Lecture 01 MTH343

Partial Dierential Equations
Dr. Q. M. Zaigham Zia

Assistant Professor
Department of Mathematics
COMSATS Institute of Information Technology Islamabad
Motivation
Partial dierential equations describe the behavior of many engineering
phenomena:
Heat ow and distribution
Electric elds and potentials
Diusion of chemicals in air or water
Electromagnetism and quantum mechanics
Wave propagation
Fluid Flow (air or liquid)
- Air around wings, helicopter blade, atmosphere
- Water in pipes or porous media
- Material transport and diusion in air or water
- Weather: large system of coupled partial dierential equations for
momentum, pressure, moisture, heat,
Vibration
Mechanics of solids
- Stress-strain in material, machine part, structure
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
- Air around wings,
helicopter blade, atmosphere
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
- Air around wings, helicopter blade,
atmosphere
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Motivation
phenomena:
Wave propagation
Vibration
Mechanics of solids
Course Contents
Introduction of partial dierential equations
Partial Dierential equations of rst order
Linear and non-linear partial dierential equations
Applications of rst order partial dierential equations
Partial Dierential equations of second order
Mathematical Modeling of heat, Laplace and wave equations
Classication of second order partial dierential equations
Boundary and Initial value problems
Reduction to canonical form and the solution of second order partial
dierential equations
Sturm-Liouville system
Technique of Separation of Variable for the solution of partial
Laplace, Fourier and Hankel transforms for the solution of partial
dierential equations and their application to boundary value
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Course Contents
problems.
Recommended Books
Richard Haberman, Elementary partial dierential equations,
Prentice-Hall, INC., Englewood Clis, New Jersy
K. Sankara Rao, Introduction to partial dierential equations,
Prentice-Hall of India New Delhi.
M. Humi, W. B. Miller, Boundary value problems and partial
dierential equations, PWS-KENT publishing company, Boston.
T. Myint-U, L. Debnath, Linear partial dierential equations for
scientists and engineers, Fourth Edition, Birkhauser, Berlin
C. Constanda, Solution Techniques for Elementary Partial Dierential
Equations, Chapman & Hall/CRC, Washington DC.
Recommended Books
Recommended Books
Recommended Books
Recommended Books
Recommended Books
Grading Scheme
Quiz 10%
Assignments 10%
Graded discussion 5%
Midterm 25%
Final 50%
Grading Scheme
Quiz 10%
Assignments 10%
Midterm 25%
Final 50%
Grading Scheme
Quiz 10%
Assignments 10%
Midterm 25%
Final 50%
Grading Scheme
Quiz 10%
Assignments 10%
Midterm 25%
Final 50%
Grading Scheme
Quiz 10%
Assignments 10%
Midterm 25%
Final 50%
Outline
1
Basic Denitions
Dierential Equations
Partial Dierential Equation (PDE)
Order of Partial Dierential Equation
Degree of Partial Dierential Equation
Linear Partial Dierential Equation
Linear Operator
Quasi-Linear Partial Dierential Equation
Semi-Linear Partial Dierential Equation
Non-Linear Partial Dierential Equation
Homogeneous Partial Dierential Equation
2
Solution of Partial Dierential Equation
Principle of Superposition
Outline
1
Basic Denitions
Linear Operator
2
Outline
1
Basic Denitions
Linear Operator
2
Dierential Equation
Denition
A dierential equation is an equation that relates the derivatives of a
function depending on one or more variables.
For example
d
2
u
dx
2
+
du
dx
= cos x
is a dierential equation involving an unknown function u(x) depending on
one variable and
2
u
x
2
+

2
u
2
y
=
u
t
is a dierential equation involving an unknown function u(t, x, y)
depending on three variables.
Dierential Equation
Denition
For example
d
2
u
dx
2
+
du
dx
= cos x
one variable and
2
u
x
2
+

2
u
2
y
=
u
t
Dierential Equation
Denition
For example
d
2
u
dx
2
+
du
dx
= cos x
one variable and
2
u
x
2
+

2
u
2
y
=
u
t
Dierential Equation
Denition
For example
d
2
u
dx
2
+
du
dx
= cos x
one variable and
2
u
x
2
+

2
u
2
y
=
u
t
Dierential Equation
Denition
For example
d
2
u
dx
2
+
du
dx
= cos x
one variable and
2
u
x
2
+

2
u
2
y
=
u
t
Outline
1
Basic Denitions
Linear Operator
2
Partial Dierential Equation
Denition
A partial dierential equation (PDE) is an equation that contains, in
addition to the dependent and independent variables, one or more partial
derivatives of the dependent variable.
Suppose that our unknown function is u and it depends on the two
independent variables then the general form of the PDE is
F(x, y, , u, u
x
, u
y
, u
xx
, u
xy
, u
yy
, ) = 0
Here subscripts denotes the partial derivatives, for example
u
x
=
u
x
, u
y
=
u
y
, u
xx
=

2
u
x
2
, u
xy
=

2
u
xy
, u
yy
=

2
u
y
2
Denition
F(x, y, , u, u
x
, u
y
, u
xx
, u
xy
, u
yy
, ) = 0
u
x
=
u
x
, u
y
=
u
y
, u
xx
=

2
u
x
2
, u
xy
=

2
u
xy
, u
yy
=

2
u
y
2
Denition
F(x, y, , u, u
x
, u
y
, u
xx
, u
xy
, u
yy
, ) = 0
u
x
=
u
x
, u
y
=
u
y
, u
xx
=

2
u
x
2
, u
xy
=

2
u
xy
, u
yy
=

2
u
y
2
Outline
1
Basic Denitions
Linear Operator
2
Denition
The order of a partial dierential equation is the order of the highest
ordered partial derivative appearing in the equation
Examples: In the following examples, our unknown function is u and it
depends on three variables t, x and y.
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
+ 8u = 7y; Order is Three
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
= x + y; Order is Three
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
;
Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
+ 8u = 7y;
Order is Three
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0;
Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
;
Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
= x + y;
Order is Three
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0;
Order is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Order is Two
u
xxy
+ xu
yy
u
t
6uu
x
+ u
xxx
= 0; Order is Three
u
t
+ uu
x
= u
xx
; Order is Two
u
xxx
+ xu
xy
+ yu
2
u
x
+ u
y
= 0; Order is One
Outline
1
Basic Denitions
Linear Operator
2
Denition
The degree of a partial dierential equation is the degree of the highest
order partial derivative occurring in the equation.
depends on two variables t, x and y.
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
+ 8u = 7y; Degree is One
u
t
6uu
x
+ u
3
xxx
= 0; Degree is Three
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
= x + y; Degree is Two
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
;
Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
+ 8u = 7y;
Degree is One
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
= 0;
Degree is Three
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
;
Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
= x + y;
Degree is Two
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0;
Degree is One
Denition
u
xx
+ 2xu
xy
+ u
yy
= e
y
; Degree is One
u
xxy
+ xu
2
yy
u
t
6uu
x
+ u
3
xxx
u
t
+ uu
3
x
= u
xx
; Degree is One
u
2
xxx
+ xu
3
xy
+ yu
2
u
x
+ u
y
= 0; Degree is One
Outline
1
Basic Denitions
Linear Operator
2
Linear operator
A linear operator L by denition satises
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
for any two functions u
1
and u
2
, where c
1
and c
2
are arbitrary constants.
/t and
2
/x
2
are the examples of linear operators since these two
satisfy equation (17):
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
Note: Any linear combination of linear operators is a linear operator.
However (/t)
2
is not a linear operator since it does not satisfy equation
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
L(c
1
u
1
+ c
2
u
2
) = c
1
L(u
1
) + c
2
L(u
2
) (1.0)
1
and u
2
, where c
1
and c
2
/t and
2
/x
2
t
(c
1
u
1
+ c
2
u
2
) = c
1
u
1
t
+ c
2
u
2
t
2
x
2
(c
1
u
1
+ c
2
u
2
) = c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
However (/t)
2
(17).
Linear operator
To prove the non-linearity of the operator (/t)
2
, we do the following
calculations. If our L = (/t)
2
then Lu = (u/t)
2
u derivative

u
t
Square

u
t
2
Now
(c
1
u
1
+ c
2
u
2
)
t
2
=
c
1
u
1
t
+ c
2
u
2
t
2
=
c
1
u
1
t
2
+
c
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
2
1
u
1
t
2
+ c
2
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
1
u
2
t
2
+ c
2
u
2
t
2
Linear operator
2
2
then Lu = (u/t)
2
u derivative

u
t
Square

u
t
2
Now
(c
1
u
1
+ c
2
u
2
)
t
2
=
c
1
u
1
t
+ c
2
u
2
t
2
=
c
1
u
1
t
2
+
c
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
2
1
u
1
t
2
+ c
2
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
1
u
2
t
2
+ c
2
u
2
t
2
Linear operator
2
2
then Lu = (u/t)
2
u derivative

u
t
Square

u
t
2
Now
(c
1
u
1
+ c
2
u
2
)
t
2
=
c
1
u
1
t
+ c
2
u
2
t
2
=
c
1
u
1
t
2
+
c
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
2
1
u
1
t
2
+ c
2
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
1
u
2
t
2
+ c
2
u
2
t
2
Linear operator
2
2
then Lu = (u/t)
2
u derivative

u
t
Square

u
t
2
Now
(c
1
u
1
+ c
2
u
2
)
t
2
=
c
1
u
1
t
+ c
2
u
2
t
2
=
c
1
u
1
t
2
+
c
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
2
1
u
1
t
2
+ c
2
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
1
u
2
t
2
+ c
2
u
2
t
2
Linear operator
2
2
then Lu = (u/t)
2
u derivative

u
t
Square

u
t
2
Now
(c
1
u
1
+ c
2
u
2
)
t
2
=
c
1
u
1
t
+ c
2
u
2
t
2
=
c
1
u
1
t
2
+
c
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
2
1
u
1
t
2
+ c
2
2
u
2
t
2
+ 2c
1
c
2
u
1
t
u
2
t
= c
1
u
2
t
2
+ c
2
u
2
t
2
Denition
A partial dierential equation is said to be a linear if
i) it is linear in the unknown function and
ii) all the derivatives of the unknown functions with constant coecients
or the coecients depends on the independent variables.
Examples: Suppose u is our unknown function which depends on three
independent variables t, x and y then the following are linear partial
Laplaces equations: u = 0, where = u
xx
+ u
yy
Helmholtzs equation: = u
First-order linear transport equation: u
t
+ cu
x
= 0
Heat or diusion equation: u
t
u = 0
Schrodingers equation: iu
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Denition
xx
+ u
yy
t
+ cu
x
= 0
t
u = 0
t
+ u = 0
Outline
1
Basic Denitions
Linear Operator
2
Denition
A partial dierential equation is said to be a quasi-linear if the derivatives
of unknown function are linear, while the coecients depends on the
independent variables as well as the dependent variables.
Examples: Suppose u is our unknown function which depends on two
independent variables x and y then the following are quasi-linear partial
uu
x
+ u
y
= 0
yu
xx
+ 2xyuu
yy
+ u = 1
u
xxy
+ xuu
yy
+ 8u = 7y
Denition
uu
x
+ u
y
= 0
yu
xx
+ 2xyuu
yy
+ u = 1
u
xxy
+ xuu
yy
+ 8u = 7y
Denition
uu
x
+ u
y
= 0
yu
xx
+ 2xyuu
yy
+ u = 1
u
xxy
+ xuu
yy
+ 8u = 7y
Denition
uu
x
+ u
y
= 0
yu
xx
+ 2xyuu
yy
+ u = 1
u
xxy
+ xuu
yy
+ 8u = 7y
Denition
uu
x
+ u
y
= 0
yu
xx
+ 2xyuu
yy
+ u = 1
u
xxy
+ xuu
yy
+ 8u = 7y
Outline
1
Basic Denitions
Linear Operator
2
Denition
A partial dierential equation is said to be a semi-linear if the derivatives
of unknown function are linear and the coecients of derivatives depends
on the independent variables only.
independent variables x and y then the following are semi-linear partial
u
x
+ u
xy
= u
2
yu
xx
+ (2x + y)u
yy
+ u
3
= 1
u
xxy
+ xu
yy
+ 8u = 7xyu
2
Denition
u
x
+ u
xy
= u
2
yu
xx
+ (2x + y)u
yy
+ u
3
= 1
u
xxy
+ xu
yy
+ 8u = 7xyu
2
Denition
u
x
+ u
xy
= u
2
yu
xx
+ (2x + y)u
yy
+ u
3
= 1
u
xxy
+ xu
yy
+ 8u = 7xyu
2
Denition
u
x
+ u
xy
= u
2
yu
xx
+ (2x + y)u
yy
+ u
3
= 1
u
xxy
+ xu
yy
+ 8u = 7xyu
2
Denition
u
x
+ u
xy
= u
2
yu
xx
+ (2x + y)u
yy
+ u
3
= 1
u
xxy
+ xu
yy
+ 8u = 7xyu
2
Outline
1
Basic Denitions
Linear Operator
2
Denition
A partial dierential equation which is not linear is called non-linear partial
dierential equation.
independent variables t, x and y then the following are non-linear partial
dierential equations:
Non linear Poisson equation: u = f (u)
Burgers equation: u
t
+ uu
x
= 0
Korteweg-deVries equation(KdV): u + uu
x
+ u
xxx
= 0
Reaction-diusion equation: u
t
u = f (u)
Denition
Burgers equation: u
t
+ uu
x
= 0
x
+ u
xxx
= 0
t
u = f (u)
Denition
Burgers equation: u
t
+ uu
x
= 0
x
+ u
xxx
= 0
t
u = f (u)
Denition
Burgers equation: u
t
+ uu
x
= 0
x
+ u
xxx
= 0
t
u = f (u)
Denition
Burgers equation: u
t
+ uu
x
= 0
x
+ u
xxx
= 0
t
u = f (u)
Denition
Burgers equation: u
t
+ uu
x
= 0
x
+ u
xxx
= 0
t
u = f (u)
Outline
1
Basic Denitions
Linear Operator
2
Denition
A partial dierential equation is said to be a homogeneous partial
dierential equation if its all terms contain the unknown functions or its
derivatives.
The simplest way to test whether an equation is homogeneous is to
substitute the function u identically equal to zero. If u = 0 satises the
equation then the equation is called homogeneous.
Examples:
u
xx
+ xu
xy
+ yu
2
= 0 is a homogeneous equation
u
xx
+ 2xu
xy
+ 5u = 0 is a homogeneous equation
3u
x
+ uu
y
= f (x, y) is a non-homogeneous equation
Denition
derivatives.
Examples:
u
xx
+ xu
xy
+ yu
2
u
xx
+ 2xu
xy
3u
x
+ uu
y
Denition
derivatives.
Examples:
u
xx
+ xu
xy
+ yu
2
u
xx
+ 2xu
xy
3u
x
+ uu
y
Denition
derivatives.
Examples:
u
xx
+ xu
xy
+ yu
2
u
xx
+ 2xu
xy
3u
x
+ uu
y
Denition
derivatives.
Examples:
u
xx
+ xu
xy
+ yu
2
u
xx
+ 2xu
xy
3u
x
+ uu
y
Outline
1
Basic Denitions
Linear Operator
2
Denition
Functions u = u(x, y, ) which satisfy the following partial dierential
equation
F(x, y, , u, u, u
x
, u
y
, , u
xx
, u
xy
, u
yy
, ) = 0
identically in a suitable domain D of the ndimensional space R
n
in the
independent variables x, y, , if exist are called solutions.
Example: Functions u(x, y) = (x + y)
3
and u(x, y) = sin(x y) are
solutions of the dierential equation
u
xx
u
yy
= 0.
Denition
equation
F(x, y, , u, u, u
x
, u
y
, , u
xx
, u
xy
, u
yy
, ) = 0
n
in the
3
u
xx
u
yy
= 0.
Denition
equation
F(x, y, , u, u, u
x
, u
y
, , u
xx
, u
xy
, u
yy
, ) = 0
n
in the
3
u
xx
u
yy
= 0.
Denition
equation
F(x, y, , u, u, u
x
, u
y
, , u
xx
, u
xy
, u
yy
, ) = 0
n
in the
3
u
xx
u
yy
= 0.
Outline
1
Basic Denitions
Linear Operator
2
Denition
If u
1
and u
2
are two solutions of a linear homogeneous partial dierential
equation then an arbitrary linear combination of them c
1
u
1
+ c
2
u
2
also
satises the same linear homogeneous dierential equation.
Examples: Consider a one dimensional heat equation
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
are two solutions of equations (31) then they must satisfy
equation (31),that is,
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
According to the principle of superposition, c
1
u
1
+ c
2
u
2
is again the
solution of equation (31).
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
equation (31),
that is,
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
According to the principle of superposition,
c
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
Denition
If u
1
and u
2
1
u
1
+ c
2
u
2
also
1
k
u
t
=

2
u
x
2
. (2.0)
If u
1
and u
2
1
k
u
1
t
=

2
u
1
x
2
,
1
k
u
2
t
=

2
u
2
x
2
.
1
u
1
+ c
2
u
2
is again the
L.H.S.
=
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
Note: Here the superposition principle is stated for two solutions only, it is
true for any nite linear combinations of solutions. Furthermore, under
proper restrictions, it is also true for innite number of solutions. If
u
i
, i = 1, 2, are solutions of a homogeneous linear partial dierential
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
)
= c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
)
= R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
true for any nite linear combinations of solutions.
Furthermore, under
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations,
then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
L.H.S. =
1
k
t
(c
1
u
1
+ c
2
u
2
) = c
1
1
k
u
1
t
+ c
2
1
k
u
2
t
= c
1
2
u
1
x
2
+ c
2
2
u
2
x
2
=

2
x
2
(c
1
u
1
+ c
2
u
2
) = R. H. S.
u
i
equations, then
w =
n
i =1
c
i
u
i
is also a solution.
Theorem
If u
1
and u
2
are solutions of a linear inhomogeneous equation then u
1
u
2
is a solution of the corresponding homogeneous equation.
Consider the general form of a non-homogeneous dierential equation
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
are two solutions of above equation then
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
The process of subtraction gives us,
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x),
au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Theorem
If u
1
and u
2
1
u
2
au +
n
i =1
b
i
(u)
x
i
+ = f (x)
If u
1
and u
2
au
1
+
n
i =1
b
i
(u
1
)
x
i
+ = f (x), au
2
+
n
i =1
b
i
(u
2
)
x
i
+ = f (x)
a(u
1
u
2
) +
n
i =1
b
i
(u
1
u
2
)
x
i
+ = 0
Summary
1
Basic Denitions
Linear Operator
2
Thanks

Lecture 01 MTH343

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Lecture 01 MTH343

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Partial Dierential Equations

Dr. Q. M. Zaigham Zia

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