Chapter 1 What are Partial Differential Equations?
Let us begin by specifying our object of study. A differential equation is an equation that relates the derivatives of a (scalar) function depending on one or more variables. For example, d4 u du + u2 = c
Chapter 4 Separation of Variables
There are three paradigmatic linear second order partial differential equations that have collectively driven the development of the entire subject. The first two we have already encountered: The wave equation describes v
Chapter 12 Partial Differential Equations in Space
At last we have reached the ultimate rung of the dimensional ladder (at least for those of us living in a three-dimensional universe): partial differential equations in physical space. As in the one- and
Chapter 10 A General Framework for Linear Partial Differential Equations
Before pressing on to the higher dimensional forms of the heat, wave, and Laplace/ Poisson equations, it is worth taking some time to develop a general, abstract, linear algebraic fr
Chapter 11 Numerical Methods: Finite Elements
In Chapter 5, we introduced the first, the oldest, and in many ways the simplest class of numerical algorithms for approximating the solutions to partial differential equations: finite differences. In the pres
Chapter 5 Numerical Methods: Finite Differences
As you know, the differential equations that can be solved by an explicit analytic formula are few and far between. Consequently, the development of accurate numerical approximation schemes is essential for
Chapter 2 Linear and Nonlinear Waves
Our exploration of the vast mathematical continent that is partial differential equations will begin with simple first order equations. In applications, first order partial differential equations are most commonly used
Math 5587 December 6, 2011
Problems: Chapter 4: 4.4 2a,e,f, 12a,e,f, 13, 17a,b. Chapter 6: 6.1 1b,d, 2d, 3, 5b, 8, 13, 19, 35. 6.2 2, 6. 6.3 1, 2, 6. Due: Tuesday, December 13 Final Exam: Take Home, to be handed out on Tuesday, December 13 and
Math 5587 November 10, 2011
Problems: Chapter 4: 4.2 3a, 4b,e, 8, 14a,d,e, 26. 4.3 4, 7, 10c, 11, 12a, 16, 24a, 29, 31. Due: Tuesday, November 22 Second Midterm: Thursday, November 17 Will cover chapters 3 & 4. You will be allowed to use one 8
Math 5587 November 3, 2011
Problems: Chapter 3: 3.5 13, 21c,e, 22b,c, 27b,d, 30, 31, 35a, 42. Chapter 4: 4.1 2, 4c, 10, 17a,b. Due: Thursday, November 10 Second Midterm: Thursday, November 17 Will cover chapters 3 & 4. You will be allowed to u
Math 5587 October 25, 2011
Problems: Chapter 3: 3.3 1, 2, 8. 3.4 2b, 3c, 7, 9 (just use one of the two methods). 3.5 2b,c,d, 4, 8, 11a,b,c. Due: Tuesday, November 1 Second Midterm: Thursday, November 17 Will cover chapters 3 & 4. You will be a
Math 5587 September 29, 2011
Problems: Chapter 2: 2.4 2, 3, 4c,d, 8, 11, 12.
Also, in 2.4.8, determine the domain of influence of the point (0,2) and the domain of dependence of the point (3,-1). Discuss what these tell you about the solution.
Math 5587 September 20, 2011
Problems: Chapter 2: 2.2 2.3 2a, 3b, 9, 17, 26, 27. 2, 5, 14, 15.
Due: Thursday, September 29 First Midterm: Tuesday, October 11 Will cover chapters 1 & 2. You will be allowed to use one 8" 11" sheet of notes. Note
Chapter 6 Generalized Functions and Green's Functions
Boundary value problems, involving both ordinary and partial differential equations, can be profitably viewed as the infinite-dimensional function space versions of finite dimensional systems of linear
Chapter 8 Fourier Transforms
Fourier series and their ilk are designed to solve boundary value problems on bounded intervals. The extension of Fourier methods to the entire real line leads naturally to the Fourier transform, an extremely powerful mathemat
Chapter 3 Fourier Series
Just before 1800, the French mathematician/physicist/engineer Jean Baptiste Joseph Fourier made an astonishing discovery. Through his deep analytical investigations into the partial differential equations modeling heat propagation
Chapter 9 Linear and Nonlinear Evolution Equations
In this chapter, we analyze several of the most important evolution equations, both linear and nonlinear, involving a single spatial variable. Our first stop is to revisit the heat equation. We introduce
For example, on a unit square R = 0 < x, y < 1 , an accidental degeneracy occurs whenever m2 + n2 = k 2 + l2 (12.163) for distinct pairs of positive integers (m, n) = (k, l). The simplest possibility arises whenever m = n, in which case we can merely reve
following table, we display a list of all relative vibrational frequencies (12.158) that are < 6. Once the lowest frequency 0,1 has been determined - either theoretically, numerically or experimentally - all the higher overtones m,n = m,n 0,1 are simply o
A table of their values (for the case c = 1) can be found in the preceding section. The Bessel roots do not follow any easily discernible pattern, and are not rational multiples of each other. This result, known as Bourget's hypothesis, [142; p. 484], was
Vibration of a Rectangular Drum Let us first consider the vibrations of a membrane in the shape of a rectangle R= 0 < x < a, 0 < y < b ,
with side lengths a and b, whose edges are fixed to the (x, y)plane. Thus, we seek to solve the wave equation utt = c2
for the planar heat equation is given by the linear superposition formula u(t, x, y) = 1 4 t f (, ) e- [ (x-)
+(y-)2 ]/(4 t)
We can interpret the solution formula (12.125) as a two-dimensional convolution u(t, x, y) = F (t, x, y) f (x, y)
t = .04
t = .08
t = .12 Figure 12.6.
t = .16 Heat Diffusion in a Disk.
t = .2
12.5. The Fundamental Solution of the Heat Equation.
As we learned in Section 4.1, the fundamental solution to the heat equation measures the temperature distribution result
of the Bessel boundary value problem (12.5455) are the squares of the roots of the Bessel function of order m. The corresponding eigenfunctions are wm,n (r) = Jm (m,n r) , n = 1, 2, 3, . . . , m = 0, 1, 2, . . . , (12.112)
defined for 0 r 1. Combining (12
where h0 = 0, while = lim
hk = 1 +
1 1 1 + + + , 2 3 k (12.102)
hk - log k .5772156649 . . .
is known as Euler's constant. All Bessel functions of the second kind have a singularity at the origin x = 0; indeed, by inspection of (12.101), we find that th
We have thus found the series solution (-1)k xm+2k . 22k k(k - 1) 3 2 (r + k)(r + k - 1) (r + 2)(r + 1) k=0 k=0 (12.93) So far, we not paid attention to the precise values of the indices r = m. In order to continue the recurrence, we need to ensure that t
two different Frobenius expansions. Usually, this expectation is valid, but there is an important exception, which occurs when the indices differ by an integer. The general result is summarized in the following list: (i ) If r2 - r1 is not an integer, the
we find that the only non-zero coefficients un are when n = 3 k +1. The recurrence relation u3 k+1 = u3 k-2 (3 k + 1)(3 k) yields u3 k+1 = 1 . (3 k + 1)(3 k)(3 k - 2)(3 k - 3) 7 6 4 3
The resulting solution is
x3 k+1 . (3 k + 1)(3 k)(3 k - 2)(3 k - 3) 7 6