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Documente Profesional
Documente Cultură
E.ononY
E Edition
o
|JJ
o
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E
IJ Introduction
to
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PARTIAT
DIFFERENTIA
EquATr0Ns
CONTENTS
Preface u
Bibliagaphy 425
Index 427-430
PREFACE
'\'ith the remarkableadvancesmade in various branchesof science,engineeringand technology
:rday, more than ever before, the study of partial differential equationshas becomeessential.For,
:.: have an indepth understandingof subjectslike fluid dynamics and heat transfer,aerodynamics
:lasticity, waves, and electromagnetics,the knowledge of finding solutions to partial differentia
:quationsis absolutelynecessary.
This book on Partial Differential Equationsis the outcome of a seriesof lecturesdelivered
ry me, over several years, to the postgraduatestudentsof Applied Mathematicsat Anna
university, chennai. It is written mainly to acquaint the reader with various well-known
:nathematicaltechniques,namely, the variables separablemethod, integral transform techniques
and Green's function approach,so as to solve various boundary value problems involving
parabolic,elliptic and hyperbolicpartial differenrialequations,which arise in many physica
situations.In fact, the Laplaceequation,the heat conductionequationand the wave equation
have been derived by taking inro account certain physical problems.
The book has been organizedin a logical order and the topics are discussedin a systemati
manner In chapter 0, partial differential equationsof first order are dealt with. In chapter I, the
classificationof secondorder partial differential equations,and their canonical forms are given.
The concept of adjoint operatorsis introduced and illustrated through examples,and Riemann's
method of solving cauchy's problem described. chapter 2 deals with elliptic differential
equations.Also, basic mathematicaltools as well as various DroDertiesof harmonic functions are
discussed. Further,the Dirichletand Neumannboundaryvalueprtblemsare solvedusingvariable
separablemethod in cartesian,cylindrical and sphericalcoordinatesystems.chapter 3 is devoted
to a discussionon the solution of boundary value problemsdescribingthe parabolicor diffusion
equation in various coordinate systems using the variables separablemethod. Elementar
solutionsare also given. Besides,the maximum-minimumprinciple is discussed,and the concept
of Dirac delta function is introduced along with a few properties.chapter 4 provides a detailed
study of the wave equation representingthe hyperbolic partial differential equation, and gives
D'Alembert'ssolution.
In addition, the chapterpresentsproblemslike vibrating string, vibration of a circular
membrane,and periodic solutions of wave equation,shows the uniquenessof the solutions,and
illustratesDuhamel'sprinciple.chapter 5 introducesthe basic conceptsin the constructionof
Green's function for various boundary value problems using the eigenfunction method and the
method of images. chapter 6 on Laplace transform method is self-containedsince the subject
matter has been developed from the basic definition. various properties of the transform and
inverse transformare describedand detailedproofs are given, besidespresentingthe convolution
theorem and complex inversion formula. Further, the Laplace transform methodsare applied to
solve severalinitial value, boundary value and initial boundary value problems.Finally in
Chapter7, the theory of Fourier transformis discussedin detail. Finite Fourier transformsare also
introduced,and their applicationsto diffusion, wave and Laolace equationshave been analvzed
The text is inr.erspersedwith solvedexampleslalso. miscellaneous examplesare given in
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,
-.ghwayand gas traffic flow along a
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 ( 0 .t )
\ dx dy)
I n r r o d u c i ntgh e n o l a t i o n
OZ d7
P=^, s=- (0.2
ox dy
Equation(0.1) can be written in symbolicform as
F t x ,y , z . p , q ) = 0 . (03)
A solutionof Eq. (0.1) in somedomain O of IR2 is a function z =
f(x, y) definedand is of C,, in
Q shouldsatisfythe following two conditions:
( i ) F o r e v e r y( x , y ) e O , t h e p o i n t( r , y , " , p , q ) i s i n t h e
d o m a i no f t h e f u n c t i o nF .
( i i ) W h e nz = f ( x , y ) i s s u b s t i t u t eidn t o E q . ( 0 . 1 ) ,i t s h o u l d
r e d u c et o a n i d e n r i t yi n x , y f o r
all (x, y) e Q.
we classifythe PDE of first order dependingupon the form of the function
F. An equation
of the form
S, ).
P1x.y. ztli + Qtx.y. zt+ = R\x.y. z) (0 . 4 )
ox dy
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) (0.s)
ox dy
is calledalmost linear PDE of first order,if the coefficientsp and o are functionsof the inde-
pendentvariablesonly. 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 =z-
ox 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 )
is a non-linearPDE of first order.
Beforediscussingvariousmethodsfor finding the solutionsof the first order pDEs, we shall
review some of the basic definitionsand conceptsneededfrom calculus.
0,2 SURFACES
AND NORMALS
LetO be a domainin three-dimensional
spaceIRr andsuppose
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 (0.7)
\ox oy dz )
If we assumethat the partial derivativesof F do not vanishsirnultaneously
at any point then the
set of points (x, y, z) in Q, satisfyingthe equation
F(x, y, z) = ( ( 0 . 8)
is a surfacein o for someconstantc. This surfacedenotedby s6 is calleda level surfaceofF.
lf (,16,y6, z6) is a given point in Q, then by taking F(x6,y|,zi=(, we get an equationbf the
form
F(x, y, z) = F(xo, y6, zs), (0e)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER 3
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
a=fr(u,v), y= f2Qt,v), 2=fi(u,v) (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"*, ( 0 .l 1 )
o \u, v)
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
, = rro,
" = , ( 1 -+o0' ")' )o " e , , = r Q - Q 1 - ) " r n r .
(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
Then
F..=f(x,y)-z=0. (0.14)
; partiallywith respectto .r and.y, we obtain
Differentiating
dF .0F
- - : - - dz
-=v, ^ dF dF dz
=-f -+--={l
dx .dz dx 0y 0z 0y
from which we get
0z --:-::T-
-- dFldx dF
= = -- (usiue 0.14)
.tx df ldz dx
4 INTRODUCTION
TO PARTIALD]FFERENTIAL
EOUATIONS
or
o"
= n
dx
we obtain
Similarly,
dl. )E
,-=q and :1
dv ' =_l
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
( x - x 0 )l a
l F( x 0 . l o . zIo ) .lar J l a r r 1 6 . y n . -l- o r l = 0 .
{0.tbr
Lax
, _ )
l + ( l - r o ) l l - r x s . y 6 . z 6 ) l + r r - r s tlf "l
,-, s Ld:
W'ryT)*,0'o'0, ( 0 .l e )
and \(x, y, z) = C1
| (0.20)
F2@,y, z) = Crl|
\
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
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
. .aG dG aG
( . x- x 0 ) = - + ( / - y n ) ^ - + \ z - z = - = l ) . (0.2
oxdy-dz
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
::r'm Eqs. (0.23) and (0.24) as "i
l a 1 r , c 7a @ , G )d ( F , q 1 (0.2
Lao,d'aea' a@,r\l
aor illustration,let us considerthe following examples:
EX4MPLE 0.1 Findlhe tangentvector at (0,1,nl2) ro the helix describedby the equation
x=cost, - y = s i nr , z=t, 1€1in lR'.
6 nnnoDUcTIoN To PARTTAL
DIFFERENTIAI.
EQUATIoNS
f + y 2 + 2 2= 1 , x + y + z = o
at thepoint(1/Jt4,2tJ14,-3tJ:,4).
Solation The spacecircle is describedas
F(x,Y,z) = Y2+Y2+t2 -l=0
G(xY , ,z )= s a Y a 2 = g
RecallingEq. (0.25),the equationof rhe tangentplaneat (l(i4, 2lJA, 4lJw can be wrirten
x -rilta v-zlJu
,"h-,1+")
,(#)-,(#)
-;---l"\--7----\-
z+3/Jl4
,[t)-,fz)
-\J'4, -l.Ji?l
\-.rv. eliminatin 0Fldu and 0Fl0v fton Eqs. (0.29) and (0.30), we obtain
-du
+ - Ddu -dv
+ - D0v
dx dz' dx dz'
-0u
+ - o 0u -dv
+ - o dv
d), dz dy 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 )
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) (1)
Differentiating Eq. (1) twice partially with respectto r and ,, we get
s"
:= -
f ' l x + i t )+ g ' ( x i t l
ox
-)
".;= (2)
f"(x+it)+ s"tr-it).
dx-
-iere, /' indicates derivative of /with respect to (-r+tt) and g' indicates derivative of g with
:.spect to (x-il). Also, we have
),
: = if ' (x + it) - iC' - it)
lx
dt
-)
o^- = -1" (r)
1 t* * ,,\ - g" rx - it).
clt-
i:om Eqs. (2) and (3), we at once, find that
(4)
Q ( u ' v )= o '
wherc u = x + y + t, u = 12 + y2 +
Hence, the required PDE is of the form"2
pp+
eq = R, (Lagrangeequation) (l)
where
lau Arl
=la, avl=lt 2vl
, =a^(u'')
d\y.z) ldu avl I z,l=zf"-,1
IE EI
Id" 0rl
,=#3=1fr 1";,,,-,,
frl=li tox dxl
l?! a'l
dxt lt 2rl
"- a*r)=l+
p=!(r.r\ _ld*
zrl=2{t-')
I dy
+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.
)-
! 1 = y + 2 x f ' \ x 2 * y r 1 =p
(2)
dz
(3)
ay=x+zYf'(x'+Y')=q
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER
W-)KI=y2-x2, (4)
),
:: = !- (2)
f,(xylz) = p
oxz
2.
=: I,kytz\=s (3)
+
oy z
w=(]v (4)
E/IMPLE 0.5 Form the partial differential equation by eliminating the constantsfrom
z=e+by+ab.
-dz
-=a= p (2)
ox
dz
q (3)
av='=
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 be theequationofthe planein interceptform,so rhala+b+c=1.
aDc
Thus, we have
-x+y-z+- - = l (l)
a b l-a-b
7
IO NTRODUCTIONTO PARTIALDIFFERENTIAL
EQUATIONS
l* P p I
=n (2)
a l-a-b l-r_b=-;
and
I' Q -n q 1
"' (3)
b t-a-b-" t_"4=- b
From Eqs. (2) and (3), we get
!=! (4)
qa
Also, from Eqs.(2) and (4), we ger
pa=a+b-1=a+!a-l
q
alt+L-pl=1.
\s)
Therefore,
p+ q_ pq pq
x+p+q_ P Qz = l
q , * P + Q_pq
_
p
or
!+l-'= |
q p pq p+q- pq
That is,
Px+qY-2=---!!-, 0)
p+q-pq
whichis the requiredPDE.
f ( x , y , z ,p , q ) = 9 . ( 0 . 35)
- -,:.
any relationof the form (0.34) containingtwo arbitraryconstantsa and 6 is a solutionof
'. ?DE of the form (0.35) and is called a complete
solurionor completeintegral.
fonsider a first order PDE of the form
), ),
P\x.y. z)- + Q(x,y, z)"+ = R\x.y. zl ( 0 . 36 )
ox dy
'r.nply
Pp+Qq=R, (0.37)
"-::. -r ?rd.;,,are independentvariables.The solutionof Eq. (0.37) is a surfaceS lying in the
...--)-space,called an integralsurface.If we are given that z=-f(x,y) is an integralsurface
.' ::: PDE (0.37).Then, the normal to this surfacewill have directioncosinesproportionalto
: - : x . d z l d y , - l ) o r ( p , g , - l ) . T h e r e f o r et h, e d i r e c t i o n
o f t h e n o r m a li s g i v e n b y i = \ p , q , - 1 \ .
:'.': the PDE (0.37),we observethat the normal ii is perpendicular to the directiondefinedby
-: .:ctor/ =\P, R ) ( s e e F i g . 0 . 1 ) .
Q,
Fig.0.1 Integral
surlace
z=f(x,y).
--=:efore,
any integralsurfacemust be tangentialto a vector with componentslP, Q, Rj, and
-:-:e. we will never leavethe integralsurfaceor solutionssurface.Also, the total differentiald:
-:ren by
a,=(a,*(ay (0.38)
dx dy
:-:r E q s .( 0 . 3 7 )a n d ( 0 . 3 8 ) ,w e f i n d
- l ll t a z D x \ ( R \
o
L
lax dy)\dz/dy) \dz)
t=l I t0.42)
Both the equationsmust hold on the integralsurface.For the existenceof finite solutionsof
Eq. (0.42), we must have
D /11 | D
RI IR ol (0.43
ax ayl ldx dzl ldz ; t=0
ayl
)
on expandingthe determinants,
we have
dx dy dz
(0.44)
P (x, y, z) Q@,y, z) R(x, y, z)
which are called auxiliary99!4j!ensfor a givenPDE.
ln order to complete the proof of the theorem,we have yet to show that any surface
generatedby the integralcurvesof Eq. (0.44)hasan equationof the form F(r.i,v) = 0.
Let
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
Eq. (0.44).
then.we have
du du du
;ox
dx+=-dy+;-dz=du=0
dy dz
and
dv, 0v dv
. ax+-dy+-&=dv=U.
ox dy dz
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER t3
Solving these equations,we find
_;_-____;_____=_
dx dv
=__=___j......-
du dv du dv 0u dv dufr
at at- a" a, E Ar- arE
dz
du 0v du 0v'
a, ay- ay dr
rfiich can be rewritten as
l
dx
---;-------i
dy dz
= ---t---- = --i-:---:- (0.46)
o\u,v) d\u,v't d\u,vl
0(y,z) d(z,x) 0(r,y)
: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
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 dy dz (1)
y' -ry x(z -2y)
fhe first two members of the above equation give us
or xdx=-ydy,
:==
rhich on integration results in
_2 -.2
L+C or x'+ v'=C, (2)
2
l4 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
That is,
2ydy=ydz+zdy,
which on integrationyields
F\xz+y2, y2 - lz)=0.
(ii) The integralsurfaceofthe given pDE is generated
by the integralcurvesofthe auxiliary
equation
dx_dy dz
-(x+
(t)
y+zx lz) *2 -y,
To get the first integral curve, let us consider the first combination as
xdx+ydy dz
;;;7 _;;fr=? _yz
or
xdx+ydy _ dz
(r2 - yz) ,2 - y2
"
That is,
xdx+ydy=2fu.
On integration,we get
,'2 ,2
_t2+ " =L or x'+Y'-z'=Ct
2 V-t
(2)
Similarly,for gettingthe secondintegralcurve, let us considerthe combinationsuch
as
ydx+xdy dz
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 (3)
Thus, the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurface
as
F ( x 2+ y 2 - z 2 , x y + z ) = g .
PARTIAL DIFFERENTIALEeuATioNS
oF FrRsroRDER l5
EGIMPLE 0.8 Use Lagrange'smethod to solve the equation
,'T
I
a f rl-^
1l
dz ozl
-l I
iox
oyl
there z=z(x,y).
x tl -^pa- yz;l-Ila
- y, l1- a - y - ^ |d,ozf
l +z ld = - - l t - l = t )
L oyJ L dxJ L dy dx)
2. '-
(yy-Pz\1i+@z-ygi!= Bx-ay (t)
dx dy
dx dy (2)
(yy- Fz) (az-yx) (fx-ay)
Lsing multipliers x, y, and z we find that each fraction is
_xdx+ydy+zdz
0
Ihrefore,
xdx+ydy+zdz=0,
rhich on integrationyields
,2+y2+"2=c, (3)
Similarly,usingmultipliersa, f , nd y, we find from Eq. (2) that each fraction is equal to
adx+Bdy+ydz=0,
riich on integrationgives
ax+py+yz=Cz (4)
Thus,the generalsolutionof the given equationis foundto be
' F ( t z + y 2 + 2 2 ,a x + B y + y z ) = 0
of the followinglinearpDEs:
EXAMPLE0.9 Findthe generalintegrals
(i) pz-qz=22 +(x+y)2
(iil (x2 - lz) p +(y2 - u)q = ,2 - 'y.
t6 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS
Solution
(i) The integral surfaceof the given PDE is generatedby the integral curvesof the auxiliary
equation
dx dy dz
(l)
z _z z 2+ ( x + y ) 2
The first two members of Eq. ( 1 ) g i v e
dr+dY-9,
which on integrationyields
x+Y=Cl (2)
Now, consideringEq. (2) and the first and last membersof Eq. (l), we obtain
, zdz
z'+ci
or
2z dz
z'+C;
which on integrationyields
(ii) The integralsurfaceof the given PDE is given by the integralcurvesof the auxiliary
equation
* =0, dz (l)
,z -tn y2 -", ,2 -*y
-vl
(3)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER l7
S.nilarly,consideringthe last two terms of Eq. (2) and integrating,we obtain
(4)
fi=c,
rus, the integral curves given by Eqs. (3) and (4) generatethe integral surface
/\
- "'
(y-'' ,-x)
u(x, Y, z) = (t )
t (0.48)
t
v(x, Y, z) = C, )
' rm the auxiliaryequationsof a given
PDE.Then,the solutionof the given PDE can be written
- the form
F(u,v)= Q (0.4e
Suppose,we wish to determinean integral surface,containing a given curve C describedby
-.3 parametricequationsof the form
___1 dz
(l)
x\y2+ z) - y t x z- : 1 (r' - yt),
18 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUAIIONS
which on integrationyields
- t 2= C , )
'f (4)
zt2+t = Cz)
theparameter
Eliminating t' we find
1_zcr=c2
or
2Cy+C2-l=0
Solution The integral surface of the given PDE is generatedby the integral curves of the
auxiliary equation
dx _dy (l)
=dz
xyz
(2)
PARTIALD]FFERENTIAL
EQUATIONS
OF FIRSTORDER t9
i:milarly, integrationof the last t\ryomembersof Eq. (l) yields
,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
!=xlCv z=ylCr=a1grg,
thesevaluesofy and: in Eqs. (5) and (6), we find
S.rbstituting
xz' +x 2- +
t2"(rr)
-:- , =4, oI. *2ll+-!+--l" (7)
Ll LrL2
l=a
Ci CiC;)
|
xx(rt\ '
x+-+-=2. o r x^1"c,-cE)-'
ll+'+ l=2 (8)
q Crcz
i:om Eqs. (7) and (8) we observe
C r C 2 r C t+ t = 0 . (e)
\ow, repfacingCl by xly and C2 by ylz, we get ihe required integral surface as
-x-v+ _ +xt = 0 ,
yz y
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
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)
is to find a region IR in (r, y), i.e. the spacecontaining(xo(s),-},o(s))
for all s e 1, and a solution
z = dQ, y) of the PDE (0.53) such that
Z [ x 6 ( s ) y, 6 ( s ) ] =Z o ( 5 )
and QQ,y) togetherwith its partialderivativeswith respeclto n and ), are continuousfunctions
of x and y in the region IR.
Geometrically,there exists a surfacez=QG,y) which passesthrough the curve f, called
d a l u mc u r v e .w h o s ep a r a m e t r i e
c q u a l i o n sa r e
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
-oz
a = J.(l x . y , z , =dz\
-l and
ox \ dy)
(iii) For all valuesof y in the intervalll _
tsl < 6b Leo, y) = S0).
r(*e!-n=o
ox
(0.56)
dy
Pp+Qq= R (0.s7)
22 ro PARIAL
rNrRoDUcrroN EQUAnoNs
DTFFERENnAL
I
type, and can be recastinto
which is a linear PDE of Lagranges
#x.Hx=# ros I
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=#""
(o5e rl
EouArloNs
I
o.e FrBSroRDEBNoN-LINEAR I
we will discuss
In rhissection, partial
the problemof findingthe solutionof first ordernon-linear I
(PDEs)
equations
differentiar in."";fl::,T;:T:
(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
that
its arguments
such
Pont
't*?r
.l
r, I
to theintegral
Fig.0.3 coneof normals surtace
Il
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
However, a certainconeofadmissable
(see Fig. 0.3).
PARTIAL DJFFERENTIAL EQUATIONS OF FIRST ORDER 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
JG,y,z,a,b)=0, (0.61)
:r is called a completeintegral.Hence,we get a two-parameter
family of integralsurfaces
- .gh the same
Polnt.
P2
-q2 =1' (0 . 6 2
)
.,ery point of the r1,;-space,the relation(0.62) can be expressedparametricallyas
p=coshp, q=sinhl, -*<p<* ( 0 . 6)3
.-:. the equationof the tangentplanesat (ro,_yo,"o)can be written as
( x - x 0 ) c o s hp + ( y - y s ) s i n h 4- ( z - : . ) = Q (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
: \ \ 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 en g l eo f t h e c o n e
- l. Then.
7r ( r - x u ) l + { . }- ) u ) 0 + ( z - z u i 0 l
,1
- ' 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 IN'TRODUCTION TO PARTIAL DII.FERENTIAL EQUATIONS
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:
<----+---+---
<---+--+--+--
<----+---+---
)
-a.r4
, = -df; - + =dI<- -da = u . (0.70)
ap dp dq dp
\.-'\\i eliminating (dqldp) from Eqs. (0.69) and (0.70), we obtain
dF dF (x - x6)
ap-A vyi='
r-rn l- ln (0.71)
'FpF '(l
q = q(xo,Yo,zo,p),
(x - xs)p+ (y - yslq = Q - zs)
(0.72)
=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
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
INTRODUCTION EQUATIONS
and
"! = F"|x,y, z(x, y'),p(x, y),q(x.y)l. (0.76)
at
Therefore,
-d:= D t - + a f ^ (0.7?
)
dt
curve,p is a functionof r, so that
Along the characteristic
dD dp dx 0p dv
a=;,a.6,a
Now, using Eqs. (0.75) and (0.76),the aboveequationbecomes
dp 0o 0F
--..-=-:-+3-_
dp dF
dt 0x 0p dy dq
( 0 . 8)1
_:a=-(Fv+qF:)
AT
curves
Thus,givenan integralsurface,we haveshownthat thereexistsa family of characterislic
alongwhichx, !, z, p and g vary according (0.76),
to Eqs.(0.75), (0'77)' (0'80)and (0.81).
Collectingtheseresultstogether,we may write
PARTIAL DIFFERENTIAL EOUATIONS OF FIRST ORDER 27
F dx
dt
dy
(tt
dz
-= (0.82)
P t aD + q r o ,
dt
==-(F,+qF-).
dl
:.:: equationsare known as characteristic equationsof the given PDE (0.60).The last three
:'- ...:ronsof(0.82) are also calledcompatibilityconditions.Without knowing the solution z = z(x' y)
c' r: PDE (0.60),it is possibleto find the functionsx(t),y(t),2(t), p(t),q(r) from Eqs. (0.82)
:--: rs. we can find the curvesr=r(t),/= y(t),2 -- z(t) calledcharacteristicsand at eachpoint
'
,: - :haracteristic,we can find the numbers p = p(t) and q = q(t) that determinethe direction ol
T-, rharacteristics, togetherwith the plane (0.83) refened to each of its points is called a
c - : : ' : : i e r i s t i cs t r i p .T h e s o l u t i o nx = x ( / ) , / = y ( t ) , 2 = z ( t ) , p = p ( t ) , q = S Q ) o f t h e c h a r a c t e r i s t i c
.:-,:::Jns (0.82) satisfythe strip condition
= * a,lL (084)
fi rr,t!,
[ -.. b. notedthat not every set of ltve functionscan be interpretedas a strip. A strip should
l. . rhatthe planeswith normals(P. q. -l) be tangentialto the charactertstic curve.Thatis' thel
h .rrisfy the strip condition (0.84) and the normals should vary continuouslyalong the curve.
.r rmportantconsequence of the Cauchy'smethodof characteristic is statedin the following
[ --.
F.
strip)of the PDE: F(.r..1. --.p. g) = 0. the function
h= . r..- 0.3 AJongeverystrip (characteristic
l" . .:. P'gl is constant
strip, we have
eroo| Along the characteristic
I
| ,, 0F dx . dF (b. aF (t: +rydp *dj ,tq
| ; r t y ( ' ) , ) . ( r ) . 2 ( r ) . p ( r ) . q a \ r = ; ; + i i ** A - aoi-A,t,
t becomes
usingthe resultslistedin Eq. (0.82),the righrhandsideof the aboveequation
T
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
definedby Eq. (0.60).
F
we considerthe followingexamples:
. .: illusrration.
|
I
28 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
P6(s)q6(s)-s=0=r' (l)
and the strip condition gives
I = pe(0)+ q6(l) or Qo= l. (2)
Therefore,
qo =1, Po = r (uniqueinitial striP) (3)
Now, the characteristicequationsfor the given PDE are
dxdydz^dDds
zPq'
A= e'
(4)
A=q' a= ;= e' ;=q
On integration,we get
P = s e x P ( t ) ,4 = e x P ( t ) , x = e x P ( ).l f
(7)
/ = s e x p ( / ) ,z = s e x p ( Z t ) j
EXAMPLE T.lJ Find the characteristicsofthe equation pq=z and hence,determinethe integral
surfacewhich passesthrough the parabolax=0, y'=2.
Solution The initial data curve is
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)
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 29
The strip condition gives
2s=ps(o)+qs(l)or qs_2s=o (2)
Therefore,
t
Qo= 2s and po = zolQo= ,212, = B\
'-,
2
Now, the characteristicequations of the given pDE are given by
=
* r' * =,,*=roo,
* =,,# =, (4)
On integration,we obtain
p=qexp(t), q = c2 exp(t), x =c2 exp(l)+c,
I (5)
y=ctexpO+ca, z = c1c2
exp(2t)+ c5 J
.
Takinginto accountthe initial conditions
to =0, .Io=s, zO=s2,ps=s/2, qt=2s,
u'e find
h = s/2, cz =2s, ct = Qs, ca= 3l), gt =Q
Therefore,we have
P 2+ q 2= 2
md determinethe inte$al surfacewhich passesthroughx=0,2=y.
Solution The initial datacurveis
ro(r)= 0, yo(s)=s,z6(s)=s.
Lsing this data,the given PDE becomes
p'o+q6-2=0=F (l)
INTRODUCTION TO PARTIAL DIFFERENTIAL EOUATIONS
8 o = l ' P o= l l
Now, the characteristicequations for the given PDE are given by
4d r d=rr,
r d r t4
=rr. * = ro'+zq2
=+l
!=0.41=o
dtdtl
I
On integration,we get
P=q, q=c), x=2ctl+ql '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.)
I
Y=2t+s. z=4t+s. )
equationsof(6) are parametricequationsofthe desiredintegralsurface.Elimi
The last-three
the parameters s and r, we get
z=y!x.
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)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER 3l
li i il
<di+,yi-iqlanx dDy dtdzl=s
lo v 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 oq =dv and so on.
these
L:sins tt'",0"* .ii"t'li t'""Jt 'lJu'"'"
,.rutt..
f*+ fp!,+ fqv/,=o
ano
.f"+fpf,+fqV,=0.
\lultiplying the secondone ofthe abovepair by Q andaddingto the firsl one. we readilyobtain
(f, + 0f,) + f p@,+ 00,)+ .fq(V,+ 0v = 0
")
S i m i l a r l yf.r o m E q . ( 0 . 8 6 )w e c a n d e d u c et h a t
= t.lo_\t.g+ )
6
,gt
' d_\l | 1O.ot)
t l d 1 x ,p ) A Q ,p ) )
.f=xp-yq-x=0. (l)
g=x2p+q-xz=0. (2)
Then,
A^
a\J,g) ltp-t) x = pr2 -
12 -2x2p+ xz = xz - x2p- xz ,
d(x, p) l(2xp- z) ,2
a(f,s)_l o x l__z
a. ,-l rl-'t
o \ 2 ,p t l-x x. I
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 33
=o_q_qry_r,
=xz-q,x(qy+x)
=o-q_x2p
=0
family.
which is of one-parameter
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).
of the secondequation
The maintaskis the determination (0.95)whichis alreadydiscussed
Now,
in the previoussection. what is required, is to seekan of the form
equation
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 . (0.q7)
'dtz-p\-dly,q) 'a(z.qJ
d(*. p)
On expansion,we have
(af ds_aI ae\,"(atds-af as\
'\a.' dp apa=
\ a * a p o p d x) ' )
.t44-4+).,(++-++)=,
\dY dq dq dY ) \dz dq dq o: )
(0.98) are
This is a linear PDE, from which we can determineg. The auxiliary equationsof
d\ dy dz dp
6? a q2yy= qz
Solution Suppose
7=1p2+q2)y-qz=0 (r)
:hen,we have p'L+qj-1zr= o
/*=u, Jr=p-+q" J,=-s
f^ =2pv. f- =2av-2.
dx dy
2py 2qy-t 2p2y+2qzy-qz
elp dq (2)
Pq - l (p 2* q 2 ) - q 2 l
or
PdP+qdq=g
On integration,we get
P2+q2 =4(constant)
( 3)
ay-qz=0 or Q=q,/z
and (1)
(av
1 o t 2- a zy 2 1 t t z
"-\;
36 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
. On int€gration,we find
or
\x+ b)- = \z-/a) - y-
Hence,the completeintegralis
. .-t ) 1.
lx+b)- +y- = z'la.
f = - pqxy. (l)
"2
Then,we have
'fx = - P4/' fY = -PA*' f" =22
fo=-eW' fq=-PxY'
Now, the Charpit'sauxiliaryequationsbre given by
dt _dy = d" dp aq
= =
fp fq pf, + q1:n -(f, + pf") -(f, + q1'"1
That is,
dx dy dz dp ds (2)
-qxy - pxy -2pqry pqy-zpz pqx -Zqz
From Eq. (2), it follows that
dplp dqlq dxlx dvlv
qy-22 px-22 -qy -px
PARTIAL DIFFERENTIALEQUATIONSOF
FIRST ORDER 37
.irich can be rewritten as
dplp - dqlq
_-dxlx+dyty
qy-px qy- px
dp 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
z ax y
I
lnz=:lnx+alny+lnb
a'
z = brrroyo
is the complete integral of the given pDE.
0.18 Find the complete integral of
,2p2 +y2q2 -4=o
Charpit's method.
38 TO PARTIALDIFFERENTIAL
INTRODUCTION EQUATIONS
dx__ dy _ dz _ dP
;7;- tii- -2'P2
'a2P2+Y2q21-
--!c- (l)
-2 yq'
-!+-1
-Zxp'
or *x *42=o
2x'p 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.
we get
Substitutingthesevaluesof p and q in the given PDE'
(0 l0lt
f ( a . b )= 0
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
"lp*"G=t
Solution The given PDE is of the font f(p,q)=g. Therefore,let us assumethe solution
-: :he form
z=ax+by+c
';:-:rg
or b=(r-J;)2
"G+Jt'=t
Hirce, the completeintegralis foundto be
z = ax+ (1- nla)2
y+c.
I!
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.
dz dz du dz
'
dx du 0x du
dz dz 0u dz
t= sr= *
,=a ^
S-:stituting these values ofp and g in the given PDE, we get
f )- ,-\
Il".a.,+l=o (o.ros)
\ au au)
r::ch is an ordinary differential equation of first ordet
Solving Eq. (0.105) for dz/du, we obtain
]=Qk,a) \sav)
i:
PARTIAL DIFFERENTIAL EQUA-IIONS OF FiRST ORDER
39
EI{-I{PLE 0.19 Find a complete integral of the equation
Ji * Jq=t.
Solulion The given PDE is of the form /(p, g) = g. Therefore, let us assumethe
solution
: :--: form
z=ar+by+c
,!a+.lb=l or b=\l-Jtt)t
l-l:::e. the complete integral is found to be
z=ax+Q-Ji)2y+c.
z=f(u)=f(x+ay) (0.104)
0z dz 0u dz
'
0x du dx du
o=+=++=,+
oy du dy du
S,::rituting thesevaluesofp and q in the given PDE, we get
f(,.+.
\ a u "!)=o
du)
(0.r 05)
dz
---:"-----a
= au.
QG,a)
40 INTRODUCTION EQUATIONS
TO PARTIALDIFFEREN1IAL
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 Let us assumethe solution in the form
7=f(u)=a+6y
Then,
dz dz
P=A' q=a
du
thesevaluesin the given PDE, we get
Substituting
dz(. dz\ dz
al'*oa)=o'd".
That is,
dz dz
oar=*-' 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:
i
P 2" 2 + q z= 1 '
Sotation Let us assumelhat z = f(u)= x+ ay is a solutionof the given PDE.Then,
dz dz
e= c=a
du' du
thesevaluesofp and g in the
Substituting given PDE,we obtain
ldzl
'-1 +a-\du)
llCEl
=l
la")
That is,
(*\ dzl
<,,*ort=r or du
\du ) tlr2 +o2
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER 4l
'[7*t a"=au
ar lnte$ation, we get
r-i-----i t f r-------''l
zlz- +a- a- . I z+!z- +a-
t=truv'rD
2 2l a I
-:.;h is the requiredcompleteintegralof the given PDE.
dz=O@dx+v(;)dy
integralin the form
we ge1the complete
r ::egration,
(0.10e)
"=lO<Oa'*JyQ)dY+b
TUPLE 0,23 Find the completeintegralof the PDE:
pzy (1+ x2'1=qx2
o 2( l + , 2 \
.--. .-=9=o (say),an arbitrary
constant.
x'y
J-o*
e=;67' q=aY
r:r rring these values of P and q in
42=pdx+qdf,
42 INTRODUCTIONTO PARTIAL DIFIERENTIAL EQUATIONS
we get
' {ot
u=
Jl;7ar+aYry
On inlegation, we obtain
'=Ji[*t *1y'*b
which is the completeintegralof the given PDE.
EXAMPLE 0.21 Find the completeintegral of
P2+q2='+Y
Solution The given PDE is of separabletype and can be rewritten as
p2 -t= y-q2 =a (say)
Then,
P =J'+i, q=Jy+a.
Now, substitutingthesevaluesofp and 4 in
dz=p&+qdy
we find
dz=.lx + a dx+,JW dy,
On integration,the complete integral is found to be
&dv dz
fr y+.fq px+qy+pfr+q1fo
"+
dp dq
(0.lll)
p-p q-q
,= p**qy*rlt*p\ t,
Solation ThegivenPDEis in the Clairaut's
form.Hence,its complete
integralis
t=**ry*r[*] *F.
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).
,i i ) ( y + l ) p + ( x + 1 ) q= s .
Find the integral surface of the linear PDE
xP-Yq=z
; h i c h c o n t a i n st h e c i r c l ex 2 + y 2 = 1 , 2 = 1 .
INTRODUC'TION TO PARTIAL DIFFERENTIAL EQUATIONS
, = L1p2 + q21+ 1p _ x\ (q _ y)
2
x 2 + Y 2= 1 , 7 = 1 '
1 p 2+ q 2 1 x = p z
.0202 (GATE-Maths,
1996)
wherep=2, Q=2,
s-D*-G-v+4!=,
dx dy
II I
I
II
{
l
CHAPTER T
FUNDAMENTALCONCEPTS
. INTBODUCTION
F ( x ,y , 2 , t , . . . , u , u y ,u z ,h , . . . , u r x , u r , . . . , u r , . . - )= 0 (l.l)
:.:.leda partialdifferentialequation.A few well-krown examDlesare:
u, = k(uo +uw + urz) Iinear three-dimensional
heatequation]
u* +u,^+ . u - -= O [Laplaceequationin threedimensions]
').
u = c- (u$ + u)ry+ uzz) Iinear three-dimensional
waveequation]
q+uur=puxr [nonlinearone-dimensional
Burgerequation].
:. theseexamples,z is the dependentfunction and the subscriptsdenote partial differentiation
--: respectto these variables.
inition l.l rhe order ofthe partialdifferentialequationis the order of the highest
derivative
-:ring in the equation. Thus the above examplesare partiar differentiar equations
of second
:::. whereas
q=uurn+stnx
:--.examplefor third order partial differential equation.
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
S s1 -
z.t
ri1urixJ *
L
b,'r' + F(u) = Q (1.2)
i ,i = t t=l
classification
of a PDE dependsonly on the highestorderderivativespresent.
47
48 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
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.
such that the functions { and r7 arc continuously differentiable and the Jacobian
o*,-€,n,)
' =#3=,;,',1= *o (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)
u* = uE461.
+2u4r€,4,+ rnrr\! + rg,to + urno
uo = ugl*4y + utT(4,ryy
+ 1yry")+urrn,n, + u|qn, +u44n
ur, =u6gC,?
+2u6r1yey
+rrrrt r?+u,{r, +urr1r^ (17)
2=A1l+Bt"t..+Ct?
E =2A1,t1,+ B((,q, + (rr7) +2C(rr,,
e = 4l + nr7,r1,
+Cr72,
(r \2 (r\
al!l +nli l+c=o
\qv) \{r i
=o
,fr'l'.uiz,l..
\tty ) \ay )
Solvingtheseequationsfor GJ11,)and(n'/ny)'we get
r-..-
4x_-B+,1B" -4AC
, at
F--;-
r y ,_ - B - l B ' - 4 A C (r.12)
4y 2A
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 (r.r3)
dx \1, )
Similarfy, afong the atwe q(x, y) = c2, we have
4=-lul (l.l4)
dx \,tn )
Integrating Eqs.(1.13)and (1.14),we obtainthe equationsof family of characteristics €(r, y)=ct
a n d r y Q , y ) = c 2 , w h i c h a r e c a l l e d t h e c h a r a c t e r i s t i cosf t h e P D E ( 1 . 4 ) . N o w t o o b t a i n t h e
canonicaiform for the given PDE, we substitutethe expressions of{ and ? into Eq. (1.8) which
r e d u c e st o E q . ( l . l I a ) .
To make the ideas clearer, let us considerthe following example:
3 u * + l ] u - . + 3 t . - .= 0
Comparing with the standard PDE (1.4), we haveA =3, B =10, C =3, 82 - 4AC = 64 > 0. Hence
the given equationis a hyperbolicPDE. The correspondingcharacteristicsare:
dy (c,\ (-a*,[F-+rc) 1
dx \6r) 2n 3
\ )
,,NDAMENTALcoNcEprs
| sl
I
| +=-(u)=-(-a-'l-'a-qAc)-.
* 24
| -: \4') \ )-
tina ( andry, we first solve for 7 by integratingthe aboveequations.Thus,we get
|
'=3x+c1' ,=!'*',
|
:h give the constantsas
J
,=Y-3x. cr=y-x/3
I :-crore'
| F I
€==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,
,,=,'r# impulseswill
|
To find rhe canonicalequation,we substitute
the expressions
for f and 7 into Eq. ( I .9) to get
J
,=.e(|+Bl(r+cqj=t1_t12+10(_3)(r)+3=0
|
I = ZAi,ry,+ Bli,Uy+ qyry,t
+2c6rny
I
I
=,(3,er(-;).,ofr-:xrr.r(-J)]+z(:)(r)(r)
II
I =o=ro(_fJ+e
=,,_+=_+
| .=o D=0. E=0. F=o
I
:e. therequired
canonical
lormis
lF:
or '':n=o
*"'=o
'
:rlegmtion,
we obtain
f-
,G.n\="fc)+ sot)
| ---:/and g arearbitrary.
Goingbackto the originalvariabres,
the generar
sorutionis
f
,(x,y)=f(y_3x)+s(y_xt3)
|
3.2 Canonical Form for parabotic Equation
f
":eparabof ic equation.
rhedisciiminant E2-q,qe=0, whichcanbetrueif B=0 andi or C
f
:j.rat to zero.Supposewe set first l=0 in Eq. (1.9).Thenwe obrain
F
,=A{}+B(,(,+cs,,=0
|
I
<t INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS
or
(r\2 (r\
Al:z | +Bl::r l+C=0
11,) \6, )
which gives
t- -B!,1 r--;-
B' - 4AC
;= ,,
"y
Using the condition for parabolic case, we get
9r (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 = 2AS,t7,
+ B(6,tly + 6ynx\ + 2C1yry'
dvt-B2xvv -----L - !-
=
dx €t 2A 2x2 x
- we have
.-.:eSTation,
xl=c
: :.ence ( = xy will satisfy the characteristic equation and we can choose 17= y. To find the
:::cal equation,we substitutethe expressions
forf and ? into Eq. (1.9) to get
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=y2, D = -2xy
E=0, F=0, G=e"
-:.. the transformedequationis
42unt=26uq+e1n
: :rronicalform is, therefore,
21 |
ur, = -7 u1+1e, r,"'
dx
dy_B+lB"-4AC
dx 24
--. complex conjugatecoordinates,say { and ri. Now, we make anothertransformationfrom
- :o (d, p) so that
o=€+n. s=€-n
22i
:- give us the requiredcanonicalequationin the form (l.llb).
-:
;llustratethe procedure,we considerthe following example:
iy+l=s,, -ir+L=""
)"4
2!2x'2 + i v .
t' = ,=!12 -iu
the secondtransformation
Now,introducing
F+n F-n
a=-,p=-;
we obtain
12
a=;, F=v
The canonicalform can now be obtainedby computing
]=Aal+fa,ay+caj=y2
e=eB| +BB,BI+cp2r=x2
F=0, c=o
Thusthe requiredcanonicalequationis
,2uoo+ ,2uOO+uo =O
or
uoo+upp=-fi
EXAMPLE1,1 Classifyandreducethe relation
82 _ 4AC= _4(1+r211t+y21<o
:: rhe given PDE is an elliptic type.The characteristic
equationsare
dy B+ J Br:4AC
dx 2A
- -::gration,we get
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
Thusthe canonicalequationfor the given PDE is
udd+upg=0
u=V(rt)+cG)
e(6)is anotherarbitraryfunction.Retuming
to the old variables
r, lr, the solutionof the
PDEis
u(x, y) = ry(y - x -cos x)+ g(y +x - cosx)
dv n- t*'[F -+,qc
dx n-. 2A
, =? g*yr/2+ r,
, = -? 943/2+
"2
)re, the new coordinatesare
((x,fi=1y-1fi'f =,,
2
4 { x , y ) = } y + 1 . 1 - a 1=3g ,
z-
arecubicparabolas.
orderto find the canonicalequation,we compute
Thus,the requiredcanonicalequationis
9ru,- -2(-t\-tt2u,
' +1Gx\-tt2 u- =o
e't 4' t 4
OI
I
uh=-luq-ua)
On integration,we have
we obtain
3
o=ry, p^ = - 6. tt-.1
xr
normalor canonicalform is
The corresponding
1 ^ =U
uooluBB+----':up
dy B+JF -qAC= l + c o s . r
&
On integration, we get
/=.r-sinrfcl, y=x+sinx+c2
EXAMPLE 1.6 Reduce the following equationto a canonical form and hence solve it:
yut + (x+ y)ury+ xuw = 0
FUNDAMENTAI-CONCEPTS 59
Solution Thediscriminant
8 2 - 4 A C = ( x + y 1 2 - 4 r y = ( x _ y ) 2> 0
-:-:e the given PDE is hyperboliceverywhereexceptalong the
line y:x; whereason the line
= r. it is parabolic.When y*x, the characteristic
equationsare
/--;-
dy _B+rlB. _4AC _(x+y\+(x_y)
dx 2A 2y
dy 4=t
dx 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, E=_z(,_y)2,
c=0. D=0, E=2(x-y\ F=C=o
canonical equation for the given PDE is
-t2uh + 2 ( - O u , = 0
d I -dul -
6u€4+ un= ; l E l = u
" )
05\ on
::::ion yields
E*=r<nt
ory
:. - :rtegrating
with respectto ?. we obtain
lr
u=EJ fttt\dry+c,Gl
It
u=-.1 f (y'-x")dty' -x')+g1y-x)
i:neral solution.
60 INTRODUCTION
TO PARTIALD]FFERENTIAL
EQUATIONS
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 The discriminant of the given pDE is
)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, a =0, f = r, D =t,
"or2
E=0. F=0,
Hence.the canonicalequationis
cos2(x) ur, + u, = x
-- sin-tpn-|1- u,
1l- e2(n-1t1uro
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'
= + I-
dx 2 CI
Therefore,
dtl dtl
dxa [aa
On integation, we get
t=-!+cr, t=!+c.
aa'
oPERAroRs
1.4 ADJorNr
I
tu=' (t'16)
r is a differential
where givenor
operator
I
t= aolxylL+ ar<'){\ +...+o,{')
|
One way of introducingthe adjoint differentialoperatorZ* associatedwith I is to form the I
productvZu and integrateit over the intervalof interest.Let
I
(1.11
Itn"uarlfn+lB rt*uar
|
rvhichis obtainedafterrepeatedintegrationby parts.Here,Z* is the operatoradjointto t, where I
the functionsu and y arecompletelyarbitraryexceptlhat Lu and.ttv shouldexist.
I
EXAMPLE 1.10 Let Lu = a(x) (d2uldx2-S + n14g"ldr'1+c(.r)r/;constructits adjoint Z+.
I
Solution Considerthe equation
t'**= I
Jn
^,,. I
:,':..*),',,1,
-t.,',:!:;'*,.'
= (av)---=ax+ @v)
Io *dxJ n
Gv)u dx
FUNDAMENTAL CONCEPTS
:: -1,\ ever,
rB r!2" ?8 S
| 1av)Td;r=J|A to")|tu'\a*
JA dX- dX
- {ou)'u'a,
=1u'val,^
l"
=[u'av]l-tu(av)'ll + u@v)"dx
tu
-[uubi'a*
I'ooffa.=tu(bv)li
-b)!+{a" -b'+c)
dx
(l . 1 8 )
functions of x and y. In
L(u) = s
,a-J
(l.le)
64 TNTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS
Here it is assumedthat A4 eCQ) and B, ec(l). For any pair of functionsu,reCQ\, it can be
shown that
L+O)=+O)+{{i=uo *,""
dx- dy-
Therefore,
L*(u)=uo+u,
Hence, the Laplace operator is a self-adjoint operator.
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
:re' (|'TD are the natural coordinates for the hyperboric
system. In the -r,r'-prane,the curves
:;:),::i:\:1:::!)i"^r:,::!","haracteristics of the givenpDe as showni"'nig. i.ifa
le in the 6?-plane, the curves 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-, 1L )
d+ dy
consideran eguationwhich is alteadyreducedfo its canonicd form in te vaiab)es
d-u du . du
L(u) = - + a- + b-; + cu = F(x. y) (1.24)
ox oy ox oy
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
d v(x, y) be an arbitraryfunctionhavingcontinuoussecondorderpartialderivatives.
Let us
ler the adjoint operatorZ* of Z definedby
)2,, ) )
Z * (v) = -:-:- - -:- (av)- + (bv)+ cv (t.2s)
ox oy ox oy
we introduce
u = o * - u- 4 , N = b u v + v f u (1.26)
ov' dx
66 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS
then
M, + N, = ur(ov) + u(av), - urv, - w, + u
r(bv) + u(bv), + vru, + vu,
Addingand subtractingcuv, we get
T -) 'l r -1'r
u,+N,=-,1
'
-l-'"- ! wr-levy+ cvl*ul!.^ *od-u *o. d-u *rul
l
ox
Loxoy dy dx dy
) ldxdy l
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
with the condition (Cauchy data)
(i) u= f(x) on f, a curve in the xy-plane;
),,
(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)
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 '
r ' ay-Na'1+l
Jl_1u ' p ay-
J R.u 1p el,'a"=[[
' .[-^ - (v)]dx
, i i 1"21u)-uL+
.., dy (1 . 3 1 )
Irn'*=1nu"a*+[o
*'d*
by parts the second term on the right-hand side and grouping, the above equation
? g
t* 1,1= (1 . 3 3 )
r de same time satisfy the following conditions:
vt=bv w h e ny = q , i . e . , o n P Q ( 1.34a)
yy = av when "r = 4, i.e., on PR (1.34b)
v=l w h e nr = 6 , y=q ( 1.3ac)
rzi rhis function v(x,y;€,D as the Riemannfunction ot the Riemann-Greenfunction. Since
= F - E q . ( 1 . 3 2 )r e d u c e st o
= :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 INTRoDUCTI0N To PARTIAL DIFFERENTIAL EQUAI.IONS
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 {1.361
.tf Jr Jd
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
lulp=LuvlR- d y - b d x ) - J r ( / v r d x + w ) . d y ) + ( v F ) d xd y (t.17)
Jruv\d JJ
JR
By addingEqs. (1.36) and (1.37),the value of u at p is given by
l. - f 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 )
2 rr 2Jr "
I f
+ - l v ( u^ , d r - u u d y \ r+r l 1l v f 1 daxy (t.i8)
2Jr "'d
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_
M = quv-uyy, N =buv+vu,
and comparingthe given equation(1.39) with the standardcanonicalform of hyperbolic equation
( I .24.1,we have
a=b=c=0
Therefore,
^7
l*(v)=__:__: (1.41)
dx dy
F:::. Z = Z* and is a self-adjoint operator.Using Green's theorem
fl
'ril Ur -,1. rila*ay=rdt<
| ^_g ay- u a"t (1.42)
- =l -
l ro{uat, Na4 r<uat, waO* ! n, {u ar- u ai +! r^ {u at- Na,) (l.4r)
- Na,t= -"!.0,-
J,w at, ,[,(
r\ dy "!*)
dx )
1.3, we have on f, r=/. Therefore,dx=dy. Hence
- ua,t=[,[-, -,'i)*
J,tvat, (1.44)
t,
Flg.1.3 An illustration
ol Exampte
1.13.
70 INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
f - N a t =JQP
I t u a. r - u a * l =JQP
JQP'
f -,La* (r . 4 s )
Ox
I say-xa*t=[--r+=[
' ' JpR
-,?+' (r.46)
JpR' JpR dy
!n! wr - r *otya*+=J,l,
"\
^L,
o Y
a,-' *o x*)*
) rI",-"
v r fi
a,*J,r-,fi o,
But
t 0, . -P r 0v
*
J p p -2' r a ' = F ' u l o J o o " E *
Therefore,
t' 1
vr -
)
tt- -
at=[.] -"ff,a,-,7*
<uila,
"
)ln "L* oY o x )|
"\
Dr)vcdv
+l-vulb+),pufrdx+)ro-ufidt 0.41)
dv
(ii) w h e ny = 4 , i . e . , o n Q P
^=tt
Av
(iii; | =0 w h e nx = 6 , i . e . , o n P R
oy
(iv) v=l at P((,4).
Equation(1.47) becomes
tt ov ou.\
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.48)
,r\ oy dx J ,t
FUNDAMENTAL CONCEPTS 1l
f tf a 2 1
(uv)q-tuv)p = | _ d(uvt= l-li1n)ax + ltwlay I
Jt dy
lox I
f
= (urv dx+ uv, dx+ urv dy+ uv, dy\
J,
'. .r Eq. (1.48)can be rewrittenas
- pr; axay
(u)p=(uvtp = (ur,dy+*, ay1 ( l .4e)
J, lJ
IR
: -:il1', addingEqs. (1.48) and (1.49), we get
I lr.
(u)p=11@v)p+{*)n)+ (uv, dx- vu, dx)
2) r
,,=#k.h*.h*=, (,so)
-::ring this equationwith the standardcanonicalhyperbolicequation(1.24),we have
2
o=b= , C=0, F=o
x+ y
:: lint equationis Z+(v)=Q,\vhs1g
-!': - a=
L.(D= (Zl-!(JL). (l.sl)
dxdy dx\x+y) dy\x+y)
'-:at
,,^
(lll -d v = -v z on PQ, i,e., on y=q
dx x+ y
If v is definedby
/-r .,\
v(x, y; (,4"1=:-:--!J-lzxy + (( _ r) (x _ y) + 2qryl ( l .s3)
\e+D"
Then
#=ffi,,,.o-^v|*ut.#*l
+2x(( - 4)+2(41
+ 2Y2 ( 1.54)
*= A#*,
and
dzv _4(x+y)
(1.s5)
0x 0y G + tD3
dv = -)-
.gry +zx2-2y\q ' t \ e _ tDt '+z6tt) 0.s6)
a l 1 1 +r ' f ' ' " ' ' ' ^
Usingtheresultsdescribed
by Eqs.(1.53f{1.56),
Eq.(t.51)becomes
= 1 . ! r * ! ) _, , ? . _ , r l 4 x y + z (+xyz2 ) l
G+d" (x+y)((+4)r"
or
= +2x(( - 11)
+ 2t12 +2(41
* A#*'
FUNDAMENTAL CONCEPTS 73
2v2 -Do-d+z6q)
x+y x+q ffirr*r*n
I
= .tlznz+2x(( +r)+2{41 (l.s8)
G+?D'
Eqs.(1.57)and (1.58),we get
-0: v- =2 - Y at V=n
dx x+ y
property(ii) in Eq. (1.52)hasbeenverified.Similarly,property(iii) can also be verified.
atx=1, v = q '
F+n
G+ilG+D2
v= -2-+124n +G _ tD' +26ry1=
\q+nr G + ril3
(iv) in Eq. (1.52) has also beenverified.
(1.50)and (1.51),we have
( dv) 0 ( 2vu
= -d- l - - zvu
u-- l+ ^ l-+v:-
du\
|
dx\x+y dy) dy\x+y dx.)
= -AM
+- dN
dx dy
z u u d " ] 1 . r a l[ 2 u , 0 , ] 1 .
_ tr Pt l1I _
J? + v _ _ _ f l d Y +l | 1 : _ r j l l d y
dx)) J PL t - r + /
Lt;+/ dYt.t
However,
au\ . rP 2uv p cP iv
J?\x+v. '*)*=Jn fi,x*t*''n-ln' ^a-
((Zuv
-l' 2u'
dt-(ur\o+(uvrn-l' r\a,
rQx+y " 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:
p=(uv)e
(u)
4?##4)e
=-+-l'st *,3q41a,
\€+ryr"E
=- -$*lenrn,
-s^tl
*-r lir,
= * 62r72
+ rta
1+ 3qrt
1t,* rl,))
ffi,4/
= G - , i e € z- 6 n + z n 2 )
FUNDAMENTAL CONCEPTS 75
'--erefore,
v(x,y|€,D = J0
J0 denotesBessel'sfunctionof the first kind of order zero.
Solution Comparing with the standardcanonical hyperbolic equation (1.24), we have
a=b=0. 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 0v d(
dx dQ 0x
kQHl=oo-,1)
dx
1=io"rty-nl
oxK
76 INTRODUCTIONTO PARTI{ DIFFERENTIAI EQUATIONS
Thus,
0v dv a .t-r. -
;-=-;;;Q"'\y-4)
ax dgE
.t ^T^
d'v 'v-il)I
dldva.t-L
a,ay=
ayLaie'
=110"* ?ua0,..-, , rr-r,.
2+rr-nto-k t
ag-]
v - n-,a'1,
k L dQ aQ ay\Y-ry)*e N ay)
However,
Therefore,
fr=io"-<'-a
)2un''' I
+=Ap'o!*1r-r16-k(,-q)o-n)ld'o**d''
dxdykL do ' k' ap '--u-ntfii0'-rtx-tt]
Hence,
gives
ffi*"=o
a1*{11_e14
zlo! 6ro-r, ' ' d 0*r,r
kLk' dO' k
' -Lf*,=o
aO )
or
o-( d2:
,r-r * rr* 4 l* u= o
k'\ d0" d0)
OT
^ t2
Q ' v "+ Q v ' + L Q K v = 0
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
of the pDE
2. Find the familiesof characteristics
(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, r>0, y>0.
(b) uo +2u, +\0 =0.
(c) e'uo*eYuo=u.
L* = c2vo -vx
-. Determine
the adjoint operator,* corresponding
to
L(u) = Ayo I pu, +Curry+ Du, * Eu, t Fu
u=f (x), =
fi= sUl ontheliney I
using Riemann's method which is of the form
I t
yi = @o>
u(xo, +t<yr)]+ " v ^ sele - F@,y)dxdy
ilf iJ, J)
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
d2" . ^ d2t
-;-= , 12" a- a-
- ,;-i + csszvj all + 3! = 0
dx' ox oy dv- dx dy