Non-Homogeneous Linear Equations

Non-homogeneous linear partial differential equations:
Definition: Consider a partial differential equation of the form

( ). y , x F z n
y
z
m
x
z
m .... ..........
y
z
b ..........
y x
z
b
y x
z
b
x
z
b
y
z
a ..........
y x
z
a
y x
z
a
x
z
a
0 n 0
1 n
1 n
1 n
2 3 n
1 n
2
2 n
1 n
1
1 n
1 n
0
n
n
n
2 2 n
n
2
1 n
n
1
n
n
0
= +
|
|
\
|
+
+
|
|
\
|
+ +

+
|
|
\
|
+ +

i.e. ( ) ( ) y , x F z D , D f =
Here
n 2 1 0
a ...., ,......... a , a , a ,
1 n 2 1 0
b ...., ,......... b , b , b
,
0 1 0
n , m , m are all constants. In
this equation the dependent variable z and its derivatives are linear, since each term in the
LHS contains z or its derivatives. Since RHS is not zero, so this equation is called a non-
homogeneous linear partial differential equation of the nth order with constant co-
efficients.
Some authors call an equation non-homogeneous if LHS of the equation is not of the
same order. Then definition is like this:
In the equation ( ) ) y , x ( F z D , D f = , (i)
7 77 7
th th th th
Topic Topic Topic Topic
Partial Differential Equations Partial Differential Equations Partial Differential Equations Partial Differential Equations
Non-homogeneous
linear partial differential equations
Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 03-09-2007)
Partial Differential Equations: Non-homogeneous linear partial differential equations
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2
if the polynomial ( ) D , D f in D , D is not homogeneous, then (i) is called a non-
homogeneous linear partial differential equation.
Complete solution:
As in the case of homogeneous linear partial differential equations,
its complete solution is = C.F. + P.I.
To find the particular integral (P.I.):
The method to find P.I. is exactly the same as those for homogeneous linear partial
differential equations.
To find complementary function (C.F.):
We resolve ( ) D , D into linear factors of the form a D m D .
To find the solution of ( ) 0 z a D m D = . (ii)
This can also be written as az mq p = .
Lagranges auxiliary equations are
az
dz
m
dy
1
dx
=
= .
From the first two members 0 mdx dy = + . b mx y = + .
From the first and last members adx
z
dz
= .
ax
ce z c log ax z log = + = .
The complete solution of (ii) is ( ) mx y f e z
ax
+ = .
Hence, the C.F. of (i), i. e. the complete solution of
( )( ) ( ) 0 z a D m D ... .......... a D m D a D m D
n n 2 2 1 1
= is
( ) ( ) ( ) x m y f e .. .......... x m y f e x m y f e z
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Also, in the case of repeated factor, for example ( ) 0 z a D m D
3
=
We have ( ) ( ) ( ) mx y f e x mx y f xe mx y f e z
3
ax 2
2
ax
1
ax
+ + + + + = .

Now let us solve some non-homogeneous linear partial differential equation:

Q.No.1.: Solve the following non-homogeneous linear partial differential equation:
( ) ( ) y 2 x sin z D 2 D 2 D D D 2 D
2 2
+ = + + .
Sol.: The given equation is ( ) ( ) y 2 x sin z D 2 D 2 D D D 2 D
2 2
+ = + + .
3
This is a non-homogeneous linear partial differential equation with constant co-efficients.
Step 1. To find the complementary function
Here z ) 2 D D )( 0 D D ( z ) D , D ( f + + = .
Note: Since the solution of ( )( ) ( ) 0 z a D m D ... .......... a D m D a D m D
n n 2 2 1 1
=
is ( ) ( ) ( ) x m y f e .. .......... x m y f e x m y f e z
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e x y f
2
x 2
1
+ = .
Step 2. To find the particular integral
P.I. ( ) y 2 x sin
D 2 D 2 ' D D D 2 D
1
2 2
+
+ +
=
( ) ( )
( ) y 2 x sin
D 2 D 2 4 2 2 1
1
+
+ +
=

( )
( ) y 2 x sin
9 D D 2
1
+
+ +
=
( )
( )
( ) y 2 x sin
81 D D D 2 D 4
9 D D 2
2 2
+
+ +
+
=

( )
( ) [ ]
( ) y 2 x sin
81 4 2 2 1 4
9 D D 2
+
+
+
=
( ) ( ) { } ( ) [ ] y 2 x sin 9 y 2 x cos 2 y 2 x cos 2
117
1
+ + + + =
( ) ( ) [ ] y 2 x sin 3 y 2 x cos 2
39
1
+ + = .
Step 3. To find the complete solution
Now, since the complete solution is z = C.F. + P.I.
( ) ( ) ( ) ( ) [ ] y 2 x sin 3 y 2 x cos 2
39
1
x y f e x y f z
2
x 2
1
+ + + + = .Ans.
( ) xy e z D 3 D 3 D D
y 2 x 2 2
+ = +
+
.
Sol.: The given equation is ( ) xy e z D 3 D 3 D D
y 2 x 2 2
+ = +
+
.
Here ( ) ( )z D 3 D 3 D D z D , D f
2 2
+ = z ) 3 D D )( D D ( + =
( )[ ]z 3 D D 0 D D + = .
n n 2 2 1 1
=
4
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e x y f
2
x 3
1
+ + = .
(i) P.I. corresponding to
y 2 x
e
+

( )( )
y 2 x
e
3 D D D D
1
+
+
=
( )( )
y 2 x
e
2 1 3 D D
1
+
+
=
( )
y 2 x
e
3 D D
1
+
+
=

( )
y 2 x
e
3 D 1
1
e
+
=
y 2 x
e
2 D
1
e

= 1 .
2 2 D
1
e . e
y 2 x
+
=
1 .
D
1
e
y 2 x
=
+
dy 1 . e
y 2 x
+
=
y x
ye
+
= .
(ii) P.I. corresponding to xy

( )( )
xy .
3 D D D D
1
+
= xy
3
D
3
D
1
D
D
1
D 3
1
1 1
|
\
|

|
\
|

=
xy .........
9
D D 2
3
D
3
D
1 ........
D
D
1
D 3
1
|
\
|
+
+ + |
\
|
+
+ =
xy .........
9
D D 2
3
D
D
D
3
D
3
D
1
D 3
1
|
\
|

+
+ + =
|
\
|
+ + + + + =
9
2
3
x
x
D
1
3
x
3
y
xy
D 3
1
|
|
\
|
+ + + + =
6
x
9
x 2
3
x
3
xy
2
y x
3
1
3 2 2
.
( ) ( )
|
|
\
|
+ + + + + + =
+
6
x
9
x 2
2
x
3
xy
2
y x
3
1
ye x y f e x y f z
3 2 2
y 2 x
2
x 3
1
.
( ) ( ) y x 3 sin e 6 z 2 D 3 D
x 2 3
+ = .
Sol.: The given equation is ( ) ( ) y x 3 sin e 6 z 2 D 3 D
x 2 3
+ = .
Here ( ) ( ) z 2 D 3 D z D , D f
3
= .
5
Note: Since the solution of ( ) 0 z a D m D
3
=
is ( ) ( ) ( ) mx y f e x mx y f xe mx y f e z
3
ax 2
2
ax
1
ax
+ + + + + = .
Thus, C. F. ( ) ( ) ( ) x 3 y f e x x 3 y f xe x 3 y f e
3
x 2 2
2
x 2
1
x 2
+ + + + + = .
P.I.
( )
( ) y x 3 sin e 6
2 D 3 D
1
x 2
3
+

=
( )
( ) y x 3 sin
2 D 3 2 D
1
e 6
3
x 2
+
+
=

( )
( ) y x 3 sin
D 3 D
1
e 6
3
x 2
+

= ( ) y x 3 sin .
6
x
. e 6
3
x 2
+ = ( ) y x 3 sin e x
x 2 3
+ = .
( ) ( ) ( ) ( ) y x 3 sin e x x 3 y f e x x 3 y f xe x 3 y f e z
x 2 3
3
x 2 2
2
x 2
1
x 2
+ + + + + + + = .
( )
y x 2 3
e z 4 D D D 3 D
+
= + + .
Sol.: The given equation is ( )
y x 2 3
e z 4 D D D 3 D
+
= + + .
Here ( ) 4 D D D 3 D
3
+ + cannot be resolved into linear factors in D and D .
Let
ky hx
Ae z
+
= .
( ) ( )
ky hx 3 3
e 4 k hk 3 h A z 4 D D D 3 D
+
+ + = + + .
Here ( ) 0 z 4 D D D 3 D
3
= + + , iff 0 4 k hk 3 h
3
= + + .
Thus, C.F.
ky hx
Ae
+
= , where 0 4 k hk 3 h
3
= + + .
P.I.
y x 2
3
e
4 D D D 3 D
1
+
+ +
=
( )( )
y x 2
3
y x 2
e
7
1
4 1 1 2 3 2
e
+
+
=
+ +
= .
6
y x 2 ky hx
e
7
1
Ae z
+ +
+ =

, where 0 4 k hk 3 h
3
= + + .
Equation reducible to Partial Differential Equations with constant co-efficients:
An equation in which the co-efficient of derivative of any order say k is a
multiple of the variable of the degree k, then it can be reduced to linear partial
differential equation with constant co-efficients in the following way.
Let
X
e x = ,
Y
e y = so that x log X = , y log Y = .
Then
X
z
.
x
1
x
X
.
X
z
x
z
dX
dz
dx
dz
x = |
\
|
= =
X
D
x
x .
Now ( )
1 k
1 k
1 k
k
k
k
1 k
1 k
1 k
x
z
x 1 k
x
z
x
x
z
x
x
x
=
|
|
\
|

1 k
1 k
1 k
k
k
k
x
z
x 1 k
x
x
x
z
x
\
|
+

Putting k = 2, 3, .., we get
( ) ( )Dz 1 D
x
z
x 1 D
x
z
x
2
2
2
=

( ) ( )( )Dz 1 D 2 D
x
z
x 2 D
x
z
x
2
2
2
3
3
3
=
etc.
Similarly, z D
dy
dz
y = , ( ) z D 1 D
y
z
y
2
2
2
=
, ( )( ) z D 1 D 2 D
y
z
y
3
3
3
=
etc.
and ........ z D D
y x
z
xy
2
=

Substituting in the given equation it reduces to ( ) V z D D = , which is a linear partial
differential equation with constant co-efficients.
Q.No.5.: Solve the following partial differential equations:

4 3
2
2
2
2
2
2
2
y x
y
z
y 6
y
z
y 4
y x
z
xy 4
x
z
x =
.
Sol.: The given equation is
4 3
2
2
2
2
2
2
2
y x
y
z
y 6
y
z
y 4
y x
z
xy 4
x
z
x =
.
7
This equation is not a linear partial differential equation with constant co-efficients, but it
can be reduced to linear partial differential equation with constant co-efficients in the
following way.
Substituting
X
e x = ,
Y
e y = and denoting
X
D
= ,
Y
D
= .
Given equation reduces to ( ) ( ) [ ]
Y 4 X 3
e z D 6 D 1 D 4 D D 4 1 D D
+
= + +
( )( )
Y 4 X 3
e z 1 D 2 D D 2 D
+
= .
Now this is a non-homogeneous linear partial differential equation with constant co-
efficients.
Here ( ) ( )( )z 1 D 2 D D 2 D z D , D f = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) X 2 Y f e X 2 Y f
2
X
1
+ + + =
( ) ( ) x log 2 y log f e x log 2 y log f
2
x log
1
+ + + =
( ) [ ] ( ) [ ]
2
2
2
1
yx log xf yx log f + =
( ) ( )
2
2
2
1
yx xg yx g + = .
P.I.
( )( )
Y 4 X 3
e
1 D 2 D D 2 D
1
+

=
( ) [ ] ( ) [ ]
4 3
Y 4 X 3
y x
30
1
1 4 2 3 4 2 3
e
=

=
+
.
( ) ( )
4 3 2
2
2
1
y x
30
1
yx xg yx g z + + = .
( ) ( ) y 2 x cos z 1 D D D D
2
+ = + .
Sol.: The given equation is ( ) ( ) y 2 x cos z 1 D D D D
2
+ = + .
8
Here ( ) ( )z 1 D D D D z D , D f
2
+ = ( )( ) ( )z 1 D D z 1 D 1 D + =
( )( ) 1 D D 1 D + = ( ) ( ) [ ] 1 D D 1 D 0 D = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e x 0 y f e
2
x
1
x
+ + + =

( ) ( ) x y f e y f e
2
x
1
x
+ +

.
P.I. ( ) y 2 x cos
1 D D D D
1
2
+
+
=

( )
( ) y 2 x cos
1 D 2 . 1 1
1
2
+
+
= [putting
2 2
1 D = and 2 . 1 D D = ]
( ) ( ) ydy 2 x cos y 2 x cos
D
1
constant x
+ = +
( ) y 2 x sin
2
1
+ = .
( ) ( ) ( ) y 2 x sin
2
1
x y f e y f e z
2
x
1
x
+ + + + =

. Ans.
x
2
2
2
e z
y
z
y x
z
x
z

=
.
x
2
2
2
e z
y
z
y x
z
x
z

=
.
This equation in symbolic form can be written as ( )
x 2
e z 1 D D D D

= + + .
Here ( ) ( )z 1 D D D D z D , D f
2
+ + = ( )( )z 1 D D 1 D + + = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e y f e
2
x
1
x
+ =

.
9
P.I.
x
2
e
1 D D D D
1

+ +
=
( )( )
x
e
1 D D 1 D
1

+ +
=

( )
x x
e
1 D
1
2
1
e
1 0 1
1
1 D
1

+
=
+ +
=
x x
xe
2
1
e
1
1
x
2
1

= = .
( ) ( ) x y f e y f e z
2
x
1
x
+ =
x
xe
2
1

. Ans.
( )( )
y x 2
e z 2 D D 1 D D

= .
Sol.: The given equation is ( )( )
y x 2
e z 2 D D 1 D D

= .
Here ( ) ( )( )z 2 D D 1 D D z D , D f = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e x y f e
2
x 2
1
x
+ + + = .
P.I.
( )( )
y x 2
e
2 D D 1 D D
1

=
( )
y x 2 y x 2
e
2
1
e
) 2 1 2 ( 1 1 2
1

=
+ +
= .
( ) ( )
y x 2
2
x 2
1
x
e
2
1
x y f e x y f e z

+ + + + = . Ans.
( )( ) y 6 x 3 4 z 3 D 2 D 1 D D + + = + + .
Sol.: The given equation is ( )( ) y 6 x 3 4 z 3 D 2 D 1 D D + + = + + .
10
Here ( ) ( )( )z 3 D 2 D 1 D D z D , D f + + = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x 2 y f e x y f e
2
x 3
1
x
+ = .
P.I.
( )( )
( ) y 6 x 3 4
3 D 2 D 1 D D
1
+ +
+ +
=
( ) ( ) y 6 x 3 4 D
3
2
3
D
1 D D 1
3
1
1
1
+ + |
\
|
=

[ ] ( ) y 6 x 3 4 ....... D
3
2
3
D
1 ..... D D 1
3
1
+ +
(
+ + + + + + =
[ ] y 6 x 3 4 ..... D D D
3
2
3
D
1
3
1
+ +
(
+ + + + + =

(
+ + + + + + = 6 3 6 .
3
2
3 .
3
1
y 6 x 3 4
3
1
[ ] 6 y 2 x 18 y 6 x 3
3
1
+ + = + + = .
( ) ( ) 6 y 2 x x 2 y f e x y f e z
2
x 3
1
x
+ + + + = . Ans.

2 2
2
2
2
y x
x
z
y x
z
x
z
+ =
.
2 2
2
2
2
y x
x
z
y x
z
x
z
+ =
.
This equation in symbolic form can be written as ( )
2 2 2
y x z D D D D + = + .
Here ( ) ( ) ( ) ( )( )z 1 D D 0 D 0 D z 1 D D D z D D D D z D , D f
2
+ = + = + = .
n n 2 2 1 1
=
11
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y f e y f
2
x
1
+ + =

.
P.I.
( )
( )
2 2
y x
1 D D D
1
+
+
= ( ) ( )
2 2 1
y x D D 1
D
1
+ + =

( ) ( ) [ ]( )
2 2 2
y x ........ D D D D 1
D
1
+ + =
[ ]( )
2 2 2 2
y x .......... D D 2 D D D D 1
D
1
+ + + + =
( ) 2 2 y 2 x 2 y x
D
1
2 2
+ + + + = x 2 x 2 xy 2
2
x
2 xy
3
x
2
2
3
+ + + + =
x 4 xy 2 xy x x
3
1
2 2 3
+ + + = .
( ) ( ) x 4 xy 2 xy x x
3
1
x y f e y f z
2 2 3
2
x
1
+ + + + + + =

. Ans.
( ) ( ) y 2 x 3 cos 3 z D 3 D D D 2
2
= + .
Sol.: The given equation is ( ) ( ) y 2 x 3 cos 3 z D 3 D D D 2
2
= + .
Here ( ) [ ] ( )[ ]z 3 D D 2 0 D z 3 D D 2 D z D , D f + = + = .
n n 2 2 1 1
=
n n
x a
2 2
x a
1 1
x a
n 2 1
+ + + + + + = .
Thus, C.F. ( ) ( ) x y 2 f e x f
2
x 3
1
+ = .
P.I. ( ) y 2 x 3 cos 3
D 3 D D D 2
1
2

+
=
( )
( ) y 2 x 3 cos
D 3 4 6 2
3

=
12
( ) y 2 x 3 cos
D 3 8
3

=
( )
( ) y 2 x 3 cos
D 9 64
D 3 8 3
2

+
=
( ) ( ) y 2 x 3 cos D 3 8
100
3
+ = ( ) ( ) [ ] y 2 x 3 sin 3 y 2 x 3 cos 4
50
3
+ =
( ) ( ) ( ) ( ) [ ] y 2 x 3 sin 3 y 2 x 3 cos 4
50
3
x y 2 f e x f z
2
x 3
1
+ + + = . Ans.

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Home Assignments
Q.No.1.: Solve the following partial differential equation:
( ) 0 z 1 D 2 D D D = + + .
Ans.: ( ) ( ) ( ) x 2 y f e x f y f z
3
x
2 1
+ + =

.
0 q 2 p 2 t s 2 r = + + + +
Ans.: ( ) ( ) x y f xe x y f e z
2
x
1
x
+ =

.
( )
y 2 x
e z 3 D 2 D D
+
= .
Ans.: ( ) ( )
y 2 x
2
x 3
1
e
6
1
x 2 y f e y f z
+
+ + = .
( )( ) x e z 2 D D 1 D D
y 2 x
+ =
+
.
Ans.: ( ) ( ) ( ) 3 x 2
4
1
e
2
1
x y f e x y f e z
y x 2
2
x 2
1
x
+ + + + + + =

.
( )( ) y 6 x 3 4 z 3 D 2 D 1 D D + + = + + .
13
Ans.: ( ) ( ) 6 y 2 x x 2 y f e x y f e z
2
x 3
1
x
+ + + + = .
( ) ( )
y 2
e y 2 x cos z 1 D D D D + + = + + .
Ans.: ( ) ( ) ( )
y
2
x
1
x
xe y 2 x sin
2
1
x y f e y f e z + + + + =

.
( )
2 2
x y 2 z D D = .
Ans.:
12
x
y Ae z
4
2 y h hx
2
=
+
.
0 t y xys 2 r x
2 2
= + + .
Ans.:
|
\
|
+ |
\
|
=
x
y
xf
x
y
f z
2 1
.
y 2 x qy 2 px t y 2 xys 3 r x
2 2
+ = + + + .
Ans.: ( ) ( ) y x y x f xy f z
2
2 1
+ + + = .

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Non-Homogeneous Linear Equations

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Non-Homogeneous Linear Equations

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Non-homogeneous linear partial differential equations:

Definition: Consider a partial differential equation of the form

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