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Elements of Partial Differential Equations Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v 1 Mathematical Models, Conservation and Constitutive Laws . . . . . . . 1 1.1 Basic Notions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Evolution Conservation Law . . . . . . . . . . . . . . . . . . . . . . . . 3 1.3 Stationary Conservation Law . . . . . . . . . . . . . . . . . . . . . . . 4 1.4 Conservation Law in One Dimension . . . . . . . . . . . . . . . . . . . 4 1.5 Constitutive Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2 Classification, Types of Equations, Boundary and Initial Conditions . . . 9 2.1 Basic Types of Equations, Boundary and Initial Conditions . . . . . . . 9 2.2 Classification of Linear Equations of the Second Order . . . . . . . . . 14 2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 3 Linear Partial Differential Equations of the First Order . . . . . . . . . . 21 3.1 Convection and Transport Equation . . . . . . . . . . . . . . . . . . . . 21 3.2 Equations with Constant Coefficients . . . . . . . . . . . . . . . . . . . 22 3.3 Equations with Non-Constant Coefficients . . . . . . . . . . . . . . . . 28 3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 4 Wave Equation in One Spatial Variable¡ªCauchy Problem in R . . . . . 37 4.1 String Vibrations and Wave Equation in One Dimension . . . . . . . . . 37 4.2 Cauchy Problem on the Real Line . . . . . . . . . . . . . . . . . . . . . 40 4.3 Wave Equation with Sources . . . . . . . . . . . . . . . . . . . . . . . . 49 4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 5 Diffusion Equation in One Spatial Variable¡ªCauchy Problem in R . . . 57 5.1 Diffusion and Heat Equations in One Dimension . . . . . . . . . . . . . 57 5.2 Cauchy Problem on the Real Line . . . . . . . . . . . . . . . . . . . . . 58 5.3 Diffusion Equation with Sources . . . . . . . . . . . . . . . . . . . . . 65 5.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 6 Laplace and Poisson Equations in Two Dimensions . . . . . . . . . . . . . 71 6.1 Steady States and Laplace and Poisson Equations . . . . . . . . . . . . 71 6.2 Invariance of the Laplace Operator, Its Transformation into Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 6.3 Solution of Laplace and Poisson Equations in R2 . . . . . . . . . . . . 74 6.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 7 Solutions of Initial Boundary Value Problems for Evolution Equations . 78 7.1 Initial Boundary Value Problems on Half-Line . . . . . . . . . . . . . . 78 7.2 Initial Boundary Value Problem on Finite Interval, Fourier Method . . . 84 7.3 Fourier Method for Nonhomogeneous Problems . . . . . . . . . . . . . 99 7.4 Transformation to Simpler Problems . . . . . . . . . . . . . . . . . . . 103 7.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 8 Solutions of Boundary Value Problems for Stationary Equations . . . . . 113 8.1 Laplace Equation on Rectangle . . . . . . . . . . . . . . . . . . . . . . 113 8.2 Laplace Equation on Disc . . . . . . . . . . . . . . . . . . . . . . . . . 115 8.3 Poisson Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117 8.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 9 Methods of Integral Transforms . . . . . . . . . . . . . . . . . . . . . . . 123 9.1 Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 9.2 Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128 9.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134 10 General Principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 10.1 Principle of Causality (Wave Equation) . . . . . . . . . . . . . . . . . . 139 10.2 Energy Conservation Law (Wave Equation) . . . . . . . . . . . . . . . 141 10.3 Ill-Posed Problem (Diffusion Equation for Negative t) . . . . . . . . . . 144 10.4 Maximum Principle (Heat Equation) . . . . . . . . . . . . . . . . . . . 145 10.5 Energy Method (Diffusion Equation) . . . . . . . . . . . . . . . . . . . 147 10.6 Maximum Principle (Laplace Equation) . . . . . . . . . . . . . . . . . 148 10.7 Consequences of Poisson Formula (Laplace Equation) . . . . . . . . . . 150 10.8 Comparison of Wave, Diffusion and Laplace Equations . . . . . . . . . 152 10.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 11 Laplace and Poisson equations in Higher Dimensions . . . . . . . . . . . 157 11.1 Invariance of the Laplace Operator . . . . . . . . . . . . . . . . . . . . 157 11.2 Green¡¯s First Identity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159 11.3 Properties of Harmonic Functions . . . . . . . . . . . . . . . . . . . . . 161 11.4 Green¡¯s Second Identity and Representation Formula . . . . . . . . . . 164 11.5 Boundary Value Problems and Green¡¯s Function . . . . . . . . . . . . . 166 11.6 Dirichlet Problem on Half-Space and on Ball . . . . . . . . . . . . . . . 168 11.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174 12 Diffusion Equation in Higher Dimensions . . . . . . . . . . . . . . . . . . 178 12.1 Heat Equation in Three Dimensions . . . . . . . . . . . . . . . . . . . . 178 12.2 Cauchy Problem in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 179 12.3 Diffusion on Bounded Domains, Fourier Method . . . . . . . . . . . . . 182 12.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192 13 Wave Equation in Higher Dimensions . . . . . . . . . . . . . . . . . . . . 195 13.1 Membrane Vibrations and Wave Equation in Two Dimensions . . . . . 195 13.2 Cauchy Problem in R3¡ªKirchhoff¡¯s Formula . . . . . . . . . . . . . . 196 13.3 Cauchy problem in R2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 199 13.4 Wave with sources in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . 202 13.5 Characteristics, Singularities, Energy and Principle of Causality . . . . 204 13.6 Wave on Bounded Domains, Fourier Method . . . . . . . . . . . . . . . 208 13.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224 14 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228 14.1 Sturm-Liouville problem . . . . . . . . . . . . . . . . . . . . . . . . . . 228 14.2 Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229 Some Typical Problems Considered in This Book . . . . . . . . . . . . . . . . 235 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239 Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241 |
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