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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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