II Sem - Module 4 - Partial Diferential Equations - Notes
II Sem - Module 4 - Partial Diferential Equations - Notes
Course Material
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
Objectives:
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
Standard notation:
𝜕𝑧 𝜕𝑧 𝜕 2𝑧 𝜕 2𝑧 𝜕 2𝑧
𝑝 = 𝜕𝑥 = 𝑧𝑥 , 𝑞 = 𝜕𝑦 = 𝑧𝑦 , 𝑟 = = 𝑧𝑥𝑥 , 𝑠 = = 𝑧𝑥𝑦 , 𝑡 = = 𝑧𝑦𝑦
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
Formation of partial differential equation by elimination of arbitrary constants:
Let 𝑓 (𝑥, 𝑦, 𝑧, 𝑎, 𝑏) = 0 ………………..(1)
be an equation involving two arbitrary constants a and b. Differentiating (1) partially w.r.t x and
y,
𝜕𝑓 𝜕𝑓 𝜕𝑧
we get + = 0……………………………(2)
𝜕𝑥 𝜕𝑧 𝜕𝑥
𝜕𝑓 𝜕𝑓 𝜕𝑧
+ 𝜕𝑧 𝜕𝑦 = 0……………………………..(3)
𝜕𝑦
By eliminating a,b from(1), (2),(3), we get an equation of form
F(x, y, z, p, q)=0……………………..(4)
Which is a partial differential equation of first order.
Note:
1. If the number of arbitrary constants equal to the number of independent variables in (1)
,then the P.D.E obtained is of first order.
2. If the number of arbitrary constants is more than the number of independent variables
then the P.D.E obtained is of 2nd of higher orders.
Problems:
Form the partial differential equation by eliminating the arbitrary constants.
1) 𝑧 = (𝑥 + 𝑎)(𝑦 + 𝑏)
Solution: Differentiating 𝑧 partially w.r.t 𝑥 and𝑦, we get
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝜕𝑧
p= 𝜕𝑥 = 𝑦 + 𝑏
𝜕𝑧
q= 𝜕𝑦 = 𝑥 + 𝑎
𝑧=pq is the required p.d.e
2) 𝑧 = 𝑎𝑙𝑜𝑔(𝑥 2 + 𝑦 2 ) + 𝑏
Solution: Differentiating 𝑧 partially w.r.t 𝑥 and𝑦, we get
𝜕𝑧 𝑎 2𝑎𝑥
p= 𝜕𝑥 = 𝑥 2 +𝑦 2 . 2𝑥 p= 𝑥 2 +𝑦 2
𝜕𝑧 2𝑎𝑦
q= 𝜕𝑦 = 𝑥 2+𝑦 2
𝑝 𝑥
=𝑦
𝑞
p 𝑦 − 𝑞 𝑥 =0 is the required p.d.e
𝑥2 𝑦2 𝑧2
3) 𝑎2 + + 𝑐2 = 1
𝑏2
𝑥2 𝑦2 𝑧2
Solution: + + 𝑐 2 = 1 ……………………………………..(1)
𝑎2 𝑏2
Differentiating (1) partially w.r.t 𝑥 and 𝑦, we get
2𝑥 2𝑧 2𝑦 2𝑧
+ 𝑐2 𝑝 = 0 and + 𝑐2 𝑞 = 0
𝑎2 𝑏2
𝑥 𝑧
+ 𝑐 2 𝑝 = 0 ………………………………………….(2)
𝑎2
𝑦 𝑧
+ 𝑐 2 𝑞 = 0 …………………………………………(3)
𝑏2
Differentiating (2) partially w.r.t 𝑥 again, we get
1 1
+ 𝑐 2 (𝑝2 + 𝑧𝑟) = 0………………………….(4)
𝑎2
1 𝑧𝑝
Now from (2), we have = − 𝑐 2𝑥
𝑎2
Substituting this in (4) we get
𝑧𝑝 1
− + (𝑝2 + 𝑧𝑟) = 0
𝑐 2𝑥 𝑐2
2
𝑧𝑝 = (𝑝 + 𝑧𝑟)𝑥 is the required p.d.e.
4) Find the P.D.E of the family of all spheres whose centers lie on the plane 𝑧 = 0 and have a
constant radius `r’.
Solution: The co-ordinates of the centre of the sphere can be taken as (a, b,0) where a and b are
arbitrary , r being the constant radius. The equation of the sphere is
(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 + (𝑧 − 0)2 = 𝑟 2
(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 + 𝑧 2 = 𝑟 2 ………………………………….(1)
𝑎 and 𝑏 are the arbitrary constants and have to be eliminated.
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
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2) 𝑧 = 𝑦 2 + 2𝑓(𝑥 + 𝑙𝑜𝑔𝑦)
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(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
1
Solution: 𝑧 = 𝑦 2 + 2𝑓(𝑥 + 𝑙𝑜𝑔𝑦)……………………………………..(1)
Differentiating (1) partially w.r.t x and y, we get
1 1
𝑝 = 2𝑓′( + 𝑙𝑜𝑔𝑦). − 2
𝑥 𝑥
1 1
𝑞 = 2𝑦 + 2𝑓′( + 𝑙𝑜𝑔𝑦).
𝑥 𝑦
Dividing one by the other, we get
𝑝 𝑦
=− 2
𝑞 − 2𝑦 𝑥
𝑝𝑥 + 𝑞𝑦 = 2𝑦 2 is the required p.d.e.
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3) Form the partial differential equation by eliminating the arbitrary function in the relation
𝑓(𝑥 + 𝑦 + 𝑧, 𝑥 2 + 𝑦 2 + 𝑧 2 )
Solution: By data 𝑓(𝑢, 𝑣) = 0……………………………………………..(1)
where 𝑢 = 𝑥 + 𝑦 + 𝑧 , 𝑣 = 𝑥 2 + 𝑦 2 + 𝑧 2
𝜕𝑢 𝜕𝑣
= 1 + 𝑝, = 2𝑥 + 2𝑧𝑝 = 2(𝑥 + 𝑧𝑝)
𝜕𝑥 𝜕𝑥
𝜕𝑢 𝜕𝑣
= 1 + 𝑞, = 2𝑦 + 2𝑧𝑞 = 2(𝑦 + 𝑧𝑞)
𝜕𝑦 𝜕𝑦
Differentiating (1) partially w.r.t x and y , we get
𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣
. + 𝜕𝑣 . 𝜕𝑥 = 0 or . = − 𝜕𝑣 . 𝜕𝑥………………………………………(2)
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑥
𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣 𝜕𝑓 𝜕𝑢 𝜕𝑓 𝜕𝑣
. + 𝜕𝑣 . 𝜕𝑦 = 0 or . = − 𝜕𝑣 . 𝜕𝑦 ………………………………………(3)
𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑦
Dividing (2) by (3)
𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣
/ = /
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
1 + 𝑝 𝑥 + 𝑧𝑝
=
1 + 𝑞 𝑦 + 𝑧𝑞
(𝑦 − 𝑧)𝑝 + (𝑧 − 𝑥)𝑞 = (𝑥 − 𝑦) is the required p.d.e.
4) Form the partial differential equation by eliminating the arbitrary functions 𝑓 𝑎𝑛𝑑 𝑔 from
𝑧 = 𝑓(𝑦 + 2𝑥) + 𝑔(𝑦 − 3𝑥)
Solution: 𝑧 = 𝑓(𝑦 + 2𝑥) + 𝑔(𝑦 − 3𝑥)………………………………………………..(1)
𝜕𝑧
= 2 𝑓′(𝑦 + 2𝑥) − 3 𝑔′(𝑦 − 3𝑥)…………………………………………..(2)
𝜕𝑥
𝜕 2𝑧
=4 𝑓′′(𝑦 + 2𝑥) + 9 𝑔′′(𝑦 − 3𝑥)………………………………………(3)
𝜕𝑥 2
𝜕 2𝑧
= 2𝑓′′(𝑦 + 2𝑥) − 3 𝑔′′(𝑦 − 3𝑥)…………………………………….(4)
𝜕𝑥𝜕𝑦
𝜕𝑧
= 𝑓′(𝑦 + 2𝑥) + 𝑔′(𝑦 − 3𝑥)…………………………………………….(5)
𝜕𝑦
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝜕 2𝑧
= 𝑓′′(𝑦 + 2𝑥) + 𝑔′′(𝑦 − 3𝑥)………………………………………..(6)
𝜕𝑦 2
Adding (3) and (4) and using in (6) we get
𝜕 2𝑧 𝜕 2𝑧 𝜕 2𝑧
𝜕𝑥 2 + 𝜕𝑥𝜕𝑦
= 6[𝑓′′(𝑦 + 2𝑥) + 𝑔′′(𝑦 − 3𝑥)] = 6
𝜕𝑦 2
𝜕 2𝑧 𝜕 2𝑧 𝜕 2𝑧
+ 𝜕𝑥𝜕𝑦 − 6 = 0 is the required p.d.e.
𝜕𝑥 2 𝜕𝑦 2
Problems:
1) Solve x p + y q = z
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(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝜕𝑧 𝜕𝑧
2. Solve (mz − ny) + (𝑛𝑥 − 𝑙𝑧) = 𝑙𝑦 − 𝑚𝑥
𝜕𝑥 𝜕𝑦
Solution: The given equation is of the form Pp+Qq=R
The auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= (𝑛𝑥−𝑙𝑧) = 𝑙𝑦−𝑚𝑥………………….(1)
(mz−ny)
Using multipliers l, m, n each ratio is equal to
𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧 𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧
=
l(mz − ny) + m(𝑛𝑥 − 𝑙𝑧) + 𝑛(𝑙𝑦 − 𝑚𝑥) 0
⇒ 𝑙𝑑𝑥 + 𝑚𝑑𝑦 + 𝑛𝑑𝑧 = 0 which on integration gives 𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧 = 𝑐1
Using multipliers x, y, z each ratio in (1) equal to
𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧
=
x(mz − ny) + y(𝑛𝑥 − 𝑙𝑧) + 𝑧(𝑙𝑦 − 𝑚𝑥) 0
𝑥2 𝑦2 𝑧2
⇒ 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + 𝑧𝑑𝑧 = 0 which on integration gives + + = 𝑐2
2 2 2
or 𝑥 2 +𝑦 2 +𝑧 2 = 𝑐2
Hence the general solution is 𝜑(𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧, 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0
𝜕𝑧 𝜕𝑧
3. Solve 𝑥 2 (y − z) 𝜕𝑥 + 𝑦 2 (z − x) 𝜕𝑦 = 𝑧 2 (x − y)
Solution: The given equation is of the form Pp+Qq=R
The auxiliary equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = ………………….(1)
𝑥 2(y−z) 𝑦 2 (z−x) 𝑧 2(x−y)
1 1 1
Using multipliers , 𝑦 2 , 𝑧 2 each ratio is equal to
𝑥2
1 1 1 1 1 1
𝑑𝑥 + 2 𝑑𝑦 + 2 𝑑𝑧 𝑑𝑥 + 2 𝑑𝑦 + 2 𝑑𝑧
𝑥2 𝑦 𝑧 𝑥2 𝑦 𝑧
=
(y − z) + (z − x) + (x − y) 0
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
1 1 1
𝑑𝑥 + 𝑦 2 𝑑𝑦 + 𝑧 2 𝑑𝑧=0 which on integration gives
𝑥2
1 1 1 1 1 1
− 𝑥 − 𝑦 − 𝑧 = 𝑐1 or + 𝑦 + 𝑧 = 𝑐1
𝑥
1 1 1
Now using multipliers , , each ratio is equal to
𝑥 𝑦 𝑧
1 1 1 1 1 1
𝑥 𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 𝑥 𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧
=
𝑥(y − z) + y(z − x) + 𝑧(x − y) 0
1 1 1
𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 = 0 which on integration gives
𝑥
𝑙𝑜𝑔𝑥 + 𝑙𝑜𝑔𝑦 + 𝑙𝑜𝑔𝑧 = 𝑙𝑜𝑔𝑐2 or 𝑥𝑦𝑧 = 𝑐2
1 1 1
Hence the general solution is 𝜑 (𝑥 + 𝑦 + 𝑧 , 𝑥𝑦𝑧) = 0
Solution of a P.D.E :
The general form of a first order partial differential equation is 𝐹(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) =
0……………….(1) where 𝑥, 𝑦 are two independent variables , 𝑧 is the dependent variable and
𝑝 = 𝑧𝑥 , 𝑞 = 𝑧𝑦 .
A solution or integral of the p.d.e is the relation between the dependent and independent variable
satisfying the equation.
Complete solution:
Any function 𝑓(, 𝑦, 𝑧, 𝑎, 𝑏) = 0…………………………….(2) involving two arbitrary constants
a, b and satisfying p.d.e (1) is known as the complete solution or complete integral or primitive.
Geometrically the complete solution represents a two parameter family of surfaces .
Eg: (𝑥 + 𝑎)(𝑦 + 𝑏) = 𝑧 is the complete solution of the p.d.e 𝑧 = 𝑝𝑞
Particular solution:
A solution obtained by giving particular value to the arbitrary constants in the complete solution
is called a particular solution of the p.d.e. It represents a particular surface of a family of surfaces
given by the complete solution.
Eg: (𝑥 + 3)(𝑦 + 4) = 𝑧 is the particular solution of the p.d.e 𝑧 = 𝑝𝑞
General solution:
In the complete solution if we put 𝑏 = 𝜑(𝑎) then we get a solution containing an arbitryary
function 𝜑, which is called a general solution. It represents the envelope of the family of surfaces
𝑓(𝑥, 𝑦, 𝑧, 𝜑(𝑎)) = 0.
Singular solution:
Differentiating the p.d.e (1) w.r.t the arbitrary constants 𝑎 and 𝑏 we get
𝜕𝐹 𝜕𝐹
= 0 and 𝜕𝑏 = 0
𝜕𝑎
Suppose it is possible to eliminate 𝑎 and 𝑏 from the three equations then the relation so obtained
is called the singular solution of the P.d.e.
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
Singular solution represents the envelope of the two parameter family of surfaces.
Eg: The complete solution of the P.D.E 𝑧 = 𝑝𝑞 is (𝑥 + 𝑎)(𝑦 + 𝑏) = 𝑧
Differentiating partially w.r.t 𝑎 and 𝑏 we get
𝑦 + 𝑏 = 0 and (𝑦 + 𝑏) = 0. 𝑧 = 0 is the singular solution.
Solution of homogeneous partial differential equations involving derivatives with respect to
one independent variable only
Suppose that the dependent variable has been differentiated partially w.r.t. one independent
variable say x only.Then the PDE can be treated as an ordinary differential equation and we are
already familiar in solving ODE.
The arbitrary constants in the solution are then replaced by arbitrary function of the variable (y)
Giving a solution of the PDE.
Examples :
𝜕2𝑧 𝜕𝑧
1. Solve and conclude the solution of PDE + 3 𝜕𝑥 − 4𝑧 = 0 subject to the conditions that
𝜕𝑥 2
𝜕𝑧
𝑧 = 1 , and =𝑦 when 𝑥 = 0 .
𝜕𝑥
Solution: Let us suppose that 𝑧 is function of x only.The given PDE assumes the form of an ODE
𝑑
(𝐷2 + 3𝐷 − 4)𝑧 = 0 𝑤ℎ𝑒𝑟𝑒 𝐷 =
𝑑𝑥
A.E is (𝑚2 + 3𝐷 − 4) = 0 or (𝑚 − 1)(𝑚 + 4) = 0)
∴ 𝑚 = 1 , 𝑚 = −4.
The solution of the ODE is given by 𝑧 = 𝑐1 𝑒 𝑥 +𝑐2 𝑒 −4𝑥
𝜕𝑧
Diff partially w.r.t. x we get 𝜕𝑥 = 𝑓 (𝑦)𝑒 𝑥 + 𝑔(𝑦)𝑒 −4𝑥 (−4) ……..(2)
𝜕𝑧
By data, 𝑧 = 1 , and =𝑦 when 𝑥 = 0 .
𝜕𝑥
Hence (1) and (2) becomes 1 = 𝑓 (𝑦) + 𝑔(𝑦) and 𝑦 = 𝑓 (𝑦) − 4𝑔(𝑦)
1 1
By solving these simultaneously we get, 𝑓(𝑦) = 5 (4 + 𝑦) and 𝑔(𝑦) = 5 (1 − 𝑦)
1 1
∴ (1) implies 𝑧 = 5 (4 + 𝑦)𝑒 𝑥 + (1 − 𝑦) 𝑒 −4𝑥 is the required solution.
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𝜕 2𝑧
2. Solve and conclude the solution of PDE + 𝑧 = 0 given that 𝑧 = 𝑐𝑜𝑠𝑥 and
𝜕𝑦 2
𝜕𝑧
= 𝑠𝑖𝑛𝑥 when 𝑦 = 0.
𝜕𝑦
Solution: Let us suppose that 𝑧 is function of y only.The given PDE assumes the form of an
ODE
𝒅
(𝐷2 + 1)𝑧 = 0 𝑤ℎ𝑒𝑟𝑒 𝐷 =
𝒅𝒚
10
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
A.E is 𝑚2 + 1 = 0 , 𝑚2 = −1 , 𝑚 = ±𝑖
The solution of the ODE is given by 𝑧 = 𝑐1 𝑐𝑜𝑠𝑦+𝑐2 𝑠𝑖𝑛𝑦
The solution of the PDE is given by 𝑧 = 𝑓(𝑥)𝑐𝑜𝑠𝑦 + 𝑔(𝑥)𝑠𝑖𝑛𝑦 ………..(1)
By data ,𝑧 = 𝑐𝑜𝑠𝑥 when 𝑦 = 0
∴ (1) implies 𝑐𝑜𝑠𝑥 = 𝑓 (𝑥 ) + 0
𝜕𝑧
Diff partially w.r.t. y we get 𝜕𝑦 = 𝑓 (𝑥 )(−𝑠𝑖𝑛𝑦) + 𝑔(𝑥)𝑐𝑜𝑠𝑦 …………(2)
By data
𝜕𝑧
, = 𝑠𝑖𝑛𝑥 when 𝑦 = 0 ∴ (2) implies 𝑠𝑖𝑛𝑥 = 0 + 𝑔(𝑥)
𝜕𝑦
𝜕𝑣
3. Solve and conclude the solution of PDE −𝑣=0 .
𝜕𝑦
Solution :
Let us suppose that 𝑣 is function of y only.Then we have (𝐷 − 1)𝑣 = 0 𝑤ℎ𝑒𝑟𝑒
𝒅
𝑫= .
𝒅𝒚
AE is 𝑚 − 1 = 0 𝑜𝑟 𝑚 = 1
The solution of the ODE is given by 𝑣 = 𝑐𝑒 𝑦
The solution of the PDE is given by 𝑣 = 𝑓(𝑥)𝑒 𝑦
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝜕𝑧 𝜕𝑧
1) By the method of separation of variables solve the equation𝜕𝑥 𝑦 3 + 𝜕𝑦 𝑥 2 = 0
Solution: Let the solution be in the form z=XY where X=X(x) and Y=Y(y)
𝜕𝑧 𝜕𝑋 𝜕𝑧 𝜕𝑌
⇒ = 𝜕𝑥 𝑌 𝑎𝑛𝑑 𝜕𝑦 = 𝑋 𝜕𝑦
𝜕𝑥
Putting these in the given equation we get
𝜕𝑋 𝜕𝑌
( 𝜕𝑥 𝑌) 𝑦 3 + (𝑋 𝜕𝑦) 𝑥 2 = 0 or
𝑑𝑋 𝑑𝑌
( 𝑌) 𝑦 3 = − (𝑋 ) 𝑥 2
𝑑𝑥 𝑑𝑦
1 𝑑𝑋 1 1 𝑑𝑌 1
( ) 2=− ( ) 3
𝑋 𝑑𝑥 𝑥 𝑌 𝑑𝑦 𝑦
L.S.H is a function of x only and R.S.H is a function of y only
Since x and y are independent variables , this expression can hold only if each side is a constant
1 𝑑𝑋 1 1 𝑑𝑌 1
i.e., 𝑋 ( 𝑑𝑥 ) 𝑥 2 = 𝑘 and − 𝑌 (𝑑𝑦 ) 𝑦 3 = 𝑘 where k is a constant
These may be written as
1 𝑑𝑋 1 𝑑𝑌
( ) = 𝑘𝑥 2 and ( ) = −𝑘𝑦 3
𝑋 𝑑𝑥 𝑌 𝑑𝑦
𝑑 𝑑
(𝑙𝑜𝑔𝑋) = 𝑘𝑥 2 and (𝑙𝑜𝑔𝑌) = −𝑘𝑦 3
𝑑𝑥 𝑑𝑦
Integrating w.r.t x and y we get
𝑥3 𝑦4
𝑙𝑜𝑔𝑋 = 𝑘 + 𝑙𝑜𝑔𝐶1 and 𝑙𝑜𝑔𝑌 = −𝑘 + 𝑙𝑜𝑔𝐶2
3 4
𝑥3 𝑦4
⇒ 𝑋 = 𝐶1 𝑒 𝑘 3 and 𝑌 = 𝐶2 𝑒 −𝑘 4
Where 𝐶1 𝑎𝑛𝑑 𝐶2 are constants
𝑥3 𝑦4
∴ 𝑧 = 𝑋𝑌 = 𝐴𝑒 𝑘 3 𝑒 −𝑘 4 where A=𝐶1 𝐶2
𝜕𝑢 𝜕𝑢
2) Using the method of separation of variables solve 𝜕𝑥 = 2 𝜕𝑡 + 𝑢 where u(x,0)=6𝑒 −3𝑥
Solution: Here x and t are independent variables and u id the dependent variable
Let the solution be in the form u=X(x)Y(t)
𝜕𝑢 𝑑𝑋 𝜕𝑢 𝑑𝑌
∴ = 𝑌(𝑡) 𝑎𝑛𝑑 = 𝑋(𝑥)
𝜕𝑥 𝑑𝑥 𝜕𝑡 𝑑𝑡
The given equation takes the form
𝑑𝑋 𝑑𝑌
𝑌 (𝑡 ) = 2 𝑋 (𝑥 ) + 𝑋(𝑥 )𝑌(𝑡)
𝑑𝑥 𝑑𝑡
𝑑𝑋 𝑑𝑌
( − 𝑋) 𝑌 = 2𝑋
𝑑𝑥 𝑑𝑡
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
1 𝑑𝑋 2 𝑑𝑌
−1=
𝑋 𝑑𝑥 𝑌 𝑑𝑡
1 𝑑𝑋 2 𝑑𝑌
⇒ 𝑋 𝑑𝑥 − 1 = 𝑘 and =𝑘
𝑌 𝑑𝑡
𝑑𝑋 𝑑𝑌 𝑘
= (𝑘 + 1)𝑑𝑥 and = 2 𝑑𝑡
𝑋 𝑌
On integration we get
𝑘
𝑙𝑜𝑔𝑋 = (𝑘 + 1)𝑥 + 𝑙𝑜𝑔𝐶1 and 𝑙𝑜𝑔𝑌 = 2 𝑡 + 𝑙𝑜𝑔𝐶2
𝑘
⇒ 𝑋 = 𝐶1 𝑒 (𝑘+1)𝑥 and 𝑌 = 𝐶2 𝑒 2𝑡
∴ The required solution is
𝑘
u=XY=A 𝑒 (𝑘+1)𝑥 𝑒 2𝑡 where A=𝐶1 𝐶2
But u(x,0)=6𝑒 −3𝑥
⇒ 6𝑒 −3𝑥 = 𝐴𝑒 (𝑘+1)𝑥
⇒ 𝐴 = 6 𝑎𝑛𝑑 𝑘 + 1 = −3
⇒ 𝐴 = 6 𝑎𝑛𝑑 𝑘 = −4
∴ 𝑢 = 6𝑒 −(3𝑥+2𝑡)
𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖
= 𝒄
𝝏𝒕𝟐 𝝏𝒙𝟐
Let U=XT where X=X(x) T=T(t) be the solution of the PDE
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DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝜕 2 (𝑋𝑇) 2
𝜕 2 (𝑋𝑇)
= 𝑐
𝜕𝑡 2 𝜕𝑥 2
𝑋𝑇 ′′ = 𝑐 2 𝑋 ′′ 𝑇
𝑑2 𝑇 𝑑2 𝑋
𝑋 = 𝑐 2𝑇 dividing by 𝑋𝑐 2 𝑇
𝑑𝑡 2 𝑑𝑥 2
1 𝑑2 𝑇 1 𝑑2 𝑋
= 𝑋 𝑑𝑥 2
𝑐 2𝑇 𝑑𝑡 2
1 𝑑2 𝑋 1 𝑑2 𝑇
=𝑘 𝑎𝑛𝑑 =𝑘
𝑋 𝑑𝑥 2 𝑐2𝑇 𝑑𝑡 2
𝑑2 𝑋 𝑑2 𝑇
− 𝑋𝑘 = 0 − 𝑐 2 𝑇𝑘 = 0
𝑑𝑥 2 𝑑𝑡 2
(𝐷 2 − 𝑘 )𝑋 = 0 (𝐷 2 − 𝑐 2 𝑘 )𝑇 = 0
Case(i) let K=0
(𝐷 2 − 0)𝑋 = 0 (𝐷 2 − 0 )𝑇 = 0
𝐷2 = 0 𝐷2 = 0
AE𝑚2 = 0 AE𝑚2 = 0
𝑚 = 0,0 𝑚 = 0,0
0𝑥
𝑋 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑇 = (𝑐3 + 𝑐4 𝑡)𝑒 0𝑡
𝑋 = (𝑐1 + 𝑐2 𝑥) 𝑇 = (𝑐3 + 𝑐4 𝑡)
Case(ii) let K be the positive say
𝑘 = 𝑝2
(𝐷 2 − 𝑝 2 )𝑋 = 0 (𝐷 2 − 𝑝 2 𝑐 2 )𝑇 = 0
𝐷2 = 𝑝2 𝐷2 = 𝑝2 𝑐 2
AE 𝑚2 = 𝑝2 AE 𝑚2 = 𝑝2 𝑐 2
𝑚 = 𝑝, −𝑝 𝑚 = 𝑝, −𝑝
𝑝𝑥 −𝑝𝑥
𝑋 = 𝑐1 𝑒 + 𝑐2 𝑒 𝑇 = 𝑐3 𝑒 𝑐𝑝𝑡 + 𝑐4 𝑒 −𝑐𝑝𝑡
Case(iii) let K be the negative say
𝑘 = −𝑝2
(𝐷 2 + 𝑝 2 )𝑋 = 0 (𝐷 2 + 𝑝 2 𝑐 2 )𝑇 = 0
𝐷2 = −𝑝2 𝐷2 = −𝑝2 𝑐 2
AE 𝑚2 = −𝑝2 AE 𝑚2 = −𝑝2 𝑐 2
𝑚 = ±𝑖𝑝 𝑚 = ±𝑐𝑝𝑖
𝑋 = 𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥 𝑇 = (𝑐3 𝑐𝑜𝑠𝑝𝑡 + 𝑐4 𝑠𝑖𝑛𝑝𝑡)
Various possible solutions are
U=XT
𝑈 = (𝑐1 + 𝑐2 𝑥)(𝑐3 + 𝑐4 𝑡)
𝑈 = (𝑐1 𝑒 𝑝𝑥 + 𝑐2 𝑒 −𝑝𝑥 )(𝑐3 𝑒 𝑐𝑝𝑡 + 𝑐4 𝑒 −𝑐𝑝𝑡 )
𝑈 = (𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥)(𝑐3 𝑐𝑜𝑠𝑝𝑡 + 𝑐4 𝑠𝑖𝑛𝑝𝑡)
14
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
Of these solutions,we have to chose that solution which is consistent with the physical nature
of the problem.As we are dealing with problems on vibrations, 𝑈 must be periodic function of
x and t .
Hence their solution must involve trigonomrtric terms. Accordingly the solution given by
𝑈 = (𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥)(𝑐3 𝑐𝑜𝑠𝑝𝑡 + 𝑐4 𝑠𝑖𝑛𝑝𝑡) is the only suitable solution of the wave eqution
Various possible solutions and hence to find suitable solution of the one dimensional Heat
equation 𝒖𝒕 = 𝒄𝟐 𝒖𝒙𝒙 by the method of separation of variables.
𝝏𝒖 𝟐
𝝏𝟐 𝒖
=𝒄
𝝏𝒕 𝝏𝒙𝟐
Let U=XT where X=X(x) T=T(t) be the solution of the PDE
𝜕(𝑋𝑇) 𝜕 2 (𝑋𝑇)
= 𝑐2
𝜕𝑡 𝜕𝑥 2
𝑋𝑇 ′ = 𝑐 2 𝑋 ′′ 𝑇
𝑑𝑇 𝑑2 𝑋
𝑋 𝑑𝑡 = 𝑐 2 𝑇 𝑑𝑥 2 dividing by 𝑋𝑐 2 𝑇
1 𝑑𝑇 1 𝑑2 𝑋
= 𝑋 𝑑𝑥 2
𝑐 2𝑇 𝑑𝑡
1 𝑑2 𝑋 1 𝑑𝑇
=𝑘 𝑎𝑛𝑑 =𝑘
𝑋 𝑑𝑥 2 𝑐2𝑇 𝑑𝑡
𝑑2 𝑋 𝑑𝑇
− 𝑋𝑘 = 0 − 𝑐 2 𝑇𝑘 = 0
𝑑𝑥 2 𝑑𝑡
(𝐷 2 − 𝑘 )𝑋 = 0 2
(𝐷 − 𝑐 𝑘 )𝑇 = 0
Case(i) let K=0
(𝐷 2 − 0)𝑋 = 0 (𝐷 − 0)𝑇 = 0
𝐷2 = 0 𝐷=0
AE 𝑚2 = 0 AE 𝑚 = 0
𝑚 = 0,0 𝑚=0
𝑋 = (𝑐1 + 𝑐2 𝑥)𝑒 0𝑥 𝑇 = 𝑐3 𝑒 0𝑡
𝑋 = (𝑐1 + 𝑐2 𝑥) 𝑇 = 𝑐3
15
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
𝑘 = −𝑝2
(𝐷 2 + 𝑝 2 )𝑋 = 0 (𝐷 + 𝑝 2 𝑐 2 )𝑇 = 0
𝐷2 = −𝑝2 𝐷 = −𝑝2 𝑐 2
AE 𝑚2 = −𝑝2 AE 𝑚 = −𝑝2 𝑐 2
𝑚 = ±𝑖𝑝 𝑚 = −𝑝2 𝑐 2
2 𝑝2 𝑡
𝑋 = 𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥 𝑇 = 𝑐3 𝑒 −𝑐
Various possible solutions are
U=XT
𝑈 = (𝑐1 + 𝑐2 𝑥)𝑐3
2 𝑝2 𝑡
𝑈 = (𝑐1 𝑒 𝑝𝑥 + 𝑐2 𝑒 −𝑝𝑥 )(𝑐3 𝑒 𝑐 )
−𝑐 2𝑝2 𝑡
𝑈 = (𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥)𝑐3 𝑒 )
Of these solutions,we have to chose that solution which is consistent with the physical nature of
the problem.As we are dealing with problems on heat conduction,it must be transient
solution,i,e., U is to decrease with the increase of time.Accordingly solution given by
2 2
𝑈 = (𝑐1 𝑐𝑜𝑠𝑝𝑥 + 𝑐2 𝑠𝑖𝑛𝑝𝑥)𝑐3 𝑒 −𝑐 𝑝 𝑡 ) is the only suitable solution of the heat equation.
Exercise.
1. Construct the PDE corresponding to 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎𝑏
Ans: 𝑝𝑥 + 𝑞𝑦 + 𝑝𝑞 = 0
𝜕𝑧
𝑧 = 𝑒 𝑦 and = 1 when 𝑥 = 0 .
𝜕𝑥
Ans: 𝑧 = 2𝑠𝑖𝑛2 𝑥.
16
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS
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