Partial Differential Equations

Partial Differential Equations

(PDE)
 Learning Outcomes

At the end of the chapter the student should be able to:

• Solve the PDE by direct integration method and Method of

separation of variables
• Derive one dimension heat and wave equation. Solve parabolic,
hyperbolic, elliptical PDE’s using variable separable method and
grid analysis.
 Weare already familiar with Ordinary differential equations:
Examples:
RL Circuit:

Population Growth and Decay:

(Exponential Growth)
(Exponential Decay)

Newton’s law of cooling:

Simplest physical systems can be modelled by ODE’s

 
What all we see in this picture?
Ans: Sofa sets, table, vase, tv, speakers, fire place.

Qn: Do you think Temperature near all sofa sets, table, vase, tv,
speakers is same?
Ans: No.
Let mathematically sofa sets, table, vase, tv, speakers are points
(x,y,z) in 3D space, so temp defers at each point.
Qn: Is it the temperature changes with time?
Ans: Yes
So Temp is a function of space variables and time
 
Why partial differential equations?
Partial differential equations (PDE) are models of various physical
and geometrical problems, arising when the unknown functions (the
solutions) depend on two or more variables, usually on time t and
one or more space variables.

Most problems in dynamics, elasticity, heat transfer, vibration of

beam, electromagnetic theory are modeled by partial differential
equations and have plenty of real life applications.
 Inthis chapter we model the following equations
1. One dimensional heat flow (Heat equation)

2. One dimensional wave equation

3.Two dimensional heat flow in steady state (Laplace equation)

 What is partial differential equation?
PDE: Partial differential equation is an equation involving two or
more independent variables x, y and a dependent variable z and its
partial derivatives such as , , etc..
Example:
(i) .
(ii) .

Order of PDE: is the order of highest ordered derivative appearing in

PDE.

Degree of PDE: is the power of highest ordered derivative appearing

in PDE
 
Linear and non-linear PDE
Linear PDE: A PDE is said to be linear if the dependent variable z and
its derivatives are of degree one and products of z and its derivatives
do not appear in the equation.
Ex: (1)
(2)

Non linear PDE: A PDE which is not linear is known as non linear
PDE.
Ex: (1)
(2)
Initial Conditions :
The conditions prescribed on the independent variables and or its
derivatives at a single point, such conditions are initial conditions.

Boundary Conditions :
The conditions prescribed on the independent variables and or its
derivatives are at two or more points, such conditions are boundary
conditions.
 
Initial Value Problems :
The differential equations along with initial conditions are called
initial value problems.
Ex: RL-circuit – ODE

Boundary Value Problems :

The differential equations along with boundary conditions are called
boundary value problems
Ex: Laplace equation - PDE
, given that and .
 
Solution of PDE
It is the relation between the dependent variable to the independent
variables and satisfied the initial/ boundary conditions.

Complete solution:
Any function

involving two arbitrary constants a, b and satisfying the PDE is

known as complete solution or complete integral.

General Solution:
The general solution of PDE is any arbitrary function of specific
functions

Where and
 Standard Notations:
Let
dent variable and x, y are independent variables.
The partial derivatives of z are
•

• q

• r
 Formation of PDE
 1. By elimination of arbitrary constants:
Let the function be where a and b are arbitrary constants.

 Let ------(1)

Differentiating eqn (1) w.r.t x we get

=0 ---------(2)

Differentiating eqn (1) w.r.t y we get

=0 ---------(3)

Eliminating a and b from eqns (1), (2) and (3) we get a PDE of
the form
 Example(1): Obtain PDE by eliminating arbitrary constants.
-------(1)
Soln: diff w.r.t x
------(2)
------(3)
Sub (2), (3) in (1)
 Example(2): Obtain PDE by eliminating arbitrary constants.

Sol: -----(1)

Diff (1) w.r.t x we get

----(2)

Diff (1) w.r.t y we get

---(3)

Sub eqns (2),(3) in (1)

is a required PDE
 

, where is a parameter.
Sol: -------(1)
Diff (1) w.r.t x we get

------(2)
Diff (1) w.r.t y we get

q ------(3)
 
Sub eqns (2),(3) in (1)

(Dividing throughout by
is reqd PDE
 Example (3): Find the PDE of the family of all spheres whose
center
lies on the plane z=0 and have constant radius r.
Soln: Let the center be (a,b,0)
Equation of the sphere whose center lies on the plane z=0
------(1) where r is constant

Diff (1) w.r.t to x, we get

----------(2)
Diff (1) w.r.t y, we get
q ----------(3)

Sub (2), (3) in (1), we get

is reqd PDE
 2. By elimination of arbitrary functions:
Let the equation be ----- (1)
Where ) is an arbitrary function of and is a function of .
That is

Diff w.r.t ‘’ we get

-----(2)

Diff w.r.t ‘ y’ we get

-----(3)
By eliminating arbitrary function f from (1), (2),(3) we get a required
PDE.
 Ex(1): Form the differential equation by eliminating arbitrary function

Soln: Let -----(1)

Diff (1) w.r.t x
-------(2)
Diff (1) w.r.t y
 Ex(2): Obtain PDE by eliminating arbitrary function

Soln: Let -----------(1)

Diff (1) w.r.t x we get

------------(2)
Diff (2) w.r.t y we get

----------(3) Continued
 
Comparing (2) and (3), we get

is reqd PDE

Ex(3): Obtain PDE by eliminating arbitrary functions

Soln: Let --------(1)

Diff (1) w.r.t x
--------(2)
Diff (1) w.r.t y
--------(3)
 
Diff (2) w.r.t y we get,

------(4)
Eqn(1)*x+eqn(2)*y, we get

is reqd PDE
 Ex(4):Form the partial differential equation by eliminating the
functions

Soln: Let ------(1)

Let
Eqn (1) reduces to
--------(2)
Diff w.r.t x we get

---------(3)
 Diff w.r.t y we get

---------(4)
Eliminating and from (3) and (4) we get,

is a reqd PDE
 

Soln: Let ------(1)

Let
Eqn (1) reduces to
--------(2)
Diff w.r.t x we get

---------(3)
Diff w.r.t y we get
  ---------(4)

Eliminating and from (3) and (4) we get,

is a reqd PDE
 NOTE: In the above example we have started with a function
of the form

For which we obtained PDE of the form