Unit 1 Partial Differential Equations

MA16351
MATHEMATICS-III
UNIT I
PARTIAL DIFFERENTIAL EQUATIONS
by
Dr.B.Saravanan
Assistant Professor
Department of Applied Mathematics
SVCE
1
Syllabus
Formation of partial differential equations
 Lagrange’s linear equation
 Solutions of standard types of first order partial

differential equations
 Linear partial differential equations of second and

higher order with constant coefficients
B.Saravanan 2 7/29/2017
Partial Differential Equation
Partial differential equation is one which involves

partial derivatives. The order of PDE is the order of highest
derivative occurring in it.
If z  f ( x, y ) where x, y are independen t var iable ,

z is dependent var iable.
Notation :
z z 2z 2z 2z
p , q , r 2 , s , t 2 .
x y  x xy  y
Formation of PDE by eliminating arbitrary constant
Let us consider the functional relation

f(x, y, z, a, b) = 0 -------- (1)
Where a and b are arbitrary constant to be eliminated
Differentiating (1) partially with respect to x and y, we get
f f z f f
 0   p  0        (2)
x z x x z
f f z f f
 0   q  0        (3)
y z y y z
Equation (2) and (3) will contain a and b. If we eliminate a and
b from (1), (2) and (3) we get the PDE (involving p and q)
of the first order.
Remarks:
If the number of constants to be eliminated is equal to number

of independent variables, the PDE got after elimination
will be of first order.
If the number of constants to be eliminated is more than the

number independent variables, the resulting PDE will be
of second or higher order.
Answer is not unique.
Problem 1
Form the partial differential equation by eliminating a and b
from z  ( x 2  a 2 )( y 2  b 2 )
Solution:
Given z  ( x 2  a 2 )( y 2  b 2 )      (1)
Differentiating (1) partially w.r. t x and y we get
z
p  (2 x)( y 2  b 2 )
x
p
  y 2  b 2        (2)
2x
Differentiating (1) partially w.r. t ‘y’ we get
z
q  ( x 2  a 2 )(2 y )
y
q
  x 2  a 2        (3)
2y
Substitute (2) and (3) in equation (1), we have
q p
z .
2 y 2x
(i.e.) 4 xy z  pq
Problem 2
Form the partial differential equation by eliminating the
arbitrary constants a and b from ( x  a ) 2  ( y  b ) 2  z 2 cot 2 
Solution:
Given ( x  a) 2  ( y  b) 2  z 2 cot 2       (1)
Diff. eqn. (1) p.w.r.t. x, we get
z
2( x  a)  0  2 z cot 2 
x
 x  a  z p cot 2         (2)
Diff. eqn. (1) p.w.r.t. y, we get
z
0  2( y  b)  2 z cot 2 
y
 y  b  z q cot         (3)
2
( z p cot 2  ) 2  ( z q cot 2  ) 2  z 2 cot 2 
z 2 cot 4  ( p 2  q 2 )  z 2 cot 2 
cot 2  ( p 2  q 2 )  1
(i.e.) p 2  q 2  tan 2 
Problem 3
arbitrary constants a and b from z  a x  ay  b
2 2
Solution:
Given z  a 2 x  ay 2  b        (1)

z
p  a 2        (2)
x
z q
q  2ay  a         (3)
y 2y
Substitute (3) in equation (2), we have
2
 q 
p   
 2y 
4y2 p  q2
Problem 4
arbitrary constants a and b from z  ax  by
n n
Solution: Given z  ax n  by n      (1)

z
p  a n x n 1
x
a n xn
p
x
px
 a x n        (2)
n
z
q  b n y n 1
y
bn yn
q
y
qy
 b y n        (3)
n
px qy
z 
n n
(i.e.) n z  p x  q y
Problem 5
Find the partial differential equation of all planes cutting equal
intercepts from the x and y axes.
Solution:
The equation of the plane cutting equal intercept from x and y
axes is
x y z
   1      (1)
a a c
1 p
0  0
a c
p 1
         (2)
c a
1 q
0   0
a c
q 1
         (3)
c a
Divide (2) by (3), we get
p
1 (i.e.) p  q
q
Problem 6
Find the partial differential equation of all planes passing
through the origin
Solution:
The equation of the plane passing through the origin is
ax + by + cz = 0
 c z  a x  b y
a b
 z  x y
c c
(i.e.) z  A x  B y        (1)
where A and B are arbitrary constants

z
p A
x
z
q B
y
z  pxq y
Problem 7
Find the PDE of all planes which are at a constant distance ‘k’
from the origin.
Solution:
The equation of the plane having constant distance ‘k’ from
the origin is
a x  b y  c z  k a 2  b 2  c 2  0      (1)
ac p 0
 a   c p        (2)
b  cq  0
 b   c q        (3)
 c p x  c q y  c z  k c2 p2  c2q2  c2  0
 p x  q y  z  k p2  q2 1  0
(i.e.) z  p x  q y  k p 2  q 2  1
Problem 8
Form the partial differential equation of all spheres whose
centre lies on the z-axis.
Solution:
Any point on the z-axis is of the form (0, 0, a)
Then the equation of the sphere with centre (0, 0, a) and
radius k (say) is
x 2  y 2  ( z  a) 2  k 2        (1)
where ‘a’ is the arbitrary constant.
2 x  0  2( z  a) p  0
x  ( z  a) p        (2)
0  2 y  2( z  a)q  0
y  ( z  a)q        (3)
x p

y q
(i.e.) p y  q x.
Problem 9
Find the partial differential equation of the family of spheres
having their centres on the line x = y = z.
Solution:
Since the centre (a, b, c) lies on the line x = y = z,
we have a = b = c
Hence the equation of the sphere is
(x – a)2 + (y – a)2 + (z – a)2 = r2 ---------------- (1)
where ‘a’ is the arbitrary constants.

2( x  a)  2( z  a) p  0
2 x  2 z p  2 a (1  p)        (2)
2( y  a)  2( z  a) q  0
2 y  2 z q  2 a (1  q)        (3)
2 ( x  z p) 1  p

2 ( y  z q) 1  q
( x  z p)(1  q)  ( y  z q)(1  p)
x  xq  z p  z pq  y  y p  zq  z pq
(i.e.) ( y  z) p  ( z  x) q  x  y
Formation of PDE by eliminating arbitrary functions
Let us consider the relation f (u, v) =0 --------(1)

where u and v are functions of x, y ,z and f is an arbitrary
function to be eliminated.
Differentiating (1) partially with respect to x and y we get

f  u u  f  v v 
  p    p   0        (2)
u  x z  v  x z 
( Since u and v are functions of x, y, z and z is in turn,
a function of x, y )
f  u u  f  v v 
  q     q   0        (3)
u  y z  v  y z 
f f
Instead of e lim inating f , let us e lim inate and from (2) and (3)
u v
we get an equation of the form

Pp  Qq  R      (4)
where P, Q, R are functions of x, y, z
Remarks:
 Equation (4) is called Lagrange’s linear PDE whose

solution will be discussed later.
 The order of PDE formed depends only on the number

of arbitrary functions eliminated
Problem 1
Form the partial differential equation by eliminating an
arbitrary function from z  f ( x 2  y 2 )
Solution:
Given z  f ( x  y )      (1)
2 2
p  f  ( x 2  y 2 ) (2 x)       (2)
q  f  ( x 2  y 2 ) (2 y)       (3)
p x
 (i.e.) p y  q x
q y
Problem 2
arbitrary functions from z  f 1 ( x ) f 2 ( y ).
Solution:
Given z  f1 ( x) f 2 ( y)        (1)
p  f1( x) f 2 ( y)       (2)
q  f1 ( x) f 2( y)       (3)
r  f1( x) f 2 ( y)       (4)
s  f1( x) f 2( y)       (5)
t  f1 ( x) f 2( y)       (6)
From (2) and (3) we have
p q  f1 ( x) f 2 ( y) f1( x) f 2( y)
(i.e.) p q  z s
Problem 3
Form the partial differential equation by eliminating an
arbitrary function from z  xy  f ( x  y )
2 2
Solution:
Given z  xy  f ( x 2  y 2 )      (1)
p  y  f  ( x 2  y 2 ) ( 2 x)
p  y  f  ( x 2  y 2 ) (2 x)       (2)
q  x  f  ( x 2  y 2 ) (2 y )
q  x  f  ( x 2  y 2 ) (2 y)       (3)
p y x

qx y
py y qxx
2 2
(i.e.) p y  q x  y 2  x 2
Problem 4
Eliminate the arbitrary function ‘f ’ from the relation
1 
z  y  2 f   log y 
2
x 
1 
Solution: Given z  y  2 f   log y       (1)
2
x 
 1   1
p  0  2 f    log y   2         (2)
x  x 
 1  1
q  2 y  2 f    log y   
x  y 
 1  1
q  2 y  2 f    log y           (3)
x  y 
Dividing (2) by (3), we have
 1   1
2 f    log y   2 
p  x   x  p  1/ x 2
  
q  2y  1  1 q  2y 1/ y
2 f    log y   
x  y 
p y
  2
q  2y x
 x 2 p   y(q  2 y)
(i.e.) x p  y q  2y
2 2
Problem 5
 2 x
arbitrary function from   z  xy ,   0
 z
Solution:
The given equation can be written as
 x
z  xy  f          (1)
2
z
 x   z.1  x. p 
2 z p  y  f           (2)
z z 
2
 x   xq
2 z q  x  f     2        (3)
z z 
2z p y z  px

2zq x qx
(2 z p  y)(q x)  (2 z q  x)( z  p x)
 2 z p q x  x y q  2 z 2q  2 z p q x  z x  p x2
(i.e.) x 2 p  (2 z 2  x y) q  z x
Problem 6
Eliminate the arbitrary function ‘f ’ from the relation
f ( x  y  z , x  y  z)  0
2 2 2
Solution:
x 2  y 2  z 2   ( x  y  z)        (1)
2 x  0  2 z p   ( x  y  z) (1  0  p)
2 x  2 z p   ( x  y  z) (1  p)        (2)
0  2 y  2 z q   ( x  y  z) (0  1  q)
2 y  2 z q   ( x  y  z) (1  q)        (3)
Dividing (2) by (3), we have
2 x  2 z p  ( x  y  z ) (1  p)

2 y  2 z q  ( x  y  z ) (1  q)
x  z p (1  p)

y  z q (1  q)
( x  zp)(1  q)  ( y  zq)(1  p)
x  xq  z p  z pq  y  y p  zq  z pq
(i.e.) ( y  z) p  ( z  x) q  x  y
Lagrange’s linear PDE:(Linear first order PDE)
The linear PDE of first order is known as Lagrange’s linear
equation is of the form
Pp + Qq = R
where P,Q, R are functions of x, y, z
This is got by eliminating arbitrary function f (u, v)=0 or u=F(v)
To solve Pp + Qq = R
1. Form the auxiliary equation of the form
dx dy dz
 
P Q R
2. Solve these auxiliary simultaneous equation, giving two
independent solution u=C1 and v= C2
3. The general solution is f (u, v)=0 or u=F(v)
Problem 1
Find the solution of px  qy  z
2 2 2
Solution:
This is Lagrange’s linear PDE of the form Pp + Qq =R
dx dy dz
A . E. are  
P Q R
dx dy dz
2
 2  2
x y z
Take 1st and 2nd ratio, we have
dx dy
2
 2
x y
1 1 1 1
Integrating, we get   c1    c1
x y y x
Take 2nd and 3rd ratio, we have
dy dz
2
 2
y z
Integrating, we get
1 1
  c2
y z
1 1
   c 2
z y
Hence the required solution is
1 1 1 1
F   ,    0
 y x z y
Problem 2
Solve: x( y  z ) p  y( z  x)q  z ( x  y)
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z ) y ( z  x) z ( x  y )
Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
 
x y z dx dy dz
   0
yzzxx y x y z
Integratin g we get
log x  log y  log z  log c1
 log( x y z)  log c1
 x y z  c1
Using multiplier 1, 1, 1 and then add, each ratio is
dx  dy  dz

xy  xz  yz  yx  zx  zy
 dx  dy  dz  0
Integratin g we get x  y  z  c2
Hence the required solution is F ( xy z, x  y  z)  0
Problem 3
Solve: z ( x p  yq )  y 2
 x 2
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
  2
x z  y z y  x2
Take 1st and 2nd ratio, we have Integrating, we get
dx

dy log x   log y  log c1
xz  yz
log x  log y  log c1
dx dy
 (i.e.) x y  c1
x y
Using multiplier x,y,z and then add, each ratio is
x dx  y dy  z dz
 2
x z  y2 z  y2 z  x2 z
 x dx  y dy  z dz  0
Integrating, we get
x2 y2 z 2
   c2
2 2 2
(i.e.) x  y  z  c2
2 2 2
F ( x y, x  y  z )  0
2 2 2
Problem 4
Solve: x( y 2  z 2 ) p  y( z 2  x 2 )q  z ( x 2  y 2 )
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z ) y (z  x ) z (x2  y2 )
2 2 2 2
Using multiplier 1/x, 1/y, 1/z and then add, each ratio is
dx dy dz
 
x y z
 2
y  z 2  z 2  x2  x2  y2
dx dy dz
   0
x y z
Integratin g we get
log x  log y  log z  log c1
 log( x y z)  log c1
 x y z  c1
 2 2
x y  x2 z 2  y2 z 2  y2 x2  z 2 x2  z 2 y2
 x dx  y dy  z dz  0
Integrating, we get
x2 y2 z 2
   c2
2 2 2
(i.e.) x 2  y 2  z 2  c2
F ( xyz , x 2  y 2  z 2 )  0
Problem 5
Solve: (mz  ny) p  (nx  lz )q  ly  mx
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 
mz  ny nx  lz ly  mx
Using multiplier l,m,n and then add, each ratio is
ldx  mdy  ndz


lmz  nly  mnx  lmz  nly  nmx
 ldx  mdy  ndz  0

Integratin g we get
lx  my  nz  c1

m z x  n xy  n xy  lyz  lyz  m z x
 x dx  y dy  z dz  0
Integrating, we get
x2 y2 z 2
   c2
2 2 2
(i.e.) x  y  z  c2
2 2 2
F (lx  my  nz, x 2  y 2  z 2 )  0
Problem 6
Solve: x( y 2  z ) p  y ( x 2  z ) q  z ( x 2  y 2 )
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x ( y  z) y ( x  z) z ( x 2  y 2 )
2 2
Using multiplier 1/x, (-1/y), 1/z and then add, each ratio is
dx dy dz
 
x y z
 2
( y  z)  ( x 2  z)  ( x 2  y 2 )
dx dy dz
   0
x y z
Integratin g we get
log x  log y  log z  log c1
 log( x z)  log y  log c1

xz
(i.e.)  c1
y
Using multiplier x,(-y),-1 and then add, each ratio is
x dx  y dy  dz
 2 2
x y  x2 z  x2 y2  y2 z  x2 z  y2 z
 x dx  y dy  dz  0
Integrating, we get
x2 y2
  z  c2
2 2
(i.e.) x  y  2 z  c2
2 2
xz 2 
F  , x  y  2 z   0
2
 y 
Problem 7
Solve: ( x 2  y 2  z 2 ) p  2 xy q  2 z x
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 
x  y z
2 2 2
2 xy 2 z x
Take 2nd and 3rd ratio, we have
dy dz dy dz
  
2x y 2 z x y z
Integrating, we get
log y  log z  log c1
log y  log z  log c1

y
(i.e.)  c1
z

x( x 2  y 2  z 2 )  2 y 2 x  2 z 2 x
x dx  y dy  z dz x dx  y dy  z dz
 3 
x  y xz x
2 2
x( x 2  y 2  z 2 )
Equate this to 2nd ratio, we have
x dx  y dy  z dz dy x dx  y dy  z dz dy
  
x( x  y  z )
2 2 2
2 xy x y z
2 2 2
2y
Integratin g we get
1 1
log( x  y  z )  log y  log c2
2 2 2
2 2
log( x 2  y 2  z 2 )  log y  log c2
log( x 2  y 2  z 2 )  log y  log c2
x2  y2  z 2
(i.e.)  c2
y
 y x2  y2  z 2 
F  ,   0
z y 
Problem 8
Solve: ( x 2  y z ) p  ( y 2  z x) q  z 2  x y
Solution:
dx dy dz
A . E. are  
P Q R
dx dy dz
 2  2
x  yz y zx z xy
2
dx  dy
Each ratio  (Subtracting 1st and 2nd ratio)
( x 2  y z )  ( y 2  z x)
d ( x  y)
 2
( x  y 2 )  ( z x  y z)
d ( x  y)

( x  y)( x  y )  z ( x  y )
d ( x  y)
 -----------(A)
( x  y)( x  y  z )
dy  dz
Each ratio  (Subtracting 2nd and 3rd ratio)
( y 2  z x)  ( z 2  x y )
d ( y  z)
 2
( y  z 2 )  ( x y  z x)
d ( y  z)

( y  z )( y  z )  x( y  z )
d ( y  z)
 ---------(B)
( y  z )( x  y  z )
From (A) and (B) we have
d ( x  y) d ( y  z)

( x  y )( x  y  z ) ( y  z )( x  y  z )
d ( x  y) d ( y  z)
 
( x  y) ( y  z)
Integrating we get
log( x  y)  log( y  z)  log c1 x y

(i.e.)  c1
yz
Using multiplier 1,1,1 and then add, each ratio is
dx  dy  dz
Each ratio  2
x  y2  z2  x y  y z  z x
d ( x  y  z)
 2 -------(C)
x  y2  z2  x y  y z  z x
each ratio  3
x  y 3  z 3  3x y z

( x  y  z )( x 2  y 2  z 2  x y  y z  z x)
---------(D)
From (C) and (D)
d ( x  y  z)
x2  y2  z 2  x y  y z  z x

( x  y  z )( x 2  y 2  z 2  x y  y z  z x)
( x  y  z) d ( x  y  z)  x dx  y dy  z dz
Integrating we get
( x  y  z)2 x 2 y 2 z 2
    c2
2 2 2 2
( x  y  z ) 2  x 2  y 2  z 2  c2
x 2  y 2  z 2  2( x y  y z  z x)  x 2  y 2  z 2  c2
2( x y  y z  z x)  c2
(i.e.) x y  y z  z x  c2
x y 
F  , x y  y z  z x   0
 yz 
Non-Linear first order PDE (Standard types)
Those equations in which p and q occur other than the first
degree and product of p, q terms are called non linear first
order PDE
Ex:
p2 +q2+pq = 4
Types of Solutions:
1. A solution in which the number of arbitrary constants is

equal to number of independent variable is called complete
integral or complete solution.
2. In the complete integral if we give particular value to
arbitrary constant we get particular integral
3. Let f ( x, y, z , p, q )  0 be a PDE whose complete solution is
 ( x, y, z, a, b)  0      (1)
Diff . (1) partially with respect to a , b and equate to 0 we get

 0      (2)
a

 0      (3)
b
Eliminate a and b from (1),(2) and (3), the resulting one
is called singular integral
Standard types of first order PDE
Type I
f (p ,q)=0 ( i.e. equations containing p and q only)
Its complete integral is given by z = a x + b y + c -------- (1)

where a and b are connected by f (a, b)=0----------(2)
From (2) express b as function of a
i.e. b   (a) and substitute in eqn.(1) we get complete int egral
(1)  z  ax   (a) y  c        (3)
where a and c are arbitrary cons tan t
To find sin gular int egral Diff . (3) partially with respect to a , c
and equate to 0 we get
z z
 0 and  0  1  0 which is absurd
a c
Hence there is no singular integral
To find general solution put c  g (a) in complete int egral we get
z  ax   (a) y  g (a)      ( A)
and Diff . ( A) partially with respect to a
we get
0  x   (a) y  g (a)        ( B)
Eliminate ‘a’ from (A) and (B) we get general integral

or general solution.
Problem 1
Find the complete integral of p  q 1
Solution:
Given p  q  1      (1)
This is of the form f(p,q)=0
The complete solution of equation (1) is
z  axb y c
where a  b  1  b  1 a  b  1 a  
2
Hence the complete integral is

z  a x  1 a 2
yc
Problem 2
Find the complete integral of p-q=0
Solution:
Given p – q = 0 ------------ (1)

The complete solution of equation (1) is
z  axb y c
Where a-b=0 => b=a

z  axa yc
Problem 3
Find the complete integral of p  q  4 pq  0
2 2
Solution:
Given p 2  q 2  4 pq  0        (1)
The complete solution of equation (1) is z  a x  b y  c
where a 2  b 2  4 a b  0
 b  4ab  a  0
2 2
4a  16a 2  4.1.a 2
b
2.1
4a  12 a 2

2
4a  2a 3

2
 a (2  3 )
z  a x  a (2  3 ) y  c
Type II
f (p, q, z)=0 ( i.e. equations containing p ,q and z only)
The given PDE is f (p, q, z)=0--------(1)
Put q=ap in equation (1) and find p and q as function of z

Substitute p and q in dz = p dx + q dy
(keep z terms in LHS and remaining in RHS)
On integrating we get the complete integral
Procedure for obtaining Singular integral and general

solution are same as explained in type I
Problem 1
Solve: p (1  q )  qz
Solution:
This is of the form f(z , p, q) = 0
Given p(1  q)  qz    (1)
Let q = ap
Then equation (1) becomes Now, q  a p
p(1 + ap) = ap z  a z 1
 a 
a z 1  a 
1 + ap = az  p 
a  a z 1
Substitute p and q in the relation
dz = p dx + q dy
a z 1
dz  d x  (a z  1) d y
a
dz dx
 d y
a z 1 a
Integratin g , we get
log( a z  1) x
  y b
a a
(i.e.) log( a z 1)  x  a y  b       (2)
which is the complete integral
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
a
 y and 0  1
a z 1
The last equation is absurd and shows that there is no singular
integral.
To find general integral, assume b = f(a)
Then equation (2) becomes
(2)  log( a z  1)  x  a y  f (a)      (3)
Diff. eqn. (3) p.w.r.t. ‘a’, we get
a
 y  f (a)         (4)
a z 1
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.
Type III
f1 (x, p) = f2 (y, q)
(i.e. equations containing p , q , x and y)
Let f1 (x, p) = f2 (y, q) = a

f1 (x, p) = a and f2 (y, q) = a
solve for p and q (write p as function of x and q as function of y)

p=f(x) and q=g(y)
Substitute p and q in dz = pdx + qdy
=> dz= f(x) dx +g(y )dy
On integrating we get
z   f ( x)dx   g ( y)dy  b
Which is the complete integral contains two arbitrary
constant a and b
Procedure for obtaining Singular integral and general solution
are same as explained in type I
Problem 1
Solve: p 2
 q 2
 x 2
 y 2
Solution:
This is of the form f(x , p) = g( y , q)
Given p 2  q 2  x 2  y 2      (1)
 p2  x2  y2  q2
 p x  y q  a
2 2 2 2 2
p2  x2  a2  p   x2  a2
y2  q2  a2  q   y2  a2
dz = p dx + q dy
dz   x 2  a 2 dx  y 2  a 2 dy
Integratin g we get
x 2 a 2
1  x 
z  x a 
2
sinh  
2 2  a 
y a 2
1  y  
 y a 
2 2
cosh    b     (2)
2 2  a 
which is the complete integral
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’,
in turn, we get
x x 
2a a2 1 1  x 
0    2   sinh  .(a)
 2 2 x  a
2 2 2 1  ( x / a) 2 a   a  
 y (2a)  y 
a2 1 1  y 
   2   cosh  .(a)
 2 2 y  a
2 2 2 ( x / a)  1  a 
2
a 
and 0  1
The last equation is absurd and shows that there is no
singular integral
x 2 a2 1  x  
z  x  a  sinh  
2
2 2  a 
y a 2
1  y  
 y  a  cosh    f (a)      (3)
2 2
2 2  a 

x x 
2a a2 1 1  x 
0    2   sinh  .(a)
 2 2 x  a
2 2 2 1  ( x / a)  a 
2
 a  
 y (2a)  y 
a2 1 1  y 
     cosh  .(a)  f  (a)    (4)
 2 2 y 2  a 2 2 ( x / a) 2  1  a  a
2

The eliminant of ‘a’ between equations (3) and (4) gives

the general integral.
Problem 2
Find the complete integral of pq  x
Solution:
This is of the form f(x , p) = g( y , q)
Given pq  x    (1)
Let q = a
x
pa  x  p 
a
dz  p dx  q dy
x
dz  dx  a dy
a
x2
z  ay  b
2a
which is the complete integral.
Type IV (Clairaut’s form)
An equation of the form z = p x + q y + f (p, q) is known

as Clairaut’s equation
Its complete integral is z = a x + b y + f (a, b) ------(1)
(by replacing p by a and q by b)
To find singular integral diff. (1) partially with respect to a, b
we get f
0 x        (2)
a
f
0 y        (3)
b
Eliminate a and b from (1), (2) and (3) we get singular integral.
Procedure for obtaining general solution are same as
explained in type I
Problem 1
z x y
Find the complete integral of    pq
pq q p
Solution:
z x y
Given    pq
pq q p
z  p x  q y  p q pq      (1)
This is in Clairaut’s form
The complete integral of equation (1) is
z  a x  b y  ab ab (replacing p by a and q by b)
Problem 2
Find the singular integral of z=p x +q y +p q
Solution: Given z=p x +q y +p q
The complete integral of equation is
z= a x + b y + a b -------(1) (replacing p by a and q by b)
To find the singular integral, diff. (1) partially w.r.to a and b

0 = x + b => b = -x
0 = y + a => a = -y
(1)=> z= -x y – x y + x y => z= -x y
Problem 3
Find the singular solution of z  px  qy  p 2  pq  q 2
Solution:
Given z  px  qy  p  pq  q      (1)
2 2

z  ax  by  a  ab  b      (2)
2 2
(replacing p by a and q by b)
we get
0  x  2a  b  2a  b   x       (3)
and 0  y  a  2b  a  2b   y       (4)
Solving (3) and (4) we get

y  2x x  2y
3a  y  2 x  a  and 3b  x  2 y  b 
3 3
Substitute the values of a and b in equation (2) we have
(2)  z  ax  by  a  ab  b 2 2
 y  2x   x  2 y   y  2x 
2
z  x  y  
 3   3   3 
 y  2x   x  2 y   x  2 y 
2
   
 3  3   3 
9 z  3 x( y  2 x)  3 y ( x  2 y )  ( y  2 x) 2
 ( y  2 x)( x  2 y )  ( x  2 y ) 2
9 z  3xy  3x  3 y 2 2
(i.e.) 3z  xy  x 2  y 2
Problem 4
Find the singular integral of the partial differential
equation z  px  qy  p  q
2 2
Solution:
Given z  px  qy  p  q      (1)2 2

z  ax  by  a  b      (2)
2 2
we get
0  x  2a  a   x       (3)
2
y
0  y  2b b       (4)
2
Substitute the values of a and b in equation (2) we have
2 2
 x  y  x  y
(2)  z  x     y         
 2  2  2  2
4 z  2 x 2  2 y 2  x 2  y 2
(i.e.) 4 z  y  x
2 2
Problem 5
Find the singular integral of z  px  qy  2 pq
Solution:
Given z  px  qy  2 pq      (1)
z  a x  b y  2 a b        (2)
we get
2 b
0 x (b)  x       (3)
2 ab a
2
and 0  y  (a)   y  a       (4)
2 ab b
Multiplying (3) and (4) we get
x y=1, which is the singular integral.
Problem 6
Solve: z  px  qy  1  p 2
 q 2
Solution:
Given z  px  qy  1  p 2  q 2      (1)
z  ax  by  1  a 2  b 2        (2)
we get
1
0 x ( 2a )
2 1 a  b 2 2
a
 x        (3)
1 a  b 2 2
1
and 0  y  (2b)
2 1 a  b
2 2
b
 y        (4)
1 a  b
2 2
Substitute (3) and (4) in equation (2), we get
(2)  z  ax  by  1  a 2  b 2
a2 b2
z   1  a2  b2
1  a2  b2 1  a2  b2
 a2  b2  1  a2  b2

1  a2  b2
1

1  a2  b2
1
(i.e.) z  2
      (5)
1 a  b
2 2
Squaring and adding (3) and (4), we have

2 2
a b
x2  y2  
1  a  b 1  a2  b2
2 2
(1  a 2  b 2 )  1 1
  1
1 a  b
2 2
1  a2  b2
x2  y2  1  z 2 [ u sin g (5) ]
(i.e.) x 2  y 2  z 2  1 which is the singular integral.
z  a x  f (a) y  1  a 2  { f (a)}2        (6)

1
0  x  f (a) y  [2a  2 f (a). f (a).1]    (7)
2 1  a 2  { f (a)}2
The eliminant of ‘a’ between equations (6) and (7)

gives the general integral.
Problem 7
Find the complete and singular solutions of
q 
z  px  qy    p 
p 
Solution:
q 
Given z  px  qy    p       (1)
p 
b 
z  ax  by    a         (2)
a 
we get
b b
0  x  2 1  x 1  2       (3)
a a
1 1 1
and 0  y   y   a         (4)
a a y
Substitute (4) in (3) , we get
b
x 1  2
 1
  
 y
x 1
 x 1  b y 2
 b  2       (5)
y
b 
(2)  z  ax  by    a 
a 
x  x  1   ( x  1) 1 
z    y 2      
y  y   y y
 x  x  1  ( x  1)  1
z
y
(i.e.) y z  1  x
which is the singular integral
Problem 1
Find the complete solution of pqxy  z 2
Solution:
Given ( x p) ( y q)  z 2    (1)
Put X  log x , Y  log y
z z X z 1
p  . 
x X x X x
z
 xp
X
z
(i.e.) x p  P where P 
X
 z  z Y z 1
q  . 
 y Y  y Y y
z z
 yq  (i.e.) y q  Q where Q 
Y Y
Equation (1) becomes
(1)  ( x p) ( y q)  z 2
P Q  z 2      (2)
Let Q = aP Then equation (2) becomes

z
(2)  P.aP  z  P 
2
 z 
Now, Q  a P  a    a z
 a
Substitute P and Q in the relation
dz = P dX + Q dY
z
dz  d X  a zdY
a
dz
a  d X a dY
z
a log z  X  aY  b
(i.e.) a log z  log x  a log y  b
which is the complete solution.
Problem 2
Find the general solution of z 2 ( p 2  q 2 )  x  y
Solution:
Given ( z p) 2  ( z q) 2  x  y      (1)
Put Z  z 1 1  z 2
Z  z  P  z p where P   Z
 2z
x x 2 x
Z z Q Z
 2z   z q where Q 
y y 2 y
2 2
 P Q
Equation (1) becomes      x y
2 2
(i.e.) P 2  Q 2  4 ( x  y)
 P2  4 x  4 y  Q2  a
Let P 2  4 x  a  P   4 x  a
Also 4 y  Q 2  a  Q   4 y  a

dz = p dx + q dy
dz   4 x  a dx  4 y  a dy
Integratin g we get
(4 x  a) 3 / 2 (4 y  a) 3 / 2
z  b
4(3 / 2) 4(3 / 2)
(4 x  a) 3 / 2 (4 y  a) 3 / 2
z   b       (2)
6 6
which is the complete integral.
To find singular integral, Diff. eqn. (2) p.w.r.t. ‘a’ and ‘b’, in
turn, we get
1 1
0   ( 4 x  a )  ( 4 y  a )1 / 2
1/ 2
and 0  1
4 4
The last equation is absurd and shows that there is no
singular integral.
(4 x  a) 3 / 2 (4 y  a) 3 / 2
z   f (a)      (3)
6 6

1 1
0   (4 x  a)  (4 y  a)1 / 2  f (a)      (4)
1/ 2
4 4
The eliminant of ‘a’ between equations (3) and (4) gives the
general integral.

Linear PDE of second and higher order
with constant coefficients:
 Homogeneous PDE
 Non-Homogeneous PDE
Homogeneous linear PDE

An equation in which the partial derivatives occurring are
all of same order and coefficients are constant is called
homogeneous PDE
Ex:
3 z 3z 3z 3 z
2 2 4 8 3  0
x 3
x y xy 2
y
( D  2 D D ) z  0
3 2

Standard form:
The standard form of homogeneous PDE of nth order with
constant coefficients is of the form
(a 0 D n  a1 D n 1 D   a 2 D n  2 D  2  ............  a n D  n ) z  F ( x, y )
 
where D  and D  
x y
f ( D, D ) z  F ( x, y )      (1)
where f ( D, D )is hom ogeneous polinomial of nth deg ree in D and D 
The general solution of equation (1) is z=C.F+P.I

Procedure to find C.F:
C.F is the solution of equation f ( D, D)  0
a0 D n  a1 D n1 D  a2 D n2 D2  ............  an Dn  0

put D  m and D  1
 a0 m n  a1m n1  a2 m n2  ............  an  0
The above equation is called auxiliary equation and solving
the A.E we get n roots m1, m2, m3, ......... mn,
Case I (All the roots are distinct)
C.F  f1 ( y  m1 x)  f 2 ( y  m2 x)  ...........  f n ( y  mn x)

Case II (All the roots are equal)
C.F  f1 ( y  m1 x)  xf 2 ( y  m1 x)  x 2 f 3 ( y  m1 x)...........  x n1 f n ( y  m1 x)
Note: roots may be real or complex
Particular Integral:
(1) R.H.S is an exponential function then

1 axby 1
P.I  e  e axby if f (a, b)  0
f ( D, D) f (a, b)
If f (a, b)  0 then multiply x in the Nr. and differenti ate

the Dr. w.r.to D and apply the same procedure.

(2) R.H.S is an Trigonometric function then
1
P.I  Sin (or )Cos(ax  by)
f ( D , DD, D )
2 2
1
 Sin ( or )Cos ( ax  by ) if f (  a 2
,  ab, b 2
)0
f (a ,ab,b )
2 2
if f (a 2 ,ab,b 2 )  0 then multiply x in the Nr. and differenti ate

the Dr. w.r.to D and apply the same procedure.
(3) R.H.S is an Polynomial function then
1
P.I  x m y n  [1   ( D, D)]1 x m y n
f ( D, D)

(4) Exponential shift rule
1 1
P.I  e axby
 ( x, y)  e axby
 ( x, y)
f ( D, D) f ( D  a, D   b )
(5) General rule

If F ( x, y ) is any other function
1
P.I  F ( x, y )
f ( D, D)
factorize f ( D, D) and then operate each factor by

1
F ( x, y)   F ( x, a  mx)dx
D  mD
after int egration a is replaced by y  mx
Problem 1
Solve ( D 3
 2 D 2
D ) z  0
Solution:
A.E. is m3 – 2m2 = 0 [Put D = m and D′ = 1]
m2(m – 2) = 0
m2 = 0 (or) m – 2 = 0
m = 0, 0, 2
 z  f1 ( y )  x f 2 ( y )  f 3 ( y  2 x )

Problem 2

Solve ( D  D ) z  0
3
Solution:
( D  D ) 3 z  0
A.E. is (m – 1)3 = 0 [Put D = m and D′ = 1]
(m – 1)(m – 1)(m – 1) = 0
m = 1, 1, 1
 z  f1 ( y  x )  x f 2 ( y  x )  x 2 f 3 ( y  x )

Problem 3
Solve ( D 2  2 DD   D  2 ) z  0
Solution:
A.E. is m2 – 2m + 1 = 0 [Put D = m and D′ = 1]
(m – 1)(m – 1) = 0
m = 1, 1
 z  f1 ( y  x)  x f 2 ( y  x)


Problem 4
Solve ( D 3  D 2 D   DD  2  D  3 ) z  0
Solution:
A.E. is m3 + m2 – m – 1 = 0 [Put D = m and D′ = 1]
m2(m + 1) –1(m + 1) = 0
(m + 1)(m2 – 1) = 0
m = –1, m2 = 1
m1
m = 1, –1, –1
 z  f1 ( y  x )  f 2 ( y  x )  x f 3 ( y  x )


Problem 5 3
 z 3z 3z 3 z
Solve 2 2 4 8 3  0
x 3
x y xy 2
y
Solution: The given equation can be written as

( D3  2D 2 D  4DD2  8D3 ) z  0
A.E. is m3 – 2m2 – 4m + 8 = 0 [Put D = m and D′ = 1]
m2(m – 2) – 4(m – 2) = 0
(m – 2)(m2 – 4) = 0
m = 2, m2 = 4
m 2 => m = 2, 2, –2
 z  f 1 ( y  2 x)  x f 2 ( y  2 x )  f 3 ( y  2 x )
Problem 6
Solve ( D3  7 DD2  6D3 ) z  e 2 x  y  sin( x  2 y)
Solution:
A.E. is m3 – 7m – 6 = 0 [Put D = m and D′ = 1]
m = –1 is a root
The other roots are
m2 – m – 6 = 0
( m – 3)(m + 2) = 0
m = 3, –2
m = –1, –2, 3 C.F  f1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3x)

1 2x  y
P. I1  3 e
D  7 DD 2  6 D3
1 2x  y
 e
(2) 3  7(2)(1) 2  6(1) 3
1 2x  y
 e
12
1
P. I 2  3 sin( x  2 y)
D  7 DD  6 D
2 3
1
 sin( x  2 y )
 D  7 D(4)  6(4 D)
1
 sin( x  2 y)
27 D  24 D
1
 sin( x  2 y )
3(9 D  8D)
9 D  8 D
 sin( x  2 y)
3(9 D  8D)(9 D  8D)
9 D  8 D
 sin( x  2 y )
3(81D  64 D )
2 2
9 D  8 D
 sin( x  2 y )
3[81(1)  64(4)]
9 D[sin( x  2 y)]  8D[sin( x  2 y )]


525

 1
 [9 cos( x  2 y)  16 cos( x  2 y)]
525
1
 [7 cos( x  2 y )]
525
1
 cos( x  2 y )
75
z = C.F + P.I1 + P.I2
(i.e.) z  f1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3x)
1 2x  y 1
 e  cos( x  2 y )
12 75

Problem 7
Solve ( D3  D 2 D  DD2  D3 ) z  e 2 x  y  cos( x  y)
Solution:
A.E. is m3 + m2 – m – 1 = 0 [Put D = m and D′ = 1]
m2(m + 1) –1(m + 1) = 0
(m + 1)(m2 – 1) = 0
m = –1, m2 = 1
m1
m = 1, –1, –1
C. F  f1 ( y  x)  f 2 ( y  x)  x f 3 ( y  x)
1 2x  y
P. I1  3 e
D  D 2 D  DD 2  D3
1 2x  y
 e
(2) 3  (2) 2 (1)  (2)(1) 2  (1) 3
1 2x y
 e
9
1
P.I 2  cos( x  y)
D  D D  DD  D
3 2 2 3
1
 cos( x  y)
 D  D  D  D
Since the denominator = 0, we
1
 cos( x  y ) have to multiply x on Nr. and
0 Diff. Dr. w.r.t.‘D’

x
 cos( x  y)
3D  2 DD  D
2 2
x
 cos( x  y)
3(1)  2(1)  (1)
x
  cos( x  y )
4
z = C.F + P.I1 + P.I2
(i.e.) z  f1 ( y  x)  f 2 ( y  x)  x f 3 ( y  x)
1 2x  y x
 e  cos( x  y )
9 4

Problem 8
Solve (4D 2  4DD  D2 ) z  e3 x  2 y  sin x
Solution:
A.E. is 4m2 – 4m + 1 = 0 [Put D = m and D′ = 1]
(2m – 1)2 = 0
1 1
m ,
2 2
 1   1 
C. F .  f 1  y  x   x f 2  y  x 
 2   2 
1 3x  2 y
P.I1 = e
4 D 2  4 DD  D 2
1 3x  2 y
 e
4(3) 2  4(3)(2)  (2) 2
1 3x  2 y
 e
64
1
P.I2 = sin( x  0 y)
4 D  4 DD  D
2 2
1
 sin( x  0 y)
4(1)  0  0
1
  sin x
4
z = C.F + P.I1 + P.I2
 1   1  1 1
(i.e.) z  f1  y  x   x f 2  y  x   e 3 x  2 y  sin x
 2   2  64 4
Problem 9
Solve ( D 2  2DD  D 2 ) z  x 2 y  e x  y
Solution:
A.E. is m2 + 2m + 1 = 0 [Put D = m and D′ = 1]
(m + 1)(m + 1) = 0
m = –1, –1
C. F.  f1 ( y  x)  x f 2 ( y  x)
1 x y
P.I1 = 2 e
D  2 DD  D 2
Since the denominator = 0, we
1 x y
 2 e have to multiply x on Nr. and Diff.
(1)  2(1)(1)  (1) 2 Dr. w.r.t.‘D’

x
 ex y
2 D  2 D
x2 x y
 e
2
1
P.I2 = 2
2
x y
D  2 DD  D 2
1
 x 2
y
2 2 DD  D 
2
D 1  2 
 D 
1
1   2 DD  D 2  1   2 DD  D 2  2
 2 1   2
 2
x y  2 1   2
 x y
D   D  D   D 

1  2 D  2
 2 1  D  x y
D
1  2 2 D 2 
 2 ( x y)  D ( x y)
D
1  2 2 2 
 2  x y  D ( x )
D
1  2 2 x3 
 2 x y  
D  3 
1  x3 y 2x 4 
  
D 3 12 

x 4 y x5
 
12 30
z = C.F + P.I1 + P.I2
x 2 x  y x 4 y x5
(i.e.) z  f1 ( y  x)  x f 2 ( y  x)  e  
2 12 30
Problem 10
Solve ( D 2  3DD  4D2 ) z  x  sin y
Solution:
A.E. is m2 + 3m – 4 = 0 [Put D = m and D′ = 1]
(m – 1)(m + 4) = 0
m = 1, – 4  C. F.  f1 ( y  x)  f 2 ( y  4 x)
P.I1 = 1
x
D  3DD  4 D
2 2
1
 x
 3DD  4 D  2
D 1 
2
2 
 D 
1
1   3DD  4 D 2

 2 1   2
 x
D   D 
1   3DD  4 D 2 
 2 1   2
 x
D   D 
1  x2 
 2 x  0    
3
1 x
D D2 6
1
P.I2 = sin(0 x  y)
D  3DD  4 D
2 2
1
 sin(0 x  y)
0  0  4(1)
1
 sin y
4
z = C.F + P.I1 + P.I2
x3 1
(i.e.) z  f1 ( y  x)  f 2 ( y  4 x)   sin y
6 4

Problem 11
2 z 2 z 2 z
Solve   2 2  sinh( x  y)  xy
x 2
 xy y
Solution:
( D 2  DD  2D2 ) z  sinh( x  y)  xy

A.E. is m2 + m – 2 = 0 [Put D = m and D′ = 1]
(m + 2)(m – 1) = 0
m = –2, 1
C.F.  f1 ( y  2 x)  f 2 ( y  x)

1
P.I1 = 2 sinh( x  y)
D  DD  2 D 2
1  e x y  e  ( x y ) 
 2
D  DD  2 D 2  2 

1  1 x y 1  xy 
  2 e  2 e 
2  D  DD  2 D 2
D  DD  2 D 2
1  1 x y 1  xy 
  (1) 2  (1)(1)  2(1) 2 e  (1) 2  (1)(1)  2(1) 2 e 
2  
Since the denominator = 0, we have to multiply x on Nr.

and Diff. Dr. w.r.t. ‘D’ we get

1 x x y x  xy 
  e  e 
2  2 D  D 2 D  D
1  x x y x 
  e  e x  y 
2  2 1  2 1 
x x y x  x  y
 e  e
6 6
1
P.I2 = xy
D  DD  2 D
2 2
1
 xy
2 DD  2 D 
2
D 1  2 
 D 
1
1   DD  2 D 2

 2 1   2
 xy
D   D 
1   DD  2 D 2 
 2 1   2
 xy
D   D 
1  D 
 2 1  D  xy
D
1  D 
 2 ( xy )  ( xy ) 
D D
1  1 
 2  xy  D ( x)
D

1  x2 
 2  xy  2 
D  
1  x 2 y x3 
   
D 2 6
x3 y x 4
 
6 24
z = C.F + P.I1 + P.I2

x x  y x  x  y x3 y x 4
(i.e.) z  f1 ( y  2 x)  f 2 ( y  x)  e  e  
6 6 6 24

Problem 12
2 z 2 z 2 z
Solve 5  6 2  y sin x
x 2
 xy y
Solution:
( D 2  5DD  6D2 ) z  y sin x

A.E. is m2 – 5m + 6 = 0 [Put D = m and D′ = 1]
(m – 2)(m – 3) = 0
m = 2, 3
C. F.  f1 ( y  2 x)  f 2 ( y  3x)

1
P.I = y sin x
D  5DD  6 D
2 2
1
 y sin x
( D  2 D) ( D  3D)
1  1 
  y sin x 
D  2 D  D  3D 
1

D  2 D  (c  3x) sin x dx where y = c – 3x

1
(c  3x)( cos x)  (3)( sin x)
D  2 D

1
 [ y cos x  3 sin x]
D  2 D
  [(c  2 x) cos x  3 sin x] dx where y = c – 2x
  [ (c  2 x)(sin x)  (2)( cos x)]  3( cos x)
  y sin x  2 cos x  3 cos x
 5 cos x  y sin x
z = C.F + P.I
(i.e.) z  f1 ( y  2 x)  f 2 ( y  3x)  5 cos x  y sin x

Problem 13
 x y
Solve ( D  D ) z  e sin(2 x  3 y)
2 2
Solution:
A.E. is m2 – 1 = 0 [Put D = m and D′ = 1]
m2 = 1
m1
C. F .  f1 ( y  x)  f 2 ( y  x)
1 x y
P.I = e sin(2 x  3 y)
D  D
2 2
x y 1
e sin(2 x  3 y)
( D  1)  ( D  1)
2 2

x y 1
e sin(2 x  3 y)
D  2 D  1  D  2 D  1
2 2
x y 1
e sin(2 x  3 y)
D  2 D  D  2 D
2 2
x y 1
e sin(2 x  3 y)
 4  2 D  (9)  2 D
x y 1
e sin(2 x  3 y )
2( D  D)  5
x y [2( D  D)  5]
e sin(2 x  3 y)
[2( D  D)  5][2( D  D)  5]

x y [2( D  D)  5]
e sin(2 x  3 y )
4( D  D)  25
2
x y [2( D  D)  5]
e sin(2 x  3 y )
4( D  2 DD  D )  25
2 2
x y [2( D  D)  5]
e sin(2 x  3 y)
4[(4)  2(6)  (9)]  25
x y [2( D  D)  5]
e sin(2 x  3 y)
 125
x y 2D[sin(2 x  3 y)]  2D[sin(2 x  3 y)]  5 sin(2 x  3 y)

e
 125
ex y
 [4 cos(2 x  3 y )  6 cos(2 x  3 y )  5 sin(2 x  3 y)]
125
ex y
 [10 cos(2 x  3 y )  5 sin(2 x  3 y)]
125
ex y
 [sin(2 x  3 y )  2 cos(2 x  3 y)]
25
z = C.F + P.I
ex y
(i.e.) z  f1 ( y  x)  f 2 ( y  x)  [sin(2 x  3 y)  2 cos(2 x  3 y)]
25

Non-Homogeneous PDE
In the equation f ( D, D ) z  F ( x, y )      (1)

if the polonomial f ( D, D ) is not hom ogeneous
then eqn.(1) called non  hom ogeneous linear PDE.
The general solution of equation (1) is z=C.F+P.I
The method to find P.I. is same as those for homogeneous

PDE
To find C.F.
Factorize f ( D, D) in to
( D  m1 D  c1 )( D  m2 D  c2 ) ...........( D  mn D  cn ) z  0

C.F  e c1x f1 ( y  m1 x)  e c2 x f 2 ( y  m2 x)  ........  e cn x f n ( y  mn x)
for repeated factor say ( D  mD  a) 3 z  0
then C.F  e ax f1 ( y  mx)  xe ax f 2 ( y  mx)  x 2 e ax f 3 ( y  mx)

Problem 1
Solve ( D  2 D )( D  2 D   1) z  0
Solution:
The given equation is non-homogeneous.
( D  2D)( D  2D  1) z  0
 z  e 0 x f1 ( y  2 x)  e  x f 2 ( y  2 x)
x
(i.e.) z  f1 ( y  2 x)  e f 2 ( y  2 x)

Problem 2
Solve ( D 2  2DD  D2  3D  3D  2) z  (e3 x  2 e  2 y ) 2
Solution:
The given equation is non-homogeneous and it can be written as
( D  D  1)( D  D  2) z  e6 x  4 e  4 y  4 e3 x  2 y
C.F .  e x f1 ( y  x)  e 2 x f 2 ( y  x)
1
P.I1 = e6 x  0 y
( D  D  1)( D  D  2)
1 1 6x
 e6x  0 y  e
(6  0  1)(6  0  2) 20

P.I2 = 1
4 e0 x  4 y
( D  D  1)( D  D  2)
1
4 e0x  4 y  2 e 4 y
(0  4  1)(0  4  2) 3
P.I3 = 1
4 e3x  2 y
( D  D  1)( D  D  2)
1 3x  2 y 1 3x  2 y
4 e  e
(3  2  1)(3  2  2) 3
z = C.F + P.I1 + P.I2 + P.I3
1 6 x 2  4 y 1 3x  2 y
(i.e.) z  e f1 ( y  x)  e f 2 ( y  x) 
x 2x
e  e  e
20 3 3
Problem 3
Solve ( D 2
 D 2
 2 DD  2 D  2 D  1) z  e 2 x y
Solution:
The given equation is non-homogeneous and it can be written
as
( D  D  1)( D  D  1) z  e 2 x y
C. F .  e  x f1 ( y  x)  xe  x f 2 ( y  x)
1 2x  y
P.I = 2 e
D  D 2  2 DD  2 D  2 D  1
1 2x  y 1 2x  y
 e  e
(2) 2  (1) 2  2(2)(1)  2(2)  2(1)  1 16

z = C.F + P.I
x x 1 2 x y
(i.e.) z  e f1 ( y  x)  xe f 2 ( y  x)  e
16
Problem 4
Solve (2D 2  DD  D2  6D  3D) z  x e y
Solution:
Given (2D 2  DD  D 2  6D  3D) z  x e y
(2D  D)( D  D  3) z  x e y
1
Here c1  0, m1   , c2  3, m2  1
2
 1  3 x
C. F .  e 0x
f 1  y  x   e f 2 ( y  x)
 2 
 1  3 x
 f 1  y  x   e f 2 ( y  x)
 2 
1
P.I = x e y
2 D 2  DD  D2  6 D  3D
1
e y
x
2 D  D( D  1)  ( D  1)  6 D  3( D  1)
2 2
1
e y
x
2 D  DD  D  D  2 D  1  6 D  3D  3
2 2

1
e y
x
2  2 D  DD  D  5D  D
2 2
1
e y
x
 2 D  DD  D  5D  D 
2 2
2 1  
 2 
1
ey
 2 D  DD  D  5D  D 
2 2
 1   x
2  2 
ey   2 D 2  DD  D 2  5D  D 
 1    x
2   2 
ey  5D  e y  5
  x  2 ( x)  x
2 
2  2 
ey
 (2 x  5)
4
z = C.F + P.I
 
y
1 e
(i.e.) z  f1  y  x   e  3 x f 2 ( y  x)  (2 x  5)
 2  4
Problem 5
Solve ( D 2  3DD  2D2  2D  2D) z  x  y  sin(2 x  y)
Solution:
Given ( D 2  3DD  2D 2  2D  2D) z  x  y  sin(2 x  y)
( D  D)(D  2D  2) z  x  y  sin(2 x  y)

Here c1  0, m1  1, c2  2, m1  2
C.F .  e 0 x f1 ( y  x)  e 2 x f 2 ( y  2 x)
 f1 ( y  x)  e 2 x f 2 ( y  2 x)
1
P.I1 = 2 ( x  y)
D  3DD  2 D  2 D  2 D
2
1
 ( x  y)
( D  D)( D  2 D  2)
1
 ( x  y)
 D   D  2 D 
D1   21  
 D  2 
1 1
1  D   D  2 D 
 1   1   ( x  y)
2D  D  2 
1  D    D  2 D   D  2 D  2 
 1   1      ( x  y)
2D  D   2   2  
1  1 D   D D2 

   2  1   D  
 DD  ( x  y)
2D D   2 4 
1  1 1 D D D D D 
      D  2    ( x  y)
2 D 2 D 4 D 2D 4 
1  1 1 D  D D  3D  
      2  ( x  y)
2  D 2 2D 4 D 4 

1 x  y D ( x  y ) D( x  y ) 
 ( x  y)    
1 D 2 2D 4
  
2 D ( x  y ) 3D ( x  y ) 
 
 D2 4 
1  x2 x y x 1 x2 3 
  xy      
2 2 2 2 2 4 2 4
1 2 y 1
 x  x y   
2 2 2
P.I2 = 1
sin(2 x  y)
D  3DD  2 D  2 D  2 D
2 2

1
 sin(2 x  y )
 4  3(2)  2(1)  2 D  2 D
1
 sin(2 x  y )
2 D  2 D
2 D  2 D
 sin(2 x  y)
(2 D  2 D)(2 D  2 D)
2 D  2 D
 sin(2 x  y )
4 D  4 D
2 2
2 D  2 D
 sin(2 x  y )
4(4)  4(1)

2 D[sin(2 x  y)]  2 D[sin(2 x  y)]

 12
1
  [4 cos(2 x  y)  2 cos(2 x  y)]
12
1
  [6 cos(2 x  y )]
12
1
  cos(2 x  y )
2
z = C.F + P.I1 + P.I2
(i.e.) z  f1 ( y  x)  e 2 x f 2 ( y  2 x)
1 2 y 1 1
  x  x y     cos(2 x  y )
2 2 2 2

Unit 1 Partial Differential Equations

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Unit 1 Partial Differential Equations

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MA16351

Formation of partial differential equations

 Lagrange’s linear equation

 Solutions of standard types of first order partial

 Linear partial differential equations of second and

Partial differential equation is one which involves

If z  f ( x, y ) where x, y are independen t var iable ,

Let us consider the functional relation

Differentiating (1) partially with respect to x and y, we get

If the number of constants to be eliminated is equal to number

If the number of constants to be eliminated is more than the

Answer is not unique.

Substitute (2) and (3) in equation (1), we have

( z p cot 2  ) 2  ( z q cot 2  ) 2  z 2 cot 2 

Diff. eqn. (1) p.w.r.t. x, we get

Solution: Given z  ax n  by n      (1)

where A and B are arbitrary constants

Substitute (2) and (3) in equation (1), we have

where ‘a’ is the arbitrary constants.

Let us consider the relation f (u, v) =0 --------(1)

Differentiating (1) partially with respect to x and y we get

we get an equation of the form

 Equation (4) is called Lagrange’s linear PDE whose

 The order of PDE formed depends only on the number

Diff. eqn. (1) p.w.r.t. x, we get

Dividing (2) by (3), we have

Hence the required solution is

ldx  mdy  ndz

 ldx  mdy  ndz  0

Hence the required solution is

 log( x z)  log y  log c1

Hence the required solution is

log y  log z  log c1

log( x 2  y 2  z 2 )  log y  log c2

log( x 2  y 2  z 2 )  log y  log c2

log( x  y)  log( y  z)  log c1 x y

1. A solution in which the number of arbitrary constants is

f (p ,q)=0 ( i.e. equations containing p and q only)

Its complete integral is given by z = a x + b y + c -------- (1)

Eliminate ‘a’ from (A) and (B) we get general integral

Hence the complete integral is

Given p – q = 0 ------------ (1)

Hence the complete integral is

The complete solution of equation (1) is z  a x  b y  c

Put q=ap in equation (1) and find p and q as function of z

(keep z terms in LHS and remaining in RHS)

On integrating we get the complete integral

Procedure for obtaining Singular integral and general

(i.e. equations containing p , q , x and y)

Let f1 (x, p) = f2 (y, q) = a

solve for p and q (write p as function of x and q as function of y)

Substitute p and q in dz = pdx + qdy

=> dz= f(x) dx +g(y )dy

which is the complete integral

To find general integral, assume b = f(a)

Diff. eqn. (3) p.w.r.t. ‘a’, we get

The eliminant of ‘a’ between equations (3) and (4) gives

An equation of the form z = p x + q y + f (p, q) is known

The complete integral of equation (1) is

Solution: Given z=p x +q y +p q

This is in Clairaut’s form

The complete integral of equation is