PMAT 32322 Mathematical Methods Note 05

Partial Differential Equations of Order Two with Variable Coefficients

5.1 Introduction

Here we propose to discuss PDEs of order two with variable coefficients. An equation is said to
be of order two, if it involves at least one of the differential coefficients 𝑟, 𝑠, 𝑡, in the usual notation,
but none of higher order ; the quantities 𝑝 and 𝑞 may also enter into the equation. Thus, the general
form of a second order partial differential equation is

𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞, 𝑟, 𝑠, 𝑡) = 0 ____(1)

The most general linear PDE of order two in two independent variables 𝑥 and 𝑦 with variable
coefficients is of the form

𝑅𝑟 + 𝑆𝑠 + 𝑇𝑡 + 𝑃𝑝 + 𝑄𝑞 + 𝑍𝑧 = 𝐹, ____(2)

In what follows, we shall show how a large class of second order PDE s may be solved using the
methods of solving ODEs.

Note that 𝑥 and 𝑦, being independent variables, are constant with respect to each other in
differentiation and integration. To understand this, note the solution of the following equation.

𝑠 = 2𝑥 + 2𝑦 _____(3)

𝜕2𝑧 𝜕 𝜕𝑧
From (3), = 2𝑥 + 2𝑦 or ( ) = 2𝑥 + 2𝑦 ____(4)
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦

𝜕𝑧
Integrating (4) with respect to 𝑥, = 𝑥 2 + 2𝑥𝑦 + 𝑓(𝑦), where 𝑓(𝑦) is an arbitrary function of
𝜕𝑦
𝑦.___(5)

Integrating (5) with respect to 𝑦, 𝑧 = 𝑥 2 𝑦 + 𝑥𝑦 2 + 𝐹(𝑦) + 𝑔(𝑥), where 𝐹 and 𝑔 are arbitrary
functions and 𝐹(𝑦) is given by 𝐹(𝑦) = ∫ 𝑓(𝑦) 𝑑𝑦.

In what follows, we shall use the following results.

𝜕𝑧 𝜕𝑧 𝜕2𝑧 𝜕 𝜕𝑧 𝜕𝑝
𝑝 = 𝜕𝑥 , 𝑞 = 𝜕𝑦 , 𝑟 = 𝜕𝑥 2 = 𝜕𝑥 (𝜕𝑥) = 𝜕𝑥 ,
𝜕2 𝑧 𝜕 𝜕𝑧 𝜕𝑞 𝜕2𝑧 𝜕 𝜕𝑧 𝜕𝑞 𝜕𝑝
𝑡 = 𝜕𝑦 2 = 𝜕𝑦 (𝜕𝑦) = 𝜕𝑦 and 𝑠 = 𝜕𝑥𝜕𝑦 = 𝜕𝑥 (𝜕𝑦) = 𝜕𝑥 = 𝜕𝑦.

We shall now consider some special types of equations based on (2).

1
PMAT 32322 Mathematical Methods Note 05

5.2 Type I

Under this type, we consider equations of the form

𝜕2𝑧 𝐹 𝜕2 𝑧 𝐹 𝜕2𝑧 𝐹
𝑟 = 𝜕𝑥 2 = 𝑅 = 𝑓1 (𝑥, 𝑦), 𝑡 = 𝜕𝑦 2 = 𝑇 = 𝑓2 (𝑥, 𝑦), 𝑠 = 𝜕𝑥𝜕𝑦 = = 𝑓3 (𝑥, 𝑦).
𝑆

These are homogeneous linear PDEs with constant coefficients and can be solved by methods
discussed in last lesion. However, a more direct method of solving such equation will be used in
practice.

Example 01:

Solve 𝑟 = 𝑥 2 𝑒 𝑦 .

Solution:
𝜕2𝑧
Given equation can be written as = 𝑥 2 𝑒 𝑦 ____(1)
𝜕𝑥 2
𝜕𝑧 𝑥3
Integrating (1) with respect to 𝑥, gives = 𝑒 𝑦 + 𝜙1 (𝑦) ___(2)
𝜕𝑥 3
where 𝜙1 (𝑦) is an arbitrary function of 𝑦.
𝑥4𝑒 𝑦
Integrating (2) with respect to 𝑥, we get 𝑧 = + 𝑥𝜙1 (𝑦) + 𝜙2 (𝑦)
12
where 𝜙2 (𝑦) is an arbitrary function of 𝑦.

Example 02:

Solve 𝑥𝑦 2 𝑠 = 1 − 2𝑥 2 𝑦.

Solution:
𝜕 𝜕𝑧 1 2𝑥
Rewritten the given equation , we have 𝑠 = 𝜕𝑥 (𝜕𝑦) = 𝑥𝑦 2 − 𝑦
___(1)
𝜕𝑧 1 𝑥2
Integrating (1) with respect to 𝑥 gives = log 𝑥 − + 𝜙1 (𝑦) ____(2)
𝜕𝑦 𝑦2 𝑦
1 2
Integrating (2) with respect to 𝑦 gives 𝑧 = − 𝑦 log 𝑥 − 𝑥 log 𝑦 + ∫ 𝜙1 (𝑦) + 𝜓2 (𝑥)
1
Or 𝑧 = − 𝑦 log 𝑥 − 𝑥 2 log 𝑦 + 𝜓1 (𝑦) + 𝜓2 (𝑥), taking 𝜓1 (𝑦) = ∫ 𝜙1 (𝑦) dy which is the required
general solutions, 𝜓1 , 𝜓2 being arbitrary functions.

Example 03:

Solve 𝑥𝑟 = 𝑝.

Solution:

2
PMAT 32322 Mathematical Methods Note 05

𝜕2 𝑧
𝜕2𝑧 𝜕𝑧 𝜕𝑥2 1
Given equation can be rewritten as 𝑥 = 𝜕𝑥 or 𝜕𝑧 =𝑥.
𝜕𝑥 2
𝜕𝑥
𝜕𝑧 𝜕𝑧
Integrating , log (𝜕𝑥) = log 𝑥 + log 𝜙1 (𝑦) or = 𝑥𝜙1 (𝑦).
𝜕𝑥
Integrating with respect to 𝑥, we get
𝑥2
𝑧 = ( 2 ) 𝜙1 (𝑦) + 𝜙2 (𝑦), where 𝜙1 (𝑦) and 𝜙2 (𝑦) are arbitrary functions.

Example 04:

Solve 2𝑦𝑞 + 𝑦 2 𝑡 = 1.

Solution:

The given equation can be rewritten as

𝜕𝑞 𝜕
2𝑦𝑞 + 𝑦 2 𝜕𝑦 = 1 or (𝑦 2 𝑞) = 1 ____(1)
𝜕𝑦

Integrating (1) with respect to 𝑦, we have 𝑦 2 𝑞 = 𝑦 + 𝜙1 (𝑥)___(2)

Rearranging (2) and Integrating it with respect to 𝑦, we get

𝑧 = log 𝑦 + 𝑦𝜙1 (𝑥) + 𝜙2 (𝑥), where 𝜙1 and 𝜙2 being arbitrary functions.

Example 05:

Solve 𝑦𝑠 + 𝑝 = cos(𝑥 + 𝑦) − 𝑦 sin(𝑥 + 𝑦).

Solution:
The given equation can be rewritten as
𝜕𝑞 𝜕𝑧 𝜕
𝑦 𝜕𝑥 + 𝜕𝑥 = cos(𝑥 + 𝑦) − 𝑦 sin(𝑥 + 𝑦) or (𝑦𝑞 + 𝑧) = cos(𝑥 + 𝑦) − 𝑦 sin(𝑥 + 𝑦).
𝜕𝑥
Integrating with respect to 𝑥, we get
𝑦𝑞 + 𝑧 = sin(𝑥 + 𝑦) + 𝑦 cos(𝑥 + 𝑦) + 𝜙1 (𝑦)
Integrating again with respect to 𝑦 , we have
𝑦𝑧 = ∫ sin(𝑥 + 𝑦) 𝑑𝑦 + 𝑦 sin(𝑥 + 𝑦) − ∫ sin(𝑥 + 𝑦) 𝑑𝑦 + 𝜓1 (𝑦) + 𝜓2 (𝑥),
where 𝜓1 and 𝜓2 are arbitrary functions.

7.3 Type II

Under this type, we consider equations of the form:

𝜕𝑝 𝜕𝑝
𝑅𝑟 + 𝑃𝑝 = 𝐹 , i.e 𝑅 𝜕𝑥 + 𝑃𝑝 = 𝐹, 𝑆𝑠 + 𝑃𝑝 = 𝐹, 𝑆 𝜕𝑦 + 𝑃𝑝 = 𝐹,
𝜕𝑞 𝜕𝑞
𝑆𝑠 + 𝑄𝑞 = 𝐹 , i.e 𝑆 + 𝑄𝑞 = 𝐹, 𝑇𝑡 + 𝑄𝑞 = 𝐹, 𝑇 + 𝑄𝑞 = 𝐹.
𝜕𝑥 𝜕𝑦
These will be treated as ODRs of order one in which 𝑝(or 𝑞) is the dependent variable.

3
PMAT 32322 Mathematical Methods Note 05

Example 01:

Solve 𝑡 − 𝑥𝑞 = 𝑥 2 .

Solution:
𝜕𝑞
The given equation can be written as − 𝑥𝑞 = 𝑥 2 ____(1)
𝜕𝑦
Which is linear differential equation in variables 𝑞 and 𝑦, regarding 𝑥 as a constant.
Integrating factor (I.F.) of (1) = 𝑒 ∫(−𝑥)𝑑𝑦 = 𝑒 −𝑥𝑦 and solution of (1) is
𝑞(𝐼. 𝐹. ) = ∫ 𝑥 2 (𝐼. 𝐹. )𝑑𝑦 + 𝜙1 (𝑥) or 𝑞𝑒 −𝑥𝑦 = ∫ 𝑥 2 𝑒 −𝑥𝑦 𝑑𝑦 + 𝜙1 (𝑥)
−1 𝜕𝑧
𝑞𝑒 −𝑥𝑦 = 𝑥 2 𝑒 −𝑥𝑦 ( 𝑥 ) + 𝜙1 (𝑥) or 𝑞 = 𝜕𝑦 = −𝑥 + 𝑒 𝑥𝑦 𝜙1 (𝑥).
Integrating with respect to 𝑦, we get
1 1
𝑧 = −𝑥𝑦 × (𝑥) × 𝜙1 (𝑥)𝑒 𝑥𝑦 + 𝜓2 (𝑥) = −𝑥𝑦 + 𝜓1 (𝑥)𝑒 𝑥𝑦 + 𝜓2 (𝑥) where 𝜓1 (𝑥) = 𝑥 𝜙1 (𝑥).
It is the required solution , 𝜓1 , 𝜓2 being arbitrary functions.

Example 02:

Solve 𝑥𝑠 + 𝑞 = 4𝑥 + 2𝑦 + 2.

Solution:
𝜕𝑞 𝜕𝑞 1 2𝑦 2
Re-writing 𝑥 𝜕𝑥 + 𝑞 = 4𝑥 + 2𝑦 + 2 or +𝑥𝑞 = 4+ + 𝑥.
𝜕𝑥 𝑥
1
Its 𝐼. 𝐹. = 𝑒 ∫(𝑥)𝑑𝑥 = 𝑒 log 𝑥 = 𝑥 and hence its solution is
2𝑦 2
𝑞𝑥 = ∫ 𝑥 (4 + + 𝑥) 𝑑𝑥 + 𝜙1 (𝑦) = 2𝑥 2 + 2𝑥𝑦 + 2𝑥 + 𝜙1 (𝑦)
𝑥
1
𝑞 = 2𝑥 + 2𝑦 + 2 + 𝑥 𝜙1 (𝑦)
1
Integrating, 𝑧 = 2𝑥𝑦 + 𝑦 2 + 2𝑦 + 𝑥 × ∫ 𝜙1 (𝑦) 𝑑𝑦 + 𝜓2 (𝑥).
1
𝑧 = 2𝑥𝑦 + 𝑦 2 + 2𝑦 + 𝑥 𝜓1 (𝑦) + 𝜓2 (𝑥) where 𝜓1 (𝑦) = ∫ 𝜙1 (𝑦) 𝑑𝑦.

Example 03:

Solve 𝑥𝑠 + 𝑞 − 𝑥𝑝 − 𝑧 = (1 − 𝑦)(1 + log 𝑥).

Solution:
𝜕2𝑧 1 𝜕𝑧 𝜕𝑧 1 1−𝑦
Re-writing the given equation + 𝑥 𝜕𝑦 − 𝜕𝑥 − 𝑥 𝑧 = (1 + log 𝑥)
𝜕𝑥𝜕𝑦 𝑥
𝜕 𝜕𝑧 𝑧 𝜕𝑧 𝑧 1−𝑦
( + 𝑥) − (𝜕𝑥 + 𝑥) = (1 + log 𝑥) ____(1)
𝜕𝑦 𝜕𝑥 𝑥
𝜕𝑧 𝑧
Let 𝑢 = 𝜕𝑥 + 𝑥 . ____(2)
𝜕𝑢 1−𝑦
Then equation (1) becomes −𝑢 = (1 + log 𝑥), which is a linear differential equation __(3)
𝜕𝑦 𝑥
Integrating factor of (3)= 𝑒 − ∫ 𝑑𝑦 =𝑒 −𝑦
and so solution of (3) is

4
PMAT 32322 Mathematical Methods Note 05

1−𝑦 (1+log 𝑥)
𝑢𝑒 −𝑦 = ∫ (1 + log 𝑥)𝑒 −𝑦 𝑑𝑦 = ∫ 𝑒 −𝑦 (1 − 𝑦) 𝑑𝑦 + 𝜙(𝑥)
𝑥 𝑥
(1+log 𝑥)
= [(1 − 𝑦)(−𝑒 −𝑦 ) − ∫(−1)(𝑒 −𝑦 ) 𝑑𝑦] + 𝜙(𝑥)
𝑥
(1+log 𝑥)
= [−𝑒 −𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 ] + 𝜙(𝑥)
𝑥
(1+log 𝑥)𝑦
𝑢= + 𝑒 𝑦 𝜙(𝑥) ____(4)
𝑥
𝜕𝑧 𝑧 (1+log 𝑥)𝑦
Then , using (2), +𝑥 = + 𝑒 𝑦 𝜙(𝑥), which is a linear differential equation. ___(5)
𝜕𝑥 𝑥
1
∫( )𝑑𝑥
Integrating factor of (5) = 𝑒 𝑥 = 𝑒 log 𝑥 = 𝑥 and solution of (5) is
𝑧𝑥 = ∫((1 + log 𝑥)𝑦+𝑒 𝑦 𝜙(𝑥)) 𝑑𝑥 + 𝜙2 (𝑦)
1
𝑧𝑥 = 𝑦 [(1 + log 𝑥)𝑥 − ∫ (𝑥) × 𝑥 𝑑𝑥] + 𝑒 𝑦 𝜙1 (𝑥) + 𝜙2 (𝑦)
𝑧𝑥 = 𝑥𝑦 log 𝑥 + 𝑒 𝑦 𝜙1 (𝑥) + 𝜙2 (𝑦) .

7.4 Type III

Under this type, we consider equations of the form

𝜕𝑝 𝜕𝑝
𝑅𝑟 + 𝑆𝑠 + 𝑇𝑡 = 𝐹 or 𝑅 (𝜕𝑥 ) + 𝑆 (𝜕𝑦) = 𝐹 − 𝑃𝑝
𝜕𝑞 𝜕𝑞
𝑆𝑠 + 𝑇𝑡 + 𝑄𝑞 = 𝐹 or 𝑆 (𝜕𝑥 ) + 𝑇 (𝜕𝑦) = 𝐹 − 𝑄𝑞.

These are linear PDEs of order one with 𝑝(or 𝑞) as dependent variable and 𝑥, 𝑦 , as independent
variables. In such situations, we shall apply well known Lagrange’s method.

𝑑𝑥 𝑑𝑦 𝑑𝑧
Recall that 𝑃𝑝 + 𝑄𝑞 = 𝑅 is solved by considering its auxiliary equations = = .
𝑃 𝑄 𝑅
Sometimes the given equation can be reduced to 𝑃𝑝 + 𝑄𝑞 = 𝑅 with the help of integration of the
given equation.

Example 01:

Solve 𝑡 + 𝑠 + 𝑞 = 0.

Solution:
𝜕𝑞 𝜕𝑝 𝜕𝑧
Re-writing the given equation, (𝜕𝑦) + (𝜕𝑦) + (𝜕𝑦) = 0.
Integrating with respect to 𝑦, 𝑞 + 𝑝 + 𝑧 = 𝑓(𝑥) or 𝑝 + 𝑞 = 𝑓(𝑥) − 𝑧 ____(1)
Which is in Lagrange’s form 𝑃𝑝 + 𝑄𝑞 = 𝑅. Its Lagrange’s equations are
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = 𝑓(𝑥)−𝑧 _____(2)
1 1
From first and second fractions of (2), 𝑑𝑥 − 𝑑𝑦 = 0.
Integrating , we get 𝑥 − 𝑦 = 𝑐1, 𝑐1 being an arbitrary constant.___(3)
𝑑𝑧 𝑑𝑧
From first and third fractions of (2), ( ) = 𝑓(𝑥) − 𝑧 or ( ) + 𝑧 = 𝑓(𝑥).
𝑑𝑥 𝑑𝑥
Its 𝐼. 𝐹. = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥 and hence its solution is 𝑧𝑒 𝑥 = ∫ 𝑒 𝑥 𝑓(𝑥)𝑑𝑥 + 𝑐2

5
PMAT 32322 Mathematical Methods Note 05

or 𝑧𝑒 𝑥 − 𝜙(𝑥) = 𝑐2 where 𝜙(𝑥) = ∫ 𝑒 𝑥 𝑓(𝑥)𝑑𝑥 and 𝑐2 is an arbitrary constant.___(4)

From (3) and (4), the required general solution is 𝑧𝑒 𝑥 − 𝜙(𝑥) = 𝜓(𝑥 − 𝑦), where 𝜙 and 𝜓 are
arbitrary functions.

Example 02:

Solve 𝑥𝑦𝑟 + 𝑥 2 𝑠 − 𝑦𝑝 = 𝑥 3 𝑒 𝑦 .

Solution:
𝜕𝑝 𝜕𝑝
Re-writing the given equations, 𝑥𝑦 (𝜕𝑥 ) + 𝑥 2 (𝜕𝑦) − 𝑦𝑝 = 𝑥 3 𝑒 𝑦 ___(1)
𝑑𝑥 𝑑𝑦 𝑑𝑝
Here Lagrange’s auxiliary equations are = = 𝑦𝑝+𝑥 3𝑒 𝑦 ____(2)
𝑥𝑦 𝑥2
From the first two fractions of (2), 2𝑥𝑑𝑥 − 2𝑦𝑑𝑦 = 0 so that 𝑥 2 − 𝑦 2 = 𝑐1 ___(3)
𝑑𝑝 (𝑦𝑝+𝑥 3 𝑒 𝑦 ) 𝑑𝑝 𝑦
From the second and third fractions of (2), = or − 𝑦 2+𝑐 = (𝑦 2 + 𝑐1 )1/2 𝑒 𝑦 ,
𝑑𝑦 𝑥2 𝑑𝑦 1
[From (3), 𝑥 2 = 𝑦 2 + 𝑐1 so that 𝑥 = (𝑦 2 + 𝑐1 )1/2]
𝑦 1
−∫ 2 𝑑𝑦 2 +𝑐 )
Its 𝐼. 𝐹. = 𝑒 𝑦 +𝑐1 = 𝑒 −2 log(𝑦 1
= (𝑦 2 + 𝑐1 )−1/2 and solution of above equation is
𝑝(𝑦 2 + 𝑐1 )−1/2 = ∫(𝑦 2 + 𝑐1 )−1/2 (𝑦 2 + 𝑐1 )1/2 𝑒 𝑦 𝑑𝑦 + 𝑐2 = 𝑒 𝑦 + 𝑐2
𝑝𝑥 −1 = 𝑒 𝑦 + 𝑐2 , as from (3) 𝑥 2 = 𝑦 2 + 𝑐1.
𝑝
From (3) and (4), , the general solution of (1) is 𝑥 − 𝑒 𝑦 = 𝑓(𝑥 2 − 𝑦 2 )
𝜕𝑧
𝑝 = 𝑥𝑒 𝑦 + 𝑥𝑓(𝑥 2 − 𝑦 2 ) or = 𝑥𝑒 𝑦 + 𝑥𝑓(𝑥 2 − 𝑦 2 ), 𝑓 being an arbitrary function.
𝜕𝑥
Integrating the above equation with respect to 𝑥, we have
𝑥2
𝑧= 𝑒 𝑦 + 𝜓(𝑥 2 − 𝑦 2 ) + 𝜙(𝑦), where 𝜓(𝑥 2 − 𝑦 2 ) = ∫ 𝑥𝑓(𝑥 2 − 𝑦 2 ) 𝑑𝑥
2
which is the required solution , 𝜙 and 𝜓 being arbitrary functions.

Example 03:

Solve 𝑦𝑡 + 𝑥𝑠 + 𝑞 = 8𝑦𝑥 2 + 9𝑦 2 .

Solution:
𝜕𝑞 𝜕𝑞
Re-writing the given equation 𝑦 (𝜕𝑥 ) + 𝑥 (𝜕𝑦) = 8𝑦𝑥 2 + 9𝑦 2 − 𝑞 ____(1)
𝑑𝑥 𝑑𝑦 𝑑𝑞
Its Lagrange’s auxiliary equations are = = 8𝑦𝑥 2 +9𝑦 2−𝑞 ____(2)
𝑥 𝑦
𝑦
Taking the first two ratios of (2), log 𝑦 − log 𝑥 = log 𝑐1 or = 𝑐1 __(3)
𝑥
Taking the last two ratios of (2), we get
𝑑𝑞 𝑞 𝑑𝑞 1 8𝑦 2
= 9𝑦 + 8𝑥 2 − 𝑦 or + 𝑦 𝑞 = 9𝑦 + 8𝑥 2 = 9𝑦 + , by (3) which is a linear
𝑑𝑦 𝑑𝑦 𝑐12
differential equation. Its 𝐼. 𝐹. = 𝑒 ∫(1⁄𝑦)𝑑𝑦 = 𝑒 log 𝑦 = 𝑦 and solution is

6
PMAT 32322 Mathematical Methods Note 05

8𝑦 2 3
2𝑦 4
𝑞𝑦 = ∫ 𝑦 (9𝑦 + 2 ) 𝑑𝑦 + 𝑐2 = 3𝑦 + ( 2 ) + 𝑐2
𝑐1 𝑐1
2𝑦 4
𝑞𝑦 − 3𝑦 3 − ( 𝑐 2 ) = 𝑐2 or 𝑞𝑦 − 3𝑦 3 − 2𝑦 2 𝑥 2 = 𝑐2, by (3) ____(4)
1
From (3) and (4), the general solution of (1) is
𝜕𝑧 1
𝑞𝑦 − 3𝑦 3 − 2𝑦 2 𝑥 2 = 𝑓(𝑦/𝑥) or = 3𝑦 2 + 2𝑥 2 𝑦 + 𝑦 𝑓(𝑦/𝑥)
𝜕𝑦
Integrating it with respect to 𝑦 while treating 𝑥 as constant, we get
1 𝑦
𝑧 = 𝑦 3 + 𝑦 2 𝑥 2 + ∫ 𝑦 𝑓 (𝑥 ) 𝑑𝑦 + 𝜙1 (𝑥) or 𝑧 = 𝑦 3 + 𝑦 2 𝑥 2 + 𝜙2 (𝑦/𝑥) + 𝜙1 (𝑥), 𝜙1 , 𝜙2
being arbitrary functions.

7.5 Type IV

Under this type, we consider equations of the form

∂2 𝑧 𝜕𝑧
𝑅𝑟 + 𝑃𝑝 + 𝑍𝑧 = 𝐹 or 𝑅 (𝜕𝑥 2 ) + 𝑃 (𝜕𝑥) + 𝑍𝑧 = 𝐹 ___(1)
∂2 𝑧 𝜕𝑧
And 𝑇𝑡 + 𝑄𝑞 + 𝑍𝑧 = 𝐹 or 𝑇 (𝜕𝑦 2) + 𝑄 (𝜕𝑦) + 𝑍𝑧 = 𝐹 ___(2)

which are linear ODEs of order two with 𝑥 as independent variable in (1) and y as independent
variable in (2).

Example 01:

Solve 𝑡 − 2𝑥𝑞 + 𝑥 2 𝑧 = (𝑥 − 2)𝑒 3𝑥+2𝑦 .

Solution:
𝜕
Taking 𝐷′ ≡ 𝜕𝑦 , the given differential equation becomes
(𝐷′2 − 2𝑥𝐷′ + 𝑥 2 )𝑧 = (𝑥 − 2)𝑒 3𝑥+2𝑦 or (𝐷′ − 𝑥)2 = (𝑥 − 2)𝑒 3𝑥+2𝑦 ___(1)
Therefore complementary function of (1)= 𝑒 𝑥𝑦 {𝜙1 (𝑥) + 𝑥𝜙2 (𝑥)}.
1 (𝑥−2)𝑒 3𝑥+2𝑦 𝑒 3𝑥+2𝑦
And particular integral of (1) = (𝐷′ 2
(𝑥 − 2)𝑒 3𝑥+2𝑦 = = .
−𝑥) (2−𝑥)2 𝑥−2
𝑒 3𝑥+2𝑦
Therefore required solution is 𝑧 = 𝑒 𝑥𝑦 {𝜙1 (𝑥) + 𝑥𝜙2 (𝑥)} + , 𝜙1 , 𝜙2 being arbitrary
𝑥−2
functions.

Example 02:

1 1
Solve 𝑡 − 𝑞 − 𝑥 (𝑥 − 1) 𝑧 = 𝑥𝑦 2 − 𝑥 2 𝑦 2 + 2𝑥 3 𝑦 − 2𝑥 3 .

Solution:
The given equation can be re-written as
1 1
[𝐷′2 − 𝐷′ − 𝑥 (𝑥 − 1)] 𝑧 = 𝑥𝑦 2 − 𝑥 2 𝑦 2 + 2𝑥 3 𝑦 − 2𝑥 3 ____(1)

7
PMAT 32322 Mathematical Methods Note 05

1 1
(𝐷′ − 𝑥) (𝐷′ + (𝑥 − 1)) 𝑧 = 𝑦 2 − 𝑥 2 𝑦 2 + 2𝑥 3 𝑦 − 2𝑥 3 _____(1)’
So 𝐶. 𝐹. = 𝑒 𝑦/𝑥 𝜙1 (𝑥) + 𝑒 𝑦−𝑦/𝑥 𝜙2 (𝑥), 𝜙1 , 𝜙2 being arbitrary functions.

In order to determine a P.I of (1), we assume that

𝑧 = 𝐹1 𝑦 2 + 𝐹2 𝑦 + 𝐹3 where 𝐹1 , 𝐹2 and 𝐹3 are functions of x or constants.___(2)

𝜕𝑧 𝜕2𝑧
From (2), we have = 2𝐹1 𝑦 + 𝐹2 and = 2𝐹1 .
𝜕𝑦 𝜕𝑦 2
So that 𝑞 = 2𝐹1 𝑦 + 𝐹2 and 𝑡 = 2𝐹1 ____(3)

Using (2) and (3), given equation reduces to

1 1
2𝐹1 − (2𝐹1 𝑦 + 𝐹2 ) − 𝑥 (𝑥 − 1) (𝐹1 𝑦 2 + 𝐹2 𝑦 + 𝐹3 ) = 𝑥𝑦 2 − 𝑥 2 𝑦 2 + 2𝑥 3 𝑦 − 2𝑥 3

Equating coefficients of various powers of y in the above identity, we obtain

1 1
− {(𝑥 2 ) − 𝑥} 𝐹1 = 𝑥(1 − 𝑥) ,___(4)
1 1
−2𝐹1 − {(𝑥 2 ) − 𝑥} 𝐹2 = 2𝑥 3 ,____(5)
1 1
2𝐹1 − 𝐹2 − {(𝑥 2 ) − 𝑥} 𝐹3 = −2𝑥 3 ____(6)
From (4), 𝐹1 = −𝑥 3 . Then, from (5), 𝐹2 = 0. So (6) implies that 𝐹3 = 0.
Therefore, from (2), we have 𝑃. 𝐼. = −𝑥 3 𝑦 2 and so the required solution is
𝑧 = 𝑒 𝑦/𝑥 𝜙1 (𝑥) + 𝑒 𝑦−𝑦/𝑥 𝜙2 (𝑥) − 𝑥 3 𝑦 2 .

7.6 Solutions of Equations Under Given Geometrical Conditions

Working Rule:

As explained above, we first find the solution of the given equation containing some arbitrary
functions of 𝑥 and y, which are determined with help of the given geometrical conditions.

Substituting the values of arbitrary functions in the general solution, we shall obtain surfaces which
satisfy the given geometrical conditions.

Example 01:

Find the surface satisfying 𝑡 = 6𝑥 2 𝑦 containing two lines 𝑦 = 0 = 𝑧 and 𝑦 = 2 = 𝑧.

Solution:
𝜕𝑞
Re-writing the given equation, we get = 6𝑥 2 𝑦 .
𝜕𝑦
𝜕𝑧
Integrating with respect to 𝑦, 𝑞 = 3𝑥 2 𝑦 2 + 𝑓(𝑥) or = 3𝑥 2 𝑦 2 + 𝑓(𝑥)
𝜕𝑦
Integrating with respect to 𝑦, 𝑧 = 𝑥 2 𝑦 3 + 𝑦𝑓(𝑥) + 𝜙(𝑥)____(1)

8
PMAT 32322 Mathematical Methods Note 05

which is the general solution, 𝑓 and 𝜙 are arbitrary functions.

Since (1) contains the given lines 𝑦 = 0 = 𝑧 and 𝑦 = 2 = 𝑧,we get 𝜙(𝑥) = 0 ____(2)
and 2 = 8𝑥 2 + 2𝑓(𝑥) + 𝜙(𝑥)___(3)
Using (2), (3) becomes 2 = 8𝑥 2 + 2𝑓(𝑥) or 𝑓(𝑥) = 1 − 4𝑥 2 .
Putting the values of 𝑓(𝑥) and 𝜙(𝑥) in (1), required surface is
𝑧 = 𝑥 2 𝑦 3 + 𝑦(1 − 4𝑥 2 ).

Example 02:

Find the surface passing through the parabolas 𝑧 = 0, 𝑦 2 = 4𝑎𝑥 and 𝑧 = 1, 𝑦 2 = −4𝑎𝑥 and
satisfying the equation 𝑥𝑟 + 2𝑝 = 0.

Solution:
𝜕𝑝 𝜕𝑝
Re-writing the given differential equation, 𝑥 (𝜕𝑥 ) + 2𝑝 = 0 or 𝑥 2 (𝜕𝑥 ) + 2𝑝𝑥 = 0
𝜕
or (𝑥 2 𝑝) = 0.
𝜕𝑥
𝑓(𝑦) 𝜕𝑧 1
Integrating with respect to 𝑥, 𝑥 2 𝑝 = 𝑓(𝑦) or 𝑝= or = (𝑥 2 ) × 𝑓(𝑦).
𝑥2 𝜕𝑥
1
Integrating with respect to 𝑥, 𝑧 = − (𝑥) 𝑓(𝑦) + 𝜙(𝑦). ____()
4𝑎
Since (1) passes through 𝑧 = 0, 𝑦 2 = 4𝑎𝑥, 0 = − (𝑦 2 ) × 𝑓(𝑦) + 𝜙(𝑦). ___(2)
4𝑎
Again Since (1) passes through 𝑧 = 1, 𝑦 2 = −4𝑎𝑥, 0 = (𝑦 2 ) × 𝑓(𝑦) + 𝜙(𝑦). ____(3)
Adding (2) and (3), 1 = 2𝜙(𝑦) so that 𝜙(𝑦) = 1/2 ____(4)
𝑦2
Putting 𝜙(𝑦) = 1/2 in (2), we get 𝑓(𝑦) = 8𝑎. ____(5)
Putting the values of 𝑓(𝑦) and 𝜙(𝑦) given by (4) and (5) in (1), the desired surface is
𝑦2 1
𝑧 = − 8𝑎𝑥 + 2 or 8𝑎𝑥𝑦 = 4𝑎𝑥 − 𝑦 2 .

****The End****

9
PMAT 32322 Mathematical Methods Note 05

10