UNIT - I
Partial Differential Equations
Formation of partial differential
equations Singular integrals - Solutions of Standard types of first order
partial differential equations - Lagrange's linear equation - Linear partial
differential equations of second and higher order with constant coefficients of
both homogeneous and non-homogeneous types.
INTRODUCTION
Partial differential equations
arise in connection with various physical and geometrical problems. When the
functions involved depend on two or more independent variables, usually on time
t and one or several space variables. It is fair to say that only the simplest
physical systems can be modeled by ordinary differential equations whereas most
problems in fluid mechanics, elasticity, heat transfer, electromagnetic theory,
quantum mechanics and other areas of physics lead to partial differential
equations.
A partial differential equation is
one which involves partial derivatives. The order of a partial differential
equation is the order of the highest derivative occuring in it.
Throughout this chapter, we use the
following notations : z will be taken as a dependent variable which depends on
two independent variables x, y so that z = f(x, y). We write
Thus, p + qx = x+y is a partial
differential equation of order 1 and r+t = x2+y is a partial
differential equation of order 2.