K Sankara Rao PDF

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pastern
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|JJ
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Introduction
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PARTIAT
DIFFERENTIA
EquATr0Ns
CONTENTS
u
Preface
0. Partial Differential Equationsof First Order
t-46
0 . 1 Introduction
I
Surfacesand Normals 2
w,6.3 Curves and their Tangents 4
Formation of Partial Differential Equation 6
wg4
Solution of Partial Differential Equationsof First Order ,10
-09 Integral SurfacesPassingthrough a Given Curve ,{Z
\9.7 The Cauchy Problem for First Order Equations 20
'0.9 SurfacesOrthogonalto a Given Systemof Surfaces 21
First Order Non-linear Equations 22
0.9.1 Cauchy Method of Characteristics 2.1
\y.1,0 CompatibleSystemsof First Order Equations 30
Charpit's Method 34
0.ll.l SpecialTlpes of First Order Equations 38
,,91
y.{
,,xrr
Exercises 43
1. Fundamental Concepts
47:78
1.1 Introduction 47
''./2
Classificationof SecondOrder PDE 47
Canonical Forms 48
-14
1.3.1 CanonicalForm for Hyperbolic Equation 49
1.3.2 CanonicalForm for Parabolic Equation 51
1.3.3 CanonicalForm for Elliptic Equation 53
Adjoint
I .4
Operators 62
I .5 Riemann's Method 64
Exerckes 77
2. Elliptic Differential Equations

'.4.t
.
2.2
.,tl
C/
Occunenceof the Laplaceand PoissonEquations 79

2.1.1 Derivation
of LaplaceEquation 79
2.1.2 Derivation
of Poisson
Equation 8/
BotndaryValueProblems(BVPs) :82
SomeImportantMathematical
Tools 82
Properties
of HarmonicFunctions 84
2.4.1 The SphericalMean 85
v
79-146
vt
CoNTENTS
2.4.2 Mean ValueTheoremfor HarmonicFunctions g6

Maximum-Minimumprinciple and ConsequencesgZ
,2.4.3
Separationof Variables 9-l
4
Dirichlet Problem for a Rectangle 94
,;tK
The NeumannProblemfor a Rectanple 92
Z1
InteriorDirichlerProblemfor a CircL 9g
-ZA
Exterior
Dirichler Problem for a Circle 102
_29
-.f l0 lnterior NeumannProblem for a Circle 106
._V1,1 Solutionof LaplaceEquationin CylindricalCoordinates /0g
91 2 Solutionof LaplaceEquationin SphericalCoordinates 1/J
Examples /22
,2. l3 Miscelianeous
Exercises I44
3. Parabolic Differential Equations

3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
1.9
4. Hyperbolic Differential Equations

4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
4.10
4.ll
4.12
4.13
147_lgg
Occurrenceof the Diffusion Equation 147

Boundary Conditions 149
ElementarySolutionsof the Diffusion Equarion 150
Dirac Delta Function /54
Separationof VariablesMethod /j9
Solutionof Diffusion Equationin CylindricalCoordinares 121
Solutionof Diffusion Equationin SphericalCoordinares _124
Maximum-MinimumPrincipleand Consequences1Zl
M i s c e l l a n e o uEsx a m p l e s / 2 9
Exercises I86
Occurrenceof the Wave Equation 1g9

Derivationof One-dimensional
Wave Equation /g9
solution of one-dimensionalwave Equationby canonicalReduction /92
The Initial ValueProblem;D'Alembert'sSolution 196
Vibrating Srring-Vadables SeparableSolution 200
ForcedVibrations-Solutionof Non_homogeneous
Equation ?0g
Boundaryand Initial Value problemfor Two-dimensional
Wave
Equarions*Merhodof Eigenfunction 2I0
PeriodicSolutionof One-dimensional
Wave Equationin Cylindrical
Coordinates 213
PeriodicSolutionof one-dimensional
wave Equarionin Sphericarpolar
Coordinares 21J
Vibrationof a CircularMembrane 2/Z
Uniquenessof the Solutionfor the Wave Equation 2/9
Duhamel'sPrinciple 220
Miscellaneous
Examples 222
Exercises 230
lgg_232
Ii
I
I
I
CoNTENTS
5. Green'sFunction
t.,
5.2
5.3
5.4
5.5
5.6
233-2
l n r r o d u c r i o nz J J
Green'sFunctionfor LaplaceEquation 239
The Methods of Images 245
The EigenfuncrionMethod 2jZ
Green's Function for the Wave Equation_Helmholtz Theorcm 254
Green'sFunctionfor the Diffusion Equation 259
Exercises 263
6. Laplace Transform
Methods
Z6S-J1
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
6.ll
6.12
6.13
Introducrion 265
Transformof Some ElementaryFunctions 26g
Propeniesof LaplaceTransform 270
Transform of a Periodic Function 228
Transformof Error Function 280
Transform of Bessel'sFunction 28J
Transform of Dirac Delta Function 2g5
InverseTransform 285
Convolution Theorem (Faltung Theorem) 292
Transform of Unit Step Function 296
Complex Inversion Formula (Mellin-Fourier Integral) 299
Solution of Ordinary Differential Equations 302
Solutionof PartialDifferenrialEquations 302
6.13.1 Solurionof Diffusion Equarion 308
6.13.2 Solutionof Wave Equarion j13
6.14 Miscellaneous
Examples 321
Exercises 329
7. Fourier Transform Methods

7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
7.9
7.10
Introduction 333
Foti,er Integral Representations -tj.t
7.2.1 Fourier Integral Theorem 335
7.2.2 Sine and Cosine Integral Representationsjjg
Fourier TransformPairs -139
Transform of ElementaryFunctions 340
Propertiesof Fourier Trasnform -i4j
Convolution Theorem (Faltung Theorem) -i56
Parseval'sRelation -t58
Transform of Dirac Delta Function 3i9
Multiple Fourier Transforms .li9
Finite FourierTransforms 360
7.10.1Finite Sine Transform i61
7.10.2Finire CosineTransform 362
333-3g
CONTENTS
7.ll Solutionof DiffusionEquation 363

7.12 Solutionof Wave Equation 367
7.13 Solutionof LaplaceEquation 371
Examples J73
7.14 Miscellaneous
Exercises 384
Ansversand Keysto Eterches
Bibliagaphy
Index
388-423
425
427-430
PREFACE
'\'ith the remarkableadvancesmade in various branchesof science,engineeringand technology

:rday, more than ever before, the study of partial differential equationshas becomeessential.For,
:.: have an indepth understandingof subjectslike fluid dynamics and heat transfer,aerodynamics
:lasticity, waves, and electromagnetics,the knowledge of finding solutions to partial differentia
:quationsis absolutelynecessary.
This book on Partial Differential Equationsis the outcome of a seriesof lecturesdelivered
me,
over several years, to the postgraduatestudentsof Applied Mathematicsat Anna
ry
university, chennai. It is written mainly to acquaint the reader with various well-known
:nathematicaltechniques,namely, the variables separablemethod, integral transform techniques
and Green's function approach,so as to solve various boundary value problems involving
parabolic,elliptic and hyperbolicpartial differenrialequations,which arise in many physica
situations.In fact, the Laplaceequation,the heat conductionequationand the wave equation
have been derived by taking inro account certain physical problems.
The book has been organizedin a logical order and the topics are discussedin a systemati
manner In chapter 0, partial differential equationsof first order are dealt with. In chapter I, the
classificationof secondorder partial differential equations,and their canonical forms are given.
The concept of adjoint operatorsis introduced and illustrated through examples,and Riemann's
method of solving cauchy's problem described. chapter 2 deals with elliptic differential
equations.Also, basic mathematicaltools as well as various DroDertiesof harmonic functions are
discussed.
Further,the Dirichletand Neumannboundaryvalueprtblemsare solvedusingvariable
separablemethod in cartesian,cylindrical and sphericalcoordinatesystems.chapter 3 is devoted
to a discussionon the solution of boundary value problemsdescribingthe parabolicor diffusion
equation in various coordinate systems using the variables separablemethod. Elementar
solutionsare also given. Besides,the maximum-minimumprinciple is discussed,and the concept
of Dirac delta function is introduced along with a few properties.chapter 4 provides a detailed
study of the wave equation representingthe hyperbolic partial differential equation, and gives
D'Alembert'ssolution.
In addition, the chapterpresentsproblemslike vibrating string, vibration of a circular
membrane,and periodic solutions of wave equation,shows the uniquenessof the solutions,and
illustratesDuhamel'sprinciple.chapter 5 introducesthe basic conceptsin the constructionof
Green's function for various boundary value problems using the eigenfunction method and the
method of images. chapter 6 on Laplace transform method is self-containedsince the subject
matter has been developed from the basic definition. various properties of the transform and
inverse transformare describedand detailedproofs are given, besidespresentingthe convolution
theorem and complex inversion formula. Further, the Laplace transform methodsare applied to
solve severalinitial value, boundary value and initial boundary value problems.Finally in
Chapter7, the theory of Fourier transformis discussedin detail. Finite Fourier transformsare also
introduced,and their applicationsto diffusion, wave and Laolace equationshave been analvzed
The text is inr.erspersed
with solvedexampleslalso. miscellaneous
examplesare given in
CHAPTER O
PARTIAL DIFFERENTIAL
EQUATIONSOF FIRST ORDER
:.1 INTRODUCTION
::rial differentialequations
offirst orderoccurin manypracticalsituatrons
suchas Brownianmotion
r:3 theofy of stochasticprocesses,
radioactivedisintigration,noise in communi.utron,yrt.,rr,
:rDulation growth and in many problemsdealing wiih telephonetraffic,
traffic flow along a
-.ghwayand gas
dynamicsand so on. In fact, their study is essentialto understand
the nat-u
:: solutionsand forms a guide to find the solutionsof hijher order partial
differentiarequation
A first orderpartialdifferentiarequation(usuallydenotedby pDE) in
two independent
variabre
,:..r,and one unknownz, also called dependentviriable,
is an equationof the iorm
o(r r,,,(.*)=o
dx
dy)
( 0 .t )
I n r r o d u c i ntgh e n o l a t i o n
OZ
P=^,
ox
d7
s=-
dy
(0.2
Equation(0.1) can be written in symbolicform as

F t x ,y , z . p , q ) = 0 .
(03)
A solutionof Eq. (0.1) in somedomain O of IR2 is a function z =

f(x, y) definedand is of C,, in
Q shouldsatisfythe following two conditions:
( i ) F o r e v e r y( x , y ) e O , t h e p o i n t( r , y , " , p , q ) i s i n t h e
d o m a i no f t h e f u n c t i o nF .
( i i ) W h e nz = f ( x , y ) i s s u b s t i t u t eidn t o E q . ( 0 . 1 ) ,i t s h o u l d
r e d u c et o a n i d e n r i t yi n x , y f o r
all (x, y) e Q.
we classifythe PDE of first order dependingupon the form of the function

F. An equation
of the form
S,
).
P1x.y. ztli + Qtx.y. zt+ = R\x.y. z)

ox
dy
(0 . 4 )
is a quasi-linear
PDE of first order,if tr,ederivativesdz/dx and dzr0y tr-tatappear
in the function
-Eare Iihear'while the coefficientsp,
e andR dependon the indepe;dentvariabresx, I,and arso
on the dependentvariablez. Similarly,an equationof the form
INTRODUCTION
TO PARTIALDIFFERENTIAL
EQUATIONS
),
s,
Ptx,ytl + Qtx.y\f = R(x.y. z)
ox
dy
(0.s)
is calledalmost linear PDE of first order,if the coefficientsp and o are functionsof the independentvariablesonly. An equationof the fonn
;?
s"
a l x .y t d + b l x .y \ f i + c t x . l t t := d \ r . i
(0 . 6 )
is cafleda finearPDE of first order,if the functionF is linear in 0zl0x, dzldy andz, while the
coefficientsa, b, c and d dependonly on the independent
variablesx and y. An equationwhich
doesnot fit into any of the abovecategoriesis called non-linear.For example,
0z
dz
\t, x 1 +Y. =nz
ox
oy
is a linear PDE of first order.
dz
dz
)
ltt) x 1 +Y a =zox
oy
is an almost linear PDE of first order.
s, 2,
( i i i )P { z ) = + - = 0
ox
oy
is a quasi-linear
PDE of first order.
,a,Z
/.\z
(iv)
l+
I .l ?l =t
\dx )
\dy )
is a non-linearPDE of first order.

Beforediscussingvariousmethodsfor finding the solutionsof the first order pDEs, we shall
review some of the basic definitionsand conceptsneededfrom calculus.
AND NORMALS
0,2 SURFACES
LetO be a domainin three-dimensional
IRr andsuppose
space
F(x,y,z) is a functionin the
class C'(O), then the vector valued function grad F can be wrrrten as
(ap aF aF\
. ^
g r a of = l . . - " . . - l
\ox oy
dz )
(0.7)
If we assumethat the partial derivativesof F do not vanishsirnultaneously

at any point then the
set of points (x, y, z) in Q, satisfyingthe equation
F(x, y, z) = (
( 0 . 8)
is a surfacein o for someconstantc. This surfacedenotedby s6 is calleda level surfaceofF.

lf (,16,y6, z6) is a given point in Q, then by taking F(x6,y|,zi=(,
we get an equationbf the
form
F(x, y, z) = F(xo, y6, zs),
(0e)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER
rlich representsa surfacein f), passingthrough the point (r0,J0,zo). Here, Eq. (0.9) represent
. oe-paraneter family of surface in o. The value of grad F is a vector, normal to the level
rrfrce- Now, one may ask, if it is possibleto solve Eq. (0.8) for z in terms of ;r and y. To-answer
G qnestion, let us consider a set of relations of the fomr
a=fr(u,v), y= f2Qt,v), 2=fi(u,v)
(0.10
llere for every pair of valuesof a and v, we will have three numbers;r, Jr and z, which represetts
r point in space.However, it may be noted that, every point in spaceneed not correspondto a
peir u and v. But, if the Jacobian
u!{'r"*,
o \u, v)
( 0 .l 1 )
len, the first two equationsof (0.10) can be solved and z and y. can be exDressedas functions
ofr and y like
u = f,(x. y),
v = p(x, y).
Thus, r and v are obtainedoncex and y are known, and the third relation of Eq. (0.10) givesthe
ralue of z in the form
z = fift(x, y),p(x,y)l
(0.12
This is, of course,a functional relation betweenthe coordinatesx, y andz as in Eq. (0.g). Hence,
ry point (x, y, z) obtained from Eq. (0.10) always lie on a fixed surface.Equations (0.10) are
also called paranetric equationsof a surface.It may be noted that the parametricequation of a
srface need not be unique, which can be seen in the following example:
The parametric equations
-r=rsrndcosd, y=rsinAsind,
z=rcos0
and
rro,
,
=
,
=
r
Q
Q
1
)
"
r
n
r
.
" = , ( 1 -+o0' ")' )o " e ,
(r+0")
t+0'
both representthe same surfacex2 + y2 + z2 = 12 which is a sphere,where r is a constant.
If the equation of the surface is of the form
z = f(x, y)
(0.13
F..=f(x,y)-z=0.
(0.14)
Then
partiallywith respectto .r and.y, we obtain

Differentiating
dF .0F
- - : - - dz
-=v, ^
=-f
dx .dz dx
dF
dF dz
0y
0z 0y
-+--={l
from which we get

0z --:-::TdFldx
dF
-=
= -- (usiue 0.14)
.tx
df ldz
dx
INTRODUCTION
TO PARTIALD]FFERENTIAL
EOUATIONS
or
o"
dx
= n
we obtain
Similarly,
dl.
,-=q
)E
and
'
:1
=_l
dv
d_
Hence,the directioncosinesof the normalto the surfaceat a point(x, y, z) are givenas
(0.15)
Now, returningto the level surfacegiven by Eq. (0.g), it is easy to write the equationof the
tangent plane to the surface ,.t" at a point (rp, y6, z6) as
.lar
J
l a r r 1 6 . y n . -l- o r l = 0 .
( x - x 0 )l a
l F( x 0 . l o . zIo )
{0.tbr
,
_
l
+
(
l
r
o
)
l
l
r
x
s
.
y
6
.
z
6
)
l
+
r
r
r
s
tlf
"l
Lax
)
,-,
0.3
Ld:
CURVES AND THEIR TANGENTS
A c u r v e i n t h r e e - d i m e n s i o nsapl a c eI R I c a n b e d e s c r i b e di n t e r m s o f p a r a m e t r i ce o u a t i o n s
Supposei denotesthe positionvectorof a point on a curvec, then the vectorequationol C mav
b e w r i h e na s
v=Fltl
t^r
lcI
( 0 .l 7 )
where 1is some interval on the real axis. In componentform, Eq. (0.17) can be written as
x=I(1).
y=f2G), z=fr(t\
( 0 .r 8 )
wherei = (r, /, z) andF(t) =[fi(t), f2(), hO] andthefuncrions

to C,(1).
fr, f2 and/3 betongs
Further,we assumethat
W'ryT)*,0'o'0,
( 0 .l e )
This non-vanishing
vecroris tangenrro the curve C at the poinr (x, y, z) or at
[J;O, f20, f](t))
of the curve C.
Anotherway of describinga curve in three-dimensional
spaceIRI is by using rhe fact that
t h e i n t e r s e c l i oonf t w o s u r f a c e sg i v e sr i s e l o a c u r v e .
Let
and
\(x, y, z) = C1
|
F2@,y, z) = Crl|
(0.20)
\
are two surfaces.
Their intersecrion.
ir nor empty.is alwaysa curve, providedgrad F, and grad
F: are not collinearat any poinr of ct in IRj. In other words,the intersectionof surfices siven
b 1 E q . ( 0 . 2 0 )i s a c u r v e i f
PARTIALDIFFERENTIAL
EOUATIONS
OF FIRSTORDER
etad 4Q, y,z)xglad F2@,y, z) + (0,0,0)
(0.2
:;:* every@,y,2)eQ. For variousvaluesof C1 andC2,Eq. (0.20)desuibesdifferentcurv

::r totalityofthesecurvesis calleda two parameter
familyof curves.Here,c1 andc2 arereferr
15parameters
of this family.Thus,if we havetwo surfacesdenotedby s] and52 whoseequatio
r: in the form
F ( xy. ,z ) = o l
rJ
(0.2
G(x,y, z) = 0l
l::en, the equationof the tangentplaneto,Sl at a point p(xs, ys,z()) is
)F
)F
)F
( x - x o ) i + ( y- y o t ; + ( z - 2 6 ;
=0
(0.2
!:nilarly, the equationof the tangentplaneto,S2at the point p(x6,y6,26) is
dG
aG
.
.aG
( . x- x 0 ) = - + ( / - y n ) ^ - + \ z - z = - = l ) .
oxdy-dz
(0.2
iere, the partial derivatives dFllx, dGldx,etc. are evaluatedat p(xx,yx,zs). The intersectionr
:Fse two tangent planes is the tangent line I at P to the curve C, which is the int3rsection(
::e surfacess' and .92.The equationof the tangentline z to the curue c at (xo, yo,
is obtaine
"i
::r'm Eqs. (0.23) and (0.24) as
(x-,ro)
AF-AG aF E
(y- yo\
(z-zol
_
-aF
-AF-AI
aG-
(0.2
ay ar- a, a, a" dr-E a, E n- n a,

(x-xs)
(y- yi
\z-zo)
e@a=a(F,q=Ztr.gl
(0.2
0 (y, ,)
0 (2,x)
0 (r, y)
'l}rerefore,
the directioncosinesof I are proportionalto
l a 1 r , c 7a @ , G )d ( F , q 1
Lao,d'aea' a@,r\l
(0.2
aor illustration,let us considerthe following examples:

EX4MPLE 0.1 Findlhe tangentvector at (0,1,nl2) ro the helix describedby the equation
x=cost,
Solution
- y = s i nr ,
z=t,
11in lR'.
The tangent vector to the helix at (r, y, :) is

( dx dv d:\
\a'a'i
)={-"n
t ' c o s ll') '
7t
nnnoDUcTIoN To PARTTAL
DIFFERENTIAI.
EQUATIoNS
we observethat the point (0,1,tr/2) corresponds

to t = ttl2. At this point (0,1,n/2), the tangent
vectorto the givenhelix is (-1,0,l).
EXAMPLE 0,2 Find the equationof the tangentline to the spacecircle
f + y 2 + 2 2= 1 , x + y + z = o
at thepoint(1/Jt4,2tJ14,-3tJ:,4).
Solation
The spacecircle is describedas

F(x,Y,z) = Y2+Y2+t2 -l=0
G(xY
, ,z )= s a Y a 2 = g
RecallingEq. (0.25),the equationof rhe tangentplaneat (l(i4,
x -rilta
2lJA, 4lJw
can be wrirten
v-zlJu
,"h-,1+")
,(#)-,(#)
-;---l"\--7----\-
z+3/Jl4
,[t)-,fz)
-\J'4,
-l.Ji?l
x-rtJ14 y-2/.64
0.4
z+3ktl4
FORMATIONOF PARTIAL DIFFERENTTALEQUATION
Supposeu andy are any two given functionsof x, y and z. Let F be an arbitraryfunctionof z
andv of the form
F(u,v)=6
(0.28)
we can form a differentialequationby eliminatingthe arbitraryfunctionF. For, we differentiate

Eq.(0.28)partiallywith respectto r andl, to get
0Fl0u d" 1 arlA, a" 1 ^
ELa,' yr y a,la,*yt l='
(0.2e)
and
drldu.d, l arlau dvf
a"Lar*Eq
I d,Lay+Es
)=u
(0.30)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRS-I' ORDER
\-.rv. eliminatin 0Fldu and 0Fl0v fton Eqs. (0.29) and (0.30), we obtain
-du
+ - Ddu
dx dz'
-dv
+ - D0v
dx dz'
-0u
+ - o 0u
-dv
+ - o dv
d),
dy
dz
d2
;1ich simpliltesto
d(u,r)
0 1 u , v ) 0 \ u ,v )
Pa o A " q a e $ = a l r , y )
( 0 . 3I )
fhis is a linear PDE of the t)?e
(0.32)
PP+Qq=R,
'* hele
'^
d\u.v\
00.2)'
'
O(u,v)
ae,.\)'
"
O\u,v\
d\x,y)
( 0 . 1)3
:quation (0.32) is called Lagrange'sPDE of first order.The following examplesillustrate the idea
:.: formation of PDE.
EXAMPLE 0.3 Form the PDE by eliminating the arbitrary function from
(t) z = f (x + it) + g(r - tr), where t=J-1
(1i) f(x+y+2, *2 +y2 +t21=0.
. Solution
(i) Given z = f Qc+it) + g(x -it)
Differentiating Eq. (1) twice partially with respectto r and ,, we get
(1)
s"
:=
f ' l x + i t )+ g ' ( x i t l
ox
-)
".;=
f"(x+it)+ s"tr-it).
dx-iere, /' indicates derivative of /with
:.spect to (x-il). Also, we have
(2)
respect to (-r+tt) and g' indicates derivative of g with
),
: = if ' (x + it) - iC' - it)
lx
dt
-)
o^- = -1"
t* * ,,\ - g" rx - it).
1
(r)
clt-
i:om Eqs. (2) and (3), we at once, find that

(4)
;hich is the requiredPDE.
INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS
(ii) The given relation is of the form

Q ( u ' v )= o '
wherc u = x + y + t, u = 12 + y2 +
"2
Hence, the required PDE is of the form
pp+
eq = R, (Lagrangeequation)
(l)
where
lau Arl
=la, avl=lt 2vl
, =a^(u'')
d\y.z) ldu
avl I
IE
EI
Id"
0rl
tox
dxl
z,l=zf"-,1
,=#3=1fr
1";,,,-,,
frl=li
l?!
"- a*r)=l+
p=!(r.r\ _ld*
I dy
a'l
dxt lt
2rl
zrl=2{t-')
+l=l'
dy I
Hence,the requiredPDE is
2(z- y)p +2(x - z)q =2(y - x)
or
(z-y)p+(x-z)q=y-x.
EXAMPLE 0.4 Eliminatethe arbitraryfunctionfrom the following andhence,obtainthe corresponding
partial differeniial equation:
1i1 z=xy+ f(x2 +y2)
(ii) z = f(xylz).
Solution
( r ) U r v e nz = x y + J \ x - + y ' )
(l)
DifferentiatingEq. (l) partiallywith respectto .r and we obtarn

J.,,
)! 1 = y + 2 x f ' \ x 2 * y r 1 =p
dz
ay=x+zYf'(x'+Y')=q
(2)
(3)
PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER
Eininating /'
from Eqs. (2) and (3) we get

W-)KI=y2-x2,
*ich is the required PDE.

(ii) Given 2= f(ry/z)
Differentiating partially Eq. (l) with respectto r and /, we get
(4)
(1)
),
:: = !f,(xylz) = p
oxz
(2)
2.
(3)
=: I,kytz\=s
+
oy z
Etuinating /' from Eqs. (2) and (3), we find
xp-vq=o
J
w=(]v
lich
(4)
is the required PDE.
E/IMPLE
0.5 Form the partial differential equation by eliminating the constantsfrom

z=e+by+ab.
Solution
Given z = ax+ by + ab
(l)
Differentiating Eq. (l) partially witi respectto.x and / we obtain

-dz
-=a=
ox
(2)
dz
q
av='=
(3)
9$stituting p and q for a and b in Eq. (l), we get the requifed PDE as
z= px+qy+pq
EGMPLE 0,6 Find the partial differential equationof the family of planes,the sum of whose
! r'. ? interceptsis equal to unity.
Solution
Let
+1, +1=l
be theequationofthe planein interceptform,so rhala+b+c=1.
aDc
Thus, we have
-x+y-z+- - = l
a b l-a-b
(l)
7
IO
NTRODUCTIONTO PARTIALDIFFERENTIAL
EQUATIONS
Differentiating Eq. (l) with respectto x and y, we have

l*
a
P
l-a-b
I'
b
Q
-n
t-a-b-"
=n
(2)
1
b
(3)
l-r_b=-;
and
"'
q
t_"4=-
From Eqs. (2) and (3), we get
!=!
(4)
qa
Also, from Eqs.(2) and (4), we ger

pa=a+b-1=a+!a-l
q
alt+L-pl=1.
\s)
Therefore,
a=q/(p+q_ pq)
(5)
Sirnilarly, from Eqs. (3) and (4), we find

b=pt(p+q_pq)
(6)
Substitutingthe valuesof a and 6 from Eqs. (5) and (6) respectivelyto Eq. (r), we have
p+ q_ pq
q
x+p+q_
p
pq
, * P + Q_pq
_
P Qz = l
or
|
!+l-'=
q p pq p+q- pq
That is,
Px+qY-2=---!!-,
p+q-pq
0)
whichis the requiredPDE.

0.5 SOLUTIONOF PARTIALDIFFERENTTAL
EOUATIONSOF FIRST ORDER
In Section0.4, we have observedthat relationsof the form
F(x, y, z, a, b) = 0
(0.34)
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER
It
. . - :ise to PDE of first order of the form

( 0 . 35)
f ( x , y , z ,p , q ) = 9 .
- -,:.
any relationof the form (0.34) containingtwo arbitraryconstantsa and 6 is a solutionof
'. ?DE of the form (0.35) and is called a complete
solurionor completeintegral.
fonsider a first order PDE of the form
),
),
P\x.y. z)- + Q(x,y, z)"+ = R\x.y. zl
( 0 . 36 )
Pp+Qq=R,
(0.37)
ox
dy
'r.nply
"-::. -r ?rd.;,,are independentvariables.The solutionof Eq. (0.37) is a surfaceS lying in the

...--)-space,called an integralsurface.If we are given that z=-f(x,y) is an integralsurface
.' ::: PDE (0.37).Then, the normal to this surfacewill have directioncosinesproportionalto
: - : x . d z l d y , - l ) o r ( p , g , - l ) . T h e r e f o r et h, e d i r e c t i o n
o f t h e n o r m a li s g i v e n b y i = \ p , q , - 1 \ .
:'.': the PDE (0.37),we observethat the normal ii is perpendicular
to the directiondefinedby
-: .:ctor/ =\P,
(
s
e
e
R
)
F
i
g
.
0
.
1
)
.
Q,
Fig.0.1 Integral
surlace
z=f(x,y).
--=:efore,
any integralsurfacemust be tangentialto a vector with componentslP, Q, Rj, and

-:-:e. we will never leavethe integralsurfaceor solutionssurface.Also, the total differentiald:
-:ren by
a,=(a,*(ay
dx
:-:r
dy
(0.38)
E q s .( 0 . 3 7 )a n d ( 0 . 3 8 ) ,w e f i n d
lP, Q, Rl =ldx, dy, dz\1
'.:.i. rhe soiutionto Eq. (0.37) can be obtainedusingthe following theorem:
(0.3e)
12
INTRODUCTION
EQUATIONS
Theorem0.I The generalsolutionofthe linearpDE

PP+Qq=R
canbe writtenin the form F(u,v\=Q, whereI'is an arbitraryfunction,andu(x,y,z)=Ct and
v(x, y, z) = C2 form a solutionof the equation
dt_dy
dz
p(x, y, z)
e@, y, ")
R(x,y, z)
(0.40)
Proof We observethat Eq. (0.a0)consistsof a set of two independent

ordinarydifferential
equations,that is, a two parameterfamily of curvesin space,one such set can be written as
dv OG. v. z\
(0.4r)
a=;G;;
which is referredto as "characferisticcrrrve". In quasiJinearcase,Eq. (0.41) cannotbe evaluated

until z(r,/) is known. Recalling Eqs. (0.37) and (0.38), we may recast them using matrix
nomllon as
o
- l ll t a z D x \ ( R \
t=l
I
dy)\dz/dy) \dz)
L
lax
t0.42)
Both the equationsmust hold on the integralsurface.For the existenceof finite solutionsof
Eq. (0.42), we must have
D
ax
/11
| D
ayl ldx
RI IR
ol
; t=0
ayl
dzl ldz
(0.43
)
on expandingthe determinants,
we have
dx
P (x, y, z)
dy
dz
Q@,y, z)
R(x, y, z)
(0.44)
which are called auxiliary99!4j!ensfor a givenPDE.

ln order to complete the proof of the theorem,we have yet to show that any surface
generatedby the integralcurvesof Eq. (0.44)hasan equationof the form F(r.i,v) = 0.
Let
u ( x ,y , z ) = ( ,
and v(x,y,z)=C,
(0.45)
be two indeperident
integralsof the ordinarydifferentialequations(0.44).If Eqs.(0.45) satisfy
(0.44).
we
Eq.
then.
have
du
du
du
;ox
dx+=-dy+;-dz=du=0
dy
dz
and
dv,
0v
dv
ax+-dy+-&=dv=U.
.
ox
dy
dz
t3
Solving these equations,we find

_;_-____;_____=_
dx
dv
du dv du dv
=__=___j......-
0u dv dufr
at at- a" a, E Ar- arE

dz
du 0v
du 0v'
a, ay- ay dr
rfiich can be rewritten as
dx
dy
dz
= ---t---= --i-:---:o\u,v) d\u,v't d\u,vl
0(y,z) d(z,x) 0(r,y)
---;-------i
(0.46)
:iow, we may recall from Section0.4 that the relation F(u, $ = A, where F is an arbitrary function,
bds to the partial differentiA',equation
d(u.v\
A(u$ _ a@.v)
'P - ; . - - , + q' d(y, z)

d(2, x)
d(x, y)
(0.47
Br virtue of Eqs. (0.37) and (0.47), Eq. (0.46) can be written as

dx
=dy _dz
PQR
T b e s o l u t i o n o f t h e S ee q u a t i o n sa r e k n o w n t o b e u ( x , y , z ) - _ C 1a n dv ( x , y , z ) = C 2 . H e n c e
f(2. v) = g is the required solution of Eq. (0.37), if u andv are given by Eq. (0.a5),
We shall illustrate this method through following examples:
EX4MPLE 0.7 Find the general integal of the following linear partial differential equations:
( i ) y 2p - x y q = y ( 2 - 2 y 1
(ii) (y+zx)p-(x+yz)q=7s2 - 12.
Solulion
(i) The integral surface of the given PDE is generatedby the integral curves ofthe auxiliary
eouatlon
dx
y'
dy
-ry
dz
x(z -2y)
(1)
fhe first two members of the above equation give us

or
:==
xdx=-ydy,
rhich on integration results in

_2
-.2
L+C
2
or
x'+ v'=C,
(2)
l4
INTRODUCTION
EQUATIONS
The
lasttwo members
of Eq. (l) give
dY= tu^
-y z-zy
or zdy-2ydy=_ydz
That is,
2ydy=ydz+zdy,
which on integrationyields
y2 = yz +C2
or
y2 - yz =C2
(J)
Hence,the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurfaceas

F\xz+y2, y2 - lz)=0.
(ii) The integralsurfaceofthe given pDE is generated
by the integralcurvesofthe auxiliary
equation
dx_dy
y+zx
-(x+
dz
*2 -y,
lz)
(t)
To get the first integral curve, let us consider the first combination as
xdx+ydy
dz
;;;7 _;;fr=? _yz

or
xdx+ydy _ dz
(r2 - yz) ,2 - y2
"
That is,
xdx+ydy=2fu.
On integration,we get
,'2 ,2
_t2+ "
=L
2 V-t
or
x'+Y'-z'=Ct
(2)
Similarly,for gettingthe secondintegralcurve, let us considerthe combinationsuch

as
ydx+xdy
dz
7;;;7__y=7_t
or
ydx+xdy+dz=0,
w h i c h o n i n t e g r a t i orne s u l t si n
xY+z=C2
Thus, the curvesgiven by Eqs. (2) and (3) generatethe requiredintegralsurface
as
F ( x 2+ y 2 - z 2 , x y + z ) = g .
(3)
PARTIAL DIFFERENTIALEeuATioNS
oF FrRsroRDER
EGIMPLE
l5
0.8 Use Lagrange'smethod to solve the equation
,'T
a
dz
iox
ozl
I
rl-^
1l
oyl
-l I
there z=z(x,y).
Solution
The given PDE can be written as
x tl -^pa- yz;l-Ila
- y, l1- a - y - ^
oyJ
L
L
|d,ozf
l +z ld = - - l t - l = t )
dxJ L dy
dx)
2.
'-
(yy-Pz\1i+@z-ygi!= Bx-ay
dx
(t)
dy
The correspondingauxiliary. equationsare

dx
(yy- Fz)
dy
(az-yx)
(2)
(fx-ay)
Lsing multipliers x, y, and z we find that each fraction is

_xdx+ydy+zdz
0
Ihrefore,
xdx+ydy+zdz=0,
rhich on integrationyields
,2+y2+"2=c,
(3)
Similarly,usingmultipliersa, f , nd y, we find from Eq. (2) that each fraction is equal to

adx+Bdy+ydz=0,
riich on integrationgives
ax+py+yz=Cz
Thus,the generalsolutionof the given equationis foundto be
'
F ( t z + y 2 + 2 2 ,a x + B y + y z ) = 0
EXAMPLE0.9 Findthe generalintegrals
of the followinglinearpDEs:
(i) pz-qz=22 +(x+y)2
(iil (x2 - lz) p +(y2 - u)q = ,2 - 'y.
(4)
t6
Solution
(i) The integral surfaceof the given PDE is generatedby the integral curvesof the auxiliary
equation
dx
z
dy
_z
dz
(l)
z 2+ ( x + y ) 2
The first two members of Eq. ( 1 ) g i v e

dr+dY-9,
(2)
x+Y=Cl
Now, consideringEq. (2) and the first and last membersof Eq. (l), we obtain
zdz
z'+ci
or
2z dz
z'+C;
ln (22+ Cl) =2x + C2

OI
l n l z "+ ( x + y ) " ) - 2 x = C ,
(3)
Thus,the curvesgiven by Eqs.(2) and (3) generates

the integralsurfacefor the given PDE as
F(x + y, log \x2 + y2 + 22 + 2xyj -2x) = 0
(ii) The integralsurfaceof the given PDE is given by the integralcurvesof the auxiliary
equation
*
=0,
,z -tn y2 -",
dz
(l)
,2 -*y
Equation(1) can be rewrittenas

dx-dy
dy-dz
dz-dx
_
_
(x- y)(x+ y+ z) (y-z)(x+y+z)
(z-x)(x+y+z)
(2)
Consideringthe trst two terms of Eq. (2) and integrating,we get

ln (r - ]') = ln (),- z) + ln C'r
OI
-vl
(3)
l7
S.nilarly,consideringthe last two terms of Eq. (2) and integrating,we obtain

(4)
fi=c,
rus, the integral curves given by Eqs. (3) and (4) generatethe integral surface
/\
"'
(y-''
,-x)
3,6
INTEGRAL SURFACES PASSING THROUGH A GTVENCURVE
the previoussection,we have seenhow a generalsolution for a given l i n e a r P D E .c a n b e

:rained.Now, we shall make use of this generalsolutionto find an integrals u r f a c ec o n t a i n i n
. :iven curve as explainedbelow:
Suppose,we have obtainedtwo integralcurvesdescribedby
u(x, Y, z) = (t )
t
t
v(x, Y, z) = C, )
(0.48)
' rm the auxiliaryequationsof a given

PDE.Then,the solutionof the given PDE can be written
- the form
F(u,v)= Q
(0.4e
Suppose,we wish to determinean integral surface,containing a given curve C describedby

-.3 parametricequationsof the form
x=x(t),
y=y(t),
z=z(t),
(0.5
0)
.:.ere1is a parameter.Then, the particularsolution(0.48) must be like
u{x(t),y(t),r0)} = cr
I
I
vIx(t), y(t), z(t) = C2)
(0.5
r)
:.us,we have two relations,from which we can eliminatethe parameter/ to obtain a relation
:: rhetype
F(C.,C)=0
(0 52)
.:ich leadsto the solution g i v e n b y E q . ( 0 . a 9 ) .F o r i l l u s t r a t i o nl ,e t u s c o n s i d e trh e f o l l o w i n g

: uple of examples.
t.Y4MPLE 0.10 Find t\e integralsurfaceof the linear PDE
x(y2 + z)p - y(x2 +z)q=1x2 - y21z
-:ntainirrg
t h e s t r a i g h lti n e x + y = g , s = 1 .
Solution
The auxiliary equationsfor the given PDE are

___1
x\y2+ z)
- y t x z- : 1
dz
(r' - yt),
(l)
INTRODUCTION
EQUAIIONS
18
Using the multiplier xyz, we have

yzdx+zxdy+xydz=0.
xtz = Ct
Q)
Suppose,we use the multipliersx, y and z. Then find that each fraction in Eq. (l) is equalto
xdx+ydy+zdz=0,
*2 +y2 +"2 =C,
(3)
For the curve in question, we have the equationsin parametricform as

x=t,
y=-t,
z=l
Substitutingthesevaluesin Eqs. (2) and.(3), we obtain

- t 2= C , )
'f
(4)
zt2+t = Cz)
theparameter
t' we find
Eliminating
1_zcr=c2
or
2Cy+C2-l=0
Hence, the required integral surface is
t 2 + y 2 + 1 2+ 2 r y 2 - 1 = 0 .
EXAMPLE 0.ll
Find the integralsurfaceof the linear PDE

x.P+Yq=z
which contains the circle defined by

t2+y2+12=4,
x+y+z=2.
The integral surface of the given PDE is generatedby the integral curves of the
Solution
auxiliary equation
dx _dy
=dz
xyz
I
(l)
Integrationof the first two membersof Eq. (l)gives
ln .r= ln/+ InC
(2)
PARTIALD]FFERENTIAL
EQUATIONS
OF FIRSTORDER
t9
i:milarly, integrationof the last t\ryomembersof Eq. (l) yields
,v = C z
(3)
z
::3nce, the integral surface of the given pDE rs
o[:,zl=o
z)
s)
\y
-: this integral surface also contains the given circle, then we have to find a relation betwaen
: 1' and ylz.
The equationof the circle is
(s)
*2+y2 +"2 =4
x+y+z=2
(6)
i:om Eqs. (2) and (3), we have

!=xlCv
z=ylCr=a1grg,
thesevaluesofy and: in Eqs. (5) and (6), we find

S.rbstituting
t2"(rr)
xz' +x 2- +
-:, =4, oI. *2ll+-!+--l"
Ll
LrL2
xx(rt\
x+-+-=2.
q Crcz
Ci
CiC;)
l=a
'
o r x^1"c,-cE)-'
ll+'+
l=2
(7)
(8)
i:om Eqs. (7) and (8) we observe
1*{* -l -=f,*t* t l'

ci cici l. cr crc2J'
-hich on simplificationgives us
)11
_+_+--=0
Cr CrCz c
r'C,
l:rat is,
C r C 2 r C t+ t = 0 .
\ow, repfacingCl by xly and C2 by ylz, we get ihe required integral surface as
-x-v+ _ +xt = 0 ,
yz
y
(e)
20
I N T R O D U C T I O NT O P A R T I A LD I F F E R E N T I A LE O U A T I O N S
zy
Yl,rw'tl'?-n
0.7
THE CAUCHY PROBLEM FOR FIRST ORDER EQUATIONS
Consideran interval1on the real line. If xo(s),y6(s) and zs(s) are three arbitraryfunctionsof
a singlevariablese1 such that they are continuousin the intervallwith their first derivatives.
Then, the Cauchy problem for a first order PDE of the form
F(x, y, z, p, q) = Q
( 0 . 53)
is to find a region IR in (r, y), i.e. the spacecontaining(xo(s),-},o(s))

for all s e 1, and a solution
z = dQ, y) of the PDE (0.53) such that
Z [ x 6 ( s ) y, 6 ( s ) ] =Z o ( 5 )
and QQ,y) togetherwith its partialderivativeswith respeclto n and ), are continuousfunctions
of x and y in the region IR.
Geometrically,there exists a surfacez=QG,y) which passesthrough the curve f, called
c q u a l i o n sa r e
d a l u mc u r v e .w h o s ep a r a m e t r i e
x=,x6(s), y=yo(s),
z=zs(s)
and at every point of which the direction(p, q,-1) of the normal is such that
F(x, Y, z, P, q) = Q
This is only one form of the problemof Cauchy.
In order to prove the existenceof a solutionof Eq. (0.53) containingthe curve f, we have
to make further assumptionsabout the lorm of the function F and the nature of f. Basedon these
we have a whole class of existencetheoremswhich is beyond the scope of this
assumptions,
book. However,we shall quote one form of the existencetheoremwithout proof, which is due
to Kowalewski(see Senddon,1986).
T h e o r e m0 . 2 I f
(i) SCy)and all of its derivativesare continuousfor y y6l<d,
( i i ) x 6 i s a g i v e nn u m b e ra n d ; 6 = g ( y 6 ) , q 0 = C ' O o ) a n df ( x , y , z , q ) a n d a l l o f i t s p a r t i a l
derivativesare continuousin a regionS definedby
lx xp <d, y-yol<5, cl-aol<3,
then, there exists a unique function/(x,y) such that
(.i) d!,y) and all of its partial derivativesare continuousin a region IR definedby
l x - : 1 6 l <d 1 ,
!-lo
<52,
21
(ii) For all (.r, y) in IR, z = Q$, y) is a solution of the equation
-oz
a = J.(l x . y , z , =dz\
-l
ox
dy)
and
(iii) For all valuesof y in the intervalll _

tsl < 6b Leo, y) = S0).
0.8 SURFACESORTHOGONALTO A GIVENSYSTEMOF SURFACES
one of the usefulapplicationsof the theoryof linear first order pDE is to find the sysrem
of
surfacesorthogonalto a given systemof surfaces.Let a one-parameter
famiry of surfacesis
described
by the equation
F(x,y, z)= (
(0.54)
Then,the task is to determinethe systemof surfaceswhich cut each of the given

surfaces
onhogonally..Let
(x, y, z\ be a point on the surfacegiven by Eq. (0.54),wherethJnormal
to the
surfacewill havedirectionratios()Fldx,7F/dy, drn4 *ni.n ,nuy be denotedby p,
e, R.
z=d@,y)
-
(0.5s)
rhe surface which cuts each of the given system orthogonally (see Fig.
0.2).
Fig.0.2 Orthogonal
surtace
to a givensystem
ot surfaces.
l::n, its normal atlhe point (x, y, z.) will havedirection ratios(dz/dx,
dz/O.y,_l) which, of course,
':'r be perpendicurar
to the normarto the surfacescharacterized
by Eq. (0.54).As u.onr.qu.n..
'.: havea relation
r(*e!-n=o
ox
dy
(0.56)
Pp+Qq= R
(0.s7)
22
EQUAnoNs
DTFFERENnAL
ro PARIAL
rNrRoDUcrroN
type, and can be recastinto

which is a linear PDE of Lagranges
#x.Hx=#
ros
I
Thus, any solution of the linear first order PDE of the type given by either Eq. (0.57) or (0'58) |
is o*hogonat to every surface of the systemdescribedby Eq. (0.5a). In other words, the surfacesI
orthogonalto the system(0.54) are the surfacesgenelatedby the integral curves of the auxiliary |
equations
#^=h=#""
EouArloNs
o.e FrBSroRDEBNoN-LINEAR
rl
I
(o5e
I
partial
the problemof findingthe solutionof first ordernon-linear
we will discuss
In rhissection,
I
(PDEs)
in."";fl::,T;:T:
equations
differentiar
(0.60t
where
,=*, ,=fr
continuoussecondorderderivativeswith respecttol
We also assumethat the functionpossesses
over a domainQ of (x,y,z, p, q)-space,and eitherFp or Fq is not zero at everyI
its arguments
that
such
Pont
.l
't*?r
r,
surtace
to theintegral
Fig.0.3 coneof normals
l
The PDE (0.60) establishesthe fact that at every point (x; y, z) of the region, there exists a I
relationbetweenthe numbersp and q such that 0@;q)=0' which definesthe directionof the I
normalfi = \p, Q,- l) to the desiredintegralsurfacez = z(x, y) of Eq. (0.60).Thus, the directionI
of the normal to the desired integral surface at certain point (x, y, :) is not defined uniquely.i
ofthe normalsexistsatislingthe relation((p,q)=0:
directions
a certainconeofadmissable
However,
(see Fig. 0.3).
PARTIAL DJFFERENTIAL EQUATIONS OF FIRST ORDER
23
-.herefore,the problemof finding the solutionof Eq. (0.60) reducesto finding an integral
':':.e z - z(x, y). the normalsat every point of which are directedalongone of the permissible
- -:-:ions of the cone of normalsat that point.
Ihus, the integralor the solutionof Eq. (0.60)essentiallydependson two arbitraryconstants
: fonn
(0.61)
JG,y,z,a,b)=0,
family of integralsurfaces
:r is called a completeintegral.Hence,we get a two-parameter
- .gh the same
Polnt.
- -q,1 Cauchy's Method of Characteristics
througha givencurye ro=x6(s), )0=,)'0(r),
: ntegralsurfacez=z(x,y) ofEq. (0.60)thatpasses
famlly 01'
: -:x(s) may be visualizedas consistingof points lying on a certainone-parameter
. : s r = x ( l , s ) , y = ) , ( / , s ) , z = z ( t , s ) , w h e r e si s a p a r a m e t eorf t h e f a m i l yc a l l e dc l r a r a c t e r i s t i c s .
:lere,we shalldiscussthe Cauchy'smethodfor solvingEq. (0.60),which is basedon geometrical
. ieralions. Let z=z(x,y) representsan integralsurfaceS of Eq. (0.60) in (r, y.:)-space.
. - . . , , p , q , - l \ a r e t h e d i r e c t i o nr a t i o so f t h e n o r m a lt o S . N o w , t h e d i f f e r e n t i ael q u a t i o n( 0 . 6 0 )
' . i s t h a t a t a g i v e n p o i n t P ( x x , y 6 , z 6 )o n S , t h e r e l a t i o n s h i pb e t w e e np 0 a n d
90, tllat
. rr.1
linear.Hence,all the tangentplanesto possible
:6 . po, qo), need not be necessarily
. _r,s,
:ral surfacesthroughP form a family of planesenvelopinga conical surfacecalled Monge
:- \\'ith P as its vertex. In other words, the problem of solvlng the PDE (0.60) is to find
. , : e s w h i c h t o u c h t h e M o n g e c o n e a t e a c h p o i n t a l o n g a g e n e r a t o rF. o r e x a m p l e .l e t u s
. i e r t h e n o n - l i n e aPr D E
P2
(0 . 6 2
)
-q2 =1'
.,ery point of the r1,;-space,the relation(0.62) can be expressedparametricallyas

-*<p<*
( 0 . 6)3
p=coshp, q=sinhl,
.-:. the equationof the tangentplanesat (ro,_yo,"o)can be written as
( x - x 0 ) c o s hp + ( y - y s ) s i n h 4- ( z - : . ) = Q
(0.61)
.,rr0..1,6,:0)be the vertex and QQ,y,z) be any point on the generator.Then, the direction
. of the generatorare (x x6),(,r, ya),G-zo). Now, the directionratios of the axis of the
l en g l eo f t h e c o n e
: \ \ h i c hi s p a r a l l etlo x - a x i sa r e ( 1 , 0 , 0 ) ( s e eF i g .0 . 4 ) .L e t t h e s e m i - v e r t i c a
- l. Then.
7r
,1
( r - x u ) l + { . }- ) u ) 0 + ( z - z u i 0
- ' t , 61 2 + 1 : - 2 , , 1 2 .J2
Jt .-*6t2 +(r
(.r rx )2 + (-t, y0)2+ (z
ziz = 2 (,t .ro)2
1 r r e ) 2- ( - r , - l o ) 2- ( z - z i 2 - o
(0.65)
24
IN'TRODUCTION TO PARTIAL DII.FERENTIAL EQUATIONS
Thus, we see that the Monge cone of the pDE (0.62) is given by Eq. (0.65). This is a right
circular conewith semi-verticalangel 4 whoseaxis is the straightline passingthrough (..b,
_yo,zo)
and parallel to t-axis.
l(.\,,.r,,.--r)
Fig,0.4 Monge
cone.
since an integral surfaceis touchedby a Monge cone along its generator,we must have a method
to determinethe generatorof the Monge cone of the pDE (0.60) which is explained below:
It nray be noted that the equationof the tangentplane to the integral surface z = z (x,
),) at the
point (,re,1:e,;s)is given by
\,
p(x-xo)+q(y-yo)=k-z
(0.66)
Now, the given nonJinear PDE (0.60) can be recastedinto an equivalent fonn as
q = q ( x o ,y o ,z o ,p )
(0 . 67 )
indicatingthat p and ? are not independentat (xo,yo,zo).At eachpoint of the surfaces, there
exists a Monge cone which touches the surface along the generatorof the cone. The lines of
contact between the tangent planes of the integral surface and the correspondingcones, that is
the generatorsalong which the surfaceis touched,define a direction field on the surfaceS. These
directions are called the characteristicdirections,also called Monge directions on S and lie along
the generatorsof the Monge cone. The integral cunr'esof this field of directions on the intesral
surface.l define a family of curves called characteristiccurves as shown in Fig. 0.5. The Monge
cone can be obtained by eliminating p from the followins equations:
<----+---+--<---+--+--+-<----+---+--)
Fig. 0.5 Characteristic
directionson an integral.
surface.
p(x - xi + q@0,yo,zo,p) (y - yo)= Q - zo)
25
(0.68)
anl
.1-
(r-x0)+()/-).,0):1=0.
ap
(0.6e)
o-fservingthat 4 is a function of p and differentiatingEq. (0.60) with respectto p, we
-a.r4
, = -df; - + =dI<- -da = u .
ap
dp
dq dp
(0.70)
\.-'\\i eliminating (dqldp) from Eqs. (0.69) and (0.70), we obtain

dF dF (x - x6)
ap-A vyi='
r-rn
l-
'FpF
ln
(0.71)
'(l
the equationsdescribingthe Mongeconeare given by

l*:.erefore,
q = q(xo,Yo,zo,p),
(x - xs)p+ (y - yslq = Q - zs)
(0.72)
=l
I--Xn
l-9n
'P
-q
l:: secondand third of Eqs. (0.72) define the generatorof the Monge cone. Solving them for
:-ro)(y-jlo) and (z-zo), we get
x-xn
l-Vn
z-z^
Fp
Fq
pFo + qFn
F :alfy, replacing (x- xo),Q - yi and (z - zs) by dx, dy and dz respectively,which corresponds
r infinitesimal movement from (ro,ys,z6) along the generator,Eq. (0.73) becomes
dx
dy
dz
Fp
Fq
pF, + qFo'
D:roting the ratios in Eq. (0.7a) by dt, we observethat the characteristiccurves on s can be
c,::ained by solving the ordinary differential equations
4*= Fo{x,
t, "@,y),p(x,y),q(x,y)}
(0.75)
26
EQUATIONS
INTRODUCTION
and
"! = F"|x,y, z(x, y'),p(x, y),q(x.y)l.
(0.76)
at
Also, we note that

dz
dt
dv
= -0z
; - -dx
+ ; - -dz
= dv p dx
_ + q aI- dx at
dy aI
at
Therefore,
-d:= D t - + a f ^
dt
(0.7?
)
curve,p is a functionof r, so that

Along the characteristic
dD dp dx 0p dv
a=;,a.6,a
Now, using Eqs. (0.75) and (0.76),the aboveequationbecomes
dp 0o 0F
dt 0x 0p
--..-=-:-+3-_
dp dF
dy dq
Since z,, =zyic or Py =q,, we have
-dD: = - -dD+ - dI1

dt 0x dp
Eq.(0.60);;^
differentiating
Arso,
;Tec,;:
:-+-:-P+
dx dz'
d0
dr
(0.78) I
dx dq
j"
)irr, = U
^ -:*-:dp dx dq dx
(0.79)
Using Eq. (0.79), Eq' (0.78) becomes

= -\r\ + prz)
(0.80)
_:a=-(Fv+qF:)
( 0 . 8)1
:
Similatly, we can show that
AT
curves
Thus,givenan integralsurface,we haveshownthat thereexistsa family of characterislic
(0.81).
(0'80)
(0.76),
(0'77)'
and
to Eqs.(0.75),
alongwhichx, !, z, p and g vary according
Collectingtheseresultstogether,we may write
27
PARTIAL DIFFERENTIAL EOUATIONS OF FIRST ORDER
dx
dt
dy
(tt
dz
-=
dt
(0.82)
P t aD + q r o ,
==-(f,
+ pF,t and
AT
==-(F,+qF-).
dl
equationsof the given PDE (0.60).The last three

equationsare known as characteristic
:.::
:'- ...:ronsof(0.82) are also calledcompatibilityconditions.Without knowing the solution z = z(x' y)
c' r: PDE (0.60),it is possibleto find the functionsx(t),y(t),2(t), p(t),q(r) from Eqs. (0.82)
and at eachpoint
y(t),2 -- z(t) calledcharacteristics
:--: rs. we can find the curvesr=r(t),/=
'
=
=
the direction ol
q
q(t)
determine
p
p(t)
and
that
,: - :haracteristic,we can find the numbers
p(X - x)+ q(Y- y)= (Z - z).
(0.83)
togetherwith the plane (0.83) refened to each of its points is called a

T-, rharacteristics,
c - : : ' : : i e r i s t i cs t r i p .T h e s o l u t i o nx = x ( / ) , / = y ( t ) , 2 = z ( t ) , p = p ( t ) , q = S Q ) o f t h e c h a r a c t e r i s t i c
.:-,:::Jns (0.82) satisfythe strip condition
(084)
=
* a,lL
fi rr,t!,
[
l.
h
[
F.
-.. b. notedthat not every set of ltve functionscan be interpretedas a strip. A strip should
curve.Thatis' thel
. rhatthe planeswith normals(P. q. -l) be tangentialto the charactertstic
.rrisfy the strip condition (0.84) and the normals should vary continuouslyalong the curve.
is statedin the following
of the Cauchy'smethodof characteristic
.r rmportantconsequence
--.
strip)of the PDE: F(.r..1. --.p. g) = 0. the function

h= . r..- 0.3 AJongeverystrip (characteristic
. .:. P'gl is constant
l"
strip, we have
eroo| Along the characteristic
I
0F dx . dF (b. aF (t: +rydp *dj ,tq
,,
; r t y ( ' ) , ) . ( r ) . 2 ( r ) . p ( r ) . q a \ r = ; ; + i i ** A -
t
T
aoi-A,t,
becomes
usingthe resultslistedin Eq. (0.82),the righrhandsideof the aboveequation
4Fp+F,Fq+F,(pFr+qFo)-Fo(F,+pF,)-Fo(Fr+qF,)=0.
I
'... tt'" function.F(x,y, z, p, 4) is constant
of
equations
alongthe stripof the characteristic
|
-re
(0.60).
by
Eq.
defined
F
we considerthe followingexamples:
. .: illusrration.
|
INTRODUCTION
EQUATIONS
28
EXAMPLE 0,12 Find the characteristicsofthe equation pg = z and determinethe integralsurface

which passesthroughthe straightline x=l,z= y.
Solution
If the initial data curve is given in parametricform as

,o(r) = I,
yo(s)= s,
z6(s)= s,
then ordinarily the solution is sought in parametricform as

: = x(r, s),
y = y(t, s),
z = z(t, s).
Thus, using the given data, the differential equation becomes

(l)
P6(s)q6(s)-s=0=r'
and the strip condition gives
I = pe(0)+ q6(l)
or
(2)
Qo= l.
Therefore,
qo =1,
Po = r
(3)
(uniqueinitial striP)
Now, the characteristicequationsfor the given PDE are

dxdydz^dDds
A=q'
A= e'
a=
zPq'
;= e' ;=q
(4)
p = cl exp (r), q = c2 exp (t), x = c2 exp (r) + ca
I
y=cl exp(t)+c4, z =2cpz exp(2t) + cs
(5)
'J
Now taking into account the initial conditions

x o = 1 , y o = J r z o= s , p o = s , q o = l
(6)
we can determinethe constantsof integration and obtain (since c2 = l, ct = 0)

P = s e x P ( t ) ,4 = e x P ( t ) , x = e x P ( ).l f
/ = s e x p ( / ) ,z = s e x p ( Z t )
(7)
the requiredintegralsurfaceis obtainedfrom Eq. (7) as

Consequently,
.-^t-
EXAMPLE T.lJ Find the characteristicsofthe equation pq=z

surfacewhich passesthrough the parabolax=0, y'=2.
Solution
and hence,determinethe integral
The initial data curve is
r o ( s )= 0 , / o ( s ) = s , z o ( s ) = s ' .
Using this data, the given PDE becomes
p o ( s )q o ( s )- s " = 0 = F
6)
29
The strip condition gives
2s=ps(o)+qs(l)or
qs_2s=o
(2)
Therefore,
t
po = zolQo= ,212, =
2
pDE
Now, the characteristicequations of the given
are given by
Qo= 2s
and
B\
'-,
=
* r' * =,,*=roo,
* =,,# =,
(4)
On integration,we obtain
p=qexp(t), q = c2 exp(t), x =c2 exp(l)+c,
y=ctexpO+ca, z = c1c2
exp(2t)+ c5
.
Takinginto accountthe initial conditions
(5)
to =0, .Io=s, zO=s2,ps=s/2, qt=2s,

u'e find
h = s/2, cz =2s, ct = Qs, ca= 3l), gt =Q
Therefore,we have
r =| exp1r;,q =2s exp(t),

x = 2s[exp(r)- l], .y=
;texp
(r)+ tl
(6)
z = s2exp(2t)
Elirninating.r and t from the last three equationsof (6), we get
167= (4y + x)2.

This is the requiredintegralsurface.
EYAMPLE 0.11 Find the characte stics of the PDE
P 2+ q 2= 2
md determinethe inte$al surfacewhich passesthroughx=0,2=y.
Solution
The initial datacurveis

ro(r)= 0, yo(s)=s,z6(s)=s.
Lsing this data,the given PDE becomes

p'o+q6-2=0=F
(l)
INTRODUCTION TO PARTIAL DIFFERENTIAL EOUATIONS
and the strip conditiongives
1 = p o ( 0 ) + q e ( l )o r
qo-l=0
Hence,
8 o = l ' P o= l l
Now, the characteristicequations for the given PDE are given by
=rr. * = ro'+zq2
=+l
4d r d=rr,
r d r t4
!=0.41=o
dtdtl
'l
P=q, q=c), x=2ctl+ql
y = 2 c 2 t + c 4z, = 4 t + c s )
Takinginto accountthe initial conditions
x o = 0 ,l o = s , z o= r , p o = ! 1 , q o = 1 ,
we find
D=Xl. o =1.x=!2t.)
Y=2t+s. z=4t+s. )
equationsof(6) are parametricequationsofthe desiredintegralsurface.Elimi

The last-three
s and r, we get
the parameters
z=y!x.
. O.1O COMPATIBLE SYSTEMS OF FIRST ORDER EQUATIONS
Two first order PDEs are said to be compatible,if they have a commonsolution.We shal
derivethe necessaryand sufficientconditionsfor the two partial differentialequations
f(x, Y, z, P, q) = s
and
g(x, y, z, p, q) = 0
to be compatible.
Let
,-d(f,s\,n
(0.87)
d (p, q)
SinceEqs.(0.85)and(0.86)havecommonsolution,we cansolvethemandobtainexplicitexpressions
for u and a in the form
P = OG,Y'z), q =t//(x,v, z)
( 0 . 88)
3l
andthen, the differential relation

Pdx+qdY=77
or
Q@,y,2) dx+ ry\x, y, z) dy = dz
(0.89)
for whichthe necessary

conditionis
shouldbe integrable,
- i . c u r l* = 0
vhereX =Id,V,-l). That is,
li
<di+,yi-iqlanx
lo
dDy
il
dtdzl=s
rl
or
dGv,)+v(Q")= v, - Qy
uhich can be rewrittenas
Vt,+0V"=Qy+V@,
(0.e0)
Eq. (0.85)with respectto x andz, we get

)JoWdifferentiating
1*yofi*;nfr=o
t.r,ffi.r,ffi=o
But,from Eq. (0.89),we have
dp =dd
oq =dv and so on.
tt'",0"* .ii"t'li t'""Jt 'lJu'"'"

,.rutt..
these
L:sins
f*+ fp!,+ fqv/,=o
ano
.f"+fpf,+fqV,=0.
\lultiplying the secondone ofthe abovepair by Q andaddingto the firsl one. we readilyobtain
(f, + 0f,) + f p@,+ 00,)+ .fq(V,+ 0v = 0

")
S i m i l a r l yf.r o m E q . ( 0 . 8 6 )w e c a n d e d u c et h a t
G, + ds,) + s p(Q,+ 00,)+ cc(V,+ Qv") = o
32
Sotvingthe above pair of equations for (V,/x+ 0rl/z), we have
(V,+OV/,)
I
_
foG, + QE,) s r(f, + 0"f,) .fnqo go.f,
OI
v, +Ov"= jUtot, - sof) +Q(fos"- sof))

)
,gt
= t.lo_\t.g+
6
' d_\l |
t l d 1 x ,p )
A Q ,p ) )
1O.ot)
whereJ is definedin Eq. (0.87).Similarly,differentiating

Eq. (0.85)with respectto y andz and
usingEq. (0.88),we can showthat
=- ll a+4 *, al|.stl
6"
' * 16, r
d\z,qt
Ldty,q)
(0.e2)
thevaluesof Vt + QV, and(, +ry/, fromEqs.(0.91)and(0.92)intoEq.(0.90),

Finally,
substituting
we obtain
atf.il *rd^tf
.g)=_11!+.ra:l.etl
d ( x .p \
d ( 2 .p )
d t t . S ))
lA(y,S)
In view of Eqs. (0.88),we can replace$ andy by p and q, respectivelyto get
a C ' s ) p d - ( 'fs )
+ ' 0 ( 2 . p ) + a _ (. fs )* o d , t f. d _ o
0(t,p)
d(y,q)',
(0.93)
d(r,q)-"
This is the desiredcompatibility condition. For illustration, let us considerthe following examples:
EXAMPLE 0./5
Show that the following PDES

xp-yq=x
and ,2p+q=r"
are compatible and hence, find their solution.

Solutioh
Suppose,we have
.f=xp-yq-x=0.
(l)
g=x2p+q-xz=0.
(2)
Then,
A^
a\J,g) ltp-t)
d(x, p) l(2xp- z)
x = pr2 12 -2x2p+ xz = xz - x2p- xz ,

,2
a(f,s)_l o
x l__z
o \ 2 ,p t
x. I
a.
,-l
l-x
rl-'t
-vl
'i=-o.
aU,e\ l-q-
=*=l
d\y,q) l0
ll
-vl
d(z,q) | -:r
I I
aj.il = |
-:-:------|
33
t=-xv,
ard we find
a j , c ) . -pd- -(+f-,; !dJ +,qal zje,!d=

..,^+
d\x, p)
d\2, p)
d(y,q)
'
a(f,d
r"-r'p-12
d(z,q)
+ p x 2- q - q x y
=o_q_qry_r,
=xz-q,x(qy+x)
=o-q_x2p
=0
Hence,the given PDEsare.compatible.

Now, solvingEqs. (1) and (2) for p and g, we obtain
P=q-l
rqz+x x3+x2z x+x2y
from which we get
p=x(1+ vz\ l+ r,z

,G$= u,
and
x2(z-x\
c=
x(z-x)
4r-;a9=r.,
ln order to get the solution of the given system,we have to integrate Eq. (0.89), that is
. ( 1 +' u z' &\ .+ x ( z - x '\d v
dz='
l+ry
l+ry
OT
v(z- x\ - x(z-x\
1z- dk = !...:.........-:dx * j
o,
_:
or
dz-& _ydx+xdy
z-x
l+xy
ln (z-I)
= ln (l + r1,)+ ln c.
Ihat is,
z-x=c(l+xy)
(rl
EQUATIONS
INTRODUCTION
34
Hence, the solution of the given system is found to be

(4)
z=x+c(\+xy),
family.
which is of one-parameter
0.11 CHARPIT'S METHOD
In this section,we will discussa generalmethodfor finding the completeintegralor complete

solutionof a noirlinearPDE of first order of the form
(0.e4)
ar-.,--^\-n
J\^.)'..,yattt-v,
This methodis known as Charpit'smethod.The basicidea in Charpit'srnethodis the introduction

of anotherPDE of first order of the form
(0.95)
g(x'v'z,p,q)=o
and then, solve Eqs. (0.94) and (0.95) for p and q and substitutein
/7 = p(x, y, z, a)dx + q(x, y, z, a)dy.
(0.e6)
Now, the solution of Eq. (0.96) if it exists is the completeintegralof Eq. (0 94).
(0.95)whichis alreadydiscussed
of the secondequation
The maintaskis the determination
of the form
an
equation
is
to
seek
what
is
required,
Now,
in the previoussection.
g ( x ,v ' z ' p ' q ) = o
with the givenequation
compatible
f ( x , y , z 'p ' q ) = o
and sufficientconditionis
for whichthe necessary
a \ f . g \ + , d t f , g ,* d U . g \* o d ( J , t , _ 0 .
'a(z.qJ
'dtz-p\-dly,q)
(0.q7)
d(*. p)
On expansion,we have
(af ds_aI ae\,"(atds-af as\

'\a.' dp apa=
)
\ a * a p o p d x) '
.t44-4+).,(++-++)=,
\dY dq
dq dY )
\dz
dq o: )
dq
which can be recast into
-u,*pf)n- (f, *nf,)#=o

r,fr . t,fi *1rf
n+o1:01ff
(0.e8)
(0.98) are
This is a linear PDE, from which we can determineg. The auxiliary equationsof
d\
dy
fp
fq
_dq
dz
dp
rf, + q1'n -(f, + Pf,)
-U' + q1"1
(0.ee)
PARTIALDIFFERENTIAL
EQUATIONS
OF FIRSTORDER
35
-Ihese
equationsare calledCharpit'sequations.
Any integralof Eq. (0.99) involvingp or q or both
:an be laken as the secondrelation(0.95).Then,the integrationof Eq. (0.96) givesthe complete
:regralas desired.It may b6 notedthat all charpits.quutibn, neednor be ur.I, bu, it is enough
:r choosethe simplestof them. This methodis illustratedthroughthe following examples:
EXAMPLE 0.16 Find the complete integral of
6? a q2yy= qz
Solution
Suppose
(r)
7=1p2+q2)y-qz=0
p'L+qj-1zr= o
:hen,we have
/*=u, Jr=p-+q"
f^ =2pv.
J,=-s
f- =2av-2.
\ow, the charpitsauxiliary equationsare given by

dx
fp
dy
fq
dz
dp
dq
Pfr+q1t, -(fr+ p7,1 -(fr+q1,7
I hat ls.
dx
dy
2py 2qy-t
2p2y+2qzy-qz
elp
dq
l
(
p 2* q 2 ) - q 2 l
Pq
(2)
of Eq. (2), we have

Fromthe lasttwo members
dP=dq
Pq -p2
or
PdP+qdq=g
P2+q2 =4(constant)
( 3)
From Eqs. ( l). and (3), we obtain

ay-qz=0
or
Q=q,/z
and
(1)
(av
"-\;
1 o t 2- a zy 2 1 t t z
36
INTRODUCTION
EQUATIONS
Substitutingthese values of p and q in

dz= pdx + q dy,
we get
-77
o,=Ja
ax+zay
OI
r---i-_---:'--;
z dz- ay dy = I m' - o' y' &

which can be rewritten as
d 1*2 - a2y2 7tt2
. On intgration,we find
or
\x+ b)- = \z-/a) - y-
Hence,the completeintegralis
.
.-t
1.
lx+b)- +y- = z'la.
EXAMPLE 0.17 Find the completeintegralof the PDE:

,2 = pq ry.
Solution
In this example,given
f =
"2
- pqxy.
(l)
Then,we have
'fx = - P4/'
fY = -PA*'
f" =22
fo=-eW'
fq=-PxY'
Now, the Charpit'sauxiliaryequationsbre given by
dt _dy = d"
dp
aq
=
=
-(f,
-(f,
pf,
q1:n
+
+ pf")
+ q1'"1
fp fq
That is,
dx
-qxy
dy
- pxy
dz
-2pqry
dp
pqy-zpz
ds
pqx -Zqz
From Eq. (2), it follows that

dplp
qy-22
dqlq
px-22
dxlx
-qy
dvlv
-px
(2)
PARTIAL DIFFERENTIALEQUATIONSOF
FIRST ORDER
.irich can be rewritten as

dplp - dqlq
_-dxlx+dyty
qy-px
dp
qy- px
dq
dy
dx
Pq
ft
integation, we find
-D X- = c(constant)
qv
p = cwlx
Fmm the given PDE, we have
,2 = pqry=rq2y2
rtich gives
q2 ="2/"y2 or q=zl^fcy=azly,
sherea = l/J7.
Hence,
P = zlax'
9rbstitutingthesevaluesof p andq in
dz= pdx+ q dy,
get
az=-dx+-d!
axy
dz
l&,
dy
ax
lnz=:lnx+alny+lnb
a'
z = brrroyo
is the complete integral of the given pDE.

0.18 Find the complete integral of
,2p2 +y2q2 -4=o
Charpit's method.
37
EQUATIONS
INTRODUCTION
38
Solution
The Charpit's equationsfor the given PDE can be written as

dx__
dy _
;7;- tii-
dz
dP
-2'P2
'a2P2+Y2q21(l)
--!c-
-2 yq'
Consideringthe first and last but one of Eq. (1), we have
-!+-1
2x'p
-Zxp'
or *x *42=o
P
On integration,we gel
ln (xp)=1Y1s or
xP=a
(2)
From the given PDE and using the result (2)' we get
(3)
y 2q 2 = 4 _ o 2
(3) in
Substitutingone set of p and q valuesfrom Eqs (2) and
dz= pdr + q dy,
we find that
dY
.
4, = o& *.J;I
xy
found to be
On integration,the completeintegralof the given PDE is
.=otnr*r[4Jhy*h.
0.11.1 Speciat Types of First Order Equations
EquationsInvolving p and q only'
That is, equationsof the tYPe
Type I
(0. I 00)
f(p, q) = 0.
L e tz = a l + b y + c = 0
by f(.p'q)=o, 16gn
i s a s o l u t i o no f t h e g i v e nP D E , d e s c r i b e d
1
t.
p=?=o.q=:.=b
.1x
uf
we get
Substitutingthesevaluesof p and q in the given PDE'
f ( a . b )= 0
(0 l0lt
S o l v i n gf o r b . w e g e t ,6 = / ( d ) . s a y T h e n '
z--ax+A@).v+c
(0 l0lr
is the completeintegralof the given PDE
P A R T I A L D I F F E R E N T I A LE Q U A ] I O N S O F F I R S T O R D E R
39
E,\-IMPLE 0.19 Find a complete integral of the equation
"lp*"G=t
Solution
-: :he form
The given PDE is of the font f(p,q)=g.
Therefore,let us assumethe solution
z=ax+by+c
';:-:rg
"G+Jt'=t
or b=(r-J;)2
Hirce, the completeintegralis foundto be

z = ax+ (1- nla)2
y+c.
EX{MPLE 0.20 Find the completeintegralof the PDE
Ps=l
Solution Sincethe given PDE is of the torm f(p,q)=O, we assumethe solulionin the
:t;:n z=ax+by-lc, whereab=l or b=lla- Hence,the completeintegralis
I
z=ax+-y+c.
I!
Tlpe Il
-,ar
Equations Not Involving the Independent Variables.
is, equations of the type
f ( 2 ,p , d = o
(o.lo3)
-ai a trial solution, let us assumethat z is a function of u = )c+ ay, where a is an arbitrary constant.
z = f(u) = f(x + ay)
dz
dz du
dx
du 0x
dz
dz 0u
'
(0.104)
dz
du
dz
t= sr= *
,=a ^
S-:stituting these values ofp and g in the given PDE, we get

f
)-
,-\
Il".a.,+l=o
au)
\ au
r::ch is an ordinary differential equation of first ordet
Solving Eq. (0.105) for dz/du, we obtain
]=Qk,a)
i:
\sav)
(o.ros)
PARTIAL DIFFERENTIAL EQUA-IIONS OF FiRST ORDER
39
EI{-I{PLE 0.19 Find a complete integral of the equation
Ji * Jq=t.
Solulion
: :--: form
The given PDE is of the form /(p, g) = g. Therefore, let us assumethe

solution
z=ar+by+c
,!a+.lb=l
or
b=\l-Jtt)t
l-l:::e. the complete integral is found to be

z=ax+Q-Ji)2y+c.
E.\${PLE
0.20 Find the complete integral of the pDE

P q= t '
Solution Since tlie given PDE is of the form f(p,q)=O, we assumethe solution in the
- : - , z = a r + W * c , w h e r ea b = 1 o r b = 1 1 a .H e n c e ,t h e c o m p l e t ei n t e g r a li s
1
z=ax+-y+c.
a
Tlpe II
EquationsNot Involving the IndependentVariables.
.l-:: is, equationsof the type
f(2, p,q)=o
(0.103)
:-. : rial solution, let us assumethat z is a function of u = x+ ay, where a is an arbitrary constant.
z=f(u)=f(x+ay)
'
0z
0x
dz 0u
du dx
(0.104)
dz
du
o=+=++=,+
oy
du dy
du
S,::rituting thesevaluesofp and q in the given PDE, we get
f(,.+.
du)
\ a u "!)=o
r::ch is an ordinary differential equation of first order.
Solving Eq. (0.105) for dz/du, we obtain
dz
^=QQ,a)
(sav)
dz
---:"-----a
= au.
QG,a)
(0.r 05)
EQUATIONS
INTRODUCTION
TO PARTIALDIFFEREN1IAL
40
On integration,we find
I t! '=u*"
J 9\2' a t
That is,
F(z,a)=u+s=Ylaytt.
which is the completeintegralof the given PDE.
EXAMPLE 0.21 Find the completeintegral of
P(1+q) = qz
Solution
Let us assumethe solution in the form

7=f(u)=a+6y
Then,
dz
P=A'
q=a
dz
du
thesevaluesin the given PDE, we get

Substituting
dz(.
dz\
dz
al'*oa)=o'd".
That is,
dz
oar=*-'
dz
or a-'-=4u
On integration,we find
ln(az-l)=u+c=x+aY+c
which is the requiredcompleteintegral.
EXAMPLE 0.22 Find the completeintegal of the PDE:
P 2" 2 + q z= 1 '
Sotation Let us assumelhat z = f(u)= x+ ay is a solutionof the given PDE.Then,
dz
dz
c=a
du
du'
given
PDE,we obtain
thesevaluesofp and g in the
Substituting
e=
ldzl
la")
llCEl
=l
'-1 +a-\du)
That is,
(*\
\du )
<,,*ort=r or
dzl
du
tlr2 +o2
4l
'[7*t a"=au
ar lnte$ation, we get
r-i-----i
zlz- +a-
t f
r-------''l
a- . I z+!z- +a-
2l
t=truv'rD
-:.;h is the requiredcompleteintegralof the given PDE.

Equations
Type lll Separable
from those
r.- eOuation
in which z is absentand the termscontainingx andp canbe separated
equation.
::-::iningy and4 is calleda separable
tYPe
of
the
Tlat is, equations
(0.r07)
f(x, p)= F(v'q)
: trial solution,let us assumethat
f(x'P)=F(Y'q)=a (saY)
(0.108)
.. solvingthem for p and q, we obtain
p = 0 @ ) 'c = v 0 )
a"=* a"**ay= pdx+qdy
dx
dy
dz=O@dx+v(;)dy
integralin the form
we ge1the complete
r ::egration,
"=lO<Oa'*JyQ)dY+b
TUPLE 0,23 Find the completeintegralof the PDE:
qx2
pzy (1+ x2'1=
Solution
The given PDE is of separabletype and can be rewritten as

o 2( l + , 2 \
.--.
.-=9=o
x'y
(say),an arbitrary
constant.
J-o*
e=;67'
q=aY
r:r rring these values of P and q in

42=pdx+qdf,
(0.10e)
42
INTRODUCTIONTO PARTIAL DIFIERENTIAL EQUATIONS
we get
'
u=
{ot
Jl;7ar+aYry
On inlegation, we obtain
'=Ji[*t
*1y'*b
which is the completeintegralof the given PDE.

EXAMPLE 0.21 Find the completeintegral of
P2+q2='+Y
Solution
The given PDE is of separabletype and can be rewritten as

p2 -t= y-q2 =a (say)
Then,
P =J'+i,
q=Jy+a.
Now, substitutingthesevaluesofp and 4 in

dz=p&+qdy
we find
dz=.lx + a dx+,JW
dy,
On integration,the complete integral is found to be

2 = :(x + a)"' + | (y + a)'', + b.
5J
Form
Type Mlairaut's
A first orderPDE is said to be of clairaut'sform if it can be written as
z= px+W+f @,q)
Charpit'sequationsare
The corresponding
&dv
dz
fr y+.fq px+qy+pfr+q1fo
"+
dp
p-p
dq
The integration of the last two equationsof (0.lll)

p=a,
(0.lll)
q-q
gives us
q=b
Substitutingthese values ofp and q in the given PDE, we get the required complete integral in
the form
z=ax+by+f(a,b)
(0.r l2)
PARTIAL DIFFERENTIALEQUATIONSOF NRST ORDER
E\-lrtPLE
43
0.25 Find the complete integral of the equation
,= p**qy*rlt*p\ t,
Solation ThegivenPDEis in the Clairaut's
form.Hence,its complete
integralis
t=**ry*r[*]
*F.
Find the complete integral of

(p+q)(z-xp-yq)=I
The given PDE can be rewritten as
I
z=xp+yq+p+q
:s in the Clairaut's form,
EXERCISES
.
pDE
Eliminatethe arbitraryfunctionin the followingandhenceobtainthe corresponding
z=x+y+f(A).
Form the PDE from the following by eliminating the constants
z=(x2 + a)(y2+b).
Find the integral surface (general solution) of the differential equarion
x"-d; -z+ y ' 7" d- =z $ + y ) 2 .

ox
oy
Find the general integrals of the following linear pDEs:
,)
yi) -P+xzq=
,i i )
( y + l ) p + ( x + 1 ) q= s .
Find the integral surface of the linear PDE

xP-Yq=z
; h i c h c o n t a i n st h e c i r c l ex 2 + y 2 = 1 , 2 = 1 .
INTRODUC'TION TO PARTIAL DIFFERENTIAL EQUATIONS
6. Find the equation of the integral surface of the PDE

2y(z -3)p + (2x - z)q = y(2x - 3)
whiclr containsthe circle x2 + y2 =2a, 2 =g.
7. Find the generalintegral of the PDE
(x-y)p+(y-x-z)q=z
which containsthe circle *2 + y2 =1, =1.
"
8. Find the solution of the equation
, = L1p2 + q21+ 1p _ x\ (q _ y)
2
which passesthroughthe x-axis.

9. Find the characteristicsof the equation
pq=ry
and determinethe integral surface which passesthrough the curve z=x,y=0.
10. Determine the characteristicsof the equation
pz -q2
"=
and find the integral surface which passesthrough the parabola4z+x2 =0, y=0.
rll. Show that the PDEs
and z(xp+ yq)=Zxy
xp= yq
are compatibleand hence find its solution.

12. Show that the equations
p2 + q2 =!
arrd (p' + q')x = pz
are compatible and hence find its solution.

13. Find the complete integral of the equation
(p2+q27x=pz
where P=AzDx' q=0zl0Y.
14. Find the complete integrals of the equations
( i ) p x s- 4 q 3
x2+6x22-2=o
(ri) 2(z+xP+Yq)=YP2.
1 5 . Find the complete integral of the equation
p+q=pq.
1 6 . Find the complete integrals of the following equations:
(l) zpq=p+q
(lr) p2q2 + *t ut = *'qt (" + y').
45
EQUATIONS
OF FIRST
PARTIALDIFFERENTIAL
17. Find the complete integral of the PDE

2= px+ qy _sin(pq)
r 8 . Find the complete integralsof
the rollowing PDEs:
(\) tp3q2 + yp2q3+1p3+q3)-"p2q2 =o

( i 1 ) p q z = p 2 ( x q+ p 2 ) + q 2 ( y p + q 2 ) .
1 9 . Find the surface which intersectsthe surfaces of the system
z(x+Y1=s132a11
orthogonally and passesthrough the circle
x 2 + Y 2= 1 , 7 = 1 '
10. Find the complete integral of the equation

1 p 2+ q 2 1 x = p z
.0202
wherep=2,
tl
(GATE-Maths,
1996)
Q=2,
Find the integralsurfaceof th linearPDE
s-D*-G-v+4!=,
dy
dx
which containsz-1
and *2 +y2 =1.
(GATE-Maths,1999)
the correct answer in the following questions:

Using the transformationu =Wly in the PDE xux = u + yu, the transformedequation
has a solution of the form l/=
(A) f(x/y)
(C) f (x - y)
(B) /(x + y)
(D) .f (,y).
(cATE-Maths,l e97)
ofthepartialdifferential
equation,p3q2 + yp2q3+1p3+q31-tp2q2 =O
integral
Thecomplete
ls z=
(A) ax+ by+ (ab-2+ baal

(C) -ax + by + (bo-2- ob-z)
@) ax-by+(ab-2+ba)1
(D) ax+ by-(ab-2 +ba-2).
(GATE-Maths,1997)
The partialdifferentialequationof the family of surfacesz=(x+ y)+ A(ry) is
(B) xP-Yq=Y-Y
(A) xp- yq=g
(C) xp+yq=x+y
(D) xP+Yq=o.
(GATE-Maths,
1998)
INTRODUCTION
TOPANTIAL
DIFFERETMAL
EQUATIONS
Thecomplete
integral
of the ppt 7=psaqy-sin(pq) is
(A) z=at+by+sin(ab)
@) z=u.+by-sin(ab)
(C) z=ar+y1sh16;
(D) z=x+6y-sin(a).
I
I
I
II
I
I
II
{
CHAPTER T
FUNDAMENTALCONCEPTS
. INTBODUCTION
!::. practicalproblemsin scienceand engineering,when formulatedmathematically,give rise
to
r--:l differential equations(often refened to as pDE). In order to understandthe physical
_
-r'. iou' ofthe mathematical
model,it is necessaryto havesomeknowledgeaboutthe mathematical
.::;ter, properties,and the sorutionof the governingpDE. An equationwhich invorves
several
::Tndent variables(usuallydenotedby x, y, z, r, ...), a dependenifunctiona ofthese variables,
: -re partial derivatives of the dependentfunction a with respectto the independentvariables
F ( x ,y , 2 , t , . . . , u , u y ,u z ,h , . . . , u r x , u r , . . . , u r , . . - )= 0
(l.l)
:.:.leda partialdifferentialequation.A few well-krown examDlesare:

u, = k(uo +uw + urz)
Iinear three-dimensional
heatequation]
u* +u,^+
. u - -= O
').
u = c- (u$ + u)ry+ uzz)
[Laplaceequationin threedimensions]
Iinear three-dimensional
waveequation]
q+uur=puxr
[nonlinearone-dimensional
Burgerequation].
:. theseexamples,z is the dependentfunction and the subscriptsdenote partial differentiation

--: respectto these variables.
inition l.l rhe order ofthe partialdifferentialequationis the order of the highest
derivative
-:ring in the equation. Thus the above examplesare partiar differentiar equations
of second
:::. whereas
q=uurn+stnx
:--.examplefor third order partial differential equation.
CLASSIFICATION
OF SECONDORDEF PDE
. nost generallinear secondorder pDE, with one dependentfunctronu on a domaine of
- : X = ( \ , x 2 , . . . x, n )n. > l . i s
nn
s1 S
ri1urixJ *
b,'r' + F(u) = Q
z.t
L
i ,i = t
t=l
classification
of a PDE dependsonly on the highestorderderivativespresent.
47
(1.2)
48
INTRODUCTION
EQUATIONS
The classificationof PDE is motivated by the classificationof the quadraticequation of the

form
Ax2 + Bxy+ Cy2 + Dx + Ey + F =0
(1.3)
which is elliptic, parabolic,or hlperbolic accordingas the discrimina Bz -4AC is negative.

zero or positive. Thus, we have the following secondorder linear PDE in two variables;r and y':
Auo + Bu,y + Curr + Dux + Eur + Fu = G
(1.4)
where the coefficientsA, B, C, ... may be functions of .r and y, however,for the sakeof simplicity
we assumethem to be constants.Equation (1.4) is elliptic, parabolic or hyperbolic at a point
(.x6,y6) according as the discriminant
Bz(xo, y) - 4A(xo, ro ) C (;ro, rb )
is negative,zero or positive. If this is true at all points in a domain Q, then Eq. (1.4) is said to
be elliptic, parabolic or hyperbolic in that domain. If the number of independentvariablesis two
or three, a transformationcan always be found to reducethe given PDE to a canonicalform (also
called normal form). In general,when the number of independentvariables is greaterthan 3, it
is not always possible to find such a transformationexcept in certain special cases.The idea of
reducing the given PDE to a canonical form is that the transformedequation assumesa simple
form so that the subsequentanalysisof solving the equation is made easy.
1.3
CANONICAL FORMS
Considerthe most generaltransformationof the independentvariablesx andy of Eq. (1.4) to new

variables 1,q, wherc
(1.5)
5=1@,y), n=q@,y)
such that the functions { and r7 arc continuously differentiable and the Jacobian
*o
' =#3=,;,',1=
o*,-,n,)
(16)
in the domain O where Eq. (l.a) holds. Using the chain rule of partial differentiation,the partial
derivativesbecome
ux = u|1x +uTna
uy = ut'j +unn)
+2u4r,4,+ rnrr\! + rg,to + urno

u* = uE461.
uo = ugl*4y + utT(4,ryy
+ 1yry")+urrn,n, + u|qn, +u44n
ur, =u6gC,?
+2u6r1yey
+rrrrt r?+u,{r, +urr1r^
(17)
into the originaldifferentialequation(1.4), we get

theseexpressions
Substituting
+ Bu,Au""
+ Cu-+ Du,9 + Eu+ Fu = G
't'I
tI
99
S'l
(I 8)
FUNDAMENTAL
CONCEPTS
49
- :te
2=A1l+Bt"t..+Ct?
E =2A1,t1,+ B((,q, + (rr7) +2C(rr,,
e = 4l + nr7,r1,
+Cr72,
E = Anxr + Bry,y+ Cnw + Dttx + Enr

| =1,
(-'=U
(l.e)
-: nay be notedthat the transformedequation(1.8) hasthe sameform as that of the original

(1.5).
:::ation (1.4) underthe generaltransformation
Sincethe classificationof Eq. (1.4) dependson the coefficientsA, B and C, we can also
:: *rite the equationin the form
Au* + Bu^.+Cu.^.= H (x. v.u.u-.u-.\
(l.l0)
(1.5),Eq. (1.10)takesone of the following

-: canbe showneasilythat underthe transformation
'-l:eecanonicalforms:
(i) ulq-ur,=0(6,ry,u,%,ua)
(l.lla)
::
uq=Q,(6,n,u,uq,ao)in the hyperbolic
case
(ii) ury+urr=0(6,4,u,ue,ua) in theellipticcase
u$ =tg,n,u,u,u?)
(iit
(l.llb)
(l.llc)
:l
uaa= Q(6'n,u'u1,zo) in the parabolic

case
*e shalldiscussin detail eachof thesecasesseparately.
UsingEq. (1.9) it can also be verifiedthat
_ tr4)2 {a, _ +,1c1

Ez_ qlc = G,?ry
-d thereforewe concludethat the transformation
of the independent
variablesdoesnot modify
r-e type of PDE.
1.3.1 Canonical Form for Hyperbolic Equation
E2-qAe>0 for hyperbolic
:;ncethe discriminanr
case,we set 7=0 andf=0 in Eq. (1.9).
;hich will give us the coordinates
and
that
reduce
the given PDE to a canonicalform in
ry
'*hich the coefficientsof u$,u44 re zero.Thus we have
,4= A4', + B,6y+ c6; =o
e = .tql +Bq,q,+cryj=o
50
INTRODUCTION
EQUAT]ONS
which, on rewriting, become
(r
al!l
(r\
\2
\qv)
+nli l+c=o
\{r i
=o
,fr'l'.uiz,l..
\tty )
Solvingtheseequationsfor
\ay )
GJ11,)and(n'/ny)'we get
r-..-
4x_-B+,1B" -4AC
,
at
F--;-
r y ,_ - B - l B ' - 4 A C
2A
4y
(r.12)
The conditionB' >4AC implies that the slopesof the curves( (x, y) = C1,r\Q, y) = Cz are real.
Thus, if B' > 4AC, then at any point (x, _y),there existstwo real directions given by the two roots
(1.12) along which the PDE (1.4) reducesto the canonicalform. Theseare called characterislic
equations.Though there are two solutionsfor each quadratic,we have consideredonly one
solutionfor each. Otherwisewe will end up with the sametwo coordinates.
A f o n g t h e c u r v e( ( x , y ) = c r , w e h a v e
d( =(,dx+(rdy=0
Hence.
4=-lL1
dx
(r.r3)
\1, )
Similarfy, afong the atwe q(x, y) = c2, we have
4=-lul
dx
(l.l4)
\,tn )
Eqs.(1.13)and (1.14),we obtainthe equationsof family of characteristics

Integrating
(r, y)=ct
a n d r y Q , y ) = c 2 , w h i c h a r e c a l l e d t h e c h a r a c t e r i s t i cosf t h e P D E ( 1 . 4 ) . N o w t o o b t a i n t h e
canonicaiform for the given PDE, we substitutethe expressions
of{ and ? into Eq. (1.8) which
r e d u c e st o E q . ( l . l I a ) .
To make the ideas clearer, let us considerthe following example:
3 u * + l ] u - . + 3 t . - .= 0
Comparing with the standard PDE (1.4), we haveA =3, B =10, C =3, 82 - 4AC = 64 > 0. Hence
the given equationis a hyperbolicPDE. The correspondingcharacteristicsare:
dy (c,\
dx
\6r)
(-a*,[F-+rc)
2n
,,NDAMENTALcoNcEprs
I
|
| -:
|
+=-(u)=-(-a-'l-'a-qAc)-.
*
24
\4')
\
)tina ( andry, we first solve for 7 by integratingthe aboveequations.Thus,we get
,=!'*',
,=Y-3x.
cr=y-x/3
:-crore'
'=3x+c1'
:h give the constantsas
sl
F
==vy- 1- .3- -x = c 1 ,
n=t-!,=c,
- -::e
are.thecharacterislic
linesfor thegivenhyperbolicequation.ln thisexample,the characteristics
to be strarghtlines in the (x, y)-plane along which the inirial data,
impulseswill
,,=,'r#
To find rhe canonicalequation,we substitute

the expressions
for
f and 7 into Eq. ( I .9) to get
,=.e(|+Bl(r+cqj=t1_t12+10(_3)(r)+3=0
|
I = ZAi,ry,+ Bli,Uy+ qyry,t

+2c6rny
=,(3,er(-;).,ofr-:xrr.r(-J)]+z(:)(r)(r)
II
=o=ro(_fJ+e
=,,_+=_+
.=o
D=0. E=0. F=o
:e. therequired
canonical
lormis
lF:
'
f-
|
f
|
*"'=o
or '':n=o
:rlegmtion,
we obtain
,G.n\="fc)+ sot)
---:/and g arearbitrary.
Goingbackto the originalvariabres,
the generar
sorutionis
,(x,y)=f(y_3x)+s(y_xt3)
3.2 Canonical Form for parabotic Equation

":eparabof
ic equation.
rhedisciiminant
E2-q,qe=0, whichcanbetrueif B=0 andi or C
f
:j.rat to zero.Suppose
we set first l=0 in Eq. (1.9).Thenwe obrain
F
,=A{}+B(,(,+cs,,=0
f
<t
INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS
or
(r\
(r\2
Al:z | +Bl::r l+C=0
11,)
\6, )
which gives
t;=
-B!,1 r--;B' - 4AC

,,
"y
Using the condition for parabolic case, we get

9r
(1.15)
{,=- 2A
Eq.(1.15),we set
Hence,to find the function6=1Q,y) whichsatisfies
),,rp
A=-7.= rA
andget the implicit solution
6Q,v)=ct
In fact,one can verify that 7=O impliesB=0 as follows:
+ B(6,tly + 6ynx\ + 2C1yry'
B = 2AS,t7,
to
Since82 -4AC=0, the aboverelationreduces
+ qyq,)+2cEyn,
B =2Ar4,+2.[ 'tc 1q,r7,
= 26fAq,+ Je 6; (-.aq,+J- ryn1

Howevel
q,
= - B = - z . ! A C= 2A
4y 2A
Hence,
-.,F.t6"11J-.t
E= z1J-e6
t, +Jcrl)=s
Wethereforechoosef in sucha way that both 7 andE arezero.Then 17can be chosenin any
way we like as long as it is not parallelto the f- coordinale.ln otherwords,we chooser7 such
is not zero.Thuswe canwrite the canonicalequationfor
that the Jacobianof the transformation
to eitherofthe forms
parabolic
caseby simplysubstituting
{ and7 intoEq.(1.8)whichreduces
(l.llc).
we consider
the followingexample:
the procedure,
To illustrate
x2uo -2ryu,
+ y2uo = er
The discriminant82 - 4AC = 4x2y2 - 4x2y2 =g, andhencethe givenPDE is paraboliceverywhere.

The characteristicequation is
53
FUNDAMENTAL CONCEPTS
dvt-B2xvv
dx
-
-----L
2A
!-
2x2
we have
.-.:eSTation,
xl=c
: :.ence ( = xy will satisfy the characteristic equation and we can choose 17= y. To find the
forf
:::cal equation,we substitutethe expressions
and ? into Eq. (1.9) to get
A = A y z + B x y + c x 2= t 2 y ' - 2 t 2 y 2 + y 2 x 2 = 0
r=0,
E=0,
e=y2,
F=0,
D = -2xy
G=e"
-:.. the transformedequationis

lTur, - LxyuE= e'
42unt=26uq+e1n
: :rronicalform is, therefore,
21
|
ur, = -7 u1+1e, r,"'
i 3 Canonical Form for Elliptic Equation
-:. :he discriminant
82-4AC<0, for ellipticcase,the characteristic
equations
dx
dy_B+lB"-4AC
dx
24
--. complex conjugatecoordinates,say { and ri. Now, we make anothertransformationfrom

- :o (d, p) so that
o=+n. s=-n
22i
:- give us the requiredcanonicalequationin the form (l.llb).

-:
;llustratethe procedure,we considerthe following example:
: rriminantBz- 4AC= -4x2.,.
o e iptic.Thecharacreristic
equations
"#J;",iiu"r,oro,
dy= Bdx
-'[47
2
= -tX
54
INTRODUCTION
EQUATIONS
Integrationof these equationsyields
iy+l=s,,
-ir+L=""
t' =
2!2x'2 + i v .
,=!12 -iu
)"4
Hence, we may assumethat
the secondtransformation
Now,introducing
F+n
F-n
a=-,p=-;
we obtain
12
a=;,
F=v
The canonicalform can now be obtainedby computing

]=Aal+fa,ay+caj=y2
E =2Aa,f ,+ B(a*F, + arfr) +Zc(arg) = 0
e=eB| +BB,BI+cp2r=x2
D = Aao + Bary + cayy+ Ddx + Eat = |
E = A9* + BBxy+ cByy+ DB, + EBn = 0
F=0,
c=o
Thusthe requiredcanonicalequationis
,2uoo+ ,2uOO+uo =O
or
uoo+upp=-fi
EXAMPLE1,1 Classifyandreducethe relation
y2uo - Zxyu, * *' uo = t u, * t u,
xy
to a canonicalform and solveit.

Solution
The discriminantof the given PDE is

82 -4AC =4x2yz-4x2y2=g
FUNDAMENTALCONCEPTS
55
rhe given equation is ofa parabolic type. The characteristicequation is
-:-:3
d y_ _ 1 , _ B _ - 2 r y _ _ x
dx 1r 2A Zy2 y
L- .::ation givesx2 +y2 =cr. Therefore,
equation.The
=12 +y2 satisfiesthe characteristic
-- : :.rrdinatecanbe chosenarbitrarilysothat it is not parallelto
{, i.e. the Jacobianof the transi. -::ion is not zero.Thus we choose
6=12 +y2,
: ::d the canonicalequation,we compute
--
,'2
-Bx2y2
7 = ,lEl + nqg, + G1l,=a*2y2
=0
+ 4x2y2
e =4r2y2,
B=0,
F:-::.
D = E = F= G = o
the requiredcanonicalequationis
=O orunn=0
4x2Yzur,
::.re this equation,we integrateit twice with respectto ry to get
ur=fG),
u=f()rt+sG)
^:-:
.fG) and SG) are arbitraryfunctionsoff. Now, going back to the original independenr
i:::-es. the requiredsolutionis
u = y 2f ( x 2 + y 2 1 +g l * 2 + y 2 1
,-tltPLE 1.2 Reduce the following equationto a canonical form:
( l + x 2 1 u o + ( + y 2 \ u y y+ x u x+ y u y = 0
:,tlution
The discriminant of the given PDE is
82 _ 4AC= _4(1+r211t+y21<o
:: rhe given PDE is an elliptic type.The characteristic
equationsare
G4o+?nrt5 ' ! E;V
Bdx
2(l+ x2)
dy
B+ J Br:4AC
dx
2A
-::gration,we get
6 = ln (t+.,[2 + t.y-i tn1y+n[2 + t t =.,
n = tn(, * JP * D+i tn1y+,[1]i1 = g,

second transformation
F +n
a =2__:J.
22i
n-f
B=''
'
t+r2
56
INTRODUCTIONTO PARTIAL DIFFERENTIALEQUATIONS
we obtain
o=tn(r*Jr'*t)
P = t n 1 y + , [ 1+] t )
Thenthe canonicalform can be obtainedby computing
f = ^ l a ? + B a , a y + C a 2 r = 1 ,E = 0 ,
C=1, D=E=F=G=O
Thusthe canonicalequationfor the given PDE is

udd+upg=0
EruMPLE 1.J Reducethe following equationto a canonicalform and hencesolveit:
uo-2sinxu*-cos2 rrr - cos:ay=0
Solution
Computingwith the generalsecondorderPDE (1.4), we have

A=1,
B=-2sinx, C=-cos2x,
D=0,
t=-cosr,
F=0,
G=0
= + (sin2x + cos2r) = 4 > 3. Hencethe given pDE is hyperbolic.The

The discriminate82 - 4.,q,C
characteristic
relevant
eouationsare
dy= B-JF -qAC
=-sinr-l
dx
2A
d y _ B+J* -+rc
=l-sinx
dx
ZA
On integation, we get
y = cosr -.r+ cl,
y = cosx+ x + c2
Thus,we choosethe characteristic

lines as
I = x + y - c o sx = q ,
r y - - - x +y - c o sx = c 2
In orderto find the canonicalequation,we compute
2 = A l l +M " e . , + c { =
3o
E = 2A1,ry.
+ B(6,11
y +I yn) +2cqyq
y
= 2 ( s i nr + l ) ( s i nx - 1 ) - 4 s i n 2x - 2 c o s r2 = - 4
C =0,
D =0,
I'-n
Thus,the requiredcanonicalequationis
ur- =0
F =O
G=0
FUNDAMENTALCONCEPTS
:::!raling with respect to 6, we obtain
un= f(ry)
...3re / is arbitrary.Integrating once again with respect to
?, we have
u = f@) dtl+ cG)

J
u=V(rt)+cG)
to the old variables
e(6)is anotherarbitraryfunction.Retuming
r, lr, the solutionof the
PDEis
u(x, y) = ry(y - x -cos x)+ g(y +x - cosx)
E\4.\IPLE 1.r' Reducethe Tricomi equation

uft+xuyy=0,
'"
x*0
z.i x, y to canonicalform.
The discriminant82 - 4AC = -4x. Hencethe givenpDE is of mixed type:hyperbolic

solution
' - . < 0 a n d e l l i p t i cf o r x > 0 .
,_-: I
ln the half-planex<0, the characteristic

equationsare
dv
dx
nn-.
t*'[F -+,qc
2A
, =? g*yr/2+ r,
, = -? 943/2+
"2
)re, the new coordinatesare
((x,fi=1y-1fi'f =,,
2
4 { x , y ) = } y + 1 . 1 - a 1=3g ,
zarecubicparabolas.
orderto find the canonicalequation,we compute
I = l t ? + "B5 .rxF5 ) / +. "c5F1 1 = - 9 r * g *, .24 ^r = g
4..
E=9x,
e =0,
p=-1g4)t2 =-E,
F-C-n
INTRODUCTIONTO PARTIAL D1FFERENTIALEOUATIONS
5E
Thus,the requiredcanonicalequationis
-2(-t\-tt2u,
+1Gx\-tt2 u- =o
9ru,'
e't
t
4'
OI
I
uh=-luq-ua)
Case II
ln the half-plane x > 0, the charactedsticequationsare given by
dv .-
dv
7
=iJx.
ctx
a
=-iJi
ctx
On integration,we have
((x. y)= | y - itJx)",

2'
4(x.y) = | y + i(Jx\'
Z'
the secondtransformation
Introducing
t+n
d=i.
p^= -t ;- n
we obtain
3
o=ry,
p^ = - 6. tt-.1
xr
normalor canonicalform is
The corresponding
1 ^ =U
uooluBB+----':up
of the equation
EXAMPLE 1.5 Find the characteristics
uxr+ 2ury+ sinz1x1uo+ u, = 0
when it is of hyperbolictype.
Solution The discriminant82 - 4AC= 4 - 4 sin2x = 4 cos2x. Hencefor alI x*(2n-l)212,
equationsare
the given PDE is of hyperbolictype. The characteristic
dy
&
B+JF -qAC= l + c o s . r
On integration, we get
/=.r-sinrfcl,
y=x+sinx+c2
Thus, the characteristicequations are

E=y-x+sinx,
ry=y-x-sinx
EXAMPLE 1.6 Reduce the following equationto a canonical form and hence solve it:
yut + (x+ y)ury+ xuw = 0
FUNDAMENTAI-CONCEPTS
Solution
59
Thediscriminant
8 2 - 4 A C = ( x + y 1 2 - 4 r y = ( x _ y ) 2> 0
-:-:e the given PDE is hyperboliceverywhereexceptalong the

line y:x;
= r. it is parabolic.When y*x, the characteristic
equationsare
/--;dy _B+rlB. _4AC _(x+y\+(x_y)
dx
2A
2y
dy
dx
whereason the line
4=t
dty
,- - rregration,we obtain
y=x+q,
y2 =x2 +cz
the characteristic
equationsare
1=v-x,
tt=y2 -x2
straight lines and rectangular hyperbolas. The canonical form can be obtained by
7=,tg]+n4qn+C(l=y-x-y+x=0,
c=0.
D=0,
E=2(x-y\
E=_z(,_y)2,
F=C=o
canonical equation for the given PDE is
-2(x - y)2ug + 2(x - y1u, = 0
-t2uh + 2 ( - O u , = 0
d I -dul
6u4+ un= ; l E l = u
" )
05\ on
::::ion yields
E*=r<nt
ory
with respectto ?. we obtain
:. - :rtegrating
lr
u=EJ fttt\dry+c,Gl
It
u=-.1
i:neral solution.
f (y'-x")dty' -x')+g1y-x)
INTRODUCTION
TO PARTIALD]FFERENTIAL
EQUATIONS
60
EXAMPLE 1.7 Classiff and transform the following equation to a canonical form:
sin2(x)rio + sin(2x)u, I cos2
(x1u .=x
o
Solution
The discriminant of the given pDE is

82 - 4AC = sin22x - 4 sin2x cos2r = o
Hence, the given equation is of parabolic type. The characteristicequation is

dvB
c o tx
4t=;=
Integation gives
)r=lnsinx+ct
Hence, the characteristicequationsare:
6=/-lnsinn,
ry=y
4 is chosenin such a way that the Jacobianof the transformationis nonzero.Now the canonical
form can be obtained by computing
a =0,
F=0,
A=0,
E=0.
f =
D =t,
r,
"or2
Hence.the canonicalequationis
cos2(x) ur, + u, = x
-- sin-tpn-|1- u,
1l- e2(n-1t1uro
EXAMPLE 1.8 Show that the eouation
uo+ryu,=Lu,,
xa'
where 1y'and a are constants,is hyperbolic and obtain its canonical form.
Solution Comparingwith the generalPDE (1.4) and replacingyby /, we have A=1, B=0,
C = - 1 / a ' , D = 2 N l x , a n d E = F = G = 0 . T h ed i s c r i m i n a 8n 2t - 4 A C = 4 1 a 2 > , J .H e n c et.h es i v e n
PDE is hyperbolic.The characteristicequationsare
dt
Pr
82 - 4AC
,,14/a'
dx
Therefore,
dtl
dtl
dxa
[aa
On integation, we get
t=-!+cr,
aa'
t=!+c.
= + ICI
oPERAroRs
1.4 ADJorNr
tu='
givenor
where
r is a differential
operator
(t'16)
t= aolxylL+ ar<'){\ +...+o,{')

|
One way of introducingthe adjoint differentialoperatorZ* associatedwith I is to form the I

productvZu and integrateit over the intervalof interest.Let
I
Itn"uarlfn+lB rt*uar
(1.11
|
rvhichis obtainedafterrepeatedintegrationby parts.Here,Z* is the operatoradjointto t, where I

the functionsu and y arecompletelyarbitraryexceptlhat Lu and.ttv shouldexist.
I
EXAMPLE 1.10 Let Lu = a(x) (d2uldx2-S
+ n14g"ldr'1+c(.r)r/;constructits adjoint Z+.
I
Solution Considerthe equation
I
t'**=
:,':..*),',,1,
-t.,',:!:;'*,.'
^,,. I
= (av)---=ax+ @v)
Gv)u dx
Jn
Io
*dxJ n
:: -1,\ ever,
rB
r!2"
?8
| 1av)Td;r=J|A to")|tu'\a*
JA
dX-
dX
- {ou)'u'a,
=1u'val,^
l"
=[u'av]l-tu(av)'ll +
tu
u@v)"dx
-[uubi'a*
I'ooffa.=tu(bv)li
lB
vtu dx=7u'(av)- u(av)'+ u (bv)lBn

+
ul(av)"- (bv)'+ (cv))dx
JB
equationwith Eq. (1.17), we get

1 * y = (av)" - (bv)' + (cv) = 6y" a 12o'- b) v, + (a,, - b, + c) v
-b)!+{a" -b'+c)
dx
(l . 1 8 )
functions of x and y. In
:::scribed over the
L(u) =
,a-J
(l.le)
TNTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS
64
Its adjoint operator is defined by
r-(u)=). j.
,n,rr-f.!@,u)*"u
dx'ox
dxi
ij=1
(r.zo)
Here it is assumedthat A4 eCQ) and B, ec(l). For any pair of functionsu,reCQ\, it can be
shown that
-r
tf,
,'-
-rr \l
vL(u\-uL*(v\=\*lI
r,l,?-,+1.*lt,-2?ll
'\
dx,
dx,
dxi)
ar,
,:
l-tr
11
(r.2r
\"-'l
This is known as Lagrange'sidentity.

EXAMPLE 1.11 Construct an adjoint to the Laplace operator given by
L(u)=\$+uD
(1.22)
Solution ComparingEq. (1.22)with the generallinearPDE (1.19),we have All=l,lrr=1.

From Eq. (1.20),the adjoint of (1.22) is given by
L+O)=+O)+{{i=uo
dx-
dy-
*,""
Therefore,
L*(u)=uo+u,
Hence, the Laplace operator is a self-adjoint operator.
EXAMPLE 1.12 Find the adjoint of the differential operator
L(u)=uo-rt
'/l t1\
Solution ComparingEq. (1.23)with the generalsecondorder PDE (1.19),we have 4r =1,

Br =-1. From Eq. (1.20), the adjoint of (1.23) is given by
L*O)=4;0\-4Cn)=u**,
dx'
oI
Therefore,
L* (u) = uo t, Y,
It may be noted that the diffusion operator is not a self-adjoint operator.
1.5
R I E M A N N ' SM E T H O D
In Section 1.2, we have noted with interest that a linear second order PDE
L(u)= 61'' 11
is classifiedas hlperbolic if 82 > 4AC, and it has two families of real characteristiccurves in the
xy-plane whose equationsare
1=fi@,y)=ct,
4=fz@,y)=cz
:re' (|'TD are the natural coordinates for the hyperboric

system. In the -r,r'-prane,the curves
of the givenpDe as showni"'nig. i.ifa
:;:),::i:\:1:::!)i"^r:,::!","haracteristics
le in the
the curves
6?-plane,
6=ct and e=cz are furn'ili". oi.truight lines parallelto the
; as shown in Fig. l.l(b).
A linearsecondorder partial differentialequationin two variables,
onceclassifiedas a hyperboric
rrion, can always be reduced to the canonical form
2'2,
/1 z, z-,
d+ dy
1L )
consideran eguationwhich is alteadyreducedfo its canonicd form in te vaiab)es

d-u
du . du
L(u) = + a- + b-; + cu = F(x. y)
ox oy
ox
oy
(1.24)
r Z is a linear differential operator and a, b, c, F are functions of r and y only and are
rntiable in some domain IR.
(a)
(b)
lines.
Fig. 1.1 Familiesof characteristic
Let us
d v(x, y) be an arbitraryfunctionhavingcontinuoussecondorderpartialderivatives.
ler the adjoint operatorZ* of Z definedby
)2,,
Z * (v) = -:-:- - -:- (av)- + (bv)+ cv

ox oy ox
oy
(t.2s)
u = o * - u- 4 , N = b u v + v f u
dx
ov'
(1.26)
we introduce
66
then
M, + N, = ur(ov) + u(av), - urv, - w, + u
r(bv) + u(bv), + vru, + vu,
Addingand subtractingcuv, we get

T -)
'l
r -1'r
l
-l-'"- ! wr-levy+ cvl*ul!.^ *od-u *o. d-u *rul
u,+N,=-,1
'
ox
dy
dx
dy
Loxoy
ldxdy
l e.
yLu_uL*v=MtrNy
(1.:-'
This is known as Lagrange identity which will be used in the subsequentdiscussion.The operarr
Z is a self-adjointif and only if L=L*. Now we shall attemptto solve Cauchy'sproblemwhici
is describedas follows: Let
L@)=16,r',
(1.18r
with the condition (Cauchy data)

(i) u= f(x) on f, a curve in the xy-plane;
),,
(ii) :: = s(x) on r.
on
This is a, and its normal derivativesare prescribedon a curve I which is not a characteristiclina
Let f be a smoothinitial curvewhich is alsocontinuousas shownin Fig. 1.2.SinceEq. (1.ltl
is in canonical form, .r and y are the characteristiccoordinates.We also assumethat the tanget
to f is nowhere parallel to the coordinate axes.
P(1,tt)
Flg. 1.2 Cauchy

data.
LeI P(6,D be a point at which the solution to the Cauchy problem is sought. Let us drar
the characteristicsPQ and PR through P to meet the curve f at Q and R. We assumethat r
u,, uy ate prescribedalong f. Let ?lR be a closed contour PpRP bounding lR. Since Eq. (l.ltr
is already in canbnical form, the characteristicsare lines parallel to x and y axes. Using Greel':
theorem, we have
ff
- (Mdy-Ndx)
l l ( M , + N , ) d x d" y = Q
Jl'R'
JJ
R
FUNDAMENTALCONCEPTS
dlR is the boundaryof lR. Applying this theoremto the surface integral ofEq. (1.27), we
[ ^_q ay-Na,1=![tu4o)-ut*{D]a,at
J'R
(1.30)
o.
other words,
< * o r - r u a ' y *J[a ' ( M d y - N d x )J+r lo 'r v a' r - N ,-/' "' ) =JfJ[ p L @ ) - u L * ( v ) ) d x t r y
J| r '
using the fact that dy=o on PQ and rk=o
on PR, we have
- (v)]dx
dy
'
' .[-^
Jl_1u
r ' ay-Na'1+l
J R.u
p ay1p el,'a"=[[
, i i 1"21u)-uL+
..,
(1 . 3 1 )
Eq. (1.26), we find that
*'d*
Irn'*=1nu"a*+[o
by parts the second term on the right-hand side and grouping, the above equation
l,n
u a, =[uv)an
+ u@v- v,1dx
la
this result into Eq. (1.31), we obtain
luvl, = luvlg+ J, u (bv- v,) dx-J
u@v- vr) dl
_
at
[ , w ar u a4*l! lu4u) ,L*{u)]a,
(1.32)
IR
.u,*choosev(x,y:6,q)
to be a solution of the adjoint equation
g
t* 1,1=
(1 . 3 3 )
r de same time satisfy the following conditions:

vt=bv
yy = av
v=l
w h e ny = q , i . e . , o n P Q
when "r = 4, i.e., on PR
w h e nr = 6 ,
y=q
( 1.34a)
(1.34b)
( 1.3ac)
rzi rhis function v(x,y;,D as the Riemannfunction ot the Riemann-Greenfunction. Since

= F - E q . ( 1 . 3 2 )r e d u c e st o
lulp = luv)e- [, [u(av- vr) trt,- v(bu+ u-) dl + eF)ttxdy

[I
(1 . 3 5 )
= :alled the Riemann-Greensolution for the Cauchy problem describedby Eq. (1.28) when
;r- are prescribedon l. Equalion (1.35) can also be written as
68
INTRoDUCTI0N To PARTIAL DIFFERENTIAL EQUAI.IONS
I
f
rr
l u l p = l u v -l o _ l - u v \ a d y _ b d x ) + | ( u v , d y_ v u , d x )+ l l ( v F ) d xr t v
.tf
Jr
Jd
{1.361
This relation gives us the value of z at a point p when u and u, arc prescribedon f. But when
u and u, are prescribed on f, we obtain
t
t
,
rr
d y - b d x ) - J r ( / v r d x + w ) . d y ) + ( v F ) d xd y
lulp=LuvlRJruv\d
JJ
(t.17)
JR
By addingEqs. (1.36) and (1.37),the value of u at p is given by

l.
lr
l u l , = - { l u v l " + [ a v l p l -l _ u v ( sd y - b d r ) - ^ l u e , d r - v , , d y )
rr
2
2Jr "
I f
+ - l v ( u^ , d r - u u d y \ r+r l 1l v f 1 daxy
"'d
2Jr
(t.i8)
Tlrus, we can see that the solution to the Cauchy problem at a pornt (q,q) dependsonly on
the cauchy data on f. The knowledge of the Riemann-Greenfunction therefore enablesus to
solve Eq. (1.28) with the Cauchy data prescribed on a noncharacteristiccurve_
EXAMPLE 1.1J Obtain the Riemann solution for the equation
-)
- *-"'
dxdY
grven
(t) u=f(x)
),,
(u) - = g(x)
otx
onf
on I
where f is the curve y=x.

Solution
Here, the given PDE is

^t
L@) = -:--L. = r1x. y1

ox oy
(t.3e)
We construct the adjoint La of L as follows: setting

M = quv-uyy,
N =buv+vu,
and comparingthe given equation(1.39) with the standardcanonicalform of hyperbolic equation

( I .24.1,we have
a=b=c=0
Therefore,
M =-uvy,
N =yux
(1.40)
69
1-:
M x + Ny = vury- ur) = vl(u) - uLi (v)

ry
^7
l*(v)=__:__:
dx dy
(1.41)
F:::. Z = Z* and is a self-adjoint operator.Using Green's theorem
dt= | ._w ay- u a,;

ll w,+ N,)d,
'
dt<
"fi
"
r:1ave
tf
=
ll lvL(u) uL*tv)ldidy Ja{v ay u a')
IR'
fl
'ril
Ur -,1. rila*ay=rdt<
| ^_g ay- u a"t
=l
l ro{uat, Na4 r<uat, waO* ! n, {u ar- u ai +! r^ {u at- Na,)
(1.42)
(l.4r)
- Na,t= -"!.0,J,w at,

,[,(
r\
dy
"!*)
dx )
1.3, we have on f, r=/.
Therefore,dx=dy. Hence
- ua,t=[,[-, -,'i)*
J,tvat,
t,
Flg.1.3 An illustration
ol Exampte
1.13.
(1.44)
INTRODUCTION
EQUATIONS
70
since on qP, y = constant. Therefore, dy = 0. Thus,
f -,La*
I t u a. r - u a * l =JQP
f - N a t =JQP
JQP'
Ox
(r . 4 s )
Similarly, on PR, x = constant. Hence, dx = 0. Thus
-,?+'
I say-xa*t=[--r+=[
'
' JpR
JpR
dy
JpR'
(r.46)
Eqs. (1.44)-(1.46)into Eq. (1.43),we obtainfrom Eq. Q.al, the relation

Substituting
a,-' *o x*)*
a,*J,r-,fi o,
!n! wr - r *otya*+=J,l,
v r fi
^L,
o
Y
) rI",-"
"\
But
0,
0v
r
*
J p p -2' r a ' = F ' u l o J o o " E *
t
-P
Therefore,
tt-
)ln
vr -
t'
)
"
=[.] -"ff,a,-,7*
at
<uila,
"L*
oY
o x )|
"\
Dr)vcdv
+l-vulb+),pufrdx+)ro-ufidt
Now choosingv(x,y;6,il
(i) Z*v=0
(ii)
dv
^=tt
Av
(iii; | =0
oy
(iv) v=l
0.41)
as the solution of the adjoint equation such that
throughoutthe.ry-plane
w h e ny = 4 , i . e . , o n Q P
w h e nx = 6 , i . e . , o n P R
at P((,4).
Equation(1.47) becomes
ov
ou.\
tt
at= t( -u x-v;dxl+(uv\p-(u)p
| { v D a x ,|,-\l o- a
y
ox )
n
or
( u ) p = ( u- v ) e * 1 - ( - , ! a , - ' * * l - f i ( v F ) d x d t
,r\
oy
dx
J ,t
(r.48)
FUNDAMENTAL
1l
CONCEPTS
f
tf a
(uv)q-tuv)p = | _ d(uvt= l-li1n)ax
Jt
2
+ ltwlay
dy
lox
J,
'. .r Eq. (1.48)can be rewrittenas
1
I
I
(urv dx+ uv, dx+ urv dy+ uv, dy\
- pr; axay
(u)p=(uvtp = (ur,dy+*, ay1
J,
lJ
( l .4e)
IR
: -:il1', addingEqs. (1.48) and (1.49), we get

I
(u)p=11@v)p+{*)n)+
lr.
2) r
(uv, dx- vu, dx)
at*,', an- II eFtdxd.y

)[ ,{ur,
IR
at-l.ltPlE 1.14 Yerify that the Greenfunctionfor the equation

d2u
2 (du*!!\=n
*
d xd y x + y \ d x d y )
. , : : c r t o u = 0 , 0 u l d x = 3 x 2o n y = r , i s g i v e nb y
(x + y) l2xy + 1( - rl.)g - y) + 2(r7)
,r^,t,t,'rt-T
i-: :ltain the solutionof the equationin the form
- x y+ 2 y 2 )
y=1x-y1(2x2
Solution
In the given problem,
,,=#k.h*.h*=,
(,so)
-::ring this equationwith the standardcanonicalhyperbolicequation(1.24),we have

o=b=
2
,
x+ y
C=0,
F=o
:: lint equationis Z+(v)=Q,\vhs1g
-!': - a=
(Zl-!(JL).
L.(D=
dxdy
dx\x+y)
'-:at
Lrv=0
throughout the r/-plane
dy\x+y)
(l.sl)
nt
INTRODUCTIONTO PARTTALDIFFERENTIALEQUATIONS
,,^
(lll
-d v = -v z
dx x+ y
on PQ, i,e., on y=q
(iii) +=---:--v
oy x+y
on PR, i.e., on -r = f
(iv) v=l
at P(4,t1).
(1rs2)
If v is definedby
/-r
.,\
v(x, y; (,4"1=:-:--!J-lzxy + (( _ r) (x _ y) + 2qryl
\e+D"
( l .s3)
Then
#=ffi,,,.o-^v|*ut.#*l
+ 2Y2
+2x(( - 4)+2(41
*= A#*,
( 1.54)
and
dzv _4(x+y)
0x 0y
(1.s5)
G + tD3
dv = -)' t \ e _ tDt '+z6tt)

.gry +zx2-2y\q
a l 1 1 +r ' f ' ' " ' ' ' ^
Usingtheresultsdescribed
by Eqs.(1.53f{1.56),
Eq.(t.51)becomes
'*P1=!:-dxdy
' (? *':)*
x+ y\dx
0y)
= 1 . ! r * ! ) _,
G+d"
o'
1x+y)2
, ? . _ , r l 4 x y + z (+xyz2 ) l
(x+y)((+4)r"
or
z * 1 u y4=( ' + Y ) -4 ( x + v=) s

G +q)" (6+d'
Hencecondition(i) of Eq. (1.52) is satisfied.Also, on y=7.
=
A#*'
+ 2t12
+2x(( - 11)
+2(41
0.s6)
73
*1,=,=dipq2 +zx((+'D+z(qt
(t.s7)
2v/(x+ y) at y =r7 is given by

2v2
x+y x+q
=
ffirr*r*n
-Do-d+z6q)
(l.s8)
.tlznz+2x(( +r)+2{41
G+?D'
Eqs.(1.57)and (1.58),we get

-0: v- =2 - Y
dx x+ y
at V=n
property(ii) in Eq. (1.52)hasbeenverified.Similarly,property(iii) can also be verified.

atx=1, v = q '
F+n
G+ilG+D2
v= -2-+124n +G _ tD' +26ry1=
\q+nr
G + ril3
(iv) in Eq. (1.52) has also beenverified.

(1.50)and (1.51),we have
- uL*(v)=v!+ -, !+. +( 4). 4( 2L\

vl(u\
dxdy
dxdy dx\x+y
dy\x+y)
)
vu\ 0(2vu\
= -d (l0! -u: -\ l - -a (l r =a- v l\+ -d (l 2
l+=-l|
dy\ dx) dx\ dy) dx\x+y) dy\x+y)
(
= -d- l - - zvu
u-dx\x+y
= -AM
+dx
dv) 0 ( 2vu
l+ ^ l-+v:dy) dy\x+y
du\
|
dx.)
dN
dy
M=2* -uaru, N= 2'" *u7u

x+y
dy
x+y
dx
-.ing Green's theorem, we have

tr
c
r.O
- uL* (v\l dxdy --JaRW
(M dy- N dx\
dy- N d') =
)) lvL(u\
J;
IR
* !' <uay-u ai+!Rg ay- r a'1
( l .5e)
74
INTRODUCTION
EQUATIONS
(see Fig. 1.3) on QP, y = C. Hence, dy = 0; on PR, x = C. Therefore, dx = 0
p l l z u v- u - ^l v- l ld y.-
= |
J R| 1 Ltr+/
| 2 u ,+ v -a= ^- l d .xf
\-
dyl'
lr+y
dr)
.l
z u u d " ] 1 . r a l[ 2 u , 0 , ] 1 .
_ tr Pt l1I _
+ v _ _ _ f l d Y +l | 1 : _ r j l l d y
J?
Lt;+/
J PL t - r + /
dx))
dYt.t
However,
p cP iv
au\ .
rP 2uv
((Zuv
J?\x+v. '*)*=Jn fi,x*t*''n-ln' ^aNow, using the conditionu=0 on y=x, Eq. (1.59) becomes
qud'dv=JI:/ ( (* -,*)* - 11
-,'i"l*
!!R t uut- uL*
. , n |*
dy)
dx t
\x+),
\x+.y
2u'
-l'
rQx+y
dt-(ur\o+(uvrn-l' r\a,
"
JQ
dx
.l',#*-tl("#,)*
(iiF(iv) of Eq. (1.52),the aboveequationsimplifiesto
Also,usingconditions
(u)p=(uv)q-Ji"**
Now using the given condition,viz.
*=3t2
on nQ
we obtain
- 3J:
(u)
p=(uv)e
4?##4)e
=-+-l'st
\+ryr"E
*,3q41a,
-$*lenrn,
=-s^tl
*-r lir,
=
ffi,4/
* 62r72
+ rta
1+ 3qrt
1t,* rl,))
= G - , i e z- 6 n + z n 2 )
'--erefore,
u(x, y) = (x - y) (2x2- xy + 2y21

:ce the result.
.+VPLE 1.15 Showthat the Green'sfunctionfor the equation
d-u
-;;+a=0
ox oy
v(x,y|,D = J0
J0 denotesBessel'sfunctionof the first kind of order zero.
Solution
Comparing with the standardcanonical hyperbolic equation (1.24), we have

a=b=0.
c=l
: 3 self-adjoint equation and, therefore, the Green's function v can be obtained from
d-v
;--;- +Y =U
ox t7v
-d"v-^= u
o nY = q
dx
-0v
;-=U
o nx = 1
oy
a tx = 6 , y = 7 t
0 k= a ( x - i l \ - n )
dv
dx
0v d(
dQ 0x
kQHl=oo-,1)
dx
1=io"rty-nl
oxK
75
76
INTRODUCTIONTO PARTI{ DIFFERENTIAI EQUATIONS
Thus,
0v dv a .t-r.
;-=-;;;Q"'\y-4)
ax dgE
.t
d'v
^T^
dldva.t-L
'v-il)I
a,ay=
ayLaie'
ag-]
=110"*
?ua0,..-, , rr-r,.
2+rr-nto-k
v - n-,a'1,
t
k
dQ
aQ
ay\Y-ry)*e
N ay)
However,
fr=io"-<'-a
Therefore,
)2un'''
I
+=Ap'o!*1r-r16-k(,-q)o-n)ld'o**d''
'
'--u-ntfii0'-rtx-tt]
dxdykL do
k' ap
Hence,
ffi*"=o
gives
a1*{11_e14
zlo! 6ro-r,
' ' d 0*r,r
'
-Lf*,=o
kLk'
dO' k
aO
)
or
o-(
d2:
* rr* 4 l* u= o
,r-r
d0)
k'\
d0"
OT
^
t2
Q ' v "+ Q v ' + L Q K v = 0
Let k=2, a=4. Then the above equation reducesto
Q2v"+ (v, +Q2v=0=v,,+lv,+v
(Bessel,sequation)
Its solution is known to be of the form
u= Jo@)= JoQJG- g U - rt)

which is the desiredGreen'sfunction.
lr
FTJNDAMENTALCONCEPTS
EXERCISES
I' Find the regionin the xy-pranein which the following equationis hyperbolic:
l(x- y)2 - lluo + 2u, +f(x - y)2 _tlu, =g
2. Find the familiesof characteristics
of the pDE
(l- x2)uo- u, =o
in the elliptic and hyperboliccases.
3. Reducethe following PDE to a canonicalform
=0
uB + t"yurry
{. Classifrand reducethe following equationsto a canonicalform:
(a) y2uo-x2uo=0,
y>0.
r>0,
(b) uo +2u, +\0 =0.

(c) e'uo*eYuo=u.
(d) x2uo t2ryu, + y2u, = 0.
(e) 4uo+5u, +\ry +ux +uy =2.
5. Reducethe following equationto a canonicalform and hencesolve it:
3uo+l\ur+3u)ry=O
6. lf L(u)=c2yo-ur,
then show that its adjoint operatoris given by

L* = c2vo -vx
-. Determine
the adjoint operator,* corresponding
to
L(u) = Ayo I pu, +Curry+ Du, * Eu, t Fu
whercA, B, C, D, E and F are functions of .r and y only.
i. Find the solutionof the following Cauchyproblem
u, = F(x, y)
glven
u=f (x),
=
fi= sUl ontheliney I
using Riemann's method which is of the form

I
t
yi = @o>
u(xo,
+t<yr)]+ " v ^ sele - F@,y)dxdy
ilf
J)
iJ,
INTRODUCTION
EOUATIONS
where IR is the triangular region in the xy-plane boundedby the line y = I and the lines
x = x6, ! = lo through (-16,y6).
9. The characteristicsof the partial differential equation
, 12"
aad2" . ^ d2t
-;-=
- ,;-i
+ csszvj
all
+ 3! = 0
ox oy
dx
dy
dx'
dvwhen it is of hyperbolictype are... and...
(CATE-Maths,1997)
=
y
10. Using ry x + as one of the transformationvariable, obtain the canonical form of
-d: -z; -uz ; - ^
- -0
f -2
. =u- = u.. d 2 u
dx'
ox oy
dy'
(GATE-Maths,1998)
Choosethe correct answer in the following qustions:

11. The PDE
y3uo - (r2 -1)u, =O is
(A) parabolic
in {(x,y):x<0}
@) hyperbolicin {(x, y) : y > 0}
(C) ellipticin IR2
(D) parabolic
in {(r, y):x > 0}.
12. The equation
x21y-l1zo - x7y2-t)rry+y(yz -l)zo+ z,=0
(GATE-Maths,
1998)
is hyperbolicin the entirex/-planeexceptalong

(A) x-axis
@) y-axis
(C) A line parallelto y-axis
(D) A line parallelto r-axis.
(GATE-Maths,2000)
13. The characteristic
curvesof the equation
,2uo - Y2,o = ,2Y2+r,
(A) rectangular
hyperbola
(C) circle
x>0 are
(B) parabola
(D) straightline.
(GATE-Maths,
2000)
14. Pickthe regionin whichthe followingPDE is.hyperbolic:

yuo+2xyar+xu)ry=ux+uy
(A) xy +l
(B) r/+0
(C) xy>l
(D) r/ > 0.
(GATE-Maths,2003)

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0. Partial Differential Equationsof First Order

2. Elliptic Differential Equations

Occunenceof the Laplaceand PoissonEquations 79

2.4.2 Mean ValueTheoremfor HarmonicFunctions g6

3. Parabolic Differential Equations

4. Hyperbolic Differential Equations

Occurrenceof the Diffusion Equation 147

Occurrenceof the Wave Equation 1g9

7. Fourier Transform Methods

7.ll Solutionof DiffusionEquation 363

'\'ith the remarkableadvancesmade in various branchesof science,engineeringand technology

Equation(0.1) can be written in symbolicform as

A solutionof Eq. (0.1) in somedomain O of IR2 is a function z =

we classifythe PDE of first order dependingupon the form of the function

P1x.y. ztli + Qtx.y. zt+ = R\x.y. z)

is a non-linearPDE of first order.

If we assumethat the partial derivativesof F do not vanishsirnultaneously

is a surfacein o for someconstantc. This surfacedenotedby s6 is calleda level surfaceofF.

a=fr(u,v), y= f2Qt,v), 2=fi(u,v)

partiallywith respectto .r and.y, we obtain

from which we get

CURVES AND THEIR TANGENTS

wherei = (r, /, z) andF(t) =[fi(t), f2(), hO] andthefuncrions

etad 4Q, y,z)xglad F2@,y, z) + (0,0,0)

:;:* every@,y,2)eQ. For variousvaluesof C1 andC2,Eq. (0.20)desuibesdifferentcurv

!:nilarly, the equationof the tangentplaneto,S2at the point p(x6,y6,26) is

ay ar- a, a, a" dr-E a, E n- n a,

aor illustration,let us considerthe following examples:

The tangent vector to the helix at (r, y, :) is

t ' c o s ll') '

we observethat the point (0,1,tr/2) corresponds

The spacecircle is describedas

FORMATIONOF PARTIAL DIFFERENTTALEQUATION

we can form a differentialequationby eliminatingthe arbitraryfunctionF. For, we differentiate

0Fl0u d" 1 arlA, a" 1 ^

ELa,' yr y a,la,*yt l='

drldu.d, l arlau dvf

PARTIAL DIFFERENTIAL EQUATIONS OF FIRS-I' ORDER

fhis is a linear PDE of the t)?e

respect to (-r+tt) and g' indicates derivative of g with

i:om Eqs. (2) and (3), we at once, find that

INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS

(ii) The given relation is of the form

DifferentiatingEq. (l) partiallywith respectto .r and we obtarn

PARTIAL DIFFERENTIALEQUATIONSOF FIRST ORDER

from Eqs. (2) and (3) we get

*ich is the required PDE.

is the required PDE.

0.5 Form the partial differential equation by eliminating the constantsfrom

Differentiating Eq. (l) partially witi respectto.x and / we obtain

be theequationofthe planein interceptform,so rhala+b+c=1.

Differentiating Eq. (l) with respectto x and y, we have

From Eqs. (2) and (3), we get

Also, from Eqs.(2) and (4), we ger

Sirnilarly, from Eqs. (3) and (4), we find

whichis the requiredPDE.

PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER

. . - :ise to PDE of first order of the form

"-::. -r ?rd.;,,are independentvariables.The solutionof Eq. (0.37) is a surfaceS lying in the

any integralsurfacemust be tangentialto a vector with componentslP, Q, Rj, and

'.:.i. rhe soiutionto Eq. (0.37) can be obtainedusingthe following theorem:

Theorem0.I The generalsolutionofthe linearpDE

1{ -l -=f,t t l'