PARTIAL Maint EQUATIONS a eto ae) Be) eee ane i Zeef Contents Chapter 1 : Laplace and Inverse Laplace LL 12 id 14 eS) 1.6 1, 18 19 1.10 LIL 1.12 1.13 1.14 1.15 1.16 1g Transforms (Elementary Idea)... Introduction .... Laplace transform (definitions) . Linearity property of Laplace transformation Laplace transforms of some elementary functions Laplace transform of some elementary functions table, Laplace transform theorems ...... ; Two important theorems... Some special functions and their Laplace transforms tt Exercise 1.1...... Inverse Laplace Transform Inverse Laplace transform (definition) Linearity property of inverse Laplace transform, Inverse Laplace transform of some elementary functions Inverse Laplace transform theorems. Convolution......... Convolution theorem (or convolution property). Heaviside's expansion theorem or formula. The complex inversion formula ... Laplace transforms of partial derivatives... I Exercise 1.2. q Chapter 2 : Fourier Transforme.................. 35-54 :- condi ier series Z5 Fourier’s integral formula Fourier transform or complex fourk Ipueion theorem for complex2.13 The convolution or Falting theorem 2.14 Relationship between fourier and Laplace transforms 2.15 Fourier transform of the derivative of a function... : Finite fourier transforms 2.16 Finite fourier sine transform . 2.17 Inversion formula for finite fourier sin 2.18 Finite fourier cosine transform 2.19 Inversion formula for fourier cosine transform . 2.20 Finite fourier sine and cosine transforms of the ofa function f(x) 2.21 Convolution. B Exercise 2.1 Chapter 3: Partial Differential Equations of the First Order ...s:cs::1s00001 55+ 3.1 Introduction .. 3.2 Definitions... eee Seni 3.3 Derivation of partial differential equation .... Bf Exercise 3.1 ... 3.4 Some definitions 3.5 Lagrange’s linear partial d 3.6 Lagrange’s solution of the Lagrange's linear equation. (Lagrange's method of solving the linear partial differential equation of order one namely Pp + Og = R) 3.7. Working method ter 3.8 The linear partial differential equation with » Independent variables ¢ transform . derivatives 3.9 Integral surfaces passing through a given curve § Exercise 3.3 : 3.10 Compatible system of first-order equations § Exercise 3,4 Chapter 4: Non-Linear Partial Differential Equations of First Order (Charpit's and Jacobi's Method 4.1 Introduction nigel 4.2 Solution of partial differential equations of first order and any degree in some standard forms .... ; (wi) for fourier transfOrM 0:00 8 ae a 6 90 58 SF4.3 Standard form I, equations involving Only p and q and no x, y and z. é var ee A WEXeICISe 4.1 corns ee az aie lO 4.4 Standard form II scion olaaaaly Py ANA 2. saressnsseees OL W Exercise 4.2 rican sons 108 4.5 Standard form IL. patos ran Cin 9) 109 I Exercise 4.3... ; 113 4.6 Standard form Ve equations etths reer I Exercise 4.4. Aer Charpit's Method ee oe of solution of non-linear Partial differential equation of order one with two independent variables . ve ft Exercise 4.5 ., alee 4.8 Jacobi's methods 138 § Exercise 4.6... 150 Chapter 5: Envelopes and Characteristics F +. 151-170 5.1 Few important definitions ......... . sf PSD 5.2 Integral strip and characteristic strip wesc... see 152 Screen eerie arse cecl nanan nee partial differential equation, ..j.:sm:eussnnnannsanunnennene 153 5.4 An important theorem... 1 SS 5.5 Envelope... s 165 5.5 Two important theorems on envelopes soo 166 I Exercise 5.1... 170 Chapter 6: Partial Differential Equations of I 6.2 63 64 the Second Order with Variable Coefficient .....0seeceeeeeen 171-194 Tteoductiontmr ame temas csc ta 171 ‘The origin of second order partial differential equation... Lal Special types of second order partial differential equations oo 174 Solutions of equations under given condition .. 189 Ht Pxercise ....,.,. 194Chapter 7: _ 72 Chapter 8: Laplace Transformation, 8.1 8.2 8.3 Chapter 9 : Wave, Heat, Laplace and 91 9.2 O73) 94 95 9.6 OH 98 99 9.10 Summary .. Chapter10 : Applications of Laplace 10.1 10.2 10.3 Classification of Linear Partiay Differential Equations ..--.195.29; Classification of linear partial differential equations of 00 dependent variations .. rene artial differential equation dependent variables .. second order in n-in Classification of linear P of second order in two in 1 Exercise... Canonical Forms; Linear Hyperbolic Equations ...... 202-241 202 225 Laplace transformation (canonical forms) .... Bt Exercise 8.1 ..... Linear hyperbolic equations (existence theorem)... Riemann method of solution of general linear Hyperbolic equation of the second order ....e.:tsstsc serene I Exercise 8.2 Diffusion Equations ...... 242-258 One-dimensional wave equation Two dimensional wave equations One dimensional heat equation .. Heat equation... Laplace's equation : Two dimensional Laplace (or Harmonic) equation in terms of plane polar coordinates (r, 8)... Laplace's equation in terms of spherical coordinates Laplace's equation in terms of cylindrical co-ordinates Diffusion equation Transform in the Solutions © Partial Differential Equation (initial and Boun A boundary value problems Value Problems) Laplace transforms of some partial illsChapter 11 : Applications of Fourier Transform in the Solutions of Partial Differential Equations (Initial and Boundary Value Problems).. 281-314 11.1 Application of infinite fourier transforms..... Las enn el ier eee 11.2 Choice of infinite fourier sine or cosine transform . 281 11.3 Application of finite fourier transforms 2299 11.4 The choice of finite fourier sine or cosine transform Ey Et Exercise ass Chapter 12: The Wave Eqlistticnrm ss" 379 12.1 Introduction aes LS TBA! ews cat ta ANGER oe ension- ose, en SASS 12.3. Solution of linear partial differential e equation ie separation of variable: method! zest) otiw. teen Oe, sig @ Exercise 12.1 12.4 Some important and useful series........ : 12.5 Solution of one dimensional wave equation by using the method of separation of variables .... 12.6 Solution of one dimensional wave equation under the given conditions .. I Exercise 2. 2 s : 12.7 The Riemann-Volterra flntions efits one- dimensional wave equation .. if 12.8 Some eae and useful differential equations and their solutions sodas 348 eae 12.9 Solution of two dimensional wave equation 12.10 Vibration of a circular membrane (Solution okt dimensional wave equation in Polar coordinates) , M Exercise 12.3, 12.11 Solution of three Aen ood wave equation by method of separation of variables 12.12 Solution of wave equation is cylindrical coordinates by the method of separation of variables ,, 12,13 Solution of wave equation in spherical polar coordinates by the method of separation of variables. H Exercise 12.4Chapter 13: The Heat (or Diffusion) Equation weessssscsesreeetsnsees+ 380-438 380 13.1 Introduction 13.2. Heat (or Diffusion) equation in different forms 13.3. Solution of one dimensional heat equation by separation of variables ....0...:. 13.4 Solution of one dimensional fe eaten under given boundary conditions If Exercise 13.1 .. 13.5 Solution of two dinondtanel heat eee in cartesian coordinates . 13.6 Solution of heat equation in plane polar Artin by separation of variables .. - I Exercise 13.2 .. 13.7 Solution of three feel heat equation by the meat of separation of yariables ......... 13.8 Solution of heat (diffusion) Cronin in penrinel eons by the method of separation of variables... 13.9 Solution of heat (diffusion) equation in spherical polar coordinates by the method of separation of variables ... I Exercise 13.3 ...... crn 382 413 Chapter 14 : Laplace Equation...........439-506 14.1 Introduction . 14.2 Laplace's (or potential) eee in diferent forms . 14.3 Solution of two dimensional Laplace's (Harmon using the method of separation of variables joj... 14.4 Solution of two dimensional Laplace's rata ain given conditions . ff Exercise 14,1 . 14.5 Solution of Laplace equation in plane polar coordinates by separation Of VATIADIES ..ccc:ss::nsunannn © Exercise 14.2 14.6 Solution of Laplac coordinates (x, y, z) by the method of separation of variables 14.7 Solution of Laplace's equation in eylindrical coordinates by the method of separation of variables .........., 14.8 Solution of Laplace's equation in Ta coordinates by the method of separation of variables Wt Exercise 14.3...Chapter 15 : Green’s Functions and Properties of Harmonic Functions .....1see0eeneeseee022 507-535 15.1 Introduction 15.2 Some definitions 15.3 Green's function......... 15.4 Green's function for Li a equation .. 15.5 Symmetric property of the Green's function 15.6 Helmholtz's first theorem........ 15.7. Green's function for the wave equation 15.8 Determine the Green's function for the Helmholtz equation for the half-space z > 0. . 15.9 Green's function for the heat paren (diffus jon equation) . 15.10 Harmonic function ... 15.11 Properties of Harmonic fata 15.12 The spherical mean .. 15.13 Theorem ... : 15.14 Mean ea) eer fie islam Functions Bt Exercise Chapter 16 : Calculus of Variations ..536-553 16.1 Introduction . 16.2 Fulers equation 16.3. Another form of Eulers net 16.4 Field of extermals.... 16.5 Jacobi condition and Jacobi equation 16.6 Legendre condition 16.7 Hamiltonian equations 16.8 The Hamilton-Jacobi equation § Exercise Chapter 17 : Transport Faualian 1554-558 17.1 Introduction . 17.2 Theorem .. ‘7 17.3 eae ett or car solution . 17.4 Transport equation for a linear hyperbol I Exercise... Index. .... (i)3 Partial Differential Equations of the First Order eaten 3.1 Introduction Ifa differential equation contains one or a Partial Differential Equation. The partial derivatives occur independent variables. So in partial independent variables. Ifwe consider the case of two independent variables only, then to be x and y and take z to be the dependent variable. Thus, z=/(x, )- In the study of partial differential equations we shall use the notations. (i) Ifthere are two independent variables x and y and z is the dependen' then the following notations are used : a ee a ey, or toy Pox Mex oy | ay? more partial derivatives, it is called only when there are two or more than two differential equations there are at least two we shall usually take ¢ following t variables, (ii) If there are n independent variables, we take them to be x, X25 «1» %n and z the dependent variable. In this case the following notations are used : Roz aoa Oz = Ox, Pa ree egies the independent variables, then the partial (iii) If v is the dependent variable and x, use of suffixes, as follows : derivatives are also denoted by making Ce ae Mate pig Ch puss eie emus Dy By aT = Uses Oxo iy 3.2 Definitions @ Order of a partial differential equatior derivative appearing in the equation is calle nn: The order of the highest partial .d the order of the partial differential56 Partial Ditferentia | Saati, equation, Thus, ifa partial differential equation contains nth and lower order Par derivatives, it is said to be of order n. ia) For example, the order of differential equation teak is! Gz oz : Gxt * yt = 2z is2 @z 4 ‘ Berta tz=0. is? (@) Degree of a partial differential equation : The degree of a partial differentia equation is the greatest exponent (ce, power) of the highest order partial detivative involved in the equation, when the equation has been made rational and. integral as far as the powers of the derivatives are concemed, For example, the partial differential equation 2 (#2) + 252-22 0 is of order 1 and degree 2 a2 3 oe «(#) +2y=0 is of order 2 and degree | 2 (a2\" a »(3) + kz=0 is ofonder 2 and degree 3 As in this case after making te powers of derivatives intend, it redaces to a2 ft dz wa =-y) (: x +13] "by az) oz)" 2, a »( Ra) vest (5) Dr See (iii) Linear partial differentia) linear if itis of the first degree in the dependent variable and its Partial derivatives. dependent variable and its partial derivatives must not occur be, in @ linear differential equation the powers ofp and ¢ both will be unity and the term pg will not occur in the equation. (#) Non-linear partial differential equation ; A partial differential equation is said to be non-linear if it is not linear, For example the following partial differential equations of order one are non-linear. 1, pg=a Lpige=z LZR HE + I=lee partial Differential Equations of the First Order 57 3.3 Derivation of Partial Differential Equation ‘The partial differential equations can be formed by the elimination of arbitrary constants or arbitrary functions. (a) Derivation of partial differential equation by the elimination of arbitrary constants : Consider an equation S(% %2, 4, 6)=0 where a and 6 are arbitrary constants. Taking zasa function oftwo independent vai xand y partially, we get riables xand y, differentiating (1) w-r-t, of , Of oz _ af , 4 Ge GPeee” or YF p-0 re?) of , Of 92-0 or £La-0 ee) and by +e ay rary constants a and b between (1), (2) and (3) we shall obtain a Eliminating arbit partial differential equation f the form F422 D=0 which is the partial differential equation of Ifin the function f, there are more arbitrary constants than the number ofindependent variables, the above procedure ofelimination of arbitrary constants will give rise to a partial differential equation of higher order than the first. For clear ‘understanding the first order. of this see example 4 on page 6. E “) if Examples Exampce 1; Form a partial differential equation by eliminating @ and 4 from z= axe! + peeled. So.ution ; Given z=axe’t t ae” +b w(l) Differentiating (1) partially wert, wand y, we get a ee @ 22 apt aedaxae) tae Q) and Substituting the value of ae” from (2) in 2 oz az (22) org=p tp (3), we get oy =* ox "| Ox which is the required partial differential equation.oo aan " Partial Differential Equation 8 Exampie 2: Form a partial differential equation by eliminating @ anq "5 trom = (2+ a? +8). So.ution : Given, z=(+a)(? +b) sl) Differentiating (1) partially w.r.t. x and y, we get 1 az 92 2x6 +B) Co yen (8) a 1 éz and 3 =2y(24a) or Brana @ a Substituting the values of y?+ b and x? +a from (2) and (3) in (1), we get 162 62 = az Oz _ ey 2Ty ox dy 8 Seay 4DZ or pg =4nz which is the required partial differential equation, Exammus 3: Find the partial differential equation of all spheres of radius ¢ having centres in the xy plane, Souuion : Let (hk, 0) be the centre in x) plane of the sphere of radius o. Then the equation of the sphere is (WP + y-WP42t=e (l) Here h and k are the arbitrary constants Differentiating (1) partially w.rt, and y, we get 2(x~h) +22 82-9 on xohan2 82 0) - bz e a. and 2(y b+ gao or y-k=- a 63) Substituting the values of x and y ~ k from (2) and (3) in (1), we get 2 2 az l( | + (52) nifee or API) 02, which is the required partial differential equation, Fanos 4: Vind a partial diferentiat equation by climinating a d, © from Hla + 1B + Bet = 1, [Vikram 2002) $ siven, Ha a Souution : Given, *y + 4 toyed Sth Differentiating (1) partially w.r.t, x and y, We gel 2x, 22 Oz oz ater arn) % clxtate stan 2) 0. , and Het eo a0 or ety bz a .(3)ra Partial Exampte 5 : Fin So.ution : The ¢ semi-vertical angle an | Differential Equations of the First Order 59 Again differentiating (2) partially w.r.t. x, we get 2 Oz \2 oh ate oes a (22 ae (#2) ie 4) rane es : (Qc Caan Substituting in (4), we get : 2 2 ei +2(5) -75e= 6) e2z (az) ch + bz th cz 2 ag 1h (#) 0, a) 2 bz 0. From (3), ¢2 =~ = a _ Substituting in (6), we get oz Oz e = ar 2 = Si? zante (%) =0 yz5 + Yl Gy ay Bc?) or oy Equations (6) and (7) are the required partial di 4 the differential equation of the set whose axis coincide with z-axis. right ciroularcone whose axis coinei 0, ¢) is given by onl) viz, 2)" -aftec {ferential equations. of all right circular cones ide with z-axis, having quation ofa .d vertex at (0, pryae-o) tan a ry constants. Here ¢ can are arbitral Hy Witt, and y, We Bet Differentiating (1) partial é. > 2x = 22 0) 5% tan? or (e-¢) 4 tan? ot sane(2) a a ee e) ot a wal) and 2y> 22-0) 9 tan? @ yand (3) by x, we get Multiplying (2) by and y= x(2~ e) aye ogg a a Gi tw60 (b) Partial Ditterentiay Eq @-0 3 tan? o nn ae 0) tan? @z_0z_ ems Oe Yae~*y=0 of y-zq=0 which is the required differential equation, Derivation of partial differential equation by the elimination of arbitra function. Let wand v be two functions of x, y andz which are connected by the elation Su, »)=0 ‘ aa (1) Differentiating (1) Partially w.r.t. x and y, we get of (ou , Ou dz Of (av , av dz) _ ‘ou (x * Oz Ox) * By | Bet Be ox |= of (a; a Of (ou, au dz) af (av. av oz and te (ay 995) 2 (ee ge =o Gf (ou ou \ Open, oy or a (B+) (eB) -o ey 0D: Fliminating 2 and 2F from (2) and @), we get = Ou dv a BB )9 Be Oy ay Be or =Pp+Qq=R Ou dv dua ie oe hi = Ou Ov du dy _ au, he Pay tee ay | Oy Be [Siu oy Oe P au ow_ a partial Differential Equations of the First Order 61 du du pau Ov _ bu dv _ Ox Oy | _ (u,v) and Ox Oy dy Ox | Ov Ov|~ O(x,y. ox by If the given relation between x, y and zcontains two arbitrary functions, then in general their eliminating will give rise to a partial differential equation of order higher than one EXamPLes Exampte 1: Forma partial differential equation by eliminating the function ffrom z= y? + Uf (I/x + log y). Soxution : Given, z=y? + Of (1/x + log y) ios GE) Differentiating (1) partially w.r.t. x and y, we get & = opr (/a) + 10g YC U2) or -x & IGOR <5 2 aS owe ae Q) and $2 = ay + 2F TU) + 10g LD) or y% —2y? = 2f"[(is)slogy] <5 SB one @) From (2) and (3), we get oz oz Barba -2y2 0 y= By 2y' 902, y0z oy or Paty By =e or xptyq+2y? which is the required partial differential equation. Examete 2: Form a partial differential equation by eliminating the function from z= (x-y) $C? +9). So.vtion : Given me RT tp (Ly) Differentiating (1) partially w.rst. x and y, we get 22 _ gery) te) oety)2x mm 82 __ garry) re-N Oe ty)2” son) Now to eliminate ¢ (x2 + y2) and 9'(x? + y?), between (1), (2) and (3), we proceed as follows :——z partial Differential Equations of the First Order 65 3.4 Some Definitions Solution of a pa eaes Equation : A solution or integral of a differential equation is are ation between the variables (dependent and independent) by means of which and the derivatives obtained from it, the differential equation is satisfied. 2, Complete Integral (C.1,) : Let /(x, y, 2, p, 4) =0 a) | be a partial differential equation containing two independent variables x and yand a dependent variable z. Ifa relation F(x, y, z, a, b)=0 containing as many arbitrary constants a and 6 as there are the independent variables, is derived from (1) by using some methods, then the relation (2) is called the complete integral of the partial differential equation (1) A particular integral of the partial differential d by giving particular values to the arbitrary 1. 3, Particular Integral (P.I.) = | equation f (x, y, 2, P> g) = Vis obtaine constants a and b in its complete integral F(x, y, z, 4, b)= 0 "4. General Integral (G.L) : Let F(x, y, 2, 4, ») = 0 be the complete integral of the differential equation LWP D=9 Ifone of the constants in (1) isa function ofthe other, say = (a), then (1), becomes F [x,y,z 4, o(@))=0 voe(3) ‘Then the envelope of the family of surface (3), obtained by eliminating a between of the differential equation (2) OF @) and Sz = 0, is called the general integral unl) 5, Singular Integral (S.1.) : Let M(x, ¥ 25:4 9) = 0 be the complete integral of the differential equation S(%,9,2 PD =9 nee (2) f the family of surface (1), obtained by eliminating a and 6 ‘Then the envelope 0} or OF oi aral of the differential between (1) 5— = 0 and 57 = ( is called the singular integral of the differen i la equation (2). 3.5 Lagrange’s Linear Partial Differential Equation form Pp + Qa= 8, where P, Q, R are The partial differential equation of the : f 4 partial differential equation of onder one functions of x, y,zis the standard form of linear and is called Lagrange's Linear equation, 3.6 Lagrange’s solution of the Lagrange’s linear equation. (Lagrange’s method of solving the lin tl differential equation of order one namely Pp + Qq = R)66 Theorem : The general soluti Pp+Qq where P, Q, R are functions of x, y, z, is f(u, v) = where u(x, y, 2) = c, and v(x, y, 2) = c (¢, and ¢, are two arbitrary con form a solution of the equations tanty dx dy dz SPearORNER) Proof In 3.3(b) we have shown that, eliminating function /; from the Telation f(u, v)=0 a where wand vare two functions ofx, yand z, we obtaina linear partial different equation Pp+ Qq=R 2) Pant BY GuOW, oulOn Gilda, sy a ey bz Oz by ote ax — ae Ge? R= By By pee Hence, relation (1) is the solution (general solution) of the partial differential equation (2). Thus in order to find the Solution ofpartial differential equation (2), wehave to find two functions wand v, which when substituted in (1 ), will give the general solution of (2). Let 4G,y,2)=c, and v(x, y,2) =e, be two functions where CQ wand v given in (3), we get 8) and c, are arbitrary constants. Differentiating functions 0. a Be + OH dy + dno ov ov ov and Bx M+ Ty dy + Be dz =0 Solving these, we get dx é dy de Ou Ov Bu By" Bu By Ba By" By av Ow av By Or” Be By Or Ox Oe Ue BE By 7 By By dx dy de hey 7.0 ae soon) Thus, (4) is the differential equation whose solutions are w= e, and v= e, Hence, /(u, v) = 0 is the general solution of the differential equation (2), where u = ¢, and v = ¢ are solutions of (4), ‘The equations (4) are called Lagrange's auxiliary equations or Lagran; subsidiary equations,a— partial Differential Equations of the First Order. 67 3.7 Working Method ‘To solve the partial differential equation Step 1 PPR OGE PRIS ee eis, Al) by Lagrange's method we proceed as follows. : Write the Lagrange's auxiliary equations de _dy_te iOnad ny Step 2: Find two independent solutions u=c, and v=, of the auxiliary equations (2). Step 3 3.8 x, be + The general solution ofpartial differential equation (1)is obtained by substituting the values of u and v obtained in step 2, in any one of the following equivalent forms. fu,v)=0,v=f(y) or u=f() The Linear Partial Differential Equation with n Independent Variables Let the linear partial differential equation with n independent variables x), 1, ..-. Pipe 2, peste sibs Doak od 0 =e (1) n where p, =22,i=1,2, ; and P,, P,,...., P, and R are functions of x), 2%, «.-:, Xn and 2 The general solution of (1) is given by S (iy, May ory Uy) = 0 where 1, = ¢), y= Cr) 00 Un = Cn (Cy Cr are n independent integrals of the subsidiary equations say Cy are n arbitrary constants) dx; _ dey ty _ de Sip Ee LEAL ¥ This method is the generalization of Lagrange's method for two independent variables discussed In 3,6 and 3.7. Examples EXAM) pie 1: Solve xtp + y'q 2’. [Jabalpur 2000; Ravishankar 2001] So.uvion : Lagrange's subsidiary equations are dx _ dy _dz ye68 Partial Di ee dx _ dy From Ist and 2nd fractions, we have > lee! : 1 Integrating, epee al Similarly, from 1st and 3rd fractions, we have v= ePIC) Hence, the required general solution is Exampte 2 : Solve yzp + 2Xq =xXy." Soxumion : Lagrange's subsidiary equations are BS Oe Sz ere en From first two fractions,we have xdx — ydy = 0 Integrating, uar-y=¢, From first and third fractions, we have, xd — zdz = 0 Integrating, v= x? — 2?= ¢, Hence the required general solution is SU Y=0 ie, f@-yY,2-2)=0, EXampLe 3 : Solve p tan x+q tan y=tan z, So.vtion : Lagrange's Subsidiary equations are aly dy tanx “tan y ~ fanz From first two fractions, we have cot xdx—cot ydy=0 Tategrating, log sin x - logsiny=loge, or us sin x/sin y = @ From first and third fractions, we have cot x dx ~ cot z dz =0 Integrating, log sin x - log sinz = loge, or vesina/sin 250) Hence, the required general solution is J(u, v) = 0 he, f(sin x/sin y, sin x/sin 2)=0 The general solution of the Problem can also be taken as sin x/sin y = f (sin x/sin 2). Exampe 4 : Solve p + 3q = 5z + tan (y~ 3x), [Meerut 2003; Indore 2002) So.ution : Lagrange subsidiary equations are dx _dy_ de Tt amos From Ist and 2nd fractions, dy-3dx=0See Partial Differential Equations of the First Order 69 Integrating, usy-3x=¢ Wra(l) From Ist and 3rd fractions, dee egies 3z + tance,» using (1) Integrating, Sx = log (5z + tan c;) ~ log c) or log c,/(5z + tan )) =— 5x or co =e>* (5z + tan cy) or v=e>*{5z + tan (y—3x)} =c Hence, the required general solution is S(u,v)=0 ie, f[y— 3x, e*{5z + tan (y—3x)}] = 0. Exampie 5 : Solve xzp + yzq =2y. [Jiwaji 2000; Vikram 2000] Souumon : Lagrange’s subsidiary equations are eames wz yey From Ist and 2nd fractions, 2 = 4” * te Integrating log x=log y+ log ¢, ve wexbp=ey wel) From 2nd and 3td fractions, GY op xdy=2de Zz x or cydy=zde, using (1) Integrating, cy? —z>=c, ie. vExy—2"= Cy, Putting ¢ = x/p Hence, the required general solution is S(t, )=0 ie, fly, xy 2) = 0. Exampe 6 : Solve py + gx = xy2(x" -)?). SouTion : Lagrange's subsidiary equations are dx _ dy _ de ye yet From Ist and 2nd fractions, xdx = yxy, Integrating, Uma ON oo ee ft (a) dz From 2nd and 3rd fractions, y= Ze using (1) or cy dy = dele?, Integrating oy? =~ 2/2 + or ve AQ? = y?) + 2/2 cy, Putting ¢, =. - »arr partial Differential Equations of the First Order 79 3.9 Integral Surfaces Passing Through a Given Curve Here we present method to find the integral surface of the partial differential equation Pp + Oq=R, which passes through a given curve. working method : Let Pp+Qq=R aM be a given differential equation. Let ue yiz=e aud! V (Ciz) ee) mee ami (2) be two independent solutions of the Lagrange's subsidiary equations. de _dy_e Pima aaR Suppose we wish to obtain the integral surface passing through the-curve which js determined by the two equations. o(%,y,2)=0 and YQ, y, 2) =0 , nomad For this we eliminate x, y, z between equations given in (2) and (3) and get a relation between c; and c). Then required integral surface is obtained by replacing c, by u(t, ,2) and cy by v(x 2), from (2), in this relation between ¢, and cy. EXamPLes Exampue 1: Find the equation of the surface satisfying. 4ycp + q+ 2y = 0 and passing through y? + Sotution : The given equation can be written as 4yzp + q=—2y +. Lagrange’s subsidiary equations are dx _dy_ & Tz 1 from Ist and 3rd, fractions dx + 2zdz = 0 Integrating, uextP=c Again from 2nd and 3rd fractions, 2ydy + dz =0 Integrating, vey~tz=c The surface satisfying (1), are required to pass through y? +2” and xrend To eliminate x, y, z between (2), Pto+erz=e +e a 1+2=aq +e => o+o=3 d=lLandx+z2=2. sooa(2) -(3) (4) Arie (3) (3), (4) and (5), we add (2) and (3), and getPeto ny fc, and c) from (2) and (3) is (6) the re le, prerxtz—-3=0, Substituting the value xtotytz=3 on of the integral surface of the differentia, dUation ed surtac s Exampte 2: Find the equati ap(z—3)p + 2x- 94 =y(Q2x-3), ins which pass through the circle z = 0,x° +)" = 2x, Soxuion : The given differential equation is 2 -3)p + (2-2) = 2x3) -. Lagrange's subsidiary equations are dx ilotdz dy@= ~ y2x-3) Taking Ist and 3rd fractions, (2x - 3)dx = 2(2 - 3)dz Integrating, wex-3x-2 + 62=¢ é a Now using 1/2, y, -1 as multipliers, each fraction ___ a dss ydy— dz _ (UD de + yy eg # =e y@—3)+ y(2x-z)— y(2x—3) 7 Fart ydy-de=0 or de + 2ydy-2de=0 Integrating vexty?-2z=c saee(3) The integral surface of (1) given by (2) and (3), is required to pass through the circle xr+y=2x, z=0 (4) For which we shall eliminate x, y, z between (2), (3) and (4). . Putting z = 0 in (2) and (3), we get Y-3r=e and xty= Us o+c=0, using (4) wold) peering the values of ¢, and ¢, from (2) and (3) in (5), the required integel (2 3x" 24 62) + e+ P22) =0) or PF P24 des), Exampe 3; Find the Integral surface of the equation C= yp + y= xyx 4 (+z, through the curvexe= yah equation is [Wye + (y—xpely = (2 The Lagrange's subsidiary equa teat Souunion : The given differential tions are ; sty . = = dz Tae ara .yp = » 4 Ss. 3.10 Compatible System of First-order Equations Definition : Two first order partial differential equations $0).2P9)= 0. 9 ie oat = 3% ¥,2,P, 9) = 9 a are said to be compatible ifevery solution of one equation is also a solution ofPartial Differential Equations of the First Order 83 To find the condition for the pair of equations (1) and (2) to be compatible. é pal J- Fah «0 rae) ‘Then the equations (1) and (2) can be solved to obtain the explicit expressions for pand q given by P=O(xy,z)andq= YX yz) eee (4) Then the condition that the pair of equations (1) and (2) should be compatible reduces to the condition that the system of equations (4) shouldbe completely integrable ie,, the equation de=pdxtqdy ie, gdx+ydy-de=0 (5) should be integrable. But we know that the single differential equation Pdx + Qdy + Raz = 0 will be completely integrable, if and only if 6Q OR OR OP. oP aQ HEE) -AE- -. The single differential equation (5) is completely integrable, if'and only if i Ca #(HF-0)+Hf0-28)-co(F-aE)-° i.e., if and only if Bg Va 8 ee + yt sata) Substituting from (4) in (1) and differentiating w.rt.'x’ and 2' respectively, we get of , af a , a, ae x ge ou 0 see) of , fo, of and bz * Op a * ye -9 Multiplying (8) by ¢ and adding to (7), we get x % (fe +98) Eo +(# MoU) Te en (0) Ina similar manner substituting from (4) in (2) and differentiating Wart. wand z and proceeding as above, we get Shee gee (s+ +65t) ae (SE +0Rt)pf=0 senn(10) Multiplying (9) by # and (10) by % and subtracting, we getPartial DifterentS ae 84 oy , 42v\( af 28 le vi of oq _ Of dg +0 dp Op z (11) dy , ov _1/[a(h2) | or Gxt ees |aee +9oG,p) Again substituting from (4) in (1) and (2), and diffe and proceeding as above, we get a6 op _ 1 [AC fag) , , Af8) a sev e--5 [seen tY den a Substituting from (11) and (12) in (6) and replacing @ by p and y by q, the condition that the two equation (1) and (2) are compatible is that _ Oe), Whrg) , Ofs8) , OU 8) _ elec nanemacUa) f 0G0 wea ameuml rentiating the w.r.t. 'y' and ‘2 Particular Case Theorem : The first order partial differential equations, p= P(x, y) and q = Q(x, y) are er Pacheco) tible, if and only if —=—=. compatible, if and only if aia Proof : Ifz is a function of two independent variables x and y, then we have oz . a: de= Fe te + Ay = pds + qdy ». the given partial differential equations p= P(x, y) and g = Q(x, y) are compatible'if and only if the sj " equation. ne single differential dz = Pdx + Qdy is integrable. But we know that if Pand Qare functions of two variables x and y hehio. is an exact differential of some function 9 (x, y) wen Pay + Qdy ie. Pdx + Ody = do (x, y), ifand only if ap _ 20 dy Ox “.. the single differential equation dz = Pax + Ody is integrable i ap Hence, the differential equations p= P(s,y) and 4g = Q(x, y) are oy y x n ap _ 20 'Paipy dy Ox iga Partial Differential Equations of the First Order 85 EXAMPLES Exawpte 1: Show that the differential equations pa 4x+3y+1,q-3x+2y+1 are compatible and find their solution. Soxvtioy : We know that the differential equations. a 4 ee cua) p=P(x, y)and g = Q(x, y) are compatible iff > = Fe Here P(t y)=4xt+3y+1 and Oxy) =3x+2y +1 ea Cannan Hence the given differential equations are compatible. Now _ dz = pd + qdy= Pax + Ody = (4x +3y 4 Idx + (3x + 2y + I)dy = (x + Ide + 3(ydx + xdy) + Qy+ dy Integrating, z=Utxt3ytytyte When cis an arbitrary constant. which is the solution of the given differential equations. Exampte 2: Show that the differential equations 0: 0: x =@ty¥, a eat Daye ¥ are compatible and solve them, Soxution : Given differential equations are 0: 6: paSecetgt md ont ottay-y bs p=P(%,y) and g= Q(%y), where P(x, y)= (ety? and Q(x, )= P+ 2-Y op 0Q and Fe =e) = By +. the given differential equations are compatible, Now dz = pdx + qdy = Pdx + Ody or dz=(etyidet (P+ Dey dy see () = (xt yPde + {(xt y= 29?) = (e+ yds + dy) ~ 2y?dy Integrating both sides, the common solution. of the given differential equations ispe ihe Partial Differential Equations 1 z=4lety- Fyre where c is an arbitrary constant. iv Equation (1), can also be integrated as an exact differential equation as aP_ 09 here oy Ox * z= padxt+ J (Terms in Q which do not contain x) dy+c ‘Treating y const. = fixrypax th Cr rete Treating y const. = [oct say sy yax-gy' te ‘Treating y const. 1 1 1 2 abe seytatay tera @ ty Pe EXAMPLE 3 : Show that the equation xp = 4; (xp + yq) = 2xy are compatible and solve them. Soiution : Let La lee (1) and gazeptyq)—2y=0 = (2) af of Be) Ceo |e x Now 3G p) | 28 og | |zp-29 zpx— x(gp - 2y) = Ixy Ox OP of of acfis)_|% 2? -| e ee, Fone ios 28i| nano 32 op +9) =—x(ap +99) az OP af Of = 4 qo ang) |” 5 -| y OU el gg 08] |3a-2x ay] “~ Gey + eq — 3(,4) am y Yt aq ~ 2x) =~ 2xy afer be Hp hile| 2 Me a8) < aa y OYE =| ag 98) | xp a 3.4) |c= Bq Yq ay |RO44, Oz iq Map + yq) = YQP + yg)-_— | partial Differential Equations of the First Order ul O(f,8) | O48) Os = . 18) OS,8) 8) O(x,p) *? 82, n) * OU.) 1 89) = 2xy — pxxp + yq)— 2xy + ygtap + ¥@) =(— px t gy) Gp + yg) = 0, <. the given equations are compatible. px qy. from (1) Solving (1) and (2), we get p = > and q => Now dz = pdx + qdy gives dz = (y/z)dx + (xl2)dy or ade = ydx + xdy= d(x y) Integrating, the solution of the given equations is 2=dytc where c is an arbitrary constant, Exampe 4: Show that the equations xp-yq=% Xp tqqxXt are compatible and find their solution. (1) Soiution : Let f=xp-yq-x=9 @ and g=xptq-2-0 7 af of acfue)_| 2% |_| 1 of x”