UNIT– I

PARTIAL DIFFERENTIAL EQUATIONS

This unit covers topics that explain the formation of partial differential equations
and the solutions of special types of partial differential equations.

1.1 INTRODUCTION

A partial differential equation is one which involves one or more partial

derivatives. The order of the highest derivative is called the order of the equation. A
partial differential equation contains more than one independent variable. But, here we
shall consider partial differential equations involving one dependent variable „z‟ and only
two independent variables x and y so that z = f(x,y). We shall denote

z z 2z 2z 2z

------- = p, ----------- = q, ---------- = r, ---------- = s, ---------- = t.
x y x2 xy y2

A partial differential equation is linear if it is of the first degree in the dependent

variable and its partial derivatives. If each term of such an equation contains either the
dependent variable or one of its derivatives, the equation is said to be homogeneous,
otherwise it is non homogeneous.

1.2 Formation of Partial Differential Equations

Partial differential equations can be obtained by the elimination of arbitrary constants or
by the elimination of arbitrary functions.

By the elimination of arbitrary constants

Let us consider the function

 ( x, y, z, a, b ) = 0 -------------(1)

where a & b are arbitrary constants

Differentiating equation (1) partially w.r.t x & y, we get

∂ ∂
+ p = 0 _________________ (2)
∂x ∂z
∂ ∂
+ q = 0 _________________ (3)
∂y ∂z

Eliminating a and b from equations (1), (2) and (3), we get a partial differential
equation of the first order of the form f (x,y,z, p, q) = 0
Example 1

Eliminate the arbitrary constants a & b from z = ax + by + ab

Consider z = ax + by + ab ____________ (1)

Differentiating (1) partially w.r.t x & y, we get

∂z
= a i.e, p= a __________ (2)
∂x
∂z
= b i.e, q = b ________ (3)
∂y

Using (2) & (3) in (1), we get

z = px +qy+ pq

which is the required partial differential equation.

Example 2

Form the partial differential equation by eliminating the arbitrary constants a and b
from
z = ( x2 +a2 ) ( y2 + b2)

Given z = ( x2 +a2 ) ( y2 + b2) __________ (1)

Differentiating (1) partially w.r.t x & y , we get

p = 2x (y2 + b2 )

q = 2y (x + a )

Substituting the values of p and q in (1), we get

4xyz = pq

which is the required partial differential equation.

Example 3

Find the partial differential equation of the family of spheres of radius one whose centre
lie in the xy - plane.

The equation of the sphere is given by

( x – a )2 + ( y- b) 2 + z2 =1 _____________ (1)

Differentiating (1) partially w.r.t x & y , we get

2 (x-a ) + 2 zp = 0
2 ( y-b ) + 2 zq = 0

From these equations we obtain

x-a = -zp _________ (2)

y -b = -zq _________ (3)

Using (2) and (3) in (1), we get

z2p2 + z2q2 + z2 = 1
or z2 ( p2 + q2 + 1) = 1

Example 4

Eliminate the arbitrary constants a, b & c from

x2 y2 z2
+ + = 1 and form the partial differential equation.
2 2 2
a b c

The given equation is

x2 y2 z2
+ + =1 _____________________________ (1)
2 2 2
a b c
Differentiating (1) partially w.r.t x & y, we get

2x 2zp
+ = 0
a2 c2

2y 2zq
+ = 0
b2 c2
Therefore we get

x zp
+ = 0 _________________ (2)
a2 c2
y zq
+ = 0 ____________________ (3)
2 2
b c

Again differentiating (2) partially w.r.t „x‟, we set

(1/a2 ) + (1/ c2 ) ( zr + p2 ) = 0 _______________ (4)

Multiplying ( 4) by x, we get

x xz r p2x
+ + =0
a2 c2 c2

From (2) , we have

zp xzr p2x
+ + =0
c2 c2 c2

or -zp + xzr + p2x = 0

By the elimination of arbitrary functions

Let u and v be any two functions of x, y, z and Φ(u, v ) = 0, where Φ is an

arbitrary function. This relation can be expressed as

u = f(v) ______________ (1)

 Differentiating (1) partially w.r.t x & y and eliminating the arbitrary
functions from these relations, we get a partial differential equation of the first order
of the form
f(x, y, z, p, q ) = 0.

Example 5
Obtain the partial differential equation by eliminating „f „ from z = ( x+y ) f ( x2 - y2 )

Let us now consider the equation

z = (x+y ) f(x2- y2) _____________ (1)

Differentiating (1) partially w.r.t x & y , we get

p = ( x + y ) f ' ( x2 - y2 ) . 2x + f ( x2 - y2 )
q = ( x + y ) f ' ( x2 - y2 ) . (-2y) + f ( x2 - y2 )

These equations can be written as

p - f ( x2 - y2 ) = ( x + y ) f '( x2 - y2 ) . 2x ____________ (2)

q - f ( x2 - y2 ) = ( x + y ) f '( x2 - y2 ) .(-2y) ____________ (3)
Hence, we get

p - f ( x2 - y2 ) x
= -
q - f ( x2 - y2 ) y

i.e, py - yf( x2 - y2 ) = -qx +xf ( x2 - y2 )

i.e, py +qx = ( x+y ) f ( x2 - y2 )

Therefore, we have by(1), py +qx = z

Example 6

Form the partial differential equation by eliminating the arbitrary function f

from
z = ey f (x + y)

Consider z = ey f ( x +y ) ___________ ( 1)

Differentiating (1) partially w .r. t x & y, we get

p = ey f ' (x + y)
q = ey f '(x + y) + f(x + y). ey
Hence, we have

q=p+z
Example 7

Form the PDE by eliminating f & Φ from z = f (x +ay ) + Φ ( x – ay)

Consider z = f (x +ay ) + Φ ( x – ay) _______________ (1)

Differentiating (1) partially w.r.t x &y , we get

p = f '(x +ay ) + Φ' (x – ay) ___________________ (2)

q = f ' (x +ay ) .a + Φ' (x – ay) ( -a) _______________ (3)

Differentiating (2) & (3) again partially w.r.t x & y, we get

r = f "( x+ay) + Φ "( x – ay)

t = f "( x+ay) .a2 + Φ"( x – ay) (-a)2

i.e, t = a2 { f"( x + ay) + Φ"( x – ay)}

or t = a2r

Exercises:

1. Form the partial differential equation by eliminating the arbitrary constants „a‟ &
„b‟ from the following equations.
(i) z = ax + by
(ii) x2 + y2 z2
+ =1
a2 b2
(iii) z = ax + by + a2 + b2
(iv) ax2 + by2 + cz2 = 1
(v) z = a2x + b2y + ab

2. Find the PDE of the family of spheres of radius 1 having their centres lie on the
xy plane{Hint: (x – a)2 + (y – b)2 + z2 = 1}

3. Find the PDE of all spheres whose centre lie on the (i) z axis (ii) x-axis

4. Form the partial differential equations by eliminating the arbitrary functions in the
following cases.
(i) z = f (x + y)
(ii) z = f (x2 – y2)
(iii) z = f (x2 + y2 + z2)
(iv)  (xyz, x + y + z) = 0
 (v) z = x + y + f(xy)
(vi) z = xy + f (x2 + y2)
(vii) z = f xy
z
(viii) F (xy + z2, x + y + z) = 0
(ix) z = f (x + iy) +f (x – iy)
(x) z = f(x3 + 2y) +g(x3 – 2y)

1.3 SOLUTIONS OF A PARTIAL DIFFERENTIAL EQUATION

A solution or integral of a partial differential equation is a relation connecting the

dependent and the independent variables which satisfies the given differential equation. A
partial differential equation can result both from elimination of arbitrary constants and
from elimination of arbitrary functions as explained in section 1.2. But, there is a basic
difference in the two forms of solutions. A solution containing as many arbitrary
constants as there are independent variables is called a complete integral. Here, the partial
differential equations contain only two independent variables so that the complete
integral will include two constants.A solution obtained by giving particular values to the
arbitrary constants in a complete integral is called a particular integral.

Singular Integral

Let f (x,y,z,p,q) = 0 ---------- (1)

be the partial differential equation whose complete integral is

 (x,y,z,a,b) = 0 ----------- (2)

where „a‟ and „b‟ are arbitrary constants.

Differentiating (2) partially w.r.t. a and b, we obtain


-------- = 0 ----------- (3)
a

and --------- = 0 ----------- (4)
b

The eliminant of „a‟ and „b‟ from the equations (2), (3) and (4), when it exists, is
called the singular integral of (1).
General Integral

In the complete integral (2), put b = F(a), we get

 (x,y,z,a, F(a) ) = 0 ---------- (5)

Differentiating (2), partially w.r.t.a, we get

 
------- + -------- F'(a) = 0 -------- (6)
a b

The eliminant of „a‟ between (5) and (6), if it exists, is called the general integral of (1).

SOLUTION OF STANDARD TYPES OF FIRST ORDER PARTIAL

DIFFERENTIAL EQUATIONS.

The first order partial differential equation can be written as

f(x,y,z, p,q) = 0,

where p = z/x and q = z / y. In this section, we shall solve some standard forms
of equations by special methods.

Standard I : f (p,q) = 0. i.e, equations containing p and q only.

Suppose that z = ax + by +c is a solution of the equation f(p,q) = 0, where f (a,b)

= 0.

Solving this for b, we get b = F (a).

Hence the complete integral is z = ax + F(a) y +c ------------ (1)

Now, the singular integral is obtained by eliminating a & c between

z = ax + y F(a) + c
0 = x + y F'(a)
0 = 1.

The last equation being absurd, the singular integral does not exist in this case.

To obtain the general integral, let us take c =  (a).

Then, z = ax + F(a) y +  (a) -------------- (2)

Differentiating (2) partially w.r.t. a, we get

0 = x + F'(a). y + '(a) --------------- (3)

Eliminating „a‟ between (2) and (3), we get the general integral

Example 8

Solve pq = 2

The given equation is of the form f (p,q) = 0

The solution is z = ax + by +c, where ab = 2.

2
Solving, b = ------.
a

The complete integral is

2
Z = ax + ------ y + c ---------- (1)
a

Differentiating (1) partially w.r.t „c‟, we get

0 = 1,

which is absurd. Hence, there is no singular integral.

To find the general integral, put c =  (a) in (1), we get

2
Z = ax + ------ y +  (a)
a

Differentiating partially w.r.t „a‟, we get

2
0 = x – ------ y + (a)
a2

Eliminating „a‟ between these equations gives the general integral.

Example 9

Solve pq + p +q = 0

The given equation is of the form f (p,q) = 0.

The solution is z = ax + by +c, where ab + a + b = 0.

Solving, we get
a
b= – --------
1+a
a
Hence the complete Integral is z = ax – ------- y+c ------ (1)
1+a

Differentiating (1) partially w.r.t. „c‟, we get

0 = 1.
The above equation being absurd, there is no singular integral for the given partial
differential equation.
To find the general integral, put c =  (a) in (1), we have

a
z = ax – --------- y +  (a) ------(2)
1 +a

Differentiating (2) partially w.r.t a, we get

1 1
0 = x – -------- y + (a) ----- (3)
(1 + a)2

Eliminating „a‟ between (2) and (3) gives the general integral.

Example 10

Solve p2 + q2 = npq

The solution of this equation is z = ax + by + c, where a2 + b2 = nab.

Solving, we get
n + (n2 – 4)
b= a ------------------
 2
Hence the complete integral is

n + n2 – 4
z =ax +a ------------------ y+c -----------(1)
2

Differentiating (1) partially w.r.t c, we get 0 = 1, which is absurd. Therefore, there is no

singular integral for the given equation.

To find the general Integral, put C =  (a), we get

n + n2 – 4
z = ax + a ------------------- y +  (a)
2

Differentiating partially w.r.t „a‟, we have

n + n2 – 4
0 = x + ------------------- y +  (a)
2

The eliminant of „a‟ between these equations gives the general integral

Standard II : Equations of the form f (x,p,q) = 0, f (y,p,q) = 0 and f (z,p,q) = 0.

i.e, one of the variables x,y,z occurs explicitly.

(i) Let us consider the equation f (x,p,q) = 0.

Since z is a function of x and y, we have

z z
dz = ------- dx + -------- dy
x y

or dz = pdx + qdy

Assume that q = a.

Then the given equation takes the form f (x, p,a ) = 0

Solving, we get p = (x,a).

Therefore, dz = (x,a) dx + a dy.

Integrating, z =  (x,a) dx + ay + b which is a complete Integral.

(ii) Let us consider the equation f(y,p,q) = 0.

Assume that p = a.

Then the equation becomes f (y,a, q) = 0

Solving, we get q =  (y,a).

Therefore, dz = adx + (y,a) dy.

Integrating, z = ax + (y,a) dy + b, which is a complete Integral.

(iii) Let us consider the equation f(z, p, q) = 0.

Assume that q = ap.

Then the equation becomes f (z, p, ap) = 0

Solving, we get p = (z,a). Hence dz = (z,a) dx + a (z, a) dy.

dz
ie, ----------- = dx + ady.
 (z,a)

dz
Integrating,  ----------- = x + ay + b, which is a complete Integral.
 (z,a)

Example 11
Solve q = xp + p2

Given q = xp + p2 -------------(1)

This is of the form f (x,p,q) = 0.

Put q = a in (1), we get

a = xp + p2

i.e, p2 + xp – a = 0.

-x +(x2 + 4a)
Therefore, p = --------------------
2
 – x ± x2 + 4a
Integrating , z =  -------------------- dx + ay + b
2

x2 x x
Thus, z = – ------ ± ------ (4a + x2)+ a sin h–1 ----- + ay + b
4 4 2a
Example 12

Solve q = yp2

This is of the form f (y,p,q) = 0

Then, put p = a.

Therfore, the given equation becomes q = a2y.

Since dz = pdx + qdy, we have

dz = adx + a2y dy
a2y2
Integrating, we get z = ax + ------- + b
2
Example 13

Solve 9 (p2z + q2) = 4

This is of the form f (z,p,q) = 0

Then, putting q = ap, the given equation becomes

9 (p2z + a2p2) = 4

2
Therefore, p = ± ----------
3 (z + a2)

2a
and q = ± ----------
3 (z + a2)

Since dz = pdx + qdy,

 2 1 2 1
dz = ± ------ ---------- dx ± -------- a ---------- dy
3 z + a2 3 z + a2

Multiplying both sides by z + a2, we get

2 2
z + a dz = ------ dx + ------ a dy , which on integration gives,
2

3 3

(z+a2)3/2 2 2
------------- = ------ x + ------ ay + b.
3/2 3 3

or (z + a2)3/2 = x + ay + b.

Standard III : f1(x,p) = f2 (y,q). ie, equations in which ‘z’ is absent and the variables
are
separable.

Let us assume as a trivial solution that

f(x,p) = g(y,q) = a (say).

Solving for p and q, we get p = F(x,a) and q = G(y,a).

z z
But dz = -------- dx + ------- dy
x y

Hence dz = pdx + qdy = F(x,a) dx + G(y,a) dy

Therefore, z = F(x,a) dx +  G(y,a) dy + b , which is the complete integral of the given

equation containing two constants a and b. The singular and general integrals are found in
the usual way.

Example 14

Solve pq = xy

The given equation can be written as

p y
----- = ------ = a (say)
x q
 p
Therefore, ----- = a implies p = ax
x
y y
and ------ = a implies q = -----
q a

Since dz = pdx + qdy, we have

y
dz = axdx + ------ dy, which on integration gives.
a

ax2 y2
z = ------- + ------- + b
2 2a

Example 15

Solve p2 + q2 = x2 + y2

The given equation can be written as

p2 – x2 = y2 – q2 = a2 (say)

p2 – x2 = a2 implies p = (a2 + x2)

and y2 – q2 = a2 implies q = (y2 – a2)

But dz = pdx + qdy

ie, dz =  a2 + x2 dx + y2 – a2 dy

Integrating, we get

x a2 x y a2 y
2 2 –1 2 2 -1
z = ----x + a + ----- sinh ----- + ----y – a – ----- cosh ----- + b
2 2 a 2 2 a

Standard IV (Clairaut’s form)

Equation of the type z = px + qy + f (p,q) ------(1) is known as Clairaut‟s form.

Differentiating (1) partially w.r.t x and y, we get

p = a and q = b.

Therefore, the complete integral is given by

z = ax + by + f (a,b).

Example 16

Solve z = px + qy +pq

The given equation is in Clairaut‟s form.

Putting p = a and q = b, we have

z = ax + by + ab -------- (1)

which is the complete integral.

To find the singular integral, differentiating (1) partially w.r.t a and b, we get

0=x+b
0=y+a

Therefore we have, a = -y and b= -x.

Substituting the values of a & b in (1), we get

z = -xy – xy + xy

or z + xy = 0, which is the singular integral.

To get the general integral, put b = (a) in (1).

Then z = ax + (a)y + a (a) ---------- (2)

Differentiating (2) partially w.r.t a, we have

0 = x + '(a) y + a'(a) + (a) ---------- (3)

Eliminating „a‟ between (2) and (3), we get the general integral.
Example 17

Find the complete and singular solutions of z = px + qy +  1+ p2 + q2

The complete integral is given by

z = ax + by +  1+ a2 + b2 -------- (1)

To obtain the singular integral, differentiating (1) partially w.r.t a & b. Then,

a
0 = x + ---------------------
1 + a2 + b2
b
0 = y + ---------------------
1 + a2 + b2

Therefore,
–a
x = ----------------- -----------(2)
(1 + a2 + b2)
–b
and y = --------------- ---------- (3)
(1 + a + b )
2 2

Squaring (2) & (3) and adding, we get

a2 + b2
x2 + y2 = ------------------
1 + a2 + b2

1
2 2
Now, 1 – x – y = -----------------
1 + a2 + b2
1
i.e, 1 +a2 + b2 = ----------------
1 – x2 – y2

Therefore,
1
(1 +a2 + b2) = ---------------- -----------(4)
1 – x2 – y2
Using (4) in (2) & (3), we get
 x = – a 1 – x2 – y2

and y = – b 1 – x2 – y2

-x -y
Hence, a = ------------- and b = ----------------
1–x2–y2 1–x2–y2

Substituting the values of a & b in (1) , we get

- x2 y2 1
z = ------------- – -------------- + ---------------
1–x2–y2 1–x2–y2 1–x2–y2

which on simplification gives

z = 1 – x2 – y2

or x2 + y2 + z2 = 1, which is the singular integral.

Exercises

Solve the following Equations

1. pq = k
2. p + q = pq
3. p +q = x
4. p = y2q2
5. z = p2 + q2
6. p + q = x + y
7. p2z2 + q2 = 1
8. z = px + qy - 2pq
9. {z – (px + qy)}2 = c2 + p2 + q2
10. z = px + qy + p2q2

EQUATIONS REDUCIBLE TO THE STANDARD FORMS

Sometimes, it is possible to have non – linear partial differential equations of the

first order which do not belong to any of the four standard forms discussed earlier. By
changing the variables suitably, we will reduce them into any one of the four standard
forms.

Type (i) : Equations of the form F(xm p, ynq) = 0 (or) F (z, xmp, ynq) = 0.

Case(i) : If m  1 and n  1, then put x1-m = X and y1-n = Y.

 z z X z
Now, p = ----- = ------ . ------- = ------ (1-m) x -m
x X x X

z z
m
Therefore, x p = ------ (1-m) = (1 – m) P, where P = -------
X X
z
Similarly, ynq = (1-n)Q, where Q = ------
Y
Hence, the given equation takes the form F(P,Q) = 0 (or) F(z,P,Q) = 0.
Case(ii) : If m = 1 and n = 1, then put log x = X and log y = Y.

z z X z 1
Now, p = ----- = ------- . ------- = ------- ------
x X x X x

z
Therefore, xp = ------ = P.
X

Similarly, yq =Q.

Example 18

Solve x4p2 + y2zq = 2z2

The given equation can be expressed as

(x2p)2 + (y2q)z = 2z2

Here m = 2, n = 2

Put X = x1-m = x -1 and Y = y 1-n = y -1.

We have xmp = (1-m) P and ynq = (1-n)Q

i.e, x2p = -P and y2q = -Q.

Hence the given equation becomes

P2 – Qz = 2z2 ----------(1)

This equation is of the form f (z,P,Q) = 0.

Let us take Q = aP.

Then equation (1) reduces to

P2 – aPz =2z2

a  (a2 + 8)
Hence, P = ----------------- z
2

a  (a2 + 8)
and Q = a ---------------- z
2
Since dz = PdX + QdY, we have

a  (a2 + 8) a  (a2 + 8)
dz = ---------------- z dX + a --------------- z dY
2 2

dz a  (a2 + 8)
i.e, ------ = ---------------- (dX + a dY)
z 2

Integrating, we get

a   a2 + 8
log z = ---------------- (X + aY) +b
2

a  (a2 + 8) 1 a
Therefore, log z = ---------------- ---- + ----- + b which is the complete solution.
2 x y

Example 19

Solve x2p2 + y2q2 = z2

The given equation can be written as

(xp)2 + (yq)2 = z2

Here m = 1, n = 1.

Put X = log x and Y = log y.

Then xp = P and yq = Q.

Hence the given equation becomes

P2 + Q2 = z2 -------------(1)

This equation is of the form F(z,P,Q) = 0.

Therefore, let us assume that Q = aP.

Now, equation (1) becomes,

P2 + a2 P2 = z2
z
Hence P = --------
(1+a2)
az
and Q = --------
(1+a2)

Since dz = PdX + QdY, we have

z az
dz = ----------dX + ---------- dY.
(1+a2) (1+a2)
dz
i.e, (1+a ) ------ = dX + a dY.
2

Integrating, we get

(1+a2) log z = X + aY + b.

Therefore, (1+a2) log z = logx + alogy + b, which is the complete solution.

Type (ii) : Equations of the form F(zkp, zkq) = 0 (or) F(x, zkp) = G(y,zkq).

Case (i) : If k  -1, put Z = zk+1,

Z Z z z
Now ------- = -------- ------- = (k+1)z . ------- = (k+1) zkp.
k

x z x x

1 Z
k
Therefore, z p = ----- -------
k+1 x
 1 Z
k
Similarly, z q = ------- ------
k+1 y

Case (ii) : If k = -1, put Z = log z.

Z Z z 1
Now, ------- = -------- ------- = ----- p
x z x z
Z 1
Similarly, ----- = ----- q.
y z

Example 20

Solve z4q2 – z2p = 1

The given equation can also be written as

(z2q)2 – (z2p) =1

Here k = 2. Putting Z = z k+1 = z3, we get

1 Z 1 Z
k k
Z p = ------ ------ and Z q = ------ ------
k+1 x k+1 y

1 Z 1 Z
2 2
i.e, Z p = ------ ------ and Z q = ------ ------
3 x 3 y

Hence the given equation reduces to

Q 2 P
------  ------ = 1
3 3

i.e, Q2 – 3P – 9 = 0,

which is of the form F(P,Q) = 0.

Hence its solution is Z = ax + by + c, where b2 – 3a – 9 = 0.

Solving for b, b = ± (3a +9)

Hence the complete solution is

Z = ax + (3a +9) . y + c

or z3 = ax + (3a +9) y + c

Exercises

Solve the following equations.

1. x2p2 + y2p2 = z2
2. z2 (p2+q2) = x2 + y2
3. z2 (p2x2 + q2) = 1
4. 2x4p2 – yzq – 3z2 = 0
5. p2 + x2y2q2 = x2 z2
6. x2p + y2q = z2
7. x2/p + y2/q = z
8. z2 (p2 – q2) = 1
9. z2 (p2/x2 + q2/y2) = 1
10. p2x + q2y = z.

1.4 Lagrange’s Linear Equation

Equations of the form Pp + Qq = R ________ (1), where P, Q and R are

functions of x, y, z, are known as Lagrange‟s equations and are linear in „p‟ and „q‟.To
solve this equation, let us consider the equations u = a and v = b, where a, b are arbitrary
constants and u, v are functions of x, y, z.

Since „u ‟ is a constant, we have du = 0 -----------(2).

But „u‟ as a function of x, y, z,

∂u ∂u ∂u
du = dx + dy + dz
∂x ∂y ∂z
Comparing (2) and (3), we have
∂u ∂u ∂u
dx + dy + dz = 0 ___________ (3)
∂x ∂y ∂z

Similarly, ∂v ∂v ∂v
dx + dy + dz = 0 ___________ (4)
∂x ∂y ∂z
By cross-multiplication, we have

dx dy dz
= =
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
- - -
∂z ∂y ∂y ∂z ∂x ∂z ∂z ∂x ∂y ∂x ∂x ∂y

(or)

dx dy dz
= = ______________ (5)
P Q R

Equations (5) represent a pair of simultaneous equations which are of the first
order and of first [Link], the two solutions of (5) are u = a and v = b. Thus,
( u, v ) = 0 is the required solution of (1).

Note :

To solve the Lagrange‟s equation,we have to form the subsidiary or auxiliary

equations
dx dy dz
= =
P Q R

which can be solved either by the method of grouping or by the method of

multipliers.

Example 21

Find the general solution of px + qy = z.

Here, the subsidiary equations are

dx dy dz
= =
x y z

Taking the first two ratios , dx dy

=
x y

Integrating, log x = log y + log c1

 or x = c1 y

i.e, c1 = x / y

From the last two ratios, dy dz

=
y z

Integrating, log y = log z + log c2

or y = c2 z

i.e, c2 = y / z

Hence the required general solution is

Φ( x/y, y/z) = 0, where Φ is arbitrary

Example 22

Solve p tan x + q tan y = tan z

The subsidiary equations are

dx dy dz
= =
tanx tany tanz

Taking the first two ratios , dx dy

=
tanx tany

ie, cotx dx = coty dy

Integrating, log sinx = log siny + log c1

ie, sinx = c1 siny

Therefore, c1 = sinx / siny

Similarly, from the last two ratios, we get

siny = c2 sinz

i.e, c2 = siny / sinz

Hence the general solution is

 sinx siny
Φ , = 0, where Φ is arbitrary.
siny sinz

Example 23

Solve (y-z) p + (z-x) q = x-y

Here the subsidiary equations are

dx dy dz
= =
y-z z- x x –y

Using multipliers 1,1,1,

dx + dy + dz
each ratio =
0

Therefore, dx + dy + dz =0.

Integrating, x + y + z = c1 ____________ (1)

Again using multipliers x, y and z,

xdx + ydy + zdz

each ratio =
0

Therefore, xdx + ydy + zdz = 0.

Integrating, x2/2 + y2/2 +z2/2 = constant

or x2 + y2 + z2 = c2 __________ (2)

Hence from (1) and (2), the general solution is

Φ ( x + y + z, x2 + y2 + z2) = 0

Example 24

Find the general solution of (mz - ny) p + (nx- lz)q = ly - mx.

Here the subsidiary equations are

dx dy dz
= =
mz- ny nx - lz ly - mx

Using the multipliers x, y and z, we get

xdx + ydy + zdz

each fraction =
0
`  xdx + ydy + zdz = 0, which on integration gives

x2/2 + y2/2 +z2/2 = constant

or x2 + y2 + z2 = c1 __________ (1)

Again using the multipliers l, m and n, we have

ldx + mdy + ndz

each fraction =
0
`  ldx + mdy + ndz = 0, which on integration gives

lx + my + nz = c2 __________ (2)

Hence, the required general solution is

Φ(x2 + y2 + z2 , lx + my + nz ) = 0

Example 25

Solve (x2 - y2 - z2 ) p + 2xy q = 2xz.

The subsidiary equations are

dx dy dz
= =
x2-y2-z2 2xy 2xz

Taking the last two ratios,

dx dz
=
2xy 2xz
 2xy 2xz

ie, dy dz
=
y z

Integrating, we get log y = log z + log c1

or y = c1z

i.e, c1 = y/z __________ (1)

Using multipliers x, y and z, we get

xdx + y dy + zdz xdx + y dy + zdz

each fraction = =
x (x2-y2-z2 )+2xy2+2xz2 x ( x2+ y2 + z2 )

Comparing with the last ratio, we get

xdx + y dy + zdz dz
=
x ( x2+ y2 + z2 ) 2xz

2xdx + 2ydy + 2zdz dz

i.e, =
x2+ y2 + z2 z

Integrating, log ( x2+ y2 + z2 ) = log z + log c2

or x2+ y2 + z2 = c2 z

x2+ y2 + z2
i.e, c2 = ___________ (2)
z

From (1) and (2), the general solution is Φ(c1 , c2) = 0.

x2+ y2 + z2
i.e, Φ (y/z) , = 0
z
Exercises

Solve the following equations

1. px2 + qy2 = z2
2. pyz + qzx = xy
3. xp – yq = y2 – x2
4. y2zp + x2zq = y2x
5. z (x – y) = px2 – qy2
6. (a – x) p + (b – y) q = c – z
7. (y2z p) /x + xzq = y2
8. (y2 + z2) p – xyq + xz = 0
9. x2p + y2q = (x + y) z
10. p – q = log (x+y)
11. (xz + yz)p + (xz – yz)q = x2 + y2
12. (y – z)p – (2x + y)q = 2x + z

1.5 PARTIAL DIFFERENTIAL EQUATIONS OF HIGHER ORDER WITH

CONSTANT COEFFICIENTS.

Homogeneous Linear Equations with constant Coefficients.

A homogeneous linear partial differential equation of the nth order is of the form

nz nz nz

c0 ------ + c1 ----------- + . . . . . . + cn -------- = F (x,y) --------- (1)
xn xn-1y yn

where c0, c1,---------, cn are constants and F is a function of „x‟ and „y‟. It is
homogeneous because all its terms contain derivatives of the same order.

Equation (1) can be expressed as

(c0Dn + c1Dn-1 D' + ….. + cn D'n ) z = F (x,y)

or f (D,D') z = F (x,y) ---------(2),
  
where, -----  D and -----  D' .
x y
As in the case of ordinary linear equations with constant coefficients the complete
solution of (1) consists of two parts, namely, the complementary function and the
particular integral.
The complementary function is the complete solution of f (D,D') z = 0-------(3),
which must contain n arbitrary functions as the degree of the polynomial f(D,D'). The
particular integral is the particular solution of equation (2).
Finding the complementary function

Let us now consider the equation f(D,D') z = F (x,y)

The auxiliary equation of (3) is obtained by replacing D by m and D' by 1.

i.e, c0 mn + c1 mn-1 + ….. + cn = 0 ---------(4)

Solving equation (4) for „m‟, we get „n‟ roots. Depending upon the nature of the roots,
the Complementary function is written as given below:

Roots of the auxiliary Nature of the Complementary function(C.F)

equation roots
m1,m2,m3 ……. ,mn distinct roots f1 (y+m1x)+f2(y+m2x) + …….+fn(y+mnx).
m1 = m2 = m, m3 ,m4,….,mn two equal roots f1(y+m1x)+xf2(y+m1x) + f3(y+m3x) + ….+
fn(y+mnx).
m1 = m2 = …….= mn = m all equal roots f1(y+mx)+xf2(y+mx) + x2f3(y+mx)+…..
+ …+xn-1 fn (y+mx)

Finding the particular Integral

Consider the equation f(D,D') z = F (x,y).

1
Now, the P.I is given by --------- F (x,y)
f(D,D')

Case (i) : When F(x,y) = eax +by

1
P.I = ----------- eax+by
f (D,D')

Replacing D by „a‟ and D' by „b‟, we have

1
P.I = ----------- eax+by, where f (a,b) ≠ 0.
 f (a,b)

Case (ii) : When F(x,y) = sin(ax + by) (or) cos (ax +by)

1
P.I = ----------------- sin (ax+by) or cos (ax+by)
f(D2,DD',D'2)

Replacing D2 = -a2, DD' 2 = -ab and D' = -b2, we get

1
P.I = ----------------- sin (ax+by) or cos (ax+by) , where f(-a2, - ab, -b2) ≠ 0.
f(-a2, - ab, -b2)

Case (iii) : When F(x,y) = xm yn,

1
P.I = ---------- xm yn = [f (D, D')]-1 xm yn
f(D,D')

Expand [f (D,D')]-1 in ascending powers of D or D' and operate on xm yn term by term.

Case (iv) : When F(x,y) is any function of x and y.

1
P.I = ---------- F (x,y).
f (D,D')

1
Resolve----------- into partial fractions considering f (D,D') as a function of D alone.
f (D,D')

Then operate each partial fraction on F(x,y) in such a way that

1
--------- F (x,y) =  F(x,c-mx) dx ,
D–mD'

where c is replaced by y+mx after integration

Example 26

Solve(D3 – 3D2D' + 4D'3) z = ex+2y

The auxillary equation is m=m3 – 3m2 + 4 = 0

The roots are m = -1,2,2

Therefore the C.F is f1(y-x) + f2 (y+ 2x) + xf3 (y+2x).

ex+2y
P.I.= ---------------------- (Replace D by 1 and D' by 2)
D3–3D2D'+4D'3

ex+2y
= -------------------
1-3 (1)(2) + 4(2)3

ex+2y
= ---------
27

Hence, the solution is z = C.F. + P.I

ex+2y
ie, z = f1 (y-x) + f2(y+2x) + x f3(y+2x) + ----------
27
Example 27

Solve (D2 – 4DD' +4 D' 2) z = cos (x – 2y)

The auxiliary equation is m2 – 4m + 4 = 0

Solving, we get m = 2,2.

Therefore the C.F is f1(y+2x) + xf2(y+2x).

1
 P.I = ---------------------2 cos (x-2y)
D2 – 4DD' + 4D'

Replacing D2 by – 1, DD' by 2 and D' 2 by –4, we have

1
P.I = ----------------------- cos (x-2y)
(-1) – 4 (2) + 4(-4)

cos (x-2y)
= – --------------
25
 Solution is z = f1(y+2x) + xf2(y+2x) – --------------- .
25

Example 28

Solve (D2 – 2DD') z = x3y + e5x

The auxiliary equation is m2 – 2m = 0.

Solving, we get m = 0,2.

Hence the C.F is f1 (y) + f2 (y+2x).

x3y
P.I1 = ---------------
D2 – 2DD'

1
= --------------- (x3y)
2D'
2
D 1– -------
D
–1
1 2D'
= ------- 1– ------- (x3y)
D2 D
2
1 2D' 4D'
= ----- 1 + ------- + ---------- + . . . . . (x3y)
D2 D D2

1 2 4 2
= ------ (x y) + ----- D (x y) + ------ D' (x3y) + . . . . .
3 ' 3

D2 D D2

1 2 4
3 3
= ------- (x y) + ----- (x ) + ------ (0) + . . . . .
D2 D D2

1 2
P.I1 = ------- (x3y) + ------ (x3)
D2 D3

x5y x6
P.I1 = ------- + ------
20 60
 e5x
P.I2 = -------------- (Replace D by 5 and D' by 0)
D2 – 2DD'

e5x
= ------
25
x5y x6 e5x
Solution is Z = f1(y) + f2 (y+2x) + ------- + ------ + ------
20 60 25
Example 29
2
Solve (D2 + DD' – 6 D‟) z = y cosx.

The auxiliary equation is m2 + m – 6 = 0.

Therefore, m = –3, 2.

Hence the C.F is f1(y-3x) + f2(y + 2x).

y cosx
P.I = ------------------------
2
D2 + DD' – 6D'

y cosx
= ---------------------------
(D + 3D') (D – 2D')

1 1
= ------------- --------------- y cosx
(D+3D') (D – 2D')

1
= -------------  (c – 2x) cosx dx, where y = c – 2x
(D+3D')

1
= -------------  (c – 2x) d (sinx)
(D+3D')
1
= ------------- [(c – 2x) (sinx) – (-2) ( - cosx)]
(D+3D')

1
= ------------- [ y sin x – 2 cos x)]
(D+3D')

=  [(c + 3x) sinx – 2 cosx] dx , where y = c + 3x

 =  (c + 3x) d(– cosx) – 2 cosx dx

= (c + 3x) (– cosx) – (3) ( - sinx) – 2 sinx

= – y cosx + sinx

Hence the complete solution is

z = f1(y – 3x) + f2(y + 2x) – y cosx + sinx

Example 30

Solve r – 4s + 4t = e 2x +y

2z 2z 2z

Given equation is -------- – 4 ---------- + 4 ----------- = e2x + y
x2 xy y2

i.e, (D2 – 4DD' + 4D' 2 ) z = e2x + y

The auxiliary equation is m2 – 4m + 4 = 0.

Therefore, m = 2,2

Hence the C.F is f1(y + 2x) + x f2(y + 2x).

e2x+y
P.I. = -------------------------
2
D2 – 4DD'+4D'

Since D2 – 4DD'+4D'2 = 0 for D = 2 and D' = 1, we have to apply the general rule.

e2x+y
P.I. = ---------------------------
(D – 2D') (D – 2D')

1 1
= ------------- -------------- e2x+y
(D – 2D') (D – 2D')

1
= -------------  e2x+c – 2x dx , where y = c – 2x.
(D – 2D')
 1
= -------------  ec dx

(D – 2D')

1
= ------------- ec .x
(D – 2D')

1
= ------------- xe y+2x
D – 2D'

=  xec-2x + 2x dx , where y = c – 2x.

=  xec dx

= ec. x2/2
x2ey+2x
= -------------
2
Hence the complete solution is
1
z = f1(y+2x) + f2(y+2x) + ----- x2e2x+y
2

1.6 Non – Homogeneous Linear Equations

Let us consider the partial differential equation

f (D,D') z = F (x,y) ------- (1)

If f (D,D') is not homogeneous, then (1) is a non–homogeneous linear partial differential

equation. Here also, the complete solution = C.F + P.I.

The methods for finding the Particular Integrals are the same as those for
homogeneous linear equations.

But for finding the C.F, we have to factorize f (D,D') into factors of the form D – mD' – c.

Consider now the equation

(D – mD' – c) z = 0 -----------(2).
This equation can be expressed as

p – mq = cz ---------(3),

which is in Lagrangian form.

The subsidiary equations are

dx dy dz
--------- = --------- = ----------- -----------(4)
1 –m cz

The solutions of (4) are y + mx = a and z = becx.

Taking b = f (a), we get z = ecx f (y+mx) as the solution of (2).

Note:
1. If (D-m1D' – C1) (D – m2D'-C2) …… (D – mnD'-Cn) z = 0 is the partial
differential equation, then its complete solution is

z = ec1x f1(y +m1x) + ec2x f2(y+m2x) + . . . . . + ecnx fn(y+mnx)

2. In the case of repeated factors, the equation (D-mD' – C)nz = 0 has a complete

solution z = ecx f1(y +mx) + x ecx f2(y+mx) + . . . . . +x n-1 ecx fn(y+mx).

Example 31

Solve (D-D'-1) (D-D' – 2)z = e 2x – y

Here m1 = 1, m2 = 1, c1 = 1, c2 = 2.

Therefore, the C.F is ex f1 (y+x) + e2x f2 (y+x).

e2x-y
P.I. = ------------------------------ Put D = 2, D' = – 1.
(D – D' – 1) (D-D' – 2)

e2x-y
= -------------------------------------
(2 – ( – 1) – 1) (2 – ( – 1) – 2)
 e2x-y
= --------------
2
e 2x-y
Hence the solution is z = ex f1 (y+x) + e2x f2 (y+x) + ----------.
2

Example 32

Solve (D2 – DD' + D' – 1) z = cos (x + 2y)

The given equation can be rewritten as

(D-D'+1) (D-1) z = cos (x + 2y)

Here m1 = 1, m2 = 0, c1 = -1, c2 = 1.

Therefore, the C.F = e–x f1(y+x) + ex f2 (y)

1 2
2 ' '
P.I = --------------------------- cos (x+2y) [Put D = – 1,DD = - 2 ,D = – 4]
(D2 – DD' + D' – 1)

1
= --------------------------- cos (x+2y)
– 1 – (– 2) + D' – 1

1
= ------- cos (x+2y)
D'

sin (x+2y)
= ----------------
2
sin(x+2y)
-x x
Hence the solution is z = e f1(y+x) e f2(y) + ---------------- .
2

Example 33
Solve [(D + D'– 1) (D + 2D' – 3)] z = ex+2y + 4 + 3x +6y

Here m1 = – 1, m2 = – 2 , c1 = 1, c2 = 3.
Hence the C.F is z = ex f1(y – x) + e3x f2(y – 2x).

ex+2y
P.I1 = ---------------------------------- [Put D = 1, D'= 2]
(D+D' – 1) (D + 2D' – 3)

ex+2y
= --------------------------
(1+2 – 1) (1+4 – 3)
ex+2y
= ------------
4
1
P.I2 = -------------------------------- (4 + 3x + 6y)
(D+D' – 1) (D + 2D' – 3)

1
= --------------------------------------- (4 + 3x + 6y)
D + 2D'
3 [1 – (D+D')] 1 – ------------
3

1 D + 2D' -1
' -1
= ------ [1 – (D + D )] 1 – -------------- (4 +3x+6y)
3 3

1 D + 2D' 1
= ----[1 + (D + D )+ (D+D ) + . . .] 1+ ------------- + ----- (D+2D')2 + ….. .]
' ' 2

3 3 9

. (4 + 3x +6y)

1 4 5
= ---- 1 + ----- D + ------D' + . . . . . (4 + 3x + 6y)
3 3 3
 1 4 5
= ---- 4 +3x + 6y + ----- (3) + -----(6)
3 3 3

= x + 2y + 6

Hence the complete solution is

ex+2y
z = exf1 (y-x) + e3x f2 (y – 2x) + ------- + x + 2y + 6.
4

Exercises
(a) Solve the following homogeneous Equations.

2z 2z 2z

1. ---------- + --------- – 6 --------- = cos (2x + y)
x2 xy y2

2z 2z
2. ---------- – 2 --------- = sin [Link] 2y
x2 xy

3. (D2 + 3DD' + 2D'2) z = x + y

4. (D2 – DD'+ 2D' 2) z = xy + ex. coshy

ey + e–y ex+y + e x-y

x x
Hint: e . coshy = e . ------------- = ------------------
2 2
3 '2 '3 2x+y
5. (D – 7DD – 6D ) z = sin (x+2y) + e

6. (D2 + 4DD' – 5D'2) z = 3e2x-y + sin (x – 2y)

7. (D2 – DD' – 30D'2) z = xy + e6x+y

8. (D2 – 4D' 2) z = cos2x. cos3y

9. (D2 – DD' – 2D'2) z = (y – 1)ex

 10. 4r + 12s + 9t = e3x – 2y

(b) Solve the following non – homogeneous equations.

1. (2DD' + D' 2 – 3D') z = 3 cos(3x – 2y)

2. (D2 + DD' + D' – 1) z = e-x

3. r – s + p = x2 + y2

4. (D2 – 2DD' + D'2 – 3D + 3D' + 2)z = (e3x + 2e-2y)2

5. (D2 – D'2 – 3D + 3D') z = xy + 7.