Partial Differential Equation P P Savani University March 16, 2022 (P P Savani University) Partial Differential Equation March 16, 2022 1 / 55 Introduction Introduction Let z = f (x, y) be the function where x and y are the independent variables and z, the dependent variable. Consider following notations: ∂z = p, ∂x (P P Savani University) ∂z = q, ∂y ∂ 2z = r, ∂x2 ∂ 2z = s, ∂x∂y Partial Differential Equation ∂ 2z =t ∂y 2 March 16, 2022 2 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. (P P Savani University) Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. Example: Form PDE for z = ax + by + ab. (P P Savani University) Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. Example: Form PDE for z = ax + by + ab. Solution: Differentiating partially w.r.t x and y, (P P Savani University) Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. Example: Form PDE for z = ax + by + ab. Solution: Differentiating partially w.r.t x and y, ∂z = a i.e., p = a ∂x (P P Savani University) Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. Example: Form PDE for z = ax + by + ab. Solution: Differentiating partially w.r.t x and y, ∂z = a i.e., p = a ∂x ∂z =b ∂y (P P Savani University) i.e., q=b Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Formation of PDE Unlike the case of ODE which arise from the elimination of arbitrary constants; the PDE can be formed either by the elimination of arbitrary constants or by the elimination of arbitrary functions from a relation involving three or more variables. Example: Form PDE for z = ax + by + ab. Solution: Differentiating partially w.r.t x and y, ∂z = a i.e., p = a ∂x ∂z = b i.e., q = b ∂y Substituting the values in the given equation, z = px + qy + pq is the required partial differential equation of first order. J (P P Savani University) Partial Differential Equation March 16, 2022 3 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, 2(x − a) + 2zp = 0 J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, 2(x − a) + 2zp = 0 2(y − b) + 2zq = 0 J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, 2(x − a) + 2zp = 0 2(y − b) + 2zq = 0 Substituting the values in the given equation, J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, 2(x − a) + 2zp = 0 2(y − b) + 2zq = 0 Substituting the values in the given equation, z 2 p2 + z 2 q 2 + z 2 = 1 J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Eliminate the arbitrary constants a & b from (x − a)2 + (y − b)2 + z 2 = 1 and form the PDE. Solution: Differentiating partially w.r.t. x and y, 2(x − a) + 2zp = 0 2(y − b) + 2zq = 0 Substituting the values in the given equation, z 2 p2 + z 2 q 2 + z 2 = 1 z 2 (p2 + q 2 + 1) = 1 J (P P Savani University) Partial Differential Equation March 16, 2022 4 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y from the above equations (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y z q− = −2y(x + y)φ0 (x2 − y 2 ) x+y (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y z q− = −2y(x + y)φ0 (x2 − y 2 ) x+y p − z/(x + y) x Division gives =− q − z/(x + y) y (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y z q− = −2y(x + y)φ0 (x2 − y 2 ) x+y p − z/(x + y) x Division gives =− i.e., [p(x + y) − z]y + [q(x + y) − z]x = 0 q − z/(x + y) y (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y z q− = −2y(x + y)φ0 (x2 − y 2 ) x+y p − z/(x + y) x Division gives =− i.e., [p(x + y) − z]y + [q(x + y) − z]x = 0 q − z/(x + y) y (x + y)(py + qx) − z(x + y) = 0 (P P Savani University) Partial Differential Equation March 16, 2022 J 5 / 55 Formation of First and Second order equations Example: Form the partial differential equation by eliminating the arbitrary function from z = (x + y)φ(x2 − y 2 ). Solution: Differentiating z partially w.r.t x and y, ∂z p= = (x + y)φ0 (x2 − y 2 ) · 2x + φ(x2 − y 2 ) ∂x ∂z q= = (x + y)φ0 (x2 − y 2 ) · (−2y) + φ(x2 − y 2 ) ∂y z from the above equations p − = 2x(x + y)φ0 (x2 − y 2 ) x+y z q− = −2y(x + y)φ0 (x2 − y 2 ) x+y p − z/(x + y) x Division gives =− i.e., [p(x + y) − z]y + [q(x + y) − z]x = 0 q − z/(x + y) y (x + y)(py + qx) − z(x + y) = 0 (P P Savani University) Hence, py + qx = z is the required equation. Partial Differential Equation March 16, 2022 J 5 / 55 Solution of Partial Differential Equations Solution of PDE The solution of a partial differential equation is a relation between the dependent and independent variables, which satisfies the equation. The solution of a partial differential equation is not always unique. It may have more than one solution or sometimes no solution. (P P Savani University) Partial Differential Equation March 16, 2022 6 / 55 Solution of Partial Differential Equations Solution of PDE The solution of a partial differential equation is a relation between the dependent and independent variables, which satisfies the equation. The solution of a partial differential equation is not always unique. It may have more than one solution or sometimes no solution. Complete Integral: The solution f (x, y, z, a, b) = 0 of a first order partial differential equation which contains two arbitrary constants. Note: No. of arbitrary constants equal to the independent variables. (P P Savani University) Partial Differential Equation March 16, 2022 6 / 55 Solution of Partial Differential Equations Particular Integral: A solution obtained from the complete integral by assigning particular values to the arbitrary constants. (P P Savani University) Partial Differential Equation March 16, 2022 7 / 55 Solution of Partial Differential Equations Particular Integral: A solution obtained from the complete integral by assigning particular values to the arbitrary constants. General Integral: A solution, containing an arbitrary function φ, obtained by putting b = φ(a) in above equation and then finding f [x, y, z, φ(a)] = 0 (P P Savani University) Partial Differential Equation March 16, 2022 7 / 55 Solution of Partial Differential Equations Solution by Direct Integration Example: Solve ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 ∂z 1 3 2 + 3x y − sin(2x − y) = xf (y) + g(y) ∂y 4 J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 ∂z 1 3 2 + 3x y − sin(2x − y) = xf (y) + g(y) ∂y 4 Now integrating w.r.t y (keeping x fixed), J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 ∂z 1 3 2 + 3x y − sin(2x − y) = xf (y) + g(y) ∂y 4 Now integrating w.r.t y (keeping x fixed), Z Z 1 z + x3 y 3 − cos(2x − y) = x f (y)dy + g(y)dy + w(x) 4 J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 ∂z 1 3 2 + 3x y − sin(2x − y) = xf (y) + g(y) ∂y 4 Now integrating w.r.t y (keeping x fixed), Z Z 1 z + x3 y 3 − cos(2x − y) = x f (y)dy + g(y)dy + w(x) 4 Z Z Let f (y)dy = u(y) and g(y)dy = v(y) J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Solution by Direct Integration ∂ 3z + 18xy 2 + sin(2x − y) = 0 ∂ 2 x∂y Solution: Integrating twice w.r.t. x (keeping y fixed), Example: Solve ∂ 2z 1 + 9x2 y 2 − cos(2x − y) = f (y) ∂x∂y 2 ∂z 1 3 2 + 3x y − sin(2x − y) = xf (y) + g(y) ∂y 4 Now integrating w.r.t y (keeping x fixed), Z Z 1 z + x3 y 3 − cos(2x − y) = x f (y)dy + g(y)dy + w(x) 4 Z Z Let f (y)dy = u(y) and g(y)dy = v(y) Hence, z = 1 cos(2x − y) − x3 y 3 + xu(y) + v(y) + w(x) where u, v, w are arbitrary functions. 4 J (P P Savani University) Partial Differential Equation March 16, 2022 8 / 55 Solution of Partial Differential Equations Examples for Practice Solve the following PDEs: ∂ 2z x 1 = +a ∂x∂y y 2 ∂ z 2 = xy ∂y∂x ∂ 2u 3 = e−t cos x ∂x∂t (P P Savani University) Partial Differential Equation March 16, 2022 9 / 55 Linear PDEs Linear Partial Differential Equations of First Order A PDE of first order is said to be linear if the dependent variable and its derivatives are of degree one and the products of the dependent variable and its derivatives do not appear in the equation. A Linear PDE of the first order, P p + Qq = R where P , Q and R are functions of x, y, z. This equation is called quasi-linear equation as the degree of the highest-order derivative is one and the products of the highest-order partial derivatives are not present. When P, Q and R are independent of z it is known as Lagrange’s linear equation. The general solution of Lagrange’s linear equation is given by f (u, v) = 0 or u = φ(v) where f is an arbitrary function and u, v are functions of x, y and z. (P P Savani University) Partial Differential Equation March 16, 2022 10 / 55 Linear PDEs How to solve? Working Rules for Solving Lagrange’s Linear Equations 1 Write the given differential equation in the standard form P p + Qq = R. 2 Form the Lagrange’s auxiliary equation (subsidiary equation) dx dy dz = = P Q R 3 Solve the auxiliary equation to obtain its two independent solutions as u = c1 , v = c2 4 Write the general solution of the given equation as f (u, v) = 0 or u = φ(v) (P P Savani University) Partial Differential Equation March 16, 2022 11 / 55 Linear PDEs dx dy dz = = P Q R To solve above type of problems we have following methods: (1) Method of Grouping: In some problems, it is possible to solve any two of these equations Solution of the equation of the type dx dy = P Q or dy dz = Q R or dx dz = P R In such cases, solve any of the differential equation, get the solution and then substitute in the other differential equation. dz For eg., See if it is possible to take two fractions dx P = R from which y can be cancelled or is absent, leaving equations in x and z only. If so, obtain the first solution φ(x, z) = c1 , by integrating the fractions. Similarly, take any other two fractions and obtain the second solution ψ(y, z) = c2 . These two independent solutions taken together constitute the complete solution required. (P P Savani University) Partial Differential Equation March 16, 2022 12 / 55 Linear PDEs (2) Method of Multiplier: By a proper choice of the multipliers l, m, n which are not necessarily constants, we can write dx dy dz ldx + mdy + ndz = = = P Q R lP + mQ + nR such that lP + mQ + nR = 0. Then obtain the first solution φ(x, y, z) = c1 , by integrating ldx + mdy + ndz = 0. Similarly, choosing another set of multipliers λ, µ, γ and obtain the second solution ψ(x, y, z) = c2 These two independent solutions taken together constitute the complete solution required. (P P Savani University) Partial Differential Equation March 16, 2022 13 / 55 Linear PDEs 2 Example: Solve y z p + xzq = y 2 x (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve P = y 2 z, (P P Savani University) Q = x2 z, R = y2x Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve P = y 2 z, Q = x2 z, R = y2x The subsidiary equations are dx dy dz = 2 = 2 2 y z xz y x (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve P = y 2 z, Q = x2 z, R = y2x The subsidiary equations are dx dy dz = 2 = 2 2 y z xz y x Taking the first and second fractions, (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve P = y 2 z, Q = x2 z, R = y2x The subsidiary equations are dx dy dz = 2 = 2 2 y z xz y x Taking the first and second fractions, dx dy = y2z x2 z (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs 2 y z p + xzq = y 2 x Solution: Rewriting the equation as y 2 zp + x2 zq = y 2 x Example: Solve P = y 2 z, Q = x2 z, R = y2x The subsidiary equations are dx dy dz = 2 = 2 2 y z xz y x Taking the first and second fractions, dx dy = y2z x2 z x2 dx = y 2 dy (P P Savani University) Partial Differential Equation March 16, 2022 14 / 55 Linear PDEs Integrating, x3 − y 3 = a (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x xdx = zdz (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x xdx = zdz Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x xdx = zdz Integrating, x2 − z 2 = b (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x xdx = zdz Integrating, x2 − z 2 = b Hence, the general solution is (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Integrating, x3 − y 3 = a Taking the first and third fractions, dx dz = 2 2 y z y x xdx = zdz Integrating, x2 − z 2 = b Hence, the general solution is x3 − y 3 = φ(x2 − z 2 ) or f (x3 − y 3 , x2 − z 2 ) = 0 J (P P Savani University) Partial Differential Equation March 16, 2022 15 / 55 Linear PDEs Example: Solve yzp − xzq = xy (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, dx dy = yz −xz (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, dx dy = yz −xz xdx + ydy = 0 (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, dx dy = yz −xz xdx + ydy = 0 Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, dx dy = yz −xz xdx + ydy = 0 Integrating, x2 y 2 + =c 2 2 (P P Savani University) Partial Differential Equation March 16, 2022 16 / 55 Linear PDEs Example: Solve yzp − xzq = xy Solution: The subsidiary equations are dx dy dz = = yz −xz xy Taking the first and second fractions, dx dy = yz −xz xdx + ydy = 0 Integrating, x2 y 2 + =c 2 2 (P P Savani University) i.e., x 2 + y 2 = c1 Partial Differential Equation (where c1 = 2c) March 16, 2022 16 / 55 Linear PDEs Taking the second and third fractions, (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 Integrating, y2 z2 + = c0 2 2 (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 Integrating, y2 z2 + = c0 2 2 y 2 + z 2 = c2 (P P Savani University) (where c2 = 2c0 ) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 Integrating, y2 z2 + = c0 2 2 y 2 + z 2 = c2 (where c2 = 2c0 ) Hence, the general solution is (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Taking the second and third fractions, dz dy = −xz xy ydy + zdz = 0 Integrating, y2 z2 + = c0 2 2 y 2 + z 2 = c2 (where c2 = 2c0 ) Hence, the general solution is x2 + y 2 = φ(y 2 + z 2 ) or f (x2 + y 2 , y 2 + z 2 ) = 0 J (P P Savani University) Partial Differential Equation March 16, 2022 17 / 55 Linear PDEs Example: Solve (mz − ny) (P P Savani University) ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) dx dy dz = = mz − ny nx − lz ly − mx (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) dx dy dz = = mz − ny nx − lz ly − mx Taking x, y and z as multipliers, (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) dx dy dz = = mz − ny nx − lz ly − mx Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz = = = mz − ny nx − lz ly − mx 0 (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) dx dy dz = = mz − ny nx − lz ly − mx Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz = = = mz − ny nx − lz ly − mx 0 ∴ xdx + ydy + zdz = 0 (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs ∂z ∂z + (nx − lz) = ly − mx ∂x ∂y Solution: The subsidiary equations are Example: Solve (mz − ny) dx dy dz = = mz − ny nx − lz ly − mx Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz = = = mz − ny nx − lz ly − mx 0 ∴ xdx + ydy + zdz = 0 Integrating, x2 + y 2 + z 2 = a (P P Savani University) Partial Differential Equation March 16, 2022 18 / 55 Linear PDEs Taking l, m and n as multipliers, (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 ∴ ldx + mdy + ndz = 0 (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 ∴ ldx + mdy + ndz = 0 Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 ∴ ldx + mdy + ndz = 0 Integrating, lx + my + nz = b (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 ∴ ldx + mdy + ndz = 0 Integrating, lx + my + nz = b Hence, the general solution is (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Taking l, m and n as multipliers, dx dy dz ldx + mdy + ndz = = = mz − ny nx − lz ly − mx 0 ∴ ldx + mdy + ndz = 0 Integrating, lx + my + nz = b Hence, the general solution is x2 + y 2 + z 2 = φ(lx + my + nz) J (P P Savani University) Partial Differential Equation March 16, 2022 19 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, dy dz dy dz = i.e., = 2xy 2xz y z (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, dy dz dy dz = i.e., = 2xy 2xz y z Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, dy dz dy dz = i.e., = 2xy 2xz y z Integrating, log y = log z + log c1 (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, dy dz dy dz = i.e., = 2xy 2xz y z Integrating, log y = log z + log c1 y log = log c1 z (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Example: Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz Solution: The subsidiary equations are dx dy dz = = 2 2 2 x −y −z 2xy 2xz Taking x, y and z as multipliers, dx dy dz xdx + ydy + zdz xdx + ydy + zdz = = = = x2 − y 2 − z 2 2xy 2xz x3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x3 + xy 2 + xz 2 Taking the second and third fractions, dy dz dy dz = i.e., = 2xy 2xz y z Integrating, log y = log z + log c1 y y log = log c1 i.e., = c1 z z (P P Savani University) Partial Differential Equation March 16, 2022 20 / 55 Linear PDEs Taking the third and fifth fractions, (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, log z = log(x2 + y 2 + z 2 ) + log c2 (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, log z = log(x2 + y 2 + z 2 ) + log c2 z log = log c2 x2 + y 2 + z 2 (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, log z = log(x2 + y 2 + z 2 ) + log c2 z z log = log c2 ⇒ = c2 2 2 2 2 x +y +z x + y2 + z2 (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, log z = log(x2 + y 2 + z 2 ) + log c2 z z log = log c2 ⇒ = c2 2 2 2 2 x +y +z x + y2 + z2 Hence, the general solution is (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Taking the third and fifth fractions, dz xdx + ydy + zdz = 3 2xz x + xy 2 + xz 2 dz xdx + ydy + zdz = 2xz x(x2 + y 2 + z 2 ) dz 2xdx + 2ydy + 2zdz = z x2 + y 2 + z 2 Integrating, log z = log(x2 + y 2 + z 2 ) + log c2 z z log = log c2 ⇒ = c2 2 2 2 2 x +y +z x + y2 + z2 Hence, the general solution is y z f , =0 z x2 + y 2 + z 2 J (P P Savani University) Partial Differential Equation March 16, 2022 21 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y Taking 1/x, 1/y and 1/z as multipliers, (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y Taking 1/x, 1/y and 1/z as multipliers, 1 1 1 dx + dy + dz dx dy dz x y z = 2 = 2 = 2 x (y − z) y (z − x) z (x − y) 0 (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y Taking 1/x, 1/y and 1/z as multipliers, 1 1 1 dx + dy + dz dx dy dz x y z = 2 = 2 = 2 x (y − z) y (z − x) z (x − y) 0 ∴ 1 1 1 dx + dy + dz = 0 x y z (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y Taking 1/x, 1/y and 1/z as multipliers, 1 1 1 dx + dy + dz dx dy dz x y z = 2 = 2 = 2 x (y − z) y (z − x) z (x − y) 0 1 1 1 dx + dy + dz = 0 x y z Integrating, ∴ (P P Savani University) Partial Differential Equation March 16, 2022 22 / 55 Linear PDEs Example: Solve x2 (y − z)p + y 2 (z − x)q = z 2 (x − y) Solution: The subsidiary equations are dx dy dz = 2 = 2 − z) y (z − x) z (x − y) x2 (y Taking 1/x, 1/y and 1/z as multipliers, 1 1 1 dx + dy + dz dx dy dz x y z = 2 = 2 = 2 x (y − z) y (z − x) z (x − y) 0 1 1 1 dx + dy + dz = 0 x y z Integrating, log x + log y + log z = log a ∴ (P P Savani University) or Partial Differential Equation xyz = a March 16, 2022 22 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 ∴ 1 1 1 dx + 2 dy + 2 dz = 0 2 x y z (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 1 1 1 dx + 2 dy + 2 dz = 0 2 x y z Integrating, ∴ (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 1 1 1 dx + 2 dy + 2 dz = 0 2 x y z Integrating, ∴ 1 1 1 + + =b x y z (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 1 1 1 dx + 2 dy + 2 dz = 0 2 x y z Integrating, ∴ 1 1 1 + + =b x y z Hence, the general solution is (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Taking 1/x2 , 1/y 2 and 1/z 2 as multipliers, 1 1 1 dx + dy + dz dx dy dz x2 y2 z2 = 2 = 2 = x2 (y − z) y (z − x) z (x − y) 0 1 1 1 dx + 2 dy + 2 dz = 0 2 x y z Integrating, ∴ 1 1 1 + + =b x y z Hence, the general solution is xyz = f 1 1 1 + + x y z J (P P Savani University) Partial Differential Equation March 16, 2022 23 / 55 Linear PDEs Examples for Practice Solve the following PDEs: 1 2 3 4 5 pz − qz = z 2 + (x + y)2 x(y − z)p + y(z − x)q = z(x − y) y 2 zp + zxq = y 2 x xzp + yzq = xy (y 2 + z 2 )p − xyq + zx = 0 (P P Savani University) Partial Differential Equation March 16, 2022 24 / 55 Nonlinear PDEs Nonlinear Partial Differential Equations of First Order A PDE of first order is said to be nonlinear if p and q have degree more than one. The complete solution of a nonlinear equation is given by f (x, y, z, a, b) = 0 where a and b are two arbitrary constants. Four standard forms of these equations are as follows: 1 f (p, q) = 0 2 f (z, p, q) = 0 3 f (x, p) = g(y, q) 4 Clairaut Equation z = px + qy + f (p, q) (P P Savani University) Partial Differential Equation March 16, 2022 25 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ f (p, q) = p + q − 1 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ f (p, q) = p + q − 1 = 0 The complete solution is z = ax + by + c (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ f (p, q) = p + q − 1 = 0 The complete solution is z = ax + by + c where a and b satisfy the equation f (a, b) = 0 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ √ √ f (p, q) = p + q − 1 = 0 a+ b−1=0 The complete solution is z = ax + by + c where a and b satisfy the equation f (a, b) = 0 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ √ √ f (p, q) = p + q − 1 = 0 a+ b−1=0 √ √ The complete solution is z = ax + by + c b=1− a where a and b satisfy the equation f (a, b) = 0 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ √ √ f (p, q) = p + q − 1 = 0 a+ b−1=0 √ √ The complete solution is z = ax + by + c b=1− a √ where a and b satisfy the equation f (a, b) = 0 b = (1 − a)2 (P P Savani University) Partial Differential Equation March 16, 2022 26 / 55 Nonlinear PDEs Form I Form I: f (p, q) = 0 Equations containing p and q only. Let the equation be in the form of f (p, q) = 0. The complete solution is z = ax + by + c where b = φ(a), i.e., a and b satisfy the equation f (a, b) = 0. √ √ Example: Solve p + q = 1 Solution: The equation is of the form f (p, q) = 0 √ √ √ √ f (p, q) = p + q − 1 = 0 a+ b−1=0 √ √ The complete solution is z = ax + by + c b=1− a √ where a and b satisfy the equation f (a, b) = 0 b = (1 − a)2 √ Hence, the complete solution is z = ax + (1 − a)2 y + c (P P Savani University) Partial Differential Equation March 16, 2022 J 26 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x = ∂u, x ∂y = ∂v, y (P P Savani University) ∂z = ∂w z Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w Differentiating log z = w w.r.t. x, (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w Differentiating log z = w w.r.t. x, 1 ∂z ∂w ∂w ∂u ∂w 1 = = · = · z ∂x ∂x ∂u ∂x ∂u x (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w Differentiating log z = w w.r.t. x, 1 ∂z ∂w ∂w ∂u ∂w 1 = = · = · z ∂x ∂x ∂u ∂x ∂u x x ∂z ∂w = z ∂x ∂u (P P Savani University) Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w Differentiating log z = w w.r.t. x, 1 ∂z ∂w ∂w ∂u ∂w 1 = = · = · z ∂x ∂x ∂u ∂x ∂u x x ∂z ∂w = z ∂x ∂u (P P Savani University) Similarly, Differentiating log z = w w.r.t. y, Partial Differential Equation March 16, 2022 27 / 55 Nonlinear PDEs Form I Example: Solve x2 p2 + y 2 q 2 = z 2 Solution: Rewriting the equation, 2 2 x ∂z y ∂z . + . =1 z ∂x z ∂y Let ∂x ∂y ∂z = ∂u, = ∂v, = ∂w x y z log x = u, log y = v, log z = w Differentiating log z = w w.r.t. x, 1 ∂z ∂w ∂w ∂u ∂w 1 = = · = · z ∂x ∂x ∂u ∂x ∂u x x ∂z ∂w = z ∂x ∂u (P P Savani University) Similarly, Differentiating log z = w w.r.t. y, Partial Differential Equation y ∂z ∂w = z ∂y ∂v March 16, 2022 27 / 55 Nonlinear PDEs Form I Substituting the values in the equation, J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. f (P, Q) = P 2 + Q2 − 1 J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. f (P, Q) = P 2 + Q2 − 1 The complete solution is w = au + bv + c J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. f (P, Q) = P 2 + Q2 − 1 The complete solution is w = au + bv + c √ where a2 + b2 − 1 = 0 or b = 1 − a2 J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. f (P, Q) = P 2 + Q2 − 1 The complete solution is w = au + bv + c √ where a2 + b2 − 1 = 0 or b = 1 − a2 p ∴ w = au + ( 1 − a2 )v + c J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form I Substituting the values in the equation, ∂w ∂u 2 + ∂w ∂v 2 =1 P 2 + Q2 = 1 where P = ∂w ∂u and Q = ∂w ∂v The equation is of the form f (P, Q) = 0. f (P, Q) = P 2 + Q2 − 1 The complete solution is w = au + bv + c √ where a2 + b2 − 1 = 0 or b = 1 − a2 p ∴ w = au + ( 1 − a2 )v + c p log z = a log x + 1 − a2 log y + c J (P P Savani University) Partial Differential Equation March 16, 2022 28 / 55 Nonlinear PDEs Form II Form II: f (z, p, q) = 0 Equations not containing x and y. Let the equation be in the form of f (z, p, q) = 0 Assuming q = ap, the above equation reduces to f (z, p, ap) = 0 Solving for p, we derive p = φ(z) Now, dz = pdx + qdy = pdx + apdy = p(dx + ady) = φ(z)(dx + ady) Z dz = x + ay + b φ(z) which gives the complete solution, where a and b are arbitrary constants. Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 29 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 p2 = (P P Savani University) 1 + a2 ) z 2 (z 2 Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = (P P Savani University) z 2 (z 2 Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = z 2 (z 2 Now, (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = Now, z 2 (z 2 dz = pdx + qdy = pdx + apdy (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = Now, z 2 (z 2 dz = pdx + qdy = pdx + apdy = p(dx + ady) (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = Now, z 2 (z 2 dz = pdx + qdy = pdx + apdy = p(dx + ady) 1 = p (dx + ady) z (z 2 + a2 ) (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Example: Solve z 2 (p2 z 2 + q 2 ) = 1 Solution: Putting q = ap, z 2 (p2 z 2 + a2 p2 ) = 1 1 + a2 ) 1 p= √ = φ(z) z z 2 + a2 p2 = Now, z 2 (z 2 dz = pdx + qdy = pdx + apdy = p(dx + ady) 1 = p (dx + ady) z (z 2 + a2 ) √ z z 2 + a2 dz = dx + ady (P P Savani University) Partial Differential Equation March 16, 2022 30 / 55 Nonlinear PDEs Form II Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 31 / 55 Nonlinear PDEs Form II Integrating, Z 1 2z (z 2 + a2 ) /2 dz = x + ay + b 2 (P P Savani University) Partial Differential Equation March 16, 2022 31 / 55 Nonlinear PDEs Integrating, Z 1 2z (z 2 + a2 ) /2 dz = x + ay + b 2 2 1 (z + a2 )3/2 = x + ay + b 3 2 2 (P P Savani University) Form II Z [f (x)]n+1 n 0 ∵ [f (x)] f (x)dx = n+1 Partial Differential Equation March 16, 2022 31 / 55 Nonlinear PDEs Integrating, Z 1 2z (z 2 + a2 ) /2 dz = x + ay + b 2 2 1 (z + a2 )3/2 = x + ay + b 3 2 2 Form II Z [f (x)]n+1 n 0 ∵ [f (x)] f (x)dx = n+1 3 (z 2 + a2 ) /2 = 3(x + ay + b) (P P Savani University) Partial Differential Equation March 16, 2022 31 / 55 Nonlinear PDEs Integrating, Z 1 2z (z 2 + a2 ) /2 dz = x + ay + b 2 2 1 (z + a2 )3/2 = x + ay + b 3 2 2 Form II Z [f (x)]n+1 n 0 ∵ [f (x)] f (x)dx = n+1 3 (z 2 + a2 ) /2 = 3(x + ay + b) (z 2 + a2 )3 = 9(x + ay + b)2 (P P Savani University) Partial Differential Equation March 16, 2022 31 / 55 Nonlinear PDEs Integrating, Z 1 2z (z 2 + a2 ) /2 dz = x + ay + b 2 2 1 (z + a2 )3/2 = x + ay + b 3 2 2 Form II Z [f (x)]n+1 n 0 ∵ [f (x)] f (x)dx = n+1 3 (z 2 + a2 ) /2 = 3(x + ay + b) (z 2 + a2 )3 = 9(x + ay + b)2 which gives the complete solution of the given equation. (P P Savani University) Partial Differential Equation J March 16, 2022 31 / 55 Nonlinear PDEs Form III Form III: f (x, p) = F (y, q) Equations in which z is absent and the terms containing x and p can be separated from those containing y and q. Let the equation be in the form of f (x, p) = F (y, q) As a trial solution assume that f (x, p) = F (y, q) = a, say Let p = φ(x) and q = ψ(y). Now, dz = pdx + qdy = φ(x)dx + ψ(y)dy Integrating, Z z= Z φ(x)dx + ψ(y)dy + b which is the desired complete solution containing two arbitrary constants a and b. (P P Savani University) Partial Differential Equation March 16, 2022 32 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + (P P Savani University) 1 log q y Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = (P P Savani University) 1 log q y 1 log q y Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay Now, dz = pdx + qdy (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay Now, dz = pdx + qdy = (2x + a)dx + eay dy (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay Now, dz = pdx + qdy = (2x + a)dx + eay dy Integrating, (P P Savani University) Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay Now, dz = pdx + qdy = (2x + a)dx + eay dy Integrating, (P P Savani University) z = x2 + ax + eay +b a Partial Differential Equation March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve yp = 2yx + log q Solution: Dividing the equation by y, p = 2x + p − 2x = Let 1 log q y 1 log q y 1 log q = a y p − 2x = a, p = 2x + a log q = ay q = eay Now, dz = pdx + qdy = (2x + a)dx + eay dy Integrating, eay +b a az = ax2 + a2 x + eay + ab z = x2 + ax + which gives the complete solution of the given equation. (P P Savani University) Partial Differential Equation J March 16, 2022 33 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: (2) (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) (1) (2) (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z (2) (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (P P Savani University) Partial Differential Equation (2) March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, z (P P Savani University) ∂z ∂Z = = P, say ∂x ∂x Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, z (P P Savani University) ∂z ∂Z = = P, say ∂x ∂x zp = P Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, z ∂z ∂Z = = P, say ∂x ∂x zp = P Partially Differentiating Eq. (2) w.r.t. y, (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, z ∂z ∂Z = = P, say ∂x ∂x zp = P Partially Differentiating Eq. (2) w.r.t. y, z (P P Savani University) ∂z ∂Z = =Q ∂y ∂y Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Example: Solve zpy 2 = x(y 2 + z 2 q 2 ) Solution: zpy 2 = x(y 2 + z 2 q 2 ) Let, (1) z∂z = ∂Z z2 =Z 2 (2) Partially Differentiating Eq. (2) w.r.t. x, z ∂z ∂Z = = P, say ∂x ∂x zp = P Partially Differentiating Eq. (2) w.r.t. y, z ∂z ∂Z = =Q ∂y ∂y zq = Q (P P Savani University) Partial Differential Equation March 16, 2022 34 / 55 Nonlinear PDEs Form III Substituting in equation (1), (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let P = a, x (P P Savani University) Q2 + y 2 =a y2 Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let P = a, x P = ax (P P Savani University) Q2 + y 2 =a y2 √ Q=y a−1 Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let Q2 + y 2 =a y2 √ Q=y a−1 P = a, x P = ax Now, dZ = (P P Savani University) ∂Z ∂Z dx + dy ∂x ∂y Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let Q2 + y 2 =a y2 √ Q=y a−1 P = a, x P = ax Now, dZ = ∂Z ∂Z dx + dy ∂x ∂y zdz = P dx + Qdy (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let Q2 + y 2 =a y2 √ Q=y a−1 P = a, x P = ax Now, dZ = ∂Z ∂Z dx + dy ∂x ∂y zdz = P dx + Qdy √ = axdx + y a − 1dy (P P Savani University) Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let Q2 + y 2 =a y2 √ Q=y a−1 P = a, x P = ax Now, dZ = ∂Z ∂Z dx + dy ∂x ∂y zdz = P dx + Qdy √ = axdx + y a − 1dy Integrating, (P P Savani University) z2 x2 y 2 √ b =a + a−1+ 2 2 2 2 Partial Differential Equation March 16, 2022 35 / 55 Nonlinear PDEs Form III Substituting in equation (1), P y 2 = x(y 2 + Q2 ) P Q2 + y 2 = x y2 The equation is in the form f (x, P ) = g(y, Q). Let Q2 + y 2 =a y2 √ Q=y a−1 P = a, x P = ax Now, dZ = ∂Z ∂Z dx + dy ∂x ∂y zdz = P dx + Qdy √ = axdx + y a − 1dy Integrating, z2 x2 y 2 √ b =a + a−1+ 2 2 2 2 √ z 2 = ax2 + y 2 a − 1 + b which gives the complete solution of the given equation. (P P Savani University) Partial Differential Equation J March 16, 2022 35 / 55 Nonlinear PDEs Form IV Form IV: (Clairaut Equation) Let the equation be z = px + qy + f (p, q) The complete solution of this equation is z = ax + by + f (a, b) which is obtained by replacing p by a and q by b. (P P Savani University) Partial Differential Equation March 16, 2022 36 / 55 Nonlinear PDEs Form IV Form IV: (Clairaut Equation) Let the equation be z = px + qy + f (p, q) The complete solution of this equation is z = ax + by + f (a, b) which is obtained by replacing p by a and q by b. √ Example: Solve z = px + qy − 2 pq (P P Savani University) Partial Differential Equation March 16, 2022 36 / 55 Nonlinear PDEs Form IV Form IV: (Clairaut Equation) Let the equation be z = px + qy + f (p, q) The complete solution of this equation is z = ax + by + f (a, b) which is obtained by replacing p by a and q by b. √ Example: Solve z = px + qy − 2 pq Solution: The given equation is of the form z = px + qy + f (p, q) (P P Savani University) Partial Differential Equation March 16, 2022 36 / 55 Nonlinear PDEs Form IV Form IV: (Clairaut Equation) Let the equation be z = px + qy + f (p, q) The complete solution of this equation is z = ax + by + f (a, b) which is obtained by replacing p by a and q by b. √ Example: Solve z = px + qy − 2 pq Solution: The given equation is of the form z = px + qy + f (p, q) Hence, the complete solution is obtained by replacing p by a and q by b in the given equation. (P P Savani University) Partial Differential Equation March 16, 2022 36 / 55 Nonlinear PDEs Form IV Form IV: (Clairaut Equation) Let the equation be z = px + qy + f (p, q) The complete solution of this equation is z = ax + by + f (a, b) which is obtained by replacing p by a and q by b. √ Example: Solve z = px + qy − 2 pq Solution: The given equation is of the form z = px + qy + f (p, q) Hence, the complete solution is obtained by replacing p by a and q by b in the given √ equation. z = ax + by − 2 ab (P P Savani University) Partial Differential Equation March 16, 2022 J 36 / 55 Nonlinear PDEs Form IV Examples for Practice Solve the following PDEs: (Non Linear Form I) (Non Linear Form III) 1 p + q2 = 1 1 p2 + q 2 = x + y 2 p2 + q 2 = 1 2 p2 − q 2 = x − y 3 p2 + q 2 = npq 3 p2 + q 2 = z 2 (x + y) (Non Linear Form II) (Non Linear Form IV) 1 p3 + q 3 = 27z 1 2 p(1 + q) = qz 2 3 q 2 y 2 = z(z − px) 3 (P P Savani University) z = px + qy + p2 q 2 p z = px + qy + c 1 + p2 + q 2 (p − q)(z − px − qy) = 1 Partial Differential Equation March 16, 2022 37 / 55 Homogeneous Linear PDEs of Higher Order Homogeneous Linear PDEs of Higher Order with Constant Coefficients An equation of the form a0 ∂nz ∂nz ∂nz + · · · + a + a = F (x, y) 1 n ∂xn ∂xn−1 ∂y ∂y n (3) where a0 , a1 , · · · , an are constants, is known as a homogeneous linear partial differential equations of nth order with constant coefficients. It is known as homogeneous because all terms in the equation contain ∂ ∂ = D and ∂y = D0 in Eq. (3), derivatives of the same order. Replacing ∂x (a0 Dn + a1 Dn−1 D0 + · · · + an D0n )z = F (x, y) f (D, D0 )z = F (x, y) As in the case of ordinary linear differential equation with constant coefficients, the complete solution of Eq. (3) is obtained in two parts, one as a Complementary Function (CF) and the other as a Partial Integral (PI). The complementary function is the solution of the equation f (D, D0 )z = 0. (P P Savani University) Partial Differential Equation March 16, 2022 38 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Complementary Function Consider the equation ∂ 2z ∂ 2z ∂ 2z + a + a =0 1 2 ∂x2 ∂x∂y ∂y 2 (4) (a0 D2 + a1 DD0 + a2 D02 )z = 0 (5) a0 which in symbolic form is Its symbolic operator equated to zero, i.e., a0 m2 + a1 m + a2 = 0 (6) is called the auxiliary equation (AE). Let m1 , m2 be the roots of Eq. (6). Remark: The auxiliary equation is obtained by replacing D with m and D0 with 1 in the given differential equation. If F (x, y) = 0 the particular integral = 0. (P P Savani University) Partial Differential Equation March 16, 2022 39 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Case I: Real and Distinct Roots If m1 , m2 are real and distinct then Eq. (5) is equivalent to (D − m1 D0 )(D − m2 D0 )z = 0 It will be satisfied by the solution of (D − m1 D0 )z = 0 i.e., This is a Lagrange’s linear and the subsidiary equations are dx dy dz = = 1 −m1 0 dy + m1 dx = 0, dz = 0 Integrating, y + m1 x = a, (7) p − m1 q = 0 z=b The solution of Eq. (7) is z = φ(y + m1 x) Similarly, the solutions of the other factors of Eq. (7) are z = f (y + m2 x) (P P Savani University) Partial Differential Equation March 16, 2022 40 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Case II: Equal Roots Let the roots be equal m1 = m2 = m then Eq. (5) is equivalent to (D − m1 D0 )2 z = 0 i.e., (D − mD0 )(D − mD0 )z = 0 (8) Putting (D − mD0 )z = u it becomes (D − mD0 )u = 0 which gives u = φ(y + mx) (D − mD0 )z = φ(y + mx) p − mq = φ(y + mx) This is again Lagrange’s linear and the subsidiary equations are dy dz dx = = 1 −m φ(y + mx) (P P Savani University) Partial Differential Equation (9) March 16, 2022 41 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Taking the first and second fractions of Eq. (9), −mdx = dy Integrating, y + mx = a Taking the first and third fractions of Eq. (9), dx dz = 1 φ(a) dz = φ(a)dx Integrating, z = xφ(a) + b = xφ(y + mx) + b Thus, the complete solution of Eq. (8) is z − xφ(y + mx) = f (y + mx) (P P Savani University) i.e., z = f (y + mx) + xφ(y + mx) Partial Differential Equation March 16, 2022 42 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂x2 (P P Savani University) +5 ∂2z ∂x∂y +2 ∂2z ∂y 2 Complementary function =0 Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, (P P Savani University) where D = m and D0 = 1 Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, where D = m and D0 = 1 1 m = −2, − (real and distinct roots) 2 (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, where D = m and D0 = 1 1 m = −2, − (real and distinct roots) 2 x CF = f1 (y − 2x) + f2 (y − ) 2 (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, where D = m and D0 = 1 1 m = −2, − (real and distinct roots) 2 x CF = f1 (y − 2x) + f2 (y − ) 2 F (x, y) = 0 PI = 0 (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, where D = m and D0 = 1 1 m = −2, − (real and distinct roots) 2 x CF = f1 (y − 2x) + f2 (y − ) 2 F (x, y) = 0 PI = 0 Hence, the complete solution is (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 2 ∂2z ∂2z Complementary function ∂2z +5 +2 2 =0 ∂x2 ∂x∂y ∂y Solution: The equation can be written as (2D2 + 5DD0 + 2D02 )z = 0 The auxiliary equation is 2m2 + 5m + 2 = 0, where D = m and D0 = 1 1 m = −2, − (real and distinct roots) 2 x CF = f1 (y − 2x) + f2 (y − ) 2 F (x, y) = 0 PI = 0 Hence, the complete solution is x z = f1 (y − 2x) + f2 (y − ) 2 J (P P Savani University) Partial Differential Equation March 16, 2022 43 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ∂x ∂x∂y ∂y (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , 5 5 (P P Savani University) (repeated roots) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , (repeated roots) 5 5 4 4 CF = φ1 y + x + xφ2 y + x 5 5 (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , (repeated roots) 5 5 4 4 CF = φ1 y + x + xφ2 y + x = f1 (5y + 4x) + xf2 (5y + 4x) 5 5 (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , (repeated roots) 5 5 4 4 CF = φ1 y + x + xφ2 y + x = f1 (5y + 4x) + xf2 (5y + 4x) 5 5 F (x, y) = 0 ⇒ P I = 0 (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , (repeated roots) 5 5 4 4 CF = φ1 y + x + xφ2 y + x = f1 (5y + 4x) + xf2 (5y + 4x) 5 5 F (x, y) = 0 ⇒ P I = 0 Hence, the complete solution is (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Example: Solve 25r − 40s + 16t = 0 Solution: The equation can be written as ∂ 2z ∂ 2z ∂ 2z 25 2 − 40 + 16 2 = 0 ⇒ (25D2 − 40DD0 + 16D02 )z = 0 ∂x ∂x∂y ∂y The auxiliary equation is 25m2 − 40m + 16 = 0 4 4 m= , (repeated roots) 5 5 4 4 CF = φ1 y + x + xφ2 y + x = f1 (5y + 4x) + xf2 (5y + 4x) 5 5 F (x, y) = 0 ⇒ P I = 0 Hence, the complete solution is z = f1 (5y + 4x) + xf2 (5y + 4x) J (P P Savani University) Partial Differential Equation March 16, 2022 44 / 55 Homogeneous Linear PDEs of Higher Order Complementary function Examples for Practice Solve the following PDEs: ∂ 2z ∂ 2z ∂ 2z 1 − − 6 =0 ∂x2 ∂x∂y ∂y 2 2 4r + 12s + 9t = 0 3 r − 4s + 4t = 0 (P P Savani University) Partial Differential Equation March 16, 2022 45 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Particular Integral Let the partial differential equation be f (D, D0 )z = F (x, y) 1 Particular Integral P.I. = F (x, y) f (D, D0 ) (P P Savani University) Partial Differential Equation March 16, 2022 46 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Particular Integral Let the partial differential equation be f (D, D0 )z = F (x, y) 1 Particular Integral P.I. = F (x, y) f (D, D0 ) 1 1 When F (x, y) = eax+by , P.I. = eax+by [ Put D = a and D0 = b ] f (D, D0 ) (P P Savani University) Partial Differential Equation March 16, 2022 46 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Particular Integral Let the partial differential equation be f (D, D0 )z = F (x, y) 1 Particular Integral P.I. = F (x, y) f (D, D0 ) 1 1 When F (x, y) = eax+by , P.I. = eax+by [ Put D = a and D0 = b ] f (D, D0 ) 2 When F (x, y) = sin(ax + by) or cos(ax + by), 1 P.I. = sin(ax + by) or cos(ax + by) f (D2 , DD0 , D02 ) [Put D2 = −a2 , DD0 = −ab, D02 = −b2 ] (P P Savani University) Partial Differential Equation March 16, 2022 46 / 55 Homogeneous Linear PDEs of Higher Order 3 Particular Integral 1 xm y n = [f (D, D0 )]−1 xm y n f (D, D0 ) using binomial expansion according to the following rules: When F (x, y) = xm y n , P.I. = Expand [f (D, D0 )]−1 i ii If m > n, expand in power of If n > m, expand in power of (P P Savani University) D0 D D D0 Partial Differential Equation March 16, 2022 47 / 55 Homogeneous Linear PDEs of Higher Order 3 1 xm y n = [f (D, D0 )]−1 xm y n f (D, D0 ) using binomial expansion according to the following rules: When F (x, y) = xm y n , P.I. = Expand [f (D, D0 )]−1 i ii 4 Particular Integral If m > n, expand in power of If n > m, expand in power of D0 D D D0 When F (x, y) is any function of x and y P.I. = (P P Savani University) Partial Differential Equation 1 F (x, y) f (D, D0 ) March 16, 2022 47 / 55 Homogeneous Linear PDEs of Higher Order 3 1 xm y n = [f (D, D0 )]−1 xm y n f (D, D0 ) using binomial expansion according to the following rules: When F (x, y) = xm y n , P.I. = Expand [f (D, D0 )]−1 i ii 4 Particular Integral If m > n, expand in power of If n > m, expand in power of D0 D D D0 When F (x, y) is any function of x and y P.I. = 1 F (x, y) f (D, D0 ) 1 using f (D, D0 ) the partial fractions method. Operate each part on F (x, y) considering Z 1 F (x, y) = F (x, c − mx)dx, D − mD0 Express f (D, D0 ) in linear factors of D and separate each factor of where c is replaced by y + mx after integration. (P P Savani University) Partial Differential Equation March 16, 2022 47 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 CF = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 CF = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) 1 PI = 3 ex+2y [Replace D by a = 1 and D0 by b = 2] D − 3DD0 + 4D03 (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 CF = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) 1 PI = 3 ex+2y [Replace D by a = 1 and D0 by b = 2] D − 3DD0 + 4D03 ex+2y ex+2y = = 3 1 − 3(1)(2) + 4(2) 27 (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 CF = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) 1 PI = 3 ex+2y [Replace D by a = 1 and D0 by b = 2] D − 3DD0 + 4D03 ex+2y ex+2y = = 3 1 − 3(1)(2) + 4(2) 27 Hence, the complete solution is (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D3 − 3D2 D0 + 4D03 )z = ex+2y Solution: The auxiliary equation is m3 − 3m2 + 4 = 0 (m + 1)(m − 2)2 = 0 m = −1, 2, 2 CF = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) 1 PI = 3 ex+2y [Replace D by a = 1 and D0 by b = 2] D − 3DD0 + 4D03 ex+2y ex+2y = = 3 1 − 3(1)(2) + 4(2) 27 Hence, the complete solution is ex+2y z = f1 (y − x) + f2 (y + 2x) + xf3 (y + 2x) + 27 J (P P Savani University) Partial Differential Equation March 16, 2022 48 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 CF = f1 (y + 2x) + xf2 (y + 2x) (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 CF = f1 (y + 2x) + xf2 (y + 2x) 1 PI = 2 cos(x − 2y) D − 4DD0 + 4D02 [Replace D2 by − a2 = −1, DD0 by − ab = 2 and D02 by − b2 = −4] (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 CF = f1 (y + 2x) + xf2 (y + 2x) 1 PI = 2 cos(x − 2y) D − 4DD0 + 4D02 [Replace D2 by − a2 = −1, DD0 by − ab = 2 and D02 by − b2 = −4] PI = 1 cos(x − 2y) cos(x − 2y) = − (−1) − 4(2) + 4(−4) 25 (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 CF = f1 (y + 2x) + xf2 (y + 2x) 1 PI = 2 cos(x − 2y) D − 4DD0 + 4D02 [Replace D2 by − a2 = −1, DD0 by − ab = 2 and D02 by − b2 = −4] 1 cos(x − 2y) cos(x − 2y) = − (−1) − 4(2) + 4(−4) 25 Hence, the complete solution is PI = (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 4DD0 + 4D02 )z = cos(x − 2y) Solution: The auxiliary equation is m2 − 4m + 4 = 0 m = 2, 2 CF = f1 (y + 2x) + xf2 (y + 2x) 1 PI = 2 cos(x − 2y) D − 4DD0 + 4D02 [Replace D2 by − a2 = −1, DD0 by − ab = 2 and D02 by − b2 = −4] 1 cos(x − 2y) cos(x − 2y) = − (−1) − 4(2) + 4(−4) 25 Hence, the complete solution is cos(x − 2y) z = f1 (y + 2x) + xf2 (y + 2x) − 25 PI = J (P P Savani University) Partial Differential Equation March 16, 2022 49 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 CF = f1 (y) + f2 (y + 2x) (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 CF = f1 (y) + f2 (y + 2x) PI1 = (P P Savani University) x3 y D2 − 2DD0 Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 CF = f1 (y) + f2 (y + 2x) x3 y D2 − 2DD0 1 x3 y = 2 2D0 D 1− D PI1 = (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 CF = f1 (y) + f2 (y + 2x) x3 y D2 − 2DD0 1 x3 y = 2 2D0 D 1− D −1 1 2D0 = 2 1− (x3 y) D D PI1 = (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Example: Solve (D2 − 2DD0 )z = x3 y + e5x Solution: The auxiliary equation is m2 − 2m = 0 m = 0, 2 CF = f1 (y) + f2 (y + 2x) x3 y D2 − 2DD0 1 x3 y = 2 2D0 D 1− D −1 1 2D0 = 2 1− (x3 y) D D 1 2D0 4D02 8D03 = 2 1+ + + + · · · (x3 y) D D D2 D3 PI1 = (P P Savani University) Partial Differential Equation March 16, 2022 50 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 5x e Now, PI2 = 2 [Replace D by a = 5 and D0 by b = 0] D − 2DD0 (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 5x e Now, PI2 = 2 [Replace D by a = 5 and D0 by b = 0] D − 2DD0 e5x = 25 (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 5x e Now, PI2 = 2 [Replace D by a = 5 and D0 by b = 0] D − 2DD0 e5x = 25 x5 y x6 e5x PI = PI1 + PI2 = + + 20 60 25 (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 5x e Now, PI2 = 2 [Replace D by a = 5 and D0 by b = 0] D − 2DD0 e5x = 25 x5 y x6 e5x PI = PI1 + PI2 = + + 20 60 25 Hence, the complete solution is (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral ∂ ∂ where D0 = &D= ∂y ∂x By simplification, 1 2 PI1 = 2 x3 y + 3 x3 D D x5 y x6 = + 20 60 5x e Now, PI2 = 2 [Replace D by a = 5 and D0 by b = 0] D − 2DD0 e5x = 25 x5 y x6 e5x PI = PI1 + PI2 = + + 20 60 25 Hence, the complete solution is x5 y x6 e5x z = f1 (y) + f2 (y + 2x) + + + 20 60 25 J (P P Savani University) Partial Differential Equation March 16, 2022 51 / 55 Homogeneous Linear PDEs of Higher Order Example: Solve 4 ∂2z ∂x2 (P P Savani University) −4 ∂2z ∂x∂y + ∂2z ∂y 2 Particular Integral = 16 log(x + 2y) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is 4m2 − 4m + 1 = 0 (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is 4m2 − 4m + 1 = 0 1 1 m= , 2 2 (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is 4m2 − 4m + 1 = 0 1 1 m= , 2 2 CF = f1 (P P Savani University) 1 1 y + x + xf2 y + x 2 2 Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is 4m2 − 4m + 1 = 0 1 1 m= , 2 2 1 1 CF = f1 y + x + xf2 y + x 2 2 1 PI = 16 log(x + 2y) (2D − D0 )2 (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order ∂2z ∂2z Particular Integral ∂2z −4 + = 16 log(x + 2y) ∂x2 ∂x∂y ∂y 2 Solution: The equation can be written as 4D2 − 4DD0 + D02 = 16 log(x + 2y) Example: Solve 4 The auxiliary equation is 4m2 − 4m + 1 = 0 1 1 m= , 2 2 1 1 CF = f1 y + x + xf2 y + x 2 2 1 PI = 16 log(x + 2y) (2D − D0 )2 " # 1 1 log(x + 2y) =4 D − 21 D0 D − 12 D0 (P P Savani University) Partial Differential Equation March 16, 2022 52 / 55 Homogeneous Linear PDEs of Higher Order PI = 4 1 D − 12 D0 (P P Savani University) Z Particular Integral n x o log x + 2 c − dx 2 Partial Differential Equation h ∵ y = c − mx = c − xi 2 March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 (P P Savani University) Partial Differential Equation h ∵ y = c − mx = c − xi 2 March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 1 [x log(x + 2y)] =4 D − 12 D0 (P P Savani University) Partial Differential Equation h ∵ y = c − mx = c − h c = y + mx = y + xi 2 xi 2 March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 1 [x log(x + 2y)] =4 D − 12 D0 Z n h x io =4 x log x + 2 c − dx 2 (P P Savani University) Partial Differential Equation h ∵ y = c − mx = c − h c = y + mx = y + xi 2 xi 2 March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 1 [x log(x + 2y)] =4 D − 12 D0 Z n h x io =4 x log x + 2 c − dx 2 Z = 4 log 2c xdx h ∵ y = c − mx = c − h c = y + mx = y + xi 2 xi 2 = 2x2 log(x + 2y) (P P Savani University) Partial Differential Equation March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 1 [x log(x + 2y)] =4 D − 12 D0 Z n h x io =4 x log x + 2 c − dx 2 Z = 4 log 2c xdx h ∵ y = c − mx = c − h c = y + mx = y + xi 2 xi 2 = 2x2 log(x + 2y) Hence, the complete solution is (P P Savani University) Partial Differential Equation March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Z n x o 1 log x + 2 c − PI = 4 dx 2 D − 12 D0 Z 1 log(2c) 1dx =4 D − 12 D0 1 [x log(x + 2y)] =4 D − 12 D0 Z n h x io =4 x log x + 2 c − dx 2 Z = 4 log 2c xdx h ∵ y = c − mx = c − h c = y + mx = y + xi 2 xi 2 = 2x2 log(x + 2y) Hence, the complete solution is 1 1 z = f1 y + x + xf2 y + x + 2x2 log(x + 2y) 2 2 J (P P Savani University) Partial Differential Equation March 16, 2022 53 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral Examples for Practice Solve the following PDEs: 1 (D2 + 10DD0 + 25D02 )z = e3x+2y 2 (D2 − 2DD0 + D02 )z = ex+2y + x3 3 (D2 − 2DD0 )z = sin x cos 2y 4 (D2 − 2DD0 + D02 )z = tan(y + x) (P P Savani University) Partial Differential Equation March 16, 2022 54 / 55 Homogeneous Linear PDEs of Higher Order Particular Integral τ ~αnk Ψφu !! (P P Savani University) Partial Differential Equation March 16, 2022 55 / 55