + 9-l/(ozloy) + 4::-(o.:lcx)(o::-/c:v),]
9. ax2 +by"+ z" = l, (a, b) {Nagpur 961
' 1
10• e z-{x2ly)_-Q."C-+!
'
!_(a b)
~
( ,.:. ·~ (
CZ
[Ans..x - + 2y ·-:·- = ,2! z -X- .]
2)2
-2 , •
y y ex · oy \ y
,· 11. z =ax+ by+ cxy, (a , b, c)
[Ans. z = x(oz!ox) + y(ozloy).:. X){cl:Jox iJ·} or irz/8.x1 = 0 or clz!D/ = 0.]
12. Find the differential equation of the family of spheres of radius 4 with cen -
[Ans. (x - y}1[(Dz/8x) 2 + (czlcy)2 + 1J = l 6(cz/clx - uzlC),°)2 .]
. Rule II. Derivat ion of partial differen tial equatio n by th e
elim1 ation of arbitra ry function ♦ from the equatiu n ¢(u, v) = 0, where u
and v are function·s of X;, y and z. (Ka npur 8 9 ; ·l\1ccrut 95!
Pr·oof Given cp(u, v) -~ 0. . .. (I)
\Ve treat z as depende nt variable and x and y as indepen dent vari:ibles so
that oz/ox=p. ozloy = q, aylax = 0, oxlfJy = 0.
Differentiating ( l) partially with respect to i, we get •
a~ ( au ox + Oll ay + au az ) + oq, ( &v §_x + CV oy + uv a: ) = o
au ax ax oy ax az ax 0V a:c iJx cy ox oz ox
or ' a$ ( au + au ) a~ ( av av ) 0 ·
au ax p az ,+ irv ax + p oz =
or : ;: = -(~+pt)/(!;+p~~) . (3)
Similarly, d ifferen tiating ( l) partially.w.r.t. 'y' , we get
where .p =.
cy c: o: 0' oz ax ax oz , ax ay ay ax
Thus we obtain a linear partial diffcrntial -equation of first order an<l of
first degree in p and q.
Notc. If the given equation between x, y, z contains two arbitrary func-
tions, then in-general, their elimination gives rise to equations of higher order.
~ Examples ofTypc-2 based on Rule II of Art. 1.2 (b)
_ EX\Jb For,n-a partial diJ)erential equation by eliminating the arbitrary
function $from ~(x + y + z, x2 + y 2 :.... z2) = 0. ,Whal is the order of this partial
differential equation? · ' (P.C.S. (UP) 93}
Sol. ·Given - .q,(x + y + z, x2 + y - z2) . = 0.
2
.:-(1)
· '> 2 2
L et u =· x + y + .t and v =:= x- + y - z . ... (2) .
Then (1) becomes· ~(u, ii) = 0. . .. (3)
Differentiating (3) w.r.t., 'x' partially, we get
~4> (au+ p au)+ 84> (av+ p cru) = 0. ... (4)
ax oz av ax . az .
cu
OU au av- av·. du av
From (2), -a = 1, -:.-- = I. - = 2.x, -a = -2z, cy = 1, ay = 2Y· ...
(5)
·1
0v
-~ 8:X7
-
Z
.
•
,
From (4) and (5), (8~/au)(l + p) + 2(8~/ov)(x - pz) = 0
or (a~,a~}/(8$/ov) = -2(x_~ pz)/(1 + p). ... (6)
Again, differentiating (3) w.r.t., 'y' part~ally, we get
. I
2x ax
oz
=- 1
2y ay
or oz Ya~:~ +x ~ . = 0.
VJ'
~ .
(ii) Proceed as in part (1). [Ans. y(8z/8x) - x(ozlay) = O]
Ex. 5. Form a partial differential equation by eliminating the function j
from(,) z = f(ylx) . (ii) z = xn f(ylx) .
Sol. Given z = f(ylx) . ... ( l) I
+ .z· ).
Sol. Given A(r.: + ) :i + .... 2) .
. + n::
/;r, + nt}' 0
'f · ... ( I )
Di fferent iating ( l ) p~1rtially with rcs~t to x and y. we get
I + n(itlc.t } = cf(.i + _y2 + i ). {2t: + 2..-,u:Jax)} .. .(2)
2
and m + r.(tYoy) = +•(i + y + z2) . {2y + 2:(&;:-/0 ,}} . ... (3)
Dividing (2) by (3 ). ♦ 'Cr2 + ./ + z2) is eliminated and we get
I +n (mlfu) 2 ~t + z (cr-/o:c )}
m+n (&/cy·) = 2 {l·+ z (ct/ey)}
or (ny - m:)(czlcx) + (I= - 1tt) ( ~ ) = m.x - ly ,
which is the required partial differential equation.
f
x. 7 • F orm partial difjaential equation by elim inalingfunction f from
==Y + "2J ( 1/x + log y). [Meerut 19991 .
SoL, .
yourself (Ans.. x\ozliJx) + y(ozloy) = 2y ]
·Ex .8 Forni .a partial differenlia/ equation by eliminating thefanction f
2
+b\·
from z = · /{ax - by).
Sol. Given z == e'i.~ + b>·j{ax - by). · .. .(I)
Differentiating (I) partially with respect to x and y, \VC get
(oz/ox) = eax + b_\ af'(ax - by) + a e(il + by /{ax - by) ... (2)
and {Mcy) = eax + by {- b / '(ax - by) } + b ef;U + by /{ax - by). . .. (3 )
Multiplying (2) by band (3) by a and add ing, we get
b(azl&) + a(&/oy) = 2ab ear + by / (ax - by) or b{&ar) + a(az/cy) = 2abz , by ( l)
Ex. 9. Form a partial differential equation by eliminating the arbitrary
f unction 4> from z = elf}' 4>(x - y ). ·
Sol Try yourself. [Ans. vzlw: + &Joy = nz]
Ex; 1O. Form a partial differential equation by eliminating the arbitrary
functio ns f and Ffrom z =./{x + iy) + F(x - iy ), where P= - l .
(Nagpur 96; Kanpur 91 1
Sol. Given
z = J(x + iy) + F(x - iy ). . .. (1 )
D ifferentiating (I) partial ly with respect to x and y, we get
m/ox = /'(x + iy) + F'(x - iy) ...(2)
J
. fJ:JiJy = if'(x + iy) - iF'(x - iy). ... (3)
and
Differentiating (2) '!.fld (3) partially w. r.t. x and y respectively,
ctzlai = /"(x + iy) + F"(x - iy) ... (4) '
lo Linear Partial Di fft-rcntial Equations
of Ordt•r Ott e
and tirr.Jf), 2 =- ;'Jr'(x + iy ) + i2F"(.t
- iy ) • - {f" (.t + iy) + F"(x + iy))
. ...(S)
Addin g (4) and (S). {rzloi + crzJoy 2
= 0, wh ich is the required equ ation.
Ex. 11. Form partial d{(Jcn."ntial (~quation by
eliminatin g arbitraryfihzc-
tio ns f an d gfrom z ~ j{: i - y) + g(i
+ J;). . INagpur 96 ; l.A.S. 1996)
Sol. Given z = f{ i - y) + g(x + y).
2
Di fferentiatin g ( l) partially with res ...( 1)
pect to x and y , we get
a:/ & c 2.:ef '(..-l' -y) + 2xg'(x 2 + y) =
2x if' (.i - y) + g' (i + y)}. ...(2)
2
and c;/oy = -/ '(x - y) + g'(x2 +
y).
Di ffe ren tia tin g (2) and (3) w.r.t. ...(3)
x an dy respectiyely, we get
iiz1ai = 2{/'(x2 -y ) + g' (i + y)} + 4x1 if"(x2 - y) +
g' '(i + y)} ... (4)
and U-z/oy2 = / ''( i - y) + ~(
i + y). ...(5)
Ag ain . (2) ⇒ f'( i - y) ~ g'(x2-+
y) = (l/ 2t} (oz/flx).
Su bst itu tin g the values of / "( i - ... (6)
y) + g 11 (x 2 + _y) an df (x2 - y) + g'(i +
~. fro m( ~) and (6) in (4), we have y)
- 2. - 1 )oz
&z _ ( 2
a2 z =-fr-a +4 3 a2z
~
~
2
2X ~- +4 x2B z
-~. 2 or x -
VA
wh ich is the req uir ed partiai differ
V,Y 2 ax X . ay ,
x - 2
ential equation.
Ex . (i ) Fin d the differential eq~a1io11
of all surfaces of revolution ha v-
; i ng z-a xis~ the axis ofrotation.
. (l.A.S. 1997]
Sol. From coordinate geometry of
three dimensions, equation of any
face of rev olu tio n having z-ax.is as sur-
the axis of rotation ·may be taken as
z = q,[(x2 .+ y2),12],
wh ere ♦ is an arbitrary function. ...(1)
Di ffe ren tat ing ( l) partially with res
pect to x an d y, we get
oz/ox= ♦'[(i + y 2) 112}.( l/2 ) (x2 + if 1n .2x
an d ...(2 )
ozlf)y = 4,' [(i + y 2) 112 ].( l/2 ) (x2 +
lr 'n.2y. ...(3)
Di vid ing (2) by (3) , 01./ox .!
. . az/oy y
or yoz =x oz .
. ax ay
Ex. 13. Obtain the differential equati
on of the surfaces which are the
env elo pes of a one-parameter fam
ily ofplanes. (I.A.S. 1995)
So l Left ~ an exercise.
Ex.14. Form a partial differential equati
on by eliminatin g the arbitrar_
fun cti on s f an d gfr om i = y f(x) _1;1
+ x g(y ). (Kanpu r 901
So l Gi ve n z = y f(x ) + x g(y ).
Di ffe ren tia tin g (l) partially w.r .t. M.( l )
'x' an d 'y' , we ge t
ozlox = y F (x) + g(y )
and ... (2)
azloy = f(x ) + X g'(y). .. .(3)
Differentiating (3) with respect to x,
we ha ve
of Or der On e JI
lin ear Pa rtia l Dif}eremial Equations
~ .._ ... (4)
v :lcxi:y = j'(x ) + g'( \').
a&a=, =
X '.)
l[ az- g(y)J +l [ OfuV- f(:c)]
y ax X
,
~
az oz o: y -iJ: - z, by(
a2z .
or xy a-
if' z -
~ - x -8 +y ~ . - r ~
{xg(y) +y /(x )} o 0XC)' = x-
OX
+
ey
2)
- \ O,,~ .\: ~ V.)' 1
aq> U
(O + u
a )+ a~(av+ ov
oz
) = O, ...(4)
au ox p az - av ax p
~
i!_t{ ou +q ou)+. m,
aul ay m
(moy' +q avoyJI= 0
) = 0, by (5)
or (o~lou) (2y + 2qz) + (81p/av) (-2 x + 2qz
·. ... (7)
2(y + qz) (i3$ /ou) = 2(.t - qz) (l7$/ov).
or
Div idi ng ,6) by (7) , (x + pz)l(y +2 qz)
= (y- pz)l(x - qz)
2
- q)z =y - x.
or pz( y ~ x) - q=(y + x) = y - x or (p
I
•
EXERCISE 1 (8) •
1I
ce obtain the partial diff. equations.
Elimina te th~ arbitrary. functions and hen
;:;:;:!t; y).
[An~:U~.:::i2 2
,· 2 2 [Ans. py - q:c = y - x ]
J. z == xy +J..,x + J'. )
[Ans. p:c - 'IY = x - yJ I
z = x + y ~j(xy)
. 4.
5.
6.
z = f(xy /=) ·~ fNagpur 1995}
z =f( x - y)
[An s. px - qy'- O]
[Ans. p + q = OJ
,.
[~ ns. (x - y)>P - (x - ; ~)xq = (x + y): ]
- ., 2
7. z == (x - y ) :\·· + Y )