SCHOOL OF SCIENCES (NYARUGENGE CAMPUS)

Prepared for Engineering departments

SECOND YEAR, ACADEMIC YEAR: 2020-2021

Module Title: MATHEMATICS FOR ENGINEERS III

Year 2 SE & WRE

COURSE CODE: MAT 2165

Level : 2 Semester: 1 Credits: 10

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Prepared by Mr. Jean de Dieu NIYIGENA

Kigali, July 12, 2021

1
Prepared by Jean de Dieu NIYIGENA, Msc. Mathematical Sciences

1
 1. Module Title: MATHEMATICS FOR ENGINEERS III (MAT 2165).

2. Level: 2 Semester: Credits: 10.

3. First year of presentation: 2014 Administering school of Sciences.

4. Pre-requisite or re-requisite modules, excluded combinations: Mathematics

for Engineers I and II.

5.1. Brief description of aims and content

The module aims to introduce students to the various properties and definitions of fourier se-
ries, Partial Differential Equations and Basic Probability and Statistics. The module will deal
with these topics at a basic level, leaving more advanced techniques to the specialist courses in
Engineering.

5.2. LEARNING OUTCOMES

1. Knowledge and Understanding

Having successfuly completed the module, students should be able to demonstrate knowledge
and understanding of:

ˆ Simple Fourier series, Partial differential equations and basics of probability and statistics.

ˆ The implications of the basic mathematical theories.

2. Cognitive/Intellectual skills/Applications of Knowledge

ˆ Present simple arguments and conclusions using the mathematical theories.

ˆ Analyse and evaluate problems in mathematics and engineering.

3. Communication/ICT/Numeracy/Analytic Techniques/Practical Skills

Having successfully completed the module, students should be able to:

ˆ Apply the mathematical knowledge to solve problems in range of Engineering situations.

ˆ Carry out mathematical and numerical manipulation with confidence and accuracy.

4. General transferable skills

Having successfully completed the module, students should be able to:

ˆ Assimilate Abstract Ideas.

ˆ Communicate information having a nathematical cintent.

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5. INDICATIVE CONTENT

Unit I: Fourier series and Introduction to Fourier Transforms

1. Fourier series expansion.

2. Fourier transforms.

Unit II: Partial Differential Equations including Boundary Value Problems

1. Formulation and solution of standard types of first order equations.

2. Lagrange’s equation.

3. Linear Homogeneous partial differential equations of second order with constant coeffi-
cients.

4. Classification of second order linear partial differential equations

5. Solutions of one-dimensional wave equation, one-dimensional heat equation.

Unit III: Introduction to Probability and Statistics

1. Descriptive Statistics: Measure of central tendency, Measure of Dispersion and Measure

of Forms.

2. Probability: Basic concepts and definition of probability, conditional probability.

3. Probability distributions including Discrete distributions e.g. binomial and Poisson dis-
tributions and continuous distribution e.g. Normal Distribution.

4. Simple linear regression analysis.



 Quizzes (2): 10

Assignments (2): 10
ASSESSMENT PATTERN:


 CATs (2) : 30
Final Exam: 50

INDICATIVE RESOURCES

1. Glyn James (1999). Advanced modern engineering mathematics, 2nd edition Addison-
Wesley.

2. K.A.Stroud. (1996). Further Engineering Mathematics, 3th edition Macmillan Press ltd.

3. Thomas H., Ronald J. (1977). Intriductory Statistics Third edition, New York.

4. Robert V. Hogg.(2006). Probability and Statistical inference. 7e edition. New Jersey.

5. Murry R., Larry J. (1998). Schaum’s outlines Statistics Third Edition. New York.

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1 Unit I: FOURIER SERIES AND INTRODUCTION
TO FOURIER TRANSFORMS
1.1 Introduction
Mathematicians of the eighteenth century, including Daniel Bernoulli and Leonard Euler ex-
pressed the problem of the vibratory motion of the stretched string through partial differential
equations that had no solutions in terms of elementary function. Their resolution of this diffi-
culty was to introduce infinite series of sine and cosine functions that satisfied the equations.
In the early nineteenth century, Joseph Fourier, while studying the problem of heat flow, de-
veloped a cohesive theory of such series. Consequently, they were named after him. One
important advantage of Fourier series is that can represent a function containing dis-
continuities, whereas Maclaurin’s and Taylor’s series require the function to be continuous
throughout. Fourier series and Fourier transform are investigated in this chapter.

1.2 Fourier Series Expansion

In this section we develop the Fourier series expansion of periodic functions, Dirichlet’s condi-
tions, Half range sine and cosine series.

1.2.1 Periodic functions

A function f (x) is said to have a period or to be periodic with period T if for all x,
f (x) = f (x + T ), where T is a small positive constant. The least value of T > 0 is called the
least period or simply the period of f (x).

Specifically, a function f is periodic with the period T if the graph of f is invariant under
translation in the x-direction by the distance of T . A function that is not periodic is called
aperiodic.

Example 1. The function f (x) = sin(x) has periods 2π; 4π; 6π; . . . ; since sin(x+2π); sin(x+
4π), sin(x + 6π); . . . all equal to sin(x). However, 2π is the least period or the period of the
sin(x).

Figure 1: A graph of the since function, showing two complete periods.

For example, the sine function is periodic with period 2π, since sin(x + 2π) = sin(x); for all
values of x. This function repeats on intervals of length 2π.

Example 2. The period of sin(nx) or cos(nx), where n is a positive integer, is 2π/n.

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Example 3. The period tan(x) is π.
Example 4. A constant has any positive number as period.
Example 5. Everyday examples are seen when the variable is time; for instance the hands
of a clock or the phases of moon showing periodic behaviour. Periodic motion is motion
in which the position(s) of the system are expressible as periodic functions, all with the same
period.

If we have the following periodic function y = A sin(nx), then A is an amplitude; period =

360o
n
= 2π
n
, n cycle in 360o . The graphs of y = A cos(nx) have the same characteristics.

Figure 2: A graph of the since and cosine functions, showing two complete periods.

Example 6. Determine the amplitude and the period of the following periodic function

(a) y = 3 sin(5x)

(b) y = sin( x2 )

(c) Y = 6 sin( 2x
3
)
Answers:

No. Amplitute Period

2π
a) 3 5
b) 1 4π
c) 6 3π

1.2.2 Harmonics
A function f (x) is sometimes expressed as a series of a number of different sine components.
The component with the largest period is the first harmonics, or fundamental of f (x).
y = A1 sin(x) is the first harmonic or fundamental

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y = A2 sin(2x) is the second harmonic

y = A3 sin(3x) is the third harmonic

360o 2π
And in general y = An sin(nx) is the nth harmonic, with amplitude An , and period = n
= n
.

1.2.3 Non-sinusoidal periodic functions

A function can be periodic without being obviously sinusoidal in appearance.

a)

b)

Figure 3: Example of periodic functions without being obviously sinusoidal in appearance.

1.2.4 Analytical description of the periodic function

Example 7. Sketch the graph of the following periodic function

x,
 0<x<2
f (x) = 3 − x2 , 2<x<6

f (x + 6)


f (x) = f (x + 6)

Figure 4: Analytical description periodic function

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 EXERCISE 1.1

1. Sketch the graphs of the following, inserting relevant values


4, 0<x<5 (
3x − x2 , 0 < x < 3

a) f (x) = 0, 5<x<8 b) f (x) =
 f (x + 3)
f (x + 8)


 x2

4
, 0<x<4
2 sin(x), 0<x<π


 
4, 4<x<6
c) f (x) = 0, π < x < 2π d) f (x) =
  0, 6<x<8
f (x + 2π)
 

f (x + 8)


1.2.5 Fourier’s theorem and the Fourier coefficients

Theorem 1.1. The theorem states that: A periodic function that satifies certain conditions
which are Dirichlet conditions can be expressed as the sum of a number of sine functions of
different amplitudes, phases and period.
A Fourier series is an expansion of a periodic function f (x) of period T = 2π/k in which the
base set is the set of sine functions, giving an expanded representation of the form
X∞
f (x) = A0 + An sin(nkx + Φn ), (1)
n=1

where A0 is a constant term. A1 , A2 , . . . , An , . . . denotes the amplitudde of the compound

sine terms. Φ1 , Φ2 , . . . , Φn , . . . are constant auxiliary angles which are called phase angle, the
terms An sin(nkx + Φn ) is called the nth harmonic, and it has frequency, which is n times that
of the fundamental.

Since,
An sin(nkx + Φn ) ≡ An cos(Φn ) sin(nkx) + An sin(Φn ) cos(nkx)
≡ an cos(nkx) + bn sin(nkx),
where an = An sin(Φ), bn = An cos(Φ).

The expansion of a function in the form (??) had been used by Bernouilli, D’Alembert and
Euler to solve problems associated with the vibration of strings. After Fourier postulated in
1807 that an arbitrary function could be represented by a trigonometric series. Let f (x) be
defined in the interval (−L, L); and outside of this interval by f (x + 2L) = f (x), i.e. f (x) is
2L− periodic. It is through this avenue that a new function on an infinite set of real numbers
is created from the image on (−L, L). The Fourier series or Fourier expansion corresponding
to f (x) is given by
∞
a0 X  nπx nπx 
f (x) = + an cos( ) + bn sin( ) , (2)
2 n=1
L L
where the Fourier coefficients an and bn are given as:
1 L

nπx
R
an = L −L f (x) cos( L )dx.

∀n = 0, 1, 2, . . .
 1
RL
bn = f (x) sin( nπx )dx.

L −L L

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ORTHOGONALITY CONDITIONS FOR THE SINE AND COSINE FUNCTIONS

Notice that the Fourier coefficients are integrals. These are obtained starting with the se-
ries (2Doc-Start), and employing the following properties called orthonality conditions:
(
RL 0, if m 6= n
a) −L cos( mπx
L
) cos( nπx
L
)dx =
L, if m=n
(
RL 0, if m 6= n
b) −L sin( mπx
L
) sin( nπx
L
)dx =
L, if m=n
RL
c) −L sin( mπx
L
) cos( nπx
L
)dx = 0, where m and n can assume any positive integer values.

Example 8. Determine the Fourier cofficients a0 and a1 of the function given in equation
(2Doc-Start) above.

Solution: a) To determine the Fourier coefficient a0 , we integrate both sides of the Fourier
series (2Doc-Start), i.e.,

" ∞
#
L L
a0 X  nπx nπx 
Z Z
f (x)dx = + an cos + bn sin dx
−L −L 2 n=1
L L
L Z LX ∞ 
a0 nπx nπx 
Z
= dx + an cos + bn sin dx
−L 2 −L n=1 L L
L ∞  Z L Z L 
a0 nπx nπx
Z X
= dx + an cos dx + bn sin dx
−L 2 n=1 −L L −L L

Since,
L L L
a0 nπx nπx
Z Z Z
dx = a0 L, cos dx = sin dx = 0
−L 2 −L L −L L
. Thus,
L L
1
Z Z
f (x)dx = a0 L ⇒ a0 = f (x)dx
−L L −L

b) To determine Fourier cofficient a1 , we multiply both sides of (2Doc-Start) by cos πx

L
and
then integrate.

" ∞
#
L L
πx πx a0 X  nπx nπx 
Z Z
f (x) cos dx = cos + an cos + bn sin dx
−L L −L L 2 n=1
L L
∞ 
a0 L
Z L Z L 
πx nπx πx nπx πx
Z X
= cos dx + an cos cos dx + bn sin cos dx
2 −L L n=1 −L L L −L L L

Thus,
L Z L
πx πx πx
Z
f (x) cos dx = a1 cos cos
−L L −L L L
= a1 L After using above orthogonality conditions

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Therefore,
L L
πx 1 πx
Z Z
f (x) cos dx = a1 L ⇒ a1 = f (x) cos dx
−L L L −L L

Remarks: If L = π, the series (2Doc-Start), and the coefficients an and bn are particularly
simple. The function in this cas has the period 2π.

Example 9. Determine the Fourier series expansion of the following periodic functions of the
period 2π:

a) f (x) = x, 0 < x < 2π

b) f (x) = x2 + x, −π < x < π


x,
 0 < x < π2
c) f (x) = π2 , π
2
π<x<π
 1
π − 2 x, π < x < 2π.


Answers: Fourier’s coefficients determination:

R 2π R 2π h 2 i2π
a) a0 = π1 0 f (x)dx = π1 0 xdx = π1 x2 = 2π
0

cos nx 2π

1
RL R 2π
f (x) cos nπx 1 1
 sin nx 
an =
 L −L L
dx = π 0
x cos nxdx = π
x n + n2 0
=0

sin nx 2π
 1
RL RL
f (x) sin nπx 1 1
− nx cos nx + = − n2
 
bn = dx = x sin nxdx =

L −L L π −L π n2 0

Hence,
∞
X 2
f (x) = π − sin nx
n=1
n

b) f (x) = x2 + x, −π < x < π

L π
1 1 2
Z Z
a0 = f (x)dx = (x2 + x)dx = π 2
π −L π −π 3


1
RL Rπ
an =
 L −L
f (x) cos nπx
L
dx = 1
π −π
(x2 + x) cos nxdx = 1 4π
π n2
cos πx = 4
n2
(−1)n

 1
RL Rπ
bn = f (x) sin nπx dx = 1
(x2 + x) sin nxdx = 2
cos πx = − n2 (−1)n = n2 (−1)n+1

L −L L π −π n

Hence, "∞  #
1 2 X2 2
f (x) = π + (−1)n cos nx − sin nx
3 n=1
n n

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 
x,
 0 < x < π2
c) f (x) = π2 , π
2
<x<π
 x
π − 2 , π < x < 2π.

"Z π #
1 L
Z π Z 2π
1 1 1 5
Z
2
a0 = f (x)dx = xdx + πdx + (π − x)dx = π
π −L π 0 π 2
2
π 2 8

"Z π #
L Z π Z 2π  
1 nπx 1 1 1
Z
2
an = f (x) cos dx = x cos nxdx + π cos nxdx + π − x cos nxdx
L −L L π 0 π 2
2
π 2
 ( 1
[(−1)n − 1] n is even

1 1 2πn2
= 2 cos nπ − 3 + cos nπ = −1
πn2 2 2πm2
n is odd

"Z π
#
L π 2π  
1 nπx 1 1 1
Z Z Z
2
bn = f (x) sin dx = x sin nxdx + π sin nxdx + π − x sin nxdx
L −L L π 0 π
2
2 π 2
(
1 1 0, n is even
= 2
sin nπ = (−1)(n−1)/2
πn 2 πn2
n is odd

Hence,
   
5 2 cos 3x cos 5x 2 cos 2x cos 4x cos 6x
f (x) = π − cos x + + + ... − + + + ...
16 π 32 52 π 22 42 62
 
1 sin 3x sin 5x
+ sin x + + + ...
π 32 52

Remark: In the Fourier series corresponding to an odd function, only sine terms can be
present. In the Fourier series corresponding to an even function, only cosine terms ( and
possibly a constant which we shall consider a cosine term) can be present.

1.3 DIRICHLET’S CONDITIONS OF FOURIER’S SERIES

CONVERGENCE
Suppose that
1. f (x) must be defined and single-valued on points in periodic interval (−L, L);

2. f (x) must be continuous or have a finite number of discontinuities within a periodic

interval (−L, L) with period 2L;

3. f (x) and f 0 (x) are piecewise continuous in periodic interval (−L, L) .

Then the series (2Doc-Start) with Fourier coefficients converges to

a) f (x) if x is a point of continuity;

f (x+0)+f (x−0)
b) 2
if x is a point of discontinuity.

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Here f (x + 0) and f (x − 0) are the right and left-hand limits of f (x) at x and represent

lim f (x + ) and lim f (x − ), respectively.

→0+ →0−

Example 10. If the following functions are defined over the interval −π < x < π and
f (x) = f (x + 2π), state whether or not each function can be represented by a Fourier se-
ries

2 1
a) f (x) = x3 b) f (x) = 4x − 5 c) f (x) = x
d) f (x) = x−5

e) f (x) = tan x f) f (x) = y where x2 + y 2 = 9.

Answers: A given function can be represented by a Fourier series sufficiently satisfying the
above three conditions,

No. Statement
a) Yes
b) Yes
c) No: Because is infinitely discontinuity at x = 0.
d) Yes
e) No:Because is infinitely discontinuity at x = π2
f) No: Because it has two values

1.4 HALF RANGE FOURIER SINE OR COSINE SERIES

A half range Fourier sine or cosine series is a series in which only sine terms or only cosine
terms are present, respectively. When a half range series corresponding to a given function is
desired, the function is generally, defined in the ineterval (0, L) which is half of the interval
(−L, L) thus accounting for the name half range and then the function is specified as odd or
even, so that it is clearly defined in the other half of the interval namely, (−L, 0).

FOR A HALF RANGE COSINE SERIES

For a function f (x) defined only over the finite interval 0 ≤ x ≤ L its even periodic extension
F (x) is the even periodic function defined by

(
f (x); 0<x<L
F (x) = F (x + 2L) = F (x)
f (−x); −L < x < 0

If f (x) satifies Dirichlet’s conditions in the interval 0 < x < L, since it is an even function of
period 2L, then even periodic extension F (x) will have a convergent Fourier series representation
consisting of cosine terms only and given by
∞
a0 X  nπx 
F (x) = + an cos , (3)
2 n=1
L

11
where
L
2  nπx 
Z
an = f (x) cos dx, n = 0, 1, 2, 3, . . .
L 0 L

FOR A HALF RANGE SINE SERIES

For a function f (x) defined only over the finite interval 0 < x < L, its odd periodic
extension G(x) is the odd periodic function defined by

(
f (x); 0<x<L
G(x) = G(x + 2L) = G(x)
−f (−x); −L < x < 0

If f (x) satisfies Dirichlet’s conditions in the interval 0 < x < L, since it is an odd function of
period 2L, then odd periodic extension G(x) will have a convergent Fourier series represention
consisting of sine terms only and given by
∞
X  nπx 
G(x) = bn sin , (4)
n=1
L

where
L
2  nπx 
Z
bn = f (x) sin dx, n = 1, 2, 3, . . .
L 0 L

Example 11. Consider the following function defined in the interval 0 < x < 4, f (x) = x,
Obtain:

a) a half range cosine series expansion.

b) a half range sine series expansion

Solutions: a) Half-range cosine series expansion. Define the periodic function

(
f (x) = x; 0<x<4
F (x) = F (x + 8) = F (x)
f (−x) = −x; −4 < x < 0

Then, since F (x) is an even periodic function with period 8, it has a convergent Fourier series
expansion given by (4Doc-Start). Taking L = 4, we have the Fourier’s Coefficients determina-
tion as :
2 4 1 4
Z Z
a0 = f (x)dx = xdx = 4
4 0 2 0

L 4
2 4

2 nπx nπx 1 4x sin nπx 16 cos nπx
Z Z
an = f (x) cos dx = x cos dx = +
L 0 L 4 0 4 2 nπ 4 (nπ)2 0
(
8 0, for n is even
= (cos nπ − 1) = 16
(nπ)2 − (nπ) 2, for n is odd

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Hence,
 
16 1 1 3 1 5
F (x) = 2 − 2 cos πx + 2 cos πx + 2 cos πx + . . . or
π 4 3 4 5 4
∞
16 X 1 1
F (x) = 2 − 2 2
cos (2n − 1)πx
π n=1 (2n − 1) 4

Since F (x) = f (x) for 0 < x < 4; it follows that this Fourier series is representative of f (x)
within this interval. Thus the half-range cosine series expansion of f (x) is
∞
16 X 1 1
F (x) = x = 2 − 2 2
cos (2n − 1)πx, for 0 < x < 4.
π n=1 (2n − 1) 4

b) Half-range sine series expansion. Define the periodic function

(
f (x) = x; 0 < x < 4,
G(x) = G(x + 8) = G(x).
−f (x) = −x; −4 < x < 0,

Then, since G(x) in an odd periodic function with period 8, it has a convergent Fourier series
expansion given by (4Doc-Start), we have the Fourier’s coefficients determination as:

2 L nπx 2 4 nπx
Z Z
bn = f (x) sin dx = x sin dx
L 0 L 4 0 4
 4
1 4x 1 16 1 8 8
= cos nπx + 2
sin nπx = cos nπ = − (−1)n
2 nπ 4 (nπ) 4 0 π nπ

Hence,
 
8 1 1 1 1 3
G(x) = sin πx − sin πx + sin πx + . . . or
π 4 2 2 3 4
∞
8 X (−1)n+1 1
G(x) = sin nπx
π n=1 n 4

Since G(x) = f (x) for 0 < x < 4, it follows that this Fourier series is representative of f (x)
within this interval. Thus the half-range sine series expansion of f (x) is

∞
8 X (−1)n+1 1
f (x) = x sin nπx, for 0 < x < 4.
π n=1 n 4

PARSEVAL’S IDENTITY

If an and bn are the Fourier coefficients corresponding to f (x) and if f (x) satisfies the Dirichlet
conditions, then
L ∞
1 a20 X 2
Z
(f (x))2 dx = an + b2n


+
L −L 2 n=1

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Example 12. Consider the following periodic function with period 4 defined in the interval
0 < x < 4, by f (x) = x. Obtain the Fourier Series coefficents and Write the Parseval’s
identity. Deduce the conclusion.

Solution:
−4
a0 = 4, an = 0, bn =
nπ

4 ∞ 2 !
42 X

1 −4
Z
x2 dx = + 0+
2 0 2 n=1
nπ

4 ∞
1 16 X 1
Z
2
x dx = 8 + 2
2 0 π n=1 n2
∞
32 16 X 1
= 8+ 2
3 π n=1 n2

This implies that

∞
X 1 π2
=
n=1
n2 6

1.5 FOURIER TRANSFORM

1.5.1 The Fourier Integral
Let us assume the following condition on f (x):

1. f (x) satisfies the Dirichlet conditions in every finite interval (−L, L);
R∞
2. −∞ |f (x)|dx converges, i.e., f (x) is absolutely integrable in (−∞, ∞);

Then Fourier’s integral theorem states that the Fourier integral of a function f is
Z ∞
ϕ(x) = {A(α) cos αx + B(α) sin αx} dα (5)
0

Where

1
R∞
A(α) =
 π −∞
f (x) cos αx dx

 1
R∞
B(α) = f (x) sin αx dx

π −∞

A(α) and B(α) with −∞ < α < ∞ are generalization of the Fourier coefficients an an bn . The
right-hand side of (5Doc-Start) is also called a Fourier integral expansion of f (x)

Remarks:

ˆ The results (5Doc-Start) hold if x is a point of continuity of f (x).

ˆ If x is a point of discontinuity, we must replace f (x) by f (x+0)+f

2
(x−0)
as in the case of
Fourier series. Note that the above conditions are sufficient but not necessary.

14
 ˆ In the generalizationof Fourier coefficients to Fourier integral, a0 maybe neglected, since
whenever
Z ∞
f (x)dx exists,
−∞
L
1
Z
|a0 | = f (x)dx −→ 0 as L → ∞
L −L

EQUIVALENT FORMS OF FOURIER’S INTEGRAL THEOREM

Fourier’s integral theorem can also be written in the forms

1 ∞ ∞
Z Z
ϕ(x) = f (u) cos α(x − u)dudα
π α=0 u=−∞

As there is no imaginary part, we can write cos α(x−u) = 12 e−i(αx−αu) , then the above expression
beomes:
Z ∞ Z ∞ Z ∞Z ∞
1 iαx −iαu 1
ϕ(x) = e dα f (u)e du = f (u)eiα(x−u) dαdu. (6)
2π −∞ −∞ 2π −∞ −∞

Where it is understood that if f (x) is not continuous at x the left side must be replaced by
f (x+0)+f (x−0)
2
.
These results can be simplified somewhat if f (x) is either an odd or an even function, and we
have:

∞ Z ∞ 
2
Z
ϕ(x) = f (u) cos αx cos αudu dα, if f (x) is an even function (7)
π 0 0

∞ Z ∞ 
2
Z
ϕ(x) = f (u) sin αx sin αudu dα, if f (x) is an odd function (8)
π 0 0

Equation (7Doc-Start) and (8Doc-Start) formulas are called the Fourier cosine integral, and
the Fourier sine integral, respectively.

An entity of importance in evaluating integrals and solving differential and integral equations,
then we can put in (6Doc-Start) in the following form:

∞  ∞ 
1 1
Z Z
iαx −iαu
ϕ(x) = √ e √ f (u)e du dα
2π −∞ 2π −∞

1.5.2 The Fourier transform

From (6Doc-Start) it follows that
Z ∞
1
F (iα) = √ f (x)e−iαx dx and (9)
2π −∞
Z ∞
1
f (x) = √ F (iα)eiαx dα. (10)
2π −∞

15
Where the function F (iα) is called the Fourier transform of f (x) and is sometimes written
F (iα) = F {f (x)}.
The function f (x) is the inverse Fourier transform of F (x) and is written f (x) = F −1 {f (x)}.

Example 13. Determine the Fourier transform of f if

(
e−x , for x ≥ 0
f (x) =
e2x . for x < 0

Answer:

Z ∞ Z 0 Z ∞ 
1 −iαx 1 2x −iαx −x −iαx
F (iα) = √ f (x)e dx = √ e e dx + e e dx
2π −∞ 2π −∞ 0
Z 0 Z ∞ 
1 2x−iαx −(x+iαx)
= √ e dx + e dx
2π −∞ 0
e−(1+iα)x x→∞
 (2−iα)x 
1 e x→0−
= √ −
2π 2 − iα x→−∞ 1 + iα x→0+
3α2 − 3iα + 6
   
1 1 1 1
= √ + =√
2π 2 − iα 1 + iα 2π (4 + α2 )(1 + α2 )
Hence,

3α2 − 3iα + 6
 
1
F (iα) = √
2π (4 + α2 )(1 + α2 )

Remarks:

ˆ If f (x) is an even function, equation (7Doc-Start) yields

 q R
Fc (iα) = 2 ∞ f (x) cos αxdx
q Rπ 0
f (x) = 2 ∞ Fc (iα) cos αxdx
π 0

and we call Fc (iα) and f (x) Fourier cosine transforms of each other.

ˆ If f (x) is an odd function, equation (8Doc-Start) yields

 q R
Fs (iα) = 2 ∞ f (x) sin αxdx
q Rπ 0
f (x) = 2 ∞ Fs (iα) sin αxdx
π 0

and we call Fs (iα) and f (x) Fourier sine transforms of each other.

ˆ When the product of Fourier transforms is considered, a new concept called convolu-
tion comes into being, and in conjunction with it, a new pair (function and its Fourier
transform) arises. In particular, if F (iα) and G(iα) are the Fourier transforms of f and
g, respectively, and the convolution of f and g is defined to be
Z ∞
1
f ∗g = √ f (u)g(x − u)du (11)
π −∞

16
 Then
Z ∞
1
F (iα)G(iα) = √ e−iαu f ∗ g du (12)
π −∞
Z ∞
1
f ∗g = √ eiαx F (iα)G(iα) dα (13)
π −∞

where in both (13Doc-Start) and (13Doc-Start) the convolution f ∗ g is a function of x.

Now equate the representations of f ∗ g expressed in (13Doc-Start) and (14Doc-Start),
i.e.,
Z ∞ Z ∞
1 −iαx 1
f ∗g = √ e f (u)g(x − u)du = √ eiαx F (iα)G(iα)dα
π −∞ π −∞

and let the parameter x be zero, then

Z ∞ Z ∞
f (u)g(−u)du = F (iα)G(iα)dα (14)
−∞ −∞

1.6 PROPERTIES OF FOURIER TRANSFORMS OF SIMPLE FUNC-

TIONS
1.6.1 The linearity property
Linearity property is a fundamental property of the Fourier transform, and may be stated as
follows:
If f (x) and g(x) are functions having Fourier transforms F (iα) and G(iα), respectively, and if
β and γ are constants, then

F{βf (x) + γg(x)} = βF{f (x)} + γF{g(x)} = βF (iα) + γG(iα)

As a consequence of this, we say that the Fourier transform operator F is a linear operator.
Proof. By definition we have:
Z ∞
F{βf (x) + γg(x)} = [βf (x) + γg(x)]e−iαx dx
−∞
Z ∞ Z ∞
−iαx
= β f (x)e dx + γ g(x)e−iαx dx
−∞ −∞
= βF (iα) + γG(iα)

Clearly the linearity property also applies to the inverse transform operator F −1

1.6.2 Differential property

If the function f (x) has a Fourier transform F (iα), then by (10Doc-Start)
Z ∞
1
f (x) = √ F (iα)eiαx dx
2π −∞
Differentiating with respect to x gives
Z ∞ Z ∞
df 1 d  iαx) 1
(iα)F (iα)eiαx dx

= √ F (iα)e dx = √
dx 2π −∞ dx 2π −∞

17
 df
Imply that dx
is the inverse Fourier transform of (iα)F (iα).

In other words  
df
F = (iα)F (iα)
dx
Repeating the argument n times, it follows that
 n 
d f
F = (iα)n F (iα) (15)
dxn
If x = t = time the above result (15Doc-Start) is referred to as the time-differentiation
property, and may be used to obtain frequency-domain representation of differential
equations.
Example 14. Show that if the time signals y(t) and u(t) have the Fourier transforms Y (iα)
and U (iα) respectively, and if

d2 y(t) dy(t) du(t)

+ 3 + 7y(t) = 3 + 7u(t).
dt2 dt dt
Then Y (iα) = G(iα)U (iα) for some function G(iα) ?

Solution: Taking Fourier transform of above differential equation, then we have:

 2   
d y(t) dy(t) du(t)
F +3 + 7y(t) = F 3 + 7u(t)
dt2 dt dt
which, on using the linearity property, reduces to
 2     
d y(t) dy(t) du(t)
F + 3F + 7F{y(t)} = 3F + 7F{u(t)}
dt2 dt dt
Then, from (15Doc-Start) we get:

(iα)2 Y (iα) + 3(iα)Y (iα) + 7Y (iα) = 3(iα)U (iα) + 7U (iα)

That is,

(7 − α2 + 3iα)Y (iα) = (7 + 3iα)U (iα)

Giving
Y (iα) = G(iα)U (iα)
, where
7 + 3iα
G(iα) =
7 − α2 + 3iα

1.6.3 Time-Shift Property

If a function f (t) has Fourier transform F (iα), then what is the Fourier transform of the shifted
version of f (τ ), defined by g(t) = f (t − τ )?

Solution:
∞ ∞
1 1
Z Z
−iαt
F{g(t)} = √ g(t)e dt = √ f (t − τ )e−iαt dt
2π −∞ 2π −∞

18
Making the substitution x = t − τ , we have
Z ∞
1 e−iατ ∞
Z
−iα(x+τ )
F{g(t)} = √ f (x)e dx = √ f (x)e−iαx dx = e−iατ F (iα).
2π −∞ 2π −∞
That is,

F{f (t − τ )} = e−iατ F (iα) (16)

The result (16Doc-Start) is known as the time-shift property, and implies that delaying a
signal by a time τ causes its Fourier transform to be multiplied by e−iατ .
Since
e−iατ = | cos ατ − i sin ατ | = 1
we have
|e−iατ F (iα)| = |F (iα)|
Indicating that the amplitude spectrum of f (t − τ ) is identical with that of f (t).

1.6.4 Frequency-Shift Property

Suppose that a function f (t) has Fourier transform F (iα). Then, from the definition of Fourier
transform we calcualate the Fourier transform of g(t) = eiα0 t f (t) as
Z ∞ Z ∞
1 −iαt 1
F{g(t)} = √ iα0 t
e f (t)e dt = √ f (t)e−i(α−α0 )t dt
2π −∞ 2π −∞
Z ∞
1
= √ f (t)e−ieαt dt, where α
e = α − α0
2π −∞
= F (ie α).

Thus,

F{eiα0 t f (t)} = F [i(α − α0 )] (17)

Example 15. Determine the frequency spectrum of signal g(t) = f (t) cos αc t

Solution: As cos αc t = 12 [eiαc t + e−iαc t ]

 
1 −iαc t 1   iαc t
iαc t
F e f (t) + F e−iαc t f (t)
 
F{g(t)} = F f (t)[e +e ] =
2 2

Use the property (17Doc-Start), then we get:

1 1
F [i(α − αc )] + F [i(α + αc )]
2 2
The effect of multiplying the signal f (t) by the carrier signal cosc t is thus to produce a signal
whose spectrum consists of two (scaled) version of F (iα), the spectrum of f (t); one centred on
α = αc and the other on α = −αc . The carrier signal cosc t is said to be modulated by the
signal f (t).

19
1.6.5 The Symmetry Property
We are establish the exact form of symmentry as:
Z ∞
1
f (t) = √ F (iα)eiαt dα
2π −∞
Or, equivalently, by changing the dummy variable in the integration
√ Z ∞
2πf (t) = F (iy)eiyt dy
√ Z−∞∞
2πf (−t) = F (iy)e−iyt dy
−∞

Or on replacing t by w,
√ Z ∞
2πf (−w) = F (iy)e−iyw dy
−∞

Given that
√
F{F (iy)} = 2πf (−w)

F{f (t)} = F (iα)

EXERCISES ON FIRST CHAPTER

1.1. Sketchthe graphs of the following, inserting relevant

 values.
4,
 0<x<5 3,
 0<x<4
a) f (x) = 0, 5 < x < 8 b) f (x) = 5, 4<x<7
 
f (x) = f (x + 8) f (x) = f (x + 10)
 


2 sin x, 0<x<π
(
3x − x2 ,

0<x<3
c) f (x) = b) f (x) = 0, π < x < 2π
f (x) = f (x + 3) 
f (x) = f (x + 2π)


 x2

x 4
, 0<x<4
2, 0<x<π


 
4,
x 4<x<6
e) f (x) = π − 2 , π < x < 2π f) f (x) =
  0, 6<x<8
f (x) = f (x + 2π)
 

f (x) = f (x + 8)


1.2. State whether each of the following products is odd, or even, or neither
a) x2 sin 2x b) x3 cos x c) cos 2x cos 3x d) (2x + 3) sin 4x e) x3 ex f)
1
x+2
cosh x

1.3. If f (x) is defined in the interval −π < x < π and f (x) = f (x + 2π), state whether or not
each of the following functions can be represented by a Fourier series.
a) f (x) = x4 b) f (x) = 3 − 2x c) f (x) = x1 d) f (x) = e2x e) f (x) = cos x
√
f) f (x) = ± 4x

1.4. Prove

20
 (
RL RL 0, m 6= n
a) −L cos mπx
L
cos nπx
L
dx = −L sin mπx
L
sin nπx
L
dx =
L, m = n
RL
b) −L
sin mπx
L
cos nπx
L
dx = 0, where m and n can be assume any of the values 1, 2, 3, . . .

2.1. Find the Fourier series of the following functions:

(
0, −1 < x < 0
a) f (x) = b) f (x) = |x|, x ∈ [−1, 1] c) f (x) = x, x ∈ [−1, 1]
1, 0 < x < 1
a, 0 < x < π3


−1, −2 < x < −1



 0, π < x < 2π

3 3
d) f (x) = 0, −1 ≤ x ≤ 1 e) f (x) = 2π
 −a, 3
< x < π
1, 1<x<2
 

f (x) = f (x + π)


2.2. a) Find the Fourier sine series of the following function:

(
−1, −2 < x < 0
f (x) =
1, 0≤x<2

b) Show that the half-range Fourier sine series expransion of the function
∞
4 X sin(2n − 1)x
f (x) = 1, 0<x<π is , 0<x<π
π n=1 2n − 1
.
2.3. a) Find the Fourier cosine series of the following function:

0, −2 < x < −1

f (x) = 1, −1 ≤ x < 1

0, 1 < x < 2


b) Determine the half-range Fourier cosine series expansion of the function

f (x) = 2n − 1, 0<x<π

. c) Determine the Fourier cosine series to represent the function f (x) where

π
cos x, 0 < x < 2

f (x) = 0, π2 < x < π

f (x) = f (x + 2π)


2.4. a) If f (x) is defined by f (x) = x(π − x), 0 < x < π, express the function as
i) a half-range cosine series
ii) a half-range sine series

b) If f (x) is defined by f (x) = 1 − x2 , 0 < x < 1, express the function as

i) a half-range cosine series
ii) a half-range sine series

21
3.1. Calculate the Fourier transform of the two-sided exponential pulse given by
(
eat , t≤0
f (t) = −at
e , t > 0, a > 0

3.2. Determine
( the Fourier transform of (
2K, |x| ≤ 2 2K, |x| ≤ 1
a) g(x) = b) g(x) =
0, |x| > 2, K is a constant 0, |x| > 1, K is a constant
c) Sketch the function h(x) = f (x) − g(x) and determine its Fourier transform
3.3. Calculate the Fourier transform of ’off-on-off’ pulse f (t) defined by


 0, t < −2

−1, −2 ≤ t < −1



f (t) = 1, −1 < t < 1

−1, 1 < t < 2





0, t>2
(
sin ax, |x| ≤ πa i2a sin πα
3.4. Show that the Fourier transform of f (x) = is α2 −a2
a

0, |x| > πa , a 6= 0

0,
 x<0
1−cos xa sin xa
3.5. Show that the Fourier trasnform of f (x) = 1, 0≤x≤a are x
, x

0, x>a


3.6. Find the sine and cosine transform of f (x) = e−ax H(x), a > 0.

3.7. If y(t) and u(t) are signals with Fourier transforms Y (iα) and U (iα) respectively, and

d2 y(t) dy(t)
+ 3 + y(t) = u(t)
dt2 dt
Show that Y (iα) = H(iα)U (iα) for some function H(iα). What is H(iα)?

3.8. Use the time-shift property to calculate the Fourier transform of the double pulse by
(
1, 1 ≤ |t| ≤ 2
f (t) =
0, otherwise

22
2 Chapter II: PARTIAL DIFFERENTIAL EQUATIONS
INCLUDING BOUNDARY VALUE PROBLEMS
2.1 INTRODUCTION
We will study functions u = u(x1 , x2 , x3 , x4 , . . . , xn ) and its partial derivatives. Here (x1 , x2 , x3 , x4 , . . . , xn )
are standard Cartesian coordinate on Rn . We sometimes use the alternative notation u(x, y), u(x, y, z)
etc. We also u(r, θ, φ) for spherical coordinate on R3 , etc. We sumetimes also have a time co-
ordinate t, in which case t, x1 , x2 , x3 , x4 , . . . , xn denoted standard cartesian coordinate on R1+n .
We use lots of different notation for partial derivatives:
∂ ∂u
u= = uxi ; 1 ≤ i ≤ n (18)
∂xi ∂xi

∂2 ∂ ∂
u= u = uxi uxj ; 1 ≤ i, j ≤ n (19)
∂xi ∂xj ∂i ∂xj

If i = j, then we sometimes abbreviate ∂i ∂j u = ∂i2 u. If u is a function of (x, y), then we also

∂
write ux = ∂x u, etc.

Definition 2.1. A partial differential equation (PDE) in a single unkonown u is an equation

involving u and its partial derivatives. All such equations can be written as
 
F u, ux1 . . . , uxn , ux1 ux1 , . . . , uxi1 . . . uxiN , x1 , x2 , x3 , x4 , . . . , xn = 0, i1 , . . . , iN ∈ {1, 2, . . . , n}(20)

Here N is called the order of the PDE. N is the maximum number of derivatives appearing
in the equation.

Definition 2.2. The order of a PDE is the order of the highest derivatives appearing in the
differentials.

Example 16. Consider u = u(t, x) as a function of two variables.

1) ∂t2 u + (1 + cos u) ∂x3 u = 0 is a third-order PDE.

2) ∂t2 u + 2 ∂x2 u + u = 0 is a second-order PDE.

Definition 2.3. A PDE is termed linear PDE if and only if it is linear in the unknown
function u and the partial derivatives of u. All other PDE are termed non-linear PDE.

A linear PDE can be written as

Lu = f (x1 , x2 , x3 , x4 , . . . , xn )

For some linear operator L and some function f of the coordinates. L is a linear operator if
and only if L(au + bv) = aL(u) + bL(v) for a, b ∈ R and all function u, v.

Example 17. Consider u = u(t, x), u = u(x, y) and v = v(x, y) as function of two variables.

1) ∂t2 u + (1 + cos u) ∂x3 v = 0 is a third-order non-linear PDE.

23
2) ∂t2 u + 2 ∂x2 u + u = 0 is a second-order linear PDE.

3) Cauchy-Rieman equations

∂u ∂v ∂v ∂u
= = − . Are the first order linear PDE.
∂x ∂y ∂x ∂y
Definition 2.4. If each term of a linear PDE contains the unknown function u or one of the
partial derivatives of u , then a PDE is called Homogeneous PDE, otherwise is a inhomo-
geneous PDE.

Example 18. Consider u = u(t, x), u = u(x, y) ∧ v = v(x, y) as functions of two variables.

1) ∂t2 u + (1 + cos u)∂x3 u = 0 is a third-order non-linear homogeneous PDE.

2) ∂t2 u + 2 ∂x2 u + u = x + 3t is a second-order linear inhomogeneous PDE.

In general Lu = f (x1 , x2 , x3 , x4 , . . . , xn ) is an homogeneous PDE iff f (x1 , x2 , x3 , . . . , xn ) = 0.

Remarks:

ˆ We say that a given PDE is constant coefficient linear PDE if and only if u and its
derivatives appear linearly (i.e. first power only) and are multiplied only by a constants;

ˆ We say that a given PDE is variable coefficient linear PDE iff u and its derivatives
appear linearly (i.e. first power only) and are multiplied only by a function of coordinates.

Example 19. Consider u = u(t, x), u = u(x, y) and v = v(x, y) as functions of two variables.

1) −∂t2 u + 2 ∂x3 u + u = 0 is a constant coefficient linear homogeneous PDE.

2) ∂t u + (1 + x) ∂x3 u + u = x + 3t is a variable coefficient linear inhomogeneous

PDE.

Proposition 0.1: (Superposition principal). If u1 , u2 , u3 , . . . , un are solution to the linear

PDE.
Lu = 0, then its linear combination is also a solution
n
X
ci ui , for c1 , c2 , c3 , . . . , cn ∈ R,
i=1

is also a solution of linear homogeneous PDE.

Some important partial differential equations

The following are examples of important partial differential equations that commonly arise in
problems of mathematical physics.

Benjamin-Bona-Mahony equation

ut + ux + uux − uxxt = 0.

24
Biharmonic equation
54 φ = 0.
Boussinesq equation
utt − α2 uxx = β 2 uxxtt
Cauchy-Riemann equations
∂u ∂v ∂v ∂u
= =−
∂x ∂y ∂x ∂y
Chaplygin’s equation
y2
uxx + y2
uyy + yuY = 0.
1− c2
Euler-Darboux equation
αux − βuy
uxy + = 0.
x−y
Heat conduction equation
∂T
= k 52 T.
∂t
Helmholtz differential equation
52 ψ + k 2 ψ = 0.
Klein-Gordon equation
1 ∂ 2ψ ∂ 2ψ
= − µ2 ψ.
c2 ∂t2 ∂x2
Korteweg-de Vries-Burgers equation
ut + 2uux − γuxx + µuxxx = 0.
Korteweg-de Vries equation
ut + uxxx − 6uux = 0.
Krichever-Novikov equation
ut 1 uxxx 3 u2xx 3 p(u) 1
= − + , where p(u) = (4u3 − 82u − 83).
ux 4 ux 8 u2x 2 u2x 4
Laplace’s equation
52 ψ = 0.
Lin-Tsien equation
2utx + ux uxx − uyy = 0.
Sine-Gordern equation
utt − vxx + sin v = 0
. Spherical harmonic differential equation
1 ∂2
 
1 ∂ ∂
sin θ + + l(l + 1)
sin θ ∂θ ∂θ sin2 θ ∂θ2
Tricomi equation
uyy = yuxx .
Wave equation
1 ∂ 2ψ
52 ψ = .
v 2 ∂t2

25
2.2 Formation and Solution of Standard Types of First Order Par-
tial Differential Equations
2.2.1 Formation of first order PDE
In the main we shall suppose that there are two independent variables x and y and the dependent
∂z ∂z
variable is denoted by z. If we write p = ∂x , q = ∂y , then the 1st order PDE is written as:

f (x, y, z, p, q) = 0 (21)

Example 20. If for example, we take u to be the dependent variable and x, y and t to be the
independent variables, then the following equations:

∂u 2 ∂u


1) ∂x
+ ∂t
=0 is a first-order in two variables,

2) x ∂u
∂x
+ y ∂u
∂y
+ ∂u
∂t
= 0 is a first-order in three variables.

2.2.2 Origins of first order PDE

Before discussing the solution of equation of the type (21Doc-Start), we shall examine the in-
teresting equestion of how they arise.

Suppose that we consider the equation

x2 + y 2 + (z − c)2 = a2 (22)

In which the constants a and c are arbitrary. Then equation (22Doc-Start) represents the set
of all spheres whose centers lies along the z axis. If we differentiate this equation with respect
to x and with respects to y respectively, then we get:
∂ 2 ∂ 2
(x + y 2 + (z − c)2 = a2 ) and (x + y 2 + (z − c)2 = a2 ).
∂x ∂y
We obtain,
∂z ∂
2x + 2 (z − c) = 0 and 2y + 2 (z − c) = 0.
∂x ∂y
Then we have

x + p (z − c) = 0 and y + q (z − c) = 0 (23)

By eliminating of arbitrary constant c from two equations of (23Doc-Start), then we

obtain the PDE as:
x − pz y − qz x − pz y − qz
c= c= ⇒ = .
p q p q
Therefore,

yp − xq = 0 (24)

The equation (24Doc-Start) is called first-order PDE. In some sense, the set of all spheres
with centers on the z axis is characterized by the PDE (24Doc-Start).

26
Problem 2.1: Eliminate the constants a, b and c from the following equations to form the
partial differential equations:

a) z = (x + a)(y + b)

b) 2z = (ax + y)2 + b

c) ax2 + by 2 + z 2 = 1

x2 y2 z2
d) a2
+ b2
+ c2
=1

2.3 LAGRANGE’S LINEAR Partial Differential Equation

2.3.1 Formation of Lagrange’s linear Partial Differential Equation (PDE)
By eliminating the arbitrary functions

Let u and v be any two given funtions of x, y and z. Let u and v be connected by an ar-
bitrary function φ by the relation
φ(u, v) = 0 (25)
Now, we want to eliminate φ. Differentiating partially the relation φ with respect to x and to
y, we obtain
∂φ ∂φ ∂u ∂φ ∂u ∂z ∂φ ∂v ∂φ ∂v ∂z
= + + + = 0;
∂x ∂u ∂x ∂u ∂z ∂x ∂v ∂x ∂v ∂z ∂x
∂φ ∂φ ∂u ∂φ ∂u ∂z ∂φ ∂v ∂φ ∂v ∂z
= + + + = 0.
∂y ∂u ∂y ∂u ∂z ∂y ∂v ∂y ∂v ∂z ∂y
   
∂φ ∂φ ∂u ∂u ∂φ ∂v ∂v
⇒ = + p + + p = 0;
∂x ∂u ∂x ∂z ∂v ∂x ∂z
   
∂φ ∂φ ∂u ∂u ∂φ ∂v ∂v
⇒ = + q + + q = 0.
∂y ∂u ∂y ∂z ∂v ∂y ∂z
∂φ ∂φ
Eliminating ∂u
and ∂v
, then we obtain
∂u
∂x
+ p ∂u
∂z
∂v
∂x
+ p ∂v
∂z
= 0.
∂u
∂y
+ q ∂u
∂z
∂v
∂y
+ q ∂v
∂z

Which simplefies to
P p + Qq = R (26)
where
∂u ∂v ∂u ∂v ∂(u, v)
P = − =
∂y ∂z ∂z ∂y ∂(y, z)
∂u ∂v ∂u ∂v ∂(u, v)
Q= − =
∂z ∂x ∂x ∂z ∂(z, x)
∂u ∂v ∂u ∂v ∂(u, v)
R= − =
∂x ∂y ∂y ∂x ∂(x, y)

27
The equation (26Doc-Start) is called Lagrange’s linear PDE. The relation φ(u, v) = 0 is a
solution of (26Doc-Start), whatever may the arbitrary function φ be.

Example 21. Form the PDE by eliminating the arbitrary function from

i) z = f (x2 + y 2 )

ii) φ(x2 + y 2 + z 2 , lx + my + nz) = 0

Solution: i) Differentiating partially with resprct to x and to y, we obtain


∂z 0 2 2
 ∂x = p = 2xf (x + y )


= 2yf 0 (x2 + y 2 )

 ∂z
∂y

p x
Dividing, q
= y
⇒ py − qx = 0
∂z ∂z
y −x = 0.
∂x ∂y
ii) Now the given relation is of the form φ(u, v) = 0, where

2 2 2
u = x + y + z



v = lx + my + nz


Hence, the PDE is

P p + Qq = R
where

∂u ∂v ∂u ∂v

 P = ∂y ∂z
− ∂z ∂y
= 2ny − 2mz





∂u ∂v ∂u ∂v
Q= ∂z ∂x
− ∂x ∂z
= 2lz − 2nx





∂u ∂v ∂u ∂v

R =
∂x ∂y
− ∂y ∂x
= 2mx − 2ly

Therefore, the required PDE is

(2ny − 2mz) p + (2lz − 2nx) q = (2mx − 2ly)

∂z ∂z
(ny − mz) + (lz − nx) = (mx − ly)
∂x ∂y
Problem 2.2: Form the PDE by eliminating the arbitrary function from:

a) z = f (3x2 + 4y 2 ) b) z = f (x + ct) + Φ(x − ct) c) z = f (ax + by) + g(αx + βy)

d) z = xy +f (x2 +y 2 +z 2 ) e) z = f (x2 +y 2 +z 2 , x+y +z) f ) z = f (2x+y)+g(3x−y)

28
2.3.2 Solution of Lagrange’s linear PDE
Theorem 2.1. The general solution of the linear PDE

P p + Qq = R is φ(u, v) = 0.

Where φ is an arbitrary function and u(x, y, z) = c1 and v(x, y, z) = c2 form a solution of the
equation
dx dy dz
= = , (27)
P Q R
which is called subsidiary equation.

Example 22. Find the general integral of

px + qy = z.

Solution: In term of comparison of P p + Qq = R, we get:

P = x, Q = y, and R=z

Step 1: Form the auxiliary simultaneous equations

dx dy dz dx dy dz
= = ⇔ = =
P Q R x y z
Step 2: Solve these auxiliary simultaneous equations
 dy
 
dx x
x = y
 ln x = ln c1 y
  y = c1

→ →
 dy
 dz
 y

= z → ln y = ln c2 z = c2

y z

x y
two independent solutions u(x, y) = y
= c1 and v(y, z) = z
= c2 ;

Step 3: Then write down the solution as

 
x y
φ(u, v) = φ , = 0.
y z

Solution of the subsidiary equation by the method of multipliers

dx dy dz
The subsidiary equations P
= Q
= R
can be solved as follows:

By algebra, we have,

dx dy dz ldx + mdy + ndz l0 dx + m0 dy + n0 dz

= = = = 0 ,
P Q R lP + mQ + nR l P + m0 Q + n0 R

where the set of multipliers l, m, n, l0 , m0 , n0 be constant or variables in x, y, z.

29
Choosing l, m, n such that
lP + mQ + nR = 0.
We have,

ldx + mdy + ndz = 0 (28)

If ldx + mdy + ndz is a perfect differential of some function, say u(x, y, z) then du = 0, by
equation (??). By integrating (??), we get u(x, y, z) = c1 as one solution.

Similary, the other set of multipliers l0 , m0 , n0 can be found out so that

l0 P + m0 Q + n0 R = 0.

Hence,
l0 dx + m0 dy + n0 dz = 0.

This yield another solution v(x, y, z) = c2 . Thereforr the general solution is

φ(u, v) = 0 ∨ u = f (v).

Here, the set of multipliers l, m, n, l0 , m0 , n0 are called Lagrangian multipliers.

Example 23. Find the general integral solution on px + qy = z.

Copmaring the equation with P p + Qq + R, we get P = x, Q = y and R = z.

The subsidiary equations are

dx dy dz
= = .
x y z
In these, the variables are separated.

dx dy
From x
= y
, we get ln x = ln y + ln a.
x
i.e = a.
y
dy dz
Similary from y z
, we get
y
= b.
z
Hence the general integral solution is
 
x y
φ , = 0.
y z

Example 24. Find the general solution of

x(z 2 − y 2 )p + y(x2 − z 2 )q = z(y 2 − x2 ).

The subsidiary equations are

dx dy dz
= = (∗)
x(z 2 − y 2 ) y(x2 − z 2 ) z(y 2 − x2 )

30
 As lP + mQ + nR = 0 ⇔ lx(z 2 − y 2 ) + my(x2 − z 2 ) + nz(y 2 − x2 ) = 0.

Taking the two sets of multipliers as x, y, z and x1 , y1 , z1 each of ratio in (∗), we get
1
xdx + ydy + zdz x
dx + y1 dy + z1 dz
= 2
x2 (z 2 − y 2 ) + y 2 (x2 − y 2 ) + z 2 (y 2 − x2 ) (z − y 2 ) + (x2 − y 2 ) + (y 2 − z 2 )
1
xdx + ydy + zdz x
dx + y1 dy + z1 dz
=
0 0
1 1 1
Hence xdx + ydy + zdz = 0 and x dx + y dy + z dz = 0. By integration, we get
Z Z Z
xdx + ydy + zdz = x2 + y 2 + z 2 = c1 and

1 1 1
Z Z
dx + dy + dz = ln x + ln y + ln z ≡ ln xyz = c2 ⇔ xyz = ec2 = c3
x y z
The general solution is
φ(x2 + y 2 + z 2 , xyz) = 0
Example 25. Find the general solution of
y2z
p + xzq = y 2
x
The subsidiary equations are
xdx dy dz
2
= = 2 (∗)
y z xz y
xdx dy
Z Z
= ⇒ x2 dx = y 2 dy ⇒ 2
x dx = y 2 dy ⇔ x3 − y 3 = c1
y2z xz
xdx dz xdx
Z Z
2
= 2 ⇔ = dz ⇔ xdx = zdz ⇒ xdx = zdz ⇔ x2 − y 2 = c2
y z y z
Hence the general solution is
φ(x3 − y 3 , x2 − y 2 ) = 0

Problem 2.3: Solve the following equations

a) (mz − ny)p + (nx − lz)q = ly − mx.

b) (y + z)p + (z + x)q = x + y.

c) p tan x + q tan y = tan z.

d) (y − z)p + (z − x)q = x − y.

e) x(y − z)p + y(z − x)q = z(x − y).

f) (2z − y)p + (x + z)q + 2x + y = 0.

31
2.4 METHOD OF SOLVING 1st ORDER PDEs
∂z ∂z
The PDE of the 1st order can be written as F (x, y, z, p, q) = 0, where p = ∂x and q = ∂y
. We
shall see some standard forms of such equations and solve them by spacial methods.

2.4.1 Type 1. F (p, q) = 0

If the PDE contains p and q only, then suppose that z = ax + by + c is a solution of the equation
F (p, q) = 0.

∂z ∂z
Then p = ∂x
= a and q = ∂y
=b

After substituting these in a given PDE, then we obtain F (a, b) = 0. Hence the complete
solution of a given PDE is z = ax + by + c, where F (a, b) = 0. Solving for b from F (a, b) = 0,
we get b = φ(a).

Then z = ax + φ(a)y + c is a complete integral of a given PDE, since it contains two

arbitrary constants.

∂z
Singular integral is obtained by eliminating a and c from z = ax + φ(a)y + c as ∂a
= 0 = x and
∂z
∂c
=0=1

This last equation being absurd, there is no singular integral for a given PDE.
For finding the general solution, put c = f (a), f being arbitrary then
(
z = ax + φ(a)y + f (a)
∂z
∂a
= 0 = a + φ0 (a)y + f 0 (a)

For eliminating a from this above system, then we obtain the general solution.

Example 26. Solve this PDE p2 + q 2 = npq

solution: The solution of this PDE is z = ax + by + c subject to a2 + b2 = nab.

Solving for b, we get √
na ± n2 a2 − 4a2 ah √ i
b= = n ± n2 − 4
2 2
Hence the complete solution is
ah √ i
z = ax + n ± n2 − 4 y + c
2
∂z
As ∂c
= 0 = 1 which is abxurd, then there is no singular solution

For finding the general solution, put c = f (a), f being arbitrary. Then

a
 √ 
2
z = ax + 2 n ± n − 4 y + f (a)


 √
n ± n2 − 4 y + f 0 (a)
 ∂z 1
 
∂a
=0=a+ 2

Eliminating a between above system, then we obtain the general solution of a given PDE.

32
2.4.2 Type 2. Clairaut’s form z = px + qy + f (p, q)
Suppose that the given PDE is of the form
z = px + qy + f (p, q) (29)
. Its complete solution is
z = ax + by + f (a, b) (30)
, where a and b are arbitrary constants.

Differentiate equation (??) partially with respect to a and b, we get


∂z ∂f
 ∂a = x + ∂a = 0

(31)
∂f

 ∂z
∂b
=y+ ∂b
=0
By eliminating a and b from (??) and (??), we get the singular solution of (??).

Taking b = φ(a), (??) becomes

z = ax + φ(a)y + f (a, φ(a)) (32)
Differentiate (??) partial with respect to a, we get
∂z
= 0 = x + φ0 (a)y + f 0 (a, φ(a)) (33)
∂a
Eliminating a between (??) and (??) then we obtain the general solution of a given PDE.
Example 27. Solve this PDE z = px + qy + p2 q 2 .

Solution: Thsi is Clairaut’s form. The complete solution of this PDE is z = ax + by + a2 b2 .

Differentiate z = ax + by + a2 b2 with respect to a and b, we get
 
∂z 2 2
 ∂a
 = 0 = x + 2ab and x = −2ab and

←→

 ∂z 2

= 0 = y + 2a b y = −2a2 b

∂b
x y 1
= = −2ab = −→ a = ky ∧ b = kx
b a k
−1
x = −2ab2 = −2k 3 yx2 −→ k 3 =
2xy
z = ax + by + a b ⇔ z = kxy + kxy + k 4 x2 y 2
2 2
 
2 2 −1 k 3
z = 2kxy + kx y = 2kxy − xy = kxy
2xy 2 2
 
27 27 −1 27
z 3 = k 3 x3 y 3 = x3 y 3 = − x2 y 2
8 7 2xy 16
3 2 2
Thus, 16z + 27x y = 0 is a singular solution. Taking b = φ(a), the solution of the given PDE
becomes
z = ax + φ(a)y + a2 [φ(a)]2 , (∗)
Differentiate (*) partially with respect to a, we get
∂z
= 0 = x + φ0 (a)y + 2a[φ(a)]2 + 2a2 φ0 (a) (∗∗)
∂a
Eliminating between (*) and (**), then we obtain the general solution of a given PDE

33
2.4.3 Type 3.
Cases 1. F (z, p, q) = 0

This PDE form not containing x and y explicitily. As a trial solution, assume that z is a
function of u = x + ay, where a is an arbitrary constant.

z = f (u) = f (x + ay)

∂z dz ∂u dz dz
p= = . = .1 =
∂x du ∂x du du
∂z dy ∂u dz dz
q= = . = .a = a
∂y du ∂y du du
dz adz


substituting these values of p and q in F (z, p, q) = 0, we obtain F z, du , du = 0 which is an
dz dz
ardinary differential equation of the 1st order. Solving for du we obtain du = φ(z, a).

dz dz
Z
= du ⇔ = u + c ⇒ f (z, a) = u + c = x + ay + c
φ(z, a) φ(z, a)

f (z, a) = x + ay + c this is the complete integral. The singular and general integrals are
found out as usual.

Case 2. F (x, p, q) = 0 Since z is a function of x and y, then

∂z ∂z
dz = dx + dy = pdx + qdy
∂x ∂y

Assume that q = a, then the equaton becomes F (x, p, a) = 0. Solving for p, we obtain
Z Z Z
p = Φ(x, a) ⇒ dz = Φ(x, a)dx + ady ⇒ dz + Φ(x, a)dx + ady ⇔ z = f (x, a) + ay + c

Thus, z = f (x, a) + ay + c. Is a complete integral of a given PDE since it contains two

arbitrary constants a and c.

Case 3. F (y, p, q) = 0

Since z is a function of x and y, then

∂z ∂z
dz = dx + dy = pdx + qdy
∂x ∂y

Assume that p = a, then the equation becomes F (y, a, q) = 0. Solving for q, we obtain
Z Z Z
q = Φ(y, a) ⇒ dz = adx + Φ(y, a)dy ⇒ dz = adx + Φ(y, a)dy ⇔ z = ax + f (y, a) + c

Thus, z = ax + f (y, a) + c Is a complete ingegral of given PDE since it contains two

arbitrary constants a and c.

Example 28. Solve the following PDEs

a) p(1 + q) = qz

34
b) q = px + p2

c) pq = y

Solutions:

a) p(1 + q) = qz. Assume

dz dz
u = x + ay, p = ∧ q=a
du du
Substituting these values of p and q in a given PDE, we obtain
 
dz dz dz
1+a =a z
du du du
 
dz dz dz dz adz 1
Z Z
1+a = a z ⇔ 1+a = az ⇒ adz = (az−1)du ⇒ = du ⇔ ln(az−1) = u+c
du du du du (az − 1) a
1 1
ln(az − 1) = (x + ay) + c = x + y + c
a a
x
ln(az − 1) = a + ay + c, this is the complete integral. The singular and general integrals
are found out as usual.

b) q = px + p2 . Assume that q = a = constant, then the equation becomes

√
2 2 −x ± x2 + 4a
a = px + p ⇔ p + px − a = 0 ⇔ p =
2
Since √ !
−x ± x2 + 4a
dz = pdx + qdy = dx + ady = 0
2
√ !
−x ± x2 + 4a −x2 1 √ 2
Z Z Z Z
dz = dx + ady ⇒ z = ± x + 4adx + ay + b
2 4 2
x√ 2
   
−x 1 −1 x
z= ± 2 arcsin h √ + x + 4a + ay + b
4 2 2 2 2
This is the complete integral. The singular and general integrals are found out as usual.

c) pq = y. Assume that p = a = constant, then the equation becomes

y
aq = y ⇒ q =
a
Since dz = pdx + qdy = adx + ay dy

y y2
Z Z Z
dz = adx + dy ⇒ z = ax + +b
a 2a
y 2
So z = ax + 2a + b. This is the complete integral. The singular and general intergals are
found out as usual.

35
2.4.4 Type 4. Separation of equations
We say that a 1st order PDE is separable if it can be written as f (x, p) = φ(y, q). If these two
functions are equally then we assume that are constants, means that f (x, p) = φ(y, q) = a.

Solving for p and q, we get p = f1 (x, a) and q = f2 (y, a)

∂z ∂z
dz = dx + dy
∂x ∂y
Hence,
dz = pdx + qdy = f1 (x, a)dx + f2 (y, a)dy
Z Z Z Z Z
dz = f1 (x, a)dx + f2 (y, a)dy ⇒ z = f1 (x, a)dx + f2 (y, a)dy + b

This expression contains two arbitrary constants and hence it is the complete integral. The
singular and general integrals are found out as usual.
Example 29. Solve the following PDEs p2 y(1 + x2 ) = qx2 .

Solution: This equation is separable PDE

(1 + x2 ) q
p2 2
= =a
x y
√
2 (1 + x2 ) x a
p =a⇒p= √
x2 1 + x2
q
= a ⇒ q = ay
y
Hence,
√
x a √ x
Z Z Z
dz = pdx + qdy = √ dx + aydy ⇒ dz = a √ dx + a ydy
1 + x2 1 + x2
p 1
z = a(1 + x2 ) + ay 2 + b
2
This is the complete integral.
Differentiating partially with respect to b , we find that there is no singular integral.

2.4.5 Type 5. Equation reducible to standard forms

Many non-linear PDEs of 1st order do not fall under any of the four standard types discussed so
far. However, in some cases, it is possible to transform the given PDE into one of the standard
types by change the variables.

Case 1. F (xm p, y n q) = 0 ∀m, n are constants.

This type of PDE can be transform into an equation ot the 1st type. By putting x1−m = X
and y 1−n = Y , where m 6= 1 and n 6= 1, we get
∂z ∂z dX ∂z
p= = = (1 − m)x−m = (1 − m)x−m P
∂x ∂X dx ∂X

∂z ∂z dX ∂z
q= = = (1 − n)x−n = (1 − n)x−n Q
∂y ∂Y dx ∂Y

36
 ∂z ∂z
Where P = ∂X
and Q = ∂Y
.

Hence the equation reduces to F ((1 − m)P, (1 − n)Q) = 0, which is of the form f (P, Q) = 0.

Case 2. F (xm p, y n q, z) = 0, ∀m, n are constants. This type of PDE can be transform into
standard form. By putting x1−m = X and y 1−n = Y , where m 6= 1 and n 6= 1, we get
f (P, Q, z) = 0.

Case 3. For 1st and 2rd cases ∀m = n = 1

If m = 1, put X = ln x and n = 1, put and Y = ln y, we get

∂z ∂z dX 1 ∂z 1
p= = = =P ⇒ px = P
∂x ∂X dx x ∂X x
∂z ∂z dY 1 ∂z 1
q= = = =Q ⇒ qy = Q
∂y ∂Y dy y ∂Y y

Case 4. F (z k p, z k q) = 0, ∀k is constant.

This type of PDE can be transform into an equation of the 1st order by proper substitu-
tion

If k 6= −1, put Z = z k+1 , then

∂Z ∂z P
P = = (k + 1)z k = (k + 1)z k p ⇒ = zk p
∂x ∂x k+1
and
∂Z ∂z Q
Q= = (k + 1)z k = (k + 1)z k q ⇒ = zk q
∂y ∂y k+1
Hence the equation reduces to
 
1 1
f P, Q = 0,
k+1 k+1

which is of the form f (P, Q) = 0.

If k = −1, put Z = ln z, then

∂Z 1 ∂z 1 ∂Z ∂z 1
P = = = p and Q = = q
∂x z ∂x z ∂y ∂y z

Hence the equation reduces to F ( z1 p, z1 q) = 0, which is of the form f (P, Q) = 0.

Case 5. F (xm z k p, y n z k q) = 0, ∀k is constant.

It may be transformed into the standard type f (P, Q) = 0 by putting x1−m = X, y 1−n = Y
and Z = z k+1 , if m 6= 1, n 6= 1 and k 6= 1 or by putting X = ln x, Y = ln y, Z = ln z and
k = −1.
Example 30. Solve the following PDEs

a) x2 p2 + y 2 q 2 = z 2

37
b) z 2 (p2 + q 2 ) = x2 + y 2

Solutions: a) x2 p2 + y 2 q 2 = z 2

This equation is not in any of the four standard types. But this is reducible to one of the
standard types by proper substitution of the variables.
 xp 2  yq 2
x2 p2 + y 2 q 2 = z 2 ←→ + =1
z z
This is of the form explained in case 5, where m = 1, n = 1 and k = −1. Then put X =
ln x, Y = ln y, Z = ln z. Then
∂Z ∂Z ∂z ∂x 1 ∂Z qy
P = = . . = .p.x and Q= =
∂X ∂z ∂x ∂X z ∂Y z
The equation reduces to P 2 + Q2 = 1
√
The complete solutios is z = aX + bY + c, where a2 + b2 = 1 ⇒ b = 1 − a2 .

This means that

√ √
1−a2 ln y+c
ln z = a ln x + 1 − a2 ln y + c ⇒ z = ea ln x+

b) z 2 (p2 + q 2 ) = x2 + y 2 ⇔ (zp)2 + (zq)2 = x2 + y 2

Put Z = z 2 , then
∂Z ∂Z ∂z ∂x ∂Z ∂z ∂y
P = = . . = 2z.p and Q= . = 2z.q
∂x ∂z ∂x ∂x ∂z ∂x ∂y

The equaton reduces to P 2 + Q2 = 4(x2 + y 2 )

 √
2
P = 4a + 4x

P 2 − 4x2 = 4y 2 − Q2 = 4a
 p
Q= 4y 2 − 4a


√ p
dZ = P dx + Qdy = 2 a + x2 dx + 2 y 2 − ady
Z Z Z Z √ Z p
Z= dZ = P dx + Qdy = 2 a + x dx + 2 y 2 − ady
2

x√
 
a −1 x yp 2 a 1 y
Z=2 a + x + sinh √ +
2 y − a − cosh √ + b
2 2 a 2 2 a
√ x p y
Z = x a + x2 + a sinh−1 √ + y y 2 − a − a cosh−1 √ + b
a a

38
 EXERCISES 2.1

1. Solve the following equations:

p
a) p2 + q 2 = npq b) z = px + qy + 1 + p2 q 2 c) z = px + qy + p2 q 2

d) z = px + qy + p2 − q 2 e) p = 2qx f ) 9(p2 z + q 2 ) = 4 g) z = p2 + q 2

h) p2 + q 2 = x + y i)p − x2 = q + y 2 j) 2x4 p2 − yzq − 3z 2 = 0

2. Find the general solution of the following PDEs

√ √ √
a) px2 + qy 2 = (x + y)z b) p x + q y = z c) px2 − qy 2 = z 2 d) px + qy = nz

3. Form the PDE by eliminating the arbitrary constants:

n n x2 a
a) z = ax + by b) z = a (x + ln y) − −b c)z = ax + by + −b
2 b
4. Obtain PDEs by eliminating the arbitrary functions:

a) xyz = f (x + y + z) b)z = f (2x + y) + g(3x − y) c) z = ey f (x + y)

∂2u ∂2u
5. SHow that the PDE ∂x2
− ∂y 2
= 2u
x
satisfied by u = x1 f (y − x) + f 0 (y − x) where f is an
arbitrary function.

∂2z ∂2z
6. If z = f (x + iy) + F (x − iy), prove that ∂x2
+ ∂y 2
= 0, where f and F are arbitrary
functions.

∂2u 2
7. If u = f (x2 + y) + F (x2 − y), show that ∂x2
− x1 . ∂u
∂x
− 4x2 ∂∂yu = 0

39
2.5 LINEAR HOMOGENEOUS PARTIAL DIFFERENTIAL EQUA-
TIONS OF SECOND ORDER WITH CONSTANT COEFFI-
CIENTS.
Homogeneous Equations

Let
∂ ∂ ∂i ∂i
Dx = , Dy = , Dxi = , Dyi = .
∂x ∂y ∂xi ∂y i
We are looking for solving equation of the type
∂ 2u ∂ 2u ∂ 2u
+ k1 + k2 =0 (34)
∂x2 ∂x∂y ∂y 2
where k1 and k2 are constants. Then (??) can be written as
(Dx2 + k1 Dx Dy + k2 Dy2 )u = 0 or F (Dx , Dy )u = 0 (35)
The auxiliary equation of (??) is
Dx2 + k1 Dx Dy + k2 Dy2 = 0
Let the roots of this equation be m1 and m2 , that is, Dx = m1 Dy, Dx = m2 Dy
(Dx − m1 Dy)(Dx − m2 Dy )u = 0 (36)
This implies (Dx − m2 Dy )u = 0 or p − m2 q = 0.

dx dy du
The auxiliary system of equations for p − m2 q = 0 is the type 1
= −m2
= 0
. This gives
us −m2 dx = dy or y + m2 x = c and u = c1 = ϕ(c).

Thus, u = ϕ(y + m2 x) is a solution of (??). From (??) we also have (Dx − m1 DY )u = 0

or p − m1 q = 0

Its auxiliary systen of equations is

dx dy du
= =
1 −m1 0
This gives −m1 dx = dy or m1 x + y = c1 and so u = Ψ(y + m1 x) is a solution of (??). Therefore
u = ϕ(y + m2 x) + Ψ(y + m1 x) is the complete solution of (??).
If the roots are equal (m1 = m2 ) then Equation (??) is equivalent to
(Dx − m1 Dy )2 u = 0
Putting (Dx − m1 Dy )u = z gives (Dx − m1 Dy )u = ϕ(y + m1 x) or p − m1 q = ϕ(y + m1 x). Its
auxiliary system of equations is
dx dy du
= =
1 −m1 ϕ(y + m1 x)
which gives y + m1 x = a and u + xϕ(a) + b.

The complete solution in this case is

u = xϕ(y + m1 x) + Ψ(y + m1 x)

40
Example 31. Find the solution of the equation

∂ 2u ∂ 2u
− =0
∂x2 ∂y 2
Solution: In the terminology introduced above this equation can be written as

(Dx2 − Dy2 )u = 0 or (Dx − Dy )(Dx + Dy )u = 0

Its auxiliary equation is

(Dx − Dy )(Dx + Dy ) = 0, that is, Dx − Dy = 0 or Dx = −Dy .

That is p = q or p = −q, p − q = 0 or p + q = 0. Auxiliary system of equations for p − q = 0

is
dx dy du
= = .
1 −1 0
This gives x + y = c.

The auxiliary system for p + q = 0 is

dx dy du
= = .
1 1 0
This gives x − y = c1 .

The complete solution is

u = ϕ(x + y) + Ψ(x − y) where ϕ and Ψ are arbitrary functions.

Non-homogeneous Partial Differential Equations of the second-order

Equations of the type

∂ 2u ∂ 2u ∂ 2u
+ k1 + k2 = f (x, y) (37)
∂x2 ∂x∂y ∂y 2
are called non-homogeneous partial differential equations of the second- order with constant
coefficients. Let uc be the general solution of

∂ 2u ∂ 2u ∂ 2u
+ k1 + k2 =0 (38)
∂x2 ∂x∂y ∂y 2

and let up be a particular solution of (??). We have discussed the method for finding the gen-
eral solution (Complementary function) of (??). The method of undertermined coefficients for
ordinary differential equations is applicable in finding particular solution of partial differential
equations of the type (??).

Let f (Dx , Dy ) be a linear partial differential operator with constant coefficients, then
corresponding inverse operator is defined as
1
.
f (Dx , Dy )

41
The following results hold
1
f (Dx , Dy ) ϕ(x, y) = ϕ(x, y)
f (Dx , Dy )

 
1 1 1
ϕ(x, y) = ϕ(x, y)
f1 (Dx , Dy )f2 (Dx , Dy ) f1 (Dx , Dy ) f2 (Dx , Dy )
 
1 1
= ϕ(x, y)
f2 (Dx , Dy ) f1 (Dx , Dy )

1 1 1
[αϕ1 (x, y) + βϕ2 (x, y)] = α ϕ1 (x, y) + β ϕ2 (x, y)
f (Dx , Dy ) f (Dx , Dy ) f (Dx , Dy )

1 1
eax+by = = eax+by , f (a, b) 6= 0
f (Dx , Dy ) f (a, b)

f (Dx , Dy )ϕ(x, y)eax+by = eax+by f (Dx + a, Dy + b)ϕ(x, y)

1 1
ϕ(x, y)eax+by = eax+by ϕ(x, y)
f (Dx , Dy ) f (Dx + a, Dy + b)
1 1
= eax eby ϕ(x, y) = eby eax ϕ(x, y)
f (Dx + a, Dy ) f (Dx , Dy + b)

f (Dx2 , Dy2 ) cos(ax + by) = f (−a2 , −b2 ) cos(ax + by)

1 1
= cos(ax + by)
f (Dx2 , Dy2 ) cos(ax + by) f (−a2 , −b2 )

f (Dx2 , Dy2 ) sin(ax + by) = f (−a2 , −b2 ) sin(ax + by)

1 1
= sin(ax + by)
f (Dx2 , Dy2 ) sin(ax + by) f (−a2 , −b2 )

When ϕ(x, y) is any function of x and y, we have resolve f (Dx1,Dy ) into partial fractions treating
f (Dx , Dy ) as a function of Dx alone and operate each partial fraction on ϕ(x, y), remembering
that
1
Z
= ϕ(x, y) = ϕ(x, c − mx)dx
Dx − mDy
where c is replaced by y + mx after integration.

Example 32. Find the particular solution of the following partial differential equations

∂ 2u ∂ 2u ∂u ∂ 2 u ∂u
i) 3 2
+ 4 − = ex−3y ii) 3 − = ex sin(x + y)
∂x ∂x∂y ∂y ∂x2 ∂y

42
Solurions: i) The equation can be written as

(3Dx2 + 4Dx Dy − Dy )u = ex−3y

1
up = ex−3y
3Dx2 + 4Dx Dy − Dy
1
= ex−3y
3 + 4(−3) − (−3)
1
= − ex−3y
6

ii) The equation can be written as

(3Dx2 − Dy )u = ex sin(x + y)
1
up = 2
ex sin(x + y)
2Dx − Dy
1
= ex sin(x + y)
(3(Dx + 1)2 − Dy )
1
= ex sin(x + y)
(3Dx2 + 6Dx + 3 − Dy )
1
= ex sin(x + y)
3(−1) + 6Dx + 3 − Dy
 
x 1
= e sin(x + y)
6Dx − Dy
6Dx + Dy
= ex sin(x + y)
36Dx2 − Dy2
7 cos(x + y)
= ex
−35
1
= − ex cos(x + y).
5

Example 33. Solve the partial differential equation

∂ 2u 2
2∂ u
− c = e−x sin t
∂t2 ∂x2
Solurion: The equation can be written as (Dt2 − c2 Dx2 )u = e−x sin t. The particular solution is
1
up = e−x sin t
Dt2 − c2 Dx2
1 1
= e−x sin t = e−x
Dt2 − c2 (D x − 1)) −1 − c2
1
= − e−x sin t
c2 +1

43
By proceeding on the lines of the solution of Example, we got
uc = ϕ(x − ct) + Ψ(x + ct)
1
u(x, t) = ϕ(x − ct) + Ψ(x + ct) − sin t
+1 c2
The solution uc is known as the d’ Alembert’s solution of the wave equation
∂ 2u 2
2∂ u
− c =0
∂t2 ∂x2

2.6 CLASSIFICATION OF SECOND ORDER LINEAR PARTIAL

DIFFERENTIAL EQUATIONS
A partial differential equation is said to be linear if the unknown function u(., .) and all its
partial derivatives appear in an algebraically linear form, ’that is, of the first degree. For
example the equation
Auxx + 2Buxy + Cuyy + Dux + Euy + F u = f (39)
where the coefficients A,B,C,D,E and F and the function f are functions of x and y, is a
second-order linear partial differential equation in the unknown u(x, y). Left hand side
of (??) can be abbreviated by Lu, where u has continuous partial derivatives of upto second
order.

If u is a function having continuous partial derivatives of appropriate order, say n then a

partial derivative can be written as Lu = f where L is a differential operator, that is, L carries
u to the sum of scalar multiplications of its partial derivatives of different order. An operator
L is called linear differential operator if
L(αu + βv) = αLu + βLv
where α and β are scalars and u and v are any functions with continuous partial derivatives of
appropriate order. A partial differential equation is called homogeneous if Lu = 0, that is, f
on the right hand side of a partial differential equation is zero, say f = 0 in (??). The partial
differential equation is callednon-homogeneous if f 6= 0.

Example 34. a) (x + 2y)ux + x2 uy = sin(x2 + y 2 ) is a non-homogeneous partial differential

equation of first-order.

b) (x + 2y)ux + x2 uy = 0 is s homogeneous linear partial differential equation of first-order.

c) xuxx + yuxy + uyy = sin x s a homogeneous linear partial differential equation of second-
order.
For f = 0 in Equation (??), the most general form of a second order homogeneous equation
Auxx + 2Buxy + Cuyy + Dux + Euy + F u = 0 (40)
For a correspondence of this equation with an algebraic quadratic equation, we replace ux by
α, uy by β, uxx by α2 , uxy by αβ, and uyy by β 2 . The left hand side of Equation (??) reduces
to a second degree polynomial in α and β.
P (α, β) = Aα2 + 2Bαβ + Cβ 2 + Dα + Eβ + F = 0 (41)

44
It is known from analytical geometry and algebra that the polynomial equation P (α, β) = 0
represents a hyperbola, parabola, or ellipse according as its discriminant. B 2 − AC is positive,
zero, or negative. Thus, the partial differential equation (??) is classified as hyperbolic,
parabolic, or elliptic according as the quantity

B 2 − AC > 0, B 2 − AC = 0, or B 2 − AC < 0.

The equation

Au2x + 2Buxy + Cu2y = 0 (42)

is called the characteric equation of the partial differential equation (??). Solutions of (??)
are called the characterics.

Example 35. Examine whether the following partial differential equations are hyperbolic, parabolic,
or elliptic.

∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u
(i) + x +4=0 (ii) + y =0 (iii) y 2 − =0
∂x2 ∂y 2 ∂x2 ∂y 2 ∂x2 ∂y 2

(iv) uxx + x2 uyy = 0 (v) xuxx + 2xuxy + yuyy = 0

Solutions: (i)

A = 1, C = x, B = 0 then B 2 − AC = 0 − x < 0 for x > 0

Thus the equation is elliptic if x > 0, is Hyperbolic if x < 0 and it is parabola if x = 0.

(ii)
A = 1, B = 0, c = y B 2 − AC = 0 − y > 0 if y < 0,
and so the equation is hyperbolic if y < 0. It is parabola if y = 0 and it is elliptic if y > 0.

(iii)
A = y 2 , B = 0, C = −1. Then B 2 − AC = y 2 > 0 ∀y.
Therefore the equation is hyperbolic.

(iv)
A = 1, B = 0, C = x2 . Then B 2 − AC = 0 − x2 < 0 ∀x.
The equation is elliptic.

(v)

A = x, B = x, C = y. Then B 2 − AC = x2 − xy = x(x − y) > 0 for x > 0 x > y

In this case the equation is barabolic: B 2 − AC = 0 if x = y. For this equation is elliptic:

B 2 − Ac < 0 ifx > y and x < 0 or if x < y and x > 0. In the case the equation is ehyperbolic.
B 2 − AC > 0 : if x > 0 and x > y.

45
 EXERCISES 2.2

Write down the order and degree of partial differential equations in problems 1 − 5.
 3  2  3
∂u ∂u 2 ∂ 2u ∂u ∂u ∂u ∂u ∂u ∂u ∂u
1. + = u 2. 2
= 3. + = 0 4. + 100 = 0 5. + =0
∂x ∂y ∂x ∂t ∂x ∂y ∂t ∂x ∂x ∂y

6. Verify that the functions u(x, y) = x2 − y 2 and u(x, y) = ex sin y are solutions of the equation

∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2

7. Let u = f (x, y), where f is an arbitrary differentiable function. Show that u satisfies the
equation
xux − yuy = 0
Examine whether cos(xy), exy and (xy)3 are solutions of this partial differential equation.

Classify the following partial differential equations as hyperbolic, parabolic, or elliptic. From 8
to 12.

8. 4uxx − 7uxy + 3uyy = 0 9. 4uxx − 8uxy + 4uyy = 0 10. a2 uxx + 2auxy + uyy = 0 a 6= 0

∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u
11. 4 − 12 + 9 =0 12. 8 − 2 − 3 =0
∂t2 ∂x∂t ∂x2 ∂x2 ∂x∂y ∂y 2
For what values of x and y are the following partial differential equations hyperbolic, parabolic,
or elliptic?

13. uxx + 2xuxy + (1 − y)uyy = 0 14. (1 − y 2 )uxx + (1 + x2 )uyy = 0

15. uxx + x2 uyy = 0 16. uxx − 2 sin(x)uxy − cos2 (x)uy = 0

17. Solve the general solution of

2ux − 3uy = cos x
18. Solve
ux + ex uy = y, u(0, y) = 1 + y
Find the complete solution of the equations in problem 19 − 25

19. p = (u + qy)2 20. 2(u + xp + yq) = yp2 21. u2 = pqxy 22. xp + 3yq = 2(u − x2 q 2 )

23. pq = 1 24. p2 y(1 + x2 ) = qx2 25 u = p2 − q 2 26. p2 q 2 + x2 y 2 = x2 q 2 (x2 − y 2 )

Solve partial differential equations of problems 27 to 31.

∂ 2u ∂u ∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂u
27. 2
+ 12 +2=0 28. 4 − 16 + 15 =0 29. 3 + 4 − =0
∂x ∂x ∂x2 ∂x∂y ∂y 2 ∂x 2 ∂x∂y ∂y
∂ 2 u ∂u ∂ 2u ∂u ∂u ∂ 2u
30. 3 − + 2 = sin(ax + by) 31. 3 − 2 − 5 = 3x + y + ex−y
∂x2 ∂y ∂x2 ∂x ∂y ∂y 2

46
2.7 SOLUTIONS OF ONE–DIMENSIONAL WAVE EQUATION,
ONE-DIMENSIONAL HEAT EQUATION
2.7.1 The Heat Equation
For a material of constant density ρ, constant specific heat µ and constant thermal conductivity
K, the partial differential equation governing the temperature u at any location (x, y, z) and
any time t is
∂u K
= k 52 u, where k = (43)
∂t µρ
Example 36. Heat is conducted along a thin homogeneous bar extending from x = 0 to x = L.
There is no heat loss from the sides of the bar. The two ends of the bar are maintained at
temperatures T1 (at x = 0) and T2 (at x = L). The initial temperature throughout the bar at
the cross-section x is f (x).

Find the temperature at any point in the bar at any subsequent time.

The partial differential equation governing the temperature u(x, t) in the bar is

∂u ∂ 2u
=k 2 Parabolic
∂t ∂x
together with the boundary conditions u(0, t) = T1 and u(L, t) = T2 and the initial condition
u(x, 0) = f (x).

Note that if an end of the bar is insulated, instead of being maintained at a constant tem-
perature, then the boundary condition change to
∂u ∂u
(0, t) = 0 or (L, t) = 0.
∂t ∂t
Attempt a solution by the method of separation of variables.

u(x, t) = X(x)T (t)

T0 X 00
⇒ XT 0 = kX 00 T ⇒ =k =c
T X
Again, when a function of t only equals a function of x only, both functions must equal the same
absolute constant. Unfortunately, the two boundary conditions cannot both be satisfied unless
T1 = T2 = 0. Therefore we need to treat this more general case as a perturbation of the simpler
(T1 = T2 = 0) case.

Let u(x, t) = v(x, t) + g(x). Substitute this into the PDE:

∂2 ∂ 2v
 
∂ ∂v 00
(v(x, t) + g(x)) = k 2 (v(x, t) + g(x)) ⇒ =k + g (x)
∂t ∂x ∂t ∂x2

This is the standard heat PDE for v if we choose g such that g 00 (x) = 0. g(x) must therefore be
a linear function of x.

We want the perturbation function g(x) to be such that u(0, t) = T1 , u(L, t) = T2 and

47
v(0, t) = V (L, t) = 0. Therefore g(x) must be the linear function for which g(0) = T1 and
g(L) = T2 . It follows that  
T2 − T1
g(x) = x + T1
L
and we now have the simpler problem
∂v ∂ 2v
=k 2
∂t ∂x
together with the boundary conditions v(0, t) = v(L, t) = 0 and the initial condition v(x, 0) =
f (x) − g(x)

Now try separation of variables on

v(x, t) : v(x, t) = X(x)T (t)

1 T0 X 00
⇒ XT 0 = kX 00 T ⇒ = =c
kT X
But v(0, t) = v(x, t) = 0 ⇒ X(0) = X(L) = 0

This requires c to be a negative constant, say –λ2 . The solution is very similar to that for
the wave equation on a finite string with fixed ends (section 4.3).

The eigenvalues are

nπ
λ=
L
and the corresponding eigenfunctions are any non-zero constant multiples of
 nπx 
Xn (x) = sin
L
Example 37. Continued; the ODE for T (t) becomes
 nπ 
T0 + kT = 0
L
whose general solution is
2 π 2 kt/L2
Tn (t) = cn e−n
Therefore  2 2 
 nπx  n π kt
vn (x, t) = Xn (x)Tn (t) = cn sin exp −
L L2
nπx


If the initial temperature destribution f (x) − g(x) is a simple multiple of sin L
for some
integer n, then the solution for v is just
 πx   2 2 
n π kt
v(x, t) = cn sin exp −
L L2
Otherwise, we must attempt a superposition of solutions.
∞  nπx   2 2 
X n π kt
v(x, t) = cn sin exp −
n=1
L L2

such that ∞
X  nπx 
v(x, 0) = cn sin = f (x) − g(x).
n=1
L

48
The Fourier sine series coefficients are
2 L  nπx 
Z
cn = (f (z) − g(z)) sin dz
L 0 L
so that the complete solution for v(x, t) is
∞ Z L    nπx    2 2 
2X T2 − T1  nπx  n π kt
v(x, t) = f (z) − − T1 sin dz sin exp −
L n=1 0 L L L L2

and the complete solution for u(x, t) is

 
T2 − T1
u(x, t) = v(x, t) + x + T1
L
Note how this solution can be partitioned into a transient part v(x, t) (which decays to zero
as t increases) and a steady-state part g(x) which is the limiting value that the temperature
distribution approaches.
As a specific example, let k = 9, T1 = 100, T2 = 200, L = 2 and f (x) = 145x2 − 240x + 100,
( for which f (0) = 100, f (2) = 200 and f (x) > 0 ∀x).
200 − 100
g(x) = x + 100 = 50x + 100
2
Then the Fourier sine series coefficients are

Z 2  nπz 
145z 2 − 240z + 100) − (50z + 100) sin


cn = dz
0 2
Z 2  nπz 
⇒ cn = 145 (z 2 − 2z) sin dz
0 2

2 16
  nπz  8(z − 1)  nπz z=2
2
⇒ cn = 145 −z + 2z) + cos + sin
nπ (nπ)3 2 (nπ)2 2 z=0

2 16
  nπz  8(z − 1)  nπz  z=2

⇒ cn = 145 z(2 − z) + cos + sin
nπ (nπ)3 2 (nπ)2 2 z=0

2320
⇒ cn = 3
((−1)n − 1)
(nπ)

49
The complete solution is
∞
1 − (−1)3 9n2 π 2 t
   
2320 X  nπx 
u(x, t) = 50x + 100 − 3 sin exp −
π n=1 n3 2 4

The steady state distribution is nearly attained in much less than a second!

2.7.2 Wave Equation

The wave equation:
∂ 2u
= c2 52 u (44)
∂t2
or its one-dimensional special case
∂ 2u 2
2∂ u
= c
∂t2 ∂x2
which is hyperbolic everywhere (where u is the displacement and c is the speed of the wave).

50
The heat (or diffusion) equation:

∂u
µρ = K 52 u + 5v Kg 5v u
∂t
a one-dimensional special case of which is

∂u K ∂ 2u
=
∂t µρ ∂x2

which is parabolic everywhere (where u is the temperature, µ is the specific heat of the medium,
ρ is the density and K is the thermal conductivity).

The potential (or Laplace’s) equation:

52 u = 0 (45)

a special case of which is

∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2
which is elliptic everywhere. The complete solution of a PDE requires additional information,
in the form of initial conditions (values of the dependent variable and its first partial derivatives
at t = 0), boundary conditions (values of the dependent variable on the boundary of the domain)
or some combination of these condition.

d’Alembert Solution

Example 38. Show that

f (x + ct) + f (x − ct)
y(x, t) =
2
is a solution to the wave equation
∂ 2y 1 ∂ 2y
− =0
∂x2 c2 ∂t2
∂
with initial conditions y(x, 0) = f (x) and ∂t y(x, t) t=0 = 0 for any twice differentiable function
f (x).

f (r) + f (s)
Let r = x + ct and s = x − ct, then y(r, s) = and
2

51
 ∂y ∂y ∂r ∂y ∂s 1
= + = [f 0 (r) + f 0 (s)] ,
∂x ∂r ∂x ∂s ∂x 2
∂ 2y
     
∂ ∂y ∂ ∂y ∂r ∂ ∂y ∂s 1 00
2
= = + = [f (r) + f 00 (s)] ,
∂x ∂x ∂x ∂r ∂x ∂x ∂s ∂x ∂x 2
∂y ∂y ∂r ∂y ∂s 1
= + = [cf 0 r − cf 0 s] ,
∂t ∂r ∂t ∂s ∂t 2
∂ 2y
   
∂ ∂y ∂r ∂ ∂y ∂s 1  2 00 2 00

= + = c f (r) + c f s ,
∂t2 ∂r ∂t ∂t ∂s ∂t ∂t 2
∂ 2y 1 ∂ 2y 1 00 00 1 2 00 2 00


⇒ − = (f (r) + f (s)) − c f (r) + c f (s) = 0.
∂x2 c2 ∂t2 2 2c2

Therefore y(x, t) = f (x+ct)+f

2
(x−ct)
is a solution to the wave equation for all twice differentiable
functions f (x). This is part of the d’ Alembert solution.

This d’Alembert solution satisfies the initial displacement condition:

f (x + 0) + f (x − 0)
y(x, 0) = = f (x) Also
2
∂ cf 0 (x + ct) − cf 0 (x − ct) cf 0 (x) − cf 0 (x)
y(x, t)|t=0 = t=0
= =0
∂t 2 2
The d’Alembert solution therefore satisfies both initial conditions.

A more general d’Alembert solution to the wave equation for an infinitely long string is

f (x + ct) + f (x − ct) 1 x+ct

Z
y(x, t) = + g(u)du
2 2c x−ct

This satisfies the wave equation

∂ 2y 2
2∂ y
= c for − ∞ < x < ∞ and t > 0.
∂t2 ∂x2
Initial configuration string:
y(x, o) = f (x) for x ∈ i
. Initial speed of string:
∂y
= g(x) for x ∈ i
∂t x,
for any twice differentiable functions f (x) and g(x).
Physically, this represents two identical waves, moving with speed c in opposite directions along
the string.
Proof. Proof that
x+ct
1
Z
y(x, t) = g(u)du
2c x−ct

satisfies both initial conditions:

x+ct x
1 1
Z Z
y(x, t) = g(u)du ⇒ y(x, 0) = g(u)du = 0
2c x−ct 2c x

52
Using a Leibnitz differentiation of the integral:
 Z x+ct 
∂y 1 ∂ ∂ ∂
= g(x + ct). − g(x − ct), (x − ct) + g(u)du
∂t 2c ∂t ∂t x−ct ∂t

1 g(x + ct) + g(x − ct)

= (cg(x + ct) + cg(x − ct) + 0) =
2c 2
∂y g(x + 0) + g(x − 0)
⇒ t=0
= = g(x)
∂t 2

Example 39. An elastic string of infinite length is displaced into the form y = cos πx
2
on [–1, 1]
only (and y = 0 elsewhere) and is released from rest. Find the displacement y(x, t) at all loca-
tions on the string x ∈ i and at all subsequent times (t > 0).

For this solution to the wave equation we have initial conditions


πx



 cos 2
(−1 ≤ x ≤ 1)
y(x, 0) = f (x) =

0 (otherwise)


and
∂y
(x, 0) = g(x) = 0
∂t
The d’Alembert solution is
f (x + ct) + f (x − ct 1 x+ct f (x + ct) + f (x − ct)
Z
y(x, t) = + g(u)du = +0 where
2 2c x−ct 2
  
π(x+ct)


 cos 2
(−1 − ct ≤ x ≤ 1 − ct)
f (x + ct) = and


0 (otherwise)
  
π(x−ct)
cos (−1 + ct ≤ x ≤ 1 + ct)

2

f (x − ct) =


0 (otherwise)

We therefore obtain two waves, each of the form of a single half-period of a cosine function,
moving apart from a superposed state at x = 0 at speed c in opposite directions. See the web
page ”www.engr.mun.ca/ ggeorge/5432/demos/ex422.html” for an animation of this solution.

53
Example 40. Some snapshots of the solution are shown here. A more general case of a
d’Alembert solution arises for the homogeneous PDE with constant coefficients
∂ 2u ∂ 2u ∂ 2u
A + B + C =0
∂x2 ∂x∂y ∂y 2
The characteristic (or auxiliary) equation for this PDE is
Aλ2 + Bλ + C = 0
This leads to the complementary function (which is also the general solution for this homoge-
neous PDE)

u(x, t) = f1 (y + λ1 x) + f2 (y + λ2 x),
where √ √
−B − D −B + D
λ1 = and λ2 = and D = B 2 − 4AC
2A 2A
54
and f1 , f2 and arbitrary twice-differentiable functions of their arguments. λ1 and λ2 are the
roots (or eigenvalues) of the characteristic equation.

In the event of equal roots, the solution changes to

u(x, t) = f1 (y + λx) + h(x, y)f2 (y + λx)

where h(x, y) is any non-trivial linear function of x and / or y (except y + λx). The wave
equation is a special case with
1 1
y = t, A = 1, B = 0, C=− and λ = ±
c2 c
Example 41.

∂ 2u ∂ 2u ∂ 2u
− 3 + 2 =0
∂x2 ∂x∂y ∂y 2

u(x, 0) = −x2 uy (x, 0) = 0

(a) Classify the partial differential equation.

(b) Find the value of u at (x, y) = (0, 1).

Solution: (a) Compare this PDE to the standard form

∂ 2u ∂ 2u ∂ 2u
A + B + C =0
∂x2 ∂x∂y ∂y 2
A = 1, B = −3, C=2 ⇒D =9−4×2=1>0
Therefore the PDE is hyperbolic everywhere.

(b) √
+3 ± 1
λ= = 1 or 2
2
The complementary function (and general solution) is

u(x, y) = f (y + x) + g(y + 2x)

⇒ uy (x, y) = f 0 (y + x) + g 0 (y + 2x)
Initial conditions:

u(x, 0) = f (x) + g(2x) = −x2 (46)

55
and

uy (x, 0) = f 0 (x) + g 0 (2x) = 0 (47)

d
(??) = f 0 (x) + 2g 0 (2x) = −2x (48)
dx
(??) − (??) ⇒ g 0 (2x) = −2x ⇒ g 0 (x) − x
T T
⇒ g(x) = − x2 + k ⇒ g(y + 2x) = − (y + 2x)2 + k
2 2
Also
1
(??) ⇒ f (x) = −x2 − g(2x) = −x2 + (2x)2 − k = x2 − k
2
2
⇒ f (y + x) = (y + x) − k
Therefore

u(x, y) = f (y + x) + g(y + 2x)

(y + 2x)2
= (y + x)2 − k − +k
2
1
2y 2 + 4xy + 2x2 − y 3 − 4xy − 4x2


=
2
1 2
y − 2x2


=
2
The complete solution is therefore
1 2
y − 2x2


u(x, y) =
2
1 1
⇒ u(0, 1) = (11 − 01 ) =
2 2
1 2
It is easy (though tedious) to confirm that u(x, y) = 2 (y − 2x2 ) satisfies the partial differential
equation

∂ 2u ∂ 2u ∂ 2u
− 3 + 2 =0
∂x2 ∂x∂y ∂y 2

together with both initial conditions u(x, 0) = −x2 and uy (x, 0) = 0.

Also note that the arbitrary constants of integration for f and g cancelled each other out.
This cancellation happens generally for this method of d’Alembert solution.

Example 42. Find the complete solution to

∂ 2u ∂ 2u ∂ 2u
6 − 5 + 6 = 14,
∂x2 ∂x∂y ∂y 2
u(x, 0) = 2x + 1,
uy (x, 0) = 4 − 6x.

56
 This PDE is non-homogeneous.

For the particular solution, we require a function such that the combination of second par-
tial derivatives resolves to the constant 14. It is reasonable to try a quadratic function of x and
y as our particular solution.

Try up = ax2 + bxy + cy 2

∂up ∂up
⇒ = 2ax + by and = bx + 2cy
∂x ∂y
∂ 2 up ∂ 2 up ∂ 2 up
⇒ = 2a, = b and = 2c
∂x2 ∂x∂y ∂y 2
∂ 2 up ∂ 2 up ∂ 2 up
⇒6 − 5 + = 12a − 5a + 2c = 14
∂x2 ∂x∂y ∂y 2
We have one condition on three constants, two of which are therefore a free choice.

Choose b = 0 and c = a, then 14a = 14 ⇒ c = a = 1. Therefore a particular solution

is
u = x2 + y 2
Complementary function:

A = 6, B = 5, C = 1 ⇒ 25 − 4 × 6 = 1 > 0

Therefore the PDE is hyperbolic everywhere.

√
+5 ± 1 1 1
λ= = or
12 3 2
The complementary function is
   
1 1
uc (x, y) = f y + x + g y + x
3 2
and the general solution is
   
1 1
u(x, y) = f y + x + g y + x + x2 + y 2
3 2

   
∂u 0 1 0 1
= f y + x + g y + x + 2y
∂y 3 2
Imposing the two boundary conditions:
   
1 1
u(x, 0) = f x +g x + x2 = 2x + 1 (49)
3 2

   
0 1 0 1
uy (x, 0) = f x +g x + 0 = 4 − 6x (50)
3 2

   
d 1 1 1 0 1
(??) = f 0 x + g x + 2x = 2 (51)
dx 3 3 2 2

57
  
1 1
(??) − 2 × (??) ⇒ f 0 x − 4x = 4 − 6x − 4
3 3

   
0 1 1
⇒f x = −6x = −18 x ⇒ f 0 (x= − 18x ⇒ f (x) = −9x2 + k
3 3

x2
     
1 2 1 2
(??) ⇒g x = 2x + 1 − x − f x = 2x + 1 − x + 9 −k ⇒ g(x) = 4x + 1 − k
2 3 9
But    
1 1
u(x, y) = f y + x + g y + x + x2 + y 2
3 2
   
1 1
⇒ u(x, y) = −9 y + x + k + 4 y + x + 1 − k + x2 + y 2
3 2
Again the arbitrary constants cancel -they can be omitted safely.

u(x, y) = −9y 2 − 6xy − x2 + 4y + 2x + 1 + x2 + y 2

Therefore the complete solution is

u(x, y) = 1 + 2x + 4y − 6xy − 8y 2

Example 43. Find the complete solution to

∂ 2u ∂ 2u ∂ 2u
+ 2 + = 0,
∂x2 ∂x∂y ∂y 2
u = 0 on x = 0,
u = x2 on y = 1.

A = 1, B = 2, C=1 ⇒D =4−4×1=0
Therefore the PDE is parabolic everywhere.
√
−2 ± 0
λ= = −1 or −1
2
The complementary function (and general solution) is

u(x, y) = f (y − x) + h(x, y)g(y − x)

where h(x, y) is any convenient non-trivial linear function of (x, y) except a multiple of (y–x).
Choosing, arbitrarily, h(x, y) = x,

u(x, y) = f (y − x) + xg(y − x)

Imposing the boundary conditions:

u(0, y) = 0 ⇒ f (y) + 0 = 0

Therefore the function f is identically zero, for any argument including (y–x).

We now have
u(x, y) = xg(y − x)

58
 u(x, 1) = x2 ⇒ xg(1 − x) = x2 ⇒ g(1 − x) = x
Let z = 1 − x, then x = 1 − z and g(z) = 1 − z ⇒ g(x) = 1 − x

Therefore
u(x, y) = xg(y − x) = x(1 − (y − x))
The complete solution is
u(x, y) = x(x − y + 1)

59