Module 4: Partial Differential Equations and Applications of PDE

Introduction: Many of the foundational theories of physics and engineering are

expressed by means of systems of partial differential equations. Fluid mechanics is often
formulated by the Euler equations of motion or the so-called Navier-Stokes equations,
electricity and magnetism by Maxwell’s equations, general relativity by Einstein’s field
equations. It is therefore important to develop techniques that can be used to solve a
wide variety of partial differential equations.
Definition: A partial differential equation commonly denoted as PDE is a differential
equation containing partial derivatives (one or more) of the dependent variable with
more than one independent variable.
The order and degree of partial differential equations are defined same as for
ordinary differential equations.
Examples:
𝜕𝑧 𝜕 2 𝑧 order-2, degree-1
= ( )
𝜕𝑡 𝜕𝑥 2 𝑧-dependent & 𝑥, 𝑡-independent
order-2, degree-1
𝑧𝑥𝑥 + 𝑧𝑦 = cos 𝑥 ( )
𝑧-dependent & 𝑥, 𝑦-independent
4
𝜕 2 𝑢 𝜕𝑢 𝜕3𝑢 order-3, degree-4
+ + 𝑟 ( 3 ) = 2𝑢 ( )
𝜕𝜃 2 𝜕𝑡 𝜕𝑟 𝑢-dependent & 𝜃, 𝑡, 𝑟-independent
Linear & Non-linear PDE
A PDE is said to be linear if the dependent variable and all its partial derivatives occur
only in the first degree and not multiplied together. A PDE which is not linear is called
non-linear PDE.
Homogeneous & Non-homogeneous PDE
If all the terms of PDE contains either the dependent variable or its partial derivatives
then such PDE is called homogeneous PDE otherwise it is called non-homogeneous
PDE.
Examples:
𝜕2𝑧 𝜕2𝑧
−𝑐 2 =𝑧 (linear and homogeneous)
𝜕𝑡 2 𝜕𝑥
𝑧𝑥𝑦 + 𝑧𝑦 = 2𝑥 (linear and non-homogeneous)
𝜕2𝑧 𝜕𝑧 2 𝜕3𝑧
+ ( ) + 𝑟 3 = 2𝑧 (non-linear and homogeneous)
𝜕𝜃 2 𝜕𝑡 𝜕𝑟
2
𝑢𝑥𝑥 + (𝑢𝑦𝑦 ) = 2𝑦 (non-linear and non-homogeneous)
𝜕 2 𝑧 𝜕𝑧 𝜕3𝑧 𝜕𝑧
− + 𝑟 − 𝑧 =0 (non-linear and homogeneous)
𝜕𝜃 2 𝜕𝑡 𝜕𝑟 3 𝜕𝑟
2 2)
𝜕2𝑢 𝜕2𝑢
(𝑥 + 𝑦 − = 2 sin 𝑥 (linear and non-homogeneous)
𝜕𝑥 2 𝜕𝑥𝜕𝑦
Notations: When 𝑧 = 𝑓(𝑥, 𝑦), we use the following notations to represent the partial
derivatives
𝜕𝑧 𝜕𝑧
= 𝑧𝑥 = 𝑝, = 𝑧𝑦 = 𝑞
𝜕𝑥 𝜕𝑦
𝜕2𝑧 𝜕2𝑧 𝜕2𝑧
= 𝑧𝑥𝑥 = 𝑟, = 𝑧𝑥𝑦 = 𝑠, = 𝑧𝑦𝑦 = 𝑡
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
𝜕2𝑧 𝜕2𝑧
NOTE: In PDE = or 𝑧𝑥𝑦 = 𝑧𝑦𝑥
𝜕𝑥𝜕𝑦 𝜕𝑦𝜕𝑥
4.1: Formation of Partial Differential Equations
4.1.1: Method of Elimination of Arbitrary Constants
Let 𝑓(𝑥, 𝑦, 𝑧, 𝑎, 𝑏) = 0 be an equation where 𝑧 is a function of 𝑥, 𝑦 and 𝑎, 𝑏 are arbitrary
constants. We differentiate the given equation with respect to 𝑥 & 𝑦 partially and
eliminate the arbitrary constants 𝑎, 𝑏 to form PDE.
If the number of arbitrary constants is more than the number of independent
variables then PDE of second or higher order arise.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
1) Form the PDE by eliminating the arbitrary constants 𝑎 and 𝑏 from the followings:
i) 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏2
𝑥2 𝑦2
ii) 2𝑧 = +
𝑎2 𝑏2

2) Form the PDE by eliminating the arbitrary constants 𝑎, 𝑏 and 𝑐 from the followings:
i) 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑥𝑦
𝑥2 𝑦2 𝑧2
ii) 2 + 2 + =1
𝑎 𝑏 𝑐2
4.1.2: Method of Elimination of Arbitrary Functions
Suppose 𝑧 is a function of two arbitrary functions, we need to find partial derivatives up
to second order to form the PDE by eliminating the arbitrary functions.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
Form the PDE by eliminating the arbitrary functions from the following
1) 𝑧 = 𝑓(𝑥 2 − 𝑦 2 )
2) 𝑧 = 𝑒 𝑚𝑦 𝜙(𝑥 − 𝑦)
3) 𝑧 = 𝑦𝑓 (𝑥 ) + 𝑥𝑔(𝑦)
4) 𝑧 = 𝑓1 (𝑦 + 2𝑥 ) + 𝑓2 (𝑦 − 3𝑥)
5) 𝑓(𝑥 2 + 𝑦 2 , 𝑧 − 𝑥𝑦) = 0
6) 𝑓(𝑥 + 𝑦 + 𝑧, 𝑥 2 + 𝑦 2 + 𝑧 2 ) = 0

4.2: Solutions of Partial Differential Equations

A first order PDE has a solution in the form 𝑓(𝑥, 𝑦, 𝑧, 𝑎, 𝑏) = 0 − − − −(1) which
contains two arbitrary constants is called a Complete Integral.
A solution obtained from the complete integral by assigning particular values to
the arbitrary constants is called a Particular Integral.
Replacing 𝑏 by 𝜙(𝑎) in (1) and find the envelope of the family of surfaces
𝑓(𝑥, 𝑦, 𝑧, 𝜙(𝑎)) = 0 then we get a solution containing an arbitrary function 𝜙 which is
called the General Integral.
The envelope of the family of surfaces (1) with parameters 𝑎 and 𝑏, if it exists, is
called a Singular Integral. The singular integral differs from the particular integral in
that it is not obtained from the complete integral by giving particular values to the
constants.
4.2.1: Solution of Homogeneous PDE involving derivatives with
respect to one independent variable only
PROBLEMS
5 TO 10 MARKS QUESTIONS:
𝜕2 𝑧 𝜕𝑧
1) Solve + 𝑧 = 0, given that when 𝑥 = 0, 𝑧 = 𝑒 𝑦 and = 1.
𝜕𝑥 2 𝜕𝑥
𝜕2 𝑧 𝜕𝑧
2) Solve = 𝑧, given that when 𝑦 = 0, 𝑧 = 𝑒 𝑥 and = 𝑒 −𝑥 .
𝜕𝑦 2 𝜕𝑦

𝜕2 𝑧 𝜕𝑧
3) Solve + 4𝑧 = 0, given that when 𝑥 = 0, 𝑧 = 𝑒 2𝑦 and = 2.
𝜕𝑥 2 𝜕𝑥
𝜕2 𝑧 𝜕𝑧
4) Solve = 𝑧, given that 𝑦 = 0, 𝑧 = 0 and = sin 𝑥.
𝜕𝑦 2 𝜕𝑦

4.2.2: Solution of Non-homogeneous PDE by Direct Integration

Here we consider PDE which can be solved by direct integration. While integration, in
place of the usual constants of integration, we must use arbitrary functions of the
variable held fixed.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
𝜕3 𝑧
1) Solve = cos(2𝑥 + 2𝑦).
𝜕𝑥 2 𝜕𝑦

𝜕2 𝑧 𝑥 𝜕𝑧
2) Solve = + 𝑎, given that = 𝑥 when 𝑦 = 1 and 𝑧 = 0 when 𝑥 = 0..
𝜕𝑥𝜕𝑦 𝑦 𝜕𝑥

𝜕2 𝑧 𝜕𝑧
3) Solve = 𝑥𝑦, subject to the conditions = log(1 + 𝑦) when 𝑥 = 1 and 𝑧 = 0
𝜕𝑥 2 𝜕𝑥

when 𝑥 = 0.
𝜕2 𝑧 𝑥 𝜕𝑧
4) Solve = , subject to the conditions = log 𝑥 when 𝑦 = 1 and 𝑧 = 0 when
𝜕𝑥𝜕𝑦 𝑦 𝜕𝑥

𝑥 = 1.
 4.2.3: Solution of Lagrange’s Linear PDE of the type Pp+Qq=R
A linear PDE of the first order, commonly known as Lagrange’s linear equation is of the
𝜕𝑧 𝜕𝑧
form 𝑃𝑝 + 𝑄𝑞 = 𝑅, where 𝑝 = ,𝑞 = and 𝑃, 𝑄, 𝑅 are the functions of 𝑥, 𝑦, 𝑧. This
𝜕𝑥 𝜕𝑦

equation is called a quasi-linear equation. When 𝑃, 𝑄 & 𝑅 are independent of 𝑧 it is

known as linear equation.
Procedure to solve the equation 𝑷𝒑 + 𝑸𝒒 = 𝑹:
𝑑𝑥 𝑑𝑦 𝑑𝑧
i) Construct auxiliary or subsidiary equations = =
𝑃 𝑄 𝑅

ii) Solve the above subsidiary equations. Let the two independent solutions be
𝑢(𝑥, 𝑦, 𝑧) = 𝑐1 & 𝑣(𝑥, 𝑦, 𝑧) = 𝑐2
iii) Then 𝜙(𝑢, 𝑣 ) = 0 or 𝑢 = 𝑓 (𝑣 ) is the required solution.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
1) Solve 𝑥𝑝 + 𝑦𝑞 = 3𝑧.
𝑦2 𝑧
2) Solve 𝑝 + 𝑥𝑧𝑞 = 𝑦 2 .
𝑥

3) Solve 𝑥𝑝 − 𝑦𝑞 = 𝑦 2 − 𝑥 2 .
4) Solve (𝑧 − 𝑦)𝑝 + (𝑥 − 𝑧)𝑞 = 𝑦 − 𝑥.
5) Solve 𝑥 2 (𝑦 − 𝑧)𝑝 + 𝑦 2 (𝑧 − 𝑥 )𝑞 = 𝑧 2 (𝑥 − 𝑦).
6) Solve 𝑥(𝑦 2 − 𝑧 2 )𝑝 + 𝑦(𝑧 2 − 𝑥 2 )𝑞 = 𝑧(𝑥 2 − 𝑦 2 ).

4.3: Method of Separation of Variables (Product Method)

This method is a powerful technique to solve PDE with boundary conditions, when PDE
is linear and boundary conditions are homogeneous.
Working Procedure:
i) We assume the trial solution of the PDE (𝑢 is dependent & 𝑥, 𝑦 are independent) in
the form of a product. i.e., 𝑢(𝑥, 𝑦) = 𝑋(𝑥 )𝑌(𝑦), where 𝑋 is a function of 𝑥 alone
and 𝑌 is a function of 𝑦 alone.
ii) Substitute 𝑢(𝑥, 𝑦) = 𝑋𝑌 in the given PDE wherein the partial derivatives present in
the equation converts into ordinary derivatives.
iii) The resulting equation involving ordinary derivatives is rearranged in such a way
that LHS is a function of 𝑥 and RHS is a function of 𝑦 (or vice versa).
 iv) We equate each side comprising ODEs to a common constant 𝑘.
v) We solve the ODEs to obtain 𝑋 = 𝑋(𝑥 ) & 𝑌 = 𝑌(𝑦).
vi) Substitution of 𝑋(𝑥 ) & 𝑌(𝑦) into 𝑢(𝑥, 𝑦) = 𝑋(𝑥 )𝑌(𝑦) results in the required
solution of the PDE.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
𝜕𝑢 𝜕𝑢
1) Solve 𝑥 2 + 𝑦2 = 0 by the method of separation of variables.
𝜕𝑥 𝜕𝑦

2) Solve 𝑝𝑦 3 + 𝑞𝑥 2 = 0 by the method of separation of variables.

𝜕𝑢 𝜕𝑢
3) Solve 3 +2 = 0 where 𝑢(𝑥, 0) = 4𝑒 −𝑥 by the method of separation of
𝜕𝑥 𝜕𝑦

variables.
𝜕𝑢 𝜕𝑢
4) Solve =4 where 𝑢(0, 𝑦) = 8𝑒 −3𝑦 by the method of separation of variables.
𝜕𝑥 𝜕𝑦

4.4: Solution of One-Dimensional Heat and Wave Equations

Heat Equation: A linear partial differential equation of second order of the form
𝜕𝑢 𝜕2 𝑢
= 𝑐2 is called a one-dimensional heat equation (diffusion equation), where 𝑐 2 is
𝜕𝑡 𝜕𝑥 2

the thermal diffusivity of the material.

Wave Equation: A linear partial differential equation of second order of the form
𝜕2 𝑢 𝜕2 𝑢
= 𝑐2 is called a one-dimensional wave equation, where 𝑐 is the speed of wave
𝜕𝑡 2 𝜕𝑥 2

travelling through the medium.

Working Procedure: Assume the trial solution of the PDE as 𝑢(𝑥, 𝑡) = 𝑋(𝑥 )𝑇(𝑡),
where 𝑋 is a function of 𝑥 alone and 𝑇 is a function of 𝑡 alone and follow the procedure
of method of separation of variables to obtain the required solution.
PROBLEMS
5 TO 10 MARKS QUESTIONS:
𝜕𝑢 𝜕 𝑢2
1) Solve = 𝑐2 2 by the method of separation of variables.
𝜕𝑡 𝜕𝑥
𝜕2 𝑢 𝜕2 𝑢
2) Solve = 𝑐2 by the method of separation of variables.
𝜕𝑡 2 𝜕𝑥 2
SAMPLE 2 MARKS QUESTIONS:
1. If 𝑧 = 𝑎𝑥 2 − sin 𝑦, form the PDE by eliminating the arbitrary constant.
2. If 𝑧 = 𝑎𝑥 3 + 𝑏𝑦 3 , form the PDE by eliminating the arbitrary constant.
3. If 𝑧 = 𝑓 (𝑥 + 𝑦), form the PDE by eliminating the arbitrary function.
4. If 𝑧 = 𝑓 (𝑦 − 𝑥 ) + 𝑥 + 𝑦, form the PDE by eliminating the arbitrary function.
5. Write the Lagrange’s linear PDE and its auxiliary equation.
6. Write the auxiliary equation of the PDE 𝑦 2 𝑧𝑝 − 𝑥 2 𝑧𝑞 = 𝑥 2 𝑦.
7. Solve the PDE 𝑝 − 𝑞 = 𝑥.
8. Solve the PDE 𝑥𝑝 + 𝑦𝑞 = 0.