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Schaum's Outline - Partial Differential Equations

Schaum's Outline - Partial Differential Equations

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Good Outline of PDE's
Good Outline of PDE's

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SCHAUM'S
OUTLINE
OF
THEORYAND
PROBLEMS
of
PARTIALDIFFERENTIAL
EQUATIONS
PAUL DUCHATEAU, Ph.D.
DA
VID
W.
ZACHMANN,Ph.D.
Pr
ofessors
of
Ma
thematicsColorado StateUniversity
SCHAUM'S OUTLINE
SERIES
McGRAW-
HILL
BOOKCOMPANY
New
York
St
.
Louis
San
Fr
ancisco
Auckland
Bogota GuatemalaHamhurg LisbonLondo?lMadridMexicoMontreal NewDelhi
Pa
n
ama
Par
is
SanJuan
Sa
o
PO/
ulo SingaporeS
yd
neyTokyo Toronto
o
9
FEV.
1988
 
Preface
The imp
ort
anceof partial differential equations amongthe topics of applied
mathe
matics basb
ee
n recognized for manyyears.
How
ever, theincreasing complexity
of
today'stechnology
is
demanding
of
themathematician, the engineer, andthes
ci
entist an
under
standing
of
the subject
pr
evi
ou
sly attained only byspecialists.
Th
is book
is
intended to serveas a su
pp
l
emen
tal
or
primary text for acourseaimed
at
providing this understandin
g.
It
has
been
organized so as toprovide a helpfulreference for the
pra
cticing professional,
as
well.AftertheintroductoryChap
ter
1, the bo
ok
is
divided into
three
parts.
Part
I,consisting of Chapters 2 through5,
is
devoted primarily to
qu
a
li
tative aspects of thesubject.
Chapter
2 discussestheclassification of problems, while Chapters 3 and 4 characterize the behavior of solutions to e
ll
iptic boundary valueproblemsand evolution
equ
ations, respectively.Ch
apter
5focuses on hyperbo
li
c systems of
equa
tions of
order
one.Part II comprises Chapters6t
hrou
gh 8, which presentthe principal techniques for constructing exact solutions to
li
n
ear
problems in partial differentialequations.
Chapter
6containstheessential ideas of eigenfunction expansions and integral transforms,whicha
re
then a
pp
liedto partial differentialequations
in
Chapter
7.
Chapter
8 provides apractical
tr
e
atment
of
the important topic
ofGreen's
functionsandfun
damenta
l solutions.
PartIII
,
Chapters
9 through 14, deals withthe construction
of
a
pp
roximatesolutions. Chapters9, 10, and
11
focus on
fin
ite-difference
method
sand, for hyperbolic
pro
blems,the numericalm
etho
d
of
characteristics. Some
of
thesemethods
are
implemented in
FO
RT
R
AN
77
pro
grams.
Chapters
12, 13,and14are devoted
to
approximation methods based onvariationalprinciples,Cha
pt
er
14
constituting a very elementary intro
du
ctiontothe finiteelem
ent
method.In every chapter, the solved andsupplementaryproblemshave
the
vitalfunction
of
applying, reinforcing, a
nd
sometimes expanding thetheoretical con cepts.
It
is
theauthors'good fo
rtune
tohavelong be
en
associ
at
ed
with a large,a£tive group of users
of
parti
al
differential equations,and thedevelopment
of
thisOutlinehas
been
considerablyinfluenced by this a
ss
ociation.
Ou
raim hasbe
en
to createa book
that
wouldprovideanswersto allthe
qu
estion
s--or,
atleast,
th
osemostfrequently
asked-of
o
ur
studentsandcolleagues.As a result,the level
of
thematerial included variesfromrath
er
elementary andp
ra
ctic
al
to fairly advancedand theoretical.
The
novel feature is
that
it
is
allco
ll
ectedin a single source, from which, we believe,the student
and
thetechnician a
li
ke can benefit.We wouldlike
to
express
our
gratitude
to th
e M
cGra
w-
Hill staff and
th
eColorado State University
Depa
rtme
ntof
Mathematicsfor their
coop
eration andsupport during
the prep
aration
of
thi
sbook. In particular,we
thank Dav
idBeckwith
of
McGraw-Hili for his manyhelpful suggestions.
PAUL
DUC
HAT
EAU
D
AV
ID
W.
ZA
CHMANN
 
Contents
Chapter
1
INTRODUCTION.
... . . .. .. . . ... .. . . ......... . ... . . . . . . . .... ..
1
1.1NotationandTerminology
.........
..
....
..
.
..
....
..
...
...
...
.....
.1.2V
ector
Calculus
and
Integral Ident
ities.
......... ...... .. ......... ... .1 1.3 AuxiliaryConditions;We
ll
-Posed Problems.. ................. . . . ... . . .2
Chapter
2
CLASSIFICATIONAND CHARACTE
RISTICS.
. . . . . . . . . . . . . . ... . . .
4
2.1 Types
of
Second-Order
Equations.
.. . ... .. .. ..... ... . ... . ... . ..... ..4 2.2Characteristics........ . . ... ... . . .. ..... . . ...... ..... .. .. .... ... . .5 2.3Canonical
Forms.
..... ........ .... ..... . ....... . . ... . ........ ... .6 2.4 Dimensional
Ana
lysis ..... . .... . .... .. ....... ...... .. .. . ... ..... . .7
Chapter
3
QUALIT A
TlVE
BEHAVIOR
OF
SOLUTIONS TOELLIPTIC EQUATIONS
....
..
....
...............
.'
........
..
..........
19
3.1
Harmon
ic Functions.. . . . .. . ..... .. . .... . ....... . .... .. ... . ... ....
19
3.2 ExtendedMaximum-Minimum Principles.. ..... ... . ....... . .... ... .. . .20 3.3E
ll
iptic
Bo
undary Value Problems... . . . ..... . .. . .... .. . .. .. . ........
21
Chapter
4
QUALITATIVE BEHAVIOR OFSOLUTIONS TO EVOLUTION EQUATIONS.
.... .. . . . . . . .... .... .
..
. ..
.. ..
.. .
..
. . .. . .
...
. .
36
4.1Initial ValueandInitial
-Bo
undary Value Problems
......
.. . ....... .. .. .
36
4.2Maximum-MinimumPrinciples
(P
arabolic
PDE
s)
....... .. ........ . .. ...37 4.3Diffusionlike
Evo
lution
(Par
abolic
PD
E
s)
. ..... . . ... . ... . .. ... . . ......
38
4.4WavelikeEvolution(Hyperbolic
PDE
s).. .. . . ... .. . . . . . ..... . ........ .
39
Chapter
5
FIRST-ORDER EQUATIONS
51
5.1Introductio
n.
............. ... .. .... . .. . . . . .. . . .... .... .. . . .... . ..
51
5.2Classification..... ... . . . .... .. ... ..... . ..... .. ..... . ........... ..
51
5.3 Normal
Fo
rm forHyperbolic Systems....... .. ... ...... ..... ... . ... . .
53
5.4
Th
eCauchy Problemfor aHyperbol
ic
System.
... .. ....... ... .........
53
Chapter
6
EIGENFUNCTIONEXPANSIONS AND INTEGRALTRANSFORMS: THEO
Ry...
..
...............
......
...
.
...
..
....
..
.....
....
72
6.1Fourier Series .. .... ... .. .. . ... . .. . . ... .. . .... . . ... . ..... . . ......
72
6.2 Generalized FourierSeri
es.
. . .. ..... . ....... .... . .... . . .... . . .. ... .
72
6.3St
urm
-Liouville
Pr
oblems;Eigenfunction Expansions
..
... . . .. ... ... ....74 6.4Fourierand
La
place Integral Transforms... . . . ........ ... .. ..... . .. . . .
75