PDE and systems of ODE (Formula)

Definition: An equation containing one or more partial derivatives of an

unknown function of two or more independent variables is known as partial
differential equation.

( )
2 3
∂ z ∂z ∂z ∂ z ∂z
Example: ∂ x + ∂ y =z + xy , ∂x
+ 3 =2 x ( )
∂x
∂y

Classification of first order partial differential equation: The first order partial
differential equation can be classified into four types –
1. Linear equation: A first order partial differential equation
f ( x , y , z , p , q )=0 is known as linear if it is linear in p , q and z , that
form
P ( x , y ) p+Q ( x , y ) q=R( x , y , z)+ S( x , y)

Example: yx 2 p+ x y 2 q=xyz + x 2 y 3

2. Semi-linear equation: A first order partial differential equation

f ( x , y , z , p , q )=0 is known as semi-linear equation, if it is linear in p
and q and the coefficients of p and q are function of x and y
only .Which form

P ( x , y ) p+Q ( x , y ) q=R( x , y , z)

Example: xyp+ x 2 yq=x2 y 2 z 2

3. Quasi-linear equation: A first order partial differential equation
f ( x , y , z , p , q )=0 is known as quasi linear equation. if it is linear in p
and q then Quasi linear equation form is

P ( x , y , z ) p +Q ( x , y , z ) q=R ( x , y , z )

Example: x 2 zp+ y 2 zp=xy

4. Nonlinear equation: A first order partial differential equation

f ( x , y , z , p , q )=0 which have non-linear terms .This type of
equation is known as nonlinear partial differentia equation.
Example: p2 +q 2=1, pq= z
Formation of partial differential equation:
∂ z ∂ z ∂2 z ∂2 z
2
∂ z
Partial derivatives ∂ x , ∂ y , 2 , , are denoted by p , q , r , s , t
∂ x ∂ x ∂ y ∂ y2

The PDE can be formed using the following methods:

1. By eliminating of arbitrary constants.

Consider an equation f ( x , y , z , p , q )=0 where a and b are
arbitrary constants. Let z be regarded as function of two
independent variables x and y. Now differentiating partially w.r.t x
∂z ∂z
and y. Then we get the value of ∂ x and ∂ y . Now substitute these
values in the given equation.
∂F ∂F ∂F ∂F
+ p( )=0 and + q( )=0
∂x ∂Z ∂y ∂Z

2. By eliminating of arbitrary functions:

Let u and v are the function of x , y , zand z is a function of x , y .Then
step to eliminating of arbitrary functions are

STEP-1: Given ϕ ( u , v )=0

STEP-2: Differentiating this w.r.t x partially. Then we get the
equation of the form

( + ) (
∂ ϕ ∂u ∂ x ∂ u ∂ y ∂ u ∂ z ∂ ϕ ∂ v ∂ x ∂ v ∂ y ∂ v ∂ z
+ + + +
∂u ∂ x ∂x ∂ y ∂ x ∂z ∂ x ∂v ∂ x ∂x ∂ y ∂x ∂z ∂ x
=0 )
(
∂ ϕ ∂u
) (
∂u ∂ ϕ ∂ v
) ∂v
=> ∂ u ∂ x + p ∂ z + ∂ v ∂ x + p ∂ z =0 (1)

STEP-3: Differentiating this w.r.t y partially. Then we get the

equation of the form

(
∂ϕ ∂u
∂u ∂ y
+q + ) (
∂u ∂ ϕ ∂ v
∂ z ∂v ∂ y
+q
∂v
∂z
=0 ) (2)
∂ϕ
/∂ ϕ
STEP-4: Now finding the value of ∂ u form equation (1) and (2)
∂v
and compare both equation .Now eliminating ϕ .
LAGRANGE’S EQUATION:
A quasi-linear partial differential equation of order one is of the form
Pp+Qq=R , where P ,Q and R are function of x , y , z . Such a partial differential
equation is known as Lagrange’s equation.
STEP TO SOLVE THIS TYPE OF EQUATION:
STEP-1: Put the given linear partial differential equation of first order in the
standard form Pp+Qq=R .
STEP-2: Write down the Lagrange’s auxiliary (or subsidiary or characteristic)
equation
dx dy dZ
= =
P Q R

STEP-3: Now take any two fractions from the auxiliary equation and
integrating. Then we get the value of c 1 .Again we take any two fraction from
the auxiliary equation and integrating .Then we get the value of c 2. Where c 1
and c 2 are arbitrary constant.
STEP-4: Now putting the values ofc 1 and c 2 in ϕ ( c 1 , c2 ) =0. This is the required
general solution of the given equation. Where c 1=u( x , y , z ) and c 2=v (x , y , z).

NON-LINEAR PARTIAL DIFFERENTIAL EQUATION:

CHARPIT’S METHOD
Working rule while using Charpit’s method
STEP-1: Transfer all the terms of the given equation to L.H.S and denote the
entire expression by f (x , y , z , p , q).
STEP-2: Write down the Charpit’s auxiliary equation

dp dq dz dx dy dF
= = = = =
f x + p f z f y +q f z − p f p −q f q −f p −f q 0

STEP-3: Now finding the values of

 ∂f ∂f ∂f ∂f ∂f
∂x
=f x , =f
∂y y , ∂z
=f z , =f
∂p p , =f
∂q q and put these values
in the Charpit’s auxiliary equation.
STEP-4: Select two proper fraction so that the resulting integral may come
out to be the simplest relation involving at least one of p and q .Again select
two proper two fraction and find simplest relation involving at least one of p
and q
STEP-5: Putting these values of p and q in dz= pdx +qdy . Now integrating this
equation, then we get the required solution of the given equation.
Remark: Sometimes Charpit’s equations give rise to p=a and q=b , where a
and b are constant. In such case putting p=a and q=b in the given equation
will give the required complete integral.
Canonical form: Canonical form of first order partial differential equation is the
standard form of partial differential equation which can be easily integrated,
and hence it’s general integral / general solution can be calculated.
JACOBI’S METHOD (THREE OR MORE INDEPENDENT VARIABLE):
This method is used for solving partial differential equation involving
three or more independent variables.
Working rule:
STEP-1: Suppose the given differential equation with three independent
variables is f ( x 1 , x 2 , x3 , p 1 , p2 , p3 , ) =0…… … … … … … (1)
STEP-2: We write the Jacobi’s auxiliary equations
d p1 d x 1 d p 2 d x2 d p3 d x 3
= = = = =
∂ f −∂ f ∂f −∂ f ∂f −∂ f
∂ x 1 ∂ p 1 ∂ x 2 ∂ p 2 ∂ x 3 ∂ p3

∂f ∂f ∂f ∂f ∂f ∂f
STEP-3: Find the values of ∂ x ,− ∂ p , ∂ x ,− ∂ p , ∂ x ,− ∂ p and putting these
1 1 2 2 3 3

values in the auxiliary equation.

STEP-4: Select two proper fraction so that the resulting integral may come out
to be the simplest relation involving at least one of p and q .Again select two
proper two fraction and find simplest relation involving at least one of p and q .
STEP-5: After solving this equation we obtain two additional equations
 F 1 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 , )=a1 … … … … … … … …(2)

F 2 ( x 1 , x 2 , x 3 , p1 , p 2 , p3 , )=a2 … … … … … … . ….(3)

where a and b are arbitrary constant.

STEP-6: Verify that relation (2) and (3) satisfy the condition

( ∂ F1 ∂ F2 ∂ F1 ∂ F2
)
3

( F 1 . F2 ) =∑ −
∂ x r ∂ p r ∂ pr ∂ x r
=0
r =1

STEP-7: Solving (1),( 2) and (3) for p1 , p2 , p 3 in terms of x 1 , x 2 , x 3 , i.e find the value
of p1 , p2 , p 3 .Now put these values in dz= p 1 d x1 + p2 d x 2 + p3 d x 3 and integrating this
.Then we get the required solution for the given equation.
JACOBI’S METHOD (TWO INDEPENDENT VARIABLE):
This method is used for solving partial differential equation involving
two independent variables
Working rule:
STEP-1: Suppose the given non-linear first order equation with two
independent variables x and y is F ( x , y , z , p ,q)=0 … … … … …(1)
STEP-2: Let a solution of (1) is of the form u(x , y , z )=0 … … … … .(2)
STEP-3: Treating u as dependent variable and x , y , z as three independent
variables, Now differentiation (2) partially w.r.t x and y respectively
∂ u ∂u ∂ z ∂u ∂ u ∂ z
+ =0 and + =0
∂x ∂z ∂x ∂y ∂z ∂y

=> p1 + p3 p=0 => p2 + p3 q=0

−p
1 − p2
=> p= p => q= p
3 3

STEP-4: Taking x=x 1 y=x 2 and z=x 3

STEP-5: Now putting the value of x , y , z , p , q in the given equation. And solved
this equation using Jacobi’s three or more variable method. Now putting the
value of x 1, x 2, x 3. Then we get the required solution.
METHOD OF SEPARATION OF VARIABLES FOR SOLVING FIRST ORDER PARTIAL
DIFFERENTIAL EQUATION:
CLASSIFICATION OF SECOND ORDER LINEAR EQUATIONS AS HYPERBOLIC,
PARABOLIC OR ELLIPTIC:
The second order linear partial differential equation
∂2 u ∂2u ∂2 u ∂u ∂u
A 2
+ B +C 2
+D +E + Fu=0 Where A , B , C , D , E and F
∂x ∂ x ∂ y ∂y ∂ x ∂ y
are real constant, is said to be
(i) Hyperbolic if B2−4 AC >0
(ii) Parabolic if B2−4 AC =0
(iii) Elliptic if B2−4 AC <0
2 2
∂ u ρ∂ u
WAVE EQUATION (ONE DIMENTIONAL): 2
= 2
∂ x T ∂t

∂2 u 2
2∂ u 2 T
 2
=c 2 , Where
c=
ρ
∂t ∂t

∂2 u ∂2 u ρ ∂2 u
WAVE EQUATION (TWO DIMENTIONAL): + =¿
T ∂t 2
∂ x2 ∂ y2
2 2 2
∂u 2 ∂u ∂u 2 T
 2
=c ( 2
+ 2 , Where
) c=
ρ
∂t ∂x ∂ y
2
∂u ∂u
HEAT EQUATION (ONE DIMENTIONAL): K 2 =ρσ ∂t
∂x
2
∂u ∂u K
 =K 2 , Where k = ρσ
∂t ∂x

HEAT EQUATION (TWO DIMENTIONAL):

LAPLACE’S EQUATION:
REDUCTION OF SECOND ORDER LINEAR EQUATION TO CANNONICAL FORM:
Let us consider the linear partial differential equation
Rr+ Ss +Tt+ f ( x , y , z , p , q )=0 … … … … … … … (1)

Working rule:
STEP-1: Compare the given equation with Rr+ Ss +Tt+ f ( x , y , z , p , q )=0
Case-1: If S2−4 RT <0 then the equation is elliptic
Case-2: If S2−4 RT >0 then the equation is hyperbolic
Case-1: If S2−4 RT =0 then the equation is parabolic
STEP-2: Find the value of λ from the quadratic equation R λ2 + Sλ+T =0
dy
Putting this value in the equation dx + λ=0 and integrating this , then we get
the value of c 1 and c 2.
STEP-3: Now we change the independent variable x , y to u , v . So let c 1=u and
c 2=v

STEP-4: Find the value of p , q , r , s , t and putting these values in equation (1) and
we get the required canonical form of the given partial differential equation.
∂ z ∂ z ∂u ∂ z ∂ v
Where p= ∂ x = ∂u ∂ x + ∂ v ∂ x

∂ z ∂z ∂u ∂z ∂ v
q= = +
∂ y ∂u ∂ y ∂ v ∂ y
2
∂ z ∂ ∂z
r= 2= ( )
∂ x ∂x ∂x
2
∂ z ∂ ∂z
s= = ( )
∂x∂y ∂x ∂ y

∂2 z ∂ ∂z
t= = ( )
∂y ∂y ∂y
2

METHOD OF SEPARATION OF VARIABLE:

Suppose the given partial differential equation involves n independent
variable x 1 , x 2 , x 3 … … x n and one dependent variable u. then we first assume that
the equation possesses product solution of the form
u ( x 1 , x 2 , x 3 … … x n ) =X 1 ( x1 ) X 2 ( x 2 ) X 3 ( x3 ) … . X n ( x n ) , where X i is a function of x i
only ( i=1,2,3 , … .. ,n )

METHOD OF SUCCESSIVE APPROXIMATION

Picard method of successive approximation is use for finding a solution of a
problem with is valid on some interval that includes the initial point x 0.
Working rule:
Step-1: Let f ( x , y )=¿ Given function .
Step-2: ϕ 0 = y (0)
 x

Step-3: ϕ n ( x )= y 0 +∫ f [t , ϕ 1(t)]dt
x0