Lecture 1: Partial Differential Equations (PDE’s)

Introduction:
Definition: A PDE is an equation containing partial derivatives of an
unknown function u of two or more independent variables in the form
u ( x, y, z ,...) .

The PDEs are used in many engineering fields, such as Wave equation
(waves motion, sound waves, light waves, vibrating string waves, etc), Heat
equation, Laplace equation, Fluid mechanics and Electrodynamics and
many more.
Notations: From now on, we will use the following notations for simplicity:
z z 2z
If z  z ( x, y ) , then  Dx z  z x  p ,  Dy z  z y  q ,  D x2 z  z xx  r
x y x 2

2z 2z 2z

 D y2 z  z yy  t ,  Dxy z  z xy  z yx  s   D yx z
y 2
xy yx

* classification of PDEs: We can classify PDE according to the following

1- Order: It is the highest partial derivative occurs in the PDE.
2- Degree: It is the power of the highest derivative present in the PDE.
3- Linearity: a PDE is linear if the dependent variable and all its partial
derivatives are of degree one and no product of dependent variable and
derivatives occurs.
4- Homogeneity: An n th order PDE is called homogeneous if the order of
all the partial derivatives appears in the PDE are all equal. Otherwise, it is
non-homogeneous. The general form of a H.PDE of order n is
n z nz nz n z
an  a n 1  a n2    a  f ( x, y ) .
x n x n 1y x n  2 y 2 y n
0

Ex : Classify the following PDE’s

1- u x  u y  x . 1st order, 1st degree, linear and homogeneous.

2- x r  e y q  u  0 . 2 nd order, 1st degree, linear and non-homogeneous.

3- uu x  x(u yx ) 4  u  x 3 . 2 nd order, 4th degree nonlinear and non-homogeneous.
4- u xxy  u yyy  u 2 xy . 3 rd order, 1st degree, non-linear and homogeneous.

5- x 2 zp  y 2 q  xz . 1st order, 1st degree, non-linear and homogeneous.

6- yuxxy  xuxyy  xy . 3 rd order, 1st degree, linear and homogeneous
1
Ex : Verify that u( x, t )  e  kt sin x is a solution of the equation u xx  u t .
k

Sol: What we want to show is to see if the given function satisfies the given
PDE. So we have to find u xx and u t and then substitute them in the given
PDE, as u x  e kt cos x  u xx  e kt sin x , also ut  kekt sin x , now substitute
into the given PDE we have:  e kt sin x 
1
k
 
 ke  kt sin x  e  kt sin x , this

means that the given function is a solution of the given PDE.

Formation of PDE by Elimination of Arbitrary constants and Functions
Ex: Find the PDE by elimination of arbitrary constants for the following
general solutions:
1- z  ax  by  a 2  b 2
Sol: Note that if we have two arbitrary constants, then in order to get the
values of these constants we have to differentiate partially once with respect
to x and y . But if there are 3 arbitrary constants then we have to
differentiate partially twice with respect to x and y . Thus, z x  a and
z y  b , now substitute into the given general solution, we have
z  xz x  yz y   z x   z y   xp  yq  p 2  q 2 .
2 2

2- z  ax 2  by 2
zx z
Sol: z x  2ax  a  and z y  2bx  b  y , then substitute into the g.s.
2x 2y
z   zy  1 1
z   x  x 2    y 2  xz x  yz y  2 z  xz x  yz y .
 2x   2y  2 2
 x2 y2 z2
3-    1.
a2 b2 c2

2 x 2 zz x
Sol: 2
 2  0  c 2 x  a 2 zz x  0........( 1) and
a c
2 y 2 zz y
 2  0  c 2 y  b 2 zz y  0........( 2)
b2 c

Now, we differentiate (1) with respect to x and (2) with respect to y to get

c 2  a 2 zz xx  a 2 z x   0.......( 3) and c 2  b 2 zz yy  b 2 z y   0.........( 4) . Then

2 2

 a 2 zz x  b 2 zz y
c 
2
and c  2
. We substitute into equations (3) and (4)
x y
respectively, to have  zz x  xzzxx  xz x 2  0 and  zz y  yzz yy  y z y 2  0 .

Ex : Find the PDE by elimination of arbitrary functions for the following

general solutions
1- z  y 2 F ( x)  3x  4 y
Sol: We differentiate z with respect to y , we have

z y  2 yF ( x)  4  F ( x) 
1
z y  4. Substitute into the given g.s. to get
2y

z  y2
1
z y  4  3x  4 y  y z y  4  3x  4 y  2 z  yz y  4 y  6 x
2y 2

2- z  F ( x  y )
Sol: z x  F ' ( x  y), z y  F ' ( x  y)  z x  z y  p  q  0.

3- z  F ( x)  e y G( x)
Sol: z y  e y G( x)  z yy  e y G( x)  z y  z yy  q  q y  0

4- z  yF ( x)  xG( y )
Sol: z x  yF' ( x)  G( y).....(1), z y  F ( x)  xG' ( y)........( 2) . We want to find

A relation between equations (1) and (2). But from equations (1) and (2) we
z x  G( y) z y  F ( x)
have: F ' ( x)  , G ' ( x)  . Now we find
y x
 z x  G ( y ) z y  F ( x)
z xy  F ' ( x)  G' ( y )    xyzxy  xz x  xG( y )  yz y  yF ( x)
y x
 xyzxy  xzx  yz y   yF( x)  xG( y)  xzx  yz y  z .

5- u  F ( x  ct )  G ( x  ct )
Sol: u x  F ' ( x  ct )  G' ( x  ct ), ut  cF ' ( x  ct )  cG ' ( x  ct ) and
u xx  F ' ' ( x  ct )  G ' ' ( x  ct )
utt  c 2 F ' ' ( x  ct )  c 2G' ' ( x  ct )  c 2 F ' ' ( x  ct )  G' ' ( x  ct )  c 2u xx .

6- y  zF ( x  y )
Sol: We differentiate with respect to x and y to have
0  zF ' ( x  y )  z x F ( x  y ).....(1), 1  zF ' ( x  y)  z y F ( x  y).....( 2) . Subtract
equation (1) from (2) to get
 y
 1  ( z x  z y ) F ( x  y )  ( z x  z y )   z  (zx  z y ) y .
 z

f u f v f u f v
* If f (u ( x, y ), v( x, y ))  0 , then  0  ....(1)
u x v x u x v x
f u f v f u f v
and  0   (2) . Then to eliminate the arbitrary
u y v y u y v y
u x vx
function from (1) and (2) we divide (1) by (2), we have  . Then by
uy vy
this way we get the PDE.
1
7- Q( x 2  y 2 , y 2  z 2 )  0 , where z  z ( x, y )
2

Sol: To find the PDE that has this type of g.s. we do the following, let
1 2
u  x2  y2 ,v  y2  z . Therefore, u x  2 x , v x  zz x , u y  2 y , v y  2 y  zz y .
2

 2 x2 y  zz y   2 yzzx  0  4 xy  2 xzq  2 yzp  0 .

2x zz x

2 y 2 y  zz y
 z y
8- M ( , )0
x3 x

z y x 3 z x  3zx 2 y
Sol: Let u  3 , v  , then u x  6
 x 3 z x  3zx 4 , v x  2 and
x x x x
1 xz x  3 z  y
u y  x 3 z y , v y  . Then   xz x  yz y  3 z  0 .
x xz y x

Exercise (1): 1- z  xF   2- z  ( x  y ) F ( xy)

y
3- M ( x 2  y 2 , y 2  z 2 )  0
x

4- N ( xyz, x  y  z )  0 5- N ( xyz, x 2  y 2  z 2 )  0 , 6- z ( x, t )  ce  at sin(ax) .

Answers: 1- z  xzx  yz y 2- ( x  y) z  ( x  y)(xzx  yz y ) 3- xy  xzz y  yzz x

4- (1  z y )(xyzx  yz)  (1  z x )(xz y  xz) 5- the same as exercise 4

6- z xx  azt
Prof. Jafar Al-Omari