PDEs: Learning outcomes

Upon completion of this lecture, you should be able to

♣ Understand what is a PDE

♣ Identify a PDE, boundary conditions and initial conditions

♣ Classify PDEs as elliptic, hyperbolic, and parabolic

♣ Solve simple first order linear PDE

♣ Solve second order PDE by direct integration

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What is a Partial Differential Equation

♣ A partial differential equation (PDE) is an equation that involves one or more

partial derivatives of an unknown function of two or more independent
variables. A PDE for the unknown function u(x, y) is an equation of the form

F (x, y , u, ux , uy , uxx , uxy , uyy ) = 0,

where the function F is given. This equation is of second order.

♣ The order of a PDE is that of the highest-order derivative that appears in

the equation. In the case of a function of several variables u(x1 , . . . , xn ), the
most general second-order partial differential equation can be written

F (x1 , . . . , xn , ux1 , . . . , uxn , ux1 x1 , ux1 x2 , . . . , uxn xn ) = 0,

where the dots imply the other partial derivatives that may occur.

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Some of PDEs

♣ For example, if a function of two variables is denoted by u(x, y) or u(t, x),

then one may consider the following as examples of partial differential
equations:

1 Transport equation ux + uy = 0 uxx + uyy = f (x, y )

2 Transport equation ux + yuy = 0 7 Wave equation uxx = ν 2 utt
3 Show wave equation ux + uuy = 0 8 Wave with interaction
4 Heat conduction equation utt − uxx + u 3 = 0
ut = κuxx 9 Dispersive wave equation
5 Laplace equation uxx + uyy = 0 ut + uux + uxxx = 0
6 Poisson equation 10 Vibrating bar utt + uxxxx = 0

♣ Each of these equations has two independent variables, written either as x

and y or as x and t. Examples 1 to 3 have order one;

♣ Examples 4 to 8 have order two; 9 has order three; and 10 has order four.

♣ Examples 2 and 9 are distinguished from the others in that they are not
”linear”. We shall now explain this concept.

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Linearity

A PDE is said to be linear if:

♣ A PDE is linear if it is of the first degree in the dependent variable and its
partial derivatives.

♣ Most easily described in the context of a differential operator L applied to a

function u.
Example 0.1.
Lu = ∂u/∂u,and Lu = u∂ 2 u/∂x 2 . The operator is said to be linear if for any two
functions u, v and any constant c,

L(u + v ) = L(u) + L(v ), L(cu) = cLu

A PDE is said to be linear if it can be written in the form

Lu = g

In case g = 0, it is said to be homogeneous, otherwise, it is a

nonhomogeneous PDE.

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Examples

Examples 0.2.
For each of the following equations, state the order and whether it is nonlinear,
linear inhomogeneous, or linear homogeneous; provide reasons.
1 ut − uxx + 1 = 0
2 ut − uxx + xu = 0
3 ut − uxxt + uux = 0
4 utt − uxx + x 2 = 0
5 ux (1 + ux2 )−1/2 + uy (1 + uy2 )−1/2 = 0
√
6 ut + uxxxx + 1 + u = 0

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Solutions
♣ ut − uxx + 1 = 0

♣ Order: The highest derivative is uxx , which is a second-order derivative.

Therefore, the equation is second-order.

♣ Linearity: The equation is linear in u because the terms involving u are

either linear or constants (i.e., ut and uxx ). However, the presence of the
constant term +1 makes the equation inhomogeneous.

♣ Classification: This is a second-order linear inhomogeneous PDE. in

summary:

♣ ut − uxx + xu = 0: Second-order linear homogeneous

♣ ut − uxxt + uux = 0: Third-order nonlinear

♣ utt − uxx + x 2 = 0: Second-order linear inhomogeneous

♣ ux (1 + ux2 )−1/2 + uy (1 + uy2 )−1/2 = 0: First-order nonlinear

√
♣ ut + uxxxx + 1 + u = 0: Fourth-order nonlinear
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Superposition principle for homogeneous equations

♣ If u1 and u2 are solutions of the same linear homogeneous PDE in some

region R, and c1 and c2 are constants, then

u = c1 u1 + c2 u2 ,

is also a solution of that PDE in the region R.

Example
Given the Homogeneous second order D.E
u ′′ − u and 2 solutions u1 = ex , u2 = e−x
a) show that two are solutions
b) pick a linear combination and show that it is a solution

♣ This happens if a PDE involves derivatives with respect to one variable only
(or can be transformed to such a form), so that the other variable(s) can be
treated as parameter(s).

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Initial and boundary conditions
♣ It is impossible to formulate a general existence theorem that applies to all
linear partial differential equations. Instead, it is more natural to specify a
solution through a set of boundary conditions or initial conditions related to
the equation.
example
The solution of the heat eq ut = κuxx in the region 0 < x < L, 0 < t < ∞ may be
specified uniquely in terms of the initial c. at t = 0 and the b.c at x = 0 and x = L.
On the other hand, the solution of the wave equation utt − a2 uxx = 0 in the region
0 < x < L, 0 < t < ∞ is uniquely obtained in terms of the b.c at t = 0, x = L and
two initial c., pertaining to the solution u(x, 0) and its time derivative ut (x, 0).

♣ Because PDEs typically have so many solutions, we single out one solution
by imposing auxiliary conditions(initial and boundary conditions).

♣ We attempt to formulate the conditions so as to specify a unique solution.

♣ These conditions are motivated by the physics and they come in two
varieties, initial conditions and boundary conditions.

♣ An initial condition specifies the physical state at a particular time t0 .

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Initial and boundary conditions . . .
♣ The initial conditions specify some property of the function to be solved for
at a particular time.
Example
u(x, t0 ) = f (x)
The number of initial conditions = highest order of time derivative in PDE.
∂u
|t=t0 = g(x)
∂t

♣ In general if PDE goes up to the nth time derivative, initial conditions up to

the (n − 1)th time derivetive are necessary.

♣ Boundary conditionsSpecify solutions properties at particular spatial

positions, typically on the edges of the spatial domail where the PDE
applied.
there are three types of B.C
(D) Dirichlet Condition:
Function u to be solved for is specified at the boundary
Eg: u(x = 0, t) = h1 (t) if u = u(x, t) but if u(x, y, t) then
u(x = 0, y, t) = z(y, t)
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Initial and boundary conditions . . .
♣ (N) Neuman Condition:
∂u
Spatial derivative of u eg. ( ) is specified at the boundary:
∂x
∂u
eg: |t=t0 = h2 (t) if u = u(x, t)
∂t
♣ (R) Robin Condition:A linear combination of the derivative of a function
and the function itself is specified at the boundary.
∂u
eg: |t=t0 + ku|x=0 = g(x) if u = u(x, t)
∂t
♣ In general, number of boundary conditions needed = sum of orders of
highest partial derivative in each spatial variable.
∂u ∂ 2u
eg: =
∂t ∂x 2
to solve integrate twice in x =⇒ 2 arbitrary constants =⇒ 2 boundary
conditions
∂u ∂ 2u ∂ 2u
= + =⇒ 4 boundary conditions
∂t ∂x 2 ∂y 2
∂u ∂ 6u ∂ 8u
= + =⇒ 14 boundary conditions (6 for x and 8 for y)
∂t ∂x 6 ∂y 8

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Solving PDE as ODE

♣ A solution of a PDE is a function u(x1 , x2 , . . .) that satisfies the equation

identically, at least in some region of the x1 , x2 , . . . variables.

♣ The general solution is the solution which contains a number of arbitrary

independent functions equal to the order of the equation.

♣ A particular solution is a solution which can be obtained from the general

solution by particular choice of the arbitrary functions.

♣ If u1 and u2 are solutions of the same linear nonhom. equation Lu = g, then

the function u1 − u2 is a solution of the associated hom. equation Lu = 0

♣ The general solution of the linear PDE Lu = g can be written in the form
u = U + v where U is a particular solution of the equation LU = g and v is
the general solution of the related hom. equation Lv = 0.

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Solving PDEs as ODEs . . .

♣ Solving PDEs as ODEs happen if a PDE involves derivatives with respect to

one variable only so that the other variable(s) can be treated as
parameter(s).
Example. Solve uxx + 2uyy = 0
Solution.

♣ To solve the partial differential equation (PDE) uxx + 2uyy = 0 by treating it

as an ordinary differential equation (ODE), we will follow the method of
separation of variables.

♣ The idea is to assume that the solution u(x, y) can be written as a product
of functions, each depending on a single variable.

♣ Step 1: Assume a solution of the form u(x, y) = X (x)Y (y)

♣ Let’s assume the solution can be written as:

u(x, y ) = X (x)Y (y)

where X (x) is a function of x and Y (y) is a function of y.

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Solving PDEs as ODEs . . .
♣ Step 2: Substitute the assumed solution into the PDE Substituting
u(x, y) = X (x)Y (y) into the PDE uxx + 2uyy = 0 gives:
∂ 2u ∂ 2u
+ 2 =0
∂x 2 ∂y 2

♣ Calculating the partial derivatives:

∂ 2u
2
= X ′′ (x)Y (y)
∂x
∂ 2u
2
= X (x)Y ′′ (y)
∂y

♣ Substituting these into the PDE:

X ′′ (x)Y (y) + 2X (x)Y ′′ (y) = 0

♣ Step 3: Separate variables We can separate the variables by dividing the

equation by X (x)Y (y) (assuming X (x)Y (y) ̸= 0):
X ′′ (x) Y ′′ (y)
+2 =0
X (x) Y (y)
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Solving PDEs as ODEs . . .
♣ This can be rearranged as:

X ′′ (x) Y ′′ (y)
= −2
X (x) Y (y)

♣ Since the left side of the equation depends only on x and the right side
depends only on y, each side must be equal to a constant. Letâs denote
this constant by −λ. Therefore, we have two ordinary differential equations
(ODEs):
X ′′ (x) Y ′′ (y)
= −λ and 2 =λ
X (x) Y (y)

♣ Step 4: Solve the ODEs

♣ Solve for X (x):

X ′′ (x) + λX (x) = 0
This is a second-order linear homogeneous ODE. The general solution
depends on the sign of λ:
- If λ = 0: X (x) = C1 x + C
√2 √
- If λ > 0: X (x) = C1 cos(
√ λx) + C√2 sin( λx)
- If λ < 0: X (x) = C1 e −λx + C2 e− −λx
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Solving PDEs as ODEs . . .

♣ Solve for Y (y):

λ
Y ′′ (y) − Y (y) = 0
2
This is also a second-order linear homogeneous ODE. The general solution
depends on the sign of λ: √λ √
y − λ2 y
- If λ = 0: Y (y)q
= D1 y+ D2 - If λ>
q 0: Y(y) = D 1 e 2 + D 2 e - If λ < 0:
−λ −λ
Y (y) = D1 cos 2
y + D2 sin 2
y

♣ Step 5: Construct the general solution The general solution to the PDE is
the product of the solutions for X (x) and Y (y).

♣ Depending on the sign of λ, we have different forms of the solution.

For example, if λ > 0:
 √ √  √λ √ 
y − λ2 y
u(x, y) = C1 cos( λx) + C2 sin( λx) D1 e 2 + D2 e

♣ This process shows how we can treat the PDE as a system of ODEs and
solve them separately to find the general solution.

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Formation and Solution of standard types of 1st order
equation

♣ Suppose there are two independent variables x and y and the dependent
variable is denoted by u. If we write
∂u ∂u
p= ,q =
∂x ∂y
then the 1st order PDE is written as:
f (x, y, u, p, q) = 0
examples
If for example, we take u to be the dependent variable and x,y and t to be
independent variables, then the following equations:
∂u 2
+ ∂u


∂x ∂t
= 0 is a first-order in two variables,
x ∂x + y ∂u
∂u
∂y
+ ∂u
∂t
= 0is a first-order in three variables.

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Origins of first order PDE

♣ Suppose that we consider the equation of set of all spheres whose centers
lie along the z axis:

x 2 + y 2 + (z − c)2 = a2

♣ If we differentiate this equation with respect to x and with respect to y

respectively, then we get:

x + p(z − c) = 0, y + q(z − c) = 0

♣ By eliminating of arbitrary constant c from two equations of then we obtain

the PDE as:

yp − xq = 0
this is called first order PDE

♣ We have several methods of solving first order PDEs including :

characteristic Method, Lagrange’s method, separable of variables . . .

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Solving first order PDEs by Characteristic method
♣ The characteristic method is a powerful technique for solving first-order
Partial Differential Equations (PDEs).

♣ It involves reducing the PDE to a system of Ordinary Differential Equations

(ODEs) along curves called characteristics, where the PDE becomes an
ODE.

♣ Here’s how it works:General Procedure for the Characteristic Method:

1 Given PDE: Consider a first-order PDE of the form:
∂u ∂u
a(x, y, u) + b(x, y, u) = c(x, y , u)
∂x ∂y

where u(x, y) is the unknown function, and a, b, and c are given functions.
2 Characteristic Equations: The PDE can be transformed into a system of
ODEs known as the characteristic equations:

dx dy du
= a(x, y, u), = b(x, y, u), = c(x, y, u)
dt dt dt
where t is the parameter along the characteristic curve.
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Solving first order PDEs by Characteristic method . . .

3. Solve the ODEs: Solve the system of ODEs to find the characteristic curves
x(t), y (t), and the solution u(t).

3. Express the Solution: Once the characteristics are found, the solution
u(x, y) is determined by eliminating the parameter t and expressing u as a
function of x and y.

Example 0.3.
Solve the following equations by characteristic method
1 2ux + 3uy = 0
2
2 ux + 2xy uy = 0
2
3 ux + uy − 3u = y where u(x, 0) = x
∂u
4 2
∂x
+ 3 ∂u
∂y
+ 8u = 0 where u = f (x, y)

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Solving first order PDEs by Characteristic method . . .
4. 2 ∂u
∂x
+ 3 ∂u
∂y
+ 8u = 0
♣ Step 1: Characteristic Equations
Given the PDE:
2ux + 3uy + 8u = 0
The characteristic equations are:
dx dy du
= =
2 3 −8u
♣ Step 2: Solve the Characteristic Equations
i) Solve dx
2
= dy
3
:
3dx = 2dy
Integrating both sides:
3x − 2y = C4
du
ii) Solve −8u
to find u(x, y):
du
= −8dt ⇒ log u = −8t + C5
u
♣ Step 3: Express the Solution
The solution is:
u(x, y) = g(3x − 2y)e−8t
where g is an arbitrary function determined by initial or boundary conditions.
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Solving First-Order PDEs by the Separation of Variables
Method
♣ The Separation of Variables method is a powerful technique for solving
Partial Differential Equations (PDEs), especially when the PDE can be
expressed as a product of functions, each depending on only one of the
variables. Here’s a step-by-step guide to solving first-order PDEs using this
method.

♣ Step-by-Step Procedure
1 Identify the Form of the PDE: Consider a first-order PDE of the form:
ux + uy = 0
or more generally:
a(x, y)ux + b(x, y)uy = 0
2 Assume a Separable Solution: Assume that the solution can be written as a
product of functions, each depending on a single variable:
u(x, y ) = X (x)Y (y)
where X (x) is a function of x alone and Y (y) is a function of y alone.
3 Substitute the Assumed Solution into the PDE: Substitute
u(x, y) = X (x)Y (y) into the PDE.
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Solving First-Order PDEs by the Separation of Variables
Method . . .

4. Separate the Variables: After substitution, rearrange the equation so that

one side depends only on x and the other only on y. This often involves
dividing both sides by X (x)Y (y).

4. Solve the Resulting ODEs: Since the two sides of the equation depend on
different variables, they must each be equal to a constant. This leads to two
ordinary differential equations (ODEs) which you can solve separately.

4. Combine the Solutions: The general solution to the PDE is then a

combination of the solutions to the ODEs, often involving arbitrary constants
or functions.

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Solving First-Order PDEs by the Separation of Variables
Method . . .

Examples

1 Solve the PDE:

ux + uy = 0
2 Solve the PDE:
∂u ∂ 2u
=k 2
∂t ∂x
with boundary conditions u(0, t) = u(L, t) = 0 and initial condition
u(x, 0) = f (x).
3 Solve the PDE:
∂ 2u 2
2∂ u
= c
∂t 2 ∂x 2
with boundary conditions u(0, t) = u(L, t) = 0 and initial conditions
u(x, 0) = f (x), ∂u
∂t
(x, 0) = g(x).

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Solving First-Order PDEs by the Separation of Variables
Method . . .

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Solving First-Order PDEs by the Separation of Variables
Method . . .

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Solving First-Order PDEs by the Separation of Variables
Method . . .

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Solving PDEs by characteristic equation . . .
♣ Step 2: Solve the characteristic equations
1 First characteristic equation:
dx dy
=
2 3
Integrate this to find a relationship between x and y :
Z Z
3dx = 2dy ⇒ 3dx = 2dy

3x = 2y + C1 ⇒ 3x − 2y = C1
This gives us the first characteristic curve: 3x − 2y = C1 , where C1 is a
constant.
2 Second characteristic equation:
dx du
=
2 0
Since du
0 implies that u is constant along the characteristic curves, we have
u = C2 , where C2 is another constant.

♣ Step 3: General solution The general solution is expressed as a function of

the constants C1 and C2 :
u(x, y) = f (3x − 2y)
where f is an arbitrary function.
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Solving PDEs by characteristic equation . . .
♣ Solve ux + 2xy 2 uy = 0 by the characteristic method
♣ Step 1: Set up the characteristic equations The characteristic equations are:
dx dy du
= 2
=
1 2xy 0
♣ Step 2: Solve the characteristic equations
1 First characteristic equation:
dx dy
=
1 2xy 2
Rearrange and integrate:
Z Z
dy dy 1 dy
dx = ⇒ x dx = ⇒ x dx =
2xy 2 2y 2 2 y2
x2 1 1
=− + C1 ⇒ x2 + = 2C1
2 2y y
This can be simplified to:
1
x2 + = C1
y
2 Second characteristic equation:
dx du
=
1 0
Again, since du
0 implies that u is constant along the characteristic curves, we
have u = C2 . 28 / 40
Solving PDEs by characteristic equation . . .

♣ Step 3: General solution is expressed as a function of the constants C1 and

C2 :  
2 1
u(x, y) = f x +
y
where f is an arbitrary function.

♣ For the equation 2ux + 3uy = 0, the solution is u(x, y) = f (3x − 2y).
 
♣ For the equation ux + 2xy 2 uy = 0, the solution is u(x, y) = f x 2 + y1 .

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Examples

Examples 0.4.

1 Solve the following PDE using characteristic method ux + uy − 3u = y where

u(x, 0) = x 2
2 Solve the following first order PDE using characteristic method
2 ∂u
∂x
+ 3 ∂u
∂y
+ 8u = 0 where u = f (x, y)
3 Solve the following first order PDE using characteristic method
ux + 2uy + (2x − y)u = 2x 2 − 3xy − y 2

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Solving PDEs as ODEs . . .

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Solving PDEs as ODEs . . .

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Solving PDEs as ODEs . . .

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Solving PDEs as ODEs . . .

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Solving PDEs as ODEs . . .

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Solving PDEs as ODEs . . .

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Lagrange’s method for solution of first order linear PDEs
An equation of the form Pp + Qq = R is said to be Lagrange’s type of PDEs
♣ Transform the given PDE of the first order in standard form

Pp + Qq = R (1)

♣ write down the Lagrange’s auxiliary equation for (1)

dx dy dz
= = (2)
P Q R
Example 0.5.
Solve the following PDEs using Lagrange’s method
1) 5ux + 2uy = 0, u(0, y) = sin y
and
2) ux + 2xuy = 2xu, u(x, 0) = x 2

steps for Lagrange’s method

1 Identify a, b and c from the problem knowing the form of the PDE
2 Parameterize and determine the characteristic equations
3 Solve the system of ODEs produced by the characteristic equation by selecting 2 of
3 available equations.
4 Obtain the solution u in term of two independent variables (x, y)
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Method of separation of variables for solving first order
PDE

♣ We assume the solution of the form:

u(x, y) = X (x).Y (y)

♣ Given PDE gets reduced to two ODE in X and y

these ODE are solved and solution ”u” of PDE is obtained by using values
of X and Y .
Example 0.6.
1 Solve the initial value problem ux + u = uy such that u(x, 0) = 4e−3x using the
method of separation of variables
Solve ∂u ∂u −3x
2 ∂x = 2 ∂t + u by the method of separation of variables where u(x, 0) = 6e

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Solving PDEs using Direct integration

One can also solve PDEs using direct integration

Example. Solve uxy = xy  
∂ ∂u
Solution This equation can be written as = xy
∂x ∂y
Integrating with respect to x by treating y as a constant, we get

∂u yx 2
= + f (y)
∂y 2

Integrating with respect to y by treating x as a constant, we get

x 2y 2
u(x, y) = + F (y) dy + G(x)
4
where F (y) and G(x) are arbitrary functions. This is a general solution.
If F (y) = y 2 and G(x) = cos x, the particular solution(up ) is

x 2y 2
up = + y 2 + cos x
4

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Classification of PDEs
♣ Let us consider the PDEs

a(x, y)uxx + b(x, y)uxy + c(x, y)uyy + d(x, y)ux + e(x, y)uy + f (x, y)u = g(x, y)
(3)

♣ This is a linear equation of order two in two independent variables.

1 If b2 − 4ac > 0, the PDE (3) is called hyperbolic.
2 If b2 − 4ac = 0, the PDE (3) is called parabolic.
3 If b2 − 4ac < 0, the PDE (3) is called elliptic.

Example 0.7.
What are the types of the following equations?
1 uxx − uxy + uy + uyy − 3uyx + 4u = 0

2 9uxx + 6uxy + uyy + ux = 0

3 uxx + 3uxy + uyy + 2ux − uy = 0

4 uxx + 3uxy + 8uyy + 2ux − uy = 0

5 uxx − 2uxy + uyy + 2ux − uy = 0

6 uxx + xuyy = 0

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