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MADHAV INSTITUTE OF TECHNOLOGY & SCIENCE
Calculus & Optimization
Techniques (2240421)
Submitted to:
Dr. Dilip Kumar Mishra
(4th Semester)
Submitted by :
Shivam Mittal
0901MC221066
AIR- II year
Partial Differential
equation
Differential equation
‱ The equation which express the relationship between independent variables & dependent variables
and the derivatives of dependent variables w.r.t independent variables is called Differential eqn.
‱ Examples:
ⅆ𝑩
â…†đ‘„
+ 𝑩 = đ‘„ ; here x is independent variable and y is dependent variable.
‱ 𝑬𝒙𝒂𝒎𝒑𝒍𝒆𝒔:
𝑑𝑩
đ‘‘đ‘„
− 𝑩 = đ‘’đ‘„
𝑑2
𝑩
đ‘‘đ‘„2
− 5
𝑑𝑩
đ‘‘đ‘„
+ 2𝑩 = cos( đ‘„)
Mainly there are two types of differential equation exist:
‱ Ordinary differential eqn. (ODE)
‱ Partial differential eqn. (PDE)
❖ Ordinary differential eqn. (ODE) :
‱ ODE involve one or more ordinary derivatives of unknown functions with respect to only one
independent variable.
)
cos(
2
5
:
2
2
x
y
dx
dy
dx
y
d
e
y
dx
dy
Examples
x
=
+
−
=
− y(x): unknown function
x: independent variable
Partial Differential equation
‱ An equation containing one or more partial derivatives of an unknown function of two or more
independent variables is known as a Partial Differential Equation.
‱ Examples:
Order & Degree of PDE
❖ Order of PDE:
‱ The order of the PDE is defined as the order of the highest partial derivative occurring in it.
❖ Degree of PDE:
‱ The degree of a PDE is defined as the degree of the highest order partial derivative which occurring in
it after the eqn. has been rationalized i.e. made free from radicals or fractions.
‱ Examples:
Notations used in PDE
(i) When we consider two independent variables đ‘„ and 𝑩 and one dependent variable 𝑧. Then, we use
the following notations in the PDEs.
(ii) When we consider 𝑛 independent variables đ‘„1, đ‘„2, đ‘„3, 
 
 , đ‘„đ‘› and one dependent variable 𝑧.
Then, we use the following notations in the PDEs.
(iii) Partial differentiations are also denoted as :
Classification of First order PDE
(i)Linear PDE :
A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Linear PDE if it is linear in 𝑝, 𝑞 𝑎𝑛𝑑 𝑧,
that is, if the given equation is of the form 𝑃(đ‘„, 𝑩)𝑝 + 𝑄(đ‘„, 𝑩)𝑞 = 𝑅(đ‘„, 𝑩)𝑧 + 𝑆(đ‘„, 𝑩).
Examples:
Classification of First order PDE
(ii) Semi-linear PDE :
A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Semi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞,
the coefficients 𝑝 𝑎𝑛𝑑 𝑞 are functions of đ‘„ 𝑎𝑛𝑑 𝑩 only, that is, if the given equation is of the
form 𝑃(đ‘„, 𝑩)𝑝 + 𝑄(đ‘„, 𝑩)𝑞 = 𝑅(đ‘„, 𝑩, 𝑧).
Examples:
Classification of First order PDE
(iii) Quasi-linear PDE :
A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Quasi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞,
that is, if the given equation is of the form 𝑃(đ‘„, 𝑩, 𝑧)𝑝 + 𝑄(đ‘„, 𝑩, 𝑧)𝑞 = 𝑅(đ‘„, 𝑩, 𝑧).
Examples:
Classification of First order PDE
(iv) Non-linear PDE :
A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Nonlinear PDE if it is not linear in
𝑝 𝑎𝑛𝑑 𝑞.
Examples:
Thank You

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calculus and optimization & technique pdf

  • 1. MADHAV INSTITUTE OF TECHNOLOGY & SCIENCE Calculus & Optimization Techniques (2240421) Submitted to: Dr. Dilip Kumar Mishra (4th Semester) Submitted by : Shivam Mittal 0901MC221066 AIR- II year
  • 3. Differential equation ‱ The equation which express the relationship between independent variables & dependent variables and the derivatives of dependent variables w.r.t independent variables is called Differential eqn. ‱ Examples: ⅆ𝑩 â…†đ‘„ + 𝑩 = đ‘„ ; here x is independent variable and y is dependent variable. ‱ 𝑬𝒙𝒂𝒎𝒑𝒍𝒆𝒔: 𝑑𝑩 đ‘‘đ‘„ − 𝑩 = đ‘’đ‘„ 𝑑2 𝑩 đ‘‘đ‘„2 − 5 𝑑𝑩 đ‘‘đ‘„ + 2𝑩 = cos( đ‘„)
  • 4. Mainly there are two types of differential equation exist: ‱ Ordinary differential eqn. (ODE) ‱ Partial differential eqn. (PDE) ❖ Ordinary differential eqn. (ODE) : ‱ ODE involve one or more ordinary derivatives of unknown functions with respect to only one independent variable. ) cos( 2 5 : 2 2 x y dx dy dx y d e y dx dy Examples x = + − = − y(x): unknown function x: independent variable
  • 5. Partial Differential equation ‱ An equation containing one or more partial derivatives of an unknown function of two or more independent variables is known as a Partial Differential Equation. ‱ Examples:
  • 6. Order & Degree of PDE ❖ Order of PDE: ‱ The order of the PDE is defined as the order of the highest partial derivative occurring in it. ❖ Degree of PDE: ‱ The degree of a PDE is defined as the degree of the highest order partial derivative which occurring in it after the eqn. has been rationalized i.e. made free from radicals or fractions.
  • 8. Notations used in PDE (i) When we consider two independent variables đ‘„ and 𝑩 and one dependent variable 𝑧. Then, we use the following notations in the PDEs. (ii) When we consider 𝑛 independent variables đ‘„1, đ‘„2, đ‘„3, 
 
 , đ‘„đ‘› and one dependent variable 𝑧. Then, we use the following notations in the PDEs. (iii) Partial differentiations are also denoted as :
  • 9. Classification of First order PDE (i)Linear PDE : A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Linear PDE if it is linear in 𝑝, 𝑞 𝑎𝑛𝑑 𝑧, that is, if the given equation is of the form 𝑃(đ‘„, 𝑩)𝑝 + 𝑄(đ‘„, 𝑩)𝑞 = 𝑅(đ‘„, 𝑩)𝑧 + 𝑆(đ‘„, 𝑩). Examples:
  • 10. Classification of First order PDE (ii) Semi-linear PDE : A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Semi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, the coefficients 𝑝 𝑎𝑛𝑑 𝑞 are functions of đ‘„ 𝑎𝑛𝑑 𝑩 only, that is, if the given equation is of the form 𝑃(đ‘„, 𝑩)𝑝 + 𝑄(đ‘„, 𝑩)𝑞 = 𝑅(đ‘„, 𝑩, 𝑧). Examples:
  • 11. Classification of First order PDE (iii) Quasi-linear PDE : A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Quasi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, that is, if the given equation is of the form 𝑃(đ‘„, 𝑩, 𝑧)𝑝 + 𝑄(đ‘„, 𝑩, 𝑧)𝑞 = 𝑅(đ‘„, 𝑩, 𝑧). Examples:
  • 12. Classification of First order PDE (iv) Non-linear PDE : A first order equation 𝑓(đ‘„, 𝑩, 𝑧, 𝑝, 𝑞) = 0 is said to be Nonlinear PDE if it is not linear in 𝑝 𝑎𝑛𝑑 𝑞. Examples: