13 Linear PDE With CC L4
13 Linear PDE With CC L4
13 Linear PDE With CC L4
LECTURE NOTES ON
ENGINEERING MATHEMATICS IV (KAS 302)
B.TECH. (CS)
SECOND YEAR (THIRD SEMESTER)
Module I
(Linear PDE with constant coefficients L4)
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 1
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 2
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
If 𝑓 (𝑎, 𝑏) = 0 then
1 1 1 1
𝒆𝒂𝒙+𝒃𝒚 = 𝒙 𝒆𝒂𝒙+𝒃𝒚 = 𝒙 𝒆𝒂𝒙+𝒃𝒚 = 𝒙 𝒆𝒂𝒙+𝒃𝒚 ; 𝑓′(𝑎, 𝑏) ≠ 0
′
𝑓(𝐷, 𝐷 ) 𝜕 𝑓′(𝐷, 𝐷 ′ ) 𝑓′(𝑎, 𝑏)
𝑓(𝐷, 𝐷′ )
𝜕𝐷
OR
1 𝒂𝒙+𝒃𝒚
1 𝒂𝒙+𝒃𝒚
1 𝒂𝒙+𝒃𝒚
1
𝒆 = 𝒚 𝒆 = 𝒚 𝒆 = 𝒚 𝒆𝒂𝒙+𝒃𝒚 ; 𝑓′(𝑎, 𝑏) ≠ 0
𝑓(𝐷, 𝐷′ ) 𝜕 𝑓′(𝐷, 𝐷 ′) 𝑓′(𝑎, 𝑏)
𝑓(𝐷, 𝐷′ )
𝜕𝐷′
According to the highest powers of 𝐷 and 𝐷′ i.e. if highest power of 𝐷 is greater than 𝐷′, we
use first formula and if highest power of 𝐷′ is greater than 𝐷, we use second formula.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 3
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
Question (1): Solve the PDE 𝒔 + 𝒂𝒑 + 𝒃𝒒 + 𝒂𝒃𝒛 = 𝒆𝒎𝒙+𝒏𝒚 where the symbols have their
usual meanings.
Solution: We have given that
𝒔 + 𝒂𝒑 + 𝒃𝒒 + 𝒂𝒃𝒛 = 𝒆𝒎𝒙+𝒏𝒚
𝝏𝟐 𝒛 𝝏𝒛 𝝏𝒛
⟹ +𝒂 +𝒃 + 𝒂𝒃𝒛 = 𝒆𝒎𝒙+𝒏𝒚
𝝏𝒙𝝏𝒚 𝝏𝒙 𝝏𝒚
⟹ (𝑫𝑫′ + 𝒂𝑫 + 𝒃𝑫′ + 𝒂𝒃)𝒛 = 𝒆𝒎𝒙+𝒏𝒚
⟹ [𝑫(𝑫′ + 𝒂) + 𝒃(𝑫′ + 𝒂)]𝒛 = 𝒆𝒎𝒙+𝒏𝒚
⟹ (𝑫′ + 𝒂)(𝑫 + 𝒃)𝒛 = 𝒆𝒎𝒙+𝒏𝒚
⟹ (𝑫 − 𝟎𝑫′ + 𝒃)(𝑫′ − 𝟎𝑫 + 𝒂)𝒛 = 𝒆𝒎𝒙+𝒏𝒚 ⋯ (𝟏)
𝝏 𝝏
where 𝑫 ≡ and 𝑫′ ≡
𝝏𝒙 𝝏𝒚
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 4
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1 1
{∵ ′
𝒆𝒂𝒙+𝒃𝒚 = 𝒆𝒂𝒙+𝒃𝒚 ; 𝑓(𝑎, 𝑏) ≠ 0}
𝑓(𝐷, 𝐷 ) 𝑓(𝑎, 𝑏)
The complete solution of PDE (𝟏) is
𝒛 = 𝑪𝑭 + 𝑷𝑰
𝟏
⟹ 𝒛 = 𝒆−𝒂𝒙 𝒇𝟏 (𝒚) + 𝒆−𝒃𝒚 𝒇𝟐 (𝒙) + 𝒆𝒎𝒙+𝒏𝒚
(𝒎 + 𝒃)(𝒏 + 𝒂)
where 𝒇𝟏 and 𝒇𝟐 are arbitrary functions.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 5
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1
=𝒙 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0
𝑓′(−𝑎2 , −𝑎𝑏, −𝑏2 )
OR
1 1
𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) = 𝒚 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚)
𝑓(𝐷2 , 𝐷𝐷′ , 𝐷′2 ) 𝜕
𝑓(𝐷, 𝐷′ )
𝜕𝐷′
1
=𝒚 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚)
𝑓′(𝐷 2 , 𝐷𝐷′ , 𝐷′2 )
1
=𝒚 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0
𝑓′(−𝑎2 , −𝑎𝑏, −𝑏2 )
According to the highest powers of 𝐷 and 𝐷′ i.e. if highest power of 𝐷 is greater than 𝐷′, we
use first formula and if highest power of 𝐷′ is greater than 𝐷, we use second formula.
1
= 𝒙𝟐 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓′′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0
𝑓′′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠0
OR
1 1
𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) = 𝒚𝟐 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚)
𝑓(𝐷2 , 𝐷𝐷′ , 𝐷′2 ) 𝜕
𝑓′(𝐷, 𝐷′ )
𝜕𝐷′
1
= 𝒚𝟐 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚)
𝑓′′(𝐷2 , 𝐷𝐷′ , 𝐷′2 )
1
= 𝒚𝟐 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓′′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0
𝑓′′(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠0
and so on.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 6
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
Question (3): Solve the PDE (𝑫𝟐 − 𝑫𝑫′ + 𝑫′ − 𝟏)𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚) .
Solution: We have given that
(𝑫𝟐 − 𝑫𝑫′ + 𝑫′ − 𝟏)𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚)
⟹ (𝑫𝟐 − 𝟏 − 𝑫𝑫′ + 𝑫′ )𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚)
⟹ [(𝑫 + 𝟏)(𝑫 − 𝟏) − 𝑫′(𝑫 − 𝟏)]𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚)
⟹ (𝑫 − 𝟏)(𝑫 + 𝟏 − 𝑫′)𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚)
⟹ (𝑫 − 𝟎𝑫′ − 𝟏)(𝑫 − 𝟏𝑫′ + 𝟏)𝒛 = 𝐬𝐢𝐧(𝒙 + 𝟐𝒚) ⋯ (𝟏)
𝝏 𝝏
where 𝑫 ≡ 𝝏𝒙 and 𝑫′ ≡ 𝝏𝒚
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 7
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1
= sin(2𝑥 + 3𝑦)
−(2)2 − 2(−(2)(3)) + (−(3)2 ) − 3𝐷 + 3𝐷′ + 2
1 1
{∵ 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) = 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0}
𝑓(𝐷2 , 𝐷𝐷′ , 𝐷′2 ) 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 )
1
⟹ 𝑃𝐼 = sin(2𝑥 + 3𝑦)
−4 + 12 − 9 − 3𝐷 + 3𝐷′ + 2
1
= sin(2𝑥 + 3𝑦)
−3𝐷 + 3𝐷′ + 1
1 (3𝐷 − 3𝐷′ ) + 1
=− { } sin(2𝑥 + 3𝑦)
(3𝐷 − 3𝐷′ ) − 1 (3𝐷 − 3𝐷′ ) + 1
(3𝐷 − 3𝐷′ ) + 1
=− sin(2𝑥 + 3𝑦)
(3𝐷 − 3𝐷′ )2 − 1
(3𝐷 − 3𝐷′ ) + 1
=− sin(2𝑥 + 3𝑦)
9𝐷2 + 9𝐷′2 − 18𝐷𝐷′ − 1
(3𝐷 − 3𝐷′ ) + 1
=− sin(2𝑥 + 3𝑦)
−9(2)2 + 9(−(3)2 ) − 18(−(2)(3)) − 1
(3𝐷 − 3𝐷′ + 1)
=− sin(2𝑥 + 3𝑦)
−36 − 81 + 108 − 1
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 8
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1
= (3𝐷 − 3𝐷′ + 1) sin(2𝑥 + 3𝑦)
10
1
= [3𝐷 sin(2𝑥 + 3𝑦) − 3𝐷′ sin(2𝑥 + 3𝑦) + sin(2𝑥 + 3𝑦)]
10
1 𝜕 𝜕
= [3 sin(2𝑥 + 3𝑦) − 3 sin(2𝑥 + 3𝑦) + sin(2𝑥 + 3𝑦)]
10 𝜕𝑥 𝜕𝑦
1
= [3.2 cos(2𝑥 + 3𝑦) − 3.3 cos(2𝑥 + 3𝑦) + sin(2𝑥 + 3𝑦)]
10
1
= [6 cos(2𝑥 + 3𝑦) − 9 cos(2𝑥 + 3𝑦) + sin(2𝑥 + 3𝑦)]
10
1
= [sin(2𝑥 + 3𝑦) − 3 cos(2𝑥 + 3𝑦)]
10
The complete solution of PDE (𝟏) is
𝒛 = 𝑪𝑭 + 𝑷𝑰
𝟏
⟹ 𝒛 = 𝒆𝒙 𝒇𝟏 (𝒚 + 𝒙) + 𝒆𝟐𝒙 𝒇𝟐 (𝒚 + 𝒙) + [𝐬𝐢𝐧(𝟐𝒙 + 𝟑𝒚) − 𝟑 𝐜𝐨𝐬(𝟐𝒙 + 𝟑𝒚)]
𝟏𝟎
where 𝒇𝟏 and 𝒇𝟐 are arbitrary functions.
Question (5): Find the particular integral of (𝟐𝒔 + 𝒕 − 𝟑𝒒) = 𝟓 𝐜𝐨𝐬(𝟑𝒙 − 𝟐𝒚) .
Solution: We have given that
(𝟐𝒔 + 𝒕 − 𝟑𝒒) = 𝟓 𝐜𝐨𝐬(𝟑𝒙 − 𝟐𝒚)
𝝏𝟐 𝒛 𝝏𝟐 𝒛 𝝏𝒛
⟹𝟐 + 𝟐−𝟑 = 𝟓 𝐜𝐨𝐬(𝟑𝒙 − 𝟐𝒚)
𝝏𝒙𝝏𝒚 𝝏𝒚 𝝏𝒚
⟹ (𝟐𝑫𝑫′ + 𝑫′ 𝟐 − 𝟑𝑫′)𝒛 = 𝟓 𝐜𝐨𝐬(𝟑𝒙 − 𝟐𝒚) ⋯ (𝟏)
The particular integral of PDE (1) is given by
1
𝑃𝐼 = 5 cos(3𝑥 − 2𝑦)
2𝐷𝐷′ + 𝐷′ 2 − 3𝐷′
1
=5 cos(3𝑥 − 2𝑦)
2(−(3)(−2)) + (−(−2)2 ) − 3𝐷′
1 1
{∵ 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) = 𝐬𝐢𝐧(𝒂𝒙 + 𝒃𝒚) ; 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 ) ≠ 0}
𝑓(𝐷2 , 𝐷𝐷′ , 𝐷′2 ) 𝑓(−𝑎2 , −𝑎𝑏, −𝑏2 )
5
⟹ 𝑃𝐼 = cos(3𝑥 − 2𝑦)
12 − 4 − 3𝐷′
5
= cos(3𝑥 − 2𝑦)
8 − 3𝐷′
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 9
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
5 8 + 3𝐷′
= { } cos(3𝑥 − 2𝑦)
8 − 3𝐷′ 8 + 3𝐷′
5(8 + 3𝐷′)
= cos(3𝑥 − 2𝑦)
82 − (3𝐷′)2
40 + 15𝐷′
= cos(3𝑥 − 2𝑦)
64 − 9(−(−2)2 )
40 + 15𝐷′
= cos(3𝑥 − 2𝑦)
100
1
= [40 cos(3𝑥 − 2𝑦) + 15𝐷′ cos(3𝑥 − 2𝑦)]
100
1 𝜕
= [40 cos(3𝑥 − 2𝑦) + 15 cos(3𝑥 − 2𝑦)]
100 𝜕𝑦
1
= [40 cos(3𝑥 − 2𝑦) − 15(−2) sin(3𝑥 − 2𝑦)]
100
1
= [4 cos(3𝑥 − 2𝑦) + 3 sin(3𝑥 − 2𝑦)]
10
Case III: 𝑭(𝒙, 𝒚) = 𝒙𝒎 𝒚𝒏 where 𝑚 and 𝑛 are positive integers
𝟏
𝑷𝑰 = 𝒙𝒎 𝒚𝒏 = [𝒇(𝑫, 𝑫′ )]−𝟏 𝒙𝒎 𝒚𝒏
𝒇(𝑫, 𝑫′ )
𝐷′
which can be evaluated after expanding [𝒇(𝑫, 𝑫′ )]−𝟏 in ascending powers of ( 𝐷 ) (when 𝑚 >
𝐷
𝑛) or (𝐷′ ) (when 𝑚 < 𝑛) or 𝐷 or 𝐷′ as the case may be.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 10
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
= 𝑃1 + 𝑃2
Now,
1
𝑃1 = 𝑒 3𝑥−𝑦
(𝐷 − 𝐷′ − 1)(𝐷 − 𝐷′ − 2)
1
= 𝑒 3𝑥−𝑦
(3 − (−1) − 1)(3 − (−1) − 2)
1 3𝑥−𝑦
= 𝑒
6
And,
1
𝑃2 = 𝑥
(𝐷 − 𝐷′ − 1)(𝐷 − 𝐷′ − 2)
1
= 𝑥
𝐷 − 𝐷′
[1 − (𝐷 − 𝐷′ )]2 [1 − (
2 )]
−1
1 𝐷 − 𝐷′
= [1 − (𝐷 − 𝐷′ )]−1 [1 − ( )] 𝑥
2 2
1 𝐷 − 𝐷′
= [1 + (𝐷 − 𝐷′ )] [1 + ( )] 𝑥
2 2
1 𝐷 𝐷′
= (1 + 𝐷 − 𝐷′ ) (1 + − ) 𝑥
2 2 2
1 𝐷 𝐷′ 𝐷2 𝐷𝐷′ 𝐷𝐷′ 𝐷′2
= (1 + − + 𝐷 + − − 𝐷′ − + )𝑥
2 2 2 2 2 2 2
1 1 1 3
= (𝑥 + − 0 + 1 + 0 − 0 − 0 − 0 + 0) = (𝑥 + )
2 2 2 2
Thus,
𝑃𝐼 = 𝑃1 + 𝑃2
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 11
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1 3𝑥−𝑦 1 3
= 𝑒 + (𝑥 + )
6 2 2
The complete solution of PDE (𝟏) is
𝒛 = 𝑪𝑭 + 𝑷𝑰
𝟏 𝟑𝒙−𝒚 𝟏 𝟑
⟹ 𝒛 = 𝒆𝒙 𝒇𝟏 (𝒚 + 𝒙) + 𝒆𝟐𝒙 𝒇𝟐 (𝒚 + 𝒙) + 𝒆 + (𝒙 + )
𝟔 𝟐 𝟐
where 𝒇𝟏 and 𝒇𝟐 are arbitrary functions.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 12
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1 4𝐷 5𝐷′ 𝐷2 2𝐷′2
= (1 + + + + 𝐷𝐷′ + ) (4 + 3𝑥 + 6𝑦)
3 3 3 3 3
1 4 5
= ((4 + 3𝑥 + 6𝑦) + (3) + (6) + 0 + 0 + 0)
3 3 3
= 6 + 𝑥 + 2𝑦
The complete solution of PDE (𝟏) is
𝒛 = 𝑪𝑭 + 𝑷𝑰
⟹ 𝒛 = 𝒆𝒙 𝒇𝟏 (𝒚 − 𝒙) + 𝒆𝟑𝒙 𝒇𝟐 (𝒚 − 𝟐𝒙) + 𝟔 + 𝒙 + 𝟐𝒚
where 𝒇𝟏 and 𝒇𝟐 are arbitrary functions.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 13
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1
= 𝑥𝑦
𝐷′ 𝐷 𝐷′
𝐷 (1 − 𝐷 ) (−3) (1 − ( 3 + 3 ))
−1 −1
1 𝐷′ 𝐷 𝐷′
= (1 − ) (1 − ( + )) 𝑥𝑦
−3𝐷 𝐷 3 3
2
1 𝐷′ 𝐷 𝐷′ 𝐷 𝐷′
= (1 + ) (1 + ( + ) + ( + ) + ⋯ ) 𝑥𝑦
−3𝐷 𝐷 3 3 3 3
2
1 𝐷′ 𝐷 𝐷′ 𝐷 2 𝐷′ 𝐷 𝐷′
= (1 + ) (1 + + + ( ) + ( ) + 2 … ) 𝑥𝑦
−3𝐷 𝐷 3 3 3 3 3 3
1 𝐷′ 𝐷 𝐷′ 2𝐷𝐷′
= (1 + ) (1 + + + ) 𝑥𝑦
−3𝐷 𝐷 3 3 9
1 𝐷 𝐷′ 2𝐷𝐷′ 𝐷′ 𝐷 𝐷′ 𝐷′ 𝐷′ 2𝐷𝐷′ 𝐷′
= (1 + + + + + + + ) 𝑥𝑦
−3𝐷 3 3 9 𝐷 3 𝐷 3 𝐷 9 𝐷
1 𝐷 𝐷′ 2𝐷𝐷′ 𝐷′ 𝐷′
= (1 + + + + + ) 𝑥𝑦
−3𝐷 3 3 9 𝐷 3
1 𝐷 𝐷′ 2𝐷𝐷′ 𝐷′ 𝐷′
= (𝑥𝑦 + 𝑥𝑦 + 𝑥𝑦 + 𝑥𝑦 + 𝑥𝑦 + 𝑥𝑦)
−3𝐷 3 3 9 𝐷 3
1 𝑦 𝑥 2 1 𝑥
= (𝑥𝑦 + + + + 𝑥 + )
−3𝐷 3 3 9 𝐷 3
1 𝑦 2𝑥 2 𝑥 2
= (𝑥𝑦 + + + + )
−3𝐷 3 3 9 2
1 𝑦 2𝑥 2 𝑥 2
= ∫ (𝑥𝑦 + + + + ) 𝑑𝑥
−3 3 3 9 2
1 𝑥 2 𝑦 𝑥𝑦 𝑥 2 𝑥 3 2𝑥
=− ( + + + + )
3 2 3 3 6 9
And
1
𝑃2 = 𝑒 𝑥+2𝑦
(𝐷 − 𝐷′ )(𝐷 + 𝐷′ − 3)
1
= 𝑒 𝑥+2𝑦
𝐷2 − 𝐷′2 − 3𝐷 + 3𝐷′
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 14
Mathematics IV (KAS 302) Module I Linear PDE with constant coefficients
1
=𝑥 𝑒 𝑥+2𝑦
𝜕
(𝐷2 − 𝐷′2 − 3𝐷 + 3𝐷′ )
𝜕𝐷
{ ∵ (1)2 − (2)2 − 3(1) + 3(2) = 0}
1
=𝑥 𝑒 𝑥+2𝑦
2𝐷 − 3
1
=𝑥 𝑒 𝑥+2𝑦
2(1) − 3
= −𝑥𝑒 𝑥+2𝑦
Thus,
𝑃𝐼 = 𝑃1 + 𝑃2
1 𝑥 2 𝑦 𝑥𝑦 𝑥 2 𝑥 3 2𝑥
=− ( + + + + ) − 𝑥𝑒 𝑥+2𝑦
3 2 3 3 6 9
𝟑𝒙
𝟏 𝒙𝟐 𝒚 𝒙𝒚 𝒙𝟐 𝒙𝟑 𝟐𝒙
( ) ( )
⟹ 𝒛 = 𝒇𝟏 𝒚 + 𝒙 + 𝒆 𝒇𝟐 𝒚 − 𝒙 − ( + + + + ) − 𝒙𝒆𝒙+𝟐𝒚
𝟑 𝟐 𝟑 𝟑 𝟔 𝟗
where 𝒇𝟏 and 𝒇𝟐 are arbitrary functions.
Dr. Ravindra Pratap Singh, Assistant Professor, UIT, Naini, Prayagraj Page 15