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UNIT I DIFFERENTIAL CALCULUS

DIFFERENTIAL CALCULUS

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Curvature: The rate of bending of a curve in any interval is called the curvature
of the curve in that interval.
Curvature of a circle: The curvature of a circle at any point on it equals the
reciprocal of its radius.

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Radius of curvature: The radius of curvature of a curve at any point on it is
defined as the reciprocal of the curvature

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Centre of curvature: The circle which touches the curve at P and whose radius
is equal to the radius of curvature and its centre is known as centre of curvature.
Equation of circle of curvature:
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Evolute: The locus of the centre of curvature is called an evolute

Involute: If a curve C1 is the evolute of C2 , then C2 is said to be an involute of
a curve C1.
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Parametric equation of some standard curves

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Envelope: A curve which touches each member of a family of curves is called
envelope of that family curves.

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Envelope of a family of curves: The locus of the ultimate points of intersection
of consecutive members of a family of curve is called the envelope of the family
of curves.
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Properties of envelope and evolute

Property:1: The normal at any point of a curve is a tangent to its evolute touching
at the corresponding centre of curvature.
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Property:2 The difference between the radii of curvature at two points of a curve
is equal to the length of the arc of the evolute between the two corresponding
points.
Property:3: There is one evolute ,but an infinite number of involutes
Property:4 The envelope of a family of curves touches at each of its point. The
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corresponding member of that family

Evolute as the envelope of normals: The normals to a curve form a family of

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straight lines.we know that the envelope of the family of these normals is the
locus of the ultimate points of intersection of consecutive normals. But the centre
of curvature of a curve is also the point of consecutive normals. Hence the
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envelope of the normals and the locus of the centres of curvature are the same
that is ,the evolute of a curve is the envelope of the normals of the curve.
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UNIT II FUNCTIONS OF SEVERAL

VARIABLES
Functions of several Variables

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· Problems based on Partial Derivatives
· Problems based on Euler`s Theorem
· Problems based on Total Derivatives-Differentiation of Implicit Function

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· Problems based on Jacobian
· Problems based on Taylor`s and Laurent Series
· Problems based on Maxima and Minima for Functions of Two Variables
· Problems based on Lagrangian Multiplier

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Partial Derivatives
Partial Derivatives: Let z=f(x,y) be a function of two Variables x and y, If we
keep y as a constant and Vary x alone , then z is a function of x only ,
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The derivative of z w.r.to x, treating y as a constant is called the partial derivatives
w.r.to x and it is denoted by the symbols
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Successive Partial Differentiation:

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Euler`s Theorem for Homogeneous Function

Euler`s Theorem: If u be a homogeneous function of degree n an x and y then
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Total Derivatives-Differentiation of Implicit Function
Total Derivative:

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Maxima and Minima and Lagrangian Multiplier

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Defn: Maximum Value

if f(a,b) is a maximum value of (x,y) if their exists some neighbourhood of the
point (a,b) such that for every point (a+h,b+k) of the neighbourhood
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f(a,b)>f(a+h,b+k)

Defn: Minimum Value

if f(a,b) is a maximum value of (x,y) if their exists some neighbourhood of the
point (a,b) such that for every point (a+h,b+k) of the neighbourhood
f(a,b)<f(a+h,b+k)

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Defn: Extremum Value

if f(a,b) is said to be an extremum value o if f(a,b) it is maximum or minimum

Defn: Lagrangian Multiplier

Suppose we require to find the maximum and minimum values of (x,y,z) where
x,y,z are subject to a constraint equation g(x,y,z)=0

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We define a function F(x,y,z) = f(x,y,z) + λg(x,y,z) where λ is called Lagrangian
Multiplier which is independent of x,y,z.

Problems:

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UNIT IV MULTIPLE INTEGRALS

INTRODUCTION: When a unction f(x) is integrated with respect to x between
the limits a and b, get the definite integral

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If the integrand is a function f(x,y) and if it is integrated with respect to x and y
repeatedly between the limits x0 and x1 (or x) between the limits y0 and y1 (or y).

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we get a double integral that is denoted by the symbol
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Extending the concept of double integral one step further, we get the tripe integral
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EVALUATION OF DOUBLE INTGRALS

Before starting on double integrals let’s do a quick review of the definition of a
definite integrals for functions of single variables. First, when working with the
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We think of x's as comimg from the interval a<x<b. For these integrals we can
say that we are integrating over the interval a<x<b. Note that this does assume
that a<b, however, if we have b<a then we can just use interval b<x<a.
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Now, when we derived the definition of the definite integral we first thought of
this as an area problem. We first asked what the area under the curve was and to
do this we broke up the interval a<x<b into n subintervals of width Del(x) ∆x and
choose a point, x1 from each as shown below.

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Each of the rectangles has height of f(x1) and we could then use the area of each
of these rectangles to approximate the area as follows.
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To get the exact area we then took the limit as n goes to iniinity and this was also
the definition of the definite integral.
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we first integrate f(x,y) with respect to x partially, treating y as a constant

temporarily, between x0 and x1. The resulting function got after the inner
integration and substitution of limits will be a function of y. Then we integrate
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this function of y with respect to y between the limits y0 and y1 as usual.

PROBLEMS BASED ON DOUBLE INTEGRATION IN CARTESIAN

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COORDINATES
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DOUBLE INTEGRATION IN POLAR COORDINATES:

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, we first
integrate w.r.to r between the limits r1 and r2. Keeping θ1 is fixed and the resulting
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expression is integrated w.r.to θ from θ1 to θ2.

In this integral this r1 and r2 are functions of θ and θ1, θ2 are constants.

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CHANGE THE ORDER OF INTEGRATION:

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The double integral

when the order of integration is changed. This process of converting a given

double integral into its equivalent double integral by changing the order of

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integration is often called change of order of integration. To effect the change of

order of integration, the region of integration is identified first, a rough sketch of
the region is drawn and then the new limits are fixed.

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PROBLEMS BASED ON AREA AS A DOUBLE INTEGRAL:

Area of the region R in Cartesian form is given by

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Area of the region R in polar form is given by

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5. Find the area inside the circle r=asinθ but lying outside the cardiod r=a(1-cosθ)
Solution: Given curves are r=asinθ and r =a(1-cosθ)
The curves intersect where a sin θ = a (1-cosθ)

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EVALUATION OF TRIPLE INTEGRALS

To evalute
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,
we first integrate f(x,y,z) with respect to x, treating y and x as constants
temporarily. The limits x0and x1 may be constants or unctions of y and z. Then
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we perform the middle integration with respect to y, treating function got after the
middle integrtion may be a unction o z only. Finally we perform the outermost
the outermost integration with respect to z between the constant limits z 0and z1.
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The following sketch shows the relationship between the Cartesian and spherical
coordinate systems.
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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.

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(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
Constant Coefficients

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General form of a linear ifferential equation of the nth order with constant
coefficients is ee
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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

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

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(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

into a differential equation with constant coefficients.

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Solution :
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pz
= -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))

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
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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

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

1 INTRODUCTION
2 FORMATION OF PARTIAL DIFFERNTIAL EQUATIONS
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3 SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS
4 LAGRANGE’S LINEAR EQUATIONS
5 PARTIAL DIFFERENTIAL EQUATIONS OF HIGHER ORDER WITH
CONSTANT CO-EFFECIENTS
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6 NON-HOMOGENOUS LINEAR EQUATIONS

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

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

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( x, y, z, a, b ) = 0 ------------- (1)
where a & b are arbitrary constants
Differentiating equation (1) partially w.r.t x & y, we get

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

Example 1
Eliminate the arbitrary constants a & b from z = ax + by + ab
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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
which is the required partial differential equation.
w

Example 2
Form the partial differential equation by eliminating the arbitrary constants a and
b from
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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.

et
The equation of the sphere is given by

( 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

pz
2 ( y-b ) + 2 zq = 0

From these equations we obtain

x-a = -zp _________ (2)
y -b = -zq _________ (3)
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Using (2) and (3) in (1), we get
z2p2 + z2q2 + z 2 = 1

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
w
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w
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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.

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Example 5

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

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x2 - y2 )

Let us now consider the equation

pz
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 )
ee
q = ( x + y ) f ' ( x2 - y2 ) . (-2y) + f ( x2 - y2 )
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i.e, py - yf( x2 - y2 ) = -qx +xf ( x2 - y2 )

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
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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

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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.

w
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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)

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

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(vii) z = f(x3 + 2y) +g(x3 –2y)

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
section 1.2. But, there is a basic difference in the two forms of solutions. A
solution containing as many arbitrary constants as there are independent variables
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is called a complete integral. Here, the partial differential equations contain only
two independent variables so that the complete integral will include two
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)

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

w

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

w

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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)

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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

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of (1).

SOLUTION OF STANDARD TYPES OF FIRST ORDER PARTIAL

DIFFERENTIAL EQUATIONS.
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The first order partial differential equation can be written as

f(x,y,z, p,q) = 0,
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where p = z/x and q = z / y. In this section, we shall solve some standard
forms of equations by special methods.
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Standard I : f (p,q) = 0. i.e, equations containing p and q only.

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.

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

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

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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)

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Eliminating‟between„a (2) and (3), we get the gene

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Example 8

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Solve pq = 2

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

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

The complete integral is

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

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

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0 = 1,

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

w

Z = ax + 2/a y +  (a)
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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.

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Solving, we get

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

The above equation being absurd, there is no singular integral for the given partial
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
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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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et
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pz
Differentiating (1) partially w.r.t c, we get 0 = 1, which is absurd. Therefore,
there is no singular integral for the given equation.
To find the general Integral, put C =  (a), we get
ee
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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.

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

w

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

w

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.

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

Therefore, dz = adx + (y,a) dy.

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

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

Assume that q = ap.

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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.

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Example 11
Solve q = xp + p2
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Given q = xp + p2 -------------(1)
This is of the form f (x,p,q) = 0.
Put q = a in (1), we get
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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.
Since dz = pdx + qdy, we have
dz = adx + a2y dy
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Integrating, we get z = ax + (a2y2/2) + b

Example 13
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Solve 9 (p2z + q2) = 4

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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w
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ee
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or (z + a2)3/2 = x + ay + b.

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).

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

w
w

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

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The given equation can be written as

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ee
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Example 15
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Solve p2 + q2 = x2 + y2

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

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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
Equation of the type z = px + qy + f (p,q) ------(1) is known as Clairaut‟s

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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).
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Example 16
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Solve z = px + qy +pq

The given equation is in Clairaut‟s. form

Putting p = a and q = b, we have

.p

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
w

0=x+b
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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)

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

0 = x + '(a) y + a'(a) + (a)

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---------- (3)

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

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Example 17
Find the complete and singular solutions of
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w
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Exercises
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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

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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

of the first order which do not belong to any of the four standard forms discussed

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earlier. By changing the variables suitably, we will reduce them into any one of
the four standard forms.

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.
w

Case(ii) : If m = 1 and n = 1, then put log x = X and log y = Y.

w

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et
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Example 18

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

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

We have xmp = (1-m) P and ynq = (1-n)Q
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i.e, x2p = -P and y2q = -Q.

Hence the given equation becomes
P2 –Qz = 2z2 ----------(1)
This equation is of the form f (z,P,Q) = 0.
.p

Let us take Q = aP.

Then equation (1) reduces to

w

P2 –aPz =2z2
w
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ee
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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

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(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.

et
Now, equation (1) becomes,
P2 + a2 P2 = z2

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pz
ee
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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.

w

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

Case (i) : If k -1, put Z = zk+1,

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et
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ee
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Example 20

Solve z4q2 –z2p = 1

.p

The given equation can also be written as

w

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

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et
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pz
i.e, Q2 –3P –9 = 0,
ee
which is of the form F(P,Q) = 0.

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

Z = ax + (3a +9) . y + c
.p

or z3 = ax + (3a +9) y + c
w
w
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et
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4 Lagrange’s Linear Equation
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ee
Equations of the form Pp + Qq = R ________ (1), where P, Q and R are
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.
.p
w
w
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et
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ee
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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
.p

= b. Thus, ( u, v ) = 0 is the required solution of (1).

Note :
w

To solve the Lagrange‟s equation,we have to form the subsidiary or

auxiliary equations
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w

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

et
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Integrating, log x = log y + log c1
or x = c1 y i.e, c1 = x / y

pz
From the last two ratios,
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Integrating, log y = log z + log c2
or y = c2 z
i.e, c2 = y / z
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Hence the required general solution is

Φ( x/y,= 0,y/z)where Φ is arbitrary

Example 22
.p

Solve p tan x + q tan y = tan z

The subsidiary equations are
w
w
w

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pz
ee
Hence the required general solution is
ad
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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
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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.

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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

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.

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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.
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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

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

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

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= (c + 3x) d(–cosx) –2cosx dx

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

= –y cosx + sinx
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Hence the complete solution is

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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.

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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

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homogeneous linear equations.

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

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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

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.

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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).

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Example 31

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Solve (D-D'-1) (D-D' –2)z = e 2x –y

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)

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

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.

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Exercises

(a) Solve the following homogeneous Equations.

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6. (D2 + 4DD' –5D'2) z = 3e2x-y + sin (x –2y)
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7. (D2 –DD' –30D'2) z = xy + e6x+y

8. (D2 –4D' 2) z = cos2x. cos3y

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9. (D2 –DD' –2D'2) z = (y –1)ex

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

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(D2 –D'2 –3D + 3D') z = xy + 7.

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