PARTIAL DIFFERENTIAL

EQUATIONS
Formation of Partial Differential equations

Partial Differential Equation can be formed either

by elimination of arbitrary constants or by the
elimination of arbitrary functions from a relation
involving three or more variables .

SOLVED PROBLEMS
1.Eliminate two arbitrary constants a and b from
 x  a   y b  z  R here R is known constant .
2 2 2 2
 (OR) Find the differential equation of all spheres
of fixed radius having their centers in x y- plane.
solution
 x  a 2
  y  b   z  R .......1
2 2 2

Differentiating both sides with respect to x and y

z
2z  2(x  a)
x
z
2z  2( y  b)
y
z z
 p,  q
x y
 x  a   pz , y  b   qz
By substituting all these values in (1)

p 2
z 2
 q 2
z 2
 z 2
 R 2

R 2
 z 2

p 2
 q 2  1
or
2
R
z 2
 2 2
  z    z 
      1
  x    y 
2. Find the partial Differential Equation by eliminating
arbitrary functions from z  f ( x 2
 y 2
)

SOLUTION

z  f ( x  y )......... .(1)
2 2

d .w.r .to . xandy

z
 f ( x  y )  2 x ......( 2 )
' 2 2

x
z
 f ( x  y )   2 y ......( 3 )
' 2 2

y
 (2)
By
(3)

 z 
 
 x    x
 z  y
 
 y 
p  x
  py  qx  0
q y
3.Find Partial Differential Equation
by eliminating two arbitrary functions from

z  yf ( x )  xg ( y )
SOLUTION
z  yf ( x )  xg ( y )......( 1)
Differentiating both sides with respect to x and y
z
 y f ( x )  g ( y )........( 2 )
x
z
 f ( x )  x g ( y )........( 3 )
y
Again d . w .r. to x and yin equation (2)and(3)

 z
2
 f ( x )  g ( y )
xy

x  ( 2 )  y  ( 3 )...... to ... get

 z z
x  y 
x y
xg ( y )  yf ( x )  xy ( f ( x )  g ( y ))
 z  xy  f   g  
z z   z 2

 x  y  z  xy  
x y  xy 
Different Integrals of Partial Differential
Equation

1. Complete Integral (solution)

z z
Let F ( x, y , z , , )  F ( x, y , z , p, q )  0......(1)
x y
be the Partial Differential Equation.
The complete integral of equation (1) is given
by  ( x, y, z, a, b)  0..........(2)
2. Particular solution
A solution obtained by giving particular values to
the arbitrary constants in a complete integral is
called particular solution .
3.Singular solution
The eliminant of a , b between
 ( x, y, z, a, b)  0
 
 0, 0
a b
when it exists , is called singular solution
4. General solution
In equation (2) assume an arbitrary relation
of the form b f (a) . Then (2) becomes

 ( x , y , z , a , f ( a ))  0.........( 3)

Differentiating (2) with respect to a,

 
 f (a )  0..........(4)
a b
The eliminant of (3) and (4) if exists,
is called general solution
Standard types of first order equations
TYPE-I
The Partial Differential equation of the form
f ( p, q)  0
has solution
z  ax  by  c with f ( a , b )  0

TYPE-II
The Partial Differential Equation of the form
z  px  qy  f ( p, q) is called Clairaut’s form
of pde , it’s solution is given by
z  ax  by  f (a, b)
TYPE-III
If the pde is given by f ( z , p, q )  0
then assume that

z   ( x  ay )
u  x  ay
z   (u )
 z z u z dz
p   .1 
x u x u du
z z u z dz
q   .a  a
y u y u du
 The given pde can be written as
dz dz
f ( z , , a )  0.And also this can
dx dy
be integrated to get solution
TYPE-IV
The pde of the form f ( x, p)  g ( y, q) can be
solved by assuming
f (x, p)  g( y, q)  a
f (x, p)  a  p  (x, a)
g( y, q)  a  q  ( y, a)
z z
dz  dx  dy
x y
dz   ( x, a ) dx   ( y , a ) dy
Integrate the above equation to get solution
SOLVED PROBLEMS
1.Solve the pde p 2
 q  1 and find the complete

and singular solutions

Solution
Complete solution is given by
z  ax  by  c
with a b 1
2

 b  a 1 2
 z  ax  ( a  1) y  c
2

d.w.r.to. a and c then

z
 x  2 ay
a
z
 1  0 Which is not possible
c
Hence there is no singular solution

2.Solve the pde pq  p  q  0 and find the

complete, general and singular solutions
Solution
The complete solution is given by
z  ax  by  c

with
ab  a  b  0
b
a 
b 1

b
z  x  by  c.......(1)
b 1
z 1
 x  y  0
b b  1  2

z
 1  0 no singular solution
c
To get general solution assume that
c  g (b)
From eq (1)
b
z x  by  g ( b ).......( 2 )
b 1
 z 1
 x  y  g  ( b ).......( 3 )
c b  1 2

Eliminate from (2) and (3) to get general

solution
3.Solve the pde z  px qy 1 p  q 2 2

and find the complete and singular solutions

Solution
The pde z  px qy 1 p  q
2 2

is in Clairaut’s form
 complete solution of (1) is

z  ax  by  1 a 2
 b .......( 2 )
2

d.w.r.to “a” and “b”

z a 
 x  0
a 1 a  b
2 2

........( 3)
z b
 y  0 
b 1 a  b
2 2

From (3)
2 2
a b
x 
2
,y 
2

1 a  b
2 2
1 a  b
2 2

a b
2 2
x y 
2 2

1 a  b
2 2

1
  1  ( x 2
 y 2
)
1 a  b
2 2
 2
a
ax  0
1 a  b
2 2

2
b
by  0
1 a  b
2 2

1
ax  by  1  a  b  2 2
0
1 a  b
2 2

1
z  0  z  1 (x  y )
2 2 2

1 a  b
2 2

 x  y  z  1 is required singular solution

2 2 2
 4.Solve the pde (1  x) p  (2  y )q  3  z

Solution
pde (1  x) p  (2  y )q  3  z
z  px  qy  ( 3  p  2 q )

Complete solution of above pde is

z  ax  by  ( 3  a  2 b )
5.Solve the pde p q  z
2 2

Solution
Assume that z   ( x  ay )
 u  x  ay
z   (u )
z z u z dz
p   .1 
x u x u du
z z u z dz
q   .a  a
y u y u du
From given pde 2 2
 dz  2  dz 
p q  z   a    z
2 2 2

 du   du 
 2
 dz  z
  
 du  1 a
2

 dz  z dz 1
    du
 du  1 a
2
z 1 a 2

Integrating on both sides

u
2 z   b
1 a2
x  ay
2 z   b
1 a 2
6. Solve the pde zpq p  q

Solution
Assume q  ap
Substituting in given equation
zpap  p  ap
1 a 1  a
p  ,q 
az z
z z
dz  dx  dy
x y
1 a 1 a
 dz  dx  dy
az z
 zadz  (1  a )( dx  ady )
Integrating on both sides
a 2
z  (1  a )( x  ay )  b
2
7.Solve pde pq  xy
z z
(or) ( )( )  xy
x y
Solution p q

x y
Assume that

p y
  a
x q
y
 p  ax , q 
a
y
dz  pdx  qdy  axdx  dy
a
Integrating on both sides
2 2
x y
z  a  b
2 2a
8. Solve the equation p q  x y
2 2

Solution
p  x  y q  a
2 2

p  a  x, q  y  a
dz  pdx qdy  a  xdx  y  ady
integrating 2
3 3
z  (a x) (y a) b
2 2
3
Equations reducible to the standard forms
m n
(i)If ( x p ) and ( y q ) occur in the pde as in
F(x p, y q)  0 Or in F ( z, x p, y q)  0
m n m n

1n
Case (a)
1m
Put x  X and y Y
if m 1 ; n 1
z z X z m
p   (1 m) x
x X x X
z z Y z
q   (1 n) yn
y Y x Y
 z
x p
m
(1  m )  P (1  m )
X
z
y q
n
(1  n )  Q (1  n )
Y
z z
where  P,  Q
X Y

Then F(xm p, ynq)  0 reduces to F(P, Q)  0

Similarly F ( z, x m
p, y q)  0 reduces
n
F ( z, P, Q)  0
to
case(b)
If m 1 or n1
put log x  X , log y  Y
z 1
p   px  P
X x
z 1
q   qy  Q
Y y
k k k k
(ii)If (z p) and (z q) occur in pde as in F(z p, z q)
Or in f1(x, z p)  f2 ( y, z q)
k k
 1k
Case(a) Put z  Z if
k  1

z z Z k `1 Z `1
  z (1 k)  z p  (1 k) P
k

x Z x x
z z Z k `1 Z `1
  z (1 k)  z q  (1 k) Q
k

y Z y y
Z Z
where  P,  Q
x y
Given pde reduces to

F ( P, Q) and f1(x, P)  f2 ( y, Q)
 Case(b) if k   1
log z  Z
z z Z Z 1
  z z p  P
x Z x x
z z Z Z 1
  z z q  Q
y Z y y

Solved Problems
1.Solve p x q y  z
2 4 2 4 2

2 2
 px   qy 
2 2
Solution       1 .......( 1)
 z   z 
   
 m  2, n  2
k  1
1
x X 1 y  Y log z  Z
z z Z X 2 Z 2
p   zx  zx P
x Z X x X
z z Z Y 2 Z 2
q   zy  zy Q
y Z Y y Y
Z Z
where  P,  Q
X Y
 2 2
px qy
  P,  Q
z z
(1)becomes
  P 2
   Q  1
2

P Q 1
2 2

 Z  aX  bY  c
a b
2 2
 1, b  1 a 2

log z  ax 2
 1 a y  c
2 2
2. Solve the pde p  q  z (x  y )
2 2 2 2 2

SOLUTION
2 2
 p q
      ( x  y ).....(1)
2 2

 z  z
k   1 log z  Z
z z Z Z 1
 z z p  P
x Z x x
z z Z Z 1
 z z q  Q
y Z y y
 Eq(1) becomes
P  Q  ( x  y ).....(2)
2 2 2 2

P  x  y Q  a
2 2 2 2 2

2
a 1  x  x 2
log z  sinh    (a  x ) 
2

2 a 2
y (y  a ) a
2 2
1  y 
2
 cosh    b
2 2 a
 Lagrange’s Linear Equation

Def: The linear partial differenfial equation

of first order is called as Lagrange’s linear Equation.

This eq is of the form Pp  Qq  R

Where P, Q and R are functions x,y and z
The general solution of the partial differential
equation Pp  Qq  R is F(u, v)  0

Where F is arbitrary function of u ( x, y, z )  c1

and v( x, y, z)  c2
Here u  c1 and v  c2 are independent solutions
dx dy dz
of the auxilary equations  
P Q R
Solved problems

1.Find the general solution of x 2

p  y 2
q  ( x  y) z
Solution dx dy dz
auxilary equations are 2  2 
x y ( x  y) z
 dx dy
2
 2 Integrating on both sides
x y

u x y 1 1
c
1

dx  dy dz

x y
2 2
( x  y) z
d ( x  y) dz

( x  y )( x  y ) ( x  y ) z
d ( x  y ) dz Integrating on both sides

( x  y) z
 log( x  y )  log z  log c 2
1
v  (x  y)z  c2
The general solution is given by F(u, v)  0
1 1 1
F ( x  y , ( x  y) z )  0
2.solve x (y  z)  y (z  x)q  z (x  y)
2 2 2

solution Auxiliary equations are given by

dx dy dz
 2  2
x ( y  z ) y ( z  x) z ( x  y )
2
 dx dy dz
2
x 2 y 2
  z
( y  z) ( z  x) ( x  y)
dx dy dz
2
 2  2
x y z
( y  z)  ( z  x)  ( x  y)
dx dy dz
2
 2  2 0
x y z
Integrating on both sides
 1 1 1
u     a
x y z
1 1 1
x dx y dy z dz
 
x( y  z) y( z  x) z( x  y)
1 1 1
x dx  y dy  z dz
x( y  z)  y( z  x)  z( x  y)
dx dy dz
   0 Integrating on both sides
x y z
v  xyz  b
 The general solution is given by
1 1 1
F ( x  y  z , xyz)  0

HOMOGENEOUS LINEAR PDE WITH

CONSTANT COEFFICIENTS
Equations in which partial derivatives
occurring are all of same order (with degree
one ) and the coefficients are constants ,such
equations are called homogeneous linear PDE
with constant coefficient
 z n
z n
z n
z n
 a1 n1  a2 n2 2 ........an n  F(x, y)
xn
x y x y y
 
Assume that D  , D  .
x y
th
then n order linear homogeneous equation is
given by
(D  a1D D  a2D D ......... anD )z  F(x, y)
n n1 n2 2 n

or
f ( D, D) z  F ( x, y ).........(1)
The complete solution of equation (1) consists
of two parts ,the complementary function and
particular integral.
The complementary function is complete
solution of equation of f ( D, D) z  0
Rules to find complementary function
Consider the equation
 z
2
 z2
 z 2
 k1  k2 0
x 2
xy y 2

or
 
(D  k1DD  k2 D ) z  0.............(2)
2 2
The auxiliary equation for (A.E) is given by

 
D  k1DD  k2 D  0
2 2

And by givingD  m, D   1
becomes m  k1m  k 2  0....(3)
2
The A.E

Case 1
If the equation(3) has two distinct roots m1,m2
The complete solution of (2) is given by

z  f1( y  m1x)  f2 ( y  m2x)

Case 2
If the equation(3) has two equal roots i.e m1  m2
The complete solution of (2) is given by
z  f 1 ( y  m 1 x )  xf 2 ( y  m 1 x )
Rules to find the particular Integral
Consider the equation

( D  k1 DD  k 2 D ) z  F ( x, y )
2 2

f ( D, D) z  F ( x, y)
 F ( x, y )
Particular Integral (P.I) 
f ( D, D)
ax  by
Case 1 If F ( x , y )  e
1 axby
then P.I= e
f ( D, D)
1 axby
 e , f (a, b)  0
f (a, b)
a
If f (a, b)  0 and ( D  D ) is
b
factor of f ( D, D) then
 ax  by
P.I  xe
a
If f (a, b)  0 and ( D  D ) 2 is
factor of f ( D , D ) b
2
x ax  by
then P.I  e
2
Case 2

F ( x , y )  sin( mx  ny ) or cos( mx  ny )
sin(mx  ny) sin(mx  ny)
P.I  
f ( D , DD, D ) f (m ,mn,n )
2 2 2 2
Case 3 F ( x, y )  x y
m n

1
x y   f ( D , D )  x y n
1 m
P.I  m n

f ( D , D )

Expand  f ( D , D  )   1 in ascending powers of

D or D  m n
and operating on x y term by term.

Case 4 when F ( x, y ) is any function of x

and y. 1
P.I= F ( x, y )
f ( D , D )
1
F ( x , y )   F ( x , c  mx ) dx
D  mD
 Here ( D  m D ) is factor of f ( D , D )

Where ‘c’ is replaced by ( y  mx) after integration

Solved problems
1.Find the solution of pde
( D  D  3DD  3D D) z  0
3
 3
 2 2

Solution
The Auxiliary equation is given by
 Solution
The Auxiliary equation is given by
m 3  1  3m  3 m 2  0
D  m, D  1
By taking

 m  1,1,1 .
Complete solution  f1(y  x)  xf2(y  x)  x f3(y  x)
2

2. Solve the pde (D3  4D2D  5DD)z  0

Solution
The Auxiliary equation is given by
 m  4m  5m  0
3 2

 m  0 ,1,  5
z  f1 ( y )  f 2 ( y  x )  f 3 ( y  5 x )
3. Solve the pde (D2  D2 )z  0

Solution
the A.E is given by m 1  0
2

m  i
 z  f1( y  ix)  f2 ( y  ix)
4. Find the solution of pde

(D  3DD  4D ) z  e
2 2 2 x4 y

Solution
Complete solution =
Complementary Function + Particular Integral

The A.E is given by m  3m  4  0

2

m   4 ,1
C.F  1( y  x) 2 ( y  4x)
 2 x4 y 2 x4 y
e e
P.I  2 
D  3DD  4 D  2
 36

Complete solution

 C.F  P.I
2x4 y
e
 1( y  x) 2 ( y  4x) 
36
5.Solve (D 3DD  2D )z  e
3 3 2x y x y
e

Solution
A.E  m  3m  2
3

 m  1,1,2.
C.F  1 ( y  x)  x2 ( y  x)  3 ( y  2 x)
2x y 2x y
e e
P.I1  3 
D 3DD  2D (D  D) (D  2D)
2 3 2 2
 2 x y 2 x y
e xe
P.I1  
(D  D) (D  2D)
2
9
x y x y
e e
P.I2  3 
D  3DD  2D (D  D) (D  2D)
2 3 2 2

2
x x y
P.I2  e
6

z  C.F  P.I1  P.I 2

 2xy 2
xe x xy
z 1(y  x)  x2(y  x) 3(y 2x)   e
9 6
6.Solve ( D 2  D D ) z  cos x cos 2 y

Solution
1
( D  DD ) z   cos( x  2 y )  cos( x  2 y ) 
2

2
A.E  m  m  0
2

m  0,1
C .F  1 ( y  x )  2 ( y )
 cos(x  2y) cos(x  2y)
P.I1  2   cos(x  2y)
(D  DD) ((1)  (2))
cos(x  2 y) cos(x  2 y) cos(x  2 y)
P.I 2  2  
(D  DD) ((1)  (2)) 3
1
z  1 ( y  x)  2 ( y  x)  cos(x  2 y)  cos(x  2 y)
3

7.Solve
2
 
(D  DD  6D )z  x y
2 2 2

Solution A.E  m 2  m  6  0
m  2,3.
 C.F  1( y  2x) 2 ( y  3x)
2 2
x y
P.I  2
D  DD  6D 2

1
1   D D 2
 2 2
 2 1    6 2  x y
D  D D 
  D D   D
2 2 2
D  2 2
 D 1    6 2     6 2   x y
2

  D D  D D  

   D D 2  D 2  2 2
 1    
2
 D  6 2  2 
x y
  D D  D 
 2 2  2x2y 2x2  2x2 
 x y    
2
 D  6 2  2 
  D D  D 
 2  2x3y 2x 4
 2x 4

 D 2
x y
2
   6   
  3 12  12 
2  2 2x3y 2x 4

 D x y
2
  8 
 3 12 
 x4y 2
2x5y 2x6 
    
 12 60 90 
7.Solve ( D 2  5DD  6 D2 ) z  y sin x

Solution

A.E is m  5m  6  0
2

m  3, m  2 .
C.F  1 ( y  3x)  2 ( y  2 x)
P.I 
y sin x
D  5 DD   6 D 
2 2

y sin x
( D  3D)( D  2 D)
1  y sin x 

( D  3D)  ( D  2 D) 
1
( D  3D) 
 (a  2 x) sin xdx

1
   a cos x  2( x cos x  sin x)
( D  3D)
1
  2 x cos x  2 sin x  ( y  2 x) cos x
( D  3D)
 y sin x y sin x
P .I  2 
D  5DD  6 D 2
( D  3 D )( D  2 D )
1  y sin x 
  
 
( D  3D )  ( D  2 D ) 
1
here

( D  3 D )  ( a  2 x ) sin xdx
a  y  2x
1
   a cos x  2 (  x cos x  sin x ) 
( D  3 D )
1
  2 x cos x  2 sin x  ( y  2 x ) cos x 
( D  3 D )
 1
   y cosx  2sin x
(D  3D)
here
  ((b  3x) cosx  2 sin x)dx
b  y  3x 
 b sin x  2 cosx  3(x sin x  cosx)
 ( y  3x) sin x  2 cosx  3( x sin x  cosx)
 5cosx  y sin x
 Non Homogeneous Linear PDES

If in the equation f (D, D) z  F ( x, y)............(1)

the polynomial expression f (D, D) is not
homogeneous, then (1) is a non- homogeneous
linear partial differential equation

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

Complete Solution
= Complementary Function + Particular Integral

To find C.F., factorize f (D, D)

into factors of the form ( D  mD   c )
If the non homogeneous equation is of the form

( D  m1D  c1 )(D  m2 D  c2 ) z  F ( x, y)
C.F  e  ( y  m1 x)  e  ( y  m2 x)
c1x c2 x

1.Solve ( D  DD   D ) z  x
2 2

Solution
f (D, D )  D  DD  D  D(D  D  1)
 2

C . F  e  x 1 ( y  x )   2 ( y )
 1
x 2
1  (D 1)  2
P.I  2  2 1  x

D  DD  D D  D 
1  2  (D 1)  2  (D 1)  2 
2

 2 x    x    x  ......

D   D   D  
1  2 x x  x
3 4
x 4
x 5 6
 2 x        
D  3 12  3.4 3.4.5 12.5.6 
2.Solve ( D  D   1)( D  2 D   3) z  4

Solution
4
z  e 1 ( y  x )  e 1 ( y  2 x ) 
x 3x