Lecture Note of Partial Differential Equation MAT 204 Unit 4
Lecture Note of Partial Differential Equation MAT 204 Unit 4
Yogita M. Parmar
[email protected]
i
Chapter 1
Partial Differential Equations
1. Introduction
Partial Differential Equations (PDEs) represents many of the problems in the mathematical physics. PDEs
are used in domains like fluid dynamics, electromagnetic theory, quantum mechanics, traffic flow. For
this reason they are often referred as equations of mathematical physics. They are also coming from
different domains of Physics like acoustics, optics, elasticity, hydro and aerodynamics, electromagnetism,
quantum mechanics, seismology etc. However PDEs appear in other field of science as well (like quantum
chemistry, chemical kinetics); some PDEs are coming from economics and financial mathematics, or
computer science.
Recall that the general form of the ordinary differential equation (ODE) of degree n is
G(x, f (x), f (1) (x), f (2) (x), . . . , f (n) (x)).
Solving an above equation in interval [a, b] is to find a function f such that the above equation is true for
all values of x lies in [a, b]. A partial differential equation is an relation between independent variables,
the function and the partial derivatives of that function. For example,
G(x, y, z(x, y), zx , zy , zxy , zxx , zyy , zyx ) = 0.
The above equation is a partial differential equation of order 2. Solving an equation like this would mean
finding a function (x, y) 7→ z(x, y) with the property that u and is partial derivatives intertwine to satisfy the
equation.
3.1. Formation of PDE by eliminating arbitrary constants. Let z be function of two variables x and y
and let
f (x, y, z, a, b) = 0. (1)
Differentiating (1) partially with respect to x, we get
∂ f ∂ f ∂z
+ = 0. (2)
∂x ∂z ∂x
Differentiating (1) partially with respect to y, we have,
∂f ∂f
+ ∂ y = 0. (3)
∂y ∂z
Eliminating a and b from equations (1), (2) and (3) we obtain a partial differential equation of order 1
F(x, y, z, p, q) = 0, (4)
∂z ∂z
where p = and p = .
∂x ∂y
3.1.1. Solved Examples.
3.3. Example. Form a partial differential equation from the relation z = axy + b.
Solution : Let
z = axy + b (5)
Differentiating (5) partially with respect to x, we get
∂z
= ay. (6)
∂x
Differentiating (5) partially with respect to y, we have,
∂z
= ax. (7)
∂y
To eliminate a and b from equations (5), (6) and (7) we multiply equation (6) by x and (7) by y we get
∂z
x = ayx.
∂x
Differentiating (5) partially with respect to y, we have,
∂z
y = axy.
∂y
∂z ∂z
Thus, x − y = 0 or xp − yq = 0, which is required partial differential equation.
∂x ∂y
√
3.4. Example. Form the partial differential equation from the relation z = xy + y x2 − a2 + b.
Solution: The given relation is √
z = xy + y x2 − a2 + b. (8)
Therefore, we have
∂z xy
p= = y+ √ .
∂x x2 − a2
∂z √
q= = x + x2 − a2 .
∂y
4 Chapter 1
( ) √
x y( x2 − a2 + x) yq
Therefore, p = y 1 + √ = √ = . So, pq − xp = yq or xp + yq = pq is a
x2 − a2 x2 − a2 q−x
required partial differential equation.
3.5. Example. Form a partial differential equation from the equation of any sphere of radius r with center
in XOY -plane.
Solution. Any point in XOY -plane is of the form C(a, b, 0). Here the equation of the sphere having
C(a, b, 0) center and r radius is
(x − a)2 + (y − b)2 + z2 = r2
Differentiating partially the above relation with respect to x we get
(x − a) + pz = 0. (9)
Differentiating partially the above relation with respect to x we get
(y − b) + qz = 0. (10)
From equation (9) and (10) we have x − a = −pz and y − b = −qz. Thus, p2 z + q2 z + z2 = r2 or (p2 + q2 +
1) = r2 is the required partial differential equation.
x2 y2 z2
3.6. Example. Eliminate the arbitrary constants from the relation + + = 1.
a2 b2 c2
Solution. The given relation is
x2 y2 z2
+ + = 1. (11)
a2 b2 c2
Differentiating (11) with respect to x and y we get
2x 2zp
+ 2 =0 (12)
a2 c
and
2y 2zq
+ 2 =0 (13)
b2 c
Again differentiating (12) with respect to x we get
( ) ( )
1 1 ∂ 2z
+ (z + p2 ),
a2 c2 ∂ x2
∂ 2z
x xz 2 p2 x
multiplying above equation by x we get 2 + ∂2x + 2 = 0. Now, from equation (12) we have
a c c
∂ 2z
−zp xz ∂ x2 p2 x
+ 2 + 2
c2 c c
∂ 2z
or −zp + xz 2 + p2 x = 0 which is a required partial differential equation.
∂x
3.7. Exercise. Eliminate the arbitrary constants from each of the following relations.
(1) z = (x − a)2 + (y − b)2 .
(2) z = (x + a)(y + b).
(3) ax + a2 y2 +
√b − z = 0.
(4) z = xy + y x2 + a2 + b.
(5) z = ax + by + ab.
Formation of Partial Differential Equations 5
ux = y, uy = x, uz = −1
and
vx = 2xF ′ (x2 + y2 ), vy = 2yF ′ (x2 + y2 ), vz = 0.
6 Chapter 1
Solution. Let u(x, y, z) = x2 + y2 − z and v(x, y, z) = f (xy). Then the given relation takes the form F(u, v) =
u + v = 0. Differentiating F(u, v) = 0 with respect to x and y we get
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+p + +p = 0. (25)
∂u ∂x ∂z ∂v ∂x ∂z
( ) ( )
∂F ∂u ∂u ∂F ∂v ∂v
+q + +q = 0. (26)
∂u ∂y ∂z ∂v ∂y ∂z
respectively. Also,
ux = 2x, uy = 2y, uz = −1
and
vx = f ′ (xy)y, vy = f ′ (xy)x, vz = 0.
∂F ∂F
Eliminating and from (25) and (26) we get
∂u ∂v
( )
ux + puz vx + pvz
det = 0, (27)
uy + quz vy + qvz
( )
2x − p y f ′ (xy)
=⇒ det = 0. (28)
2y − q x f ′ (xy)
which takes the form (2x − p)(x f ′ (xy)) − (y f ′ (xy))(2y − q) = 0, which simplifies to yq − px = 2(y2 − x2 ).
3.13. Exercise. Eliminate the arbitrary function (and constants) from the following relations and form a
partial differential equation. Also find the order and degree of each obtained partial differential equation.
(1) xyz(= f (x + y + z).
z y)
(2) f 3 , = 0.
x x
(3) f (xy + z2 , x + y + z) = 0.
(4) z = c1 x2 + f((y) )
2 1
(5) z = y + 2 f + log y .
x
(6) z = f (x + 2y) + ϕ (x − y).
(7) z = (x − √ y)ϕ (x + y).
(8) F(x − z, x + y).
(9) f (y + z, z − x).
(10) z = x2 + y2 + f (xy).
(11) z =( xy + f)(x + y).
x y
(12) f + = 0.
(z z )
xy yz
(13) f , = 0.
z x
dx dy dz
4.4. Rules for Solving equations = = . We want to find ways to solve system of differential
P Q R
equation of the form
dx dy dz
= = (37)
P Q R
Rule-1 Suppose that one of the variable is either absent or cancels out from any two fraction of given equation
(37). Then integral can be obtained by usual methods. The same procedure can be repeated with
another set of two fractions of given equation (37).
Rule-2 Suppose that one integral of equation (37) is known by Rule-1 and another integral can not be ob-
tained using Rule-1. Then known integral is used to find another integral.
Rule-3 Let P1 , Q1 and R1 be functions of x, y and z. Then each fraction in equation (37) will be equal to
dx dy dz P1 dx + Q1 dy + R1 dz
= = = (38)
P Q R P1 P + Q1 Q + R1 R
If P1 P + Q1 Q + R1 R = 0, then we know that numerator P1 dx + Q1 dy + R1 dz = 0 which can be inte-
grated to give u1 (x, y, z) = c1 . This method can be repeated to get another integral u2 (x, y, z) = c2 .
Here P1 , Q1 and R1 are called multipliers. As a special case this can be constant also. In some
cases, only one integral is possible with the help of multipliers. In such cases second integral can be
obtained by using Rule-1, Rule-2 or Rule-3 whichever is applied.
Rule-4 Suppose that in equation (38) P1 dx + Q1 dy + R1 dz is exact differential of P1 P + Q1 Q + R1 R. Then it
can be combined with suitable fraction in equation (38) to get integral. However, in some problems,
P2 dx + Q2 dy + R2 dz
another set of multipliers P2 , Q2 nd R2 are so chosen that the fraction is such
P2 P + Q2 Q + R2 R
that its numerator is exact differential of the denominator. In this case it can be combined with
P1 dx + Q1 dy + R1 dz
to get another integral. This method can be repeated in some problems to get
P1 P + Q1 Q + R1 R
another integral. Sometimes only one integral is possible by Rule-4. Then another integral should be
find using Rule-1, Rule-2 or Rule-3.
dz 1
Now, by comparing this equation with +P(x)z = Q(x), we get P(x) = and Q(x) = 2. Thus, integrating
∫ ∫ 1
dx ∫ x
P(x)dx dx
factor is e =e x = x. Solution is given by z(I.F) = Q(x)(I.F)dx + c1 , where c1 is an arbitrary
∫
constant. The solution is zx = 2xdx + c1 =⇒ zx − x2 = c1 . The required general solution of equation
(42) we get F(x2 + y2 , zx − x2 ) = 0.
4.16. Example. (y + 2)p + (x + 2)q = z.
Solution. Given differential equation is
(y + 2)p + (x + 2)q = z (43)
The Lagrange’s auxiliary equation for (43) is
dx dy dz
= = .
y+2 x+2 z
Comparing first two ratios we get
(x + 2)dx = (y + 2)dy
x2 y2
+ 2x = + 2y + c1
2 2
x2 − y2
=⇒ = 2y − 2x
2
=⇒ x2 − y2 + 4x − 4y = c1 .
Now as per Rule 3 we take here P1 = 1, Q1 = 1 and R1 = 0. From Rule (3) we have,
dx dy dz dx + dy
= = = .
y+2 x+2 z x+y+4
Thus,
dz dx + dy
=
z x+y+4
dz d(x + y + 4)
=⇒ =
z x+y+4
=⇒ log(x + y + 4) = log z + log c2
x+y+4
=⇒ log = log c2
z
x+y+4
=⇒ = c2
z
x+y+4
Thus, the required general solution is F(x2 − y2 + 4x − 4y, ).
z
4.17. Exercise. Assignment-4
Solve the following partial differential equation.
2x − z2 y
(1) x(2x + z)p + 2y(x + z2 )q = z3 . Ans. F( , ) = 0.
xz zx
2 2 2
(2) zxp − yzq = y . Ans. F(y + z , xy) = 0.
Partial Differential Equations of first order 13