Origin of Partial Differential Equations: Chapter-1
Origin of Partial Differential Equations: Chapter-1
1.1 Introduction
We are familiar with ordinary differential equations which
involve only two variables, one independent variable and the other
dependent variable alongwith its derivatives with respect to the
independent variable. Many practical problems in physical and
engineering sciences, when formulated mathematically give rise
special type of differential equations which involve two or more
independent variables and one dependent variable alongwith its
one or more partial derivatives with respect to the independent
variables. These special type of differential equations are known as
partial differential equations. Partial differential equations are
employed to predict and control the static and dynamic properties
of constructions, weather, burning of gas in vehicle engines, flow
of blood in human veins, thermal inhibition of tumors, magnetic
resonance imaging, computer tomography in medicine and in
various fields of study.
1.2 Definition of a Partial Differential Equation
The differential equation involving the dependent variable
and its one or more partial derivatives with respect to the
independent variables is called partial differential equation.
When we consider the case of two independent variables, we
usually assume them to be x and y and the dependent variable is
taken as z. In this case, we adopt the following notations throughout
the study of partial differential equations:
2
2 2 2
∂z ∂z ∂ z ∂ z ∂ z
p= , q= , r= 2 , s= , t= 2
∂x ∂y ∂x ∂x ∂ y ∂y
The above notations are due to Monge and therefore, are
known as Monge’s notations. Few examples of partial differential
equations are given below:
∂ z ∂z ∂z ∂z
(i) + =z (ii) x +y =xz
∂x ∂ y ∂x ∂y
2 2
∂z ∂z ∂ z
(iii) ( )
∂x
+
∂y
= yz (iv)
∂ x2
=5 x
∂2 z ∂2 z ∂z ∂2 z ∂2 z
(v) + =0 (vi) + + =0
∂ x2 ∂ y2 ∂ x ∂ x ∂ y ∂ y2
∂z ∂z ∂2 z ∂2 z ∂2 z
Using p for , q for , r for 2 , s for ∧t for 2 ,
∂x ∂y ∂x ∂ x ∂ y ∂y
the above partial differential equations may be written as:
(i) p+q=z (ii) x p+ yq=xz
∂2 z
To find the degree of the partial differential equation 2 =
∂x
1/ 2 2 2
∂z ∂ z ∂z
(1+
∂y ) ( )
, we first write it as
∂x
2 = 1+
∂y
and then we can say
From equations (1), (2) and (3), the arbitrary constants a and b
can be eliminated to obtain a relation between x , y , z, p and q. Let
the resulting equation (i.e. the relation between x , y , z, p and q) be
f ( x , y , z , p , q )=0 …(4)
∂2 z
2
=0 …(4)
∂x
Similarly, differentiating (3) partially w.r.t. x, we get
∂2 z
=c …
∂x ∂ y
(5)
Next, differentiating (3) partially w.r.t. y, we get
∂2 z
=0 …(6)
∂ y2
Now, multiplying both sides of equation (2) by x, we get
8
∂z
x =ax+ cxy …(7)
∂x
Similarly, multiplying both sides of equation (3) by y, we get
∂z
y =by + cxy …(8)
∂y
Now, adding the corresponding sides of (7) and (8), we get
∂z ∂z
x +y =ax+ by+ cxy +cxy …(9)
∂x ∂y
Using (1) and (5) in equation (9), we get
∂z ∂z ∂2 z
x +y =z + xy …(10)
∂x ∂y ∂x ∂ y
Thus, we have three partial differential equations i.e., multiple
partial differential equations given by (4), (6) and (10), each of order
two.
∂z
=a or p=a …(2)
∂x
∂z
and =b or q=b …(3)
∂y
Eliminating a and b from equation (1) with the help of
equations (2) and (3), we get
px+ qy=z …(4)
which is the required partial differential equation. The order and
degree of this partial differential equation are both one.
Example 2. Form the partial differential equation corresponding to
z=( x +a ) ( y+ b), where a and b are arbitrary constants.
2 2
p=2 x ( y 2+ b2 ) and q=2 y ( x + a ) …(2)
2 2 p 2 2 q
∴ y +b = and x +a = …(3)
2x 2y
Eliminating a and b from (1) with the help of (3), we get
q p
z= ( )( )
2y 2x
or pq = 4xyz …(4)
∂2 z 2 by
2
=−a b e sin bx …(4)
∂x
2
∂ z 2 by
and 2
=a b e sin bx …(5)
∂y
Adding the corresponding sides of (4) and (5), we get
2 2
∂ z ∂ z
2
+ 2 =0 …(6)
∂x ∂ y
which is the required partial differential equation. More precisely, it
is a partial differential equation of order two.
Example 6. Form multiple partial differential equations of order
one by eliminating the arbitrary constant a from 2 z=( ax + y )2.
∂z
and =ax+ y or q=ax + y …(3)
∂y
Dividing (2) by the corresponding sides of (3), we get
p a ( ax+ y ) p
= or a= …
q ax+ y q
(4)
Substituting this value of a from (4) in (3), we get
p px +qy
q= x+ y= or px+ qy=q 2 …(5)
q q
which is a partial differential equation of order one.
Again, substituting the value of a from (4) in (2), we get
p p p
p= (
q q )
x+ y = 2 ( px+ qy )
q
or px+ qy=q 2
∂2 z
2
≡ r=2 a …(4)
∂x
Next, differentiating (3) partially w.r.t. x and y, we get
∂2 z
≡ s=b …(5)
∂x ∂ y
∂2 z
and ≡t=2 c …(6)
∂ y2
Now, using the values of a, b and c respectively from (4), (5)
and (6) in equation (1), we get
1 1
z= x 2 r + xys + y 2 t or x 2 r +2 xys + y 2 t=2 z …(7)
2 2
which is the required partial differential equation. More precisely, it
is a partial differential equation of order two.
Example 8. Eliminate the arbitrary constants a, b and c from
z=a ( x + y ) +b ( x− y )+ abt + c to obtain a partial differential equation.
What is the order and degree of this partial differential equation ?
∂z
=a+b …(2)
∂x
∂z
=a−b …(3)
∂y
∂z
and =ab …(4)
∂t
1. z=ax+ a2 y 2 +b 2. az +b=a 2 x + y
1. q=2 x p2 2. pq=1
∂ ϕ ∂ u ∂ ϕ ∂u ∂ z ∂ϕ ∂v ∂ϕ ∂v ∂z
( +
∂u ∂ x ∂ u ∂ z ∂ x
+ )( +
∂v ∂ x ∂v ∂ z ∂ x
=0 )
∂ ϕ ∂u ∂ u ∂ϕ ∂ v ∂v
or ( +
∂u ∂ x ∂ z
p + ) (
+
∂v ∂ x ∂ z
p =0 )
∂ϕ ∂ϕ ∂v ∂ v ∂u ∂u
or /
∂u ∂ v
=−
∂x
+p( /
∂ z ∂x
+p
∂z )( ) …
(2)
16
∂ϕ ∂u ∂u ∂ϕ ∂v ∂v
( +
∂u ∂ y ∂z
q +) ( +
∂v ∂ y ∂ z
q =0 )
∂ϕ ∂ϕ ∂v ∂v ∂u ∂u
or /
∂u ∂ v
=− (
∂y
+q /
∂z ∂ y
+q)(
∂z ) …
(3)
∂ϕ ∂ϕ
Eliminating ϕ i.e., / from (2) and (3), we get
∂u ∂ v
∂v ∂v ∂u ∂u ∂v ∂v ∂u ∂u
( ∂x
+p
∂z )( ∂y
+q
∂z)(
−
∂y
+q
∂z )( ∂x
+p
∂z )
=0 …(4)
∂ u ∂ v ∂ u ∂ v ∂(u , v )
where P= − =
∂ y ∂ z ∂ z ∂ y ∂( y , z)
…(6)
∂ u ∂ v ∂u ∂ v ∂(u , v )
Q= − =
∂ z ∂ x ∂ x ∂ z ∂(z , x )
…(7)
∂u ∂ v ∂ u ∂ v ∂(u , v)
and R= − =
∂ x ∂ y ∂ y ∂ x ∂( x , y)
…(8)
Equation (5) is a linear partial differential equation of order
one and degree one for which ϕ ( u , v )=0 is a solution.
'
p=cos x f ( sin x +cos y ) …(2)
'
and q=−sin y f ( sin x+ cos y ) ...(3)
∂2 z ' '
r = 2 =f ( x +iy )+ g (x-iy …(4)
∂x
2
∂ z 2 '' 2 ''
and t= 2 =i f ( x +iy ) +i g ( x−iy ) …(5)
∂y
Again, using i2 = 1 in equation (5), we obtain
∂2 z '' ''
t= 2 =− [ f ( x +iy ) + g ( x−iy ) ] …(6)
∂y
Now, adding the corresponding sides of (4) and (6), we get
∂2 z ∂2 z
2
+ 2 =0 or r +t=0 …(7)
∂x ∂ y
which is the required partial differential equation of order two.
∂z
and q= =xϕ ' ( y ) +ψ ( x ) …(3)
∂y
Again, differentiating (3) partially w.r.t. x, we get
∂2 z '
s= =ϕ ( y ) +ψ ' (x) …(4)
∂x∂y
Multiplying (2) by x and (3) by y and then adding together, we
get
' '
xp+ yq=xϕ ( y ) + yψ ( x ) + xy [ ψ ( x ) +ϕ ( y ) ]
EXERCISE 1(B)
1. Find the partial differential equation by eliminating the arbitrary
function f from the following relations:
ANSWERS
5. ( z− y ) p+ ( x−z ) q= y−x
∂3 z ∂3 z ∂3 z
3
2 3 ∂ z
9. 3 +3 a +3 a +a =0
∂x ∂ x ∂ y2 ∂ x2 ∂ y ∂ y3
1.8 Solutions or Integrals of Partial Differential Equations
The relation between the dependent variable and independent
variables obtained from the given partial differential equation is
called a solution or integral of partial differential equation,
provided the values of dependent variable and its partial derivatives
satisfy the partial differential equation. In other words, the solution
of a partial differential equation means the derivation of all values
22
SOLVED EXAMPLES
2
∂z ∂ z
Example 1. Solve (i) =0 and (ii) =0 by direct integration.
∂x ∂x
2
∂z
Solution :(i) We have =0 …(1)
∂x
Integrating equation (1) with respect to x, we get
z=f ( y ) …(2)
∂2 z
(ii) Here, we have =0 …(3)
∂ x2
23
where f(t) and g(x) are arbitrary functions and F ( t )=∫ f (t) dt .
∂2 z
Example 3. Solve 2
=sin ( xy).
∂y
∂2 z
Solution : We have =sin ( xy) …(1)
∂ y2
24
∂ z −cos (xy )
= + f ( x) …
∂y x
(2)
Again, integrating equation (2) w.r.t. y, we get
−sin(xy )
z= 2
+ yf ( x ) + g( x ) …(3)
x
∂2 z
Example 4. Solve =sin x sin y, where it is given that
∂x ∂ y
∂z π
=−2sin y , when x=0 and z=0, when y is odd multiple of .
∂y 2
∂2 z
Solution : We have =sin x sin y …(1)
∂x ∂ y
Integrating equation (1) w.r.t. x, we get
∂z
=−cos x sin y + f ( y ) …(2)
∂y
∂z
Given that =−2sin y , when x=0 …(3)
∂y
Hence, from equation (2), we have
−2 sin y=−sin y + f ( y ) or f ( y ) =−sin y
∂z
Hence, from (2), we get =−cos x sin y −sin y …(4)
∂y
Again, integrating (4) with respect to y, we get
25
or z=cos y ¿ …(8)
3 x2
z= − yx + f ( y ) …(2)
2
where f(y) is an arbitrary function of y.
Now, differentiating (2) partially w.r.t. y, we get
∂z
=−x+ f ' ( y ) …(3)
∂y
∂z
Also, it is given that =−x+ cos y …(4)
∂y
From equations (3) and (4), we obtain
26
'
f ( y )=cos y so that f ( y ) =sin y +c …(5)
∂2 z ∂2 z 2 2
(i) =cos x (ii) =x + y
∂ x2 ∂x ∂ y
∂2 z 2
∂ z
(iii) 2
=xy (iv) =2 ( x + y )
∂x ∂x ∂ y
∂2 z −y
2. Solve =e cos x, where it is given that z=0 , when y=0
∂x ∂ y
∂z
and =0, when x=0.
∂y
3. Solve the following simultaneous equations:
∂z y∧∂ z
=6 x +3 =3 x−4 y
∂x ∂y
∂2 z
=e cos y, where it is given that z=0 , when x=0
−x
4. Solve
∂x ∂ y
∂z
and =0 , when y=0.
∂x
∂2 z 1
5. Solve xys=1 [Hint: xys=1 can be written as = ]
∂ x ∂ y xy
ANSWERS
27
2 3
x y xy
1. (i) z=−cos x+ xf ( y ) + g( y) (ii) z= + + f ( x )+ g (x)
3 3
x3 y
(iii) z= + xf ( y )+ g ( y) (iv) z=xy ( x+ y )+ f ( x )+ g ( y )
6
∂2 z ∂z 1 /2
2. The degree of the PDE
∂x
2
= 1+
∂y ( ) is