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Differential and Integral Equation




                    Notes          then  (u, v) = 0 is a general integral.
                                   Hence we have the following rule:
                                   To obtain an integral of the linear equation of the form (1), find two independent integrals of
                                   equation (3). Let they be denoted by u = a and v = b, then  (u, v) = 0, where   is an arbitrary
                                   function, is an integral of the partial differential equation. Equations (3) are called subsidiary
                                   equations.
                                   The solution may also be written in the form
                                                                         u = f ( )                         ... (4)
                                   where f denotes an arbitrary function of v.

                                   This is known as Lagrange’s solution of the linear equation.
                                   The method given above can be extended to the general equation of the form

                                                      z      z
                                                   P      P          P  z
                                                    1     2           n    = R                             ... (5)
                                                      x     x           x
                                                       1     2           n
                                   where P , P , ... P , R are functions of (x , x , ... x , z). To solve equation (5) we write the subsidiary
                                         1  2   n                1  2   n
                                   equations
                                                             dx 1  dx 2       dx n
                                                              P 1  P 2     =   P n                         ... (6)

                                   and find n independent integrals of this system of these subsidiary equations, in the form
                                                     u  = c , u  = c , u  = c , ... u  = c                 ... (7)
                                                      1  1  2  2  3  3    n    n
                                   then the integral of the given equation (5) is
                                                                 (u , u , ... u ) = 0                      ... (8)
                                                                  1  2   n
                                   17.3 Illustrative Examples



                                          Example 1: Solve
                                                        (mz   ny) p + (nx   lz) q = ly   mx                ... (1)
                                   Solution:

                                   Here   P = mz   ny
                                          Q = nx   lz
                                          R = ly   mx
                                   The subsidiary equations are

                                                dx     dy      dz
                                                                                                           ... (2)
                                              mz ny   nx lz  ly mx
                                                  dx     mdy       ndz
                                   or          (mz ny )  m (nx   ) z  ( n y mx )
                                                                   
                                                      dx mdy ndz           dx mdy ndz
                                   or          mz  ny mnx m z n y nmx         O
                                                             
                                                                  


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