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Partial Differential Equation PDF

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Partial Differential Equation PDF

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FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS 1.1, INTRODUCTION If a differential equation contains one or more partial derivatives, it is called a partial differential equation. Generally, independent variables are taken as x and y and dependent variable is taken as z. We denote the partial derivatives of first and higher orders as In this unit, we shall confine ourself to the study of some of the partial differential equations. 1.2. ORDER AND DEGREE OF PARTIAL DIFFERENTIAL EQUATIONS If a partial differential equation contains nth and lower order derivatives, it is said to be of nth order. Degree of a partial differential equation is the greatest exponent of the highest order. An equation is said to be linear if the dependent variable and its partial derivatives occur in first degree and are not multiplied in the differential equation. 1.3. FORMATION OF EQUATION BY THE ELIMINATION OF ARBITRARY CONSTANTS Let — fx,y,z,a,b) -0 .(1) be a relation, where z is regarded as a function of two independent variables x andy, and a and b denote the arbitrary constants. Differentiating (1) partially w.r.t. x, we have --(2) Differentiating (1) partially w.r.t. y, we have -.Q) Eliminating a and b from (1), (2) and (3), we obtain a partial differential equation of the form SOHMNZPY =O (4) which is a partial differential equation of first order. If in the above relation (1), there are more arbitrary constants than the number of independent variables, then climination of constants will give us the partial differential equation of higher order than the first. SOLVED EXAMPLES Example 1. Form the partial differential equation by eliminating arbitrary constants a and b from z=ax+by+a Solution. The given equation is z=axtby+a+b2 (1) Differentiating(1) partially w.r.t. x, we have --(2) Differentiating (1) partially w.r.t. y, we have oz ax -.QB) To eliminate a and b, putting their values from (2) and (3) in (1), we have (Vg) which is the required differential equation. Example 2. Form the partial differential equation by eliminating h and k from the equation (x -hP + -ke +2? = Solution. The given equation is AP + -—kP +P aR, - (1) Differentiating (1) partially w.r.t. x, we have oz 2(x-h)+2z—=0 (xh) ar Differentiating (1) partially w.r.t. y, we have az Ay—k) +22 _G) x-h=-z Form (2), Form(3), *~*=725, Substituting the values of (x — h) and (v — &) in (1), the required differential equation is a \2 of a rySya (2) rom 1) Differentiating (1) partially w.r.t. x, we have 2x 2z & 20 ox [Differentiating partially w.r.t. x implies is a constant] ZO sx 29 ce Ox ex+a’z— =0 Q) Differentiating (1) partially wrt. y, we have ay _ 22 62 ee 2y 2 4 2y sb & <0 Pica ot ry GB) . In this example, the number of arbitrary constants is three more than the number of independent variables. Therefore, more equations are required to eliminate a, 5, c. Differentiating (2) wr. a2. Oz e+az 3 (4) ox 5) rata (a) Dividing by a’ and multiplying by x, we get O(a)? = _4 att. (2) 32 ae which is the required differential equation. Another form of the differential equation can also be obtained which is as follows: Form (3), Substituting the value of c’ in (5), we get PI 2 52 2 ~ 22S 4228 +0°(2) =0 y Ox y oe Multiplying by y and dividing by 5? we get Example 4. Find the differential equation by eliminating the i : a ay. arbitrary constants Aand A from the equation z = Ae “" cos Ax. Solution. The given equation is z= de cos Ax. wD) Differentiating (1) partially w.r.t. x, we have a Pr ; de?" (-sin Axya == de" (-sin. 20) .Q) Differentiating (1) partially w.r.t. f, we have Oz -2P 12 a —Ae“ "2 cos Ax ...3) Differentiating (2) partially w.r.t x, we have a2 oz 2, oFt 22 cos 2. -Ae“ "2 cos Ax (4) From (3) and (4), we have which is the required differential equation. Example 5. Find the differential equation of all spheres of fixed radius having centre in xy-plane. Solution. Equation of given family of spheres having centre in xy plane i.e., at (/, k, 0) and fixed radius r is (x-hP +(v—kP +2? where h, k are arbitrary constants. Differentiating (1) partially w.r.t. x, we have a ne) 2x -h)+2z— =0 a or or --G) From (2), From (3), Substituting these values in (1), the required differential equation is { or Example 6. Find the differential equations of the set of all right circular cones whose axes coincide with z axis. Solution. The family of all right circular cones whose axes coincide with z-axis, having semi-vertical angle « and vertex at (0, 0) is (Qa? - *) =(z-c)? tan? @ A) where ¢ and « are arbitrary constants. Differentiating (1) partially w.r.t. x and y, we have Pe ~o)@ tan? drs 22-6) Stan? a .Q) OZ 4 and 2y = 22-0) tan a -..G) or Example 7. Find the differential equations of all planes which are at a constant distance ‘a’ from the origin. Solution. The equation of given plane is /y + my +nz=a_ ...(1) where /, m, n are the direction cosines of the normal from the origin to the plane. Thus, P+ +r] Substituting the value of in (1), we have e+ my=V14P =? Differentiating (2) partially w.r.t. x, we have Oz l+Vi-P =n? 2=0 ox z=a Differentiating (2) partially w.r.t. y, we have m+V1-P =m? Now we eliminate /, m between (2), (3) and (4) From (3), 1=-V1-P-w? __ pop From (4), ma oe. Squaring (5) and (6) and adding, we get 0 a Pn? =n -.(2) 3) --(S) =. (6) M8] 2 . z 29) ( -( = } (+m (s = oy a I+ 2 2 (+m (5 (7) BIE) al é ee eee SH) ala alelS ale alélS Ble —— S| 1 + From (5), [Using (7)] or which is the required differential equation. 1.4 FORMATION OF EQUATION BY THE ELIMINATION OF ARBITRARY FUNCTIOHNS Suppose and v are two functions of x, y, z which are connected by the relation flu, v) =0 CQ) Differentiating (1) -..(2) [When we differentiate u partially w.r.t. x we regard y as constant and treat z as dependent variable.] Now, differentiating (1) w.r.t. y (regarding x as constant), a(% ou =| or 2% ov | ay --G) 9g - Now we shall eliminate 3,; and %, from (2) and (3). ft ou, ou Bos ov ov =0 From(2), @ulax az?) ovlax az?) ~ 4) of (Ou , Ou af (ev. ev q\=-£ .q|=0 From (3), Quay s| (e. & s| (6) Dividing (5) by (4) and cross multiplying, we get Ou | bu (23 ov )- (= ou } aw ai haa?) la ala [#2-4 eu *p ($22 ou ey Ou Ov 6u Ov or or Pp+Qq=R (6) ou Ov (u,v) az dy Written as Q(y, 7) where P= Ov Ou du Ov _ O(u,v) Q= ax oz Ox Oz O(z,x) Ou Ov _ O(u,v) ey Ox 8.9) Equation (6) is the required differential equation of first order and first degree. Solved Examples Examplel. Find a partial differential equation by eliminating the Lia 1 . Junction f from the relation 7 = ¥* aft +bgy } : vaftepe) ay Solution. The given equation is 7 = Differentiating (1) partially w.r.t. x, we got Alem) (3) “ve -2/(L+be,] 2) or 5 Differentiating (1) partially w.r.t. y, we got & ways2/ fee y}-t ) \x y 1 or ‘+b y) ...3) or -x’p=ya-2y* or wptya=2y’, which is the differential equation. Example 2. Form a pati differential equation by eliminating the function ffrom f(x+y+2,x° +y? Solution. Here S(xtytz +? -27)=0 or Stu, v) = 0 - (Ld) where «.(2) and --G) Differentiating (1) partially w.r.t., x, we have of (a — -(4) Ou Ox From (2) and (3), we have ou) O_y, ou Substituting these values in (4), we get x of v(t p+ (2x -22p)=0 Zaeper! ou ov x pz) =0 Similarly differentiating (1) partially w.r.t. y, we have Of (Ou Ou G2) | a ( Ov ] u\ dy az ey) eve ay) or Lage Ley-22q)=0 [: ou a Lasg+2%y-aqe= eu ov a a From (5), Las pre2Lor-pa) From (6), Lasge2% y-29) ov Dividing these and cross multiplying, we get (+p) (v~2q)= (1 +g) (pz) or pWt2—-&+2q=x-y. which is the required differential equation. Example 3. Eliminate the arbitrary functions and hence obtain the partial differential equations z = f (x cos a+ y sin @- at) + $(x cos a+ ysin a+ at). Solution. Here z= f(xcosa@ + ysin a — at) + ¢(xcosa + ysin a +ar) oz ; = = f(xcosa + ysin a -at).cosa + '(xcosa + ysina + at).cosa av 22 ow — : SF = "(cosa + ysina at) cos’ a+ $"(xcosa + ysina +at)cos? a ...(1) ox o 2 7 2 Similarly, ai (xcosa + ysina —at)sin?a + $"(xcosa + ysina + at)sin? a -.-(2) oy? S'(xcosa + ysin a —at).(—a) + ¢'(xcosa + ysina +at).a S"(xcosa + ysin a = at). (a 2 4 $"(xcosa + ysina +at).a? or 1 0'2 _ (cosa t ysina ~at)+$"(xcosa + ysina +at) QB) a or Adding (1) and (2), we get 2 ; ; : = f"(xeosa + ysin a —at) +6" (xcosa + ysin a +at) [Using (3)] Ox ay? a Ot which is the required differential equation. Example 4. Form the partial differential equation by eliminating arbitrary function from z= f\ ( yw } Zz Solution, Here z= /) -() Differentiating (1) partially w.r-t. x, we have ( oz -.(2) Differentiating (1) partially w.r.t. y, we have 4 3 wy) | ztoY a &-7(2)x| QB) az az Dividing (2) by (3) and writing p for & and g for S we have ox ox or or PXxZ—xypq or pax = or px — qy= 0, which is the required differential equation. Example 5. Eliminate the arbitrary function to form a partial differential equation for the equation z =e" f(ax + by). Solution. Here z=e*" f(ax+by) (1) Differentiating (1) partially w.r.t. x and y, we have 4 e* a f(ax+by)+e*” f'(ax+by)a +2) e* (by f(axtby)ee*™ f(axtby)b 8) ay Multiplying (2) by 6 and (3) by a and subtracting, we have a Fg rab eo S(ax+ by) 8% YW gay pray 4 by or ab en f (ax + by) Then from (1), 2ab2=6" a a which is the required differential equation.

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