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pastern
E.ononY
Edition
o
|JJ
z
E
IJ
Introduction
to
|JJ
PARTIAT
DIFFERENTIA
EquATr0Ns
CONTENTS
u
Preface
t-46
0 . 1 Introduction
I
Surfacesand Normals 2
w,6.3 Curves and their Tangents 4
Formation of Partial Differential Equation 6
wg4
Solution of Partial Differential Equationsof First Order ,10
-09 Integral SurfacesPassingthrough a Given Curve ,{Z
\9.7 The Cauchy Problem for First Order Equations 20
'0.9 SurfacesOrthogonalto a Given Systemof Surfaces 21
First Order Non-linear Equations 22
0.9.1 Cauchy Method of Characteristics 2.1
\y.1,0 CompatibleSystemsof First Order Equations 30
Charpit's Method 34
0.ll.l SpecialTlpes of First Order Equations 38
,,91
y.{
,,xrr
Exercises 43
1. Fundamental Concepts
47:78
1.1 Introduction 47
''./2
Classificationof SecondOrder PDE 47
Canonical Forms 48
-14
1.3.1 CanonicalForm for Hyperbolic Equation 49
1.3.2 CanonicalForm for Parabolic Equation 51
1.3.3 CanonicalForm for Elliptic Equation 53
Adjoint
I .4
Operators 62
I .5 Riemann's Method 64
Exerckes 77
79-146
vt
CoNTENTS
147_lgg
lgg_232
Ii
I
I
I
CoNTENTS
5. Green'sFunction
t.,
5.2
5.3
5.4
5.5
5.6
233-2
l n r r o d u c r i o nz J J
Green'sFunctionfor LaplaceEquation 239
The Methods of Images 245
The EigenfuncrionMethod 2jZ
Green's Function for the Wave Equation_Helmholtz Theorcm 254
Green'sFunctionfor the Diffusion Equation 259
Exercises 263
6. Laplace Transform
Methods
Z6S-J1
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
6.ll
6.12
6.13
Introducrion 265
Transformof Some ElementaryFunctions 26g
Propeniesof LaplaceTransform 270
Transform of a Periodic Function 228
Transformof Error Function 280
Transform of Bessel'sFunction 28J
Transform of Dirac Delta Function 2g5
InverseTransform 285
Convolution Theorem (Faltung Theorem) 292
Transform of Unit Step Function 296
Complex Inversion Formula (Mellin-Fourier Integral) 299
Solution of Ordinary Differential Equations 302
Solutionof PartialDifferenrialEquations 302
6.13.1 Solurionof Diffusion Equarion 308
6.13.2 Solutionof Wave Equarion j13
6.14 Miscellaneous
Examples 321
Exercises 329
7.3
7.4
7.5
7.6
7.7
7.8
7.9
7.10
Introduction 333
Foti,er Integral Representations -tj.t
7.2.1 Fourier Integral Theorem 335
7.2.2 Sine and Cosine Integral Representationsjjg
Fourier TransformPairs -139
Transform of ElementaryFunctions 340
Propertiesof Fourier Trasnform -i4j
Convolution Theorem (Faltung Theorem) -i56
Parseval'sRelation -t58
Transform of Dirac Delta Function 3i9
Multiple Fourier Transforms .li9
Finite FourierTransforms 360
7.10.1Finite Sine Transform i61
7.10.2Finire CosineTransform 362
333-3g
CONTENTS
388-423
425
427-430
PREFACE
CHAPTER O
PARTIAL DIFFERENTIAL
EQUATIONSOF FIRST ORDER
:.1 INTRODUCTION
::rial differentialequations
offirst orderoccurin manypracticalsituatrons
suchas Brownianmotion
r:3 theofy of stochasticprocesses,
radioactivedisintigration,noise in communi.utron,yrt.,rr,
:rDulation growth and in many problemsdealing wiih telephonetraffic,
traffic flow along a
-.ghwayand gas
dynamicsand so on. In fact, their study is essentialto understand
the nat-u
:: solutionsand forms a guide to find the solutionsof hijher order partial
differentiarequation
A first orderpartialdifferentiarequation(usuallydenotedby pDE) in
two independent
variabre
,:..r,and one unknownz, also called dependentviriable,
is an equationof the iorm
o(r r,,,(.*)=o
dx
dy)
( 0 .t )
I n r r o d u c i ntgh e n o l a t i o n
OZ
P=^,
ox
d7
s=-
dy
(0.2
(03)
).
(0 . 4 )
is a quasi-linear
PDE of first order,if tr,ederivativesdz/dx and dzr0y tr-tatappear
in the function
-Eare Iihear'while the coefficientsp,
e andR dependon the indepe;dentvariabresx, I,and arso
on the dependentvariablez. Similarly,an equationof the form
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
),
s,
Ptx,ytl + Qtx.y\f = R(x.y. z)
ox
dy
(0.s)
is calledalmost linear PDE of first order,if the coefficientsp and o are functionsof the independentvariablesonly. An equationof the fonn
;?
s"
a l x .y t d + b l x .y \ f i + c t x . l t t := d \ r . i
(0 . 6 )
is cafleda finearPDE of first order,if the functionF is linear in 0zl0x, dzldy andz, while the
coefficientsa, b, c and d dependonly on the independent
variablesx and y. An equationwhich
doesnot fit into any of the abovecategoriesis called non-linear.For example,
0z
dz
\t, x 1 +Y. =nz
ox
oy
is a linear PDE of first order.
dz
dz
)
ltt) x 1 +Y a =zox
oy
is an almost linear PDE of first order.
s, 2,
( i i i )P { z ) = + - = 0
ox
oy
is a quasi-linear
PDE of first order.
,a,Z
/.\z
(iv)
l+
I .l ?l =t
\dx )
\dy )
AND NORMALS
0,2 SURFACES
LetO be a domainin three-dimensional
IRr andsuppose
space
F(x,y,z) is a functionin the
class C'(O), then the vector valued function grad F can be wrrrten as
(ap aF aF\
. ^
g r a of = l . . - " . . - l
\ox oy
dz )
(0.7)
( 0 . 8)
(0e)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER
rlich representsa surfacein f), passingthrough the point (r0,J0,zo). Here, Eq. (0.9) represent
. oe-paraneter family of surface in o. The value of grad F is a vector, normal to the level
rrfrce- Now, one may ask, if it is possibleto solve Eq. (0.8) for z in terms of ;r and y. To-answer
G qnestion, let us consider a set of relations of the fomr
(0.10
llere for every pair of valuesof a and v, we will have three numbers;r, Jr and z, which represetts
r point in space.However, it may be noted that, every point in spaceneed not correspondto a
peir u and v. But, if the Jacobian
u!{'r"*,
o \u, v)
( 0 .l 1 )
len, the first two equationsof (0.10) can be solved and z and y. can be exDressedas functions
ofr and y like
u = f,(x. y),
v = p(x, y).
Thus, r and v are obtainedoncex and y are known, and the third relation of Eq. (0.10) givesthe
ralue of z in the form
z = fift(x, y),p(x,y)l
(0.12
This is, of course,a functional relation betweenthe coordinatesx, y andz as in Eq. (0.g). Hence,
ry point (x, y, z) obtained from Eq. (0.10) always lie on a fixed surface.Equations (0.10) are
also called paranetric equationsof a surface.It may be noted that the parametricequation of a
srface need not be unique, which can be seen in the following example:
The parametric equations
-r=rsrndcosd, y=rsinAsind,
z=rcos0
and
rro,
,
=
,
=
r
Q
Q
1
)
"
r
n
r
.
" = , ( 1 -+o0' ")' )o " e ,
(r+0")
t+0'
both representthe same surfacex2 + y2 + z2 = 12 which is a sphere,where r is a constant.
If the equation of the surface is of the form
z = f(x, y)
(0.13
F..=f(x,y)-z=0.
(0.14)
Then
=-f
dx .dz dx
dF
dF dz
0y
0z 0y
-+--={l
INTRODUCTION
TO PARTIALD]FFERENTIAL
EOUATIONS
or
o"
dx
= n
we obtain
Similarly,
dl.
,-=q
)E
and
'
:1
=_l
dv
d_
Hence,the directioncosinesof the normalto the surfaceat a point(x, y, z) are givenas
(0.15)
Now, returningto the level surfacegiven by Eq. (0.g), it is easy to write the equationof the
tangent plane to the surface ,.t" at a point (rp, y6, z6) as
.lar
J
l a r r 1 6 . y n . -l- o r l = 0 .
( x - x 0 )l a
l F( x 0 . l o . zIo )
{0.tbr
,
_
l
+
(
l
r
o
)
l
l
r
x
s
.
y
6
.
z
6
)
l
+
r
r
r
s
tlf
"l
Lax
)
,-,
0.3
Ld:
A c u r v e i n t h r e e - d i m e n s i o nsapl a c eI R I c a n b e d e s c r i b e di n t e r m s o f p a r a m e t r i ce o u a t i o n s
Supposei denotesthe positionvectorof a point on a curvec, then the vectorequationol C mav
b e w r i h e na s
v=Fltl
t^r
lcI
( 0 .l 7 )
where 1is some interval on the real axis. In componentform, Eq. (0.17) can be written as
x=I(1).
y=f2G), z=fr(t\
( 0 .r 8 )
W'ryT)*,0'o'0,
( 0 .l e )
This non-vanishing
vecroris tangenrro the curve C at the poinr (x, y, z) or at
[J;O, f20, f](t))
of the curve C.
Anotherway of describinga curve in three-dimensional
spaceIRI is by using rhe fact that
t h e i n t e r s e c l i oonf t w o s u r f a c e sg i v e sr i s e l o a c u r v e .
Let
and
\(x, y, z) = C1
|
F2@,y, z) = Crl|
(0.20)
\
are two surfaces.
Their intersecrion.
ir nor empty.is alwaysa curve, providedgrad F, and grad
F: are not collinearat any poinr of ct in IRj. In other words,the intersectionof surfices siven
b 1 E q . ( 0 . 2 0 )i s a c u r v e i f
PARTIALDIFFERENTIAL
EOUATIONS
OF FIRSTORDER
(0.2
F ( xy. ,z ) = o l
rJ
(0.2
G(x,y, z) = 0l
l::en, the equationof the tangentplaneto,Sl at a point p(xs, ys,z()) is
)F
)F
)F
( x - x o ) i + ( y- y o t ; + ( z - 2 6 ;
=0
(0.2
dG
aG
.
.aG
( . x- x 0 ) = - + ( / - y n ) ^ - + \ z - z = - = l ) .
oxdy-dz
(0.2
iere, the partial derivatives dFllx, dGldx,etc. are evaluatedat p(xx,yx,zs). The intersectionr
:Fse two tangent planes is the tangent line I at P to the curve C, which is the int3rsection(
::e surfacess' and .92.The equationof the tangentline z to the curue c at (xo, yo,
is obtaine
"i
::r'm Eqs. (0.23) and (0.24) as
(x-,ro)
AF-AG aF E
(y- yo\
(z-zol
_
-aF
-AF-AI
aG-
(0.2
(y- yi
\z-zo)
e@a=a(F,q=Ztr.gl
(0.2
0 (y, ,)
0 (2,x)
0 (r, y)
'l}rerefore,
the directioncosinesof I are proportionalto
l a 1 r , c 7a @ , G )d ( F , q 1
Lao,d'aea' a@,r\l
(0.2
- y = s i nr ,
z=t,
11in lR'.
\a'a'i
)={-"n
7t
nnnoDUcTIoN To PARTTAL
DIFFERENTIAI.
EQUATIoNS
at thepoint(1/Jt4,2tJ14,-3tJ:,4).
Solation
G(xY
, ,z )= s a Y a 2 = g
RecallingEq. (0.25),the equationof rhe tangentplaneat (l(i4,
x -rilta
2lJA, 4lJw
can be wrirten
v-zlJu
,"h-,1+")
,(#)-,(#)
-;---l"\--7----\-
z+3/Jl4
,[t)-,fz)
-\J'4,
-l.Ji?l
x-rtJ14 y-2/.64
0.4
z+3ktl4
Supposeu andy are any two given functionsof x, y and z. Let F be an arbitraryfunctionof z
andv of the form
F(u,v)=6
(0.28)
(0.2e)
and
a"Lar*Eq
I d,Lay+Es
)=u
(0.30)
\-.rv. eliminatin 0Fldu and 0Fl0v fton Eqs. (0.29) and (0.30), we obtain
-du
+ - Ddu
dx dz'
-dv
+ - D0v
dx dz'
-0u
+ - o 0u
-dv
+ - o dv
d),
dy
dz
d2
;1ich simpliltesto
d(u,r)
0 1 u , v ) 0 \ u ,v )
Pa o A " q a e $ = a l r , y )
( 0 . 3I )
(0.32)
PP+Qq=R,
'* hele
'^
d\u.v\
00.2)'
'
O(u,v)
ae,.\)'
"
O\u,v\
d\x,y)
( 0 . 1)3
:quation (0.32) is called Lagrange'sPDE of first order.The following examplesillustrate the idea
:.: formation of PDE.
EXAMPLE 0.3 Form the PDE by eliminating the arbitrary function from
(t) z = f (x + it) + g(r - tr), where t=J-1
(1i) f(x+y+2, *2 +y2 +t21=0.
. Solution
(i) Given z = f Qc+it) + g(x -it)
Differentiating Eq. (1) twice partially with respectto r and ,, we get
(1)
s"
:=
f ' l x + i t )+ g ' ( x i t l
ox
-)
".;=
f"(x+it)+ s"tr-it).
dx-iere, /' indicates derivative of /with
:.spect to (x-il). Also, we have
(2)
),
: = if ' (x + it) - iC' - it)
lx
dt
-)
o^- = -1"
t* * ,,\ - g" rx - it).
1
(r)
clt-
eq = R, (Lagrangeequation)
(l)
where
lau Arl
=la, avl=lt 2vl
, =a^(u'')
d\y.z) ldu
avl I
IE
EI
Id"
0rl
tox
dxl
z,l=zf"-,1
,=#3=1fr
1";,,,-,,
frl=li
l?!
"- a*r)=l+
p=!(r.r\ _ld*
I dy
a'l
dxt lt
2rl
zrl=2{t-')
+l=l'
dy I
Hence,the requiredPDE is
2(z- y)p +2(x - z)q =2(y - x)
or
(z-y)p+(x-z)q=y-x.
EXAMPLE 0.4 Eliminatethe arbitraryfunctionfrom the following andhence,obtainthe corresponding
partial differeniial equation:
1i1 z=xy+ f(x2 +y2)
(ii) z = f(xylz).
Solution
( r ) U r v e nz = x y + J \ x - + y ' )
(l)
(2)
(3)
Eininating /'
(4)
(1)
),
:: = !f,(xylz) = p
oxz
(2)
2.
(3)
=: I,kytz\=s
+
oy z
Etuinating /' from Eqs. (2) and (3), we find
xp-vq=o
J
w=(]v
lich
(4)
E/IMPLE
Solution
Given z = ax+ by + ab
(l)
(2)
dz
q
av='=
(3)
9$stituting p and q for a and b in Eq. (l), we get the requifed PDE as
z= px+qy+pq
EGMPLE 0,6 Find the partial differential equationof the family of planes,the sum of whose
! r'. ? interceptsis equal to unity.
Solution
Let
+1, +1=l
aDc
Thus, we have
-x+y-z+- - = l
a b l-a-b
(l)
7
IO
NTRODUCTIONTO PARTIALDIFFERENTIAL
EQUATIONS
P
l-a-b
I'
b
Q
-n
t-a-b-"
=n
(2)
1
b
(3)
l-r_b=-;
and
"'
q
t_"4=-
!=!
(4)
qa
alt+L-pl=1.
\s)
Therefore,
a=q/(p+q_ pq)
(5)
(6)
Substitutingthe valuesof a and 6 from Eqs. (5) and (6) respectivelyto Eq. (r), we have
p+ q_ pq
q
x+p+q_
p
pq
, * P + Q_pq
_
P Qz = l
or
|
!+l-'=
q p pq p+q- pq
That is,
Px+qY-2=---!!-,
p+q-pq
0)
(0.34)
It
),
),
P\x.y. z)- + Q(x,y, z)"+ = R\x.y. zl
( 0 . 36 )
Pp+Qq=R,
(0.37)
ox
dy
'r.nply
Fig.0.1 Integral
surlace
z=f(x,y).
--=:efore,
a,=(a,*(ay
dx
:-:r
dy
(0.38)
E q s .( 0 . 3 7 )a n d ( 0 . 3 8 ) ,w e f i n d
lP, Q, Rl =ldx, dy, dz\1
(0.3e)
12
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
dz
p(x, y, z)
e@, y, ")
R(x,y, z)
(0.40)
(0.4r)
a=;G;;
o
- l ll t a z D x \ ( R \
t=l
I
dy)\dz/dy) \dz)
L
lax
t0.42)
Both the equationsmust hold on the integralsurface.For the existenceof finite solutionsof
Eq. (0.42), we must have
D
ax
/11
| D
ayl ldx
RI IR
ol
; t=0
ayl
dzl ldz
(0.43
)
on expandingthe determinants,
we have
dx
P (x, y, z)
dy
dz
Q@,y, z)
R(x, y, z)
(0.44)
u ( x ,y , z ) = ( ,
and v(x,y,z)=C,
(0.45)
be two indeperident
integralsof the ordinarydifferentialequations(0.44).If Eqs.(0.45) satisfy
(0.44).
we
Eq.
then.
have
du
du
du
;ox
dx+=-dy+;-dz=du=0
dy
dz
and
dv,
0v
dv
ax+-dy+-&=dv=U.
.
ox
dy
dz
t3
dx
dv
du dv du dv
=__=___j......-
0u dv dufr
du 0v'
a, ay- ay dr
rfiich can be rewritten as
dx
dy
dz
= ---t---= --i-:---:o\u,v) d\u,v't d\u,vl
0(y,z) d(z,x) 0(r,y)
---;-------i
(0.46)
:iow, we may recall from Section0.4 that the relation F(u, $ = A, where F is an arbitrary function,
bds to the partial differentiA',equation
d(u.v\
A(u$ _ a@.v)
d(x, y)
(0.47
=dy _dz
PQR
T b e s o l u t i o n o f t h e S ee q u a t i o n sa r e k n o w n t o b e u ( x , y , z ) - _ C 1a n dv ( x , y , z ) = C 2 . H e n c e
f(2. v) = g is the required solution of Eq. (0.37), if u andv are given by Eq. (0.a5),
We shall illustrate this method through following examples:
EX4MPLE 0.7 Find the general integal of the following linear partial differential equations:
( i ) y 2p - x y q = y ( 2 - 2 y 1
(ii) (y+zx)p-(x+yz)q=7s2 - 12.
Solulion
(i) The integral surface of the given PDE is generatedby the integral curves ofthe auxiliary
eouatlon
dx
y'
dy
-ry
dz
x(z -2y)
(1)
:==
xdx=-ydy,
-.2
L+C
2
or
x'+ v'=C,
(2)
l4
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
The
lasttwo members
of Eq. (l) give
dY= tu^
-y z-zy
or zdy-2ydy=_ydz
That is,
2ydy=ydz+zdy,
which on integrationyields
y2 = yz +C2
or
y2 - yz =C2
(J)
dx_dy
y+zx
-(x+
dz
*2 -y,
lz)
(t)
To get the first integral curve, let us consider the first combination as
xdx+ydy
dz
That is,
xdx+ydy=2fu.
On integration,we get
,'2 ,2
_t2+ "
=L
2 V-t
or
x'+Y'-z'=Ct
(2)
7;;;7__y=7_t
or
ydx+xdy+dz=0,
w h i c h o n i n t e g r a t i orne s u l t si n
xY+z=C2
Thus, the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurface
as
F ( x 2+ y 2 - z 2 , x y + z ) = g .
(3)
PARTIAL DIFFERENTIALEeuATioNS
oF FrRsroRDER
EGIMPLE
l5
,'T
a
dz
iox
ozl
I
rl-^
1l
oyl
-l I
there z=z(x,y).
Solution
x tl -^pa- yz;l-Ila
- y, l1- a - y - ^
oyJ
L
L
|d,ozf
l +z ld = - - l t - l = t )
dxJ L dy
dx)
2.
'-
(yy-Pz\1i+@z-ygi!= Bx-ay
dx
(t)
dy
dy
(az-yx)
(2)
(fx-ay)
Ihrefore,
xdx+ydy+zdz=0,
rhich on integrationyields
,2+y2+"2=c,
(3)
(4)
t6
Solution
(i) The integral surfaceof the given PDE is generatedby the integral curvesof the auxiliary
equation
dx
z
dy
_z
dz
(l)
z 2+ ( x + y ) 2
x+Y=Cl
Now, consideringEq. (2) and the first and last membersof Eq. (l), we obtain
zdz
z'+ci
or
2z dz
z'+C;
which on integrationyields
l n l z "+ ( x + y ) " ) - 2 x = C ,
(3)
*
=0,
,z -tn y2 -",
dz
(l)
,2 -*y
(2)
-vl
(3)
l7
fi=c,
rus, the integral curves given by Eqs. (3) and (4) generatethe integral surface
/\
"'
(y-''
,-x)
3,6
(0.48)
(0.4e
y=y(t),
z=z(t),
(0.5
0)
u{x(t),y(t),r0)} = cr
I
I
vIx(t), y(t), z(t) = C2)
(0.5
r)
:.us,we have two relations,from which we can eliminatethe parameter/ to obtain a relation
:: rhetype
F(C.,C)=0
(0 52)
- y t x z- : 1
dz
(r' - yt),
(l)
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUAIIONS
18
Q)
Suppose,we use the multipliersx, y and z. Then find that each fraction in Eq. (l) is equalto
xdx+ydy+zdz=0,
which on integrationyields
*2 +y2 +"2 =C,
(3)
y=-t,
z=l
'f
(4)
zt2+t = Cz)
theparameter
t' we find
Eliminating
1_zcr=c2
or
2Cy+C2-l=0
Hence, the required integral surface is
t 2 + y 2 + 1 2+ 2 r y 2 - 1 = 0 .
EXAMPLE 0.ll
x+y+z=2.
The integral surface of the given PDE is generatedby the integral curves of the
Solution
auxiliary equation
dx _dy
=dz
xyz
I
(l)
(2)
PARTIALD]FFERENTIAL
EQUATIONS
OF FIRSTORDER
t9
,v = C z
(3)
z
::3nce, the integral surface of the given pDE rs
o[:,zl=o
z)
s)
\y
-: this integral surface also contains the given circle, then we have to find a relation betwaen
: 1' and ylz.
The equationof the circle is
(s)
*2+y2 +"2 =4
x+y+z=2
(6)
z=ylCr=a1grg,
LrL2
xx(rt\
x+-+-=2.
q Crcz
Ci
CiC;)
l=a
'
o r x^1"c,-cE)-'
ll+'+
l=2
(7)
(8)
_+_+--=0
Cr CrCz c
r'C,
l:rat is,
C r C 2 r C t+ t = 0 .
\ow, repfacingCl by xly and C2 by ylz, we get ihe required integral surface as
-x-v+ _ +xt = 0 ,
yz
y
(e)
20
I N T R O D U C T I O NT O P A R T I A LD I F F E R E N T I A LE O U A T I O N S
zy
Yl,rw'tl'?-n
0.7
Consideran interval1on the real line. If xo(s),y6(s) and zs(s) are three arbitraryfunctionsof
a singlevariablese1 such that they are continuousin the intervallwith their first derivatives.
Then, the Cauchy problem for a first order PDE of the form
F(x, y, z, p, q) = Q
( 0 . 53)
z=zs(s)
and at every point of which the direction(p, q,-1) of the normal is such that
F(x, Y, z, P, q) = Q
This is only one form of the problemof Cauchy.
In order to prove the existenceof a solutionof Eq. (0.53) containingthe curve f, we have
to make further assumptionsabout the lorm of the function F and the nature of f. Basedon these
we have a whole class of existencetheoremswhich is beyond the scope of this
assumptions,
book. However,we shall quote one form of the existencetheoremwithout proof, which is due
to Kowalewski(see Senddon,1986).
T h e o r e m0 . 2 I f
(i) SCy)and all of its derivativesare continuousfor y y6l<d,
( i i ) x 6 i s a g i v e nn u m b e ra n d ; 6 = g ( y 6 ) , q 0 = C ' O o ) a n df ( x , y , z , q ) a n d a l l o f i t s p a r t i a l
derivativesare continuousin a regionS definedby
lx xp <d, y-yol<5, cl-aol<3,
then, there exists a unique function/(x,y) such that
(.i) d!,y) and all of its partial derivativesare continuousin a region IR definedby
l x - : 1 6 l <d 1 ,
!-lo
<52,
21
-oz
a = J.(l x . y , z , =dz\
-l
ox
dy)
and
(0.54)
z=d@,y)
-
(0.5s)
rhe surface which cuts each of the given system orthogonally (see Fig.
0.2).
Fig.0.2 Orthogonal
surtace
to a givensystem
ot surfaces.
l::n, its normal atlhe point (x, y, z.) will havedirection ratios(dz/dx,
dz/O.y,_l) which, of course,
':'r be perpendicurar
to the normarto the surfacescharacterized
by Eq. (0.54).As u.onr.qu.n..
'.: havea relation
r(*e!-n=o
ox
dy
(0.56)
Pp+Qq= R
(0.s7)
22
EQUAnoNs
DTFFERENnAL
ro PARIAL
rNrRoDUcrroN
#x.Hx=#
ros
I
Thus, any solution of the linear first order PDE of the type given by either Eq. (0.57) or (0'58) |
is o*hogonat to every surface of the systemdescribedby Eq. (0.5a). In other words, the surfacesI
orthogonalto the system(0.54) are the surfacesgenelatedby the integral curves of the auxiliary |
equations
#^=h=#""
EouArloNs
o.e FrBSroRDEBNoN-LINEAR
rl
I
(o5e
I
partial
the problemof findingthe solutionof first ordernon-linear
we will discuss
In rhissection,
I
(PDEs)
in."";fl::,T;:T:
equations
differentiar
(0.60t
where
,=*, ,=fr
continuoussecondorderderivativeswith respecttol
We also assumethat the functionpossesses
over a domainQ of (x,y,z, p, q)-space,and eitherFp or Fq is not zero at everyI
its arguments
that
such
Pont
.l
't*?r
r,
surtace
to theintegral
Fig.0.3 coneof normals
l
The PDE (0.60) establishesthe fact that at every point (x; y, z) of the region, there exists a I
relationbetweenthe numbersp and q such that 0@;q)=0' which definesthe directionof the I
normalfi = \p, Q,- l) to the desiredintegralsurfacez = z(x, y) of Eq. (0.60).Thus, the directionI
of the normal to the desired integral surface at certain point (x, y, :) is not defined uniquely.i
ofthe normalsexistsatislingthe relation((p,q)=0:
directions
a certainconeofadmissable
However,
(see Fig. 0.3).
23
-.herefore,the problemof finding the solutionof Eq. (0.60) reducesto finding an integral
':':.e z - z(x, y). the normalsat every point of which are directedalongone of the permissible
- -:-:ions of the cone of normalsat that point.
Ihus, the integralor the solutionof Eq. (0.60)essentiallydependson two arbitraryconstants
: fonn
(0.61)
JG,y,z,a,b)=0,
family of integralsurfaces
:r is called a completeintegral.Hence,we get a two-parameter
- .gh the same
Polnt.
- -q,1 Cauchy's Method of Characteristics
througha givencurye ro=x6(s), )0=,)'0(r),
: ntegralsurfacez=z(x,y) ofEq. (0.60)thatpasses
famlly 01'
: -:x(s) may be visualizedas consistingof points lying on a certainone-parameter
. : s r = x ( l , s ) , y = ) , ( / , s ) , z = z ( t , s ) , w h e r e si s a p a r a m e t eorf t h e f a m i l yc a l l e dc l r a r a c t e r i s t i c s .
:lere,we shalldiscussthe Cauchy'smethodfor solvingEq. (0.60),which is basedon geometrical
. ieralions. Let z=z(x,y) representsan integralsurfaceS of Eq. (0.60) in (r, y.:)-space.
. - . . , , p , q , - l \ a r e t h e d i r e c t i o nr a t i o so f t h e n o r m a lt o S . N o w , t h e d i f f e r e n t i ael q u a t i o n( 0 . 6 0 )
' . i s t h a t a t a g i v e n p o i n t P ( x x , y 6 , z 6 )o n S , t h e r e l a t i o n s h i pb e t w e e np 0 a n d
90, tllat
. rr.1
linear.Hence,all the tangentplanesto possible
:6 . po, qo), need not be necessarily
. _r,s,
:ral surfacesthroughP form a family of planesenvelopinga conical surfacecalled Monge
:- \\'ith P as its vertex. In other words, the problem of solvlng the PDE (0.60) is to find
. , : e s w h i c h t o u c h t h e M o n g e c o n e a t e a c h p o i n t a l o n g a g e n e r a t o rF. o r e x a m p l e .l e t u s
. i e r t h e n o n - l i n e aPr D E
P2
(0 . 6 2
)
-q2 =1'
(0.61)
.,rr0..1,6,:0)be the vertex and QQ,y,z) be any point on the generator.Then, the direction
. of the generatorare (x x6),(,r, ya),G-zo). Now, the directionratios of the axis of the
l en g l eo f t h e c o n e
: \ \ h i c hi s p a r a l l etlo x - a x i sa r e ( 1 , 0 , 0 ) ( s e eF i g .0 . 4 ) .L e t t h e s e m i - v e r t i c a
- l. Then.
7r
,1
( r - x u ) l + { . }- ) u ) 0 + ( z - z u i 0
- ' t , 61 2 + 1 : - 2 , , 1 2 .J2
Jt .-*6t2 +(r
1 r r e ) 2- ( - r , - l o ) 2- ( z - z i 2 - o
(0.65)
24
Thus, we see that the Monge cone of the pDE (0.62) is given by Eq. (0.65). This is a right
circular conewith semi-verticalangel 4 whoseaxis is the straightline passingthrough (..b,
_yo,zo)
and parallel to t-axis.
l(.\,,.r,,.--r)
Fig,0.4 Monge
cone.
since an integral surfaceis touchedby a Monge cone along its generator,we must have a method
to determinethe generatorof the Monge cone of the pDE (0.60) which is explained below:
It nray be noted that the equationof the tangentplane to the integral surface z = z (x,
),) at the
point (,re,1:e,;s)is given by
\,
p(x-xo)+q(y-yo)=k-z
(0.66)
Now, the given nonJinear PDE (0.60) can be recastedinto an equivalent fonn as
q = q ( x o ,y o ,z o ,p )
(0 . 67 )
indicatingthat p and ? are not independentat (xo,yo,zo).At eachpoint of the surfaces, there
exists a Monge cone which touches the surface along the generatorof the cone. The lines of
contact between the tangent planes of the integral surface and the correspondingcones, that is
the generatorsalong which the surfaceis touched,define a direction field on the surfaceS. These
directions are called the characteristicdirections,also called Monge directions on S and lie along
the generatorsof the Monge cone. The integral cunr'esof this field of directions on the intesral
surface.l define a family of curves called characteristiccurves as shown in Fig. 0.5. The Monge
cone can be obtained by eliminating p from the followins equations:
<----+---+--<---+--+--+-<----+---+--)
Fig. 0.5 Characteristic
directionson an integral.
surface.
25
(0.68)
anl
.1-
(r-x0)+()/-).,0):1=0.
ap
(0.6e)
-a.r4
, = -df; - + =dI<- -da = u .
ap
dp
dq dp
(0.70)
ap-A vyi='
r-rn
l-
'FpF
ln
(0.71)
'(l
=l
I--Xn
l-9n
'P
-q
l:: secondand third of Eqs. (0.72) define the generatorof the Monge cone. Solving them for
:-ro)(y-jlo) and (z-zo), we get
x-xn
l-Vn
z-z^
Fp
Fq
pFo + qFn
F :alfy, replacing (x- xo),Q - yi and (z - zs) by dx, dy and dz respectively,which corresponds
r infinitesimal movement from (ro,ys,z6) along the generator,Eq. (0.73) becomes
dx
dy
dz
Fp
Fq
pF, + qFo'
D:roting the ratios in Eq. (0.7a) by dt, we observethat the characteristiccurves on s can be
c,::ained by solving the ordinary differential equations
4*= Fo{x,
t, "@,y),p(x,y),q(x,y)}
(0.75)
26
TO PARTIALDIFFERENTIAL
EQUATIONS
INTRODUCTION
and
"! = F"|x,y, z(x, y'),p(x, y),q(x.y)l.
(0.76)
at
dv
= -0z
; - -dx
+ ; - -dz
= dv p dx
_ + q aI- dx at
dy aI
at
Therefore,
-d:= D t - + a f ^
dt
(0.7?
)
a=;,a.6,a
Now, using Eqs. (0.75) and (0.76),the aboveequationbecomes
dp 0o 0F
dt 0x 0p
--..-=-:-+3-_
dp dF
dy dq
Eq.(0.60);;^
differentiating
Arso,
;Tec,;:
:-+-:-P+
dx dz'
d0
dr
(0.78) I
dx dq
j"
)irr, = U
^ -:*-:dp dx dq dx
(0.79)
(0.80)
_:a=-(Fv+qF:)
( 0 . 8)1
:
Similatly, we can show that
AT
curves
Thus,givenan integralsurface,we haveshownthat thereexistsa family of characterislic
(0.81).
(0'80)
(0.76),
(0'77)'
and
to Eqs.(0.75),
alongwhichx, !, z, p and g vary according
Collectingtheseresultstogether,we may write
27
dx
dt
dy
(tt
dz
-=
dt
(0.82)
P t aD + q r o ,
==-(f,
+ pF,t and
AT
==-(F,+qF-).
dl
(0.83)
(084)
=
* a,lL
fi rr,t!,
[
l.
h
[
F.
-.. b. notedthat not every set of ltve functionscan be interpretedas a strip. A strip should
curve.Thatis' thel
. rhatthe planeswith normals(P. q. -l) be tangentialto the charactertstic
.rrisfy the strip condition (0.84) and the normals should vary continuouslyalong the curve.
is statedin the following
of the Cauchy'smethodof characteristic
.r rmportantconsequence
--.
,,
; r t y ( ' ) , ) . ( r ) . 2 ( r ) . p ( r ) . q a \ r = ; ; + i i ** A -
t
T
aoi-A,t,
becomes
usingthe resultslistedin Eq. (0.82),the righrhandsideof the aboveequation
4Fp+F,Fq+F,(pFr+qFo)-Fo(F,+pF,)-Fo(Fr+qF,)=0.
I
'... tt'" function.F(x,y, z, p, 4) is constant
of
equations
alongthe stripof the characteristic
|
-re
(0.60).
by
Eq.
defined
F
we considerthe followingexamples:
. .: illusrration.
|
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
28
yo(s)= s,
z6(s)= s,
y = y(t, s),
z = z(t, s).
P6(s)q6(s)-s=0=r'
and the strip condition gives
I = pe(0)+ q6(l)
or
(2)
Qo= l.
Therefore,
qo =1,
Po = r
(3)
(uniqueinitial striP)
A=q'
A= e'
a=
zPq'
;= e' ;=q
(4)
On integration,we get
p = cl exp (r), q = c2 exp (t), x = c2 exp (r) + ca
I
y=cl exp(t)+c4, z =2cpz exp(2t) + cs
(5)
'J
(6)
/ = s e x p ( / ) ,z = s e x p ( Z t )
(7)
r o ( s )= 0 , / o ( s ) = s , z o ( s ) = s ' .
Using this data, the given PDE becomes
p o ( s )q o ( s )- s " = 0 = F
6)
29
2s=ps(o)+qs(l)or
qs_2s=o
(2)
Therefore,
t
po = zolQo= ,212, =
2
pDE
Now, the characteristicequations of the given
are given by
Qo= 2s
and
B\
'-,
=
* r' * =,,*=roo,
* =,,# =,
(4)
On integration,we obtain
p=qexp(t), q = c2 exp(t), x =c2 exp(l)+c,
y=ctexpO+ca, z = c1c2
exp(2t)+ c5
.
Takinginto accountthe initial conditions
(5)
;texp
(r)+ tl
(6)
z = s2exp(2t)
Elirninating.r and t from the last three equationsof (6), we get
(l)
1 = p o ( 0 ) + q e ( l )o r
qo-l=0
Hence,
8 o = l ' P o= l l
Now, the characteristicequations for the given PDE are given by
=rr. * = ro'+zq2
=+l
4d r d=rr,
r d r t4
!=0.41=o
dtdtl
On integration,we get
'l
y = 2 c 2 t + c 4z, = 4 t + c s )
Takinginto accountthe initial conditions
x o = 0 ,l o = s , z o= r , p o = ! 1 , q o = 1 ,
we find
D=Xl. o =1.x=!2t.)
Y=2t+s. z=4t+s. )
,-d(f,s\,n
(0.87)
d (p, q)
SinceEqs.(0.85)and(0.86)havecommonsolution,we cansolvethemandobtainexplicitexpressions
for u and a in the form
P = OG,Y'z), q =t//(x,v, z)
( 0 . 88)
3l
(0.89)
li
<di+,yi-iqlanx
lo
dDy
il
dtdzl=s
rl
or
dGv,)+v(Q")= v, - Qy
uhich can be rewrittenas
Vt,+0V"=Qy+V@,
(0.e0)
1*yofi*;nfr=o
t.r,ffi.r,ffi=o
But,from Eq. (0.89),we have
dp =dd
32
(V,+OV/,)
I
_
foG, + QE,) s r(f, + 0"f,) .fnqo go.f,
OI
1O.ot)
=- ll a+4 *, al|.stl
6"
' * 16, r
d\z,qt
Ldty,q)
(0.e2)
atf.il *rd^tf
.g)=_11!+.ra:l.etl
d ( x .p \
d ( 2 .p )
d t t . S ))
lA(y,S)
In view of Eqs. (0.88),we can replace$ andy by p and q, respectivelyto get
a C ' s ) p d - ( 'fs )
+ ' 0 ( 2 . p ) + a _ (. fs )* o d , t f. d _ o
0(t,p)
d(y,q)',
(0.93)
d(r,q)-"
This is the desiredcompatibility condition. For illustration, let us considerthe following examples:
EXAMPLE 0./5
and ,2p+q=r"
Suppose,we have
.f=xp-yq-x=0.
(l)
g=x2p+q-xz=0.
(2)
Then,
A^
a\J,g) ltp-t)
d(x, p) l(2xp- z)
a(f,s)_l o
x l__z
o \ 2 ,p t
x. I
a.
,-l
l-x
rl-'t
-vl
'i=-o.
aU,e\ l-q-
=*=l
d\y,q) l0
ll
-vl
d(z,q) | -:r
I I
aj.il = |
-:-:------|
33
t=-xv,
ard we find
d\2, p)
d(y,q)
'
a(f,d
r"-r'p-12
d(z,q)
+ p x 2- q - q x y
=o_q_qry_r,
=xz-q,x(qy+x)
=o-q_x2p
=0
c=
x(z-x)
4r-;a9=r.,
ln order to get the solution of the given system,we have to integrate Eq. (0.89), that is
. ( 1 +' u z' &\ .+ x ( z - x '\d v
dz='
l+ry
l+ry
OT
v(z- x\ - x(z-x\
1z- dk = !...:.........-:dx * j
o,
_:
or
dz-& _ydx+xdy
z-x
l+xy
On integration,we get
ln (z-I)
= ln (l + r1,)+ ln c.
Ihat is,
z-x=c(l+xy)
(rl
EQUATIONS
TO PARTIALDIFFERENTIAL
INTRODUCTION
34
z=x+c(\+xy),
family.
which is of one-parameter
0.11 CHARPIT'S METHOD
(0.e4)
ar-.,--^\-n
J\^.)'..,yattt-v,
(0.95)
g(x'v'z,p,q)=o
and then, solve Eqs. (0.94) and (0.95) for p and q and substitutein
/7 = p(x, y, z, a)dx + q(x, y, z, a)dy.
(0.e6)
Now, the solution of Eq. (0.96) if it exists is the completeintegralof Eq. (0 94).
(0.95)whichis alreadydiscussed
of the secondequation
The maintaskis the determination
of the form
an
equation
is
to
seek
what
is
required,
Now,
in the previoussection.
g ( x ,v ' z ' p ' q ) = o
with the givenequation
compatible
f ( x , y , z 'p ' q ) = o
and sufficientconditionis
for whichthe necessary
a \ f . g \ + , d t f , g ,* d U . g \* o d ( J , t , _ 0 .
'a(z.qJ
'dtz-p\-dly,q)
(0.q7)
d(*. p)
On expansion,we have
.t44-4+).,(++-++)=,
\dY dq
dq dY )
\dz
dq o: )
dq
(0.e8)
(0.98) are
This is a linear PDE, from which we can determineg. The auxiliary equationsof
d\
dy
fp
fq
_dq
dz
dp
-U' + q1"1
(0.ee)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER
35
-Ihese
equationsare calledCharpit'sequations.
Any integralof Eq. (0.99) involvingp or q or both
:an be laken as the secondrelation(0.95).Then,the integrationof Eq. (0.96) givesthe complete
:regralas desired.It may b6 notedthat all charpits.quutibn, neednor be ur.I, bu, it is enough
:r choosethe simplestof them. This methodis illustratedthroughthe following examples:
EXAMPLE 0.16 Find the complete integral of
6? a q2yy= qz
Solution
Suppose
(r)
7=1p2+q2)y-qz=0
p'L+qj-1zr= o
:hen,we have
/*=u, Jr=p-+q"
f^ =2pv.
J,=-s
f- =2av-2.
fp
dy
fq
dz
dp
dq
I hat ls.
dx
dy
2py 2qy-t
2p2y+2qzy-qz
elp
dq
l
(
p 2* q 2 ) - q 2 l
Pq
(2)
( 3)
or
Q=q,/z
and
(1)
(av
"-\;
1 o t 2- a zy 2 1 t t z
36
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
-77
o,=Ja
ax+zay
OI
r---i-_---:'--;
. On intgration,we find
or
\x+ b)- = \z-/a) - y-
Hence,the completeintegralis
.
.-t
1.
In this example,given
f =
"2
- pqxy.
(l)
Then,we have
'fx = - P4/'
fY = -PA*'
f" =22
fo=-eW'
fq=-PxY'
Now, the Charpit'sauxiliaryequationsbre given by
dt _dy = d"
dp
aq
=
=
-(f,
-(f,
pf,
q1:n
+
+ pf")
+ q1'"1
fp fq
That is,
dx
-qxy
dy
- pxy
dz
-2pqry
dp
pqy-zpz
ds
pqx -Zqz
dqlq
px-22
dxlx
-qy
dvlv
-px
(2)
PARTIAL DIFFERENTIALEQUATIONSOF
FIRST ORDER
qy-px
dp
qy- px
dq
dy
dx
Pq
ft
integation, we find
-D X- = c(constant)
qv
p = cwlx
Fmm the given PDE, we have
,2 = pqry=rq2y2
rtich gives
q2 ="2/"y2 or q=zl^fcy=azly,
sherea = l/J7.
Hence,
P = zlax'
9rbstitutingthesevaluesof p andq in
dz= pdx+ q dy,
get
az=-dx+-d!
axy
dz
l&,
dy
ax
lnz=:lnx+alny+lnb
a'
z = brrroyo
37
EQUATIONS
TO PARTIALDIFFERENTIAL
INTRODUCTION
38
Solution
dy _
;7;- tii-
dz
dP
-2'P2
'a2P2+Y2q21(l)
--!c-
-2 yq'
-!+-1
2x'p
-Zxp'
or *x *42=o
P
On integration,we gel
ln (xp)=1Y1s or
xP=a
(2)
From the given PDE and using the result (2)' we get
(3)
y 2q 2 = 4 _ o 2
(3) in
Substitutingone set of p and q valuesfrom Eqs (2) and
dz= pdr + q dy,
we find that
dY
.
4, = o& *.J;I
xy
found to be
On integration,the completeintegralof the given PDE is
.=otnr*r[4Jhy*h.
0.11.1 Speciat Types of First Order Equations
EquationsInvolving p and q only'
That is, equationsof the tYPe
Type I
(0. I 00)
f(p, q) = 0.
L e tz = a l + b y + c = 0
by f(.p'q)=o, 16gn
i s a s o l u t i o no f t h e g i v e nP D E , d e s c r i b e d
1
t.
p=?=o.q=:.=b
.1x
uf
we get
Substitutingthesevaluesof p and q in the given PDE'
f ( a . b )= 0
(0 l0lt
S o l v i n gf o r b . w e g e t ,6 = / ( d ) . s a y T h e n '
z--ax+A@).v+c
(0 l0lr
P A R T I A L D I F F E R E N T I A LE Q U A ] I O N S O F F I R S T O R D E R
39
"lp*"G=t
Solution
-: :he form
z=ax+by+c
';:-:rg
"G+Jt'=t
or b=(r-J;)2
I!
Tlpe Il
-,ar
f ( 2 ,p , d = o
(o.lo3)
-ai a trial solution, let us assumethat z is a function of u = )c+ ay, where a is an arbitrary constant.
z = f(u) = f(x + ay)
dz
dz du
dx
du 0x
dz
dz 0u
'
(0.104)
dz
du
dz
t= sr= *
,=a ^
)-
,-\
Il".a.,+l=o
au)
\ au
r::ch is an ordinary differential equation of first ordet
Solving Eq. (0.105) for dz/du, we obtain
]=Qk,a)
i:
\sav)
(o.ros)
39
Ji * Jq=t.
Solulion
: :--: form
or
b=\l-Jtt)t
Solution Since tlie given PDE is of the form f(p,q)=O, we assumethe solution in the
- : - , z = a r + W * c , w h e r ea b = 1 o r b = 1 1 a .H e n c e ,t h e c o m p l e t ei n t e g r a li s
1
z=ax+-y+c.
a
Tlpe II
f(2, p,q)=o
(0.103)
:-. : rial solution, let us assumethat z is a function of u = x+ ay, where a is an arbitrary constant.
z=f(u)=f(x+ay)
'
0z
0x
dz 0u
du dx
(0.104)
dz
du
o=+=++=,+
oy
du dy
du
f(,.+.
du)
\ a u "!)=o
r::ch is an ordinary differential equation of first order.
Solving Eq. (0.105) for dz/du, we obtain
dz
^=QQ,a)
(sav)
dz
---:"-----a
= au.
QG,a)
(0.r 05)
EQUATIONS
INTRODUCTION
TO PARTIALDIFFEREN1IAL
40
On integration,we find
I t! '=u*"
J 9\2' a t
That is,
F(z,a)=u+s=Ylaytt.
which is the completeintegralof the given PDE.
EXAMPLE 0.21 Find the completeintegral of
P(1+q) = qz
Solution
Then,
dz
P=A'
q=a
dz
du
dz\
dz
al'*oa)=o'd".
That is,
dz
oar=*-'
dz
or a-'-=4u
On integration,we find
ln(az-l)=u+c=x+aY+c
which is the requiredcompleteintegral.
EXAMPLE 0.22 Find the completeintegal of the PDE:
P 2" 2 + q z= 1 '
Sotation Let us assumelhat z = f(u)= x+ ay is a solutionof the given PDE.Then,
dz
dz
c=a
du
du'
given
PDE,we obtain
thesevaluesofp and g in the
Substituting
e=
ldzl
la")
llCEl
=l
'-1 +a-\du)
That is,
(*\
\du )
<,,*ort=r or
dzl
du
tlr2 +o2
4l
'[7*t a"=au
ar lnte$ation, we get
r-i-----i
zlz- +a-
t f
r-------''l
a- . I z+!z- +a-
2l
t=truv'rD
(0.108)
p = 0 @ ) 'c = v 0 )
a"=* a"**ay= pdx+qdy
dx
dy
dz=O@dx+v(;)dy
integralin the form
we ge1the complete
r ::egration,
"=lO<Oa'*JyQ)dY+b
TUPLE 0,23 Find the completeintegralof the PDE:
qx2
pzy (1+ x2'1=
Solution
(say),an arbitrary
constant.
J-o*
e=;67'
q=aY
(0.10e)
42
we get
'
u=
{ot
Jl;7ar+aYry
On inlegation, we obtain
'=Ji[*t
*1y'*b
Then,
P =J'+i,
q=Jy+a.
dy,
Form
Type Mlairaut's
A first orderPDE is said to be of clairaut'sform if it can be written as
z= px+W+f @,q)
Charpit'sequationsare
The corresponding
&dv
dz
fr y+.fq px+qy+pfr+q1fo
"+
dp
p-p
dq
(0.lll)
q-q
gives us
q=b
Substitutingthese values ofp and q in the given PDE, we get the required complete integral in
the form
z=ax+by+f(a,b)
(0.r l2)
E\-lrtPLE
43
,= p**qy*rlt*p\ t,
Solation ThegivenPDEis in the Clairaut's
form.Hence,its complete
integralis
t=**ry*r[*]
*F.
I
z=xp+yq+p+q
:s in the Clairaut's form,
EXERCISES
.
pDE
Eliminatethe arbitraryfunctionin the followingandhenceobtainthe corresponding
z=x+y+f(A).
Form the PDE from the following by eliminating the constants
z=(x2 + a)(y2+b).
Find the integral surface (general solution) of the differential equarion
( y + l ) p + ( x + 1 ) q= s .
pq=ry
and determinethe integral surface which passesthrough the curve z=x,y=0.
10. Determine the characteristicsof the equation
pz -q2
"=
and find the integral surface which passesthrough the parabola4z+x2 =0, y=0.
rll. Show that the PDEs
and z(xp+ yq)=Zxy
xp= yq
45
EQUATIONS
OF FIRST
PARTIALDIFFERENTIAL
z(x+Y1=s132a11
orthogonally and passesthrough the circle
x 2 + Y 2= 1 , 7 = 1 '
.0202
wherep=2,
tl
(GATE-Maths,
1996)
Q=2,
s-D*-G-v+4!=,
dy
dx
which containsz-1
(GATE-Maths,1999)
(A) f(x/y)
(C) f (x - y)
(B) /(x + y)
(D) .f (,y).
(cATE-Maths,l e97)
ofthepartialdifferential
equation,p3q2 + yp2q3+1p3+q31-tp2q2 =O
integral
Thecomplete
ls z=
@) ax-by+(ab-2+ba)1
(D) ax+ by-(ab-2 +ba-2).
(GATE-Maths,1997)
The partialdifferentialequationof the family of surfacesz=(x+ y)+ A(ry) is
(B) xP-Yq=Y-Y
(A) xp- yq=g
(C) xp+yq=x+y
(D) xP+Yq=o.
(GATE-Maths,
1998)
INTRODUCTION
TOPANTIAL
DIFFERETMAL
EQUATIONS
Thecomplete
integral
of the ppt 7=psaqy-sin(pq) is
(A) z=at+by+sin(ab)
@) z=u.+by-sin(ab)
(C) z=ar+y1sh16;
(D) z=x+6y-sin(a).
I
I
I
II
I
I
II
{
CHAPTER T
FUNDAMENTALCONCEPTS
. INTBODUCTION
!::. practicalproblemsin scienceand engineering,when formulatedmathematically,give rise
to
r--:l differential equations(often refened to as pDE). In order to understandthe physical
_
-r'. iou' ofthe mathematical
model,it is necessaryto havesomeknowledgeaboutthe mathematical
.::;ter, properties,and the sorutionof the governingpDE. An equationwhich invorves
several
::Tndent variables(usuallydenotedby x, y, z, r, ...), a dependenifunctiona ofthese variables,
: -re partial derivatives of the dependentfunction a with respectto the independentvariables
F ( x ,y , 2 , t , . . . , u , u y ,u z ,h , . . . , u r x , u r , . . . , u r , . . - )= 0
(l.l)
[Laplaceequationin threedimensions]
Iinear three-dimensional
waveequation]
q+uur=puxr
[nonlinearone-dimensional
Burgerequation].
CLASSIFICATION
OF SECONDORDEF PDE
. nost generallinear secondorder pDE, with one dependentfunctronu on a domaine of
- : X = ( \ , x 2 , . . . x, n )n. > l . i s
nn
s1 S
ri1urixJ *
b,'r' + F(u) = Q
z.t
L
i ,i = t
t=l
classification
of a PDE dependsonly on the highestorderderivativespresent.
47
(1.2)
48
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
(1.3)
(1.4)
where the coefficientsA, B, C, ... may be functions of .r and y, however,for the sakeof simplicity
we assumethem to be constants.Equation (1.4) is elliptic, parabolic or hyperbolic at a point
(.x6,y6) according as the discriminant
Bz(xo, y) - 4A(xo, ro ) C (;ro, rb )
is negative,zero or positive. If this is true at all points in a domain Q, then Eq. (1.4) is said to
be elliptic, parabolic or hyperbolic in that domain. If the number of independentvariablesis two
or three, a transformationcan always be found to reducethe given PDE to a canonicalform (also
called normal form). In general,when the number of independentvariables is greaterthan 3, it
is not always possible to find such a transformationexcept in certain special cases.The idea of
reducing the given PDE to a canonical form is that the transformedequation assumesa simple
form so that the subsequentanalysisof solving the equation is made easy.
1.3
CANONICAL FORMS
*o
' =#3=,;,',1=
o*,-,n,)
(16)
in the domain O where Eq. (l.a) holds. Using the chain rule of partial differentiation,the partial
derivativesbecome
ux = u|1x +uTna
uy = ut'j +unn)
(17)
(I 8)
FUNDAMENTAL
CONCEPTS
49
- :te
2=A1l+Bt"t..+Ct?
E =2A1,t1,+ B((,q, + (rr7) +2C(rr,,
e = 4l + nr7,r1,
+Cr72,
(-'=U
(l.e)
(l.l0)
(l.llb)
(l.llc)
:l
ry
'*hich the coefficientsof u$,u44 re zero.Thus we have
,4= A4', + B,6y+ c6; =o
e = .tql +Bq,q,+cryj=o
50
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUAT]ONS
(r
al!l
(r\
\2
\qv)
+nli l+c=o
\{r i
=o
,fr'l'.uiz,l..
\tty )
Solvingtheseequationsfor
\ay )
GJ11,)and(n'/ny)'we get
r-..-
4x_-B+,1B" -4AC
,
at
F--;-
r y ,_ - B - l B ' - 4 A C
2A
4y
(r.12)
The conditionB' >4AC implies that the slopesof the curves( (x, y) = C1,r\Q, y) = Cz are real.
Thus, if B' > 4AC, then at any point (x, _y),there existstwo real directions given by the two roots
(1.12) along which the PDE (1.4) reducesto the canonicalform. Theseare called characterislic
equations.Though there are two solutionsfor each quadratic,we have consideredonly one
solutionfor each. Otherwisewe will end up with the sametwo coordinates.
A f o n g t h e c u r v e( ( x , y ) = c r , w e h a v e
d( =(,dx+(rdy=0
Hence.
4=-lL1
dx
(r.r3)
\1, )
4=-lul
dx
(l.l4)
\,tn )
dy (c,\
dx
\6r)
(-a*,[F-+rc)
2n
,,NDAMENTALcoNcEprs
I
|
| -:
|
+=-(u)=-(-a-'l-'a-qAc)-.
*
24
\4')
\
)tina ( andry, we first solve for 7 by integratingthe aboveequations.Thus,we get
,=!'*',
,=Y-3x.
cr=y-x/3
:-crore'
'=3x+c1'
:h give the constantsas
sl
F
==vy- 1- .3- -x = c 1 ,
n=t-!,=c,
- -::e
are.thecharacterislic
linesfor thegivenhyperbolicequation.ln thisexample,the characteristics
to be strarghtlines in the (x, y)-plane along which the inirial data,
impulseswill
,,=,'r#
,=.e(|+Bl(r+cqj=t1_t12+10(_3)(r)+3=0
|
=,(3,er(-;).,ofr-:xrr.r(-J)]+z(:)(r)(r)
II
=o=ro(_fJ+e
=,,_+=_+
.=o
:e. therequired
canonical
lormis
lF:
'
f-
|
f
|
*"'=o
or '':n=o
:rlegmtion,
we obtain
,G.n\="fc)+ sot)
---:/and g arearbitrary.
Goingbackto the originalvariabres,
the generar
sorutionis
,(x,y)=f(y_3x)+s(y_xt3)
<t
or
(r\
(r\2
Al:z | +Bl::r l+C=0
11,)
\6, )
which gives
t;=
"y
(1.15)
{,=- 2A
Eq.(1.15),we set
Hence,to find the function6=1Q,y) whichsatisfies
),,rp
A=-7.= rA
andget the implicit solution
6Q,v)=ct
In fact,one can verify that 7=O impliesB=0 as follows:
+ B(6,tly + 6ynx\ + 2C1yry'
B = 2AS,t7,
to
Since82 -4AC=0, the aboverelationreduces
+ qyq,)+2cEyn,
B =2Ar4,+2.[ 'tc 1q,r7,
q,
= - B = - z . ! A C= 2A
4y 2A
Hence,
-.,F.t6"11J-.t
E= z1J-e6
t, +Jcrl)=s
Wethereforechoosef in sucha way that both 7 andE arezero.Then 17can be chosenin any
way we like as long as it is not parallelto the f- coordinale.ln otherwords,we chooser7 such
is not zero.Thuswe canwrite the canonicalequationfor
that the Jacobianof the transformation
to eitherofthe forms
parabolic
caseby simplysubstituting
{ and7 intoEq.(1.8)whichreduces
(l.llc).
we consider
the followingexample:
the procedure,
To illustrate
x2uo -2ryu,
+ y2uo = er
53
FUNDAMENTAL CONCEPTS
dvt-B2xvv
dx
-
-----L
2A
!-
2x2
we have
.-.:eSTation,
xl=c
: :.ence ( = xy will satisfy the characteristic equation and we can choose 17= y. To find the
forf
:::cal equation,we substitutethe expressions
A = A y z + B x y + c x 2= t 2 y ' - 2 t 2 y 2 + y 2 x 2 = 0
r=0,
E=0,
e=y2,
F=0,
D = -2xy
G=e"
dx
dy_B+lB"-4AC
dx
24
o=+n. s=-n
22i
o e iptic.Thecharacreristic
equations
"#J;",iiu"r,oro,
dy= Bdx
-'[47
2
= -tX
54
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
iy+l=s,,
-ir+L=""
t' =
2!2x'2 + i v .
,=!12 -iu
)"4
the secondtransformation
Now,introducing
F+n
F-n
a=-,p=-;
we obtain
12
a=;,
F=v
F=0,
c=o
Thusthe requiredcanonicalequationis
,2uoo+ ,2uOO+uo =O
or
uoo+upp=-fi
EXAMPLE1,1 Classifyandreducethe relation
y2uo - Zxyu, * *' uo = t u, * t u,
xy
FUNDAMENTALCONCEPTS
55
-:-:3
d y_ _ 1 , _ B _ - 2 r y _ _ x
dx 1r 2A Zy2 y
L- .::ation givesx2 +y2 =cr. Therefore,
equation.The
=12 +y2 satisfiesthe characteristic
-- : :.rrdinatecanbe chosenarbitrarilysothat it is not parallelto
{, i.e. the Jacobianof the transi. -::ion is not zero.Thus we choose
6=12 +y2,
: ::d the canonicalequation,we compute
--
,'2
-Bx2y2
7 = ,lEl + nqg, + G1l,=a*2y2
=0
+ 4x2y2
e =4r2y2,
B=0,
F:-::.
D = E = F= G = o
the requiredcanonicalequationis
=O orunn=0
4x2Yzur,
::.re this equation,we integrateit twice with respectto ry to get
ur=fG),
u=f()rt+sG)
^:-:
.fG) and SG) are arbitraryfunctionsoff. Now, going back to the original independenr
i:::-es. the requiredsolutionis
u = y 2f ( x 2 + y 2 1 +g l * 2 + y 2 1
,-tltPLE 1.2 Reduce the following equationto a canonical form:
( l + x 2 1 u o + ( + y 2 \ u y y+ x u x+ y u y = 0
:,tlution
82 _ 4AC= _4(1+r211t+y21<o
:: rhe given PDE is an elliptic type.The characteristic
equationsare
Bdx
2(l+ x2)
dy
B+ J Br:4AC
dx
2A
-::gration,we get
a =2__:J.
22i
n-f
B=''
'
t+r2
56
we obtain
o=tn(r*Jr'*t)
P = t n 1 y + , [ 1+] t )
Thenthe canonicalform can be obtainedby computing
f = ^ l a ? + B a , a y + C a 2 r = 1 ,E = 0 ,
C=1, D=E=F=G=O
B=-2sinx, C=-cos2x,
D=0,
t=-cosr,
F=0,
G=0
y = cosx+ x + c2
r y - - - x +y - c o sx = c 2
2 = A l l +M " e . , + c { =
3o
E = 2A1,ry.
+ B(6,11
y +I yn) +2cqyq
y
= 2 ( s i nr + l ) ( s i nx - 1 ) - 4 s i n 2x - 2 c o s r2 = - 4
C =0,
D =0,
I'-n
Thus,the requiredcanonicalequationis
ur- =0
F =O
G=0
FUNDAMENTALCONCEPTS
un= f(ry)
...3re / is arbitrary.Integrating once again with respect to
?, we have
PDEis
x*0
z.i x, y to canonicalform.
dv
dx
nn-.
t*'[F -+,qc
2A
, =? g*yr/2+ r,
, = -? 943/2+
"2
((x,fi=1y-1fi'f =,,
2
4 { x , y ) = } y + 1 . 1 - a 1=3g ,
zarecubicparabolas.
orderto find the canonicalequation,we compute
I = l t ? + "B5 .rxF5 ) / +. "c5F1 1 = - 9 r * g *, .24 ^r = g
4..
E=9x,
e =0,
p=-1g4)t2 =-E,
F-C-n
5E
Thus,the requiredcanonicalequationis
-2(-t\-tt2u,
+1Gx\-tt2 u- =o
9ru,'
e't
t
4'
OI
I
uh=-luq-ua)
Case II
dv .-
dv
7
=iJx.
ctx
a
=-iJi
ctx
On integration,we have
4(x.y) = | y + i(Jx\'
Z'
the secondtransformation
Introducing
t+n
d=i.
p^= -t ;- n
we obtain
3
o=ry,
p^ = - 6. tt-.1
xr
normalor canonicalform is
The corresponding
1 ^ =U
uooluBB+----':up
of the equation
EXAMPLE 1.5 Find the characteristics
uxr+ 2ury+ sinz1x1uo+ u, = 0
when it is of hyperbolictype.
Solution The discriminant82 - 4AC= 4 - 4 sin2x = 4 cos2x. Hencefor alI x*(2n-l)212,
equationsare
the given PDE is of hyperbolictype. The characteristic
dy
&
B+JF -qAC= l + c o s . r
On integration, we get
/=.r-sinrfcl,
y=x+sinx+c2
ry=y-x-sinx
EXAMPLE 1.6 Reduce the following equationto a canonical form and hence solve it:
FUNDAMENTAI-CONCEPTS
Solution
59
Thediscriminant
8 2 - 4 A C = ( x + y 1 2 - 4 r y = ( x _ y ) 2> 0
4=t
dty
,- - rregration,we obtain
y=x+q,
y2 =x2 +cz
the characteristic
equationsare
1=v-x,
tt=y2 -x2
straight lines and rectangular hyperbolas. The canonical form can be obtained by
7=,tg]+n4qn+C(l=y-x-y+x=0,
c=0.
D=0,
E=2(x-y\
E=_z(,_y)2,
F=C=o
-t2uh + 2 ( - O u , = 0
d I -dul
6u4+ un= ; l E l = u
" )
05\ on
::::ion yields
E*=r<nt
ory
with respectto ?. we obtain
:. - :rtegrating
lr
u=EJ fttt\dry+c,Gl
It
u=-.1
i:neral solution.
f (y'-x")dty' -x')+g1y-x)
INTRODUCTION
TO PARTIALD]FFERENTIAL
EQUATIONS
60
EXAMPLE 1.7 Classiff and transform the following equation to a canonical form:
sin2(x)rio + sin(2x)u, I cos2
(x1u .=x
o
Solution
c o tx
4t=;=
Integation gives
)r=lnsinx+ct
Hence, the characteristicequationsare:
6=/-lnsinn,
ry=y
4 is chosenin such a way that the Jacobianof the transformationis nonzero.Now the canonical
form can be obtained by computing
a =0,
F=0,
A=0,
E=0.
f =
D =t,
r,
"or2
Hence.the canonicalequationis
cos2(x) ur, + u, = x
-- sin-tpn-|1- u,
1l- e2(n-1t1uro
EXAMPLE 1.8 Show that the eouation
uo+ryu,=Lu,,
xa'
where 1y'and a are constants,is hyperbolic and obtain its canonical form.
Solution Comparingwith the generalPDE (1.4) and replacingyby /, we have A=1, B=0,
C = - 1 / a ' , D = 2 N l x , a n d E = F = G = 0 . T h ed i s c r i m i n a 8n 2t - 4 A C = 4 1 a 2 > , J .H e n c et.h es i v e n
PDE is hyperbolic.The characteristicequationsare
dt
Pr
82 - 4AC
,,14/a'
dx
Therefore,
dtl
dtl
dxa
[aa
On integation, we get
t=-!+cr,
aa'
t=!+c.
= + ICI
oPERAroRs
1.4 ADJorNr
tu='
givenor
where
r is a differential
operator
(t'16)
Itn"uarlfn+lB rt*uar
(1.11
|
t'**=
:,':..*),',,1,
-t.,',:!:;'*,.'
^,,. I
= (av)---=ax+ @v)
Gv)u dx
Jn
Io
*dxJ n
FUNDAMENTAL CONCEPTS
:: -1,\ ever,
rB
r!2"
?8
| 1av)Td;r=J|A to")|tu'\a*
JA
dX-
dX
- {ou)'u'a,
=1u'val,^
l"
=[u'av]l-tu(av)'ll +
tu
u@v)"dx
-[uubi'a*
I'ooffa.=tu(bv)li
lB
-b)!+{a" -b'+c)
dx
(l . 1 8 )
functions of x and y. In
L(u) =
,a-J
(l.le)
64
r-(u)=). j.
,n,rr-f.!@,u)*"u
dx'ox
dxi
ij=1
(r.zo)
Here it is assumedthat A4 eCQ) and B, ec(l). For any pair of functionsu,reCQ\, it can be
shown that
-r
tf,
,'-
-rr \l
vL(u\-uL*(v\=\*lI
r,l,?-,+1.*lt,-2?ll
'\
dx,
dx,
dxi)
ar,
,:
l-tr
11
(r.2r
\"-'l
(1.22)
L+O)=+O)+{{i=uo
dx-
dy-
*,""
Therefore,
L*(u)=uo+u,
Hence, the Laplace operator is a self-adjoint operator.
EXAMPLE 1.12 Find the adjoint of the differential operator
L(u)=uo-rt
'/l t1\
L*O)=4;0\-4Cn)=u**,
dx'
oI
Therefore,
L* (u) = uo t, Y,
It may be noted that the diffusion operator is not a self-adjoint operator.
1.5
R I E M A N N ' SM E T H O D
In Section 1.2, we have noted with interest that a linear second order PDE
L(u)= 61'' 11
is classifiedas hlperbolic if 82 > 4AC, and it has two families of real characteristiccurves in the
xy-plane whose equationsare
FUNDAMENTAL CONCEPTS
1=fi@,y)=ct,
4=fz@,y)=cz
:;:),::i:\:1:::!)i"^r:,::!","haracteristics
le in the
the curves
6?-plane,
6=ct and e=cz are furn'ili". oi.truight lines parallelto the
; as shown in Fig. l.l(b).
A linearsecondorder partial differentialequationin two variables,
onceclassifiedas a hyperboric
rrion, can always be reduced to the canonical form
2'2,
/1 z, z-,
d+ dy
1L )
(1.24)
r Z is a linear differential operator and a, b, c, F are functions of r and y only and are
rntiable in some domain IR.
(a)
(b)
lines.
Fig. 1.1 Familiesof characteristic
Let us
d v(x, y) be an arbitraryfunctionhavingcontinuoussecondorderpartialderivatives.
ler the adjoint operatorZ* of Z definedby
)2,,
(t.2s)
u = o * - u- 4 , N = b u v + v f u
dx
ov'
(1.26)
we introduce
66
then
M, + N, = ur(ov) + u(av), - urv, - w, + u
r(bv) + u(bv), + vru, + vu,
'l
r -1'r
l
-l-'"- ! wr-levy+ cvl*ul!.^ *od-u *o. d-u *rul
u,+N,=-,1
'
ox
dy
dx
dy
Loxoy
ldxdy
l e.
yLu_uL*v=MtrNy
(1.:-'
This is known as Lagrange identity which will be used in the subsequentdiscussion.The operarr
Z is a self-adjointif and only if L=L*. Now we shall attemptto solve Cauchy'sproblemwhici
is describedas follows: Let
L@)=16,r',
(1.18r
(ii) :: = s(x) on r.
on
This is a, and its normal derivativesare prescribedon a curve I which is not a characteristiclina
Let f be a smoothinitial curvewhich is alsocontinuousas shownin Fig. 1.2.SinceEq. (1.ltl
is in canonical form, .r and y are the characteristiccoordinates.We also assumethat the tanget
to f is nowhere parallel to the coordinate axes.
P(1,tt)
- (Mdy-Ndx)
l l ( M , + N , ) d x d" y = Q
Jl'R'
JJ
R
FUNDAMENTALCONCEPTS
dlR is the boundaryof lR. Applying this theoremto the surface integral ofEq. (1.27), we
[ ^_q ay-Na,1=![tu4o)-ut*{D]a,at
J'R
(1.30)
o.
other words,
< * o r - r u a ' y *J[a ' ( M d y - N d x )J+r lo 'r v a' r - N ,-/' "' ) =JfJ[ p L @ ) - u L * ( v ) ) d x t r y
J| r '
on PR, we have
- (v)]dx
dy
'
' .[-^
Jl_1u
r ' ay-Na'1+l
J R.u
p ay1p el,'a"=[[
, i i 1"21u)-uL+
..,
(1 . 3 1 )
*'d*
Irn'*=1nu"a*+[o
by parts the second term on the right-hand side and grouping, the above equation
l,n
u a, =[uv)an
+ u@v- v,1dx
la
u@v- vr) dl
_
at
[ , w ar u a4*l! lu4u) ,L*{u)]a,
(1.32)
IR
.u,*choosev(x,y:6,q)
g
t* 1,1=
(1 . 3 3 )
w h e ny = q , i . e . , o n P Q
when "r = 4, i.e., on PR
w h e nr = 6 ,
y=q
( 1.34a)
(1.34b)
( 1.3ac)
(1 . 3 5 )
= :alled the Riemann-Greensolution for the Cauchy problem describedby Eq. (1.28) when
;r- are prescribedon l. Equalion (1.35) can also be written as
68
I
f
rr
l u l p = l u v -l o _ l - u v \ a d y _ b d x ) + | ( u v , d y_ v u , d x )+ l l ( v F ) d xr t v
.tf
Jr
Jd
{1.361
This relation gives us the value of z at a point p when u and u, arc prescribedon f. But when
u and u, are prescribed on f, we obtain
t
t
,
rr
d y - b d x ) - J r ( / v r d x + w ) . d y ) + ( v F ) d xd y
lulp=LuvlRJruv\d
JJ
(t.17)
JR
lr
l u l , = - { l u v l " + [ a v l p l -l _ u v ( sd y - b d r ) - ^ l u e , d r - v , , d y )
rr
2
2Jr "
I f
+ - l v ( u^ , d r - u u d y \ r+r l 1l v f 1 daxy
"'d
2Jr
(t.i8)
Tlrus, we can see that the solution to the Cauchy problem at a pornt (q,q) dependsonly on
the cauchy data on f. The knowledge of the Riemann-Greenfunction therefore enablesus to
solve Eq. (1.28) with the Cauchy data prescribed on a noncharacteristiccurve_
EXAMPLE 1.1J Obtain the Riemann solution for the equation
-)
- *-"'
dxdY
grven
(t) u=f(x)
),,
(u) - = g(x)
otx
onf
on I
(t.3e)
N =buv+vu,
N =yux
(1.40)
FUNDAMENTAL CONCEPTS
69
1-:
l*(v)=__:__:
dx dy
(1.41)
"fi
"
r:1ave
tf
=
ll lvL(u) uL*tv)ldidy Ja{v ay u a')
IR'
fl
'ril
Ur -,1. rila*ay=rdt<
| ^_g ay- u a"t
=l
l ro{uat, Na4 r<uat, waO* ! n, {u ar- u ai +! r^ {u at- Na,)
(1.42)
(l.4r)
Therefore,dx=dy. Hence
- ua,t=[,[-, -,'i)*
J,tvat,
t,
Flg.1.3 An illustration
ol Exampte
1.13.
(1.44)
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
70
f -,La*
I t u a. r - u a * l =JQP
f - N a t =JQP
JQP'
Ox
(r . 4 s )
-,?+'
I say-xa*t=[--r+=[
'
' JpR
JpR
dy
JpR'
(r.46)
a,-' *o x*)*
a,*J,r-,fi o,
!n! wr - r *otya*+=J,l,
v r fi
^L,
o
Y
) rI",-"
"\
But
0,
0v
r
*
J p p -2' r a ' = F ' u l o J o o " E *
t
-P
Therefore,
tt-
)ln
vr -
t'
)
"
=[.] -"ff,a,-,7*
at
<uila,
"L*
oY
o x )|
"\
Dr)vcdv
+l-vulb+),pufrdx+)ro-ufidt
Now choosingv(x,y;6,il
(i) Z*v=0
(ii)
dv
^=tt
Av
(iii; | =0
oy
(iv) v=l
0.41)
throughoutthe.ry-plane
w h e ny = 4 , i . e . , o n Q P
w h e nx = 6 , i . e . , o n P R
at P((,4).
Equation(1.47) becomes
ov
ou.\
tt
at= t( -u x-v;dxl+(uv\p-(u)p
| { v D a x ,|,-\l o- a
y
ox )
n
or
( u ) p = ( u- v ) e * 1 - ( - , ! a , - ' * * l - f i ( v F ) d x d t
,r\
oy
dx
J ,t
(r.48)
FUNDAMENTAL
1l
CONCEPTS
f
tf a
(uv)q-tuv)p = | _ d(uvt= l-li1n)ax
Jt
2
+ ltwlay
dy
lox
J,
'. .r Eq. (1.48)can be rewrittenas
1
I
I
- pr; axay
(u)p=(uvtp = (ur,dy+*, ay1
J,
lJ
( l .4e)
IR
(u)p=11@v)p+{*)n)+
lr.
2) r
,,=#k.h*.h*=,
(,so)
2
,
x+ y
C=0,
F=o
-!': - a=
(Zl-!(JL).
L.(D=
dxdy
dx\x+y)
'-:at
Lrv=0
dy\x+y)
(l.sl)
nt
INTRODUCTIONTO PARTTALDIFFERENTIALEQUATIONS
,,^
(lll
-d v = -v z
dx x+ y
(iii) +=---:--v
oy x+y
on PR, i.e., on -r = f
(iv) v=l
at P(4,t1).
(1rs2)
If v is definedby
/-r
.,\
\e+D"
( l .s3)
Then
#=ffi,,,.o-^v|*ut.#*l
+ 2Y2
+2x(( - 4)+2(41
*= A#*,
( 1.54)
and
dzv _4(x+y)
0x 0y
(1.s5)
G + tD3
'*P1=!:-dxdy
' (? *':)*
x+ y\dx
0y)
= 1 . ! r * ! ) _,
G+d"
o'
1x+y)2
, ? . _ , r l 4 x y + z (+xyz2 ) l
(x+y)((+4)r"
or
=
A#*'
+ 2t12
+2x(( - 11)
+2(41
0.s6)
73
FUNDAMENTAL CONCEPTS
*1,=,=dipq2 +zx((+'D+z(qt
(t.s7)
ffirr*r*n
-Do-d+z6q)
(l.s8)
.tlznz+2x(( +r)+2{41
G+?D'
at V=n
vu\ 0(2vu\
= -d (l0! -u: -\ l - -a (l r =a- v l\+ -d (l 2
l+=-l|
dy\ dx) dx\ dy) dx\x+y) dy\x+y)
(
= -d- l - - zvu
u-dx\x+y
= -AM
+dx
dv) 0 ( 2vu
l+ ^ l-+v:dy) dy\x+y
du\
|
dx.)
dN
dy
dy
x+y
dx
( l .5e)
74
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
p l l z u v- u - ^l v- l ld y.-
= |
J R| 1 Ltr+/
| 2 u ,+ v -a= ^- l d .xf
\-
dyl'
lr+y
dr)
.l
z u u d " ] 1 . r a l[ 2 u , 0 , ] 1 .
_ tr Pt l1I _
+ v _ _ _ f l d Y +l | 1 : _ r j l l d y
J?
Lt;+/
J PL t - r + /
dx))
dYt.t
However,
p cP iv
au\ .
rP 2uv
((Zuv
J?\x+v. '*)*=Jn fi,x*t*''n-ln' ^aNow, using the conditionu=0 on y=x, Eq. (1.59) becomes
qud'dv=JI:/ ( (* -,*)* - 11
-,'i"l*
!!R t uut- uL*
. , n |*
dy)
dx t
\x+),
\x+.y
2u'
-l'
rQx+y
dt-(ur\o+(uvrn-l' r\a,
"
JQ
dx
.l',#*-tl("#,)*
(iiF(iv) of Eq. (1.52),the aboveequationsimplifiesto
Also,usingconditions
(u)p=(uv)q-Ji"**
Now using the given condition,viz.
*=3t2
on nQ
we obtain
- 3J:
(u)
p=(uv)e
4?##4)e
=-+-l'st
\+ryr"E
*,3q41a,
-$*lenrn,
=-s^tl
*-r lir,
=
ffi,4/
* 62r72
+ rta
1+ 3qrt
1t,* rl,))
= G - , i e z- 6 n + z n 2 )
FUNDAMENTAL CONCEPTS
'--erefore,
v(x,y|,D = J0
J0 denotesBessel'sfunctionof the first kind of order zero.
Solution
c=l
: 3 self-adjoint equation and, therefore, the Green's function v can be obtained from
d-v
;--;- +Y =U
ox t7v
-d"v-^= u
o nY = q
dx
-0v
;-=U
o nx = 1
oy
a tx = 6 , y = 7 t
0 k= a ( x - i l \ - n )
dv
dx
0v d(
dQ 0x
kQHl=oo-,1)
dx
1=io"rty-nl
oxK
75
76
Thus,
0v dv a .t-r.
;-=-;;;Q"'\y-4)
ax dgE
.t
d'v
^T^
dldva.t-L
'v-il)I
a,ay=
ayLaie'
ag-]
=110"*
?ua0,..-, , rr-r,.
2+rr-nto-k
v - n-,a'1,
t
k
dQ
aQ
ay\Y-ry)*e
N ay)
However,
fr=io"-<'-a
Therefore,
)2un'''
I
+=Ap'o!*1r-r16-k(,-q)o-n)ld'o**d''
'
'--u-ntfii0'-rtx-tt]
dxdykL do
k' ap
Hence,
ffi*"=o
gives
a1*{11_e14
zlo! 6ro-r,
' ' d 0*r,r
'
-Lf*,=o
kLk'
dO' k
aO
)
or
o-(
d2:
* rr* 4 l* u= o
,r-r
d0)
k'\
d0"
OT
^
t2
Q ' v "+ Q v ' + L Q K v = 0
Let k=2, a=4. Then the above equation reducesto
Q2v"+ (v, +Q2v=0=v,,+lv,+v
(Bessel,sequation)
lr
FTJNDAMENTALCONCEPTS
EXERCISES
I' Find the regionin the xy-pranein which the following equationis hyperbolic:
l(x- y)2 - lluo + 2u, +f(x - y)2 _tlu, =g
2. Find the familiesof characteristics
of the pDE
(l- x2)uo- u, =o
in the elliptic and hyperboliccases.
3. Reducethe following PDE to a canonicalform
=0
uB + t"yurry
{. Classifrand reducethe following equationsto a canonicalform:
(a) y2uo-x2uo=0,
y>0.
r>0,
-. Determine
the adjoint operator,* corresponding
to
L(u) = Ayo I pu, +Curry+ Du, * Eu, t Fu
whercA, B, C, D, E and F are functions of .r and y only.
i. Find the solutionof the following Cauchyproblem
u, = F(x, y)
glven
u=f (x),
=
fi= sUl ontheliney I
INTRODUCTION
TO PARTIALDIFFERENTIAL
EOUATIONS
where IR is the triangular region in the xy-plane boundedby the line y = I and the lines
x = x6, ! = lo through (-16,y6).
9. The characteristicsof the partial differential equation
, 12"
aad2" . ^ d2t
-;-=
- ,;-i
+ csszvj
all
+ 3! = 0
ox oy
dx
dy
dx'
dvwhen it is of hyperbolictype are... and...
(CATE-Maths,1997)
=
y
10. Using ry x + as one of the transformationvariable, obtain the canonical form of
-d: -z; -uz ; - ^
- -0
f -2
. =u- = u.. d 2 u
dx'
ox oy
dy'
(GATE-Maths,1998)
(A) parabolic
in {(x,y):x<0}
@) hyperbolicin {(x, y) : y > 0}
(C) ellipticin IR2
(D) parabolic
in {(r, y):x > 0}.
12. The equation
x21y-l1zo - x7y2-t)rry+y(yz -l)zo+ z,=0
(GATE-Maths,
1998)
x>0 are
(B) parabola
(D) straightline.
(GATE-Maths,
2000)
(A) xy +l
(B) r/+0
(C) xy>l
(D) r/ > 0.
(GATE-Maths,2003)