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UNIT - I

Random Variables

1 Introduction
2 Discrete Random Variables
3 Continuous Random Variables

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4 Moments

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5 Moment generating functions
6 Binomial distribution

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7 Poisson distribution
8 Geometric distribution
9 Uniform distribution e
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10 Exponential distribution
11 Gamma distribution
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Introduction
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Consider an experiment of throwing a coin twice. The outcomes {HH, HT,

TH, TT} consider the sample space. Each of these outcome can be associated with
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a number by specifying a rule of association with a number by specifying a rule of

association (eg. The number of heads). Such a rule of association is called a random
variable. We denote a random variable by the capital letter (X, Y, etc) and any
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particular value of the random variable by x and y.

Thus a random variable X can be considered as a function that maps all

elements in the sample space S into points on the real line. The notation X(S)=x
means that x is the value associated with the outcomes S by the Random variable X.

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1 SAMPLE SPACE

Consider an experiment of throwing a coin twice. The outcomes S = {HH,

HT, TH, TT} constitute the sample space.

2 RANDOM VARIABLE

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In this sample space each of these outcomes can be associated with a number

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by specifying a rule of association. Such a rule of association is called a random
variables.

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Eg : Number of heads

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We denote random variable by the letter (X, Y, etc) and any particular value
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of the random variable by x or y.
S = {HH, HT, TH, TT} X(S) = {2, 1, 1, 0}
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Thus a random X can be the considered as a fun. That maps all elements in the
sample space S into points on the real line. The notation X(S) = x means that x is the
value associated with outcome s by the R.V.X.
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Example
In the experiment of throwing a coin twice the sample space S is S =
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{HH,HT,TH,TT}. Let X be a random variable chosen such that X(S) = x (the number
of heads).
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Note
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Any random variable whose only possible values are 0 and 1 is called a
Bernoulli random variable.

2.1 DISCRETE RANDOM VARIABLE

Definition : A discrete random variable is a R.V.X whose possible values consitute
finite set of values or countably infinite set of values.

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Examples
All the R.V.’s from Example : 1 are discrete R.V’s
Remark
The meaning of P(X ≤a).

P(X ≤a) is simply the probability of the set of outcomes ‘S’ in the sample

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space for which X(s) ≤ a.
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P(X≤a) = P{S : X(S) ≤ a}
In the above example : 1 we should write

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P(X ≤ 1) = P(HH, HT, TH) = ¾
Here P(X≤1) = ¾ means the probability of the R.V.X (the number of heads) is less
than or equal to 1 is ¾ . e
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Distribution function of the random variable X or cumulative distribution of

the random variable X
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Def :
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The distribution function of a random variable X defined in (-∞, ∞) is given

by F(x) = P(X ≤ x) = P{s : X(s) ≤ x}
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Note
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Let the random variable X takes values x1, x2, ….., xn with probabilities P1, P2,
….., Pn and let x1< x2< ….. <xn

Then we have
F(x) = P(X < x1) = 0, -∞ < x < x,
F(x) = P(X < x1) = 0, P(X < x1) + P(X = x1) = 0 + p1 = p1

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F(x) = P(X < x2) = 0, P(X < x1) + P(X = x1) + P(X = x2) = p1 + p2
F(x) = P(X < xn) = P(X < x1) + P(X = x1) + ….. + P(X = xn)
= p1 + p2+ ………. + pn =1

2.2 PROPERTIES OF DISTRIBUTION FUNCTIONS

Property : 1 P(a < X ≤ b) = F(b) – F(a), where F(x) = P(X ≤ x)

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Property : 2 P(a ≤ X ≤ b) = P(X = a) + F(b) – F(a)
Property : 3 P(a < X < b) = P(a < X ≤ b) - P(X = b)

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= F(b) – F(a) – P(X = b) by prob (1)

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2.3 PROBABILITY MASS FUNCTION (OR) PROBABILITY FUNCTION

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Let X be a one dimenstional discrete R.V. which takes the values x1, x2, ……
To each possible outcome ‘xi’ we can associate a number pi.
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i.e., P(X = xi) = P(xi) = pi called the probability of xi. The number pi = P(xi)
satisfies the following conditions.
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The function p(x) satisfying the above two conditions is called the probability
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mass function (or) probability distribution of the R.V.X. The probability distribution
{xi, pi} can be displayed in the form of table as shown below.
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Notation
Let ‘S’ be a sample space. The set of all outcomes ‘S’ in S such that X(S) = x is
denoted by writing X = x.
P(X = x) = P{S : X(s) = x}
|||ly P(x ≤ a) = P{S : X() ∈ (-∞, a)}
and P(a < x ≤ b) = P{s : X(s) ∈ (a, b)}

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P(X = a or X = b) = P{(X = a) ∪ (X = b)}
P(X = a and X = b) = P{(X = a) ∩ (X = b)} and so on.

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Theorem :1 If X1 and X2 are random variable and K is a constant then KX 1, X1 +

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X2, X1X2, K1X1 + K2X2, X1-X2 are also random variables.

Theorem :2 e
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If ‘X’ is a random variable and f(•) is a continuous function, then f(X) is a random
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variable.
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Note
If F(x) is the distribution function of one dimensional random variable then
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Example:
A random variable X has the following probability function

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(i) Determine the value of ‘a’

(ii) Find P(X<3), P(X≥3), P(0<X<5)
(iii) Find the distribution function of X.

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Solution

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Table 1

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(i) We know that if p(x) is the probability of mass function then
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3 CONTINUOUS RANDOM VARIABLE

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Def : A R.V.’X’ which takes all possible values in a given internal is called a
continuous random variable.
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Example : Age, height, weight are continuous R.V.’s.

3.1 PROBABILITY DENSITY FUNCTION

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Consider a continuous R.V. ‘X’ specified on a certain interval (a, b) (which can
also be a infinite interval (-∞, ∞)).
If there is a function y = f(x) such that

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Then this function f(x) is termed as the probability density function (or) simply
density function of the R.V. ‘X’.

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It is also called the frequency function, distribution density or the probability
density function.

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The curve y = f(x) is called the probability curve of the distribution curve.
Remark
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If f(x) is p.d.f of the R.V.X then the probability that a value of the R.V. X will fall
in some interval (a, b) is equal to the definite integral of the function f(x) a to b.
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3.2 PROPERTIES OF P.D.F

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The p.d.f f(x) of a R.V.X has the following properties

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1. In the case of discrete R.V. the probability at a point say at x = c is not zero.
But in the case of a continuous R.V.X the probability at a point is always zero.

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2. If x is a continuous R.V. then we have p(a ≤ X ≤ b) = p(a ≤ X < b)

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= p(a < X V b)

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IMPORTANT DEFINITIONS INTERMS OF P.D.F

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If f(x) is the p.d.f of a random variable ‘X’ which is defined in the interval (a, b) then

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3.3 Mathematical Expectations

Def :Let ‘X’ be a continuous random variable with probability density function
f(x). Then the mathematical expectation of ‘X’ is denoted by E(X) and is given by

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3.4 EXPECTATIONS (Discrete R.V.’s)

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Let ‘X’ be a discrete random variable with P.M.F p(x)

Then

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3.5 ADDITION THEOREM (EXPECTATION)

Theorem 1

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If X and Y are two continuous random variable with pdf fx(x) and fy(y) then

E(X+Y) = E(X) + E(Y)

3.6 MULTIPLICATION THEOREM OF EXPECTATION

Theorem 2

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If X and Y are independent random variables,

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Then E(XY) = E(X) . E(Y)

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Note :
If X1, X2, ……, Xn are ‘n’ independent random variables, then

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E[X1, X2, ……, Xn] = E(X1), E(X2), ……, E(Xn)
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Theorem 3
If ‘X’ is a random variable with pdf f(x) and ‘a’ is a constant, then
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(i) E[a G(x)] = a E[G(x)]

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(ii) E[G(x)+a] = E[G(x)+a]

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Where G(X) is a function of ‘X’ which is also a random variable.

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Theorem 4

If ‘X’ is a random variable with p.d.f. f(x) and ‘a’ and ‘b’ are constants, then
E[ax + b] = a E(X) + b

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Cor 1:

If we take a = 1 and b = –E(X) = – X , then we get

E(X- X ) = E(X) – E(X) = 0

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Note

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3.7 EXPECTATION OF A LINEAR COMBINATION OF RANDOM
VARIABLES
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Let X1, X2, ……, Xn be any ‘n’ random variable and if a1, a2 , ……, an are
constants, then E[a1X1 + a2X2 + ……+ anXn] = a1E(X1) + a2E(X2)+ ……+
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anE(Xn)
Result
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If X is a random variable, then

Var (aX + b) = a2Var(X) ‘a’ and ‘b’ are constants.
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Covariance :
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If X and Y are random variables, then covariance between them is defined as

Cov(X, Y) = E{[X - E(X)] [Y - E(Y)]}
Cov(X, Y) = E(XY) – E(X) . E(Y) (A)
If X and Y are independent, then
E(XY) = E(X) E(Y)

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Sub (B) in (A), we get Cov (X, Y) = 0

∴ If X and Y are independent, then

Cov (X, Y) = 0
Note
(i) Cov(aX, bY) = ab Cov(X, Y)

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(ii) Cov(X+a, Y+b) = Cov(X, Y)
(iii) Cov(aX+b, cY+d) = ac Cov(X, Y)

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(iv) Var (X1 + X2) = Var(X1) + Var(X2) + 2 Cov(X1, X2)

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If X1, X2 are independent
Var (X1+ X2) = Var(X1) + Var(X2)

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EXPECTATION TABLE
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SOLVED PROBLEMS ON DISCRETE R.V’S

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Example :1
When die is thrown, ‘X’ denotes the number that turns up. Find E(X), E(X2)
and Var (X).
Solution

Let ‘X’ be the R.V. denoting the number that turns up in a die. ‘X’ takes values 1, 2,

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3, 4, 5, 6 and with probability 1/6 for each

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4 CONTINUOUS DISTRIBUTION FUNCTION

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Def :
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If f(x) is a p.d.f. of a continuous random variable ‘X’, then the function

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is called the distribution function or cumulative distribution function of the

random variable.
* PROPERTIES OF CDF OF A R.V. ‘X’

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5 MOMENT GENERATING FUNCTION

Def : The moment generating function (MGF) of a random variable ‘X’ (about
origin) whose probability function f(x) is given by

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6 Discrete Distributions

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The important discrete distribution of a random variable ‘X’ are

1. Binomial Distribution
2. Poisson Distribution

3. Geometric Distribution
6.1BINOMIAL DISTRIBUTION

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Def : A random variable X is said to follow binomial distribution if its probability

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law is given by

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P(x) = p(X = x successes) = nCx px qn-x Where x = 0, 1, 2, ……., n, p+q = 1
Note
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Assumptions in Binomial distribution
i) There are only two possible outcomes for each trail (success or failure).
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ii) The probability of a success is the same for each trail.

iii) There are ‘n’ trails, where ‘n’ is a constant.

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iv) The ‘n’ trails are independent.

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Example :1.6.1
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Find the Moment Generating Function (MGF) of a binomial distribution about

origin.

Solution

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7 Passion Distribution
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Def :
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A random variable X is said to follow if its probability law is given by

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Poisson distribution is a limiting case of binomial distribution under the following

conditions or assumptions.

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1. The number of trails ‘n’ should e infinitely large i.e. n→∞.

2. The probability of successes ‘p’ for each trail is infinitely small.
3. np = λ , should be finite where λ is a constant.

* To find MGF

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PROBLEMS ON POISSON DISTRIBUTION

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7.3 Derive probability mass function of Poisson distribution as a limiting case

of Binomial distribution
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Solution

We know that the Binomial distribution is P(X=x) = nCx pxqn-x

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8 GEOMETRIC DISTRIBUTION
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Def: A discrete random variable ‘X’ is said to follow geometric distribution, if it

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assumes only non-negative values and its probability mass function is given by
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9 CONTINUOUS DISTRIBUTIONS

If ‘X’ is a continuous random variable then we have the following distribution

1. Uniform (Rectangular Distribution)
2. Exponential Distribution

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3. Gamma Distribution
4. Normal Distribution

9.1 Uniform Distribution (Rectangular Distribution)

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Def : A random variable X is set to follow uniform distribution if its

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PROBLEMS ON UNIFORM DISTRIBUTION

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Example 1.9.1
If X is uniformly distributed over (-α,α), α< 0, find α so that
(i) P(X>1) = 1/3
(ii) P(|X| < 1) = P(|X| > 1)
Solution

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If X is uniformly distributed in (-α, α), then its p.d.f. is

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10 THE EXPONENTIAL DISTRIBUTION

Def :A continuous random variable ‘X’ is said to follow an exponential distribution

with parameter λ>0 if its probability density function is given by

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11 GAMMA DISTRIBUTION
Definition

A Continuous random variable X taking non-negative values is said to follow

gamma distribution , if its probability density function is given by

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When α is the parameter of the distribution.
Additive property of Gamma Variates
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If X1,X2 , X3,.... Xk are independent gamma variates with parameters λ1,λ2,…..λ

krespectively then X1+X2 + X3+.... +Xk is also a gamma variates with parameter
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λ1+ λ2 +….. + λk
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Example :1.11.1
Customer demand for milk in a certain locality ,per month , is
Known to be a general Gamma RV.If the average demand is a liters and the most
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likely demand b liters (b<a) , what is the varience of the demand?

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Solution :

Let X be represent the monthly Customer demand for milk. Average demand
is the value of E(X).
Most likely demand is the value of the mode of X or the value of X for which
its density function is maximum.

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If f(x) is the its density function of X ,then

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TUTORIAL QUESTIONS
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1.It is known that the probability of an item produced by a certain machine will be
defective is 0.05. If the produced items are sent to the market in packets of 20, fine
the no. of packets containing at least, exactly and atmost 2 defective items in a
consignment of 1000 packets using (i) Binomial distribution (ii) Poisson
approximation to binomial distribution.

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2. The daily consumption of milk in excess of 20,000 gallons is approximately

exponentially distributed with . 3000 = θ The city has a daily stock of 35,000 gallons.
What is the probability that of two days selected at random, the stock is insufficient
for both days.
3.The density function of a random variable X is given by f(x)= KX(2-X),
0≤X≤2.Find K, mean, variance and rth moment.
4.A binomial variable X satisfies the relation 9P(X=4)=P(X=2) when n=6. Find the

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parameter p of the Binomial distribution.
5. Find the M.G.F for Poisson Distribution.

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6. If X and Y are independent Poisson variates such that P(X=1)=P(X=2) and
P(Y=2)=P(Y=3). Find V(X-2Y).

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7.A discrete random variable has the following probability distribution
X: 0 1 2 3 4 5 6 7 8
P(X) a 3a 5a 7a 9a e
11a 13a 15a 17a
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Find the value of a, P(X<3) and c.d.f of X.
7. In a component manufacturing industry, there is a small probability of 1/500 for
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any component to be defective. The components are supplied in packets of 10. Use
Poisson distribution to calculate the approximate number of packets containing (1).
No defective. (2). Two defective components in a consignment of 10,000 packets.
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SRI VIDYA COLLEGE OF ENGINEERING & TECHNOLOGY

VIRUDHUNAGAR

COURSE MATERIAL (LECTURE NOTES)

UNIT - 3

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SRI VIDYA COLLEGE OF ENGINEERING & TECHNOLOGY

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COURSE MATERIAL (LECTURE NOTES)

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SRI VIDYA COLLEGE OF ENGINEERING & TECHNOLOGY

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COURSE MATERIAL (LECTURE NOTES)

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COURSE MATERIAL (LECTURE NOTES)

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MA6251- MATHEMATICS- II 4

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Unit 5 ORDINARY DIFFERENTIAL EQUATIONS

1 Introduction:
The study of a differential equation in applied mathematics consists of three
phases.
(i) Formation of differential equation from the given physical situation, called
modeling.
(ii) Solutions of this differential equation, evaluating the arbitrary constants from
the given conditions, and
(iii)Physical interpretation of the solution.

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1.1. Higher Order Linear Differential Equations with

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Constant Coefficients
General form of a linear ifferential equation of the nth order with constant

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coefficients is
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1.2.Note
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1.3.Solution of the linear differential equation

Working rule:

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i. The general form of the linear differential equation of second order is

where P and Q are constants and R is a function of x or constant.

ii. Differential operators
The symbol D stands for the operation of differential

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1.4. Problems Based On R.H.S Of The Given Differential Equation Is Zero.

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The general solution is given by y = C.F

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1.5 Problems Based On P.I.

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1.6 Problems Based On P.I. =

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1.7 Problems Based On R.H.S =

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1.8 Problems Based On R.H.S

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1.9 Problems Based On R.H.S

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1.10 Problems Based On

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1.11 Problems Based On
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1.12 General ODE Problems

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1.13 Problems Based On R.H.S

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2. Method of Variation of Parameters

This method is very useful in finding the general solution of the second order
equation.

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2.1 Problems Based On Method Of Variation Of Parameters
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2. Solve (D2 +1) y = cosec x cot x by the method of variation of parameters.

Solution:
Given: (D2 +1) y = cosec x
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The auxiliary equation is (m2 +1) = 0

m ±i

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2.2. Tutorial Problems

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2.3. Differential Equations For The Variable

Coefficients (Cauchy’s Homogeneous Linear
Equation)

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An equation of the form

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3.1 Problems Based On Cauchy' Type
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3.2 Problems Based On Legendre’s Linear Differential Equation

(Equation Reducible To Linear Form )
An equation of the form

Where k’s are constants and Q is a function of x is called Legendre’s linear

differential equations.

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Such equations can be reduced to linear equations with constant coefficients by

putting

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1.Transform the equation

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into a differential equation with constant coefficients.
Solution :

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=
=
-z cos z
- (log(1+ x)) cos (log(1+ x))
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y= C.F + P.I.
y = A cos z + B sin z - (log(1+ x)) cos (log(1+ x))
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3.3. Tutorial Problems

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4 Simultaneous First Order Linear Equations With

Constant Coefficients
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4.1 Simultaneous linear equations

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Linear differential equations in which there are two (or) more dependent
variables and a single independen Variable. such equations are known as
Simultaneous linear equations. Consider the Simultaneous
Equation in two dependent variables x and y and one independent variable.
f1(D) x + g1(D) y = h1(t) … (1)
f2(D) x + g2(D) y = h2(t) … (2)
where f1 ,f2,g1,g2 are polynomials in the operator D.
The number of independent arbitrary constants appearing in the general solution
of the system of

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Differential equation (1) & (2) is equal to the degree of D in the coefficient
determinant

4.2 Problems Based Simultaneous First Order Linear Equations With

Constant Coefficients

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4.3. Tutorial Problems

1. Solve Dx + y = sin 2t ; -x +Dy = cos 2t
2. Solve the simultaneous equations

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PARTIAL DIFFERENTIAL EQUATIONS

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This unit covers topics that explain the formation of partial differential

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equations and the solutions of special types of partial differential equations.

1 INTRODUCTION
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2 FORMATION OF PARTIAL DIFFERNTIAL EQUATIONS
3 SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS
4 LAGRANGE’S LINEAR EQUATIONS
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5 PARTIAL DIFFERENTIAL EQUATIONS OF HIGHER ORDER WITH

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CONSTANT CO-EFFECIENTS
6 NON-HOMOGENOUS LINEAR EQUATIONS
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1 INTRODUCTION

A partial differential equation is one which involves one or more partial

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derivatives. The order of the highest derivative is called the order of the equation.
A partial differential equation contains more than one independent variable. But,
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here we shall consider partial differential only equation two independent

variables x and y so that z = f(x,y). We shall denote
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A partial differential equation is linear if it is of the first degree in the

dependent variable and its partial derivatives. If each term of such an equation
contains either the dependent variable or one of its derivatives, the equation is
said to be homogeneous, otherwise it is non homogeneous.

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2 Formation of Partial Differential Equations

Partial differential equations can be obtained by the elimination of arbitrary
constants or by the elimination of arbitrary functions.

By the elimination of arbitrary constants

Let us consider the function
( x, y, z, a, b ) = 0 ------------- (1)
where a & b are arbitrary constants

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Differentiating equation (1) partially w.r.t x & y, we get

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Eliminating a and b from equations (1), (2) and (3), we get a partial differential
equation of the first order of the form f (x,y,z, p, q) = 0
g

Example 1
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Eliminate the arbitrary constants a & b from z = ax + by + ab

Consider z = ax + by + ab ____________ (1)
Differentiating (1) partially w.r.t x & y, we get
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w.

Using (2) & (3) in (1), we get

z = px +qy+ pq
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which is the required partial differential equation.

Example 2
Form the partial differential equation by eliminating the arbitrary constants a and
b from
z = ( x2 +a2 ) ( y2 + b 2)
Given z = ( x2 +a2 ) ( y2 + b2) ……..(1)
Differentiating (1) partially w.r.t x & y , we get
p = 2x (y2 + b2 )
q = 2y (x + a )

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Substituting the values of p and q in (1), we get

4xyz = pq
which is the required partial differential equation.
Example 3

Find the partial differential equation of the family of spheres of radius one whose
centre lie in the xy - plane.

The equation of the sphere is given by

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( x –a )2 + ( y- b) 2 + z2 = 1 _____________ (1)

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Differentiating (1) partially w.r.t x & y , we get
2 (x-a ) + 2 zp = 0
2 ( y-b ) + 2 zq = 0

From these equations we obtain

x-a = -zp _________ (2) eri
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y -b = -zq _________ (3)
Using (2) and (3) in (1), we get
z2p2 + z2q2 + z 2 = 1
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or z2 ( p2 + q2 + 1) = 1
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Example 4
Eliminate the arbitrary constants a, b & c from
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and form the partial differential equation.

The given equation is
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or -zp + xzr + p2x = 0

By the elimination of arbitrary functions

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Let u and v be any two functions arbitrary function. This relation can be
expressed as
u = f(v) ______________ (1)
Differentiating (1) partially w.r.t x & y and eliminating the arbitrary functions
from these relations, we get a partial differential equation of the first order of
the form
f(x, y, z, p, q ) = 0.

Example 5

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Obtain the partial differential equation by eliminating „f„from z = ( x+y ) f (
x2 - y2 )

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Let us now consider the equation

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z = (x+y ) f(x2- y2) _____________ (1)
Differentiating (1) partially w.r.t x & y , we get
p = ( x + y ) f ' ( x2 - y2 ) . 2x + f ( x2 - y2 )
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q = ( x + y ) f ' ( x2 - y2 ) . (-2y) + f ( x2 - y2 )
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i.e, py - yf( x2 - y2 ) = -qx +xf ( x2 - y2 )

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i.e, py +qx = ( x+y ) f ( x2 - y2 )

Therefore, we have by(1), py +qx = z
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Example 6
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Form the partial differential equation by eliminating the arbitrary function

f
from

z = ey f (x + y)

Consider z = ey f ( x +y ) ___________ ( 1)

Differentiating (1) partially w .r. t x & y, we get

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p = ey f ' (x + y)

q = ey f '(x + y) + f(x + y). ey

Hence, we have

q=p+z

Example 7

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Exercises:
1. 1. Form the partial differential equation by eliminating the arbitrary constants
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„a‟ & „b‟ from the following equations.

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2. Find the PDE of the family of spheres of radius 1 having their centres lie
on the xy plane{Hint: (x –a)2 + (y –b)2 + z2 = 1}

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3. Find the PDE of all spheres whose centre lie on the (i) z axis (ii) x-axis

4. Form the partial differential equations by eliminating the arbitrary functions

in the following cases.

(i) z = f (x + y)
(ii) z = f (x2 –y2)
(iii) z = f (x2 + y2 + z2)
(iv) (xyz, x + y + z) = 0
(v) F (xy + z2, x + y + z) = 0

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(vi) z = f (x + iy) +f (x –iy)
(vii) z = f(x3 + 2y) +g(x3 –2y)

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3 SOLUTIONS OF A PARTIAL DIFFERENTIAL

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EQUATION
A solution or integral of a partial differential equation is a relation connecting the
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dependent and the independent variables which satisfies the given differential
equation. A partial differential equation can result both from elimination of
arbitrary constants and from elimination of arbitrary functions as explained in
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section 1.2. But, there is a basic difference in the two forms of solutions. A
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solution containing as many arbitrary constants as there are independent variables

is called a complete integral. Here, the partial differential equations contain only
two independent variables so that the complete integral will include two
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constants.A solution obtained by giving particular values to the arbitrary

constants in a complete integral is called a particular integral.
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Singular Integral
Let f (x,y,z,p,q) = 0 ---------- (1)
be the partial differential equation whose complete integral is
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 (x,y,z,a,b) = 0----------- (2)

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where „a‟ and „b‟ are arbitrary constants.

Differentiating (2) partially w.r.t. a and b, we obtain

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The eliminant of „a‟ and „b‟ from the equations (2), (3) and (4), when it exists,
is called the singular integral of (1).

General Integral
In the complete integral (2), put b = F(a), we get
 (x,y,z,a, F(a) ) = 0 ---------- (5)
Differentiating (2), partially w.r.t.a, we get

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The eliminant of „a‟ between (5) and (6), if it exists, is called the general integral
of (1).

SOLUTION OF STANDARD TYPES OF FIRST ORDER PARTIAL eri

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DIFFERENTIAL EQUATIONS.

The first order partial differential equation can be written as

g
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f(x,y,z, p,q) = 0,

where p = z/x and q = z / y. In this section, we shall solve some standard
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forms of equations by special methods.

Standard I : f (p,q) = 0. i.e, equations containing p and q only.

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Suppose that z = ax + by +c is a solution of the equation f(p,q) = 0, where

f (a,b)
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= 0.
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Solving this for b, we get b = F (a).

Hence the complete integral is z = ax + F(a) y +c------------ (1)

Now, the singular integral is obtained by eliminating a & c between

z = ax + y F(a) + c 0 = x + y F'(a)

0 = 1.

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The last equation being absurd, the singular integral does not exist in this case.

To obtain the general integral, let us take c =  (a).

Then, z = ax + F(a) y +  (a) -------------- (2)

Differentiating (2) partially w.r.t. a, we get
0 = x + F'(a). y +  '(a) --------------- (3)
Eliminating‟between„a (2) and (3), we get the gene

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Example 8

Solve pq = 2

The given equation is of the form f (p,q) = 0 eri

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The solution is z = ax + by +c, where ab = 2.
Solving, b = 2/b
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The complete integral is

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Z = ax + 2/a y + c ---------- (1)

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Differentiating (1) partially w.r.t „c‟, we

0 = 1,
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which is absurd. Hence, there is no singular integral.

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To find the general integral, put c =  (a) in (1), we get

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Z = ax + 2/a y +  (a)

Differentiating partially w.r.t „a‟, we get

0 = x – 2/ a2 y +  ‘(a)

Eliminating „a‟ between these equations gives the general integral.

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Example 9

Solve pq + p +q = 0

The given equation is of the form f (p,q) = 0.

The solution is z = ax + by +c, where ab + a + b = 0.

Solving, we get

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Differentiating (1) partially w.r.t. „c‟, we geteri
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0 = 1.

The above equation being absurd, there is no singular integral for the given partial
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differential equation.
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To find the general integral, put c =  (a) in (1), we have

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Differentiating (2) partially w.r.t a, we get

w.
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Example 10

Solve p2 + q2 = npq

The solution of this equation is z = ax + by + c, where a2 + b2 = nab.

Solving, we get

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Differentiating (1) partially w.r.t c, we get 0 = 1, which is absurd. Therefore,

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there is no singular integral for the given equation.
To find the general Integral, put C =  (a), we get
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The eliminant of „a‟ between these equations gives the general integral

Standard II : Equations of the form f (x,p,q) = 0, f (y,p,q) = 0 and f (z,p,q) =

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0. i.e, one of the variables x,y,z occurs explicitly.

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(i) Let us consider the equation f (x,p,q) = 0.

Since z is a function of x and y, we have

or dz = pdx + qdy

Assume that q = a.

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Then the given equation takes the form f (x, p,a ) = 0

Solving, we get p = (x,a).

Therefore, dz = (x,a) dx + a dy.

(ii) Let us consider the equation f(y,p,q) = 0. Assume that p = a.

Then the equation becomes f (y,a, q) = 0 Solving, we get q =  (y,a).

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Therefore, dz = adx + (y,a) dy.

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Integrating, z = ax + (y,a) dy + b, which is a complete Integral.

(iii) Let us consider the equation f(z, p, q) = 0.

Assume that q = ap. eri

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Then the equation becomes f (z, p, ap) = 0

Solving, we get p = (z,a). Hence dz = (z,a) dx + a (z, a) dy.

g
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Example 11
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Solve q = xp + p2
Given q = xp + p2 -------------(1)
This is of the form f (x,p,q) = 0.
Put q = a in (1), we get
a = xp + p2
i.e, p2 + xp –a = 0.
Therefore,

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Example 12
Solve q = yp2
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This is of the form f (y,p,q) = 0
Then, put p = a.
Therfore, the given equation becomes q = a2y.
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Since dz = pdx + qdy, we have

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dz = adx + a2y dy
Integrating, we get z = ax + (a2y2/2) + b
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Example 13
Solve 9 (p2z + q2) = 4
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This is of the form f (z,p,q) = 0

Then, putting q = ap, the given equation becomes
9 (p2z + a2p2) = 4
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or (z + a2)3/2 = x + ay + b.
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Standard III : f1(x,p) = f2 (y,q). ie, equations in which ‘z’ is absent and the
variables are separable.
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Let us assume as a trivial solution that

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f(x,p) = g(y,q) = a (say).

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Solving for p and q, we get p = F(x,a) and q = G(y,a).

Hence dz = pdx + qdy = F(x,a) dx + G(y,a) dy

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Therefore, z = F(x,a) dx + G(y,a) dy + b , which is the complete integral of the

given equation containing two constants a and b. The singular and general
integrals are found in the usual way.

Example 14

Solve pq = xy

The given equation can be written as

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w.

Example 15
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Solve p2 + q2 = x2 + y2

The given equation can be written as p2 –x2 = y2 –q2 = a2 (say)

p2 –x2 = a2 Implies p = (a2 + x2)
andy2 –q2 = a2 Implies q = (y2 –a2)
But dz = pdx + qdy

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Standard IV (Clairaut’s) form

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Equation of the type z = px + qy + f (p,q) ------(1) is known as Clairaut‟s
Differentiating (1) partially w.r.t x and y, we get p = a and q = b.

Therefore, the complete integral is given by

z = ax + by + f (a,b). eri
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Example 16
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Solve z = px + qy +pq
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The given equation is in Clairaut‟s. form

Putting p = a and q = b, we have

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z = ax + by + ab -------- (1)
w.

which is the complete integral.

To find the singular integral, differentiating (1) partially w.r.t a and b, we get
ww

0=x+b

0=y+a

Therefore we have, a = -y and b= -x.

Substituting the values of a & b in (1), we get

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z = -xy –xy + xy

or z + xy = 0, which is the singular integral.

To get the general integral, put b = (a) in (1).

Then z = ax + (a)y + a (a) ---------- (2)

Differentiating (2) partially w.r.t a, we have

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0 = x + '(a) y + a'(a) + (a) ---------- (3)

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Eliminating „a‟ between (2) and (3), we get the general integral.

Example 17 eri
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Find the complete and singular solutions of
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Exercises

Solve the following Equations

1. pq = k
2. p + q = pq
3. p +q = x

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4. p = y2q2
5. z = p2 + q2
6. p+q=x+y
7. p2z2 + q2 = 1

8. z = px + qy - 2pq
9. {z –(px + qy)}2 = c2 + p2 + q2

10. z = px + qy + p2q2

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EQUATIONS REDUCIBLE TO THE STANDARD FORMS

Sometimes, it is possible to have non –linear partial differential equations

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of the first order which do not belong to any of the four standard forms discussed
earlier. By changing the variables suitably, we will reduce them into any one of
the four standard forms.
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Type (i) : Equations of the form F(xm p, ynq) = 0 (or) F (z, xmp, ynq) = 0.
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Case(i) : If m 1 and n 1, then put x1-m = X and y1-n = Y.
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Hence, the given equation takes the form F(P,Q) = 0 (or) F(z,P,Q) = 0.
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Case(ii) : If m = 1 and n = 1, then put log x = X and log y = Y.

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Example 18

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Solve x4p2 + y2zq = 2z2

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The given equation can be expressed as

(x2p)2 + (y2q)z = 2z2

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Here m = 2, n = 2
g

Put X = x1-m = x -1 and Y = y 1-n = y -1.

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We have xmp = (1-m) P and ynq = (1-n)Q

i.e, x2p = -P and y2q = -Q.
Hence the given equation becomes
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P2 –Qz = 2z2 ----------(1)

This equation is of the form f (z,P,Q) = 0.
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Let us take Q = aP.

Then equation (1) reduces to

w.

P2 –aPz =2z2
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Example 19
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Solve x2p2 + y2q2 = z2

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The given equation can be written as

(xp)2 + (yq)2 = z2

Here m = 1, n = 1.

Put X = log x and Y = log y.

Then xp = P and yq = Q.

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Hence the given equation becomes

P2 + Q2 = z2 ------------- (1)
This equation is of the form F(z,P,Q) = 0.

Therefore, let us assume that Q = aP.

Now, equation (1) becomes,

P2 + a2 P2 = z2

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Integrating, we get
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(1+a2) log z = X + aY + b.

Therefore, (1+a2) log z = logx + alogy + b, which is the complete solution.

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Type (ii) : Equations of the form F(zkp, zkq) = 0 (or) F(x, zkp) = G(y,zkq).
ww

Case (i) : If k -1, put Z = zk+1,

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Example 20

Solve z4q2 –z2p = 1

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The given equation can also be written as

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(z2q)2 –(z2p) =1
Here k = 2. Putting Z = z k+1 = z3, we get
ww

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ng
i.e, Q2 –3P –9 = 0, eri
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which is of the form F(P,Q) = 0.
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Hence its solution is Z = ax + by + c, where b2 –3a –9 = 0.

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Solving for b, b = ± (3a +9)

Hence the complete solution is
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Z = ax + (3a +9) . y + c
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or z3 = ax + (3a +9) y + c
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4 Lagrange’s Linear Equation
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Equations of the form Pp + Qq = R ________ (1), where P, Q and R are
g

functions of x, y, z, are known as Lagrang solve this equation, let us

consider the equations u = a and v = b, where a, b are arbitrary constants and u,
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v are functions of x, y, z.
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Equations (5) represent a pair of simultaneous equations which are of the

first order and of first degree.Therefore, the two solutions of (5) are u = a and v
= b. Thus, ( u, v ) = 0 is the required solution of (1).
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Note :
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To solve the Lagrange‟s equation,we have to form the subsidiary or

auxiliary equations
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which can be solved either by the method of grouping or by the method of

multipliers.

Example 21

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Find the general solution of px + qy = z.

Here, the subsidiary equations are

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Integrating, log x = log y + log c1
or x = c1 y i.e, c1 = x / y
From the last two ratios,

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Integrating, log y = log z + log c2
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or y = c2 z
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i.e, c2 = y / z
Hence the required general solution is
Φ( x/y,= 0,y/z)where Φ is arbitrary
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Example 22
Solve p tan x + q tan y = tan z
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The subsidiary equations are

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Hence the required general solution is

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where Φ is arbitrary
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Example 23
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Solve (y-z) p + (z-x) q = x-y

Here the subsidiary equations are

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Example 24
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Find the general solution of (mz - ny) p + (nx- lz)q = ly - mx.

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Exercises
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Solve the following equations

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1. px2 + qy2 = z2
2. pyz + qzx = xy
3. xp –yq = y2 –x2
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4. y2zp + x2zq = y2x

5. z (x –y) = px2 –qy2
6. (a –x) p + (b –y) q = c –z
7. (y2z p) /x + xzq = y2
8. (y2 + z2) p –xyq + xz = 0
9. x2p + y2q = (x + y) z
10. p –q = log (x+y)
11. (xz + yz)p + (xz –yz)q = x2 + y2
12. (y –z)p –(2x + y)q = 2x + z

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5 PARTIAL DIFFERENTIAL EQUATIONS OF

HIGHER ORDER WITH CONSTANT
COEFFICIENTS.
Homogeneous Linear Equations with constant Coefficients.
A homogeneous linear partial differential equation of the nth order is of the form

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homogeneous because all its terms contain derivatives of the same order.
Equation (1) can be expressed as
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As in the case of ordinary linear equations with constant coefficients the

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complete solution of (1) consists of two parts, namely, the complementary

function and the particular integral.
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The complementary function is the complete solution of f (D,D ') z = 0---

----(3), which must contain n arbitrary functions as the degree of the polynomial
f(D,D'). The particular integral is the particular solution of equation (2).
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Finding the complementary function

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Let us now consider the equation f(D,D') z = F (x,y)

The auxiliary equation of (3) is obtained by replacing D by m and D' by 1.

Solving equation (4) for „m‟, we get „n‟ roots. Depending upon the nature of the
roots, the Complementary function is written as given below:

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Finding the particular Integral

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Expand [f (D,D')]-1 in ascending powers of D or D' and operate on xm yn term by

term.

Case (iv) : When F(x,y) is any function of x and y.

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into partial fractions considering f (D,D') as a function of D alone.

Then operate each partial fraction on F(x,y) in such a way that

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where c is replaced by y+mx after integration

Example 26
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Solve(D3 –3D2D' + 4D'3) z = ex+2y
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The auxillary equation is m=m3 –3m2 + 4 = 0

The roots are m = -1,2,2
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Therefore the C.F is f1(y-x) + f2 (y+ 2x) + xf3 (y+2x).

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Hence, the solution is z = C.F. + P.I

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Example 27
Solve (D2 –4DD' +4 D' 2) z = cos (x –2y)
The auxiliary equation is m2 –4m + 4 = 0
Solving, we get m = 2,2.
Therefore the C.F is f1(y+2x) + xf2(y+2x).

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Example 28
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Solve (D2 –2DD') z = x3y + e5x

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The auxiliary equation is m2 –2m = 0.

Solving, we get m = 0,2.
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Hence the C.F is f1 (y) + f2 (y+2x).

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Example 29
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The auxiliary equation is m2 + m –6 = 0.

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Therefore, m = –3, 2.
Hence the C.F is f1(y-3x) + f2(y + 2x).
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= (c + 3x) d(–cosx) –2cosx dx

= (c + 3x) (–cosx) –(3) ( - sinx) –2 sinx

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= –y cosx + sinx
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Hence the complete solution is

z = f1(y –3x) + f2(y + 2x) –y cosx + sinx

Example 30
Solve r –4s + 4t = e 2x +y

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i.e, (D2 –4DD' + 4D' 2 ) z = e2x + y

The auxiliary equation is m2 –4m + 4 = 0.
Therefore, m = 2,2
Hence the C.F is f1(y + 2x) + x f2(y + 2x).

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Since D2 –4DD'+4D'2 = 0 for D = 2 and D' = 1, we have to apply the general rule.

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6 Non –Homogeneous Linear Equations

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Let us consider the partial differential equation

f (D,D') z = F (x,y)------- (1)
If f (D,D') is not homogeneous, then (1) is a non–homogeneous linear partial
differential equation. Here also, the complete solution = C.F + P.I.

The methods for finding the Particular Integrals are the same as those for
homogeneous linear equations.

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But for finding the C.F, we have to factorize f (D,D') into factors of the form D –
mD' –c.

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Consider now the equation

(D –mD' –c) z = 0 ----------- (2).

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This equation can be expressed as
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p –mq = cz ---------(3),
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which is in Lagrangian form.

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The subsidiary equations are

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The solutions of (4) are y + mx = a and z = becx.

Taking b = f (a), we get z = ecx f (y+mx) as the solution of (2).

Note:

1. If (D-m1D' –C1) (D –m2D'-C2) …… –m(Dn'-Cn) z = 0 is the partial

differential equation, then its complete solution is

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z = ec1x f1(y +m1x) + ec2x f2(y+m2x) + . . . . . + ecnx fn(y+mnx)

2. In the case of repeated factors, the equation (D-mD' –C)nz = 0 has a

complete

solution z = ecx f1(y +mx) + x ecx f2(y+mx) + . . . . . +x n-1 ecx fn(y+mx).

Example 31

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Solve (D-D'-1) (D-D' –2)z = e 2x –y

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Here m1 = 1, m2 = 1, c1 = 1, c2 = 2.

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Therefore, the C.F is ex f1 (y+x) + e2x f2 (y+x).
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Example 32
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Solve (D2 –DD' + D' –1) z = cos (x + 2y)

The given equation can be rewritten as

(D-D'+1) (D-1) z = cos (x + 2y)

Here m1 = 1, m2 = 0, c1 = -1, c2 = 1.
Therefore, the C.F = e–x f1(y+x) + ex f2 (y)

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Example 33

Solve [(D + D'–1) (D + 2D' –3)] z = ex+2y + 4 + 3x +6y

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Here m1 = –1, m2 = –2 , c1 = 1, c2 = 3.
Hence the C.F is z = ex f1(y –x) + e3x f2(y –2x).
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It is the complete solution.

Exercises

(a) Solve the following homogeneous Equations.

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6. (D2 + 4DD' –5D'2) z = 3e2x-y + sin (x –2y)

7. (D2 –DD' –30D'2) z = xy + e6x+y

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8. (D2 –4D' 2) z = cos2x. cos3y

9. (D2 –DD' –2D'2) z = (y –1)ex
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10.4r + 12s + 9t = e3x –2y

(b)Solve the following non –homogeneous equations.

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1. (2DD' + D' 2 –3D') z = 3 cos(3x –2y)

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2. (D2 + DD' + D' –1) z = e-x

3. r –s + p = x2 + y2
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4. (D2 –2DD' + D'2 –3D + 3D' + 2)z = (e3x + 2e-2y)2

(D2 –D'2 –3D + 3D') z = xy + 7.

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