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L.D.

COLLEGE OF
ENGINEERING
Year: 2016-17
Subject: Advanced Engineering Maths
Topic : Partial Differential Equations

PREPARED BY:

Vaibhav shah
150280103053
Suthar Nirali
150280103054
Tadvi vishwa
150280103055
Tarsariya bhavin
150280103056
Tennyson mathew 150280103057
Trivedi jaykumar
150280103058

INTRODUCTION

A Partial differential equation is a


differential equation that contains unknown
multivariable functions and their partial
derivatives.

Partial differential equation are used to


formulate problems involving functions of
several variables.

PARTIAL DIFFERENTIAL
EQUATIONS

PARTIAL DIFFERENTIAL EQUATIONS.


THE ORDER OF A PARTIAL DIFFERENTIAL
EQUATIONS IS THE ORDER OF THE HIGHEST
ORDER PARTIAL DERIVATIVES PRESENT IN THE
EQUATION.
THE DEGREE OF A PARTIAL DIFFERENTIAL
EQUATIONS IS THE POWER OF THE HIGHEST
ORDER PARTIAL DERIVATIVES PRESENT IN THE
EQUATIONS.

EXAMPLE

Form a partial differential equation eliminating the arbitrary


constant from the equation z=ax2+by2

PARTIAL DIFFERENTIAL EQUATION

Formation of Partial Differential


Equation
1.
2.

By Elimination of Arbitrary Constant


By Elimination of Arbitrary Functions

1. By Elimination of Arbitrary Constant



Differentiating
Eq. partially w.r.t ,

Differentiating

Eq. partially w.r.t ,

LET
BE AN EQUATION WHERE A AND B ARE THE ARBITRARY

CONSTANT.

2. BY ELIMINATION OF ARBITRARY FUNCTION

Let
the given equation
is the function of .

Differentiating Eq. partially


w.r.t ,

Differentiating Eq. partially


w.r.t y,

Solution

Differentiating eq. partially w.r.t ,


Differentiating eq. partially w.r.t ,
Substituting from equation,

LINEAR PARTIAL DIFFRENTIAL


EQUATIONS OF
FIRST ORDER

A partial differential equation of first order said to be linear if


dependent variable and its derivatives are of degree one and
the products of the dependent variable and its derivatives do
not appear in the equation.
The equation is said to be quasi linear if the degree of the
highest order derivatives is one and the product of the
highest order partial derivations are not present. It is
represent as follows.

This equation is known as Lagranges linear equations.


The general solution of Lagrange's linear equation is given by
f(u ,v) = 0.
where, f is an arbitrary function and u and v are function
of x ,y
and z.

WORKING RULE FOR SOLVING LAGRANGES


LINEAR EQUATIONS.
1. Write
2.
3.

4.

the given differential equation in the


standard form Pp+ Qq = R
From the Lagranges auxiliary equation
Solve the simultaneous equations and obtain its
two independent solution as u = c1, v = c2.
Write the general solution of the given equation
as f(u , v) = 0 or u = (v).

THERE ARE GENERALLY 3 METHODS OF SOLVING SIMULTANEOUS


EQUATIONS.

i.
ii.
iii.

Grouping method
Multipliers method
Combine method

Examples :

i. (
ii. (

NON-LINEAR PARTIAL DIFFRENTIAL


EQUATIONS OF
FIRST ORDER

There are five ways of non-linear partial


differential equations of first order and their
method of solution as given below.
Type I:
Type II:
Type III:
Type IV: Clairauts Form
CHARPITS METHOD

Type I: f ( p , q ) = 0
Equations of the type f ( p , q ) = 0 i.e. equations
containing p and q only
Let the required solution be
and
Substituting these values in , f ( p , q ) = 0 we get f ( a ,
b)=0
From this, we can obtain b in terms of a (or) a in terms of
b
Let ,

then the required solution is

EXAMPLE 1:

SOLVE

Solution

Given eq. is of the form of


The complete solution is
Where a and b satisfy the equation

the complete solution is

Type II:
Let us consider the Equations of the type
Let z is a function of u ie. z =

and

Now,

z z u
z
q

a
y u y
u

is the 1st order


differential equation in terms of dependent variable z
and independent variable u.
Solving this differential equation and finally substitute
gives the required solution.

EXAMPLE 2:

Solution
Putting

SOLVE

Integrating both the side,

Now

Type III f1(p,x) = f2(q,y)


Let us consider differential equation of the form
f1(p,x) = f2(y,q)
Let
f1(p,x) = f2(y,q) = a (say)
Now f1(p,x) = a p = 1(x) (i.e.. Writing p in terms
of x)
f2(q,y) = a q = 2(y) (i.e.. Writing q in
terms of y)
z
z
Now,
dx dy
y
dzx=

so

= pdx + qdy
dz = 1(x)dx + 2(y)dy

EXAMPLE 3:
SOLUTION

Now
by integrating we got answer

Type IV: Clairauts Form


Equations of the form
Let the required solution be
then

Required solution is
i.e. Directly substitute a in place of p and b in place
of q in the given equation.

EXAMPLE 4:
Solution:

The given equation is of form


Hance the complete solution is obtained by replacing p
by a and b in the given equation

CHARPITS METHOD

This is a general method to find the complete integral


of the non-linear PDE of the form f (x , y, z, p, q) = 0
Now Auxiliary Equations are given by

Here we have to take the terms whose integrals are


easily calculated, so that it may be easier to solve
and finally substitute in the equation
Integrate it, we get the required solution.
Note: That all the above (TYPES) problems can be
solved in this method.

EXAMPLE :
Solution

Let
Auxiliary equation is given by,
So lets find

Taking last two fraction


Integrating both side,

Putting value in question and

So,

Now,

Integrating

HOMOGENEOUS LINEAR PARTIAL


DIFFERENTIAL EQUATION WITH CONSTANT
COEFFICIENT

HOMOGENEOUS LINEAR EQUATION


An

equation of the form of

Replacing by and by

After that in we have to form Auxiliary equation

OBTAIN COMPLEMENTARY FUNCTION

Case I: Roots of A.E. are Distinct and Real


C.F.=

Case II: Roots of A.E. are Equal and Repeated


C.F.=

OBTAIN PARTICULAR INTEGRAL

Let the differential equation to be

There is 4 cases for different P.I.

Case 1: =
Replacing by a and by B

Case 2:

Replacing by , by and by ..

Case III: =

If n<m, expand in powers of


II. If n<m, expand in powers of
Case IV: is not in any of the previous three form
I.

where

CLASSIFICATION OF SECOND ORDER LINEAR


PARTIAL DIFFERENTIAL EQUATION

SECOND ORDER LINEAR EQUATION

I.
II.
III.

If , Elliptic
If , Parabolic
If , Hyperbolic

EXAMPLE:

So the given partial differential equation is hyperbolic

APPLICATIONS OF PDE

Poissons Equation

which arises in electrostatics, elasticity theory and


elsewhere.
Helmholtz's Equation

which arisis in wave theory.


Schrdinger's Equation

which arises in quantum mechanics.

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