FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS 1.1. INTRODUCTION If a differential equation contains one or more partial derivatives, it is called a partial differential equation. Generally, independent variables are taken as x and y and dependent variable is taken as z. We denote the partial derivatives of first and higher orders as z z 2 z 2 z 2 z , , 2, , 2 x y x xy y throughout this book we shall use symbols p, q, r, s, t respectively for z z 2 z 2 z 2 z , , 2, , 2 x y x xy y In this unit, we shall confine ourself to the study of some of the partial differential equations. 1.2. ORDER AND DEGREE OF PARTIAL DIFFERENTIAL EQUATIONS If a partial differential equation contains nth and lower order derivatives, it is said to be of nth order. Degree of a partial differential equation is the greatest exponent of the highest order. An equation is said to be linear if the dependent variable and its partial derivatives occur in first degree and are not multiplied in the differential equation. 1.3. FORMATION OF EQUATION BY THE ELIMINATION OF ARBITRARY CONSTANTS Let f(x,y,z,a,b) =0 …(1) be a relation, where z is regarded as a function of two independent variables x andy, and a and b denote the arbitrary constants. Differentiating (1) partially w.r.t. x, we have f f z . 0 x z x i.e., f f .p 0 x z …(2) Differentiating (1) partially w.r.t. y, we have f f z . 0 x z x f f .q 0 i.e., …(3) x z Eliminating a and b from (1), (2) and (3), we obtain a partial differential equation of the form f (x, y, z, p, q) =0 …(4) which is a partial differential equation of first order. If in the above relation (1), there are more arbitrary constants than the number of independent variables, then elimination of constants will give us the partial differential equation of higher order than the first. SOLVED EXAMPLES Example 1. Form the partial differential equation by eliminating arbitrary constants a and b from z=ax+by+a Solution. The given equation is z = ax + by + a2 + b2 …(1) Differentiating(1) partially w.r.t. x, we have z a …(2) x Differentiating (1) partially w.r.t. y, we have z b …(3) x To eliminate a and b, putting their values from (2) and (3) in (1), we have 2 zx 2 z z z z y , x y x y which is the required differential equation. Example 2. Form the partial differential equation by eliminating h and k from the equation (x – h)2 + (y – k)2 + z2 = 2. Solution. The given equation is (x – h)2 + (y – k)2 + z2 = 2. …(1) Differentiating (1) partially w.r.t. x, we have z 2( x h ) 2 z 0 …(2) x Differentiating (1) partially w.r.t. y, we have z 0 y z x h z y z x k z y 2( y k ) 2 z Form (2), Form (3), …(3) Substituting the values of (x – h) and (y – k) in (1), the required differential equation is 2 z 2 2 z 2 z z z 2 2 . x y Example 3. Find a partial differential equation by eliminating a, b, c from x2 y 2 z 2 2 2 1. 2 a b c x2 Solution. The given equation is a 2 y2 b 2 z2 c 2 1 …(1) Differentiating (1) partially w.r.t. x, we have 2x a2 i.e., 2 z z . 0 2 x c [Differentiating partially w.r.t. x implies is a constant] x z z 2 0 2 a c x z c xa z 0 x 2 or 2 …(2) Differentiating (1) partially wr.t. y, we have 2 y 2 z z 2 2 z 0 c y b z 0 2 2 x y b c …(3.) In this example, the number of arbitrary constants is three more than the number of independent variables. Therefore, more equations are required to eliminate a, b, c. Differentiating (2) w.r.t. x and (3) w.r.t. y, we have 2 z 2 2 2 2 z c a z 2 a 0 x x …(4) 2 z c 2 b2 z 2 b2 0 y y 2 z …(5) a 2 z z Putting the value of c x x from (2) in (4), we get 2 2 2 a 2 z z z 2 z a z 2 a2 0 x x x x Dividing by a2 and multiplying by x, we get 2 z 2 z z xz 2 x z 0 x x x …(6) which is the required differential equation. Another form of the differential equation can also be obtained which is as follows: b 2 z z c . y y 2 Form (3), Substituting the value of c2 in (5), we get 2 2 b2 z z 2 z 2 z b z 2 b 0 y x y y Multiplying by y and dividing by b2 we get 2 z z yz 2 y z 0. y y y 2 z Example 4. Find the differential equation by eliminating the arbitrary constants and A from the equation z = Ae Solution. The given equation is 2t cos x. z = Ae Differentiating (1) partially w.r.t. x, we have z 2t Ae ( sin x) x Differentiating (1) partially w.r.t. t, we have z 2t 2 Ae cos x t Differentiating (2) partially w.r.t x, we have 2 z x 2 2t Ae . 2 cos x 2t cos x. . ....(1) …(2) …(3) …(4) From (3) and (4), we have 2z x 2 z , t which is the required differential equation. Example 5. Find the differential equation of all spheres of fixed radius having centre in xy-plane. Solution. Equation of given family of spheres having centre in xy plane i.e., at (h, k, 0) and fixed radius r is x h2 y k 2 z 2 r 2 …(1) where h, k are arbitrary constants. Differentiating (1) partially w.r.t. x, we have z 2(x h) 2 z 0 x or z (x h) z 0 x Differentiating (1) partially w.r.t. y, we have 2(y h) 2 z z 0 y …(2) (y h) z or z 0 y x h z From (2), y k z From (3), …(3) z x z y Substituting these values in (1), the required differential equation is 2 2 z z z 2 z 2 z 2 r 2 x y or z 2 z 2 z 2 1 r 2 . x y Example 6. Find the differential equations of the set of all right circular cones whose axes coincide with z axis. Solution. The family of all right circular cones whose axes coincide with z-axis, having semi-vertical angle and vertex at (0, 0) is ( x2 y 2 ) ( z c)2 tan 2 where c and are arbitrary constants. …(1) Differentiating (1) partially w.r.t. x and y, we have 2 x 2( z c) z tan 2 x z 2 y 2( z c) tan 2 and y z x x Dividing (2) by (3), we get y z y or x …(2) …(3) z z y , which is the required differential equation. y x Example 7. Find the differential equations of all planes which are at a constant distance ‘a’ from the origin. Solution. The equation of given plane is lx + my + nz = a …(1) where l, m, n are the direction cosines of the normal from the origin to the plane. Thus, 12 + m2 + n2 = 1 n 1 l 2 m2 Substituting the value of n in (1), we have lx my 1 l 2 m 2 z a Differentiating (2) partially w.r.t. x, we have 2 2 z l 1 l m 0 x Differentiating (2) partially w.r.t. y, we have m 1 l 2 m2 z 0 y …(2) …(3) …(4) Now we eliminate 1, m between (2), (3) and (4). z l 1 l m x z m 1 l 2 m2 y 2 From (3), From (4), 2 Squaring (5) and (6) and adding, we get z 2 z 2 l m (1 l m ) x y 2 2 2 2 …(5) …(6) 2 or or z z (l 2 m2 ) x y or z 2 z 2 (l 2 m2 ) x y z 2 z 2 z 2 z 2 (l 2 m 2 ) 1 x y x y 2 2 or 2 z z x y l 2 m2 2 2 z z 1 x y z 2 z 2 x y 1 l 2 m2 1 2 2 1 z z x y 1 2 z z 1 x y 2 …(7) l From (5), z x 2 z z 1 x y m From (6), z x 1 l 2 m2 [Using (7)] 2 z x z y 1 l 2 m2 2 z z 1 x y 2 Substituting these values in (2), we got x z x 2 z z 1 x y 2 y z x 2 z z 1 x y 2 or 2 1 2 z z 1 x y 2 z z z z z a 1 x y x y x y which is the required differential equation. 2 za 1.4 FORMATION OF EQUATION BY THE ELIMINATION OF ARBITRARY FUNCTIOHNS Suppose u and v are two functions of x, y, z which are connected by the relation f(u, v) = 0 …(1) Differentiating (1) w.r.t. x, we get f u u z f v v z . . 0 u x z x v x z x or f u u f v v .p .p 0 u x z v x z …(2) [When we differentiate u partially w.r.t. x we regard y as constant and treat z as dependent variable.] Now, differentiating (1) w.r.t. y (regarding x as constant), f u u z f v v z . . 0 u y z y v y z y or f u u f v v . q . q 0 u y z v y z …(3) f f Now we shall eliminate u and v from (2) and (3). From (2), f u u f v v . p .p 0 u x z v x z …(4) From (3), f u u f v v . q . q 0 u y z v y z …(5) Dividing (5) by (4) and cross multiplying, we get u u v v q y z x z u u v v p p x z y z p u v u v u v u v u v u v p q . . or y z z y x y y x z x x z or Pp + Qq = R …(6) where u v u v (u , v) P = y z z y written as ( y, z ) v u u v (u, v) Q = x z x z ( z , x) u v u v (u, v) R = x y y x ( x, y ) Equation (6) is the required differential equation of first order and first degree. Solved Examples Example1. Find a partial differential equation by eliminating the 1 2 z y 2 f log y . function f from the relation x 1 2 z y 2 f log y Solution. The given equation is x Differentiating (1) partially w.r.t. x, we got z 1 1 2 f ' log y . 2 x x x …(1) or x2 z 1 2 f ' log x x y …(2) Differentiating (1) partially w.r.t. y, we got z 1 1 2 y 2 f ' log y . y x y or z 1 y 2 y 2 2 f ' log y x y …(3) x2 Dividing (2) by (3), we have z x z 2 y 2y x z z p , q x y x 2 p ya 2 y 2 or x 2 p ya 2 y 2 , or which is the differential equation. Example 2. Form a partial differential equation by eliminating the function f from f ( x y z, x 2 y 2 z 2 ) 0 . f ( x y z, x 2 y 2 z 2 ) 0 Solution. Here or f(u, v) = 0 …(1) where u=x+y+z …(2) and v = x2 + y2 – z2 (say) …(3) Differentiating (1) partially w.r.t., x, we have f u u z f v v z . . 0 u x z x v x z x …(4) From (2) and (3), we have u v u v 1, 2 x, 1, 2 z x x z z u v 1, 2y y y Substituting these values in (4), we get f f (1 p) (2 x 2 zp) 0 u v f f (1 p) 2 ( x pz) 0 u v p z x …(5) Similarly differentiating (1) partially w.r.t. y, we have f u u z f v v z . . 0 u y z y v y z y f f (1 q) (2 y 2 zq) 0 u v f f (1 q) 2 ( y zq) 0 u v or From (5), From (6), f f (1 p) 2 ( x pz) u v f f (1 q) 2 ( y zq) u v Dividing these and cross multiplying, we get (1 + p) (y – zq) = (1 + q) (x – pz) or p(y + z) – (x + z) q = x – y, which is the required differential equation. p z y …(6) Example 3. Eliminate the arbitrary functions and hence obtain the partial differential equations z = f (x cos + y sin - at) + (x cos + y sin + at). Solution. Here z f ( x cos y sin at ) ( x cos y sin at ) z f ' ( x cos y sin at ) . cos ' ( x cos y sin at ) . cos x 2z 2 2 f ' ' ( x cos y sin at ) cos ' ' ( x cos y sin at ) cos 2 x 2 Similarly, 2z f ' ' ( x cos y sin at) sin 2 ' ' ( x cos y sin at) sin 2 y …(1) …(2) z f ' ( x cos y sin at ) . (a) ' ( x cos y sin at ) . a t 2z 2 2 f ' ' ( x cos y sin at ) . ( a ) ' ' ( x cos y sin at ) . a t 2 or 1 2z f ' ' ( x cos y sin at ) ' ' ( x cos y sin at ) 2 2 a t …(3) Adding (1) and (2), we get 2z 2z 2 f ' ' ( x cos y sin at ) ' ' ( x cos y sin at ) 2 x y i.e., 2z 2z 1 2z 2 2 2, 2 x y a t [Using (3)] which is the required differential equation. Example 4. Form the partial differential equation by eliminating xy arbitrary function from z f . Solution. Here z xy z f z …(1) Differentiating (1) partially w.r.t. x, we have z z . 1 x z xy x f ' y 2 z z z …(2) Differentiating (1) partially w.r.t. y, we have z z.1 y z xy y f ' x 2 z z z …(3) Dividing (2) by (3) and writing p for or or or or z z and q for , we have x x z xp y 2 p z q z xq x 2 z p yz xyp q xz xyq pxz – xypq = qyz – xypq pzx = qyz px – qy= 0, which is the required differential equation. Example 5. Eliminate the arbitrary function to form a partial differential equation for the equation z e ax by f (ax by ) . Solution. Here z e ax by f (ax by ) Differentiating (1) partially w.r.t. x and y, we have z e axby a f (ax by) e axby f ' (ax by)a x …(1) …(2) z e ax by (b) f (ax by) e ax by f ' (ax by)b y …(3) Multiplying (2) by b and (3) by a and subtracting, we have z z b a 2ab e ax by f (ax by) x y z z b a x y e ax by f (ax by) or 2ab z z Then from (1), 2ab z b a , which is the required differential x y equation.