Mechanical Engineering Semester - II
MA142 COMPLEX VARIABLES AND TRANSFORMS
Unit-V
Notes-05
06.07.2021
PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER
INTRODUCTION: An equation is said to be of order two, if it involves at least one
of the differential coefficients r = (𝜕2z / 𝜕2x), s = (𝜕2z / 𝜕x 𝜕y), t =(𝜕2z / 𝜕2y), but
now of higher order; the quantities p and q may also enter into the equation. Thus the
general form of a second order Partial differential equation is
𝑓( 𝑥, 𝑦, 𝑧, 𝑝, 𝑞, 𝑟, 𝑠, 𝑡) = 0 ...(1)
The most general linear partial differential equation of order two in two independent
variables x and y with variable coefficients is of the form
𝑅𝑟 + 𝑆𝑠 + 𝑇𝑡 + 𝑃𝑝 + 𝑄𝑞 + 𝑍𝑧 = 𝐹 . . . (2)
where 𝑅, 𝑆, 𝑇, 𝑃, 𝑄, 𝑍, 𝐹 are functions of 𝑥 and 𝑦 only and not all 𝑅, 𝑆, 𝑇 are zero.
Ex.1: Solve 𝑟 = 6𝑥.
𝜕2𝑧
Sol. The given equation can be written as 𝜕𝑥 2 = 6𝑥 ...(1)
𝜕𝑧
Integrating (1) w. r. t. 𝑥 𝜕𝑥 = 3𝑥 2 + ∅1 (𝑦) ...(2)
where ∅1 (𝑦) is an arbitrary function of 𝑦.
Integrating (2) w. r. t. we get
𝑥 𝑧 = 𝑥 3 + 𝑥 ∅1 (𝑦) + ∅2 (𝑦)
where ∅2(y) is an arbitrary function of y.
Ex.2. 𝑎𝑟 = 𝑥𝑦
𝜕2𝑧 1
Sol: Given equation can be written as 𝜕𝑥 2 = 𝑎 𝑥𝑦 ...(1)
Integrating (1) w. r. t., 𝑥, we get
𝜕𝑧 𝑦 𝑥2
= + ∅1(y) ...(2)
𝜕𝑥 𝑎 2
where ∅1(y) is an arbitrary function of y
Integrating (2) w. r. t., x,
𝑦 3
z= + x ∅1(y) + ∅2(y)
𝑎 6
1
𝑦
or z = 2𝑎 + x ∅1(y) + ∅2(y)
where ∅2(y) is an arbitrary function of y.
Ex.3: Solve r = 2y2
Sol: Try yourself.
Ex. 4. Solve 𝑡 = sin(𝑥𝑦)
𝜕2𝑧
Sol. Given equation can be written as 𝜕𝑦 2 = sin(𝑥𝑦)...(1)
Integrating (1) w. r. t., y
𝜕𝑧 1
=− cos(𝑥𝑦) + ∅1 (𝑥) . . . (2)
𝜕𝑦 𝑥
Integrating (2) w. r. t., y
1
𝑧 = − sin 𝑥𝑦 + 𝑦 ∅1 𝑥 + ∅2 𝑥
𝑥2
which is the required solution, ∅1, ∅2 being arbitrary functions.
Exercises:𝑥𝑦𝑠 = 1
𝜕2𝑧
Sol: We know that 𝑠 = 𝜕𝑥𝜕𝑦
𝜕2𝑧
Therefore 𝑥𝑦 𝜕𝑥𝜕𝑦 = 1
𝜕2𝑧 1
or = 𝑥𝑦
𝜕𝑥𝜕𝑦
Integrating w.r.t., y we have
𝜕𝑧 1
= log 𝑦 + 𝑓 𝑥
𝜕𝑥 𝑥
Again integrating w.r.t., x we get
𝑧 = log 𝑥 log 𝑦 + 𝑓 𝑥 𝑑𝑥 + 𝐹 𝑦
0r 𝑧 = log 𝑥 log 𝑦 + 𝑔 𝑥 + 𝐹 𝑦
2
Exercises:2𝑥 + 2𝑦 = 𝑠
Sol: The given equation can be written as
𝜕2𝑧
= 2𝑥 + 2𝑦
𝜕𝑥𝜕𝑦
Integrating w.r.t., 𝑦, we have
𝜕𝑧
= 𝑦 2 + 2𝑥𝑦 + 𝑓 𝑥
𝜕𝑥
Integrating w.r.t., 𝑥, we have
𝑧 = 𝑦2𝑥 + 𝑥2 𝑦 + 𝑓 𝑥 𝑑𝑥 + 𝐹 𝑦
∴ 𝑧 = 𝑦2𝑥 + 𝑥2𝑦 + 𝑔 𝑥 + 𝐹 𝑦
Exercises:𝑥𝑟 + 𝑝 = 9𝑥 2 𝑦 3
Sol: The given equation can be written as
𝜕2𝑧
𝑥 + 𝑝 = 9𝑥 2 𝑦 3
𝜕𝑥 2
𝜕𝑝
⇒𝑥 + 𝑝 = 9𝑥 2 𝑦 3
𝜕𝑥
𝜕𝑝 𝑝
⇒ 𝜕𝑥 + 𝑥 = 9𝑥𝑦 3 … (1)
which is linear first order differential equation in 𝑝
∴ I. F. is 𝑒 log 𝑥 = 𝑥
Multiplying (1) by 𝑥 we get
𝜕𝑝 𝑝
𝑥 + = 9𝑥 2 𝑦 3
𝜕𝑥 𝑥
⇒ 𝑝𝑥 = 9 𝑥 2 𝑦 3 𝑑𝑥
𝑥3𝑦3
⇒ 𝑝𝑥 = 9 +𝑓 𝑦
3
⇒ 𝑝𝑥 = 3𝑥 3 𝑦 3 + 𝑓 𝑦
3𝑥 3 𝑦 3 + 𝑓 𝑦
⇒𝑝=
𝑥
𝜕𝑧 𝑓 𝑦
⇒ = 3𝑥 2 𝑦 3 +
𝜕𝑥 𝑥
Integrating with respect to 𝑥 we get
𝑧 = 𝑥 3 𝑦 3 + 𝑓 𝑦 log 𝑥 + 𝐹 𝑦
Exercises:𝑦𝑡 − 𝑞 = 𝑥𝑦
Sol: Please try yourself.
Exercises:𝑡 − 𝑥𝑞 = 𝑥 2
Sol: Please try yourself.
Exercises:𝑟 = 2𝑦 2
Sol: The given equation can be written as
𝜕2𝑧
= 2𝑦 2
𝜕𝑥 2
𝜕𝑝
⇒ = 2𝑥 2
𝜕𝑥
Integrating with respect to 𝑥 we get
𝑝 = 2𝑦 2 𝑥 + 𝑓 𝑦
𝜕𝑧
⇒ = 2𝑦 2 𝑥 + 𝑓 𝑦
𝜕𝑥
Integrating we get
𝑧 = 𝑦2𝑥2 + 𝑓 𝑦 𝑑𝑥 + 𝐹 𝑦
⇒ 𝑧 = 𝑦 2 𝑥 2 + 𝑥𝑓 𝑦 + 𝐹 𝑦
Exercises:𝑡 = sin 𝑥𝑦
Sol: Please try yourself.
Exercises:log 𝑠 = 𝑥 + 𝑦
Sol: The given equation can be written as
𝜕𝑞
log =𝑥+𝑦
𝜕𝑥
𝜕𝑞
⇒ = 𝑒 𝑥+𝑦
𝜕𝑥
𝜕𝑞
⇒ = 𝑒 𝑥 𝑒𝑦
𝜕𝑥
Integrating w.r.t. 𝑥 we get
𝑞 = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦
𝜕𝑧
⇒ = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦
𝜕𝑦
Integrating w.r.t., 𝑦, we get
𝑧 = 𝑒 𝑥 𝑒𝑦 + 𝑓 𝑦 𝑑𝑦 + 𝐹 𝑥
or 𝑧 = 𝑒 𝑥 𝑒𝑦 + 𝑔 𝑦 + 𝐹 𝑥
𝑥
Exercises:𝑠 − 𝑡 = 𝑦 2
Sol: Please try yourself.
Exercises:𝑡 + 𝑠 + 𝑞 = 0
Sol: The given equation can be written as
𝜕𝑞 𝜕𝑝 𝜕𝑧
+ + =0
𝜕𝑦 𝜕𝑦 𝜕𝑦
Integrating with respect to 𝑦, we get
𝑞+𝑝+𝑧 =𝑓 𝑥
⇒𝑝+𝑞 = 𝑓 𝑥 −𝑧
It is of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅
Its auxiliary system is
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =𝑓 …(1)
1 1 𝑥 −𝑧
From first two fractions of (1) we get
𝑑𝑥 = 𝑑𝑦
⇒ 𝑥−𝑦 =𝑎
From first and third fractions of (1) we get
𝑑𝑥 𝑑𝑧
=
1 𝑓 𝑥 −𝑧
⇒ 𝑓 𝑥 − 𝑧 𝑑𝑥 = 𝑑𝑧
𝑑𝑧
⇒ =𝑓 𝑥 −𝑧
𝑑𝑥
𝑑𝑧
⇒ −𝑧 =𝑓 𝑥
𝑑𝑥
It is first order linear differential equation in 𝑧
𝑑𝑥
Its integrating factor is 𝑒 = 𝑒𝑥
Therefore 𝑧𝑒 𝑥 = 𝑓 𝑥 𝑒 𝑥 𝑑𝑥
⇒ 𝑧𝑒 𝑥 = 𝑓 𝑥 𝑒 𝑥 𝑑𝑥 + 𝑓 𝑦
Exercise:𝑡 + 𝑠 + 𝑞 = 1
Sol: Please try yourself.
Exercise: Find the surface passing through the parabolas,
𝑦 2 = 4𝑎𝑥, 𝑧=0
and 𝑦 2 = −4𝑎𝑥, 𝑧=1
and satisfying the equation 𝑥𝑟 + 2𝑝 = 0.
Sol: The given second order partial differential equation is
𝑥𝑟 + 2𝑝 = 0
𝜕𝑝 2
⇒ 𝜕𝑥 + 𝑥 𝑝 = 0 … (1)
It is first order linear differential equation in 𝑝.
2 2
𝑑𝑥
Its integrating factor is 𝑒 𝑥 = 𝑒 2 log 𝑥 = 𝑒 log 𝑥 = 𝑥 2
From (1) we get
𝑥2 𝑝 = 0 𝑑𝑥
⇒ 𝑥2 𝑝 = 0 𝑑𝑥 + 𝑓(𝑦)
𝑓(𝑦)
⇒𝑝=
𝑥2
Integrating w. r. t. 𝑥 we have
1
𝑧 = −𝑥𝑓 𝑦 +𝐹 𝑦 … (2)
𝑦2
Using the given condition 𝑧 = 0, 𝑥 = 4𝑎 , in equation (2), we have
4𝑎
0=− 𝑓 𝑦 +𝐹 𝑦
𝑦2
4𝑎𝑓 𝑦
or 𝐹 𝑦 = … (3)
𝑦2
−𝑦 2
Also for 𝑧 = 1, and 𝑥 = , we have from (2) we have
4𝑎
4𝑎
1= 𝑓 𝑦 +𝐹 𝑦
𝑦2
Using (3) we get
4𝑎𝑓 𝑦 4𝑎𝑓 𝑦
or 1= +
𝑦2 𝑦2
8𝑎𝑓 𝑦
⇒1=
𝑦2
𝑦2
⇒𝑓 𝑦 =
8𝑎
Substituting 𝑓 𝑦 , in (3)
4𝑎 𝑦 2
𝐹 𝑦 = 2
𝑦 8𝑎
1
⇒𝐹 𝑦 =
2
Therefore from (1) we get
−𝑦 2 1
𝑧= +
8𝑎𝑥 2
Which is the required surface passing through the parabolas.
Exercise: Find the surface satisfying 𝑡 = 6𝑥 3 𝑦 containing the two lines
𝑦 = 0 = 𝑧and 𝑦=1=𝑧
Sol: The given 2nd order PDE is
𝑡 = 6𝑥 3 𝑦
𝜕𝑞
⇒ = 6𝑥 3 𝑦
𝜕𝑦
Integrating w. r. t., 𝑦, we have
6𝑥 3 𝑦 2
𝑞= +𝑓 𝑥
2
𝜕𝑧
⇒ = 3𝑥 3 𝑦 2 + 𝑓 𝑥
𝜕𝑦
Integrating w. r. t., 𝑦,
3𝑥 3 𝑦 3
𝑧= + 𝑦𝑓 𝑥 + 𝐹 𝑥
3
⇒ 𝑧 = 𝑥 3 𝑦 3 + 𝑦𝑓 𝑥 + 𝐹 𝑥 …(1)
Using given conditions 𝑦 = 0 = 𝑧, in (1), we have
0=0+0+𝐹 𝑥
⇒𝐹 𝑥 =0 … (2)
Also using 𝑦 = 1 = 𝑧 in equation (1) we get,
1 = 𝑥3 + 𝑓 𝑥 + 𝐹 𝑥
Using (2), we get 1 = 𝑥3 + 𝑓 𝑥 + 0
𝑓 𝑥 = 1 − 𝑥3 …(3)
Using (2) and (3) in (1) we get
𝑧 = 𝑥3 𝑦3 + 𝑦 1 − 𝑥3
Which is the required surface containing the two lines.
Exercise: Find the surface satisfying 𝑟 + 𝑠 = 0, and touching the elliptic paraboloid
𝑧 = 4𝑥 2 + 𝑦 2 along the surface of plane 𝑦 = 2𝑥 + 1.
𝜕𝑝 𝜕𝑞
Sol: From the given equation we have 𝜕𝑥 + 𝜕𝑥 = 0.
Integrating with respect to 𝑥, we have
𝑝+𝑞 =𝑓 𝑦
Now, the auxiliary system is
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =𝑓 …(1)
1 1 𝑦
Taking first two fractions we get
𝑑𝑥 𝑑𝑦
=
1 1
Integrating we get
𝑥 =𝑦+𝑎
⇒ 𝑥−𝑦 =𝑎 …(2)
Also from 2nd and 3rd fractions of (1), we get
𝑑𝑦 𝑑𝑧
=
1 𝑓 𝑦
⇒ 𝑑𝑧 = 𝑓 𝑦 𝑑𝑦
⇒𝑧 =𝜑 𝑦 +𝑏
or 𝑧 =𝜑 𝑦 +𝐹 𝑎
⇒𝑧 =𝜑 𝑦 +𝐹 𝑥−𝑦 … (3)
From (3), we get
𝜕𝑧
𝑝 = 𝜕𝑥 = 𝐹 ′ 𝑥 − 𝑦 …(4)
𝜕𝑧
q= 𝜕𝑦 = 𝜑 ′ 𝑦 − 𝐹 ′ 𝑥 − 𝑦 … (5)
Since 𝑧 = 4𝑥 2 + 𝑦 2
𝜕𝑧
∴ 𝑝 = 𝜕𝑥 = 8𝑥 …(6)
𝜕𝑧
& q= 𝜕𝑦 = 2𝑦 …(7)
From (4) and (6)
𝐹 ′ 𝑥 − 𝑦 = 8𝑥 … (8)
From (5) and (7)
𝜑 ′ 𝑦 − 𝐹 ′ 𝑥 − 𝑦 = 2𝑦 … (9)
Adding (8) and (9) we get
𝜑 ′ 𝑦 = 8𝑥 + 2𝑦
8
= 𝑦 − 1 + 2𝑦
2
= 6𝑦 − 4
Integrating w. r. t., 𝑦, we get
𝜑 𝑦 = 3𝑦 2 − 4𝑦 + 𝑏 … (10)
Also, from (8)
−𝐹 ′ 𝑥 − 𝑦 = 8𝑥 = −8 𝑦 − 𝑥 − 1 = 8 𝑥 − 𝑦 + 1
Integrating w. r. t., 𝑥 − 𝑦 we get
2
−𝐹 𝑥 − 𝑦 = 4 𝑥 − 𝑦 +8 𝑥−𝑦 +𝑐 … (11)
Substituting (10) and (11) in (3) we get
𝑧 = 3𝑦 2 − 4𝑦 + 𝑏 − 4 𝑥 − 𝑦 2
−8 𝑥−𝑦 +𝑐
= −4𝑥 2 − 𝑦 2 + 4𝑦 − 8𝑥 + 8𝑥𝑦 + 𝑑
From the given condition,
4𝑥 2 + 2𝑥 + 1 2
= −4𝑥 2 − 2𝑥 + 1 2
+ 4 2𝑥 + 1 − 8𝑥 + 8𝑥 2𝑥 + 1 + 𝑑
⇒ 8𝑥 2 + 2 2𝑥 + 1 2
= 4 2𝑥 + 1 − 8𝑥 + 8𝑥 2𝑥 + 1 + 𝑑
⇒ 8𝑥 2 + 8𝑥 2 + 2 + 8𝑥 = 8𝑥 + 4 − 8𝑥 + 16𝑥 2 + 8𝑥 + 𝑑
⇒ 𝑑 = −2
Therefore 𝑧 = −4𝑥 2 − 𝑦 2 + 4𝑦 − 8𝑥 + 8𝑥𝑦 − 2
which is required surface.
Exercise: Show that the surface satisfying 𝑟 = 6𝑥 + 2 and touching 𝑧 = 𝑥 3 + 𝑦 3
along its section by the plane 𝑥 + 𝑦 + 1 = 0 is 𝑧 = 𝑥 3 + 𝑦 3 + 𝑥 + 𝑦 + 1 2 .
Sol: Try yourself.
𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧
𝐴𝑛 𝜕𝑥 𝑛
, ,
𝐷 𝑜𝑟 𝐷𝑥 and 𝐷 𝑦
𝜕𝑥 𝜕𝑦
𝐴𝑛 𝐷𝑛 𝑧
𝐴𝑛 𝐷𝑛 + 𝐴𝑛 𝑛−1
𝐷′ 1 𝑧
𝜕𝑧
𝐷𝑧 = 𝜕𝑥
𝜕
𝐷2 𝑧 𝜕𝑥 2
