Introduction

Differential Equation
Definition: An equation involving derivatives or differential
coefficients of one or more dependent variables with respect
to one or more independent variables is called a differential
equation.

Examples:
d 2 y dy
2
  x sin x
dx dx
2z 2z
2
 2 0
x y
Introduction
There are two kinds of differential equations:

1. Ordinary differential equation (O.D.E.)

2. Partial differential equation (P.D.E.)

Ordinary differential equation (O.D.E.)

Definition: A differential equation involving derivatives or
differential coefficients with respect to a single independent
variable is called an ordinary differential equation.

d2y dy
Examples: 2  2  y  x y = f(x)
dx dx ;
Introduction

Partial differential equation (P.D.E.)

Definition: A differential equation involving partial
derivatives or differential coefficients with respect to more
than one independent variables is called a partial differential
equation.

2z 2z 2z

Examples: 2 2 5 2 2 0 z = f(x, y)
x xy y ;
Introduction

“A partial differential equation is one which

contains more than one independent variables.”
This type of equation plays a very important role in
sciences and engineering dealing with wave
motions, such as heat, light, electricity, magnetism,
radio, radar, television and weather etc.
Introduction
In general, z is taken as dependent variable whereas x and y
are treated as independent variables so that
z = f(x, y)

The partial derivatives of z with respect to x and y are

denoted by p and q respectively, so that
z z
p , q
x y
we will also use
 2 z p  2 z p q  2 z q
r 2  ; s   , t 2 
x x xy y x y y
Introduction
Order and Degree: The order of a PDE is the
order of the highest derivative of the equation.
The degree of the PDE is the power of the
highest derivative of the equation.

2z z z
 Equation 2
 5  6 0
x x y
2 2
 z  z  z
or, 2
 5   6 0
x  x  y

is the 2nd order first degree PDE

Introduction

Formation:

The PDE may be derived in the following two ways

i) By eliminating arbitrary constants.
ii) By eliminating arbitrary functions.
Introduction
Formation of PDE by eliminating arbitrary
constants

Let z be a function of two independent variables x

and y connected by
f ( x, y , z , a , b )  0 (1)

where a and b are arbitrary constants.

Introduction
Formation of PDE by eliminating arbitrary constants
By differentiating (1) partially with respect to x and y we
obtain
f f y f z f f
   p 0 (2)
x y x z x x z
f x f f z f f
   q 0 (3)
x y y z y y z
Now arbitrary constants may be eliminated applying (1), (2),
(3) yielding a partial differential equation of order one given
by
f ( x, y , z , p , q )  0
Introduction

Example: Form a PDE by eliminating the arbitrary

constants a and b from
z  a  x 2 b  y 2 
Solution Differentiating
z  a  x 2 b  y 2 
partially with respect to x and y we have

z z
 p  2 x b  y  and
2
 q  2 y a  x 2 
x y
Introduction

 pq  4 xy a  x 2 b  y 2 
 pq  4 xyz

which is the required PDE

Example: Form a PDE by eliminating the arbitrary

constants a and b from
z  ax3  by3  ab.
Introduction
Solution Differentiating
z  ax3  by3  ab
partially with respect to x and y we have
p
2
p  3ax or a 2
3x
2 q
and q  3by or b 2
3y
Introduction

putting the values of a and b in the given equation,

we get
p 3 q 3 pq
z  2 .x  2 y  2 2
3x 3y 9x y

or, 9 x 2 y 2 z  3 px3 y 2  3qx2 y 3  pq.

Introduction
Example: Form a PDE by eliminating the arbitrary
constants a and b from
2 z  (ax  y ) 2  b .
Solution Differentiating partially the given equation
with respect to x and y, we get
2 p  2(ax  y ) a and 2q  2(ax  y )
or, p  (ax  y )a or, q  ax  y.

Now, px  qy  (ax  y ) 2  q 2 .
Introduction

Note 1: If the number of arbitrary constants is less than or equal

to the number of independent variables then the differential
equation formed by the elimination of arbitrary constants would
be of the first order.

Note 2: If the number of arbitrary constants are more than the

number of independent variables then the differential equation
will be of the minimum second order.

Note 3: The PDE formed by eliminating arbitrary constants is not

always unique.
Introduction

Formation of PDE by eliminating arbitrary

functions:

Let u = (x, y, z) and v = (x, y, z) be two functions of x, y, z

connected by the relation
 (u , v)  0 (1)
z is the dependent variable and x, y independent variable.

Differentiating (1) partially with respect to x, we obtain

Introduction

 u  v
 0
u x v x

  u x u y u z    v x v y v z 
           0
u  x x y x  z x  v  x x y x  z x 

  u u    v v 
   p     p   0 (2)
u  x  z  v  x z
Introduction

Similarly, differentiating (1) partially with respect to y, we

get
  u x u y u z    v x v y v z 
           0
u  x y y y  z y  v  x y y y  z y 

  u u    v v 
  q     q   0 (3)
u  y  z  v  y z

 
Eliminating ,
u v
Introduction

u u v v
p p
x z x z
From these, we get u 0
u v v
q q
y z y z
 u u  v v   u u  v v 
  p  q    q  p  0
 x  z  y  z   y  z  x z 

 u v u v   u v u v 
or p     q  
  z y y  z   x  z  z x 
 u v u v 
     0
 x y y x 
Introduction

which can be rearranged in the form

pP + qQ = R

∂𝑢 ∂𝑣 ∂𝑢 ∂𝑣
where, 𝑃= −
∂𝑦 ∂𝑧 ∂𝑧 ∂𝑦

∂𝑢 ∂𝑣 ∂𝑢 ∂𝑣
𝑄= −
∂𝑧 ∂𝑥 ∂𝑥 ∂𝑧
u v u v
R 
x y y x
which is the Linear partial differential equation of 1st order
and 1st degree in p, q and free of the arbitrary function
 (u , v).
Introduction
Form a partial differential equation by eliminating
the arbitrary function  from
 x  y  z , x 2  y 2  z 2   0 .

Solution: Here,  x  y  z , x 2  y 2  z 2   0 (1)

Let, u  x  y  z , v  x 2  y 2  z 2 (2)
  u , v   0 (3)
u v u v
 1,  2x , 1 , y
x x y y
u v
 1,  2 z
z z
Introduction

Differentiating (3) partially with respect to x, we obtain

 u  v
 0
u x v x
  u x u y u z    v x v y v z 
           0
u  x x y x  z x  v  x x y x  z x 

  u u    v v 
   p     p   0
u  x  z  v  x z

 2x  pz 
 1  p    2 x  p2 z   0   
 0 (4)
u v u v 1  p 
Introduction
Similarly, Differentiating (3) partially with respect to y, we
obtain

  u x u y u z    v x v y v z 
           0
u  x y y y  z y  v  x y y y  z y 

  u u    v v 
 
  q     q   0
 
u  y  z  v  y z

 
 1  q   2 y  q2 z   0
u v
  2 y  qz 
  0 (5)
u v 1  q 
Introduction

 
From (4) and (5) eliminating ,
u v

2x  pz  2 y  qz 
  
1  p  1  q 
p ( y  z )  q( x  z )  ( x  y )

which is the required partial differential equation.

Introduction
Form a partial differential equation by eliminating
the arbitrary function  from
x  y  z  f ( x2  y2  z2 ) .

Solution: Differentiating partially

x  y  z  f ( x2  y2  z2 ) (1)
with respect to x and y, we have
1  p  f ( x 2  y 2  z 2 ) ( 2 x  2 zp ) (2)

and 1  q  f ( x 2  y 2  z 2 ) (2 y  2 zq ) (3)
Introduction

Using (2) and (3), we get

1 p 1 q

( 2 x  2 zp ) ( 2 y  2 zq )

p ( y  z )  q( x  z )  ( x  y )

which is the required partial differential

equation.
Introduction
Form a partial differential equation by eliminating
the arbitrary functions f and F from

y  f ( x  at )  F ( x  at ) .

Solution: Differentiating partially

y  f ( x  at )  F ( x  at ) (1)
with respect to x and t, we have
y
 f ( x  at )  F ( x  at )
x
2 y
2
 f ( x  at )  F ( x  at ) (2)
x
Introduction
y
Similarly  f ( x  at ) a   F ( x  at )a
t
2 y 2 2
2
 a f ( x  at )  a F ( x  at ) (3)
t

Using (2) and (3), we get

2 y 2  2
y
2
a
t x 2
which is the required partial differential equation .