MAIN PROBLEMS OF
MATHEMATICAL PHYSICS

2.1.1. Point Sets

2.2.1. Normalised space

2.2.2. The space of continuous functions C(Ω)

2.3.1. Hilbert spaces

2.3.3. Orthonormal systems

2.4. Linear operators and functionals

2.4.1. Linear operators and functionals

2.4.2. Inverse operators

2.4.3. Adjoint, symmetric and self-adjoint operators

2.4.4. Positive operators and energetic space

2.4.5. Linear equations

2.4.6. Eigenvalue problems

2.5. Generalized derivatives. Sobolev spaces

2.5.1. Generalized derivatives

2.5.2. Sobolev spaces

2.5.3. The Green formula

3. MAIN EQUATIONS AND PROBLEMS OF
MATHEMATICAL PHYSICS

3.1. Main equations of mathematical physics

3.1.1. Laplace and Poisson equations

3.1.2. Equations of oscillations

3.1.3. Helmholtz equation

3.1.4. Diffusion and heat conduction equations

3.1.5. Maxwell and telegraph equations

3.1.6. Transfer equation

3.1.7. Gas- and hydrodynamic equations

3.1.8. Classification of linear differential equations

3.2. Formulation of the main problems of mathematical
physics

3.2.1. Classification of boundary-value problems

3.2.2. The Cauchy problem

3.2.3. The boundary-value problem for the elliptical equation

3.2.4. Mixed problems

3.2.5. Validity of formulation of problems. The Cauchy–
Kovalevskii theorem

3.3. Generalized formulations and solutions of mathematical
physics problems

3.3.1. Generalized formulations and solutions of elliptical
problems

3.3.2. Generalized formulations and solution of hyperbolic
problems

3.3.3. The generalized formulation and solutions of parabolic
problems

3.4. Variational formulations of problems

3.4.2. Variational formulation of the problem in the case of
positive operators

3.4.3. Variational formulation of the basic elliptical problems

3.5. Integral equations

3.5.1. Integral Fredholm equation of the 1st and 2nd kind

3.5.2. Volterra integral equations

3.5.3. Integral equations with a polar kernel

3.5.4. Fredholm theorem

3.5.5. Integral equation with the Hermitian kernel

METHODS OF POTENTIAL
THEORY

MAIN CONCEPTS AND DESIGNATIONS

1. INTRODUCTION

2. FUNDAMENTALS OF POTENTIAL THEORY

2.1. Additional information from mathematical analysis

2.1.1 Main orthogonal coordinates

2.1.2. Main differential operations of the vector field

2.1.3. Formulae from the field theory

2.1.4. Main properties of harmonic functions

2.2 Potential of volume masses or charges

2.2.1. Newton (Coulomb) potential

2.2.2. The properties of the Newton potential

2.2.3. Potential of a homogeneous sphere

2.2.4. Properties of the potential of volume-distributed masses

2.3. Logarithmic potential

2.3.1. Definition of the logarithmic potential

2.3.2. The properties of the logarithmic potential

2.3.3. The logarithmic potential of a circle with constant density

2.4. The simple layer potential

2.4.1. Definition of the simple layer potential in space

2.4.2. The properties of the simple layer potential

2.4.3. The potential of the homogeneous sphere

2.4.4. The simple layer potential on a plane

2.5. Double layer potential

2.5.1. Dipole potential

2.5.2. The double layer potential in space and its properties

2.5.3. The logarithmic double layer potential and its properties

3. USING THE POTENTIAL THEORY IN CLASSIC
PROBLEMS OF MATHEMATICAL PHYSICS

3.1. Solution of the Laplace and Poisson equations

3.1.1. Formulation of the boundary-value problems of the
Laplace equation

3.1.2 Solution of the Dirichlet problem in space

3.1.3. Solution of the Dirichlet problem on a plane

3.3.1. Schwarz method

3.3.2. The sweep method

4. OTHER APPLICATIONS OF THE POTENTIAL METHOD

4.1. Application of the potential methods to the Helmholtz
equation

4.1.1. Main facts

4.1.2. Boundary-value problems for the Helmholtz equations

4.1.3. Green function

4.1.4. Equation ∆∆∆∆∆v–λλλλλv = 0

4.2. Non-stationary potentials

4.2.1 Potentials for the one-dimensional heat equation

4.2.2. Heat sources in multidimensional case

4.2.3. The boundary-value problem for the wave equation

BIBLIOGRAPHIC COMMENTARY

EIGENFUNCTION METHODS

MAIN CONCEPTS AND NOTATIONS

2. EIGENVALUE PROBLEMS

2.1. Formulation and theory

2.2. Eigenvalue problems for differential operators

2.3. Properties of eigenvalues and eigenfunctions

2.4. Fourier series

2.5. Eigenfunctions of some one-dimensional problems

3. SPECIAL FUNCTIONS

3.1. Spherical functions

3.2. Legendre polynomials

3.3. Cylindrical functions

3.4. Chebyshef, Laguerre and Hermite polynomials

3.5. Mathieu functions and hypergeometrical functions

4. EIGENFUNCTION METHOD

4.1. General scheme of the eigenfunction method

4.3. Solution of problems with nonhomogeneous boundary
conditions

5.1. The problem of a bounded telegraph line

5.2. Electrostatic field inside an infinite prism

5.3. Problem of the electrostatic field inside a cylinder

5.4. The field inside a ball at a given potential on its surface

5.5 The field of a charge induced on a ball

6. EIGENFUNCTION METHOD FOR HEAT
CONDUCTIVITY PROBLEMS

6.1. Heat conductivity in a bounded bar

6.2. Stationary distribution of temperature in an infinite prism

6.3. Temperature distribution of a homogeneous cylinder

7. EIGENFUNCTION METHOD FOR PROBLEMS
IN THE THEORY OF OSCILLATIONS

7.1. Free oscillations of a homogeneous string

7.2. Oscillations of the string with a moving end

7.3. Problem of acoustics of free oscillations of gas

7.4. Oscillations of a membrane with a fixed end

7.5. Problem of oscillation of a circular membrane

METHODS OF INTEGRAL
TRANSFORMS

MAIN CONCEPTS AND DEFINITIONS

2. MAIN INTEGRAL TRANSFORMATIONS

2.1. Fourier transform

2.1.1. The main properties of Fourier transforms

2.1.2. Multiple Fourier transform

2.2. Laplace transform

2.2.1. Laplace integral

2.2.2. The inversion formula for the Laplace transform

2.2.3. Main formulae and limiting theorems

2.3. Mellin transform

2.4. Hankel transform

2.5. Meyer transform

2.6. Kontorovich–Lebedev transform

2.7. Meller–Fock transform

2.8 Hilbert transform

2.9. Laguerre and Legendre transforms

2.10 Bochner and convolution transforms, wavelets and chain
transforms

3. USING INTEGRAL TRANSFORMS IN PROBLEMS
OF OSCILLATION THEORY

3.1. Electrical oscillations

3.2. Transverse vibrations of a string

3.3. Transverse vibrations of an infinite circular membrane

4. USING INTEGRAL TRANSFORMS IN HEAT
CONDUCTIVITY PROBLEMS

4.1. Solving heat conductivity problems using the Laplace
transform

4.2. Solution of a heat conductivity problem using Fourier
transforms

4.3. Temperature regime of a spherical ball

5. USING INTEGRAL TRANSFORMATIONS IN THE
THEORY OF NEUTRON DIFFUSION

5.2. The problem of diffusion of thermal neutrons

6. APPLICATION OF INTEGRAL TRANSFORMATIONS TO
HYDRODYNAMIC PROBLEMS

6.1. A two-dimensional vortex-free flow of an ideal liquid

6.2. The flow of the ideal liquid through a slit

6.3. Discharge of the ideal liquid through a circular orifice

7. USING INTEGRAL TRANSFORMS IN ELASTICITY
THEORY

7.1. Axisymmetric stresses in a cylinder

7.2. Bussinesq problem for the half space

7.3. Determination of stresses in a wedge

8. USING INTEGRAL TRANSFORMS IN COAGULATION
KINETICS

8.1. Exact solution of the coagulation equation

8.2. Violation of the mass conservation law

MAIN DEFINITIONS AND NOTATIONS

2. FINITE-DIFFERENCE METHODS

2.1. The net method

2.1.1. Main concepts and definitions of the method

2.1.2. General definitions of the net method. The convergence
theorem

2.1.3. The net method for partial differential equations

2.2. The method of arbitrary lines

2.2.1. The method of arbitrary lines for parabolic-type equations

2.2.2. The method of arbitrary lines for hyperbolic equations

2.2.3. The method of arbitrary lines for elliptical equations

2.3. The net method for integral equations (the quadrature
method)

3. VARIATIONAL METHODS

3.1.1. Variational formulations of problems

3.1.2. Concepts of the direct methods in calculus of variations

3.2. The Ritz method

3.2.1. The classic Ritz method

3.2.2. The Ritz method in energy spaces

3.2.3. Natural and main boundary-value conditions

3.3. The method of least squares

3.4. Kantorovich, Courant and Trefftz methods

3.4.1. The Kantorovich method

3.4.2. Courant method

3.4.3. Trefftz method

3.5. Variational methods in the eigenvalue problem

4. PROJECTION METHODS

4.1. The Bubnov–Galerkin method

4.1.1. The Bubnov-Galerkin method (a general case)

4.1.2 The Bubnov–Galerkin method (A = A

4.2. The moments method

4.3. Projection methods in the Hilbert and Banach spaces

4.3.1. The projection method in the Hilbert space

4.3.2. The Galerkin–Petrov method

4.3.3. The projection method in the Banach space

4.3.4. The collocation method

4.4. Main concepts of the projection-grid methods

5. METHODS OF INTEGRAL IDENTITIES

5.1. The main concepts of the method

5.2. The method of Marchuk's integral identity

5.3. Generalized formulation of the method of integral identities

5.3.1. Algorithm of constructing integral identities

5.3.2. The difference method of approximating the integral
identities

5.3.3. The projection method of approximating the integral
identities

5.4.2. The solution of degenerating equations

5.4.3. The method of integral identities for eigenvalue problems

SPLITTING METHODS

2. INFORMATION FROM THE THEORY OF EVOLUTION
EQUATIONS AND DIFFERENCE SCHEMES

2.1. Evolution equations

2.1.1. The Cauchy problem

2.1.2. The nonhomogeneous evolution equation

2.1.3. Evolution equations with bounded operators

2.2. Operator equations in finite-dimensional spaces

2.2.1. The evolution system

2.2.2. Stationarisation method

2.3.1. Approximation

2.3.2. Stability

2.3.3. Convergence

3.2.2. Method of two-cyclic component splitting for quasi-linear
problems

3.3. The splitting method with factorisation of operators

3.4. The predictor–corrector method

3.4.1. The predictor–corrector method. The case A = A

3.5.1. The alternating-direction method

3.5.2. The method of stabilising correction

3.6. Weak approximation method

3.6.1. The main system of problems

3.6.2. Two-cyclic method of weak approximation

3.7. The splitting methods – iteration methods of solving
stationary problems

3.7.1. The general concepts of the theory of iteration methods

3.7.2. Iteration algorithms

4. SPLITTING METHODS FOR APPLIED PROBLEMS
OF MATHEMATICAL PHYSICS

4.1. Splitting methods of heat conduction equations

4.1.1. The fractional step method

4.2.1. Locally one-dimensional schemes

4.1.3. Alternating-direction schemes

4.2. Splitting methods for hydrodynamics problems

4.2.1. Splitting methods for Navier–Stokes equations

4.2.2. The fractional steps method for the shallow water
equations

4.3. Splitting methods for the model of dynamics of sea and
ocean flows

4.3.1. The non-stationary model of dynamics of sea and ocean
flows

4.3.2. The splitting method

METHODS FOR SOLVING
NON-LINEAR EQUATIONS

2. ELEMENTS OF NONLINEAR ANALYSIS

2.1. Continuity and differentiability of nonlinear mappings

2.1.1. Main definitions

2.1.2. Derivative and gradient of the functional

2.1.3. Differentiability according to Fréchet

2.1.4. Derivatives of high orders and Taylor series

2.2. Adjoint nonlinear operators

2.2.1. Adjoint nonlinear operators and their properties

2.2.2. Symmetry and skew symmetry

2.3. Convex functionals and monotonic operators

2.4. Variational method of examining nonlinear equations

2.4.1. Extreme and critical points of functionals

2.4.2. The theorems of existence of critical points

2.4.3. Main concept of the variational method

2.4.4. The solvability of the equations with monotonic operators

2.5 Minimising sequences

2.5.1. Minimizing sequences and their properties

2.5.2. Correct formulation of the minimisation problem

3. THE METHOD OF THE STEEPEST DESCENT

3.1. Non-linear equation and its variational formulation

3.2. Main concept of the steepest descent methods

3.3. Convergence of the method

4. THE RITZ METHOD

4.1. Approximations and Ritz systems

4.2. Solvability of the Ritz systems

4.3. Convergence of the Ritz method

5. THE NEWTON–KANTOROVICH METHOD

5.1. Description of the Newton iteration process

5.2. The convergence of the Newton iteration process

5.3. The modified Newton method

6. THE GALERKIN–PETROV METHOD FOR NON-LINEAR
EQUATIONS

6.1. Approximations and Galerkin systems

6.2. Relation to projection methods

6.3. Solvability of the Galerkin systems

6.4. The convergence of the Galerkin–Petrov method

7. PERTURBATION METHOD

7.1. Formulation of the perturbation algorithm

7.2. Justification of the perturbation algorithms

7.3. Relation to the method of successive approximations

8. APPLICATIONS TO SOME PROBLEM OF
MATHEMATICAL PHYSICS

8.2. The Galerkin method for problems of dynamics of
atmospheric processes

8.3. The Newton method in problems of variational data
assimilation

Index