[Link] [Link]

me/UPSC_Mains

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 1 Page 1

1.1 Partial differential equations and their formation

Def. Differential Equation : An equation involving derivatives of one or more dependent variables
with respect to one or more independent variables is called a differential equation. In connection with
this basic definition, we do not include the differential equations which are derivative identities, for
d ax d dv du
example,
dx
 e   ae ax ;
dx
 u . v   u  v etc.
dx dx
Def. Partial differential equation (P.D.E.) : A differential equation involving partial derivatives of
one or more dependent variables with respect to more than one independent variable is called a partial
differential equation.
When we consider the case of two independent variables and one dependent variable, we usually take
x and y as independent variables and z as dependent variable.
For example
2
z z  z  3 z  z 
  z  xy ......(1)    3  2x  ......(2)
x y  x  y  x 
2
 2 z  z    z  2  z  2  z
 1   ......(3) y        z …...(4)
x 2  y   x   y   y

Def. Order of a Partial Differential Equation :

The order of the highest partial derivative occurring in the partial differential equation is called the
order of a partial differential equation.
The equation (1) and (4) given above are of the first order, (3) is of second order and (2) is of the third
order.
Def. Degree of a partial differential equation : The degree of a partial differential equation is the
degree of the highest order derivative which occurs in it after the equation has been rationalized i.e.,
made free from radicals and fractions as far as derivatives are concerned. The equations (1), (2) given
above are of first degree while equations (4) is of second degree.
Classification of Ist order PDE :
1. Linear PDE : A first order PDE is said to be linear if it is linear in p, q and z and of the form
P ( x , y ) p  Q ( x , y ) q  R ( x, y ) z  S ( x, y )
e.g., p  q  z  xy , xp  yq  x
(i) If S ( x, y )  0 ; then it is called homogeneous linear PDE.

[Link] [Link]
[Link] [Link]
2

(ii) If S ( x, y )  0 ; then it is called non-homogeneous linear PDE.

2. Semi-linear PDE : A first order partial differential equation is said to be semi-linear if it is linear
in p and q but not necessarily in z and of the form P ( x, y ) p  Q ( x, y ) q  R ( x, y , z )
xy
e.g., (i) p  q  xyz 2 , (ii) xy 2 p  q 
z2
3. Quasi linear PDE : A first order PDE is said to be Quasi linear if it is linear in p and q and of the form
P ( x, y, z ) p  Q( x, y, z ) q  R ( x, y, z )

e.g., (i) xyp  zq  xy (ii) xz 2 p  q  xyz

4. Non linear PDE : A first order partial differential equation is said to be non linear if it does not
come under any one of the above type.

e.g., (i) p 2  q  1, p3  q 3  x
Note : Linear  Semi linear  Quasi linear
Fomation of a partial differential equation by the elimination of arbitrary constants :
(Case of two arbitrary constants and two independent variables)
Consider an equation F  x , y, z , a , b   0 ......(1)
where a and b denote arbitrary constants. Let z be regarded as function of two independent variables x
and y.
Differentiating (1) with respect to x and y partially, we get
F x F y F z F  F 
.  .  . 0 or  p 0 ......(2)
x x y x z x x  z 
F x F y F z F  F 
and .  .  . 0 or q 0 ......(3)
x y y y z y y  z 
Eliminating arbitrary constants a and b from the equations (1), (2) and (3) we shall obtain an equation
of the form
f  x , y , z , p , q  0 ......(4)
which is required partial differential equation of the first order.
Various situations in the formation of partial differential equation :
Situation (i) : When the number of arbitrary constants is less than the number of independent
variables, then the elimination of arbitrary constants usually give rise to more than one partial
differential equation of order one.
Situation (ii) : When the number of arbitrary constants is equal to the number of independent
variables, then the elimination of arbitrary constants give rise to a unique partial differential equation
of order one. Sometimes, it may not always be possible to eliminate the arbitrary constants from the
given equation and its first order partial derivatives. Then we find the second order partial derivatives

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 1 Page 3

and eliminate the arbitrary constants. However, this higher order partial differential equation is not
unique.
Situation (iii) : When the number of arbitrary constants is greater than the number of independent
variables, then the elimination of arbitrary constants give rise to a partial differential equation of order
usually greater than one. However this higher order partial differential equation is not unique.
Example : Eliminate arbitrary constants a and b from z  ( x  a )2  ( y  b)2 to form the partial
differential equation.
Solution : Given function is z  ( x  a ) 2  ( y  b) 2 ......(1)
Differentiating (1) partially with respect to x and y, we get
z
 2( x  a) ......(2)
x
z
and  2( y  b) ......(3)
y
To eliminate the arbitrary constant a and b from (2) and (3), squaring and adding (2) and (3) , we get
2 2
 z   z  2 2 2 2
      4  x  a   4  y  b   4  x  a    y  b  
 x   y 
2 2
 z   z 
or       4z [By (1)]
 x   y 
which is the required partial differential equation.

Exercise 1.1
Eliminate the arbitrary constants from the following equations and form the corresponding partial
differential equation
2
 y 
1. z  ax 3  by 3 2. 4 z   ax   b  3. z 2  ax 3  by 3  ab
 a 
4. z  ax 2  bxy  cy 2 5. z  ( x  a )2  ( y  b)2 6. z  ax  a 2 y 2  b

7. z  ( x  a )( y  b) 8. z   x 2  a   y 2  b  9. z  a( x  y )  b ( x  y )  abt  c
2
10. z  A e  p t cos p x

[Link] [Link]
[Link] [Link]
4

Answers
z z  z   z 
1. x y  3z 2. z     
x y  x   y 

 z   z   z   z 
3. 9 x 2 y 2 z 2  6 x3 y 2    6 x 2 y 3 z    4 z 2   
 x   y   x   y 
2 2 2
z z  z   z  z  z 
4. x y  2z 5.       4 z 6.  2y 
x y  x   y  y  x 
2 2
 z   z   z   z   z   z  z
7. z      8. 4 xyz      9.       4
 x   y   x   y   x   y  t

2 z z
10. 2

x t
---------------------------------------------------------------------------------------------------------------------------
1.2 Formation of partial differential equation by the elimination of arbitrary function 
from the equation (u, v) = 0, where u and v are functions of x, y and z.

Example : Form a partial differential equation by eliminating the arbitrary function f from the

equation x  y  z  f  x 2  y 2  z 2  .

Solution : Given that x  y  z  f  x2  y2  z 2  ......(1)

Differentiating (1) partially w.r.t. ‘x’ and ‘y’ respectively, we get

1  p  f   x 2  y 2  z 2   2 x  2 zp  ......(2)

and 1  q  f   x 2  y 2  z 2   2 y  2 zq  ......(3)

To eliminate f   x 2  y 2  z 2  from (2) and (3), we divide (2) by (3), to get

(1  p ) (2 x  2 zp)

(1  q ) (2 y  2 zq )
or (1  p ) ( y  zq)  (1  q) ( x  zp)
or ( y  z ) p  ( z  x) q  x  y
which is the required partial differential equation.
Exercise 1.2
Form a partial differential equation by eliminating the arbitrary functions from the following equations

1. f  x  y  z , x 2  y 2  z 2   0 2. z  f  x  ay   g  x  ay 

3. lx  my  nz    x 2  y 2  z 2  4. z  e ax  by f  ax  by 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 1 Page 5

5. z  f ( x  iy )  g ( x  iy ) 6. (i) z  f  x 2  y 2  (ii) z  f  x 2  y 2 

7. z  x f ( x  y )  g ( x  y ) 8. xyz  f  x  y  z 

9. z  y f1 ( x )  x f 2 ( y ) 10. f  x 2  y 2  z 2 , z 2  2 xy   0

1 
11. z  e y f ( x  y ) 12. z  y 2  2s   log y 
x 
x  xy 
13. z  f ( xy )     14. z  f  
 y  z 

15. z  e ax  by f  ax  by 
Answers
2z 2
2  z
1. ( y  z) p  ( x  z )q  x  y 2.  a
y 2  x2

z z z z
3.  ny  mz    lz  nx   mx  ly 4. b a  2 abz
x y x y

2z 2 z
5.  0 6. (i) yp  xq  0 (ii) yp  xq  0
x 2 y 2

2 z 2 z 2 z
7.  2  0 8. px ( y  z )  qy ( z  x )  z ( x  y )
 x2 x y y 2

z z 2z
9. x y  xy z 10. ( p  q ) z  y  x
x y x y

11. q  z  p 12. x 2 p  yq  2 y 2

2 z 2
2  z z z
13. x 2 2
 y 2
 x y 0 14. px  qy  0
x y x y

z z
15. 2abz  b a
x y

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 2 Page 7

2.1 First order linear partial differential equations

Solution of a linear partial differential equation by direct integration : Some simple type of
linear partial differential equation can be solved by direct integration as illustrated in the following
example.
Example : Solve the following partial differential equations by direct integration :
2 z 3 z
(i)  7 xy  cos (2 x  3 y )  0 (ii) 2  cos ( x  4 y )
x y x y
2z
Solution : (i) Given equation can be written as  cos  2 x  3 y   7 xy
x y
Integrating both sides w.r.t. x treating y as constant, we get
z sin  2 x  3 y  7 2
  x y   ( y) where  is a arbitrary function
y 2 2
Again integrating both sides w.r.t. y treating x as constant, we get
cos  2 x  3 y  7 2 2
z  x y    ( y ) dy  ( x) where  is a arbitrary function.
6 4
3 z
(ii) Given equation is  cos ( x  4 y )
x 2 y
Integrating both sides w.r.t. x treating y as constant, we get
2 z
 sin ( x  4 y )   ( y ) where  is an arbitrary function.
x y
Again, integrating w.r.t. x treating y as constant, we get
z
  cos ( x  4 y )  x  ( y )    y 
y
Now integrating w.r.t. y treating x as constant, we get
sin ( x  4 y )
z   x   ( y ) dy   ( y ) dy    x 
4
where ,  and  are arbitrary functions.

Exercise 2.1
Solve the following partial differential equations by direct integration :
z z 2 z 2z
1.  x y 2.  ex  y 3.  xy 4.  sin ( xy )
x y x 2 y 2

2z 3 z 3 z
5.  e  y cos x 6.  cos (3x  4 y ) 7.  18 xy  e x
x y x 2 y x y 2

[Link] [Link]
[Link] [Link]
8

Answers
In all the answers below  ,  and  being arbitrary functions.
x2
1. z   xy    y  2. z   e x  y    x 
2
x3 sin  xy 
3. z  y  x   y    y  4. z    y   x    x 
6 x2
5. z   e  y sin x     y  dy   x 

1
6. z   sin 3x  4 y   x    y  dy    y  dy    x 
36
y2 x 3 2 3
7. z 
2
e  x y 
2     y  dy dy  y  x     x 
---------------------------------------------------------------------------------------------------------------------------
2.2 Lagrange’s Method based on type I

Lagrange’s Equation : A partial differential equation of the form Pp  Qq  R , where P, Q and R are
functions of x, y and z is known as Lagrange equation.
For example, xyp  yzq  zx is a Lagrange equation.
Lagrange’s method of solving Pp + Qq = R, when P, Q and R are functions of x, y, z :
Theorem : The general solution of Lagrange equation
Pp  Qq  R ......(1)
is  u , v   0 ......(2)
where  is an arbitrary function and u  x , y , z   c1 and v x , y , z   c2 ......(3)

dx dy dz
are two independent solution of   ......(4)
P Q R
Here c1 and c2 are arbitrary constants and at least one of u, v must contain z.
dx dy dz
Remark : Equations   are called Lagrange’s auxiliary (or subsidiary) equation for
P Q R
Pp  Qq  R .
Working Rule for solving Pp + Qq = R by Lagrange’s method :
(i) Put the given linear partial differential equation of the first order in the standard form
Pp  Qq  R ......(1)
(ii) Write down Lagrange’s auxiliary equations for (1) namely,
dx dy dz
  ......(2)
P Q R

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 2 Page 9

(iii) Solve (2) and let u  x , y , z   c1 and v x , y , z   c2 be two independent solutions of (2)

(iv) The general solution of (1) is then written in one of the following three equivalent forms :
 u , v   0, u   v or v   u ,  being an arbitrary function
Type I : Suppose that one of the variables is either absent or cancels out from any two fractions of
dx dy dz
equations   . Then an integral can be obtained by the usual methods.
P Q R

Example : Solve a(p + q) = 1.

Solution : The given equation is ap  aq  1 ......(1)
which is of the form Pp  Qq  R .
dx dy dz
The Lagrange’s auxiliary equation are  
P Q R
dx dy dz
or   ......(2)
a a 1
dx dy
Taking the first two fractions of (2),   dx  dy  0 .….(3)
a a

Integrating it we get, x  y = c1 ......(4)

where c1 is an arbitrary constant.

dy dz
Taking the last two members of (2),  or dy  adz  0
a 1
Integrating it, we have y  az  c2 , c2 being an arbitrary constant.
Therefore the required solution is given by
 ( x  y , y  az )  0,  being an arbitrary function.

Exercise 2.2
Solve the following partial differential equations :
y2z
1. pz = x 2. p  xzq  y 2
x
3. p tan x  q tan y  tan z 4.  a  x p  b  y q   c  z
5. xp  yq  z 6. p  q  sin x

[Link] [Link]
[Link] [Link]
10

7. y 2 p  xyq  x  z  2 y  8. yzp  2 xq  xy

9. x 2 p  y 2 q  z 2  0 10. yzp  zxq  xy

Answers
In all the answers below ,  being arbitrary function.
sin x  sin y 
1.  ( y, x 2  z 2 )  0 2.   x 3  y 3 , x 2  z 2   0 3.  
sin y  sin z 

  x  a   y b  x y
4.   , 0 5.   ,   0 6.   x  y , z  cos x   0
  y  b   z  c  z z

1 1 1 1
7.   x 2  y 2 , zy  y 2   0 8.   x 2  z 2 , y 2  4 z   0 9.    ,    0
 x y y z
10. f  x 2  y 2 , y 2  z 2  =0
---------------------------------------------------------------------------------------------------------------------------
2.3 Lagrange’s Method based on type II

Type II : In this type one solution is obtained by the method of type (I) and then this solution is used
to find another solution as explained in the following examples.
Example : Solve p + 3q = 5z + tan (y  3x).
Solution : Given equation is p  3q  5 z  tan  y  3 x  ......(1)

The Lagrange’s auxiliary equations for (1) are

dx dy dz
  ......(2)
1 3 5 z  tan  y  3x 

dx dy
Taking the first two fractions of (2)  or dy  3 dx  0
1 3
Integrating it , we get y  3x  c1 ......(3)

c1 being an arbitrary constant.

dx dz
Taking first and last fraction of (2) , 
1 5 z  tan  y  3 x 
dx dz
 [Using (3)]
1 5 z  tan c1

1 1
Integrating it , we get x    log  5 z  tan c1     c2
5 5
where c2 is an arbitrary constant.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 2 Page 11

or 5 x  log  5 z  tan ( y  3 x)   c2 [using(3)] ......(4)

From (3)and (4), the required general integral is

5 x  log  5 z  tan ( y  3 x)    ( y  3x )

Exercise 2.3
Solve the following partial differential equations
1. xzp  yzq  xy 2. zp  zq  x  y 3. z ( p  q )  z 2  ( x  y ) 2

4. p  3q  z  cot ( y  3 x) 5. py  qx  xy z 2  x 2  y 2  6. p  2q  3 x 2 sin  y  2 x 

7. xp  yq  xy

Answers
In all the following answers  being an arbitrary function :
 x
1.   xy  z 2 ,   0 2. 2 x  x  y   z 2   ( x  y )
 y
2
3. e 2 y  z 2   x  y      x  y  4. x  log z  cot ( y  3 x)   ( y  3 x)
 
2
5. y 2  x 2  y 2        x 2  y 2  6. x 3 sin  y  2 x   z    y  2 x 
z
z

xy
7. x e   ( x y)
---------------------------------------------------------------------------------------------------------------------------
2.4 Lagrange’s Method based on type III

dx dy dz
Type III : Lagrange auxiliary equations are   ......(1)
P Q R
Let P1 , Q1 and R1 be functions of x, y and z. Then, each fraction in (1) will be equal to

P1 dx  Q1 dy  R1 dz
......(2)
P1 P  Q1 Q  R1 R

[Link] [Link]
[Link] [Link]
12

If P1 P  Q1 Q  R1 R  0 , then we know that the numerator of (2) is also zero. This gives

P1 dx  Q1 dy  R1 dz  0 which can be integrated to give u1  x , y , z   c1 . Another integral can be

obtained by repeating this method or the methods explained earlier.

Example : Solve x  y 2  z 2  p  y  z 2  x 2  q  z  x 2  y 2  .
Solution : The Lagrange’s auxiliary equations for the given equation are
dx dy dz
  ......(1)
x y  z   y  z  x  z  x  y2 
2 2 2 2 2

Choosing x, y, z as multipliers, each fraction of (1)

x dx  y dy  z dz x dx  y dy  z dz
= 2 2 2 
x  y  z  y z  x  z x  y 
2 2 2 2 2 2
0
 x dx  y dy  z dz  0
Integrating, we get x 2  y 2  z 2  c1 ......(2)
1 1 1
Choosing ,  ,  as multipliers, each fraction of (1)
x y z
1 1 1 1 1 1
  dx    dy    dz   dx    dy    dz
 x  y z x  y z
= 2 2 2 
y  z  z  x  x  y 
2 2 2
0
1  1 1
   dx    dy    dz  0
x   y z
Integrating log x  log y  log z  log c2
x x
 log    log c2   c2 ......(3)
 yz  yz
 x 
 The required solution is   x 2  y 2  z 2 ,   0.
 yz 

Exercise 2.4
Solve the following partial differential equations :
1. x  y 2  z  p  y  x 2  z  q  z  x 2  y 2  2. z 2
 2 yz  y 2  p   xy  zx  q  xy  zx

3. z  xp  yq   y 2  x 2 4.  x  2 z  p   4 zx  y  q  2 x 2  y
bc  ca   ab
5.   yzp    zxq    xy 6.  x  y  p   x  y  q  2 xz
 a   b   c 

7.  3 x  y  z  p   x  y  z  q  2  z  y  8. x  y 2  z 2  p  y  z 2  x 2  q  z  x 2  y 2 

9.  y  zx  p   x  yz  q  x 2  y 2 10. x 2  y  z  p  y 2  z  x  q  z 2  x  y 

Answers
1.   x 2  y 2  2 z , xyz   0 2.   y 2  z 2  2 yz , x 2  y 2  z 2   0

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 2 Page 13

3.   x 2  y 2  z 2 , xy   0 4.   xy  z 2 , x 2  y  z   0

 y
  2 tan 1   
 x
5.   ax  by  cz , a x  b y  c z
2 2 2 2 2 2 2 2 2
 0 6.   x  y  log z ,  x  y  e
2 2
0
 
 x y z 
7.   x  3 y  z ,   0 8.   x 2  y 2  z 2 , xyz   0
 x y z
 
 1 1 1
9.   x 2  y 2  z 2 , xy  z   0 10.   xyz,     0
 x y z
---------------------------------------------------------------------------------------------------------------------------
2.5 Lagrange’s Method based on type IV

dx dy dz
Type IV : Lagrange auxiliary equations are   ......(1)
P Q R
Let P1 , Q1 and R1 be functions of x, y and z. Then, each fraction in (1) will be equal to

P1 dx  Q1 dy  R1 dz
......(2)
P1 P  Q1 Q  R1 R
If the numerator of (2) is exact differential of the denominator of (2) then (2) can be combined with a
suitable fraction in (1) to give an integral. Another integral can be obtained by repeating this method
or the methods explained earlier.
Example : Solve  x 2  y 2  yz  p   x 2  y 2  zx  q  z x  y  .
Solution : Here Lagrange’s auxiliary equations for the given equation are
dx dy dz
2 2
 2 2
 ......(1)
x  y  yz x  y  zx z x  y 
Choosing 1,  1, 0 as multipliers, each fraction of (1)
dx  dy dx  dy
 2 2 2 2
 ......(2)
 x  y  yz    x  y  zx  z x  y 
Choosing x,  y, 0 as multipliers each fraction of (1)
x dx  y dy x dx  y dy
  ......(3)
x x  y  yz   y  x  y  zx   x  y   x 2  y 2 
2 2 2 2

From (1), (2), (3), we have

dz dx  dy x dx  y dy
 
z x  y  z x  y   x  y  x 2  y 2 
dz dx  dy 2 x dx  2 y dy
or   ......(4)
z z 2 x 2  y 2 

[Link] [Link]
[Link] [Link]
14

Taking the first two fractions of (4), we have

dz  dx  dy
Integrating, we get z  x  y  c1 ......(5)
d  x2  y 2   2 
Again, taking the first and third fractions of (4)    dz = 0
 x2  y2  z
 x2  y 2 
Integrating , we get log  x 2  y 2   2log z  c2 or  c2 ......(6)
z2
  x2  y 2  
From (5) and (6), solution is   z  x  y, 2 .
 z 

Exercise 2.5
Solve the following partial differential equations :

1. y 2 ( x  y ) p  x 2  y  x  q  z  x 2  y 2  2.  p  q  ( x  y ) 1
3. x 2
 y 2  z 2  p  2 xyq  2 xz 4. zp  zq  z 2  ( x  y ) 2

5. xzp  yzq  xy 6.  xz  y  p   yz  2 x  q  2 xy  z
2 2 2
0

7. x 2
 yz  p   y 2  zx  q  z 2  xy 8. y 2
 yz  z 2  p   z 2  zx  x 2  q  x 2  xy  y 2

Answers
 x y 
1.   x3  y 3 , 0 2.   y  x , e  2 z y  x   0
 z 

 y x2  y 2  z2  2
3.   , 0 4. log  z 2   x  y    2 x    x  y 
z z   

x 
5.   , xy  z 2   0 6.   yz  x 2 , 2 xz  y 2   0
y 
 xy zx  yz xz 
7.   , 0 8.   , 0
 yz yz  x y x y
---------------------------------------------------------------------------------------------------------------------------
2.6 Miscellaneous Examples on Pp + Qq = R

 u   u   u 
Example 1 : Solve x    y    z    xyz .
 x   y   z 
Solution : Here the auxiliary equation for the given equation are
dx dy dz du
   ......(1)
x y z xyz

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 2 Page 15

Taking the first two fractions of (1)

1 1
  dx    dy  0
x  y
x
Integrating it, log x  log y  log C1 or  C1 ......(2)
y

1 1
Taking the first and third fractions of (1) ,   dx    dz  0
x  z
x
Integrating it, log x  log z  log C2 or  C2 ......(3)
z
Choosing yz , zx , xy as multipliers, each fraction of (1)

yz dx  zx dy  xy dz d  xyz 
  ......(4)
xyz  xyz  xyz 3 xyz
Combining the fourth fraction of (1) with fraction (4), we get
du d  xyz 
 or d  xyz   3du  0
xyz 3 xyz

Integrating xyz  3u  C3 ......(5)

x x 
From (2), (3) and (5), the required general solution is   , , xyz  3u   0
y z 

Example 2 : Solve  x3  x2  p1  x2 p2  x3 p3  x22   x2 x1  x2 x3   0 .

Solution : Re-writing the given equation in the standard from, we get

 x3  x2  p1  x2 p2  x3 p3  x2 x1  x2 x3  x22 ......(1)

dx1 dx dx dz
Here the auxiliary equations of (1) are  2  3  ......(2)
x3  x2 x2  x3 x2 x1  x2 x3  x22
Taking the second and the third fractions of (2), we get
1  1
  dx2    dx3  0
 x2   x3 

so that log x2  log x3  log C1 or x2 x3  C1 ......(3)

Choosing 1, 1, 1, 0 as multipliers each fraction of (2)

[Link] [Link]
[Link] [Link]
16

dx1  dx2  dx3 dx  dx2  dx3

=  1
 x3  x2   x2  x3 0

 dx1  dx2  dx3  0

Integrating x1  x2  x3  C2 ......(4)

Choosing x2 , x1 ,0,0 as multipliers each fraction of (2)

x2 dx1  x1dx2 d  x1 x2 
=  ......(5)
x2  x3  x2   x1 x2 x1 x2  x2 x3  x22

Combining the last fraction of (2) with fraction (5), we have

dz d  x1 x2 
2

x1 x2  x2 x3  x2 x1 x2  x2 x3  x22

or dz  d  x1 x2   0 Integrating, z  x1 x2  C3 ......(6)

From (3), (4) and (6), the required general solution is   x2 x3 , x1  x2  x3 , z  x1 x2   0 .

Exercise 2.6
1. p2  p3 1  p1 2. x2 x3 p1  x3 x1 p2  x1 x2 p3  x1 x2 x3  0

Answers
1.   x1  x2 , x1  x3 , x1  z   0 2.   x12  2 z, x12  x22 , x22  x32   0

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 3 Page 17

3.1 Cauchy Problem

Integral surface passing through a given curve : Let Pp  Qq  R …..(1)

be the given equation. Let its auxiliary equations give the following two independent solutions
u ( x, y , z )  c1 and v( x, y, z )  c2 .….(2)

We wish to obtain the integral surface which passes through the curve C whose equation in
parameteric form is given by x  x(t ), y  y (t ), z  z (t ) …..(3)
Where t is a parameter. Then (2) be may be expressed as
u  x (t ), y (t ), z (t )   c1 and v  x (t ), y (t ), z (t )   c2 …..(4)

We eliminate single parameter t from the equations of (4) and get a relation involving c1 and c2 .

Finally we replace c1 and c2 with help of (2) and obtain the required integral surface.

Example 1 : Find the integral surface of the linear PDE x( y 2  z ) p  y ( x 2  z )q  ( x 2  y 2 ) z which

contains the straight line x  y  0, z  1

Solution : Given x( y 2  z ) p  y ( x 2  z )q  ( x 2  y 2 ) z …..(1)

dx dy dz
Lagrange’s auxiliary equations of (1) are   2 ….(2)
x( y  z )  y ( x  z ) ( x  y 2 ) z
2 2

dx dy dz xdx  ydy  dz
Now 2
 2
 2 2

x( y  z )  y ( x  z ) ( x  y ) z 0

x2 y 2
   z  c1  x 2  y 2  2 z  c1 ….(3)
2 2
1 1 1
dx  dy  dz
dx dy dz x y z
Again,   
x( y 2  z )  y ( x 2  z ) ( x 2  y 2 ) z 0

 log x  log y  log z  log c2  log( xyz )  log c2

 xyz  c2 …..(4)

Now equation (1) passes through the curve x  y  0, z  1

Taking t as a parameter then equation of straight line in parameteric form is
x  t , y  t , z  1 …..(5)
Using (5) in (3) and (4), we have

[Link] [Link]
[Link] [Link]
18

t 2  c2 and 2t 2  2  c1 ….(6)

Eliminating t from (6), we get 2c2  2  c1  c1  2c2  2 …..(7)

Put values of c1 and c2 from (3) and (4) in (7), we get

x 2  y 2  2 z  2 xyz  2
z z
Example 2 : The integral surface of y  x  x 2  y 2 passing through the curve
x y

x  1  t , y  1  t , z  1  t 2 is

Solution : Given yp  xq  x 2  y 2 …..(1)

dx dy dz
Lagrange’s A.E. is   2
y x x  y2

Now taking first two fractions we get x 2  y 2  c1 ….(2)

dx dy dz ydx  xdy  dz
Again   2 2
  ydx  xdy  dz
y x x y 0

d ( xy )  dz  xy  z  c2  xy  z  c2 ….(3)

Now put x  1  t , y  1  t , z  1  t 2 in (2) and (3) we have,

c1
1  t 2  2t  1  t 2  2t  c1  t
4

Again (3)  1  t 2  1  t 2  c2 2t 2  c2

c12 c12
 2   c2   c2
16 8
1 1
Put the values of c1 and c2 , we get xy  z   ( x 2  y 2 )2  z  xy  ( x 2  y 2 )2
8 8

Exercise 3.1
1. Find the integral surface of the PDE ( x  y ) p  ( y  x  z )q  z through the circle z  1, x 2  y 2  1

2. Find the equation of integral surface of PDE ( x 2  yz ) p  ( y 2  zx )q  z 2  xy which passes

through the line x  1, y  0

3. Find the general integral of PDE (2 xy  1) p  ( z  2 x 2 )q  2( x  yz ) and also the particular integral
which passes through the line x  1, y  0

4. Find the integral surface of x 2 p  y 2q  z 2  0 , which passes through the hyperbola

xy  x  y , z  1

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 3 Page 19

5. Find the integral surface of PDE yp  xq  z  1 which passes through the curve

z  x2  y 2, y  2x

Answers
1. z 4 ( x  y  z )2  ( y  x  z ) 2  2 z 4 ( x  y  z )  2 z 2 ( y  x  z )  0

2. ( x  y )( xy  yz  zx )  y  z  0 3. x 2  y 2  z  xz  y  1
1
5 2 2 2 ( z  1)
4. yz  2 xy  xz  3 xyz 5. (y  x ) 
3 3 x y
---------------------------------------------------------------------------------------------------------------------------
3.2 Existence and Uniqueness of integral surface passing through a given curve

Given the partial differential equation Pp  Qq  R with initial curve

C : x0 (t ), y0 (t ), z0 (t ) …..(1)

Then number of solutions of this PDE are according as

P( x0 , y0 , z0 ) Q( x0 , y0 , z0 )
Unique Solution : If 
dx0 dy0
dt dt
OR
P  x0 (t ), y0 (t ), z0 (t )  Q  x0 (t ), y0 (t ), z0 (t ) 
 dx0 dy0 0
dt dt
then (1) has unique solution.
P( x0 , y0 , z0 ) Q ( x0 , y0 , z0 ) R( x0 , y0 , z0 )
No Solution : If  
dx0 dy0 dz0
dt dt dt
then (1) has no solution.
P( x0 , y0 , z0 ) Q ( x0 , y0 , z0 ) R( x0 , y0 , z0 )
Infinite Solution : If   u
dx0 dy0 dz0
dt dt dt
then (1) has infinite solutions.

[Link] [Link]
[Link] [Link]
20

Example 1 : Consider the Cauchy’s problem u x  u y  2 check whether equation has unique solution

passing through the curve (2s, s, 2s) .

Solution : Given P  x (s ), y (s ), z ( s )   1, Q  x ( s ), y ( s ), z ( s )   1 and R  x (s ), y (s ), z ( s )   2 .

Given that x0 ( s )  2 s, y0 ( s )  s, z0 ( s )  2s

P  x0 , y0 , z0  Q  x0 , y0 , z0 
1 1
Now  dx0 dy0  3 0
2 1
ds ds
then PDE has unique solution.
Remark : If   0 , then we cannot say anything about number of solutions.
Example 2 : Consider the Cauchy’s problem z x  z ; z ( x,0)  sin x . Find the number of solution

passing through the curve  s,0,sin s  .

Solution : z x  z P  1, Q  0, R  z

Now, x0 ( s )  s, y0 (s )  0, z0 ( s )  sin s

P  x0 , y0 , z0  Q  x0 , y0 , z0 
1 0
 dx0 dy0  0
1 0
ds ds
  0 , we cannot say anything.
dx dy dz
Now, z x  z    dy  0  y  c1
1 0 z
dx dz
again,   x  log z  log c2
1 z

 x  log c2 z  e x  c2 z  c2  ze x

Then general solution is ze  x   ( y )

Now solution passing through the curve ( s,0,sin s)

 (sin s )e  s   (0)  sin s   (0)e s

which is not possible.
 No such  exists and hence given PDE has no solution.

Exercise 3.2
1. If u x  u y  u passes through ( s, s,sin s) , then find the number of solution of this PDE, 0  s  1 .

2. Find number of solution of z x  z ; z ( x,0)  e x .

3. If z x  z y  2 passes through ( s, s, 2s ) , then find the number of solution of this PDE, 0  s  1 .

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 3 Page 21

Answers
1. No solution 2. Infinite solution 3. Unique solution
---------------------------------------------------------------------------------------------------------------------------
3.3 Surface orthogonal to a given system of surfaces

Let f ( x, y , z )  c ……(1)
Represent a system of surfaces, where c is parameter. Suppose we wish to obtain a system of surfaces
which cut each of (1) at right angles. Then the direction ratios of the normal at the point ( x, y, z) to
f f f
(1) which passes through that point are , , .
x y z
Let the surface z   ( x, y ) ……(2)
cut each surface of (1) at right angles. Then the normal at ( x, y, z) to (2) has direction ratios
z z
, ,  1 i.e., p, q, 1
x y
f f f
since normals at ( x, y, z) to (1) and (2) are at right angles, we have p q  0
x y z
OR
f f f
p q  …..(3)
x y z
which is of the form Pp  Qq  R conversely, we easily verify that any solution of (3) is orthogonal
surface of (1).
Example : Find the surface which intersects the surfaces of the system z ( x  y )  c(3z  1)

orthogonally and which passes through the circle x 2  y 2  1, z  1

z ( x  y)
Solution : The given system of surfaces is given by f ( x, y , z )  c ……(1)
3z  1
f z f z f 1  (3 z  1)  z  3 x y
  ,  ,  ( x  y) 2

x 3 z  1 y 3 z  1 z (3 z  1) (3z  1)2
f f f
The required orthogonal surface is solution of p q 
x y z
z z x y
or p q
3z  1 3z  1 (3 z  1)2

[Link] [Link]
[Link] [Link]
22

or z (3 z  1) p  z (3z  1)q  x  y …..(2)

dx dy dz
Lagrange’s auxiliary equations for (2) are   …..(3)
z (3 z  1) z (3 z  1) x  y
Taking the first two fractions of (3), we get
dx  dy  0 so that x  y  c1 …..(4)

choosing x, y ,  z (3 z  1) as multipliers each fraction of (3)

xdx  ydy  z (3 z  1)dz

0

 xdx  ydy  3z 2dz  zdz  0

3
1 2 1 2  z  1 2 1
Integrating   x    y  3      z  c2
2 2  3  2 2
 

or x 2  y 2  2 z 3  z 2  c2 ….(5)
Hence any surface which is orthogonal to (1) has equation of the form

x2  y 2  2 z 3  z 2   ( x  y) …..(6)
 being an arbitrary function.

In order to get the desired surface passing through the circle x 2  y 2  1, z  1 , we must choose

 ( x  y )  2 . Thus, the required particular surface is x 2  y 2  2 z 3  z 2  2

Exercise 3.3
1. Find the surface which is orthogonal to the one parameter system z  cxy ( x 2  y 2 ) which passes

through the hyperbola x 2  y 2  a 2 , z  0 .

2. Write down the system of equations for obtaining the general equation of surfaces orthogonal to the

family given by x( x 2  y 2  z 2 )  c1 y 2 .
3. Find the family of surfaces orthogonal to the family of surfaces given by the differential equation
( y  z ) p  ( z  x) q  x  y .

Answers
2
1.  x2  y 2  4 z 2  ( x2  y 2 )2  a4 ( x2  y 2 )

2 2  2x 2  y 2 
2
2. x  y  z  z   
 z2
 
3. xy  yz  zx  c

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 4 Page 23

4.1 Characteristic curve for Quasi linear partial differential equation

Consider a quasi linear PDE of the form P( x, y, z) p  Q ( x, y , z )q  R( x, y, z) .…..(1)

Suppose that a solution z is known and consider the surface graph z  z ( x, y ) in R3 .

A normal vector to this surface is given by ( p, q, 1) .
As equation (1) is equivalent to the geometrical statement that the vector field
 P( x, y, z ), Q( x, y, z ), R ( x, y , z )  is tangent to the surface z  z ( x, y ) at every point, for the dot

product of this vector field with the above normal vector is zero. In other words, the graph of the
solution must be a union of integral curves of this vector field. These integral curves are called the
characteristic curves of original PDE.
The equation of the characteristic curve may be expressed invariantly by Lagrange charpit
equations.
dx dy dz
 
P( x, y, z ) Q( x, y , z ) R( x, y , z )
or, if a particular parametrization ‘t’ of the curves is fixed, then these equations may be written as a
system of ordinary differential equation for x(t ), y (t ), z (t ) ;
dx dy dz
 P( x, y, z ),  Q( x, y, z ),  R ( x, y , z )
dt dt dt
These are characteristic equations for original system.
Example 1 : Find the characteristic curves for the PDE z z x  z y  1 with

s
C : x0  s, y0  s , z0  , 0  s  1
2
Solution : Consider the PDE z z x  z y  1 ……(1)

dx
Then characteristic curve for (1) are z ……(2)
dt
dy
1 ..….(3)
dt
dz
1 ..….(4)
dt
s
with C : x0  s, y0  s, z0 
2

[Link] [Link]
[Link] [Link]
24

dz
Now  1  z  t  c1 ……(5)
dt

dx t2
From (2),  t  c1  x  c1t  c2 ……(6)
dt 2
dy
From (3), 1  y  t  c3 ……(7)
dt
Now at t  0, x  s, y  s, z  s then from (5), (6), (7) we have
s 0
 0  c1, s   c1  0  c2 and s  0  c3
2 2
s
 c1  , c2  s, c3  s .
2

t2 s s
 characteristic curves are x   ts , y ts , z t
2 2 2
Characteristic curve for semi linear : Consider the semi linear PDE is
P( x, y, z) p  Q ( x, y , z )q  R( x, y, z)
dx dy dy Q( x, y )
Then characteristic curve are given by   
P ( x, y ) Q ( x, y ) dx P( x, y )

Example : Find the characteristic curve for semi linear PDE 2 yz x  (2 x  y 2 ) z y  0 passing through

(0, 0).

Solution : Consider the semilinear PDE is 2 yz x  (2 x  y 2 ) z y  0 …..(1)

dy 2 x  y 2 dy
Then characteristic curve is   2y  y2  2x …..(2)
dx 2y dx
dy dt
Put y 2  t  2y 
dx dx
dt
Then (2) becomes  t  2x .
dx
1dx
Then I.F.  e   e x
 solution of (3) is

t e  x   2 xe  x dx  2  ( xe x )   e  x dx   c1  2 xe  x  2e  x  c1
 

 t e x  2e  x ( x  1)  c1  y 2 e  x  2e  x ( x  1)  c1 since it passes through (0, 0)

 0e0  2e 0 (0  1)  c1  0  2  c1  c1  2

 y 2e  x  2e x ( x  1)  2  y 2   2 x  2  2e x  y 2  2(e x  x  1)
Which is the required characteristic curve.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 4 Page 25

Exercise 4.1
1. Find the characteristic curve for the PDE zz x  z y  0 with x0  s, y0  0, z0  s , 0  s  1 .

2. Find the characteristic curve for PDE zz x  z y  0 satisfies z ( x,0)     x .

u u
3. Consider the partial differential equation x y  u , then find the characteristic equation in
y x
( x, y ) plane.

u u   1 1 
4. If u ( x, y ) is a solution of PDE x y  u with u ( x,0)  sin x . Then find u , .
y x 4  2 2

Answers
1. x  s (t  1), y  t , z  s
2. x  (   s )t  s, y  t , z     s

3. x 2  y 2  c12 i.e., a circle centred at origin.


 1 1  1 4
4. u  ,  e
 2 2 2

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment 1 Page 27

----------------- S C Q ----------------   2 z  2   2 z  2 

2
4. z  2    2   1  1
1. Equation p tan y  q tan x  sec 2 z is of order  x   y  
is 6. The partial differential equation by
1. 1 2. 2 eliminating arbitrary constant a and b from
3. 0 4. None of these the equation z  ax  1  a  y  b is
2 z   2 z   z 
2. Equation  2       0 is of 1. p  q 2  1 2. p 2  q  1
dx 2  xy   y 
3. p 2  q 2  1 4. p  q  1
order
7. The partial differential equation by eliminating
1. 1 2. 2
arbitrary function of f and g from the equation
3. 3 4. None of these
3. The equation  2 x  3 y  p  4 xq  x  y is v
 f  r  at   g  r  at 
r
1. linear 2. non-linear
 2v  1    2 v  2 v
3. quasi-linear 4. semi-linear 1.    
r 2  a 2   t 2  r r
z  z
4.  x  y  z      3x  2 y   2 z  x  y  2 v 1   2 v  2 v
 x  y 2.   
r 2 a 2  t 2  r r
is
1. linear 2. quasi-linear  2v 1   2v  2 d 2 v
3.   
r 2  a 2   t 2  r dr 2
3. semi-linear 4. non-linear
5. The partial differential equation by  2v 1   2 v  2 d 2v
4.   
eliminating arbitrary constant’s a and b from r 2 a 2  t 2  r dr 2
2 2
the equation  x  a    y  b   z 2  1 8. The partial differential equation by

is eliminating arbitrary function  from

  2 z   z  2  z  x  y    2  x  y  is
1. z  2      1  1
 x   y   1. p  q  0 2. p  q  0
3. p  q  1 4. p  q  1
 z  2  z 2 
2
2. z       1  1 9. The partial differential equation by eliminate
 x   y  
a and b from az  b  a 2 x  y is
2 2
  2 z    2 z  
3. z  2    2   1  1 1. p 2 q  1 2. pq  1
x   y 
 
3. p 2 q 2  1 4. pq 2  1

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
28
10. The partial differential equation by 15. The partial differential equation of the family
eliminating the arbitrary function of surfaces z   x  y   A  xy  is
  x  y  z, x 2  y 2  z 2   0 is 1. xp  yq  0 2. xp  yq  x  y

1.  y  z p   z  x q  x  y 3. xp  yq  x  y 4. xp  yq  0
(GATE 1998)
2.  y  z p   x  zq  x  y
16. The general integral of the partial differential
3.  y  z p   z  x q  x  y
equation  y  zx  z x   x  yz  z y  x 2  y 2 is
4.  y  z p  x  zq  x  y
1. F  x 2  y 2  z 2 , xy  z   0
11. Let u  x, y  be the solution to the Cauchy
2. F  x 2  y 2  z 2 , xy  z   0
problem xu x  u y  1, u  x,0   2 ln  x  , x  1
3. F  x 2  y 2  z 2 , xy  z   0
then u  e,1 
4. F  x 2  y 2  z 2 , xy  z   0
1. 1 2. 0
3. 1 4. e Where F is an arbitrary function.
12. The solution of xu x  yu y  0 is of the form (GATE 2001)
17. The characteristic curves of the partial
y
1. f   2. f  x  y  differential equation  2 x  u  u x   2 y  u  u y  u ,
x
3. f  x  y  4. f  xy  passing through 1,1 for any arbitrary initial

13. The general integral of PDE is values prescribed on a non characteristic curve

z  z 2  xy   px  qy   x 4 is are given by
1. x  y 2. x 2  y 2  2
1. xy    x  z  2 xyz
4 4 2

3. x  y  2 4. x 2  xy  y 2  1
2.   xy, x  z  2 xyz
4 4 2
0 (GATE 2004)
3.   xy, x 4  z 4  2 xyz 2   0 18. The integral surface of the partial differential
u u
4. xy    x 4  z 4  2 xyz 2  equation x y  0 satisfying the
x y
w
14. Using the transformation u  in the condition u 1, y   y is given by
y
y
partial differential equation xu x  u  yu y the 1. u  x, y  
x
transformed equation has a solution of the 2y
2. u  x, y  
form w  x 1
x y
1. f   2. f  x  y  3. u  x, y  
y 2 x

3. f  x  y  4. f  xy  (GATE 1997) 4. u  x, y   y  x  1 (GATE 2005)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment 1 Page 29

19. If u  x, y  is a solution of the equation 3. No solution

4. Infinitely many solutions (GATE 2008)
u u  
x y  u with u  x,0   sin  x , 23. The characteristic curve of
y x 4 
 1 1  2 yu x   2 x  y 2  u y  0 passing through
then u  ,  equals
 2 2
 0,0  is
 
1 
1. e 4
2. e 2
1. y 2  2  e x  x  1
2 4

1
1
 4 2. y 2  2  e x  x  1
2
3. e 4. e (GATE 2006)
2 4
3. y 2  2  e x  x  1
20. Consider the partial differential equation
4. y 2  2  e x  x  1 (GATE 2008)
u u
u  0 satisfying the initial condition
t x 24. The solution of xu x  yu y  0 is of the form
u  x,0      x . If u  x, t   1 along the
1. f  y / x  2. f  x  y 
characteristic x  t  1, then
3. f  x  y  4. f  xy  (GATE 2008)
1.   1,   1 2.   2,   0
25. The integral surface satisfying the equation
3.   0,   0 4.   0,   1
z z
y  x  x 2  y 2 and passing through the
(GATE 2006) x y
21. Let u  x, y   f  xe y   g  y 2 cos  y   where curve x  1  t , y  1  t , z  1  t 2 is
f and g are infinitely differentiable 1 2 2
1. z  xy 
2
 x  y2 
functions. Then the partial differential
1 2 2
equation of minimum order satisfied by u is 2. z  xy 
4
 x  y2 
1. u xy  xu xx  u x
1 2 2

2. u xy  xu xx  xux
3. z  xy 
8
 x  y2 

3. u xy  xuxx  u x 1 2 2
4. z  xy 
16
 x  y2  (GATE 2009)
4. u xy  xuxx  xu x (GATE 2007)
26. The integral surface for the Cauchy problem
22. The initial value problem z z
  1 which passes through the circle
u x  u y  1, u  s, s   sin s, 0  s  1 has x y

1. Two solutions z  0, x 2  y 2  1 is
2. A unique solution 1. x 2  y 2  2 z 2  2 zx  2 yz  1  0

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
30
2. x 2  y 2  2 z 2  2 zx  2 yz  1  0 u u
1. x y  x2  y2
x y
3. x 2  y 2  2 z 2  2 zx  2 yz  1  0
u u
4. x 2  y 2  2 z 2  2 zx  2 yz  1  0 2. x y 0
x y
(GATE 2011) u u
3. x y  x y
27. The integral surface satisfying the partial x y
z z u u
differential equation  z2  0 and 4. y x  x y (GATE 2017)
x y x y
passing through the straight line 31. The Cauchy problem
x  1, y  z is
u x  x, y   u y  x, y   0 for  x, y    2 
 has
1.  x  1 z  z 2  y 2 u  x, x   0 for all x   

2. x 2  y 2  z 2  1 1. A unique solution
2. A family of straight lines as characteristics
3.  y  z  x  x2  1
3. Solution which vanishes at  2,1
4.  x  1 z 2  z  y (GATE 2012)
4. Infinitely many solutions
28. Let a, b, c, d   such that c 2  d 2  0 . Then,
(CSIR NET SCQ June 2011)
the Cauchy problem
32. The solution of the Cauchy problem for the
aux  bu y  e x y
, x, y  , u  x, y   0 on z z
first order PDE x  y  z , on
cx  dy  0 has a unique solution if x y

1. ac  bd  0 D   x, y , z  | x 2  y 2  0, z  0 with the
2. ad  bc  0
initial condition x 2  y 2  1, z  1 is
3. ac  bd  0
1. z  x 2  y 2
4. ad  bc  0 (GATE 2016)
2
2. z   x 2  y 2 
29. Let u  x, y  be the solution of
1
u u
x y
x y
 4u satisfying the condition 
3. z  2   x 2  y 2   2

1
4. z   x  y 
2 2
u  x, y   1 on the circle x  y  1 . Then 2 2 2

u  2, 2  equals ______. (CSIR NET SCQ June 2013)

1. 25 2. 36 33. Consider the initial value problem

3. 64 4. 81 (GATE 2017) u u
 2  0, u  0, y   4e 2 y . Then the
x y
30. If u  x, y   1  x  y  f  xy  , where
value of u 1,1 is
f :  2   is a differentiable function then
1. 4e 2 2. 4e2
u satisfies
3. 2e 4 4. 4e4

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment 1 Page 31

(CSIR NET SCQ June 2015) 4. The solution u exists for t  2 and breaks
34. Let a, b   such that a 2  b 2  0 . Then the down at t  2

u u (CSIR NET SCQ June 2016)

Cauchy problem a b  1;
x y 37. The solution of the partial differential

x, y  , u  x, y   x on ax  by  1 equation ut  xux  1  u  0, x  , t  0

1. has more than one solution if either a or b subject to u  x,0   g  x  is

is zero.
 
1. u  x, t   1  e  t 1  g  xet 
2. has no solution
3. has a unique solution 2. u  x, t   1  e 1  g  xe  
t t

4. has infinitely many solutions 3. u  x, t   1  e 1  g  xe  

t t

(CSIR NET SCQ June 2015)

35. The solution of the initial value problem 4. u  x, t   e 1  g  xe  
t t

u u (CSIR NET SCQ June 2017)

 x  y   y  x  u   u , u  x,0   1,
x y
satisfies ---------------------- M C Q ---------------------
2
1. u x  y  u   y  x  u  0 1. A general solution of the PDE uu x  yu y  x
2. u 2  x  y  u    y  x  u   0 is of the form

3. u 2  x  y  u    y  x  u   0  y 
1. f  u 2  x 2 ,   0 , where
 xu 
4. u 2  x  y  u    y  x  u   0
f :  2   is C1 and  f   0,0  at
(CSIR NET SCQ Dec 2015)
every point.
36. For the Cauchy problem
 y  2
2. u 2  g    x , g C 
1
ut  uu x  0, x  , t  0, u  x,0   x, x  ,
 x  u 
which of the following statements is true ?
3. f  u 2  x 2   0, f  C1   
1. The solution u exists for all t  0
4. f  x  y   0, f  C1   
1
2. The solution u exists for t  and breaks
2 (CSIR NET MCQ June 2011)
1 u u
down at t  2. The differential equation x y  2u
2 x y
3. The solution u exists for t  1 and breaks satisfying the initial condition
down at t  1

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
32
y  xg  x  , u  f  x  with 5. The initial value problem
u u
1. f  x   2 x, g  x   1 has no solution x  x, 0  x  1, t  0 and
t x
2. f  x   2 x 2 , g  x   1 has infinite number u  x,0   2 x has
of solutions
1. A unique solution u  x, t  which   as
3
3. f  x   x , g  x   x has a unique solution
t
4
4. f  x   x , g  x   x has a unique solution 2. More than one solution
(CSIR NET MCQ Dec 2011) 3. A solution which remains bounded as
3. The Cauchy problem xu x  yu y  0 t
4. No solution
u  x, y   x on x 2  y 2  1 has (CSIR NET MCQ June 2014)
6. Consider the Cauchy problem of finding
1. A solution for all x   , y  
u u
2. An unique solution in u  u  x, t  such that u  0 for
t x
 x, y    :  x, y    0,0 
2
x  , t  0, u  x, 0   u0  x  , x   . Which
3. A bounded solution in
choice(s) of the following functions for u0
 x, y    :  x, y    0,0 
2

yield a C1 solution u  x, t  for all x   and

4. An unique solution is
t 0
 x, y    :  x, y    0,0  by the
2
1
1. u0  x  
solution is unbounded 1  x2
(CSIR NET MCQ June 2012) 2. u0  x   x
4. Let xyu  c1 and x 2  y 2  2u  c2 , where c1 3. u0  x   1  x 2
and c2 are arbitrary constants, be the first 4. u0  x   1  2 x (CSIR NET MCQ Dec 2014)
integrals of the PDE
u u 
u u y x  0
x  u  y 2   y u  x 2    x2  y 2  u . 7. The Cauchy problem x y .
x y u  g on  
Then the solution of the PDE with
Has unique solution is neighbourhood of 
x  y  0, u  1 is given by
for every differential function g :    if
3 3 2 2
1. x  y  2 xyu  2 x u  0
1.    x,0  : x  0
2. x  yx   x  xy  u  0
3 2 2

2.    x, y  : x 2  y 2  1
3. x 2  y 2  2  xy  1 u  2  0
3.    x, y  : x  y  1, x  1
4. x 2  y 2  u  x  y  2   2  0
4.    x, y  : y  x 2 , x  0
(CSIR NET MCQ June 2014) (CSIR NET MCQ Dec 2016)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment 1 Page 33

8. Consider the partial differential equation Answer Key

u u SCQ
x  yu   xy for x  0 subject to
x y
1. 1 2. 2 3. 1
u  5 on xy  1 . Then 4. 2 5. 2 6. 4
1. u  x, y  exists when xy  19 and 7. 1 8. 2 9. 2
10. 3 11. 3 12. 1
u  x, y   u  y, x  for x  0 ; y  0
13. 2 14. 4 15. 2
2. u  x, y  exists when xy  19 and
16. 2 17. 1 18. 1
u  x, y   u  y, x  for x  0 ; y  0 19. 1 20. 4 21. 3

3. u 1,11  3, u 13, 1  7 22. 4 23. 3 24. 1

25. 3 26. 3 27. 4
4. u 1, 1  5, u 11,1  5
28. 1 29. 3 30. 3
(CSIR NET MCQ June 2017)
31. 2 32. 4 33. 2
34. 3 35. 2 36. 3
37. None
MCQ
1. 1,2 2. 1,2,3,4 3. 2,3
4. 3 5. 3 6. 2,4
7. 1,3,4 8. 1,3

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 35

5.1 Non-Linear Partial Differential equations of the first order

Solution of a Partial differential equation : A solution or integral of a partial differential equation is

a relation between the variables, by means of which the partial derivatives obtained there from the
partial differential equation is satisfied.
Now we discuss various classes of integrals or solutions of a partial differential equation of order one.
Def. Complete integral (C.I.) or Complete solution (C.S.) : Let z be a function of two independent
variables x and y defined by
 x , y , z , a ,b  0 ......(1)
where a and b are arbitrary constants
Differentiating (1) partially w.r.t. x and y, we get
 
 p 0 ......(2)
x z
 
and q 0 ......(3)
y z
Since there are two arbitrary a and b connected by the above three equations so eliminating a and b
from these three equations, we get a relation of the form
f  x , y, z , p , q   0 ......(4)
which is a partial differential equation of order one.
Now suppose that the relation (1) has been derived from (4), by using some method, then the integral
(1), which contains as many arbitrary constants as there are independent variables, is called the
complete integral or complete solution of (4).

Def. Particular Integral ( P.I.) or Particular Solution ( P.S.) : A solution obtained by giving some
particular values to the arbitrary constants in the complete solution of a partial differential equation of
first order is called a particular solution of the given equation.
Def. Singular Integral ( S.I.) or Singular Solution ( S.S.) : Let   x, y , z, a, b   0 be the complete
solution of a partial differential equation f  x, y, z , p, q   0 . Then the relation between x , y and z
obtained by eliminating the arbitrary constants a and b between the equation.

[Link] [Link]
[Link] [Link]
36

 
  x, y , z, a, b  0, 0 ,  0 is called the singular solution (or singular integral) of the
a b
equation f  x, y, z , p, q   0 provided it satisfies this equation.
Remarks : (i) The singular solution represents the envelope of the surfaces represented by the
complete solution of the given partial differential equation.
(ii) In general the singular solution is distinct from the complete integral. however, in exceptional
cases it may be contained in the complete integral, that is singular solution may be obtained by giving
particular values to the constants in the complete solution. Since other solutions may appear in the
process of obtaining the singular solution, it is necessary to test whether the singular solution satisfies
the given partial differential equation.
Def. General Integral ( G.I.) or General Solution ( G.S) : Let   x, y , z, a, b   0 be the complete
solution of a partial differential equation f  x, y, z , p, q   0 . Assume that in the complete solution, one
of the constants is a function of the other say b   a  . Then the complete solution becomes.
  x, y , z, a,  a   0 .....(1)
which represents one – parameter family of the surfaces of f  x, y, z , p, q   0 .
The solution between x , y and z obtained by eliminating the arbitrary constant a between the

equations (1) and  0 is called the general solution of the equation f  x, y, z , p, q   0 .
a
Remark : If b   a  , where  is an arbitrary function, then the elimination of a between the

equations   x, y , z, a,  a   0 and  0 is not possible. Thus the general solution of the equation
a

f  x, y, z, p, q   0 is written as the set of equations   x, y , z, a,  a   0 and  0 , where  is any
a
arbitrary function.
Important Note : While solving a non-linear partial differential equation, we must also find the
singular and general solutions along with the complete solution. In the absence of singular and general
solutions, only the complete solution is considered to be incomplete solution of the given partial
differential equation.
However if you are asked to find complete solution of a given equation, then there is no need
to give singular and general solution.
We shall use the following standard notations :
f f f f f
 fx ,  fy,  fz ,  fp ,  fq
x y z p q

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 37

Therefore, Charpit’s auxiliary equations may be written as

dx dy dz dp dq
   
 f p  fq  p f p  q fq fx  p fz f y  q fz

When the given partial differential equation is of some special form, then the Charpit’s equations are
simplified and the required solution is obtained very easily. In this regard we have the following
types.
Type (I) : Equations containing only p and q :
Let the partial differential equation of first order and containing only p and q be
f  p , q  0 ......(1)
Charpit’s auxiliary equations are
dx dy dz dp dq
   
 f p  f q  pf p  qf a fx  p . f z f y  qf z

Since f contains only p and q, we have f x  f y  f z  0 , and so Charpit’s equations takes the form

dx dy dz dp dq
   
 f p  f q  pf p  qf q 0 0

 dp  0 and dq  0

 p=a and q = b , where a and b are constants

Now (1)  f  a, b   0  b   a 

Further, we have dz  p dx  q dy
 z  px  qy  c , where c is an arbitrary constant

 z  ax  by  c

 z  ax    a  y  c …..(2)

where  a,   a    0 and a, c are arbitrary constants

To find the singular solution :

Let F  x, y, z , a, c   z  ax    a  y  c  0 ......(3)

be the above obtained complete integral of (1).

The singular solution of (1) is obtained be eliminating constants a and c from the equation
F F
F  0, 0 and 0
a c

[Link] [Link]
[Link] [Link]
38

i.e., z  ax    a  y  c  0,  x     a  y  0 and  1  0

This is impossible because 1  0 .

Hence there is no singular solution.
To find the general solution : Let c    a  where  is an arbitrary function, so that (3) becomes

F  x, y, z , a   z  ax    a  y   a 

Now, the general solution of (1) is obtained by eliminating the constant ‘a’ from the equations
F
F  0 and 0.
a
i.e., z  ax    a  y   a   0 and  x     a  y    a   0

Working Rule :
(i) Take complete solution as z  ax  by  c where a and c are arbitrary constants.
z z
(ii) Find p   a, q  b
x y
(iii) Substitute the values of p and q in f(p, q) = 0 and find the value of b in terms of a. Put the value
of (a) in the complete solution z  ax    a  y  c .

(iv) For general solution take f  x , y , z , a , c   z  ax   a  y  c and c = (a). Differentiate F

f
partially w.r.t. a and write the general solution as f  x, y , z , a,  a   0,  0, i.e.,
a
z  ax    a  y   a   0,  x    a  y   a   0 , where  is any arbitrary function.
(v) Equation of the form f  p, q   0 has no singular solution.

Example : Solve pq = k, where k is a constant.

Solution : The given differential equation is pq = k ......(1)
which is of the form f  p, q   0 , its solution is given by
z  ax  by  c ......(2)
k
where ab = k or b = , obtained by putting a for p and b for q in (1)
a
 From (2), the complete integral is
k
z  ax    y  c ......(3)
a
where a and c are arbitrary constants.
For singular solution, differentiating (3) partially with respect to a and c, we get

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 39

 k 
0  x   2  y and 0  1
a 
But 0 = 1 is absurd. Hence singular solution of (1) does not exist.
For general solution, putting c =  (a) in (3), we get
k
z  ax    y    a  ......(4)
a
Differentiating (4) partially with respect to ‘a’, we get
 k 
0  x   2  y  a ......(5)
a 
Eliminating a from (4) and (5), we get the required general solution.

Exercise 5.1
Obtain the complete integral of the following equations :
1. q  4 p3 2. p 2  q2  4
Solve the following partial differential equations
3. p  q2 4. p 2  q2  1 5. p  eq

6. p  q  pq 7. p 2  p  q2 8. p2 q3  1

9. p 2  q 2  npq ; n  2 10. p 2  6 p  2q  4  0

Answers

1. z  ax  4a3 y  c 2. z  ax  4  a 2 y  c

3. C.S. z  ax  a y  c , where a and c are arbitrary constants and a  0

S.S. No singular solution.
1
G.S. z  ax  a y   a   0,  x  y  '  a  0 where  is any arbitrary function.
2 a

4. C.S. z  ax  a 2  1 y  c , where a and c are arbitrary constants and |a|  1.

S.S. No singular solution.
a
G.S. z  ax  a 2  1 y   a   0,  x  y  '  a  0 where  is any arbitrary function.
a2 1

[Link] [Link]
[Link] [Link]
40

5. C.S. z  ax  y log a  c , where a and c are arbitrary constants are a > 0

S.S. No singular solution.
y
G.S. z  ax  y log a   a   0 ,  x    a   0 , where  is any arbitrary function.
a
a
6. C.S. z  ax  y  c, where a and c are arbitrary constants and a  1
a 1
S.S. No singular solution.
a 1
G.S. z  ax  y   a   0,  x  y   a   0 where  is any arbitrary function
a 1  a  12
.

7. C.S. z  ax  a 2  a y  c , where a and c are arbitrary constants and a  R  (1, 0).

S.S. No singular solution.
2a  1
G.S. z  ax  a 2  a y   a   0,  x  y   a   0 where a and c are arbitrary
2 a2  a
function
2
 y
3
8. C.S. z  ax  a  c , where a and c are arbitrary constants and a  0
S.S. No singular solution.
2
 2  53
G.S. z  ax  a 3
y   a   0,  x  a y   a   0 , where  is any arbitrary function.
3
a
9. C.S. z  ax 
2
 
n  n 2  4 y  c , where a and c are arbitrary constants.

S.S. No singular solution.

a 1
G.S. z  ax 
2
   
n  n 2  4 y   a   0,  x  n  n 2  4 y    a   0 where  is any
2
arbitrary function.
 a2 
10. C.S. z  ax    3a  2  y  c, where a and c are arbitrary constants.
 2 
S.S. No singular solution
 a2 
G.S. z  ax    3a  2  y   a   0,  x   a  3 y    a   0 , where  is any arbitrary
 2 
function.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 41

5.2 Equations reducible to type (I)

Here we discuss a special method to solve the non linear partial differential equations containing
several variables. By using some transformations these equations can be reduced to standard type-(I)
and after that these equations are easy to solve.
Example : Find complete integral of z 2 p 2 y  6 zpxy  2 z qx 2  4 x 2 y  0 .
Solution : Rewrite the given differential equation as
2
 z   z   z 
z 2 y    6 zxy    2 zx 2    4 x 2 y  0
 x   x   y 
2
2  z z   z z   z z 
Dividing throughout by x y ,    6   2   4 0 ..…(1)
 x x   x x   y y 
Put x dx  dX , y dy  dY and z dz  dZ ......(2)

x2 y2 z2
so that  X, Y and Z ......(3)
2 2 2
2
 Z   Z   Z 
Using (2) in (1), we get    6  2 40
 X   X   Y 
Z Z
or P 2  6 P  2Q  4  0, where P , Q ......(4)
X Y

Equation (4) is of the form f  P, Q   0 Note that now we have P , Q, X ,Y , Z in place of p,q, x, y, z
in usual equations. Accordingly, solution of (4) is
Z  aX  bY  c ......(5)

where a 2  6 a  2b  4  0 or b    a 2  6a  4  2 ,

obtained by putting a for P and b for Q in (4).

So from (5), the required complete integral is

  a 2  6a  4 
Z  aX    Y  c , where a and c arbitrary constants.
 2 

z2  x2   y2 
or  a     a 2  6a  4      c [Using (3)]
2  2   4 

[Link] [Link]
[Link] [Link]
42

 a2 
or z 2  ax 2   2  3a   y 2  c , where c = 2c
 2 

which is required complete integral.

Exercise 5.2
Find the complete integral of the following equation :
1. p2x  q2 y  z 2. p 2 x 2  q 2 y 2  z 2

3. p2  q2  z 4. pq  x m y n z l

 p2 q2 
5. zy 2 p  xy 2  xz 2 q 2 6. z 2  2  2   1
x y 

Answers

1. 2 z  2a x  2 y 1  a 2  c 2. log z  a log x  1  a 2 log y  c

2 2  2l  1 x m 1 y n 1
3. 2 z  ax   a  1  y  c 4. z  a c
2l m 1  n  1a

5. z 2  ax 2  a  1 y 2  c 6. z 2  ax 2  1  a 2 y 2  c ,  1 a  1
---------------------------------------------------------------------------------------------------------------------------
5.3 Type (II) : Clairaut equation i.e., equations of the form z = px + qy + f(p, q)

Consider the Clairaut equation

z = px + qy + f(p, q) ......(1)
Let F  x, y, z , p, q   z  px  qy  f  p, q  ......(2)

Charpit’s auxiliary equations are

dx dy dz dp dq
   
 Fp  Fq  pFp  qFa Fx  p . Fz Fy  qFz

dx dy dz dp dq
or    
 x  f p  y  f q  px  qy  pf p  qf q  p  p  q  q

The last two fractions gives

dp  0 and dq  0
 p  a and q  b where a, b are arbitrary constants
Substituting these values in (1), the complete integral is given by
z  ax  by  f  a, b 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 43

To find the singular solution :

Let F  x, y, z , a, b   z  ax  by  f  a, b  ......(3)

The singular solution of (1) is obtained by eliminating constant a and b from the equations
F F
F  x , y , z , a , b  0 , 0 and  0,
a b
i.e.,
f f
z  ax  by  f  a , b   0 ,  x  0 and  y 0
a b
provided it satisfies the given equation
To find the general solution : Let b = (a) , where  is any arbitrary function, so that (3) becomes
F  x, y, z , a,   a    z  ax   a  y  f  a,   a  

Now the general solution of (1) is obtained by eliminating the constant ‘a’ from the equations
F
F  0 and 0
a
i.e., z  ax   a  y  g  a,   a   0 and  x   a  y  f  a,   a   0
Working Rules for solving z = px + qy + g(p, q) :
(i) Take complete solution as z  ax  by  g  a , b  where a and b are arbitrary constants.
f f
(ii) For singular solution, take f  x , y , z , a , b   z  ax  by  g  a , b . Find and . Eliminate a
a b
f f
and b from the equations f  0,  0,  0 . This gives the singular solution.
a b
(iii) For general solution, take b = (a) , where  is any arbitrary function. The equations
f
f  0,  0 constitute the general solution.
a
Example : Solve z  px  qy  pq .
Solution : The complete integral of the given equation is z  ax  by  ab ......(1)
where a, b being arbitrary constants.
Singular integral : Differentiating (1) partially w.r.t. a and b, we have
0x b and 0 ya ......(2)
Eliminating a and b between (1) and (2), we get
z   xy  xy  xy i.e., z   xy

[Link] [Link]
[Link] [Link]
44

which is the required singular solution, for it satisfies the given equation.
General Integral : Take b    a  , here  denotes an arbitrary function.
Then (1) becomes z  ax    a  y  a  a  ......(3)
Differentiating (3) partially w.r.t. a 0  x    a  y    a   a   a  ......(4)
The general integral is obtained by eliminating a between (3) and (4).

Exercise 5.3
Find the complete integral of the following equations :
1.  p  q  z  px  qy   1 2. pqz  p 2  xq  p 2   q 2  yp  q 2 

3. 2q z  px  qy   1  q 2
Solve the following partial differential equations :
p
4. z  px  qy  5 pq 5. z  px  qy 
q

6. z  px  qy  log  pq  7. z  px  qy  p 2  q 2
1
2 2
8. z  px  qy  p q 9. z  px  qy  3 pq  3

Answers
1  a 4  b4  1  b2
1. z  ax  by  2. z  ax  by  3. z  ax  by 
a b ab 2b
4. C.S. z  ax  by  5ab , S.S. 5 z  xy  0
G.S. z  ax   a  y  5a  a   0, x  5  a    y  5a   a   0
a
5. C.S. z  ax  by  , S.S. xz  y  0 .
b
a 1 a  a 
G.S. z  ax   a  y   0, x    a  y    0.
 a   a    a 2

6. C.S. z  ax  by  log  ab  , S.S. z  2  log xy  0

1   a 
G.S. z  ax   a  y  log a  log  a   0,  x    a  y    0.
a  a

7. C.S. z  ax  by  a 2  b 2 , S.S. x2  y 2  4 z  0
2
G.S. z  ax   a  y  a 2    a   0, x  2a   y  2  a   a   0

3 23 23
8. C.S. z  ax  by  a 2b 2 , S.S. z x y
24 3

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 45

2 2
G.S. z  ax   a  y  a 2   a    0 ;  x    a  y  2a   a    2a 2 (a ) (a)  0
1
9. C.S. z  ax  by  3 ab  3 , S.S. xyz  1  0
1
  a   a  a 
G.S. z  ax   a  y  3  a  a   3  0 ; x    a  y  2
0
 a  a   3
---------------------------------------------------------------------------------------------------------------------
5.4 Type (III) : Equations containing only z, p and q

We consider the differential equation of the form

f  p, q , z   0 ......(1)

Charpit’s auniliary equations are

dx dy dz dp dq
   
 f p  f q  pf p  qf q fx  p. fz fy  q fz

As (1) is free from x and y so f x  f y  0 and therefore, we get

dx dy dz dp dq
   
 f p  f q  pf p  qf q pf z qf z

1 1
Taking the last two fractions, dp  dq
p q
Integrating , q  ap , where a is an arbitrary constant ......(2)
Now, dz  p dx  q dy

 p dx  ap dy  q  ap 
 p d  x  ay 

 p du , where u  x  ay
dz dz
 p and so by (2) , q  a
du du
Substituting these values of p and q in (1), we get
 dz dz 
f , a , z  0 ......(3)
 du du 

[Link] [Link]
[Link] [Link]
46

which is an ordinary differential equation of first order. Solving (3), we get z as a function of u. The
complete integral in then obtained by replacing u by x  ay .
Working rules for solving f(z, p, q) = 0
Step (i) : Take z = G(u), where u  x  ay
dz dz
(ii) By putting p  and q  a , the given equation reduces to an ordinary differential equation
du du
of first order. Let its solution be f  x , y , z , a , b   0 . This gives the complete solution of the
given equation.
f f
(iii) For singular solution, eliminate a and b from the equations : f  0,  0,  0.
a b
(iv) For general solution, take b    a  where  is any arbitrary function. The equations :
f
f  0,  0 constitute the general solution .
a

Example : Find complete integral of 9 p 2 z  q 2   4 .

Solution : The given differential equation is 9 p 2 z  q 2   4 ......(1)

which is of the form f  p, q, z   0
Let u = x + ay, where a is an arbitrary constant and z  G (u ) be solution of (1).

dz  dz 
Putting p = and q = a   in (1), we get
du  du 
  dz  2 2  dz 
2
  dz 
2
4
9z    a     4 or   
  du   du    du  9 z  a 2 
1
3
or du       z  a 2  2 dz , separating variables u and z
2
 3 
2 2 3
3
    z  a  
Integrating, u  b        or u  b    z  a 2  2
2  3

 2 
or u  b 2   z  a 2 3 or  x  ay  b 2  z  a 2 3 , as u  x  ay
which is a complete integral containing two arbitrary constants a and b.

Exercise 5.4
Find the complete integral of the following equation :
1. z  pq 2. z  p 2  q 2 3. p1  q 2   q1  z 

4. z 2  1  p 2  q 2 5. z 2  p 2 z 2  q 2   1

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 47

Solve the following partial differential equation :

6. p 2  pq  4 z 7. p 2  q 2  4 z 8. z  pq

9. 41  z 3   9 z 4 pq 10. p 3  q 3  3 pqz

Answers
1. 4az   x  ay  b 2 2. 4 z 1  a 2    x  ay  c 2

 x  ay  c 
3. 41  a  az    x  ay  c 2 4. z  cosh  
2
 1 a 
5.  z 2  a 2 3  9 x  ay  c 2

6. C.S. 1  a  z   x  ay  c 2 , S.S. z=0

G.S. 1  a  z   x  ay    a 2  0, z  2 x  ay    a  y    a   0

7. C.S. 1  a 2  z   x  ay  c 2 , S.S. z0

G.S. 1  a 2  z   x  ay    a 2  0, 2az  2 x  ay    a  y    a   0

8. C.S. 4az   x  ay  c 2 , S.S. z0

2
G.S. 4az   x  ay   a    0 , 2 z   x  ay   a   y   a    0

9. C.S. a1  z 3   x  ay  c 2 , S.S. z3  1  0

2
G.S. a1  z 3    x  ay   a    0 , 1  z 3   2  x  ay    a   y   a  

10. C.S. 1  a3  log z  3a x  ay   b , S.S. Does not exists

G.S. 1  a 3  log z  3a  x  ay    a  0 , 3a 2 log z  3x  6ay    a   0

---------------------------------------------------------------------------------------------------------------------------
5.5 Type (IV) Equations of the form f1 x, p = f2 y , q

Type IV : Equations of the form f1  x, p   f 2  y , q  i.e., a form in which z is not involved and the

terms containing x and p are on one side and those containing y and q are on the other side.
Let F  x, y, z , p, q   f1  x, p   f 2  y, q   0 ......(1)

Charpit’s auxiliary equation are

[Link] [Link]
[Link] [Link]
48

dx dy dz dp dq
   
 Fp  Fq  pFp  qFq Fx  pFz Fy  qFz

dx dy dz dp dq
or     [Using (1)]
f f 2 f f f1 f
 1  p 1 q 2  2
p q p q x y
Taking the first and fourth fractions, we have
f1 f
dx  1 dp  0
x p
 df1  0  f1  a where ‘a’ is an arbitrary constant

So, by (1), we get f1  x, p   a and f 2  y, q   a

Solving these equations for p and q, we get

p  F1  x, a  and q  F2  y , a 

Substituting these values of p and q in dz  p dx  q dy , we get

dz  F1  x, a  dx  F2  y, a  dy

Integrating both sides, we get

z   F1  x, a  dx   F2  y, a  dy  b …….(2)

which is a complete integral of (1).

To find the singular solution : Let f  x , y , z , a , b   z   F1  x , a  dx   F2  y , a  dy  b

f f
 Using f  x , y , z , a, b   0, 0,  0 , the singular solution is given by elimination a and b
a b
from the equations :
z   F1  x , a  dx   F2  y , a  dy  b  0


a
  F  x, a  dx   F  y , a  dy   0
1 2 and 1  0

This is impossible , because  1 0

 There is no singular solution
To find the general solution : Let b    a  , where  is an arbitrary function. Using
f
f  x , y , z , a ,   a   0,  0 , the general solution is given by the equations :
a

z   F1  x , a  dx   F  y , a  dy    a   0,
2
a

  F1 x , a  dx   F  y , a  dy      a   0
2 …(3)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 49

Working Rule f1(x , p) = f2(y , q) :

Steps :
(i) Take each side of f1  x , p   f 2  y , q  equal to a.

(ii) Solve equations for p and q. Let p  F1  x , a , q  F2  y , a 

(iii) Equation of the form f1  x, p   f 2  y , q  has no singular solution

(iv) Take the complete solution as f  x , y , z , a , b   0 . Put b = (a). The general solution is given by

f
the equations : f  x , y , z , a ,   a   0, 0 .
a
Example : Find complete integral of x1  y  p  y 1  x  q .
Solution : Separating p and x from q and y, the given equation reduces to
xp yq

1 x 1 y
Equating each side to an arbitrary constant a, we have
xp yq 1 x  1 y 
 a and a so that p  a   and q  a  
1 x 1 y  x   y 
Putting these values of p and q in dz  p dx  q dy , we get

a1  x  a1  y  1  1 
dz  dx  dy or dz  a   1 dx  a   1 dy ,
x y x  y 
Integrating , z  alog x  x  alog y  y   b  a log xy  x  y   b ,
which is a complete integral containing two arbitrary constants a and b.

Exercise 5.5
Find the complete integral of the following equations :
1. p  q  x y 2. p  q  2x 3. yp  2 yx  log q

4. p  q  x 2  y 2 5. x 2 p 2  q 2 y 6. q  xy p 2

7. q p  cos x   cos y 8. p  q  3x  0 9. x1  y  p  y 1  x  q

Answers
1. 3z  x  a 3  y  a 3  b 2. 6 z   2 x  a 3  6a 2 y  b

[Link] [Link]
[Link] [Link]
50

1
3. az  a 2 x  ax 2  eay  b 4. z   x 3  y 3   a x  y   c
3
ay 2
5. z  a log x  2 ay  c 6. z  2 ax  c
2
1 1
7. z  ax  sin x  sin y  c 8. z    a  3 x 3  a 2 y  c
a 9
9. z  a log xy  a x  y   b
---------------------------------------------------------------------------------------------------------------------------
5.6 General Charpit’s Method

General Charpit’s Method : Now, we shall take up the general partial differential equations. Some
of these problems may fall in the four special types and other may not be of any special type.
Working Rule for using Charpit’s method :
(i) Shift all terms of the given equation to the left side and denote the left side by f  x , y , z , p , q  .

(ii) Find f x , f y , f z , f p and f q

dx dy dz dp dq
(iii) Write the Charpit’s auxiliary equations as    
 f p  f q  p f p  q fq fx  p fz f y  q fz

and substitute the values of partial derivatives of f and simplify.

(iv) Select any two fractions so that the resulting integral is the simplest relation involving at least
one of p and q. This relation and the given equation are solved to find the values of p and q.
(v) Put the values of p and q in the equation dz  p dx  q dy and integrate. This gives the complete
solution of the given equation.
Remark : The solution by Charpit’s method is not unique. It depends upon the fractions used from
Charpit’s auxiliary equations.
Example : Find complete integral of q = 3p2.
Solution : Here given equation is f  x , y , z , p, q   3 p 2  q  0 ......(1)
 Charpit’s auxiliary equations are
dx dy dz dp dq
   
 fp  fq  p f p  q f q f x  p fz f y  q fz

dx dy dz dp dq
or   2
  [using (1)] ........(2)
6p 1  6 p  q 0  p .0 0  q .0
Taking the first fraction of (1) dp  0 so that p  a ……(3)

Substituting this value of p in (1), we get q  3a 2 ……(4)

Putting these values of p and q in dz  p dx  q dy , we get

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 5 Page 51

dz  a dx  3a 2 dy

Integrating both sides, we get z  ax  3 a 2 y  b

which is a complete integral, a and b being arbitrary constants.

Exercise 5.6
Find the complete integral of the following equation using Charpit’s method :
1. z  px  qy  p 2  q 2 2. p 2  y 2 q  y 2  x 2

3. z 2  p2 z 2  q 2   1 4. p  z  qy 2

5. 2 z  xp  yq   yp 2 6. 2 z  p 2  qy  2 y 2  0

7.  p 2  q 2  y  qz 8. z  px  qy  2 p  3q

9. yzp 2  q  0 10.  p 2  q 2  x  pz

11. z 2 1  p 2  q 2

Answers
The answer of these problems is not unique. However one answer is given.

x a 2  x 2 a 2 1  x  a 2
1. z  ax  by  a 2  b 2 2. z   sin     y  b
2 2 a y

3.  a 2 z 2  13  9a 4  ax  y  b 2 4. yz  ax  2 ay  b

ax a 2 b
5. z  2
 3  6. 2 y 2 z  y 2  a  x 2  y 4  b
y 4y y

7. z 2  a 2 y 2   ax  b 2 8. z  ax  by  2a  3b

9. z 2  a  y 2    x  b 2 10. z 2  a 2 x 2   ay  b 2
ax  y
11. log  z  z 2  1   c
  a2 1

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 6 Page 53

6.1 Compatible system of first order equations

Consider first order partial differential equations

f ( x, y , z, p, q )  0 ……(1)
and g ( x, y, z , p , q )  0 ……(2)
Equations (1) and (2) are known as compatible if they have atleast one common solution.
To find condition for (1) and (2) to be compatible :
( f , g )
Let J = Jacobian of f and g  0 ……(3)
 ( p, q)
Then (1) and (2) can be solved to obtain the explicit expressions for p and q given by
p   ( x, y, z ) and q   ( x, y, z ) ……(4)
The condition that the pair of equations (1) and (2) should be compatible reduces then to the condition
that the system of equations (4) should be compatibly integrable i.e., the equation
dz  pdx  qdy or  dx  dy  dz  0 ……(5) [using (4)]

         
should be integrable, (5) is integrable if    0    0    (1)   0
 z   z   y x 
   
which is equivalent to    ……(6)
x z y z
Substituting from equations (4) in (1) and differentiating w.r.t. ‘x’ and ‘z’ respectively, we get
f f  f 
  0 ……(7)
x p x q x
f f  f 
and   0 ……(8)
z p z q z
f f f     f    
From (7) and (8), we get        0 ……(9)
x z p  x z  q  x z 
g g g     g    
Similarly (2) yields        0 .….(10)
x z p  x z  q  x z 
  1   ( f , g ) ( f , g ) 
Solving (9) and (10), we get      …..(11)
x z J  ( x, p) ( z , p) 

[Link] [Link]
[Link] [Link]
54

Again, substituting from equations (4) in (1) and differentiating w.r.t. ‘y’ and ‘z’ and proceeding as
  I  ( f , g) ( f , g ) 
before, we obtain      ……(12)
y z J   ( y, q )  ( z, q) 
substituting from equations (11) and (12) in (1) and replacing  ,  by p, q respectively, we obtain

I  ( f , g ) ( f , g )  I  ( f , g ) ( f , g ) 
 p   q  or
J   ( x, p )  ( z , p)  J   ( y, q )  ( z, q) 

 f , g  0 ……(13)

( f , g ) ( f , g ) ( f , g ) ( f , g )
where  f , g   p  q
 ( x, p)  ( z , p )  ( y, q )  ( z, q)
Results :
1. The first order partial differential equations p  P( x, y ) and q  Q ( x, y ) are compatible iff
P Q

y x
2. The equation z  px  qy is compatible with any equation f ( x, y , z, p, q )  0 which is
homogeneous in x, y , z .
( f , g ) ( f , g )
3. The equations f ( x, y , p, q)  0 , g ( x, y , p, q )  0 are compatible if  0
( x, p )  ( y, q )
z z
Example 1 : Show that the differential equations  5 x  7 y and  6 x  8 y are not compatible.
x y
Solution : Given
z 
 p  5x  7 y 
x 
and  ……(1)
z
 q  6x  8 y 
y 

Comparing (1) with p  P( x, y ) and q  Q ( x, y ) , we get

P  5 x  7 y and Q  6 x  8 y ……(2)
P Q
We know that p  P( x, y ) and q  Q ( x, y ) are compatible if  .
y x
P Q P Q
From (2),  7 and  6 and so 
y x y x
 System (1) is not compatible.
Example 2 : Show that the equations xp  yq and z ( xp  yq)  2 xy are compatible and solve them.
Solution : Let f ( x, y , z, p, q )  xp  yq  0 ……(1)
and g ( x, y, z, p, q )  z ( xp  yq )  2 xy  0 ……(2)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 6 Page 55

f f
 ( f , g ) x p p x ( f , g ) 0 x
    2 xy,    x 2 p  xyq,
 ( x, p ) g g zp  2 y xz ( z , p) xp  yq xz
x p

( f , g ) q y ( f , g ) 0 y
  2 xy,   xyp  y 2q
 ( y , q) zq  2 x zy  ( z , q ) xp  yq zy
( f , g ) ( f , g ) ( f , g ) ( f , g )
  f , g  p  q
 ( x, p )  ( z , p )  ( y, q )  ( z , q)

 2 xy  x 2 p 2  xypq  2 xy  xypq  y 2q 2
  xp( xp  yq )  yq ( xp  yq )
 ( xp  yq)( xp  yq)  0 [Using (1)]
Hence (1) and (2) are compatible.
y x
Solving (1) and (2) for p and q, we get p  and q  ……(3)
z z
Using (3) in dz  pdx  qdy , we get
y x
dz  dx  dy  zdz  ydx  xdy
z z
 zdz  d ( xy )
Integrating both sides, we get

z2
  xy  c
2

 z 2  2 xy  c , where c is an arbitrary constant.

Exercise 6.1
1. Show that the differential equations p  x 2  ay, q  y 2  ax are compatible and find their
common solution.
z z
2. Show that the differential equations  ( x  y)2 ,  x 2  2 xy  y 2 are compatible and solve
x y
them.

3. Show that the equations xp  yq  x and x 2 p  q  xz are compatible and find their solution.

[Link] [Link]
[Link] [Link]
56

Answers
x3  y 3 x3 y3
1. z   axy  c 2. z   x2 y  y2x   c 3. z  x  c(1  xy )
3 3 3

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 2 Page 57

----------------- S C Q ----------------  u   u 
     u  0 passing through a given
1. The complete integral of the partial  x   y 

differential equation curve x  0, y   , u   2 , t   . Then the

xp 3q 2  yp 2q 3   p3  q 3   Zp 2q 2  0 is characteristic are given by
 s
Z 1. x  3  e s  1 , y   e  1 , u   2e 2 s
2
1. ax  by   ab 2  ba 2 
2. x  2  e  s  1 , y    2e2 s  1 ,
2. ax  by   ab 2  ba 2 
2
u  1  e 2 s 
3. ax  by   ba 2  ab 2  2
 s
4. ax  by   ab 2  ba 2  (GATE 1997) 3. x  2  e s  1 , y   e  1 , u   2 e2 s
2
2. Complete integral for the partial differential  3
4. x    e  s  1 , y  2  e  s   ,
equation z  px  qy  sin  pq  is  2
u   2  2e 2 s  1
1. z  ax  by  sin  ab 
(CSIR NET SCQ June 2014)
2. z  ax  by  sin  ab  5. The Charpit’s equations for the PDE
u u
3. z  ax  y  sin  b  up 2  q 2  x  y  0, p  ,q are
x y
4. z  x  by  sin  a  (GATE 2003) given by

3. Let u  u  x, y  be the complete integral of dx dy du dp dq

1. 3
 2
 2 2
 
1  p 1  qp 2 p u  2q 2 pu 2q
u u
the PDE  xy passing through the dx dy du dp dq
x y 2.   2 2
 3

2 pu 2q 2 p u  2q 1  p 1  qp 2
 1
points  0,0,1 and  0,1,  in the x  y  u dx dy du dp dq
 2 3.    
up 2 q 2 0 x y
space. Then the value of u  x, y  evaluated
dx dy du dp dq
4.    2 2
at  1,1 is 2q 2 pu x  y p qp
(CSIR NET SCQ Dec 2014)
1. 0 2. 1
6. Suppose u  C 2  B  . B is the unit ball in  2 ,
3. 2 4. 3
u
(CSIR NET SCQ Dec 2011) satisfies u  f in B,  u   g on
n
4. Let x  x  s  , y  y  s  , u  u  s  , s  , be B,   0 , where a is the unit outward
the characteristic curve of the PDE normal ot B. If a solution exists then

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
58
1. It is unique zz
3. Let z  z  x, y  be a solution of 1
2. There are exactly two solutions dxy
3. There are exactly three solutions passing through (0, 0, 0). Then z  0,1 is
4. There are infinitely many solutions 1. 0 2. 1
(CSIR NET SCQ June 2017) 3. 2 4. 4
---------------------- M C Q --------------------- (CSIR NET MCQ Dec 2013)
1. Given 4. Let u  u  x, t  be the solution of the Cauchy
 z   z   z   z 
2 xz    x 2  2   xy       0 u  u 
2

 x   y   x   y  problem     1, x  , t  0
t  x 
1. Using Charpit’s method, we have
u  x,0    x 2 x   . Then
dx dy
2

x  q 2 xy  p 1. u  x, t  exists for all x   and t  0
2. Using Charpit’s method, we have
2. u  x, t    as t  t * for some t*  0
dz dp
2
 and x  0
px  2 xyq  2 pq 2 z  2qy
1
3. Complete integral is z  ay  b  x 2  a  3. u  x, t   0 for all x   and for all t 
4
4. No solution exist 1
4. u  x, t   0 for some x   and 0  t 
2. Consider the first order PDE p  q  pq 4
(CSIR NET MCQ Dec 2014)
z z 5. Which of the following are complete
where p  ,q . Then which of the
x y integrals of the partial differential equation
following are correct ?
pqx  yq 2  1 ?
1. The Charpit’s equations for the above
x ay
PDE reduce to 1. z   b
a x
dx dy dz dp dq x ay
    2. z   b
1  q 1  p  pq p  q 0 b x
2. A solution of the Charpit’s equation is 3. z 2  4  ax  y   b
q  b, where b is a constant. 2
4.  z  b
 4  ax  y 
b (CSIR NET MCQ June 2015)
3. The corresponding value of p is p 
b 1 6. Consider the Cauchy problem for the
4. A solution of the equation is Eikonal equation
b u u
z x  by  a , where a and b are p 2  q 2  1; p  , q  u  x, y   0 on
b 1 x y
constants. (CSIR NET MCQ June 2013) x  y  1,  x, y    2 . Then

1. The Charpit’s equations for the

differential equation are

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 2 Page 59

dx dy du Answer Key
 2 p;  2q;  2;
dt dt dt
SCQ
2. The Charpit’s equations for the
1. 1 2. 2 3. 1
differential equation are
4. 3 5. 2 6. 1
dx dy du dp dq
 2 p;  2q;  2;  0; 0
dt dt dt dt dt
MCQ
 
3. u 1, 2  2
1. 1,2,3 2. 2,3,4 3. 2,3,4
4. u 1, 2   1 4. 2,4 5. 1,4 6. 2,4
(CSIR NET MCQ June 2016)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 61

7.1 Linear Partial Differential Equation of Second And Higher Order

Introduction : A partial differential equation of the first order involves only the first order partial
derivatives (p and q) of the dependent variable z. Now we shall proceed the discussion of equation of
order higher than one.
In this, we shall use the symbols
z z 2 z 2 z 2z
p , q , r 2, s , t 2
x y x x y y

 
and operator D for and D ' for .
x y
Linear Partial Differential Equation :
A partial differential equation in which the dependent variable (i.e., z) and its partial derivative occur
only in the first degree and are not multiplied together, is called a Linear Partial Differential Equation ;
otherwise it is called a Non linear Partial differential equation.
 2 z 3 2 z 2
2  z z
For example, x 2 2
  y 2
 y  0 is a linear partial differential equation.
x x y y y

z z
whereas xz  yz  xy is a non linear partial differential equation.
x y
Order of a Partial Differential Equation :
By order of a partial differential equation, we mean the order of the highest partial derivative
occurring in the given partial differential equation
3z 2z  2 z z
For example , 3
 2  2
  x 2  y is a partial differential equation of order 3.
x x y y y
General Linear Partial Differential Equation of order n : General linear partial differential
equation of order n is
 n z n z n z  n z    n1z  n1 z  n 1 z 
 A0 n  A1 n 1  A2 n 2 2  ........  An n    B0 n 1  B1 n2  ........  Bn 1 n1 
 x x y x y y   x x y y 

 z z 
......   M 0  M 1   N 0 z  f ( x, y ) ......(1)
 x y 

[Link] [Link]
[Link] [Link]
62

where the coefficients A0 , A1 ,.........., An , B0 , B1 ,........Bn 1 ,........., M 0 , M1 and N 0 are constants or function
of x and y . If these coefficients are all constants then such a differential equation is called a Linear
Partial Differential Equation with Constant Coefficients.
Equation (1) can be written in symbolic form as
n n1
 ( A0 D n  A1D n 1D  A2 D n 2 D2  ........  An D )  ( B0 D n1  B1D n2 D  ......  Bn1D )  ......

 
.......+ ( M 0 D  M1 D)  N 0 z  f ( x, y ) where D  and D 
x y 
Linear Homogeneous Partial Differential of order n : A linear partial differential equation in which
the order of all partial derivatives is same is called the homogeneous linear partial differential
equation. Therefore , a homogeneous linear partial differential equation of order n will be of the form
n z n z n z n z
A0  A1  A2  .......  An  f ( x, y )
x n x n1y x n 2y 2 y n
If all the partial derivatives are not of same order, then the equation is called a non homogeneous
partial differential equation.
Solution of Homogeneous Partial Differential Equation with constant coefficients : Solution of
partial differential equation consists two parts complementary function (C.F.) and particular integral
(P.I.).
If we have partial differential equation
F ( D, D) z  f ( x, y ) ......(1)
Then complementary function is the solution of F ( D , D) z  0 and it contains as many arbitrary
constants as is the order of partial differential equation and any particular solution of (1) which contain
no arbitrary constant is called a Particular Integral of (1).
The general solution of (1) is given by
z = C.F. + P.I.
Theorem 1 : Let F ( D , D) z  f ( x, y ) be a linear partial differential equation with constant
coefficients. If u is solution of F ( D, D) z  0 i.e., u is complementary function, and v is a solution of
F ( D, D)  f ( x, y ) (i.e., v is P.I.) , then u + v is a solution of F ( D , D) z  f ( x, y ) .
Theorem 2 : If u1 , u2 ,........un are solutions of the homogeneous linear partial differential equation

n
F ( D , D) z  0 , then their linear combination  m u is also a solution of F ( D, D) z  0 , where
r r
r 1
m1, m2,.......... mn are arbitrary constants.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 63

Working Rule :
Step 1 : To find the general solution of the equation F ( D , D) z  0 or to find the C.F. of
F ( D , D) z  f ( x , y ) , put D = m and D = 1 to get Auxiliary equation in variable m .
We solve the equation for m. Two cases will arise.
Case 1 : If m  m1 , m2 ..........mn then

C.F. = 1 ( y  m1 x)  2 ( y  m2 x )  .....n ( y  mn x )

where 1 ,2 ............n are arbitrary functions

a1 a2 a
and if m , ,....... n
b1 b2 bn

then C.F. = 1 (b1 y  a1 x)  2 (b2 y  a2 x )  ........n (bn y  an x )

Case 2 : Let m = m repeated r times and mr 1 , mr  2 ........... mn are different roots , then

C.F. = 1 ( y  mx)  x2 ( y  mx )  .........x r 1r ( y  mx)  r 1 ( y  mr 1x)

r  2 ( y  mr  2 x)  ..........n ( y  mn x )

Case 3 : Corresponding to a non-repeated factor D on L.H.S. of equation

n
( A0 D n  A1D n1D  ........An D ) z  f ( x , y ) ......(1)

The C.F. is (y)

Case 4 : Corresponding to a repeated factor D m on L.H.S. of (1), the C.F. is
1 ( y )  x 2 ( y )  x 23 ( y )  .......x m1m ( y )
Case 5 : Corresponding to a non-repeated factor D on L.H.S. of (1), the C.F. is (x)
Case 6 : Corresponding to a repeated factor Dm on L.H.S. of (1) , the C.F. is taken as
1 ( x)  y 2 ( x)  y 2 3 ( x )  ......... y m1m ( x )
Alternative working rule for finding C.F. :
We have the partial differential equation F ( D , D) z  f ( x , y )
Factorize F ( D , D) into linear factor of the form (bD - aD) then

Case 1 : Corresponding to each non-repeated factor (bD - aD) , the C.F. is taken as  (by  ax)

Case 2 : Corresponding to repeated factor (bD  aD)m . we will take C.F. as

1 (by  ax)  x2 (by  ax)  .....x m1m (by  ax)

[Link] [Link]
[Link] [Link]
64

Case 3 : For non-repeated factor D. The C.F. is (y)

Case 4 : For repeated factor D m the C.F. is 1 ( y )  x 2 ( y )  ...... x m1 m ( y )

Case 5 : Corresponding to a non-repeated factor D , the C.F. is (x)

Case 6 : For repeated factor ( D)m the C.F. is

1 ( x)  y 2 ( x )  y 23 ( x)  .......... y m1m ( x )

Example : Solve 2r  5s  2t  0
Solution : As we know that
2 z 2z 2 z
r 2 , s  , t 2
x x y y

 equation (1) can be written as

2z 2 z 2z
2  5  2 0
x 2 x y y 2
Its symbolic form is
   
(2 D 2  5 DD  2 D 2) z  0  Using x  D, y  D
 
Its A.E. is 2 D 2  5DD  2 D2  0

Putting D = m , D = 1 , we get 2m 2  5m  2  0
2m 2  4m  m  2  0
or 2m(m  2)  1(m  2)  0
or (2m  1)(m  2)  0
1
 m   , m  2
2
so the general solution of equation (1) is
 1 
z = 1  y  x   2 ( y  2 x)
 2 
=  1 (2 y  x)  2 ( y  2 x)

where 1 , 2 are arbitrary functions.

Exercise 7.1
Find the general solution of the following partial differential equations :
2 z  2 z 2 z
1.  2 2 0 2. ( D 3  3DD2  2 D3 ) z  0
x 2 x y y

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 65

 3 z 3 z
3.  0 4. ( D 2 D  2 DD2  D3 ) z  0
x 3 y 3

5. ( D3 D  D4 ) z  0 6. ( D 2  D2  D . D) z  0

3z 3z 3 z
7. 4 2  4 0
x 3 x y xy 2

Answers
1. z  1 ( y  x)  2 ( y  2 x )

2. z  1 ( y  2 x )  2 ( y  x)  x 3 ( y  x )

3. z  1 ( y  x )  2 ( y  wx )  3 ( y  w2 x) where w, w 2 are cube root of unity.

4. z  1 ( x )  2 ( y  x)  x 3 ( y  x)

5. z  1 ( x)  y 2 ( x)  y 2 3 ( x )  4 ( y  x )

1  5 1  5
6. z  1 ( y   x )  2 ( y   x) where   , 
2 2
7. z  1  y   2  y  2 x   x3  y  2 x 

7.2 Particular Integral

Particular Integral : Particular Integral of F ( D , D) z  f ( x, y ) ......(1)

1
The inverse operator of the operator F ( D , D) is defined by the following identity
F ( D, D)

 1 
F ( D, D)  f ( x, y )   f ( x , y )
 F ( D, D) 
1
Thus , the particular integral of (1) is f ( x, y ) .
F ( D , D)
Remarks :
(i) We will use D, D 2 , D 3 ........ as partial differentiation with respect to x once, twice, thrice and so
on.

[Link] [Link]
[Link] [Link]
66

 2 3
i.e., D , D 2  2 , D 3  3 , .......
x x x
For example , D 2 x 2 y 4  D(2 x y 4 )  2 y 4

(ii) We will use D, D2 , D3 as differentiating partially w.r.t. y once, twice, thrice and so on i.e.,

 2 3
D  , D2  2 , D3  3 ,.......
y y y

1 1 2 3 x3
(iii) stands for integrating partially w.r.t. x i.e., x y   x 2 y 3 dx  y 3
D D 3
1 1 2 3 x2 y 4
stands for integrating partially w.r.t. y i.e., x y   x 2 y 3 dy 
D D 4

Different Methods for finding Particular Integrals :

Consider the equation
( D 2  mDD  nD2 ) z  f ( x, y )
We can write it as F ( D , D) z  f ( x, y )

Case 1 : To find P.I. when f ( x , y )  eax  by

1 1
P.I .  e ax  by  e ax  by

F ( D, D ) F (a, b)
But this result fail when F(a, b) = 0 . In this situation, we will adopt another method which will be
discussed later on.
Case 2 : To find P.I. of f ( D, D ')  f ( x, y ) when f ( x, y )  sin(ax  by ) or cos (ax  by )

1 1
P.I .  sin(ax  by )  2 sin(ax  by )
F ( D , D) D  m DD  nD2
1
= sin(ax  by )
 a  m ab  nb 2
2

D2 to  a 2 
 1
i.e., We will substitute DD to  ab  in sin(ax  by )
2 2 F ( D , D)
and D to  b 

But this result fails when  a 2  mab  nb 2  0 , to handle these types of problems , we will discuss a
method later on.
Similarly, we can find P.I. , when f ( x, y )  cos(ax  by )

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 67

General Method of finding the particular integrals :

1
f ( x, y )   f ( x, c  mx ) dx , where c = y + mx
( D  m D)
Since P.I. does not contain any arbitrary constants
After Integration of (5) constant c must be replaced by y + mx
 The P.I. given by (2) can be obtained by applying the operation (5) by the factors term by term
starting from right.
A Shorter method to find the P.I. , when f(x, y) is of the form f (ax  by )
It should be noted that all the problems which we will do in case 1, 2 can be done with this shorter
method including case of failure of case (1) and (2). We will do this method in the form of these two
theorem.

Theorem 1 : If F(D, D) be Homogeneous function of D and D of degree n then

1 1
 n (ax  by )   (ax  by ) provided F (a, b)  0,  n (ax  by ) means the nth derivative
F ( D, D) F ( a , b)
of  w.r.t. ax + by as a whole.
1 xn
Theorem 2 :  ( ax  by )   (ax  by ) .
(bD  aD)n n !b n
Shorter Method :
1 1
(1)  (ax  by )   ............  (v) dv dv .......dv
F ( D , D) F ( a, b )
where v = ax + by provided F(a, b)  0
(2) when F (a , b)  0

1 xr
Then  ( ax  by )   (ax  by )
(bD  aD) r br r !
We can do all problems of case 1 and case 2 by this shorter method and in the situation of case of
failure of case 1 and case 2, we can use 2nd result of shorter method. It is better to do the problems of
case (2) by shorter Method directly.
Example 1 : Solve ( D 2  2 DD  D2 ) z  e 2 x  3 y
Solution : Given equation is
( D 2  2 DD  D2 ) z  e 2 x  3 y

[Link] [Link]
[Link] [Link]
68

Its Auxiliary equation is

m 2  2m  1  0
By putting D = m , D = 1 , we get
(m  1)2  0  m  1, 1

 Complementary function is
1 ( y  x )  x2 ( y  x)
Now for particular integral
1 1
e2 x 3 y  2 2
e2 x  3 y

F ( D, D ) 
D  2 DD  D

Put D = 2 , D = 3 , DD = 6
1 e2 x  3 y
= e 2 x 3 y 
4  12  9 25
 General solution is
z = C.F .  P.I .

e2 x  3 y
= 1 ( y  x )  x 2 ( y  x) 
25

Example 2 : Solve ( D 2  DD  2 D2 ) z  (2 x 2  xy  y 2 )sin xy  cos xy .

Solution : Auxiliary equation of the given equation is
m2  m  2  0
(m  2)(m  1)  0, m  2,  1
C.F. is z  1 ( y  2 x )  2 ( y  x)

1
Now for P.I. is 2 2
(2 x 2  xy  y 2 )sin xy  cos xy
D  DD  2 D

 2 x 2  xy  y 2  
 2 
1  2 x  2 xy  xy  y 2 
= [(2 x  y ) ( x  y )]sin xy  cos xy
( D  2 D) ( D  D)   2 x( x  y )  y ( x  y ) 
 
  (2 x  y )( x  y ) 

1  1 1 
=  (2 x  y ) ( x  y )sin xy  cos xy 
( D  2 D)  ( D  D) ( D  D) 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 69

Using General Method

1  1 1 
=  (2 x  y )( x  y )sin xy  cos xy 
( D  2 D)  ( D  D) D  D 
1  (2 x  c  x )( x  c  x )sin x (c  x) dx   cos x (c  x ) dx 
=
D  2 D   

[Integration by part of 1st integration by taking

(2 x  c)sin(cx  x 2 ) as 2nd function]
1   ( x  c ) cos (cx  x 2 )   cos(cx  x 2 )dx   cos(cx  x 2 ) dx 
=
(D  2D ) 
 

 d 
 Since dx cos(cx  x )   sin(cx  x )(2 x  c) 
2 2

 
   sin(cx  x 2 )(2 x  c )   cos (cx  x 2 ) 

1
= ( x  y  x )cos (cx  x 2 ) 
D  2 D
1
= ( y  2 x) cos (cx  x 2 )

(D  2D )
1
= ( y  2 x) cos xy
( D  2 D)
Now , m  2, y  mx  c, y  2 x  c, y  c  2 x

Again  (c  2 x  2 x) cos x(c  2 x) dx   (c  4 x ) cos(cx  2 x 2 )dx

Put cx  2 x 2  t , (c  4 x) dx  dt

 cos t dt   sin t  sin (cx  2 x 2 )

P.I .  sin x (c  2 x)  sin xy

Hence the complete solution is
z  1 ( y  x )  2 ( y  2 x )  sin xy

 x y
Example 3 : Solve ( D 2  4 D2 ) z   4 2  2  .
 y x 
Solution : Auxiliary equation of the given equation is
m2  4  0

[Link] [Link]
[Link] [Link]
70

m 2
 Complementary function is z  1 ( y  2 x)  2 ( y  2 x)

1  x y
P.I .  2 2 
4 2 2
D  4 D  y x 

1  4x y 
= 
( D  2 D) ( D  2 D)  y 2 x 2 

 1  1  4 x y 
=    2  2 
 D  2 D   ( D  2 D)  y x 

 Using General Method for P.I . 

1   4x c  2x   1 
=  f ( x, y )   f ( x, c  mx ) dx 
( D  2 D)    (c  2 x ) 2
    dx
x2    D  mD 
 Here m  2, y  2 x  c , y  c  2 x 
 

1   2(c  2 x)  2c c 2 
=    2   dx
( D  2 D)  (c  2 x ) 2 x x

1   2 2c c 2
=    2
 2   dx
( D  2 D)   c  2 x (c  2 x ) x x

1   2 log(c  2 x )  2c c .1 
=     2 log x 
( D  2 D)  2 (c  2 x ) (  2) x 
1  c c 
=
( D  2 D)  log(c  2 x)  c  2 x  x  2log x 

1  y  2x y  2x 
=  log( y  2 x  2 x )    2log x 
( D  2 D)  y  2x  2x x 
1  y  2x y  2x 
=  log y    2log x 
D  2 D  y x 
Again using General Method of P.I.
 c  2x 2x c  4x 
 log(c  2 x)  c  2 x  c  2 x  x
 2log x  dx

Here m  2, y  2 x  c , y  c  2 x

2x c
  log(c  2 x) dx  1 dx   dx   dx   4 dx   2log x dx
c  2x x
2x 2x 1
= log(c  2 x) x   dx  x   dx  c log x  4 x  2[log x . x    x dx ]
c  2x c  2x x
= x log(c  2 x)  5 x  c log x  2 x log x  2 x

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 71

= x log(c  2 x)  3x  c log x  2 x log x

Put c = y  2x
= x log( y  2 x  2 x )  3 x  ( y  2 x) log x  2 x log x
= x log y  3x  y log x
 The complete solution is
z = 1 ( y  2 x )  2 ( y  2 x)  x log y  3 x  y log x

Exercise 7.2
Solve the following partial differential equations :
1. (a) ( D 3  2 D 2 D  DD2  2 D3 ) z  e x  y (b) ( D 3  6 D 2 D  11DD2  6 D3 ) z  e5 x  6 y

5e x
(c) 2r  s  3t  y (d) ( D 3  7 DD2  6 D3 ) z  e3 x  y
e
2. (a) (2 D 2  5 DD  2 D2 ) z  5sin(2 x  y )

(b) ( D 2  5 DD  4 D2 ) z  cos (4 x  y )

(c) ( D 3  4 D 2 D  4 DD2 ) z  cos(2 x  y )

(d) ( D 3  3DD2  2 D3 ) z  cos( x  2 y )

(e) ( D 3  4 D 2 D  4 D D2  2sin(3 x  2 y )

3. (a) ( D 2  DD  2 D2 ) z  2 x  3 y (b) (2 D 2  5 DD  2 D2 ) z  5( y  x )

(c) ( D 2  2 DD  D2 ) z  tan( y  x) (d) (4 D 2  4 DD  D2 ) z  16log( x  2 y )

4. (a) ( D 2  DD  2 D2 ) z  ( y  1)e x (b) r  s  6t  y cos x

5. ( D 2  DD  6 D2 ) z  x 2 sin( x  y )

6. ( D 3  D 2 D  DD2  D3 ) z  e x cos 2 y

7. ( D 2  2 DD  D2 ) z  2cos y  x sin y

8. ( D 2  3DD  2 D2 ) z  e 2 x  y  e x  y  cos( x  2 y )

1
9. ( D 3  4 D 2 D  5DD2  2 D3 ) z  e y  2 x  ( y  x) 2

2 z 2z 2z 2 z  2 z
10.  2   sin x 11.   cos 2 x cos3 y
x 2 x y y 2 x 2 y 2

[Link] [Link]
[Link] [Link]
72

12.  D 3  2 D 2 D  DD2  2 D3  z   y  2 e x 13. D 2  4 DD  3D2  x  3y

Answers
x
1. (a) z  1 ( y  x)  2 ( y  2 x)  3 ( y  x)  e x  y
2
1 5x6 y
(b) z  1 ( y  x )  2 ( y  2 x)  3 ( y  3 x)  e
91
(c) z  1 ( y  x)  2 (2 y  3 x)  xe x  y

x e3 x  y
(d) z  1 ( y  x)  2 ( y  2 x )  3 ( y  3x ) 
20
5x
2. (a) z  1 ( y  2 x )  2 (2 y  x)  cos(2 x  y )
3
x
(b) z  1 ( y  x )  2 ( y  4 x )  sin(4 x  y )
3
x2
(c) z  1 ( y )  2 ( y  2 x )  x 3 ( y  2 x)  sin(2 x  y )
4
1
(d) z  1 ( y  2 x )  2 ( y  x)  x 3 ( y  x )  sin ( x  2 y )
27
2
(e) z  1 ( y )  2 ( y  2 x)  x 3 ( y  2 x)  cos3 x  2 y 
3
(2 x  3 y )3 5
3. (a) z  1 ( y  2 x )  2 ( y  x )  (b) z  1 (2 y  x )  2 ( y  2 x)  ( y  x )3
240 54
x2
(c) z 1 ( y  x)  x 2 ( y  x)  tan( y  x)
2!
 1   x
(d) z  1  y  x   x 2  y    2 x 2 log(2 y  x )
 2   2

4. (a) z  1 ( y  x)  2 ( y  2 x)  ye x (b) z  1 ( y  3x )  2 ( y  2 x )  y cos x  sin x

 x 2 13  3
5. z  1 ( y  3x )  2 ( y  2 x )     sin( x  y )  x cos ( x  y )
 4 32  8

ex
6. z  1 ( y  x )  2 ( y  x )  x 3 ( y  x)  (cos 2 y  2sin 2 y )
25
7. z  1 ( y  x)  x 2 ( y  x )  x sin y

1 2x y 1
8. z  1 ( y  x)  2 ( y  2 x)  e  x e x  y  cos( x  2 y )
12 3

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 73
3
y  2x 2 x2
9. z  1 ( y  2 x )  2 ( y  x)  x 3 ( y  x)  xe  ( y  x) 2
3 2!
1
10. z  1 ( y  x )  x 2 ( y  x)  sin x 11. z  1 ( y  ix)  2 ( y  ix)  cos 2 x cos3 y
13
5
1
12. z  1 ( y  x)  2 ( y  x)  3  y  2 x   ye x 13. z  1 ( y  x)  2 ( y  3 x)  3 y  x  2
60
---------------------------------------------------------------------------------------------------------------------------
7.3 Method to find P.I. when f(x, y) is of the form x m y n , where m and n are integers
1
P.I .  x m y n  F ( D, D) 1 x m y n
F ( D, D)

We will expand F ( D, D)1 with the help of binomial expansion either in ascending power of D or D

1
and operate on x m y n term by term. It should be noted that P.I. obtained by expanding in
f ( D, D)
1
ascending power of D is different from that obtained on expanding in ascending power of
f ( D, D)
D. We can use any one of them.
1 D 1
Remark : If n < m then expend in powers of and when m < n , expand in
f ( D, D) D f ( D, D)
D
powers of
D
Example 1 : Solve ( D 3  7 DD2  6 D3 ) z  x 2  xy 2  y 3  cos( x  y ) .

Solution : A.E. of given equation is m3  7 m  6  0 or (m  1)(m  2) (m  3)  0

 m  1,  2, 3

 C.F. = 1 ( y  x )  2 ( y  2 x)  3 ( y  3x ), 1 , 2 , 3 are arbitrary function

P.I. Corresponding to x 2  xy 2  y 3
1
= 3 2 3
( x 2  xy 2  y 3 )
D  7 DD  6 D
1
 2 3
( x 2  xy 2  y 3 )
3
  D   D  
D 1  7    6   
 D  D  

[Link] [Link]
[Link] [Link]
74
1
2 3
1    D   D   
= 3 1   7    6     ( x 2  xy 2  y 3 )
D    D   D   
2 3
1   D   D  
= 3 1  7    6    ...... ( x 2  xy 2  y 3 )
D  D D 
1  2 7 6 
= 3 
( x  xy 2  y 3 )  2 (2 x  6 y )  3 6  0  0  ......
D  D D 
1 2 7 36.1
= 3
( x  xy 2  y 3 )  5 (2 x  6 y )  6
D D D
Now D[ D( x 2  xy 2  y 3 )]  D '  2 xy  3 y 2   2 x  6 y , D3 ( x 2  xy  y 3 )  6

x5 x 4 y 2 y 3 x3 2 x 7. x 6 42. y x5 x6
=      36
3.4.5 2.3.4 2.3 [Link].6 [Link] [Link].6

x5 x 4 y 2 x3 y 3 x 6 7 . x5 y x6 x5 5x6 x3 y3 x 4 y 2 7 5
=      =     x y
60 24 6 360 20 20 60 72 6 24 20
Now, P.I. corresponding to cos (x  y)
1 1
3 2 3
cos( x  y )  cos( x  y )
D  7 D . D  6 D ( D  D) ( D  DD  6 D2 )
2

Put D 2  1, DD  (1) ( 1) , D2  1

1  1  1
=
( D  D)  1  1  6 cos( x  y )  = 4( D  D) cos( x  y )

since F(a, b) = 0
 By using 2nd result of shorter method
1 x x
=  cos( x  y ) = cos( x  y ) , Here b =  1, a = 1
4 1!(1) 4
 The general solution is
x5 5 6 7 5 1 1 x
z = 1 ( y  x)  2 ( y  2 x)  3 ( y  3x )   x  x y  x 4 y 2  x 3 y 3  cos( x  y )
60 72 20 24 6 4

1
Example 2 : Solve ( D 2 D  2 DD2  D3 ) z  .
x2
1 1
Solution : Given equation is ( D 2 D  2 DD2  D3 ) z  or D( D  D)2  ......(1)
x2 x2
To find C.F. we will use Alternative working Rule because A. E. of (1) will give only two values
But F ( D, D) is in 3rd degree

 C.F. is 1 ( x)  2 ( y  x )  x 3 ( y  x )

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 7 Page 75

1 1 1  y 1  1 y
Now P.I. = 2 2
 2  2 
as  
( D  D) D x ( D  D)  x  D  x 2  x 2
2
1 1 y 1   D    y 
= 2 2
 1   D    x 2 
D   D   x 2 D 2     
(1   D  
  
2
1  D 2.3.  D   y 
= 2 
1  2     ......  2  [ D2y = 0 ]
D  D 2 D   x 

1  y 2 1  
= 2  2
  2   0  0.......
D x D x  
1 y 2  1
=   
D 2  x 2  D 3  x 2 

 1  1  2  1 
= y      2   
 D  x  D  x 
2
=  y log x  [ log x]
D
 1 
=  y log x  2  log x . x   x dy    y log x  2 x log x  2 x
 x 

  2 x log x  2 x are any function of x and we have in C.F. a function (x)

 There two included in (x) No need to write them separately in general solution.
 z = 1 ( x)  2 ( y  x )  x 3 ( y  x)  y log x

Exercise 7.3
Solve the following partial differential equation :
1. ( D 2  2 DD  D2  z  x 2  xy  y 2

2. (2 D 2  5 DD  2 D2 ) z  24( y  x)

3. ( D 2  2 DD  D2 ) z  e x  2 y  x 3
4. r  (a  b) s  abt  xy

5. ( D 2  2 DD  D2 ) z  12 xy

[Link] [Link]
[Link] [Link]
76

Answers
1
1. z  1 ( y  x)  x 2 ( y  x )   x 4  2 x 3 y  2 x 2 y 2 
4
2. z  1 ( y  2 x )  2 (2 y  x)  6 x 2 y  3 x 3

x 2 y x5
3. z  1 ( y  x )  x 2 ( y  x)  e 
20
x 3 y (a  b) x 4
4. z  1 ( y  ax )  2 ( y  bx )  
6 24
5. z  1 ( y  x )  x 2 ( y  x )  2 x 3 y  x 4

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 8 Page 77

8.1 Non-Homogenous Linear Partial Differential Equations with Constant Coefficients

Def. A linear partial differential equation with constant coefficients is called non homogenous, if the
order of all the partial derivatives involved in the equation are not equal.
 2 z 3 z z
For example    z  x y
x 2 y 3 x
Def. Reducible and Irreducible linear differential operator : A linear differential operator F(D, D)
is known as reducible, if it can be written as the product of linear factors of the form aD  bD  c ,
where a, b, c are constants , other wise it is said to be irreducible.
For example D 2  D2  ( D  D)( D  D) is reducible and D 2  D3 is irreducible as we cannot
factorize it.
Def. Reducible and Irreducible linear differential equation : A linear partial differential equation
F(D, D)z = f(x, y) is reducible if F(D, D) is reducible and if F(D, D) is irreducible then
F ( D, D) z  f ( x, y ) is called irreducible linear partial differential equation.

Working rule for finding C.F. of reducible Non Homogenous linear partial differential equation
with constant coefficients : We have F ( D, D)  f ( x, y )
Factorize F ( D, D) into linear factors
Type 1 : Corresponding to each non-repeated factor bD  aD  c  , the part of C.F. is taken as
cx
e b  by  ax  , if b  0 ......(1)
Now,
(i) if c = 0 , then (1) reduces to  by  ax  , if b  0
cx
(ii) if a = 0, then (1) reduces to e b  by  , if b  0
(iii) if a = c = 0 and b = 1, then (1) reduces to   y 

Type 2 : Corresponding to each repeated factor bD  aD  c r , the part of C.F. is taken as
cx
eb 1 by  ax  x2 by  ax   x 2 3 by  ax   ........  x r 1 r by  ax   , if b  0 .....(2)
 
Now,
(i) If c = 0 , then (2) reduces to

[Link] [Link]
[Link] [Link]
78

1 by  ax   x2 by  ax   x 2 3 by  ax   ........  x r 1 r by  ax , if b  0

(ii) If a = 0, then (2) reduces to
cx
eb 1 by   x2 by   x 2 3 by   ........  x r 1 r by   , if b  0
 
(iii) If a = c = 0 and b = 1, then (2) reduces to
1  y   x2  y   x 2 3  y   ........  x r 1 r  y 
Type 1 : Corresponding to each non-repeated factor bD  aD  c  , the part of C.F. is taken as
cy

e a   by  ax  , if a  0 ......(3)
Now,
(i) if c = 0 , then (3) reduces to  by  ax  , if a  0
cy

(ii) if b = 0, then (3) reduces to e a
  ax  , if a  0
(iii) if b = c = 0 and a = 1, then (3) reduces to   x 

Type 2 : Corresponding to each repeated factor bD  aD  c r , the part of C.F. is taken as
cy

e a 1 by  ax   y2 by  ax   y 2 3 by  ax   ........  y r 1 r  by  ax   , if a  0 ...(4)

Now,
(i) If c = 0 , then (4) reduces to
1 by  ax  y2 by  ax   y 2 3 by  ax   ........  y r 1 r by  ax , if a  0
(ii) If b = 0, then (4) reduces to
cy

e a 1  ax   y2  ax  y 2 3  ax   ........  y r 1 r  ax   , if a  0

(iii) If b = c = 0 and a = 1, then (4) reduces to

1  x   y2  x   y 2 3  x   ........  y r 1 r  x 
Method of finding C.F. of irreducible Linear Partial differential Equation with Constant
Coefficients :
We have F ( D, D)  f ( x, y ) when the operator F ( D, D) is irreducible, it is not always possible to
find a solution with as many arbitrary function as the order of F ( D, D) , but we will develop a
solution which contain as many arbitrary constants as we wish.
Method : Consider F ( D, D) z = 0 ….(1)

and F ( D, D) can not be factorize into linear factors solution (1) is z  Ae hxky where A, h, k are
constants.
Now, Dz  Ahe hx ky Dz  Ake hxky

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 8 Page 79

D 2 Z  Aehxky h2 D2 z  Ae hxky k 2

........................... .............................
........................... .............................
D r z  Ah r e hx  ky ......(2) Ds z  Ak s e hx  ky ......(3)
s
and D r D ' z  Ah r k s e hx  ky ......(4)
Substituting the values from (2), (3), (4) in (1), we have
Af (h , k )e hx  ky  0 ......(5)

Since A  0, ehx  ky  0
if equation (5) in true then f (h, k )  0
Now f (h, k )  0
If we take any value of h, we can able to find a value of k s.t. f(h, k) = 0, similarly if we take value of
k, we can find value of h.

hi x  ki y
 We have infinite pair of h, k s.t. f (h, k )  0 , Thus z   Ae
i is a solution of (1) and s.t. f(h, k)= 0
i

Example : Solve ( D 2  D2  D  D) z  0 .

Solution : The given equations is
2
 D 2  D  D  D  z  0

or  ( D 2  D2 )  ( D  D)  z  0

or  ( D  D)( D  D)  ( D  D) z  0

or ( D  D)( D  D  1) z  0
[In first factor c= 0, b = 1, a = 1
In 2nd factor c =  1, b = 1, a =  1]
Hence the required solution is
z  1 ( y  x)  e  x2 ( y  x )

where 1 , 2 are arbitrary functions.

[Link] [Link]
[Link] [Link]
80

Exercise 8.1
Solve the following partial differential equations :
1. ( D  D  1)( D  2 D  3) z  0 2. ( D  3D  2) 2 z  0

3. ( D 2  a 2 D2  2abD  2a 2bD) z  0 4. ( D  1)( D  D  1) z  0

5. (s  p  q  z)  0 6. (t  s  q )  0

7. ( D 2  DD  D  1) z  0 8. (a) ( D  D2 ) z  0 (b) ( D 2  D) z  0

2 z  2 z
9. 2
 2  n2 z  0 [Hint. h 2  k 2  n 2  0, h 2  k 2  n 2 put h  n cos  , h  n sin  ]
x y

 ( D 2  D2 )  (2 D  2 D)  D  D  2  0 
 
10. ( D 2  D2  D  3D  2) z  0 Hint :  ( D  D)( D  D)  2( D  D)  D  D  2  0 
 ( D  D  1)( D  D  2)  0 

 D 2  DD  2 D2  2( D  D) 
 
11. ( D 2  DD  2 D2  2 D  2 D) z  0 Hint :  ( D  D)( D  2 D)  2( D  D) 
 ( D  D)( D  2 D  2) 
 

Answers
1. z  e  x1 ( y  x)  e3 x2 ( y  2 x) 2. z  e 2 x 1 ( y  3 x)  x2 ( y  3x ) 

3. z  1 ( y  ax )  e 2 abx ( y  ax ) 4. z  e x 1 ( y )  e x 2 ( y  x)

5. z  e x1 ( y )  e  y2 ( x ) 6. z  1 ( x)  e  x2 ( y  x )

7. z  e x1 ( y )  e  x2 ( y  x)
2
x  ky hx  h2 y
8. (a) z   ae k (b)  ae
n 2 h 2 y
9. z   aehx  or  ae n ( x cos  y sin  )

10. z  e 2 x1 ( y  x)  e x 2 ( y  x ) 11. z  1 ( y  x)  e  2 x2 ( y  2 x )

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 8 Page 81

8.2 General Solution of non homogenous linear Partial differential equation with
constant co-efficients.

Let F ( D, D) z  f ( x, y ) ......(1)

be a non homogenous linear partial differential equation with constant coefficient.
Let u be the complementary function of (1) i.e., u is solution of
F ( D, D) z  0
 F ( D, D)u  0 ......(2)
Now let v be the particular integral of (1)
 F ( D, D)v  f ( x, y ) ......(3)
Consider F ( D, D)(u  v)  F ( D , D ')u  F ( D, D)v = 0 + f(x, y) [Using (2) and (3)]
 u + v is the solution of (1)
Hence the general solution of (1) is
z  C.F .  P.I .
1
Particular Integral of F ( D, D) z  f ( x, y ) is f ( x, y )
F ( D, D)
We will follow the same rule for non Homogenous P.D.E. which we have discussed for Homogenous.
P.D.E.
Case (1) When f ( x, y )  e ax  by and F (a, b)  0
1 1
P.I. = e ax  by  e ax  by
F ( D, D) F (a , b)
i.e., replace D to a and D to b
Case (2) When f ( x, y )  cos(ax  by ) or sin(ax  by )
or sin(ax  by )
1 1
then P.I .  cos(ax  by ) OR sin (ax  by )
F ( D, D) F ( D, D)

obtained by putting D 2   a 2 , DD   ab and D2   b 2 provided denominator is non-zero.

Example : Solve ( D 2  D2  D  D) z  e 2 x  3 y .

Solution : The given equation can be written as

[Link] [Link]
[Link] [Link]
82

[( D  D)( D  D)  ( D  D)]z  e 2 x  3 y

or ( D  D)( D  D  1) z  e 2 x  3 y
Complementary function is
1 ( y  x )  e  x2 ( y  x) , where 1 and 2 are arbitrary functions

1 1 e 2 x 3 y
Now P.I. = e2 x  3 y  e2 x  3 y  
( D  D) ( D  D  1) (2  3) (2  3  1) 6
Hence the complete solution is
e2 x  3 y
z  1 ( y  x )  e  x2 ( y  x ) 
6

Exercise 8.2
Solve the following partial differential equations :
1. ( D 2  DD  2 D ) z  e 2 x  y

2. ( D 2  DD  2 D2  2 D  2 D) z  e 2 x  3 y

3. ( D 2  D2  1) z  e x  y

4. ( D 2  D2  D  3D  2) z  e x  y

5. ( D  D  1)( D  D  2) z  e 2 x  y

6. ( DD  aD  bD  ab) z  emx  ny

7. ( D  D  1)( D  D  2) z  sin(2 x  3 y )

8. ( D 2  D  4) z  e 4 x  y

9. ( D 2  DD  D ' 1) z  sin( x  2 y )

10. ( D 2  DD  D  1) z  cos( x  2 y )

Answers
1
1. z  1 ( y )  e 2 x2 ( y  x)  e 2 x  y
2
e2 x  3 y
2. z  1 ( y  x)  e  2 x2 ( y  2 x) 
10
3. z   ae hx  ky  e x  y where h 2  k 2  1

2x x ex  y
4. z  e 1 ( y  x)  e 2 ( y  x ) 
4

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 8 Page 83

e2 x  y
5. z  e x1 ( y  x )  e 2 x2 ( y  x ) 
2
1
6. z  e  bx1 ( y )  e  ay2 ( x )  emx  ny
(m  b) (n  a)
1 3
7. z  e x 1 ( x  y )  e 2 x 2 ( y  x )  sin(2 x  3 y )  cos (2 x  3 y )
10 10

2 e4 x  y
8. z   a e hx  ( h  4) y
 where a and h are arbitrary constant.
19
1
9. z  e  x1 ( y )  e x 2 ( y  x )  [cos( x  2 y )  2sin( x  2 y )]
10
sin( x  2 y )
10. z  e x 1 ( y )  e  x 2 ( y  x) 
2
---------------------------------------------------------------------------------------------------------------------------
8.3 Method to obtain Particular integral when f ( x , y )  x m y n
1
P.I .  x m y n  [ F ( D, D)]1 x m y n

F ( D, D )
D D
We will expand [ F ( D, D)]1 in ascending power of or . It should be noted that we shall get
D D
D D
different form of P.I. if we expand [ F ( D, D)]1 in ascending powers of or ,
D D'
1 D
It is better to expand  F ( D, D ') in ascending powers of .
D
When f ( x, y )  Veax  by , when V is a function of x and y
1 1
In this case P.I. = Ve ax  by  e ax  by V
F ( D, D) F ( D  a, D  b)
1
Remark : when f ( x, y )  e ax  by , the P.I .  e ax  by provided F(a, b)  0
F ( a, b)
But if F(a, b) = 0, then this result fail. But we shall tackle these problems with 2nd Method treating
e ax  by as e ax  by .1 then
1 1
P.I. e ax  by .1  e ax  by .1
F ( D, D) f ( D  a )( D  b)
which can evaluated by 1st Method treating 1 as x0 y0.

[Link] [Link]
[Link] [Link]
84

Exercise 8.3
Solve the following Partial differential equations .
1. ( D 2  D) z  2 y  x 2 2. (2 D 2  D2  D) z  x 2  y

3. ( D 2  DD  D) z  1 4. ( D 2  DD  2 D2  2 D  2 D) z  xy

5. ( D  D  1)( D  2 D  3) z  4  3 x  6 y 6. ( D 2  D2  D  3D  2) z  x 2 y

7. ( D  3D  2)2 z  2e2 x sin( y  3x ) 8. ( D  1)( D  D  1) z  e y

2
9. ( D  D  1)( D  D  3)( D  D) z  e x  y sin(2 x  y ) 10. ( D 2  D) z  xe ax  a y

11. ( D 2  DD  2 D2  2 D  2 D) z  e 2 x  3 y  xy  sin(2 x  y )

12. ( D 2  D2  D  3D  2) z  e x  y  x 2 y

Answers

2
1. z   ae hx  h y  x 2 y

x 2 y 2 y 3 xy 4 y 4 y 6
2. z   aehx  ky      where h and k are connected by 2h 2  k 2  h  0
2 6 12 6 360
3. z  1 ( y )  e  x2 ( y  x )  x

x 2 y xy x3 3 x 2 x
4. z  1 ( y  x )  e  2 x2 ( y  2 x )     
4 4 12 8 4
5. z  e x 1 ( y  x)  e3 x 2 ( y  2 x )  6  x  2 y

1
6. z  e  2 x 1 ( y  x )  e x 2 ( y  x)  [4 x 2 y  4 xy  6 x 2  6 y  12 x  21]
8
7. z  e 2 x [1 ( y  3x )  x2 ( y  3 x)]  x 2e 2 x sin( y  3x )

8. z  e x1 ( y )  e  x2 ( y  x )  xe y

e( x  y)
9. z  e x 1 ( y  x )  e3 x2 ( y  x)  3 ( y  x )  [3cos(2 x  y )  2sin(2 x  y )]
130
2
2 2  x x 
10. z   Ae hx  h y  e ax  a y   2 
 4a 4a 

1 2 x  y x2 y 3x2 1 x x3 1
11. z  1 ( y  x)  e  2 x2 ( y  2 x )  e    xy    cos(2 x  y )
10 4 8 4 2 12 6
e x  y x 2 y xy 3 2 3 3 21
12. z  e  2 x1 ( y  x )  e x 2 ( y  x )     x  y x
4 2 2 4 4 2 8

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 3 Page 85

----------------- S C Q ---------------- 1
1. xy  x  y   F  x   G  y 
2
 2u  2u
1. The general solution of   0 is of 1
x 2 y 2 2. xy  x  y   F  x   G  y 
2
the form
1
1. u  f  x  iy   g  x  iy  3. xy  x  y   F  x  G  y 
2
2. u  f  x  y   g  x  y  1
4. xy  x  y   F  x  G  y  (GATE 2010)
2
3. u  cf  x  iy 
5. A general solution of the second order
4. u  g  x  iy  (GATE 1996) equation 4u xx  u yy  0 is of the form
2. If f  x  and g  y  are arbitrary functions, u  x, y  
then the general solution of the partial 1. f  x   g  y 
2
 u u u
differential equation u   0 is 2. f  x  2 y   g  x  2 y 
xy x y
given by 3. f  x  4 y   g  x  4 y 

1. u  x, y   f  x   g  y  4. f  4 x  y   g  4 x  y 
(CSIR NET SCQ June 2011)
2. u  x, y   f  x  y   g  x  y  6. The complete integral of the PDE

3. u  x, y   f  x  g  y   2u  2u  2u
2
 2  2  xe x y involving
x xy y
4. u  x, y   xg  y   yf  x  (GATE 2005)
arbitrary function 1 and 2 is
u  2u
3. Let u  x, t  be the bounded of  0 1
t x 2 1. 1  y  x   2  y  x   e x y
4
e2 x  1
with u  x,0   . Then lim u 1, t 
2. 1  y  x   x2  y  x  
 x  1 e x y
e2 x  1 t 
4
equals
1
3. 1  y  x   2  y  x   e x y
1 1 4
1.  2.
2 2
3. 1 4. 1 (GATE 2006) 4. 1  y  x   x2  y  x  
 x  1 e x y
4. The general solution of the partial 4
(CSIR NET SCQ Dec 2011)
2z
differential equation  x  y is of the
xy
form

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
86
7. The partial differential equation 2. If u  x, t  satisfy the partial differential
u  2u  2u  2u
  u can be transformed to equation  4 then u  x, t  can be of
t x 2 t 2 x 2
v  2v the form
 . For
t x 2
1. u  x, t   f  e x2t   g  x  2t 
t t
1. v  e u 2. v  e u
3. v  tu 4. v  tu 2. u  x, t   f  x 2  4t 2   g  x 2  4t 2 
(CSIR NET SCQ Dec 2013)
3. u  x, t   f  2 x  4t   g  x  2t 
8. Let u  x, t   ei xv  t  with v  0   1 be a
4. u  x, t   f  2 x  t   g  2 x  t 
u  3u
solution to  then
t x 3 (CSIR NET MCQ Dec 2012)

i x  2t  2
3. If the initial value problem for partial
1. u  x, t   e 2. u  x, t   ei x t
differential equation

i x  2t  i 3  x t 
3. u  x, t   e 4. u  x, t   e
u  2u
(CSIR NET SCQ Dec 2014)   0; u  x, 0   sin   x  has a
t x 2
 2u  2u  2u
9. The PDE 2  2   x , has solution of the form u  x, t     t  sin  x  ,
x xy y 2
1. only one particular integral then
2. a particular integral which is linear in x 1.  is always negative
and y. 2.  is always positive
3. a particular integral which is a quadratic 3.  is an increasing function
polynomial in x and y 4.  is a decreasing function
4. more than one particular integral
(CSIR NET MCQ Dec 2013)
(CSIR NET SCQ Dec 2015)
4. Let P  x, y  be a particular integral of the

partial differential equation

---------------------- M C Q ---------------------
 2 z z
1. A bounded solution of the partial differential 2
  2 y  x 2 ; then P  2,3 equals
x y
u  2u t
  e is 1. 2 2. 8
t x 2
3. 12 4. 10
1. u  x, t   e t (CSIR NET MCQ Dec 2013)
5. Let  u , t  satisfy for x  , t  0,
2. u  x, t   e  x e t
 2u u  2u
x
3. u  x, t   e  e t   2  0 . A solution of the form
t 2 t x 2
4. u  x, t   x  e t u  eix v  t  with v  0   0 and v '  0   1
(CSIR NET MCQ Dec 2012) 1. is necessarily bounded
2. satisfies u  x, t   et

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 3 Page 87

3. is necessarily unbounded
4. is oscillatory in x
(CSIR NET June 2014)

Answer Key
SCQ
1. 1 2. 3 3. 1
4. 1 5. 2 6. 4
7. 1 8. 1 9. 4

MCQ
1. 1 2. 1,3 3. 2,3
4. 3 5. 2,3,4

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 89

9.1 Classification of Linear Partial Differential Equations

Classification of linear Partial Differential Equation of second order in two independent

variables : Consider a general partial differential equation of second order for a function of two
independent variables x and y in the form
Rr  Ss  Tt  f ( x , y , z , p , q)  0 ......(1)
where R, S, T are continuous function of x and y possessing partial derivatives defined in some
domain D on the xy-plane.
equation (1) is said to be
1. Hyperbolic at a point (x, y) in Domain D , if S 2  4 RT  0

2. Parabolic at a point (x, y) in Domain D , if S 2  4 RT  0

3. Elliptic at a point (x, y) in Domain D , if S 2  4 RT  0

Remarks :
(i) We observe that the type of equation (1) is determined solely by its principal part i.e. ,
R r  S s  T t , which involve the highest order derivative of z.
(ii) If all R , S , T are constants , the differential equation will have the same nature throughout. If R ,
S , T are functions of x , y ; the same differential equation can be hyperbolic , parabolic or elliptic
at different points of the region.
Note : Some author use u in place of z. In that case
 2u  2u  2u
r , s , t
x 2 xy y 2
Example 1 : Classify one dimensional diffusion equation.
Solution : One dimensional diffusion equation is
 2 z z
 i.e., r  q  0
x 2 y
Comparing with Rr  Ss  Tt  f ( x, y, z , p, q )  0 , we have R = 1, S = 0, T = 0

Now S 2  4 RT  0  4.1.0  0
 The given equation is parabolic.

[Link] [Link]
[Link] [Link]
90

Classification of a Partial Differential Equation in three independent variables : A linear partial

differential equation of the second order in 3 independent variables x1 , x2 , x3 is given by
3 3
 2u 3
u
  aij
i 1 j 1 xi x j
 b
i 1
i
xi
 cu  0 ......(1)

where aij  aij  a ji  , bi , c are either constant or some function of the independent variables x1 , x2 , x3

and u is dependent variable.

Since aij  a ji , so the matrix A =  aij  given by equation (1) is a real symmetric matrix of order
3 3

3  3. The eigen values of matrix A are roots of the characteristic equation of A i.e., |A  I| = 0 .
Now classification of (1) with the help of matrix A is
Types of Equation :
(i) If all the eigen values of A are non-zero and two of them have same sign , then equation (1) is
known as hyperbolic type of equation.
(ii) If one of the eigen value is zero i.e. , |A| = 0 , then equation (1) is known as parabolic type of
equation .
(iii) If all the eigen values of A are non-zero and have same sign then (1) is known as elliptic type of
equation.
Remark : We can remember the matrix A as
 coeff of u xx coeff of u xy coeff of u xz 
 
A   coeff of u yx coeff of u yy coeff of u yz 
 coeff of u zx coeff of u zy coeff of uzz 

Here , A is a symmetric matrix.
Example 2 : Classify u xx  u yy  uzz .

1 0 0 
Solution : Matrix A of the given equation is A   0 1 0 
 0 0 1

Eigen values of A are given by |A  I| = 0

1  0 0
or 0 1  0 0
0 0 1  

or (1   )(1   )(1   )  0,  1, 1, 1

Here , all the eigen values are non-zero and two of them have same sign. Hence the given equation is
of hyperbolic type.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 91

Classification of Partial differential Equation of second order in n-independent variables : A

linear Partial Differential equation with n variable x1 , x2 ,......, xn given by
n n
 2u n
u

i 1
 aij
j 1
  bi
xi x j i1 xi
cu 0

where aij  a ji , bi , c are either constant or function of x1 , x2 ,........., xn and u is dependent variable.

 2
Let i  , i  j  where i = 1, 2, .... , n and j = 1,2, ......,n
xi xi x j
n n
Now, consider the operator    aij  i  j for all non-zero real values of  i and  j positive or
i 1 j 1

negative at any point ( x1 , x2 ,.........., xn ) . Then , the differential equation (1) is said to be

(i) Elliptic : If  is positive for all real values of  i and j and it reduces to zero only when all

 is and  j s are zero .

(ii) Hyperbolic : If  can be both positive or negative.

a11 a12 .......... a1n
a21 a22 .......... a2 n
(iii) Parabolic : If  = 0 , where 
....... .......... ........... .........
an1 an 2 ........... ann

This method is more general than previous one , as it covered n independent variables
Exercise 9.1
Classify the given partial differential equations.
2 z 2z 2 z
1.  4  4 0 2. x 2 ( y  1)r  x( y 2  1) s  y ( y  1)t  xyp  q  0
x 2 x y y 2

2z 2z 2z

3. 2 2  2 5 2  0
x xy y

 2u  2u  2u
4. Find where the partial differential equation  t  x  0 is hyperbolic, parabolic and
x 2 x t t 2
elliptic.
Answers
1. Parabolic 2. Hyperbolic 3. Elliptic
4. (i) Hyperbolic if t 2  4 x (ii) Parabolic if t 2  4 x (iii) Elliptic if t 2  4 x

[Link] [Link]
[Link] [Link]
92

9.2 Reduction to canonical (normal) forms

Consider the linear partial differential equation of the form

Rr  Ss  Tt  f ( x , y , z , p , q)  0 ......(1)
where R, S, T are continuous functions of x and y having continuous partial derivatives of as high an
order as necessary.
Let the independent variables x and y be changed to u and v by means of transformations
u = u(x, y) and v  v x , y ......(2)

so that the resulting equation in independent variables u and v, is transformed into one of the three
canonical forms, which are easily integrable.
z z u z v z z u z v
Now. p=   and q  
x u x v x y u y v y
 u  v   u  v 
or   and   ......(3)
x x u x v y y u y x

2 z   z    z u z v 
 = 2
       [using (3)]
x x  x  x  u x v x 

  z  u z  2u  2
 z  v z  v
=    2
    2
x  u  x u x x  v  x v x
  u  v    z   u z  2u  u  v   z  v z  2v
=       2
      2
 x u x v   u   x u x  x u x v  v  x v x
[Using (3)]
 u  2 z v  2 z  u z  2u  u  2 z v  2 z  v z  2v
=  2
   2
  2
 2
 x u x v u  x u x  x u v x v  x v x
2 2 2
 u   z  2 z u v z  2u  v   2 z z  2v
r =  2
 2.    
 x  u u v x x u x 2  x  v 2 v x 2
2 2
 u   2 z  2 z u v z  2u  v   2 z z  2v
Similarly t =  2
 2    
 y  u u v y y u y 2  y  v 2 v y 2

2z   z    z u z v 
and s=      
x y x  y  x  u y v y 

  z  u z  2u   z  v z  2v
=       
x  u  y u x y x  v  y v x y

  u  v   z  u z  2u  u  v   z  v z  2v
=           
 x u x v  u  y u x y  x u x v  v  y v x y
[using (3)]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 93

 u  2 z v  2 z  u z  2u  u  2 z v  2 z  v z  2v
=  2
      2

 x u x u v  y u x y  x u v x v  y v x y

u u  2 z  2 z  u v u v  z  2u v v  2 z z  2v
Thus s =   y x  x y   u x y  x y v 2  v x y
x y u 2 u v  
Putting the value of p , q, r, s, t in equation (1) and simplifying , we get
2 z 2z 2z  z z 
A 2
 2 B  C 2
 F u , v, z , , 0 ......(4)
u u v v  u v 
2 2
 u  u u  u 
where A = R   S T   ......(5)
 x  x y  y 
u v 1  u v u v  u v
B= R  S  T ......(6)
x x 2  x y y x  y y
2 2
 v  v v  v 
C = R   S T   ......(7)
 x  x y  y 
 z z 
and F  u , v , z , ,  is transformed from of f ( x , y , z , p , q) .
 u v 
Now we shall determine u and v so that equation (4) reduces to simplest possible form. The
method of evaluation of u and v become easy when the discriminant S 2  4 RT of the quadratic
equation
R 2  S   T  0 ......(8)
is either positive , negative or zero everywhere.
The three cases are discussed separately as follows :
Case I : If S 2  4 RT 0 (i.e., the equation is hyperbolic).
In this case the root 1, 2 of equation (8) are real and distinct. We shall choose u and v such that the
2 z 2z
coefficients of and in the equation (4) vanish.
u 2 v 2
u u
So let us take  1 ......(9)
x y
v v
and  2 .....(10)
x y

[Link] [Link]
[Link] [Link]
94
2
2  u 
then A  ( R  S 1  T )    0
1
 y 
R12  S 1  T  0 as 1 is root of equation (8).

Similarly we can show C = 0

Now equation (9) can be written as
u u
 1  0 which is of the form Pp  Qq  R
x y
Its Lagrange’s auxiliary equations are
dx dy du
 
1  1 0
By third ratio du = 0
 u = c1 , where c1 is arbitrary constant.
Again taking first and second ratio , we get
1 dx  dy

dy dy
   1 or  1  0 .....(11)
dx dx
Let f1 ( x , y )  c2 be the solution of equation (11)

 The solution of equation (9) is u  f1 ( x , y ) .....(12)

which is suitable choice for u

Similarly the solution of equation (10) is
v  f 2 ( x , y) ......(13)
which is suitable choice for v.
Now it can be shown easily that
2
1
2 2  u v u v  
AC  B  (4 RT  S )     ......(14)
4  x y y x  
 
2
1  u v u v 
or B  ( S 2  4 RT ) 
2
  [As A = 0 = C]
4  x y y x 
But in this case , S 2  4 RT  0  B2  0 [From above equation]
Now equation (4) reduces to
2z  z z 
2B  F u , v, z, , 0 [ A = C = 0]
u v  u v 

2z  z z 
As B  0 , dividing by 2B , it reduces to    u , v, z ,  ......(15)
u v  u v 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 95

which is the canonical form of given equation (1) and is simple to solve , than the given equation.
Case II : If S 2  4 RT  0 [i.e., the equation is parabolic]

In this case the roots of equation R 2  S   T  0 are real and equal i.e., 1  2

Here we choose u as in case I , such that

u u
 1 which gives u  f ( x , y ) .....(16)
x y
and take v to be any function of x and y , which is independent of u.
 As in case I , A = 0

Also from (14) AC  B2 = 0 [ S2 – 4RT = 0]

 B= 0 [  A = 0]
Here C can not be zero, otherwise v would be a function of u and consequently v would not be
independent of u.
Putting A = 0 = B in (4) and dividing by C  0 , it becomes
2 z  z z 
2
   u , v, z , ,  .....(17)
v  u v 
Hence if we make the substitution u  f ( x, y ) and v be any function of x and y , the given

2 z  z z 
equation (1) in this case reduces to the form 2
  u , v , z , ,  which is the canonical form
v  u v 
of equation (1) in this case and is simpler to solve , than the given equation.
Case III : If S 2  4 RT  0 [i.e., the given equation is elliptic]
In this case the root of the equation
R 2  S  T  0 are complex conjugates.
Proceeding as in case I, here the equation (1) will reduces to the same canonical form.
2z  z z 
i.e.,    u , v, z , ,  as in case I but the variable u and v are not
u v  u v 
real but the complex conjugate.
To obtain a real canonical form, we take
u    i , v   i
1 1
Adding,   (u  v) and subtracting ,   i (v  u )
2 2

[Link] [Link]
[Link] [Link]
96

Now we will further transform the independent variables u and v to  and  with these relations.
z z  z  1  z z 
Now ,     i 
u  u  u 2    

z z  z  1  z z 
and     i 
v  v  v 2    

2z   z  1      z z 
     i  i 
u v u  v  4        

1    z z    z z  
=   i i  i 
4            

1  2 z 2z 2 z 2z 
=   i  i  
4   2      2 

1  2 z 2z 
=  2  
4    2 

2z  z z 
Substituting in    u, v, z , , 
u v  u v 
Canonical form of equation (1) in this case is
2 z 2 z  z z 
2
 2
   ,  , z , , 
     

Type of the equation Canonical form

When 1  2 . Hyperbolic 2z  z z 
   u , v, z , , 
S 2  4 RT  0 u v  u v 

1 = 2 Parabolic S 2  4 RT 2 z  z z 
2
   u , v, z , , 
v  u v 

1  2 Elliptic S 2  4 RT  0 2 z 2 z  z z 
2
 2   ,  , z , 
     
Here u    i  , v    i 

Working Rule for reducing a hyperbolic equation to the canonical form :

Steps :
1. Let the given hyperbolic equation be
Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)

then S 2  4 RT  0

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 97

2. Write   quadratic R 2  S   T  0 ......(2)

It will have two distinct roots , say 1 and 2 .
3. The corresponding characteristic equations are
dy dy
 1  0 and  2  0
dx dx
Solving these , we get f1 ( x , y )  c1 and f 2 ( x , y )  c2 ......(3)

4. Choose u  f1 ( x , y ) and v  f 2 ( x , y ) ......(4)

Using relation (4) find p, q, r, s, t in terms of u and v as shown in last article

substituting the values of p, q, r, s, t, obtained in step (4) in (1) and simplifying, we shall get the
following canonical form.
2z  z z 
  u , v , z , , 
u v  u v 
Theorem : Consider the second order linear differential equation
Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)

R,S and T are real constant and S 2  4 RT  0 so that the equation is hyperbolic then there exist a

transformation u  u  x, y  and v  v  x, y  of independent variable in (1) so that the transform

2z  z z 
equation in independent variable  u , v  may be written in the canonical form    u, v, z , , 
uv  u v 
Case I : If R  0 such a transformation is given by u  1 x  y , v  2 x  y , where 1 and 2 are the

roots of the equation R 2  S   T  0

S
Case II : If R  0, S  0 , T  0 such a transformation is given by u  x, v  x  y
T
Case III : If R  0, S  0, T  0 such transformation is merely the identity transformation i.e.
u  x, v  y

2z 2
2  z
Example 1 : Reduce  x to canonical form .
x 2 y 2
Solution : Rewriting the given equation as
r  x 2t  0 ......(1)
and comparing (1) with Rr  Ss  Tt  f ( x, y, z , p, q )  0

we have R  1, S  0, T   x 2

[Link] [Link]
[Link] [Link]
98

 S 2  4 RT = 0  4(1)( x 2 )  4 x 2  0
Given equation is hyperbolic.
Now the quadratic equation R 2  S   T  0 becomes

 2  x2  0    x
Let 1 = x and 2 =  x [Real and distinct]
 The corresponding characteristic equations are
dy dy
 1  0 and  2  0
dx dx
dy dy
or  x  0 and  x 0
dx dx
x2 x2
Integrating y  c1 and y  c2
2 2
Hence in order to reduce (1) in canonical, we change the independent variable x and y into u and v by
x2 x2
taking u  y and v y ......(2)
2 2
z z u z v z z
Now p    x x ......(3)
x u x v x u v
z z u z v z z
and q     ......(4)
y u y v y u v

2 z   z     z z  
 r = 2    x   [using (3)]
x x  x  x   u v  

  z z   z z 
=x     1.   
x  u v   u v 
   z z  u   z z  v  z z
= x         
 u  u v  x v  u v  x  u v
  2 z  2 z    2 z  2 z   z z
= x  2  x  2  ( x )   
 u u v   v u v   u v

 2 z  2 z  2 z  z z
= x2  2  2   
 u u v v 2  u v

2z   z    z z 
and t 2
      [using (4)]
y y  y  y  u v 

  z z  u   z z  v
=       
u  u v  y v  u v  y

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 99

 2z 2z   2z 2z 

= 2 1
    .1
 u u v   v u v 2 

 2 z 2 2 z  2 z
=  
u 2 u v v 2

Substituting the value of r and t in (1) i.e., r  x2t = 0 , we have

  2 z 2 2 z  2 z   z z  2   2 z
2 2z 2z 
x  2  2     x  2 2   0
 u u v v   u v   u u v v 2 

2 z  z z 
or 0  4 x2   
u v  u v 

2 z 1  z z 
or  2   
u v 4 x  u v 

2 z 1  z z  x2 x2
or     as u = y  , v  y 
u v 4(u  v)  u v  2 2

 u  v = x2
which is the required canonical form.
Working rule for reducing a parabolic equation to its Canonical form :
Steps :
1. Let the given parabolic equation be
Rr  Ss  Tt  f ( x , y , z , p , q) = 0 ......(1)

then S 2  4 RT  0

2. Write -quadratic R 2  S   T  0 ......(2)

It will have two equal roots.
3. Corresponding characteristic equation is  = 1
dy
 1  0
dx
Solving it, we get f1 ( x , y )  c1 , c1 is arbitrary constant . ......(3)

4. Choose u  f1 ( x , y ) and v  f 2 ( x , y ) ......(4)

where f 2 ( x, y ) is an arbitrary function of x and y and is independent of f1 ( x , y ) . For this verify

that Jacobian J of u and v of (4) is non-zero

[Link] [Link]
[Link] [Link]
100

u u
 (u , v) x y
J  0
 ( x, y ) v v
x y

5. Using relation (4) find p, q, r, s, t in terms of u and v. Substituting the values of p, q, r, s and t in (1)
and simplifying , we get the canonical from of (1)
2 z  z z 
2
  u , v , z , , 
v  u v 
Theorem : Consider the second order linear differential equation
Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)

R,S and T are real constant and S 2  4 RT  0 so that the equation is parabolic then there exist a

transformation u  u  x, y  and v  v  x, y  of the independent variable in (1) so that the transformed

2 z  z z 
equation in independent variable  u , v  may be written in the canonical form 2
   u, v, z , , 
v  u v 
Case I : If R  0 and T  0 such a transformation is given by u   x  y, v  y , where  is the

repeated real root of the quadratic equation R 2  S   T  0

Case II : If R  0 and T  0 such a transformation is given by u  y , v  x
Case III : If R  0, T  0 such transformation is merely the identity transformation i.e. u  x, v  y
Example 2 : Reduce r  6s  9t  2 p  3q  z  0 into canonical form .
Solution : Comparing the given equation with
Rr  Ss  Tt  f ( x , y, z , p, q)  0
R  1, S   6 T  9 f ( x , y , z , p , q)  2 p  3q  z

S 2  4 RT  36  4 . 9  0
Here the given equation is parabolic.
The  - quadratic is R 2  S   T  0

or  2  6  9  0

or (  3) 2  0
or =3,3
The corresponding characteristic equation is
dy dy
 3  0 or   3 or dy   3dx
dx dx
Integrating , we have y  3 x  c1 where c1 is arbitrary constant.

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 101

To reduce the given equation into canonical form , let us choose

u  y  3x and v = y
in such a manner that u and v are independent functions as verified below :
u u
 (u , v ) x y 3 1
J    3  0
( x, y ) v v 0 1
x y
z z u z v z
Now, p    3
x u x v x u
z z u z v z z
q    
y u y v y u v

2 z   z    z     z  u   z  v 
r  2
    3   3      
x x  x  x  u   u  u  x v  u  x 

 2z  2z
= 3  2 3  0  9 2
 u  u

2z   z    z z     z  u   z  v 
s             
x y x  y  x  u v   u  u  x v  u  x 

  z  u   z  v
     
u  v  x v  v  x

2z 2z  2z 2 z 

=3  0  3  0  3  u 2 
u 2 u v  u v 

2z   z    z z 
t  2
      
y y  y  y  u dv 

   z  u   z  v     z  u   z  v 
=             
 u  u  y v  u  y   u  v  y v  v  y 

 2z 2 z    2 z 2z 
=  2 1  1  1
 u u v   u v v 2 

2 z 2 z  2 z
=  2 
u 2 u v v 2
Substituting the value of p, q, r, s , t in given equation , we have

[Link] [Link]
[Link] [Link]
102

2 z  2 z 2z   2z  2 z  2 z   z   z z 
9  18  2   9
  2  2   2 3   3    z  0
u 2  u u v   u u v v 2   u   u v 

2 z 2 z 2z z z
or 2
[9  9  18]  [  18  18]  2
[9]  (6  3)  3  z  0
u u v v u v

2 z z z
or 9 2
9  3  z  0
v u v
2 z z z 1 z
or 2
   is required canonical form .
v 9 u 3 v
Working Rule for reducing an elliptic equation to its canonical form :
Steps :
1. Let the given elliptic equation be Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)

then S 2  4 RT  0

2. Write  - quadratic R 2  S   T  0 ......(2)

It will have two roots , which are complex conjugates , say 1 and 2.
3. Corresponding characteristic equations are
dy dy
 1  0 and  2  0
dx dx
Solving these, we get
f1 ( x , y )  i f 2 ( x , y )  c1 and f1 ( x , y )  i f 2 ( x , y )  c2 ......(3)

4. Choose u = f1 ( x, y )  i f 2 ( x , y ) and v  f1 ( x , y )  i f 2 ( x , y )

Let u   i  , v   i 
so that   f1 ( x, y ) and   f 2 ( x , y) ......(4)

5. Using relation (4) find p , q , r , s and t in terms of  and .

6. Substituting the values of p, q, r, s, t and relation (4) in (1) and simplifying, we shall get the
2 z 2 z  z z 
following canonical form 2
 2
    ,  , z, , 
     
Theorem : Consider the second order linear differential equation
Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)

R,S and T are real constant and S 2  4 RT  0 so that the equation is elliptic then there exist a

transformation u  u  x, y  and v  v  x, y  of independent variable in (1) so that the transformed

equation in independent variable u, v  may be written in the canonical form

2 z  2 z  z z 
2
 2    u , v, z , ,  such a transformation is given by u  ax  y and v  bx
u v  u v 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 9 Page 103

where a  ib  a and b real, b  0  are the conjugate complex roots of the quadratic

equation R 2  S   T  0 .
2 z 2
2  z
Example 3 : Reduce  x  0 into canonical form.
x 2 y 2

Solution : Rewriting the given equation as r  x 2t  0 ......(1)

Comparing with Rr  Ss  Tt  f ( x , y , z , p , q)  0

we have R  1, S  0, T  x 2 so that S 2  4 RT   4 x 2  0 showing that given equation is elliptic.

 - quadratic R 2  S   T  0 reduces to  2  x 2  0 giving    ix

The corresponding characteristic equations are given by
dy dy
 ix  0 and  ix  0
dx dx
 x2   x2 
Integrating y  i    c1 and y  i    c2
 2  2

 x2  x2
Choose u  y  i      i , and v  y i    i ......(2)
 2 2

x2
where   y ,  
2
Now u and v are new independent variables.
z z  z  z z
 p    0 x x ......(3)
x  x  x  
z z  dz  z z  
q     0  or  ......(4)
y  y  y   y 

2 z   z    z  z   z 
Now r  2
    x   .1  x .  
x x  x  x     x   

z    z     z   
=  x      
      x     x 

z  2 z  z 2 z
=  x 0  2 x    x2 2 ......(5)
     

2z   z    z   2 z
and t        [using (4)]
y 2 y  y       2

[Link] [Link]
[Link] [Link]
104

Substituting the values of p, q, r, t in (1) , we have

2 2
 z 2  z  2  z 2 z 2 z 1 z 1 z  x2 
   x  2   x  2  0 or
 2

 2
 2
x 

2  as   2 
   
which is the required canonical form of (1).

Exercise 9.2
Reduce the following equations to canonical forms :
2 z
2
2
2  z 2 2 z
2
2
2  z
1. x y 0 2. r  2 xs  x t  0 3. y x 0
x 2 y 2 x 2 y 2

Answers
2z z  2 z z 2 z  2 z 1  1 z 1 z 
1. 2uv v 0 2.  3.     0
u v v v 2 u  2  2 2      

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 10 Page 105

10.1 Characteristic Equations for non-linear PDE

Characteristic equations and Characteristic curves :

Consider the second order partial differential equation
Rr  Ss  Tt  f ( x , y , z , p , q )  0 ......(1)
Now , corresponding to this equation , consider the   quadratic
R 2  S   T  0 ......(2)
dy
which has two roots. Then the ordinary differential equations   ( x , y)  0 ......(3)
dx
are called the characteristic equations.
The solutions of (3) are known as characteristic curves or simply the characteristics of the second
order partial differential equation (1).
Now consider the following 3 cases :
Case I : If S 2  4 RT  0 , then (2) has two distinct real roots 1 , 2 (say), so we have two

dy dy
characteristic equations  1 ( x, y )  0 and  2 ( x, y )  0
dx dx
Solving these we get two distinct family of characteristics.

Case II : If S 2  4 RT  0 , then equation (2) has two equal real roots , so we get only one characteristic
family of curve.

Case III : If S 2  4 RT  0 , then equation (2) has complex roots. Hence there are no real
characteristics. Thus we get two families of complex characteristics.

Remark : There are two distinct , one or two complex characteristics according as the partial
differential equation is hyperbolic , parabolic or elliptic.
Example 1 : Find the characteristics of y2r  x2t = 0.
Solution : Comparing the given equation with
Rr  Ss  Tt  f ( x, y , z , p, q ) = 0 , we have R  y 2 , S  0, T   x 2

Now S 2  4 RT  0  4( y 2 )( x 2 )  4 x 2 y 2  0 [for all non-zero x and y]

[Link] [Link]
[Link] [Link]
106

Hence (1) is hyperbolic everywhere except at x = 0 and y = 0

The   quadratic is R 2  S  T  0

or  2 y2  x2  0
x x
or = ,
y y
 Corresponding characteristic equations are
dy x dy x
 0 and  0
dx y dx y
or x dx  ydy  0 and y dy  x dx  0

x 2 y 2 c1 y 2 x 2 c2
Integrating ,   and  
2 2 2 2 2 2
or x 2  y 2  c1 or ( y 2  x 2 )  c2

which are required family of characteristics.

 2u  2u 2
2  u
Example 2 : Find the real characteristics of x 2  2 xy  y  0.
x 2 xy y 2

 2u  2u 2
2  u
Solution : The given equation is x 2  2 xy  y 0
x 2 xy y 2

In symbolic form x 2 r  2 xys  y 2t  0 ……(1)

Comparing given equation (1) with Rr  Ss  Tt  f  x, y, z , p , q   0 , we get

R  x 2 , S  2 xy , T  y 2

Now, S 2  4 RT  4 x 2 y 2  4 x 2 y 2  0
Hence the equation (1) is parabolic every where.
Now, the quadratic equation R 2  S   T  0 becomes

x 2 2  2 xy  y 2  0

  x  y 2  0
y y
    ,  . Thus the roots are real and equal.
x x
So, the corresponding characteristics equation is
dy dy y
  0 or  0
dx dx x
dy dx
or  0
y x
y
Integrating, we get  c1 or y  c1 x
x

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 10 Page 107

which is the required family of characteristics. Thus, in this case we obtain one family of
characteristics representing a family of straight lines passing through the origin.
2 z 2
2  z z z
Example 3 : Find the real characteristics of 1  x 2  2
 1  y  2
 x  y  0.
x y x y
Solution : The given partial differential equation is
2 z 2
2  z z z
1  x 2  2
 1  y  2
x  y  0
x y x y

In symbolic form 1  x 2 r  1  y 2 t  xp  yq  0 ……(1)

Compare given equation (1) with Rr  Ss  Tt  f  x , y , z , p, q   0 , we get

R  1  x 2 , S  0, T  1  y 2

Now, S 2  4 RT  0  41  x 2 1  y 2    41  x 2 1  y 2  0

Hence, (1) is elliptic and it has no real characteristics.

Exercise 10.1
Find the real characteristics of the following partial differential equations :
2 z 2 z 2 z  2u  2u  2u
1.  4  4 0 2.  2  8 0
x 2 xy y 2 x 2 xy y 2

 2u 2 2  2u  2u u u
3. xy 2
  x  y   xy 2
 y  x  2 x 2  y 2   0 .
x xy y x y

 2u  2u  2u
4. For the partial differential equation 2 2  5 2  0 determine whether real
x xy y
characteristics exits or not.

Answers
1. y  2 x  c 2. y  2 x  c1 , y   4 x  c2 3. x 2  y 2  c1 , y  xc2

4. Characteristics are not real

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment – 4 Page 109
2
----------------- S C Q ----------------  2 z  z 
4. u     0 as u  0
1. The second order PDE u xx  x 2u yy  0 then uv  u 
5. The second order partial differential equation
the canonical form of the PDE is
 2u 2
2 z 
1  z z      2  then reduce canonical
1  y
1. zuv   x 2
4  u  v   u v   y 
form is
1  z z 
2. zuv  
4  u  v   u v  2 z z
1. 
xy u
1  z z 
3. zuv  
4  u  v   u v   2 z z
2. 
xy v
1  z z 
4. zuv  
4  u  v   u v  3.
 2 z 1  z z 
   
xy u  u v 
2. The second order PDE
2  2 z  z z 
 n  1 uxx  y 2nu yy  ny 2n1u y , where n is an 4. 4   
xy  u v 
integer then reduce canonical form is 6. The characteristic of the partial differential
1. zuu  0 2. zvv  0 equation
3. zuv  0 4. zuu  zvv  0 2 z 2z 2 2 z z z
2
2  cos x 2  2  3  0 .
3. The second order partial differential equation x xy y x y

u xx  2u yy  u zz  2u xy  2u yz is When it is of hyperbolic type …

1.  2.   n
1. Hyperbolic 2. Elliptic

3.    2n  1 4. None (GATE 1997)
3. Parabolic 4. None of these 2
4. The second order partial differential equation 7. The equation x 2  y  1 Z xx  x  y 2  1 Z xy

yr   x  y  s  xt  0 then reduce canonical  y  y 2  1 Z yy  Z x  0 is hyperbolic in the

form is entire xy-plane except along
2
 z z 1. x-axis 2. y-axis
1. u   0 as u  0
uv v
3. A line parallel to y-axis
2
 z z 4. A line parallel to x-axis (GATE 2000)
2. u   0 as u  0
uv u
8. The characteristics curves of the equation
2 2
 z  z 
3. u     0 as u  0 x 2u xx  y 2u yy  x 2 y  x ; x  0, u   x, y  are
uv  v 
1. rectangular hyperbola

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
110
2. parabola 13. The partial differential equation
3. circle 2 z 2 z 2
2  z
4. straight line (GATE 2000) x 2
  y  1 x
2
 y  y  1
x 2 xy y 2
9. Pick the region in which the following
differential equation is hyperbolic z z
x  y  0 is hyperbolic in a region in
x y
yu xx  2 xyu xy  xu yy  u x  u y
the XY-plane if
1. xy  1 2. xy  0
1. x  0 and y  1 2. x  0 and y  1
3. xy  1 4. xy  0 (GATE 2003)
3. x  0 and y  1 4. x  0 and y  1
10. The partial differential equation
(GATE 2011)
2 2 2
u u u u u 14. The partial differential equation
x 2
 2 xy y 2 x y  0 is
x xy y y x
 2u  2u  2u 1  u u 
1. Elliptic in the region x  0, y  0, xy  1 x   x  y   y    0
x 2 xy y 2 4  y x 
2. Elliptic in the region x  0, y  0, xy  1 is

3. Parabolic in the region x  0, y  0, xy  1 1. Hyperbolic along the line x  y  0

4. Hyperbolic in the region 2. Elliptic along the line x  y  0

x  0, y  0, xy  1 (GATE 2005) 3. Elliptic along the line x  y  0

11. In the region x  0, y  0, the partial 4. Parabolic along the line x  y  0

differential equation (GATE 2017)
 2u  2u 15. The number of characteristic curves of the
x 2
 y2 
x 2
 2  x 2
 y 2
 xy PDE  x 2  2 y  u xx   y 3  y  x  u yy
 2u
  x2  y2  0  x 2  y  1 uxy  3ux  u  0 passing through
y 2
the point x  1, y  1 is
1. Changes type 2. is elliptic
3. is parabolic 4. is hyperbolic 1. 0 2. 1 3. 2 4. 3

(GATE 2006) (CSIR NET SCQ June 2011)

12. If the partial differential equation 16. The second order partial differential equation
2

 x  1
2 2
u xx   y  2  u yy  2 xu x  2 yu y  x  y  2u
  x  y  sin  x  y 
2 2  2u
4 x 2 xy
2
2 xyu  0 is parabolic in S  R but not in
 2u u
 cos 2  x 2  y 2    x  y
R 2 \ S , then S is y 2
x
1.  x, y   R 2
: x  1 or y  2
 sin 2  x 2  y 2 
u
 u  0 is
y
2.  x, y   R 2
: x  1 and y  2
1. Elliptic in the region
3.  x, y   R 2
: x  1  2 2 
 x, y  : x  y , x  y  
 6
4.  x, y   R 2
: y  2 (GATE 2008)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment – 4 Page 111

2. Hyperbolic in the region curves for y  0

  2 2 3  4. branches of quadratic curves as
 x, y  : x  y ,  x  y  
 4 4 characteristics for y  0
3. Elliptic in the region (CSIR NET SCQ June 2013)
  2 2 3  20. Let a, b, c be continuous functions defined
 x, y  : x  y ,  x  y  
 4 4 
on  2 . Let v1 , v2 , v3 be nonempty subset of
4. Hyperbolic in the region
 2 such that v1  v2  v3   2 and the PDE
 2 2 
 x, y  : x  y , x  y  
 4 a  x, y  u xx  b  x, y  u xy  c  x, y  u yy  0 is
(CSIR NET SCQ Dec 2011) elliptic in v1 , parabolic in v2 and hyperbolic
3
17. The second order PDE u yy  yu xx  x u  0 is
v3 , then
1. elliptic for all x  , y  
1. v1 , v2 and v3 are open sets in  2
2. parabolic for all x  , y  
2. v1 and v3 are open sets in  2
3. elliptic for all x  , y  0
3. v1 and v2 are open sets in  2
4. hyperbolic for all x  , y  0
4. v2 and v3 are open sets in  2
(CSIR NET SCQ June 2012)
18. The partial differential equation (CSIR NET SCQ Dec 2013)

 2u  2u 21. Let a, b, c, d be four differential functions

y  x  0 is hyperbolic in
x 2 y 2 defined on  2 . Then the partial differential
1. the second and fourth quadrants    
equation  a  x, y   b  x, y  
2. the first and second quadrants  x y 
3. the second and third quadrants    
4. the first and third quadrants  c  x, y   d  x, y   u  0 is
 x y 
(CSIR NET SCQ Dec 2012) 1. always hyperbolic
19. The partial differential equation 2. always parabolic
 2u  2u 3. never parabolic
 y  0 has
y 2 x 2 4. never elliptic
1. two families of real characteristic curves (CSIR NET SCQ June 2016)
for y  0  2u  2u
22. The PDE x  y  0 is
2. no real characteristics for y  0 x 2 y 2
3. vertical lines as a family of characteristic

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
112
1. hyperbolic for x  0, y  0 2. and ellipsoid in the xyu space
2. elliptic for x  0, y  0 3. a parabola in the u-x plane

3. hyperbolic for x  0, y  0 4. a hyperbola in the u-y plane

(CSIR NET MCQ Dec 2015)
4. elliptic for x  0, y  0
(CSIR NET SCQ Dec 2016)

Answer Key
---------------------- M C Q ---------------------
SCQ
 2u  2u  2u
1. The PDE is 2  2   0 is 1. 3 2. 3 3. 2
x xy y 2
4. 1 5. 4 6. 2
1. Parabolic and has characateristics
7. 2 8. 1 9. 3
  x, y   x  2 y,   x, y   x  2 y
10. 4 11. 4 12. 2
2
u 13. 3 14. 4 15. 1
2. Reducible to the canonical form  0,
 2
16. 2 17. 3 18. 1
where   x, y   x  2 y 19. 3 20. 2 21. 4
 2u 22. 1
3. Reducible to the canonical form  0,
 2 MCQ
where   x, y   x  2 y 1. 3 2. 1,4 3. 3

4. Parabolic and has the general solution

u   x  y  f1  x  y   f 2  x  y  , where

f1 , f 2 are arbitrary functions.

(CSIR NET MCQ June 2014)

2. The second order partial differential equation
u xx  xu yy  0 is

1. elliptic for x  0
2. hyperbolic for x  0
3. elliptic for x  0
4. hyperbolic for x  0
(CSIR NET June 2015)
3. A solution of the PDE
2 2
u u  u   u 
x  y     u  0
x y  x   y 
represents
1. an ellipse in the x-y plane

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 113

11.1 Heat Wave and Laplace equations

Introduction : In physical problem we always seek a solution of the differential equations which
satisfies some specified conditions known as the boundary conditions. The differential equation
together with these boundary conditions, constitute a boundary value problem.
In problems involving ordinary differential equations, we may first find the general solution
and then determine the arbitrary constants from the initial values. But the same process is not
applicable to problems involving partial differential equations for the general solution of a partial
differential equation contains arbitrary functions which are difficult to adjust so as to satisfy the given
boundary value problems involving linear partial differential equations can be solved by the following
method.
A solution which breaks up into a product of functions each of which contains only one of the
variables. The following explains this method.
Method of separation of variables :
u u
Example 1 : Using the method of separation of variables, solve  2  u where u ( x, a )  6e 3 x
x t
Solution : Assume the solution u ( x, t )  X ( x)T (t ) substituting in the given equation, we have
X ' X T '
X 'T  2 XT ' XT  ( X ' X )T  2 XT '    k (say)
2X T
X' T'
 X ' X  2kX  0   1  2k …(1) and k …(2)
X T

Solving (1), log X  (1  2k ) x  log c  X  c e(12k ) x

From (2), log T  kt  log c1  T  c1e kt

Thus u ( x, t )  XT  cc1e(1 2k ) x  ekt ….(3)

Now 6e3 x  u ( x, 0)  cc1e(12k ) x

 cc1  6 and 1  2k  3 or k  2 substituting these values in (3), we get u ( x, t )  6e 3x e2t

 u ( x, t )  6e  (3 x 2t ) which is the required solution.

[Link] [Link]
[Link] [Link]
114

Some Important Equations :

 1  u 
1. Heat (Diffusion) Equation :  2u    
 k  t 

 2u 1 u
One dimensional : 2

x K t

 2u  2u 1 u
Two dimensional : 2
 2

x y K t

 2u  2u  2u 1 u
Three dimensional : 2
 2
 2

x y z K t

Note : Sometimes we write c 2 instead of K in heat equation.

2 2 2
Remark :  2 is called the Laplacian operator and is defined as  2    . A function u
x 2 y 2 z 2
which satisfies Laplace’s equation, is called the harmonic function.

1  2u
2. Wave Equation :  2u 
c 2 t 2
 2u 1  2u
One dimensional : 
x 2 c 2 t 2
 2u  2u 1  2u
Two dimensional :  
x 2 y 2 c 2 t 2

 2u  2u  2u 1  2u
Three dimensional :   
x 2 y 2 z 2 c 2 t 2

3. Laplace’s (or harmonic) Equation :  2u  0

 2u  2u
Two dimensional :  0
x 2 y 2

 2u  2u  2u
Three dimensional :   0
x 2 y 2 z 2

 2u 1 u
Solution of Heat Equation : Given  ……(1)
x 2 K t
Let solution of (1) is of the form u ( x, t )  X ( x)T (t ) …….(2)
Where X is a function of x alone and T is a function of t alone.
1 X" 1T'
Using (2) in (1), we have X "T  XT '   …….(3)
k X k T

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 115

Clearly the L.H.S. of (3) is a function of x alone and the R.H.S. is a function of t alone. Since x and t
are independent variables, (3) can hold good if each side is equal to a constant, say u. Then (3) leads to
X " uX  0 ...….(4)
and T '  ukT ……(5)
Three cases arises.
Case I : Let u  0 . Then solutions of (4) and (5) are X  a1x  a2 and T  a3 …….(6)

Case II : Let u be positive, say  2 , where   0 . Then (4) and (5) becomes X "  2 X  0 and
2 kt
T '   2kT  X  b1e x  b2e  x and T  b3e …….(7)

Case III : Let u be negative, say  2 ,   0 . Then (4) and (5) becomes X "  2 X  0 and
2 kt
T '    2kT  X  c1 cos  x  c2 sin  x and T  c3e ……(8)

Thus the various possible solutions are

u ( x, t )  A1x  A2 …….(9)
2kt
u ( x, t )  ( B1 e x  B2 e  x ) e  ……(10)
2 kt
u ( x, t )  (c1 cos  x  c2 sin  x ) e ……(11)

where A1  a1a3 , A2  a2a3 , B1  b1b3 , B2  b2b3 , c1  c1c3 , c2  c2c3 are new arbitrary constants.

Now we have to choose that solution which is consistent with the physical nature of problems.
Since we are dealing with problem of heat conduction, temperature u ( x, t ) must decrease with the
increase of time. Accordingly the solution given by (11) is the only suitable solution.
Working Rule for solving heat equation when both the ends of a bar of length a are kept at
temperature zero and the initial temperature f ( x ) is prescribed :

 2u 1 u
Step I : Solution of heat equation 2
 ……(1)
x K t
Subject to the boundary conditions u (0, t )  u (a, t )  0 , for all t ……(2)
and the initial condition u ( x, 0)  f ( x ), 0  x  a ……(3)

 n x  cn2 t
is given by u ( x, t )   En sin  e ……(4)
n 1  a 

[Link] [Link]
[Link] [Link]
116
a
2  n x 
where En   f ( x )sin   dx, n  1, 2,3,...... ……(5)
a0  a 

n 2 2 k
and cn2  ……(6)
a2
Step II : Compare the given problem with (1), (2) and (3) and find particular values of k, a and f ( x ) .

Step III : Substitute the particular values of k, a and f ( x ) in (5) and (6) to get En and an2 at the
desired solution of the given boundary value problem.
Working rule for solving heat equation when both the ends of a bar of length a are insulated and
the initial temperature f ( x ) is prescribed :

 2u 1 u
Step I : The solution of the heat equation 2
 …..(1)
x K t
Subject to the boundary conditions u x (0, t )  u x (a, t )  0 , for all t …..(2)

And the initial condition u ( x,0)  f ( x ), for all x …..(3)

E0  n x cn2 t
is given by u ( x, t )    E0 cos e …..(4)
2 n 1 a

a a
2 2 n x
where E0   f ( x ) dx , En   f ( x) cos dx, n  1, 2,3,...... …..(5)
a0 a0 a

n 2 2k
and cn2  …..(6)
a2
Step II : Compare the given problem with (1), (2) and (3) and find particular values of k, a and f ( x ) .

Step III : Substitute the particular values of k, a and f ( x ) in (5) and (6) and calculate E0 , En and cn2 .

Step IV : Substitute the values of coefficients E0 , En and cn2 obtained in step III in (4) to arrive at the
desired solution of the given boundary value problem.

 2u 1 u
Example 2: Solve the one-dimensional diffusion 2
 , 0  x  2 , t  0 …..(1)
x K t

Subject to the boundary conditions : u ( x,0)  sin 3 x for 0  x  2 …..(2)

and u (0, t )  u (2 , t )  0 for t  0 …..(3)
Solution : Solution of one dimensional wave equation is

 n x  cn2 t
u ( x, t )   En sin  e , n 1, 2,3,... …..(4)
n 1  a 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 117

n 2 2 k
where cn2  ……(5)
a2
a
2  n x 
En   f ( x )sin   dx, n  1, 2,3,... ..…..(6)
a0  a 

n 2k
Comparing (4), (5) , (6) with (1), (2), (3), we get a  2 , f ( x)  sin 3 x, cn2 
4
 2k t
 nx  n
 u ( x, t )   En sin   e 4, n  1, 2,3,...
n 1  2 

 nx  3 1
Now u ( x,0)  sin 3 x   En sin    sin x  3sin x  sin 3x 
n 1 2 4

x 3x 5x 3 1
 E1 sin  E2 sin x  E3 sin  E4 sin 2 x  E5 sin  E6 sin 3x  ....  sin x  sin 3 x ...(7)
2 2 2 4 4
Equating the coefficients of like terms on both sides of (7) we get
3 1
E2  , E6   and En  0 when n  2 or n  6 substituting these values in , we get
4 4
3 1
u ( x, t )  E2 sin xe kt  E6 sin 3 xe 9kt  sin xe kt  sin 3 xe9kt
4 4

 2u 1 u
Example 3 : Find the solution of one-dimensional diffusion equation 2
 satisfying the
x K t
following boundary conditions.
(i) u is bounded as t  
(ii) u x (0, t )  0, u x (a, t )  0 for all t

(iii) u ( x,0)  x(a  x), 0  x  a

 2u 1 u
Solution : We know that the bounded solution of the diffusion equation 2
 …..(1)
x K t
Subject to boundary condition u x (0, t )  u x (a, t )  0 for all t ….(2)

and the initial condition u ( x, 0)  f ( x ), 0  x  a ….(3)

E0  n x cn2 t
is given by u ( x, t )    cos e ….(4)
2 n 1 a

[Link] [Link]
[Link] [Link]
118
a 
2
where E0   f ( x) dx, 
a0 
 ……(5)
a
2 n x 
En   f ( x) cos dx, n  1, 2,3,....
a0 a 

n2 2 K
and cn2  ……(6)
a2
comparing the given BVP with the BVP given by (1), (2) and (3) we have k  k , a  a, and

f ( x)  ax  x 2 so from (5) we have

a a
2 2 2  ax 2 x3  2  a3 a3  a 2
E0   (ax  x ) dx        
a0 a  2 3  a  2 3  3
0

a a
2 n x 2 sin(n x / a)   cos(n x / a    sin(n x / a  
En   (ax  x 2 ) cos dx   (ax  x 2 )  (a  2 x)  2 2 2   (2)  3 3 3  
a0 a a (n / a)  n  /a   n  / a  0

2 a2 a2  2a 2
 
a 
 a  2
n 2
( 1) n
 a  2 2 
n  
  2
n 2
1  (1)n  
Hence if n  2m, then En  E2 m  (a 2 / m 2 2 ) and if n  2m  1, then En  E2 m1  0 , also

n 2 2k 4m 2 2k
cn2  2
 2
, if n  2m substituting the above values of E0 , En and cn2 in (4), the required
a a

solution is given by u ( x, t ) 
a2   a2 
    2 2  cos
2m x 
e
 4m2 2kt /a2
6 m 1 m   a

Working rule for solving Non-Homogeneous heat equation :

ut  ku xx  f  x, t  0 xa :t 0

u  0, t   u  a, t   0 u  x,0     x 

 n 2 2  n 2 2

n  k  a 2 
t 
n x a  k a2
 s t 
u  x, t    En sin xe   sin e f n  s  ds
n 1 a n1 a 0

a a
2 n x 2 n x
En     x  sin dx, f n  t    f  x, t  sin dx
a0 a a0 a

Example : ut  u xx  e t sin 3x 0  x  , t  0

u  0, t   u  , t   0 u  x, 0   sin x 0 x

2  2
Solution : En   sin x sin nx dx E1   1 En  0 n  2,3
 0 2 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 119

 
2 t 2  t 
fn t    e sin 3 x sin nx dx    sin 3x sin n x dx 
e
0  0 
2 
f 3  t    e t 
  2
f3  t   e  t
t t 1

t 9 s t  s
 e 8t 
8 s 9 t 9 t
u  x, t   sin x e  sin 3 x  e e ds  sin 3x  e e ds  sin 3 x e 
 8 
0 0  
Working rule for solving Heat equation with Non-Homogeneous boundary conditions :
ut  ku xx
Initial condition : u  x,0   f  x 
Boundary condition : u  0, t   c1 , u  a, t   c2
Let the transformation u  x, t   v  x, t   Ax  B  ut  vt  u xx  vxx
Now equation is : Vt  kvxx , Boundary condition : v  0, t   0  v  a, t 
Example : ut  u xx , u  0, t   2, u 1, t   3, u  x,0   x 1  x 
u  x, t   v  x, t   Ax  B
u  0, t   v  0, t   B  B2
u 1, t   v 1, t   A  B  A B  3  A 1
u  x, t   v  x, t   x  2
u  x,0   v  x,0   x  2  v  x,0   x  x 2  x  2
v  x,0     x 2  2 
Now equation is : vt  uxx v  x,0    x 2  2 v  0, t   v  a, t   0
 n 2 2 
 k  t
n  l 2 
v  x, t    En sin xe 
n 1 a
1
En     x 2  2  sin n x dx
0

 1 2 
Ans : 2   2  3cos n   3 3  cos n  1 
 n n 
Exercise 11.1
1. A rod of length 1 with insulated sides, is initially at a uniform temperature u0 . Its ends are

suddenly cooled to 0C and are kept at that temperature. Find the temperation u ( x, t ) .

 2u u
2. Solve 2
 , 0  x  l , t  0 given that u (0, t )  u (l , t )  0 and u ( x, 0)  x (l  x ), 0  x  l .
x t

[Link] [Link]
[Link] [Link]
120

Answers
4u0  1 (2m  1) x c22m1 t
1. u ( x, t )  
 m 1 (2m  1)
sin
l
e

(2 m1)2  2t
8l 2 
1 (2m  1) x  l2
2. u ( x, t )  3  sin e
 m 1 (2m  1)3 l

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 121

Solution of wave equation

2 y 1 2 y
Solution of wave equation : Given  ….(1)
x 2 c 2 t 2
Let solution of (1) be of the form y ( x, t )  X ( x ) T (t ) …..(2)
1 X" 1 T"
From (1) and (2), X "T  2
XT "   2
c X c T
since x and t are independent variables, hence the above equation can only be true if each side is equal
to the same constant, say k. Thus, we obtain X " kX  0 …..(3)

and T " c 2 kT  0 …..(4)

Three cases arises :
Case I : When k  0 . Then X  a1x  a2 , T  a3t  a4

Case II : When k is positive. Let k   2 (say). Then X  b1e x  b2e x , T  b3ect  b4e ct

Case III : When k is negative. Let k   2 . Then X  c1 cos  x  c2 sin  x, T  c3 cos ct  c4 sin ct

Thus the various possible solution are y ( x, t )  (a1x  a2 )(a3t  a4 ) …..(5)

y ( x, t )  (b1e x  b2e  x )(b3ect  b4ect ) …..(6)

y ( x, t )  (c1 cos  x  c2 sin  x )(c3 cos ct  c4 sin ct ) …..(7)

Now we have to choose that solution which is consistent with the physical nature of the problem. As
we will be dealing with problems on vibrations, y ( x, t ) must be a periodic function of t. Hence y ( x, t )
must involve trigonometric terms. Accordingly, the solution given by (7) is the only suitable solution.
Working rule for solving one-dimensional wave equation when both the ends of the string of
length a are fixed and initial deflection (or shape) and velocity are prescribed :

2 y 1 2 y
Step I : The solution of wave equation  ..…(1)
x 2 c 2 t 2
Subject to the boundary conditions y (0, t )  y (a, t )  0 for all t …..(2)
and the initial conditions.
y ( x, 0)  f ( x ), yt ( x,0)  g ( x ), 0  x  0 …..(3)

 n ct n ct  n x
is given by y ( x, t )    En cos a
 Fn sin
a 
 sin
a
…..(4)
n 1

[Link] [Link]
[Link] [Link]
122

where
a 
2 n x
En  f ( x )sin dx
a 0

a 
and  ….(5)
a
2 n x 
Fn  g ( x) sin dx 
n c 0 a 
Step II : Compare the given problem with (1), (2) and (3) and find particular values of c, a, f ( x ) and
g ( x) .
Step III : Subtitute the particular values of a, f ( x ) and g ( x) in (5) and compute En and Fn .

Step IV : Substitute the values of En and Fn in (4) to arrive at the desired solution of the given

boundary value problem.

Working rule for solving one-dimensional wave equation when both the ends of the string of
length a are fixed and the initial velocity of the string is zero i.e., the string starts from the
position of rest :
2 y 1 2 y
Step I : The solution of wave equation  …..(1)
x 2 c 2 t 2
Subject to the boundary conditions y (0, t )  y (a, t )  0 for all t …..(2)

the initial deflection y ( x,0)  f ( x ), 0  x  a and initial velocity yt ( x,0)  0 …..(3)

and initial velocity yt ( x,0)  0 …..(4)


n ct n x
is given by y ( x, t )   En cos sin …..(5)
n 1 a a

a
2 n x
where En   f ( x )sin dx …..(6)
a0 a

Step II : Compare the given boundary value problem with (1), (2), (3) and (4) and get particular
values of c, a and f ( x ) . Use (5) to get En and then use (4) to get the required solution.

Working rule for solving one-dimensional wave equation when both the ends of the string of
length a are fixed and the initial deflection of the string is zero :

2 y 1 2 y
Step I : The solution of wave equation  ……(1)
x 2 c 2 t 2
Subject to the boundary conditions y (0, t )  y (a, t )  0 for all t ……(2)
The initial deflection  y ( x,0)  0, 0  x  a ……(3)
and the initial velocity  yt ( x,0)  g ( x), 0  x  a ……(4)

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 123


n ct n x
is given by y ( x, t )   Fn sin sin ..…..(5)
n 1 a a

a
2 x n
where Fn   g ( x) sin dx ..…..(6)
x c 0 a

Step II : Compare the given boundary value problem with (1), (2), (3) and (4) and compute particular
values of c, a and g ( x) .
Step III : Substitute the values of a and g ( x) obtained in step II in (5) to compute Fn .

Step IV : Substitute the value of Fn obtained in step III in (4) to get the required solution of the given
boundary value problem.

2 y 1 2 y
Example 1 : Solve the one-dimensional wave equation  , 0  x  2 , t  0 .….(A)
x 2 c 2 t 2
subject to the following initial and boundary conditions

(i) y ( x, 0)  sin 3 x, 0  x  2 ……(B)

 y 
(ii)    0, 0  x  2 ……(C)
 t t 0
(iii) y (0, t )  y (2 , t )  0, for t  0 …….(D)

2 y 1 2 y
Solution : We have to solve  …….(1)
x 2 c 2 t 2
subject to the boundary conditions
y (0, t )  y (2 , t )  0 for all t ……(2)

and the initial conditions y ( x, 0)  f ( x )  sin 3 x, 0  x  2 ……(3)

and initial deflection yt ( x,0)  0, 0  x  2 ……(4)

Comparing the given problem given by (1), (2), (3) and (4) with the boundary value problem given by
(A), (B), (C) and (D), the required solution is given by

 nx   nct 
y ( x, t )   En sin   cos   ……(5)
n 1  2   2 

Now y ( x, 0)  sin 3 x

 nx 
 sin 3 x   En sin  
n 1  2 

[Link] [Link]
[Link] [Link]
124

x 3x 5x
 E1 sin  E2 sin x  E3 sin  E4 sin 2 x  E5 sin  E6 sin 3 x  ....  sin 3 x
2 2 2
x 3x 5x 3 1
 E1 sin  E2 sin x  E3 sin  E4 sin 2 x  E5 sin  E6 sin 3x  ....  sin x  sin 3 x
2 2 2 4 4
Comparing the coefficients of the like terms on both sides, we get
3 1
E2  , E6   and En  0 for n  2,6
4 4
With these values of E2 , E6 etc., (5) reduces to

3 1
y ( x, t )  sin x cos ct  sin 3 x cos3ct
4 4
Working rule for solving Non-homogeneous wave equation :
utt  c 2u xx  f  x, t  0  x  a, t  0

Boundary condition : u  0, t   u  a, t   0

Initial condition : u  x,0     x  , ut  x,0   g  x 


 n n c  n 
n x sin  t  s  n c
t
u  x, t     En cos ct  Fn sin t  sin x   sin  fn  s  ds
n 1  a a  a n 1 a 0 a
a
2 n
Where, f n  t    f  x, t  sin x dx
n c 0 a
a a
2 n 2 n
En     x  sin x dx Fn   g  x  sin x dx
a0 a n c 0 a

Example : utt  u xx  et sin x 0 x  t 0

u  0, t   u  , t   0 u  x,0   sin 2 x; ut  x, 0   sin 3 x

  l 
u  x, t     En cos nt  Fn sin nt  sin nx   sin nx   f n  s  sin  t  s  nds 
n 1 n 1 0 

2
En  sin 2 x sin nx dx E2  1, En  0 for all n  2
 0

2
fn t   et sin x sin nx dx
n 0

2 t 
f1  t    e   et
 2
t
1
 u  x, t   cos t  2t sin 2 x  sin 3t sin 3x  sin x  et sin  t  s  ds
3 0

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 125

ax e ax
Formulae : (i)  e sin  bx  c  dx   a sin  bx  c   b cos  bx  c  
a 2  b2 

ax e ax
(ii)  e cos  bx  c  dx   a cos  bx  c   b sin  bx  c  
a 2  b2 
Wave equation for infinite length : utt  c 2u xx ,   x  

With u  x,0   f  x  , ut  u ,0   g  x 
x  ct
1 1
then u  x, t    f  x  u   f  x  ct    g   d
2 2c x ct

Remark : Let u  x, t  be the solution of wave equation utt  c 2u xx and A,B,C,D are the vertices of any

parallelogram. Then u  A   u  C   u  B   u  D  .

Exercise 11.2
1. The deflection of a vibrating string of length l, is governed by the partial differential equation

2 y 2 2 y
c . The initial velocity is zero. The initial displacement is given by
t 2 x 2
 x 1
 l , 0 x
2
y ( x, 0)   . Find the deflection of the string at any instant of time.
 (l  x ) l
,  xl
 l 2
Answer
4l 
(1) m1 (2m  1) x (2m  1) ct
1. y ( x, t ) 
c 3  (2m  1)3 sin l
sin
l
m 1

---------------------------------------------------------------------------------------------------------------------------

[Link] [Link]
[Link] [Link]
126

Solution of Laplace’s equation

Problems based on two-dimensional Laplace’s equation : The two dimensional heat equation is

u   2u  2u 
given by  c 2 2u  c 2  2  2  ……(1)
t  x y 

u
If the heat flow is steady (that is, time independent) then  0 and
t

 2u  2u
(1) reduces to Laplace’s equation  2u  0 i.e.,  0 ……(2)
x 2 y 2
A heat problem then consists of the above equation (2) to be considered in some region R of the xy-
plane and a given boundary condition on the boundary curve of R. This is called a boundary value
problem. We shall call it
(i) Dirichlet problem if u is prescribed on c.
u
(ii) Neumann problem if the normal derivative is prescribed on c.
x
u
(iii) Mixed problem if u is prescribed on a portion of c and on the remaining part of c.
x
The solution of (2) are called harmonic functions.
Dirichlet Problem in a rectangle : The Dirichlet problem in a rectangle is defined as follows :

 2u  2u y
Laplace’s equation :   0, 0  x  a, 0  y  b
x 2 y 2
u0
Case (i) : y b
b
Boundary conditions : u (0, y )  0, u (a, y )  0, 0  y  b u0 u0
x0 xa
u ( x, b)  0, 0  x  a y 0
o
and u ( x, 0)  f ( x ), 0  x  a u  f ( x) a x


 n x   n (b  y ) 
Then solution is u ( x, y )   Fn sin  a 
 sinh 
 a


n 1

a
2 1 n x
Where Fn   f ( x)sin dx
a  n b  0 a
sinh  
 a 
Case (ii) :
Boundary conditions : u  x,0   0 u  x, b   f  x  u  0, y   0 u  a, y   0

n n
Then u  x, y    Fn sin x sinh y
n1 a a

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 127
a
2 1 n
Where Fn 
a sinh n b  f  x  sin
0 a
x dx

a
Case (iii) :
Boundary conditions : u  x,0   0 u  x, b   0 u  0, y   g  y  u  a, y   0

n n
Then u  x, y    Fn sin y sinh a  x
n1 b a
b
2 1 n
Where Fn   g  y  sin y dy
b sinh n a 0 b
b
Case (iv) :
Boundary conditions : u  x,0   0 u  x, b   0 u  0, y   0 u  a, y   g  y 

n n
Then u  x, y    Fn sin y sinh x
n1 b a
b
2 1 n
Where Fn   g  y  sin y dy
b sinh n b
a0
b
Example 1 : Find the steady state temperature distribution in a rectangular plate of sides a and b
insulated at the lateral surface and satisfying the boundary conditions u (0, y )  u (a, y )  0 for
0  y  b and u ( x, b)  0 and u ( x, 0)  x (a  x ), 0  x  a
Solution : For the present problem u ( x, 0)  f ( x )  x (a  x) 0 xa

 n x   n (b  y ) 
Solution of given problem is given by u ( x, t )   Fn sin   sinh   ……(1)
n 1  a   a 
a
2 n x
Fn   f ( x) sin dx .
 n b  0 a
a sinh  
 a 
a
2 n x
Now Fn   (ax  x 2 )sin dx
 n b 0 a
a sin  
 a 

[Link] [Link]
[Link] [Link]
128
a
2  2  a  n x  a 2   n x   a3  n x 
  ax  x 
 n b  



n 

cos
a
  a  2 x    sin
 n 2 2   a 
 (  2)  
 n3 3 
cos
a 

a sinh       0
 a 
 2a3  1n 2a 3  4a 2

2
    1   1 n  cosech n b
 n b   n3 3 n3 3  n3 3   a
a sinh  
 a 

 0, if n  2m, m  1, 2,3,....

 8a 2  (2m  1) b 
 3 3
cosech   , if n  2m  1, m  1, 2,3,....
 (2m  1)  a 

Substituting the above value of Fn in (1), the required steady temperature u ( x, y ) is given by

3a 2 
1 (2m  1) x (2m  1)(b  y ) (2m  1) b
u ( x, y ) 
 3  (2m  1)3 sin a
sinh
a
cosech
a
m 1

Result : Dirichlet’s problem

(i) For interior circle : 2 u  0
1 1
urr  ur  2 u  0, 0  r  a
r r
With u  a,   f   0    2

 n
a r
Then u  r ,   0      an cos n  bn sin n 
2 n 1  a 
2
1
Where an 
  f   cos n d
0
n  0,1,2,3,.....

2
1
bn 
  f   sin n d
0
n  1, 2,3,.....

(ii) For exterior circle : 2 u  0

1 1
urr  ur  2 u  0, a  r
r r
With u  a,   f   0    2
n
a0   a 
Then u  r ,        an cos n  bn sin n 
2 n 1  r 
2
1
Where an 
  f   cos n d
0
n  0,1,2,3,.....

2
1
bn 
  f   sin n d
0
n  1, 2,3,.....

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak , Mob : 09728862122
NET Partial Differential Equation 11 Page 129

Neumann problem for rectangle :

u xx  u yy  0 0  x  a, 0 yb

u x  0, y   ux  a, y   u y  x, 0   0, u y  x, b   f  x 
a
n hn bDn 2 
u ( x, y )  sin   f  x  cos n x dx
 a 0 a
a
2 1 
Dn 
n sinh n  b  f  x  cos n a x dx
0
a

Exercise 11.3
1. A rectangular plate with insulated surfaces 8 cm wide and so long compared to its width that it can
be considered infinite in the length without introducing an appreciable error. If the temperature
x 
along the short edge y  0 is given by u ( x, 0)  100sin   . While the two long edges x  0 and
 8 

x  8 as well as the other short edges are kept at 0 C . Find steady state temperature function
u ( x, y ).

Answer
 y
 x  8
1. u ( x, y )  100sin  e
 8 

[Link] [Link]
[Link] [Link]

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 5 Page 131

----------------- S C Q ---------------- 5. If u  x, t  satisfies the wave equation

1. Let u  x, t  be the solution of  2u 2

2  u
c , x  , t  0 with initial
t 2 x 2
utt  u xx ; 0  x  1, t  0, u  x,0 
 x
1 1 sin , 0 xc
 x 1  x  , u  x,0   0 . Then u  ,  is conditions u  x,0    c ,
 2 4  0 elsewhere
3 1
1. 2. and ut  x, 0   0 for all x, then for a given
16 4
3 1 t 0
3. 4. (GATE 1999)
4 16 1. There are values of x at which u  x, t  is
2. The solution of the Cauchy problem discontinuous
u yy  x, y   uxx  x, y   0 2. u  x, t  is continuous but u x  x, t  is not
u  x,0   0, u y  x,0   x is u  x, y   continuous
x 3. n  x, t  , u x  x, t  are continuous but
1. 2. xy
y
u xx  x, t  is not continuous
x
3. xy  4. 0 (GATE 2000)
y 4. u  x, t  is smooth for all x (GATE 2002)

3. The solution of the initial value problem 6. The solution of the Laplace’s equation
ut  4u xx , t  0,    x   . Satisfying the  2u 1 u 1  2u
   0 in the unit disk with
r 2 r r r 2  2
conditions u  x,0   x, u  x, 0   0 is
boundary conditions u 1,   2 cos 2  is
2
x
1. x 2. given by
2
3. 2x 4. 2t (GATE 2001) 1. 1  r 2 cos 2 2. 1  ln r  r cos 2
4. Let u be a solution of the initial value 3. 2r 3 cos2  4. 1  r 2  2r 2 cos2 
 2u  2u (GATE 2004)
problem 2  2  0;
t x 7. It is required to solve the Laplace equation
u  2u  2u
u  x,0   x 2 ,  x,0   0 . Then u  0,1   0, 0  x  a, 0  y  b,
t x 2 y 2
equals Satisfying the boundary conditions
1. 1 2. 0
u  x,0   0, u  x, b   0, u  0, y   0 and
1
3. 2 4. (GATE 2002) u  a, y   f  y  . If cn ’s are constants, then
2

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
132
the equation and the homogeneous 1 1
u  P   1, u  Q    , u  R   , then u  S 
boundary conditions determine the 2 2

fundamental set of solutions of the form equals


n x n y 1. 2 2. 1
1. u  x, y    cn sin h sin
n1 b b 1 1
3. 4.  (GATE 2006)
 2 2
n x n y
2. u  x, y    cn sin sin
n1 b b 11. Let u  x, y  be a solution of Laplace’s

n x n y equation on x 2  y 2  1 . If
3. u  x, y    cn sin sin h
n1 b b
sin  for 0    
 u  cos  ,sin    
n x n y  0 for     2
4. u  x, y    cn sin h sin h
n1 b b
Then u  0, 0  equals
(GATE 2005)
1 2
8. A function u  x, t  , satisfies the wave 1. 2.
 
 2u  2u 1 
equation   , 0  x  1, t  0 . 3. 4. (GATE 2006)
t 2 x 2 2 2
1  1  1  1 1 12. Let u  x, t  be the solution of the initial value
If u  ,0   , u 1,   1 and u  0,  
2  4  2  2 2
 2u  2u
1  problem   0;
then u  ,1 is t 2 x 2
2 
u
u  x,0   sin x,  x, 0   1 .
7 5 t
1. 2.
4 4
Then u   ,  / 2  equals
4 7
3. 4. (GATE 2005)  
5 4 1. 2. 1 
2 2
9. The characteristic curves for the equation
3. 1 4. 1   (GATE 2006)
u u
x y  u in the  x, y  plane is
y x 13. Let u  x, t  be the solution of the one

1. Straight line with slopes 1 dimensional wave equation

2. Straight lines with slopes 1 utt  4u xx  0,    x  , t  0
3. Circles with centre at the origin
16  x 2 , x 4
4. Circles touching y-axis and centred on x- u  x,0    and
 0, otherwise
axis (GATE 2006)
1, x 2
10. Let PQRS be a rectangle in the first quadrant ut  x,0    for
0, otherwise
whose adjacent sides PQ and QR have slopes
1  t  3, u  2, t  
1 and 1 respectively. If u  x, t  is a solution
1 2 1
 2u  2u 1. 16   2  2t    1  min 1, t  1
of 2  2  0 and 2   2
t z

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 5 Page 133

1 2 2    x  x
2.
2 
32   2  2t    2  2t    t

4.
2
 e  e  e  e  (GATE 2008)

1 2 2 16. Any solution of this boundary value problem

3. 32   2  2t    2  2t    1
2  
is of the form
1 2 1 
4. 16   2  2t    1  max 1  t , 1
2  2 1. a
n1
n sinh nx sin ny

(GATE 2007) 

14. Consider the Neumann problem 2. a

n1
n cosh nx sin ny

u xx  u yy  0, 0  x   ,  1  y  1 

u x  0, y   u x   , y   0
3. a
n1
n sinh nx cos ny


u y  x, 1  0, u y  x,1     sin  x  . 4. a
n1
n cosh nx cos ny (GATE 2008)
The problem admits solution for
17. Let u  x, t  be the solution of

1.   0,   1 2.   1,  
2 utt  u xx  1, x  R , t  0, with

3.   1,   4.   1,    u  x,0   0, ut  x,0   0 , x   then
2
(GATE 2007) u 1/ 2,1 / 2 

For question No. 15 and 16 : Consider the 1 1

1. 2. 
boundary value problem 8 8
1 1
u xx  u yy  0, x   0,   , y   0,   , 3. 4.  (GATE 2008)
4 4
u  x,0   u  x,     0, y   0 18. For the diffusion problem

15. If an additional boundary condition u xx  ut  0  x   , t  0  , u  0, t   0,

u x   , y   sin y is satisfied, then u  x,  / 2  u   , t   0 and u  x,0   3sin 2 x the

is equal to solution is given by
   x   1. 3e t sin 2 x 2. 3e 4t sin 2 x
1.
2
 e  e  e  e 
3. 3e 9t sin 2 x 4. 3e 2t sin 2 x
 e  e x x
 (GATE 2009)
2.
e 
e 
 19. Consider the wave equation
  e x  e x   2u  2u
3.  4 , 0  x   , t  0 with
e 
 e   t 2 x 2

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
134
u  0, t   u   , t   0, u  x,0   sin x and 23. Consider the heat equation

u    u  2u
 0 at t  0 . Then u  ,  is  , 0  x  , t  0 , with the
t t x 2
2 2
1. 2 2. 1 boundary conditions u  0, t   0, u  , t   0

3. 0 4. 1 (GATE 2010) for t  0 and the initial condition

20. The vertical displacement u  x, t  of an  
u  x,0   sin x . Then u  ,1 is
2 
infinitely long elastic string is governed by
 2
the initial value problem 1. 2.
e e
 2u  2u
 4 ,    x  , t  0, u  x, 0    x 
t 2 x 2 3. 4. None (GATE 2014)
2e
u
and  x,0   0 . The value of u  x, t  at
t 24. If u  x, t  is the D’Alembert’s solution to the
x  2 and t  2 is equal to
 2u  2u
wave equation 2  2 , x  , t  0 , with
1. 2 2. 4 t x
3. 2 4. 4 (GATE 2011) the condition u  x,0   0 and
21. The diffusion equation
u  
 2 u u  x,0   cos x , then u  0,  is
 , u  u  x, t  , u  0, t   0  u  , t  , u  x,0t  cos x sin 5 x  4
x 2 t
admits the solution 1
1. 4 2.
2
e 36t
1. sin 6 x  e 20t sin 4 x  1 1
2 3. 4. (GATE 2014)
3 2
e 36t  e 20 t 
2.
2  sin 4 x 
2
sin 4 x  e 20 t sin 6 x ] 25. Let u  x, t  be the d’Alembert’s solution of
 
the initial value problem for the wave
e 20t
3. sin 3x  e15t sin 5 x 
2  equation utt  c 2u xx  0

e 36t u  x,0   f  x  , ut  x,0   g  x  , where c is a

4. sin 5 x  e 20t sin x  (GATE 2012)
2 
positive real number and f, g are smooth odd
22. Let u  x, t  be the solution to the wave
functions. Then u  0,1 is
equation
1. 4 2. 3
2 2
u u
2 
x, t   2  x, t  , u  x,0   cos  5 x  , 3. 0 4. 2 (GATE 2014)
x t
26. Let u  x, t  , x  , t  0, be the solution of
u
 x,0   0 . Then, the value of u 1,1 is the initial value problem
t
1. 1 2. 3 utt  u xx , u  x,0   xut  x,0   1 .
3. 1 4. 3 (GATE 2013)
Then u  2, 2 

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 5 Page 135

1. 1 2. 3 3. 4 4. 2 2.  x, t  : x  , t  0 but not in the set

(GATE 2015)
 x, t  : x  , t  0
27. Let    x, y    2 2 2

x  y  1 be the open
3.  x, t  : x  , t   \  0,0 
unit disc in  2 with boundary  . If
4.  x, t  : x  , t  1
u  x, y  is the solution of the Dirichlet
(CSIR NET SCQ June 2012)
problem u xx  u yy  0 in 

1  ---------------------- M C Q ---------------------
u  x, y   1  2 y 2 on  , then u  ,0  is
2 
u xx  u yy  u  0, 0  x, y  1 
equal to 
1. The PDE u  x,0   u  x,1  0, 0  x  1 
1 u  0, y   u 1, y   0, 0  y  1
1. 1 2. 
4
has
1
3. 4. 1 (GATE 2015) 1. A unique solution u for any   
4
2. Infinitely many solutions for some   
28. Let u  r ,  be the bounded solution of the
3. A solution for countably many values of 
following boundary value problem in polar
4. Infinitely many solutions for all   
coordinates : (CSIR NET MCQ June 2011)
 2u u  2u 2. Let u  x, t  be the solution of the initial
r2  r   0, 0  r  2 and
r 2 r  2 boundary value problem
0    2 , u  2,   cos 2  , 0    2 .  2u  2u
 , 0  x  , t  0 ,
t 2 x 2
Then u 1,  / 2   u 1,  / 4  equals
x
9 u  x,0   cos   , 0  x  ,
1. 1 2.  2 
8
u u
3.
7
4.
3
(GATE 2017)
 x,0   0, 0  x  ,  0, t   0, t0
t x
8 8
1. The value of u  2, 2   1
29. The function
 1 z
2
2. The value of u  2, 2   1
 e 4t , t  0, x  
u  x, t    t is a
1 1 1
 0, t  0, x   3. The value of u  ,  
 2 2 2
solution of the heat equation in
1.  x, t  : x  , t  

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
136
1 1 1 5. Let the heat equation
4. The value of u  ,  
2 2 2 u  2u  2u  2u
 2  2  2 , t  0, x   x1 , x2 , x3   3
(CSIR NET MCQ Dec 2011) t x1 x2 x3
3. Let u be a solution of the heat equation admits an exponential function
  
ut  utx  0 0  x   and t  0   
exp i k  x  wt as its solution, where k a

u  0, t   u  , t   0 t  0 . nonzero constant real vector, and w is a

u  x,0   sin x  sin 2 x, 0  x    constant. Then the solution
Then 1. remains constant on certain planes in  3
1. u  x, t   0 as t   for all x   0,   2. repeats itself after a certain length L
3. has, in general, an amplitude decaying
2. t 2u  x, t   0 as t   for all xc  0,  
exponentially with time t
3. e 2u  x, t  is a bounded function for 
4. is bounded uniformly for x   3 for a
x   0,   , t  0 fixed t (CSIR NET MCQ June 2013)
4. e 2t u  x, t   0 as t   for all x   0,   6. Let u  x, t  be the solution of the equation

(CSIR NET MCQ June 2012)  2 u u

 which tends to zero as t   and
4. Consider the Laplace equation in polar form : x 2 t
 2u 1u 1 2u has the value cos  x  when t  0 then
   0; 0  r  a, 0    2
r 2 rr r 2 2 
1. u   an sin  nx  bn  e  nt where an , bn are
satisfying u  a,   f   , where f is a given n 1

function. Let  be the separation constant arbitrary constants.


that appears when one uses the method of 2
2. u   an sin  nx  bn  e  n t where an , bn
separation of variables. Then for solution n 1

u  r ,  to be bounded and also periodic in  are non-zero constants.


with period 2 . 3. u   an cos  nx  bn  e  nt where an are
n 1
1.  cannot be negative
not all zero and bn  0 for n  1 .
2.  can be zero, and in that case the

solution is a constant 2
4. u   an cos  nx  bn  e  n t where
n 1
3.  can be be positive and in that case it
must be an integer a1  0, an  0 for n  1 and bn  0

4. the fundamental set of solutions for n  1 . (CSIR NET MCQ June 2014)

1, r n
sin n , r n cos n  , where n is a 7. Let u  x, y  be the solution of the equation

positive integer  2u  2u
  0 , which tends to zero as
(CSIR NET MCQ June 2013) x 2 y 2

[Link] [Link]
[Link] [Link]

RISING STAR ACADEMY

28-A, Jia Sarai, Near Hauz Khas Metro Station, New Delhi, Mob : 07838699091
439/29,Chhotu Ram Nagar, Near Power House,Delhi Road, Rohtak Ph. 09728862122
NET PDE Assignment - 5 Page 137

y   and has the value sin x when y  0 . u  x,0   0  u  x,   for 0  x   . Then

Then
  1
x
1. u  1,    sinh    sinh 1
 2
1. u   an sin  nx  bn  e  ny ; where an are
n 1
  1
2. u  1,    sinh 1  sinh   
arbitrary and bn are non-zero constants.  2

2   1 1
2. u   an sin  nx  bn  e  n y ; where an  1 3. u  1,    sinh    sinh 1
n 1  4 2

and an  n  1 , bn are non-zero constants.  1

 sinh  2  sinh  2  

3. u   an sin  nx  bn  e  ny ; where   1 1
4. u  1,    sinh 1  sinh   
n 1
 4 2
a1  1, an  0 for n  1 and bn  0 for
 1
 sinh  2  sinh  2  
n  1.

(CSIR NET MCQ June 2016)
 n2 y
4. u   an sin  nx  bn  e ; where bn  0 10. Let u :   [0, )   be a solution of the
n 1

initial value problem

for n  0 and an are all nonzero.

(CSIR NET MCQ Dec 2015)

utt  u xx  0, for  x, t      0,   

u  x,0   f  x  , x   
8. Let u  x, t  satisfy the wave equation 
ut  x,0   g  x  , x   
 2u  2u
 ; x   0, 2  , t  0 Suppose f  x   g  x   0 for x   0,1 , then
t 2 x 2
we always have
u  x,0   ei x for some    . Then
1. u  x, t   0 for all  x, t    , 0    0,  
1. u  x, t   ei xeit
2. u  x, t   0 for all  x, t   1,     0,  
2. u  x, t   ei xe  it
3. u  x, t   0 for all  x, t  satisfying
i x  eit  e  it 
3. u  x, t   e   xt  0
 2 
4. u  x, t   0 for all  x, t  satisfying
x2
4. u  x, t   t 
2 x  t  1 (CSIR NET MCQ June 2016)
(CSIR NET MCQ Dec 2015) 11. Let u :  2 \  0,0    be a C 2 function
9. Let u be the solution of the boundary value
 2u  2u
problem u xx  u yy  0 for 0  x, y   satisfying   0, for all
x 2 y 2

[Link] [Link]
[Link] [Link]
_________________________________________________________________________
138
 x, y    0,0  . Suppose u is of the form
 2

I  u     u  fu dx   au 2 ds where f
B B
u  x, y   f  
x 2  y 2 where
and a are continuous functions in C 2  B  .
f :  0,    , is a non constant function,
Let n denote the unit outward normal.
then Which of the following are correct ?
1. lim u  x, y    u
x 2  y 2 0 1. 2u  f  0 in B and  au  0 on B
n
2. lim u  x, y   0
x 2  y 2 0 u
2. 2u  f  a  0 in B and  au  0
n
3. lim u  x, y   
x 2  y 2 
on B
4. lim u  x, y   0 u
x 2  y 2 
3. u  f  0 in B and 2  au  0 on B
n
(CSIR NET MCQ Dec 2016)
u
12. Consider the wave equation for u  x, t  4. u  2 f  0 in B and 2  au  0 on B
n
 2u  2u  (CSIR NET MCQ June 2017)
2
 2  0,  x, t      0,   
t x 
u  x,0   f  x  , x   
u  Answer Key
 x,0   g  x  , x   
t  SCQ
Let ui be the solution of the above problem 1. - 2. 2 3. 1
with f  f i and g  gi for i  1, 2 where 4. 1 5. 4 6. 1
7. 1 8. 2 9. 3
fi :    and gi :    are given C 2
10. 2 11. 2 12. 1
functions satisfying f1  x   f 2  x  and
13. 2 14. 2 15. 3
g1  x   g 2  x  , for every x   1,1 . Which 16. 1 17. 1 18. 2
of the following statements are necessarily 19. 4 20. 2 21. 1
true ? 22. 1 23. 3 24. 4

1. u1  0,1  u2  0,1 25. 3 26. 3 27. 3

28. 3 29. 3
2. u1 1,1  u2 1,1

1 1 1 1 MCQ
3. u1  ,   u2  , 
2 2 2 2
1. 2,3 2. 2,4 3. -
4. u1  0, 2   u2  0, 2  4. 1,2,3,4 5. 1,2,3,4 6. 3,4
(CSIR NET MCQ Dec 2016) 7. 3 8. 1,2,3 9. 1,2
13. Let B be the unit ball in  2 . Let u  C 2  B  10. 3,4 11. 1,3 12. 1,3
13. -
be a minimizer of

[Link] [Link]