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11.2
11.3
11.4
363
11.5
11.6
Exercises.
Partial differential equations are central theme to scientific and
(11.1)
364
highest order occurring in the equation. The power of the highest order
derivative in a differential equation is called the degree of the partial
differential equation.
Example 11.1 (a) x
u
u
+ y
=0 is a first-order equation in two variables
x
y
u
u
+ b
=c; where x,y are independent variables, a and b are
x
y
u u
+
-(x+y) u=0 is a partial differential equation of first-order.
x y
(d)
a(x)
2u
2u
2u
u
+2b(x)
+c(x)
=x+y+u+
2
2
xy
x
y
x
u
is a partial differential
y
equation of second-order.
(e)
a(x)
2u
2u
2u
u u
+2b(x)
+c(x)
= f(x,y,u,
,
)
2
2
xy
x y
y
x
where a(x), b(x) and c(x) are functions of x and f(..,..,.,.,.) is a function of
x,y,u,
u
u
and
, is a partial differential equation of second order.
y
x
2u
u
+
=y is a partial differential equation of second-order.
xy x
(f)
(g)
2u
2u
2u
+
2y
+
3x
= 4 sin x is a partial differential equation of
xy
y 2
x 2
second-order and degree one.
365
(h)
2u
2u
=
is a partial differential of second-order.
y 2
x 2
(i)
u
u
+ = 1 is a partial differential equation of first-order and
x
y
second degree.
By a solution of a partial differential equation of the type
F (x,y,u, ux,uy,uxx,uyy, uxy) =0
(11.2)
Show that sin n(x+y), cosn(x+y) and ex+y are solutions of the partial
differential equation
u u
- =0
x y
(ii)
Show that u(x,y)=(x+y)3 and u(x,y)=sin (x-y) are solutions of the partial
differential equation
2u 2u
=0
x 2 y 2
Solution (i)
u
= n cos n (x+y)
x
u
= n cos n (x+y)
y
u u
- = ncos n(x+y) n cos n(x+y) =0=R.H.S.
x y
u
= -nsin n(x+y) if u(x,y) = cos n(x+y)
x
366
u
= -nsin n(x+y) if u(x,y) = cos n(x+y)
y
L.H.S. = [-nsin n(x+y)]-[-n sin n(x+y)]=0=R.H.S.
u
= ex+y
x
if u(x,y) ex+y
u
= ex+y if u(x,y) = ex+y
y
L.H.S. = ex+y -ex+y =0 = R.H.S.
(ii)
2u
u
=3(x+y)2,
=6 (x+y)
x
x 2
u(x,y)=(x+y)3,
2u
u
2
=3(x+y) ,
= 6(x+y)
y
y 2
2u 2u
= 6(x+y)-6(x+y)=0=R.H.S.
x 2 y 2
For u(x,y)=sin (x-y),
2u
u
=cos (x-y),
= - sin (x-y)
x
x 2
2u
u
= - cos (x-y),
= - sin (x-y)
y
y 2
L.H.S. of the partial differential equation is
2u 2 y
= - cos (x-y) + cos (x-y) = 0 = R.H.S.
x 2 y 2
Therefore (x+y)3 and sin (x-y) are solutions of
2u 2u
= 0.
x 2 y 2
A partial differential equation is said to be linear if the unknown
function u(.,.) and all its partial derivatives appear in an algebraically linear
form, 'that is, of the first degree. For example the equation
367
A uxx+2Buxy+Cuyy+Dux+Euy+Fu = f
(11.3)
where the coefficients A,B,C,D.E and F and the function f are functions of x
and y, is a second-order linear partial differential equation in the unknown
u(x,y).
Left hand side of (11.3) can be abbreviated by Lu, where u has
continuous partial derivatives of upto second order.
If u is a function having continuous partial derivatives of appropriate
order, say n then a partial derivative can be written as Lu=f where L is a
differential operator, that is, L carries u to the sum of scalar multiplications of
its partial derivatives of different order. An operator L is called linear
differential operator if L (u+v)= Lu+v where and are scalars and u
and v are any functions with continuous partial derivatives of appropriate
order. A partial differential equation is called homogeneous if Lu=0, that is, f
on the right hand side of a partial differential equation is zero, say f=0 in 11.3.
The partial differential equation is called non-homogeneous if f0.
(x+2y) ux +x2uy = sin (x2+y2) is a non-homogeneous partial differential
equation of first-order.
(x+2y) ux+x2uy=0 is a homogeneous linear partial differential equation
of first-order.
xuxx +yuxy+uyy=0 is a homogeneous linear partial differential equation
of second-order.
xuxx+y uxy+uyy=sin x is a non-homogeneous linear partial differential
equation of second-order.
368
uxy =
u
2u
u
, uy =
,uxx = 2
y
x
x
2u
2u
and uyy =
are respectively denoted by p, q,r, s and t.
xy
y 2
369
F(x,y,u,p,q)=0
(11.4)
(11.5)
(11.6)
u
u
+B
= C, these equations are defined to be such that the left hand
x
y
side, which contains all derivatives is linear in u in that A,B depend on x and y
alone; however C may depend non linearly on u. A semi linear partial
differential equation of second-order is of the form
A
2u
2u
2u
u u
+
2B
+C
= f(x,y,u,
,
)
2
2
xy
x y
y
x
(11.7)
370
of Cauchy data (initial and boundary conditions) and characteristic for partial
differential equations are introduced.
11.2.1
(11.8)
For some value y=y0, we prescribe the initial values of the unknown
function u and of the derivative with respect to y
u(x,y0)=f(x)
(11.9)
uy(x,y0)=g(x)
(11.10)
371
problem. These conditions are called Cauchy data. Actually two names are
synonymous.
Example 11.3 (a) ut = uxx 0<x<1, t>0
u(x,0)= cos x
0 x l
is an initial-value problem.
(b)
u
u
+B (x,y,u)
=C
x
y
(11.10)
(11.11)
Let (x0,y0) denote points on a smooth curve in the (x,y) plane. Also let
the parametric equations of this curve be
x=x0 (), y0=y0 ()
where is a parameter.
We suppose that two functions f() and g() are prescribed along the
curve . The Cauchy problem is now one of determining the solution u(x,y) of
Equation (11.11) in the neighbourhood of the curve satisfying the Cauchy
conditions
372
u=f(),
u
=g()
n
on the curve . n is the direction of the normal to which lies to the left of in
the counter clockwise direction of increasing arc length. The functions f() and
g(() are the Cauchy data.
The solution of the Cauchy problem is a surface, called an integral
surface, in the (x,y,u) space passing through a curve having as its
projection in the (x,y) plane and satisfying
u
=g() which represents a
n
(ii)
373
2u
u
= k 2 , 0<x<l,t>0
t
x
u(x,o)=f(x)
u
(x,o)=g(x), 0<x<l
t
u(0,t) =T1(t)
u(l,t)=T2(t), t>0
It is a Dirichlet boundary value problem.
(ii)
2u
u
=k
, 0<x< l, t>o
t
x 2
u(x,o)=f(x),
u
(x,o)=g(x), 0<x< l
t
u
u
(0,t) =T3(t),
(l,t)=T4(t), t>0
n
n
2u
u
= k 2 , 0<x< l, t>0
t
x
u(x,o)=f(x),
u
(x,o)=g(x), 0<x< l,
t
(0, t) 0,
n
t 0.
u
u(l,t) (l, t ) 0
x
u(0, t)
374
(11.12)
(11.13)
(14.14)
375
Example 11.5
2u
2u
+x 2 +4=0
y
x 2
(ii)
2u
2u
+
y
=0
y 2
x 2
(iii)
y2
2u 2u
=0
x 2 y 2
Solution (i) A = 1, C = x, B = 0
B2-AC = 0 x <0 for x>0
Thus the equation is elliptic if x > 0, is hyperbolic if x < 0 and it is
parabolic if x = 0.
(ii)
(iv)
(v)
376
In this case the equation is hyperbolic B2-AC=o if x=y. For this the
equation is parabolic. B2-AC <0 if x>y and x<0 or if x<y and x>0
In this case the equation is elliptic.
11.3 Solutions of Partial Differential Equations of First-order
11.3.1 Solution of Partial Differential Equations of first-order with
constant coefficients.
The most general form of linear partial differential equations of first
order with constant coefficients is
Aux+Buy+Ku=f(x,y)
(11.15)
(11.16)
du
dx dy
=
=
A
B
f ( x, y ) Ku
(11.17)
Bx c
, where c is an
A
dx
du
A f ( x, y ) - Ku
377
dx
A
or
du Ku f ( x, y )
dx A
A
f ( x,
Bx - c
)
A
A
(11.18)
dx dy
du
A
B f ( x, y )
The solution of
(11.19)
dx dy
is
A
B
Ay c
B
dy
du
we get
B f ( x, y )
dy
du
Ay c
f(
, y)
B
378
f(
Ay c
, y)
B
B
(11.20)
379
Example 11.6
4
1 x2y
4
1
or x2 (
dx du
2 or x2y dx=4du
4
x y
x-c
) dx =4du
4
or
1
(x3 cx2) dx = du
16
3 x 4 - 4cx 3
192
= f(c)+
3 x 4 - 4cx 3
192
3x 4 - 4( x - 4y )x 3
u=f(x-4y)+
192
=f(x-4y)-
x4
x3y
192 12
380
(11.21)
(11.22)
where P,Q,R in (11.22) are not the same as in (11.21). The following theorem
provides a method for solving (11.22) often called Lagrange's Method.
Theorem 11.1 The general solution of the linear partial differential equation of
first order
Pp+Qq=R;
where p=
(11.23)
u
u
, q , P, Q and R are functions of x y and u
x
y
is F(, ) = 0
(11.24)
dx dy du
P Q
R
(11.25)
381
and
dx dy du
P Q
R
must be compatible, that is, we must have P x+Qy+Ru=0
Similarly we must have
Px+Qy+Ru=0
Solving these equations for P,Q, and R, we have
P
Q
R
(, ) / ( y,u) (, ) / (u, x ) (, ) / ( x, y )
(11.26)
p 0
x u x u
F F
q
q 0
y u y u
F
F
and
from these equations, we obtain
(, ) (, )
(, )
the equation p
+q
=
(11.27)
( y, u)
(u, x ) ( x, y )
and if we now eliminate
382
(11.28)
Taking the first two members we have x2dx = y2dy which on integration
given x3-y3 = c1. Again taking the first and third members,
we have x dx = u du
which on integration given x2-u2 = c2
Hence, the general solution is
F(x3-y3,x2-u2) = 0
11.3.3 Charpit's Method for solving nonlinear Partial Differential
Equation of First-Order
We present here a general method for solving non-linear partial
differential equations. This is known as Charpit's method.
Let
F(x,y,u, p.q)=0
(11.29)
(11.30)
u
u
, q = uy=
x
y
(11.31)
383
then we can solve (11.28) and (11.30) for p and q and substitute them in
equation (11.29). This will give the solution provided (11.29) is integrable.
To determine f, differentiate (11.28) and (11.30) w.r.t. x and y so that
F F
F p F q
0
x u
p x q x
(11.32)
f f
f p f q
p
0
x u
p x q x
(11.33)
F F
F p F q
0
y u
p y q y
(11.34)
f f
f p f q
q
0
y u
p y q y
(11.35)
Eliminating
q
p
from, equations (11.31) and (11.32), and
from
x
y
F f f F F f f F F f f F q
0
x p x p u p u p q p q p dx
F f f F F f f F F f f F p
0
y q y q u q u q p q p q dy
Adding these two equations and using
q 2u p
x xy y
and rearranging the terms, we get
F f F f F F f F
F f
- p
- q
p
q u x
u p
p x q y p
F
f f
q
0
u q
y
384
(11.36)
- F - F
F F F
F F
F
0
-p
-q
p
q
p
q
p
q x
u y
u
(11.37)
u
u
x y - u 0
x
y
Solution: Let p =
(11.38)
u
u
,q=
x
y
2
2
2
2px 2qy 2(p x q y ) p - p
q - q2
(11.39)
F
F
F
F
F
2px ,
2qy,
p2 ,
- 1,
q2
p
q
x
u
y
and multiplying by -1 throughout the auxiliary system. From first and 4th
expression in (11.38) we get
p 2 dx 2pxdp
dx =
. From second and 5th expression
py
dy=
q2 dy 2qydq
qy
385
p 2 dx 2pxdp q2 dy 2qydq
=
p2 x
q2 y
or
dx 2
dy 2dq
dp
x p
y
q
(11.40)
u
q=
(c 1)y
1
2
cu
p=
(c 1)x
1
2
u 2
cu 2
dx
du=
dy
(c 1)x
(c 1)y
1
i 2
1 c 2
c 2
or
du dx dy
u
x
y
By integrating this equation we obtain ((1 c )u)
This is a complete solution.
386
1
2
(cx)
1
2
( y)
1
2
c1
(11.41)
dx
dy
du
dp dq
Fp
Fq pFp qFq
0
0
It is clear that p=c is a solution of these equations. Putting value of p in
(11.40) we have
F(c,q)=0
(11.42)
or
dx dy
du
dp dq
2
2
- 2p 2q - 2p - 2q
0
0
dx dy
du
dp dq
2
p
q p q
0
0
387
Using dp =0, we get p=c and q= 1- c 2 , and these two combined with
du =pdx+qdy yield
u=cx+y 1- c 2 + c1 which is a complete solution.
Using
dx
dx
= p , we get du =
where p= c
du
c
Also du =
or du =
dy
, where q =
q
dy
1- c 2
x
+ c1
c
1- p 2 1- c 2
1
1- c 2
y +c2
1- c 2
c, we get
u2 = (x-)2 + (y-)2
This is another complete solution.
This is another complete solution.
(ii) Clairaut equations
An equation of the form
u=px+qy+f(p,q)
or
F=px+qy+f(p,q)-u=0
(11.43)
388
The auxiliary system of equations for Clairaut equation takes the form
dx
dy
du
dp dq
=
=
=
=
x fp y f q px qy pfp qfq
0
0
From here we find that
dp=0, dq=o implying
p=c1, q=c2
If we put these values of p and q in Eq. (11.42), we get
u = c1 x +c2y +f (c1, c2)
Therefore, F(x,y,u,c1,c2) = c1x + c2y + f (c1,c2) -u=0 is a complete
solution of (11.42).
(iii) Equations not containing x and y
Consider a partial differential equation of the type
F(u,p,q) = 0
(11.44)
dx
dy
du
dp
dq
=
=
=
=
Fp
Fq
pFq qFq
- pFu
- qFu
The last two terms yield
dp
dq
=
p
q
389
dx
dy
du
dp
dq
=
=
=
=
q
p
2pq
- 2up
- 2uq
The last two equations yield p = a2q.
Substituting in u2+pq 4 = 0 gives
q=
1
4 - u 2 and p = + a
a
4 - u2
4 - u2 adx dy
a
du = +
or
du
4-u
= + adx
1
dy
a
u
1
= + adx y c
2
a
or u = + 2 sin ax y c
a
390
This gives p =
1- x 2
and q =
4 - y2
a
1- x 2
dx +
a
4 - y2
dy
u
u
, q=
are not unique at a point
y
x
391
any fixed point. So, unlike the case of ordinary differential equations, we
cannot determine a unique integral surface by making it pass through a point.
Cauchy established that a unique integral surface can be obtained by
making it pass through a continuous twisted space curve, also known as an
initial curve, except when the curve is a characteristic of the differential
equation.
The infinity of normals passing through a fixed point generates a cone
known as the normal cone. The corresponding tangent planes to the integral
surfaces envelope a cone known as the Monge cone. In the case of a linear
or a quasi linear equation, the normal cone degenerates into a plane since
each normal is perpendicular to a fixed line. Consider the equation ap+bq=c,
where a,b, and c are functions x,y, and u. Then the direction p,q,-1 is
perpendicular to the direction ratios a,b,c. This direction is fixed at a fixed
point. The Monge cone then degenerates into a coaxial set of planes known
as the Monge pencil. The common axis of the planes is the line through the
fixed point with direction ratios a,b,c. This line is known as the Monge axis.
11.4 Solutions of Linear Partial Differential Equation of Second Order
with Constant Coefficients
11.4.1 Homogeneous Equations
Let Dx=
i
i
, D y ,Dix i , Diy i ,
x
y
x
y
392
2u
2u
2u
k
0
1
2
xy
x 2
y 2
(11.45)
2
x
k 1D xD y k 2D2y u 0
(11.46)
D2x k 1D x D y k 2D2y 0
Dy then equation (11.45) can be written as
Let the roots of this equation be m1 and m2, that is, Dx=m1Dy, Dx=m2Dy
(Dx-m1Dy) (Dx-m2Dy)u=0-
(11.47)
This implies
(Dx-m2Dy) u=0 or p-m2q=0
The auxiliary system of equations for p-m2q=0 is of the type
dx
dy
du
1 - m2
0
p-m1q=0
393
dx
dy
du
1 - m1
0
1
- m1
( y m1x )
2u 2u
=0
x 2 y 2
Solution: In the terminology introduced above this equation can be written as
394
(Dx2-Dy2) u = 0.
or
(Dx-Dy) (Dx+Dy)u=0
1
-1
0
1
1
0
2u
2u
2u
k
=f(x,y)
1
2
xy
x 2
y 2
(11.48)
395
2u
2u
2u
k1
k2 2 = 0
xy
x 2
y
(11.49)
1
f (D x ,D y )
1
f(Dx,Dy)
( x, y ) ( x, y )
f (D x ,D y )
(11.50)
1
1
1
( x, y )
( x, y )
f1(D x ,D y )f2 (D x ,D y )
f1(D x ,D y ) f2 D x ,D y )
(11.51)
1
1
( x, y )
f2 (D x ,D y ) f1(D x ,D y )
396
(11.52)
1
1( x, y) 2 ( x, y) 1 1( x, y)
(D x ,D y )
f (D x ,D y )
1
2 ( x, y )
f (D x ,D y )
(11.53)
Kasus 1,
1
1
e axby
e axby , f (a, b) 0
f ( Dx , D y )
f ( a, b)
(11.54)
( )
1
+
+
=
!
( )
Kasus 2,
f(Dx,Dy) (x,y) eax+by=eax+by f(Dx+a, Dy+b) (x,y)
1
1
( x, y )e ax by e ax by
( x, y )
f (D x ,D y )
f (D x a,D y b)
= e ax
1
1
e by ( x, y ) e by
e ax ( x, y )
f (D x a,D y )
f (D x ,D y b)
(11.55)
(11.56)
1
1
cos (ax by)
cos (ax by)
2
2
f (D , D y )
f (-a , - b 2 )
2
x
397
(11.57)
1
1
sin (ax by)
sin (ax by)
2
2
f (D , D y )
f (-a , - b 2 )
2
x
(11.58)
1
into partial
f (D x , D y )
fractions treating f(Dx, Dy) as a function of Dx alone and operate each partial
fraction on (x,y), remembering that
1
(x,y) = ( x, c mx)dx
D x mD y
where c is replaced by y+mx after integration.
Example 11.13
Find the particular solution of the following partial differential equations
2u
2u u
4
e x 3 y
2
xy y
x
(i)
(ii)
2u u
3 2 e x sin(x y )
x y
(3D2x 4 D xD y - D y ) u = ex-3y
up =
1
ex-3y
3 4(-3) - (-3)
= (ii)
1
ex-3y
3D 4 D x D y - D y
2
x
by (11.53)
1 x-3y
e
6
398
1
ex sin (x+y)
3D - D y
= ex
1
sin (x+y)
(3(D x 1) 2 - D y )
= ex
1
sin(x+y)
(3D 6 D x 3 D y )
= ex
1
sin(x+y)
(3(-1) 6D x 3 - D y
2
x
2
x
1
= ex
6D -D
x
y
= ex
=-
sin (x+y)
= ex
(6D x D y )
36D 2x - D 2 y
sin(x+y)
7 cos ( x y )
- 35
1 x
e cos(x+y).
5
2u 2 2u
-c
= e-xsin t
2
2
t
x
Solution: The equation can be written as
(D 2t -c2Dx2) u = e-xsin t
The particular solution is
up=
= e
1
e x sint
2 2
D - c Dx
2
t
1
1
sint e x
sint
D - (c(D x - 1)
- 1- c 2
2
t
399
=-
1
e x sint
c 1
2
1
e x sint
c 1
2
2u 2 2u
=0.
-c
t 2
x 2
11.5 Monge's Method for a special class of non linear Equations
(quasi linear Equations) of the Second order.
Let u(x,y) be a function of two variables x and y
u
u
2u
2u
2u
, q ,r
, s
, t 2
Let p =
x
y
x
xy
y
Monge's method provides a technique for solving a special class of
partial differential equation of second order of the type
F(x,y,u,p,q,r,s,t)=0
(11.59)
(11.60)
where and are known function of x,y,u, p and q and the function f is
arbitrary; that is, in finding relations of the type (11.59) such that equation
400
(11.58) can be derived from equation (11.59). The following equations are
obtained from it by partial differentiation.
x+up+pr+qs=f'() {x+up+pr+qs}
(11.61)
y+uq+ps+qt=f'() {y+uq+ps+qt}
(11.62)
It may be noted that every equation of the type (11.58) does not have a
first integral of the type (11.59). By eliminating f'() from equations (11.60) and
(11.61), we find that any second order partial differential equation which
possesses a first integral of the type (11.59) must be expressible in the form
R1r+S1s+T1t+U1(rt-s2)=V1
(11.63)
where R1, S1,T1,U1 and V1 are functions of x,y,u, p and q defined by the
relations
R1 =
(, )
(, )
(, )
(, )
q
, T1
p
(p, y )
(p,u)
( x, q)
(u, q)
(11.64)
S1=
(, )
(, )
(, )
(, )
q
p
(q, y )
(q,u)
(p, x )
(p,u)
(11.65)
U1=
(, )
(, )
(, )
(, )
, V1 q
p
(p, q)
(u, x )
( y,u)
( y, x )
(11.66)
(11.67)
401
Rr+Ss+Tt = V
(11.68)
for which a first integral of the form (11.59) exists. For any function u of
x and y we have the relations dp =rdx+sdy, dq=sdx+tdy
(11.69)
(11.70)
(11.71)
u 2u u u 2u u 2u
Solve the equation
- 2
0
2
2
This equation is of the form (11.67) where
2
u
2u
u u
2u
u
R= ,r 2 , S 2
, s
, T , and
x y
xy
x
x
y
2u
t 2 , V 0
y
(11.72)
(pdx+qdy)2 = 0
(11.73)
(11.74)
402
dx
dy
du
1
- f (u)
0
with integral u=c1, y+x f(c1)=c2 leading to the general solution
y+x f(u)=g(u)
where the functions f and g are arbitrary.
403
11.6 Exercises
Write down the order and degree of partial differential equations in
problems 1-5.
1.
u
u
u2
x
y
2.
2u
u
2
t
x
3.
u u
0
x y
4.
u
u
100
0
t
x
5.
u u
0
x y
6.
2u 2u
0
x 2 y
7.
Examine whether cos (xy), exy and (xy)3 are solutions of this partial
differential equation.
Classify the partial differential equations as hyperbolic, parabolic, or
elliptic.
404
8.
9.
10.
2u
2u
2u
12
9
0
xt
t 2
x 2
11.
12.
2u
2u
2u
-2
-3 2 0
8
xy
x 2
y
p=(u +qy)2
20.
2(u+xp+yq)=yp2
21.
u2=pqxy
22.
xp+3yq=2(u-x2q2)
23.
pq=1
24.
p2y(1+x2)=qx2
25.
u=p2-q2
405
26.
p2q2+x2y2=x2q2(x2-y2)
27.
2u
u
12
20
2
x
x
29.
30.
2u
2u u
3 2 4
- 0
xy y
x
31.
2u u
sin (ax+by)
x 2 y
32.
2u u u 2u
-2
- 5 2 3x+y+ex-y
2
x y
x
y
2u
2u
2u
16
15
0
x 2
y 2
y 2
2u 2u
x 2 y 2
34.
2
2
u u u u u u
- x
2
x y x xy y x
35.
2u u
u u 2u 2u u u 2u u 2u
2 - 2
-
x q xy y 2 x x y 2 y xy
x y
36.
u 2u
x y 2
406