PARTIAL DIFFERENTIAL

EQUATIONS (PDE’s)
MUHAMMAD USMAN HAMID

The course provides a foundation to solve PDE’s with

special emphasis on wave, heat and Laplace equations,
formulation and some theory of these equations are
also intended.
RECOMMENDED BOOK:
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Linear Partial Differential Equations for Scientists and

Engineers by Tyn Myint - U Lokenath Debnath

DEDICATION
To

My

Dear Teacher

Syed Hasnaat Raza (IT Instructor)

According’s

“EVERYONE CAN DO EVERYTHING BUT THE ONLY DIFFERENCE IS

OF SPEED AND QUALITY” INTRODUCTION
Basic Concepts and Definitions, Superposition Principle, Exercises

FIRST-ORDER QUASI-LINEAR EQUATIONS AND METHOD OF

CHARACTERISTICS
Classification of first-order equations, Construction of a First-Order Equation,
Method of Characteristics and General Solutions, Canonical Forms of First-
Order Linear Equations, Method of Separation of Variables, Exercises

MATHEMATICAL MODELS
Heat Equations and consequences, Wave Equations and consequences.

CLASSIFICATION OF SECOND-ORDER LINEAR EQUATIONS

Second-Order Equations in Two Independent Variables, Canonical Forms,

PROF. MUHAMMAD USMAN HAMID (0323-6032785)

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Equations with Constant Coefficients, General Solutions, Summary and Further

Simplification, Exercises

FOURIER SERIES, FOURIER TRANSFORMATION AND INTEGRALS

WITH APPLICATIONS
Introduction, Fourier Transform, Properties of Fourier Transform , Convolution
theorem, Fourier Sine and Fourier Cosine, Exercises, Fourier Series and its
complex form

LAPLACE TRANSFORMS
Properties of Laplace Transforms, Convolution Theorem of the Laplace
Transform, Laplace Transforms of the Heaviside and Dirac Delta Functions,
Hankel Transforms, Properties of Hankel Transforms and Applications,
Few results about finite fourier transforms.
Exercises

BASIC CONCEPTS AND DEFINITIONS

DIFFERENCE EQUATION
An equation involving differences (derivatives) is called difference
equation.
DIFFERENTIAL EQUATION
An equation that relate a function to its derivative in such a way that
the function itself can be determined.
OR an equation containing the derivatives of one dependent variable
with respect to one or more independent variables is said to be a
differential equation.

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It has two types:

i. Ordinary differential equation (ODE)
ii. Partial differential equation (PDE)

ORDINARY DIFFERENTIAL EQUATION

A differential equation that contains only one independent variable is
called ODE. EXAMPLES:

And in general

PARTIAL DIFFERENTIAL EQUATION

A differential equation that contains, in addition to the dependent
variable
and the independent variables, one or more partial derivatives of the
dependent variable is called a partial differential equation. In
general, it may be written in the form

involving several independent variables x,y, an unknown function „u’

of these variables, and the partial derivatives , of
the function. Subscripts on dependent variables denote
differentiations, e.g.,

SOLUTION OF PARTIAL DIFFERENTIAL EQUATION

If a functions satisfy equation PDE
then it is called solutions of PDE.

EXAMPLES:

are partial differential equations. In general

The functions u(x, y) = (x + y)3 and u(x, y) = sin(x − y) , are solutions of the last
equation of above and we can easily be verified.

PROF. MUHAMMAD USMAN HAMID (0323-6032785)

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THE ORDER OF A PARTIAL DIFFERENTIAL EQUATION

The order of a partial differential equation is the power of the highest ordered
partial derivative appearing in the equation.
For example uxx +2xuxy + uyy = ey is a second-order partial differential equation,
And uxxy + xuyy +8u = 7y is a third-order partial differential equation.
THE DEGREE OF A PARTIAL DIFFERENTIAL EQUATION
The degree of PDE is the highest power of variable appear in PDE.
For example ux +uy = u + xy is of degree one.
And (uxx )2 = (1+uy )1/2 is of degree two.

LINEAR PARTIAL DIFFERENTIAL EQUATION

A partial differential equation is said to be linear if it is linear in the unknown
function (dependent variable) and all its derivatives with coefficients
depending only on the independent variables. For example, the equation
yuxx +2xyuyy + u = 1 is a second-order linear partial differential equation

QUASI LINEAR PARTIAL DIFFERENTIAL EQUATION

A partial differential equation is said to be quasi-linear if it is linear in
the highest-ordered derivative of the unknown function. For
example, the equation uxuxx + xuuy = siny is a second-
order quasi-linear partial differential equation.

NON LINEAR PARTIAL DIFFERENTIAL EQUATION

A partial differential equation is said to be nonlinear if the unknown function
(dependent variable) and all its derivatives with coefficients depending only on
the independent variables do not occur linearly.
For example, the equation uxx +uuy = 1 is nonlinear partial differential
equation

HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATION

A partial differential equation is said to be homogeneous if it always possess the
trivial solution i.e. u = 0.
For example, the equation uxx +uyy = 0 is a Homogeneous partial differential
equation

PROF. MUHAMMAD USMAN HAMID (0323-6032785)

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NON HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATION

A partial differential equation is said to be nonhomogeneous if it does not
possess the trivial solution.
For example, the equation uxx +uyy = f(x,y) is a nonhomogeneous partial
differential equation

EXERCISES
For each of the following, state whether the partial differential
equation is linear, quasi-linear or nonlinear. If it is linear, state whether
it is homogeneous or nonhomogeneous, and gives its order.
(a) uxx + xuy = y, (b) uux − 2xyuy = 0, (c) = 1,
(d) uxxxx +2uxxyy + uyyyy = 0, (e) uxx +2uxy + uyy = sinx,
(f) uxxx + uxyy +logu = 0, (g) = ey,
(h) ut + uux + uxxx = 0.
ANS: Linear (a,d,e) Non – linear (c,f,g) Qausi – linear (b,h)

INITIAL CONDITIONS:
If all conditions are given at the same value of the independent variable, then
they are called initial conditions .
For example for a differential equation of order one

Then with then x = a is an initial condition.

INITIAL VALUE PROBLEM (IVP):

A DE along with initial conditions defines an IVP. Or Cauchy Problem.
For example, the partial differential equation (PDE) ut − uxx =
0, 0 < x < l, t > 0, with. u (x, 0) = sin x, 0≤ x ≤ l, t > 0, is
IVP

BOUNDRY CONDITIONS:
If the conditions are given at the end points of the intervals of definition (i.e. for
different value of the independent variables) are at the boundary of the domain
of definition then they are called boundary conditions.

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For example with is a BVP

BOUNDRY VALUE PROBLEM (BVP):

A DE along with boundary conditions defines an IVP. For
example, the partial differential equation (PDE) ut −
uxx = 0, 0 < x < l, t > 0, with
B.C. u (0, t) = 0, t ≥ 0,
B.C. u (l, t) = 0, t ≥ 0,

PRINCIPLE OF SUPERPOSITION:
According to this principle, if we know „n‟ solutions
“ ” we can construct other as linear combination.

Statement:
if are solutions of a linear, homogeneous PDE then
where are constant is
also a solution of the equation.

GENERAL SOLUTION:
In the case of partial differential equations, the general solution
depends on arbitrary functions rather than on arbitrary constants. To
illustrate this, consider the equation uxy = 0. integrate this equation
with respect to y, we obtain ux (x, y) = f (x) . A second integration
with respect to x yields u (x, y) = g (x)+h (y) , where g (x) and h (y)
are arbitrary functions.

EXAMPLE:
Suppose u is a function of three variables, x, y, and z. Then, for the
Equation uyy = 2,
one finds the general solution u (x, y, z) = y2 + yf (x, z)+g (x, z) ,
where f and g are arbitrary functions of two variables x and z.

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REMARK:
For linear homogeneous ordinary differential equations of order n, a linear
combination of n linearly independent solutions is a solution. Unfortunately,
this is not true, in general, in the case of partial differential equations. This is
due to the fact that the solution space of every homogeneous linear partial
differential equation is infinite dimensional. For example, the partial
differential equation ux − uy = 0 can be transformed into the equation 2uη =
0 by the transformation of variables ξ = x + y, η = x − y.
The general solution is u (x, y) = f (x + y) , where f (x + y) is an arbitrary
function.
Thus, we see that each of the functions
(x + y)n , sin n (x + y) , cos n (x + y) , e n (x + y), n= 1, 2, 3, . . . is a solution of
equation ux − uy = 0 .

WELL POSED PROBLEM:

A mathematical problem is said to be well-posed if it satisfies the
following requirements:
1. Existence: There is at least one solution.
2. Uniqueness: There is at most one solution.
3. Continuity: The solution depends continuously on the data.

EXERCISES
1. (a) Verify that the functions u (x, y) = x2 − y2 ,, u (x,
y) = ex sin y ,, u (x, y) = 2xy are the solutions of the
equation uxx + uyy = 0.
(b) Verify that the function u ) satisfies the
equation uxx + uyy = 0.
2. Show that u = f (xy), where f is an arbitrary differentiable function
Satisfies xux − yuy = 0 and verify that the functions sin (xy), cos
(xy), log (xy), exy, and (xy)3 are solutions.
3. Show that u = f (x) g (y) where f and g are arbitrary twice
differentiable functions satisfies uuxy − uxuy = 0.
4. Determine the general solution of the differential equation uyy +u= 0.
5. Find the general solution of uxx + ux = 0, by setting ux = v.
6. Find the general solution of uxx − 4uxy +3uyy = 0,

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by assuming the solution to be in the form u (x, y) = f (λx + y),

where λ is an unknown parameter.
7. Find the general solution of uxx − uyy = 0.

8. (a) Show that the general solution of

is u (x, t) = f (x − ct) + g (x + ct), where f and g are arbitrary
twice differentiable functions.
(b) Show that u (x, t) = f(x − ct) + g(x + ct) is solution of wave equation.
(c) whether u(x,t) = f(x+ ct) - g(x-ct) is solution of wave equation or not.

9. Verify that the function u is the general solution

of the equation x uxx − y uyy = 0.
2 2

10. If ux = vy and vx = −uy, show that both u and v satisfy the Laplace
Equations 2u = 0 and ∇2v = 0.
11. If u (x, y) is a homogeneous function of degree n, show that u
satisfies the first-order equation xux + yuy = nu.

12. Verify that u (x, y, t) = Acos (kx) cos (ly) cos (nct)+B sin (kx)
sin(ly) sin(nct) , where k2 + l2 = n2, is a solution of the equation utt
= c2 (uxx + uyy) .
13. Show that u (x, y; k) = e−ky sin (kx), x∈ R, y>0, is a solution of
the equation ∇2u ≡ uxx + uyy = 0 for any real parameter k. Verify that
u is also a solution of the above
equation.

14. Show, by differentiation that R,

t>0,
is a solution of the diffusion equation ut = kuxx where
k is a constant.
15. (a) Verify that u (x, y) = log(x2 + y2) satisfies the equation uxx +
uyy = 0 for all (x, y) (0,0).
(b) Show that u (x, y, z) = (x2 + y2 + z2)-1/2 is a solution of the Laplace
equation uxx + uyy + uzz = 0 except at the origin.
(c) Show that u(r) = arn satisfies the equation r2u′′ +2ru′ − n(n+1) u= 0.
16. Show that un (r,θ) = rn cos (nθ) and un (r,θ) = rn sin (nθ), n=
0,1,2,3, …
are solutions of the Laplace equation

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17. Verify by differentiation that u (x, y) = cosx cosh y satisfies the

Laplace equation uxx + uyy = 0.
18. Show that u (x, y) = f(2y + x2) + g(2y − x2)is a general solution
of the equation uxx .
20. Show that u (x, y, t) = f (x + iky − iωt)+g (x − iky − iωt) is
a general solution of the wave equation utt = c2 (uxx + uyy) where f and
g are arbitrary twice differentiable functions, and ω2 = c2(k2 – 1), k, ω,
c are constants.
21. Verify that u(x,y) = x3 + y2 + ex (cosxsin ycosh y− sinxcos ysinh y)
is a classical solution of the Poisson equation uxx + uyy = (6x+2) .

22. Show that u (x, y) = exp satisfies the equation

bux + auy + u = 0.
23. Show that utt − c2uxx +2but = 0 has solutions of the form
u (x, t) = (Acos kx + B sin kx) V (t) , where c, b, A and B are
constants.
FIRST-ORDER, QUASI-LINEAR EQUATIONS AND METHOD OF
CHARACTERISTICS
Many problems in mathematical, physical, and engineering sciences
deal with the formulation and the solution of first-order partial
differential equations.
From a mathematical point of view, first-order equations have the
advantage of providing a conceptual basis that can be utilized for
second-,third-, and higher-order equations. This chapter is concerned
with first-order, quasi-linear and linear partial differential equations
and their solution by using the Lagrange method of characteristics
and its generalizations.

CLASSIFICATION OF FIRST-ORDER EQUATIONS

The most general, first-order, partial differential equation in two
independent variables x and y is of the form
F (x, y, u, ux,uy) = 0, (x, y) ∈ D ⊂ R2,
Where F is a given function of its arguments, and u = u (x, y) is an
unknown function of the independent variables x and y which lie in
some given domain D in R2

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Equation is often written in terms of standard notation p = ux and

q = uy so that takes the form F (x, y, u, p, q) = 0.
Similarly, the most general, first-order, partial differential equation in
three independent variables x, y, z can be written as
F (x, y, z, u, ux,uy,uz) = 0.

Equation is called a quasi-linear partial differential equation if it is

linear in first-partial derivatives of the unknown function u (x, y).
So, the most general quasi-linear equation must be of the form a
(x, y, u) ux + b (x, y, u) uy = c (x, y, u) where its coefficients a,
b, and c are functions of x, y, and u. Examples of quasi linear
equations are uux + ut + n u2 = 0
x (y2+u) ux + y (x2+u) uy = (x2 - y2) u,

A quasi linear Equation is called a semi linear partial differential

equation if its coefficients a and b are independent of u, and hence,
the semi linear equation can be expressed in the form
a (x, y) ux + b (x, y) uy = c (x, y, u)
Examples of semi linear equations are
xux + yuy = u2 + x2,
(x+1)2 ux +(y − 1)2 uy = (x + y) u2, ut +
aux + u2 = 0 where a is a constant.

Equation F (x, y, u, ux,uy) = 0 is said to be linear if F is linear in

each of the variables
u, ux, and uy, and the coefficients of these variables are functions only
of the independent variables x and y. The most general, first-order,
linear partial differential equation has the form a (x, y) ux + b (x, y)
uy + c (x, y) u = d (x, y)
Examples of linear equations are
xux + yuy − nu = 0, nux +(x + y) uy
− u = ex, yux + xuy = xy,
(y − z) ux +(z − x) uy +(x − y) uz = 0.

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An equation which is not linear is often called a nonlinear equation.

So, first-order equations are often classified as linear and nonlinear.

CONSTRUCTION OF A FIRST-ORDER EQUATION

METHOD I: BY ELIMINATING ARBITRARY CONSTANT. Let

f (x, y, z, a, b) = 0 ……….(i)
where a and b are arbitrary parameters. And
We differentiate with respect to x and y to obtain fx +
pfx = 0 ……….(ii) and fy + q fy = 0 ……….(iii)
where p = zx and q = zy
eliminating a and b from (i), (ii) and (iii) we get
F (x, y, z, p, q) = 0
Thus , an equation of the form f (x, y, z, a, b) = 0 containing two
arbitrary parameters is called a complete solution or a complete
integral of equation F (x, y, z, p, q) = 0
Its role is somewhat similar to that of a general solution for the case
of an ordinary differential equation.

EXAMPLE:
Obtain PDE where a,b are arbitrary constants.
Solution:
Given PDE ……….(i)
We differentiate with respect to x and y to obtain

zx ……….(ii) and
zy = q = ……….(iii)

which is linear PDE

eliminating a and b from (i), (ii) and (iii) we get F
(x, y, z, p, q) = 0

METHOD II: BY ELIMINATING ARBITRARY FUNCTION

EXAMPLE:
Obtain PDE where F is arbitrary function.

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Solution:
Given PDE ……….(i)
We differentiate with respect to x and y to obtain
zx ……….(ii)
and zy ……….(iii)
equating both

Example: Show that a family of spheres x2 + y2 +(z − c)2 = r2 satisfies

the first-order linear partial differential equation yp − xq = 0.
Solution:
Given PDE x2 + y2 +(z − c)2 = r2 ……….(i)
Differentiating the equation with respect to x and y gives x + p (z −
c) = 0 ……….(ii) and y + q (z − c) = 0 ……….(iii) Eliminating the
arbitrary constant c from these equations, we obtain the first-order,
partial differential equation yp − xq = 0.

Example: Show that the family of spheres (x − a)2 +(y − b)2 + z2 = r2

satisfies the first-order, nonlinear, partial differential equation
z2 (p2 + q2 +1) = r2 Solution:
Given PDE (x − a)2 +(y − b)2 + z2 = r2 ……….(i)
Differentiating the equation with respect to x and y gives
(x − a)+z p = 0……….(ii) and (y − b)+z q = 0……….(iii)
Eliminating the two arbitrary constants a and b, we find the nonlinear
partial differential equation z2 (p2 + q2 +1) = r2

Example: Show that All surfaces of revolution with the z-axis as the
axis of symmetry satisfy the equation z = f(x2 + y2) where f is an
arbitrary function. Solution:
Given PDE z = f(x2 + y2) ……….(i)

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Writing u = x2 + y2 and differentiating with respect to x and y,

respectively, we obtain p = 2xf′ (u), q = 2y f′ (u) .
Eliminating the arbitrary function f (u) from these results, we find the
Equation yp − xq = 0.

METHOD III: FOR THE FORM f (φ, ) = 0 Theorem:

If φ = φ (x, y, z) and (x, y, z) are two given functions of x,
y, and z and if f (φ, ) = 0, where f is an arbitrary function of φ and
, then z = z (x, y) satisfies a first-order, partial differential equation

where

Proof. We differentiate f (φ, ψ) = 0 with respect to x and y

respectively to obtain the following equations:

Nontrivial solutions for and can be found if the determinant of

the coefficients of these equations vanishes, that is,

Expanding this determinant gives the first-order, quasi-linear equation

where

METHOD OF CHARACTERISTICS AND GENERAL SOLUTIONS

Theorem:
The general solution of a first-order, quasi-linear partial differential
equation
a (x, y, u) ux + b (x, y, u) uy = c (x, y, u)
is f (φ, ) = 0 where f is an arbitrary function of φ (x, y, u) and

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(x, y, u), and φ = constant = c1 and ψ = constant = c2 are solution

curves of the characteristic equations
The solution curves defined by φ (x, y, u) = c1 and (x, y, u) = c2
are called the families of characteristic curves of equation

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Find the general solution of the first-order linear partial

differential equation xux + y uy = u
Solution: The characteristic curves of this equation are the solutions

of the characteristic equations

This system of equations gives the integral surfaces and
where C1 and C2 are arbitrary constants.
Thus, the general solution of f
where f is an arbitrary function. This general solution can also be
written as u (x, y) = xg where g is an arbitrary function.

Example: Obtain the general solution of the linear Euler equation xux
+ y uy = nu
Solution: The characteristic curves of this equation are the solutions of

the characteristic equations

This system of equations gives the integral surfaces and
where C1 and C2 are arbitrary constants.
Thus, the general solution of f
where f is an arbitrary function. This general solution can also be
written as or u (x, y) = where g is
an arbitrary function.
This shows that the solution u (x, y) is a homogeneous function of x
and y of degree n.

Example: Find the general solution of the linear equation x2

ux + y2 uy = (x + y) u ………….(i)
Solution: The characteristic curves of this equation are the solutions

of the characteristic equations ………….(ii)

From the first two of these equations, we find x−1 − y−1 = C1
where C1 is an arbitrary constant.

It follows from (ii) that

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Example:

This gives ………….(iii) where C2 is a constant.

Furthermore, (ii) and (iii) also give where C3 is a constant.
Thus, the general solution of f
where f is an arbitrary function. This general solution can also be
written as u (x, y) = where g is an arbitrary function.

Or equivalently u (x, y) = where h is an arbitrary function.

Example: Show that the general solution of the linear equation

(y − z) ux +(z − x) uy +(x − y) uz = 0 ………….(i)
is u (x, y, z) = f(x + y + z, x2 + y2 + z2) ………….(ii)
where f is an arbitrary function.
Solution: The characteristic curves of this equation are the solutions

of the characteristic equations ………….(iii) Or

On integrating x2 + y2 + z2 = C3 where
C1, C2 , C3 are arbitrary constant.
Thus, the general solution can be written in terms of an arbitrary
function f in the form u (x, y, z) = f(x + y + z, x2 + y2 + z2)

NOTE: IVP or BVP also called Cauchy data.

Example: Find the solution of the equation u

(x + y) ux + u (x − y) uy = x2 + y2 ………….(i)
with the Cauchy data u = 0 on y = 2x.
Solution: The characteristic curves of this equation are the solutions
of the characteristic equations

………….(ii)
These give two integrals and
u2 − x2 + y2 = C1 and 2xy − u2 = C2 ………….(iii)

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where C1 and C2 are constants. Hence, the general solution is f(x2

− y2 − u2, 2xy − u2) = 0 where f is an arbitrary function.
Using the Cauchy data in (iii), we obtain 4C1 = 3C2. Therefore
4(u2 - x2 + y2)= 3 (2xy − u2)
Thus, the solution of equation (i) is given by 7u2 = 6xy +4 (x2 − y2)
Obtain the solution of the linear equation
ux − uy = 1 ………….(i) with the Cauchy data u (x, 0) = x2.
Solution: The characteristic curves of this equation are the solutions
of the characteristic equations ………….(ii)
Clearly, x + y = constant = C1 and u − x = constant = C2. Thus,
the general solution is given by u − x = f (x + y) ………….(iii)
where f is an arbitrary function. We now use the Cauchy data to
find f (x) = x2 − x, and hence, the solution is u (x, y) = (x + y)2 − y

Example: Obtain the solution of the equation

(y − u) ux +(u − x) uy = x – y ………….(i)
with the condition u = 0 on xy = 1.
Solution: The characteristic curves of this equation are the solutions

of the characteristic equations ………….(ii)

The parametric forms of these equations are
u, x, y.
These lead to the following equations:
x˙ + y˙ + u˙ = 0 and xx˙ + yy˙ + uu˙ = 0 ………….(iii) where the
dot denotes the derivative with respect to t. Integrating (iii), we
obtain x + y + u = const. = C1 and x2 + y2 + u2 = const. = C2.
………….(iv) These equations represent circles.
Using the Cauchy data, we find that
= (x + y)2 = x2 + y2 +2xy = C2 +2. Thus,
the integral surface is described by (x + y
+ u)2 = x2 + y2 + u2 +2.

Hence, the solution is given by u (x, y) =

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Example:

Example:Solve the linear equation yux + xuy = u with

the Cauchy data u (x, 0) = x3 and u (0, y) = y3
Solution: The characteristic curves of this equation are the solutions

of the characteristic equations or

Solving these equations, we obtain u or u
= constant = C.
So the characteristics are rectangular hyperbolas for C >0 or C <0.
Thus, the general solution is given by f( , x2 − y2) = 0 or,
equivalently, u (x, y) = (x + y) g(x2 − y2)
Using the Cauchy data, we find that g(x2) = x2, that is, g(x) = x.
Consequently, the solution becomes
u (x, y) = (x + y)(x2 − y2) on x2 − y2 = C>0.
Similarly, u (x, y) = (x + y)( y2 − x2) on y2 − x2 = C>0.

Example: Determine the integral surfaces of the equation

x(y2 + u)ux – y(x2 + u)uy =(x2 − y2 )u with the data x +
y = 0, u = 1

Solution: The characteristic equations are

………….(i)

or
Consequently, log (xyu) = logC1 or xyu = C1

From (i), we obtain

whence we find that x2 + y2 − 2u = C2
Using the given data, we obtain C1 = −x2 and C2 = 2x2 − 2 so
that C2 = −2 (C1 +1) .
Thus the integral surface is given by x2 + y2 − 2u = −2 − 2xyu

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Or 2xyu + x2 + y2 − 2u+2 = 0

Obtain the solution of the equation

xux + y uy = x exp (−u) with the data u = 0 on y = x2

Solution: The characteristic equations are

………….(i) or
We also obtain from (i) that dx = eudu which can be integrated to
Find eu = x + C2
Thus, the general solution is given by f(eu or,
equivalently, eu )
Applying the Cauchy data i.e. u = 0 on y = x2. we obtain g (x) = 1 − x
Thus, the solution is given by
eu or u

Example: Solve the initial-value problem

ut + uux = x, u (x, 0) = f (x) where (a) f (x) = 1 and (b) f (x) = x

Solution: The characteristic equations are

Integration gives t = log (x + u) − log C1

Or (u + x) e−t = C1. Similarly, we get u2 − x2 = C2
For case (a) we obtain
1 + x = C1 and 1 − x2 = C2, and hence C
Thus, (u2 − x2) = 2(u + x) e−t − (u + x)2 e−2t
Or u − x = 2e−t − (u + x) e−2t
A simple manipulation gives the solution u
(x, t) = x tanh t + sech t

Case (b) is left as an exercise.

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Example:

EXERCISES

1. (a) Show that the family of right circular cones whose axes coincide
with the z-axis; x2 + y2 = (z − c)2 tan2α satisfies the first-order, PDE
yp − xq = 0
(b) Show that all the surfaces of revolution, z = f(x2 + y2)with the z-
axis as the axis of symmetry, where f is an arbitrary function, satisfy
the partial differential equation yp − xq = 0.
(c) Show that the two-parameter family of curves u −ax−by −ab = 0
satisfies the nonlinear equation xp + yq + pq = u.

2. Find the partial differential equation arising from each of the

following surfaces:
(a) z = x + y + f (xy) (b) z = f (x − y) (c) z = xy + f(x2 + y2)
(d) 2z = (αx + y)2 + β

3. Find the general solution of each of the following equations:

(a) ux = 0, (b) aux + buy = 0; a, b, are constant,
(c) ux + y uy = 0 (d) (1 + x2) ux + uy = 0 (e)
2xy ux +(x2 + y2) uy = 0 (f) yuy − xux = 1
4. Find the general solution of the equation ux +2xy2uy = 0.
5. Find the solution of the following Cauchy problems: (a) 3ux
+2uy = 0, with u (x, 0) = sin x
(b) y ux + xuy = 0, with u (0, y) = exp(−y2)
(c) xux + y uy = 2xy, with u = 2 on y = x2,
(d) ux + xuy = 0, with u (0, y) = siny,
(e) yux + xuy = xy, x ≥ 0, y ≥ 0, with u (0, y) = exp(−y2) for y > 0, and
u(x, 0) = exp(−x2) for x > 0,
6. Solve the equation ux + xuy = y with the Cauchy data
(a) u (0, y) = y2, (b) u (1, y) = 2y.
7. Solve the Cauchy problem (y + u) ux + y uy = (x − y)
, with u = 1+x on y = 1.

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8. Show that the solution of the equation yux − xuy = 0 containing

the curve x2 + y2 = a2, u = y, does not exist. 9. Find the solution of the
equation yux − 2xy uy = 2xu with the condition u (0, y) = y3.
10. Solve the following Cauchy problems:
(a) 3 ux +2uy = 0, u (x, 0) = f (x),
(b) aux + buy = cu, u (x, 0) = f (x), where a, b, c are constants,
(c) xux + y uy = cu, u (x, 0) = f (x),
(d) uux + uy = 1, u (s, 0) = αs, x (s, 0) = s, y (s, 0) = 0.

BOUNDRY CONDITIONS
• The boundry conditions and are called
Separated Boundry Conditions are Unmixed Boundry Conditions.
• If the Separated Boundry conditions are of the form then
they are called Drichlet BC’s
• If the Separated Boundry conditions are of the form then
they are called Neumann BC’s
• If the Separated Boundry conditions are of the form
then they are called Periodic BC’s
OR: There must be one initial and two boundry conditions to solve a problem uniquely. Such
conditions give initial temperature distribution.
i. THE DRICHLET BC’s or BC’s OF 1st KIND: Booundry
conditions of the form and ;
are called Drichlet boundry conditions.
Physical Meaning: This condition tells that the temperature at the boundry
of a body may be controlled in some way without being held constant. ii. THE
NEUMANN BC’s or BC’s OF 2nd KIND:
Booundry conditions of the form and are called
Neumann boundry conditions. Where and are functions of time. And in particular,
and may be zero. If then there is no flow at x = 0
Physical Meaning: This condition tells that the rate of flow of heat is
specified at one or more boundry. iii. THE ROBBIN BC’s or BC’s OF 3rd
KIND:
Booundry conditions of the form and
are called Robbin boundry conditions.
Physical Meaning: This condition tells about the proportionality between the rate
of transfer of heat to the difference of temperature between the two bodies. i.e.
both will be Proportional.

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REMEMBER:
 An equation of the form containing two arbitrary
parameters is called a complete solution or a complete integral of equation

Its role is somewhat similar to that of a general solution for the case of an
ODE.
 Any relationship of the form with and and
provides a solution of first order PDE is called a general solution or general
integral of this equation.
 The general solution of first order PDE depends on arbitrary function while The
general solution of first order ODE depends on arbitrary constant.
 In practice only one solution satisfying prescribed conditions is required for a
physical problem, such solution is called Particular Solution.
 For a function if the envelope of two parameteric system
of surfaces exists, represents a solution of given
equation then the envelope is called Singular solution of such
equation.
 A function is called smooth function if all of its derivatives exist and are
continuous.
 A solution which is not everywhere differentiable is called a weak solution.
 Solutions of Qausi linear and non – linear PDE‟s may develop discontinuities as
they move away from initial state. So their solutions are called weak solutions or
shock waves.

METHOD OF SEPARATION OF VARIABLES

During the last two centuries several methods have been developed for solving
partial differential equations. Among these, a technique known as the method of
separation of variables is perhaps the oldest systematic method for solving
partial differential equations.
 Its essential feature is to transform the partial differential equations by a
set of ordinary differential equations.
 The required solution of the partial differential equations is then exposed
as a product u (x, y) = X (x) Y (y) 0 or as a sum u (x,
y) = X (x)+Y (y)
where X (x) and Y (y) are functions of x and y, respectively.

IMPORTANCE: Many significant problems in partial differential equations can be

solved by the method of separation of variables. This method has been
considerably refined and generalized over the last two centuries and is one of the
classical techniques of applied mathematics, mathematical physics and
engineering science.

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Usually, the first-order partial differential equation can be solved by separation of variables
without the need for Fourier series.
This method is used to convert PDE into ODE.
Example: Solve the initial-value problem ux
+2uy = 0, u (0, y) = 4e−2y. ………..(i)

Solution: ………..(ii)
let u u (x, y) = X (x) Y (y) XY

(ii) X′ (x) Y(y) + 2 X(x) Y′ (y) = 0

Dividing XY on both sides

Since the L.H.S of this equation is a function of x only and the R.H.S is
a function of y only

and where is separation constant.

Consequently, gives two ordinary differential equations
X′ (x) − 2λX (x) = 0 and Y′ (y) +λY (y) = 0
These equations have solutions given, respectively, by
X (x) = Ae2λx and Y (y) = Be−λy where A and B
are arbitrary integrating constants. Consequently,
the general solution is given by u (x, y) = AB exp
(2λx − λy) = C exp (2λx − λy) where C = AB is
an arbitrary constant.
Using the condition u(0,y) = 4e−2y we find 4 e−2y = u (0, y) = Ce− y
and hence, we deduce that C = 4 and λ = 2. Therefore, the final
solution is u (x, y) = 4exp(4x − 2y)

Example: Solve the equation y . ………..(i)

with u

Solution: ……..(ii) let

u u (x, y) = X (x) Y (y) XY

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Dividing on both sides

Thus
, we obtain

and where is separation

constant. and
Solving these ODE‟s we find
and
where A and B are arbitrary constant. Thus, the general solution is

where C = AB is an arbitrary constant.

Using the condition u we determine that C = 3 and λ=

(1/2), and the solution becomes

Example: Use the separation of variable Solve

the equation ………..(i)

Solution: ……..(ii)
let u u (x, y) = f (x) + g (y) f+g

(ii)

Thus , we obtain
, and where is separation constant.
and
Solving these ODE‟s we find
and where A and B are arbitrary
constant. Thus, the general solution is

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where C = A + B is an arbitrary constant.

Example: Use u (x, y) = f (x)+g (y) to solve the equation

………..(i)

Solution: ……..(ii)
let u u (x, y) = f (x) + g (y) f+g

Thus , we obtain
, and where is separation constant.
and
Integrating above both we obtain

and
where A and B are arbitrary constant. Thus, the general solution is

where C = A + B is an arbitrary constant.

Example: Use and to solve the equation

x . ………..(i)
Solution:
In view of v = lnu, vx ux and vy uy, and hence, equation (i) becomes
x2 + y2 = 1. ………..(ii)

(ii) ……..(iii)

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let v v (x, y) = f (x) + g (y) f+g

(iii)

Thus , we obtain and where is

separation constant. and

Integrating above both and
where A and B are arbitrary constant. Thus, the general solution is

Where is an arbitrary constant.

Now
Therefore, the final solution is
where C is integrating constant.

EXERCISES
1. Apply the method of separation of variables to solve
the following equations:
(a) ux + u = uy, u (x,0) = 4e−3x (b) uxuy = u2
(c) ux +2uy = 0, u (0,y) = 3e−2y

(d) x2uxy +9y2u = 0, u (x,0) = exp

(f) ut = c2 (uxx + uyy) (g) uxx + uyy = 0.

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2. Use a separable solution to solve the

following equations:
(a) + =1 (b) + =u (c) + uy + x2 = 0
(e) yux + xuy = 0, u(0,y) = y2.
3. Apply v = lnu and then v (x,y) = f (x)+g (y) to solve the following
equations:
4. Apply = v and v (x, y) = f (x) +g (y) to solve the equation x4 +
y2 = 4u.
5. Using v = lnu and v = f (x) + g (y), show that the solution of the
Cauchy problem

y with u(x,0) = exp is u(x,y) = exp

6. Solve v ut = kuxx with u(x,0) = x , u(0,t) =0 = u(L,t)
7. Find De alembert‟s solution of ut = uxx with u(0,t) =0 = u(a,t) , u(x,0) =
, ut (x,0) =
Find the solution of each of the following equations by the method of separation
of variables:
(a) ux − uy = 0, u(0,y) = 2e3y (b) ux − uy = u, u (x,0) = 4e−3x (c) aux + buy
= 0, u (x,0) = αeβx where a, b, α and β are constants.

CANONICAL/STANDARD/NORMAL FORMS OF FIRST-ORDER

LINEAR EQUATIONS
For the general first-order linear partial differential equation a (x, y)
ux + b (x, y) uy + c (x, y) u = d (x, y) the canonical (or standard)
form is given as follows where
and
also and are continuously differentiable
functions. Also A = a +b
DERIVATION: consider where and
Then ux = uξ + uη and uy = uξ + uη put these in 1st order PDE
We get A + B uη + cu = d ………..(i) where A = a +b and B =
a +b now B = 0 if is solution of a +b =0

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now dividing (i) with A we get where

and

Example: Reduce the equation ux − uy = u to canonical form, and obtain

the general solution.
Solution: here a = 1, b = −1, c = −1 and d = 0.
The characteristic equations are
The characteristic curves are = x + y = c1 and we choose η= y= c2 where
c1 and c2 are constants. Consequently, ux = uξ and uy = uξ + uη
and hence, given equation becomes - uη = u
Integrating this equation gives ln u( ,η) = -η+ ln f( ) where
f( ) is an arbitrary function of ξonly.
Equivalently, u ( ,η) = f( ) e-η
In terms of the original variables x and y, the general solution of equation
is u (x, y) = f (x + y) e-y where f is an arbitrary function.
Example: Reduce the following equation yux + uy = x to canonical form,
and obtain the general solution.
Solution: here a = y, b = 1, c = 0 and d = x.

The characteristic equations are

It follows from the first two equations that (x, y) = x we

choose η(x,y) = y= c2.
Consequently, ux = uξ and uy = - yuξ + uη And
hence, given equation reduces to
u
Integrating this equation gives the general solution
u ) where
f is an arbitrary function.
Thus, the general solution of in terms of x and y is u

(x, y) = xy

Reduce each of the following equations into canonical form and find the
general solution:

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(a) ux + uy = u
(b) ux + xuy = y
(c) ux +2xyuy = x (d) ux − yuy − u = 1 MATHEMATICAL MODELS

Usually, in almost all physical phenomena (or physical processes), the dependent
variable u = u (x, y, z, t) is a function of three space variables, x, y, z and time
variable t.
The three basic types of second-order partial differential equations are:

(a) The wave equation utt − c2 (uxx + uyy + uzz) = 0

(b) The heat equation ut − k (uxx + uyy + uzz) = 0

(c) The Laplace equation uxx + uyy + uzz = 0

In this section, we list a few more common linear partial differential equations
of importance in applied mathematics, mathematical physics, and engineering
science. Such a list naturally cannot ever be complete. Included are only
equations of most common interest: (d) The Poisson equation ∇2u = f (x, y,
z)

(e) The Helmholtz equation (reduced wave equation) ∇2u + λu = 0

(f) The biharmonic equation ∇4u = ∇2( ∇2u) = 0

(g) The biharmonic wave equation utt + c2∇4u = 0

(h) The telegraph equation utt + aut + bu = c2uxx

(i) The Schr dinger equations in quantum physics

And

(j) The Klein–Gordon equation u + λ2u = 0

Where is the d‟Alembertian, and in all equations λ, a, b, c, m, E are

constants and h = 2π is the Planck constant.

(k) For a compressible fluid flow, Euler‟s equations

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ut and ρt + div(ρu) = 0 where u = (u,v,w) is the fluid velocity

vector, ρ is the fluid density, and p = p(ρ) is the pressure that relates p and ρ (the
constitutive equation or equation of state).
ONE DIMENSIONAL WAVE EQUATION USING THE VIBRATING STRING

An equation of the form utt = c2uxx where c is called the one-dimensional wave equation.
Where u (x,t) is a function of displacement at position x in time ‘t’ and
‘c’ denotes the velocity of wave equation.

PROOF
Let us consider a stretched string of length fixed at the end points. The
problem here is to determine the equation of motion which characterizes the
position u (x,t) of the string at time t after an initial disturbance is given.

In order to obtain a simple equation, we make the following assumptions:

1. The string is flexible and elastic, that is the string cannot resist bending moment and thus
the tension in the string is always in the direction of the tangent to the existing profile of
the string.
2. There is no elongation of a single segment of the string and hence, by Hooke‟s law, the
tension is constant.
3. The weight of the string is small compared with the tension in the string.
4. The deflection is small compared with the length of the string.
5. The slope of the displaced string at any point is small compared with unity.
6. There is only pure transverse vibration.

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We consider a differential element of the string. Let T be the tension at the end
points as shown in Figure. The forces acting on the element of the string in the
vertical direction are T sin β − T sin α
By Newton‟s second law of motion, the resultant force is equal to the
mass times the acceleration. Hence,
T sin β − T sin α = utt ……………(i)
where ρ is the line density and δs is the smaller arc length of the string.
Since the slope of the displaced string is small, we have δs ≃ δx
Since the angles α and β are small sin α ≃ tan α, sin β ≃ tan β
Thus, equation (i) becomes x utt ……………(ii)
But, from calculus we know that and are the slopes of the string
at x and x + δx: tan α = ux (x,t) and tan β = ux (x + δx, t) at time t.
Then Equation (ii) may thus be written as

utt
utt limit have no effect on R.H.S

utt = c2uxx ……………(iii) where c . This is called

the one-dimensional wave equation.
If there is an external force f per unit length acting on the string. Equation (iii)

assumes the form utt = c2uxx + F, F where f may be pressure, gravitation,

resistance, and so on.

TWO DIMENSIONAL WAVE EQUATION USING THE VIBRATING MEMBRANE

(JUST STATEMENT)

An equation of the form utt = c2( uxx + uyy ) where c is called the
two-dimensional wave equation. Where u (x,t) is a function of
displacement at position x in time ‘t’ and ‘c’ denotes the velocity of wave equation.

PROOF
The equation of the vibrating membrane occurs in a large number of problems in
applied mathematics and mathematical physics. Before we derive the equation
for the vibrating membrane we make certain simplifying assumptions as in the
case of the vibrating string:
1. The membrane is flexible and elastic, that is, the membrane cannot resist
bending moment and the tension in the membrane is always in the direction of the
tangent to the existing profile of the membrane.
2. There is no elongation of a single segment of the membrane and hence, by
Hooke‟s law, the tension is constant.

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3. The weight of the membrane is small compared with the tension in the
membrane.
4. The deflection is small compared with the minimal diameter of the
membrane. 5. The slope of the displayed membrane at any point is small compared
with unity.
6. There is only pure transverse vibration.

We consider a small element of the membrane. Since the deflection and slope are
small, the area of the element is approximately equal to δxδy. If T is the tensile
force per unit length, then the forces acting on the sides of the element are Tδx
and Tδy, as shown in Figure
The forces acting on the element of the membrane in the vertical direction are
T δxsin β −T δxsin α +T δy sin δ −T δy sin γ.
Since the slopes are small, sines of the angles are approximately equal to their
tangents. Thus, the resultant force becomes
T δx(tan β − tan α)+T δy (tan δ − tan γ) .
By Newton‟s second law of motion, the resultant force is equal to the mass times
the acceleration. Hence,
Tδx(tan β− tan α)+Tδy (tan δ− tan γ) = ρδA utt ……………(i)
where ρ is the mass per unit area, δA ≃ δxδy is the area of this element,
and utt is computed at some point in the region under consideration. But from
calculus, we have tan α = uy (x1, y) tan β = uy (x2, y + δy) tan γ = ux (x, y1)
tan δ = ux (x + δx, y2) where x1 and x2 are the values of x between x
and x+δx, and y1 and y2 are the values of y between y and y + δy.
Substituting these values in (i) we obtain
Tδx[uy (x2, y + δy) − uy (x1, y)] +Tδy [ux (x + δx, y2) − ux (x, y1)] = ρδxδy utt Division
by ρδxδy yields

……………(ii)
In the limit as δx approaches zero and δy approaches zero, we obtain utt = c2
(uxx + uyy) ……………(iii) where c2 = T/ρ. This equation is called the two-

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dimensional wave equation. If there is an external force f per unit area acting on
the membrane. Equation (iii) takes the form utt = c2 (uxx + uyy)+F where F = f/ρ.
THREE DIMENSIONAL WAVE EQUATION USING THE VIBRATING MEMBRANE

Equation of the form where √ ⁄ is called transverse wave velocity.

And Equation of the form where is called longitudinal

wave velocity.
Both type of above equations are called Wave equations in three dimension.

GENERAL FORM OF WAVE EQUATION : In general, the wave equation may be written
as utt = c2∇2u where the Laplace operator may be one, two, or three dimensional.
The importance of the wave equation stems from the facts that this type of
equation arises in many physical problems; for example, sound waves in space,
electrical vibration in a conductor, torsional oscillation of a rod, shallow water waves,
linearized supersonic flow in a gas, waves in an electric transmission line, waves in
magnetohydrodynamics, and longitudinal vibrations of a bar.

WAVE: A wave is a disturbance that carries energy from one place to another. For
example, wave produced on the string.

There are two types of waves.

MECHANICAL WAVE: Waves which required any medium for their propogation. e.g.
(i) Sound waves (ii) water waves.
ELECTROMEGNATIC WAVE: Waves which do not required any medium for their
propogation. e.g. (i) Radio waves (ii) X - Rays.

Mechanical waves have two types

TRANSVERSE WAVES: In the case of transverse waves, the motion of particles of

the medium is perpendicular to the motion of waves. e.g. Waves produced on
water surface
LONGITUDINAL WAVES: In the case of longitudinal waves, the particles of the
medium move back and forth along the direction of propogation of wave. e.g.
Waves produced in an elastic spring.

UNIQUENESS THEOREM FOR WAVE EQUATION (UoS Past Papers)

According to this theorem: the solution to the wave equation
satisfying the IC‟s and and the

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BC‟s where is twise continuously differentiable with

respect to „x‟ and „t‟ is unique.
HEAT:
Heat is a form of energy that transferred from hot body to the cold body, by means
of thermal contact. It is denoted by „q‟

CONDUCTION OF HEAT:
In this mode heat is transmitted through actual contact between particles
(molecules) of the medium.

CONVECTION OF HEAT:
In this mode heat is transmitted through gases or liquids by actual motion of
particles (molecules) of the medium.

RADIATION OF HEAT:
In this mode heat is transmitted through electromagnetic waves. Or by means of
heat waves or thermal radiations. Medium is not essential for it. i.e. heat can take
places in vaccume also.

SPECIFIC HEAT OF SUBSTANCE (MATERIAL) :

The quantity of heat required to raise the temperature of 1g of material by 1 and it
is denoted by C and mathematically could be written as

HEAT FLUX (THERMAL FLUX) :

Is the rate of heat energy transfer through a given surface per unit surface area.
Its unit is watt or Js-1

THERMAL CONDUCTIVITY:
The quantity of heat flowing per second across a plate (of the material) of unit
area and unit thickness, when the temperature difference between opposite sides
is 1
It determines how good a conductor the material is . It is large for good
conductors and small for bad conductors.

SOME FACTORS ON WHICH RATE OF FLOW OF HEAT DEPENDS

• Area as
• Length as
• Change in temperature as

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ONE DIMENSIONAL HEAT EQUATION

An equation of the form is called heat equation. Where U= U(x,t) is a

temperature of a body at „x‟ position in time „t‟ and „K‟ is called diffusivity or
thermal conductivity of the material.

PROOF:

U = U(x,t)

∆x

x - axis
x x+ ∆x

Let us consider the flow of heat through a uniform rod of length and cross sectional
area then
Density of rod =
We choose the x – axis along the length of the rod with origin at one end of the
rod. Then temperature at point „x‟ from origin at time „t‟ will be U = U(x,t)
Let flow of heat = q (x,t)
(quantity of heat entering per second through unit area perpendicular to the
direction of flow)
Also Heat generation = and heat stored per second = cm
Now using law of conservation of heat energy
(Quantity of heat which entered) + (heat generated inside the rod)
= (Quantity of heat which leave) + (quantity of heat stored) q (x,t) A+ A∆x
= q (x + ∆x,t) A + c dividing both sides by „A‟ we get q (x,t) + ∆x
= q (x + ∆x,t) + c dividing both sides by ∆x [q (x,t) - q
(x +
Applying -
Now by using Fourier law of heat conductivity which is q = - K∆u

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Then (i) becomes - then we get K

For standard form we suppose and cρ = 1 (i.e. no heat generation)

Then K

Or which is required heat equation in one dimension

In general ut = κ∇2u or ut
THE HEAT EQUATION (CONDUCTION OF HEAT IN SOLIDS)
We consider a domain D∗ bounded by a closed surface B∗. Let u (x, y, z, t) be
the temperature at a point (x, y, z) at time t. If the temperature is not constant,
heat flows from places of higher temperature to places of lower temperature.
Fourier‟s law states that “the rate of flow is proportional to the gradient of the
temperature”. Thus the velocity of the heat flow in an isotropic body is

where K is a constant, called the thermal conductivity of the body. Let D be an

arbitrary domain bounded by a closed surface B in D∗. Then the amount of heat
leaving D per unit time is where vn = v.n is the component of v in the
direction of the outer unit normal n of B. Thus, by Gauss‟ theorem (Divergence
theorem)
= = −K ∇2u dxdydz
But the amount of heat in D is given by σρu dxdydz where ρ is the
density of the material of the body and σ is its specific heat. Assuming that
integration and differentiation are interchangeable, the rate of decrease of
heat in D is dxdydz
Since the rate of decrease of heat in D must be equal to the amount of heat
leaving D per unit time, we have σρut dxdydz = −K ∇2u dxdydz or
[σρut − K∇2u] dxdydz = 0 …………..(i) for an arbitrary D in D∗. We
assume that the integrand is continuous. If we suppose that the integrand
is not zero at a point (x0,y0,z0) in D, then, by continuity, the integrand is not
zero in a small region surrounding the point
(x0, y0, z0). Continuing in this fashion we extend the region encompassing
D. Hence the integral must be nonzero. This contradicts (i). Thus, the integrand is
zero everywhere, that is, ut = κ∇2u where . This is known as the heat
equation.

This type of equation appears in a great variety of problems in

mathematical physics, for example the concentration of diffusing material,
the motion of a tidal wave in a long channel, transmission in electrical
cables, and unsteady boundary layers in viscous fluid flows.

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CLASSIFICATION OF SECOND-ORDER LINEAR EQUATIONS

SECOND-ORDER EQUATIONS IN ONE INDEPENDENT VARIABLE

The general linear second-order partial differential equation in one dependent
variable u may be written as
………..(i)
in which we assume Aij = Aji and Aij , Bi, F, and G are real-valued functions defined in
some region of the space (x1,x2, . . . ,xn)

SECOND-ORDER EQUATIONS IN TWO INDEPENDENT VARIABLES

Second-order equations in the dependent variable u and the independent
variables x, y can be put in the form
Auxx + Buxy + Cuyy + Dux + Euy + Fu = G ………..(ii) where the coefficients are
functions of „x‟ and „y‟ and do not vanish simultaneously. We shall assume
that the function „u‟ and the coefficients are twice continuously
differentiable in some domain in R2.

CLASSIFICATION OF SECOND-ORDER LINEAR EQUATIONS

The classification of partial differential equations is suggested by the
classification of the quadratic equation of conic sections in analytic geometry.
The equation Ax2 + Bxy + Cy2 + Dx + Ey + F = 0, represents hyperbola if B2 −
4AC is positive i.e. B2 − 4AC > 0 parabola if B2 − 4AC is zero i.e. B2 − 4AC = 0 or
ellipse if B2 − 4AC is negative i.e. B2 − 4AC < 0 for example:
(i) The heat equation is parabolic.
(ii) The wave equation is hyperbolic.
(iii) The potential (Laplace) equation is elliptic.

TRANSFORMATION OF SECOND-ORDER EQUATIONS TO A CANONICAL FORM

To transform equation
Auxx + Buxy + Cuyy + Dux + Euy + Fu = G ………..(ii)
to a canonical form we make a change of independent variables. Let the new
variables be = (x, y), η= η (x, y) ………..(iii)
Assuming that and η are twice continuously differentiable and that the

Jacobian J ………..(iv)

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is nonzero in the region under consideration, then x and y can be determined

uniquely from the system (iii). Let x and y be twice continuously differentiable
functions of and η. Then we have
ux = uξ x + uηηx , uy = uξ y + uηηy
uxx
uxy = uξξ xξy + uξη ( xηy + yηx)+ uηη ηxηy + uξ xy + uηηxy
uyy = uξξ +2 uξη yηy + uηη + uξ yy + uηηyy
Substituting these values in equation Auxx + Buxy + Cuyy + Dux + Euy + Fu = G we
obtain
A ∗ u ξξ + B ∗ u ξη + C ∗ u ηη + D ∗ u ξ + E ∗ u η + F ∗ u = G ∗ ………..(v) where

A∗ = A + B x y + C
B∗ = 2A xηx + B ( xηy + y ηx)+2C ηy
y

C∗ = A + Bηxηy + C
D∗ = A xx + B xy + C yy + D x + E y
E∗ = Aηxx + Bηxy + Cηyy + Dηx + Eηy
F∗ = F, G∗ = G
………..(vi) for all
The resulting equation (v) is in the same form as the original equation (ii) under
the general transformation (iii). The nature of the equation remains invariant
under such a transformation if the Jacobian does not vanish. This can be seen
from the fact that the sign of the discriminant does not alter under the
transformation, that is, B∗2 − 4A∗C∗ = J2(B2 − 4AC) ………..(vii)
Now The classification of equation (ii) depends on the coefficients A(x,y),
B(x,y), and C(x,y) at a given point (x,y). We shall, therefore, rewrite equation (ii) as
Auxx + Buxy + Cuyy = H (x, y, u, ux,uy) ………..(viii) and equation (v) as
A∗uξξ + B∗uξη+ C∗uηη = H∗ (ξ, η, u, uξ , uη) ………..(ix)
Now suppose that none of A, B, C, is zero. Let and η be new variables such that
the coefficients A∗ and C∗ in equation (ix) vanish. Thus, from (vi), we have
A∗ and C∗
These two equations are of the same type and hence we may write them in the
form A ………..(x)
in which stand for either of the functions or η. Dividing through by equation
(x) becomes

A ………..(xi)
Along the curve = constant, we have

Thus ………..(xii) and therefore, equation (ii) may be written in the

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form A. ………..(xiii)

the roots of which are

………..(xiv) and ………..(xv)

These equations, which are known as the characteristic equations, are ordinary
differential equations for families of curves in the xy-plane along which
= constant and = constant.
The integrals of equations (xiv) and (xv) are called the characteristic curves.
Since the equations are first-order ordinary differential equations, the
solutions may be written as φ1 (x, y) = c1, c1 = constant and φ2 (x, y) = c2,
c2 = constant
Hence the transformations
= φ1 (x, y), η= φ2 (x, y) will transform equation (viii) to a canonical form.

(A) CANONICAL TRANSFORMATION OF HYPERBOLIC TYPE

If B2 − 4AC > 0, then integration of equations

and
yield two real and distinct families of characteristics.
Equation A∗uξξ + B∗uξη+ C∗uηη = H∗ ( , η, u, uξ , uη) reduces to uξη = H1 where
H1 = H∗/B∗. It can be easily shown that B∗ 0. This form is called the first
canonical form of the hyperbolic equation.
Now if new independent variables α = + η, β = – η are introduced, then
equation uξη = H1 is transformed into uαα - uββ = H2 (α, β, u, uα , uβ) This
form is called the second canonical form of the hyperbolic equation.

(B) CANONICAL TRANSFORMATION OF PARABOLIC TYPE

If B2 − 4AC = 0, and equations and

coincide. Thus, there exists one real family of characteristics, and we obtain only
a single integral = constant (or η = constant).
Since B2 = 4AC and A∗ = 0, we find that A∗
From this it follows that
A∗ = 2A xηx + B( xηy + yηx)+2C yηy = 2 ( x + y) ( ηx + ηy)=0
for arbitrary values of η (x, y) which is functionally independent of (x, y); for
instance, if η = y, the Jacobian does not vanish in the domain of parabolicity
Division of equation A∗uξξ + B∗uξη+ C∗uηη = H∗ (ξ, η, u, uξ , uη) by C∗ yields
uηη = H3 ( , η, u, uξ , uη), C∗ 0 This is called the canonical form of the
parabolic equation. Equation A∗uξξ + B∗uξη+ C∗uηη = H∗ ( , η, u, uξ , uη) may
also assume the form u , u, uξ , uη ) if we choose η = constant as

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the integral of equation

(C) CANONICAL TRANSFORMATION OF ELLIPTIC TYPE
For an equation of elliptic type, we have B2 − 4AC < 0. Consequently, the quadratic

equation A. has no real solutions, but it has two complex

conjugate solutions which are continuous complex-valued functions of the real
variables x and y. Thus, in this case, there are no real characteristic curves.
However, if the coefficients A, B, and C are analytic functions of x and y, then one

can consider equation A. for complex x and y. A function of two

real variables x and y is said to be analytic in a certain domain if in some
neighborhood of every point (x0, y0) of this domain, the function can be represented
as a Taylor series in the variables (x−x0) and (y − y0).
Since and η are complex, we introduce new real variables
) ………..(i)
so that = α + iβ, η = α – iβ ………..(ii)
First, we transform equations Auxx + Buxy + Cuyy = H (x, y, u, ux,uy) We then have
A∗∗ (α, β) u + B∗∗ (α, β) u + C∗∗ (α, β) u = H4 (α, β, u, uα , uβ) ………..
(iii) in which the coefficients assume the same form as the coefficients in
equation A∗uξξ + B∗uξη+ C∗uηη = H∗ ( , η, u, uξ , uη) With the use of = α +
iβ, η = α – iβ the equations A∗ = C∗ = 0 become

or, (A∗∗ − C∗∗)+iB∗∗ = 0, (A∗∗ − C∗∗) − iB∗∗ = 0

These equations are satisfied if and only if A∗∗ = C∗∗ and B∗∗ = 0
Hence, equation (iii) transforms into the form A∗∗u + A∗∗u = H4 (α, β, u, uα , uβ)
Dividing through by A∗∗, we obtain
uαα + uββ = H5 (α, β, u, uα , uβ) where H5 = (H4/A∗∗).
This is called the canonical form of the elliptic equation.

NOTE:
i. When given equation is Hyperbolic then roots will be real and distinct and
there wil be two characteristic curves i.e.
ii. When given equation is Parabolic then roots will be real and equal and
there wil be only one characteristic curve i.e.
iii. When given equation is Elliptic then roots will be real and Complex and
there wil be no characteristic curves in reals so will need to make following
approximations i.e.

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REMEBER: for and

i. Canonical form of Hyperbolic equation is
ii. Canonical form of Parabolic equation is or
but not both in same time.
iii. Canonical form of Elliptic equation is where

Example: Transform the equation y2uxx − x2uyy = 0 into canonical form.

Solution: Here A = y2, B= 0, C= −x2. Thus, B2 − 4AC = 4x2y2 > 0.
The equation is hyperbolic everywhere except on the coordinate axes x = 0 and

y = 0. From the characteristic equations

and we have and

After integration of these equations, we obtain
and
To transform the given equation to canonical form, we consider
and
x = 2x , ηx = -2x , xx = 2 , ηxx = -2 , xy = 0 , ηxy = 0 y
= 2y , ηy = 2y , yy = 2 , ηyy = 2
A∗ (after putting values)
B∗ = 2A xηx + B ( xηy + yηx)+2C yηy = -16 (after putting values)
C∗ (after putting values)
D∗ = A xx + B xy + C yy + D x + E y = 2 (after putting values)
E∗ = Aηxx + Bηxy + Cηyy + Dηx + Eηy = -2 (after putting values)
F∗ = F=0, G∗ = G=0
Now A∗uξξ + B∗uξη + C∗uηη + D∗uξ + E∗uη + F∗u = G∗
-16 uξη + 2 uξ -2 uη = 0 ………(i)
Now as and

Adding above and subtracting above then

=0
-4 uξη + 2 uξ - 2 uη = 0
Thus, the given equation assumes the canonical form

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Example: Transform the equation x2uxx +2xy uxy + y2uyy = 0 into canonical form.
Solution: In this case, the discriminant is B2 − 4AC = 4x2y2 − 4x2y2 = 0.
The equation is therefore parabolic everywhere. And the characteristic
equations is hence, the characteristics are which is the equation
of a family of straight lines.
Consider the transformation where η is chosen arbitrarily.
The given equation is then reduced to the canonical form y2 uηη = 0.
Thus uηη = 0 for y 0
Example: Transform the equation uxx + x2uyy = 0 into canonical form.
Solution: The equation is elliptic everywhere except on the coordinate axis x = 0
because B2 − 4AC = −4x2 < 0, x 0
The characteristic equations are
and
Integration yields 2y − x2 = c1, 2 y + x2 = c2
Thus, if we write = 2y − x2 η= 2 y + x2
hence,

we obtain the canonical form

NOTE: It should be remarked here that a given partial differential equation may
be of a different type in a different domain. Thus, for example, Tricomi‟s equation
uxx + xuyy = 0 is elliptic for x > 0 and hyperbolic for x < 0, since B2 − 4AC = −4x

EQUATIONS WITH CONSTANT COEFFICIENTS

In this case of an equation with real constant coefficients, the equation is of a
single type at all points in the domain. This is because the discriminant B2 − 4AC
is a constant.

From the characteristic equations and we can

see that the characteristics

and are two families of straight

lines. Consequently, the characteristic coordinates take the form

= y − λ1 x and η = y − λ2 x Where

The linear second-order partial differential equation with constant coefficients

may be written in the general form as Auxx + Buxy + Cuyy + Dux + Euy + Fu = G(x, y) In
particular, the equation Auxx + Buyy + Cuyy = 0 is called the Euler equation.

PROF. MUHAMMAD USMAN HAMID (0323-6032785)

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(A) HYPERBOLIC TYPE

If B2 − 4AC > 0, the equation is of hyperbolic type, in which case the characteristics
form two distinct families.

Using x and x
equation Auxx + Buxy + Cuyy + Dux + Euy + Fu = G(x, y) becomes
= D1 + E1 + F1u + G1( ) where D1, E1, and F1 are constants.
Here, since the coefficients are constants, the lower order terms are expressed explicitly.

When A = 0, equation does not hold. To

remove this difficulty consider which may

again be rewritten as and -

Integration gives x
where c1 and c2 are integration constants. Thus, the characteristic coordinates are
) y we may use η = By - Cx
Under this transformation, equation Auxx + Buxy + Cuyy + Dux + Euy + Fu = G(x, y) reduces
to the canonical form
where , and are constants.
The canonical form of the Euler equation is = 0 Integrating
this equation gives the general solution
= φ (y − λ1,x)+ (y − λ2,x)

where φ and are arbitrary functions, and

(B) PARABOLIC TYPE

When B2 − 4AC = 0, the equation is of parabolic type, in which case only one real

family of characteristics exists. From equation , we find

That ) , so that the single family of characteristics is given by y
where c1 is an integration constant. Thus, we have
(arbitrary)
where η is chosen arbitrarily such that the Jacobian of the transformation is not
zero, and h and k are constants.
With the proper choice of the constants h and k in the transformation equation Auxx
+ Buxy + Cuyy + Dux + Euy + Fu = G(x, y) reduces to
= D2 + E2 + F2u + G2 where D2, E2, and F2 are constants.

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If B = 0, we can see at once from the relation B2 − 4AC = 0 that C or A vanishes.

The given equation is then already in the canonical form. Similarly, in the other cases
when A or C vanishes, B vanishes. The given equation is then also in canonical
form.
The canonical form of the Euler equation is =0
Integrating twice gives the general solution where and
are given by . Choosing h = 1, k = 0 and
for simplicity, the general solution of the Euler equation in the parabolic
case is

(C) ELLIPTIC TYPE

When B2 − 4AC < 0, the equation is of elliptic type. In this case, the characteristics

are complex conjugates i.e. . The characteristic equations yield y

= λ1x + c1, y= λ2x + c2 (after integeration)
where λ1 and λ2 are complex numbers. Accordingly, c1 and c2 are allowed to
take on complex values. Thus,

where λ1,2 = in which a and b are real constants, and

and
Introduce the new variables

Application of this transformation readily reduces equation Auxx + Buxy + Cuyy + Dux
+ Euy + Fu = G(x, y) to the canonical form uαα + uββ = D3uα + E3uβ + F3u + G3 (α, β)
where D3, E3, F3 are constants. We note that B2 − AC < 0, so neither A nor C is zero.
In this elliptic case, the Euler equation gives the complex characteristics
which are

Consequently, the Euler equation becomes

=0
with the general solution
The appearance of complex arguments in the general solution (above) is a
general feature of elliptic equations.

Example: Solve the equation 4 uxx +5uxy + uyy + ux + uy = [Link] find its canonical form.
Solution: Since A = 4, B = 5, C = 1, and B2 − 4AC = 9 > 0, the equation is hyperbolic.
Thus, the characteristic equations take the form

and hence, the characteristics are y (on integrating)

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The linear transformation

Then and

A∗ (after putting values)

B (after putting values)
C∗ = A + Bηxηy + C = 0 (after putting values)
D∗ = A xx + B xy + C yy + D x + E y = 0 (after putting values)

E∗ (after putting values) and F∗ =F=0, G∗ = G=2

Now A uξξ + B uξη + C uηη + D uξ + E uη + F∗u = G∗
∗ ∗ ∗ ∗ ∗

u (after putting the values and solving)

This is the first canonical form.
The second canonical form may be obtained by the transformation

in the form u

Example: Solve the equation uxx − 4 uxy + 4uyy = ey. Also find its canonical form.
Solution: Since A = 1, B = −4, C = 4, and B2 − 4AC = 0, the equation is parabolic.
Thus, we have from equation we have
in which η is chosen arbitrarily. By means of this mapping
the equation transforms into u

Example: Solve the equation uxx + uxy + uyy + ux = 0. Also find its canonical form. Solution:
Since A = 1,B = 1, C = 1, and B2 − 4AC = −3 <0, the equation is elliptic.

We have

and hence,

Introducing the new variables

the given equation is then transformed into canonical form u
Example: Consider the wave equation utt − c2uxx = 0, c is constant. Find its canonical
form.
Solution: Since A = −c2, B = 0, C = 1, and B2 − 4AC = 4c2 > 0, the wave equation is hyperbolic
everywhere.

According to A. the equation of characteristics is

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or dx2 − c2dt2 = 0
Therefore, = constant, = constant.
Thus, the characteristics are straight lines, which are shown in Figure.

The characteristics form a natural set of coordinates for the hyperbolic equation.
In terms of new coordinates and η defined above, we obtain uxx = uξξ+2 uξη +
uηη and utt = c2 (uξξ - 2 uξη + uηη) so that the wave equation becomes −4c2
uξη = 0.
Since c 0, we have uξη = 0
Integrating with respect to , we obtain uη = 1 (η)
where 1 is the arbitrary function of η. Integrating with respect to η, we obtain

If we set the general solution becomes

)
which is, in terms of the original variables x and t

provided φ and ψ are arbitrary but twice differentiable functions.

Example: Find the characteristic equations and characteristics, and

then reduce the equations uxx (sech4x)uyy = 0 to the canonical forms.
Solution: In equation A = 1, B = 0 and C = −sech4x. Hence,B2 − 4AC = 4 sech4x > 0. Hence,
the equation is hyperbolic.

The characteristic equations are x

Integration gives
Hence,
Using these characteristic coordinates, the given equation can be transformed

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into the canonical form u

Example: Find the characteristic equations and characteristics, and then

reduce the equations uxx (sech4x)uyy = 0 to the canonical forms. Solution: In
equation A = 1, B = 0 and C = sech4x. Hence, B2 − 4AC = sech2x
Integrating gives
Thus,
The new real variables α and β are In
terms of these new variables, equation can be transformed into the canonical

form u

Example: Consider the wave equation uxx + (2 cosecy) uxy +(cosec2y)uyy = 0. Find
its canonical form.
Solution: In this case, A = 1, B = 2 cosecy and C = cosec2y. Hence, B2 − 4AC = 0,
And
The characteristic curves are therefore given by
Using these variables, the canonical form of equation is uηη =(sin2 η cos η) uη

GENERAL SOLUTIONS
In general, it is not so simple to determine the general solution of a given
equation. Sometimes further simplification of the canonical form of an
equation may yield the general solution. If the canonical form of the equation is
simple, then the general solution can be immediately ascertained.

Example: Find the general solution of x2uxx +2xy uxy + y2uyy = 0

Solution: using the transformation this equation reduces to
the canonical form uηη = 0, for y 0 Integrating twice with respect to
η, we obtain where f ( ) and g ( ) are arbitrary
functions. In terms of the independent variables x and y, we have

Example: Determine the general solution of 4 uxx +5uxy + uyy + ux + uy = 2 Solution:

Since A = 4, B = 5, C = 1, and B2 − 4AC = 9 > 0, the equation is hyperbolic. Thus,
the characteristic equations take the form

and hence, the characteristics are y (on integrating)

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The linear transformation

Then and
A∗ = A
+B x y +C = 0 (after putting values)
B∗ (after putting values)
C∗ (after putting values)
D∗ = A xx + B xy + C yy + D x + E y = 0 (after putting values)

E (after putting values) and F∗ =F=0, G∗ = G=2

Now A uξξ + B uξη + C uηη + D uξ + E uη + F∗u = G∗
∗ ∗ ∗ ∗ ∗

u (after putting the values and solving)

By means of the substitution v = uη the preceding equation reduces to
v

Integrating with respect to , we have

Integrating with respect to η, we obtain

where f ( ) and g (η) are arbitrary functions. The general solution of the
given equation becomes

Example: Obtain the general solution of 3uxx +10uxy +3uyy = 0.

Solution: Since B2 −4AC = 64 > 0, the equation is hyperbolic. Thus, from equation

the characteristics are y Using the

transformations the given equation can be reduced to
the form
Hence, we obtain uξη = 0
Integration yields
In terms of the original variables, the general solution is

Example: Find the general solution of the following equations yuxx

+3yuxy +3ux = 0, y 0
Solution: In equation A = y, B = 3y, C = 0, D = 3, E = F = G = 0.
Hence B2 − 4AC = 9y2 > 0 and the equation is hyperbolic for all points (x, y) with

y 0. Consequently, the characteristic equations using are

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Integrating gives y = c1 and y = 3x + c2

The characteristic curves are
In terms of these variables, the canonical form of equation is uξη + uη = 0.
Writing v = uη and using the integrating factor gives v

where C (η) is an arbitrary function.

Integrating again with respect to η gives

where f and g are arbitrary functions. Finally, in terms of the original

variables, the general solution is

Example: Find the general solution of the following equations uxx

+2uxy + uyy = 0
Solution: Equation has coefficients A = 1, B = 2, C = 1, D = E = F = G = 0.
Hence, B2 −4AC = 0, the equation is parabolic. The characteristic
equation is and the characteristics are = y − x = c1 and η = y
Using these variables, equation takes the canonical form uηη = 0
Integrating twice gives the general solution where
f and g are arbitrary functions.
In terms of x and y, this solution becomes

Example: Find the general solution of the following equations uxx

+2uxy +5uyy + ux = 0
Solution: The coefficients of equation are A = 1, B = 2, C = 5, E = 1, F = G = 0 and hence
B2 − 4AC = −16 < 0, equation is elliptic.
The characteristic equations are
The characteristics are + c1, + c2
and hence,
and new real variables α and β are

The canonical form is given by u

)
It is not easy to find a general solution of given equation.

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THINGS TO REMEMBER

LAPLACE EQUATION IN CYLINDRICAL COORDINATES

The laplace equation in cylindrical coordinates is wrriten as follows

With most general solution

LAPLACE EQUATION IN SPHERICAL COORDINATES

The laplace equation in spherical coordinates is wrriten as follows

With most general solution

DIFFUSION (HEAT) EQUATION IN CYLINDRICAL COORDINATES

The Heat equation in cylindrical coordinates is wrriten as

follows

With most general solution

DIFFUSION (HEAT) EQUATION IN SPHERICAL COORDINATES

The Heat equation in spherical coordinates is wrriten as follows

With most general solution

WAVE EQUATION IN CYLINDRICAL COORDINATES

The Wave equation in cylindrical coordinates is wrriten as follows

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And for one dimension when only. i.e. u depends only on „r‟ then
or

With most general solution

WAVE EQUATION IN SPHERICAL COORDINATES
The Wave equation in spherical coordinates is wrriten as follows

And one dimension when only. i.e. u depends only on „r‟ then

With most general solution

LAPLACE EQUATION IN CYLINDRICAL COORDINATES
The laplace equation in cylindrical coordinates is wrriten as follows

For solution consider

where k is separation constant.

……………(i)

Or

if „k‟ is real and positive.

if „k‟ is negative.
if „k‟ is equal to zero.
For physical consideration, one would expect a solution which decay with
increasing „z‟ and therefore the solution corresponding to negative „k‟ is
acceptable. Therefore then

Also
choosing

also

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For physical consideration, we expect the solution to be periodic in which can be

obtained when will positive. Therefore the acceptable solution will be

when a Bessel‟s equation.

is general solution with Bessel‟s functions
Since therefore becomes unbounded at .
Continuity of the solution demands B = 0.
Hence the most general and acceptable solution of is as follows;

LAPLACE EQUATION IN SPHERICAL COORDINATES

The laplace equation in spherical coordinates is wrriten as follows

For solution consider

with a separation constant

…….(i) And ……..(ii)

Now ……….(iii)
this is Euler equation. So using transformation the auxiliary solution can

be written as

Let

Taking

choosing and separating variables

with a separation constant

……(iv) also ……(v)

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with
If the solution will be independent of which corresponds to the axisymmetric
case.

Now for axisymmetric case

Transforming the independent variable to „x‟ and letting

this is well known Legendre‟s equation.

General solution of above is
Then put also for axisymmetric case
Thus

DIFFUSION (HEAT) EQUATION IN CYLINDRICAL COORDINATES The

Heat equation in cylindrical coordinates is wrriten as follows
………(i)
For solution consider ………(ii)

where is a separation constant.

……(iii) and ……(iv)

……(v) and ……(vi)

……(vii) and ……(viii)

PROF. MUHAMMAD USMAN HAMID (0323-6032785)

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this differential equation is

called Bessel‟s equation of order „v‟ and its general solution is as
follows;

Where are Bessel‟s functions

for singular equation
Thus general solution of equation (ii) will be

DIFFUSION (HEAT) EQUATION IN SPHERICAL COORDINATES

The Heat equation in spherical coordinates is wrriten as follows
………(i)

For solution consider ………(ii)

where is a separation constant.

……..(iii)

and ……..(iv)

……….…(v)

and ……(vi)

……(vii)

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And

……(viii)

for

this differential
equation is called Bessel‟s equation of order „ ‟ and its general
solution is as follows;

Where are Bessel‟s functions.

Now introducing

this is an
associated Legendre‟s DE whose solution is as follows;
where are associated
Legendre‟s solutions of degree „n‟ and order „m‟
Then

In the general solution the functions and are

excluded because these functions have poles at and

Thus general solution of equation (ii) will be

Or in general

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ONE DIMENSIONAL WAVE EQUATION IN CYLINDRICAL

COORDINATES
In cylindrical coordinates, the wave equation assumes the following form
…………….(i)
To find solution consider
and

which has the form of Bessel‟s equation

and hence its solution can be written as follows;

In complex form we can write this equation as

It can be rewritten as
with as hankel transform.
Defined as follows;
and

Using asymptotic expression as follows

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and
Then our required solution will be as follows;

WAVE EQUATION IN SPHERICAL COORDINATES

The Wave equation inone dimension when only. i.e. u depends
only on „r‟ will be of the form
………..(i)
To find solution consider
and

which has the form of Bessel‟s

equation and hence its solution can be written as follows;

But we know that

and
Then

And in complex form

Hence tour required solution is as follows;

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EXERCISES
1. Determine the region in which the given equation is hyperbolic, parabolic, or
elliptic, and transform the equation in the respective region to canonical form.
(a) xuxx + uyy = x2 (b) uxx + y2uyy = y
(c) uxx + xyuyy = 0 (d) x2uxx − 2xyuxy + y2uyy = ex
(e) uxx + uxy − xuyy = 0, (f) exuxx + eyuyy = u
2. Obtain the general solution of the following equations:
(i) x2uxx +2xyuxy + y2uyy + xyux + y2uy = 0, (ii) rutt − c2rurr − 2c2ur = 0, c = constant
(iii) 4ux +12uxy +9uyy − 9u = 9 (iv) uxx + uxy − 2uyy − 3ux − 6uy = 9(2x − y)
(v) yux +3yuxy +3ux = 0, y 0. (vi) uxx + uyy = 0 (vii) 4 uxx + uyy = 0, (viii)
uxx − 2 uxy + uyy = 0 (ix) 2uxx + uyy = 0 (x) uxx +4uxy +4uyy = 0
(xi) 3 uxx +4uxy –

3. Find the characteristics and characteristic coordinates, and reduce the

following equations to canonical form:
(a) uxx +2uxy +3uyy +4ux +5uy + u = ex
(b) 2uxx − 4uxy +2uyy +3u = 0
(c) uxx +5uxy +4uyy +7uy = sinx (d) uxx + uyy +2ux +8uy + u = 0
(e) uxy +2uyy +9ux + uy = 2 (f) 6uxx − uxy + u = y2
(g) uxy + ux + uy = 3x, (h) uyy − 9ux +7uy = cosy,
(i) x2uxx − y2uyy − ux = 1+2y2 (j) uxx + yuyy + ½ uy +4yux = 0

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(k) x2y2uxx +2xyuxy + uyy = 0 (l) uxx + yuyy = 0.

4. Determine the general solutions of the following equations:
(i) uxx – 1/c2 uyy = 0, c= constant (ii) uxx + uyy = 0
(iii) uxxxx +2uxxyy + uyyyy = 0 (iv) uxx − 3uxy +2uyy = 0
(v) uxx + uxy = 0, (vi) uxx +10uxy +9uyy = y

5. Classify each of the following equations and reduce it to canonical form:

(a) y uxx − xuyy = 0, x>0, y>0 (b) uxx +(sech4x)uyy = 0
(c) y2uxx + x2uyy = 0 (d) uxx – (sech4x)uyy = 0
(e) uxx +6uxy +9uyy +3yuy = 0 (f) y2uxx +2xyuxy +2x2uyy + xux = 0
(g) uxx − (2 cos x) uxy +(1 + cos2 x) uyy + u = 0
(h) uxx + (2 cosec y) uxy +(cosec2y) uyy = 0
(i) uxx − 2 uxy + uyy +3ux − u+1 = 0
(j) uxx − y2uyy + ux − u + x2 = 0
(k) uxx + yuyy − xuy + y = 0

FOURIER TRANSFORMATION AND INTEGRALS

WITH APPLICATIONS
FOURIER TRANSFORMATION
If is a continuous, piecewise smooth, and absolutely integrable function,
then the Fourier transform of with respect to is denoted by
and is defined by

where k is called the Fourier

transform variable and is called the kernel of the transform.
Then, for all , the is defined by

CONDITION FOR EXISTENCE OF FOURIER TRANSFORMATION

Fourier Transforamtion and Inverse Fourier Transformation exist if
(i) The function or is continuous or piecewise continuous over
and bounded.
(ii) are absolutely integrable i.e.
or this condition is sufficient for
existence of Fourier Transforamtion and Inverse Fourier Transformation.

Example: Show that

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Solution. We have, by definition

Consider 𝐢𝐤𝐱 𝐚𝐱 𝟐

𝐢𝐤𝐱
𝐚 . 𝒙𝟐 𝒂
/

Put 𝟐𝐢𝐤𝐱
. 𝒙𝟐 𝟐𝒂
/
𝐚< 𝐢𝐤 𝟐 𝐢𝐤 𝟐
=
. 𝟐𝒂/ . 𝟐𝒂/

𝐢𝐤 𝟐 𝐤 𝟐
𝒂 .𝐱 𝟐𝒂
/ 𝟒𝒂𝟐

NOTE: sometime appears in the form known as Guassian Function.

Example: Show that

Solution. We have, by definition

Example: Show that

where
Solution. Let us consider then We have, by definition

FIND FOURIER TRANSFORMS OF THE FOLLOWINGS;

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i. the gate function. Where „a‟ is positive

constant. ii. iii. iv.

v.
vi. vii.

KEEP IN MIND
IN THIS BOOK (MYINT) THERE IS A SIGN DIFFERENCE FOR THE DEFINATION OF
FOURIER AND INVERSE OF FOURIER. BUT IN SO MANY BOOKS SIGN IS
DIFFERENT TO THIS BOOK. SO I PROCEED ACCORDING TO OTHER BOOKS.
IF SOME QUESTION APPEAR WITH DIFFERENT SIGN (+VE OR –VE) STUDENTS
JUST CHANGE THE SIGN OF EXPONENT IN DEFINATION.

PROPERTIES OF FOURIER TRANSFORMS

LINEARITY PROPERTY: THE FOURIER TRANSFORMATION IS LINEAR.

Proof.
Let where a and b are constants.
We have, by definition

hence proved.

LINEARITY PROPERTY: THE INVERSE FOURIER TRANSFORMATION IS

LINEAR. Proof.
Let where a and b are constants.
We have, by definition

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hence proved.

SHIFTING PROPERTY: Let be a Fourier transform of Then

where c is a real constant. Proof.
From the definition, we have, for c > 0,

Put

SCALING PROPERTY: If is the Fourier transform of , then

where c is a real nonzero constant.

Proof. For

Since then either or

If then
If then

Hence
DIFFERENTIATION PROPERTY: Let be continuous and piecewise smooth in
. Let approach zero as If and ′ are absolutely integrable,
then ′
Proof.

This result can be easily extended. If f and its first (n − 1) derivatives are continuous,
and if its nth derivative is piecewise continuous, then

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provided
and its derivatives are absolutely integrable. In addition, we assume that and
its first (n − 1) derivatives tend to zero as |x| tends to infinity.

CONJUGATION PROPERTY: Let is real then

Proof.

Since is real therefore then by defination

And
Hence

ATTENUATION PROPERTY: For a function ,

Proof.
By definition
Then

……….(i)

Also ……….(ii)
Thus from (i) and (ii)

MODULATION PROPERTY -
Proof.

By definition -
-
MODULATION PROPERTY (ii): -
Proof.

By definition -
-
CONVOLUTION FUNCTION / FAULTUNG FUNCTION
The function is called the
convolution of the functions f and g over the interval (− , )

NOTE: The convolution satisfies the following properties:

1. (commutative)

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2. (associative) 3.
, (distributive) where a and b are
constants.

PROPERTY:
PROOF: since by definition
Put and if then then

Hence

PROVE THE FOLLOWING PROPERTIES OF THE FOURIER CONVOLUTION:

CONVOLUTION / FAULTUNG THEOREM

If and are the Fourier transforms of and respectively, then the
Fourier transform of the convolution is the product . That is,

Or, equivalently,
Or

PROOF: By definition, we have

By changing the order of integration

Where we replace with

Hence
Or

PARSEVAL‟S FORMULA

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According to this formula

convolution formula gives

Putting then
then above equation becomes
for complex .
where the bar denotes the complex
conjugate.

In terms of the notation of the norm, this is

JUST READ THE FOLLOWING AND KEEP IN MIND THE RESULTS

DIREC DELTA FUNCTION
The dirac delta function is defined as follows;

PROPERTIES:
i.
ii. For any continuous function ;
iii. iv.
v. SHIFTING PROPERTY: For any continuous function ;

vi. If is continuous differentiable. Then

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THE FOURIER TRANSFORMS OF STEP AND IMPULSE FUNCTIONS

The Heaviside unit step function is defined by

where a ≥ 0
The Fourier transform of the Heaviside unit step function can be easily
determined. We consider first

This integral does not exist. However, we can prove the existence of this integral by
defining a new function

This is evidently the unit step function as . Thus, we find the Fourier
transform of the unit step function as

For a = 0
An impulse function is defined by

where h is large and positive, , and is a small positive constant, This type of
function appears in practical applications; for instance, a force of large magnitude
may act over a very short period of time.

The Fourier transform of the impulse function is

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Now if we choose the value of then the impulse defined by

which is a constant independent of . In the limit as , this particular

function with h = (1/2ε) satisfies
and
Thus, we arrive at the result
, , and
This is the Dirac delta function We now define the Fourier transform of
as the limit of the transform of . We then consider

in which we note that, by L‟Hospital‟s rule,

When a = 0, we obtain

REMARK:

 If when „x‟ varies not „t‟
 When range of spatial variable is infinite then Fourier transform is used rather than the
sine or cosine.

EXAMPLE:Obtain the solution of the initial-value problem of heat conduction in an infinite

rod
ut = κuxx,
with where u (x, t)
represents the temperature distribution and is bounded, and κ is a constant of diffusivity.
Solution:
After taking The Fourier transform of given equation we get
Ut + κk2 U = 0 and U (k,0) = F (k)
The solution of the transformed system is

The inverse Fourier transformation gives the solution

……(i)

But if a > 0 and b is real or complex and we know that

If we use

then

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then If g (x) is the inverse transform of and has the form

Now using the Convolution theorem

Where is called the Green‟s function (or the fundamental solution) of

the diffusion equation.

ERROR FUNCTION:
The error function is defined by
This is a widely used and tabulated function.

Example: Slowing-down of Neutrons Consider the following physical problem ut = uxx +

;
This is the problem of an infinite medium which slows neutrons, in which a source of
neutrons is located. Here u (x, t) represents the number of neutrons per unit volume per
unit time and represents the source function.

Solution: The Fourier transformation of equation yields

Ut
The solution of this, after applying the condition
Hence, the inverse Fourier transform gives the solution of the problem

FOURIER COSINE TRANSFORMATION AND INVERSE

Let be defined for and extended as an even function in
satisfying the conditions of Fourier Integral formula. Then, at the points of
continuity, the Fourier cosine transform of and its inverse transform are defined by

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FOURIER SINE TRANSFORMATION AND INVERSE

Let be defined for and extended as an odd function in
satisfying the conditions of Fourier Integral formula. Then, at the points of
continuity, the Fourier sine transform of and its inverse transform are defined by

Example: Show that

Solution: We have, by definition

Example: Show that

Solution: We have, by definition

Example: Show that

Solution: To prove this we use the standard definite integral

Integrating both sides [Link] „s‟ from „s‟ to „ ‟

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Consequently

Theorem : Let f (x) and its first derivative vanish as x → . If is the Fourier

cosine transform, then

PROOF:

Consider is real and then

In a similar manner, the Fourier cosine transforms of higher-order derivatives of f (x)

can be obtained.

Theorem : Let f (x) and its first derivative vanish as x → . If is the Fourier

cosine transform, then

PROOF:

Consider is real and then

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In a similar manner, the Fourier sine transforms of higher-order derivatives of

can be obtained.

REMARK:
 ......
 If when ‘x’ varies not ‘t’
 When range of spatial variable is infinite then Fourier transform is used rather than the sine or
cosine.
 If boundry conditions are of the form then use Sine transform, while conditions
are of the form then use Cosine transform,

EXAMPLE: Solve the potential equation for the potential in the semi
infinite strip that satisfies the following conditions;

Solution: the potential equation is given as Since the

BC’s are in the form therefor we use fourier cosine transform [Link]
‘y’

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Then general solution will be

………….(i)
Now using BC’s

Now ………….(ii)
using BC’s

Then

EXAMPLE: Solve the problem using Fourier Transformation method with

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Solution: BC’s suggest that we should use fourier sine transform [Link] ‘x’

…………….(i)
This is 1 order, linear, non – homogeneous ODE
st

Therefore I.F. =

+ Cosntant

…………….(ii)
Now using IC’s

Thus

EXAMPLE: Solve the problem using Fourier Transformation method with

Solution: BC’s suggest that we should use fourier cosine transform [Link] ‘x’

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…………….(i)
This is 1 order, linear, homogeneous ODE
st

Then general solution will be ………….(ii)

Now using IC’s

Thus

Example:: Solve the problem using Fourier Transformation method

with

Solution: since therefore we should use fourier transform [Link] ‘x’

……………(i) where
Now using IC’s

Consider 𝐢𝐤𝐱 𝐚𝐱 𝟐

𝐢𝐤𝐱
𝐚 . 𝒙𝟐 𝒂
/

Put . 𝒙𝟐
𝟐𝐢𝐤𝐱
𝟐𝒂
/
𝐚< 𝐢𝐤 𝟐 𝐢𝐤 𝟐
=
. 𝟐𝒂/ . 𝟐𝒂/

𝐢𝐤 𝟐 𝐤 𝟐
𝒂 .𝐱 𝟐𝒂
/ 𝟒𝒂𝟐
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……………(ii)

Thus

……………(iii)
Since

…………..(iv)

Now put .

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Example: Solve the problem using Fourier Transformation method

with
Solution: since therefore we should use fourier transform [Link] ‘x’

……………(i) where
Now using IC’s

Thus

……………
(iii) Consider 𝒌𝟐
𝐢𝐤
𝜷
𝒖

Now consider 𝒌𝟐
𝐢𝒖
𝟐𝐤 . 𝟐𝜷/
𝐢𝒖 𝟐
. 𝟐𝜷/
𝐢𝒖 𝟐
. 𝟐𝜷/

𝟐 𝟐
𝐢𝒖 𝐢𝒖
(𝒌 * ( *
𝟐𝜷 𝟐𝜷

𝟐
𝐢𝒖 𝒖𝟐
(𝒌 *
𝟐𝜷 𝟒𝜷𝟐

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put and

……….(iv)

Put

Example:
Solve the problem using Fourier Transformation method
with and

Solution: since therefore we should use fourier transform [Link] ‘x’

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……………(i)
……………(ii)
Now using IC’s
Then ……………(iii)
Also

Then

……………(iv)
Adding (iii) and (iv)
Subtracting (iii) and (iv)
Then (i) becomes

Example: Solve the problem using Fourier Transformation method

with and

Solution: since therefore we should use fourier transform [Link] ‘x’

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……………(i)
……………(ii)
Now using IC’s
Then ……………(iii)
Also
Then

……………(iv)
Adding (iii) and (iv)
Subtracting (iii) and (iv)
Then (i) becomes

.….(A)

Similarly

And consider

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THE DOUBLE FOURIER TRANSFORM AND ITS INVERSE

Let be a function defined over the whole plane i.e.
then its fourier transform and inverse are defined as follows;

n - DIMENSIONAL FOURIER TRANSFORM AND ITS INVERSE

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EXAMPLE : Find the temperature distribution in a semi-infinite rod for the

following cases with zero initial temperature distribution:
(a) The heat supplied at the end x = 0 at the rate g (t); i.e. ux
(b) The end x = 0 is kept at a constant temperature T0. i.e.
The problem here is to solve the heat conduction equation ut = κuxx,
, with .
Here we assume that u (x, t) and ux (x, t) vanish as

EXAMPLE : Find the temperature distribution in a semi-infinite rod for the following cases
with zero initial temperature distribution:
The heat supplied at the end x = 0 at the rate g (t); i.e. ux The
problem here is to solve the heat conduction equation ut = κuxx, ,
with .
Here we assume that u (x, t) and ux (x, t) vanish as SOLUTION: let be the
Fourier cosine transform of Then the transformation of the heat conduction
equation yields

………….(i)
This is linear differentiable and non – homogeneous equation so by using

………….(ii)
Now using

where

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EXAMPLE : Find the temperature distribution in a semi-infinite rod for the following cases
with zero initial temperature distribution:
The end x = 0 is kept at a constant temperature T0. i.e. The
problem here is to solve the heat conduction equation ut = κuxx, , with

Here we assume that u (x, t) and ux (x, t) vanish as SOLUTION:

We apply the Fourier sine transform of to obtain the transformed equation

………….(i)
This is linear differentiable and non – homogeneous equation so by using

………….(ii)

Now using

Now making the use of integral

Then the solution will be

Where is the complementary error [Link] as follows

Example : Find the solution of the Dirichlet problem in the half-plane

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uxx + uyy = 0, with

u and ux vanish as and u is bounded as SOLUTION:
Let be the Fourier transform of with respect to x.

Application of the Fourier transform with respect to x gives

Uyy − k2U = 0
and as
The solution of this transformed system is

The inverse Fourier transform of gives the solution

in the form

It follows from the proof of the result

Hence, the solution of the Dirichlet problem in the half-plane is

From this solution, we can readily deduce a solution of the Neumann problem in the half-
plane

Example: Find the solution of Neumann‟s problem in the half-plane

uxx + uyy = 0, with uy
u is bounded as uand ux vanish as SOLUTION:
Let v (x,y) = uy (x, y). Then
and the Neumann problem becomes

and uy
This is the Dirichlet problem for and its solution is given by

Thus, we have

where an arbitrary constant can be added to this solution. In other words, the
solution of any Neumann‟s problem is uniquely determined up to an arbitrary
constant.

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EXERCISES
1. Determine the solution of the initial-value problem
utt = c2uxx,
ut

2. Solve ut = uxx,

3. Solve utt = c2uxxxx = 0,

, ut

4. Solve utt + c2uxxxx = 0,

, ut
u (0, t) = g (t), uxx (0, t) = 0, t>0.

5. Solve ut = uxx + tu,

is bounded,

6. Solve uxx + uyy = 0,

and ux
uniformly in x as and uniformly in y as

7. Solve uxx + uyy = 0,

and u (x, y) → 0 uniformly in y as

8. Solve ut = uxx,

u (x, t) is bounded for all x and t.

9. Solve uxx + uyy = 0,

uniformly in y as

10. Solve uxx + uyy = 0,

11. Solve using Fourier Transformation uxx ut Semi infinite rod with

and

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FOURIER SERIES, FOURIER TRANSFORMATION AND INTEGRALS

WITH APPLICATIONS
Introduction, Piecewise Continuous Functions and Periodic Functions, Systems of
Orthogonal Functions, Fourier Series, Convergence of Fourier Series, Examples and
Applications of Fourier Series , Examples and Applications of Cosine and Sine Fourier
Series, Complex Fourier Series , Fourier Series on an Arbitrary Interval, The
Riemann–Lebesgue Lemma and Point wise Convergence Theorem, Uniform
Convergence, Differentiation, and Integration , Double Fourier Series, Fourier Integrals ,
Exercises
The Fourier theory of trigonometric series is of great practical importance because certain
types of discontinuous functions which cannot be expanded in power series can be
expanded in Fourier series. More importantly, a wide class of problems in physics and
engineering possesses periodic phenomena and, as a consequence, Fourier‟s trigonometric
series become an indispensable tool in the analysis of these problems.

PIECEWISE CONTINUOUS FUNCTIONS AND PERIODIC FUNCTIONS

A single-valued function f is said to be piecewise continuous in an interval [a, b] if there
exist finitely many points a = x1 < x2 < . . . < xn = b, such that is continuous in the
intervals xj < x < xj+1 and the one-sided limits (xj+) and (xj+1−)
exist for all
A piecewise continuous function is shown in Figure. Functions such as and sin ( )
fail to be piecewise continuous in the closed interval [0, 1] because the one-sided limit
does not exist in either case.

If f is piecewise continuous in an interval [a, b], then it is necessarily bounded and

integrable over that interval. Also, it follows immediately that the product of two piecewise
continuous functions is piecewise continuous on a common interval.
If is piecewise continuous in an interval [a, b] and if, in addition, the first derivative
′ is continuous in each of the intervals xj < x < xj+1 and the limits
′ (xj+) and ′ (xj−) exist, then is said to be piecewise smooth; if, in addition, the second
derivative ′′ is continuous in each of the intervals xj < x < xj+1, and the limits ′′ (xj+) and ′′
(xj−) exist, then f is said to be piecewise very smooth.

PERIODIC FUNCTION: A piecewise continuous function in an interval [a, b]

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is said to be periodic if there exists a real positive number such that

for all is called the period of , and the smallest value of
is termed the fundamental period. A sample graph of a periodic function is given in Figure

If is periodic with period p, then

for any integer n. Hence, for all integral values of n

It can be readily shown that if f1, f2, . . ., fk have the period p and ck are the constants, then
f = c1f1 + c2f2 + . . . + ckfk has the period p.

SYSTEMS OF ORTHOGONAL FUNCTIONS

A sequence of functions {φn (x)} is said to be orthogonal with respect to the
weight function on the interval [a, b] if If m = n

then we have
which is called the norm of the orthogonal system {φn (x)}.
Example: The sequence of functions form an orthogonal

system on the interval , because

In this example we notice that the weight function is equal to unity, and the value of the norm
is

ORTHONORMAL SYSTEM OF FUNCTIONS

An orthogonal system φ1, φ2, . . ., φn, where n may be finite or infinite, which

satisfies the relations is called an orthonormal system

of functions on [a, b].
It is evident that an orthonormal system can be obtained from an orthogonal system by
dividing each function by its norm on [a, b].

Example: The sequence of functions forms an orthogonal

system on , - since

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FOURIER SERIES
A trigonometric series with any piecewise continuous periodic function of period and
of the form

is called the Fourier Series of a real valued function where the symbol indicates an
association of a0, ak, and bk to in some unique manner.
Where
And are called Fourier Coefficiets.
We may also write

COMPLEX FORM OF FOURIER SERIES

Fourier Series expansion for in complex form is given as follows
;

Where

Example:Find the Fourier series expansion for the function f(x) = x+

x2,

Solultion: Here

is

Example: Find the Fourier series expansion for the function

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Solultion: Here

is

Example: Find the Fourier series expansion for the sawtooth wave function in
the interval for
Solultion: This is a periodic function with period and represents a sawtooth wave
function as shown in Figure and it is piecewise continuous.

is

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FOURIER INVERSION FORMULA

The proper inversion formula is given as

The formula nearly states that is the fourier transform of

where
PROOF:
If is defined in the interval then it can be represented by its complex fourier
series as

Where

Let
Then for sufficiently regular function we clearly have

Furthermore ………….(i) where

Let denotes the distance between grid points i.e. defines a

uniform partition of the real line. Therefore it is more convenient to rewrite (i) in the form

We observe that this formula resembles the inversion formula.

Of course if then

Hence if then
Thus we obtained our required formula as follows

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LAPLACE TRANSFORMATION WITH APPLICATIONS

Because of their simplicity, Laplace transforms are frequently used to solve a wide class of
partial differential equations. Like other transforms, Laplace transforms are used to
determine particular solutions. In solving partial differential equations, the general solutions
are difficult, if not impossible, to obtain. The transform technique sometimes offers a useful
tool for finding particular solutions. The Laplace transform is closely related to the complex
Fourier transform, so the Fourier integral formula can be used to define the Laplace
transform and its inverse.

LAPLACE TRANSFORMATION
If is defined for all values of , then the Laplace transform of is denoted by
or and is defined by the integral

If is laplace transform of
then is called the INVERSE LAPLACE
TRANSFORM of i.e.

QUESTION: Show that where „c‟ is constant.

SOLUTION: Since

Then

QUESTION: Show that where „a‟ is constant.

SOLUTION: Since

Then

QUESTION: Show that where „a‟ is constant.

SOLUTION: Since

Then

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In above as

QUESTION: Show that where „a‟ is constant.

SOLUTION: Since

Then

QUESTION: Show that where ‘c’ is constant.

SOLUTION: Since

Then

QUESTION: Show that where ‘a’ is constant.

SOLUTION: Since

Then

QUESTION: Show that where ‘ ’

SOLUTION: Since
Then for n = 1;

In above as
for n = 2;

In this part as
And in general

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Hence where ‘ ’

QUESTION: Show that

SOLUTION: Since
Then

- therefore

QUESTION: Show that

SOLUTION: Since
Then

- therefore

QUESTION: Show that

SOLUTION: Since

Then

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QUESTION: Show that

SOLUTION: Since
Then

FUNCTION OF EXPONENTIAL ORDER: A function f (t) is said to be of

exponential order as if there exist real constants and such that
for

THEOREM: Let be piecewise continuous in the interval , - for every positive , and let
be of exponential order, that is, as for some . Then, the Laplace
transform of exists for .

Proof: Since is piecewise continuous and of exponential order, we have

Thus .

PROPERTIES OF LAPLACE TRANSFORMS

LINEARITY PROPERTY: THE LAPLACE TRANSFORMATION IS LINEAR.

Proof. Let where a and b are constants.
We have, by definition

hence proved.

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SHIFTING PROPERTY: If is the laplace transformation of

Then
Proof. By definition, we have

This result also known as 1st shifting theorem or 1st translation theorem.
EXAMPLES:

i. If then
ii. If then

iii. If then iv. If then

Question: Find
Answer: in this question we will use the first shifting theorem according to which

Thus

Question: Find
Answer: in this question we will use the first shifting theorem according to which

Thus

Question: Find
Answer: in this question we will use the first shifting theorem according to which

Thus

Question: Find
Answer: in this question we will use the first shifting theorem according to which

Thus

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SCALING PROPERTY: If is the laplace transformation of , then

with c > 0 Proof. By definition we have

putting

This result also known as Rule of Scale. EXAMPLES:

i. If then

ii. If then

DIFFERENTIATION PROPERTY: Let be continuous and ′ piecewise continuous, in

for all . Let also be of exponential order as
Then, the Laplace transform of ′ exists and is given by
′

Proof. If is continuous and is sectionally continuous on the interval , and both are
of

exponential order then

If ′ and ′′ satisfy the same conditions imposed on and ′ respectively, then, the Laplace
transform of ′′ can be obtained immediately by applying the preceding theorem; that is

Proof. If are continuous and is sectionally continuous on the

interval ,

Clearly, the Laplace transform of can be obtained in a similar manner by successive

[Link] result may be written as

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INTEGRATION PROPERTY : is the Laplace transform of then

PROOF:
Consider -
-

In solving problems by the Laplace transform method, the difficulty arises in

finding inverse transforms. Although the inversion formula exists, its evaluation
requires a knowledge of functions of complex variables. However, for some
problems of mathematical physics, we need not use this inversion formula. We
can avoid its use by expanding a given transform by the method of partial
fractions in terms of simple fractions in the transform variables. With these
simple functions, we refer to the table of Laplace transforms given in the end of
the book and obtain the inverse transforms. Here, we should note that we use the
assumption that there is essentially a one-to-one correspondence between
functions and their Laplace transforms.
This may be stated as follows:
LERCH THEOREM: let and be piecewise continuous
functions of exponential order. If there exists a constant s0,
such that - for all s > s0, then for all except possibly at the
points of discontinuity.

In order to find a solution of linear partial differential equations, the following formulas and
results are useful.

If then

and so on.
Similarly, it is easy to show that

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……………..,
The following results are useful for applications:

Example: Consider the motion of a semi-infinite string with an external force acting on it.
One end is kept fixed while the other end is allowed to move freely in the vertical direction. If
the string is initially at rest, the motion of the string is governed by
utt = c2uxx
u (x, 0) = 0, ut (x, 0) = 0 and u (0, t) = 0, ux (x, t) → 0, as Solution: Let
be the Laplace transform of Transforming the equation of motion and
using the initial conditions, we obtain

The solution of this ordinary differential equation is

The transformed boundary conditions are given by
, and
In view of the second condition, we have . Now applying the first condition, we obtain

Hence

SPECIAL CASES: (a) When f(t) = f0, a constant, then The inverse
Laplace transform gives the solution

(b) When f (t) = cosωt, where ω is a constant, then

Thus, we have ………….(i)

By the method of partial fractions, we write

Hence
If we denote then the Laplace inverse of equation (i) may be written in the
form

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UNIT STEP FUNCTION: A real valued function is defined as

When

CONVOLUTION FUNCTION / FAULTUNG FUNCTION OF LAPLACE TRANSFORMATION.

The function is called the convolution of the functions
and .regarding laplace transformation.

USEFUL RESULT:

CONVOLUTION / FAULTUNG THEOREM OF LAPLACE TRANSFORMATION

If and are the Laplace transforms of and respectively, then the

Laplace transform of the convolution is the product

PROOF: By definition, we have

since

By reversing the order of integration, we have

If we introduce the new variable

in the inner integral, we obtain

by step function

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THE CONVOLUTION SATISFIES THE FOLLOWING PROPERTIES:

(commutative).
(associative).
(distributive),
where and are constants.

Example: Find the temperature distribution in a semi-infinite radiating rod. The temperature
is kept constant at x = 0, while the other end is kept at zero temperature. If the initial
temperature distribution is zero, the problem is governed by
ut = kuxx − hu, , h= constant,
u0, t>0, u0 = constant, where
Solution: Let be the Laplace transform of . Then the transformation with respect
to yields

, ,
( ) √( ) √( )
The solution of this equation is
The boundary condition at infinity requires that A = 0. Applying the other boundary condition
gives

Hence, the solution takes the form

We find (by using the Table of Laplace Transforms) that

And
Thus, the inverse Laplace transform of

By using the Integration Theorem we have

Substituting the new variable yields

For the case , the solution becomes

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LAPLACE TRANSFORMS OF THE HEAVISIDE AND DIRAC DELTA FUNCTIONS

The Heaviside unit step function is defined by

where a ≥ 0

Now, we will find its Laplace transform.

SECOND SHIFTING (TRANSLATION) THEOREM: If and are the Laplace

transforms of and respectively, then

Introducing the new

variable

To prove (b), we write

Now using

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Example: Given that then find the

Laplace transform of
Solution: We have

Example: Find the inverse Laplace transform of

Solution:

THEOREM: Let be a piecewise continuous function for and of exponential order.

If is periodic with period T then show that

PROOF: By definition, we have

In the 2nd integral on the right put

Since given functionis periodic with period T therefore then

As required the result.

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THEOREM: If then
PROOF: By definition, we have

integrating.
changing the order of
integration.

Hence

In order to find a solution of linear partial differential equations, the following formulas and results are
useful.
If then

: : :
: : :

Similarly, it is easy to show that

……………..,

EXAMPLE: Use Laplace Transformation method to solve BVP

Solution:

Given

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…………(i)
Which is non – homogeneous 2nd order DE with solution
…………(ii)
For Chractristic (auxiliary) solution

Then
For Particular solution

Consider

Then

…………(iii)
Now using BC’s

required solution.

EXAMPLE:
Use Laplace Transformation method to solve BVP

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Solution:
Given

This is Homogeneous DE of 2nd order therefore

Then …………(i)

Now using BC’s

Thus

where

EXAMPLE: Use Laplace Transformation method to solve BVP

Solution: Given

…………(i)

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Which is non – homogeneous 2nd order DE with solution

…………(ii)

For Chractristic (auxiliary) solution

Then

For Particular solution Consider

…………(iii)
Now using BC’s

Thus

where

EXAMPLE: Use Laplace Transformation method to solve BVP

Solution: Given

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…………(i)
Which is non – homogeneous 2nd order DE with solution
…………(ii)
For Chractristic (auxiliary) solution
Then
For Particular solution

…………(iii)
Now using BC’s

Thus

EXAMPLE:
Use Laplace Transformation method to solve BVP
Solution:
Given

…………(i)

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Which is non – homogeneous 2nd order DE with solution

…………(ii)
For Chractristic (auxiliary) solution
Then
For Particular solution

…………(iii)
Now using BC’s

Thus

EXAMPLE:
A uniform bar of length is fixed at one end. Let the force

be suddenly applied at the end , if the bar is initially at rest, find

the longitudinal displacement for using Laplace Transformation the motion of bar is govern by the
differential system and is constant.

where is constant.
Solution:

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Given

This is Homogeneous DE of 2nd order therefore

Then …………(i)
Now using BC’s

Then …………(ii)

Then using we get

Hence
Taking Laplace inverse on both sides

which is required longitudinal displacement for

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An impulse function is defined by

where h is large and positive, , and is a small positive constant, This type of function
appears in practical applications; for instance, a force of large magnitude may act over a very
short period of time.

The Laplace transform of the impulse function is given by

Example:(The Heat Conduction Equation in a Semi-Infinite Medium and Fractional

Derivatives). Solve the one-dimensional diffusion equation ut = κuxx,
x>0, t>0 with the initial and boundary conditions
, ,
Solution: by using Laplace transforamation with respect to „t‟ we get

The general solution of this equation is

where A and B are integrating constants. For bounded solutions, B ≡ 0, and using
we obtain the solution

The Laplace inversion theorem gives the solution

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which, by setting

This is the formal solution of the heat conduction problem.

Example: (Diffusion Equation in a Finite Medium). Solve the diffusion equation ut = κuxx,

with the initial and boundary conditions

, ux
where U is a constant.
Solution: by using Laplace transforamation with respect to „t‟ we get

The general solution of this equation is

where A and B are integrating constants. and using we obtain the

solution

The inverse Laplace transform gives the solution

The inversion can be carried out by the Cauchy Residue Theorem to obtain the solution

By expanding the cosine term, this becomes

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This result can be obtained by solving the problem by the method of separation of variables.

Example: (The Wave Equation for the Transverse Vibration of a Semi-Infinite String). Find the
displacement of a semi-infinite string, which is initially at rest in its equilibrium position. At
time t = 0, the end x = 0 is constrained to move so
that the displacement is for where A is a constant. The
problem is to solve the one-dimensional wave equation utt = c2uxx,

with the boundary and initial conditions

and ,
at t = 0 for
Solution: Application of the Laplace transform of with respect to t gives

for 0 ≤ x <
and
The solution of this differential equation system is

Inversion gives the solution

In other words, the solution is

This solution represents a wave propagating at a velocity with the characteristic .

THE GAUSSIAN INTEGRAL

or
Solution: consider and then multiplying both

Now using polar coordinates

FINITE FOURIER SINE TRANSFORMS

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Let be a piecewise continuous in a finite interval, say . Then finite Fourier Sine
Transform denoted by of the function is defined by
k = 1,2,3,………

FINITE FOURIER COSINE TRANSFORMS

Let be a piecewise continuous in a finite interval, say . Then finite Fourier Sine
Transform denoted by of the function is defined by
k =0,1,2,3,………

Theorem : Let be continuous and be peicewise continuous in , - if is the

finite Fourier Sine Transform of then

PROOF:
By definition

Theorem : Let be continuous and be peicewise continuous in , - if is the

finite Fourier Cosine Transform of then

PROOF: By Yourself. Same as previous.

HANKEL TRANSFORMS
is called the Hankel transform of and is defined formally by

The inverse Hankel transform is defined by

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Alternatively, the famous Hankel integral formula

can be used to define the Hankel transform and its inverse

In particular, the Hankel transforms of zero order (n = 0) and of order one (n = 1) are
often useful for the solution of problems involving Laplace‟s equation in an
axisymmetric cylindrical geometry.

REMARK: For Bessel Functions

i.
ii. also for ; n>0 Example: Obtain
the zero-order Hankel transforms of

where H (r) is the Heaviside unit step function. Solution:

Example: Find the first-order Hankel transform of the following functions:

Solution:

Example: Find the nth-order Hankel transforms of

(a) f (r) = rn , (b) f (r) = rn
Solution:

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PROPERTIES OF HANKEL TRANSFORMS AND APPLICATIONS (i) THE HANKEL

TRANSFORM OPERATOR, “Hn” IS A LINEAR INTEGRAL OPERATOR for any
constants a and b.
i.e.
Proof: by using definition

(ii) THE HANKEL TRANSFORM

SATISFIES THE PARSEVAL RELATION

where are Hankel transforms of and respectively.

Proof:

(iii) (SCALING PROPERTY). If then

Proof. We have, by definition,

These results are used very widely in solving partial differential equations in the
axisymmetric cylindrical configurations.

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Exercises
1. Find the Laplace transform of each of the following functions:
(a) tn, (b) cos ωt, (c) sinhkt, (d) cosh kt, (e) teat, (f) eat sin ωt, (g) eat cos ωt,

(h) tsinh kt, (i) t

3. Obtain the solution of the problem

utt = c2uxx, ,
ut uniformly in t as

4. Solve utt = c2uxx, u (x,0) = 0, ut

.

5. Solve ut = κuxx, , f0, u (0,t) = f1, u(x,t) → f0

uniformly in t as .

6. Solve ut = κuxx, , uniformly

in t as .

7. Solve ut = κuxx, ,
= t , u(x, t) → 0 uniformly in t as
2
.

8. Solve ut = κuxx − hu, ,

u (x, 0) = f0, x > 0, u (0, t) = 0, ux (0, t) → 0 uniformly in t as x→ , t>0.

9. Solve ut = κuxx, ,
= f0, u(x, t) → 0 uniformly in t as .

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‫‪10. Solve utt = c2uxx,‬‬ ‫‪, u(x,0) = 0,ut (x,0) = f0,‬‬ ‫‪,ux (x,t) → 0‬‬
‫‪uniformly in t as‬‬
‫‪.‬‬

‫‪11. Solve utt = c2uxx,‬‬ ‫‪,‬‬

‫‪u (x,0) = f(x), ut (x, 0) = 0, 0 < x < , u (0, t) = 0, ux (x, t) → 0‬‬
‫‪uniformly in t as x→ , t>0.‬‬

‫حرف آخر )‪(18-01-9102‬‬

‫ِ‬
‫خوش رہیں خوشیاں بانٹیں ا ور جہاں تک ہوسکے دوسروں کےلیے‬
‫آسانیاں پیدا کریں۔‬

‫یل آپ کو زندگی کے ہر موڑ پر کامیابیوں ا ور خوشیوں سے‬‫ہللا تعا ٰ‬

‫نوا زے۔ )ایمین(‬

‫)‪PROF. MUHAMMAD USMAN HAMID (0323-6032785‬‬

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‫محمد عثمان حامد‬

011 ‫چک نمبر‬

‫شمالی )گودھےواال( سرگودھا‬

UNIVERSITY OF SARGODHA

PUNJAB, PAKISTAN

PROF. MUHAMMAD USMAN HAMID (0323-6032785)