Lecture Notes for Partial Differential Equations(2)
By
Dr. S. K. Ray
NB : These notes are provided to the students of ME, 3rd Semester (JGEC) as study materials . In case
of any query, they can contact me over Mobile No. 9474116742 after 7 :30 pm . Some problems, not
solved here, are left to them as Assignments.
Homogeneous Linear PDE of nth Order
A homogeneous linear PDE of nnd order with constant coefficients is of the form
𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧 𝜕𝑛 𝑧
𝑎0 + 𝑎1 + 𝑎2 + ⋯ ⋯ ⋯ + 𝑎𝑛 = 𝑓(𝑥, 𝑦) ⋯ ⋯ ⋯ 1)
𝜕𝑥 𝑛 𝜕𝑥 𝑛−1 𝜕𝑦 𝜕𝑥 𝑛−2 𝜕𝑦 2 𝜕𝑦 𝑛
where 𝑎0 , 𝑎1 , 𝑎2 , ⋯ ⋯ ⋯ , 𝑎𝑛 are constants.
It is homogeneous in the sense that all the partial derivatives are of the same order.
𝜕 𝜕
Using the symbols 𝐷 ≡ 𝑎𝑛𝑑 𝐷 / ≡ , equation 1) can be written as
𝜕𝑥 𝜕𝑦
(𝑎0 𝐷𝑛 + 𝑎1 𝐷 𝑛−1 𝐷/ + 𝑎2 𝐷 𝑛−2 𝐷/2 + ⋯ ⋯ ⋯ + 𝑎𝑛 𝐷/𝑛 )𝑧 = 𝑓(𝑥, 𝑦)
or 𝐹(𝐷, 𝐷 / )𝑧 = 𝑓(𝑥, 𝑦) ⋯ ⋯ ⋯ 2)
where 𝐹(𝐷, 𝐷 / ) ≡ 𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 𝐷/ + 𝑎2 𝐷𝑛−2 𝐷/2 + ⋯ ⋯ ⋯ + 𝑎𝑛 𝐷/𝑛
The solution of 𝐹(𝐷, 𝐷 / )𝑧 = 0 is called the Complementary Function ( 𝐶. 𝐹. ) of 2) .
A particular solution of 𝐹(𝐷, 𝐷 / )𝑧 = 𝑓(𝑥, 𝑦) which contains no arbitrary constant or function is called a
1
Particular Integral ( 𝑃. 𝐼. ) of 2). It is represented by the symbol 𝐹(𝐷,𝐷 / )
𝑓(𝑥, 𝑦) .
Then 𝑧 = 𝐶. 𝐹. +𝑃. 𝐼. is the general solution of 2) .
Method of finding 𝑪. 𝑭. of 2).
We explain the procedure for finding the complementary function of a differential equation of 2nd order.
It can be easily extended to the differential equation of higher orders but that is not included in the
syllabus.
Consider the equation 𝐹(𝐷, 𝐷 / )𝑧 = 0 with 𝑛 = 2
i.e., (𝑎0 𝐷 2 + 𝑎1 𝐷𝐷 / + 𝑎2 𝐷 /2 )𝑧 = 0
Let 𝑧 = 𝑓(𝑦 + 𝑚𝑥) be a trial solution of 𝐹(𝐷, 𝐷 / )𝑧 = 0 i.e., (𝑎0 𝐷2 + 𝑎1 𝐷𝐷 / + 𝑎2 𝐷/2 )𝑧 = 0 . Then
𝐷𝑧 = 𝑚𝑓 / (𝑦 + 𝑚𝑥), 𝐷 2 𝑧 = 𝑚2 𝑓 // (𝑦 + 𝑚𝑥) , 𝐷 / 𝑧 = 𝑓 / (𝑦 + 𝑚𝑥), 𝐷 /2 𝑧 = 𝑓 // (𝑦 + 𝑚𝑥) , 𝐷𝐷 / 𝑧 =
𝑚𝑓 // (𝑦 + 𝑚𝑥).
Substituting these values in 𝐹(𝐷, 𝐷 / )𝑧 = 0 ,we get
(𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎2 )𝑓 // (𝑦 + 𝑚𝑥) = 0
which is possible if 𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎2 = 0 . ⋯ ⋯ ⋯ 3)
The equation 𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎2 = 0 is called Auxiliary Equation ( A. E. ) and is easily obtained by
replacing 𝐷 by m and 𝐷 / by 1 in 𝐹(𝐷, 𝐷 / )𝑧 = 0 i.e., in (𝑎0 𝐷2 + 𝑎1 𝐷𝐷 / + 𝑎2 𝐷 /2 )𝑧 = 0.
Let 𝑚1 and 𝑚2 be the roots of (3).
Case I. 𝑚1 and 𝑚2 are distinct .
In this case C. F. = 𝜑1 (𝑦 + 𝑚1 𝑥) + 𝜑2 (𝑦 + 𝑚2 𝑥) where 𝜑1 , 𝜑2 are arbitrary functions.
Case II. 𝑚1 and 𝑚2 are equal and equal to 𝑚 , say.
In this case C. F. = 𝜑1 (𝑦 + 𝑚𝑥) + 𝑥 𝜑2 (𝑦 + 𝑚𝑥) where 𝜑1 , 𝜑2 are arbitrary functions.
Method of finding 𝑷. 𝑰. of 2).
1. When 𝑓(𝑥, 𝑦) = 𝑒 𝑎𝑥+𝑏𝑦
1 1
P.I. = 𝐹(𝐷,𝐷/) 𝑒 𝑎𝑥+𝑏𝑦 = 𝐹(𝑎,𝑏) 𝑒 𝑎𝑥+𝑏𝑦 , provided 𝐹(𝑎, 𝑏) ≠ 0.
If 𝐹(𝑎, 𝑏) = 0 , it is called a case of failure.
2. When 𝑓(𝑥, 𝑦) = sin(𝑎𝑥 + 𝑏𝑦) 𝑜𝑟 cos(𝑎𝑥 + 𝑏)
1 1
P.I. = 𝐹(𝐷,𝐷 / )
sin(𝑎𝑥 + 𝑏𝑦) = 𝐺(𝐷2 ,𝐷𝐷/,𝐷/2 ) sin(𝑎𝑥 + 𝑏𝑦) ,say
1
= 𝐺(−𝑎 2 ,−𝑎𝑏,− 𝑏2 )
sin(𝑎𝑥 + 𝑏𝑦) , provided 𝐺(−𝑎2 , −𝑎𝑏, − 𝑏 2 ) ≠ 0
If 𝐺(−𝑎2 , −𝑎𝑏, − 𝑏 2 ) = 0, it is called a case of failure.
The case 𝑓(𝑥, 𝑦) = cos(𝑎𝑥 + 𝑏) is similar.
3. When 𝑓(𝑥, 𝑦) = 𝑥 𝑚 𝑦 𝑛 ( 𝑚, 𝑛 𝑎𝑟𝑒 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠 )
1
P.I. = 𝐹(𝐷,𝐷/) 𝑥 𝑚 𝑦 𝑛 = [ 𝐹(𝐷, 𝐷 / ]−1 𝑥 𝑚 𝑦 𝑛
𝐷 𝐷/
which is calculated by expanding [ 𝐹(𝐷, 𝐷 / ]−1 in powers of if m < n and in powers of
𝐷/ 𝐷
if m > n . Remember that
1
𝐷
𝑓(𝑥, 𝑦) = ∫ 𝑓(𝑥, 𝑦) 𝑑𝑥 , considering 𝑦 as a constant
1
and 𝐷/
𝑓(𝑥, 𝑦) = ∫ 𝑓(𝑥, 𝑦) 𝑑𝑦, considering 𝑥 as constant .
4. When 𝑓(𝑥, 𝑦) = 𝑒 𝑎𝑥+𝑏𝑦 𝑔(𝑥, 𝑦)
1 1
P.I. = 𝐹(𝐷,𝐷/ 𝑒 𝑎𝑥+𝑏𝑦 𝑔(𝑥, 𝑦) = 𝑒 𝑎𝑥+𝑏𝑦 𝐹(𝐷+𝑎, 𝐷 / +𝑏)
𝑔(𝑥, 𝑦)
)
5. A General Method for Finding a P.I.
Consider the equation (𝐷 − 𝑚𝐷 / )𝑧 = 𝑓(𝑥, 𝑦) or 𝑝 − 𝑚𝑞 = 𝑓(𝑥, 𝑦)
𝑑𝑥 𝑑𝑦 𝑑𝑧
Lagrange’s Auxiliary Equations are 1
= –m
= 𝑓(𝑥,𝑦)
From the 1st and the 2nd ratios,
𝑑𝑦 + 𝑚𝑑𝑥 = 0 𝑦 + 𝑚𝑥 = 𝑐 (a constant )
From the 1st and 3rd ratios,
𝑑𝑧 = 𝑓(𝑥, 𝑦) 𝑑𝑥 = 𝑓( 𝑥, 𝑐 − 𝑚𝑥 )
z = ∫ 𝑓(𝑥, 𝑐 − 𝑚𝑥)𝑑𝑥
1
Therefore P.I. = 𝐷−𝑚𝐷/ 𝑓(𝑥, 𝑦) = ∫ 𝑓(𝑥, 𝑐 − 𝑚𝑥)𝑑𝑥
where c is replaced by 𝑦 + 𝑚𝑥 after integration.
Now if 𝐹(𝐷, 𝐷 / ) can be factorized into linear factors, then P.I. can be evaluated by repeated application
of the above rule.
Example 1. Solve : (𝐷 2 − 4𝐷𝐷 / + 4𝐷 /2 )𝑧 = 𝑒 2𝑥−𝑦
The Auxiliary Equation is 𝑚2 − 4𝑚 + 4 = 0 or (𝑚 − 2)2 = 0 . 𝑚 = 2,2
C. F. = 𝜑1 (𝑦 + 2𝑥) + 𝑥𝜑2 (𝑦 + 2𝑥) where 𝜑1 , 𝜑2 are arbitrary functions.
1 1 1 2𝑥−𝑦
Now P.I. = 𝐷2 −4𝐷𝐷/+4𝐷/2 𝑒 2𝑥−𝑦 = 22 −4.2(−1)+4(−1)2 𝑒 2𝑥−𝑦 = 16
𝑒
The general solution is 𝑧 = 𝐶. 𝐹. +𝑃. 𝐼.
1
= 𝜑1 (𝑦 + 2𝑥) + 𝑥𝜑2 (𝑦 + 2𝑥) + 16 𝑒 2𝑥−𝑦
Example 2. Solve (𝐷 2 − 𝐷 /2 )𝑧 = 𝑒 𝑥+𝑦
The Auxiliary Equation is 𝑚2 − 1 = 0 . 𝑚 = ±1
C. F. = 𝜑1 (𝑦 + 𝑥) + 𝜑2 (𝑦 − 𝑥) where 𝜑1 , 𝜑2 are arbitrary functions
1
Now P.I. = 𝐷2 −𝐷/2 𝑒 𝑥+𝑦 . Here 𝐹(𝐷, 𝐷 / ) = 𝐷 2 − 𝐷 /2 𝐹(1,1) = 0 . So this is a case of failure and we
proceed to general method.
1 1 1 1 1 1
P.I. = 𝑒 𝑥+𝑦 = 𝑒 𝑥+𝑦 = 2 𝑒 𝑥+𝑦 = 2 ∫ 𝑒 𝑐 𝑑𝑥 where 𝑐 = 𝑦 + 𝑥
(𝐷−𝐷 / )(𝐷+𝐷 / ) (𝐷−𝐷 / ) 1+1 (𝐷−𝐷 / )
1 1
= 2 𝑥𝑒 𝑐 = 2
𝑥𝑒 𝑦+𝑥
1
The general solution is 𝑧 = 𝜑1 (𝑦 + 𝑥) + 𝜑2 (𝑦 − 𝑥) + 2 𝑥𝑒 𝑦+𝑥
Exercise 1. Solve (𝐷 + 𝐷 / )2 𝑧 = 𝑒 𝑥−𝑦
Left to the students.
Example 3. Solve (𝐷 2 − 4𝐷 /2 )𝑧 = cos 4𝑥 cos 3𝑦
The Auxiliary Equation is 𝑚2 − 4 = 0 . 𝑚 = ±2
C. F. = 𝜑1 (𝑦 + 2𝑥) + 𝜑2 (𝑦 − 2𝑥) where 𝜑1 , 𝜑2 are arbitrary functions
1 1 1
Now P.I. = cos 4𝑥 cos 3𝑦 = [cos(4𝑥 + 3𝑦) + cos(4x − 3𝑦)]
𝐷 2 −4𝐷/2 2 𝐷 2 −4𝐷/2
1 1 1 1
= cos(4𝑥 + 3𝑦) + cos(4x − 3𝑦)
2 𝐷 2 −4𝐷 /2 2 𝐷 2 −4𝐷 /2
1 1 1 1
= 2 −4 2 −4(−32 )
cos(4𝑥 + 3𝑦) + 2 −4 2 −4[−(−3)2 ]
cos(4x − 3𝑦)
1 1 1 1
= cos(4𝑥 + 3𝑦) + cos(4x − 3𝑦)
2 −16+36 2 −16+36
1 1 1 1
= cos(4𝑥 + 3𝑦) + cos(4x − 3𝑦)
2 20 2 20
1
= 40
[cos(4𝑥 + 3𝑦) + cos(4x − 3𝑦)]
1 1
= 40
. 2cos 4𝑥 cos 3𝑦 = 20
cos 4𝑥 cos 3𝑦
1
The general solution is 𝑧 = 𝜑1 (𝑦 + 2𝑥) + 𝜑2 (𝑦 − 2𝑥) + cos 4𝑥 cos 3𝑦 .
20
Exercise 2. Solve (𝐷 2 − 𝐷𝐷 / )𝑧 = sin 𝑥 sin 2𝑦
Left to the students
Example 4. Solve : (𝐷 2 − 𝐷𝐷 / − 6𝐷 /2 )𝑧 = 𝑥𝑦
The Auxiliary Equation is 𝑚2 − 𝑚 − 6 = 0 or ((𝑚 − 3)(𝑚 + 2). 𝑚 = 3, −2
C. F. = 𝜑1 (𝑦 + 3𝑥) + 𝜑2 (𝑦 − 2𝑥) where 𝜑1 , 𝜑2 are arbitrary functions
1 1 1 ̅̅̅̅̅̅̅̅̅̅̅̅̅̅
𝐷/ 𝐷 /2 −1
Now P.I. = 𝐷2 −𝐷𝐷/−6𝐷/2 𝑥𝑦 = 𝐷/ 𝐷/2
𝑥𝑦 = 𝐷2
[1− 𝐷
+ 6 𝐷2
] 𝑥𝑦
𝐷 2 ( 1− –6 2 )
𝐷 𝐷
1 𝐷/ 𝐷 /2
= 𝐷2
[ 1+( 𝐷
+ 6 𝐷2
) + ⋯ ⋯ ⋯ ] 𝑥𝑦
1 𝑥 1 𝑥2 𝑥3𝑦 𝑥4
= [ 𝑥𝑦 + + 0]= [ 𝑥𝑦 + ]= +
𝐷2 𝐷 𝐷2 2 6 24
𝑥3𝑦 𝑥4
The general solution is 𝑧 = 𝜑1 (𝑦 + 3𝑥) + 𝜑2 (𝑦 − 2𝑥) + 6
+ 24
Exercise 3. Solve : (𝐷 2 − 2𝐷𝐷 / + 𝐷 /2 )𝑧 = 12 𝑥𝑦
Left to the students
Exercise 4. Solve : (𝐷 2 − 2𝐷𝐷 / + 𝐷 /2 )𝑧 = 𝑒 𝑥+2𝑦 + 𝑥 3
Left to the students
