2

2.1

()

Laplaces equation

2u = 0

(potential field)

Poissons equation

2 u = f ( x, y , z )

diffusion equation
wave equation
Schrdinger
equation

2u =

1 u
t

2u =

1 2u
v 2 t 2

=2 2

+ V ( x, y, z ) = i=

t
2m

2u
2u
2u
u
u
+
2
B
+
C
+D
+E
+ Fu = G
2
2
x
xy
y
x
y
x y
A

(2.1)
(2.1)

3
> 0 elliptic equation Helmholtz differential equation

AC B 2 < 0 hyperbolic equation wave equation

= 0 parabolic equation diffusion equation

(elliptic equation)
(steady state phenomena) (hyperbolic equation)
(parabolic equation) (time-dependent)
(transition)

2.2 (Helmholtz differential equation)

2u + k 2u = 0

(2.2)
k 2 (Laplacian) (Cartesian coordinate
system) 2
13

14 2

2 =

2
2
+
x 2 y 2

2
2 u 2u
+ 2 + k 2u = 0
2
x
y

(2.3)

(2.3) (separation of variables method)

u ( x, y ) = X ( x)Y ( y )
(2.4)
(2.4) (2.3)
d2X
d 2Y
+
Y
X + k 2 XY = 0
dx 2
dy 2

(2.5)

1 d 2 X 1 d 2Y
+
+ k2 = 0
2
2
X dx
Y dy

(2.6)

(2.5) XY

(2.6) x
y

? ( (2.6) )
(2.6) x
d 1 d2X

dx X dx 2

d 1 d 2Y
+
2
dx Y dy
d 1 d2X

=0
dx X dx 2

d 2
+ k = 0
dx

1 d2X
=
X dx 2

(2.6) y
1 d 2Y
=
Y dy 2

1 d2X
= m2
2
X dx

[ m2 : separation constant]

m2 (separation constant)

(2.7)

 15

1 d 2Y
= m2 k 2
Y dy 2

(2.8)

(2.7) (2.8)

2
(2.7)
(2.7)
d2X
+ m2 X = 0
dx 2
d
(linear operator) D
(2.9)
dx

(2.9)

D 2 X + m2 X = 0
D 2 + m2 = 0

(2.10)

(2.10) (characteristic equation) (root)

D = im

(A12) (2.9)
X ( x) = Aeimx + Be imx

(2.11)

d 2Y
(m 2 k 2 )Y = 0
dy 2

(2.12)

(2.8)
(2.8)

D 2 (m 2 k 2 ) = 0
D = m2 k 2

(A8) (2.12)
Y ( y ) = Ce

m2 k 2 y

+ De

m2 k 2 y

(2.13)

2 (2.3)
u ( x, y ) = X ( x)Y ( y )

)(

u ( x, y ) = Aeimx + Be imx Ce

m2 k 2 y

+ De

m2 k 2 y

(2.14)

[ e i = cos i sin ]
{ A cos ( mx ) + iA sin ( mx )}
Ce
u ( x, y ) =
+ { B cos ( mx ) iB sin ( mx )}

m2 k 2 y

+ De

m2 k 2 y

u ( x, y ) = ( A + B ) cos ( mx ) + i ( A B ) sin ( mx ) Ce m k y + De

2
2
2
2
u ( x, y ) = E cos ( mx ) + F sin ( mx ) Ce m k y + De m k y

m2 k 2 y

(2.15)

16 2
2u + k 2u = 0
2u = 0 k = 0
(2.14) 2
u ( x, y ) = E cos ( mx ) + F sin ( mx ) Cemy + De my

2u =

(2.16)

1 u
1 2u
2u = 2 2
t
v t

()
2.1 u ( x, y ) ()
u ( x, y ) u (0, y) = u (a, y) = u ( x, ) = 0
u ( x, 0) = u0

(2.16)
u ( x, y ) = E cos ( mx ) + F sin ( mx ) Ce my + De my

E , F , C D
u ( x, ) = 0
u ( x, ) = 0 = E cos ( mx ) + F sin ( mx ) Ce + 0

C =0

u (0, y) = 0
u (0, y ) = 0 = E cos ( 0 ) + F sin ( 0 ) De my

E =0

u (a, y ) = 0
u (a, y ) = 0 = F sin ( ma ) De my

 17

mn =

n
,
a

n = 1, 2, 3,

n x
u ( x, y ) = Fn sin
e
a
n =1

n y
a

Fn = Fn Dn
u ( x, 0) = u0 Fn

n x
u ( x, 0) = u0 = Fn sin

a
n =1

(a)

(Fourier sine series)

f ( x) =

a0
n x
n x
+ an cos
+ bn sin

L
L
2 n =1

1
n x
an = f ( x) cos
dx
L L
L
L

1
n x
bn = f ( x) sin
dx
L L
L
L

(a)

b
n =1

sin

n x
Fn bn , a L
L

u0 f ( x)
Fn =

2
n x
u0 sin
dx

a0
a
a

2u a n x n x
= 0
sin
d

a 0 n a a
a

2u
n x
= 0 cos

n
a 0
2u
= 0 [ cos n + cos 0]
n
4u0
=
n ( n )
n

Fn (a) u ( x, y )
u ( x, y ) =

4u0

n x n y a
e
a

n sin
n =1
odd

18 2
2.2 1

u ( x, 0 )

u ( x, 0) =

2hx
l

u ( x, 0) =
h

2h(l x)
l

l 2

2u 1 2u
=
,
x 2 v 2 t 2

(2.17)

v
()

u ( x, t ) = X ( x)T (t )
(2.17) XT
1 d2X
1 1 d 2T
=
X dx 2 v 2 T dt 2

1 d2X
= m2
2
X dx
d2X
+ m2 X = 0
2
dx

[ m2 : separation constant]

(2.9)
X ( x) = A cos(mx) + B sin(mx)

1 1 d 2T
= m2
v 2 T dt 2
d 2T
+ m 2 v 2T = 0
2
dt
X ( x)
T (t ) = C cos ( mvt ) + D sin ( mvt )

1
u ( x, t ) = [ A cos(mx) + B sin(mx) ] C cos ( mvt ) + D sin ( mvt )

(2.18)

 19

u (0, t ) = 0
u (0, t ) = 0 = [ A cos(0) + B sin(0)] C cos ( mvt ) + D sin ( mvt )

A=0

u (l , t ) = 0
u (l , t ) = 0 = [ B sin(ml ) ] C cos ( mvt ) + D sin ( mvt )

sin(ml ) = 0 mn =

n
, n = 1, 2, 3,
l

n x
n vt
n vt
u ( x, t ) = Bn sin
Cn cos
+ Dn sin

l
l
l
n =1

u ( x, 0) = 0
t

n x
n v n vt
n v
n vt
u ( x, 0) = 0 = Bn sin
Cn
sin
+ Dn
cos

t
l
l l
l
l
n =1

n x
n v
n v
= Bn sin
Cn
sin ( 0 ) + Dn
cos ( 0 )
l
l
l
n =1

Dn = 0

n x
n vt
u ( x, t ) = Bn sin
Bn = BnCn
cos

l
l
n =1
u ( x, 0) Bn

2
n x
Bn = u ( x, 0) sin
dx
l 0
l
l

l 2
l
l
2 2h
2h
n x
n x
n x
=
+

2
sin
sin
x sin
dx
h
dx
x

dx

l
l 0 l
l
l
l
l 2
l 2

8h
n
sin

2 2
n
2

u ( x, t ) =

8h

n =1
odd

( 1)

( n 1) 2

n x
n vt
sin
cos

l
l

A, B, C ,
( x, y, )

20 2

2.3 - (Sturm-Liouville Equation)

d
du
(2.19)
p ( x) q ( x)u + ( x)u = 0
dx
dx
u ( x)

p( x) , q( x) ( x) x
(2.19) - (Sturm-Liouville Equation)
(eigenvalue problem)
-

p( x )

q( x )

( x)

Legendre, Pn ( x)

1 x2

n(n + 1)

Associated Legendre, Pnm ( x)

1 x2

m2
1 x2

n(n + 1)

Laguerre, Ln ( x)

xe x

e x

Associated Laguerre, Lkn ( x)

x k +1e x

xk e x

nk

Bessel, J n ( x) , Yn ( x) , H n ( x) ,

n2
x

Hermite, H n ( x)

e x

e x

Quantum Oscillator, n ( x)

x2

Chebyshev, Tn ( x)

(1 x 2 )1/ 2

(1 x 2 ) 1/ 2

n2

Gegenbauer, Cn ( x); > 1 2

(1 x 2 ) +1/ 2

(1 x 2 ) 1/ 2

n(n + 2 )

2n

2
1. 1
2u 1 u
=
x 2 t

b2
a) b2 > 0 ,
b) b2 = 0 ,
c) b 2 < 0 ,

d) u ( x, t ) = Ceb t ( A cos bx + B sin bx )

2

n x
; (0 < x < l )
l

u (0, t ) = u (l , t ) = 0 u ( x, 0) = u0 sin

 21

2.
1 u 1 2u 2u

+
+
=0
2 2 z 2

u ( , , z ) = P( ) ( ) Z ( z )

Z ( z ) = Ae

az

+ Be

az

( ) = C cos n + D sin n

P( )
d 2 P 1 dP
n2
a
+
+

P = 0
d2 d
2

3. A T
v (transverse
displacement) u ( x, t )
2u
2u 2 T 2u
+ 2v
+v
=0
A x 2
t 2
xt
u ( x, t ) x t t = 0

u ( x, 0) = a cos kx
4. p( x), q( x), ( x) 20 (2.19)

Legendre

(1 x 2 )u 2 xu + n(n + 1)u = 0

Associated Legendre
Laguerre
Associated Laguerre
Bessel
Hermite
Quantum Oscillator
Chebyshev
Gegenbauer