Differential Equations 1 – Handout Sheet 27

Solving Simple Partial Differential Equations by Separation of Variables

Example 1 permissible values of x and y, both expressions will have to be
Find the most general solution of ux (x , y)  uy (x , y)  0. equal to some constant, say λ. Therefore,
Solution: X (x) Y (y)
x  y ,
Since the given PDE contains more than one partial X ( x) Y (y)
derivative, we will use method of Separation of Variables to solve and so
the given PDE. This method involves the assumption that the X (x)  Y (y) 
dx  dx and dy  dy.
given PDE will have a solution of the form X ( x) x Y (y) y
u(x , y)  X (x) Y (y),
Solving the preceding two differential equations for X(x) and
which may, or may not, be true. Y (y), respectively, we find that
However, if such a solution exists, then
ln| X (x)|  ln| x |C and ln|Y (y)|  ln|y |D,
X (x)Y (y)  X (x)Y (y)  0,
which in turn means that
X (x) Y (y)
and so  . ←(Eq.1) X ( x) Y (y)
X (x) Y (y)  E and F,
x 
y
In order for the expression on the left side of (Eq.1) to be
and so the most general solution of the given PDE is
equal to the expression on the right side of (Eq.1) for all
u(x , y)  X(x) Y (y)  (E x  )(F y  )  K (xy) .
permissible values of x and y, both expressions will have to be
equal to some constant, say λ. Therefore,
X (x) Y (y) In Class Problem
  ,
X ( x) Y (y) Find the most general solution of ux (x , y)  yuy (x , y)  0.
and so Solution
X (x) Y (y) u(x , y)  X(x) Y (y)  (E e x )(F y  )  K e x y  .
dx   dx and dy   dy.
X (x) Y (y)
Solving the preceding two differential equations for X(x) and
Y (y), respectively, we find that
Homework Problems for Handout Sheet 27
ln| X (x)|  x  C and ln|Y (y)| y  D, In Problems 1 to 4, determine the most general function
which in turn means that u(x , y) that satisfies the given PDE.
X(x)  e x C  E e x and Y (y)  ey D  F ey , 1. ux (x , y)  uy (x , y)  0.
and so the most general solution of the given PDE is 2. uxy (x , y)  u(x , y)  0.
u(x , y)  X(x) Y (y)  (E e x )(F ey )  K e ( x y ) . 3. 2yux (x , y)  3xuy (x , y)  0.
4. ux (x , y)  uy (x , y)  2(x  y)u(x , y).
Example 2
Find the most general solution of xux (x , y)  yuy (x , y)  0. Answers:
Solution: x
y

Again, assume the given PDE has a solution of the form 1. u(x , y)  C e ( x y ) . 2. u(x , y)  C e 
.
u(x , y)  X (x) Y (y),
2 2
x y
(  ) 2
 y2   x   y
3. u(x , y)  C e 4 6
. 4. u(x , y)  C e x .
which again may, or may not, be true.
However, if such a solution exists, then
x X (x)Y (y)  y X (x)Y (y)  0,
X (x) Y (y)
and so x y . ←(Eq.2)
X ( x) Y (y)
In order for the expression on the left side of (Eq.2) to be
equal to the expression on the right side of (Eq.2) for all