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Unit 19: Jacobi’s Method for Solving Partial Differential Equations




               as F , F  do not contain x , x , x  and x .                                      Notes
                  1  2             1  2  3   4
               From (3) and (5) we have
                                   a
                          P  a  , P  3
                          1   1  4
                                   x
                                    4
               From (4) we have
                          P  = P  + a                                              ...(7)
                            2    3  2
               Substituting in (2) we have
                                 2
                    x 2  x 3  2P 3  a 2  a a  = 0
                                    1 3
                                               a a
                        P   P   2P  a   =       1 3                                ...(8)
                         2   3    3  2
                                              x 2  x 3
                                                 a a
                                                  1 3
                                   2P  = a                                        ...(9)
                                      2     2   x 2  x 3
                                                  a a
                                    2P  =   a      1 3                            ...(10)
                                      3      2
                                                 x 2  x 3
                                     du = P dx  + P dx  + P dx  + P dx
                                            1  1  2  2  3  3  4  4
                                                 a dx 4  a 2       1   a a
                                                                        1 3
                                                  3
                                        = a dx           dx   dx             dx  dx
                                            1  1           2   3              2    3
                                                  x    2           2  x  x
                                                   4                   2  3
               on integration we get
                                              a        1           1/2
                             u  a x  a  log x  2  x  x    a a x  x     a
                                 1 1  3   4      2  3      1 3  2  3    4
                                              2        2
               so u = 0 gives, replacing x  by z, and dividing by a  we have
                                    4                  3
                               a 1  x  log z  a 2  x  x  a 1  x  x  1/2  a 4  0
                               a  1       2a  2  3    a  2   3    a
                                3          3           3           3
                   a      a      a
               Let   1  A 1 ,  2  A 2 ,  4  A  we have the required equation:
                                      3
                   a     2a      a
                   3       3      3
                                                  1/2
                    log z A x A x 2  x 3  A x  2  a 3  A 3  0                     ...(11)
                               2
                           1
                                           1
          3.   Solve
                                     2
                                2
                               p x  + q x  = z                                     ...(1)
                                 1    2
          Solution:
               Let z = x ; let  u x  ,x  ,x  0  be the solution.
                      3      1  2  3
                        z    x 3  p 1          u      u
                    p             , where P 1   ,P 3
                        x 1  x 1  P 3         x  1   x  3
                        z    x  P              u
                    q         3  2  where P 2
                        x 2  x 2  P 3         x 2



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