6.homogeneous Linear Equations With Constant Coefficients

Homogeneous linear equations with constant co-efficients:
Consider a partial differential equation of the form

. 0 z n
y
z
m
x
z
m .... ..........
y
z
b ..........
y x
z
b
y x
z
b
x
z
b
y
z
a ..........
y x
z
a
y x
z
a
x
z
a
0 n 0
1 n
1 n
1 n
2 3 n
1 n
2
2 n
1 n
1
1 n
1 n
0
n
n
n
2 2 n
n
2
1 n
n
1
n
n
0
= +
|
|
\
|
+
+
|
|
\
|
+ +

+
|
|
\
|
+ +

i.e. ( ) 0 D , D =
Here
n 2 1 0
a ...., ,......... a , a , a ,
1 n 2 1 0
b ...., ,......... b , b , b
,
0 1 0
n , m , m are all constants. In
this equation the dependent variable z and its derivatives are linear, since each term in the
LHS contains z or its derivatives. This equation is called a homogeneous linear partial
differential equation of the nth order with constant co-efficients.
Some authors call an equation homogeneous if each term in equation is of the same
order. Then definition is like this:
An equation of the form
6 66 6
th th th th
Topic Topic Topic Topic
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Homogeneous linear equations with constant co-efficients
(Complementary function and Particular Integral)
Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 03-09-2007)

Partial Differential Equations: Homogeneous linear equations with constant co-efficients
Prepared by: Dr. Sunil, NIT Hamirpur (HP)

2
) y , x ( F
y
z
a ..........
y x
z
a
y x
z
a
x
z
a
n
n
n
2 2 n
n
2
1 n
n
1
n
n
0
=
+ +

, (i)
where
n 2 1 0
a ...., ,......... a , a , a are constants, is called a homogeneous linear partial
differential equation of the nth order with constant co-efficients.
Here, all the partial derivatives are of the nth order.
Writing D for
x
and D for
y
, (i) can be written as

( ) ) y , x ( F z D a .......... D D a D D a D
n
n
2 2 n
2
1 n
1
n
= + + + +

( ) ) y , x ( F z D , D = . (ii)
As in the case of ordinary linear differential equations with constant co-efficients the
complete solution of (ii) contains of two parts:
(i) The complimentary function (C.F.), which is the complete solution of the equation
( ) 0 z D , D = . It must contain n arbitrary functions where n is the order of the
differential equation.
(ii) The particular integral (P.I.), which is a particular solution (free from arbitrary
constants) of ( ) ) y , x ( F z D , D = .
The complete solution of (ii) is z = C.F. + P.I.
Rules for finding Complementary function (C.F.):
We explain the procedure for finding the complimentary function of a differential
equation of the second order. It can be easily extended to differential equation of the
higher order.
Consider the equation 0
y
z
a
y x
z
a
x
z
2
2
2
2
1
2
2
=

which in symbolic form is ( ) 0 z D a D D a D
2
2 1
2
= + + . (i)
Its auxiliary equation (A.E.) is 0 a m a m
2 1
2
= + + . (ii)
Here we put
D
D
m
= . Let its roots be

2 1
m , m .
Case I.: When the A.E. has distinct roots i. e.
2 1
m m then (ii) can be written as
( )( ) 0 z D m D D m D
2 1
= . (iii)
Now the solution of ( ) 0 z ' D m D
2
= will be the solution of (iii)

3
But ( ) 0 z D m D
2
= 0 q m p
2
= ,
which is of Langranges form and the auxiliary equations are
0
dz
m
dy
1
dx
2
=
= .
The first two members give a x m y 0 dx m dy
2 2
= + = +
Also b z 0 dz = =
( ) x m y f z
2 2
+ = is the solution of ( ) 0 z D m D
2
=
Similarly, (iii) will also satisfied by the solution of
( ) 0 z D m D
1
= i. e. by ( ) x m y f z
1 1
+ =
Hence the complete solution of (ii) is ( ) ( ) x m y f x m y f
2 2 1 1
+ + + .
Case II.: When the A. E. has equal roots, each = m, then (ii) can be written as
( )( ) 0 z D m D D m D = . (iv)
Let ( ) u z D m D = , then (iv) becomes ( ) 0 u D m D =
Its solution is ) mx y ( f u + = , as proved in case I.
( ) u z D m D = takes the form ( ) ) mx y ( f z D m D + =
) mx y ( f mq p + = [Langrange form]
The auxiliary equations are
) mx y ( f
dz
m
dy
1
dx
+
=
= .
Now
m
dy
1
dx
= gives a mx y 0 mdx dy = + = + .
Also
) a ( f
dz
1
dx
= gives b x ) a ( f z dx ) a ( f dz + = = i. e. b ) mx y ( xf z = + .
The complete solution of (ii) is
( ) ( ) ) mx y ( xf ) mx y ( f z mx y mx y x z + + + = + = + .
Note1. We know that for the differential equation ( ) 0 z D a D D a D
2
2 1
2
= + + ,
the A.E. is 0 a m a m
2 1
2
= + + . (i)
Now the roots of (i), considered as a quadratic in D / D , are the same as those of
2 1
2
a m a m + + . (ii)
This quadratic in m can also be called the A.E.
Hence, we shall write the A.E. in terms of m.

4
Thus, the A.E. is obtained by putting D = m and 1 D = in ( ) 0 D , D = .
Hence, the A.E. of differential equation ( ) ) y , x ( F z D , D = is ( ) 0 1 , m = .
Note 2. Generalizing the results of case I and case II, we have
(i) if the roots of A.E. are ..... ,......... m , m , m
3 2 1
(all are distinct roots), then
( ) ( ) ( ) ....... .......... x m y f x m y f x m y f . F . C
3 3 2 2 1 1
+ + + + + + =
(ii) if the roots of A.E. are ..... ,......... m , m , m
3 2 1
(two equal roots), then
( ) ( ) ( ) ....... .......... x m y f x m y xf x m y f . F . C
2 3 1 2 1 1
+ + + + + + =
(iii) if the roots of A.E. are ..... ,......... m , m , m
3 2 1
(three equal roots), then
( ) ( ) ( ) ....... .......... x m y f x x m y xf x m y f . F . C
1 3
2
1 2 1 1
+ + + + + + =
Q.No.1.: Solve the following partial differential equation: 0
y
z
2
y x
z
5
x
z
2
2
2 2
2
2
=
.
Sol.: The given equation in symbolic form is ( ) 0 z D 2 D D 5 D 2
2 2
= + + .
Its auxiliary equation is 0 2 m 5 m 2
2
= + +
2
1
, 2 m = .
Here, the complete solution is ( )
|
\
|
+ x
2
1
y f x 2 y f
2 1
.
This complete solution can also be written as ( ) ( ) x y 2 x 2 y
2 1
+ .
Q.No.2.: Solve the following partial differential equation: 0
y
z
6
y x
z
x
z
2
2 2
2
2
=
.
Sol.: The given equation in symbolic form is ( ) 0 z D 6 D D D
2 2
=
Its auxiliary equation is ( )( ) 0 2 m 3 m 0 6 m m
2
= + = 2 , 3 m = .
Hence, its complete solution is ( ) ( ) x 2 y f x 3 y f z
2 1
+ + = .
Q.No.3.: Solve the following partial differential equation: ( )( ) 0 z D 3 D D 2 D
2
= + .
Sol.: The given equation is ( )( ) 0 z ' D 3 D ' D 2 D
2
= + .
Its auxiliary equation is ( )( ) 0 3 m 2 m
2
= + 3 3, , 2 m = .
Hence, the complete solution is ( ) ( ) ( ) x 3 y xf x 3 y f x 2 y f z
3 2 1
+ + + + = .
Q.No.4.: Solve the following partial differential equation: 0 t 9 s 12 r 4 = + .

5
Sol.: The given equation is 0 t 9 s 12 r 4 = + .
Its symbolic form is ( ) 0 z D 9 D D 12 D 4
2 2
= + .
Since z D
x
z
r
2
2
2
=
= , z ' DD
y x
z
s
2
=

= , z ' D
y
z
t
2
2
2
=
= .
Its auxiliary equation is ( ) 0 3 m 2 0 9 m 12 m 4
2 2
= = +
2
3
,
2
3
m = .
Hence, the complete solution is |
\
|
+ + |
\
|
+ = x
2
3
y x x
2
3
y z
2 1
,
This complete solution can also be written as ( ) ( ) x 3 y 2 xf x 3 y 2 f z
2 1
+ + + = .
Q.No.5.: Solve the following partial differential equation: 0 t 9 s 6 r = + + .
Sol.: The given equation is 0 t 9 s 6 r = + + .
Its symbolic form is ( ) 0 z D 9 D D 6 D
2 2
= + + .
Since z D
x
z
r
2
2
2
=
= , z D D
y x
z
s
2
=

= , z D
y
z
t
2
2
2
=
= .
Its auxiliary equation is 0 9 m 6 m
2
= + + 3 , 3 m = .
Hence, the complete solution is ( ) ( ) x 3 y xf x 3 y f z
2 1
+ = .
Rules for finding the P.I.:
I. Short methods to find P.I.:
(i). When ( )
by ax
e y , x F
+
= .
( ) ( )
by ax by ax
e
b , a
1
e
D , D
1
. I . P
+ +
=

= (i. e. put D = a and b D = ) provided ( ) 0 b , a
If ( ) 0 b , a = , then it is called a case of failure.
(ii). When ( ) ( ) by ax sin y , x F + = .
P. I.
( )
( )
( )
( ) by ax sin
b , ab , a
1
by ax sin
D , D D , D
1
2 2 2 2
+

= +

= ,
(i. e. put
2 2
a D = , ab D D = ,
2 2
b D = ) provided ( ) 0 b , ab , a
2 2
.
If ( ) 0 b , ab , a
2 2
= , then it is a case of failure.
Note: A similar rule holds when ( ) ( ) by ax cos y , x F + = .

6
(iii). When ( )
q p
y x y , x F = , where p, q are positive integers.
P. I.
( )
( ) [ ]
q p 1 q p
y x D , D y x
D , D
1

=

= .
If q p < , expand ( ) [ ]
1
D , D

in powers of
D
D

If p q < , expand ( ) [ ]
1
D , D

in powers of
D
D

Also, we have dx ) y , x ( F ) y , x ( F
D
1
constant y
= and dy ) y , x ( F ) y , x ( F
D
1
constant x
.
II. General method to find the P.I.:
F(x, y) is not always of the forms given above. Moreover, there are cases of
failure in the short methods. The general method is applicable to all cases where F(x, y) is
not of the forms given above or the short methods fail.
Now, ( ) D , D can be factorized, in general, into n linear factors.
( )
) y , x ( F
D , D
1
. I . P

=
( )( ) ( )
) y , x ( F
D m D ......... D m D D m D
1
n 2 1

=
) y , x ( F
D m D
1
. ..........
D m D
1
.
D m D
1
n 2 1

=
Let us evaluate ) y , x ( F
D m D
1

.
Consider the equation, ( ) ) y , x ( F mq p ) y , x ( F z D m D = = .
The auxiliary equations are
) y , x ( F
dz
m
dy
1
dx
=
= .
From the first two members c mx y 0 mdx dy = + = + .
From the first and last members, we have
( ) ( )dx mx c , x F dx y , x F dz = =
dx ) mx c , x ( F z =
dx ) mx c , x ( F ) y , x ( F
D m D
1
=

,
where c is replaced by mx y + after integration.
By repeated application of above rules, the P. I. can be evaluated.
Working procedure to solve the equation:

7
) y , x ( F
y
z
k ..........
y x
z
k
x
z
n
n
n
1 n
n
1
n
n
=
+ +

Its symbolic form is ( ) ) y , x ( F z D k ......... D D k D
n
n
1 n
1
n
= + + +

or briefly ) y , x ( F z ) D , D ( f = .
Step1. To find the C.F.:
(i) Write the auxiliary equation (A.E.)
i. e. 0 k .... .......... m k m
n
1 n
1
n
= + + +

and solve it for m.
(ii) Write the C.F. as follows

Roots of A. E. C.F
1. .......... m , m , m
3 2 1
(distinct roots)
2. .......... m , m , m
3 2 1
(two equal roots)
3. .......... m , m , m
3 2 1
(three equal roots)
( ) ( ) ( ) ... x m y f x m y f x m y f
3 3 2 2 1 1
+ + + + + +
( ) ( ) ( ) ..... x m y f x m y xf x m y f
3 3 1 2 1 1
+ + + + + +
( ) ( ) ( ) ..... x m y f x x m y xf x m y f
1 3
2
1 2 1 1
+ + + + + +

Step2. To find the P.I.:
From the symbolic form, P. I.
( )
) y , x ( F
D , D f
1
= .
(i) When ( )
by ax
e y , x F
+
= , P. I.
( )
by ax
e
D , D f
1
+
= [put D = a and b D = ]
(ii) When ( ) ( ) ny mx sin y , x F + = or ( ) ny mx cos +
P. I.
( )
( ) ny mx cos or sin
D , D D , D f
1
2 2
+

= . [put
2 2
m D = , mn D D = ,
2 2
n ' D = ]
(iii) When
n m
y x ) y , x ( F = , P.I.
( )
( ) [ ]
n m 1 n m
y x D , D f y x
D , D f
1

=
= .
Expand ( ) [ ]
1
D , D f

in ascending powers of D or D and operate on
n m
y x term by term.
(iv) When F(x, y) is any function of x and y, P. I. ) y , x ( F
) D , D ( f
1
= .

8
Resolve
) D , D ( f
1
into partial fractions considering ( ) D , D f as a function of D alone and

operate each partial fraction on F(x, y) remembering that
dx ) mx c , x ( F ) y , x ( F
D m D
1
=

,
where c is replaced by mx y + after integration.

Now let us solve some homogeneous linear partial differential equation with
constant co-efficients.
Q.No.1.: Solve the following partial differential equation: y 2 cos x cos
y x
z
x
z
2
2
2
=

.
Sol.: The given equation in symbolic form is ( ) y 2 cos x cos z D D D
2
= .
Step 1. To find the complementary function
Its auxiliary equation (A.E.) is ( ) 0 1 m m 0 m m
2
= = 1 , 0 m = .
Thus, C.F. ( ) ( ) x y f y f
2 1
+ + = .
Step 2. To find the particular integral
Now P.I. y 2 cos x cos
D D D
1
2

= ( ) ( ) [ ] y 2 x cos y 2 x cos
D D D
1
.
2
1
2
+ +

=
( ) ( )
(

+ +

= y 2 x cos
D D D
1
y 2 x cos .
D D D
1
.
2
1
2 2

( ) ( ) y 2 x cos
6
1
y 2 x cos
2
1
+ = .
Step 3. To find the complete solution
Now, since the complete solution is z = C.F. + P.I.
( ) ( ) ( ) ( ) y 2 x cos
6
1
y 2 x cos
2
1
x y f y f z
2 1
+ + + + = . Ans.
Q.No.2.: Solve the following partial differential equation: y 2 cos x sin
y x
z
x
z
2
2
2
=

.
Sol.: The given equation in symbolic form is ( ) y 2 cos x sin z D D D
2
= .

9
Its auxiliary equation (A.E.) is ( ) 0 1 m m 0 m m
2
= = 1 , 0 m = .
Thus, C.F. ( ) ( ) x y f y f
2 1
+ + = .
Now P.I. y 2 cos x sin
' DD D
1
2
= ( )
(
= y 2 cos x sin 2
2
1
' DD D
1
2

( ) ( ) [ ] y 2 x sin y 2 x sin
' DD D
1
.
2
1
2
+ +
=
( ) ( )
(
+ +
= y 2 x sin
' DD D
1
y 2 x sin .
' DD D
1
.
2
1
2 2

( ) ( ) y 2 x sin
6
1
y 2 x sin
2
1
+ = .
( ) ( ) ( ) ( ) y 2 x sin
6
1
y 2 x sin
2
1
x y f y f z
2 1
+ + + + = . Ans.
Q.No.3.: Solve the following partial differential equation: y x 3 e 2
y x
z
2
x
z
2 x 2
2
3
3
3
+ =

.
Sol.: The given equation in symbolic form is ( ) y x 3 e 2 z ' D D 2 D
2 x 2 2 3
+ = .
Its auxiliary equation (A.E.) is 0 m 2 m
2 3
= 2 , 0 , 0 m = .
Thus, C.F. ( ) ( ) ( ) x 2 y f y xf y f
3 2 1
+ + + = .
Now P.I. ( ) y x 3 e 2
' D D 2 D
1
2 x 2
2 3
+
= y x
D
' D 2
1 D
1
3 e
' D D 2 D
1
2
2
3
x 2
2 3
|
\
|

+
=
y x
D
' D 2
1
D
3
e
) 0 ( 2 . 2 2
1
2
2
1
3
x 2
2 3
\
|
+
= y x .....
D
' D 4
D
' D 2
1
D
3
e
4
1
2
2
2
3
x 2
|
|
\
|
+ + + + =
|
\
|
+ + = |
\
|
+ + =
3 2
3
x 2 2 2
3
x 2
x
3
2
y x
D
3
e
4
1
1 . x
D
2
y x
D
3
e
4
1

(
dx ) x ( f ) x ( f
D
1
Q

10
6 . 5 . 4
x
. 2
5 . 4 . 3
x
y 3 e
4
1
6 5
x 2
+ + = ( ) [ ]
(
=

dx dx dx ) x ( f ) x ( f
D
1
3
Q
60
x
20
y x
4
e
6 5 x 2
+ + = .
( ) ( ) ( ) ( )
6 5 x 2
3 2 1
x y x 3 e 15
60
1
x 2 y f y xf y f + + + + + + . Ans.
Q.No.4.: Solve the following partial differential equation:
( ) ( )
y x 2 3 2 3
e y 2 x sin ' D 6 ' DD 7 D
+
+ + = .
Sol.: The given equation is ( ) ( )
y x 2 3 2 3
e y 2 x sin ' D 6 ' DD 7 D
+
+ + = .
The auxiliary equation (A.E.) is 0 6 m 7 m
3
= ( )( )( ) 0 2 m 3 m 1 m = + +
2 , 3 , 1 m = .
Thus, C.F. ( ) ( ) ( ) x 2 y f x 3 y f x y f
3 2 1
+ + + = .
Now P.I. ( ) [ ]
y x 2
3 2 3
e y 2 x sin
' D 6 ' DD 7 D
1
+
+ +

=
( )
y x 2
3 2 3 3 2 3
e
' D 6 ' DD 7 D
1
y 2 x sin
' D 6 ' DD 7 D
1
+

+ +

=

( ) ( ) ( )
( )
( )( )
y x 2
3 2 3 2 2 2
e
1 . 6 1 2 7 2
1
y 2 x sin
' D ' D 6 ' D D 7 D D
1
+

+ +

=

( ) ( ) ( )
( )
y x 2
2 2 2
e
12
1
y 2 x sin
2 ' D 6 2 D 7 1 D
1
+
+

=
( )
y x 2
e
12
1
y 2 x sin
' D 24 D 27
1
+
+
+
= ( )
y x 2
2
e
12
1
y 2 x sin
' DD 24 D 27
D
+
+
+
=

( ) ( )
( )
y x 2
2
e
12
1
y 2 x sin
2 . 1 24 1 27
D
+
+
+
= ( )
y x 2
e
12
1
y 2 x cos
75
1
+
+ =

11
( ) ( ) ( ) ( )
y x 2
3 2 1
e
12
1
y 2 x cos
75
1
x 2 y f x 3 y f x y f
+
+ + + + .
Q.No.5.: Solve the following partial differential equation: y x
y
z
2
y x
z
3
x
z
2
2 2
2
2
+ =
.
Sol.: The given equation in symbolic form is ( ) y x z ' D 2 ' DD 3 D
2 2
+ = + + .
Its auxiliary equation (A.E.) is 0 2 m 3 m
2
= + + 2 , 1 m = .
Thus, C.F. ( ) ( ) x 2 y f x y f
2 1
+ = .
Now P.I. ( ) y x
' D 2 ' DD 3 D
1
2 2
+
+ +
= ( ) y x
D
' D
2
D
' D
3 1 D
1
2
2
2
+
|
|
\
|
+ +
=
( ) y x
D
' D 2
D
' D 3
1
D
1
1
2
2
2
+
(
(
|
|
\
|
+ + =
( ) y x .........
D
' D 3
1
D
1
2
+ |
\
|
+ =

(
+ = ) 1 (
D
3
y x
D
1
2
[ ] x 3 y x
D
1
2
+ = ( ) x 2 y
D
1
2
=
( )
3
x
2
yx
x yx
D
1
3 2
2
= = .
( ) ( )
3
x
2
yx
x 2 y f x y f
3 2
2 1
+ + .
y x 2
e t 4 s 4 r
+
= + .
Sol.: The equation can be written as
y x 2
2
2 2
2
2
e
y
z
4
y x
z
4
x
z
+
=
.
The given equation in symbolic form is ( )
y x 2 2 2
e z ' D 4 ' DD 4 D
+
= + .
Its auxiliary equation (A.E.) is ( ) 0 2 m 0 4 m 4 m
2 2
= = + 2 , 2 m = .

12
Thus, C.F. ( ) ( ) x 2 y xf x 2 y f
2 1
+ + + = .
Now P.I.
( )
y x 2
2
e
' D 2 D
1
+
= , putting D = 2 and 1 ' D = , the denominator vanishes.

It is a case of failure.
Since ( )dx mx c , x F ) y , x ( F
' mD D
1
=

, where c is to be replaced by ( ) mx y + after
integration.
P.I.
y x 2
e
' D 2 D
1
.
' D 2 D
1
+

= dx e
' D 2 D
1
) x 2 c ( x 2 +
= dx e
' D 2 D
1
c
=

x 2 y
xe
' D 2 D
1
+
=
( )
dx xe
x 2 x 2 c +
= xdx e
c
=
c 2
e . x
2
1
=
x 2 y 2
e x
2
1
+
= .
( ) ( )
x 2 y 2
2 1
e x
2
1
x 2 y xf x 2 y f
+
+ + + + .
( ) ( ) y x 2 sin 5 z ' D 2 ' DD 5 D 2
2 2
+ = + .
Sol.: The given equation is ( ) ( ) y x 2 sin 5 z ' D 2 ' DD 5 D 2
2 2
+ = + .
Its auxiliary equation (A.E.) is ( )( ) 0 2 m 1 m 2 0 2 m 5 m 2
2
= = + 2 ,
2
1
m = .
Thus, C.F. ( ) ( ) x 2 y f x y 2 f
2 1
+ + + = .
Now P.I. ( ) y x 2 sin
' D 2 ' DD 5 D 2
1
. 5
2 2
+
+
= .
Putting
2 2
2 D = , 1 . 2 ' DD = ,
2 2
1 ' D = .
Denominator ( ) ( ) ( ) 0 1 2 2 5 4 2 = + = .
It is case of failure.
Now P.I.
( )( )
( ) y x 2 sin
' D 2 D ' D D 2
1
. 5 +

= ( ) [ ]dx x 2 c x 2 sin
' D D 2
1
. 5 +


13
cdx sin
' D
2
1
D
1
.
2
5
= c sin x
' D
2
1
D
1
.
2
5
=
( ) x 2 y sin x
' D
2
1
D
1
.
2
5
+
= dx x 2 x
2
1
c sin x
2
5
(
+ |
\
|
=

dx x
2
3
c sin x
2
5
|
\
|
+ =
(
(
(
(
\
|
+
\
|
+
=
dx
2
3
x
2
3
c cos
. 1
2
3
x
2
3
c cos
. x
2
5

|
\
|
+ + |
\
|
+ = x
2
3
c sin
9
10
x
2
3
c cos x
3
5

(
+ |
\
|
+ +
(
+ |
\
|
+
= x
2
3
x
2
1
y sin
9
10
x
2
3
x
2
1
y cos x
3
5

( ) ( ) x 2 y sin
9
10
x 2 y cos x
3
5
+ + + = .
( ) ( ) ( ) ( ) x 2 y sin
9
10
x 2 y cos x
3
5
x 2 y f x y 2 f z
2 1
+ + + + + + =
Let ( ) ( ) ( ) ( ) ( ) x 2 y F x 2 y x 2 y f x 2 y sin
9
10
x 2 y f
2 2 2
+ = + + + = + + + .
( ) ( ) ( ) x 2 y cos x
3
5
x 2 y F x y 2 f z
2 1
+ + + + = .
Q.No.8.: Solve the following partial differential equation: x cos y
y
z
6
y x
z
x
z
2
2 2
2
2
=
.
Sol.: The given equation in symbolic form is ( ) x cos y z ' D 6 ' DD D
2 2
= + .
Its auxiliary equation (A.E.) is 0 6 m m
2
= + 2 , 3 m = .
Thus, C.F. ( ) ( ) x 2 y f x 3 y f
2 1
+ + = .

14
Now P.I. x cos y
' D 6 ' DD D
1
2 2
+
=
( )( )
x cos y
' D 2 D ' D 3 D
1
+
=
x cos y
' D 2 D
1
.
' D 3 D
1
+
= ( ) xdx cos x 2 c
' D 3 D
1
+
=
,
where c is to replaced by x 2 y mx y + = + after integration
( ) [ ] xdx sin 2 x sin x 2 c
D 3 D
1

+
=
( ) [ ] x cos 2 x sin x 2 x 2 y
D 3 D
1
+
+
=
( ) x cos 2 x sin y
' D 3 D
1
+
= ( ) [ ]dx x cos 2 x sin x 3 c + =

where c is to replaced by x 3 y mx y = + after integration
( )( ) ( ) x sin 2 dx x cos 3 x cos x 3 c + =
( )( ) x sin 2 x sin 3 x cos x 3 x 3 y + + =

x sin x cos y + = .
( ) ( ) x sin x cos y x 2 y f x 3 y f z
2 1
+ + + = . Ans.

y 2 x
3
3
2
3
3
3
e
y
z
4
y x
z
3
x
z
+
=
.
Sol.: The given equation in symbolic form is ( )
y 2 x 3 2 3
e z ' D 4 ' D D 3 D
+
= +
Its auxiliary equation (A.E.) is ( )( ) 0 4 m 4 m 1 m 0 4 m 3 m
2 2 3
= + + = +
( )( ) 0 2 m 1 m
2
= + 2 , 2 , 1 m = .
Thus, C.F. ( ) ( ) ( ) x 2 y xf x 2 y f x y f
3 2 1
+ + + + = .
Now P.I.
y 2 x y 2 x
3 2 3
y 2 x
3 2 3
e
27
1
e
2 . 4 2 . 1 . 3 1
1
e
' D 4 ' D D 3 D
1
+ + +
=
+
=
+
= .
(putting D = 1, 2 ' D = )

15
( ) ( ) ( )
y 2 x
3 2 1
e
27
1
x 2 y xf x 2 y f x y f
+
+ + + + + . Ans.
0
y x
z
4
y x
z
4
x
z
2
3
2
3
3
3
=

.
Sol.: The given equation in symbolic form is ( ) 0 z D D 4 D D 4 D
2 2 3
= + .
Here auxiliary equation (A.E.) is 0 m 4 m 4 m
2 3
= + , where
D
D
m
= .
( ) 0 2 m m
2
= 2 2, , 0 m = .
Now P.I. = 0
) x 2 y ( xf ) x 2 y ( f ) y ( f z
3 2 1
+ + + + = . Ans.
y 2 x 3
e t 9 s 12 r 4

= + + .
Sol.: The given equation can be written as
y 2 x 3
2
2 2
2
2
e
y
z
9
y x
z
12
x
z
4

=
.
The given equation in symbolic form is ( )
y 2 x 3 2 2
e z D 9 D D 12 D 4

= + + .
Here auxiliary equation (A.E.) is 0 9 m 12 m 4
2
= + + , where
D
D
m
= .
( ) 0 3 m 2
2
= +
2
3
,
2
3
m = .
Thus, C.F.
|
\
|
+ |
\
|
= x
2
3
y xf x
2
3
y f
2 1
.
Now P.I.
y 2 x 3
2 2
e
D 9 D D 12 D 4
1

+ +
= .
Here the usual rule fails

16
0 D 9 D D 12 D 4
2 2
= + + Q for D = 3, 2 D =

( )
y 2 x 3
2
e
D 3 D 2
1

+
=
( ) ( )
y 2 x 3
e
D 3 D 2
1
.
D 3 D 2
1

+ +
=

( )
dx e
D 3 D 2
1
x
2
3
c 2 x 3 |
\
|
+
+
=
(
+ = = x
2
3
c y , 0 x
2
3
y

( )
dx e
D 3 D 2
1
c 2
+
=
( )
c 2
xe
D 3 D 2
1

+
=
( )
(

+
=
x
2
3
y 2
xe
D 3 D 2
1

dx xe
x
2
3
c 2 x 3
(
= dx xe
c 2
=
c 2 2
e x
2
1

=
( ) x 3 y 2 2
e x
2
1

=

y 2 x 3 2
e x
2
1

= .
y 2 x 3 2
2 1
e x
2
1
x
2
3
y xf x
2
3
y f z

+ |
\
|
+ |
\
|
=
( ) ( )
y 2 x 3 2
2 1
e x
2
1
x 3 y 2 xf x 3 y 2 f z

+ + = . Ans.
Q.No.12.: Solve the following partial differential equation: x sin
y
z
y x
z
2
x
z
2
2 2
2
2
=
.
Sol.: The given equation in symbolic form is ( ) x sin z D D D 2 D
2 2
= + .
Here auxiliary equation (A.E.) is 0 1 m 2 m
2
= + 1 , 1 m = , where
D
D
m
= .
Thus, C.F. ( ) ( ) x y xf x y f
2 1
+ + + = .
Now P.I. x sin x sin
0 0 1
1
x sin
D D D 2 D
1
2 2 2
=
+
=
+
= .

17
( ) ( ) x sin x y xf x y f z
2 1
+ + + = . Ans.
Q.No.13.: Solve the following partial differential equation: pt sin E
x
y
a
t
y
2
2
2
2
2
=
.
Sol.: The given equation in symbolic form is ( ) pt sin E y D a D
2 2 2
= .
Here
t
D
= ,
x
D
= ,
D
D
m
= .
Here auxiliary equation (A.E.) is 0 a m
2 2
= a , a m + = .
Thus, C.F. = ( ) ( ) at x f at x f
2 1
+ + .
Now P.I. pt sin E
D a D
1
2 2 2

= pt sin
p
E
pt sin E
0 . a p
1
2 2 2
=

= .
Now, since the complete solution is y = C.F. + P.I.
( ) ( ) pt sin
p
E
at x f at x f y
2
2 1
+ + = . Ans.
Q.No.14.: Solve the following partial differential equation: y 3 cos x 2 cos
y
z
x
z
2
2
2
2
=
.
Sol.: The given equation in symbolic form is [ ] y 3 cos x 2 cos z D D
2 2
= .
Here auxiliary equation (A.E.) is 0 1 m
2
= 1 , 1 m = .
Thus, C.F. ( ) ( ) x y f x y f
2 1
+ + =
Now P.I. y 3 cos x 2 cos
D D
1
2 2

= ( ) ( ) [ ] y 3 x 2 cos y 3 x 2 cos
D D
1
2
1
2 2
+ +

=
( ) ( )
(

+
+ +
+
= y 3 x 2 cos
9 4
1
y 3 x 2 cos
9 4
1
2
1

y 3 cos x 2 cos
5
1
= .

18
( ) ( ) y 3 cos x 2 cos
5
! 1
x y f x y f z
2 1
+ + + = . Ans.
Q.No.15.: Solve the following partial differential equation: ( ) xy 24 z ' D 2 ' DD 3 D
2 2
= + + .
Sol.: The given equation is ( ) xy 24 z ' D 2 ' DD 3 D
2 2
= + + .
Here auxiliary equation (A.E.) is ( ) 0 2 m 3 m
2
= + +
( )( ) 0 2 m 1 m = + + 2 , 1 m = .
Thus, C. F. ( ) ( ) x 2 y f x y f
2 1
+ =
Now P.I. xy 24
D 2 D D 3 D
1
2 2
+ +
= xy
D
D 2
D
D 3
1
D
1
. 24
1
2
2
2
(
(
+ =
xy .........
D
D 2
D
D 3
1
D
24
2
2
2
(
(
=

(
= 1 . x .
D
3
xy
D
24
2
(
(
=
2
x 3
xy
D
24
2
2
4 . 3
x
.
2
3
. 24
3 . 2
x
y . 24
4 3
=

4 3
x 3 y x 4 = .
( ) ( )
4 3
2 1
x 3 y x 4 x 2 y f x y f z + + = . Ans.

2 2
2
2 2
2
2
y xy x
y
z
y x
z
2
x
z
+ + =
.
2 2 2 2
y xy x z D D D 2 D + + = + + .
Here auxiliary equation (A.E.) is ( ) 0 1 m 2 m
2
= + + ( ) 0 1 m
2
= + 1 , 1 m = .

19
2 1
+ = .
Now P.I. ( )
2 2
2 2
y xy x
D D D 2 D
1
+ +
+ +
= ( )
2 2
1
2
2
2
y xy x
D
D
D
D
2 1
D
1
+ +
(
(
+ =

( )
2 2
1
2
2
2
2
2
2
y xy x .....
D
D
D
D
2
D
D
D
D
2 1
D
1
+ +
(
(
(
|
|
\
|

+
+
|
|
\
|

+

(
(
+
|
|
\
|
+ + + =
2
2 2
2 2
2
x 4
2
x 2
yx 2
2
x
2 y xy x
D
1

[ ]
2
x y
3 . 2
x
y 3
3 . 4
x
3 y xy 3 x 3
D
1
2 2 3 4
2 2
2
+ = + =
[ ] y x 2 y x 2 x
4
1
3 2 2 4
+ = .
z ( ) ( ) x y xf x y f
2 1
+ =
(
(
+ + y x 2 y x 2
3
x
3
4
1
3 2 2
4
.
( ) y 2 cos e z ' D ' DD ' D D D
x 3 2 2 3
= + .
Sol.: The given equation is ( ) y 2 cos e z ' D ' DD ' D D D
x 3 2 2 3
= + .
Here auxiliary equation (A.E.) is ( ) 0 1 m m m
2 3
= +
( ) ( ) 0 1 m ) 1 m ( 1 m = + + 1 1, , 1 m = .
Thus, C.F. ( ) ( ) ( ) x y f x y xf x y f
3 2 1
+ + + = .
Now P.I. y 2 cos e
D D D D D D
1
x
3 2 2 3
+
= .
Take as particular integral

20
y 2 sin Be y 2 cos Ae z
x x
+ = .
Then y 2 sin Be y 2 cos Ae z D
x x 3
+ =
y 2 sin Be 4 y 2 cos Ae 4 z D D
x x 2
=
y 2 cos Be 2 y 2 sin Ae 2 z D D
x x 2
+ =
y 2 cos Be 8 y 2 sin Ae 8 z D
x x 3
= .
Substituting in the given equation, we get
( ) ( ) y 2 cos e y 2 sin e A 10 B 5 y 2 cos e B 10 A 5
x x x
= + + .
So that 1 B 10 A 5 = + and 0 A 10 B 5 =
25
1
A = and
25
2
B = .
P.I. is y 2 sin e
25
2
y 2 cos e
25
1
z
x x
+ = .
( ) ( ) ( ) [ ] y 2 sin 2 y 2 cos
25
e
x y f x y xf x y f z
x
3 2 1
+ + + + + = . Ans.
( ) y x 2 cos
y
z
6
y x
z
x
z
2
2 2
2
2
+ =
.
Sol.: The given equation in symbolic form is ( ) ( ) y x 2 cos z D 6 D D D
2 2
+ = + .
Here auxiliary equation (A.E.) is 0 6 m m
2
= + 2 , 3 m = .
Thus, C.F. ( ) ( ) x 2 y f x 3 y f
2 1
+ + = .
Since ( )( ) ( ) 0 1 6 1 2 2 D 6 D D D
2 2 2 2
= = + .
It is a case of failure and we have to apply the general method.
P.I. ( )
( )( )
( ) y x 2 cos
D 2 D D 3 D
1
y x 2 cos
D 6 D D D
1
2 2
+
+
= +
+
=

21
( )dx x 2 c x 2 cos
D 3 D
1
+
+
=
cdx cos
D 3 D
1
+
=
( ) x 2 y cos x
D 3 D
1
c cos x
D 3 D
1
+
+
=
+
=
( ) ( )dx c x 5 cos x dx x 2 x 3 c cos x + = + + =

( ) ( )
25
c x 5 cos
5
c x 5 sin x +
+
+
= [Integrating by parts]
( ) ( ) x 3 y x 5 cos
25
1
x 3 y x 5 sin
5
x
+ + + =
( ) ( ) y x 2 cos
25
1
y x 2 sin
5
x
+ + + = .
( ) ( ) ( ) ( ) y x 2 cos
25
1
y x 2 sin
5
x
x 2 y f x 3 y f z
2 1
+ + + + + + = . Ans.

x
3
3
2
3
2
3
e
y
z
6
y x
z
5
y x
z
=
.
x
3
2 2
e z D 6 D D 5 D D = + .
Here auxiliary equation (A.E.) is 0 m m 5 m 6
2 3
= + ( ) 0 ) 1 m 2 ( 1 m 3 m =

2
1
,
3
1
, 0 m = .
Thus, C.F. ( ) ( ) ( ) y m x f y m x f y m x f
3 3 2 2 1 1
+ + + + + =
( )
|
\
|
+ + |
\
|
+ + + = y
3
1
x f y
2
1
x f 0 x f
3 2 1

( ) ( ) ( ) x 3 y f x 2 y f x f
3 2 1
+ + + + = .
Now P.I.
( )( )
x x
3 2 2
e
D D 2 D D 3 D
1
e
D 6 D D 5 D D
1

=
+
=

22

( )( )
x x x x
ye dy e e
D
1
e
1 0 1 0
1
D
1
= =
=

=
.
( ) ( ) ( )
x
3 2 1
ye x 3 y f x 2 y f x f z + + + + + = . Ans.
y x
y
z
y x
z
2
x
z
2
2
2 2
2
2
=

Sol.: The given equation in symbolic form is ( ) y x z D D D 2 D
2 2 2
= + + .
Here auxiliary equation (A.E.) is 0 1 m 2 m
2
= + + .
0 ) 1 m (
2
= + 1 , 1 m = .
2 1
+ = .
Now P.I. y x
D
D
D
D 2
1
D
1
y x
D D D 2 D
1
2
1
2
2
2
2
2 2
(
(
+ =
+ +
=
y x ..........
D
D
D
D 2
D
D
D
D 2
1
D
1
2
2
2
2
2
2
2
(
(
(
|
|
\
|

+
+
|
|
\
|

+
=

(
=
(
=
3 2
2
2 2
2
x
3
2
y x
D
1
x 2
D
1
y x
D
1
5 . 4
x
3
2
4 . 3
y x
5 4
=
( ) x 2 y 5
60
x
x
60
2
12
y x
4
5
4
= = .
( ) ( ) ( ) x 2 y 5
60
x
x y xf x y f z
4
2 1
+ + = . Ans.
***************************************************
****************************************

23
********************************

Home Assignments

y x 2
3
3
2
3
2
3
3
3
e
y
z
2
y x
z
5
y x
z
4
x
z
+
=
.
Ans.: ( ) ( ) ( )
y x 2
3 2 1
e x 2 y f x y xf x y f z
+
+ + + + + = .
( ) y 2 x 3 sin 2
y x
z
4
y x
z
4
x
z
2
3
2
3
3
3
+ =

.
Ans.:
y 3 x
y
z
3
y x
z
4
x
z
2
2 2
2
2
+ =
.
Ans.: ( ) ( ) ( ) ( )
2 / 3 2 / 3
2 1
x 8 c 3
24
1
x 2 c 3
6
1
x 3 y f x y f z + + + + =
( ) ( )
x 2 2
e 1 y z ' D 2 ' DD D = .
Ans.: ( ) ( )
x
2 1
ye x 2 y f x y f z + + + =
( ) y sin x y cos 2 z ' D ' DD 2 D
2 2
= + + .
Ans.: ( ) ( ) y sin x x y xf x y f z
2 1
+ + =
0
y
z
6
y x
z
7
x
z
3
3
2
3
3
3
=
.
Ans.: ( ) ( ) ( ) x 3 y f x 2 y f x y f z
3 2 1
+ + + + = .

24
0 t 16 s 40 r 25 = + .
Ans.: ( ) ( ) x 4 y 5 xf y 4 x 5 f z
2 1
+ + + = .

y x
2
2 2
2
2
e
y
z
12
y x
z
7
x
z

=
.
Ans.: ( ) ( )
y x
2 1
e
20
1
x 4 y f x 3 y f z

+ + + + = .
( )
y 3 x 2 2 2
e z D D D 2 D
+
= + + .
Ans.: ( ) ( )
y 3 x 2
2 1
e
25
1
x y xf x y f z
+
+ + = .
( ) y x 3 cos
y
z
6
y x
z
x
z
2
2 2
2
2
+ =
.
Ans.: ( ) ( ) ( ) y x 3 cos
6
1
x 2 y f x 3 y f z
2 1
+ + + = .
( ) ( ) y 2 x 3 sin 6 z D D 4 D D 4 D
2 2 3
+ = + .
Ans.: ( ) ( ) ( ) ( ) y 2 x 3 cos 2 x 2 y xf x 2 y f y f z
3 2 1
+ + + + + + = .
( ) y 2 x sin e
y
z
2
y x
z
3
x
z
y 3 x 2
2
2 2
2
2
+ =
+
.
Ans.: ( ) ( ) ( ) y 2 x sin
15
1
e
4
1
x 2 y f x y f z
y 3 x 2
2 1
+ + + + =
+
.
xy 12
y
z
2
y x
z
3
x
z
2
2 2
2
2
=
.
Ans.: ( ) ( )
4 3
2 1
x
2
3
y x 2 x 2 y f x y f z + + = .

25
( ) y 2 x 6 z D 9 D D 6 D
2 2
+ = + .
Ans.: ( ) ( ) ( ) y x 3 x x 3 y xf x 3 y f z
2
2 1
+ + + + + = .
( ) xy 36 x 12 z D 9 D D 6 D
2 2 2
+ = + .
Ans.: ( ) ( ) y x 6 x 10 x 3 y xf x 3 y f z
3 4
2 1
+ + + + + = .
( )
y x 2 2
e z D D D 2 D
+
= + .
Ans.: ( ) ( )
y x 2
2 1
e x
2
1
x y xf x y f z
+
+ + + + = .
( ) ( ) y x sin x y 2 t s 2 r + = + + .
Ans.: ( ) ( ) ( ) y x sin x
2
1
x y x x y xf x y f z
2 3 2
2 1
+ + + =
( ) y x 2 cos t 6 s r + = + .
Ans.: ( ) ( ) ( ) y x 2 sin x
5
1
x 2 y f x 3 y f z
2 1
+ + + + = .
( ) y x 2 sin 4
y x
z
4
y x
z
4
x
z
2
3
2
3
3
3
+ =

.
Ans.: ( ) ( ) ( ) ( ) y x 2 cos x x 2 y xf x 2 y f y f z
2
3 2 1
+ + + + + = .
) y 2 x log( 16 t s 4 r 4 + = + .
Ans.: ( ) ( ) ( ) y 2 x log x 2 x y 2 xf x y 2 f z
2
2 1
+ + + + + = .

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26

6.homogeneous Linear Equations With Constant Coefficients

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6.homogeneous Linear Equations With Constant Coefficients

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Homogeneous linear equations with constant co-efficients:

Consider a partial differential equation of the form

, (i) can be written as

= . Let its roots be

into partial fractions considering ( ) D , D f as a function of D alone and

= , putting D = 2 and 1 ' D = , the denominator vanishes.

( )( ) x sin 2 x sin 3 x cos x 3 x 3 y + + =

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