Linear Partial Differential Equations of High Order With Constant Coefficients

Linear partial differential equations of high order with
constant coefficients
P. Sam Johnson
March 5, 2020
P. Sam Johnson Linear partial differential equations of high order with constant coefficients March 5, 2020 1/58
Overview
We are concerned in the course with partial differential equations with one
dependent variable z and two independent variables x and y .
We discuss few methods to solve linear differential equations of nth order

with constant coefficients in three lectures.
Lagrange linear partial differential equations
The equation of the form

Pp + Qq = R
is known as Lagrange linear equation and P, Q and R are functions of y
and z. To solve this type of equations it is enough to solve the equation
which the subsidiary equation
dx dy dz
= = .
P Q R
From the above subsidiary equation we can obtain two independent
solutions u(x, y , z) = c1 and v (x, y , z) = c2 , then the solution of the
Lagrange’s equation is given by φ(u, v ) = 0.
There are two methods of solving the subsidiary equation known as

method of grouping and method of multipliers.
Method of Grouping
Consider the subsidiary equation

dx dy dz
= = .
P Q R
Take any two ratios of the above equation say the first two or first and
dy
third or second and third. Suppose we take dx P = Q and if the functions P
and Q may contain the variable z, then eliminate the variable z. Then the
direct integration gives u(x, y ) = c1 , v (y , z) = c2 , then the solution of the
Lagrange’s equation is given by φ(u, v ) = 0.
Method of multipliers
Choose any three multipliers `, m, n which may be constants or functions

of x, y and z such that
dx dy dz `dx + mdy + ndz
= = = .
P Q R `P + mQ + nR
If the relation `P + mQ + nR = 0, then `dx + mdy + ndz. Now direct
integration gives us a solution
u(x, y , z) = c1 .
Similarly any other set of multipliers `0 , m0 , n0 gives another solution
v (x, y , z) = c2 .
Examples on method of Grouping
Example 1.
Solve xp + yq = z.
dx dy dz dx dy
Solution. The subsidiary equation is x
= y
= z
. Taking the first ratio we have x
= y
.
Integrating we get
log x = log y + log c1

x
log = log c1
y
x
= c1 .
y
dy dz
Taking the second and third ratios we have y
= z
. Integrating we get
log y = log z + log c2

y
log = log c2
z
y
= c2 .
z

x y
The required solution is φ y
, z
= 0.
Example 2.
Solve xp + yq = x.
dx dy dz dx dy
Solution. The subsidiary equation is x
= y
= z
. Taking the first ratio we have x
= y
.
Integrating we get
log x = log y + log c1

x
= c1 .
y
Taking the first and third ratios we have
dx dz
=
x x
dx = dz.
Integrating we get
x = z + c2
x − z = c2 .

x
,x − z = 0.
Example 3.
Solve tan xp + tan yq = tan z.
dx dy dz
Solution. The subsidiary equation is tan x
= tan y
= tan z
.
dx dy
Integrating tan x
= tan y
we get
sin x sin x
log sin x = log sin y + log c1 =⇒ log = log c1 =⇒ = c1
sin y sin y
dy dz
Integrating tan y
= tan z
we get
sin y sin y
log sin y = log sin y + log c2 =⇒ log = log c2 =⇒ = c2 .
sin z sin z

sin x sin y
The required solution is φ sin y
, sin z
= 0.
Example 4.
Find the complete integral of the partial differential equation (1 − x)p + (2 − y )q = 3 − z.
Solution. The subsidiary equation is
dx dy dz
= = .
1−x 2−y 3−z
dx dy
Integrating 1−x
= 2−y
we get
2−y
− log(1 − x) = − log(2 − y ) + log c1 =⇒ = c1 .
1−x
dx dz
Integrating 1−x
= 3−z
we get
3−z
− log(1 − x) = − log(3 − z) + log c2 =⇒ = c2 .
1−x

2−y 3−z
The requird solution is φ 1−x
, 1−x
= 0.
Examples based on method of multipliers
Example 5.
Solve (y − z)p + (z − x)q = (x − y ).
Solution. The given equation is Lagrange equation. Hence the subsidiary equation is
dx dy dz
= = .
y −z z −x x −y
Using the multipliers 1, 1, 1 we have
dx + dy + dz dx + dy + dz
Each ratio = = =⇒ x + y + z = c1 .
y −z +z −x +x −y 0
Using the multipliers x, y , z we have
xdx + ydy + zdz xdx + ydy + zdz

Each ratio = = =⇒ x 2 + y 2 + z 2 = 2c2 .
x(y − z) + y (z − x) + z(x − y ) 0
Hence the solution is φ(x + y + z, x 2 + y 2 + z 2 ) = 0.
Example 6.
Solve x(y − z)p + y (z − x)q = z(x − y ).
dx dy dz
= = .
x(y − z) y (z − x) z(x − y )
dx + dy + dz dx + dy + dz
Each ratio = = =⇒ x + y + z = c1 .
xy − xz + yz − xy + xz − yz 0
1 1 1
Using the multipliers , ,
x y z
we have
1
x
dx + y1 dy + z1 dz 1
x
dx + y1 dy + z1 dz
Each ratio = =⇒ =⇒ xyz = c2 .
(y − z + z − x + x − y ) 0
Hence the solution is φ(x + y + z, xyz) = 0.
Example 7.
Solve x(y 2 − z 2 )p + y (z 2 − x 2 )q = z(x 2 − y 2 ).
dx dy dz
= = .
x(y 2 − z 2 ) y (z 2 − x 2 ) z(x 2 − y 2 )
xdx + ydy + zdz xdx + ydy + ydz

Each ratio = =
x 2 (y 2 − z 2 ) + y 2 (z 2 − x 2 ) + z 2 (x 2 − y 2 ) 0
=⇒ x 2 + y 2 + z 2 = c1 .
1 1 1
Choosing the multipliers , ,
x y z
we have
1
x
x
dx + y1 dy + z1 dz
Each ratio = = =⇒ xyz = c2 .
(y 2 − z 2 ) + (z 2 − x 2 ) + (x 2 − y 2) 0
The required solution is φ(x 2 + y 2 + z 2 , xyz) = 0.
Example 8.
Solve x 2 (y − z) + y 2 (z − x)q = z 2 (x − y ).
dx dy dz
= 2 = 2 .
x 2 (y − z) y (z − x) z (x − y )
1 1 1
Using the multipliers , ,
x y z
we have
1
x
x
dx + y1 dy + z1 dz
Each ratio = = =⇒ xyz = c1 .
x(y − z) + y (z − x) + z(x − y ) 0
1
Using the multipliers , 1, 1
x2 y2 z2
we have
1 1 1 1 1 1
x2
dx + y2
dy + z2
dz x2
dx + y2
dy + z2
dz 1 1 1
Each ratio = = =⇒ + + = c2 .
(y − z) + (z − x) + (x − y ) 0 x y z
1 1
The required solution is φ(xyz, x
+ y
+ z1 ) = 0.
Example 9.
Solve (4y − 3z)p + (2z − 4x)q = (3x − 2y ).
dx dy dz
4y −3z
= 2z−4x = 3z−2y . Using the multipliers 2, 3, 4 we have
2dx + 3dy + 4dz 2dx + 3dy + 4dz

Each ratio = =
2(4y − 3z) + 3(2z − 4x) + 4(3x − 2y ) 0
⇒ 2dx + 3dy + 4dz = 0 =⇒ 2x + 3y + 4z = 0.
xdx + ydy + zdz xdx + ydy + zdz

Each ratio = =
x(4y − 3z) + y (2z − 4x) + z(3x − 2y ) 0
⇒ xdx + ydy + zdz = 0 =⇒ x 2 + y 2 + z 2 = c2 .
The required solution φ(2x + 3y + 4z, x 2 + y 2 + z 2 ) = 0.
Example 10.
Solve x(y 2 + z)p − y (x 2 + z)q = z(x 2 − y 2 ).
dx
x(y 2 +z)
= −y (xdx2 +z) = z(x 2dz
−y 2 )
. Using the multipliers x1 , y1 , z1 we have
dx dy dz dx dy dz
x
+ y
+ z x
+ y
+ z
Each ratio = =
y2 + z − x2 − z + z2 − y2 0
dx dy dz
⇒ + + = 0 =⇒ log x + log y + log z = log c1 =⇒ xyz = c1 .
x y z
Using the multipliers x, y , −1 we have
xdx + ydy − dz xdx + ydy − dz

Each ratio = = 2 2
z 2 (y 2 + z) − y 2 (x 2 + z) − z(x 2 − y 2 ) x y + x 2 z − y 2 x 2 − y 2 z − zx 2 + zy 2
xdx + ydy − dz
= ⇒ xdx + ydy − dz = 0 =⇒ x 2 + y 2 − 2z = c2 .
0
The required solution is φ(xyz, x 2 + y 2 − 2z) = 0.
Example 11.
Find the general solution of z(x − y ) = x 2 p − y 2 q.
dx dy dz
x2
= −y 2 = z(x−y ) . Taking the first two ratios
dx dy 1 1 1 1
= =⇒ − = + c1 =⇒ − = c1 .
x2 −y 2 x y y x
Adding first two ratios and comparing this with third
dx + dy dz dx + dy dz dx + dy dz
= =⇒ = =⇒ =
x2 − y2 z(x − y ) (x + y )(x − y ) z(x − y ) x +y z
(x + y ) x +y
log(x + y ) = log z + log c2 =⇒ log = log c2 =⇒ = c2 .
z z

1 z+y
− x1 , z
= 0.
Example 12.
Solve (x 2 − y 2 − z 2 )p + 2xyq = 2xz.
dx dy dz
(x 2 −y 2 −z 2 )
= 2xy = 2xz . Taking the second and third ratios
dy dz dy dz y
= =⇒ = =⇒ log y = log z + log c1 =⇒ = c1 .
2xy 2xz y z z
xdx + ydy + zdz xdx + ydy + zdz xdx + ydy + zdz

Each ratio = = 3 = .
x 3 − xy 2 − xz 2 + 2xy 2 + 2xz 2 x + xy 2 + xz 2 x(x 2 + y 2 + z 2 )
Comparing this with the second ratio
dy xdx + ydy + zdz dy 2(xdx + ydy + zdz)

= =⇒ =
2xy x(x 2 + y 2 + z 2 ) y (x 2 + y 2 + z 2 )
2 2 2 y
log y = log(x + y + z ) + log c2 =⇒ 2 = c2 .
x + y2 + z2

y y
Hence the solution is φ z
, x 2 +y 2 +z 2
= 0.
Example 13.
Solve (x 2 − yz)p + (y 2 − xz)q = z 2 − xy .
dx dy dz
= 2 = 2 .
x 2 − yz y − xz z xy
dx + dy + dz
Each ratio = . (1)
x 2 + y 2 + z 2 − yz − xz − xy
xdx + ydy + zdz

Each ratio = . (2)
x 3 + y 3 + z 3 − 3xyz
Solution (contd...)
Comparing (1) and (2) we have
dx + dy + dz xdx + ydy + zdz

= 3
x 2 + y 2 + z 2 − yz − xz − xy x + y 3 + z 3 − 3xyz
dx + dy + dz xdx + ydy + zdz
=
x 2 + y 2 + z 2 − yz − xz − xy (x + y + z)(x 2 + y 2 + z 2 − yz − xz − xy )
xdx + ydy + zdz
dx + dy + dz = =⇒ xy + yz + xz = c1 .
(x + y + z)
Taking the first two ratios
dx − dy dx − dy dx − dy
Each ratio = = 2 = . (3)
x 2 − yz − (y 2 − xz) x − y 2 + z(x − y ) (x − y )(x + y + z)
Taking the second and third ratios
dy − dz dy − dz dy − dz
Each ratio = = 2 = (4)
y 2 − xz − (z 2 − xy ) y − z 2 + x(y − z) (y − z)(x + y + z)
Comparing (3) and (4) we have
dx − dy dy − dz x −y
= =⇒ = c2 .
(x − y )(x + y + z) (y − z)(x + y + z) y −z

Hence the solution is φ xy + yz + xz, x−y
y −z
= 0.
Example 14.
Solve (x 2 + y 2 + yz)p + (x 2 + y 2 − xz)q = z(x + y ).
dx dy dz
= 2 = .
x 2 + y 2 + yz x + y 2 − xz z(x + y )
Using the multipliers 1, −1, −1 we have
dx − dy − dz dx − dy − dz
Each ratio = = =⇒ x − y − z = c1 .
x 2 + y 2 + yz − x 2 − y 2 + xz − zx − xy 0
Using the multipliers x, y , 0 we have
xdx + ydy dz
Each ratio = =
x 3 + xy 2 + xyz + x 2 y + y 3 − xyz z(x + y )
xdx + ydy dz xdx + ydy dz x2 + y2
= =⇒ = =⇒ = c2 .
(x + y )(x 2 + y 2 ) z(x + y ) x2 + y2 z z2
x 2 +y 2

Hence the solution is φ x − y − z, z2
= 0.
Example 15.
Solve (x + y )zp + (x − y )zq = x 2 + y 2 .
dx dy dz
= = 2 .
(x + y )z (x − y )z x + y2
Using the multipliers x, −y , −z we have
xdx − ydy − zdz xdx − ydy − zdz

Each ratio = =
x 2 z + xyz − xyz + y 2 z − x 2 z − y 2 z 0
⇒ xdx − ydy − zdz = 0 =⇒ x 2 − y 2 − z 2 = c1 .
Using the multipliers y , x, −z we have
ydx + xdx − zdz ydx + xdy − zdz

Each ratio = =
xyz + y 2 z + xz 2 − xyz − xz 2 − y 2 z 0
=⇒ ydx + xdx − zdz = 0 =⇒ 2xy − z 2 = c2 .
Hence the solution is φ(x 2 − y 2 , z 2 , 2xy − z 2 ) = 0.
Linear partial differential equations of high order with
constant coefficients
A linear differential equation of nth order with constant coefficients of the

form
∂nz ∂nz ∂nz ∂nz
a0 + a 1 + a2 + · · · + a n +
∂x n ∂x n−1 ∂y ∂x n−2 ∂y 2 ∂y n
∂ n−1 z ∂ n−1 z ∂ n−1 z ∂ n−1 z
b0 n−1 + b1 n−2 + b2 n−3 2 + · · · + bn−1 n−1
∂x ∂x ∂y ∂x ∂y ∂y
2
∂ z 2
∂ z 2
∂ z ∂z ∂z
+ · · · + `0 2 + `1 + `2 2 + `3 + `4 + `5 z = G (x, y )
∂x ∂x∂y ∂y ∂x ∂y
where a0 , a1 , . . . , an , b0 , b1 , . . . , bn−1 , `0 , `1 , `2 , `3 , `4 , `5 are constants.
Homogeneous linear partial differential equations
Using the standard notation D = ∂ 0 ∂

∂x , D = ∂y the above equation can be
written as
2 n
[a0 D n + a1 D n−1 D 0 + a2 D n−2 D 0 + · · · + an D 0 +
2 n−1
b0 D n−1 + b1 D n−2 D 0 + b2 D n−3 D 0 + · · · + bn−1 D 0 +
02
+ · · · + `0 D 2 + `1 DD 0 + `2 D + `3 D + `4 D 0 + `5 ]z = G (x, y ).
The homogenous equations of order n is of the form

∂nz ∂nz ∂nz ∂nz
a0 + a1 + a2 + · · · + an + = G (x, y )
∂x n ∂x n−1 ∂y ∂x n−2 ∂y 2 ∂y n
2 n
[a0 D n + a1 D n−1 D 0 + a2 D n−2 D 0 · · · + an D 0 ]z = G (x, y ).
Complementary functions
To find the complementary functions for the linear homogenous partial

differential equation of order n we consider
2 n
[a0 D n + a1 D n−1 D 0 + a2 D n−2 D 0 + · · · + an D 0 ]z = 0. (3)
Let us assume that

z = f (y + mx)
be a solution of the above equation. Differentiating partially with respect
to x we get
Dz = mf 0 (y + mx)
00
D 2 z = m2 f (y + mx)
..
.
D n z = mn f (n) (y + mx).
Similarly differentiating partially with respect to y we get

n
D 0 z = f (n) (y + mx). And the mixed partial derivative is given by
r
D n−r D 0 z = mn−r f (n) (y + mx).
Substituting these values in (3) we get
[a0 mn + a1 mn−1 + a2 mn−2 + · · · + an ] f (n) (y + mx) = 0.
Since f is arbitrary f (n) (y + mx) 6= 0. Hence
a0 mn + a1 mn−1 + a2 mn−2 + · · · + an = 0. (4)
This equation is known as auxiliary equation which is an algebraic

equation of nth degree in m hence by fundamental theorem of algebra it
has n roots.
Case (i) : If the roots are distinct (real or complex) say m1 , m2 , . . . , mn ,

then the complementary function is given by
z = f1 (y + m1 x) + f2 (y + m2 x) + · · · + fn (y + mn x).
Case (ii) : If the r roots are equal say m1 = m2 = · · · = mr , then the

complementary function is given by
z = f1 (y + m1 x) + xf2 (y + m1 x) + x 2 f3 (y + m1 x) + · · · + x r fr (y + m1 x)
+fr +1 (y + mr +1 x) + · · · + fn (y + mn x).
For r = 2 we have
z = f1 (y + m1 x) + xf2 (y + m1 x) + f3 (y + m3 x) + · · · + fn (y + mn x).
For r = 3 we have
z = f1 (y + m1 x) + xf2 (y + m1 x) + x 2 f3 (y + m1 x) + f4 (y + m4 x) + · · · + fn (y + mn x).
Examples
Example 16.
2
Solve (D 2 − 5DD 0 + 6D 0 )z = 0.
Solution.
The auxillary equation is m2 − 5m + 6 = 0

(m − 2)(m − 3) = 0
m = 2, 3.
z = f1 (y + 2x) + f2 (y + 3x).
Example 17.
2
Solve (D 2 − 4DD 0 + 4D 0 )z = 0.
Solution.

(m − z)2 = 0
m = 2, 2.
z = f1 (y + 2x) + xf2 (y + 2x).
Examples
Example 18.
2 3
Solve (D 3 − 6D 2 D 0 + 11DD 0 − 6D 0 )z = 0.
Solution.
The auxillary equation is m3 − 6m2 + 11m − 6 = 0

(m − 1)(m − 2)(m − 3) = 0
m = 1, 2, 3.
z = f1 (y + x) + f2 (y + 2x) + f2 (y + 2x).
Example 19.
4
Solve (D 4 − 16D 0 )z = 0.
Solution.
The auxillary equation is m4 − 16 = 0

(m2 − 4)(m2 + 4) = 0
m = ±2, ±2i.
z = f1 (y + 2x) + f2 (y − 2x) + f3 (y + 2ix) + f4 (y − 2ix).
Examples
Example 20.
3 4
Solve (D 4 − 2D 3 D 0 + 2DD 0 − D 0 )z = 0.
Solution.

(m2 − 1)(m − 1)2 = 0
(m + 1)(m − 1)3 = 0
m = −1, 1, 1, 1.
z = f1 (y − x) + f2 (y + x) + xf3 (y + x) + x 2 f4 (y + x).
The particular Integral
Let F (D, D 0 )z = G (x, y ) be homogeneous of non-homogeneous linear

partial differential equation with constant coefficients. Then the particular
integral (P.I.) is given by
1
P.I . = G (x, y ).
F (D, D 0 )
Case (i). If G (x, y ) = e ax+by then the particular integral is given by
1 1
P.I . = e ax+by = e ax+by
F (D, D 0 ) F (a, b)
provided F (a, b) 6= 0.
The particular Integral
If F (a, b) = 0, (D − ba D 0 ) or its power will be a factor for F (D, D 0 ) = 0. In

this case it can be factorized and proceed as follows:
1 ax+by 1
P.I . = a 0 0
e = x e ax+by
(D − b D )F1 (D, D ) F1 (a, b)
provided F1 (a, b) 6= 0.
1 ax+by 1 x 2 ax+by
P.I . = a 0 2 0
e = e
(D − b D ) F2 (D, D ) F2 (a, b) 2
provided F2 (a, b) 6= 0.
..
.
1 ax+by 1 x r ax+by
P.I . = a 0 r 0
e = e
(D − b D ) Fr (D, D ) Fr (a, b) r !
provided Fr (a, b) 6= 0.
Example 21.
2
Solve (D 2 − 4DD 0 + 3D 0 )z = e 2x+3y .
Solution.
The auxillay equation is m2 − 4m + 3 = 0

(m − 1)(m − 3) = 0
m = 1, 3.
C .F = f1 (y + x) + f2 (y + 3x)
1
P.I = e 2x+3y
D 2 − 4DD 0 + 3D 02
1
= 2 e 2x+3y
2 − 4(2)(3) + 3(3)2 )
1
= e 2x+3y
4 − 24 − 27
1
= e 2x+3y .
7
1 2x+3y
z = f1 (y + x) + f2 (y + 3x) + e .
7
Example 22.
2
Solve (D 2 − D 0 )z = e x−y .
Solution.
The auxillary equation is m2 − 1 = 0

(m − 1)(m + 1) = 0
m = ±1.
C .F = f1 (y + x) + f2 (y − x).
1
P.I . = e x−y
D 2 − D 02
1
= e x−y
(D − D 0 )(D + D 0 )
1
= e x−y
(1 − (−1))(D + D 0 )
1
= x e x−y .
2
1
z = f1 (y + x) + f2 (y − x) + x e x−y .
2
Example 23.
2
Solve (D 2 − 4DD 0 + 4D 0 ) = e 2x+y .
Solution.

(m − 2)2 = 0
m = 2, 2.
C .F = f1 (y + 2x) + xf2 (y + 2x).
1
P.I = e 2x+y
D 2 − 4DD 0 + 4D 02
1
= e 2x+y
(D − 2D 0 )2
x 2 2x+y
= e .
2
x 2 2x+y
z = f1 (y + 2x) + xf2 (y + 2x) + e .
2
Example 24.
2 3
Solve (D 3 − 5D 2 D 0 + 8DD 0 − 4D 0 )z = e 2x+y .
Solution.

(m − 1)(m − 2)(m − 2) = 0
m = 1, 2, 2.
C .F = f1 (y + x) + f2 (y + 2x) + xf2 (y + 2x).
1
P.I . = e 2x+y
D 3 − 5D 2 D 0 + 8DD 02 − 4D 03
1
= E 2x+y
(D − D 0 )(D − 2D 0 )2
x 2 2x+y
= e .
2
x 2 2x+y
z = f1 (y + x) + f2 (y + 2x) + xf2 (y + 2x) + e .
2
Case (ii)
If G (x, y ) = cos(ax + by ) or sin(ax + by ) then the particular integral is

given by
1
P.I . = cos(ax + by ) (OR) sin(ax + by )
F (D, D 0 )
1
= R.P. or I .P. e i(ax+by ) ,
F (D, D 0 )
then proceed as in the Case (i).
Example 25.
2
Solve (D 2 − DD 0 − 2D 0 )z = sin(3x + 4y ).
Solution.
The auxiliary equation is m2 − m − 2 = 0

(m − 2)(m + 1) = 0
m = 2, −1.
C .F = f1 (y + 2x) + f2 (y − x).
1
P.I . = 2
sin(3x + 4y )
D 2 − DD 0 − 2D 0
1
= I .P. e i(3x+4y )
D 2 − DD 0 − 2D 02
1
= I .P. e i(3x+4y )
(3i)2 − (3i)(4i) − 2(4i)2
1
= I .P. e i(3x+4y )
−9 + 12 + 32
1
= I .P. [cos(3x + 4y ) + i sin(3x + 4y )]
35
1
= sin(3x + 4y ).
35
1
z = f1 (y + 2x) + f2 (y − x) + sin(3x + 4y ).
35
Example 26.
2
Solve (D 2 − 2DD 0 + D 0 )z = cos(x − 3y ).
Solution.
The auxiliary equation is m2 − 2m + 1 = 0

(m − 1)2 = 0
m = 1, 1.
C .F = f1 (y + x) + xf2 (y + x).
1
P.I = cos(x − 3y )
D 2 − 2DD 0 + D 02
1
= R.P. e i(x−3y )
D 2 − 2DD 0 + D 02
1
= R.P. 2 e i(x−3y )
(i) − 2(i)(−3i) + (−3i)2
1
= R.P. e i(x−3y )
−1 − 6 − 9
1
= R.P. [cos(x − 3y ) + i sin(x − 3y )]
−16
1
=− cos(x − 3y ).
16
1
z = f1 (y + x) + xf2 (y + x) − cos(x − 3y ).
16
Example 27.
2
Solve (D 2 + 4DD 0 − 5D 0 )z = sin(2x + 3y ).
Solution.
The auxiliary equation is m2 + 4m − 5 = 0

(m − 1)(m + 5) = 0
m = 1, −5.
C .F = f1 (y + x) + f2 (y − 5x).
1
P.I = 2
sin(2x + 3y )
D 2 + 4DD 0 − 5D 0
1
= I .P. e i(2x+3y )
D 2 + 4DD 0 − 5D 02
1
= I .P. e i(2x+3y )
(2i)2 + 4(2i)(3i) − 5(3i)2
1
= I .P. e i(2x+3y )
−4 − 24 + 45
1
= I .P. [cos(2x + 3y ) + i sin(2x + 3y )]
17
1
= sin(2x + 3y ).
17
1
z = f1 (y + x) + f2 (y − 5x) + sin(2x + 3y ).
17
Example 28.
2
Solve (2D 2 − 5DD 0 + 2D 0 )z = 5 sin(2x + y ).
Solution.
The auxiliary equation is 2m2 − 5m + 2 = 0

(2m − 1)(m − 2) = 0
1
m = 2, .
2
1
C .F . = f1 (y + 2x) + f2 (y + x).
2
1
P.I . = 5 sin(2x + y )
2D 2 − 5DD 0 + 2D 02
1
= I .P. 5e i(2x+y )
(2D − D 0 )(D − 2D 0 )
1
= I .P. 5x e i(2x+y )
(2(2i) − i)
−i
= I .P. 5x[cos(2x + y ) + i sin(2x + y )]
3
5
= − x cos(2x + y ).
3
1 5
z = f1 (y + 2x) + f2 (y + x) − x cos(2x + y ).
2 3
Example 29.
2 3
Solve (D 3 + D 2 D 0 − DD 0 − D 0 )z = e x cos(2y ).
Solution.
The auxillary equation is m3 + m2 − m − 1 = 0

m2 (m + 1) − (m + 1) = 0
(m2 − 1)(m + 1) = 0
m = 1, −1, −1.
C .F = f1 (y + x) + f2 (y − x) + xf3 (y − x).
1 1
P.I . = e x cos(2y ) = R.P e x e i2y
D 3 + D 2 D 0 − DD 02 − D 03 D 3 + D 2 D 0 − DD 02 − D 03
1 1
= R.P e x+i2y = R.P. e x+i2y
(1)3 + (1)2 (2i) − (1)(2i)2 − (2i)3 1 + 2i + 4 + 8i
1 1 1 − 2i x+i2y 1 − 2i x i2y
= R.P. e x+i2y = R.P. e = R.P. e e
5(1 + 2i) 5(1 + 2i) 1 − 2i 5(1 + 4)
1 − 2i x e x
= R.P. e [cos(2y ) + i sin(2y )] = [cos(2y ) + 2 sin(2y )].
25 25
ex
z = f1 (y + x) + f2 (y − x) + x f3 (y − x) + 25
(cos 2y + 2 sin 2y ).
Example 30.
2 3
Solve (D 3 + D 2 D 0 − DD 0 − D 0 )z = cos(2x + y ).
Solution. The complementary function is f1 (y − x) + x f2 (y − x) + f3 (y + x).
1
P.I = cos(2x + y )
D 3 + D 2 D 0 − DD 02 − D 03
1
= R.P. e i(2x+y )
D 3 + D 2 D 0 − DD 02 − D 03
1
= R.P. e i(2x+y )
(2i)3 + (2i)2 (i) − (2i)(i)2 − (i)3
1
= R.P. e i(2x+y )
−8i − 4i + 2i + i
1 i(2x+y )
= R.P. e
−9i
i
= R.P. [cos(2x + 3y ) + i sin(2x + y )]
9
1
= − sin(2x + y ).
9
1
z = f1 (y − x) + x f2 (y − x) + f3 (y + x) − sin(2x + y ).
9
Example 31.
2 3
Solve (D 3 + D 2 D 0 − DD 0 − D 0 )z = cos(x + y ).
Solution.
The auxillary equation is m3 + m2 − m − 1 = 0

m2 (m + 1) − (m + 1) = 0
(m2 − 1)(m + 1) = 0
(m2 − 1)(m + 1) = 0
m = 1, −1, −1.
C .F = f1 (y + x) + f2 (y − x) + x f3 (y − x).
1 1
P.I = cos(x + y ) = R.P e i(x+y )
D 3 + D 2 D 0 − DD 02 − D 03 (D − D 0 )(D 2 + 2DD 0 + D 02 )
1 1 1
= R.P. x e i(x+y ) = R.P. x e i(x+y ) = R.P. xe i(x+y )
((i)2 + 2(i)(i) + (i)2 ) (−1 − 2 − 1) −4
1 1
= R.P. − x(cos(x + y ) + i sin(x + y )) = − x cos(x + y ).
4 4
1
z = f1 (y + x) + f2 (y − x) + xf3 (y − x) − 4
x cos(x + y ).
Case(iii).
If G (x, y ) = x r y s , then the particular integral is given by

1
P.I = x r y s = [FD, D 0 ]−1 x r y s ,
F (D, D 0 )
Now expand [F (D, D 0 )]−1 as a binomial series and operate on x r y s .
Example 32.
Solve (D 2 − 2DD 0 )z = x 3 y .
Solution. Complementary function is F = f1 (y ) + f2 (y + 2x).
2D 0 −1 3

1 3 1 3 1
P.I = 2 x y = x y = 1 − x y
D − 2DD 0
h i
D 2 1 − 2D
0
D2 D
D
2 −1
" #
2D 0 4D 02 2D 0 4D 0

1 3 1
= 2 1− + + · · · x y = 1 − + x 3y
D D D2 D2 D D2
2x 4 x 5y x6 x 5y x6

1 2 1
= 2 x 3y + x 3 + 0 = 2 x 3y + +0 = + = + .
D D D 4 4×5 2×5×6 20 60
x5y x6
z = f1 (y ) + f2 (y + 2x) + 20
+ 60
.
Example 33.
2
Solve (D 2 + 2DD 0 + D 0 )z = x 2 + xy − y 2 .
Solution. The complementary function is f1 (y − x) + x f2 (y − x).
1 1
P.I = (x 2 + xy − y 2 ) = i (x 2 + xy − y 2 )
D 2 + 2DD 0 + D 02 2
h
2D 0 D0
D2 1 + D
+ D2
2 −1
" #
1 2D 0 D0
= 2 1+ + 2 x 2 + xy − y 2
D D D
2 2
" #
1 2D 0 D0 4D 0
= 2 1− − 2 + + · · · x 2 + xy − y 2
D D D D2

1 2 1
= 2 x 2 + xy − y 2 − (x − 2y ) + 3 2 (−2)
D D D
1 2
= 2 [x + xy − y 2 − x 2 + 4xy − 3x 2 ]
D
1
= 2 [5xy − y 2 − 3x 2 ]
D

5 3 1 1
= x y − x 2y 2 − x 4 .
6 2 4
5 1 1
z = f1 (y − x) + x f2 (y − x) + x 3 y − x 2 y 2 − x 4 .
6 2 4
Case (iv)
If G (x, y ) = e ax+by x r y s or cos ax + by x r y s or sin ax + by x r y s the

particular integral is given by
1 (ax+by ) r s e (ax+by )
P.I . = e x y = xr ys
F (D, D 0 ) F (D + a, D 0 + b)
= e (ax+by ) [F (D + a, D 0 + b)]−1 x r y s .
Expand [F (D + a.D 0 + b)]−1 as a binomial series and operate on x r y s .
1 1
P.I . = 0
cos(ax+by ) x r y s = R.P. e i(ax+by ) x r y s
F (D, D ) F (D, D 0 )
e i(ax+by )
= R.P. xr ys
F (D + ai, D 0 + bi)
= R.P.e i(ax+by ) [F (D + ai, D 0 + bi)]−1 x r y s .
Expand [F (D + ai, D 0 + bi)]−1 as a binomial series and operate on x r y s .

Case (iv)
1
P.I . = sin(ax + by )x r y s =
F (D, D 0 )
1
I .P. e i(ax+by ) x r y s
F (D, D 0 )
e i(ax+by )
= I .P. xr ys
F (D + ai, D 0 + bi)
= I .P.e i(ax+by ) [F (D + ai, D 0 + bi)]−1 x r y s .
Expand [F (D + ai, D 0 + bi)]−1 as a binomial series and operate on x r y s .
Example 34.
∂z ∂ z 2∂ z 2
Solve ∂x 2 + ∂x∂y − 6 ∂x 2 = y cos x.
Solution. The complementary function is f1 (y + 2x) + f2 (y − 3x).
1 e ix
P.I = y cos x = R.P. y
D 2 + DD 0 − 6D 02 D 2 + DD 0 − 6D 02
e ix
= R.P. y
−1 + 2iD + D 2 + iD 0 + DD 0 − 6D 02
e ix
= R.P. y
−[1 − {iD 0 + 2iD + D 2 + DD 0 − 6D 02 }]
2
= −R.P.e ix [1 − (iD 0 + 2iD + D 2 + DD 0 − 6D 0 )]−1 y
2
= −R.P.e ix [1 − (iD 0 + 2iD + D 2 + DD 0 − 6D 0 )]y
= −R.P.e ix [y + iD 0 (y )] = −R.P.(cos x + i sin x)[y + i]
= −y cos x + sin x
z = f1 (y + 2x) + f2 (y − 3x) − y cos x + sin x.
Example 35.
2
Solve (D 2 − DD 0 − 2D 0 )z = (y − 1)e x .
Solution. The complementary function is f1 (y + 2x) + f2 (y − x).
1
P.I = (y − 1)e x
D 2 − DD 0 − 2D 02
1
= 2 (y − 1)e x
D − DD 0 − 2r 2
ex
= (y − 1)
(D + 1)2 − (D + 1)(D 0 ) − 2D 02
ex
= (y − 1)
1 + 2D + D − D 0 D − D 0 − 2D 02
2
ex
= (y − 1)
[1 + (2D + D − D 0 − DD 0 − 5D 02 )]
2
2
= e x [1 + (2D + D 2 − D 0 − DD 0 − 5D 0 )]−1 (y − 1)
2
= e x [1 + (2D + D 2 − D 0 − DD 0 − 5D 0 )](y − 1)
= e x [(y − 1) + D 0 (y − 1)]
= e x [y − 1 + 1]
= ye x .
z = f1 (y + 2x) + f2 (y − x) + ye x .
Example 36.
2
Solve (D 2 − 5DD 0 + 6D 0 )z = y sin x.
Solution. The complementary function is f1 (y + 2x) + f2 (y + 3x).
1 1
P.I . = y sin x = I .P. e ix y
D 2 − 5DD 0 + 6D 02 D 2 − 5DD 0 + 6D 02
e ix
= I .P. y
(D + i) − 5(D + i)(D 0 ) − 6D 02
2
e ix
= I .P. y
−1 + 2id + D2 − 5iD 0 − 5DD 0 − 6D 02
e ix
= I .P. y
−[1 + (5iD 0 − 2iD − D 2 + 5DD 0 + 6D 02 )]
2
= I .P. − e ix [1 + (5iD 0 − 2iD − D 2 + 5DD 0 + 6D 0 )]−1 y
2
= I .P. − e ix [1 − (5iD 0 − 2iD − D 2 + 5DD 0 + 6D 0 )]y
= I .P. − e ix [y − 5iD 0 (y )] = I .P. − (cos x + i sin x)[y − 5i]
= 5 cos x − y sin x.
z = f1 (y + 2x) + f2 (y + 3x) + 5 cos x − y sin x.
Exercises
Example 37.
2
1. Solve (D 2 − DD 0 − 20D 0 )z = e 5x+y + sin(4x − y )
2
2. Solve (D 2 + DD 0 − 6D 0 )z = x 2 y + e 3x+y .
2 3
3. Solve (D 3 + D 2 D 0 − DD 0 − D 0 )z = e 2x+y + cos(x + y ).
4. Solve (D 2 − 2DD 0 )z = x 3 y + e 2x .
2 3
5. Solve (D 3 − 7DD 0 − 6D 0 )z = sin(x + 2y ) + e 2x+y .
2
6. Solve (D 2 + 4DD 0 − 5D 0 )z = sin(x − 2y ) + 3e 2x−y .
2
7. Solve (D 2 − 6DD 0 + 5D 0 )z = e x sinh y + xy .
Non-homogeneous linear partial differential equations
Consider the equation of the form
(D − mD 0 − a)z = 0 (1)
∂
where D = ∂x and D 0 = ∂y
∂
. Then (1) becomes p − mq = az which is a
Lagrange equation. Hence the subsidiary equation is
dx dy dz
= = .
1 −m az
By taking the first two ratios, we get
y + mx = c1 . (2)
By taking the first and third ratios, we have

dx dz z
= =⇒ ax = c2 . (3)
1 az e
The complete solution of equation (1) is given by
z
= f (y + mx) = e ax f (y + mx).
e ax
Now we consider the general form of non homogeneous equation as
(D − m1 D 0 − a1 )(D − m2 D 0 − a2 ) · · · (D − mn D 0 − an )z = 0
whose solution is given by
z = e a1 x f1 (y + m1 x) + e a2 x f2 (y + m2 x) + · · · + e an x fn (y + mn x).
In the case of repeated-factors
(D − mD 0 − a)r z = 0.
The solution is given by
z = e ax f1 (y + mx) + x e ax f2 (y + mx) + · · · + x r −1 e ax .
Example 38.
Solve (D − 2D 0 − 3)(D − 3D 0 − 2)z = 0.
Solution. The given equation is (D − 2D 0 − 3)(D − 3D 0 − 2)z = 0. By
comparing this equation with (D − m1 D 0 − a1 )(D − m2 D 0 − a2 )z = 0.
Here a1 = 3, m1 = 2 and m2 = 3.
z = e 3x f1 (y + 2x) + e 2x f2 (y + 3x).
Example 39.
Solve (D 2 − DD 0 + D 0 − 1)z = 0.
Solution. The given equation is (D − D 0 + 1)(D − 1)z = 0. By comparing
this equation with (D − m1 D 0 − a1 )(D − m2 D 0 − a2 )z = 0 Here
a1 = −1, a2 = 1, m1 = 1 and m2 = 0.
z = e −x f1 (y + x) + e x f2 (y ).
Example 40.
2
Solve (D 2 + 2DD 0 + D 0 + 3D + 3D 0 + 2)z = e 3x+5y .
Solution. The given equation is (D + D 0 + 1)(D + D 0 + 2)z = 0. By
comparing this equation with (D − m1 D 0 − a1 )(D − m2 D 0 − a2 )z = 0.
Here a1 = −1, a2 = −2, m1 = −1 and m2 = −1.
C .F = e −x f1 (y − x) + e −2x f2 (y − x).
1
P.I = e 3x+5y
(D + D 0 + 1)(D + D 0 + 2)
1
= e 3x+5y
(3 + 5 + 1)(3 + 5 + 2)
1
= e 3x+5y .
90
1 3x+5y
z = e −x f1 (y − x) + e −2x f2 (y − x) + e .
90
Example 41.
2
Solve (D 2 − 2DD 0 + D 0 − 3D + 3D 0 + 2)z = (e 3x + 2e −2y )2 .
Solution. The given equation can be written as
(D − D 0 − 1)(D − D 0 − 2)z = e 6x + 4e −4y + 4e 3x e −2y . To find C.F. compare this equation with
(D − m1 D 0 − a1 )(D − m2 D 0 − a2 )z = 0. Here a1 = 1, a2 = 2, m1 = 1 and m2 = 1.
C .F = e x f1 (y + x) + e 2x f2 (y + x).
1
P.I = e 6x + 4e −4y + 4e 3x−2y
(D − D 0 − 1)(D − D 0 − 2)
1 1
= e 6x + 4e −4y
(D − D 0 − 1)(D − D 0 − 2) (D − D 0 − 1)(D − D 0 − 2)
1
+ 4e 3x−2y
(D − D 0 − 1)(D − D 0 − 2)
1 1 1
= e 6x + 4e −4y + 4e 3x−2y .
(6 − 1)(6 − 2) (−(−4) − 1)(−(−4) − 2) (4)(3 − (−2) − 2)
e 6x e −4y e 3x−2y
= + + .
20 3 3
e 6x e −4y e 3x−2y
z = e x f1 (y + x) + e 2x f2 (y + x) + +2 + .
20 3 3
Example 42.
2
Solve (D 2 + 2DD 0 + D 0 − 2D − 2D 0 )z = sin(x + 2y ).
Solution. The given equation can be written as (D + D 0 )(D + D 0 − 2)z = sin(x + 2y ).
To find C.F. compare this equation with (D − m1 D 0 − a1 )(D − m2 D 0 − a2 )z = 0. Here
a1 = a, a2 = 2, m1 = −1, and m2 = −1.
C .F . = f1 (y − x) + e 2x f2 (y − x)
1
P.I = sin(x + 2y )
D 2 + 2DD 0 + D 02 − 2D − 2D 0
1
= I .P. e i(x+2y )
D 2 + 2DD 0 + D 02 − 2D − 2D 0
1
= I .P. 2 e i(x+2y )
i + 2(i)(2i) + (2i)2 − 2(i) − 2(2i)
1 e i(x+2y ) 1 3 − 2i
= I .P. e i(x+2y ) = I .P. −
−1 − 4 − 4 − 2(i) − 2(2i) 3 3 + 2(i) 3 − 2i
cos(x + 2y ) + i sin(x + 2y ) 3 − 2i
= I .P. −
3 9+4
1
= (2 cos(x + 2y ) − 3 sin(x + 2y )).
39
1
z = f1 (yx) + e 2x f2 (y − x) + (2 cos(x + 2y ) − 3 sin(x + 2y )).
39
References
T. Amaranath, An Elementary Course in Partial Differential

Equations, Second Edition, Narosa Publishing House, 1997.
Ian Sneddon, Elements of Partial Differential Equations, McGraw-Hill
Book Company, 1957.

Linear Partial Differential Equations of High Order With Constant Coefficients

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Linear Partial Differential Equations of High Order With Constant Coefficients

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Linear partial differential equations of high order with

We discuss few methods to solve linear differential equations of nth order

The equation of the form

There are two methods of solving the subsidiary equation known as

Consider the subsidiary equation

Choose any three multipliers `, m, n which may be constants or functions

Similarly any other set of multipliers `0 , m0 , n0 gives another solution

log x = log y + log c1

log y = log z + log c2

log x = log y + log c1

Taking the first and third ratios we have

Using the multipliers 1, 1, 1 we have

Using the multipliers x, y , z we have

xdx + ydy + zdz xdx + ydy + zdz

Hence the solution is φ(x + y + z, x 2 + y 2 + z 2 ) = 0.

Using the multipliers 1, 1, 1 we have

Hence the solution is φ(x + y + z, xyz) = 0.

Using the multipliers x, y , z we have

xdx + ydy + zdz xdx + ydy + ydz

The required solution is φ(x 2 + y 2 + z 2 , xyz) = 0.

2dx + 3dy + 4dz 2dx + 3dy + 4dz

Using the multipliers x, y , z we have

xdx + ydy + zdz xdx + ydy + zdz

The required solution φ(2x + 3y + 4z, x 2 + y 2 + z 2 ) = 0.

Using the multipliers x, y , −1 we have

xdx + ydy − dz xdx + ydy − dz

The required solution is φ(xyz, x 2 + y 2 − 2z) = 0.

Adding first two ratios and comparing this with third

Using the multipliers x, y , z we have

xdx + ydy + zdz xdx + ydy + zdz xdx + ydy + zdz

Comparing this with the second ratio

dy xdx + ydy + zdz dy 2(xdx + ydy + zdz)

Using the multipliers 1, 1, 1 we have

Using the multipliers x, y , z we have

xdx + ydy + zdz

dx + dy + dz xdx + ydy + zdz

Using the multipliers 1, −1, −1 we have

Using the multipliers x, y , 0 we have

Using the multipliers x, −y , −z we have

xdx − ydy − zdz xdx − ydy − zdz

Using the multipliers y , x, −z we have

ydx + xdx − zdz ydx + xdy − zdz

Hence the solution is φ(x 2 − y 2 , z 2 , 2xy − z 2 ) = 0.

A linear differential equation of nth order with constant coefficients of the

Using the standard notation D = ∂ 0 ∂

The homogenous equations of order n is of the form

To find the complementary functions for the linear homogenous partial

Let us assume that

Similarly differentiating partially with respect to y we get

Substituting these values in (3) we get

[a0 mn + a1 mn−1 + a2 mn−2 + · · · + an ] f (n) (y + mx) = 0.

Since f is arbitrary f (n) (y + mx) 6= 0. Hence

a0 mn + a1 mn−1 + a2 mn−2 + · · · + an = 0. (4)

This equation is known as auxiliary equation which is an algebraic

Case (i) : If the roots are distinct (real or complex) say m1 , m2 , . . . , mn ,

Case (ii) : If the r roots are equal say m1 = m2 = · · · = mr , then the

The auxillary equation is m2 − 5m + 6 = 0

The auxillary equation is m2 − 4m + 4 = 0