11.2
11.3
11.4
107
11.5
11.6
Exercises.
Partial differential equations are central theme to scientific and
(11.1)
108
highest order occurring in the equation. The power of the highest order
derivative in a differential equation is called the degree of the partial
differential equation.
Example 11.1 (a) x
u
u
+ y y =0 is a first-order equation in two variables
x
u
u
+ b y =c; where x,y are independent variables, a and b are
x
(d)
u
u
+ y -(x+y) u=0 is a partial differential equation of first-order.
x
2u
+2b(x)
x 2
a(x)
2u
+c(x)
xy
u
2u
u
+ y
2 =x+y+u+
y
x
is a partial
a(x)
2u
u u
2u
2u
+2b(x)
+c(x)
,
)
2 = f(x,y,u,
2
xy
y
x y
x
where a(x), b(x) and c(x) are functions of x and f(..,..,.,.,.) is a function of
x,y,u,
u
u
and y , is a partial differential equation of second order.
x
u
2u
+
=y is a partial differential equation of second-order.
xy
x
(f)
(g)
u
2u
2u
+
2y
+ 3x
= 4 sin x is a partial differential equation of
2
xy
y 2
x
2
109
(h)
u
2u
=
is a partial differential of second-order.
y 2
x 2
(i)
+
y
second degree.
By a solution of a partial differential equation of the type
F (x,y,u, ux,uy,uxx,uyy, uxy) =0
(11.2)
Show that sin n(x+y), cosn(x+y) and e x+y are solutions of the partial
differential equation
u
u
=0
-
x
y
(ii)
Show that u(x,y)=(x+y) 3 and u(x,y)=sin (x-y) are solutions of the partial
differential equation
u
2u
=0
2
y 2
x
2
Solution (i)
u
= n cos n (x+y)
x
u
= n cos n (x+y)
y
u u
= ncos n(x+y) n cos n(x+y) =0=R.H.S.
x y
u
= -nsin n(x+y) if u(x,y) = cos n(x+y)
x
u
= -nsin n(x+y) if u(x,y) = cos n(x+y)
y
110
if u(x,y) ex+y
u
= ex+y if u(x,y) = ex+y
y
u
2u
=3(x+y)2,
=6 (x+y)
x
x 2
2u
u
2u
=cos (x-y),
= - sin (x-y)
x
x 2
u
2u
=
cos
(x-y),
= - sin (x-y)
y
y 2
111
(11.3)
where the coefficients A,B,C,D.E and F and the function f are functions of x
and y, is a second-order linear partial differential equation in the unknown
u(x,y).
Left hand side of (11.3) can be abbreviated by Lu, where u has
continuous partial derivatives of upto second order.
If u is a function having continuous partial derivatives of appropriate
order, say n then a partial derivative can be written as Lu=f where L is a
differential operator, that is, L carries u to the sum of scalar multiplications of
its partial derivatives of different order. An operator L is called linear
differential operator if L (u+v)= Lu+v where and are scalars and u
and v are any functions with continuous partial derivatives of appropriate
order. A partial differential equation is called homogeneous if Lu=0, that is, f
on the right hand side of a partial differential equation is zero, say f=0 in 11.3.
The partial differential equation is called non-homogeneous if f0.
(x+2y) ux +x2uy = sin (x2+y2) is a non-homogeneous partial differential
equation of first-order.
(x+2y) ux+x2uy=0 is a homogeneous linear partial differential equation of
first-order.
xuxx +yuxy+uyy=0 is a homogeneous linear partial differential equation of
second-order.
xuxx+y uxy+uyy=sin x is a non-homogeneous linear partial differential
equation of second-order.
112
uxy =
u
u
2u
, uy = y ,uxx = 2
x
x
2u
2u
and uyy =
are respectively denoted by p, q,r, s and t.
xy
y 2
113
F(x,y,u,p,q)=0
(11.4)
(11.5)
(11.6)
for A
u
u
+ B y = C, these equations are defined to be such that the left
x
hand side, which contains all derivatives is linear in u in that A,B depend on x
and y alone; however C may depend non linearly on u. A semi linear partial
differential equation of second-order is of the form
2u
u u
2u
2u
A 2 + 2B
+C
,
)
2 = f(x,y,u,
xy
y
x y
x
(11.7)
where A,B,C are functions of x and y.
11.2. Classification of Partial Differential Equations
We have seen the classification of Partial Differential equations into
linear, quasilinear, semi linear, homogeneous and non-homogeneous
categories in Section 11.1. In this section we mainly focus on the classification
of second order equations into elliptic, hyperbolic and parabolic types. Notion
114
of Cauchy data (initial and boundary conditions) and characteristic for partial
differential equations are introduced.
11.2.1
(11.8)
For some value y=y0, we prescribe the initial values of the unknown
function u and of the derivative with respect to y
u(x,y0)=f(x)
(11.9)
uy(x,y0)=g(x)
(11.10)
115
problem. These conditions are called Cauchy data. Actually two names are
synonymous.
Example 11.3 (a) ut = uxx 0<x<1, t>0
u(x,0)= cos x
0 x l
is an initial-value problem.
(b)
u
u
+B (x,y,u) y =C
x
(11.10)
(11.11)
Let (x0,y0) denote points on a smooth curve in the (x,y) plane. Also let
the parametric equations of this curve be
x=x0 (), y0=y0 ()
where is a parameter.
We suppose that two functions f() and g() are prescribed along the
curve . The Cauchy problem is now one of determining the solution u(x,y) of
Equation (11.11) in the neighbourhood of the curve satisfying the Cauchy
conditions
116
u=f(),
u
=g()
n
on the curve . n is the direction of the normal to which lies to the left of in
the counter clockwise direction of increasing arc length. The functions f() and
g(() are the Cauchy data.
The solution of the Cauchy problem is a surface, called an integral
surface, in the (x,y,u) space passing through a curve having as its
u
=g() which represents a
n
(ii)
117
u
2u
= k 2 , 0<x<l,t>0
t
x
u(x,o)=f(x)
u
(x,o)=g(x), 0<x<l
t
u(0,t) =T1(t)
u(l,t)=T2(t), t>0
It is a Dirichlet boundary value problem.
(ii)
u
2u
=k
, 0<x< l, t>o
t
x 2
u(x,o)=f(x),
u
(x,o)=g(x), 0<x< l
t
u
u
(0,t) =T3(t),
(l,t)=T4(t), t>0
n
n
u
2u
= k 2 , 0<x< l, t>0
t
x
u(x,o)=f(x),
u
(x,o)=g(x), 0<x< l,
t
(0, t) 0,
n
t 0.
u
u(l, t) (l, t ) 0
x
u(0, t)
118
(11.12)
(11.13)
(14.14)
119
Example 11.5
u
2u
+x
+4=0
2
y 2
x
(ii)
u
2u
+y
=0
2
y 2
x
(iii)
y2
2u u
=0
y 2
x 2
2
Solution (i) A = 1, C = x, B = 0
B2-AC = 0 x <0 for x>0
Thus the equation is elliptic if x > 0, is hyperbolic if x < 0 and it is
parabolic if x = 0.
(ii)
(iv)
(v)
120
In this case the equation is hyperbolic B 2-AC=o if x=y. For this the
equation is parabolic. B2-AC <0 if x>y and x<0 or if x<y and x>0
In this case the equation is elliptic.
11.3 Solutions of Partial Differential Equations of First-order
11.3.1 Solution of Partial Differential Equations of first-order with
constant coefficients.
The most general form of linear partial differential equations of first
order with constant coefficients is
Aux+Buy+Ku=f(x,y)
(11.15)
(11.16)
(11.17)
Bx c
, where c is an
A
A
f ( x, y ) - Ku
121
dx
A
or
du Ku f ( x, y )
dx
A
A
f ( x,
Bx - c
)
A
A
kx
A
=g(x,y)
(11.18)
A
B
f ( x, y )
The solution of
(11.19)
dx dy
is
A
B
Ay c
B
we get
B
f ( x, y )
dy
du
Ay c
f(
, y)
B
122
f(
Ay c
, y)
B
B
(11.20)
123
Example 11.6
2
4
1
x y
du
x-c
) dx =4du
4
or
1
(x3 cx2) dx = du
16
= f(c)+
3 x 4 - 4cx 3
192
3 x 4 - 4cx 3
192
=f(x-4y)-
3 x 4 - 4( x - 4 y )x 3
192
x4
x3y
192 12
124
(11.21)
(11.22)
where P,Q,R in (11.22) are not the same as in (11.21). The following theorem
provides a method for solving (11.22) often called Lagrange's Method.
Theorem 11.1 The general solution of the linear partial differential equation of
first order
Pp+Qq=R;
u
(11.23)
u
(11.24)
P
Q
R
(11.25)
Proof: Let (x,y,u)=c1 and (x,y,u)=c2 satisfy (11.25), then equations
xdx+y dy +udu=0
125
and
dx dy
du
P
Q
R
(, ) / ( y, u) (, ) / (u, x ) (, ) / ( x, y )
(11.26)
where (,)/(y,u)= yu- yu0 denotes the Jacobian.
Let F(,)=0. By differentiating this equation with respect to x and y,
respectively, we obtain the equations
F
F
p 0
x u
x
u
F
F
q 0
y u
y
u
F
( , )
( , )
( , )
+q
=
(
u
,
x
)
( y, u)
( x, y )
(11.27)
126
Example 11.7 Find the general solution of the partial differential equation
y2up + x2uq = y2x
Solution: The auxiliary system of equations is
dx
dy
du
2
2
y u
x u
xy 2
(11.28)
Taking the first two members we have x 2dx = y2dy which on integration
given x3-y3 = c1. Again taking the first and third members,
we have x dx = u du
which on integration given x2-u2 = c2
Hence, the general solution is
F(x3-y3,x2-u2) = 0
11.3.3 Charpit's Method for solving nonlinear Partial Differential
Equation of First-Order
We present here a general method for solving non-linear partial
differential equations. This is known as Charpit's method.
Let
F(x,y,u, p.q)=0
(11.29)
(11.30)
u
u
, q = uy= y
x
(11.31)
127
then we can solve (11.28) and (11.30) for p and q and substitute them in
equation (11.29). This will give the solution provided (11.29) is integrable.
To determine f, differentiate (11.28) and (11.30) w.r.t. x and y so that
F F
F p F q
0
x
u
p x
q x
(11.32)
f
f
f p f q
0
x u
p x q x
(11.33)
F F
F p F q
0
y
u
p y
q y
(11.34)
f
f
f p f q
0
y u
p y q y
(11.35)
Eliminating
q
p
from, equations (11.31) and (11.32), and y from
x
0
x p x p
u p u p
q p q p dx
F f f F
F f f F
F f f F p
0
u q u q
p q p q dy
y q y q
x
xy
y
F f
F f
F
F f
F f
F
- p
-q
p x q y
p
q u x
u p
(11.36)
F
f f
q
0
y
u q
128
dx
dy
du
dp
dq
df
- F
- F
F
F
F
F
F
F
0
-p
-q
p
q
p
q
p
q
x
u
y
u
(11.37)
An Integral of these equations, involving. p or q or both, can be taken
as the required equation (11.30). p and q determined from (11.28) and (11.30)
will make (11.29) integerable.
Example 11.8 Find the general solution of the partial differential equation.
u
x
y
Solution: Let p =
y-u 0
(11.38)
u
u
, q = y
x
2
2
2
2px 2qy 2(p x q y ) p - p
q - q2
(11.39)
dy=
p 2 dx 2pxdp
. From second and 5th expression
py
q 2 dy 2qydq
qy
129
p 2 dx 2pxdp
q 2 dy 2qydq
=
p2 x
q2 y
dx
dy
2dq
or x p dp y q
(11.40)
(
c
1
)
y
q=
p=
cu
(c 1)x
1
2
1
2
du= cu
(c 1)x
or
1 c
1
2
1
2
u
dx
(c 1)y
c
du
1
2
dx
1
2
dy
1
2
dy
130
F(p,q)=0
(11.41)
Fp
Fq
pFp qFq
0
0
(11.42)
dy
du
dp
dq
- - 2p 2q - 2p 2 - 2q 2 0 0
or
dx dy
du
dp dq
2
p
q p q
0
0
Using dp =0, we get p=c and q= 1 - c 2 , and these two combined with
du =pdx+qdy yield
u=cx+y 1 - c 2 + c1 which is a complete solution.
Using
dx
dx
= p , we get du =
where p= c
du
c
131
Also du = q , where q =
or du =
dy
1- c
1- p 2
x
+ c1
c
1- c 2
1- c 2
1
1- c 2
y +c2
1- c 2
c, we get
u2 = (x-)2 + (y-)2
This is another complete solution.
This is another complete solution.
(ii) Clairaut equations
An equation of the form
u=px+qy+f(p,q)
or
F=px+qy+f(p,q)-u=0
(11.43)
132
(11.44)
dq
1
4 - u 2 and p = + a
a
4 - u2
133
4 - u2 adx dy
a
du = +
or
du
4-u
1
a
= + adx dy
1
u
= + adx y c
a
2
1
a
or u = + 2 sin ax y c
This gives p =
1- x 2
and q =
a
4 - y2
a
1- x 2
dx +
a
4 - y2
dy
y
2
134
u
u
, q= y are not unique at a
x
135
or a quasi linear equation, the normal cone degenerates into a plane since
each normal is perpendicular to a fixed line. Consider the equation ap+bq=c,
where a,b, and c are functions x,y, and u. Then the direction p,q,-1 is
perpendicular to the direction ratios a,b,c. This direction is fixed at a fixed
point. The Monge cone then degenerates into a coaxial set of planes known
as the Monge pencil. The common axis of the planes is the line through the
fixed point with direction ratios a,b,c. This line is known as the Monge axis.
11.4 Solutions of Linear Partial Differential Equation of Second Order
with Constant Coefficients
11.4.1 Homogeneous Equations
Let Dx=
i
i
i
, Dy
,D ix
,
D
,
y
x
y
x i
y i
k
0
1
2
xy
x 2
y 2
(11.45)
2
x
k 1D x D y k 2D 2y u 0
(11.46)
136
(Dx-m1Dy) (Dx-m2Dy)u=0-
(11.47)
This implies
(Dx-m2Dy) u=0 or p-m2q=0
The auxiliary system of equations for p-m2q=0 is of the type
dx
dy
du
1
- m2
0
p-m1q=0
1
- m1
0
137
1
- m1
( y m1x )
(Dx-Dy) (Dx+Dy)u=0
138
dx
dy
du
1
-1
0
1
1
0
(11.48)
k
=0
1
2
xy
x 2
y 2
(11.49)
139
type (11.47) Let f(Dx,Dy) be a linear partial differential operator with constant
coefficients, then the corresponding inverse operator is defined
1
as f (D ,D )
x
y
The following results hold
1
( x, y ) ( x, y )
f (D x ,D y )
f(Dx,Dy)
(11.50)
1
1
1
( x, y )
( x, y )
f1 (D x ,D y )f 2 (D x ,D y )
f1 (D x , D y ) f 2 D x , D y )
(11.51)
1
= f (D ,D )
2
x
y
1
( x, y )
f1 (D x ,D y )
1
1( x, y ) 2 ( x, y )
(D x ,D y )
(11.52)
1
1 ( x, y )
f (D x ,D y )
1
2 ( x, y )
f (D x ,D y )
(11.53)
1
1
e ax by
e ax by , f (a, b) 0
f (D x ,D y )
f (a, b)
(11.54)
(11.55)
1
ax
by
by
ax
= e f (D a,D ) e ( x, y ) e f (D ,D b) e ( x, y )
x
y
x
y
140
(11.56)
2
2
f (D x , D y ) cos (ax+by) = f(-a2,-b2) cos (ax+by)
1
1
cos (ax by )
cos (ax by )
2
2
f (D , D y )
f ( -a , - b 2 )
2
x
(11.57)
2
2
f (D x , D y ) sin (ax+by) = f(-a2,-b2) sin (ax+by)
1
1
sin (ax by )
sin (ax by )
f (D 2x , D 2y )
f ( -a 2 , - b 2 )
(11.58)
1
( x, c mx )dx
2u
2 u u
4
e x 3 y
xy y
x 2
(ii)
2 u u
e x sin( x y )
2
y
x
up = 3D 2 4 D D - D ex-3y
x
x
y
y
=
1
ex-3y
3 4( -3) - ( -3)
by (11.53)
141
1 x-3y
e
6
= (ii)
up = 3D 2 - D ex sin (x+y)
x
y
1
= ex (3D 2 6 D 3 D ) sin(x+y)
x
x
y
1
= ex (3(-1) 6D 3 - D sin(x+y)
x
y
(6D x D y )
36D 2x - D 2 y
1
= ex
6Dx -Dy
sin (x+y) = ex
= ex
7 cos ( x y )
- 35
=-
1 x
e cos(x+y).
5
sin(x+y)
(D t -c2Dx2) u = e-xsin t
The particular solution is
u p=
1
e x sin t
2 2
D - c Dx
2
t
142
= e
1
sin t e x
D - (c(D x - 1)
2
t
1
sin t
- 1- c 2
x
= - c 2 1 e sin t
1
e x sin t
c 1
2
u
u
2u
2u
2u
,q
,r
, s
, t
x
y
x
xy
y 2
(11.59)
(11.60)
143
where and are known function of x,y,u, p and q and the function f is
arbitrary; that is, in finding relations of the type (11.59) such that equation
(11.58) can be derived from equation (11.59). The following equations are
obtained from it by partial differentiation.
x+up+pr+qs=f'() {x+up+pr+qs}
(11.61)
y+uq+ps+qt=f'() {y+uq+ps+qt}
(11.62)
It may be noted that every equation of the type (11.58) does not have a
first integral of the type (11.59). By eliminating f'() from equations (11.60) and
(11.61), we find that any second order partial differential equation which
possesses a first integral of the type (11.59) must be expressible in the form
R1r+S1s+T1t+U1(rt-s2)=V1
(11.63)
where R1, S1,T1,U1 and V1 are functions of x,y,u, p and q defined by the
relations
R1 =
( , )
( , )
( , )
( , )
q
, T1
p
(p, y )
(p, u)
( x, q)
(u, q)
(11.64)
S1=
( , )
( , )
( , )
( , )
q
p
( q, y )
( q, u)
(p, x )
(p, u)
(11.65)
U1=
( , )
( , )
( , )
( , )
, V1 q
p
(p, q)
(u, x )
( y, u)
( y, x )
(11.66)
The equation (11.62) reduces to the form
144
R1r+S1s+T1t=V1
(11.67)
(11.68)
for which a first integral of the form (11.59) exists. For any function u of
x and y we have the relations dp =rdx+sdy, dq=sdx+tdy
(11.69)
(11.70)
(11.71)
2u
u
- 2
x 2
x
u 2 u
u
y
x
2u
0
y 2
,r
2u
u u
2u
u
,
S
2
,
s
,T
x y
xy
x 2
x
, and
2u
, V 0
y 2
(11.72)
145
(pdx+qdy)2 = 0
(11.73)
(11.74)
1
- f (u)
0
146
11.6 Exercises
Write down the order and degree of partial differential equations in
problems 1-5.
1.
u
u2
y
2.
2u
u
2
t
x
3.
4.
u
u
100
0
t
x
5.
6.
Verify that the functions u(x,y)=x 2-y2 and u(x,y) = ex sin y are
u
0
y
0
y
x 2
147
9.
2u
2u
2u
12
9
0
xt
t 2
x 2
2u
2u
2u
2
3
0
12. 8
xy
x 2
y 2
148
27. Discuss the method for finding a complete solution of the equation
of the type
F(u,p,q)=0
Solve partial differential equations of problems 28 to 32.
28.
2u
u
12
20
2
x
x
29.
2u
2u
2u
16
15
0
x 2
y 2
y 2
30.
2u
2 u u
4
0
xy y
x 2
31.
2 u u
sin (ax+by)
x 2 y
32.
2u
u u
2u
-2
-5
3x+y+ex-y
2
x y
x
y 2
2u 2u
x 2 y 2
34.
u 2 u u 2 u
u
- x
2
y
x xy y x
35.
2u
2
x
36.
-2
u u 2 u 2 u u
x q xy y 2 x
u 2 u
x
y 2
149
u 2 u u 2 u
2
x y
y xy