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MA8353-TRANSFORMS
AND
PARTIAL DIFFERENTIAL EQAUTIONS
UNIT I
PARTIAL
DIFFERENTIAL
EQUATION
HISTORY OF DIFFERENTIAL
EQUATIONS
ISSAC NEWTON
GOTTFRIED LEIBNIZ
I
In Mathematics, history of
Differential equations the traces
the development of “Differential
Equations” from calculus, itself
independently invented by english
Physicist ISSAC NEWTON and
German MAthematician
GOTTFRIED LEIBNIZ
INDEPENDENT AND DEPENDENT VARIABLES
Real life example:
● Age of a person is a independent variable as we cannot increase or decrease
our age
● How tall you are at different age is a dependent variable
Dependent variable
Independent variable
TYPES OF DIFFERENTIAL EQUATIONS
DIFFERENTIAL
EQUATIONS
ORDINARY DIFFERENTIAL
EQUATIONS
PARTIAL DIFFERENTIAL
EQUATIONS
DIFFERENTIAL EQUATIONS
An equation with one or more terms that involves derivatives
of dependent variable with respect to an independent variable is
known as Differential Equations
Example:
ORDINARY DIFFERENTIAL EQUATIONS
An Ordinary Differential equation is Differential
Equation which depends on only one independent
variable
Example:
PARTIAL DIFFERENTIAL EQUATIONS
Partial Differential Equation is a Differential
Equation in which the dependent variables depends on
two or more independent variable
Example:
ORDER OF PARTIAL DIFFERENTIAL EQUATIONS
The Order of the PDE is the order of the highest order Partial
derivative occuring in the equation
DEGREE OF PARTIAL DIFFERENTIAL EQUATION
The degree of the highest derivative is the degree of the PDE
Example:
Here Order=3 and Degree=2 as the highest derivative is of order
3 and exponent raised to highest derivative is 2
Linear Partial Differential Equation
A PDE is said to be linear if the dependent variable and the partial
derivatives occur in the first degree and there is no product of partial
derivatives or product of derivative and dependent variable
Example:
1. is a second order linear equation
2. is a second order non-linear equation
HOMOGENEOUS & NON-HOMOGENEOUS LINEAR PDE
A Linear PDE in which all the partial derivatives are of same order is called a
homogeneous linear PDE otherwise it is non-homogeneous linear PDE
The general form is
--------------------(1)
Where are constants
SOLVING HOMOGENEOUS LINEAR PDE OF SECOND AND HIGHER
ORDER WITH CONSTANT COEFFICIENTS
Denote then equation (1) can be written as
Roots of Auxiliary equation Complementary Function
PDE HOMOGENEOUS EQUATIONS
PDE HOMOGENEOUS EQUATIONS
PDE HOMOGENEOUS EQUATIONS
PDE HOMOGENEOUS EQUATIONS
PDE HOMOGENEOUS EQUATIONS

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PDE HOMOGENEOUS EQUATIONS

  • 4. HISTORY OF DIFFERENTIAL EQUATIONS ISSAC NEWTON GOTTFRIED LEIBNIZ I In Mathematics, history of Differential equations the traces the development of “Differential Equations” from calculus, itself independently invented by english Physicist ISSAC NEWTON and German MAthematician GOTTFRIED LEIBNIZ
  • 5. INDEPENDENT AND DEPENDENT VARIABLES Real life example: ● Age of a person is a independent variable as we cannot increase or decrease our age ● How tall you are at different age is a dependent variable Dependent variable Independent variable
  • 6. TYPES OF DIFFERENTIAL EQUATIONS DIFFERENTIAL EQUATIONS ORDINARY DIFFERENTIAL EQUATIONS PARTIAL DIFFERENTIAL EQUATIONS
  • 7. DIFFERENTIAL EQUATIONS An equation with one or more terms that involves derivatives of dependent variable with respect to an independent variable is known as Differential Equations Example:
  • 8. ORDINARY DIFFERENTIAL EQUATIONS An Ordinary Differential equation is Differential Equation which depends on only one independent variable Example:
  • 9. PARTIAL DIFFERENTIAL EQUATIONS Partial Differential Equation is a Differential Equation in which the dependent variables depends on two or more independent variable Example:
  • 10. ORDER OF PARTIAL DIFFERENTIAL EQUATIONS The Order of the PDE is the order of the highest order Partial derivative occuring in the equation DEGREE OF PARTIAL DIFFERENTIAL EQUATION The degree of the highest derivative is the degree of the PDE Example: Here Order=3 and Degree=2 as the highest derivative is of order 3 and exponent raised to highest derivative is 2
  • 11. Linear Partial Differential Equation A PDE is said to be linear if the dependent variable and the partial derivatives occur in the first degree and there is no product of partial derivatives or product of derivative and dependent variable Example: 1. is a second order linear equation 2. is a second order non-linear equation
  • 12. HOMOGENEOUS & NON-HOMOGENEOUS LINEAR PDE A Linear PDE in which all the partial derivatives are of same order is called a homogeneous linear PDE otherwise it is non-homogeneous linear PDE The general form is --------------------(1) Where are constants
  • 13.
  • 14. SOLVING HOMOGENEOUS LINEAR PDE OF SECOND AND HIGHER ORDER WITH CONSTANT COEFFICIENTS Denote then equation (1) can be written as
  • 15. Roots of Auxiliary equation Complementary Function