Partial differential equations by method of Direct Integration

Equations soluble by direct integration:

 3z
1.  Cos (2x  3y)
x 2 y

I.w.r.t.x partially

 2z sin(2x  3y)
  f(y)
x.y 2

I.w.r.t.x partially
z sin(2x  3 y )
y
  2 
dx  xf ( y ) dx  g( y )

z 1 x2
  cos( 2x  3 y )  f ( y )  g( y )
y 4 2

I.w.r.t.y

1 x2
z
4 
cos( 2x  3 y ) dy   2 
f ( y ) dy  g( y )dy  h( x )

1 x2
z sin( 2x  3 y )  ( y )  n( y )  h( x )
12 2

2. Z x  6 x  3 y and Z y  3 x  4 y

Z x  6x  3y

Z  3 x 2  3 xy  f ( y )

Z y  0  3x  f ' ( y) comparing with (2)

f ' ( y )  4 y

 f ( y )  2y 2  C

 Z  3 x 2  3 xy  2y 2  C

 2z z z
3. Solve  a2 z if  a sin y and  0 when x  0
2 x y
x

 2z
  a2 z
2
x
A.E m2 – a 2 = 0

 z  f(y) e ax  g(y) e ax (instead of C1 and C2 f(y) and g(y) is used)

  z 
a sin y     af(y)  a g(y)  sin y  f(y)  g(y) ...(1)
 x  x  0

 cos y  f ' (y)  g' (y)

 z 
0     f ' (y)  g' (y) ...(2)
y
 x 0

1
 2f ' (y)  cos y  f(y)  sin y  C1
2
1
g(y)   sin y  C 2
2

 2z
4.  sin x
xy

z
  cos x  f(y)
y

z  y cos x   f(y) dy
z  y cos x  (y)  g(x)

 2z z 2
5.  sin x sin y given  2 sin y where z = 0 when y is a odd multiply of
xy y


.
2
z
  cos x sin y  f(y)
y

z  cos x cos y   f(y) dy  h(x)

z  cos x cos y  (y)  h(x)

2 sin y   sin y  f(x)  f(y)   sin y

 z  cos x cos y  cos y  h(x)


Given z = 0 when y is odd multiple of
2
0  0  0  h(x)  h(x)  0
 z  cos x cos y  cos y
Exercise
Try yourself

3x 2
6. Zx = 3x – y, Zy = -x + cosy Ans: z   xy  sin y  c
2

7. ys + p = cos(x + y) – ysin(x + y) Ans: zy  y sin(x  y)  F(y)  (x)

 3z
8.  18xy 2  sin(2x  y)  0
2
x y

1
Ans: z  cos(2x  y)  x 3 y 3  xf(y)  g(y)  h(z)
4

2z z
9. Solve  z  0 if z  e y and  1 when x  0 Ans: z=sinx+ey cosx
x 2 x

 2z
z0
x 2
AE m2 + 1 = 0
mi when x  0

z  f(y) cos x  g(y) sin x  e y  f(y)

z
 f(y) sin x  g(y) cos x  1  g(y)
x

 z  e y cos x  1. sin x
Applications of P.d.e
In many situations we look for a solution of a differential equation which satisfies
some specified conditions known as boundary conditions. The differential equation
with the boundary conditions is called a boundary value problem.

A number of problems in engineering give rise to some standard p.de's

2y 2y2
i) Wave equation  c2
t 2 x 2

u  2u
ii) One dimensional heat flow equation  c2
y x 2

 2u  2u
iii) Laplace equation  0
x 2 y 2

Vibrations of a stretched string

Consider a tightly stretched elastic string of length l and fixed ends. A and B and
subjected to a constant tension T.

T is large compared to weight of the string so that effects due to gravity are
negligible.
Fig.
Let the string be allowed to vibrate then every point on the string makes small
vibrations to the equilibrium position AB entirely in one plane.

Now consider the motion of the element PQ of the string at time t.

Let  and  be the inclinations of the tangents at P and Q respectively.

2y
Now the acceleration of the element PQ is
t 2
The vertically component of the force acting on the element PQ
 T sin (  )  T sin 

 Tsin(  )  sin 

 T{tan (  )  tan } as  is very small

 y   y  
 T     
 x  x  x  x  x 

Let m be the mass per unit length of the string

By Newton's second law

2y  y   y  
mx.  T     
2  x  x  x  x  x 
t

  y   y  
    
2
 y T   x  x  x  x  x 
or   
2 m x
t 
 
 
as Q  P i.e., x  0

2y T 2y 2y 2y T

 or  c2 where c 2 
t 2 m x 2 t 2
x 2 m

which is partial differential equation giving the transverse vibrations of the string
which is called one-dimensional wave equation.

2y 2y
Solutions of wave equation:  c2 …(1)
t 2 x 2
We seek a solution of the form y = X(x) T(t)
 (1) becomes
 XT ''  C 2 TX ''

X '' 1 T ''
or 
X C2 T

X '' 1 T ''
Let  k
X C2 T

X ''
 k  X ''  KX  0 ...(2)
X

1 T ''
k  T ''  KC 2 T  0 ...(3)
C2 T
Let k = p2

Case i) K is +ve we get X  c1epx  C 2 e px , T  c 3 e cpt  C 4 e cpt

Case ii) K is –ve we get X = c5 cos px + c6 sinpx, T = C7coscpt + c8 sinpt

Case iii) K = 0 we get X = c9x + c10 , T = c11 t + c12

 The various possible solutions are

y  (c1epx  c 2 e px ) (c 3 e cpt  c 4 e cpt )

y  (c 5 cos px  c 6 sin px) (c 7 cos cpt  c 8 sin cpt)

y  (c 9 x  c10 ) (c11 t  c12 )

Note:
We have to choose the solution that is suitable to the physical system. Since we are
dealing with vibrations, y may be a periodic function of t.
 y  (c1 cos px  c 2 sin px) (c 3 cos cpt  c 4 sin cpt)

1. A string is stretched and fastened to two points l apart. Motion is started by

 x 
displacing the string in the form y  a sin   from which it is released at time t =
 l 
0. Show that the displacement of any point at a distance x from one end at time t is
given by

 x   ct 
y(x, t)  a sin  cos 
 l   l 
Solution:
Vibrations of string is generated by
 2y 2y
 c2
t 2 x 2
Given
y(0, t)  0
 boundary conditions
y(l, t)  0 

Since transverse velocity initially of any point on the string is 0

 y  
   0 initial conditions
 t  t  0 

We have y(x,t) = (c1cospx+c2sinpx) (c3coscpt+c4sincpt)

Since y(0,t) = 0
y(0, t)  c1 (c 3 cos cpt  c4 sin cpt)  0  c1  0

 y(x, t)  c 2 sin px (c 3 cos cpt  c 4 sin cpt)

y
 c 2 sin px c 3 cp sin pt  c 4 cp cos cpt
t

 y 
  0
 t  t  0

gives c 2 sin px0  c 4 cp  0 c 2  0  it will lead to trivial solution

 c4  0

 y(x, t)  c 2 c 3 sin px cos cpt

Also given
y(l, t)  0  c 2 c 3 sin pl cos cpt  0  y(x, t)

 pl  n

n
or p 
l

 nx   nct 
 y(x, t)  c 2 c 3 sin  cos  
 l   l 

 x 
Now y(x,0)  a sin 
 l 

 nx 
 y(x,0)  c 2 c 3 sin .1  c 2 c 3  a, n  1
 l 

2. A tightly stretched string of length l with fixed ends is initially in equilibrium

x
position. It is set vibrating by giving each point a velocity v 0 sin3 . Find the
l
displacement y(x,t). Equation governing the vibration of the string

2y  2u
 c2 ...(1)
t 2 x 2
Boundary conditions y(0,t) = 0, y(l, t) = 0
Initial conditions y(x, 0) = 0

 y  x
   v 0 sin3
t
 t 0 l

Solution of (1) is of the form

y(x, t)  c1 cos px  c 2 sin px c 3 cos cpt  c 4 sin cpt

y(0, t)  0  c1  c 3 cos cpt  c 4 sin cpt  c1  0

 y(x, t)  c 2 sin pxc 3 cos cpt  c 4 sin cpt

n
y(l, t)  0  c 2 sin plc 3 cos cpt  c 4 sin cpt  pl  n or  
l

 nx    nct   nct 

y(xlt)  c 2 sin  c 3 cos   c 4 sin 
 l    l   l 

Initial conditions
 nx 
y(x,0)  0  c 2 sin c 3   0  c 3  0

 l 

 nx   nct 
 y(x, t)  b n sin  sin   Let b n  c 2 c 4
 l   l 
Adding all such solutions

 nx   nct 
y(x, t)   bn sin 
 l
 sin
  l 


y  nx   nc   nct 

 b n sin     cos  
t  l   l   l 

vo  x 3x  cn nx

3 sin  sin   b n . sin
4  l l  l l

c sin x 2c 2x 3c 3x

 b1  b2 sin  b3 sin  ....
l l l l l l
Equating coefficients
3v 0 cb1 2c v 3c
 , 0 b 2 , o  b 3 ,....
4 l l 4 l
3lv 0 lv o
b1  , b3  , b 2  b 4  b 5  ....  0
4c 12c
 lv o  9 sin x ct 3x 3ct 
y   sin  sin sin 
12c  l l l l 

D'lembert's solution of the Wave Equation

2y  2u
Let  c2 …(1)
t 2 x 2
Let u=x+ct, v = x – ct

y y y 2y      y y   2 y 2 2 y  2 y
          
x u v x 2  x v   u v  u2 uv v 2

y cy cy 2y   2 y 2 2 y  2 y 

||ly     c2  2   
t u v t 2  t uv v 2 

Substituting in (1)

2y
0
uv
I.w.r.t. v partially
y
  f(u)
u

 y   f(u) du  g(v)
y  (u)  g(v)

 y  (x  ct)  g(x  ct)

 y 
Now to determine  and g we use y(x,0)  h(x) and   0
 t  t  0

h(x)  y(x,0)  (x)  g(x) ...(2)

y
 c ' (x  ct)  cg' (x  ct)
t

 y 
   0  0  c ' (x)  cg' (x)
t
 t 0

  ' (x)  g' (x)

  (x)  g(x)  k

 h(x)  g(x)  g(x)  k

1
or g(x)  h(x)  k
2
 1
(x)  h(x)  k  k
2
1
(x)  h(x)  k
2
1
 y  h(x  ct)  k  1 h(x  ct)  k
2 2
1 1
 h(x  ct)  h(x  ct)
2 2

1. Find the deflection of a vibrating string of unit length having fixed ends with initial
velocity zero and initial deflection f(x) = k{sinx – sin2x}
Solution:
By Alembert's method
1 1
y(x, t)  f(x  ct)  f(x  ct)
2 2
1
 K[sin (x  ct)  sin 2(x  ct)]  1 {k sin(x  ct)  k sin 2(x  ct)}
2 2
y(x, t)  k{sin x cos ct  sin 2x cos 2ct}

y(x,0)  k(sin x  sin 2x)  f(x)

 y 
   k{c sin x sin ct  2c sin 2x sin 2ct} t  0  0
 t  t  0

2. Using d'Alumberts method find the deflection of a vibrating string of unit length
having fixed ends with initial velocity zero and vital deflection
i) f(x) = a(x – x3) ii) f(x) = asin2x

1
i) y(x, t)  f(x  ct)  f(x  ct)
2


1
2
  
a (x  ct)  (x  ct)3  a (x  ct)  (x  ct)3 

a
2

2x  {(x  ct)3  (x  ct 3 )} 

a
2
 
2x  (x  ct  x  ct) (x  ct)2  (x  ct) (x  ct)  (x  ct)2 

a
2
 
2x  2x x 2  c 2 t 2  2xct  x 2  c 2 t 2  x 2  2ct  c 2 t 2 
  a
2
2x  2x(x 2  3c 2 t 2 ) 
y(x, t)  ax 1  (x 2

 3c 2 t 2 ) , y(x,0)  ax {1  x 2 }

y
 ax {0  (0  6c 2 t)}
t

 y 
  0
 t  t  0

One Dimensional Heat Flow

Consider a homogenous bar of uniform cross-section  cm2 suppose the sides are
covered with a material impervious to heat so that the stream lines of heat flow are
parallel and perpendicular to the area .

Take one end of the bar as the origin and the direction of flow as the +ve x-axis.

Let P be the density

s be the specific heat
k be the thermal conductivity

Let u(x,-t) be the temperature at distance x from 0.

If u be the temperature change in a slab of thickness x of the bar
With the fundamental principles of heat conduction
i) Heat flows from a higher temperature to the lower temperature
ii) Quantity of heat in a body is proportional to its mass and temperature change.
iii) The rate of heat-flow across an area is proportional to the area and to the rate of
change of temperatur ew.r.t its distance normal to the area.
Quantity of heat that flows across a slab of area  cm2, x cm, thickness in 1 sec
where the diff of temperature at the focus is T is
dT
q  K 
dx
Quantity of heat in this slab is = sp  x u

 Rate of increase of heat in this slab = sp   x  u  R 1  R

t

R1 is the rate inflow of heat, R 2 is the rate of outflow of heat

 u   u 
R 1  k    , R 2  k   
 x  x  x  x  x

u  u   u 
 sp  x  k     k   
t x
 x  x  x  x

  u   u  
    
u   x  x  x  x  x 
sp   k   
t  x 
 
 
as x  0

u  2u
sp   k 
t x 2

u  k  2u

t sp x 2

u  2u k
 c2 where c 2 
t 2 sp
x
this is called the one-dimensional heat flow equation.
Solution of the heat equation

u  2u
 c2 ...(1)
t x 2
Let u(x1t) = XT be the solution of (1)

 XT '  c 2 TX ''

X '' 1 T'

X c2 T

X '' 1 T'
this leads to k 
X c2 T
i) When K is +ve and k = p2 (say)
 2 2
X  c1epx  c 2 e  px , T  c 3 e c p t

ii) when k is –ve and k = -p2

2 2
X  c 4 cos px  c 5  sin px, T  c 6 e  c p t

iii) when k = 0
X  c 7 x  c5 , T  c 9

of these three solutions the solution which is consistent with the physical system is u
2 2
u  (c1 cos px  c 2 sin px) e  c p t

 u is to decrease with increase of t.

 2u  2u
Solution of Laplaces Equation  0 …(1)
x 2 y 2

Let u = X(x) Y(y) be a solution of (1)

X '' Y  X ' X ''  0

X '' Y   Y ' X

X ''  Y ''
 k
X Y

 X ''  kx  0 ...(2) Y ''  ky  0 ...(3)

Case I) k is +ve k = p 2

x  c1epx  c 2 e px k  p 2

x  c 5 cos px  c 6 sin px, y  c 7 epy  c 8 e py

Case ii) k = 0
x  c 9 x  c10 y  c11 y  c12

The various possible solutions are

u  (c1epx  c 2 e px ) (c 3 cos py  c 4 sin py) ...(A)

u  (c 5 cos px  c 6 sin px) (c 7 epy  c 8 e py ) ...(B)

u  (c 9 x  c10 ) (c11 y  c12 ) ...(C)

of these we choose the solution which is consistent with the physical nature.