PARTIAL DIFFERENTIAL

EQUATION
Prepared by: Dr. ARNAB KUMAR DE
Assistant Professor, W.B.E.S.
Author of “Multi-Objective Stochastic Programming in Fuzzy Environments”
Publisher: IGI Global, USA
Definition:
A differential equation of one or more dependent variables with respect to more than
one independent variables is called a partial differential equation (P.D.E.).
i.e., a partial differential equation is a differential equation that involves partial
derivatives.
Example:
1. .
2. .
3. .
Order:
The highest ordered partial derivative present in the equation is called the order of the
P.D.E.
Degree:
The power of the highest ordered derivative is called the degree of the P.D.E.
 TYPES OF P.D.E.
A first order P.D.E. is generally expressed as ………(1). If the
above equation (1) be expressed as
, then the P.D.E. is called a linear
P.D.E.
If the equation (1) be expressed as
, then the P.D.E. is called a semi linear P.D.E.
If the equation (1) be expressed as
, then the P.D.E. is called a quasi linear
P.D.E.
Otherwise, the P.D.E. represented by (1) is called non-linear P.D.E. The higher
order P.D.E. can also be classified in a similar manner.
 SECOND ORDER LINEAR P.D.E.
The general second order linear P.D.E. has the following form
𝐴 𝑥, 𝑦 𝑧 + 𝐵 𝑥, 𝑦 𝑧 + 𝐶 𝑥, 𝑦 𝑧 + 𝐷 𝑥, 𝑦 𝑧 + 𝐸 𝑥, 𝑦 𝑧 + 𝐹 𝑥, 𝑦 𝑧 = 𝐺(𝑥, 𝑦).
The classification of second order equations depends on the second order derivatives. So, for simplicity of notation, the lower order terms are combined
and the above equation is rewritten as
𝐴 𝑥, 𝑦 𝑧 + 𝐵 𝑥, 𝑦 𝑧 + 𝐶 𝑥, 𝑦 𝑧 + 𝑓 𝑥, 𝑦, 𝑧, 𝑧 , 𝑧 = 0. ………….(2).
The type of the above equation depends on the sign of the quantity ∆ 𝑥, 𝑦 = 𝐵 𝑥, 𝑦 − 4𝐴(𝑥, 𝑦)𝐶(𝑥, 𝑦).
At some point 𝑥 , 𝑦 , i) if ∆ 𝑥 , 𝑦 > 0, the above P.D.E. is called a hyperbolic differential equation.
ii) if ∆ 𝑥 , 𝑦 = 0, the above P.D.E. is called a parabolic differential equation. iii) if ∆ 𝑥 , 𝑦 < 0, the above P.D.E. is called an elliptic differential equation.
Example:

1. Consider the equation =𝑐 . ………..(3)

Comparing the above equation with the equation (2), we get 𝐴 = 𝑐 , 𝐵 = 0, 𝐶 = −1. Then 𝐵 − 4𝐴𝐶 = 𝑐 > 0, then the above equation is called a
hyperbolic equation. The equation (3) is called one dimensional wave equation.

2. Consider the equation =𝑐 . ………..(4)

Comparing the above equation with the equation (2), we get 𝐴 = 𝑐 , 𝐵 = 0, 𝐶 = 0. Then 𝐵 − 4𝐴𝐶 = 0, then the above equation is called a parabolic
equation. The equation (4) is called one dimensional heat equation.

3. Consider the equation + = 0. ………..(5)

Comparing the above equation with the equation (2), we get 𝐴 = 1, 𝐵 = 0, 𝐶 = 1. Then 𝐵 − 4𝐴𝐶 = −4 < 0, then the above equation is called an elliptic
equation. The equation (5) is called two dimensional Laplace equation.
 METHOD OF SEPARATION OF VARIABLES
The method involves a solution which breaks up into a product of functions each of which contains only one of the variables.
The following example explains this method.
Solve −2 + =0
In the method of separation of variables 𝑧 𝑥, 𝑦 = 𝑋 𝑥 𝑌 𝑦 …………(1), where 𝑋 𝑥 is a function of 𝑥 alone and 𝑌 𝑦 is a function of 𝑦 alone.
Then, =𝑌 , =𝑌 and =𝑋 , substituting in the given equation,

we get 𝑌 − 2𝑌the +𝑋 = 0,

or, =− = 𝑎 (say) constant

or, −2 − 𝑎𝑋 = 0 …..(2) and + 𝑎𝑌 = 0…..(3)

To solve the equation (2), let 𝑋 = 𝑒 be a trial solution of the equation (2). Then = 𝑚𝑒 and =𝑚 𝑒 .
Thus the auxiliary equation is 𝑚 − 2𝑚 − 𝑎 = 0.
±
Therefore, 𝑚 = = 1 ± 1 + 𝑎.
The solution of equation (2) is 𝑋 𝑥 = 𝑐 𝑒 +𝑐 𝑒
Now the equation (3) is being solve.
= −𝑎𝑑𝑦, integrating we get, 𝑌 𝑦 = 𝑐 𝑒 .
Substituting the values of 𝑋 and 𝑌 in (1), we get the complete solution of the given P.D.E. as,
𝑧= 𝑐 𝑒 +𝑐 𝑒 𝑐 𝑒 =𝑒 𝐴𝑒 + 𝐵𝑒 , where 𝐴 = 𝑐 𝑐 and 𝐵 = 𝑐 𝑐 are arbitrary
constants.
 SOLUTION OF ONE DIMENSIONAL WAVE EQUATION
Consider the one dimensional wave equation =𝑐
In the method of separation of variables, let 𝑢 𝑥, 𝑡 = 𝑋(𝑥)𝑇(𝑡), where 𝑋 is a function of 𝑥 alone and 𝑇 is a function of 𝑡 alone.
Then, =𝑋 and =𝑇 , putting these values in the given equation, we get 𝑋 =𝑐 𝑇 ,

i.e., = = 𝜆 (say)

Therefore, = 𝜆𝑋 and = 𝜆𝑐 𝑇
Three cases may arise according as 𝜆 is zero, positive or negative.
Case I: 𝜆 = 0
Then the O.D.E. reduces to = 0 and = 0.
Then the solutions are 𝑋 = 𝑎 𝑥 + 𝑎 and 𝑇 = 𝑎 𝑡 + 𝑎 .
Case II: 𝜆 > 0, let Case I: 𝜆 = 𝑘 ,
Then the O.D.E. are reduces to = 𝑘 𝑋 and =𝑐 𝑘 𝑇
Solving these differential equations we obtain 𝑋 = 𝑏 𝑒 +𝑏 𝑒 and 𝑇 = 𝑏 𝑒 +𝑏 𝑒 .
Case III: 𝜆 < 0, let Case I: 𝜆 = −𝑘 ,
Then the O.D.E. are reduces to = −𝑘 𝑋 and = −𝑐 𝑘 𝑇
Solving these differential equations we obtain 𝑋 = 𝑐 cos 𝑘𝑥 + 𝑐 sin 𝑘𝑥 and 𝑇 = 𝑐 cos 𝑐𝑘𝑡 + 𝑐 sin 𝑐𝑘𝑡.
 SOLUTION OF ONE DIMENSIONAL WAVE EQUATION
Thus, the various possible solution of the wave equation are:
………………………………………………… (1)
……………………………… (2)
…………………… (3)
Of these three solutions, we have to choose that solution which is consistent with the physical
nature of the problems. Since we deal with problems on vibrations, must be a periodic
function. Hence the solution given by (3) is the only suitable solution.
Now applying the boundary conditions ,
we get and .
For the non-trivial solution, ,therefore, , or,
Therefore, ,
, where and .
Thus for different values of , we consider the more general form of the solution as
, where and are obtained
using the initial conditions.
 SOLUTION OF ONE DIMENSIONAL HEAT EQUATION
Consider the one dimensional heat equation =𝑐
In the method of separation of variables, let 𝑢 𝑥, 𝑡 = 𝑋(𝑥)𝑇(𝑡), where 𝑋 is a function of 𝑥 alone and 𝑇 is a function of 𝑡 alone.
Then, =𝑋 and =𝑇 , putting these values in the given equation, we get 𝑋 =𝑐 𝑇 ,

i.e., = = 𝜆 (say)

Therefore, = 𝜆𝑋 and = 𝜆𝑐 𝑇
Three cases may arise according as 𝜆 is zero, positive or negative.
Case I: 𝜆 = 0
Then the O.D.E. reduces to = 0 and = 0.
Then the solutions are 𝑋 = 𝑎 𝑥 + 𝑎 and 𝑇 = 𝑎 .
Case II: 𝜆 > 0, let Case I: 𝜆 = 𝑘 ,
Then the O.D.E. are reduces to = 𝑘 𝑋 and =𝑐 𝑘 𝑇
Solving these differential equations we obtain 𝑋 = 𝑏 𝑒 +𝑏 𝑒 and 𝑇 = 𝑏 𝑒 .
Case III: 𝜆 < 0, let Case I: 𝜆 = −𝑘 ,
Then the O.D.E. are reduces to = −𝑘 𝑋 and = −𝑐 𝑘 𝑇
Solving these differential equations we obtain 𝑋 = 𝑐 cos 𝑘𝑥 + 𝑐 sin 𝑘𝑥 and 𝑇 = 𝑒 .
 SOLUTION OF ONE DIMENSIONAL HEAT EQUATION

Thus, the various possible solution of the wave equation are:

………………………………………………… (1)
……………………………… (2)
…………………… (3)
Of these three solutions, we have to choose that solution which is
consistent with the physical nature of the problems. Since we deal with
the problems of heat flow where decreases as increases, then the
solution given by (3) is the only suitable solution.
 SOLUTION OF TWO DIMENSIONAL LAPLACE EQUATION
Consider the two dimensional Laplace equation + =0
In the method of separation of variables, let 𝑢 𝑥, 𝑦 = 𝑋(𝑥)𝑌(𝑦), where 𝑋 is a function of 𝑥 alone and 𝑌 is a function of 𝑦 alone.
Then, =𝑋 and =𝑌 , putting these values in the given equation, we get 𝑋 +𝑌 = 0,

i.e., =− = 𝜆 (say)

Therefore, = 𝜆𝑋 and = −𝜆𝑌

Three cases may arise according as 𝜆 is zero, positive or negative.
Case I: 𝜆 = 0
Then the O.D.E. reduces to = 0 and = 0.
Then the solutions are 𝑋 = 𝑎 𝑥 + 𝑎 and 𝑌 = 𝑎 𝑦 + 𝑎 .
Case II: 𝜆 > 0, let Case I: 𝜆 = 𝑘 ,
Then the O.D.E. are reduces to = 𝑘 𝑋 and = −𝑘 𝑌
Solving these differential equations we obtain 𝑋 = 𝑏 𝑒 +𝑏 𝑒 and 𝑌 = 𝑏 cos 𝑘𝑦 + 𝑏 sin 𝑘𝑦.
Case III: 𝜆 < 0, let Case I: 𝜆 = −𝑘 ,
Then the O.D.E. are reduces to = −𝑘 𝑋 and =𝑘 𝑌
Solving these differential equations we obtain 𝑋 = 𝑐 cos 𝑘𝑥 + 𝑐 sin 𝑘𝑥 and 𝑌 = 𝑐 𝑒 +𝑐 𝑒 .
 SOLUTION OF TWO DIMENSIONAL LAPLACE EQUATION

Thus, the various possible solution of the wave equation are:

………………………………………………… (1)
………………………… (2)
………………………….. (3)
Of these three solutions, we have to choose that solution which is consistent with
the physical nature of the problem and the given boundary conditions.