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Differential and Integral Equation




                    Notes          up to second order partial differential equations i.e.
                                                           2 z    2 z    2 z   z     z
                                                        a 1  2  a 2   a 3  2  a 4  a 5  z =  f ( , )
                                                                                                y
                                                                                              x
                                                           x     x y     y     x     y
                                                                                                y
                                                                                              x
                                   or                               a r a s a t a p a q z =  f ( , )
                                                                            3
                                                                                    5
                                                                                4
                                                                         2
                                                                     1
                                   (a) Depending upon the values of a , a  and a  we can have:
                                                                1  2    3
                                   1.  Hyperbolic type of partial differential equations in which  4a a  a  2 .
                                                                                         1 3  2
                                       Such equations are found in wave motion as well as in vibration of strings etc.
                                       The example is wave motion
                                         2      2
                                         V   1   V
                                                  ,  here y is replaced by time variable
                                         x  2  c  2  t  2
                                   2.  Parabolic type: Partial differential equations in which

                                                                      a 2 2  4a a 3  0
                                                                           1
                                       Examples of such type of equations are diffusion problems as well as conduction of heat
                                       problems i.e.
                                          2 V  V
                                        K        ,  here y is replaced by time t.
                                          x 2   t

                                   3.  Elliptic type partial differential equation in which
                                                                      a 2 2  4a a 3  0.
                                                                           1
                                       We come  across such differential equations in electrostatics  or gravitational  potential
                                       problems. Such equations are Laplace equations i.e.

                                                                       2    2
                                                                       V    V
                                                                                0
                                                                       x 2  y 2
                                       The signification of these equations is that if we transform from x, y co-ordinate to another
                                       co-ordinate system by canonical transformation these three properties do not change.

                                   (b) Homogeneous Partial Differential Equations

                                   In these equations the coefficients of differential equations of any order is a constant multiple of
                                   the variables of the same degree i.e.
                                                               z    z  2  2 z  2  2 z
                                                             x    y   x   2  y   2  0
                                                               x    y    x      y


                                   (c) Linear Partial Differential Equations with Constant Coefficients

                                   In these equations the coefficients of the partial derivatives are constant i.e.
                                                           c r c s c t c p c q c z  f ( , )
                                                                                      y
                                                                                    x
                                                                           5
                                                                   3
                                                                       4
                                                                               6
                                                               2
                                                           1
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