ADVANCI~D PI[THOD5 PIATH[~ATICAL IN 5CI[NC[ AND

ADVANC[DMATICAL IN PIATHt PI[TNODS SCI[NC[[NGIN[[RING AND

S. I. Hayek ThePennsylvania State University UniversityPark,Pennsylvania

MARCEL

MARCEL DEKKER, INC.
DEKKER

NEw YOR~< BAser. ¯

ISBN: 0-8247-0466-5 This bookis printed on acid-flee paper. Headquarters Marcel Dekker,Inc. 270 Madison Avenue, NewYork, NY10016 tel: 212-696-9000;fax: 212-685-6540 Eastern Hemisphere Distribution Marcel Dekker AG Hutgasse4, Postfach 812, CH-4001 Basel, Switzerland tel: 41-61-261-8482;fax: 41-61-261-8896 World Wide Web http://www.dekker.com The publisher offers discounts on this book whenordered in bulk quantities. For more information, write to Special Sales/Professional Marketingat the headquartersaddress above.

Copyright© 2001 by Marcel Dekker,Inc. All Rights Reserved. Neither this book nor any part maybe reproducedor transmitted in any form or by any means, electronic or mechanical, including photocopying, microfilming, and recording, or by any information storage and retrieval system, withoutpermissionin writing fromthe publisher. Current printing (last digit): 1098765432 PRINTED IN THE UNITED STATES OF AMERICA

PREFACE
This book is intended to cover manytopics in mathematicsat a level moreadvancedthan a junior level course in differential equations. The bookevolved from a set of notes for a three-semester course in the application of mathematical methods to scientific and engineering problems. The courses attract graduate students majoring in engineering mechanics, engineering science, mechanical, petroleum, electrical, nuclear, civil and aeronautical engineering, as well as physics, meteorology,geologyand geophysics. The book assumes knowledge of differential and integral calculus and an introductory level of ordinary differential equations. Thus, the book is intended for advanced senior and graduate students. Each chapter of the text contains manysolved examples and manyproblems with answers. Those chapters which cover boundary value problems and partial differential equations also include derivation of the governing differential equations in manyfields of applied physics and engineering such as wave mechanics,acoustics, heat flow in solids, diffusion of liquids and gasses and fluid flow. Chapter 1 briefly reviews methods of integration of ordinary differential equations. Chapter 2 covers series solutions of ordinary differential equations. This is followed by methodsof solution of singular differential equations. Chapter 3 covers Bessel functions and Legendrefunctions in detail, including recurrence relations, series expansion,integrals, integral representations and generating functions. Chapter 4 covers the derivation and methodsof solution of linear boundaryvalue problemsfor physical systems in one spatial dimensiongovernedby ordinary differential equations. The concepts of eigenfunctions, orthogonality and eigenfunction expansions are introduced, followed by an extensive treatment of adjoint and self-adjoint systems. This is followed by coverage of the Sturm-Liouville system for second and fourth order ordinary differential equations. The chapter concludes with methodsof solution of nonhomogeneous boundary value problems. Chapter 5 covers complex variables, calculus, and integrals. The methodof residues is fully applied to proper and improper integrals, followed by integration of multi-valued functions. Examplesare drawn from Fourier sine, cosine and exponential transforms as well as the Laplace transform. Chapter 6 covers linear partial differential equations in classical physics and engineering. The chapter covers derivation of the governingpartial differential equations for waveequations in acoustics, membranes, plates and beams;strength of materials; heat flow in solids and diffusion of gasses; temperature distribution in solids and flow of incompressible ideal fluids. Theseequations are then shownto obey partial differential equations of the type: Laplace, Poisson, Helmholtz, wave and diffusion equations. Uniquenesstheorems for these equations are then developed. Solutions by eigenfunction expansions are explored fully. These are followed by special methods for nonhomogeneous partial differential equations with temporaland spatial source fields. Chapter 7 covers the derivation of integral transforms such as Fourier complex, sine and cosine, Generalized Fourier, Laplace and Hankel transforms. The calculus of each of these transforms is then presented together with special methodsfor inverse transformations. Each transform also includes applications to solutions of partial differential equations for engineeringand physical systems.

111

PREFACE

iv

Chapter 8 covers Green’s functions for ordinary and partial diffi~rential equations. The Green’s functions for adjoint and self-adjoint systems of ordinary differential equations are then presented by use of generalized functions or by construction. These methodsare applied to physical examplesin the samefields c, overed in Chapter 6. These are then followed by derivation of fundamental sohitions for the Laplace, Helmholtz, wave and diffusion equations in one-, two-, and three-dimensional space. Finally, the Green’s functions for boundedand semi-infinite media such as half and quarter spaces, in cartesian, cylindrical and spherical geometryare developedby the methodof images with examplesin physical systems. Chapter 9 covers asymptoticmethodsaimed at the evaluation of integrals as well as the asymptotic solution of ordinary differential equations. This chapter covers asymptotic series and convergence.This is then followed by asymptotic series evaluation of definite and improper integrals. These include the stationary phase method, the steepest descent method, the modified saddle point method, methodof the subtraction of poles and Ott’s and Jones’ methods. The chapter then covers asymptotic solutions of ordinary differential equations, formal solutions, normal and sub-normalsolutions and the WKBJmethod. There are four appendices in the book. AppendixA covers infinite series and convergence criteria. AppendixB presents a compendium special functions such as of Beta, Gamma, Zeta, Laguerre, Hermite, Hypergeometric, Chebychevand Fresnel. These include differential equations, series solutions, integrals, recurrence formulaeand integral representations. Appendix C presents a compendiumof formulae for spherical, cylindrical, ellipsoidal, oblate and prolate spheroidal coordinate systems such as the divergence, gradient, Laplacian and scalar and vector wave operators. Appendix D covers calculus of generalized functions such as the Dirac delta functions in ndimensional space of zero and higher ranks. Appendix E presents plots of special functions. The aim of this book is to present methods of applied mathematics that are particularly suited for the application of mathematicsto physical problemsin science and engineering, with numerous examples that illustrate the methods of solution being explored. The problemshave answers listed at the end of the book. The book is used in a three-semester course sequence. The author reconamends Chapters 1, 2, 3, and 4 and AppendixA in the first course, with emphasis on ordinary differential equations. The second semester would include Chapters 5, 6, and 7 with emphasison partial differential equations. The third course would include AppendixD, and Chapters 8 and 9.

ACKNOWLEDGMENTS This book evolved from course notes written in the early 1970s for a two-semestercourse at Penn State University. It was completely revampedand retyped in the mid-1980s. The course notes were rewritten in the format of a manuscriptfor a bookfor the last two years. I wouldlike to acknowledgethe manypeople whohad profound influence on me over the last 40 years. I am indebted to myformer teachers who instilled inme the love of applied mathematics. In particular, I would like to mention Professors MortonFriedman, Melvin Barron, RaymondMindlin, Mario Salvadori, and Frank DiMaggio, all of Columbia University’s Department of Engineering Mechanics. I am also indebted to the many

PREFACE

v

graduate students whomadesuggestions on improving the course-notes over the last 25 years. I am also indebted to Professor Richard McNitt, head of the Department of EngineeringScience and Mechanics,PennState University, for his support on this project during the last two years. I am also grateful to Ms. KathyJoseph, whoseknowledge the of subject matter led to manyinvaluable technical suggestions while typing the final manuscript. I am also grateful for the encouragementand support of Mr. B. J. Clark, Executive Acquisitions Editor at MarcelDekker, Inc. I am grateful to mywife, Guler, for her moral support during the writing of the first draft of the course-notes, and for freeing mefrom many responsibilities at home to allow meto workon the first manuscriptand tworewrites over the last 25 years. I amalso grateful to mychildren, Emil and Dina, for their moral support whenI could not be there for themduring the first and secondrewrite of the course-notes, and for myson Emil who proofread parts of the secondcourse-notes manuscript. S. I. Hayek

TABLE OF CONTENTS

preface

iii

1.I 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9

ORDINARY DIFFERENTIAL EQUATIONS DEFINITIONS ..................................................................................................... LINEAR DIFFERENTIAL EQUATIONS FIRSTORDER OF .......................... LINEAR INDEPENDENCETHEWRONSKIAN AND ............................

1 1 2 i .......3

LINEAR HOMOGENEOUS DIFFERENTIAL EQUATION OF ORDER n WITH CONSTANT COEFFICIENTS .............................................................. EULER’S EQUATION ............... PARTICULAR SOLUTIONS BY METHODOF UNDETERMINED COEFFICIENTS ..................................................................................................

4 : .........................................................................6 7 9 12 13 15

PARTICULAR SOLUTIONS BY THE METHODOF VARIATIONS OF PARAMETERS .................................................................................................... ABEL’S FORMULATHE FOR WRONSKIAN ............................................... INITIAL PROBLEMS VALUE ......................................................................... PROBLEMS ...............................................................................................

2.1 2.2 2.3 2.4

SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS INTRODUCTION .............................................................................................. POWER SOLUTIONS SERIES ......................................................................... CLASSIFICATION OFSINGULARITIES ....................................................... FROBENIUS ................................................................................. SOLUTION PROBLEMS ...............................................................................................

19 19 20 23 25 40

3 3.1 3.2 3.3 3.4 3.5 3.6 3.7

SPECIAL FUNCTIONS BESSEL FUNCTIONS ...................................................................................... BESSEL FUNCTION ZERO OFORDER ......................................................... BESSEL FUNCTION INTEGER n ........................................ OFAN ORDER RECURRENCE RELATIONS BESSEL FOR FUNCTIONS ........................... BESSEL FUNCTIONS ORDERS OFHALF ....................................................

43
43 45 47 49

51 SPHERICAL FUNCTIONS BESSEL ........................... ’. .................................... 52 HANKEL.FUNCTIONS .................................................................................... 53 vii

TABLE OF CONTENTS 3.8 3.9 3.10 3.11 3.12 3.13 3.14 3.15 3.16 3.17 3.18 3.19 3.20 3.21 3.22 3.23 3.24 3.25 3.26 3.27 MODIFIED FUNCTIONS BESSEL .................................................................. GENERALIZED EQUATIONS LEADING TO SOLUTIONS IN TERMS OF BESSEL FUNCTIONS ................................................................. BESSEL COEFFICIENTS ................................................................................ INTEGRAL REPRESENTATION OFBESSEL FUNCTIONS ........................ ASYMPTOTIC APPROXIMATIONS OF BESSEL FUNCTIONS FOR ARGUMENTS SMALL ........................................................................... ASYMPTOTIC APPROXIMATIONS OF BESSEL FUNCTIONS FOR ARGUMENTS LARGE ............................................................................ INTEGRALS OFBESSEL FUNCTIONS ......................................................... ZEROES OF BESSEL FUNCTIONS ................................................................ LEGENDRE ............................................................................... FUNCTIONS LEGENDRE COEFFICIENTS ........................................................................... RECURRENCE FORMULAE LEGENDRE FOR POLYNOMIALS .............. INTEGRALREPRESENTATION FOR LEGENDRE POLYNOMIALS ........ INTEGRALS OFLEGENDRE POLYNOMIALS ............................................ EXPANSIONS OF FUNCTIONS IN TERMS OF LEGENDRE POLYNOMIALS ............................................................................................... LEGENDRE FUNCTION THE OF SECOND Qn(x) ............................. KIND ASSOCIATED FUNCTIONS LEGENDRE ...................................................... GENERATING FUNCTION FOR ASSOCIATED LEGENDRE FUNCTIONS ..................................................................................................... RECURRENCE FOR .......................................................... FORMULAE p~n INTEGRALS ASSOCIATED OF LEGENDRE FUNCTIONS ........................ ASSOCIATED LEGENDRE FUNCTIONOF THE SECONDKIND Qnm ..... PROBLEMS ...............................................................................................

viii 54 56 58 62 65 66 66 68 69 75 77 79 81 85 89 93 94 95 96 97 99

4.1 4.2 4.3 4.4 4.5 4.6 4.7

BOUNDARY VALUE PROBLEMS AND EIGENVALUE PROBLEMS INTRODUCTION ........................................................................................... VIBRATION, WAVEPROPAGATION OR WHIRLING OF STRETCHED.................................................................... STRINGS LONGITUDINAL VIBRATION AND WAVEPROPAGATION IN ELASTIC BARS .............................................................................................. VIBRATION, WAVEPROPAGATION AND WHIRLING OF BEAMS..... WAVES INAcousTIC ................................................................... HORNS STABILITYCOMPRESSED ............................................... OF COLUMNS IDEALTRANSMISSION LINES (TELEGRAPH EQUATION) ...................

107 107 .. ............109 113 117 124 127 130

TABLE OF CONTENTS 4.8 4.9 4.10 4.11 4.12 4.13 4.14 4.15 4.16 4.17 4.18 4.19 4.20 4.21 4.22 TORSIONAL VIBRATIONCIRCULAR ...................................... OF BARS ORTHOGONALITY ORTHOGONAL AND SETS OF FUNCTIONS .......... GENERALIZEDSERIES FOURIER .............................................................. ADJOINT ...................................................................................... SYSTEMS BOUNDARY VALUE PROBLEMS ............................................................... EIGENVALUE .......................................................................... PROBLEMS PROPERTIESOF EIGENFUNCTIONS SELF-ADJOINT SYSTEMS OF .... STURM-LIOUVILLE SYSTEM ..................................................................... STURM-LIOUVILLESYSTEMFOR FOURTHORDEREQUATIONS..... SOLUTION OF NON-HOMOGENEOUS EIGENVALUEPROBLEMS...... FOURIER SINE ................................................................................. SERIES FOURIER SERIES COSINE ........................................................................... COMPLETE SERIES FOURIER ..................................................................... FOURIER-BESSEL SERIES ........................................................................... FOURIER-LEGENDRE SERIES .................................................................... PROBLEMS .............................................................................................

ix 132 133 135 138 140 142 144 148 155 158 161 163 165 169 171 174

5
5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 5.10 5.11 5.12 5.13 5.14 5.15 5.16 5.17

FUNCTIONSOF A COMPLEX VARIABLE
COMPLEX ................................................................................... NUMBERS ANALYTIC .............................................................................. FUNCTIONS ELEMENTARY ........................................................................ FUNCTIONS INTEGRATION COMPLEX ............................................... IN THE PLANE CAUCHY’S THEOREM INTEGRAL ............................................................. CAUCHY’S FORMULA INTEGRAL ............................................................. INFINITE ........................................................................................... SERIES TAYLOR’S EXPANSION ........................................................... THEOREM LAURENT’S SERIES ...................................................................................... CLASSIFICATION OFSINGULARITIES ..................................................... RESIDUESRESIDUE AND THEOREM ....................................................... INTEGRALS OFPERIODIC FUNCTIONS .................................

185
185 189 201 207 210 213 216 217 222 229 231

.’................. 236 IMPROPER REAL INTEGRALS .................................................................... 237 IMPROPER REAL INTEGRALS INVOLVING CIRCULAR FUNCTIONS ................................................................................................... 239 IMPROPER REAL INTEGRALS OF FUNCTIONS HAVING SINGULARITIESREAL ....................................................... ON THE AXIS 242 THEOREMS LIMITING CONTOURS ON .......... i .........................................245 EVALUATIONOF REAL IMPROPER INTEGRALS BY NON-CIRCULAR ............................................................ CONTOURS 249

TABLE OF CONTENTS 5.18 5.19 5.20 5.21 5.22 INTEGRALS EVEN OF FUNCTIONS INVOLVING x .......................... log INTEGRALS OFFUNCTIONS INVOLVING xa ........................................... INTEGRALS ODD ASYMMETRIC OF OR FUNCTIONS .......................... INTEGRALS OF ODD OR ASYMMETRICFUNCTIONS INVOLVING logx .......................................................................................... INVERSE LAPLACE TRANSFORMS .......................................................... PROBLEMS ......................................................

x 252 259 263 264 266

. ......................................278

6
6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.11 6.12 6.13 6.14

PARTIAL DIFFERENTIAL EQUATIONS OF MATHEMATICALPHYSICS
INTRODUCTION ....................................................

293

.’ ....................................... 293

THE DIFFUSION ...................................................................... EQUATION 293 THE VIBRATION ..................................................................... EQUATION 297 THE EQUATION WAVE ................................................. : .............................302 HELMHOLTZ............................................................................ EQUATION POISSON LAPLACE AND EQUATIONS ..................................................... CLASSIFICATION PARTIAL OF DIFFERENTIAL EQUATIONS ............. UNIQUENESS OF SOLUTIONS ................................................................... THE LAPLACE ......................................................................... EQUATION THE POISSON ........................................................................... EQUATION THE HELMHOLTZ .................................................................... EQUATION THE DIFFUSION ....................................................................... EQUATION THE VIBRATION ..................................................................... EQUATION THE EQUATION WAVE ............................................................................... PROBLEMS ............................................................................................. 307 308 312 312 319 332 336 342 349 355 366

7
7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9

INTEGRAL TRANSFORMS
FOURIER INTEGRAL ............................................................... THEOREM FOURIER TRANSFORM COSINE .................................... ............................ FOURIERTRANSFORM SINE ...................................................................... COMPLEX TRANSFORM FOURIER ............................................................ MULTIPLE TRANSFORM FOURIER .......................................................... HANKEL TRANSFORM ZERO OFORDER ................................................ HANKEL TRANSFORM v ........................................................ OFORDER GENERAL REMARKS ABOUT TRANSFORMS DERIVED FROM THE FOURIER INTEGRAL ....................................................... THEOREM GENERALIZED TRANSFORM FOURIER ...................................................

383
383 384 385 385 386 387 389 393 393

TABLE OF CONTENTS 7.10 7. l 1 7.12 7.13 7.14 7.15 7.16 7.17 7.18 7.19 7.20 TWO-SIDED TRANSFORM LAPLACE ........................................................ ONE-SIDED GENERALIZED FOURIER TRANSFORM ............................. LAPLACE ............................................................................... TRANSFORM MELLIN TRANSFORM .................................................................................. OPERATIONAL CALCULUS WITHLAPLACE TRANSFORMS .............. SOLUTION OF ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS BYLAPLACE TRANSFORMS .............................................. OPERATIONALCALCULUS WITH FOURIER COSINE TRANSFORM .. OPERATIONAL CALCULUS WITH FOURIERSINE TRANSFORM ........ OPERATIONAL CALCULUS WITH COMPLEX FOURIER TRANSFORM ............................................................................................. OPERATIONAL CALCULUSWITH MULTIPLE FOURIER TRANSFORM ............................................................................................. OPERATIONAL CALCULUS WITHHANKEL TRANSFORM .................. PROBLEMS .............................................................................................

xi 399 399 400 401 402 411 421 425 431 435 438 443

8 8.1 8.2 8.3 8.4 8.5 8.6 8.7 8.8 8.9 8.10 8.11 8.12 8.13 8.14 8.15 8.16 8.17 8.18

GREEN’S FUNCTIONS INTRODUCTION ............................................................................................ GREEN’S FUNCTION FOR ORDINARYDIFFERENTIAL BOUNDARY VALUE PROBLEMS ............................................................... GREEN’S FUNCTION AN FOR ADJOINT SYSTEM .................................. SYMMETRY THE GREEN’S FUNCTIONS OF ANDRECIPROCITY....... GREEN’S FUNCTION FOR EQUATIONS WITH CONSTANT COEFFICIENTS .............................................................................................. GREEN’S FUNCTIONS HIGHER FOR ORDERED SOURCES .................. GREEN’S FUNCTION EIGENVALUE FOR PROBLEMS ........................... GREEN’S FUNCTION FOR SEMI-INFINITE ONE-DIMENSIONAL MEDIA ........................................................................................................... GREEN’S FUNCTION FOR INFINITE ONE-DIMENSIONAL MEDIA..... GREEN’S FUNCTION FOR PARTIAL DIFFERENTIALEQUATIONS ..... GREEN’S IDENTITIES FORTHELAPLACIAN OPERATOR .................... GREEN’S IDENTITY FORTHEHELMHOLTZ OPERATOR ..................... GREEN’S IDENTITY BI-LAPLACIAN FOR OPERATOR .......................... GREEN’S IDENTITY THEDIFFUSION FOR OPERATOR ........................ GREEN’S IDENTITY THE FOR WAVE OPERATOR ................................. GREEN’S FUNCTION FOR UNBOUNDED MEDIA-FUNDAMENTAL SOLUTION ....................................................................... FUNDAMENTAL SOLUTION THELAPLACIAN FOR .............................. FUNDAMENTAL SOLUTION THEBI-LAPLACIAN FOR .........................

453 453 453 455 456 458 459 459 462 465 466 468 469 469 470 471 472 473 476

TABLE OF CONTENTS 8.19 8.20 8.21 8.22 8.23 8.24 8.25 8.26 8.27 8.28 8.29 8.30 8.31 8.32 8.33 8.34 8.35 FUNDAMENTAL SOLUTIONFOR THE HELMHOLTZ OPERATOR ....... FUNDAMENTAL SOLUTION THEOPERATOR, V + ~t 2 .............. FOR - 2 CAUSAL FUNDAMENTAL SOLUTION FOR THE DIFFUSION OPERATOR ....................................................................................................

xii 477 479 480

CAUSAL FUNDAMENTALSOLUTION FOR THE WAVE OPERATOR .................................................................................................... 482 FUNDAMENTAL SOLUTIONS FOR THE BI-LAPLACIAN HELMHOLTZ ........................................................................... OPERATOR 484 GREEN’S FUNCTION FOR THE LAPLACIAN OPERATORFOR BOUNDED ...................... MEDIA ~................................................................. 485 CONSTRUCTION OF THE AUXILIARY FUNCTION--METHOD OF IMAGES ..................................................................................................... GREEN’SFUNCTION FOR THE LAPLACIAN FOR HALF-SPACE ......... 488 488

GREEN’S FUNCTION FOR THE LAPLACIAN BY EIGENFUNCTION EXPANSION FOR BOUNDED ........................................................ MEDIA 492 GREEN’S FUNCTION FOR A CIRCULAR AREA FOR THE LAPLACIAN ................................................................................................... 493 GREEN’S FUNCTION FOR SPHERICAL GEOMETRY FOR THE LAPLACIAN ................................................................................................... GREEN’S FUNCTION FOR THE HELMHOLTZOPERATOR FOR BOUNDED MEDIA ........................................................................................ GREEN’S FUNCTION FOR THE HELMHOLTZOPERATOR FOR HALF-SPACE .................................................................................................. GREEN’S FUNCTION FOR A HELMHOLTZ OPERATORIN QUARTER-SPACE ......................................................................................... CAUSAL GREEN’S FUNCTION FOR THE WAVEOPERATORIN BOUNDED MEDIA ........................................................................................ CAUSAL GREEN’S FUNCTION FOR THE DIFFUSION OPERATOR FOR BOUNDED MEDIA ............................................................................... METHODOF SUMMATION SER/ES SOLUTIONS 1N OF TWO-DIMENSIONAL MEDIA ..................................................................... PROBLEMS .............................................................................................. 500 503 503 507 510 515 519 528

9 9.1 9.2 9.3 9.4 9.5 9.6 9.7

ASYMPTOTIC METHODS INTRODUCTION ........................................................................................... METHOD OFINTEGRATION ................................................... BY PARTS LAPLACE’S ............................................................................... INTEGRAL STEEPEST METHOD DESCENT .................................................................. DEBYE’S ORDER FIRST APPROXIMATION ............................................. ASYMPTOTIC APPROXIMATION SERIES ................................................. METHOD OFSTATIONARY PHASE ..........................................................

537 537 537 538 539 543 548 552

TABLE OF CONTENTS 9.8 9.9 9.10 9.11 9.12 9.13 9.14 STEEPEST DESCENT METHOD TWO IN DIMENSIONS ......................... MODIFIED SADDLE POINT METHOD--SUBTRACTIONOF A SIMPLE................................................................................................. POLE MODIFIED SADDLE POINT METHOD: SUBTRACTIONOF POLE OF N.................................................................................................. ORDER

xiii 553 554 558

SOLUTION OF ORDINARYDIFFERENTIAL EQUATIONS FOR LARGE ARGUMENTS ............................... , ...................................................559 CLASSIFICATION ATINFINITY OFPOINTS ............................................ SOLUTIONS OF ORDINARYDIFFERENTIAL EQUATIONS WITH REGULAR POINTS SINGULAR ................................................................... . ASYMPTOTICSOLUTIONS OF ORDINARYDIFFERENTIAL EQUATIONS WITH IRREGULAR SINGULAR POINTS OF RANK ONE ..................................................................................................... THE PHASE INTEGRAL AND WKBJ METHODFOR AN IRREGULAR SINGULAR OFRANK ...................................... POINT ONE ASYMPTOTIC SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS WITH IRREGULAR SINGULAR POINTS OF RANK HIGHERONE THAN...................................................................................... ASYMPTOTIC SOLUTIONS OF ORDINARYDIFFERENTIAL EQUATIONS LARGE WITH PARAMETERS .............................................. PROBLEMS ............................................................................................. 559 561

563 568

9.15 9.16

571 574 581

9.17

APPENDIX A INFINITE SERIES
A.1 A.2 A.3 A.4 INTRODUCTION ........................................................................................... CONVERGENCE TESTS ............................................................................... INFINITE SERIES FUNCTIONS ONE OF OF VARIABLE ......................... POWER .............................................................................................. SERIES PROBLEMS .............................................................................................

585
585 586 591 594 597

APPENDIX B SPECIAL FUNCTIONS
B.1 B.2 B.3 B.4 B.5 B.6 B.7 B.8 THE FUNCTION GAMMA F(x).................................................................... PSI FUNCTION t~(x) ....................................................................................... INCOMPLETEFUNCTION GAMMA 3’ (x,y) ................................................ BETA FUNCTION............................................................................... B(x,y) ERROR erf(x)............................................................................. FUNCTION FRESNEL FUNCTIONS S(x) AND ............................................... C(x), F(x) EXPONENTIAL INTEGRALS AND El(x) En(x) .......................................... SINE COSINE AND INTEGRALS AND Si(x) Ci(x) .....................................

599
599 600 602 603 604 606 608 610

3 D............................................... OF 0................................ 651 651 652 . kei(x)) ..................... 627 C........... 625 C..........................................6 D....... x) ............ 1.....................................3 CARTESIAN COORDINATES .................................. ) LAGUERRE POLYNOMIALS Ln(x ......................................................................................TABLE OF CONTENTS B.........................14 B........................ (berv xiv 612 6! 3 614 615 617 618 620 APPENDIX C ORTHOGONAL COORDINATE SYSTEMS 625 C.1 INTRODUCTION ...... SPHERICALLY SYMMETRIC DIRAC DELTA FUNCTION REPRESENTATION .. U(a..............13 B........................................ c...........................9 B..................... 1...........................s) AND ............................. beiv (x)...............2 D......... 635 635 641 641 642 643 645 646 648 APPENDIX E PLOTS OF SPECIAL FUNCTIONS BESSEL FUNCTIONSOF THE FIRST AND SECONDKIND OF ORDER2 .................................... D........ ) ASSOCIATED LAGUERRE POLYNOMIALS rn ) ...........................................................................................................................II B..................... HYPERGEOMETRIC F(a............................................................................... PROLATE SPHEROIDAL COORDINATES .............5 C....4 D............................................. ........................................15 TCHEBYSHEV POLYNOMIALS AND Tn(x Un(x) ..x) KELVIN FUNCTIONS (x)......2 GENERALIZED ORTHOGONAL COORDINATE SYSTEMS ..........................................................4 C................................................... FUNCTIONS CONFLUENTHYPERGEOMETRIC FUNCTIONS M(a................5 D.......... Ln(x HERMITE POLYNOMIALS Hn(x) ..................... EQUIVALENT REPRESENTATIONS OF DISTRIBUTED FUNCTIONS ...................... ELLIPTIC-CYLINDRICAL ....12 B................1 DIRAC FUNCTION DELTA ... 0..................................... b....... DIRAC DELTA FUNCTION OF ORDERN IN n-DIMENSIONAL SPACE ........10 B......6 C................................................. OBLATE SPHEROIDAL COORDINATES ............................7 DIRAC DELTA FUNCTION OFORDER .................... SPHERICAL BESSEL FUNCTIONS OF THE FIRST AND SECOND KINDORDER 2 ...................... 627 628 629 630 632 APPENDIX D DIRAC DELTA FUNCTIONS D................................................................... kerv (x).......c..........................................7 C...8 CIRCULAR CYLINDRICAL COORDINATES .......... ONE DIRAC FUNCTION DELTA OFORDER N ............................. PROBLEMS .............. 625 C......... COORDINATES SPHERICAL COORDINATES ................c............." ............ DIRAC DELTA FUNCTIONS n-DIMENSIONAL IN SPACE ...................

........................................... CHAPTER 3 ..............................................................................................................TABLE OF CONTENTS E............................................................................................................................................................................................... MODIFIED BESSEL FUNCTION OF THE FIRST AND SECOND KINDORDER ....................................... 690 CHAPTER 7 .............................3 E............. CHAPTER 9 ................... CHAPTER 2 ... OF 1/2.................................................................................................................................................................. BESSEL FUNCTION OF THE FIRST AND SECONDKIND OF ORDER 1/2....................................................................................... CHAPTER 8 .................. CHAPTER 4 ................................................. 705 710 719 722 Index 723 ...............................................................................4 E.............................................................................................................................................: xv 653 654 654 REFERENCES 655 ANSWERS CHAPTER 1 .....................................................................................................................................................683 CHAPTER 6 .............................5 MODIFIED BESSEL FUNCTION OF THE FIRST AND SECOND KINDORDER 2 .................................................. 663 663 665 669 670 CHAPTER 5 ... OF 0............ 1.................................. APPENDIX A .................................... 2.........................................................................................................................

1) relates the dependent variable y and its derivatives up to the nth to the independent variable x. i. wherethe coefficient a0(x) does not vanish in < x < b.e..continuousand differentiable n times. then by superposition. A hom ogeneous solution of a differential equation Yh is the solution that satisfies a homogeneous differential equation: Ly = 0 h with L representing an nth order linear differential operator of the form: dn dn-l’ L = a0(x) d---~. + an_~(x ~ + an(x) y = f(x) )n dx ox (1.. (1. if f(x) ~ 0 for some a _< < b. the homogeneous solution of eq. Yn.. andcontains no arbitrary constants.: Lyp = f(x) The complete solution of a differential particular solutions. in Theorder of a differential equationis defined as the order of the highest derivative in the differential equation.such as eq.1) is a homogeneous equation if f(x) = 0 and non-homogeneous equation. (1.+ al(x) d--~ + .. an(X) are continuous and bounded < x < b. Thusthe equation: da-~Y d"y Ly = ao(x ) -..+ a~(x) d--~ + .2).: (1. + an_l(X) ~x If a set of n functions y 1.. i. Equation (1.... 1. so that Yhalso satisfies eq. an independentvariable and derivatives of the dependent variable with respect to the independentvariable. (1.. 2 n A particular solution yp is any solution that satisfies a nonhomogeneous differential equation.. + Cny t n withC C .. (1. C being arbitrary constants.1).1 ORDINARY DIFFERENTIAL EQUATIONS 1.. Y2. al(x ) ..2).2) .e...1 Definitions A linear ordinary differential equation is defined as one that relates a dependent variable. Equation (1. A homogeneous linear differential equation is one where a function of the independent variable does not appear explicitly without being multiplied by the dependentvariable or any of its derivatives..2) yh = Cly + C2y2+ .and a0(x).1) is an th order d ifferential e quation. satisfies eq.3) equation is the sum of the homogeneous and (1.

2 LinearDifferential Equations First Order of Alinear differential equation of the first order has the form: ~Y ~(x) ÷ :v(x) dx where (1.4) and ~ (x) a (×) (×) 0 The homogeneous solution. 1 To obtain the particular solution. (1.6) ~ = +(x) resulting in a closed fo~ for the integrating factor: . and the constants C and C are arbitrary. one uses an integrating factor g(x).1 Thelinear differential equation: d2y 2 dx’--" ~ +4y=2x +1 has a homogeneoussolution Yh = C1 sin 2x + C2 cos 2x and a particular solution yp = x2/2.+ ~b(x) y = dx a o or ~b(x) dy : -qb(x) Y Integrating the resulting equation gives the homogeneous solution: (1.5) with C an arbitrary constant.CHAPTER 1 Y =Yh + Yp 2 Example1. 1 2 1. Each of the functions Yl = sin 2x and Y2 = cos 2x satisfy the equation (d2y)/(dx2) + 4y = 0. involving one arbitrary constant. can be obtained by direct integration: dy -. such that: g(x) [~x + ~b(x) y I = _~x @(x) y): E dy dx y+ ~ Thus~(x) can be obtained by equating the ~o sides of eq.6) as follows: (1.

Yn.. of Example 1. y~-’)[ ) y~ . The determinant....10) ) If Yl’Y2 . Cn must vanish.. and if there exists a set of constants such that (1. (1.ORDINARY DIFFERENTIAL EQUATIONS 3 (1..4) can be written as: Y= C1 exp(-~ ~(x)dx)+ exp(-~ ¢(x)dx)~ ~(x)/~(x)dx (1.. . eq. c’ ~..(n-O_ For a non-zero set of constants [Ci] of the homogeneous algebraic eqs. yn)=lyyin_l (1.10) satisfied.: Cly ~ +C2Y ~ +... 2 generally referred to as the Wronskian Yl. becomes: of W(yl.. A set of functions are termed a linearly independenton (a. then derivativesof eq. i = 1.9) 1. + CnYn(X) (1..3 Linear Independence and the Wronskian Consider set of functions[yi(x)].t(X) = exp(~¢(x) Usingthe integrating factor. The non-vanishingof the Wronskian a necessary and is sufficient conditionfor linear independence [Yi] for all x.... C . the completesolution of (1. i...10) and (1. n. Y2= cos 2x: ...e.. b) if there is no nonvanishing of constants 1. (1.2 If Yl = sin 2x. Ynsatisfy (I.y:~ . the determinantof the coefficients of C C ..8) Thus. the set of functions [Yi] is a of linearly independent set.+Cny ~ =0 (1. (1..10) are also satisfied.1)... 2 ... y~n I If the Wronskian a set of functions is not identically zero........ 1. C set 2 n whichsatisfies the followingequation identically: ClYl(X + C2yz(x) + .11)..7) /...+CnY ~ =0 Cly ~" +C2Y ~ +..11) -~ n-n n-l) n-l) CIY~ + C2Y(2 + .4) can be rewritten in the form: (:. Y2.12) yl°-1) .

= 1.16): (1.. Thus. can be readily solved. Theresulting poly~tomial is equationof degreen: mn n-~ ao + aim + . Sincefunctionsemxcan be differentiated many timeswithouta change its of functional dependence x. (1. + em*x Cn wherei are arbitrary constants. If the set [Yi] is linearly independent.....witha0 ~ 0.Y2)= 2 cos 2x -2 sin 2x -2 ~ 0 I Thus.. C Thedifferential operatorL of eq. (1....14) Ly = (aomn+ aim mx + an_~m an)e + which satisfied by setting the coefficientof emxto zero. .. then one may on try: mx y= e (1.... + aqnY. (1.Yl andY2are linearly independent. another [zi] which a linear then set is combination [Yi] is definedas: of + zl = °q~Yt +/~12Y2 . because W(zl)= det[otij]. Thegeneral solution of the homogeneous equation (1.-15) is called the characteristic equation.CHAPTER 1 sin2x cos2x 1= W(Yt. 2 solutionsof the form: (1. n i eachof whichsatisfies eq..15)as follows: . If the polynomial eq. 1. n-~ +. z2 = ~21Yl + (~22Y2 + .16) Yi= emiX.13) canbe written in termsof the n independent solutionsof (1.2.17) Yh= C1emlx + C2em2x + ".4 Linear Homogeneous Differential with Constant Coefficients Equation of Order n Differentialequations ordern with constantcoefficients having form: of the (n) Ly= a0Y + aly(n-0 + ... m . a1 . + a.+ (X2nYn 4 Zn = ~nlYl + ~n2Y2 + "’" + °t~Yn with ¢xij beingconstants. (1.13) can be written in an expanded in terms form of the characteristicrootsof eq._lm + an = 0 (1..13) wheremis a constant. an are constants...is also linearly independent provided that: det[otij] ~ 0.13).W(Yi) 1.15) has n distinct roots. (1. + an_~y’ any= 0 + whereao. operating y withthe differential operator results: on L.. m then there are n in n. as a possible solution of the homogeneous equation.

1. (1..m2).--tCj+k_l xk-1) mJx e em emJ÷kx *x + Cn + .mn) (D- y:0 j= 1... (D. In such a case.19) (1.(D-m~)(D-mj) To obtain the missing solutions..mj) k y = 0 A trial solution of the form xremixcan be substituted in eq. If the roots m are distinct.1 solutions....1 solutions. solutions of the type: Yj+r = x xr-keml (D...mj)k (xremjX)=r (r.m2). k-1 satisfy eq.mi) (D.3 .. 2 . i. for example jth root is repeatedk times. (1.. 1.2 .18).18)..21) Example 1.3 Obtainthe solution to the followingdifferential equation: .(D-mj_l)(D-mj+k).18) Ly:a0 (D.. Thus.18) can be rewritten as follows: Ly=a 0 (D-ml)(D-m2)..: in (D.1)(r..m j) = (D.k + 2)(r-k whichcan be satisfied if r takes any of the integer values: r=0. k-1 Thus... the operator L in eq.ml) (D.. and a methodmust be devised to obtain the remaining k .. If there exist repeated roots.(D- where D = d/dx.. (I. (1..ml) (D..20): (D . 3 .. if: (D-mj) then ’~jx yj = e j = I. (1.m j) (Dsuch that: Ly=ao (D...k + 1 independentsolutions..2...20) xremjX r = 0. then there are the n . 16) are distinct and it can i shown that they constitute an independentset of solutions of the differential equation. It can be shown that any pair of components the operator L can be of interchangedin their order of appearance the expressionfor L in eq... (1. satisfies eq.. n k y=0 (1.e..mj_1) (D. 2.19) and supply the missingk . (1. (r.2). such that the total homogeneoussolution becomes: Yh= C1emlx + + C j+ k C2em2x + ---+ (Cj + Cj+Ix + C j+2 X2 q. it wouldbe sufficient to solve the equation: (D .ORDINARY DIFFERENTIAL EQUATIONS ran) 5 (1.. then the solutions in eq.mj+l).

~e solution is ~en obtained in terms of z.. The differential equation: Ly = aoxn dx---~. as Transformingthe independentvariable x to z by the following transformation: z = log x then the first derivative transformsto: d d d dz 1 d =e_Z z =e x (1.) Using the ~ansfo~afion in ~...23). m = +2. generally known Euler’s Equation. + . and: 1 2 3 e-x Yh = C1 + (C2 + C3x) e2X 1.+ alxn-~ dxn. (1.CHAPTER I 6 d3y 3 d2y dx 3 ~-~+4y = 0 3 2 Let y = emx. 1 dn-ly dny (1.3m + 4 = 0 such that m = -1. m = +2. ~ter which ~ inverse ~ansfo~ation is peffo~ to ob~n the solution in mrmsof x.5 Euler’s Equation Euler’s Equationis a special type of a differential equation with non-constant coefficients whichcan be transformedto an equation with constant coefficients and solved by the techniques developedin Section 1.22) + an_ix ~ + anY= f(x) ~lx is such an equation. where the ai’s are constants.22) v~able coefficienm on ~e inde~ndent v~able x to one wi~ cons~t coefficienm on z.+ . then the characteristic equation is given by m . one is thus able to ~ansform~..23) -- d dz d dx The secondderivative transforms to: d2 d d d-~ = ~xx (~x) = (e-Z ~d~) (e-Z ~z) = e-2Z(~z2 2 X ""-~ = ~’2 dz _ Similarly: ~d by induction: xn dy 2).4. . (1.

Thusif: f(x) = 2 e-~x sin 3x then one uses a trial particular solution: Yp =(F0x2 + Fix + F2) (e-2X)(Asin3x + Bcos3x) X2 x2 = e-2x (H1 sin 3x + H2 cos 3x + H3xsin 3x + H4xcos 3x + H sin 3x + H cos 3x) 5 6 If a factor or term of f(x) happensto be one of the solutions of the homogeneous differential eq.1)(~ .4 DIFFERENTIAL EQUATIONS 7 3d3y 2xdY+4y=0 x dx~ Y.14). (1. Particular solutions to general nth order linear differential equations can be obtained by the methodof variation of parametersto be discussed later in this chapter. then the equation transforms to: ~ (~ .. after transforming z to x.6 Particular Coefficients Solutions by Method of Undetermined The particular solution for non-homogeneous differential equations of the first order was discussed in Section 1.ORDINARY Example 1. However. if f(x) is elementary function: (a) f(x) = sin ax or cos try yp = A sin ax + B .13). then a trial solution written in the formof the product of the corresponding trial solutions.dx Letting x = ez. one obtains the homogeneous solution in terms of x: yh(x) = x-x q-(C2-I.cos ax ~x yp = Ce[ try try yp = D sinh ax + E cosh ax Co) = f(x) (c) f(x) = sinh ax or cosh (d) f(x) m try yp = F0xm+ FlXm-1 +.(d).C l ogx x 2 ) 3 1.2~y + 4y whichcan be written as: d3Y 3 d2y dz---.lX + F m If f(x) is a productof the functionsgivenin (a) .2. then the portion of the trial solution yp corresponding that term to .+ Fm. there are simple meansfor obtaining particular solutions to nonhomogeneous differential equations with constant coefficients such as (1.~ ..-~+4y=O The homogeneous solution of the differential equation in terms of z is: yh(z) = Cle-z +(C +2z 2 + C3z)e which.2) y .

x + Fx3e2x + Gx 2x 2e e 2e Substitution ofyp into the differential equation and equating the coefficients of like functions.5 d3y 3 d2y = dx3 ~’T+4Y 40sin2x + 27x2 e-x + 18x e2x where Yh = Cle-x + (C2 + C3x) 2x For sin (2x) try A sin (2x) + B cos (2x). -x For x2e try: yp = (Cx2 -x Dx + E) xe + since e-x is a solution to the homogeneous equation.CHAPTER 1 8 or factor of f(x) must be multiplied by k. z) 3 .e’z + (C2 + C3 e +2z.13).6 Obtain the solution to the following equation: x3 d~Y .x2) e2x Example 1. such that: d~33Y 3 d~22Y 4y = 6e2Z+ 16z + where yh(z) -. 2x try: For xe yp = (Fx + G) 2 e2x since e 2x and xe2x are both solutions of the homogeneous equation. Thus. the Ixial particular solution becomes: yp = A sin (2x) + B cos (2x) + -x + Dx -x + Ex .5. Example 1. w here an i nteger kis cho such that the sen portion of the trial solution is one powerof x higher than any of the homogeneous solutions of (1.2x dy + 4y = 6x2 + 161ogx 3 dx dx This equation can be solved readily by transformation of the independentvariable as in Section 1. one obtains: G=-I A=2 B=I C=I D=2 E=2 F=I Thus: e-x x) y = C1 + (C2 + C3 e2x + 2 sin (2x) + cos (2x) + (x3 + 2x2 + 2x) -x +(x3 .

. and for z try Bz + C. + Vny ... .. + Vny 2n Differentiating (1.. one can arbitrarily specify (n ...24) onceresults in: yp= v l+v2Y2+. + v~y = 0 n so that: ’ ’ yp = v~yl + v~y~+ . n-2) Yp =~v~yin-2)+ v~y(2 +. The homogeneous differential equation (1.. )( .. n ’ + Vny Differentiating yp once again gives: yp = v~y~+ v~y +.7 Particular Solutions Parameters by the Method of Variations of Exceptfor differential equationswithconstant coefficients.+Vny n . one obtains: A=I B=4 C=0 yp(z) : z2e2z + 4z yp(X) : (logx) 2 x2 + 41ogx y=C. (1.. let: v~y~+ v~y~+ .1).24) Since yp in (1... ( .ORDINARY DIFFERENTIAL EQUATIONS 9 2z For e2z try Az2e since e2z and ze2z are solutions of the homogeneous equation. eq. n Carryingthis procedureto the (n .+VnY ~ (1... = 0 + +....+Vny n )+~VlYl ... v2(x) .. Vn(X).. Yp= v~yl + v2y2+... Substituting in the equation on z.. i. ~" v2y(~n-1)(n-1)~ +...1) morerelationships.. + Vny 2 n 1 2n Againlet: ....x-1 +(C2 + C3 logx) 2 +x2(logx) 2 + 41ogx 1. resulting in: ..e.: + C2Y2 ..2) has n independentsolutions.+VnYn + vlyl+v 2 +.. This section gives a treatment of a general methodby whicha particular solution can be obtained.1)st derivative one obtains: ¯ (n-~)\ / (n-~).. .. i.it is very difficult to guess at the form of the particular solution.. + Vny + vlY + v2y + .. Thus...e.. ) v~y~ v~y~ + v.. + CnYn + Yh = Clyl Assume that the particular solution yp of eq.e.1) can be obtained from n products these solutions with n unknown functions Vl(X).24) mustsatisfy one equation. (1.: yp = vly~ + v2y + .y. i..

1) conditions havebeen specified on the functions 1.. + anYn + aO[v~ylr’-l’ + v~Y(2n-" .. and groupingtogether derivatives of each solution. whichcan be integrated to give [vii.. + vny n + n ..+ v:y v~yln_. + v:y(nn-1) : f( ...-i) y(p") : v~yln-1)+v~y(2n-1)+¯ + Vny -I-Vlyln)+v2Y(2 n) + VnY(n n Substitution of the solution y and its derivatives into eq.. thereby giving a particular solution yp. + .. resulting in: i v. + v~ Yn = 0 + then y(pn-1)= vlyln-1)+ v2Y(2n-1) + Vny(nn-1) th Thusfar (n ....... The methodof variation of the parametersis nowapplied to a general 2nd order differential equation.. (1. (... whichdoes not vanish for a set of independentsolutions [Yi]" Equationsin (1..)= + + a0(x) . vn. + vny =0 =0 v~ can now be v yl°-2/+°-2/+.1)... + anY~ v2 [aoY~)+ y(~-O . v~ .) v~y(zn_l) . [aoy(n’~)+ aly(n"-l’ + .. + v:y(nn_.. + anY . Let: a0(x) y’+at(x ) y¯+ a2(x) y = f(x) such that the homogeneous solution is given by: Yh = C~Yl(X)+ C2Y2(X) and a particular solution can be found in the form: yp = v~yl + vZy 2 wherethe functions v1 and v2 are solutions of the two algebraic equations: . (1.25) The determinant of the coefficients of the unknown functions [v~] is the Wronskian of the system.. one obtains: ~) v~ [aoYl + axyl~-O . .~_.yl..... The n derivative is obtained in the form: n) +.) + v~y(2n_l) .25) give a unique set of functions [v~].. ..CHAPTER I 10 and letting: ’ y~ + ’ @-2) v~ (~-2) v2 y (2~-2)’ . a0(x) The systemof algebraic written as follows: v~yi + v~Y2 Vly 1 2 v2Y + equations on the unknown functions v~.... + vnYn : l:’(X) ] + ] The terms in the square brackets which have the form Ly vanish since each Yi is a solution of Ly = 0. .. + ]+ a~ + 2]+ ¯ (~-1)1 +v... v2 ...

-Y2 f(x)/a0(x) y~y~ .y~y~_ y2 ao(x) W(x) and -V 2 . y.y ~ + v2y = 0 2 and f(x) v~y~ +v~y[ _a0(x ) Solving for v~ and v2.ORDINARY DIFFERENTIAL EQUATIONS 11 vt. and the Wronskian given by: is W(x)=y~y~ -y~y2 =-4 The particular solution is thus given by the followingintegral: .0(7) dr/ Obtain the completesolution to the following equation: x . f(x)/ao(x ) =-~ y~ f(x) y~y._ .4y = e y" The homogeneous solution is given by: Yh = CI e2x + e-2x C2 x. one obtains: V|~ .7 . wherey~ = eZ yg_ = e-~-x.. =-I y:(r/) f(r/) dr/ ao(r/) and x v2 = +j" yl(r/) f(r/) dr/ The unknown functions v I and v2 are then substituted into yp to give: X yp =_y.y~y~ ao(x ) W(x) x Direct integration of these two expressions gives: v. ao(x) = 1.) Example 1.(x) I yz(r/)f(r/) dr~+y_9(x) f Yl(rl)f(r]) a0(r~) W(O) J a~(~ W---~) dr/ x~ y~(r/) y~_(x)-yl(x) Y2(r/)f(r/) w(.

. can obtain the Wronskian a closed form whenthe set of functions [Yi] one in are solutions of an ordinary differential equation. Yn Y~ (]. an(x) . .26) y(2n -2) .~)" (n-l) a2(x).12) is equivalent to summing n-determinants whereonly one row is differentiated in each determinanti.~.27) In-2) yl n) y(2 n) .. ") Substitution of (1.e..al(x. for However. Differentiating the determinantin (1. "" Yn Y.-~Yi ao(x ) Yi ...." "" Yn Yn Y~ Y~ Y: n-2) y(n n-l) y(n Yl Y2 --.: y[ dW dx n-2) ~.~ Yi a0(x) Yi a0(x ) y(n-2) 11 - an-l(X).-2) y(2 n-l) ¢I Y2 Y~ + y~’ Y~ y~n-1) y(n-1) Yl y~n-1) y(n-l) .1) determinants.. (1.2) for yl ..12).8 Abel’s Formula for the Wronskian The Wronskian a set of functions [Yi] can be evaluated by using eq." . i..CHAPTER 1 Xe2r/ yp = J e_2x e2 e-Zn _ x ! x dr/= --" e 3 12 (-4) The complete solution becomes: e2x -2x e y = C1 + C2e _ -~ x 1.e. ..each of these determinants vanish.. y(~n-2) + Yn y(nn-1) n-2) yl y(nn-l) n) yl Since there are twoidentical rowsin the first (n . (1...: y!n) =. thereby leaving only the non-vanishinglast determinant: Yl Yl dW Y2 Y[ .

a set of n-conditionson the dependent variable is required..let there exist twosolutions YI and YlI satisfying the system(1. w hich can be given as: y(x0) = cz0 y’(x0) = 1 : y(n-’)(x0) = 1 A unique solution for the set of constants [Ci] in the homogeneous solution Yhcan be obtained. by successively multiplying the first row by an/a0. resulting in W = 9 and W(x) = 0 1. and manipulatingthe determinant. + Bny + yp + 2 n . Such problems are known as Initial Value Problems. To evaluate the of constant W one can determinethe dominantterm(s) of each solutions’ Taylor series. special case..3x whichis the Wronskian the solutions of the differential equation.28) with W = constant. and adding themto the last row. 0.Since thelast two a re ruled out.29) yp YlI = B~y~ B2y + .1) derivatives take at a point x = 0.3. To prove uniqueness. one obtains: d__~_W:a.9 Initial Value Problems For a unique solution of an ordinary differential equation of order n.29) such that: YI = C~y~+ C2y + . This is knownas Abel’s Formula. etc. al(x) --> ~ or ao(x) ---> 0 at some point in a _< < b. 2 + CnY + n a < x.x 0 < b (1. 0 It should be noted that W(x)cannot vanish in a region < x < b unless W van 0 ishes identically.8 Consider the differential equation of Example 1.. the secondrow by an_l/a0.. whose complete solution contains n arbitrary constants. then W(x)cannot vanish. Theset of n-conditions on the dependent variable is a set of the values that the dependent variable and its first (n .(x_~) _ dx a0(x) whichcan be integrated to give a closed form formula for the Wronsldan: ( a --~ a W(x) = 0 exp~j-I" a~(x) x~ (1. Example 1..ORDINARY DIFFERENTIAL EQUATIONS 13 into the determinantof (dW)/(dx). The Wronskian given by: is W(x) = W0exp(~-3 dx) e. find the leading term of the resulting Wronskian then take a limit as x --> 0 in this and -3x.

.. wherethe constants A are defined by: i A i---Ci-Bi i=1. and the twosolutions YI and YlI. the difference of the two solutions also satisfies the samehomogeneous equalion: L(yiyn)=0 = Yl (Xo).y(n o)= 0 which results in the following homogeneous algebraic equations: Aly~(Xo) + A2y2(xo)+ ..30) Since the determinantof the coefficients of [A is the Wronskian the system...29)..9 Obtain the solution of the following system: y"+4y=0 y(O)= y’(0) = y = Clsin (2x) + 2 cos ( 2x) y(0) = 2 =1 y’(0) = 1 = 4 such that: y = 2 sin (2x) + cos (2x) C =2 1 x _> 0 ....+ Any~(Xo) : AlYln-1)(Xo) Azy~n-1)(Xo) + Any(~n-1)(Xo) + +.~Y.CHAPTER 1 14 then.3 .~(Xo) A..Yi~(Xo) 0 (Xo)-(xo y )-- n-l) (x y~n-l)(xo). i satisfying the system(1. mustbe identical.+ A. then A = 0. Example 1.2.y~(Xo) + A2y[(xo) +. which of i] does not vanish for the independentset [Yi]. n (1.

4 3.2 1. Solvethe followingdifferential equations: 2 (a) d-~Y+xy:e-X~/2 ax (c) dY+2ycotanx=cosx dx (b) xdY+2y=x dx (d) dy+ytanhx=eX dx (f) _~ -x y = e + ¯ dy (e) sin x cos x-.8 d2y 16y=0 ~x ~+ d~y (f) d---~ + iy = 0 i = ~Z-~ d~y + (h) dSY d4Y dd~-~Y3 2 + dx--.+ 2 ~ +a4y=O d4y (d) d-’~-.3 Examine following sets for linear independence: the (a) u](x) = ix u2(x -i x ) =e (b) ul(x) = -x (c) 2 u1(x)=l+x x uz(x) = e 2 u2(x )=l-x I13 = sin x vl(x) ul2 = u~(x)and u2(x) are definedin Section 1.ORDINARY DIFFERENTIAL EQUATIONS 15 PROBLEMS Section 1.+ 2a3y = 0 3T (1) d~6Y+ 64y = 0 . 1.+ 16y = (i) d3--~-Y 8a3y= + 3 dx d4y (k) ~-~..dy ~--y=0 dx 4 2_. v(x) + 2 Obtain the homogeneous solution to the followingdifferential (a) dzy dy 2y=0 dx z dx d3y (b) 3 dx equations: d2y 1 dy dx 2 4 dx ÷ Y = 0 (c) d3Y-3dY+2y=0 dx d4y (e) ~-T.a dx--.+ y = sin dx Section 2. dx T 5 d2Y d3Y (j) ~x .16y= day (g) d--~.

4y = f(x) dx l<x-<2 x_>l l<x<2 .2x dy + 2y = 0 3 dx dx2 dx (f) + ~ dydxX4 "~’~-d4y 6x3~dx 7x ~ d2y+ x dx + 16y= 0 (g) 4x~ dx-. has three repeated roots = m. showthat e mx. Obtainthe general solution to the followingdifferential equations: d2--~-y kEy f(x) + = (a) 2 dx (b) 2 d2-~-y +xdy .6 6. (h) 2dx2--d2y+5y=O Obtainthe total solution for the followingdifferential equations: Ly-. xe mx.5 5. Section 1.+ y=O d2Y 5Section 1. Obtainthe solution to the followingdifferential equations: (a) x2d2y+xd-~-Y-y=O dx~ dx +xdY+4y=O dx (b) x2d2Y+3xdy+y=O dx2 dx (c) ~ 3 2 d2Y dy + 2y =0 (d) x d3y + x -’-’T -2x dx ~ dx (e) x3 d3-~-y+ 3x2 d2-~-y. and x2e mx makeup a linearly independentset.CHAPTER 1 16 4.y = f( x) dx 2 dx dy(c)x3d3y -2x2-~-~-+ax dx30x.f(x) -x (a) L as in Problem3a and f(x) = lOsinx ÷ x + 9xe x (b) L as in Problem3c and f(x) = 2 ÷ 4e-x + 27xEe (c) L as in Problem3d and f(x) = 16sin2x ÷ 8sinh2x (d) L as in Problem5a and f(x) = 2 ÷ 4x (e) L as in Problem5e and f(x) = 12x 2 ÷ 4x Section 1. If a third order differential equation.with constantcoefficients.7 7.

8 8.ORDINAR Y DIFFERENTIAL d2~y . Obtain the total solution to the following systems: (a) Problem 6(a) y(O) = (b) Problem 3(b) y(1) = y’(2) y’(1) = 05x52 y’(O)= x>O .k2y = f(x) (d) 2 dx EQ UA TIONS 17 l~x~2 Section 1.

2).. Usingthe ratio test (AppendixA).2). one does not know y(x) a priori.. then there exists a set of solutions yi(x).2) ao(x) as a non-vanishing bounded functions and al(x).p. n. (1.. at x = x0 + p and x = x0 . Sucha solution can be expanded into a Taylor series about a point xo. refer to Appendix A.x°l > p series diverges where p is known as the Radius of Convergence. satisfying the systemin eq.29). 2 . (1.1) c.1) convergesin a certain region. (1. or where: 19 . ) are boun in t he ded interval a < x < b. However.. and diverges outside this region.2) This series is referred to as a PowerSeries about the point x = xo.1) and then the unknown constants n can be determined substituting the solution (2.1) into eq.e. The series may maynot convergeat the end points.. (1.2) one has a powerseries of the form in eq. by The powerseries in eq.. i. can assumethat the solution to eq.x0) > I series diverges n-~ ~ n Cn(X-X0) < p series converges ¯ Ix . it is not possible to obtain the solution of an ordinarydifferential equationof the type of eq. i = 1.p < x < xo + p. so that the coefficients of the series c n are not determinable from (2.2) in a closed form.. a2(x) .2 SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS 2.. (2..1 Introduction In many instances. If the differential equation(1. a < x0 < b. (2. In general. such that: n y(x): where 2Cn(X-X0) n=O (2. then: xn+l < 1 series converges Lim Cn+l[x . : Y<n)’x°" n! (2. Thusthe series convergesfor x0 .

If 1 is t he closest z ero of ao(X)to 0. 2 Since the homogeneous differential equation is of order n. all bounded ao(0) and ) Let the solution to be in the form of a powerseries about x0 = 0: ..1) can be transformedto powerseries solution about z = 0. i.x01.. (1. of the followingequation: of d2Y .e. cn are arbitrary constants..3) into the differential equation(1. Cn+ ..1) transformsto: dn-ly a0(z + Xo/~y + a. Totest the convergence the series at the end points.2 Power Series Solutions Powerseries solutions about x = xo of the form in eq.1 Obtain the solution valid in the neighborhood x0 -. i. (2.xo then eq.(z + Xo)~:-i.CHAPTER 2 20 n .-> oo[ Cn and the ratio test fails. p 2.e.. c1 and c0. can then be computed terms of the arbilrary constants co . refer to the of tests given in Appendix A. and a2(x) = -x.+ ... 1...xy = 0 2 dx Notethat ao(X = I.2) and equating coefficient 0f each powerof x to zero... one only needs to discuss powerseries solutions about the origin. then the radius of c onvergence= IxI .. c1 . the constants c0. points whereao(x) vanishes.e. i... results in an infinite number algebraic equations. Let z = x . + an_l(z + Xo) dY+ an(z + Xo) y = f(z Thus.: TM y(z)= ~ cruz rn=O Henceforth... c in 2 n. The constants Cn+l.. for m= 1.. Theradius of convergence series solutions of a differential equation is limited by for the existence of singularities. i.e.. of each one gives the constant cmin terms of Cm_ cm_ ... then there will be n arbitrary constants.: (2. 2 .0. power series homogeneous solutions about x = xo becomeseries solutions about z = 0. y(x)= Example 2. al(x) = 0.3) ~ xm m=0 Substitution of the series in (2. whichwill be token to be x = 0 for simplicity.

_~_3 = Co c6=6-5 2.whensubstituted into the differential equation gives: Ly = X n(n ..= 0 3) Since the powerseries of a null function has zero coefficients.. It is moreadvantageous workout the relationship betweencn and Cn. Cl.: 0"c0x-2+0"Clx-l+2c2 + n(n-1)Cn xn-2n+l C X ~’~ n ~ =0 n=3 1..5..3"~"~+...Cl x-1 + 2C +(6C -Co)X + (12C4 -Cl) 2 2 3 5 +(20C5 .-3.3 . i.6 Thus.C4) +.C2) 3 +(30C6 -C X4+(42C7..4 + CO Cl x 2. such that the remaining terms of each series start at the samepowerof x.C0x-2 +0. to 2 c o in a formula knownas the Recurrence Formula.’~" C4 _ CO C 5C2 =0 . one obtains: 0 0 c2 = 0 Co 0 indeterminate Cl -6 indeterminate C3.4.1"~ = 3Cl ..5 "--~ c. wherethe first term of each powerseries starts with x n=0 . 12 12-42 are the two independentsolutions of the homogeneous differential equation.6.CO C----Q-0 Cl c4 -. 7 x6 7 + 2... then equating the coefficient of each powerof x to zero.7 =Co 1+--~-+ 6.3. 6 6.5.4-6. Rewriting Ly = 0 again in expanded form and separating the fh’st few terms of each series.1) CnXn-2 -Cnxn+l = 0 0 0 Writing out the two series in a powerseries of ascendingpowersof x results in: 0.. then: Yl = 1+--+~+. 21 xn ~Cn y= xn-1 y’=~nCn n=0 0 which.e..Y = 2..3. the series solution becomes: ~ Y=C0+ClX+ C0 x 3 4 Cl x + c7=~’.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS..1.42 Since co and cI are arbitrary constants.3 3. Cn_ .6 3.30 x4 7 x X3 6 X Y2 = x+--+~+.12. +cl x+~+~+.

which are not to be confusedwith a. Attemptinga powerseries solution by substituting into the differential equation and combining three series gives: the OO Ly= Z n(n+2) anx n-l+ ~’~an x z~ n=0 n=0 =0 oo ’~ a n = 0. whichrelates Cm+to cmand results in the sameconstants evaluated earlier.ao x-1 +3al =0 .1.(x).2 . a0x-1 + 3a1 + n(n + 2) anxn-1 +~+1 x z_. whichmeansthat the equation is singular at x = 0.. Note: Henceforth. so that the two series start with the sameindex m= 0 and the powerof x is the samefor both series. n=2 n=0 =0 Substituting n = m+ 2 in the first and n = min the secondseries. al(x ) =1. one obtains: c2 =: 0 Co = indeterminate Cl = indeterminate Z[(m+ 2)(m+ 3)Cm+3--Cm]X m+l :0 m=0 Equatingthe coefficient of x’~’1 to zero gives the recurrenceformula: Cm+3(m + 2)(m + = Cm m= 0.. one obtains: + Z[(m+2)(m+a)am+2 +am]X m+l m=0 Thus.2 Solvethe following ordinary differential equation about xo = 0: dZy dy y= n=0 xn an X-d--~-x~ 3~-+ xy = 0 + Note that ao(x) = x. The 3 recurrence formula reduces the amountof algebraic manipulations neededfor evaluating the coefficients c m. the coefficient of the powerseries cn will be replaced by an.. 2 .. equating the coefficient of each powerof x to zero gives: aI = 0 a0 = indeterminate as well as the recurrence formula: am a~+2 = (m +2)(m m=0. Example 2. and a~(x) = x and %(0)= 0. 1... =0.CHAPTER 2 22 Letting n = m+ 3 in the first series and n = min the secondseries.

the solutionobtainablein the formof a power seri~s is: 4 6 ~ X X y = a0 1 22 2! 1! + 24 3! 2! 2 4g~... x = 0 is a singularpoint of at the i.o is asingular po an either: int d Lim (x.Xo) ~2(x) --) unbounded x--)x 0 . obtainthe full solution. 23 Therecurrence formula be usedto evaluatethe remaining can coefficients: ao = a 4 = _ a. therebygiving one solution.x0)~I(X) ~ finite x--)x 0 and Lim x0)2 ~2(x) --) finite (xx--)x 0 (iii) If x -. the differential equation. thenxo iscalleda Regul regul d ar Point (RP).e.Xo)~l(X)~ unbounded x--)x 0 or xo is a Regular Singular Point (RSP) xo is an Irregular Singular Point (ISP) 2 Lim(x . If either of the twocoefficients~ 1 (x) or 5 2(x) are unboundeda point o. then it becomes: by y dy Ly : d2~ + El(X) + [2(x) y = (2.. 2.3 Classification of Singularities Dividing second the order differential equation ao(x). then t e at h equation a singularityat x = x has o._~.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.a-L= 0 24 24 3!2! 15 " 26 4!2!’etc" Thus. (i) If ~ l(X) ~2(X) are both ar (boun ed) at xo.~3. oneneedsto deal withdifferential To equationshavingsingular points at the point of expansion x 0.a3-0=a7 =a9 .. (ii) If x = o is asingular po an if: int d Lim (x. Themissing second solution cannotbe obtainedin a power series form to the fact that ao(x) = due vanishes the point aboutwhich series is expanded. 3"~- a6- ao This solution has only onearbitrary constant.4) z dx dx where ~l(X)= al(x)/ao(X)and [2(x)= a2(x)/ao(X). +’’" 2 (X ) a5 .~ ao a2 = 22 2! I! aa = .

1) ’ x--~0 x2(x+l) xo = 0 is an ISP ¯ Lim x 2 1 x-->O (x-1)(x+ =0 . thus x = 0 is a RP.CHAPTER 2 24 Example 2.1 +(x-l)2 dY + 1 ~2(x) = (x . and +1.3 Classify the behaviorof each of the followingdifferential equationsat x = 0 and at all the singular points of each equation. there are three singular points. 1 2 (x + 1) Lim (x . dy+x y=0 d2y 3 (b) Xdx----~-+ ~l(x)=--3 X ~2(x) = Here.1)(x + x --> -1 -0 Lim x (x . (c) x2(x2 . dy (a) x d--~+ s~nX~x + x2y = Here. d2y . ~l(x) = slnx and ~2(X) x ---- X Both coefficients are regular at x = 0. 0.m)(x Lim x2(1)=0 x-->O (x-l) ~l(X) = x2(x + 1) Here. Examining each singularity: Lim (x+l) x --~ -1 (x-l) xZ(x + 1) xo = -1 is a RSP. x = -1. x = 0 is the only singular point¯ Classifying the singularity at x = 0: Lim x(3/=3 x-->O kx] Thus x = 0 is a RSP.

If the equation has a singularity at x = x0. wh’ere~ is an unknown constant. 2.6) are subs tituted into the diffe rential equation (2.0. (2. one can performa linear transformation(discussed in Section 2. such that: ~o Ly= E(n+cr-1)(n+o’)anxn+a-2 n =0 [ Lk =0 ~O~kxk-I ]Ln =0 ~ ~(n+O’)anxn+~r-1 .5) and the series expansionsof al(x) a2(x) about 0 =0 ofeq. Since ~ l(X) and ~2(x) can. The Frobeniussolution in eq. If x0 is a RSP. of For equations that have a RSPat x = x0.X0) ~l(X) : ~0 + £Zl(X X0) + ~2(XX0)2 = E~k(X. 25 Lim (x-1)(T)~ -.4) has a RegularSingular Point at 0.Forsimp licity. x ix+l) x--~l 2 (x . This solution is knownas the Frobenius Solution.1!.1) Lim (x .n+a n=0 (2.3). one can discuss solutions the about x0 = 0.6) k=0 and (X--X0) 2 ~2(X)=~0 +[~I(X--X0)+~2(X--X0)2+ k E[~k(X-X0) k=0 Transforming equation by z = x . be singular to the order of (x-x0)-~ and (x-x0) then: (x-x0)2 2(x/ are regular functions in the neighborhood x = x0.2. Thus. z = x .x0 and replacing z by x. then the constant ~ cannot be a positive integer or zero for at least one solution of the homogeneous equation.4). t hen o or b oth ne solution(s) maynot be obtainable by the powerseries expansion (2. a solution of the form: y(x)= E an(x.2).X0)k(2.1)(x + x --~ 1 1 x0 = +1 is a RSP =0 . a so lution vali d in t he neighborhood x = 0 is presented. and seek asolution about z = 0. expandingthe abovefunctions of into a powerseries about x = x0 results in: (X .5) can be used.(2.4 Frobenius Solution If the differential equation (2.SERIES X_o +1 = SOLUTIONS OF ORDINARY DIFFERENTIAL EQS. at most.

+ (~C~o 1) +J~o]ao + [((~(~r + 1)+o + I~o) a. +(((r + 1) o~.1) + o + flo .CHAPTER 2 26 + kX k-2 anX n+ff = (72.7) JLn = 0 J The secondterm in (2.2)ctz + j~) a.1)(n + o’) n + cnx n + d~x" n=0 n=0 (2..._~+/~.) + + [((o" + 1)(o" + 2) + ((r o + Po) z+(((r + 1)oq 1 + (o’~x~ + la) ao] xz a + f +.k = 0 O0 n X +._z +.1)(n+ (~) + ((~+ o +l~o) a~ +((( ~+ n-1)al+ I~) a +(((r + n..) Definingthe quantifies: f(cr) = (r(o" .8) = x(~-z{[(~((~... (2. + ((~oq []. (2.JLn = 0 = xO-2[oo~0a0 (ga0oq + (~ + 1) al..] n+ O’ -2 X = ~L.7) then becomes: °-2 = x Ly Ln=0 (n + o" ._~) al +((ran + j~.x0) + k=n +((~a°(~2 +((~+ 1) ax(~l +((~+ 2) a2c~°) x2 +"’+I X((~+ k. n C n=0 where k=n Cn = ~_~((r+k)a k k=0 C~nk The third term in eq.7) can be expressed in a Taylor series form in a similar manner: xk-2 ~k Ln=O whem k=n ~ anXn+a = Z-~ dnxn+°’-2 JLn=O J n=O X ak ~n-k k=0 Eq.+ [((n+ (~.7) can be written in a Taylor series form as follows: Lk = 0 Lk = 0 .

.. on Case (a): Tworoots are distinct and do not differ by an integer. f(6 + 3) and by induction: (6) a n (6) =gn ~ - = f(6+3) a0 (2.. (2.. . x~ .9) Each of the cons~ts a~..1)an + ..6) = x° + Ean(6) Xn +O n=l For a non-trivial solution. (2.13) is called the Characteristic Equation. (2.. + [f(ff + n)n + fl(ff + n. which has two roots I and . in terms of the coefficient ao into eq.1) o"+/3 = 0 0 (2.11) o and consequentlythe series solution can be written in terms of an(a). o 2. -":: . + fn (ff)]xn + ..7) is satisfied if: f(o-) = a(o..8) can be rewritten in a condensed form: Ly: x°-2 {f(ff)a 0 +[f(ff + 1)aI + fl(ff)ao] x +[f(ff + 2)a2 + fl(6 + + f2 (ff)ao 2 + ...13) Eq...12) (2. If 61 ¢ 02 and 61 . by equating the f(a+1) a2(a) = f~(a + 1) a~ + f2(a) -fl(ff) f(ff+l) + f2(ff ) f(ff+l)at = f(6 + 1) f(6 + ~ g2(ff) f(’~ ~) a° a3(6) f~(6 + 2)a2 + f2(6 + 1) al + f3( ... 27 then eq. ao ¢ 0~ eq.. 2. (2.10) n>1 - Substitution of an(o n = 1.} 1 =x°-2 f(~r) ~ an_ k x 0+ ~f( ff+n) a n+ n=lL (~+n-k) (2.. ~ . a~ ... to zero as follows: a~(a) : f~(a) c~ ~ written ~ te~s of %.. there are three different cases.... (2. Depending the relationship of the two roots.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS. whichis a function of 6 and a0: y(x..7) of the form: .. 3 . c~fficien~ of x.9) results ) the followingexpressionfor the differential equation: Ly = xa-2f(o") a (2.02 ¢ integer. then there exists two solutions to eq.

2 .(~r2) n=0 Example 2. 1.n m=0 Equatingthe coefficients of x~-l and xm+~ zero and assumingao ~ 0. such that each of the remainingseries starts with x~ one obtains: =0 n=0 Changingthe indices n to m+ 2 inthe first series and to min the second and combining the tworesulting series: + (n+ ~)2_~anxn+~-2 ~"a x "~ +’9 L. use a Frobenius solution about x0 = 0: xn+~r y = ~an n=0 such that when substituted into the differential equationresults in: xn+~’:2+ ~ [(n+~)~-~]an 2anxn+°=O n=0 n=0 Extracting the first two-lowestpowered terms of the first series..14) Since x = 0 is a RSP.CHAPTER 2 28 yl(x) = 2an(or.. there results to the following recurrence formulae: am a~÷~=(m+~+:z)2_ N and the characteristic equation: m=0.) xn+~rl n=0 and y2(x) = ~a. ..4 Obtain the solutions of the followingdifferential equation about x0 = O: (2.

1/3..SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.. 29 The two roots arc ~l = 1/3 and o2 = ..10.t<.. then (o+1) . 1) 6m~+ Thesecoefficients are substituted in the Frobeniusseries: y(x.... 2 Since o = +_ 1/3.-(3m ¯ ..1/3: to a2m"~" m (-1) = 2mm!(2~)m .if2 is not an integer.2.. +--r-).=0 a m am+2=(m +~ + 5/~)(m + ~r +7~) with a2(o" = ) ao m=0.~r)= Xa2m(~r) 2m+a m=O For the first solution corresponding the larger root o1 -.8... a ao _ 2 a4(ff)= (a + 1~3)(<7+ =~ (~r +5/~)(~+ 7~)(¢y 11~)( + 13/~) + 7 and by induction: a2m(Cr) = (o + ~)Io 11~ ( (_l)m ao 6m-l’~ ( 7~( 13~ ( -rj... L<.5..(3m Letting ~ = o2 = .4.4 .+ +-rj.t<..1/3 gives the secondsolution: ~’ 1 Y2(X) = aox-l/3 + Xa2m(-~) x2m-l/3 m=l + m_>l 2m (~A) m! ~ 2..1/9 ~ 0 so that the oddcoefficients vanish: a1 =a3 = a5 =. Note that 01 ~: O2 and o! .~jt<.7.

eq. i. one must utilize’eqs.~) with ff results in: xn +a oo ay(x.: yl(x) = E an(o-o) xn+~r° n=O wherea0 = 1.12)..14). If ~1 = ~r2 co. (2. To obtain the secondsolution.cr)ax~ log x + Ea~(~) n÷~ +an(o ) xn+~ lo gx =a0 n=l n=l . setting 0 = ineach series gives: 1 Y(X)=clyl(x)+c2Y2(X) Case(b): Twoidentical roots O-1 = ¢r2 = O-~ If ~l = or2 = Cro.o-)= xa + Ean(°’) n=l then differentiating the expressionfor y(x. (2.12).o) is given in eq.O-o)2ao wherey(x. (2. (2.15) partially with ~Ly = L °aY(X’o-) : ao[2(a .e. First differentiate eq. then only one possible solution can be obtained by the methodof Case(a).then: (Z.O-o) and eq.ao)2 logx] ~r-2 where alo gx ~d xa=x If O-= O-o.11) becomes: Ly(x.ao) + (a.11) and (2. second the solution satisfying homogeneous the differential equation given is by: Using the form of the Frobenius solution: y(x. then the characteristic equation has the form: 2 f(o-) : (o-.CHAPTER 2 30 The final solution y(x).15) L 00. (2.do-=o-0 y (x) --o Thus.o-) = xa-2(o.

amx a0x +o... to n=| Example 2.. then assumea Frobenius series solution which. whensubstituted into this differential equationresults in: X(n + ~_ 2)2 a..2 . the secondsolution for the case of equal roots takes the formwith a0 = 1: yz(x) = logx Xan(O0) xn+’~° n=O n=l (2..SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS. o/ n+°° Z_.dx Since xo = 0 is a RSP.16) ~x = yl(x)logx+ ~" a’ n~....5 Solve the followingaifferential equation about xo = 0: x 2dZY ~3xdY+(4_x)y=0 dx-.2) n=l. Thus. one obtains with ao # 0: or cr~ = a2 = 2 = ao Equatingthe coefficient of xm÷ox zero.(a) ao ao . where _ al and by induction: a. 31 --logx Xan(o) xn÷° n=O n=l Thus. uponremoving first term and substituting n = m+ 1 in the first series and n = m the in the secondseries results in the followingequation: °-z ~o-2/z +~[~m1)am+. one obtains the recurrence formulain the form: to am+1 = (o" .I)2o’2(o1)2.+ .x’+a-2 ~ax z~n =0 n=0 n=0 or. the first solution correspondingto o = o0 becomes: .2 (a.] m+°-~ --0 m=0 Equatingthe coefficient of x~2 to zero..2 .1.2 . .(o+n.2)2 = 0 2 + ~r-1) (m am m=0.

oneneedsa~ (0): da.) Case (c): Distinct roots that differ by an integer... 2 .g(n) n = I.. 0! Toobtain the secondsolution. (2. (2.n 2 +~+~+"’+ Defining = 1 + 1/2 + .the coefficient ak(02)becomes . the second solutionof the differential equation takes the form: ...~ where = 1 andao wasset = I. with g(0) = 0..(0-)= -2a0 [ 1 + 1 1 do.. 32 Yx(x) °-o) = o0 = 2 = a0x2 + ~ 2 n xn+2 n=l xn+2 ~ n=O .02 . fromeq. Thesecondsolution corresponding o = 0-2 may to havethe constant ak(o2) unbounded..CHAPTER 2 a0 12.(0 .unless the numerator gk(ff2) also vanishes.k)(f + k.22. onecan obtain the solution corresponding the larger root o1 in the formgivenin to eq. + I/n.1)20"2.14)..First..o2 = k.0-2)= (0.10).02)lff 2 Thus.~.(0...22.2)2L~ -0" + ~0"+I + "’" ÷ 0-+n-2 a~(°)[0"=o0 =2 12.. in the form(2.. because. ~ Thus.16). then: g(n) 2a0 a~(o0)=-~-n..+ n. a positiveinteger. thenthe characteristic equation becomes: f(0") = (0.. the expression ak(o:z is: for ) ak(o2)=f(o + o : 02 wherethe denominator vanishesat 0 = 02: f(f + k)lcr = 0"2 = (0 + k..0-1X0.setting ao = 1.~ xn+~ Y2(X) = Yx(x)l°gx-2 Z ~ n = 1 In. If o1 .

:~) x~’-2 0.)] = L[-~(0.am~2)) xn+~r2 +ak n=k ~" ak k-1 or ~.e.19) one obtains: . =a 0 y.) = aoxa-Z(~r . then one must find another methodto obtain the second solution.02) and differentiating partially with o. A new solution similar to Case (b) is developednext by removingthe constant o .) = a0xa-2f(0.: y~(x) (0. one obtains: -~ [(0. (2.. (2. ... The first part of the solution with ao maybe a finite polynomialor an infinite series. i.~)(0. (2. 33 If gk(ff2) vanishes.0.0"2 = ao Thus.11) of given by: Ly(x.-0.0.)= ~a. dependingon the order of the recurrence formula and on the integer k.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.0")[= 0.0.0. If gk(O2)does not vanish.~)y(x.1"/) It can be shown that the solution precededby the constant ak is identical to Yl(X). the function that satisfies the homogenous differential equation: 0" = 0"2 gives an expressionfor the secondsolution.o~ from the demoninator an(o).0. .lx"+a+ ~a. i.1 0. n----0 [an(~2)] =0 xm+~ (2.2 =--~ a (2A9) The Frobenius solution can be divided into two parts: n=k-1 y(x.(0")x n=0 n=0 n=k so that the coefficient ak is the first term of the secondseries.: k-lor~ Y2(X) : a0 n=0 an(a2) ~ / \ n÷~2 ÷ ak m~ (.0.~) y(x. Since the characteristic equation in eq.0.0. . then ak(~z) is indeterminateand one maystart a newinfinite series withak. Differentiating the expressionas given in eq.(0.e.(alx"+~r= ~a.2)Ly]= ~-~ [L(0.¢rz) then multiplying eq.18) by (o . thus one can set ak = 0 and ao = 1.

~)] n=k-1 n+ff+ =logx.20) y(x... gives: .(gn(ff))/(ffff+n)) ~d (~.~)~ + X [( n=k ] It c~ ~ shown ~at ~e l~t infinite Example 2. E(ff-ff2)an(ff)xn+ff+ n+O E(o-~2)anCo)xn+° n=O n=k-1 ~(ff-ff2)a~(ff)x + E(c~-c)2)an(O)X n=k n=k--1 E an(~) n=0 xn+° n=0 + 2[(~-~2)a~(ff)l n=k denominatoruntil n = k.6 ~fies is pro~onal m y~(x).then substituting the Frobeniussolution into the differential equationresults in: n+ff)2 - an xn+°-2+ ~’ n+ff =0 ~_~ a nX n=0 = which..CHAPTER 2 34 ~--~[(~.0 is a RSP.. 1.2 .if2) Y(X. y2(x)= ~ s~ond solution (~~2) for n=0. uponextracting the two terms with the lowest powersof x. k-1 ~ ~e fo~: n=k-1 = ~2 2a~(~2)x n=O x ~+~’ +logx ~-ff~)a~(~ n=k ~+~’ x (2. ~us: ~+~ +logx n=0 n=k does not con~n~e te~ (if’if2) It should be no~d~t ~(ff) = .~2)a~ (")[~ = ~er¢fore. Obtain the solutions of the followingdifferential equation about x0 = O: 2 9 Since xo -.

.2.+ 7~2X0.. . one obtains: and the recurrence formula: a. 35 2 x°-2 +[(o+1) --~] alx°-I + 2 (~r --~] a0 m=0 Thus.. Solvingfor the roots of the characteristic equation gives: ax = 2 a0 3 ~2 =-’~ 3 al ..+ 1~/~1.~) = (0.2 .=*2= (m+2+tr)=_9~ a m am = (m+a+~)(m+a+7//2) m=0. the oddand evencoefficients a.~)(0. + 5~2){0. can be written in terms of ao and aI by induction as follows: ao a2. one obtains: a3= al (o-+ 3/2Xo. equating the coefficient of each powerof x to zero.... .+9/2 ) a2 ao a. (oa2m+l al ’ ’ ’3 7 for Toobtain the first solution corresponding the larger root ~1 = 3/2: to a o = indeterminate ¯ m=1.~ =(-1)’~ (or + l~)(cr + 5~). (¢r + 2m-3~).~= (0.3 ... + ~.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS. + 5/Z2XO. + a3 al Thus.02 = 3 = k Usingthe recurrence formulato evaluate higher ordered coefficients.. (tr + 7~)(o. 1..

m=2.l~)..1) x2m-3/2 + a3x3/2 (2m) m m= 1 ~ +6a m=2 2m-1/2 X (2m+ l " .~ = 3 = k ff2 = -.. Using the recu~ence fo~ula for ~ = -3/2 gives: 0 a3 0 (indete~nate) So that the coefficient a3 is not unbounded can be used to st~ a newseries: and (-1) m+l a3 a~m+~= (~+~).20).4 .(o+2m-~).3 .CHAPTER 2 36 a 1 =a3 =a5 =.(~+2~+~ " )l] ~*~ = (1) - 6a3m . m= 1 m=1.. a 0 = indete~nate a 1 =0 a2m(_3/2) = (_l)m (-a0)(2mThe coefficient ak = a3 must be calculated to decide whetherto use ~e secondfo~ of the ~ solution (2. 6%m=0~(-1)~ (2m+3)~ m=0---- Note that the solution sta~ing with ak = a3 is Yl(X). whichis extraneous. the second solution becomes: .~. Thus. ........ the secondsolution is obtained in the form: (2m. Letting ao= and a3 = 0. (2m+3)! ~( -1)m(m+ m= 0 (2m+ 3) To obtain the solution co~esponding the smaller root: to 3 whe~ ff~ . 3..=0 a2m(3/2) = (_l)m 3ao(2m + 2) (2m + 3)! and by setting 6ao = 1: y~(x)=g z_.2.(ff+...

0"(0" 2)(0" + 1) + a2 ao a3 = (0" + 1)(0"+ = (0" 1)¢r(0"+ 1 )(0"+ 2)(0"+ 3)(0" and by induction: ao an(o) = (g..(0..3 . 37 y2(x) = 2(-1) m= 0 Example 2.. one obtains: al .1 = 2 and the recurrence formula: am+l = (m +0.2. (g + n .2). (g + 2)(~ + (g + n 1 + ) The solution corresponding the larger root 0"1 -.1.+l)ao xa-2 + 2{(m+o’-l)(m+a+ m=0 2)am+l-a~} m+’~-I =0 Equatingthe twoterms to zero gives the characteristic equation: (a .2 = 3 = k m=0.n! (n + 3)! .2)(0.+2) am 0" = -1 2 o’1 -0..1) ~r....1)(0" + a0 a2=0"(0"3) =(0". ..1)(m+0..2 . ~x +2) y= Since xo = 0 is a RSP.2: to an(2 ) = 6ao n!(n+3) so that the first solution corresponding the larger root is: to oo Yl(x) xn+2 al a0 n-. + 1) o =0 with roots 0..7 TM x2m-3/2 (2m-l) (2m)! Obtainthe solutions of the differential equation about x0 = 0: 2 2dy ~x d-~. Usingthe recurrence formula. _A.~.1.then substituting the Frobeniussolution in the differential equation gives: (a-2)(0.SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.

.. a0 [-~+ g(n..2..4.2)(~r 2)(~r 3) .3..+ 1/n andg(0) Thesecondsolution can thus be written in the form: Y2(X) = 1 1 + x 1 E° ° xn-I r 3 --’~ ~’--’~ (n--_~!n!L-’~+g(n-3)+g(n) n=3 oo xn_l + ½logXn~= (--h-S-_ 3 n.. 3) t which..+ 1 0+3 1 o+n+l - [(0 + 1) an (0) = o=-1 -2-...CHAPTER 2 38 . (0 ... (or +n . (n .5 .... (o" + + a0 a0 (o" + 1) n (o’)lcr = (-2)(-1) 1.... +1+2 +’"+ ~ ~] n=3.. 6a Thesolution corresponding the smallerroot 02 = -1 can be obtainedafter checking to a3 (-1): a3(-1) oo Using expression the second the for solution in (2. (o + n ..2.(n"[_~-1+1+--+’"+’~-3 1 1 _ 3) 1...2.20) oneobtains: oo n=2 ..~__~__I +i+~l + 1 Lo-1 o 0+2 ""+--+-o+n-2 1 0+2 +~+..2)(0 + 2)(0+ 3) .3)+ g(n)] 2(n . x=-x YzCX)=EahC-l) xn-l+ E[(~+l)a~(~)] n=O n=3 + logx E[(O+ 1) an(O)]Oxn-1 n=3 Substitutingfor an(o andperforming differentiationwith o results in: ) (~r +1) an(~r) a° (o .2. n 2 = -1= (n {( 1) ()}’ -a° (o .1) 0(0+ 2). uponshifting the indicesin the infinite series gives: ..1) ~r(cr+ 2) .3) 1.1.. where o wasset equalto 1...3) where g(n) = 1 + 1/2 + 1/3 +.1.....

41X____+ n! (n + 3) ! + g(n)+ g(n 2 n=O ] !n! n=0(n+3) The first series can be shown be 3Y1(X)/4 to whichcan be deleted from the second solution..SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.. 39 Y2(X)=X-I 2 xn+2 [ __3 2 1 ~_~ . resulting in a final formfor Y2(X) as: y2(x)=x_l__+___l 2 4 2 x 1 x n+2 n!(n+3)![g(n)+g(n+3)]+ n=0 log(x)yl(x) ..

.I CO) Z (-1)n X2n n =0 (c) Z(-1)nnxn n=l oo X2 n " (d) n=0 Z(-1)n~ n=l oo (2n)! n (e) n=0 (g) n2+n+ 2 nn (f) Z(-1) n=l n X n 2 Z n+3 xn ~ n=l Z(-I) n n(x-l)n 2n (n + 1) n=l CO) Z(-1) n (n!)2xn n=0 ’ (j) (2n)! (i) Z(-I) n (x+l)n 3n z n n=l Section 2. (a) d2y . valid near x = 0.1 Determine region of convergence each of the following infinite series. Obtainthe solution to the followingdifferential equations.x dx ~dZy dy .2 2.X~xx -tx+2) y (d) d2---~-Y-4xdY-(x 2 +2) y=0 dx2 dx x (f) d3-~’Y + x2 d2-~Y+ 3xdy + dx 3 dx 2 dx Y= 0 (g) (x2+l +6xdY +6y=0 dx d~Y +y d2y dy (j) x d---X-T d--~ + 4x3y= - (i) (x-l) .CHAPTER 2 40 PROBLEMS Section 2. zdY4xy=O dx-~-+x d--~ " d:Y dy_y=O (c) dx. and the for determinewhetherthey will convergeor diverge at the two end points. (e) d-~-.oo Z (-1)n n ~. (a) .

SERIES SOLUTIONS OF ORDINARY DIFFERENTIAL EQS.4 Obtain the solution of the following differential equations. of the followingdifferential equations: (a) 2 d2y dy d--~. valid in the neighborhood of x = O: (a) x2(x + 2)y" + x(x.d2y (xaboutXo= : 1 d2y Co) d--~--(x-1)2y=O (c) x(x "d2y 6(x 1)d-~-Y+6y=O aboutxo= 1 -2 Grx + -.x21 d~ --2x dY +6y x ~ dx" dx ¯ d2y dy (e) s~nx d-~+coSX~xx +y = (g) (x.3 4.+ X~x+(x:Z-4) y = (b) x2 d~Y +(l+x) dY +y = dx dx" (d’) x(1. if any.1)z d2~Y+ (x2-1) dY + x2y dx ~ ~ ~ dx Oa) Section 2. Classify all the finite singularities.3) y’+ 3y 2 CO) 2X y d~2 + [3x + 2x~] dY-3y= 0 idx Jdx y= O L 4 2J x (c) 2 @ +[x+ .x aboutxo =1 (d) x(x + 2) ~-~2Y+8(x + 1)--~+ about xo=-1 Section 2.x2~ d~Y 2x d-~-Y+ (1+ x)Zy= 2 dx ! (Ix (f) d2y dy xz tan x~-+ x~ + 3y =0 2 (c) (1. 41 Obtainthe general solution to the following differential equations about x = Xoas indicated: (a) +y 1) d~Yux = 0 d--~-.

CHAPTER 2 42 .

_ pXm+2+o.1..62= 2p: [(0"+1)a.~= 4(4+2p)=242!(p+l)(p+2) ao a6 = 263!(p+lXp+2)(p+3) 43 .p:~] a~= m am+z= (m +2+o... ao a2 = 2Zl!(p+l) a2 a0 a. 62 = -p and6t .1 Bessel Functions Besselfunctions solutionsto the second are orderdifferentialequation: x2 d’~"2+xdy+(xz-pz)y=Odx ’ (3. (3..p2 = 0.+ ) a m=O..p2]am+2+ am}Xm+° : m=0 For a0 v 0. 1.2) Thesolution corresponding the larger root 61 = p can be obtainedfirst. 0 m am+2 = (m+2)(m+2+2p) a m= 0.. 2 .. 62 . 6t = p. then: a1 = a3 = a5 = .1) where = 0 is a regularsingularpoint andp is a real constant.. Excluding to the caseof p = -1/2.3 SPECIAL FUNCTIONS 3.2 . x Substituting Frobenius a solutioninto the differential equation results in the series: + E{[(m +2 + 6)2 .

(3.3) where a0 F(p+l) 2P was set equal to 1 in Yl(X). (1.= W0 -l°gx e = w0 x W(Jp(X). then one can rewrite the B. (p Thus. The solution Jp(x) in eq. (p (-1) (p m=l Usingthe definition of the Gamma function in Appendix 1.. the solution corresponding to ~1 = P becomes: oo x2m+ p Yl(x) xp a0 + a0 ~Z_~ m2amm! + 1)(p + 2). (3. expression y I(X) as: for Yl(X):ao xp+a 0 m E(-1) m=l r(p + 1) 2m+p X 22m m! F(p + m + 1) = a0F(P + 1)2 p ] (x~2)pE (-1)mm!F(p+m+l) ¢¢ (x~2)2m+p F(---~"~ + m--1 [ Definethe bracketedseries as: Jp(x)= ~ (-1)~m~F(p+m+l) m=0 (3. The solution co~esponding the smaller root ~2 = -P can be obtained by to substituting -p for +p in eq.J~(x) wO x Thus: Lim x W(x) -~ o x ---) .. by induction: a o a2m = (-1)m 22mm! (p + 1)(p + 2).28): can W(x) = 0 ex .J_p(X)) = Jp(X)J’_.CHAPTER 3 44 and. then: y~ = c~Jp(x) + c~J_p(x) The expression for the Wronskian be obtained from the fo~ given in eq.3) as the Bessel fu~efi~ ~f ~he first ~ ~f ~rder p..4) J_p(x) is known as the Bessel f~eti~ ~f t~e seeing ~nd ~f ~rder If p e integer.3) resulting in: ~ y2(x)=J-p(x) (X]2)2m-p = ~ (-1)~m~F(_p+m+l) m=0 (3..p(x) .

~..2 Bessei Function of Order Zero If p = 0 then ~l = (52 = 0 (repeated roo0. since the form of 0. whichresults in a solution of the form: m= 0 (m!)2 .1/x.Yp)= det[aij] W(Jp.->o Since: r(p) r(1- p) = ~r sin (Appendix B1) then. the Wronskian given. (3.5) Anothersolution that also satisfies (3.J_p) = (3.Yp ) = JpYp .__2 = ~x JpYp ( . whichis independentof p.13). where: t~ll =1 0~21 = COt pzr 0[12 = 0 a22 = .takes the form: Yp(x) cosp~ Jp(x) . the Wronskian becomes: W(Jp.7) 3.J_p(x) sin p~r p ~ integer (3. (1.by: is -2 sin p~ W(Jp.SPECIAL FUNCTIONS 45 To calculate W it is necessary to account for the leading terms only.J_p) = Wo = F(p+ 1) F(I_ x. W.6) such that the general solution can be written in the form known Weberfunction: as y = Cl Jp(x) + 2 Y p(x) p ~ integer Using the linear transformation formula. J-p) as given by eq.1). Thus: JP r(p+l) J[ r(p+l) J’P r(1= p) 2 r(p)r(1-p) p/: J-P r0- P) -2p Lim x W(Jp.1/sin det[aij ] = "1/sin p~ so that: W Jp. first introducedby Weber.

(3..0-0 = 0 m1 = -2a0 E(-I) m . Again.eq. +~ +~ +.2. (-1)mx2m+a +2m)z (0-+2)2(a--’-~"~-~ (0- + 2)2(0. + z "" (0.onecan show that the evenindexed coefficients are: m = (-1) a2m at z (0.1) as wasdiscussed in Sec.1). in From recurrence the formula. oneobtainsthe following setting p = by am+2 = z + a + 2) (m am m= 0. (0....logn) = 0. oneobtains: y2(x)= °~Y(X’0-) = at xa logx +ao logx ~ c90...+ 2)z(0-+ 2 .+4 o’+2m 0. the complete solution of the homogeneous equationis: Yh= cl J0(x) + c2 Y0(x) if p = 0 .by induction. (1.CHAPTER 3 46 Toobtain the second solution.. + 2m .+ 2m m=1. the methods developed Section(2. Thus. +~ )2 0.+ 2)2(0 + 4)~ 2 (0.=0 m=l which results in the second solution Y2as: oo y2(x) = logx Jo(x)+ E(--1)m+l Ixl~ [~’2)2rn g(m) (m!)~ m= 0 Define: Vo(X) (r-log2)J0(x)] (3.. .. (0. 1.0 ..+ 2m) .. Yo(x)is known the Bessel function as second kind of order zero or the Neumann function of order zero..4) axe applied.. 2 .. (2. y(x.0-)xa + atZ(-1)m at x2m+a m=l Using formfor the second the solution given in eq. is also a solutionof the is of it (3.2). SinceYo(x) a linear combination Jo(x) andY2(X).9) m= 0 (m!)2 wherethe Euler Constant7 = Lim (g(n) .5772..16). .

.n) . it is necessaryto checka2n(-n for ) boundedness. oo y(x. (o + 2m + ao logx ~ L ! m~__n (~ + 2...3 .-n Thus.n): ~-’+"~+ n) ..(~ + 2m-n)-(a + 2 + n).n).. (~ + 2 + n). (~ + 2m m=1.3 Bessel Function of an Integer Order n If p = n = integer ~ 0 then ~1 " ~2 = 2n is an eveninteger.~)}.2n)..SPECIAL FUNCTIONS 47 3.___ n Usingthe formulafor Y2(X) eq.~r) xa a0 + a0 ~"’ ~zLA-1)m + 2 ..2. the solution corresponding to the second root ~ = -n becomes: . (o + 2m. ((r + 2 + n).. ff)}o=a2 = ~{(ff + n)y(x.n).Substituting p = n in the recurrence formula (3.1 y2(x) a0 x2m_ n zLA-1)m 2n)(4..10) am+2=(m +2+o’. a1 = a3 . 0 so that the evenindexedcoefficients are given by: (-1) m0 a a2m= (~ + 2.2n).... resulting in: m=0 Toobtain the secondsolution for ~2 = -n..1. that the methods so solution outlined in Section (2. (~r (or x2m+ m=l Then.2 ...(~ + ---- r mn) ~=-n ] 2m-n x ~ ---.. (~ + 2m. (2m=0 + a0 :n ’(o + 2 .. It is seen that the coefficient a2n(~= -n) becomes unbounded.n)... the secondsolution for the case of an integer difference k = 2n is: y2(x) : ~-{(~r-if2)y(x... (2.n)(m+2+o’+n) m=0... 2.n). (2m .4) must nowbe followed.2) gives: am E(-1) (½12m÷o m! (m + n)! (3....4-. (~r + 2m-o.. an expressionfor Y2results: in m=~ ~n. The soIution correspondingto ~l = + n can be obtained from (3..20).3) by substituting p = n..n)..

6) results in an indeterminate function. the solutions for p = n is: if p = n = integer Yh = ClJn(x) + C2Yn(x) The solutions of eq.10) multiplied by 1/2 g(n .~(x)--~ m = n-1 (x~)2m-" (n .6).11) where Yn(X) is knownas the Bessei function of the second kind of order n.m. Thesecondsolution includes the first solution given in eq.~ m-~. m!(m+n)! [g(m)+g(m+n)] (3. (3.1)! + log x Jn(x)+ ~ g(n .~-n "--’ m=0 (x~ (nm! m. thus.1).1) are also knownas Cylindrical Bessel functions.was set equal to one.1) m=O (~)2m+.CHAPTER 3 48 Y2(X) = -’~ m=O ] oo (n . (3. Thus. removing this component results in an expression for the secondsolution: y2(x)=logxJn(x)_l. and: J_n(x) = (-1)nJn(x) then the form (3. The second solution Yn(x) as given by Neumann corresponds to that given by Weber for non-integerorders definedin (3.1 ~ (_l)m (x//2)2m+" 2 m! (m + n)! m=0 Define: Yn(x) = ~[(~’log2)JnCx) [g(m)+g(m+n)] Y2 Cx)] = ~f + log(~)] ~’ [ _1 ~(_l)m 2 m=0 J. __. cos (tin) (-1) n as p -~ n. Sincesin prr -~ 0 as p --> n = integer. the Neumann funetlon of order n.1). Thus: Y.m.(x)= Lim c°sPnJl’(x)-J-l’(x) sin pn p -~ n . whichis a superfluous part of the secondsolution.1) (X/2)2m+n [g(m)+ g(m + -~" ~ (-1)m m! (m + m=0 where -n+l ao 2 (n .

11).14) J~(x)=Jp+l(X)+~Jp(x) . (3. It c~ ~ shown~m expression in (3.1)m(m_l)!F(m+p+l) m=l +~ Jp(x) m=O m÷1 (-1)m! F(m + p + 2) (3.(x): ~ (-1) m=0 (m-l)! I’(m +p+l) E (-m)m m!F(p+m+l) m=0 Since (m .12) It can be shown~at ~is ~lufion is M~a ~lufion to eq. 3. Starting with the definition of Jp(x) in eq. ~e fo~ given We~r is most u~ful in ob~ing ~ expression for ~e Wronski~.3).1)! ~ oo for m = 0.13) J. ]2) gives ~e =meexpression given by ¢q. Then: 00 J~(x)= (X//2)2m+p-1 (.3) one obtains: 1 E (_l)m [2(m + P). (3.P] (x~)2m+~’-’ J~’(x) = ~’m 0 m!F(m+p+l) ~ (--1)m (x~)2m+p-l(m+P) m!F(m+p+l) P E (-1)m m=0 m=0 Using F (m + p + 1) = (m + p) F (m + p). (3:13) can be obtained. (3.(x): TM (3.{~ Jp(x)-(-1)~ J_p(X)}p n (3.7). then differentiating the expression given in (3. which is idenfi~l to the expressiongiven in (3.1). (AppendixB1) 2 m!F(p+m +1) J (x) = Jp_:(x)Jp(x) Anotherform of eq. again starting with J~.SPECIAL FUNCTIONS 49 =-~Zsin P~JP (x) + cos P/t ~/¢9pJP(X)-/~/cgPJ-P ffcospTr ! = .4 Recurrence Relations for Bessel Functions Recurrencerelations betweenBessel functions of various orders are of importance because of their use in numericalcomputationsof high ordered Bessel functions.

20) Substitution of p by -p in eq.17) one obtains: (--1)2(~X/2[ X-p Jp] = X-(p+2) Jp+2 Thus.22) Substitution of p by -p in eq. (3. (3.19) (3.21) Substitution of p + 1 for p in eq.22) results in the followingequation: .18) results in another recurrence formula: (-1) J"-p -1 .17) x dx [x-p Jp(x)] : -(p+~) Jp+l(x) If p is substituted by p + 1 in the formgiven in (3.X dx. (3.13) and (3.PX xpJ_p x J-(p+r/ . (3. p-r r_> 0 (3.Jp+l(x)] (3. by induction.17) this results in: 1 d [x_(P+l) Jp+l]=x-(P+2 ) Jp+2 x dx then uponsubstitution of eq. a recurrence formulafor negative ordered Bessel functions is obtained: 1 d r v-p r >0 (3.21) one gets: ~XX) tX J-P] = x-(P+2) J-(p+2) and.15) Equating(3.13) to (3. one obtains a recurrence formula for Bessel Functions: ~. one obtains a new recurrence formula: 1 d X dx [X-p J_p(X)] = -(p+I) J _(p+l)(X) (3. and rearranging the resulting expression.14) by xP. one obtains: 1 d (3.(x) = ~[Jp_l(X).13) one obtains: J-p = J-(p+l) Multiplying eq. (3.J [X-p Jp] = x-(P+r)Jp+r r > 0 (3.14). one obtains another expression for the derivative: eqs. (3. (3.14) one obtains a recurrence formulafor Bessel functions of order (p + 1) in terms of orders p and p Jp+l(X ) = 2p x Jp(X)- Jp_l(X) (3. J. by induction.20) by xP.20) results in the followingequation: xldxd [x-(p+1) =x-(P+2) j_(p+l)] J-(p+2) or uponsubstitution of eq.CHAPTER 3 50 Combining (3.16) Multiplyingeq. (3.18) Substitution ofp by -p in eq.

Starting with the lowest half order. -pYp ---x Similarly.. (3. the following recurrence formulae can be derived: the x The recurrencerelationships developed Ypare also valid for integer values of p.19) and (3.e.6) and the recurrence equations given in eqs.5 Bessel Functions of Half Orders If the parameterp in eq.23) Toobtain the recurrencerelationships for the Yp(x).1) happensto be an oddmultiple of 1/2. then using the formin eq.18. (3.SPECIAL FUNCTIONS 51 ’~X dxJ [Xp Jp] = xP-r Jp-r r > 0 (3. one obtains: 1 ~x [X-p Jp ]= x-(P+I) Jp+l 1 x [X-p J-p ]= x-(P+I)J-(p+l) x ~x Then.26) (3. = ~-( p_. (3. can by The recurrence formulaedevelopedin this section can be summarized follows: as Zp =-Zp÷ 1+ Zp Zp = Zp_ 1--P x (3. and Starting with eqs.23) results in the followingrecurrence formula: xV.24) ¯ zp (3. (3. i.12). (3.18) and (3. since for Yn(X) be obtained from Yp(X) the expression given in eq.6) for Yp(x): x1~x’[X-P ~~x YP] [x-P/c°s JP J-P/q = (P~Z)[" ~. (3. 22. using the form in eq.22) and setting r = 1.25) (3. J. p = 1/2.+pVp Combining preceding formulae.27) 1 Z Z. it is sufficient to use the form Yp(x)given in (3. then it possible to obtain a closed formof Bessel functions of half orders.sin(p~z) = _x_(p+l) [ COS((p +_ 1)7~) 15 J-( p+l) 1= ’L such that: sin((p+l)~:) J -x-(P+I)yP+I x v. (3.Zp+~) Zp+~= -Zp_~ + 2p Zp x whereZp(X)denotesJp(X).p(X) or Yp(x)for all values 3. 19.3) one obtains: . use of eqs.

3. (3. up Helmholtz the waveequations in the radial spherical coordinate.~’..28) (3.18) and (3..-. resulting in the following expressions: J"+’/~.31) d/n¢cOSx/dx)XJ J-(n+l/2)=%2/2/2~xn+1/2(-~ k.22) by setting p = 1/2. it can be shown that: (2m+ 1)! = m:O sin x which can be shown result in the following closed form: to (3. the following recurrence formulae can be obtained: .. Thus.27).32) Thesefunctions satisfy a different differential equationthan Bessel’s havingthe form: x2 d2-~-Y 2x dy + (x2 _ v2 _ V) y = 0 + (3.29) To obtain the higher ordered half-order Bessel functions Jn+l/2 and J-(n+l/2). one can use the recurrence formulaein eqs.CHAPTER 3 2m x 52 J’/2 J~(x)-.24 .30) (3. known as the spherical Bessel functions of the first and second kind of order v: Jv = Yv = Jr+l/2 J-(v+ 1/2) (3. Onecan also obtain these expressions by using (3.3.m ~(-0 m=O Similarly.33) dx2 dx For v = integer = n. =’-" LTXJ [-7-) (3.24) to (3.1/2. the first tWO functions Jn and Ynhave the followingform: -sinx j0 x x jl = lfsinx x\ Y~ =_cosx/ "2 Y0- (co ) -x +sinx Recurrence relations for the spherical Bessel functions can be easily developedfrom those developed the cylindrical Bessel functions in eqs. (3.27) by setting for p = v + 1/2 and -v .6 Spherical Bessel Functions Bessel functions of half-order often show as part of solutions of Laplace. Define the following or functions.

38) and (3.-. = VZv_. (3.1) then maybe written in the form: .e-ipn J p 1) H~ = Jp + i sin (pTz) = i sin (p~t) H~2)e ipx Jp-J_p i sin (pn) Thegeneral solution of eq.36) (3. (3.38) (3.1). since.SPECIAL FUNCTIONS V 53 (3.39) respectively. thus: cos (p~) J p . (3.(v + 1) Zv+ ~ 1 2v+l Zv+1 = -Zv_ l +-.37) zv = -Zv+ + -. (see Section1.35) (3. They are also independent solutions of eq.39) where i 2 =-1.J_p J_p . given in eqs. written in terms of Jp and J_p by the use of the expressionfor Ypgiven in eq.z l v x v+l z v = zv_1 .z vx wherezv represents Jv or Yv" The Wronskian the spherical Bessel functions Yvand Jv takes the following form: of W(jv.34) (3.7 Hankel Functions Hankelfunctions are complexlinear combinationsof Bessel functions of the form: H~0(x) = Jp(x)+ iYp(x) H~2)(x) = Jp(x)iYp(x) (3.3): 0~11=1 Ctl2= i 0~21 = 1 O~22 =-i and the determinantof the transformation matrix does not vanish: aij= ~ ii =-2i¢0 so that the Wronskian the Hankelfunctions can be found from the Wronskian Jp and of of Ypin the form: The form of H~0(x)and H~2)(x).Yv) = -2 3. (3.6).z~ x (2v + 1) z~. H~)(x) and H(p2)(x) are respectively knownas the functio ns of first and second kind of order p.

3..x.27).F(m-p+l) m=O oo (X~)2m+p E m!F(m+p+l) m=O .CHAPTER 3 54 I) c~H~ y = cIH~ + 2) Recurrenceformulaefor Hankelfunctions take the sameforms given in eqs. (3.8 Modified Bessel Functions Modified Bessel functions are solutions to a differential equationdifferent fromthat given in eq. (ix//2)2m+p m!r(m+p+l) =(i)p p*0.1.x.24) through (3.42) tranformsto: 2 d2y dy z d-~-+z d-~+(z2 -p:) y = whichhas two solutions of the form given in eqs.40) (3.1). specifically they are solutions to the followingdifferential equation: x2 d2Y p:) y = (3.4) if p ¢ 0 and p . (3. Similar expression for the spherical Hankelfunctions can be written in the following form: H(0v+~/2.F(m+p+l) m=O J-P (ix)=(i)-p Define: Ip(x)= E m.2 .3) and (3.3) one obtains: . .41) and second kind of These are known as the spherical order v. since they are linear combinationsof Jp and Yp.(i) -p Jp(iX) (3.~ integer. Jp(z)= ~(-1)mm~F(m+p+l) m=0 . Usingthe form in eq.42) Performing the transformation: z=ix then the differential equation (3. m Jp(iX) = E(-1) m=O E m. tx~ ) = Jv + iyv = ~f~2x h~ h~)=jv-iYv= ~2x H(:) v+l/2~ ~ Cx’ Hankel function of first (3. (3.43) ... (13.

2.45) is the first solution. then: In(x) ~’~ m~’~= m!(m+ n)! 0 n = 0.Kp x (3. (3. then taking the limit p --~ n: 0P p. 2 . one can obtain the following formulae for Ip and Kp: Ip = Ip+ 1 + p Ip x (3. (3.2) and (3... (3.47) Kpis knownas the Maedoualdfunction.50) Following the development of the recurrence formulae for Jp and Yp detailed in Section 3.51) . (_l)n+l[log(X//2) + ~/] in(X)+ ~ m~-i_l)n-t m=0 (n-m-1)’ ~.. respectively.46) (3.I_p) 2 si n (p r0 (3.2 .. [x/~ ~ m~/m+n)! [g(m)+g(m+n)] +(-1)"2 n=0.n The Wronskian the various solutions for the modified Bessel’s equation can be obtained of in a similar mannerto the methodof obtaining the Wronskiansof the modified Bessel functions in eqs.42) takes the following form: y = clip(x ) + Cfl_p(X) If p takes the value zero or an integer n. The second solution must be obtained in a similar manner as described in Sections (3.3) giving: Kn (x)__.5) and (3.. m=0 The secondsolution can also be obtained from a definition given by Macdonald: 2 L sin (p~) (3.p(X) are known. 1.7): W(Ip. If p is an integer equal to n.SPECIAL FUNCTIONS 55 I_p(X)= ~ m!r(m_p+l)=(i)PJ_p(iX) m=0 " p*0.4..1. as the modified Bessel function first and second kind of order p. 1.44) of the Ip(X) and I.49) p. The general solution of eq.. (3..

1) leads to solutions Zp(x)._1) Ip+1 = Ip_1 . = ~ (I. representing Yp. du wherev was set equal to a. 2).54) (3. then--=d k d and: dx dz .CHAPTER 3 56 I~ =Ip_.55) (3. resulting in: i~/2 = 2~ sinh x I_ w = 2~ cosh x (3. Starting with an equation of the form: 2 X d2~y+ ( 1_ 2a) x dY+ (k2x2 _ r2) y ~ dx dx ~ (3.57) (3.53) (3.58) If p is 1/2.56) (3.60) 3.x I PIp I I~. Furthermore. H~ and H~ Onecan obtain the solutions of different and more complicatedequations in terms of Bessel functions.52) (3.2.P-. if one lets z = kx. resulting in the followingdifferential equation: ~ d~u . with Zp(x) 0.59) (3. =-~( p+l +Kp_l) Kp+~= Kp_~+ ~-~ Kp (3.~ I~ ¯ Kp =-Kp+ 1+ ---P Kp x ¯ Kp =-Kp_ 1.61) a solution of the form: y = xv u(x) can be tried. then the modified Bessel functions of half-orders can be developedin a similar manneras presented in Section 3.+1 + I.9 Generalized Equations Leading to Solutions Bessel Functions in Terms of The differential equation given in (3.Kp x 1 K K.

64) I (3. (ii) If f(x) bx then diffe rential equation may e wrtt en as: the b i dZY2ab dY + b2(k2e2bx .65) mayhave many solutions dependingon the desired form of fix).63) (3.65) + (1-2ab) x dY + b2(k2xZb . (3.69) Anothertype of a differential equation that leads to Bessel function type solutions can be obtained from the form developedin eq.61) by assumingthat: 2 +(z2’-ra) y =0 z2 -~-~ + (1 .62) Thus./ 2 -~-zZ + z-~-z + ~z-p2)u=0 whose solution becomes: with p2= r 2+ 2 a u:c.g. (3. e.67) (3. a + If one lets z = f(x). a + A more complicatedequation can be developedfrom eq.61) becomes: wherep2 = r 2 2. y(x)= xa{Cl c2 Jp(kx)+c 2 Yp(kx)} (3. a + Eq.2a)’ z dYdz which has solutions of the form: y : za{cl Jp(z)+c2 Yp(z}} with p2 = r 2 2.65). (3.then the diffe rential equation may e writt en as: b X2 (3.63) transforms d2Y ~-(1-2a) f" f"] dy + (f) dx 2 7--~J~x --~-~ -rZ)y=0 whosesolutions can be written as: y = fa(x)[c I Jp(f(x))+ 2 Y p(f(x))] with p2 = r 2 2. then d = k d and: dx dz z2dZu .66) whosesolutions are given by: y: xab{Cl Jp(kxb)+c2 Yp(kXb)} . the solution to (3. (3. du .SPECIAL FUNCTIONS 5 7 Furthermore.r2) y = 2 dx dx whosesolutions are given by: y = eabX{Cl Jp(kebX)+c2 (3. If one lets y to be transformedas follows: . then eq. if one lets z = kx.r2) y dx (3.68) Yp(kebX)} (3.: (i) If f(x) b.

10 Bessei Coefficients In the preceding sections.2gll u f f gjj [ f2 [ -r2. g] dx +~(f’)~/f2/ g.75) Expanding exponential ext/2 about t = 0 results in: the eXt/2= ~(x~)k k ~ k! k=0 Expanding exponential e-x/2t about t = ~ results in: the e-~/2t= E(-x/62t~-) m! m=0 : (-1)m ( x~)’~t-m m! m=0 Thus.74) in a Laurent’s series of powersof t. the product of the two series gives the desired expansion: .Ifonelets: p2 2 g(x)cx = f(x)b kx then differential has form: the equation the 2~ x dx dx t ~ (3. Bessel functions were developedas solutions of second order linear differential equations. t) = X(t-1/t)# (3. one obtains: the f(x. Two other methodsof development available. one are is the Generating Function representation and the other is the Integral Representation. The generating function of the Bessel coefficients is represented by: f(x.7.CHAPTER then 3 58 f’ f" 2L]du d2u [ dx ~ + (1-2a) f f. . (3.2a) f" --~ . In this section the Generating Function representation will be discussed.t)= n Jn (x) (3.g g[_ whose solutions given theform: are in (3.70) with = r + a2.g[(1.) whosesolutions are expressed in the form: 3.74) Expanding function in eq.

one obtains: ~Jn-l+~Jn+l=~Jn n = -~ whichis the recu~encerelation given in eq. The other recu~ence fo~ulae given in Section 3. Thusthe coefficient of t n becomes: ~ m .10). letting n-1 replace n. then: eX(y-1/Y)/2= ~(-1)~y-nJn(x)= ~(-1)ny~j_n(x) n = -~ also eX(y-1/y)/2 ) : ~ynJn(x n = -~ then.m= n.x2rn+n J~(x) = ~ m!(m+ m=0 having the sameform given in eq.lly. (3. Differentiating eq. with k and mranging from 0 to oo.75) into two parts: . one obtains: df(x’ t) = eX(t-1/t)/2fx / 2 (1 + t-2)] = x / 2 ~tnJn +x/2 n dt n=-~o n = --~o = ~ntn-lJn(x) n -= -~:~ The above expression can be rewritten in the following way: . such that: wherethe coefficient of t x~2 Jn + x~ Jn+2 = (n + I) Jn+i or.SPECIAL FUNCTIONS 59 m= -o~ =0 J Theterm that is the coefficient of t n is the one wherek . (3. (3. one gets the relationship: (-l)nJ_n(X) = Jn(x) Rewritingthe series for the generating function (3. The generating function can be used to advantage whenone needs to obtain recurrence formulae.4 can be derived also by manipulatingthe generating function in a similar manner.16). equating the two expressions. If one substitutes t = .74) with respect to t.t°Jo÷ 2tojn+2½ n = -~ n =-~ n can be factored out.

.4.CHAPTER 3 60 eX(t-1/t)/2 ~tnJn( x)= ~tnJn+J0 n=-~ n=-oo + ~tnJn n=l + ~tnJn(x) n=l +J0 + ~tnJn n=l (3.6 . (3. (3. If 0 is set to zero in the formgiven in eq.i)nen cosn0 Jn(X) n=0 Further manipulationof eq.. (3.79b) Onecan also obtain a Bessel function series for any powerof x.77) results in the followingexpansion: e-+ixc°sO = ~(+-.76) = ~t-nJ-n+J0 n=l = ~t-n(-1)nJn n=l =J0+ ~[tn +(--1)nt-n] n=l If t = e-+i0: eX(e±~°-e~°)/2 = e-+ixsin0 n = j0 + ~[e-+in0 +(-1)ne+in°] ) n=l :J0+2 ~cos(n0) Jn(X) + 2i ~sin(n0) n = 2. n =1.79a) (3.79a) one obtains the expressionfor a unity: 1= ~/?2nJ2n(X) n=0 Again. (3.80) .79b) with respect to (3... is defined as: En = {12 n=0 n>l Replacing0 by 0 + ~z/2 in eq.78) results in the following two expressions: cos (x sin 0) = 132n COS (2 n0) J2 (X) n=0 sin (x sin 0) = ~32n+1 si n ((2n + 1)0) J2n+l (x) n=0 (3..differentiating eq.5 .78) (3.. ) = ~¢2nCOS(2n0) J2n(X)-+i ~2n+lsin((2n+l)0)J2n+l(X) n=0 n=0 where en. generally knownas the Neumann Factor.3.

Starting with the forms given in eq.82) X2=4 ZE2nn2J2n(X)=8 n =0 Thus.85) x cosx : 2 Z (-l)"(2n n=0 (3.79b).SPECIAL FUNCTIONS 61 (xcos0)cos(xsin0) = 2 Z(2n + 1)cos((2n + 1)0) ) n=0 Setting 0 = 0 one obtains an expansionfor x whichresults in: x = 2 E(2n +1)J2n+l(X) n=0 (3. (3.84) 2 (-1)nn2J2n(x) n=l + 1)2J2n+l(X) (3. the followingBessel function series representations for sin x and cos x results: COSX: E2n -- ( 1)"jX 2n( . a similar procedurecan be followed to showthat all powersof x can be expandedin a series of Bessel functions. (3.79a) and (3.86) The generating functions can also be utilized to obtain formulaein terms of products or squares of Bessel functions. (3.79a) and (3.81) Differentiating eq. usually knownas the Addition Theorem.79b) twice with respect to 0 and setting 0 = results in the followingBessel series representations for x sin x and x cos x: xsinx = 8 (3.75): eX/(2(t-t/t))ez/(z(t-t/t)) = e(x+z)/(2(t-1/t)) = ~ tnJn (x + z) = tkJk(x) t/J/(z) . Setting 0 = r~/2 in eqs. (383) n=0 sinx= 2 Z(-1)nJ2n+~(x) n=0 Differentiating eqs. It should be noted that even (odd) powersof x are represented by even(odd) ordered Bessel functions. (3o79a) twice with respect to 0 results in the followingexpression for x2 by setting 0 = 0: Zn2J2n(X) n =1 (3.

(3.CHAPTER 3 62 ° = t l =.~(-1)tJt(x)Jn+l(X) (3.11 Integral Representation of Bessel Functions Another of representation Besselfunctionsis an integral representation.90) n = 0.88) /=0 /=1 Specialcases of the form the additiontheorem of givenin eq.87) which the haveBesselfunctions negativeorders oneobtains: n oo Jn(X+Z)= ~J/(x) Jn_/(z)+ ~.This form of representation useful in obtainingasymptotic is expansions Besselfunctionsandin of integral tranforms well as sourcerepresentations.2r0. knownas the Addition Theorem: ~J/(x) Jn_l(z)= ~J/(z) Jn_/(x ) (3.. (3.9).87) l =--~o l--’-’~ Manipulating terms in the expressionin eq. 2 . (3.If x = z: in of Jn(x+z)= ~... (3...the coefficientof t n results in the representation the Besselfunctionof sum for arguments.. as To it is usefulto use the results of Section (3.89) /=0 /=1 If onesets z = -x in eq.91) /=0 2n 0= ~.* l = Thus. 1.88) canbe utilized to give expansions termsof products Besselfunctions. obtain an integral representation. Integratingeq. 1.79a) on 0 over(0.. z n = -.92) /=0 /=1 3. 2 .~(-1)lJl(x)J2n_t(x)+ 2 ~J/(x) ) J2n+t(X n = 0. oneobtainsnew series expansions termsof squares in Besselfunctions: ~J/(x)Jn_/(x)+ 2 Jn(2x)= n--0 /=1 2n+ 1 0= ~.oo n=-~ tn = Jn-/ x J.~(-1)l[Jl(x)Jn+l(Z)+Jn+l(X)Jt(z)] (3.-.a(-1)l-ljl(x)J2n+l_t(x) i3. oneobtains: . (3. (3.88)..

95) 0 The forms given in eqs.93) to (3. (3.2~) results: 2~ ~cos(xsinO)cos(2mO)dO: 0 oo ~e2n n=O J2n 2~ ~cos(2nO)cos(2mO)dO= 0 m= O.. 1. 1. 2 . one can combine two definitions for odd and even ordered Bessel functions Jm as the a real integral representation: Jm = ~cos(x sin O) cos(mO)dO + ~sin (xsin O) sin (mO) 0 0 cos(xsinO-mO) 2~ (3. 2~J2m(X ) (3. (3.. (3.79a) by cos 2too and then integrating on over (0. 0.79b) by sin (2m+ 1) 0 and integrating on 0.SPECIAL FUNCTIONS oo 2~ 63 f cos(xsin O) dO = ~ E2n J2n(X) f ¢OS(2nO) dO = 2~ Jo(x) (3.even then. one obtains: 2g ~ sin (x sin 0) sin((2m + 1)0)d0 = 2~ J2m÷l(x) m.95) can thus be transformedman integral representation of Bessel functions: 1 =’~ ~cos(x sin O) cos(mO)dO = ~ ~cos(xsin O) cos(mO) -g 0 m = even Jrn and since the following integral vanishes: ~ Jm cos(x sin 0) cos(m0)d0 m odd 0 then an integral representation for the Bessel function results as: = ~sin(xsin O) sin (mO) 0 and since the followingintegral vanishes: d0 ~sin(xsin 0) sin (m0) 0 0 m-.93) 0 n=O 0 Multiplication of the expression in eq. (3.94) Multiplication of eq..96) .

from this expression a newintegral representation can be developedin the form: .97) = ~ I exp(i(xsin0-m0))dO 0 Anotherintegral representation of Bessel functions. -1) (2m)! (m_ 1! ( m + 22 i cos (x cos 0)(sin 0)2n d0 = 2n----i ~_-1-)!m~__ ) n)! 0 n:(2n-1)! 2n-lxn(n -1)! Jn(X ) Thus. ~ 2m (COS 0) (sinO) 2n dO E m=0 0 The integration and summation operations can be exchanged. Noting that the Taylor expansion of the trigonometric function: COS(XCOS0)= E(-i) m (XCOS0)2m mx2m(cOs0)2m = E(-1) (2m)! m=0 m=0 has terms x2m. one can integrate this trigonometric functions over 0 to give another integral representation of Bessel functions.96) was developedby Poisson.~ I sin (x sin 0 . Multiplyingthis expressionby (sin 0)2n and integrating on 0: Icos(xcos0)(sin0)2n 0 (2m)! I 2m E(--1)m (--~m).mO) i Jrn --’~ --~ (3. similar to those given in eq.1)! I (COS0)2m (sin0)2n dO 0 and hence 2m-1 (m-l)! (2n-l)! n-I ( t-n)! n-|)!2 m+n ( ma x2m (2m-l)! ~:(2n-1)! ~--~. The integral in the summation be evaluated as: can (2m. similar to Bessel functions.CHAPTER 3 64 Since the followingintegral vanishes identically: I sin (x sin 0 . since the Taylor expansion of cos (x cos 0) is uniformlyconvergent all values of the argument cos 0 (refer for x AppendixA).mO) . dO then one can also find a complex form of the Bessel integral representation: 1 Icos(xsinO _ toO) dO + ~. (3.~ (co (sin0) 2n dO 0m=0 oo m 2m X I = (-1) (-~m).

101)canalso be shown be true of to non-integer valuesof p > -1/2.100)results in the following eqs.Thusletting x <<1.98) to (3. Performing followingtransformation eq. 3. (3.the n adding (3.98).0 in the representation eq.101): the on COS0 = t there results a new integral representation Jn(x) as follows: for (x/Z) p +1 ~ p-1/2 Jp(X)=F(p+l/2)F(1/2) eiXt(1-t 2) dt p>-l/2 (3.98) andi timeseq.98) 0 Sincethe.SPECIAL FUNCTIONS 65 n 2(X/2) r~i2COS(XCOS0)2n dO (sin 0) r(n+ 1/2) r(1/2) O Transformingby ~/2 . Yo ~210g J-P r(-p+l) -p Yp ~-~-F(P) (~) .99) (3. following integral vanishes: 2n r(n + 1/2) r(1/2) ~ cos (x sin 0) (cos0) dO 2( x/2) n n] 2 (3.100) ~sin(xcos0) (sin0) 2n dO = 0 0 dueto the fact that sin (x cos 0) is an oddfunctionof 0 in the interval < ~ < n. (3.4). (3.101) Jn(x) = F(n + 1/2)F(1/2) eixc°s0 (sin 0) 2n dO 0 Theintegral representations eqs.102) -1 Theintegral representations givenin this sectioncan also be utilized to develop the recurrence relationships already derivedin Section (3. oneobtainsa new 0 of representation: Jn(X) Jn(X) (3. (3. integral representation: (x/2)n ~ (3. the following approximations obtained: are JP r(p+l)’ x.12 Asymptotic Approximations Small Arguments of Bessel Functions for Asymptotic approximation the various Besselfunctions for small arguments of can be developed their ascending from powers infinite series representations.

.13 Asymptotic Approximations of Bessel Functions for Large Arguments Asymptotic approximations for large arguments can be obtained by asymptotic techniques using their integral representation.5.3.(2n+1) 2)(1).27). (2n.. x>> 1 ~ ~ -x c°s(x. Alist of useful indefinite integrals are given below: p+l l’+ l x dx = (3. (2n ..1) h(~ xn+l 1-3.14 Integrals of Bessel Functions Integrals of Bessel functions can be developedfrom the various recurrence formulaein eqs.CHAPTER 3 66 )(2) . (3.. H~ Ip r(p+ 1)’ Kp r(p) Yn (xA)p .103) Ix ~x -p+l Jp Jp+l -p+ l Jpdx = -x Jp-1 (3..n~/~) yn(x)--~/x x>>l (x) _ x>>l e±iX x 3. xn+l .~ -p ~/~2)) x>>l Kp(x) x>>l Jn (x) ~ ~x sin(x ~).13) to (3.+i 2 log x.. K .1) 3..5.5 .3. Theseare enumeratedbelow: Jp(x)-2~cos(x_~4_P~2 ) x>> 1 Yp(x) ~ 2~ sin(xx>>l ~/~4- H(pl)(Z)(x) _ 2~ exp(+i (x .104) .log x o - ~ x 1._+i1.

p+I J~(x) dx 2(2p- -- 1) [ (3.106) one obtains: = JP(X)Jr(x)-~ ~ ~( p - Jr-~--JP--~xdJr) = Jp+p+rJr x p2 _r2 (Jp+l Jr . (3.113) (3. one obtains the followingindefinite integrals: f x-.110) and (3. one obtains: (O~2 -]~2)f X Jp(O~x)Jp(flx)dx = X[Jp(O~X)dJ~-x~X) (3.106). (3.110) If one substitutes p and r by -p and -r respectively in eq.105) J’[(O~ 2.Jp Jr+l ) (3. (3.111).107) If one sets p = r in eq. one obtains a new integral: ~ xr+P+l Jr(x)Jp(x)dx xr+p+2 + 1) [Jr+l(X)Jp+l(x) + Jr(X) 2(r + p If one lets r = -p in eq.111) If one sets r = p in eqs.108) one obtains the integral of the squaredBesselfunction: ~XJ2p(x) dx= (x2-p2)j2p ~T) A few other integrals of products of Bessel functions and polynomialsare presented here: x-r-p+2 ~ x-r-P+l Jr (x) Jp(x) dx = 2(r + p_ 1) [Jr_l(X) Jp_l(X) + Jr(x) (3.fl2)X x) P:~ . (3.112) (3. (3. (3.110).110) the followingindefinite integral results: f X j2p(X)dx= ~-~ [j2p (x)-Jp_l(X) Jp+l(X)] (3. r2 ]Jp((ZX)Jr(~x)dx = X[Jp(~X)dJr~ff (3.106) If ~ and I~ are set = 1 in eq.114) f X2p+I j2p(X) dx [ 2(2p+ 1) x2p+2 __ 2 2 JP+I(X) + Jp(X)] .108) If one lets c~ --) I~ in eq.SPECIAL FUNCTIONS Jp dx = xr+l Jp+l 67 fxr+l +(r- p) Xr Jp -(r2 -p2) fxr-I Jp (3.

.117) can be obtained from published tables...0=0forp>0 Theroots of Jp and Ypinterlace. and J~ and Y~ are also well tabulated. Y~.(x) Y~(ax).~< "< < P < Yp. All roots and 1).(x) (3. [Abramowitz Stegun].1 can be bracketed such that: ~ <Jp.1 Yp..2 Jp.J~(x) and Y~(x) Jp.2< Yp+l.1< Yp+i.CHAPTER 3 68 3. J’~. Ref.. z) of H(p H~ .2 < Yp. Jp. and The large zeroes of the spherical Bessel functions of order n are the sameas the zeroes of Jp..1 +3) <42(p+l)(P (3.2< Jp+~. except at the origin..115) 6. . then all the :zeroes by functions have the following properties: 1.s. That all the zeroes of these Bess~lfunctions are real if p is real and positive. 2.(ax) Y. Spherical Hankelfunctions have no real zeroes. The roots of Jp.2 Yp. Yp(x).3< . The roots Jp.s.1 < Yp.15 Zeroes of Bessel Functions Bessel functions Jp(X) and Yp(x)have infinite number zeroes. Thereare no repeated roots.1 and jp.< Jp.2 < Jp. Yp.(x)= Jp(X) Y~(ax).J~. such that: < P <Jp.1 < Jp.~.1 < Jp.Sp(aX) Y. I_p. Ref. 4. usually appearing in boundaryvalue problems of the following form: Jp(x) Yp(aX)-Jp(aX) Yp(x) J~.1 < Yp.2 < . P5. Yp. J~ and Y~ with p = n + 1/2. Yp. Ip. The large roots of Bessel functions for a fixed order p take the followingasymptotic form: #. Jp. [Abramowitz Stegun].116) 2 2 The roots as given in these expressions are spaced at an interval = ~. s+7(3.2 < Yp. Denotingthe th of root of Jp(x). 3.. <Jp+z. and Kpare complex real and positive orders p. for The roots of products of Bessel functions..

79 13..29 14.3 . Therecurrence relation results in the followingexpressionfor the coefficients am: a~ = (-1) m(r .s Y~.2m+ 6).s J~.s Y~.596 10.75 13.832 5.17 11.405 3.s s=2 5.75 13...596 10.136 0.s Y~..832 5..21 10.s 3.Suchan expansion results in the followingrecurrencerelationship: (r .12 11.02 7.2m+ 2)(r .16 Legendre Functions Legendre functions are solutions to the followingordinary differential equation: (1.s Ji. 1.430 6.17 11.970 8.016 8.(r a0 (2m)! m=1.536 9.794 3.s Jl..197 3.054 2. then an expansionof the solution y(x) into an infinite series of the type (2.2. s Y2. r Thedifferential equation (3.71 13.683 5..76 2.351 s--3 8.3) can be made.894 2... s Yl. 2 . with ao and al being indeterminate.m)(r + m+ am+z = (m + 1)(m + 2) m= 0.384 0.22 11.r.z) dZY-2x d -~-Y +r(r + 1) Y d-~ ux (3.003 YO.197 3.841 3. .17 11.417 3.118) has two regular singular points located at x = +1 and x = -1.958 5.706 5.654 10. (r + 1)(r + 3).2m+ 4)(r .520 7.941 8.SPECIAL FUNCTIONS 69 TABLE OF ZEROES OF BESSEL FUNCTIONS s=l J0. Since the point x = 0 is classified as a regular point.000 1.118) where is a real constant..086 8.57 s=4 11.80 10.016 8.32 14.62 7.430 6.s J2.s J½.331 6.

x2m +. 5.4)]. having the form: 2 22n(n!) P2n(X)=(-1)n (2n)! where Pzn(X) (3.2)]Jr . 2 .. .3)(r. If r is an even integer = 2n. the infinite series in (3..120) becomesa polynomial of degree 2n+l. Thus. 1...1)(4n ... the two solutions of eq.. If r is an oddinteger = 2n + 1. then it can be shown that the infinite series (3..3 n = 0.1)(r + 2) x3 (r..119) + 2)..1 [ (2n)! Lx2n (2n)(2n 2(4n-1) x2n-2 ((2n)!)2 +"" + ( -1)n 2Zn(n!)Z(4n_ 1). (r -1) . + (_1)m[r .(r (2m+l)! and the final solution is given as: y = C. (3... (r + 1).2..3 .... 1 (3.1)(r + 2)(r 4)x5 + 3! 5! _ (r-5)(r-3)(r-1)(r + 2)(r + 4)(r 6)7 7! +. whichdiverges at x = + 1.119) becomes polynomial a degree 2n.Pr(X)+ c2qr(x) Theinfinite series solutions have a radius of convergence = 1. + 2)(+ 4).120) (4n . r.118) become: pr(X)= 1 r(r+l) 2! x2 (r-Z)r(r+l)(r+3) 4! X4 (r..2)r(r +l)(r + 3)(r x6+ 6~ +. (2m)! qr(X):X (r. such that Pr(X) and p qr(X) converge in -1 < x < 1.CHAPTER 3 70 a2m÷l (_l)m(r-2m+ 1)(r-2m+ 3) .(2m...3.(r x2m++.. having the form: 2 22"(n!) q2n+l = (-1) n (2n + 1)! P2~+~(x) where .. both series diverge..+(_l)m (r-2m+l)(r-2m-1).. At the two end points x = +1.121) The secondsolution q2n is an infinite series...(2m..(r + 2m. (r + 2m) = (2m+ 1)! m=1..(r1)..3)..4)(r.5. 1 (3.

2 .123) n = O. 2 .lm! 1)(2m[xm)_ 2. .2)(m ..3.2 .. The LegendrepolynomialsPn(x) take the following special values: P~(1) = n Pn(-1) = (--1) Pn (0) = (-1) n/2 (n)! 2 2n((n/2)!) if n = even integer =0 if n = oddinteger A list of the first few Legendrepolynomialsis given below: e0(x) = el(X)=X P3(x) = (5x3 ... A general form for Pm(X) be developedfor all integer values mby setting 2n = can in (3..1)(2m 1)(m. and Pn is a polynomialof degree n. (2n + 1)! P2n+l(x) then the solution to (3.1. ) wherethe infinite series expansionfor Qn(x)is convergentin the region Ixl <1.(2m-1)(2m-3)(2m-5) +....6.3) m(m 1)(m.3x)/2 e4/x/= 3012 (35x4..+ (_1)n ((2n +1)!) 2x -~ 2-4(4n + 1)(an22n(n!)2(4n 1)...SPECIAL FUNCTIONS 71 + x2n-12(4n +1) P2n+l(X) +1) (4n (4n. (3. giving the following polynomialexpression Pm(x): Pm(x (2m.70x3 + 15x)/8 .2)(m. 1. is If onedefines: 2 22n(n!) q2n(x)=(-l)n (2n)! n = 0.124) y=ClPn +C2Qn(x n = 0. m = 0..2) _..4. 2 . (3.3)2.. 1.3 + n=0.3)(m.+3)/8 Ps(X) = (63x5.1)(2n..... (3.1) xm-2 ar m(m.. which divergentat x = + 1. 2 .1) "’3"11(2n x2n+l (2n 1)(2n) + 1) + (2n + 1)(2n)(2n.. 1.4. 1.122).125) The functions Pn(x) and Qn(X) known Legendrefunctions of the first are as secondkind of degree n.121) and 2n + 1 = min (3..5.122) The first solution P2n+lis still an infinite series..118) for all integer values of r becomes: Q2n+l(X) = (_1) n+l 22n 2 (n!) (3..m(m .(2m 1)(2m .4)(m xrn_6 2.3).

.~2) ~-.. Thus.... then Pn(rl) can be factored such that: of Pn (rl): (rl.2).Tin 2 (1~ . such that the secondsolution Qn(x)becomes: x Qn(x): Pn(X)f(1-.125) becomes: 1 dn [ X2n--2 ] Pn 2~n! dx n X2n n 1! n(n-1) 2! x2.1)(2n .. z’ z"2xPolx)-2(1x2)P: resulting in an indefinite integral for Z(x).~ln) Thus.~12)P~2 Since Pn(rl) is a polynomial degree n. (3.-4 Examination the terms inside the square brackets showsthat they represent the of binomial expansion of (x2 .1"~1 1~ ... d 2 d n (3. Pn(x) can be defined by the formula: On(X)= n n2-1)° 1 dx 2On! (x This representation of Pn(x) is knownas Rodrigues’ formula. I+ .127) 1-rl l+rl 1 ao = -~ TI .(n + n-2 then the polynomial form of Pn(X) in (3.(1-1~2) (1 -r12)2R~ R0I ci=~rl(1-rl2)p~2<rl)rl=rli where Ri(rl) = Pn(rl).(n ~ dx ~ / dnn(X2n-21 = dX ~..(rl .CHAPTER Notingthat: 3 72 dnn(x2n~= (2n)(2n .127) can be factored to give: a o + b o + cl c d~ + n~-I.rll Xrl ~2)..+ where 1 bo = ~ d 2 (1~d 11i) 1 2(’qRi .126) The infinite series expansionfor Qn(x)can be written in a closed form in terms Pn(x).1) n. rl-~h =~(1-~)Ri~ . (2n .2)(2n . the integrand in (3.3).1’11) 2 (1~. Assuming that the second solution Qn(x) = Z(x) Pn(X).

l+x Qo= "~ Po (x) l°g 1_~" 1 . n = 0..qZ) R..rh jrl : n --’- 2 Pn (x) log Zx_x (3.1p3(x)log. 1..R satisfies the differential equation: i (1.SPECIAL FUNCTIONS 73 Substitution of Pn(~) = (~ "/qi) Ri(~l) into (3.1 with the coefficient am# 0 2. Anothersolution of (3.1)Ri]lrl = 1)i =0 Thus.l+x Q1 = "~ P1 (x)log ~ ._ 2nP~+ n(n + 1) Pnlrl = (1)_ rh)[(1. (n . 2 .. l+x 3 = Q2 P2(x) log l_i~.. the closed form solution for Qn(x): Qn(x): P. can be madeto vanish if m= n or -n . .m)(n + m+ am+2 = (m + 1)(m + 2) am m = 0.(x)-½1og(1-~l)+:’l 2 log(l+rl)~ di ] i__-~l1).. the first few Legendrefunctions of the secondkind have closed form: 1 . 4.21)R~]+ 2[(1-1)2) R~. (1-1)2) p~.. for integer values of r. 2 am+ am+ am+ . the recurrence relationship can be rewritten as follows: ~ .nRilrl = ~1 i =0 hence: Ci --0 1 (1-1)21Pi 11)= Thus.l+~X-~x :z+--2 l-x z 3 The functions Qn(x)convergein the region Ixl < 1.118).128) i=l Thus. For the integer value r = n...118). 1.~ Q3=x. 6 to be taken as the arbitrary constant.Starting with the recurrencerelationship with r = n. whichis valid in the region Ixl > can be developed.1)2)R~’..

.CHAPTER 3 mCm-1) (n-m+2)(n+m-1) thus 74 am m(m. (2n.rn + 2)(n .2)(n.1)(m.(2n._3 = ~ (2n + 3).1)(n. -] 2" 4. 5.1)(n. then: (n + 1)(n + a_.3) .1)(n -(m-2)(m..[x.(2n+3) +"" q 2-4._s +. (2n + 3)(2n + Settingthe coefficient: n! a_~_l= (2n + 1)(2n...the first solutioncan be writtenas: Yl(x) a.1 then the second solution Qn(x) can be written in an infinite series formwith descending powers x as follows: of n! [ Qn(x)=.2~4 suchthat: (n + 1)(n + 2) x_.3)(2n + TheWronskian Pn(x andQn(x) be evaluatedfromthe differential equation of can ) (3. .1._s] y~(x) = a_n_lLX-n-1 2..4. xn_ n(n.129) a_~_l (n+l)(n+2)(n+3)(n+4) x_..1) n(n.2)(n= ÷ ~~)(’~n_-~ an-4 Thus. 1 + 2.Setting rn = -n ..x-n-~+ (n + 1)(n + x_.1).1 n~ suchthat yl(x) becomes Pn(X).118).(2n+3) Ixl > 1 (3.1) wheren can be set to: a (2n.3.m (n ..(2n.l)(2n.2 (n + 1)(n+ 2)(n+ 3)(n a_n_5 = (2n+3)(2n+5).5.3).m+ 4)(n + rn Setting m = n: an-2 = n(n-1) 2.1) xn-2q" n(n.3.5.1. (2n 1)(2n2..(2n+l)(2~--1).3.2)(m.3)am_2 = am-4= (n .m+ 4)(n + m._3 2._3 (n + 1)(n + 2)(n + 3)(n x_.

4.. z.. Thus.t~ 2..+ (2x. 1) 1) " 1)(n(3.128)...n(n-1) ~ ~ ~ 4 :~ -’~ n(n.. = EtnPn(l) = Et n 1 (l_2t+t2)~/z = 1_---~-= whichgives the value: Pn(1) = At x = -1: 1 1/~ (l+2t+t~) which gives the value: n Pn(-1) = (-1) 1 1-t+t z t3+ ..t)] 1-3-5.17 Legendre Coefficients Expanding following generating function by the binomial series: the 1 1.. (3...2)(n-xn_4 +.Qn) = PnQ~ . l+t t" P~(-1) n=O n=O n -1)"t n=0 n=0 .130) ] whichis the representation for Pn(x) given in eq.1) +~(2x.[xn~ [ 2(2n..(2n.2n then one can extract the coefficient of tn havingthe form: 1"3"5""(2n.t)nt n +.3 22 1 =l+l(2x-t)t+~--------~ (2x-t)2 t + 1/2 (1-2tX+ t2) 1/2 [1..t(2x.6.t)3t 3 +.SPECIAL FUNCTIONS 75 W(Pn.’~..125). the binomial expansion gives: 1 (1-2tx+ = ~t" Pn(x) t~) 1/~ n=0 (3.P~Qn : Woexp = l_x2W° Usingthe form for Qnin (3...131) The generating function can be used to evaluate the Legendrepolynomialsat special values. At x = 1: 1 l+t+t2+. the following expression approachesunity as x --> +1: = W0 Lim (1-x2)[P~Q:-P~Qn]-->l x--~ +1 1 W(Pn’Qn ) 1-x2 3.

.3..4 2.4.. (n . (2n . (3..2= 2. Thus.__~3 + t2e_2i + 1... P1 (cos 0) = cos P3(cos0) = -~ [5 cos30 + 3cos0] and the Legendrepolynomial with cosine argumentsis defined by: .n 2 2n[(n/2)!] =0 Substituting t by -t in eq.1 2..3. the generating function gives: 1 [ 0÷t2)....... the coefficient of t n must be the Legendrepolynomial...4.6 2. P2(cos 0) = ¼13cos20+ 1].131).2n-1) o +.(2n¯ 4..5 t3e_3i + .1/ = (_1/. + 0 0 2...4 It2 + 1.5 t3e3iO + __ = 1+ 2 o +.(-1/"/2 1-3"5. (3.3.4.4 2-4.-~1.1) tneni0 2.2n ¯ I1 + t e_iO 1 . 1¯ 3..+ (_l)n 1....131) one obtains: 1 l/2=n=~)Z(-1)nt"P"(x)=n=OZt"Pn(-x) (l+2tx+t2) whichresults in the followingidentity: en (-x)= (--1) n Pn(x) n : even n=odd Other forms of Legendrepolynomialscan be obtained by manipulating eq.t 2 . Letting x = cos 0.1) t2n + .the first few of whichare listed below: Po = 1.2n whichresults in a formula for Pn(O): n~ Pn (0/-./2 2.3 t2e2i0 1...5.(2n..CHAPTER 3 76 At x = 0...} 2 tne_ni e2iO -2i0.6.... + "~ + ..3.3 t4 +. then: 1 1 (1-2tcosO+t2) 1/2 =(l_tei°f/2(1-te-i°f/2 t ei + 1.6..4-6 2 =l+t { ei° + e-i° } {~( 2 t.

133) by substituting x by -x: Pn(x) =(-1)n [1. one obtains: t P (x) (3..2xt + t2) 3/z n=O t"-’ P.(n+1). n(n .1) cos(n .. n cos(n .4) 0 + * 1.2) 2. by definition.(2n .18 Recurrence Formulae for Legendre Polynomials Recurrence formulae for Legendrepolynomials can be developed from the generating function expansion.135) Differentiating the generating function with respect to t.1)(2n (3.i32) Expansionsof Pn(X) about x = _+ 1 can be developedfrom the generating function.136) (1.5.3.2-(2n .134) 3. (cos O) = 21.3)! (3. Differentiating the generating function with respect to x.133) Since Pn(-X)= (-I) n Pn(X). then an expansion about x = -I can be obtained from (3..1) Icos nO + 1..-~-) (n+2)’ ! (3!)2 (n .2n[ 1.)2_ ! ~.6. (l!)2(n_l) (l+x)q (2!)2(n_2)(.(x) = n . be the Legendrepolynomials. whichmust.(2n-l) 1-3. one obtains the followinginfinite series expansionabout x = 1: = 1---~ (n+ 1)! (n+ Pn(x) = I (I!)=~-_ i)! (~-~) (~_)a (n+3)! (a!)’(n- 2(n.t) "2m-1 by the binomial theoremand collecting the coefficients of t n. one obtains: (3.SPECIAL FUNCTIONS 77 v.~_~. The generating function is rewritten in the following form: 1 1 (12Xt + t2)1/2 (l-t)1+~ Expandingthe new form by the binomial theoremthere results: ~-7~:~=~ (1-t~*l m=l Expanding each of the terms (1 .4.(3!) 3)! (1 ~2~x)~ (3.

n x P~ : -(n + 1)[P~+~(x).oneobtains: n >1 (3. (3.139). multiplying (3. y f i b pickingout the coefficientof t n.~_~ fromthe resulting expression.-1 = (n + 1) P~+I 2nxPn+ (n .+l(x)= (2n + 1) x P. (3.2xt + x-t ~tnPn(X)=(1-2xt+t n=0 2) ntn-lPn(x ) n =0 P~=O n >1 (3.135)by (x . the andpickingout the coefficientof t n.136)by t.136) by 1 .2xt + eq.139) P~+1 P~-I= (2n + 1) with P(=Po Eliminating fromeqs. ecurrence ormula s developed.n with n_>1 (3. fromthe resulting expression.t) andeq. (3. another r Multiplying (3. (3.~-I = n Pn with n=O 2.CHAPTER 3 78 Multiplying (3.137) and(3.P. oneobtains: of P~+~(x) x P~(x)= (n + 1) (3.the following recurrence formula developed: is (1.137)by x.139) results in the followingrecurrence Pn formula: x(P~+l .137) x Pn . (3.z) P~(x) = P~ n _l(x).1) or.138)and(3.P~ x (3. equating resulting expressions eq. as follows: =(x-t) 2)1/2 (1.1 in eq.141).138) Pl =XPo Differentiating (3.142) (3.P.(x). rewritingthe last equality givesa recurrence formula the Lcgcndrc for polynomials: (n + 1) P.138)withrespect to x andsubtracting(2n + 1) timeseq. x P.141) Substitutingn by n . a recurrence formula obtained: is ~(x-t) tn P~(x)= ~n tn Pn(X) n’=O n=O x P~.137) eq.140) . andeliminating eq.P~-l(x))= (n + 1) P~+l(x) (x) + "Elimination P~-I fromeqs.

1 for n in the differential equation (3. thus Pn (x) : ~f[x + cos u x2~’~. (3. (3.. Setting t = eiu and x = cos 0 in the generatingfunction.146) Substituting -n . 1 1/2 (1-2xt+t2) " = ~1 ! 1-xt+ .t cosdU u9/-’~7-7 ~/x--! = tn Pn(x) n=0 then (3.147.144) by the binomial theorem: the =l+t 1-t(x_+ cosu x2~.1) x+cosu +t 2 x+cosu +..144) Expanding integrand of (3. Pn(x) = ~ ~ Ix + cos u x2~’~-1 l-n-1 0 Substitution of x = cos 0 in eq. If one substitutes -n . (x) = P_.SPECIAL FUNCTIONS 79 3. by setting: a = 1 . thus giving rise to the followingidentity: P. the equadon does not change.145) The last integral is knownas Laplace’s First Integral.xt.145).143) then.118)._l (x) (3.1In 0 (3.1 (3.145) results in the followingintegral representation for Pn(COS 0): 1 n Pn (cos 0) = ~ ~ (cos + i si n 0 co u)du s 0 Anotherintegral representation can be obtained from the generating function.19 Integral Representation for Legendre Polynomials Notingthat the definite integral: ~ 0 du a+bcosu = ~ b = +tx~~-. anotherintegral representation results. which has the form: (3.1 for n in eq. generally known as Laplace’s Second Integral. then: .

. r=/(cos u_ cos0)~/2 = ~/z~ cos(u/2) [~ u<0 (3..2COSO iu 1/2 e + e2iU] u< 0 nfg ~’~ .qz 1 sin(u/2) 0)~2 u n=O [~ [ .150) and (3.151) one obtains: 1 0 cos(n + 1/2) u f sin(n + 1/2) Po(cos0)=~--~ (cosu_cos0)l/2 (cos0_cosu)l/~ 0 (3.cos u)1/2 du (3.150) and (3.151) The integral representations of (3.148) by cos (n u) and eq. Addingand subtracting eqs.153).15~) 0 cos(n .151) are due to Dirichlet.15o) ¯ Pn(COS0)=’-~’- xf ~ 0 sin(u/2)sin(n f cos(u/2)sin(n u) 0 (COS0_COSU)I/2 . (3.149) u>O Multiplyingeq.1/2) 0 = ~0 (cos u .1/2) u sin(n .(COSU_COS0)I/2 (3.cos .152) one obtains: pn(cosO) x/~ cos(n+l/2)u ~_~_.CHAPTER 3 80 = eiu/2(cos--~-~_ cos0)l/2 1 -.~inu Pn(cosO) e i(u-x)/2 1/2 u . there results twointegrals for Pn(cos Po(cos = 0) -~ 0 cos(u/2)cos(n 1/2 u-cos0) (cos u)du+~ sin(u/2)cos(n 0 ~ u)dul i (3. (3.cos 0)1/~ du . rt).! (cos 0 . one obtains: 2 cos(n u) Pn (cos0) = .153) Replacingn by n + 1 in the identity (3.sin(u/2) 2 ~ sin(n u)rn[cost0 n=O u>O ~ [ cos(u/2) u <o (3. (3.2~ sin(n+l/2)u =’-~’o0 (cosu-cosO)~/2 du = /t ~0 (c°sO-c°su)~/2 (3.. r~/(cos. (3.cos 0) (cos u > 0 Equatingthe real and imaginary parts.149) by sin (n u) and integrating on (0. and substituting the resulting identity in eq.154) .148) .

x2) P:] + n(n + 1) Pn d-~-£ [(1. one can showthat: +1 dx fPn Pm = 0 -1 If n = m. Thedifferential equation that P.2 1 2n + (3. (3.154) are due to Mehler. 3. m. and subtracting and integrating the resulting equations.~ m (3. then the last integral becomes: +1 +1 2 f Pn dx=(-1)n(2n)’22n(n!)2 2-1)ndx f(x -1 -1 Integrating the last integral by parts. dx----~. one obtains: .x2)P~ ] + m(m+ 1)Pm Multiplyingthe first equation by Pro.(x2 . the secondby Pn.155) dx-. one obtains: +1 -1 n .20 Integrals of Legendre Polynomials One of the most important properties of the Legendrepolynomialsis the orthogon~lityproperty. The first integral to be evaluated is an integral of products of Legendre polynomials.153) and (3.~ and Pm satisfy for n ~ mcan be written in the following form: d--d~[(1.156) The orthogonality property can also be provenby integrating the differential equation. Integrating by parts.126): +1 +1 n>_m Pn Pm dx = 2n+mn.1) n x2 --1)m dx -1 -1 wheren is assumedto be larger than m. The integral of products of Legendrepolynomialscan be evaluated by the use of Rodrigues’ formula (3.SPECIAL FUNCTIONS 81 The integral representations in eqs.

159)oneobtains: I x dx ~Pn Pm -1 which be evaluatedat x = 0 as follows: can 0 ifn is odd and is odd. (3. m 1 (’1)(~+m+l)/~ m! n! 2 (m-n)(m+ n+l) 2m+n-~[(n/2)!((m_l)/2)!] = if n is evenandm is odd. expression results: x2 [m(m+l)-n(n+l)] Prn dx=( 1-x2XPm P~-P.161)since: can . the following eq.n)(m+ n + m.~ rn (-1)(n+m+l)/2 m! n! = (m. x2 = +1. (3.159)oneobtains: 1 1 [mPn Pro-1 .mPnPm-1+ (m .155).2 ((n if n is odd andmis even.162) which be evaluatedat x = 0 by usingthe results givenin eq. n in in Pmdx =0 -1 nPmPn-I . dx=(m-n)(m+n+l) x (3.n)(m+ n + 1) 2m+n-l[(m/2)! . n. m SettingxI = x andx2 = 1 in ¢q.CHAPTER 3 82 x 2 + [n(n+l)-m(m+l)] fPn Pm (3.n) n Pm (m.oneobtains: x2 x 2 In.157) dx=O x 1 Integrating (3. (3.n .~ Pn x2 tx (3.161) (3. (3.158) Xl 1 If onesets x1 = -1. Substituting eq. n (3.158).142)into eq. n.n) xPn Pro} f Pm jP.160) fPn =0 1 if n is evenandmis even.n) n Pm (3.157)by parts. then oneobtainsanotherproofof eq.mPn Pro-1 + (m . n jf Pn Pmdx = nPm Pn-1 .159) (m-n)(m+ n+l) x 1 x 1 Settingx = -1 andx:z = x in eq. (3. (3.nPmPn-l-(m.

126): +1 +1 -1 2n n n! -1 dx which.n f Pn (cos 0) cosm sin 0 dO= (m+ n + 1)(m+ n .1)(m.~ d-~ 0 0 Integration of the integral by parts n times results in the followingexpression: 1 m(m.168) . then the integral in (3..163) n + m= even.....1).2).n _J xm Pn dx= (m+n+l)(m+n-l). 2 ..166) n=m m= 0.. m (3.1 ~ (3. one obtains: +1 XmPn dx=0 m=0. n~m (3. (m 0 0 Usingthe trigonometric identity: n/2 m*n (3.. 0 =0 -1 Pm dx n+m=odd... n-1 (3...126): 1 1 ~ f x m dn(x2-1)n J’xm dx ~ 2n n! .164) -1 The integral of products of powersof x and Pn can be evaluated by the use of Rodrigues’formula (3. the orthogonality property in eq...1)...(m. 1.1.167) m(m. Thus. (3.165) becomes: n.(m-n+3) > n 0 (3.SPECIAL FUNCTIONS 83 1 0 ~P~ Pm dx =-~P. (3. 2 .165) The preceding integrals could be transformedto the 0 coordinate since Pn(COS 0) showsup in problemswith spherical geometries.164) becomes: f Pn (cos 0)(cos msi n 0 dO 0 = 0 After transformation eq. n~m mtimes the LegendrepolynomialPn vanishes if the integer mtakes The integral of x values in the range 0 <_ m_< n .(m. 1. n . on integration by parts mtimes.155) becomes: ~ Pn (cos 0) Prn(cos 0) sin 0 dO 0 2 2n+l If 0 < m< n -1. UsingRodrigues’formula (3.

(m + n (m .169) m(m.sin 2 0cosm_ 0 +.1)(m .n + 2)(m . given in eq.1)(m....n + 1).1.170) Ifm > n and m+ n = odd integer.. ] 3 3! 84 sin (mO)-... then the integrand is an odd function in (0.n = odd integer > 0 n = 0. (m n + (m-n)(m+2).171) m.1..n + 4).. 1.sin 0 Imcosm-10 then one can evaluate the following integral: f Pn (cos0)sin (m0) d0 = f Pn (c. thus using the integral of (3. n (3. and hence. ~henthe highest powerof cos 0 is n .CHAPTER 3 m(m-1)(m.1)(m. such that: Pn (cos 0) sin (m0) =0 m= 0....132) as follows: ..2 . then the integral becomes: f Pn (cos 0) sin (m0)dO(m n +1)(m n + 3). the followingintegral vanishes: f Pn (cos 0)sin (m0) dO 0 m + n = even (3.. each 0 Ifm > n and m+ n = even integer.n..167).. n-1 (3.n = even integer _> 0 -2m (m . 2 ...os0)Im cosm-1 0 0 m(m. m= even integer > 0 n >1 m.2) sine 0 cosm_ 0 3 3! m-5 sin4 0 c0s 0 .172) (3. ~). .1) (m + m=0... (3..2)(m+ 5! term vanishes identically.(m + n The following integral can be evaluated by the use of the expressionfor Pn (cos 0) terms of cos m0. sin 0 dO If m< n.n .(m+ 0’ Similarly one can showthat the integral: ~Pn(cos 0) cos (toO) sin 0 0 =0 =0 -2 (m.

(n . Pn-4. n-2.(n ...2 . (3.173) r(m k + 1/2)r(k + 1/2) + r(k I) ++ 1) + r(m The following integral can be obtained by using the integral in (3.4) Pn-4= (2n .5) x P.1) x Pn.21 Expansions of Functions in Terms of Legendre Polynomials Thefirst function that can be expanded finite series of Legendrepolynomials in is Pn(x).1/2) 4 r(k+l)r(m +k+l) n-m=2k-1..173): I P" (cos0)sin m0sin0 dO : 91.-2 = (2n . into the expression for Pn.. k=O. Starting with the recurrence formula(3. 1.. IPm{(1-xZ)P:} -1 +1 =n(n+l) IP~ P.(n .138) for n.-6 Thus. substituting Pn-2.2) P.174) Integrals involving products of derivatives of Legendrepolynomialscan be evaluated.1.5) P. (3.. n-4 .. one gets: n Pn = (2n .-3 .9) x Pn-5-. Starting with the integral: +1 +1 ’ ¯ I+1 I(1-x2)P: P: dx:(1-x2)P: P~]_. (3.I Pn (cos 0)[cos(m -1)0-cos(m + 0 0 =0 =0 = mr(m+ k m>n+l n . one obtains: ..en-4 (n .SPECIAL FUNCTIONS 85 I Pn (cos O) cos (me) 0 =0 =0 = m<n m + n = odd n=m +2k. k=0.2 ..m = 0 or an even integer 1/2) r(k..175) 3. dx=O -1 -1 n~m _ 2n(n + 1) n=m 2n+l The precedingintegral is an orthogonality relationship for P’n.1) (n .

178) Differentiating (3..a finite expansion x P~results: for x P.. (y)Po+. (.7)(4n.3) Pn-z+ (2n . andsubtracting the and by resulting equalities. (3.CHAPTER 3 86 =x Pn (n 1) Pn-x n(n-2) (n ..-1 + (2n .(y)v.1) P.9) andsubstitutingfor P~-2.1)(n.138): O.+1)(x y)P.140): x v~=x P~-2 vo+(n. (y)= +1)[Po (x)..139)for P~: P~= P.-2 (n= + + = x P~-4x P~-6(n-4)P.1) Pn-2+ (2n . +n[P.(2n -!9)P~-5-.P~-z._..(x)Po_1(y)] Thus.177) one eq.~-2+ (2n .11)(6n. oneobtainsthe following finite series for P~: P~ = (2n.2-3) + (2n .5) + + Thus.. obtains an expansion P~’.177) Adifferent expansion P~can be developed for fromthe recurrenceformula (3...1 n(n-2)(n-4) (3.1) P. oneobtains: (z.P..-4 + --(3..5) P.~ = n Pn+ (2n. havingthe followingform: for P~’ = (2n .~_~ P~-2 = P~-4 + V~-4 = P~-6 + (2n .-3 + (2n ..3-5) Pn-6+ Usingthe recurrenceformula given in (3.(x)P._2 +n 1) x P~_~x P~-4(n-2) P.176) Usingthe recurrenceformula(3. P.P~-4 .179) (2n 1)x V. there results: this N (x-y) E(2n + 1) P~(x) Pn(y) n=0 N = E (n + 1) [Pn (y) Pn+l(X)-Pn(x)P~+I(y}]-n[P~_l (y)P~(x)-Pn-l(X) n=0 ._.7) P.5) (2n ..(x)(n+1)Po+x(x) + = +n (2n + 1) y Pn(Y)= (n + 1) Pn+~ + n (y) andmultiplying first equationby Pn(Y) the second Pn(x).177)andsubstitutingfor P~_I. (n. from (3.3)(2n.(~)P.1.-s + .summing equationN times.9) P.

(m-l+ (3.l). Expanding minto an infinite series: x xm---- Z ak Pk(x) k=0 then multiplying both sides by Pl(X) and integrating both sides.180) for x = y gives a trivial identity.182) Examination the preceding integral showsthat the constants aI for l < mdo not vanish of while aI = 0 for I > m(see 3.(2m + 1)[(2m + 1)Pm+ (2m . 2 . m(m.165) one obtains: +1 1 a TM (x) dx = (2/+ 1)f x mPl (x) I x 212 + j 1f Pl -1 0 = (2/÷ 1). Pm-2. Thus: xm---- m! ~ (2m+ 1)t ..(m.183) (m + l + 1)(m + l.. Pm-4. one obtains: N Z(2n+I) Pn~(X)=(N+I) PN(Y PN÷~(x)--PN(X)PN÷~(Y) ) x-y y--~x n=0 = (N + 1)[PN(X P{~+l(X)-P~(x)PN+I(X)] ) (3. 1. then it stands reason that one can obtain a finite sumof a finite number Legendrepolynomialsto of give xm. Dividing(3. (3.5. Ifm .3) Prn-6 + .. it is obvious that only the LegendrepolynomialsPro.y and taking limit as y -~ x.l is an odd integer in (3.3! (3.. then using (3./ Fromthe preceding argument.. ~ 1.181) Since LegendrepolynomialsPn(X) are polynomialsof degree n...2).~ + (2m.~ 2-’~i~..7) (2m+~.l is an even integer.1)(2m. then: al = 0 if m....184) Thefirst few expansionsare listed below: l=P0 x=P1 ’ ’ =-~ P: +’~ Po x2 2 1 .164).l = oddinteger If m.3. then integrand is an oddfunction of x.} _ +(2m 11)(2m+ 23. do enter into the expansion of xm.~ 1)(2m m-4 1)(2m. the form given in (3.’". one obtains: 2/+1 al =T +1 j’x mPt(x) -1 l = 0. To obtain an expansion in terms of squares of Legendrepolynomials.1)(m.180) by x .SPECIAL FUNCTIONS 87 The preceding summation formula is known as Christoffel’s First Summation.182).

n). Assuming expansion for cos m0of the following form: an cos(m0) = k Pk(COS0) k=0 and multiplying both sides of the equality by Pr(cOs0) sin 0..g) and using eq.1) n (m.172)... 2 . of the followingform: P. one obtains an expression for the constants of expansionr as follows: a r =2r+lf (COS0) COS sin 0 "~ Pr m0 0 Usingthe integrals developedin (3. one obtains an expansion of Legendrepolynomial in terms of sine arguments: Pn(c°s0)=22n+2g (n’)2+ [sin(n 1)0+ 1 (n---~+ sin(n+ 3)0ll. + 1) 3 0 <0< ~ (3.n + 2).n + 3). 0 Examination the preceding integral and the integrals in (3.(cosO) = k si n kO k=l Multiplying the preceding expansion by sin mO integrating the resulting expression and on (O.n = even integer m> n + 1 and m+ n = odd integer =0 = 4 (m .171) shows of that: am=0 m<n m.169) through (3. (3. in the region 0 < 0 < ~t.172) one obtains: at=0 r>m .186) Expansion cos m0in an infinite series of Pn(cos 0) can be developedfrom the integrals of (3. one obtains: am = -~ Pn (cos 0) sin m0 d0 m:l..n + 1)(m .CHAPTER 3 x4 = 8 3--~ 88 3 Pl.n)(m. (m + n . 2n + (2n 1)..185) Expansionsof functions in terms of 0 instead of x can be formulatedfrom the definition ofPn(cos 0) and from the integrals developedin Section (3.166). Onecan first start by getting an expansionof Pn(cOs0) in terms of Fourier sine series.(m Thus..20).166) and (3. X3 = 2 ~ P3 +~ + P4--47 P2-F! 5P0 (3. integrating both sides (0.

(3.1.4.Since expression Qn(×) in eq. Amoreconvenient closedformfor Qn(x). r >_1 (2m+ 1)![(2m 2m-22m +Pro-2+ 1 cos(m0)= 22m-l(m!)2 I + m+ (2m 3)(-1)2 + (2m.(m + r - m.(m + (m.~) 2-4 (2m. (2m +I)(2m.1/2) r(k.188) k=0 3.r + 2)(m.1)..123)andeq. Expanding m0in an infinite series.1)(m r + 1). (n terms can be seen fromeq. (3.128)..1)(m + = -(2r + 1) Thus: (m. onecan replacethe summation by a series of Pk(X). Theinfinite series expansions Qn(x) for givenin eq.128): in .g Thedevelopment an expansion sin (m0)followsa similar procedure that of of to cos (m0).r .r = eveninteger. 2.2)(-~--m-~-~-~ Pm-~ m= 1.128)has a logarithmic for termin additionto a polynomial degree .124) limitedto the regionIxl < 1. (3.16) in the tworegionsIxl < 1 andIxl > 1.k = 0 to n . (3.2m + 4k . (3. (3..¼ cos(40) = P4-~ l~Z cos(30) = -~ P3. Starting with the expression eq..Pm÷2k -l(COS 0) k!(m+ k)! (3.3) +(2m-11) ~-.184). whilethe infinite series are expansion givenin eq.7) (-I).187) m=0 l=P0 Thefh’st fewexpansions cos (m0)in termsof Legendre of polynomials listed are below: l=Po cos O= P~ cos(20) =-~ (P2 .1)(2m.SPECIAL FUNCTIONS r = 0 and meven integer 89 (m.(3. wasgivenin eq.r + 4). 3 .22 Legendre Function of the Second Kind Qn(x) TheLegendre functionsof the second kind Qn(x)weredeveloped Section(3.. one can show sin that: sin m0= --8 (..129) is limited to the regionIxl > 1.1) r(m + k.2)(2m Pro-4 + (-1)-1-3 (2m + 1)(2m.~’2-~--~. (3.valid in the regionIxl < 1.

k)(2k + k = 0._l Qn(x) = ½ p.~ "".4k .1)(2n)(2n = q xrlrl ~1~ [ ¯ x-"-i (n+l)(n+2)x-"-~ + 2(2n +3) (n+l)(n+2)(n+3)(n+4)x-n-’ + 2..-] Assumingthat: k<(n-l)/2 k=0 and substituting Wn.129) results in the followingform for Qn(X): .118).-..(x) ~_--~and substituting Qn(x)into the differential equation (3. the following expressionresults: ..-I + (2n .--i--p + 3-(n-I) 5.I) P.-_1)n÷’--x 2t x2°-°÷’’" 1!2o-’’ Integrating the precedingseries n + l times.5) P. can be developedfor Qn(x).189) and equating the coefficients of Pk.ax j Usingthe expansionfor (d Pn)/(dx) from eq.(n-2) A formula. one obtains: 1 I n+1 I n+2 1 (x. w. (3.. Starting with the binomial expansionof (x2 . (3.177).~ (5-’-~÷~ (n +1)(n+ 2). I. similar to Roddgues’ formula for Pn(X)..4-(2n +3)(2n+ +"" Comparison the preceding infinite series with the series expansionfor Qn(x)for Ixl > of in eq. (3. 2 . (2n. the function Wn..= 2n-I ~.190) P.-i2n-5 P. k < (n-l)/2 Thus.l). one obtains after simplification: dx t" .-3 + (2n .-5 +. can be expressed in terms of a finite series of Legendre I polynomials as: ~ 2n-7 (3.I ak = (n .~ . one obtains I expressionfor ak as follows: 2n . (3.189) becomes: 2[(2n .-5 + -..9) P..-3 ~. the right side of eq. into eq.CHAPTER 3 90 log w.

Thus.1)(2n)(2n (3.dx +2nu:0 ) d-~ + 1) x du one of its solutions being: n =(xZ-1) u.1 whichcan be integrated to give: 2 n+l so that the secondsolution is given by: x Differentiating eq. then the resulting differential equation becomes: 111+2 a 1.191) can developedfromthe solution to the followingdifferential equation: (1-x 2\d2u -" z~n .191) xrl Anotherexpression for Qn(x)that is similar to the one given in (3.193) .192) can be obtained from ul(x) by multiplication of ut(x) an unknown function v(x) as follows: (3. (3.. the solutions Pn(x) and Qn(X) be written in the following can 1 dnu~ n = 1 d dx n (ran)..(2n. The secondsolution of (3.192) Then.192) n times. havingthe solution Pn(x) Qn(X).SPECIAL FUNCTIONS n+l ’~ (drl) ’~’~’ xrlrl 91 n!(n + 1)(n + 2).x whichis the Legendre differential equation on (dnu)/(dxn).the unknown function v satisfies the following differential equation: 2(n I) x + 2 X . n X2 - l) n f (~ 2 ~) x IxI >1 (3.

(t) -2 Jx-t -I The last integral is knownas the Neumann Integral.195) n---0 Theexpansiongiven in (3.195) leads tO an integral representation for Qn(X). dn (2n)! dx" l-x2) (1_TI2) n! dr I (3. valid for <1 Substituting for t n by a series of Legendrepolynomialshaving the form (see eq. P1.. 3. Multiplyingboth sides by Pm(t)and integrating on (-I.CHAPTER 3 92 n) The constants were adjusted such that ul") and u~ become and Qn.(x) --1 f P.x 3 +.193).7) (2n2.. Ixl > 1 (3. 1) one obtains: +1 Q. resulting in the A generating function representation can be formulated from the following binomial expansion: 1 i t + __ + x~ +"" x_t=~’+x ~. 1 re +L +3_ ] lr8r. + 1)(n / ) +"" (2n + 1)! Thus: 1= E(2n.. then the coefficient of’Pn becomes: (2n + 1) 2n(n[)2 x-"-x ÷ (n (2n + +2)x-n-3 ]= (2n +1) Qn(x I 2.41)(2n en-4 (t)+ . -1) Then: 1 r’o r...184): tn 2n(n!)2 f = ~ l(2n + 1) Pn (t) + (2n - 2n+l p "t’+ + (2n ... respectively. 3Po -F P3 5P1 "F’~L ~" 4 +± ] 4+~’P2 5Po xn ’ [(2n +I)!L collecting the terms that multiplyP0. Pn. Pn Anintegral for Qn(x)valid in ¯ following integral: n+l Qn(x)= (-1)’n2nn. P2 ..196) .194) Ixl< 1 can be obtained from (3. x--t OO +l) po(t)Qn(x) Ixl > 1 (3.

197) results in a newdifferential equation: x (1-2 ~d2u_ 2 dx / m+2 2(m x~÷I" re)In ÷~)u ÷1) ÷m Jm+l Differentiating Legendre’seq.1_--~ y=0 (3. P. It may be m convenientto define Pn and Q~in the region Ixl < 1 as follows: m.197) ] dx Ox L wherem and n are both ~ntegers.118). Substituting: i~ eq. (3.198) and (3.x2~ d’Y2 2x d-~-Y + [n(n + 1).197) becomes: ay={x Define: dm~’n ] 1)~[.201) and second kind of degree Ixl < 1 (3. then: .202) as Ferret’s function of the first kind of degree n and order m. Thus. (3. Define: m T~ = (-1)m(1. the solutions of (3. the solution of eq. (3.~ Ixl < l (3.198) are ~h derivative of the solutions of (3.199) are identical. one obtains: Equations(3.118) mtimes.203) Ixl < 1 dx ~ Using the expression for Pn(x) given by Rodrigues’ formula.23 Associated Legendr. = T.x2)’~ droP" m dx ~~1 Ixl > 1 (3.-z-r ~Qn TM ~ dx ~’2 (~-1)dm~’~ -Q~m =(x2-1)m/~" " TM d~Q" dx as the associated Legendre functions of the first n and order m.e Functions AssociatedLegendrefunctions are solutions to the followingdifferential equation: 2 m2 1 (I. respectively. thus.SPECIAL FUNCTIONS 93 3.

.1)"-’~(x + 1)"+m] 3.m.2)(n .3) n.1)(2n-3) It can be seen from (3. then: . ] 1 (3.5.200).3x)(x2-1) If n = m..1) ~ P~ = ~(7x~ .1)(n .-2 2(2n-1) (3.m)! kl-’-~x J d-’~-[(x.m-4] x -.m .1)! (xz 1) 2 n-m m~[x Ixl > 1 (n-m)(n-m-l) xn-m.m = 0 if m>_ n .24 Generating Function for Associated Legendre Functions Using the generating function for Pm(X) given in (3.1.(2m(1-2xt+t2) 1) m and differentiating the equality mtimes..214) represent a finite polynomial degree n of A listing of the first few AssociatedLegendrefunctions is given below: (3.3.207) ~ (-1)" (1-x)~/~ 2" (n .205) that p.4-(2n-. m+~ =n=m Ztn dxm .206) Anotherexpression for P~.1)9/2 P~2 2nn-~. similar to (3.m ..2o4) + (n .. _ (2n)! .m)(n . can be developedin the form: PZ=2 ln_m)!(777+ ) 1 (x-lh~ ¢ r. The terms contained in the brackets of (3.131) 1 = ~ tnPn(x) (1-2xt+@ n=O 1.205) =(x2-1) ~2 = 3x(xZ-1) P~ P?--0 P~ =3(x2-1) P~=O 3/2 p33= 15x(x2.CHAPTER 3 94 2n n! dxm ÷n (2n)! _ n n! (n . 2. (x Ixl > 1 (3. one obtains: d~P.

1)mtz.~ + (n .212) (3. (3. givenin (3.211) ~x~ <1 m+ 1)(n. on ob Differentiating then multiplying and equation(3. Differentiatingthe recurrence formula Pn.m)(n + m + 1) p~m Ixl < 1 which relates associated Legendre functionsof different orders.~ 1 .25 Recurrence Formulae for P~ Recurrence formulae Pn and Q~m be developed for m can fromthose for Pn and Qn" Startingwith eq. (3. _ p.139)(m.m)(n+ m + 1) P~ _ Ixl > 1 (3. then eq.208) m+~ =(-1)m~(1-x2)n=mn-m 3.m+ 1) .(n - ixl > 1 (3..139)by e tains: (3.200).209) p~+22(m+ l)x p~+l + (n .213) (3._l + -1 + 1)(1-x@v~ =-(2n (2n + 1) ~ P~= (n + m)(n+ m P2.210) 2.214) ~ dx (x ./1~~ =nxVZ +m)n-~ -(n V~ (x .138)mtimes and on differentiating(3. results in a recurrence formula relating Associated Legendre functionsof different degrees.(2n + 1) x P~+ (n + m)Pn~_l for all x 2 .-(n + 1) x P.m.which the form: has (n .1) times.SPECIAL FUNCTIONS 95 1 (1-2xt+t2) 2 TM m! -~)/z E t P~ (x) Ixl < 1 (3.1)--~-x .200) becomes: +(n-m)(n+m+l x2-1 :0 2(m+ 1)x p~m+l (n .m + 2 ~’"~ ) Ixl < 1 Xn+l Otherrecurrence formulae listed below completeness: are for (3.~ ~p~n~l =(2n1)(x 1))~P.m+ 1) P~I.197)andnotingthe definitionfor P~in (3.

Dm+l = x(n_m+l)p~+l _(n+m+l)p ~x n+l ~ m (n+ m) ~x~_ 1 p~-I .n(n + 1)] J" prmpn dx= -1 = .mp~. ~p. in Startingwiththe differential equation associated that Legendre functions different of degreesandthe sameorder p. +1).subtracting resultingequations integrating resultant by the and the equality.mandP~satisfy.x It xj =0 n.’L’ --~x -v"~ (m~-V)f~. subtractingthe resulting equationsandintegrating the resulting equationon (-1. 3. andmultiplying first equationby p~m. the the secondequationby P~. L ._x~X= ’ ~x~ ~xk’ " --1 -- dx=O m~k The integralof squares associated of Legendre functions beobtained usingthe can by definition of P~.r -I Starting the differentialequations associated with that l. +1 +1 ~(p~)2 dx= (n+m)~. oneobtains: +1 TM [r(r + 1).CHAPTER 3 2-1 .216) (3._ P~+a x P~ (n .one obtains: -~.the the by second equation P~.m+ 1) ~ .~-I -I More recurrenceformulae be foundin Prasad. and P~ P~ multiplying first equation P~.~gendre thesame of degree and different orders and satisfy. (n m)! +1 2 ~+’~ (n + m)! d~’’~ (x 2 ~ d~X--~(X2--1}"~-m~ -1)ndx (n-m)!22n(n!) --1 ’ Inte~afing ~e Nst integral by pros mtimes gives: .1 P~ = x P~ P..217) Integrals of products associated of Legendre functionsare presented this section.215) (3. Volume can II.26 Integrals of Associated Legendre Functions Ixl> 1 Ixl > 1 Ixl > 1 96 (3.

(2n+3)(2n+5) Ixl > 1 (3..195)mtimesresults in an integral definitionfor Q~m follows: as Ixl > 1 (3._l÷ (n + m+ 1)(n + m+ 2) 2. (n+m).m)!2n + -1 It can be shown Ferrer’sfunctionsgive the following that integral: +1 (n +m).219) (3.m)! 2n+ -1 (3.221) 3.m -1 +1 ff(p~)Zdx=(_l)~.~x_n_. (2n + 3) + (n + m+ 1)(n + m+ 2)(n + m+ 3)(n + x_ m_+ .220) (3. recurrenceformulaedeveloped P~in for are The for Section3.120)as follows: m Q: :(x2-1) m~zdmQn =(-11 dx TM 2"n!(n+m)! ~ _1)~/~ (x (2n + 1) .25 turn out to be valid for Q~m also.223) . (n . 2 T~) dx= (n.t) m+i -1 min (3.then differentiating was (3.218) k. Usingthe definition of P~ in (3.222) SinceQn(x) definedby an integral on Pn(t) givenin (3..~ n_ 5 2-4.196).223) 1 Q: : (_l)m _~ (XZ_ 1)m/~+~Pn(t) dt (x.223)can be utilized to advantage recurrence Thedefinition of Qn when formulae Q~m to be developed.SPECIAL FUNCTIONS (n + m)! 97 (n.m)! + 2n Summarizing results of these integrals: the +1 [ v?v dx=o -1 +1 r~n (3.27 Associated Legendre Function of the Second Kind Q~ TheAssociated Legendre functions of the secondkind Q~can derivedfromthe be definitiongivenin (3..

~’n~’~m+l dt +1 n _ 1) (t2 (3.CHAPTER 3 98 ¯ n 1 d m Qn (_l)mm!(x2_l)m~+j. = 2n+ln! -.1 m+’ dx" (t2-1)"dt Ixl> 1 = 2n+In! (x-t) -I andintegratingthe preceding integral by parts n times.tl)n-m(l- ~-------\-n-m-~ +I) X/x2 (3.225) 0 . results in the following integral: m (-l)’~+"(n+m)! (x2_l)m~ Q.224) _l(X-t) whichafter many manipulationsbecomes: 23m-l(n m)!(m+ x+ Q** (n m)! l)! =(_l)~m(2m(x2-1)m/~( 1 ¯ f Bm-’~ (1.

3 1. as det-medby (3.12). Show that the definition for Yn(x).(x)(-1)"÷~ x m=O (n (2m)! (n . m . results in the expressiongiven in eq.(x) m<n // x~[ sin 2 ( ~3 (n+2m)~ "~ E(-1) ~ = 0 (2m)!(n _ 2m.2x.os m=O (Hint: Use the form given in (3.103) and (3.Jp+lYp = --~ ~X 2 (C) I d~p 2sinp~J_p(x) = r~ Jr(x) (d) I ~=dx X J pJ_p g 2 sin pn (e) I d-~-2~= ~ Yp(x) 2 Jp(x) 2=--~Jp(x)2 Yp(x) (g) I d~p (f) ~ ~x --vo (h) Equations (3.4 Usingthe expressions for the Wronskian the recurrence formulae. (3.) o (n+2m+l)! Showthat: in y.11). prove that: and 2 Co) JpJ_p-J_pJp =q" 2sinpn (a) JpYp+l .6 o Showthat: j.2m)! 2m .m _</l~(n-1) .104) Section 3.SPECIAL FUNCTIONS 99 PROBLEMS Section 3. Section 2.30). 3.!.

31).3) y (j) xZy"-2xZy" +2(xZ-1) y=0 . Section 3. (3.2m. Section 9. instead of the sinusoidal functions that appear in eqs. (Hint: Usethe definition ofj. Obtain the recurrence relationships (3. in terms of Bessel functions of half orders).9 Obtain the solution to the following differential equations in the form of Bessel functions: (a) x2y " +(k2x2-n2-n)y=O (b) x2y". o Obtain the expression for the Wronskian W(j.8 7.2y’+ (e:~X .y" + 4x3y = (e) (f) x2y "+(5+2x)xy’+(9kzx6 x~y"+7xy’+(36kZxt-27)y=0 +x ~ +5x-5)y=0 (g) 4-~)y:O x2y"+~xy’+(k2x (h) x~y"+ 5xy + (kZx4 .51) and (3.5).xy’+ (k~x~ + ~) y = (c) x2y"+ xy’+ 4x4y = (d) xy". and y. 3..) Obtain the forms given in Problems3 and 4 by using (e-+t’)/x.49) and (3. y~) given in Section (3.31).30) and (3. Obtain the expression for the Wronskiansgiven in (3. 8.52) for the ModifiedBessel functions.12) y (i) y".1)!(2x) (Hint: Use the form given in (3.CHAPTER 3 m_<1//2(n-1 ) -sin x + -~(n~) Z(_l)m m=O I00 (n+2m+l)! (2m+ 1)!(n .50).

13) to (3.u=O 3(f") a f" 4 (f. d~u+F(l-2b) dx" L f’ f"ldU-IE f .(x) given in eq.SPECIAL FUNCTIONS I01 (k) xEy"+(4-x) xy’+/4kZx4 +xZ-2X+5/y=04 (1) xEy"-(2X E +x) y’+xy=O (m) xEy" +(2xE-x)y’+ xEy=O (n) xZy"+(2xE +x) y’+(5x z +x-4) y=O 10. f dx L 4 whose solution becomes: U = ~ faZp(f) with p2 = r 2 2.75) satisfy Bessel’s differential equation (3. .10 12.)2 f f k. 13.70) by the following expression: b-a = (f(x)) g(x) results in the followingdifferential equation. (3.16) by utilizing generating function. Obtain the recurrence formulaegiven in eqs.f’ J dx 2 rE+b E aE~) u =0 whose solution becomes: U= (f(x))b Zp(f(x)) where 2 p2 = r 2 + a 11.1).a + tf - lf"’l ~-~7-] Section 3. Show that the Bessel Coefficients J.’ du +I(f_~(f E -r E +1 + a).70) by the followingexpression: g(x) = 7 results in the followingdifferential equation: E dxEdEu2a f_. Show that the substitution for g(x) in eq. Show that the substitution for g(x) in eq. (3. (3. (3.

104).97) satisfies Bessel’s differential equation. (Hint: Usethe differential equationsof Jp(x) and Jr(x). (3. (3. Use the asymptotic behavior of the Bessel functions for small argumentsto obtain the limit of the following expressions as x -~ 0: (a) (c) XVo(X) (e) .x3h(21) Section 3.16) by using the integral representation of J.102) satisfies Bessel’s differential equation.102).(x) given in eq. that: X2m = ~22m_ I n.. 18.13) to (3. (3. (n+m)! = E22m+~(2n + 1)~ J2n+~(x) m= 0.(x) given in (3.CHAPTER 3 102 14.82)..1)! ~-’~-~r~)~J2n(x) m= 1. :3 .13) to (3. (Hint: Use the integrals given in (3. Show.. 16. 21.by induction.110). Obtain the recurrence formulaegiven in eqs. Show that the integral representation for J.12 19.106).) .80) to (13.105). (3.. Show that the integral representation for Jn(x) given in eq. Section 3.97).16) by using the integral representation of Jo(x) given in (3. 2 .. x2na+l Section 3. n=m Hint: Followthe proceduresu~edin obtaining the forms in eqs. (3.=m (n ÷’m. Provethe equality given in eq.103) and (3.11 15.. 17. 2. Prove the equality given in (3. Obtain the recurrence formulaegiven in eqs. 1. Prove the equality given in (3.) 22. (3.14 Co) x-PJo(x) (f) 20.

142) by using the integral representation for P~(x) (3.128). Provethe first equality in (3.. 3.145).. Showthat: P~(1) = n(n+l) 2 and p~(_l) = (_l)n_l n(n+ 2 25. Showthat: (1. .18 28.P~ ) n(n +I 1 29. by the use of the generating function.. Prove that the Legendrecoefficients of the expansionof the generating function satisfy Legendre’s equation. Showthat: (2n + 1)(1. 27. Obtainthe first three Qn(x)by utilizing the form given in (3.17 26. 1.2) P~ = + l)(Pn_ .. 24. having the following form: a ~’ Y= L. Showthat: Pzn n (-1) (0)= (2n)! n=O.19 30.16 FUNCTIONS 103 23. Section 3. 1..2 . =0 n=O. an x n=O obtain the twosolutions of Legendre’sequation valid in the region Ixl > I (see eq.2 .. Section 3.129).SPECIAL Section 3. Assuming trial solution for Legendre’sequation.x2)(P~)2= 2 [(1-x2)P~P~] + n(n+ 1)Pn ~xx Section 3.

Section 3. + 2n x P2n-I+ (2n .. Show that: +1 ~ (~--~ 2 ~ ~: ~ ~=I ~n( n + 1)1(2n + 1 -1 33.2)~ P2. Provethat: P~+~ P~= (2n + I) P. Provethat: -2n(n + 1) (2n + 1)(2n+ V~.20 32._~+ (2n .-2 + .-2 + .2) P P ~ n+~ x = d ~ -1 37.147).3) P.~_~=(4n 2n(n+ 1) 2 -1X2n+3 ) 35.I) 2 P2. Provethat: +1 (1 . = (2n s 38.+~r. Provethe second equality(3. Show that: +1 -1 -2n(n + 1) (2n + 1)(2n+ Section 3._ + .21 36. ..+~ (2n + 1) P2. Show that: +1 -1 x dx J2r.I) P.142)by usingthe integral representation Pn(x) for (3. Show that: +1 2n ~ x PnPn_~ dx = ~ -1 34. + (2n .CHAPTER 3 104 31.

Showthat: ~ .(2n + 5) n [ (Hint: Differentiate (3.1) (2n + 1)Q .. (1-x)[P.195) n times with respect to t and set t-- ..Qn+IP.SPECIAL Section 3.5 ¯. Showthat: 2n +1 Pn+lQn-~ . Showthat: (n + 1)[QnPn+ .]= n[Qn_~P -QnPn_~ ] ~ n 40.22 FUNCTIONS 105 39.] + 2n+l ~ Q~+z+ (2n + 9) (2n . Showthat: x-~-I = 1...P:Q.~+...Pn+aQn+l] + 1)(2n + 3)Qn+4 .Qn+a ..(2n n! 1)2[pnQn.~] : (n 42..Pn-~Qn+ln(n + 1) 41.3.

These points are called Boundary ’t Points. If the differential equation as well as the Initial Conditionare homogeneous. resulting in: C2 = -1 and the complete solution to the problem becomes: C1 = 2 . was shown that the solutions to such problemsare unique and valid over the range of all values of the independent variable. then the solution becomes: Y = 2sin2x -_-3 cos2x 2 for all X and 107 . will be explored.e.1) derivatives at an initial point were discussed in Section (1. To illustrate the primary difference betweenthe two types of problems.1 Obtain the solution to the following initial value problem: Differential Equation(DE): Initial Conditions(IC): y" + 4y = f(x) = y(~/4) = y’(~/4) = The completesolution to the differential equation becomes: y = C~sin 2x + C2 cos2x + x The two arbitrary constants can be evaluated from the specified two initial conditions at the point x0 = ~c/4.cos 2x + x for all If the differential equationis homogeneous. if f(x) = 0.8) and were referred to as Initial Value Problems. solutions to linear differential equationsof order n with n conditions specified on two end points of a boundedregion valid in the closed region betweenthe two end points. and the initial conditions i.. In this chapter.the solution of two simple problems are shown: Example 4. Such problems are referred to as Boundary Value Problems (BVP).1 Introduction Solutions of linear differential equations of order n together with n conditions specified on the dependent variable and its first (n .~/4) sin 2x .1) are called Boundary Conditions (BC). then it can be shownthat the solutions to such problems vanish identically. and the conditions on the dependent variable and its derivatives up to the (n .4 BOUNDARY VALUE PROBLEMS AND EIGENVALUE PROBLEMS 4. are non-homogeneous.n/4 y = (2.

y = 0 y(0) = y(Tz/4)= The completesolution of the differential equation becomes: . known as Eigenvalues. A non-trivial solution exists for such problemsif the parametertakes on certain values. i..e. then the completesolution satisfying these boundaryconditions becomes: y = 3 sin 2x + 2 cos 2x 0 < x < n/4 If the differential equation and the boundaryconditions are both homogeneous. one at each of the end points at x = 0 and x = rt/4: y(0) = 2 =2 y(~/4) = C1 sin~t +C2 ~t r~ COS---t--2 4 = 3 C1 0 < x < ~t/4 -~ =3 4 0 < x < ~t/4 Thus. the then solution vanishesidentically.2 Obtain the solution to the following boundaryvalue problem: Differential Equation(DE): BoundaryConditions (BC): y" + 4y = f(x) = y(0) = y(zr/4) = The completesolution to the differential equation is again: y = C ~sin 2x + C cos2x + x 1 2 The two arbitrary constants can be evaluated from the two boundaryconditions.~t/4) sin 2x + 2 cos 2x + If the differential equation is homogeneous. if fix) = 0. Such problems are knownas Eigenvalue Problems. whose non-trivial solutions are referred to as Eigenfunctions wheneverthe undeterminedparameter takes on certain values. but the boundary i. the final solution becomes: y = (3 . conditions are not.3 Obtain the solution to the following homogeneous boundaryvalue problem: DE: BC: y" + ~.e.: y-=0 Example 4. the solution vanishesidentically: y--0 0<x<w’4 A special type of a homogeneous boundaryvalue problemthat has a non-trivial solution is one whosedifferential equation has an undetermined parameter. Example 4.CHAPTER 4 108 If the differential equation and the initial conditions are homogeneous.

. whichis nontrivial if 3.e. 1 which is non-unique.~0 3. 2 In other words.... The functions ¢. the solution.since the constant C1 is undeterminable.BOUNDARY VALUE AND EIGENVALUE 3. then sin ~/~ ~/4 = 0. as shown in Fig. takes any one of the followinginfinite discrete number possible values. The value ~ = 0 gives a trivial solution.. 3.. Wave Propagation or Whirling of Stretched Strings Considera stretched loaded thin string of length L and massdensity per unit length p in its undeformed state.x + C2 cos~]~ x Yo = C~x+ C4 Satisfying the boundary conditions at the two end points yields: y(O) = 2 =0 an d C 4= 0 y(n/4) = C1 sin~~ = 0 and C3=0 yo=O The last equation on C1 leads to two possible solutions: For a non-trivial solution.1 = 16. 4. i. then C1 =0 and the solution vanishes identically. 3.. thus it is not an Eigenvalue.12. = 0 PROBLEMS 109 y = C1 sin. i.Xn= 16n n = 1. = sin 4nx are knownas Eigenfunctions.2 Vibration.e.e.: of 3.... whichcan be satisfied if the undetermined parameter3. . if: 2 16n 3.~.22. 3 .. 3 . (ii) If 3. 2. C1 ~ 0. takes any one of these special values.. does not take any oneof those values.3 = 16..2 = 16... are the Eigenvalues which satisfy the following Characteristic Equation: sin ~ { = 0 Thus.32 . n = 1. loaded by a distributed force f(x) and is being rotated about its axis by an angular speed= to. has the following form: y = C sin4nx n = 1.1. i. 4. The siring is stretched at its end by a force To. 2 . 2..

4. Theforces at in each endof the elementare also shown Fig. 4.1: Stretched String in Undeformed State Consider element length dxof the string in the deformed an of state.1. 4.2.2: Element of Vibrating. suchthat 0 <<1. thenbothcos 0x÷a~ cos 0x --. that is ~resultingin: Tx+dx Tx = constant = To = Theequation equilibrium the y-directioncan then be written as follows: of in x+dx T sin 0~+dx Tosin 0x+ ~ f(rl) + po dx 0 O ~2y = I X Y ~ ~~0x+dx x x+dx Fig. Theequationsof equilibrium the in on tensionTin the x-direction state that: Tx+ax cOS0x+ax x cos0x = 0 -T If oneassumes the motion small.2.CHAPTER 4 110 Y f(x) x x=O x=L Figure 4. suchthat its center of gravityis deformed laterally a distancey as shown Fig. Stretched String in Deformed State .

2) becomes sameas (4. t).1b) 2 dx T O wherec is known the soundspeed of wavesin the stretched string.-~sJ-~---+"" d2 (dy’~(dx) Substituting these into the equilibriumequation. 1 ~2y. The natural (physical) boundary conditions are of three types: (i) fixed end: y(0) (ii) free end: y’(0) = 0 or y(L) = or y’(L) .t) T O (4. then: in dy _ = dy ds 41 + (dy/dx) 2 dx dy/dx and the differential equation of motionbecomes: d2y + p~02 f(x) dx---y "-~--o Y = --~-o or. then: 2 ~0 d~-~-Y+ ~ y = f(x) where c 2 = To/Po (4. whichcan the rewritten as: d2Y __ + k2 y2 dx f(x) T O wherek = o~/c is the wavenumber. t) = y(x) sin f*(x. t).BOUNDARY Since: VALUE AND EIGENVALUE PROBLEMS 111 sin 0x = d. if p is constant= Po. and replacing the integral by its average value at x. then eq.1a) If one assumes that the applied force field and the displacement periodic in time.2) (4. and substitutes -p(~2y*[~t2) dx for the centrifugal force such that the waveequationfor the string becomes: ~2y. such are that: y*(x. t) = f(x) sin where~0 is the circular frequency. (4. as In the case of a vibrating stretched string.1b). then y = y*(x. f = f*(x. ~X: = C~ 2 ~t f* (x._~_y ds sin0x+dx= 2~’S x+dx-d--~-d(dy~ (dy) _dy+ ~xx\~sjdX+d--~. the linearized equation becomes: d-~(T0 ~s) + f(x) + 0fo2 =0 Since dy/dx < 1 was assumed the derivation of the equation of motion. and neglecting higher order terms of (dx).

(Eigenfunctions) L Also for k = 0.. Example4. ~’n = kn~ ~ L = n = 1.... 2.2..3 ..CHAPTER 4 112 (iii) elastically supportedend (spring) y(L) leftend: T dy(0) 7 y(0) = o -~x right end: Tody(L) 7 y(L) dx + where y = spring constant = force/unit displacement.0. (Eigenvalues) and the correspondingsolution: nn ~n(x) = sinknx = sin-n = 1.... 3 . it can be shown that y -.4 Vibration of Fixed Stretched String Obtainthe natural frequencies(or the critical angular speeds)of a fixed-fixed stretched string whoselength is L: DE: 2 dZY+ k y 0 dx 2 0<x_<L BC:y(O) = y = Ca sin kx + C2 coskx y(L) 0 The solution of the homogeneous differential equation is given by: The above solution must satisfy the boundaryconditions: y(O) C~ = 0 = y(L) = 1 s inkL =0 For a non-trivial solution: sin kL = 0 (Characteristic equation) whichis satisfied if lq takes the followingvalues: kn=~ L 2 n2~ n= 1. 2. The natural frequencies(or the critical angular speeds) are given by: . 3 .

Consider element the bar of length dx shown Fig.BOUNDARY VALUE AND EIGENVALUE PROBLEMS cn~ 113 n = 1. the deflection (or co from stays smalluntil the angular speed(or frequency) re.3: Elastic Bar x=L .3 Longitudinal Bars Vibration and Wave Propagation in Elastic Considera bar of cross section A. 4.. 4. 2. 4. 4.e.3. thus: y=O O<co<co~ y= Al~b I = A:sin--~ x co~= ~ L L y=O col < f’O < CO2 2gC y = A2~ = A sin 2__~ CO2 X 2 2 L L It should notedthat eacheigenfunction be satisfies all the boundary conditionsand ~ eigenfunction ordern has onemore than the preceding i.. eigenfunction.. (n-l) the of null one.achesoan.4~ an of in Y x=O Fig. as shown E in Fig. Young’s modulus and massdensity p. 3 . COn= Ckn =L ~ Asthe angularspeeA forcingfrequency) is increased zero.

dx then the elastic strain as definedby: strain e = deformation u~ + (o~u */o~x) dx _= original length dx o~x and the correspondingelastic stress using Hooke’slaw becomes: stress o" = E 030* The total elastic force F on a cross-section can be computed as: F=Aa=AE-- &* The equation of equilibrium of forces on an element satisfies Newton’ssecondlaw: F. u*]10x)2+ A * x (A "-~x )’~".t) along the axis of the rod as shown Fig.t)dx .t):ctx = mT~dX 3xl~ ~x ) +~-’~. Let u*(x.4: Element of a Vibrating Elastic Bar in Longitudinal Motion Eachcross section is assumedto deformby u*(x.4. 4..÷d.F~+ f * (x. then the deformation at location x+dxand t is: u~+dx--.""-P_ ~-~-~-dx-f*(x.CHAPTER 4 x x+dx 114 Ax [~d×-----~ Undeformed State: ~~ A ~"l’:: U x+dx DefonnedState: Fx~f’:~ ~-’ £!i~:Ii::ii ~ Fx+dx Fig 4.t) be the deformationat location x and at time t.u~ + -~.

f * If the material of the bar is homogeneous. then and (4. Linearizing the equation.5 Longitudinal Vibration of a Bar Obtain the natural frequencies and the mode shapes of a longitudinally vibrating uniform homogeneous of constant cross-section. i. the Young’smodulusE is constant. (4.4) For a b~ that is vibrating with a circul~ frequency~. Example4.3a) -~ ---~---j : pA--~ . DE: d2u +k2u=0 2 dx 0 . f * (x.3a) becomes: ~ ~A~U*~-LA~U* f* ~ ~t z E ~ 3x ) wherethe soundspeed of longitudinal wavesin the b~ c is: (4.3b) c~ = E/p If the cross sectional area is constant (independent the shapeof the area along the of leng~ of the bar). under ~e influence of a timeha~onic load ~. t)= f(x)sin ~.3b) simplifies ~Zu* 1 ~u* ~ 2= 2 2 ~x c ~t f* AE (4. u * (x. The rod is fixed at x = 0 and rod elastically supportedat x = L.x_< L < . t)= u(x)sin ~.yu* = 0 Right end: AE~u*/3x + ~/u* = 0 wherey is the elastic constant of the spring. one obtains the wave equationfor an elastic bar: a (EA °~u *~ " a2u * (4.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 115 wheref*(x.5) ~e natural (physical) bounda~conditions can be any of the following types: (i) Fixed end (ii) Free end u* = 0 AE 0u*/~x = 0 (iii) Elastically supported a linear spring: by Left end: AE3u*/~x .t) is the distributed load per unit length. then the wave equation (4. eq.e.5) d2~ + kau = f 2 dx AE k = ~ c (4.

... thus. 4.. the eigenvaluesare given in terms of the roots o~: 2 ~.. 3 . 2... the resonant frequencies of the finite rod are given by: o~ n =ckn an =c L 2 n = 1...m a where a = kL The roots of the transcendental equation on tx~ can only be obtained numerically.CHAPTER 4 116 BC: u(0) = and AE du + d--~" ~l x=L :0 equation is: The solution to the homogeneous u = C~sin kx + C cos kx 2 which is substituted in the two homogeneous boundaryconditions: u(0)=o = For non-trivial solution.. An estimate of the location of the roots can be obtained by plotting the two parts of the equation as shown Fig. 2. cq.5.n =k~ =~-~" n = 1... 3 . The root ~ = 0 correspondsto a trivial solution.. it is not an eigenvalue. . a2 . 3 .. There is an infinite number roots al.. the bracketed expression must vanish resulting in the following characteristic equation: tan a = . and the corresponding eigenfunctions (modeshapes) are given by: t~n = sin knx = sin an ~ x n = 1. 2... in of Notethat the roots for large values of n approach: 2n+ 1 2 n>>l Thus.

4.then oneconsidersan from elementof the deformed beam.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 117 Y Fig. which makes sketching themeasier.5 It shouldbe notedthat the eigenfunctions ~bn(x)haven nulls. 4. 4. If the beam deforms its straight line configuration. WavePropagation and Whirling of Beams Thevibrationof beams the whirlingof shafts can be considered a similar or as dynamic systemto the vibration or whirlingof strings. as shown Fig.6. 4. on in . which acted upon of is by distributedforcesf(x). Consider beam massdensity a of p.wherethe shear V and the moment exerted by the other M parts of the beam the elementare shown Fig.7. cross-sectional area Aandcross-sectional area moment inertia I.4 Vibration. andis rotated aboutits axis by an angularspeedo~.

then an equilibrium equation results of the form: dV. 4.~.6: Undeformed x=L Beam The equation of equilibrium of forces in the y-direction becomes: x+dx V + p(o2yAdx + f f(~l) d~l ..7: Element of a Deformed Beam in Flexure ..~ pm2Ayf(x) = + f(x) ’~i~i !i~ dx oAo~ydx= centrifugal x+~x f°rce .v~--~.Vx+dx x Expanding shear at x+dx by a Taylor series about x: the + v.~ x Fig.~--.÷.~ +._.CHAPTER 4 118 Y f(x) A o x x=0 Fig 4.

one obtains: x+dx Vx+dxdX+Mx-Mx+dx . the local strain. The element undergoesrotation (dO)and elongationAat a location ds A ----d0=-R z Thus. expanding Vx+dxand Mx+dx a Taylor’s series about x and using the mean by value for the integral as dx --> 0. results in the followingrelationship between the moment the shear: and Vx = dMx dx Thus.p~02Ay (~ X Again.x) d~.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 119 Takingthe equilibrium of the moment about the left end of the element. 4.8: Element of a Beam Deformed in Flexure . defined as the longitudinal deformation z per unit length is given at by: ds Fig. so that the element a subtends an angle (dO) and has a radius of curvature R.f f(~)(~q . the equation of motion becomes: d2Mx= p~02Ay+ f(x) 2 dx The constitutive relations for the beamunder the action of moments and Mx+~x be Mx can developedby considering the element in Fig. 4. The element’s two cross sections at its ends undergoes rotation about the neutral axis.8 of length s.

~A 052 (4. (4. (4.: y* = y(x) sin tot .t) and f* = f*(x. If the motionas well as the applied force are time-harmonic. then the moment obtained in terms of the secondderivative of the is displacement i. due to the stress field at z over the cross-sectional of area of the beamgives: MomentMx=fCyzdA=_~fz2d A A A E1 R whereI = f z2dAis the moment inertia of the cross-sectional area A. M = El dzy x 2 dx and the equation of motion for the beambecomes: dx 2 E1 = p052Ay+f(x) (4.: y.t) can be obtained by replacing the centrifugal force by the inertial force (-9A ~2" dx /¯ Replacing d/dx by 0/3x such that eq. i.6) simplifies to: d4y l~4y = f(x) dx 4 EI wherethe wavenumber is defined by: I~ 64 = p.CHAPTER 4 A z 12 0 strain e = h = _ ds R and the local stress is given by Hooke’sLaw: Ez strain o = Ee = -R Integrating the moment the stress. of A Since the radius of curvature is defined by: 1 R dO d2y 2 dx ds for small slopes.e.6) becomesthe waveequation for a beam: 02 (EI 02y*~ ~-~’T ~.t).8) wherey* = y*(x.e.7) EI Thewave equation a time dependent for displacement a vibrating beam of y*(x. then the equation of motionfor the beameq. 0-~-) + PA~2*= f* x’t ) (4.6) If the functions EI and A are constants.

respectively.signs refer to the left and right ends. (vii)free end elastically supportedby a helical elastic spring of stiffness . (vi) free-fixed end witha transverseelastic spring of stiffness d(EI dZ_Y/+vv = -’J dxeJ dx~ dY_o d"~"- The sign convention as in (v) above.6).BOUNDARY VALUE AND EIGENVALUE PROBLEMS 121 f* = f(x) sin cot then the ordinary differential equation governingharmonicvibration of the beam reduces to the sameequation for whirling of beams(4. The natural boundaryconditions for the beamstakes any one of the following nine pairs: (i) fixed end: y=O (ii) simply supported: y =0 (iii) free end: d2y El--= 2 dx 0 d2y EI d---~ = 0 d~Y= 0 dx (iv) free-fixed end: dx d--Y=o --° d.J (v) elastically supportedend by transverse elastic spring of stiffness The+ and .

signs refer to the left and right ends respectively.6 Whirling of a Fixed Shaft Obtainthe critical speeds of a rotating shaft whoselength is L and ends are fixed: DE: BC: d4y ~4y=0 4 dx y(0) = y(L) = y’(0) = y’(L) : Thesolutiontheordinary of differential with equation constant coefficients the takes form: y = A sin ~x + B cos ~x + C sinh [3x + D cosh ~x Satisfying the four boundaryconditions: y(0) = B+D=0 y’(0) = y(L) = y’(L) = A+C=0 A sin I~L+ B cos IlL + C sinh ~L + D cosh ~L= 0 Acos~L B sin ~L + Ccosh ~L + D sinh ~L = 0 - . Example 4.CHAPTER 4 122 The+ and .-~a =0 y=O The sign conventionas in (vii). (viii) hingedand elastically supportedby a helical elastic spring of stiffness d2y EI d-~--T. (ix) elastically supprted end by transverse and helical springs of stiffnesses ~/and -’" xt x:J The sign conventionis the sameas in (vi) &(vii).

The first four roots of the transcendentalequation are listed below: I.: 0 1 0 1 1 0 1 0 =0 sin ~L cos ~L sinh ~L cosh cos[~L -sinl]L cosh~L sinh ~L The determinantreduces to the following transcendental equation: coshIX cos I. 2 .. the determinantof the arbitrary constants A. B.853 IX3 = 113 = 10.e.966 Denoting roots by I~..t.t = 1 (Characteristic Equation) where I. Onecan obtain the constants in terms of ratios by using any three of the four equations representing the boundaryconditions. whensubstituted in the solution. =l]~ 4 n = 1.t = [~L The roots can be obtained numericallyby rewriting the equation: cos IX = 1/coshIX wherethe two sides of the equality can be sketched as shown Fig. 2.730 = L L IX2 = ~2 = 7. and D can be found in terms of A as follows: B sinh ~t~ .9. n = 0. D ~" = cosh~t. 3 . 4.. results in the eigenfunctions: . i..BOUNDARY VALUE AND EIGENVALUE PROBLEMS 123 Y c~os~ For a non-trivial solution. .t o = 0 IX1= 111L 4. C and D must vanish. 1... in The roots can be estimated from the sketch above and obtained numerically through the use of numerical methodssuch as the Newton-Raphson Method. the constants B. Thus.cos IX~ -’X= ~ = C A which.sinl. and the eigenvaluesbecome: the 4 =~tn~/L ~.. C. then I]n = l-tn/L.

$ Waves i~ Acoustic Horns ~= n=l.px+dx = ~-~~ . in Then.the equationof motionfor the elementbecomes: x +dx .sinh ~n + ~nCOSn X~.t) represent particle velocityand a the pressureat a cross-section respectively. E . E~ L2 ~ Aplot of the first three eigenfunctions shown Fig. having density9*(x.. 4.. 4.cosh gn ~ ~ Theroot go= 0 is dropped. Let v*(x.t) andp*(x.t) x Y Vx Vx+dx P x+dx X Ax+dx x x+dx Fig. 2 .10: First Three Eigenfunctions (~.3 .11: Element of an Acoustic Mediumin a Horn . is in 4..11. .CHAPTER 4 124 %(x) Fig. since it leads to the trivial solution~0= 0. an of anda unit cross-section.. (x) = sin bt.L . px (r/. can be ev~uated as: n=1.Consider element the fluid of lengthdx x. &10...shown Fig.t). ~e cfific~ speeds~. filled witha compressible fluid.t) v * (r/. 4. d fp.2. Consider tube(horn) of cross-sectional a area A.

+ v * ax ) P0 -~- = and po(x) is the quasi-static density. 4..a~b*/0x. Ox where 0v* dt >> v ~ ~..) z c at’ which. the continuity equation becomes: A0p * * Aoap "=~-=~=~ ~" =-Po-~(Av*) Differentiating the last equationwith respect to t.~_ -. This is knownas Euler’s Equation.~...BOUNDARY VALUE AND EIGENVALUE PROBLEMS 125 Expanding pressure P~+dxby Taylor’s series about x and obtaining the meanvalue of the the integral as dx --> 0.9) Itcan shown ifv*= .such that: d -Z’. then: .. it becomes: A a~p* a ( av*’~ MultiplyingEulcr’s equation by A and differentiating it with respect to x. Thus.Po + Po with Po being the ambient pressure. The massof an element dx inside the tube. uponrearranging.c’ dp* andthe pressuregiven is by: c2 P* --.* ~. is conserved.* * dp* _-c2dp* = dp dt dp* dt dt where isthespccd sound theacoustic c of in medium dp.11. one obtains: . as in Fig. * dx) poAxv~ .p0Ax+dxVx+dx (Ap * = A dP*d.~. one obtains: a A ax I = Po axk at .-’~. bc that where isa velocity ~b* potential. gives the waveequation for an acoustic horn: A"-~-x c’ A ~xx = at’ (4.Aap*~-P° (Av ~x *) The constitutive relating pressurethefluid its cquation the in to density given is by: p*= p*(p*) sothat time ofchange the the rate of pressuregiven is by: dp.

Jo(kX + C#0 (kx) ) Since Yo(kx) becomesunbounded x = 0.7 Resonances of an Acoustic Horn of Variable Cross-section Obtainthe natural frequencies of an acoustic horn.10) = v(x) i°~t then the waveequation for an acoustic horn becomes: k=o~/c (4.t) 1 d (AdP~+k2p=0 Adx\ dxJ 1 dp k0O dx p=0 v=0 or dp/dx = 0 (4. having a length L and a crosssectional area varying according to the followinglaw: A(x)= aox/L Aobeing a reference area and the end x = L is rigidly closed.k dJ°(kL) = l(kL) = 0 ( Ch acteristic equat ar dx dkL ion) .The solution to the differential equationis givenby: p(x) = C. then one must set C2 --. The boundary at conditionat x = L is then satisfied: v(L) = 0 -= dp(L) = C.t) = p(x) i°t alxi v* (x. so that p(0) must be bounded.11) V= (4. ~x ) 2 ~t If the motionis harmonicin time.’ such that velocity potential ~* satisfies the followingdifferential equation: A ~x [.0.x x dx or +k~p=0 k=m/c x~p" + xp’ + k2x2p = 0 The end x = L has a zero particle velocity: BC: dp(L) dx The acoustic pressure is boundedin the horn.12) The natural boundaryconditions take one of the two following forms: (i) open end (ii) rigid end Example4. ---. such that: p*(x.CHAPTER 4 126 P* = P0 ~--~.

13) d--~-/El d--~-/ + P ~ . being compressed a force P as shown Fig.13.13) can be integrated twice to give the followingdifferential equation: EI d2~y+ Py = ff f(rl) drl drl + 1 +C2 x 2 dx (4.15) and the corresponding eigenfunctions become: k0L = 0 *0 =1 klL = 3. whensubstituting Mxin Section (4. by in If the beamis displaced laterally fromout of its straight shape.6 Stability of Compressed Columns Consider a columnof length L.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 127 Y Oo(X) y=l X x=O I Fig.016x/L) *3 :J0 (10.17x/L) A plot of the first three modes shown Figure 4.17 *1 =J0 (3.832x/L) ’2 =J0 (7.4) gives the following equation governing the stability of a compressed column: 2 (" dZy "] d2y_ d (4. having a cross-sectional area A. 4. then the moment at any cross-section becomes: M =-py x which.12. and moment of inertia I.f(x) Equation(4.832 k2L = 7.14) . is in 4. 4.12: First Three Eigenfunctions The roots of the characteristic equation (Section 3.016 k3L = 10.

. ’~-~ Po x Fig. The equation of the compressed columnis: d2y P DE: dx2 + ~... ’ ..C4 = 0 C 2 + rC 3 = 0 C2 + IC 3 cos rE .. Column Under Po Load Column of an Elastic Obtain the critical loads and the correspondingbuckling shapes of a compressed columnfixed at x = 0 and elastically supported free-fixed end at x = L..~3 y(L) rL = 0 ~ C~ ~ C2L+C3(-r3cosrL-~sinrL) + C4(r3 sin rL. Example4.8 Stability 4. The columnhas a constant cross-section.~-Tcos rL) : ...E~Iy(L) y’(L) = The solution becomes: y = C + CEX C sin rx + C cos rx + a 1 4 y(0) = C1 q..CHAPTER 4 128 f(x) Po Po Undeformed: ~ fix) x Deformed: Po ...13.-’""°’ .1~ 4 sin where r 2 = P/EI y’(O) = y’(L) y"(L).y = C~ + C2x with boundaryconditions specified as: BC: y(0) = y’(O) = ~-~3Y (L).

2.. iX ~x ~x3 3 4(ixh ~x Theroots of the second equationare sketched Fig..BOUNDARY VALUE AND EIGENVALUE where PROBLEMS 129 EI Fora non-trivial solution.andC. vanish. in Y i i ! ~ c~/2 Fig.14.1. 4. n---0.. the determinant the coefficientsof C~. must of 2. 4.resultingin the following characteristicequation: COStX t~---~J slnix = 1 + whereIx= rL Thecharacteristic equation be simplified can further as follows: .14 .C C~. All possible rootsaretherootsof eitherone the following characl~ristic of two extuations: ¯ (i) sln~= iX where = 2nz ~z.

cot(an [2Xa x/L . Thus: V .the twoequationscan be linearized as follows: OV__LOI 0x Ot .15.7 Ideal Transmission Lines (Telegraph Equation) Consider lossless transmission carryingan electric current. havingan a line inductance unit length L and a capacitance unit length C.74.the roots resulting fromthe twoequationscan be arranged ascending in values as follows: 0.I~+~= decreasein current = (Cdx)0V/Ot Thus. for oq~ being rootsof (i) the (ii) Cn= 1 .sin an x/L) n n where are the roots of (ii). 3 . 6. ~ = 4. and ~/~ of Lim --> (2n . Theeigenfunctions corresponding these eigenvalues to are: (i) Cn =l-cos2nnx/L n -.1) n for n >>1. 9.1. a~ = 4. a2 = 9. respectively.. Consider elementof per per an the wire of length dx shown Fig. thenthe roots are: if ao = 0. oh falls between andan integer number 2x. etc..1) c~ n >> 1 13 0 For example.cos(a x/L) .52..52 ~. ~ Notethat if an --> (2n . 4.74.3~ Thus..Vx+d~ voltage drop = (Ldx)3I/0t = x also I~ . 4. 12. 2.. with I andVrepresenting current andthe in the voltage.0 givesa trivial solutionin either case.50.28. 4. then: n >> 1 ~n --> 1-cosan x/L Alsonotethat ~ -.CHAPTER 4 o~ = 0..

BOUNDARY VALUE x AND EIGENVALUE PROBLEMS x+dx 131 ~ .15) t~2I -~--r= LC If the time dependence the voltage and current is harmonicas follows: of (4.18) .4----- Ix+dx L dx vxI Fig.t) = ~(x) i°x then eqs. 4.16) V(x. where LC= 1/c The natural boundaryconditions for transmission lines can be one of the two following types: (i) (ii) shorted open end end V=0 or --=0 dx i=0 --=dV 0 dx (4.--~-I= 0 2. (4.15) and (4.t)V(x) = i~ I(x.17) (4.15: Element an Electrical Transmission of Line Both equations combine give differential equations on V and I as follows: to °32V o~2V = LC (4.16) become: d2V dx~ 2 c ~ d2~ + dx---~.

massdensity of p and shear modulus The bar is twisted about its axis by torque Mtwisting the bar G. 4.8 Torsional Vibration of Circular Bars Considera bar of cross sectional area A.M + f* (x.t) at a station x as shown Fig. 1 320f* ~xxk.19) where f*(x. polar area moment inertia J. in Shearstrain at r = r 0*(x+dx.16.+dx.t) ax = (pdx) 2 x Thus: = ~--~-(GJ 30"~ "320* f* 3--.CHAPTER 4 132 Y Mx+dx x Fig.t)= r30* ~ bx 30* Shear stress at r = Gr ~ 3x ~ 30* TorqueM=d~f (G 30* ) r2dA = GJ 3x 3x A wherethe polar moment inertia J is given by: of J = ~r2dA The equilibrium equation of the twisting element becomes: M.Cj 30. 3x ~ 3x ) = pJ-~(4. t)-r dx 0*(x. 4. If G is constant..16: Element of a Circular x+dx Bar Twisted in Torsion 4.0 is the distributed external torque. cross section by an angle 0*(x. "-~’-x )=~ -T 3t 2 GJ (4. then the torsional wave equation becomes: * 1 3.20) .

9 Orthogonality and Orthogonal Sets of Functions The conceptof orthogonalityof a pair of functions fl(x) and f2(x) can be defined throughan integral over a range [a.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 133 wherec is the shear soundspeedin the bar def’medby: cm = G/p If t’*(x.t) = f(x) sin tot and0*(x. (4..~(x)i is an orthogonal if: set . t) = 0(x) sin tot. f2(x))=~ f. 2 .e.22) The natural boundaryconditions take one of the following forms: (i) (ii) fixed flee end 0=0 end ~ = GJ -~ = 0 (iii) elastically supportedend by helical spring The+ and .b]: b (f.20) ld(j d0)+k20= J dxk dxJ d20 + k20 = f 2 GJ dx f GJ (4. 4...i. fl(x) then: Define the norm f(x) as: of b N(f(x)) = J" [f(x)]2dx a A set of orthogonal functions{fi(x))i = 1. is one whereevery pair of functions of the set is orthogonal.signs refer to the BC’sat the right and left sides. a set {f.). then: of (4.21) If the polar moment inertia J is constant. then eq.(:. (x) a If thefunctions andf2(x)areorthogonal.

since: b fgn(X) gm(X) dx = a wherethe Kronecker delta 8too = 1 = 0 n = m n~m In somecases. 2.CHAPTER b 4 134 ~fm(X)fn(X) dx man = N(fm(X)) If one defines: fo(x) go(x)= then the orthogonal set {gn(x)} is called an Orthonormalset.3. takes the following form: b ~ fn(z) ~m(Z)dz n*m a where~" is the complex conjugate function of f.9 (i) The set gn(X)= n=l...in0~x~L constitutes an orthonormalset. one that can be applied to real as well as complexfunctions.. fm)= ~ W(X)fn(X)fm(X)dx a wherethe normof fn(x) is defined as: b N(fn (x))= ~ w(x) ~ (x)dx a A moreformal definition of orthogonality. The normis then defined as: b b N(fn(z))= f fn (Z)?n(Z)dz= 2 dz Example 4. where: . a set of functions {fn(x)} is orthogonal with respect to a "Weighting Function" w(x) if: b m¢ n (fn.

.23) m=l then multiplying equality by gn(x). 2 .. Thusthe coefficient of the expansion. oneobtains: b N b ~F(x) gn(x)dx: 2cmfgm(x) gn(x)dx=cn a m=l a since everytermvanishes because the orthogonality the set {g~(x)}...exceptfor the of of term m = n.0. Let: N F(x) = clg~ c2g2 + . 1..b]. in -r~ < x < ~ constitutes an orthonormal where: set 1 fe~X~ dx = ~-n~e~Xe-~mx = 8m~ 1 ei~x dx ~ 4.10 Generalized Fourier Series Consider infinite orthonormal {go(x)}orthogonal an set over [a.b].. Then can one approximate arbitrary functionF(x)definedon [a.BOUNDARY VALUE AND EIGENVALUE L 2 f sin (n~x)sin (rn~x) dx ~m n LJ L L 0 PROBLEMS 135 x/L) (ii) The set g. becomes: b CmJF<x) dx = gin(x) a andF(x) can be represented a series of orthonormal by functionsas follows: .) -~ (iii) Theset gn (x) e~X n -. {gn(x)} orthogonal w(x) is with L 2 ~x Jo(Ct n x]L)J0(ct m x]L)dx = 8nm L2J12(~n) where are the rootsof J0 (ct.called the Fourier Coefficient. n beinganyinteger number _<< N.in < x < L constitutes an orthonormal where set.b] in termsof a finite series of the any functionsgin(x).(x)= Jo(Oq~ Ljx(ctn)/~]~ n = 1. 2.. + c~ = 2 Cm qgN gm(x) (4. . the 1 andintegratingon [a. 3.

then one mustchooselq~ = cm.~’~. n ~.}is an orthonormal then J becomes: set. then N extendsto infmity. inslead of an Cxluality. then: b n ~F2 dx> ~c2~ a m=l .the series: J. Thus. The GeneralizedFourier Series is the best approximationin the meanto a function F(x). If an orthonormal {gn}extendsto an infinite dimensional set space. the definedas: hi n q2 a/ m=l / mustbe minimized.CHAPTER 4 13 6 F(x). Since J ~ 0. squareof the error is expanded The as: J=~F 2 dx-2 Ekm~F(x) gm(x)dx+ kmgm(X) ) dx a m=l a al_m = 1 J/r=l Sincethe set {g~. Thesymbol usedfor the representation to ~. Cmgm(X) m=l is the best approximationin the meanto the function F(x).b]..24) Theseries representation of (4. to cm Thesquareof the error J between functionF(x) andits representation. refers to the possibility that the series may converge F(x)at some not to point or points in [a. b n n J=~F2dx-2 ~Cmkm+ 2k2m->O j=I/F<x)-kmg / ax_>0 E <x) J a b n m=l m=l a b n n m=l m=l a To minimize whichis poSitive. gm(x) F(~l) gm(~l) m=l a<x<b (4.24) is called the Generalized Fourier Series corresponding F(x). Consider finite number an orthonormal as follows: a of set n ~kmgm(x) m=l then onecan show that the best least squareapproximation F(x) is that where = k~.

i. } is complete.e. if the set { g. Thustwo functions representedby the samegeneralizedFourier series must be equal.24) can be developed. a (4. and if the generalized Fourier series set correspondingto F(x) is uniformlyconvergentin [a.if the orthonormalset {g.b].b]. then the series converges uniformlyto F(x) on [a.(x)} orthonormalwith respect to a weighting function w(x) as follows: F(X)= ) ~Cmgm(X m=l where c m = f w(x) F(x)gm(X)dx a b ~w(x) gm(X)gn(X)dx a (4.26) . (4.: m~ A necessaryand sufficient condition for an orthonorrnalset { g.(x)} to be completeis that: b ~F2(x) ~ : ~C~m m=l a The generalized Fourier series representing a function F(x) is unique. If an orthonormal is completeand continuous. if F(x) is continuous.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 137 Theaboveinequality is not restricted to a specific number thus: n. Similar expansionsto eq.25) m=l then the Fourier Coefficients Cmmust constitute a convergent series. b ~ 2 ~ F dx > ~cZ~ a b Since J-Fz dx is finite.

27) Ly=[a0(x)d--~+al(x)~+.. As an example.+a.32) becomes: ~(a) 0~(b)l A(a) = [ao(a) = A(b) a0(b)]n If the operators K = L..CHAPTER 4 138 4.32) (4. 1.: Ky =0 is the adjoint differential equationof (4. 2 .27)... v) where P(u.. then the operator L and K are called Self-Adjoint.u Kv = ~x P(u.v) = m~__ n-ldmuln-m-1 (-1)k d--’~ 0d-~[ k=0E dk "(an-m-k-l(x) (4.29).b] andthe coefficients ai.take the general secondorder differential equation: Ly= a0 (x) y" + a~ (x) y’ 2 (x)y = then the adjoint operator K becomes: .29) V) (4._~(x where ) does not vanishin [a.30) Equation (4. The determinantA(x) of the coefficients of the bilinear form of °) v~) becomes: n = -+[a0(x)] A(X) whichdoes not vanish in a < x < b. The operator L and its adjoint operator Ksatisfy the followingidentity: v Lu .u a The determinantof the bilinear formof the right side of (4.29) is knownas Lagrange’s Identity. The differential equation.31) J’(v .28) (4. then define the linear th order differentia ! operator K : n n-1 dn-2 d d Ky= (-1)n d--x~ [a0 (x) y] + (-1)n-I dxn_ [al(x)y] + (-1)n-2 dxn:2 [a2(x)y ~ ] d [an_l(x) y]+ an(X) dx as the Adjoint operator to the operator L. Integrating (4.11 Adjoint Systems nth Consider linear the order differential operatorL: ) +an(X ) y=0 a<x<b (4. n are continuous ao(x and differentiable (n-i) times. one obtains Green’sformulahaving the form: b a Lu dx =P(u. i = 0.v) (4.

then each coefficient is multiplied by z(x). linear differential equation can be transformedto a formthat is self-adjoint. If the operator L is self-adjoint.al) y’ + (a[’. then the followingequalities must hold: a1 = 2a~. can change the second order operator L by a one suitable function multiplier so that it becomes self-adjoint.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 139 Ky=(a0y ) -(aly ) +a2y =aoy" + (2a~ .33) Thus. any secondorder. Since the condition for self-adjoincyrequires that the differential of the fast coefficient of L equals the second. However.a~ + a~ 1 whichcan be satisfied by one relationship. the self-adjoint operator L1can be rewritten as: L1y = p(x) y"+ ~p(x) az( x) p(x o( ) + ao(x) = Id(pd~+q] Ldx i.a~ +a2)y whichis not equal to Ly in general and hence the operator L is not self-adjoint. then: (z ao) = z whichis rewritten as: z" a1 . an operation that is valid only for the secondorder operator. dxJ where : p(x)exp[~al(rl) d~] Y q(x) = a2(x) ao(x ) ¯ (4.a 0 z a o Thefunction z can be obtained readily by integrating the abovedifferentials: l_~exp[ ~ ai(rl) drll = p(x) Z=ao<x) Usingthe multiplier function z(x). then: LlY = z Ly so that L1is self-adjoint. namely: a0 = al which is not true in general. Hence.if one multiplies the operator L by an 1 undetermined function z(x).a and a2 = a~ . The method used to changea secondorder differential operator L to .

Therefore.. Thus. In general.0.condition for the solution of such problemsto be unique.2.ao(x It shouldbe notedthat if the order n of the differential operator L is an odd ).3 ..35) constitute a general form of boundaryvalue problems. wouldhavea changeof sign of the coefficient of its highest derivative if x is changed to (-x). then. n (4. Thus. (4.. a physical systemgovernedby a differential operator L on a spatial coordinate is self-adjoint if the systemsatisfies the law of conservationof energy. necessary and sufficient. since that requires tlhat at(x) = . n has only the trivial solution y -. an (n)~ order self-adjoint operator given in eq.27) and the non-homogeneous boundaryconditions (4. representing the system’sgoverningequation. since the set of n homogeneous Ui(y)--- .27) has n independent solutions {yi(x)}. ~ij] # 0 The non-homogeneous differential equation (4. Thus. the differential operator L is self-adjoint. then that operator cannotbe self-adjoint. This meansthat the determinant: det[l~ij.34) 4. the operator is not the sameif x is changed (-x). general form of non-homogeneous boundaryconditions can be written as follows: n-1 i= 1. is that the equivalent homogeneous system: Ly = 0 i = 1. i... A general form of a linear..CHAPTER 4 140 become self-adjoint cannot be duplicated for higher order equations. then the differential equationis not invariant to coordinateinversion. and Ti are real constants. 2 . the solution of a systemis unique iff n conditions on the function y and its derivatives up to (n . a differential operator L whichrepresent a physical system’s governingequation on a spatial coordinate x cannot have an odd order n. This wouldlead to a solution that is drastically different fromthat due to uninverted operator L.1) are specified at the end points a and b... The boundaryconditions in (4. integer. if the governingequations are derived from a Lagrangianfunction representing the total energyof a system.if the independent to variable x a spatial coordinate.35) Ui(Y)= X[~iky(k)(a)+[~iky(k)(b)]=~’i k=0 wherecq.-[p~_ly’]’ + p~y= a < x _< b (4. Thus.12 Boundary Value Problems As mentioned earlier.e.. then the operator L. non-homogeneous th order differential operator L whichis self-adjoint can be (2n) written as follows: k=0 = (-1)n [poy(n)](n)+ (-1)~-l[ply(n-1)](~-1)+ . Thus...35) must independent. In general if the order n is an oddinteger. I~.

: to Ui(u) = Vi(u) Example 4. V)[a =0 (4.30).e.e.35) (4. P(u. i. 2.28) i=1.-(aov)’l+u [aoV]la a~xSb (4.35) are independent..27) 0 i ----1.. If the operator L is a selfoadjoint operator.36) are obtained by substituting the boundary conditions Ui(u) = 0 in (4. (4.37) results in the following: b=u’(b)[ao(b) u’(a)[ao(a u’(a0V)la v(b)]) v(a)] = .34) can be written as: n y = yp(x)+ ECiYi(X) i=l where C are arbitrary constants.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 141 conditions given in eq. Since the set of n non-homogeneous boundary i conditions in eq.35) are independent.. then the boundary conditions can be shown be identical. v) is given by: b b .10 For the operator: Ly=a0(x)y"+al(x)y’+a2(x)y=0 the adjoint operator is given by: Ky=(aoy ) -(aly ) +a2y=0 The bilinear form P(u.e. i. then the solution of the differential eq. (4. if K = L.2 .. v) being given in (4..then there exists a non-vanishing uniqueset constants [Ci] whichsatisfies these boundary conditions.37) with the bilinear form P(u..v) la= ulalv.35) into: b P(u. n (4. i.38) (i) Consider the boundarycondition pair on u given by: u(a) = and u(b) = and substitution into (4. (4.: Lu=0 Ui(u ) :. n (4. A homogeneous boundaryvalue problemconsists of an nt~ differential operator and a set of n linear boundary conditions. (4.36) Anadjoint systemto that defined aboveis defined by: Kv =0 Vi(v)=0 where the homogeneous boundaryconditions (4.

Similarly since u(b) = O.v) = u’(b)[ao(b ) v(b)]-u(a)Ial(a ) v(a)-(ao(a ) v(a))’] Since u’(a) = 0 then u(a) is arbitrary.13 Eigenvalue Problems Aneigenvalue problem a systemthat satisfies a differential equation with an is unspecified arbitrary constant ~.. 2n (4.41) L "" J n>m qm_kd-j )~ is an undeterminedparameter. Similarly..2 ... then u’(b) arbitrary. u’(a) is also arbitrary. the relation satisfiedif: v(a) = and v(b) = (ii) If u’(a) and u(b) = then one obtains the following whensubstituted into P(u.35). where L is given by (4. . For arbitrary constants u’(a) and u’(b)... 2 . A general form of a self-adjoint homogeneous eigenvalue problem takes the following form: Ly + ~. Thus. the boundaryconditions Vi(v) = 0 are: al(a) v(a)-[ao(a ) v(a)] = v(b)= 4.35). since u(b) = O.My= 0 (4.CHAPTER 4 142 Since u(b) = 0 then u’(b) is an arbitrary constant.39) Ui(y)=0 i= 1..My= 0 U~(y)= a < x _< b i = 1..27) and the boundaryconditions by (4.-’~’/dky] (4.40) whereL and Mare linear self-adjoint operators of order 2n and 2mrespectively. and Ui(y) = 0 are 2n homogeneous boundaryconditions having the form given in (4. is an arbitrary constant. where: -1)k E( Ly= k=O My= E(-1)kd--~ k=O ~. ~Theoperator Mis th m order differential operator wherem< n and ~. Consider a general form of a homogeneous eigenvalue problem: Ly + ~. and satisfying a homogeneous non-homogeneous of or set boundaryconditions.

the following inequalities hold: b b and ~uLudx <O ~u Mudx> 0 (4. such that: u(b) = v(b) Thus. It is obviousthat the right side of (4.42) a whereu and v are arbitrary comparison functions. to establish if the systemis self-adjoint.*3) for n and Pl.11 Examine following eigenvalue problemfor self-adjointness and positivethe definiteness: y" + Xr(x) y = y(a) = r(x) > a<x<b y(b) = For this problemthe operators L and M.v Lu) dx = P(v. (4. for every non-vanishing comparisonfunction u. i = 1..42): u(a) = v(a) . respectively. Let u and v be comparison functions.44) a a Example 4.v Mu) --. one substitutes into eq.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 143 Define a ComparisonFunction u(x) as an arbitrary function that has continuousderivatives and satisfies the boundary conditions Ui(u) = 0. For self-adjoint eigenvalue problems the following integrals vanish: b a b 2n.v) in (4.. ’(u j Lv dx 0 ~(u Mv ..u) for the differential operator Mcan be developed substituting mand qi in (4.0 dx (4.43) must vanish for the systemto be self-adjoint.30) that correspondsto a differential operator L given in (4A0) becomes: ~ a (u Lv. The expressionfor P(u.u) = _l)k+r U(r) pn_kV(k) ~a k=l r= Similar expression for P(v. An Eigenvalue problem is called Positive Definite if.. defined as: 2 d L = d=~ M= rCx) are self-adjoint.. 2 .

14 Properties of Eigenfunctions of Self-Adjoint Systems Self-adjoint eigenvalue problems fewproperties uniqueto this system.b]. subtractingthe resulting the by equations integratingthe final expression [a. Toestablish that the problem is is also positivedefinite. (4.(u’)2dx:(u’)2 a a a since a r(x) > b b rum=f m2 dx>O which indicatesthat the eigenvalue problem also positivedefinite. Multiplying first equationby ~m.~ be anytwoeigenfunctions corresponding different eigenvalues and to 7% ~.nM(~n = an~ L~m + ~. is 4.mM~m = 0 wheren ~ m and 7%# Z=. and is since 7% L=. have (i) Orthogonal eigenfunctions If the eigenvalue problem sclf-adjoint. then the eigenfunctions orthogonal. Iluv".Ib.= 0 n# m (4.theneachsatisfies its respective differentialequation.)-- . is are Let ~ and~.a a J (u’v’ v’u’) 0 dx (u rv-vru) dx= a which provesthat the eigenvalue problem self-adjoint.44): .m.: L~n + ~.ov vu.45) .CHAPTER 4 b a b 144 .. substitute LandM into eq.r b ¯l .thenthe integral: ~ b a =N n n=m dx ~M~.the second ~..e. i. oneobtains: and on b b b a a a Sincethe system differential operatorsandboundary of conditions self-adjoint.

whichindicates that the only complex eigenfunction possible is the null function. un = v~ = O. then: b JO dx:o MO a whichresults in the followingreal integral: b ~ (unMu.x*)J0nM0: dx= a Since the eigenvaluesare complex.nMOn = 0 . i. then the eigenvalues ~ are also positive.i.(x) + ivn(x ~n = Otn + i~n ) 0. -i[3 n then the orthogonalityintegral (4. = un(x)-ivn(x) X~ = a. i.e. Starting with the equation satisfied by On: IL~ n + ~. Since the systemis positive definite. then the eigenfunctionsare real and the eigenvalues are real and positive.L~n b ~(unLun + vnLvn) a ~’n = tXn+ i~n = b dx O:MOn ~ a a b ~ (unMtln a + vnMvn) Since the systemis positive definite and the integrands are real.+ vnMvn) dx = 0 a Invokingthe definition of a positive definite system. Having established that the eigenvaluesof a self-adjoint positive definite systemare real and positive one can obtain a formulafor ~. Onecan also showthat the eigenvalues ~ are real and positive. =.e.e. Starting out with the differential equationsatisfied by either ¢n or 0~ .BOUNDARY VALUE AND EIGENVALUE PROBLEMS 145 is a generalized form of an orthogonality integral.: L~n + ~LnMOn =0 and multiplying this equation by 0~ and integrating over [a. both of thes~ integrals are positive. let: On= u. whichindicates that 13.45) results in the followingintegral: b (x.e. one obtains an expression for ~: b dx ~O. with N~being the normalization constant. then these integrals are real. i. (ii) Real eigenfunctions and eigenvalues If the systemis self-adjoint and positive definite. Assuming that a pair of eigenfunctions and eigenvaluesare complex conjugates.. ~3~~ O.b].0 and ~ is real.

b].y= 0 0<_x_<~ y(r~) : 2 and M= 1 and hence the systemis self-adjoint and also For this system. However. dx ~’n = .: to b dx = 0 i = 1. Define the iRayleigh quotient R(u) as: b uLu dx ~ R(u) = . Solving the problemexactly. 2.47) uMu dx ~ a whereu is a non-vanishingcomparisonfunction.CHAPTER 4 146 and multiplying the equation by ~n and integrating the resulting equation on [a.46) a (iii) Rayleigh quotient The eigenvalues ~ obtained from eq.one can obtain an approximate upper bound to thee eigenvalues if one can estimate the form of the eigenfunction. (4. already known.12 Obtain approximatevalues of the first two eigenvalues of the following system: y"+Z. one obtains: b f ~.. It can be shownthat for a selfadjoint and positive definite system: ~1 = min R(u) where u runs through all possible non-vanishing comparisonfunctions. one can showthat it has the fi)llowing eigenfunctions and eigenvalues: y(0) = . r 3 ~uM~i a then Z.~ ~ >0 nM~n dx (4.~+~ min = R(u) Example 4.a (4. L = d2/dx positive definite. whichof course could have been obtained only if ~. It can also be shown that if u runs through all possible comparison functions that are orthogonal the first r eigenfunctions.i...I_@.46) require the knowledge the exact form of of the eigenfunction ~n(x).e..

becauseu" is discontinuous. It canbe seenthat R(u)> ~.00 ~x2(~ x)2 dx 0 which representsan error of 3 percent.00 If onewasto use a comparison functionthat is at least oncedifferentiable..0O rain Onecan choosethe followingcomparison functionswhichsatisfies u(O)= u(x) andhas no other null between and x.1 = 1.BOUNDARY VALUE AND EIGENVALUE %(x)= sin (nx) ~’n= n2 n= 1. PROBLEMS 147 Usingthe definition of L andM. onecan show that Rayleigh’squotient becomes: b b R(u)=ab a _a b a where [R(u)l = ~.03 > !.~ = 1. the closer the Rayleigh to quotient approaches .. i.3 .TheRayleigh quotientgives: x]2 ~ (1/~)2 dx ÷ ~ (-l]x) 2 dx 12 0 ~/2 Rl(u) + ~/2 = 0 ~ ~/2 = ~"= 1.23> 1. it is an upperbound ~ andthat the closer to comes sin x.2x) dx R1(u) = 0 10 = ~-T= 1. again approximating ~(x) such as: ul(x)=x(~-x) 2 ~(~.2.. approximating 0 ¢1(x): ut(x) =[1-x/n ~x/~t 0<x_<~/2 ~/2_<x_<~t whichis not a proper comparison function.e.

CHAPTER 4 148 Toobtain an approximate value for Lz = 4. e.00 One shouldnote that the error is down 1. second order operatorwith an arbitrary parameter.: us(x) = x) = thenthe quotientgives: 0 _< x _<_< x Rz(u) = 4.%(x) (4. Usinga comparison function whichis at least onc~ differentiable.4x/~t =-4 + 4x/x if4 _<x < 3r¢4 3r¢4< x < r~ whose is not continuous." a_<x_<b a0(x) y" + al(x) y" + a2(x)y + Z.15 Sturm-Liouville System TheSturm-Liouville (S-L)system a special case of (4.: null u2(x) = 4x/n 0 _< x < = 2.g. (4.48) in a self-adjoint formby usinga multiplierfunctionto the differentialequation the form: in ~tCx)= p(x) a0(x) where p(x) = exp(~al(x)/a0(x)dx) thenthe differential equation be rewrittenin the form: can [p(x) y’] + q(x) y + Lr(x) where q(x) = as(x) p(x)/a0(x ) r(x) = a3(x) p(x)/ao(x ) Thetwogeneral boundary conditionsthat can be imposed y(x) maytake the form: on a _<x _<b (4.86 > 4.48) then onerewriteseq. oneobtains: u’ R2(u)= 4.00. Starting with a general.3 percent for a comparison to functionwhich is at least once differentiable.g.49) .Substituting u2(x)into R(u).053 > 4.00 whichhas a 21 percenterror.40) limited to a se~ond is order eigenvalue problem. e. 4. onecan use a comparison function u2(x)that has onemore thanul(x).

2.if: b . j = 1. 4 If one substitutes for y(a) and y’(a) from (4.42 to 4._~. ~][u(b)v’(b.51) becomes: y[o/~ y’(b)= ~’23 (4.?z3y’(a) = 0 + where ~/ii = ~i[~j -.~4YI.51b) i.-p(a.4 . the problemmust be self-adjoint and positive definite (see 4.a/ y(a)-~’~3 .. [b f{uI(pv’ ) +qv]-vI(pu’ a = p(b)[u(b) v’(b) .50) . .51) into the self-adjoint condition (4.] whichcan be satisfied if: ~/~4p(a)= ~/13P(b) wherethe identity: = ~’l~’z3 + ~’34~q2 ~3"/z4was used. obtains: [p(b. i.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 149 ~ly(a) + ~2y(b) + ~3Y’(a)+ {x4Y’(b)= 0 [~y(a) + ~2y(b)+ [~3y’(a) + [~4y’(b) Thedifferential equation(4.aj[~i = --Tii (4.44).. one obtains: y~y(a) + y23y(b) .49) is self-adjoint.e.5 la) V~4y’(b)?~2y(a) . ~’~2 y ~a)= y(b) + ~1__~.. ~. ) +qu]}dx=P(v.p(a)[u(a) v’(a)Eliminating in turn y(a) and y’(a) from the boundaryconditions. the operators: L = d Vp d 1 + q dxl_ dx.. then ~/u = O.13 = O.a p(x)[uv’-vu a (4.4 = 0 .52) y(a) + ~’3.u)= ib . In order that the systemhas orthogonal eigenfunctions and positive eigenvalues.] and M= r(x) are self-adjoint.. = . whichindicates that: ..50).u’(b) v(b)]. (i) If~. 3.-u’(b)v(b. and (4. The problem self-adjoint.7~4y’(b) = 0 ~/13y’(a) + ?x=y(b)+ "h4Y’(b) Eliminating in turn y(b) and y’(b) one obtains: "Y~4y(b) "Y14y(a) Y34y’(a) + + (4.

then there is no needfor a boundary condition at that end point.~2---2-3and x = 1 2 (4.4= Y23 ’~14 ~/12 Denoting ratio Y2_.CHAPTER Y3~= ~23 4 YI4 ’~/12 150 and Y3__.Y~--~-~ x4 = .Y~. providedthat the product: Limpyy’ --~ 0 x---~a or x---~b whichcan be restricted to y being bounded py’ --~ 0 at the specific end point(s).56) .51) can be written as follows: 3 y(a) = ’qy(b) + z2y’(b ) y’(a) = x3Y(b + ’174y’(b ) ) ’1~ = -. (iii) If p(x) vanishes at an end-point. ifx 2 = %= 0 and x~ = "c4 = 1. andY1.56) are knownas Periodic Boundary Conditions.55) x3 = .~4 and such that the condition of self-adjoincy (4. (4._L 01 > 0.54) (4. and Thusthe S-L systemcomposed the differential equation (4. is a self-adjoint system.~. then the boundary the = ~.49) and any one of the of possible sets of boundary conditions (4.52) becomes: (Xl’t4 . then the boundarycondition (4._.__K4 Y1. 01 conditions become:. then! y(a) = y(b) y’(a) = y’(b) p(a) = p(b) The boundary conditions in (4.0~y’(a) y(b) + 02Y’(b = 0 ) In particular: if 01 and 02 = 0 if 0~ and 02 ~ oo if 0~ = 0 and 0z -4 oo if 0~ --~ oo and02 = 0 then then then then y(a) = 0 and y(b) y’(a) = 0 and y’(b) y(a) = 0 and y’(b) y’(a) = an y(b) = d (4.K4 = 02> 0. y(a) .53) (ii) Ify~ e 0.."~2X3) p(a): p(b) In particular.53 to 56).

y:0 \ where p=l q=0 and r=l . be Example 4.: b f r(x) (~n (X) a =N n n=m (X)dx = n ~ m (4.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 151 The eigenfunctions ~o of the system are thus orthogonal. y"+~. Thus: b b ~u Lu dx =~ uI(pu’)’ + qu] dx =~ [-p(x)(u’)2 + 2] dx <0 a a a b a b dx>0 a fuMudx=fru2 Thus. the systemmustbe positive definite (see 4. q and r constitute a complete orthogonal set and hence may used in a GeneralizedFourier series.45). i. it is sufficient (but not necessary)that the functions p. (4. eq.44). It can be shown that the set of orthogonal eigenfunctions of the proper S-L system with the conditions imposedon p. since it can be readily rewritten as: d--~ C d-~-Y/+ ~. satisfying the following orthogonalityintegral.e.57) In order to insure that the eigenvaluesare real and positive.y = 0 y’(0) = 0<x<L y’(L) = The systemis S-Lform already. q and r satisfy the following conditions for positive-definiteness: p(x) > a<x<b q(x) _< (4.58) r(x) > to guaranteereal and positive eigenvalues. giving explicitly the orthogonality conditions and the normalizationconstants.13 Longitudinalvibration of a free bar Obtainthe eigenfunctionand the eigenvaluesfor the longitudinal vibration of a free bar.

2 Note that ~o = 0 is an eigenvalue correspondingto ~)o = 1.1." 2 )~n=-~’C~n The eigenfunction becomes: ~)n (x) = cos n ~) X n=0.. Example 4. n = 0. then the differential equation becomes: ~ y" + ~.CHAPTER 4 152 The systemis a proper S-L systemsince the differential equation. = nn. q and r are those of a proper S-L system: y = C1 sin (~-x) + 2 cos ( ~x) y’(0) = C.si n (~-L) = Thus. 1... 1.. The orthogonality condition becomes(see 4. boundaryconditions as well as the conditions on p..57): L 1" COS(0~n COS -~) dx "~) (am I 0 x nem and the normalization factor becomes: L Nn=N cos(a ) = 1-cos2(an~)dx= n 0 L cos2( 0 x)dx=~ n>l =L n=0 which can be written as N = L/en .. y’(L) = 2 ff ~. n = 0. 2..where the Neumann constant is eo = 1 for n = 0 and 2 for n > 1.. 13ox 2 0<x<L S--T + -U-~-~ ~o y=0 ~ ax 10t~ with the boundaryconditions: y(0) = y(L) = Let P°o)2 = ~. whosedensity 9 varies as: z = 13oX2/L 13 The differential equation governingthe motionof the string can be written as: 2 d2 y . the characteristic equation becomes: ~ sin (~ = 0 where c~ = ~ havingroots ~.x2y/L = 0 .2 .14 Vibration of a Stretched String with Variable Density A vibrating stretched string is fixed at x = 0 and x = L.

.. Thesolution to the differential equation (see 3. ~n =4~2n/L4 wherethe a0 = 0 root is not an eigenvalue. n= 1. the eigenfunctions and the eigenvalues become: 2) ~n(X)= ~ J1/4(~n x2/L n = 1..3 . The o~hogonalityintegal is defined as: fX2*n(X)*m(x)dxlL2=fx3J~ 0 0 and the normis: am~ J~ ~n~ dx/L2=O n*m : 0 Example 4. Satisfying the first bound~y conditions yields C~= 0 and satisfying the secondbound~y condition yields: whichresults in the followingcharacteristic equation: Jg(~) = where a = The numberof ~e roots % of ~e preceding ~anscendental equation ~e infinite wi~ %= 0 being the first root. 2. whereo =constant with the end L fixed and the torsional displacementat x = 0 is bounded undergoing is .BOUNDARY VALUE AND EIGENVALUE PROBLEMS 153 The system is in S-L form..15 x%4 axL g Tortional Vibration of a Bar of Variable Cross-section A circular rod whosepolar moment inertia J varies as: of J(x) = IoX.zl x ) x-+ Lira ~ J_~ ~ = Lira O x-+ 4xl ~] then both homogeneous solutions arefinite at x = O. Thus.. with: p(x) = 1 > 0 q(x) = 0 and r(x) 2 > 0 whichindicates that it is a proper S-Lsystem.66) can be written in terms of Bessel functionsof fractional order: y= w/~’{C1J 1//4(’v~-x2/(2L2)) + C2J_1~(~/~ x2/(2L2))} Since: = = Lim I-U-~.2. 3 ...

..654. Theeigenvaluesare defined in terms of the roots oq~as: 2 = xn n= . c%= 5....405.520. are (see Section 3. only one boundary condition at x = L is required. 1.. .13): ¢x~ = 2.set C2 = 0. the orthogonality integral can be written as: L 0 with the normalization constant defined as: 0 nO : ~_~[j.2 and the correspondingeigenfunctions are expressed as: . n! ~ since J0(cx~)-.. (3.n)] 2--~’L2 j2(~l.(. ¢x3= 8.0 and the integral in eq.109) wasused. iox0 = x 0 where~ = ¢02/c2 with the conditions that 0(0) is bounded 0(L) -and The system is in S-L form where: p(x)= x > q(x)= r(x) = x > Since p(0) = 0... The systemsatisfied by the deflection angle 0 becomes: d +~. and: 0(L) : CiJ0(a~" L):0 whichresults in the characteristic equation: Jo(a) = where a = ~ L wherethe roots a.CHAPTER 4 154 torsionali0vibration. providedthat 0(0) Lim p0’ --> 0 x-->0 Thesolution of the differential equation can be written in terms of Bessel functions: Since 0(0) must be bounded. For the S-L system.

.a3 = a0 It canalso be shown there is nosingle integratingfunctionthat can renderthis that equationself-adjoint.59) d~ I.v)givenby eq.s(u’v".60) is satisfied identically.+ a3(x) y. +a4(x)) y = 0 It canbe shown for this equation be self-adjoint. 4. can be prescribed that (4..42 the must to 4. as wasthe case of a second orderdifferential operator.v(su")". Thefive pairs of boundary such conditions are listed below: .aS(x) For the fourth order S-L system haveorthogonal real eigenfunctions to and and positiveeigenvalues.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 155 .16 Sturm-Liouville System for Fourth Order Equations Consider generalfourthorderlinear differential equation the type that governs a of vibrationof beams: a0(x) y(iV)+al(x) y. (4. (4.73).u"v’) + p(uv’.60) Boundary conditionson y. the following that to equalities must hold: al = 2a~ a2 . 4. In the notationof eq. system be self-adjoint andpositivedef’mite(see eqs. and consequently the comparison on functionsu andv. the operatorsL andMare: (4.44).d2 q M= r(x) Thesystem self adjoint.Assuming that these relationshipsholdanddenoting: X s(x) = 1 I" at(rl) exp-~/---7-r z ~a o x p(x)= ~ a~!~l!s(~i) thenthe fourthorderequation be writtenin self-adjointformas: can Ly+ Xiy = [sy"] + [py’] + [q + ~r] y = 0 where q = a4(x) s(x) ) ao(x r(x).40).b = 0 (4. is givenby: is V(u..V)lab= u(sv")" . so that P(u.+ az(x) y.

ay’ = (4.~(y sy" = 0 sy" = 0 (sy") = sy" T.61) where+ sign for x = b and .sign for x = a. If p(a) or p(b) vanishes (singular boundary conditions).yy (v) sy" -T.e. (4. then at the end point p(x) vanishes. together with the requirementthat: Lim pyy’ ---) 0 Lim sy¯y " -~ 0 and . can be specified at the end where p = 0: (i) (sy ¯’) = 0 (ii) (sy") T-~/y (iii) sy"-T-(xy’ (iv) (sy") -T.cry’ : 0 (4.63) (ii) (sy") (iii) (sy") -T. respectively. Lim syy" --> 0 x--) a or x--~aor b x-->a or b .62) where+/.refer to the boundariesx = b or a.yy (iv) (sy") The +/. If s(x) vanishes at one end (singular boundary conditions).61).cry = 0 (4. then. If both p(x) and s(x) vanish at one end (singular boundary conditions) then. respectively.signs refer to the boundariesx = b or a. as well as the following pairs boundary conditions in addition to those given in eq. together with requirementthat: Lim sy’y" --> 0 x--> a or b the following boundaryconditions can be prescribed at the end wheres(x) vanishes: (i) y=0 y’=O y’ = 0 y’ = 0 y’ T.CHAPTER (i) 4 y’=O sy" = 0 (sy") = y’ = 0 y=0 156 y=O (ii) y = (iii) y’ = 0 (iv) (sy") -T.: Lim pyy’ --> 0 x--> a or b (whichcan be restricted to y being finite and py’ -~ 0). the boundedness condition is invokedi.

3. Thus.64) (ii) (sy") (iii) (sy") -T.2.62) satisfy eq. but it wouldbe left to the reader to developthe conditions on ~ij and ~i~ under which such boundaryconditions satisfy 0. then the nine boundary conditions specified in eqs. for Morecomplicated boundaryconditions of the type:.0 in a _< x < b. the system must be positive definite.61) and (4.60).BOUNDARY VALUE AND EIGENVALUE PROBLEMS 157 one can prescribe the following condition at the end whereboth p(x) and s(x) vanish having the form: (i) y=0 (4.TY The +/. s(x) and s’(x) vanish at one end point. respectively. (4.(4. sufficient (but not necessary)conditions on the functions can be imposedto satisfy positive definiteness: p>O r>O q -< 0 s<O a <x <b (4.61) . b b ~ u[(su")" + (pu’)" + qu] dx = ~ [qu2 .4 + ~ilY"(b) + ~i2Y"(b)+ ~i3Y’(b) + ~i4y(b) can be postulated.signs refer to the boundariesx = b or a. To guarantee positive eigenvalues.60). Then the following inequalities must hold (see eq.65) . If p(x).p(u’)2 + s(u")2l a a b a b a ~uru dx =~ru2 dx > 0 wherethe boundaryconditions specified in eqs. (see Section4.(4. as was shown beamvibrations. then there are no boundaryconditions at those ends providedthat: Lim syy" --> 0 Lim s’yy" --> 0 x-->a or b x-->aorb Lim sy’y" x-->a or b ~ 0 Lim pyy’ --> 0 x-->aor b If p(x) -. 4. all y’(a) + ai2Y"(a + ai3Y’(a + ai4Y(a) ) ) i= 1. (4.44).4).64) were used.

It should notedthat if’/i -. Due the linearity of the system (4.. thenYI m0.40) and(4A1) ~.66) Ui(Y): Ti where andMare self-adjoint operatorsandUi weregivenin (4.70) (4.68) of follows: (4. 2n Theset of eigenfunctions {~m(X)} satisfy the orthogonality integral (4.68) into (4.CHAPTER 4 4.b] andinvoking orthogonality relationship(4.Theeigenfunctions ~n(x) of the systemmustbe obtainedfirst.n) a~M~n] F(x) = n=l (4. 2 ..70). . L and given constant.~.68) I. 2n Thesolution to y~(x) in (4. for be Thesolution yu in (4.. satisfying the following homogeneous systems: (4..45).66).17 Solution of Non-Homogeneous Eigenvalue Problems 158 Considerthe following non-homogeneous system: Ly + :~My F(x) = a <x <b i =1. onecan split the solution into two to in parts. .67) can be developed utilizing the eigenfunctions the by of system...0.66).MyI= 0 Ly + kMy = F(x) : (4.69) into the differential equation y~. oneobtains: ~[(k. Thesolution yu(x)can be expanded a generalized in Fourierseries in the eigenfunctions (4..2 .67) can be obtainedby solvingthe homogeneous differential equationon y~ and substituting the (2n) independent solutions into the non-homogeneous boundary conditions Yl.~ra + ~raM~Pm =0 whereeach eigenfunction satisfies the homogeneous boundary conditions: Ui(~m) = 0 m 1...71) by ~m(X). .69) Yn = ~an~Pn(X) n=l Substituting series in (4. 2 . i = 1./i Ui(yi~)= i= 1.67) I u n Ui(yt)=. 2n (4. both integrating over [a. 2 .. Thesumof the two solutions satisfy the original system (4. oneobtains: the on anL~) + /==~anMq)n n n=l n=l Substitutingfor L gn from(4.71) Multiplying sides of (4...45) oneobtains: . Thefirst solution satisfies the homogeneous differential equationwith nonhomogeneous boundary conditions and the secondsystem satisfies the non-homogeneous equation with homogeneous boundary condition. of Let y = yx(x)+ ya(x)suchthat: Ly + ~.

Example 4. It is simply supported at both ends such that: y*(0.then the constant 3.BOUNDARY b VALUE AND EIGENVALUE PROBLEMS 159 n an (~.n)Nn whereN is the Norm the eigenfunctions and: of n b dx bn = f F(x) ~n(X) a (4.t) = y*"(0. so that ~. ~ )~n. is complex valued. So if the real part of ).16 Forced Vibration of a Simply Supported Beam ~a sin (cot) Obtain the steady state deflection of a simply supported beambeing vibrated by a distributed load as follows: f*(x.t) = y*"(L._ ~.t) = .t) = y*(L. the solution to Ynbecomes: bn YlI(X)= 2 ()~_~.73) The solution due to the source term F(x) can be seen to become unbounded whenever becomes equal to any of the eigenvalues )~n" It should be noted that if the systemhas inherent absorption. is equal to )’n. since ~’n are real and positive.72) Thus. the solution YII becomes large but still bounded.t) = f(x) sin where f(x) = {~0/2a L/2-a<x<L/2+a everywhere else 0 -< x < L The beamhas a length L and has a constant cross-section.n)Nn n=l (4.

3 4 ~. 2. 2 . = . ao ---0 is not an eigenvalue. 1. = ~4. The corresponding eigenfunctions become: x .3 The orthogonality condition is given by: L n .t) = y(x) sin (o)t). 4.1 u(O) = u(L) = u"(o): u"(L) = The solution of the fourth order differential equationwith constant coefficients is: u = C1 sin 13x + C2 cos~x+ C sinhl~x + C4 coshl~x 3 Satisfying the boundaryconditions: u(0)--0--C 2q-C4--0 u"(0) 0 = -C2 C4 = + = which means that C = C4 = 0 2 u(L) = 0 = C1 sin I~L u"(L) = 0 = -C1 sin 13L+ C3 sinhl3L which results in C3=0. then y! = 0 and y = Yrr.n = [~n 4 an n4~4 n= 1. then the constant bn is given by: . n = 0... so that whichhas roots a~=nn..d4/dx L M-.~ m x) S sin (n~x) sin (mn dx L L/2 n=m L 0 Since the boundaryconditions are homogeneous. _y(iV) + [~4y f(x) El 2 = pA0) ~4 El y"(O) = y"(L) : y(O) : y(L)= -u(iv) + ha = 0 One must find the eigenfunctions of the system first: where ~.. n~ ~n(x) = sinan _--= sin _-n = 1.CHAPTER 4 160 Letting y*(x.2. The characteristic equation becomes: sin a = 0 where a = ~L Thezero root results in a zero solution. Expandingthe function y(x) into an infinite series of the eigenfunctions.

one ~n ~ep~esent f(x) ~e cons~nt bn c~ now ~ found using ~e sifting ~em by D~ del~ pm~yof Di~ac del~ funcfi~s (~. n ~: m . P~. L/2-a ~--Q-° ) sin (-~.~. ~_~=_ __~ ~rO ~ s~n (7) sm (~a) 2 L . . . 2. ~e ~lufion ~omes: ~ .0 and the Norm becomes: . sin(~x) If a ~ O. ~en ~e l~it ~f ~e sNufion approaches: ~2p 0 ~ sin(~) sin(~x) For concen~ ~int so~ces ~d fomes. . The eigenfunctionsand eigenvalues of the systemare: q~n(X) s~n(--~-= ¯ nK 2 n2~ L n = 1.18 Fourier Sine Series Consider the following S-L system: y"+ ~. AND EIGENVALUE PROBLEMS 161 sin(n~)sin(n~ ~ EI(n~a ~) ~ ~ ~a. ~e ~s~but~ forcing function ~omes a concen~at~ force. .BOUNDARY L/2 ]38= f f-- VALUE *a.4): L bn = -Po / ~(x. ~us.y = 0 y(O) = O<x<L y(L) = In this case p = r = 1 and q = O.n~ .. one c~ rep~nt functions (ap~ndix D).x) dx = - Thus. 3 2 ~Ln-- the orthogonality integral becomes: L sin (-~-x) sin (~-~x) .L / 2)sin (~ x)~ = -Po ) ~ 0 4.

~ x)= . The seres also represents a periodic function in the open region -~ < x < ~ with periodicity = 2L. even though the function it represents maynot vanish at either poim.sin (~ ~us. . 4.~ .. the series also represents -F(-x)in the region -L < x < 0. A function F(x) can be expanded into an infinite Fourier sine series as follows: .2. each te~ of the series vanishes. with ~e function being odd within each region of periodicity = 2L as shownin Fig 4. the Fourier sine series represents a periodic function eve~ 2L. since: sin(~ (x ~ 2~)) = sin~ n~ :) cos(2nm~) ¯ cos(~ x) sin = sin (~ x) for all integers m Thus..74) L~ L 0 The function F(x) is represented by ~e seres at ~l points in the region 0 < x < ~e seres represents an odd function in the region -L < x < L.17.CHAPTER 4 F(x) 162 2L Fig.17 N sin( x) L = sin(n=x) ¯ ~\ L ) 0 dx--- n=1.. since: sin (. This is due to ~e fact that since ¯ e series represents an odd function in the periodic regions = 2L. At the two end points x = 0 and x = L. there will be an ordinal. ~[F(x+)+F(x-)]= Eansin(--~x) n=l O<x<L wherethe Fourier coefficients an ~e given by: L a n = ~ f F(x) sin n~ x (4.

: Example 4. p = r = 1 and q = 0..5 or -==i-!+!-!+.2.__~_L~t 2 n=l n sin(-~ If one sets L = 1 and x = 1/2: .. 4 3 5 7 Thelast series can be used to calculate the series for 4.19 Fourier Cosine Series The Fourier cosine series can be developed a similar mannerto the Fourier sine in series.17 Expand followingfunction in a Fourier sine series. Consider the following S-L system: y"+~y = 0 y’ (0) = 0<x<L y’ (L) = In this case.~ I1.. (x)=cos (--~- n = O.... + L.2.1..3 . on 3 "~ lsin(~) ~’=~" n s~n(-~-)=~2 n=l n =1.(-1)n 3 2 2/ 2 _ .~. The eigenfunctions and eigenvalues of the system become: . + 2L .3. such that the function averages to zero at the end points (see 4. 2 .e. the f(x): L-X 2 L mz xdx L 0-< x < L ] L.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 163 discontinuityat x = 0.74). f(x)..I\ 2) sin an-_~2 f(L_X 0 = 2L II_ 1 <-l)n n~[_ 2 J n=1. i..

A function F(x) can be expanded into an infinite Fourier cosine seres as follows: and the normgiven by: L n=O wherethe Fourier coefficients bn are given by: L _ En (4. e0 = 1 and e. n ~ 1.~IF(x)cos(~x) 0 The function F(x) is represented by the seres at all points in the region 0 < x < Theseries represents an evenfunction in the region -L < x < L. the series represents F(-x) in the region -L < x < 0. since: cos(-~ (x+ 2mL)/=cos (-~ x)cos (2nm~t)T-sin (-~ x)sin = cos (-~ x) for all integer values of m Thusthe Fourier cosine series represents a periodic f~nction every 2L. with a periodicity = 2L.75) bn . Theseries also represents periodic function in the open region -~ < x < oo.18: in . is Neumann’s Factor. with the function being even in the periodic regions = 2L as shown Fig. 4. = 2. since: cos/_:codex) x ) Thus.CHAPTER 4 2 n2~ L 164 9 ~’n-- with the orthogonality integral defined by: L cos (n~x) cos (x) dx = 0 n L L 0 f 2 N(cos (~ x)) : f(cos(nn x)] L L J e ~ n 0 wheree.

then it can be shown that an asymmetricfunction F(x) can be expanded both series in the region -L < x < L.18 Since the series represents an even function. then the series does represent the function F(x) at the end points x = 0 and x = Example 4.2 0 Complete Fourier Series Since the Fourier sine and cosine series represent an odd and an even function respectively in the region -L < x < L.34 L n>l Thus f(x)= 3L+4 2~L~ ~ ~cos(~x) n=1. 4.3. Let F(x) be a function in defined in -L < x < L.BOUNDARY VALUE AND EIGENVALUE F(x) PROBLEMS 165 x -3L -2L -L L 2L 3L Fig.18 Expand followingfunction in a Fourier cosine series: the f(x) = L x 2 O<x<L n=O bn = En ~(L~) cos(-~x) = [. then: Denoting: Fl(x) ½IF(x) +F(-x)] F(x)=½IF(x)F(-x)] .5 4.

L L an =~ L 0 -L Thus. one can rewrite the integrals for the Fourier coefficients as: +L L -L = e--m ~F(x)cos(~x)dx -L L L an --~.~x)d x:_~1 F2(x)sin(. the function F(x) can be represented by the completeFourier series follows: Ean sin(--~x) n=l where + Ebn cos(~x) n=O . respectively: V.~[Fl(X) + F:(x>]sin (~x) dx 1 ~F(x)sin(~x)dx 1 -L -L ¯ In these integrals.(x): Ebncos<n=O where L 0 L -L F2(x) = Eaa sin(--~x) n=l where -L<x<L 2 fF2(x)sin(_. respectively.CHAPTER 4 then Ft(x) and F2(x) represent evenand odd functions. use wasmade the fact that: of L L and ~Fl(X)sin(--~x) dx ~Fa(x)cos(--~x) dx -L -L due to the fact that the integrands are oddfunctions.~. Finally. since: 166 Fl(-x) = Fl(x) ana F:(x) =- Hence.Ft and Fz can be represented by a Fourier cosine and sine series.x)dxt.

.°° o:_(2nn(x-a))~ + n=l n=0 a<_x<_b . the complete Fourierseries. m f. sin. n cos 2n~.. b] can be stated as follows: -.x ax = 0 for all n.~’"/" (.a) F(x)~ ~an . L) since: L ~ sin(nn x) sin (. L]. orthogonal overa range[a.BOUNDARY L VALUE AND EIGENVALUE PROBLEMS 167 1 fF(x)si.(nx) an=’~ . Let a S-L system given by: y"+ ky = 0 -L < x < +L y(-L) : y(L) y’(-L) = y’(L) The systemis a proper S-L system. n~ L L -L One can develop the complete Fourier series representation from the S-L system.~ -L L L "% ~F(x)cos(~x) bn =’~ -L Note that the eigenfunctions are completelyorthogonal in (-L.76) +L m~ . In a more general form.-~-Theentire set of eigenfunctions orthogonal is overI-L. as given above. since the operator is self-adjoint and the boundary conditions are those of the periodic type.~ x) dx = {0 L n=m L -L L ~ cos(__~ -L x) cos(_~ x) dx = f0 2Lien n=m (4.n -. The systemyields the following set of eigenfunctions and eigenvalues: 2 n2/~ Z.x cos-.

a)) a (4.n~ .CHAPTER 4 168 whereT = b . -L]: (a) piecewise continuous (b) have a first derivative that is piecewisecontinuous (c) have a finite number of maxima and minima (d) single valued (e) bounded The conditions imposedon F(x) listed above are quite relaxed whencompared with those imposedon functions to be expanded Taylor’s series. the fact that the integrals of the type given in (4. cosine.1) 0 L an = ~ I F(x)sin (-~ x) dx : 0 n>l 3L L ~ 1 .~ -if-+ rt "~" ~-~ ~-Tc°st--~--x)+Ln z~ n = 1.a. or completeseries: .74 to 4.77) must converge. by The following general remarks can be madein regard to expansions of F(x) in Fourier sine.19 Obtain the expansion of the following function in a completeFourier series: x F(x) = {0L -2 L b0 = (L .77) b bn : ?I F(x) cos(-~ (x .a)/dx a Example 4.~-) dx = 0 n>l -L<x<0 0<x<L - L n bn= 1Ldr F(x)cos (n~ X)L dx= 2n~L~2 ] (. and the Fourier coefficients are given by: b an = -~f F(x)sin(-~(x .5 n=l [1n ] n~ sin(L x) In general. requires that F(x) mustsatisfy the followingconditions over the range [L.3.

.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 169 (a) The series convergesto F(x) at every point whereF(x) is continuous ÷) (b) The series convergesto [F(x + F(x-)]/2 at a point of ordinary discontinuity.on sin ~ n--1 (f) If F(x) is piecewise continuousthen one mayintegrate the series term by term any number times. This requires that 2 m be s et ust to zero to insure that y(0) is bounded. n~x) cos--L. wherever F(x) is discontinuous has finite right and left derivatives.x . 4. i. the remainingsolution: y = C1Ja((~x ) satisfies the conditionthat: . i. then y(0) must be finite and py’ ---> 0. The systemis first transformed to S-L system.: F’(x)~~ ~ n(a n n~ .e. but (c) The series represents a periodic function in the open region -~ < x < (d).: of sin x+box 7t ~ n cos L x+--~t n=l n=l This series converges faster than the series for F(x). Y2are known constants.21 Fourier-Bessel Series Consider the following system: ’+(t22x2-a2)y=0 x2y"+xy with y satisfying the following conditions: y(0) is bounded VlY(L)+ "~ 2Y’(L) where~q..Thus. The series converges uniformlyand absolutely in -L < x < L if F(x) continuous. F’(x) is piecewise continuous and F(L) = F(-L). (e) The series can be differentiated term by term if F(x) satisfies the conditions (d).e. i. having the form: d----(xdY)+(t~2x-~-/dx\ where p(x) = q(x) = -a2/x r(x) = y=0 0_<x_<L The solution to the differential equation becomes: y = C1Ja(Ctx + C2Ya (CtX) ) Since p(0) = 0.e.

] L2{( or } (4. = ~2n L (a) Fora~O Cn(x) = Ja(P.0.14) to the following form: (~’1 +~’~)Ja(ltL)-~-~ Ja+l(ILl’) = (4.2 .78) = The characteristic equation can be transformed(see 3.109) as follows: L 2 2 X =. +y~ J~a(~n)] }[ (4. The eigenfunctions and eigenvalues become: X.81)one obtains: Nn = ~ ~n ..82) n=0.since Ca(0)-.. (4...~..(x) = Jo(~.12----~ 1 2 a2..83) ~. then there is a root I%= only if’h= 0.Ln_a2)j2a(~tn) 2 .2...81) The normof the eigenfunctions can be computed from (3. 1.n n=1. (4.2 .(X) = J0/~n (c) For a= 0 andyt ¢ ¢.84) L2 { Nn=2"~n2 kt2n-a2+’~2 jJa2(l’tn) . If a = 0.n[Ja(~n)] 0 Substituting in turn for J~(ktn) and Ja(ktn) in (4. Nn= N(~Pn)= fXJa( tLn "~/dx2brat " L2 D2 +~l. then the first root is gt0=0 but it is not an eigenvalue.~j. (4.79) a transcendental equation with an infinite number roots of If a * 0.CHAPTER 4 1 70 Lim xJ~(ax)~ x ---~0 The boundarycondition at x = L takes the following form: =0 °x x = L resulting in the followingcharacteristic equation: ’~lJa (C~x) + ~(~) (4.80) (b) For a = 0 and YI = 0 c. otherwisegt0= 0 is not a root in general if 0 a = 0.3 .. n= 1.

(3. (3.86) Expansion a function F(x).3 . = 0. The equation can be transformed to an S-L system as follows: .x2) y"-2xy’ + V(V+ 1) y = 0 -l<x<+l wherey(1) and y(-1) are bounded. hence Ja(gn) = 0.20 Obtain an expansion of the following function: F(x)= in a Fourier-Besselseries: Cn(X) = Jo(I.86) were and bo Thus. x]L) can be madeas follows: F(x): Z bnJa(. hence J~(~t. bn=~-n XJo ~tn ~tn Jl(~tn) 0 = 0.22 Fourier-Legendre Series Considerthe followingdifferential equation: (1. defined over the range 0 < x < L. then the normbecomes: N n L2 .. then the normbecomes: Nn = gn -a2 Ja~(~tn) n>1 (4. whereeqs.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 171 Thus.)= 0.~) n = 0orl where L hn = "~n I x F(x) Ja(btn ~-) (4...2. the Fourier-Besselseries representation of F(x) = 1 is: 1=2 Z Jo(gn X//L) n = 1 ~l’nJl(~l’n) 4.14).87) 0 Example 4.t x n 0 <x < L -~) where Jo(IXn) The Fourier coefficients are given by: L dx= 2 n=1.85) and if’~z = 0.. into an infinite series of of the Fourier-Bessel orthogonal functions Ja(p. = T [Ja(~n)] 2 n >_ 1 (4. if y.103) and (4..

88) -1 <x-< 1 2.CHAPTER 4 172 ~ dxL 2/u’/÷ x ~ dxJ v(v+1)y 0 = q(x) = v = constant where 2 p(x) = 1-x r(x) = X = v(v+l) The solution of the equation becomes: y = C1Pv(x + C2Qv(x ) ) Since p(+l) = 0... 1. = P. the orthogonality integral becomes: +1 n ¢: m ~ Pn(x) Pro(x) dx -1 whichwas established earlier (see3.. then y(+l) must be boundedand hence one must set C2 = 0 since Qv(+l) is unbounded all v. 2 .(x))= IPn 2 2--~dx= 2n+l -1 A function F(x) can be expanded a Fourier-Legendre in series as follows: ~anPn(X ) n=0 where a n +1 2n + 1 I F(x) Pn (x) -1 Example 4. Pv(±l) is bounded for only if v is an integer = n. .21 Expand following function by Fourier-Legendreseries: the F(x)=0 =1 -1 <x<0 0<x<l (4.155). In addition. Thus.156) follows: +1 Nn =N(P. the eigenfunctions and eigenvaluesof the systemare: (~. For these eigenfunctions. and the normwas obtained in (3.. = n(n+l) n = 0.(x) It should be noted that: Lim p(x)y’= Lim (1-x2)P~(x)--~0 x --~ -T-1 x ---~ -T-1 It should be noted that the eigenfunctions and eigenvalues were obtained without the satisfaction of boundaryconditions.

1~). > 2 = Thus: 1 ao 2 2n+ 2 2n(n+ 1) [(n.162)wasused.~6 P3(x) ..BOUNDARY VALUE AND EIGENVALUE 1 2n+l .] n= odd 3 a~ ~- a2 = 0 a3 7 16 f(x) = ½+ ¼Pl(x). a n = ~J Pn(x) dx = ~ Pn_l(0) 2n+l[ 0 1 2 where integral in (3. the 1 an =~" =0 PROBLEMS 173 n >_1 n--0 n = even.

Obtain the natural frequencies and mode shapes of a compositestring madeof two strings of densities Pl and P2 and havinglengths = L/’2 joined at one end (x = L/2) and the terminal end of each string being fixed. Obtain the natural frequencies and mode shapes of a uniformrod vibrating h~ a longitudinal mode. at x -. elastically supportedat both ends.CHAPTER 4 174 PROBLEMS Section 4.0 and x -.1 + x/L.3 5. such that the equation of motion becomes: d2Y +Lz2y=0 -~where (-02L ~. i.such that: (a) the rod is free at both ends x = 0 and x = 09) the rod is fixed at both ends x = 0 and x = L. 0 L/2 L Obtain the natural frequencies and mode shapes of string whosedensity varies as: P=P0 1+~ 0<x<L and whoseends are fixed. Section 4. Obtain the natural frequencies and mode shapes of a vibrating string. . Hint: Let z -.e.L. x = 0 and x = L by springs of stiffness T = T0/L.2 1. = PO 1_ z_ 2 < < A uniformstretched string of massdensity p and length L has a point massequal to the total massof the string attached at x = L/2 such that: = : m 3t 2 [L/2 Obtain the natural frequencies and mode shapes.

Obtain the natural frequencies and mode shapes of such bar vibrating in a longitudinal mode. Hint: Let z = 1 + x/L and transform the equation of motion.BOUNDARY VALUE AND EIGENVALUE PROBLEMS 175 (c) the rod is fixed at x = 0 and free at x = (d) the rod is free at x = 0 and supportedby linear spring of stiffness ~. Obtain the natural frequencies (or critical speeds) and the corresponding mode shape a vibrating (rotating) beamhaving the following boundaryconditions: ./(AE) 0 (e) the rod is fixed at x = 0 and has a concentratedmassMat x = L.4 8. at x = such that: du(0) =0 dx -~(L) + au(L) dx a = ~.+M o2Ulx x=L +M~2Ulx=L Obtain the natural frequencies and mode shapes of a longitudinally vibrating bar whosecross sectional area varies as: and whoseends are fixed. Section 4.bk2u(L) b = M/(Ap)>0 A uniform rod has a mass Mattached to each of its ends. such that: u(0):0 d~(L)ak2u(L) : 0 a = M/(I3A) (f) the rod is elastically supportedat x = o by a spring of constant "~ and has a concentrated massMat x = L such that: dd-~Ux au(0) (0)a = ~’/(AE) > 6.lx_-0 =L3t2 a2u =-M . 0 Hint: The boundarycondition at x = 0 and L becomes: L AE :o. ~xU(L).

CHAPTER 4 (a) simply supported at x = 0 and x = (b) fixed at x = 0 and free at x = (c) free at x =Oandx (d) free-fixed at x = 0 and x = (e) simply supported at x = 0 and fixed at x = (f) simply supported at x = 0 and free at x =

176

(g) simply supportedat x = 0 and elastically supportedat free end x = L by a linear spring of stiffness ~ (h) simply supportedat x = 0 and elastically supportedat free end x = L by a helical spring of stiffness rl (i) fixed at x = 0 and elastically supportedat free end x = L by a linear spring of stiffness ~/ (j) fixed at x = 0 and elastically supportedat x = L by a helical spring of stiffness I Obtain the natural frequencies and mode shapes of a vibrating beamof length L with a massMattached to its end. Thebeamis fixed at x = 0 and free at x -- L.

0 Hint: The boundarycondition at x = L becomes: I " + k’~4Ly ¯ Y P Ix= y"(L) = L =0 M k = -pAL

L

10. Obtain the natural frequencies and mode shapes of a vibrating beamof length L with a mass Mattached at its center. The beamis simply supported at x = 0 and x = L.

0

L/2

L

Hint: The conditions at x = L/2 become: y~(L/2) = yi(L/2) y~(L/2) = yz(L/2) y~L/2) - y~’(L/2) EI(y~’(L/2) - y~[L/2)) + Ua)~yz(L/2)

BOUNDARY

VALUE

AND EIGENVALUE

PROBLEMS

177

11. Obtain the natural frequencies and modeshapes a non-uniformbeamof length L of having the following properties:

I(x) =I o[,~,) ( X "~n+2

n = positive integer

The beam’smotion is bounded x = 0 and fixed at x = L. at Hint: The equation of motion can be factored as follows: 1 d( n+l d’~ ~2.~fl d( n+l ~2L}y= 0

{

I~4 2 PA°t0 = EI0

0 <x <L

Section 4.5 12. Obtain the natural frequencies and modeshapes of standing wavesin a tapered acoustic horn of length L whosecross-sectional area varies parabolically as follows:

A(x)--- x~

"

such that the pressure is finite at x = 0 and at the end x = L is: (a) open end,

(b) rigid
13. Obtain the natural frequencies and mode shapes of standing wavesin a parabolic acoustic horn, whose cr0ss-sectional area varies as follows: A(X) = X4 wherethe pressure at x = 0 is finite and the end x = L is open end. 14. Obtain the natural frequencies and modeshapes of standing wavesin an exponential horn of length L whos~ cross-sectional area varies as: 2’x = Aoe A(x) such that the end x = 0 is rigid and the end x = L is open end,

Section 4.6 15. Obtain the critical buckling loads and ~e corresponding buckling shape of compressed columns, each having, length L and a constant cross-section and the following boundaryconditions:

CHAPTER

4

1 78

(a) fixed at x =0 and x= (b) simply supported at x = 0 and x = (c) fixed at x = 0 and simply supported at x = (d) simplysupportedat x = 0 and elastically supportedfree end by a linear spring, having a stiffness %at x = L (e) simply supported at x = 0 and fixed-free at x = (f) simply supported at x = 0 and simply supported end connected to a helical spring of stiffness rl at x = L (g) fixed at x = 0 and free-fixed at x = (h) fixed at x = 0 and simply supported end connectedto a helical spring of stiffness rl at x = L 16. Obtain the critical buckling loads and the correspondingbuckling shape of a compressedtapered columnwhosemoment inertia varies as follows: of I(x)= L:x~: such that 4 d2y pb ~+-x-:y dx 2 EI 0

=0

a < x <b

and the boundaryconditions become: y(a)=0 y’(b) 17. Obtain the critical buckling loads and the correspondingbuckling shape of a column buckling under its ownweight, such that the deflection satisfies the following differential equation: Td3y dy E I dx----+qxd’--~" =0 50<x<L - -

where q represents the weight of the columnper unit length. The columnis fixed at x = 0 and free at x = L such that: y"(0) : y"(0) = y’(L) : Hint: let y’(x)= u(x) u’(0) = u(L) = u"(0) = 0 is satisfied identically.

18. Obtainthe criti~cal buckling loads and the correspondingbuckling shapes of a compressed columnwhichis elastically Supportedalong its entire length by linear spring of stiffness k perunit length. Th~equation of stability becomes:

BOUNDARY

VALUE

AND EIGENVALUE

PROBLEMS

179

EI d4Y p d--~- + ky = 0 d--~- + d2y

0<x_<L

where p~ > 4k EI. The columnis simply supported at both ends. Section 4.11 19. Show that the differential operators given in eq. (4.34) are self-adjoint. 20. Obtainthe conditions that the coefficients of a linear fourth order differential operator mustsatisfy so that the operator can be transformed a self-adjoint operator. to Section 4.15

21. Transform followingdifferential operators to the self-adjoint Sturm-Liouville the form given in eq. (4.49):

(a)

"/1- x~)" y" - 2xy’+ ~.y =

"-xy ’+~,y:O (b) (1-x~)y (C) (1- X2)2y"+ [~(1- X2) + 1] (d) xy"+(a+ l-x) y’+~.y (e) y"-2xy’+Xy = (f) (1- x2) y"- (2a + 1) xy’ + ’+~, y=O (g) (1-x2)y"-[b-a-(a+b+2)x]y (h) x(1- x) y"- [c- (a + b + 1) x] y’+ ~,y (i) x2y"+xy’+(~,x2-2)y=O x2y"+xy’+(~,xZ-n2)y:O (k) (ax + b) y" + 2ay’+ ~.(ax + b) (1) y" + 2a cotan ax + ~,y = 0 xy"+ 23- y’ + ~,y = (m) 0 (n) y"+ay’+~,y = (o) y" - 2a tan axy’ + ~,y =

CHAPTER

4

180

y" + 2a tanh axy’ + ky = 0 ~ y"- a tan axy’ + ~, cos axy = 0 y" + 2axy’ + a~x2y+ ~,y = 0 y,,_ a~y,+ ~-4~y = 0 x~’y"- a(a- 1) x~-~y + ~,y = a<O

(u) x4y"

+ ~y = 0

xy"+~.y = 0

(w) xy" + 4y’ + ~xy = 0
y"+4y’+(~,+4) y =

" x2y - 2xy’ + ~ ~,x3y = 0 x2y"- xy’+ (~,+ 1) y = xy" + 2y’ + Lxy= 0 " x2y + 3xy’ + [kxs - 3] y = 0 xy" + 3y" + ~,x-l/3y = 0 xy"+ 6y’+ ~,xy = 0 xy" + 4y’ + ~,x3y = 0 xy" + 2y’ + ~x3y = 0 x2y"+-~ xy" + ~(~,x3 - ¼) y = (hh) xy"+~-y +kx3y=O

22. Obtain the eigenfunctions Cn(x), eigenvalues L~ and write down orthogonality the integral for the followingdifferential systems: (a) Problem 21a (b) Problem 21a (c) Problem 21b 0 < x _<1 0 < x _<1 -1 < x < 1 y(O) = y’(O) = y(1) finite y(1) finite y~l) finite

BOUNDARY

VALUE

AND EIGENVALUE -1 < x < 1 0<x<L 0<x<L 0 <x< L 0<x<L 0 <x <L 0 <x< L 0 -< x _<L 0 <x< L 0 < x _< L 1<x<2 0 < x _< L 0 < x _< L 0 < x _< 1 0 < x _< L 1<x<e 0 < x _< L 0 <_ x < L 0 <x <L 0 <x <L 0 <x <L 0 <x <L 0 <x< L 0 <x< L

PROBLEMS y(~_l) =

181

(d) Problem 21c (e) Problem 21k (f) Problem 211 (g) Problem 21m (h) Problem 21n (i) Problem 21o (j) Problem 21p (k) Problem 21r (1) Problem 21s (m) Problem 21t (n) Problem 21u (o) Problem 21v (p) Problem 21w (q) Problem 21x (r) Problem 21y (s) Problem 21z (t) Problem 21aa (u) Problem 21bb (v) Problem 21cc (w) Problem 21dd (x) Problem 2lee (y) Problem 21ff (z) Problem 21gg (aa) Problem 21hh

y(O) = y(L) y(O) = y(L) y(L) = y(O)-- y(L) y(O) = y(L) y(O) = y(L) y(O) = y(L) y(O) = y(L) y(L) = y(1) = y(2) y(O) = y(L) y’(L) = y(O) = y(O) = y(1) = y(L) = y(L) = y(L) = y(L) = y(L) = y(L) = y(L) = y(L) = y(O)finite y(1) -y(L) = y(e) = y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite y(O)finite

CHAPTER Section

4

182

4.17

23. Oblain the solution to the following systems: (a) y" + ~,y = f(x) (b) y"+-I y’+~y =
x (0) (1-

y(L) = y(L) =

y(O) = y(O)finite y(+l) finite

2) X y"-- 2xy’ + ~,y : f(x) y(O) = O<x<l

(d) y"- 2y’+ (l+l]) y x

y(1) = I~ is a fixed constant y(O) finite (bounded)

(e)

xy"+(--32-x/y’+(x’3+ \4

4

~.~ ~ )Y= O_<x<l

yO)= 0
y(O) finite

(f) xyO+(3-2x) y’+ (a2x3 + x- 3) x O<x<l (g) xy" + 2y’ + k2xy = 1 y(1) =

y(1) = y(O)finite y(O) finite (bounded)

(h) xy" +(3- 2x)y’ +(~.x 2- 3x))y= e-- ~-x

x

O<x<l (i) x2y "+[3-6x]xy’+[9x~-9x-15+~,x’]y= O<x<l (j) x2y"+ 2(1-2x)xy’+(~.x y(1)=O 4 +4x 2 2x -4x-~)y=x~e sx x~e

y(1) =

y(O) finite (bounded)

y(1) = y(O) finite (bounded) 0<x<1 x2y,, + (_52 _ 2xl xy, + (kx4 + 2-’~5x -i- ~ y=7~eX ~) x

0 <x <1 (1) x2y"+2(l+x)xy’+(Lx

y(1) =

y(O) finite (bounded)

4 3 +x2+2x)y=e-Xx y(L) = y(O) finite Coounded)

0 _< x < L

(m) xy" +(4-2x) y" +(Z.x 5 x x-n) y = x2e +

BOUNDARY

VALUE

AND EIGENVALUE 0 <x< 1 y(1)=0

PROBLEMS y(0) finite

183

x (n) xy" + (5- 2x) y’ + (~,x 7 +x-5) y= x3e 0<x<l y(1)=0 y(0) finite

Section

4.18,

4.19

24. Expand followingfunctions in a Fourier sine series over the specified range: the (a) f(x) 2 (b) f(x)=l =0 (c) f(x) (d) f(x) = 2 (e) f(x) x (f) fix)=sinx 0<x<r~ 0<x<~/2 n/2 < x < 7z 0<x<n 0<x<l 0<x<~t 0<x<n

25. Expand functions of Problem24 in Fourier cosine series. the

Section

4.20

26, Expandthe following by a completeFourier series in the specified range: (a) f(x) = sin =0 (b) fix) : cos a = non-integer 0<x<~ ~t<x<2~ - ~ < x <~

2 (c) fix)=x-x
(d) f(x) = sin a = non-integer (e) f(x) = =0

-l<x<l
-Tz < x < n

-L < x < L/2 L/2<x<L

CHAPTER 4 Section 4.21 27. Expand function: the f(x) = =0

1 84

0<x<l

l<x<2 = in a series of Jo(l~x)where are roots of Jo(21a0 0 I~ 28. Expand function: the f(x) = ~

0<x<l in a series of J2(I.qx)where are the root of: !~
J2(J.~ --

29. Expand function: the f(x)= 0 <x<L in a series of J20.tax), where are the rootsof: It. ~tnLJ~(lxnL)aJo(~tnL)

Section 4.22 30. Expand function: the f(x) = =1

-1 < x < 0 0<x<l

in the series of Legendre Polynomials. 31. Expand function: the

f(x)=0
--X

-l<x<0

0<x<l in a series of Legendre Polynomials.

5
FUNCTIONS OF A COMPLEXVARIABLE

5.1

Complex

Numbers

A complexnumber can be defined as an ordered pair of real numbers and y: z x z = (x,y) The complexnumber(1,0) is a real number= 1. The complexnumber(0,1) = i, is imaginary number.The components z are: the real part Re (z) = x and the of imaginary part lm (z) = y. Thus, the numberz can be expressed, conveniently follows: z=x+iy The numberz = 0 iff x = 0 and y = 0. Newoperational rules and laws must be specified for the new numbersystem. Let the complexnumbersa, b, c be defined by their components a2), (b~, b:) and (cl, c2), respectively. (a~, Equality: a =biffa~ = a2 andb~ =b~ Thusit can be written in complex notation as follows: a=a~+ia 2=b=b~+ib2 Addition: c=a+b=(a~+b~,a~+b2) iff a~=b~ and a 2=b2

c=c~ +ic~ =(a~ +ia2)+ (b~ +ibm)= (a~ + b~)+i(a2 Subtraction: c = a - b = (a~ - b~,a~ - 2) c=c, +ic2 =(a~ +ia2)-(b~ +ibm) = (a~ - b~)+i(a2 Multiplication: c = ab = (alb ~ - a~b2, a~b2 + a2b~)

c:c~ +ic2 :(a, + ia~)(b~ +ibm) If onedefines is = -1, then: c = (a~b~- a~b2)+i(alb2 + a2b~) Division: 1 a ifa¢0 1 a~ +ia2

Multiplyingthe numeratorand denominator (a~ - ia2): by 1 a~ - iae a a~+a~ 185

CHAPTER

5

18 6

Furthermore, a division of two complexnumbersgives: b a~b~ +a2b ÷i a~b2- a2b! 2 ~ + a~ a al a~ + a~ The preceding operations satisfy the following laws: 1. Associative Law: (a+b)+c=a+(b+c) (ab)c = a(bc) 2. Commutative Law: a + b = b + a ab = ba 3. 4. 5. 6. 7. 5.1.1 Distributive For everya, Law: (a+b)c = ac+bc a+0=a

For every a, there exists -a, suchthat a + (-a) = For every a, a. 1 = a For every a, there exists a1 such that a ¯ a-1 = 1, a ~ 0 Complex Conjugate

Define ComplexConjugate "~" of "a" as follows: a = aI + ia ~ = a1 - ia 2 2 Thus: a +b=~+~ If a = ~, then a is a real number. 5.1.2 Polar Representation a--~ = ~

Define the Absolute Value (Modulus) lal of "a" as follows:

lal = ÷ a~

> 0 a real positive

number

Since complex numbersare ordered pairs of real numbers,a geometric(vector) representation of such numbers(Argand Diagram) can be constructed as shownin Fig. 5.1, where:r cosO x° = yo = r sinO z0 = r(cos 0 + i sin O) = iO In this system,the radius r is: ~ r : ~-~ +y0 : I~.ol

FUNCTIONS

OF A COMPLEX VARIABLE Axis

18 7

Imaginary

Y y

. Zo(Xo,yO

~ RealAxis X

Fig,.

5.1. Vector Representation

of the Complex Plane

tan 0 = Yo,
x o

0 < 0 _< 2r~

or

-n < 0 < r~

and the angle 0 is called the Argument Zo. of The complexnumber does not changevalue if 0 is increased or decreased by an Zo integer number 2rt, i.e.: of i° i(0-+2n~) zo = re = re n = 1, 2, 3 Thus, in the polar form, let a = rle i°~, b = r2ei°2 then their productis: ab = rlraei(°l+%)= rlr2[cos(01 + 02)+ isin(0 ~ +02)] and their r~ei(O,-02) given[cos(0~ _02)+ isin(0,-02) a = quotient is : rl by: ] b r r 2 2 In polar representation the expression[z - zol = c represents a circle’centered at zo and whoseradius is "c". 5.1.3 Absolute Value

The absolute value of zo represents the distance of point zo from the origin. The absolute value of the difference betweentwo complexnumbers,is: la- bl = ~/(a, - b~)2+ (a2 - 2 and represents the distance between and b. a The absolute value of the products and quotients become: labcl =

CHAPTER

5

188

Imaginary Axis

Y

~.- Real Axis X ¯ Fig. 5.2: Geometric Argument Inequalities for
The following inequalities can be obtained from geometric arguments as shownin Fig. 5.2. [a - b[ [a +Ibl <I [a +b[_< +Ibl la[ [a - b[ > [a[-[hi 5.1.4 [a + b[ > [a[- Ib[

Powers and Roots of a Complex Number

The n~ power of a complexnumberwith n being integer becomes: an = (rei°) n in° =rne The nth root of a complexnumber: m=0, 1,2 .... Thereare n different roots of (a) as follows: al/n /1 rl/n exp(i n0-= ) al/n/ rl/n /2-(. 0+ 2rt~ m=0

m=l

al/n = rl/n exp(i 0 + 2nTz -.47z.)
In-1 n

(al/n)n

=rl/nexp(i0+2~-2~) (_~) = 1/n expi= (al/n, ,1 m=n

al/n/ / /n+! =rUn (. 0+2n~t’~ exp~l--~-~-)

FUNCTIONS

OF A COMPLEX VARIABLE Imaginary Axis

189

y ~,

a-E

a

~-- ReaI Axis

(a) Fig. 5.3

(b)

X

Succeeding roots repeat the first n roots. Hence,a1/n has n distinct roots. In polar form, the n roots fall on a circle whose radius is r 1/n and whosearguments equally spaced by are 2n/n.

5.2

Analytic

Functions

Onemust develop the calculus of complex variables in a treatment that parallels the calculus of real variables. Thus, one must define a neighborhood a point, regions, of functions, limits, continuity, derivatives and integrals. In each case, the corresponding treatmentof real variables will be presentedto give a clearer picture of the ideas being presented. 5.2.1 Neighborhood of a Point

In real variables, the neighborhood a point x = a represents all the points inside of the segmentof the real axis a - e < x < a + e, with e > 0, as shown the shadedsection in in Fig. 5.3a. This can be written in morecompactform as ~ - a I< e. In complex variables, all the points inside a circle of radius e centeredat z = a, but not including points on the circle, make the neighborhood z = a, i.e.: up of ]z - a[ < e This is shown the shaded area in Figure 5.3b. as 5.2.2 Region

Aclosed region in real variables contains all interior ~as well as boundarypoints, e.g., the closed region:

Ix-l[_<X
contains all points 0 < x < 2, see Fig. 5.4a. The closed region in the complex plane contains all interior points as well as the boundary points, e.g., the closed region:

the following regions are open: Ix-ll< 1 as well as: l<[z-l-i[<2 A region is called a semi-closedregion if it includes all the interior points as well as points on part of the boundary.3 Functions of a Complex Variable or 0 <x<2 A function of a real variable y = fix) mapseach point x in the region of definition of x on the real x-axis onto one or morecorrespondingpoint(s) in another region definition of y on the real y-axis. the function: 1 y = f(x) = -~0 < IxI < 1 .. 5.g.called multiply-connected. in An Open Regionis one that includes all the interior points. the region outside a circle is multiply-connected.g. respectively.CHAPTER 5 Imaginary Axis Y 190 X 0 1 2 Real Axis (a) (b) Fig. e. as well as all the points on the outer and inner circles.2.The order of the multiply-connectivenessof a region can be defined by the number independentclosed contours that cannot be of collapsed to zero plus one.: 1<Iz -1-iI _< 2 A simply connected region R is one where every closed contour within it encloses only points belongingto R. 5.e. 5. Thus. as shown Fig. but does not include the boundarypoints. Thus. the region betweentwo concentric circles) is doublyconnected. A region that is not simply connectedis .4 l_<lz-l-il<2 represents all the interior points containedinside the annular circular ring defined by an inner and outer radii of 1 and 2.4(b). the region inside a circle is simply connected.g. For example. the region inside an annular region (e. A single-valued function is one whereeach point x mapsinto one point y.

5. then the limit of the function as z approachesz0 is a number i.plane 2 Fig. Theregion of definition of x is called the Domain the function f(x). y) = 2 -y2and v(x. e. but not the point z = 0. y) + iv(x. in the example above: The Domain 0 < Ix [_< 1 is The Rangeis [y [> 1 A function of a complex variable w = f(z) mapseach point z in the domainof f(z) one or more points w in the range of w. the set of values of y = f(x). see Fig. 5. A single-valued function mapsone point z onto one point w. The function w = f(z) of a complex variable is also a complexvariable.5: Mapping of the Function w = z mapsevery x in the region 0 < Ix [ < 1 on to a point y in the region ly 1>-1. . whereu and v are real functions of x and y.e. the function: 1 w: r 0<lzl<-1 maps the points inside and on a circle of radius = 1. 5.: A. xeD.plane w . whichcan written as follows: w: f(z) = u(x.4 Limits (5. y) = 2xy 5. For example.FUNCTIONS OF A COMPLEX VARIABLE Imaginary Axis 191 Imaginary Axis Y Y Real Axis x Real Axis z . except possibly at the of point itself.2. is called the Rangeof f(x).1) If the function f(z) is defined in the neighborhood a point z0.g. onto the all region outside and on the circle of radius = 1.. For example: w=z~ =(x+iy) 2 =x2-y 2 +i(2xy) where u(x.

CHAPTER

5

192 (5.2)

Lim f(z) = z~z 0 This meansthat if there exists a positive small number such that: ~ [z - z0[ < e then

Iw-A < ~ for a small positive number~ I

The limit of the function is unique. Let A and B be the limits of f(z) and g(z) respectively as z 0, then : Lim If(z) + g(z)] = A z--~z 0 Lim [f(z) g(z)] z~z 0 Lim f(z) A z -~ z 0 g(z) provided that B ~ 0

Since the limit is unique, then the limit of a function as z approachesz0 by any path C must be unique. If a function possesses morethan one limit as z --~ z0, whenthe limiting processis performed along different paths, then the function has no limit as z --~ z0. Example 5.1 Find the limit of the followingfunction as z --~ 0: 2 xy fl(z) = 2 +y4 Let y = mxbe the path C along whicha limit of the function f~(z) as z --~ 0 is to obtained: 3 m2x ~0 Lim f~(z)= Lim z-~0 x ---~ 0 +m2x4 2, independentof the value of m. This is not conclusive because, on the curve x = my the 2 + 1), which dependson mfor its limit. Thus, if limit of f(z) as z ~ 0 on C is m/(m f~(z) has many limits, then f~(z) has no limit as z --~ 5.2.5 Continuity

A function is continuousat a point z = z0, if f(Zo) exists, and Limf(z) exists, z-~z 0 if Lim f(z) = f(zo). A complexfunction f(z) is continuous at z = Zo iff, both z~z 0 and v(x,y) are continuousfunctions at z = o.

FUNCTIONS

OF A COMPLEX VARIABLE .Imaginary Axis

193

C~

C2 Y0 ........ ~"~ Real Axis x off(z)

x 0

Fig. 5.6: Two Paths for Differentiation

5.2.6

Derivatives

Let z be a point in the neighborhood a point z0, then one defines Az as: of Az a complex number o =z- z Thederivative of a function f(z) is definedas follows: f’(Zo)=~zZ) = Lim f(zo+Az)-f(zo)= [ z=z 0 Az--~0 Az Lim f(z)-f(z°) z--~z o z-z 0 (5.3)

Thus, the derivative is definedonly if the limit exists, which indicates that the derivative must be unique. If a function possesses morethan one derivative at a point z = z0 dependingon the path along whicha limit was taken, then it has no derivative at the point z = z 0. Example 5.2

(i)

f(z)

=2

f’(a)

= Lim (a + Az)2 - a 2 _ Lim (2a + Az) = Az Az--> 0 Az--~ 0

that (ii) The function f(z) = R z = x has no derivative at z = Zo, since one can show possesses morethan one derivative. If one takes the limit along path parallel to the y-axis at (Xo,Yo)(see Fig. 5.6, path Cl): f’(z x°x° Lim o)=Az Lim Af A’~ : z f(z)-f(z Zo z-z :0Lim y0 i(Y yo) o)= y --~ __.~ 0 ___> 0

If one takes the path parallel to the x-axis (see Fig. 5.6, path C2):

CHAPTER

5

194

f’(Zo~, o_1

,= Lim~=Af Lim x-x z-->z oAz x-->x Ox-x0

Thusf(z) has no derivative at any point O. Thefollowingproperties of differentiation holds: d mc_0 c = constant dz d dz n = nz Z n-1 dz n = integer c = constant

d(cf/ df
dz d dz

%¢0 df dg dg

f(g(z))-

(5.4)

5.2.7

Cauchy-Reimann

Conditions

If ffz) has a derivative at Zo and0x’ 0u 0u0x and-~y are continuousat zo, then it if 0y’ 0v, can be shownthat: 3x 3y and 3y 3x

0v

or in polar coordinates: 1 0u 0v 0u 1 0v r 00 Or Or r 00 These are known as the Cauchy-Reimann conditions. The derivative computed along path CI (see Fig. 5.6):

(5.5)

FUNCTIONS

OF A COMPLEX VARIABLE f(z)-f(zo)
Z-- Z 0

195

f’(Zo) = Lim z--)z 0 on C 1

[U(Xo,Y)+iV(Xo,Y)]- [U(Xo,Yo)+ iv(x0, = Lim ( x° + iY)-(x° + iYo) Y -~ YO on C 1 = Lira U(Xo,y)- U(xo,Yo) y-yo ) i( Y--> YO on C 1 ¯ ~u ~v = - 1-~y(x0, y0) + -~y (x0, 0) The derivative computedalong path C2 becomes: f’(zo) = Lim
z ---> z 0

V(Xo,Y)- V(Xo,Yo) Lim Y--) YO Y - YO onC 1

f(z)- f(zo)
z - z o

on C 2 = Lim x--~x 0 on C 2 = Lim
x ---> x 0

[u(x, Yo)+iv(x, Yo)]- [U(Xo,YO)+ iv(xo, (x + iyo)- (Xo + iYo)

u(x’ Y°)-u(x°’Y°)+i
x - x o

Lim
x --> x 0

v(x, yo)- V(Xo,Yo)
x - x o

on C 2 Ou . Ov = -~x (x0, y0)+ 1-~x (x0, )

on C 2

Thus, equating the two expressions for f’(z), one obtains the Cauchy-Riemann conditions given in eq. (5.5)¯ The Cauchy-Riemann conditions can also be written in the polar form given in (5.5)¯ The derivative can thus be evaluated by: f’(z)=Ou + .3v ~x 0x - 0y ~
1

bu " ~y

(5.6)

Example 5.3 (i) The function: f(z) = 2 =(x2 - y2)+i(2xy) 2 u(x,y) = x2-y has a derivative: v(x,y) = 2xy

CHAPTER

5

196

f’(z) = 2x + i2y : 2(x + iy): Thepartial derivation of u and v are continuous: 0u 0u 0v ~Y -2y 3x 2x ~x =2y

~V=2x ~y

Note that the partial derivatives satisfy the Cauchy-Riemann conditions. (ii) The function: f(z) Rez)= x ( has no derivative:
tI=X

~u = 0 3y

v=0

=0

0v: 0

The partial derivatives do not satisfy the Cauchy-Riemann conditions (5.5). If u and v are single valued functions, whose partial derivatives of the first Orderare continuousand if the partial derivatives satisfy the Cauchy-Riemann conditions (5.5), then f’(z) exists. This is a necessary and sufficient condition for existence continuousderivative f’(z). If one differentiates eq. (5.5) partially oncewith respect to x and oncewith respect y, one cans showthat: ~Zu ~Zu
V2u = 0-~+~= 0

(5.7) b2v O2v V2v ~--~- + ~-~-T= 0 = These equations are known Laplace’s equations. Functions that satisfy (5.7) are as called Harmonic Functions. The Cauchy-Riemann conditions can be used to obtain one of the two componentsof a complex function w =f(z) to within an additive complex constant if the other component known.Thus, if v is known,then the total derivative becomes: is 0Udx+_~dy=0Vdx 0y du= "~xx Example 5.4 If v = xy, then one can obtain u(x, y) as follows: ~Vd y -~x

bv

by = x = bx

Ou m

= + then u 5- X2 g(y)

-~=---~=-y=g’(y)

then

g(y)=-Y---+c2

FUNCTIONS

OF A COMPLEX VARIABLE

19 7

Thus, the real part u(x, y) is given by: U =~(X2 -y2)+C SOthat the functionf(z) is: f(z) = ~(x2 - yZ)+c +ixy = ~ z2 5.2.8 Analytic Functions

Afunction f(z) is analytic at a point o i f i ts derivative f ’(z) e xists and i continuousat Zo and at every point in the neighborhood zo. Anentire function is one of that is analytic at every point in the entire complex plane. If the function is analytic z everywhere the neighborhood a point zo but not a z = z0, then z = Zo is called an in of isolated singularity of f(z). Example 5.5 (i) The function:

f(z): °

n=0, 1,2 ....

is an analytic function since f’(z) = n-~ exists an d is con tinuous eve rywhere. It is also an entire function. (ii) The function: 1 f(z) = (z - 2 is analytic everywhere, exceptat z0 = 1, since f’(z) = - 2/(z - 3 do not exist at es zo = 1. Thepoint z0 = 1 is an isolated singularity of the function f(z). 5.2.9 Multi-Valued Functions, Branch Cuts and Branch Points

Somecomplexfunctions can be multivalued in the complexz-plane and hence, are not analytic over someregion. In order to makethese functions single-valued, one can define the range of points z in the z-plane in a waythat the function is single-valuedfor those points. For example,the function zl/2 is multivaluedsince: w= z1/2 = [l’ei(°:t2nn) ]1/2 = 1"~/2i(°-+2nn)/2 Therefore,for n = 0: zI/2 = r 1/2 eiO/2 and for n = 1: z1/2 = r 1/2 ei(0+2n)/2 r>0,0<0 < 27z

CHAPTER

5

198

Y

Branch Cut Branch Point Branch Point

Branch Cut

X

0=4~

X

Top Riemann Sheet

Bottom Riemann Sheet

(a)
z z

Y

~

p

Branch Cut

Y

Branch Cut

~ = 2~ ch Point ~
X

, = ~ranch Point ~,. 4n p (1,1)~
x

TopRiemann Sheet

Bottom Riemann Sheet

(b) Fig. 5.7: Branch Cuts and Riemann Sheets
For n = 2, 3 ..... the value of w is equal to those for n = 0 and n = 1. Thus, there are twodistinct values of the function w = z1/2 for every point z in the z-plane. Instead of letting w have two values on the z-plane, one can create two planes wherew is singlevalued in each. This can be done by defining in one plane:
Z1/2 = r 1/2 ei0/2

r>0,0<0

<2rt

and in a secondplane:
Z1/2 = r 1/2 ei0/2

r>0,

2n<0 <47z

Thus, the function w is single valued in each plane. It should be noted that 0 is limited to one range in each plane. This can be achieved by makinga cut of the 0/2n ray from the origin r = 0 to ~ in such a waythat 0 cannot exceed2rt or be less than zero in the first plane, The samecut from the origin r = 0 to ~ is madein the other plane at 2~47r ray so that 0 cannot exceed4rt or be less than 2~t, see Fig. 5.7(a). Eachof these planes called a RiemannSheet. The cut is called a Branch cut. The origin point where the.

FUNCTIONS

OF A COMPLEX VARIABLE

199

Y~

Y

Y

(a)

Y
Branch Point p. ,~p Branch Cut for w 1

~

x
Branch Point
Z=+I

Br~nCho~.~Cut ’ [ (b) Y ~, Branch Point 7 = -1 Branch Point z = -1

Branch Point
Z=+I

Branch Point
Z=+I

(c) Fig. 5.8: Examplesof Branch Cuts (a) Non-linear, (b) Multiple, and (c) Co-linear Branch
cut starts at r = 0 is called the Branch Point. Since the function w is continuousat 0 = 27z in both she.ets and is continuousat 0 = 0 and 4~t, one can envision joining these two Riemann sheets at the 2rt and at 0/4~ rays. For the function w = (z - 1 - i) 1/2, one mustfirst express it in cylindrical coordinates in order to calculate the function. Let the origin of the z-plane be at (0,0), such that: i0 z =r e Let the origin of the coordinate systemfor the function w be (1,1), such that:

CHAPTER i¢ z-l-i=pe

5 13>0

2 00

To makethe function w single-valued, one needs to cut the plane from the branclh point at (l+i) with 13 = 0 to oo at ¢ = 0/2~ and = 2n/4rt, se e Fig. 5. 7(b). This re sults in two Riemann sheets defined by: w= (z - 1 - i) 1/2 = 01/2ei¢/2 0<0<2x :TopSheet 2n < 0 < 4rt : BottomSheet one can see that 9 and 0 are related to r and 0. The branch cut does not have to be aligned with the positive x-axis. For the above function, one can define a branchcut along a ray, cz, such that the function is defined by: w= (z - 1 - 01/2 = 91/2 ei¢/2 c~ < 0 < ot + 2n : Top Sheet cz + 2rt < 0 < c~ + 4n : Bottom Sheet so that the choice of ~z = n/2 results in a vertically aligned branch cut. The choice of + 2n dependson ~z, in such a wayso that the top sheet should include 0 = 0 in its range. Branchcuts do not even have to be straight lines, but could be curved, as long as they start from the branchpoint and end at z --> oo, see Fig. 5.8(a) for examples. Sometimes,a function mayhave two or more componentsthat are multi-valued. For example,the function w = (z2 -1) 1/2 can be written as w = (z-1)l/2(z+l) 1/2 which contains two multivalued functions w = (z-l) 1/2 and w = (z+l) 1/2. Both functions 1 e require branch cuts to makethemsingle valued. Let: Wl= ( z- 1)1/2 = 13~/2ei0o’/2 ~1 < 01 < (~1 - 2n ~1 + 2~ < 01 < ~1 + 4g W = (Z + 1)1/2 = p~/2ei¢2/2 2

(X2

with branch points for w and w at z = -1 and +1, respectively. Againthe choice of 1 2 + 2rt is made order to insure that 0 = 0 is included in the range of the top sheet. Thus: in w = WlW= (01132)1/2el(el +¢=)/2 2 where01 and 02 could take any of the angles given above, i.e. four possible Riemann sheets. Thus, one can choose, see Fig. 5.8(b): 0 < 01 < 2~, -rt/2 < 02 < 3rt/2 : Sheet 1 0 < 01 < 2g, 3~z/2 < 02 < 7rt/2 2rt < 01 < 4~z, -r~/2 < 02 < 3rc/2 : Sheet 2 : Sheet 3

2r~ < 01 < 4~, 3r~/2 < 02 < 7r~/2 : Sheet 4

FUNCTIONS

OF A COMPLEX VARIABLE

201

It shouldbe notedthat 13 ~1, 02 and 02 are related to r, 0. l, In many instances, it maybe advantageousto makethe branch cuts colinear. In those cases, the function maybecome single valued along the portion that is common to those branchcuts. For example,the choice of (21 = (22 = 0 or (21 = (22 = -~Z for both branch cuts mayworkbetter than in Fig. 5.8b (see Fig. 5.8(c)). For a point slightly abovethe two branchcuts, 01 = d~2-= 0 so that: 1/2 w = WlW= (131132) 2 For a point slightly belowthe two branch cuts, 01 = i(2~+2~)12 (131102) 1/2 w = WlW= (13192)112e = 2 Thusthe function w is continuous across both branch cuts over the segmentfrom z = 1 to ~,. Similarly, one can showthe samefor the other pair of branch cuts in Fig. 5.8(c).
02 --

2~ so that:

5.3 5.3.1

Elementary Polynomials

Functions

Annth degree polynomialcan be defined as follows: k=n f(z) = akzk (5.8) ak complex number k=0 A polynomialfunction is an entire function. The d~rivative can be obtained as follows: k=n f’(z)
zk -1 ~k ak

k=l The polynomial function has n complexzeroes. 5.3.2 Exponential Function

Define the exponential function: ez = ex (cos y + i sin y) The exponential function is an entire function, since u and v: u = ex cosy v = ex siny together with their first partial derivatives are continuouseverywhere and: d z (e)--ez ~zz exists everywhere.Onecan write ez in a polar form as follows: ez = 0(cos 0 + i sin 0) where: x 9=e and O=y

(5.9)

CHAPTER

5

202

The exponential function has no ze(os, since z >0.The lex exponential func tion comp follows the samerules of calculus as the real exponential functions. Thus:
eZle Z2 ~,~ eZl+Z2

1 -z ~=e z e eZ)n nze = e ~ =(’~ ez
z+2ni = e

(5.10)

periodicity = 2~ti

The periodicity of the complex exponential function in 2in is a property of the complexfunction only. 5.3.3 Circular Functions

Fromthe definition of an exponential function, one can define the complex circular functions as: eiz _ e-iZ sin z .... i sinh (iz) (5.11) 2i eiz -iz +e COS z = -- = cosh (iz) 2 The functions sin z and cos z are entire functions. Fromthe definition in 115.11), one can obtain the real and imaginary components: cos z = cos x cosh y - i sin x sinh y sin z = sin x cosh y + i cos x sinh y [sin z F = sin2 x + sinh2 y ~os z ~ = cos~ x + sinh2 y It should be noted that the magnitudeof the complex functions cos z and sin z can be unbounded contrast to their real counterparts, cos x and sin x. in Define: sin z tan z = ~
COS Z

1 sec z = ~
COS Z

cot

cos z 1 z .... sinz tanz

1 cosec z = ~ sinz

(5.12)

The functions tan z and sec z are analytic everywhere except at points wherecos z = 0. The functions cot z and cosec z are analytic everywhere except at points wheresin z = 0. Thecircular functions in (5.11) and (5.12) are periodic in 2n, i.e. f(z+2~) = Furthermore, it can also be shown that:

FUNCTIONS

OF A COMPLEX VARIABLE

203

cos (z + ~t) = - cos sin (z + n) = -sin tan (z + n) = tan The derivative formulaefor the circular function are listed below: d~z(sin z) = cos ~zz (cos z) = -sinz :z d~z(cot z) = -cosec z ~zz(sec z) = sec z tan d~z (cosec z) = -cosec z cotan

~zz (tan z) = secz z

(5.13)

The trigonometric identities have the sameform for complex variables as in real variables, a few of whichare listed below: 2 sin 2 z +cos z = I sin(z 1 + z2) = sinzI cosz2 + coszl sinz2 cos(zt + zz) = cos zt cos zz ¯ sin zt sin z2 2 cos 2z = 2 cos2 z - 1 = cos z - sin2 z sin 2z = 2 sin z cos z Theonly zeros of cos z and sin z are the real zeros, i.e.: cosz0 =0 z0 = (+-~ ~t,0) n=0,1,2 .... (5.14)

sin z0 = 0 z0 = (+nn,0) n = 0, 1, 2 .... The function tan z (cot z) has zeros corresponding the zeros of sin z (cos to 5.3.4 Hyperbolic Functions

Define the complexhyperbolic functions in the same wayas real hyperbolic functions,i.e.: e z -z -e 1 sinh z = ~ coth z 2 tanh z cosh z tanh ez -ze + 2 seth z 1 cosh z

(5.15)

sinh z 1 z = ~ cosech z = ~ cosh z sinh z The functions sinh z and cosh z are entire functions. The function tanh z (coth z) analytic everywhere except at the zeros of cosh z (sinh z). The components the of hyperbolic functions u and v can be obtained from the definitions (5.15).

CHAPTER 5 sinh z = sinh x cos y + i cosh x sin y cosh z = cosh x cos y + i sinh x sin y 2 2 [sinh z ~ = sinh2 x + sinE y = cosh x - cos y 2 Icosh z ~ = sinhE x + cosE y = cosh x - sin 2 y

204

Unlike real hyperbolic functions, complex hyperbolic functions are periodic in 2i~ and have infinite number zeroes. The zeros of cosh z and sinh z are: of sinh z0 = 0 coshzo = 0 z0 = (0,__.n~) z0 = (0,+-~) n = 0, l, 2 .... n=0, 1,2 ....

The derivative formulaefor the hyperbolic functions are listed below: ~z (sinh z) = cosh d~z(cosh z) = sinh 2 d~z(tanh z) = sech z ~ ~z (coth z) = -cosech z d~z(sech z) = -sech z tanh d~z(cosech z) = -cosech z coth (5.16)

A few identities for complex hyperbolic functions are listed below: 2 z - sinh2 z = 1 cosh sinh(z1 + z2) = sinh z~ cosh z2 + cosh zI sinh z 2 cosh(z - z2) = cosh z1 cosh z2 ÷ sinh z1 sinh z 1 2 sinh (EZ) = 2 sinh z cosh cosh (Ex) = cosh2z+ sinhEz = 2 cosh2z 5.3.5 Logarithmic Function (5.17)

Define the logarithmic function log z as follows: for r > 0 log z = log r ÷ i0 wherez = re~°. Since z is a periodic in 2n, i.e.: z(r,0) = z(r,0 +_ 2n~) n = 1, 2 ....

then the function log z is a multivalued function. To makethe function single-valued, makea branch cut along a ray 0 = t~, starting from the branch point at zo = O. Thus, define: log z = log r +i0 t~ + 2n~t < 0 < ~ + (En+2)r~ n = 0, +1, _+2.... (5.18)

FUNCTIONS

OF A COMPLEX VARIABLE

205

where-~ < c~ < 0 then there is an infinite numberof Riemann sheets. The Riemann sheet with n = 0 is called the Principal Riemann sheet of log z, i.e.: logz= logr+i0 r >0 ~ < 0 < ~ + 2n (5.19)

wherethe choice of + 2~ is madein order to include the angle 0 = 0 in the Principal Riemann sheet. The function log z as defined by (5.19) is thus single-valued. The function log z is not continuousalong the rays defined by 0 = ~ and 0 = c~ + 2n, because the function jumpsby a value equal to 2hi when0 crosses these rays. Since the function is not single-valued on 0 = ~ and 0 = ~ _+ 2~, the logarithmic function has no derivative on the branch cut defined by the ray 0 = c~, as well as at the branch point z0 = 0. Hence, all the points on the ray 0 = (~ are non-isolated singular points. A few other formulaefor the complexfunction are listed below:

1(logz) z =-

z~0

r>0

~<0<~+2~

e l°gz = el°gr+i0 = el°gre i0 = re i0 = z

logeZ= log(eX)Iei(Y+-’2nr~)l x + iy + 2inrt = z + = log z~z = log z~ + log z 22 logzl = logz1 - logz 2
Z2 log Zm =

mlog z

5.3.6

Complex Exponents

Definethe function za, wherea is a real or complex constant as: za = eal°gz = a[l°gr+i(0:l:2n~)] e ~ < 0 < ~ _+ 2~ The inverse function can also be defined as follows: 1 -a 7~
a Z

(5.20a)

The function za is a multi-valued function when constant "a" is not an integer, unless the one specifies a particular branch. To achieve this, one can follow the samemethodof makingthe function singlevalued on each of manyRiemann sheets. Defining: (x +_ 2nr~< 0 < ct + 2(n + 1)~ (5.20b) a is single-valued in each Riemann where,n = 0, 1, 2 ...... then the function z sheet, numbered = 0 (principal), n = i, 2 ..... n For example,let a = 1/3 and let c~ = 0, then: z1/3 = r 1/3i0/3 e where2n~ < 0 < 2(n + 1)Tz za = eal°gz a[l°gr+i0] =e

1-iz i. i+z . and for n = 2. can be defined as follows: a z -_ ezloga dz dz z~°ga daz=--ed z~o~ao(loga)e = dz dz = aZloga (5. The derivative of za can be evaluated as follows: dz a a.22) Since the definitions involve multivaluedfunctions.I = dealogz = aealogz = az z The exponential function with a base "a". For n = 4. Thus.3. Thus: Similarly: i. 0 < 0 < 27z.23) 1 . where"a" is a complex constant. the value of Z113 is the sameas defined by n = 0.z 2 is a multi-valued function.21) 5. The inverse hyperbolic functions can be defined as follows: arcsinh z = loglz + z~-~+1 ] = -i arcsin(iz ) (5. there are only three Riemann sheets n = 0. for n = 1. 4~z < 0 < 6r~. arctanh z = 7 ~ogl+z = -i arctan(iz) 1-~ .CHAPTER 5 206 Therefore. 1 and 2. all the inverse functions are also multivalued functions.7 Inverse Circular and Hyperbolic Functions Definethe inverse function arcsin z: e iw _ e-iW w = arcsin z or z = sin w = 2i or e iw 2 iz + 1%]~-z = wherex/i .for n = 0. 2r~ < 0 < 4n. ¯ arctan z = -~ log ~ = -~ log ~ = -i arctanh(iz) (5.

y) along a path C defined by the followingequation: y = g(x) on C can be performedas follows: x b ff(x. if one lets x = ~(t) and hencey = g(x) = g(~(t)) = ~l(t). i 5.e. then the integral is transformed to: f t b f(x.9).1 and x0 = a and xr~ = b. 5. i. Thus. together withtheir first partial derivatives continuousin a region R. Similarly. one can define an integration in the complex plane on a path C (Fig.xi_1 and Ayj = yj .f(g’)e C xa Onecan performthe precedingintegration by a parametricsubstitution.y).~ i=lj=l A whereAx = xi .OyJ C wherethe closed contour integration on C is taken in the Positive (counter-clockwise) sense.Yj)(Axi)(Ayj) N.FUNCTIONS OF A COMPLEX VARIABLE 207 5.4 Integration in the ComplexPlane Integration of real functions is a process of a limiting summation.4. of Integration of a real function f(x. where< t u correspo to the limi s a nd t and b. f(x.Y j-1.y) dx + f(x. and on the curve C that encloses R.10) by: .y) .y) and g(x.y)ds f[~(t).tl(t)]~/(~’)2 +( 2 dt = C t a Integration of a real function f(x. j=l whereAxj= xj -x~.M--~.24) !/~f-~x ~g/dx dy = f[g(x. then (see Fig. (5.g(x)].y)dxdy= Lim ~ ~ f(xi. integration in the Reimann sense can be defined as: b N ~f(x)dx a = Lim ~f(xj)(Axj) N----~oo.1 Green’s Theorem Atheoremthat transformsan area integral to a line integral can be stated as follows: If twofunctions. N being the number segments.y) on twovariables (area integrals) can be performed follows: N M ~f(x. 5.y) ds = ~f[x.

Since the complex function is written in terms of u and v. 5. and defining z~ as: zj = xj + iyj then the function f(zj) is given by: f(zj) = u(xj.Real Axis X Fig. yj) + iv(xj.zj.10: ComplexIntegration of a Path C .CHAPTER 5 208 .: f(z) = u(x. i.tnary Axis ~’. 5. y)+ iv(x.9: Green’s Theorem z2 N N’-->~ ¯ J=l z 1 on C wherethe incrementsAzj = zj . Imaginary Axis Y~t ~" ReaI Axis X Fig.e.~ are taken on C.

yj) Ayj + v(xj.b] and: . yj) Ayj + i NLi.v(xj.~m~j~l u(xj.Y 1 on C (5.Yj)l[Axj+iAyj] ~ N-->~ = " xj.y)dYl+i xl.yj)+iv(xj.yj on C N N Lira E u(xj.26) on C where Mis the maximum value of If(z)lon C in the range [a.yj) Axj .= N-->~j= 1 x2’ Y2 = ~ [u(x’y)dx-v(x.yj) j .25) has the following properties: b a (i) ~ f(z)dz =-f f(z) a b on C on C b a b c = constant a (ii) J c f(z) dz = c j" f(z) dz on C b a on C b a b a (iii) ~ [f(z)+ g(z)] dz = ~ f(z)dz + ~ on C b (iv) a on C on C ~f(z) on C c b dz=~f(z)dz+~f(z)dz a c conC on C on C .Y 1 on C x2’ Y2 ~ [u(x’y)dy+v(x’y)dxl xl.FUNCTIONS OF A COMPLEX VARIABLE 209 with Azj = Axj + iAyj Theintegral can nowbe defined as a limit of a sum: z2 ~f(z)dz= Zl on C N Lim j~!u(x..25) The integration of a complex function on path C as defined in (5.

a = 2e z dz = 2iei° dO Z = 1 a + 2e+in = a . is not zero. then: . wherethe upper and lowerlimit are the same. 5. ~tnary Axis Zl .2 0 z 2 =a+2 z2 1 f f(z)dz = f ~ 2iei° dO = -~i ff z1 If one integrates over a completecircle of radius = 2 in counter-clockwise direction.a Z2 r RealAxis X To performthe integration. then: ~ dz : f (idO)=2rti z-a where the integral symbol~ indicates a closed path in the positive (counter clockwise) sense. Note that the integral over a closed path.6 Obtainthe integral in the clockwisedirection of f(z) = 1)(z-a) on a path that semi-circle centered at z = a and havinga radius = 2 units. one can use parametricrepresentation: i°.5 Cauchy’s Integral Theorem If a function is analytic inside a simplyconnectedregion R and on the closed contour C containing R.CHAPTER b L 5 b 210 J Idz[ = J ds = length of the path on C a a on C on C Example 5.

24) one can tranform in closed path integral to an area integral: I f(z)dz = I (udx. As a consequence (5. (5.11 (5.FUNCTIONS OF A COMPLEX VARIABLE Imaginary Axis 211 Y ~ RealAxis x Fig. the integral of an analytic function is independentof the path taken within a simply connectedregion.5).11).28) onC1 onC2 onC 1 Thus. The integral over a closed path C can be divided over two segmentsC1 and C2: = z2 Zl ~f(z)dz= C1 + C2 I f(z)dz+ z1 on I f(z)dz=0 z2 C1 on C 2 Usingthe integral relationship in eq.26): z2 z1 z2 I f(z)dz=-I f(z)dz= z2 I f(z)dz z 1 (5.27) ~ f(z) dz = C Usingthe form given in Green’s Theorem eqs.27). the indefinite integral of an analytic of functionf(z): . one can showthat the integral of analytic function in a simply connectedregion is independentof the path taken (see Fig. 5. As consequence Cauchy’sIntegral Theorem of (5. (5.vdy) + il (udy + C C C ) dx dy d~ = 0 il (~xx -3v 3u ~y)dX I( Ox 3v R R The integrands vanish by the use of the Cauchy-Riemann condition in eq.25) and (5.28). 5. (5.

CHAPTER 5 212 Imaginary Axis Y b ~" Real Axis X Fig. such that two simply-connected regions are created.12: Integration on Closed Path C O of a Doubly Connected Region z F(z) = I f(~)d~ z0 independentof C in R. Invoking Cauchy’s Integral. then one can showthat: N-1 ~ f(z)dz= Z ~ f(z)dz (5. Onecan connect the inner and outer paths by line O segments. O 1 If the region is N-tuply connected. is also an analytic function. 5.see Fig.27).31) C o j = I Cj . Furthermore. eq (5.29) dz The CauchyIntegral theorem can be extended to multiply-connected regions.it can be shown that: (5. 5. one finds that: ~f(z)dz C = abcghea and ~f(z)dz C = aefgcd a d F(z).30) where C and C represent contours outside and inside the region R. obtains: ~ f(z)dz C0 C 1 = ~ f(z)dz (5. on the two closed paths.(af) and (dc).f(z) Addingthe two contour integrals and canceling out the line integrals on (ae) and (gc). Consider a complex function f(z) whichis analytic in a doubly connectedregion betweenthe closed paths C and C1 as in Fig.13.12. 5.

FUNCTIONS OF A

COMPLEX VARIABLE

213

~’- Real Axis X

Fig. 5.13: Integrationon ClosedPath C O in a Multiply-Connected Region
Example 5.7 Obtainthe integral of f(z) = 1/(z-a) on a circle centeredat z = a and havinga radius units. Since the integral on a circle of radius = 2 was obtained in Example 5.6, then:

CO z a CI z-a on13 = 4 on19 = 2

5.6 Cauchy’s Integral

Formula

Let the function f(z) be analytic within a region R and on the closed contour containing R. If Zo is any point in R, then: f(zo )= 1_~ f(z) 2hi C z - z o Proof: Since the function f(z) is analytic everywhere R, then f(z)/(Z-Zo) is analytic in everywherein R except at the point z = zo. Thus, one can surround the point Zo by a closed contourC1, such as a circle of radius e, so that the function f(z)/(Z-Zo) is analytic everywherein the region betweenC and C1 (see Fig. 5.14). Invoking Cauchy’sintegral theoremin eq. (5.30):

(5.32)

CHAPTER 5

214

Imaginary Axis

Y

~: Real Axis
X Fig. 5.14: Complex Integration over a Closed Circular Path

dz ~dz=~ C

f(z) C1

Z--

dz=~ zo

f(z)-f(z°~dz+f(Zo)~ C1 z - z o

CI

Z-- z o

= ~ f(z)-f(z°)dz+2nif(Zo) Z-- Z C~ o by the use of results in Example 5.6. The remainderintegral must be evaluated as e --> 0, using the results of (5.26): Lim (If(z)-f(zo)ll2ue: Lim 2r~[f(z)-f(zo~-->0 e e--.0 e~0 \ 2 onC onC 1 1 since f(z) is continuous and analytic everywhereinside R. Cauchy’sintegral formula can be used to obtain integral representation of a derivative of an analytic function. Usingthe definition of f’(Zo) in eq. (5.3), and the representationof f(Zo) in eq. (5.32): Lim[~ f(z)-f(z°) e~0~l~ z-z o dz]< [[ .f(z° f’(z°)=~z-~oLim + Az-az f(z°)’) ) =~1 Lim__l ~I f(z) zf_(_~Zz)o 2hi az~O~z

z

Lz-<Zo + ~z)

f(z) : dz--> 1 ~ f(z) = I.~ Lim ~ 2~riaz-~Oc Zo)(Z- - Az) (zZo 2~---~~ (Z-~o)2 Similarly, beshown then derivative canberepresented integral: itcan that th off(z) bythe f(n)(Zo)= _---r. n+lf(z (z-’~o) 2n,n!! dz (5.33)

FUNCTIONS Example 5.8

OF A COMPLEX VARIABLE

215

(i) Integrate the followingfunction: f(z) =

on a closed contour defined by [z-i [ = 1 in the counter-clockwise (positive) sense.
Imaginary Axis

Y~

Since: 1 1 ~ = (z + i) (z let: z+i then by Cauchy’sIntegral Formula:
Z--Z

g(z) = 1

Co whereg(z) is analytic everywherewithin R and on ~us: 1 ~ ~ g(z) ~= 2gig(i)= 2hill

(ii) Integrate the followingfunction: 1 f(z) = on the closed contourdescribed in (i). Let g(z) = (z + -2 wh is analytic in R andon C t hen ich , usingeq. (5.33) ! ~1 dz=,~ ~C~ g(z) TgO)= dz=2~xi(z+iYlz_-i ,. 2~i_~23 =~

Morera’s Theorem If a function f(z) is continuousin a simply-connected region R and if:

CHAPTER

5

216

~
C

f(z) dz =

for all possible closed contours C inside R, then f(z) is an analytic function in

5.7 Infinite

Series

Def’methe sum Z of an infinite series of complexnumbersas: N Z= ~ z n = Lim ~ z n N-->~ n=l n=l Theseries in eq. (5.34) convergesif the remainderN goes t o zero as N-->~ i .e.: Lim RN = Lim - ~". N-->** N-~ n~"=l zn ~ 0

(5.34)

If the series in eq. (5.34)converges, then the two series ~ n and ~Yn o als n=l n=l converge. An infinite series is Absolutely Convergent if the series, ~ n=l converges.If a series is absolutely convergent,then the series also converges. A series of functions of a complex variable is defined as: P(z)= fj(z) ~_, j=l whereeach function fj(z) is defined throughouta region R. The series is said to converge to F(zo) if: F(zo) = ~ fj(Zo)

j=l
The region where the series converges is called the Region of Convergence. Finally, define a PowerSeries about z = Zo as follows: f(z)= ~ n n(z-zo) n=0

The radius of convergence is defined as: ¯ p p = Lim ~ n~lttn+l I such that the powerseries converges [z - zo I < p, and divergesif ~ - zo [ > p ¯ if If a powerseries about zo convergesfor z = z1, then it convergesabsolutely for

FUNCTIONS

OF A COMPLEX VARIABLE Imaginary Axis

217

Y ~ C2

¯ "~0

Real Axis .X Fig. 5.15: Closed Path for Taylor’s Series

z = z2 where:

5.8 Taylor’s

Expansion Theorem

If f(z) is an analytic function at O, t hen there is a po se th at converges in wer ries side a circle C2centeredat zo and represents the function f(z) inside C1, i.e.: f(z) = an (z- Zo)n n=0 where: a n Proof: Considera point zo wherethe function f(z) is analytic (see Fig. 5.15)¯ Let points z and be interior to a circle C2, ~ being a point on a circle C1centered at Zo whose radius = ro ¯ Consider the term: 1 1 1 f(n)(zo) --~ n! (5.35)

~-z

(~-Zo)-(z-z o) (~-zo)[1-z-z°]

CHAPTER 1

5 1 1

218

Zo)
n U

(~ - Zo)[1- ~_--~o]

z-zo

Usingthe following identity, whichcan be obtained by direct division: 1 =l+u+u2+...+~ 1-u then:
1 ~= E-Z I E-Zo ’l Z- Z o 2 (E-Zo) + 2 - Zo) (Z 3 (E-Zo) +...+ (Z - n-1 Zo) n (E--Zo) n -- Zo) (Z (E - Z)(E - n

1-n

for

since: I(z - zo)/({ - Zo)l Multiplyingboth sides of the preceding identity by f(E)/2xi dE and integrating on the closed contour C1, one obtains: 1 f(E) dE - 1
C1 (Z--

f(E) d~ + (z- Zo)
C1 Zo) n-1 $ f(~) Ci

f(E)

dE +

(Z--

Zo) n~

f(~)

24~

(~ - o)~ C1

2~i

J (~ - z) (~ o) C1

Using Cauchy’sintegral formula eq. (5.33), one can showthat: __ o)2 f(z) = f(Zo) + (z- Zo) f,(Zo) (z- Zf,,(Zo) + ... 1! 2! where: Rn n (Z-Zo) = 24 ~ (z - Zo) n-1 f(n (n - 1)!
-1)(Zo)+

Rn

C1 (~ - z)( E n Zo) -

Taking the absolute value of R then: n, r n 2nMro = ro M(r)n _~ IRnl<-~ (ro-r)ro n r o-r r o The remainder R vanishes as n increases: n

LimlR.lo 0

since

r/r o < 1

Finally, the Taylor series representation is given by: f(z)

~
n=0

f(n)(z°)

n (Z--Zo)

n!

The Taylor’s series representation has the following properties: 1. Theseries represents an analytic function inside its circle of convergence.

r FUNCTIONS

OF A COMPLEX VARIABLE

219

2. The series is uniformlyconvergentinside its circle of convergence. 3. The series maybe differentiated or integrated term by term. 4. There is only one Taylor series that represents an analytic function f(z) about point z o. 5. Since the function is annlytic at zo, then the circle of convergence a radius has that extends fromthe center at Zoto the nearest singularity. Example 5.9 (i) Expand function z i n aTa the ylor’s se ries ab out Zo 0. Since: = Iz=O 1 then the Taylor series about zo = 0 is given by:
e z= ~ n=0 zn

f(n)(zo)

Theradius of convergence, is oo, since: p, p= Lim[ an [= Lim]~-~oo n-~**lan+ll n-->,~l n! I (ii) Obtain the Taylor’s series expansionof the following function about Zo = 1 f(z) = z2 _ Usingthe series expansionfor (1.- u)"1, with u = z2/4: f(z)= 1 1 4 l_(Z)2_~
oO 1 E (z’)2n =-~" "2" n=0

whichis convergentin the region ]z 1< 2. It should be noted that the radius of convergence the distance fromzo = 0 to the closest singularities at z = + 2, i.e. p = 2. is (iii) Obtainthe Taylor’s series expansionof the function in (ii) about zo = 1 about Zo = -1. To find the series about zo = 1, let ~ = z - 1, then the function f(z) transforms

= + 3)1

=~"

1[ 11 ~-3’ ~-

Expanding f(z) about Zo = 1 is equivalent to expanding~ (4) about ~ = 0. The Taylor series for the functions are as fgllows:

CHAPTER

5

220

1 = 1 E (-1)n 3-’if"

~+3 3

convergent in

<3

n=0

Thus, the two series have a common region of convergence14 [ < 1: ~(~)=-"0 ~n+ 3--ff’~-~ )J c°nvergentinl4]<

and the Taylor series representation of f(z) about o =1 be comes: f(z) -- --4n__~;01 + 3-’~-~J(Z- l)n convergentin Iz-ll

It should be noted that the radius of convergence represents the distance betweenzo = 1 and the closest singularity at z = 2. Tofind the Taylorseries representation of f(z) about zo = - 1, let ~ = z + 1, then the function transforms to ~(~): l ~’(4)=(~+1)(~-3)=~ 1I 4-3 1 1 ]

Expandingf(z) about Zo = -1 is equivalent to expanding~(~) about = 0. The aylor T series for the functions are as follows: 1 1 oo 4n ~-~convergentin 141 < 3

4-3 3 n=0 ~+1 =

convergentin 141 < 1 E (-1)n 4n n=0 Thus the two series, whenadded, converge in the common region 14 1 < 1: 1 E I3-n~+l ~(~) = - ~"n = +(-1)nl4n convergentin[~,<

and the Taylorseries representationof f(z) aboutZo = - 1 is: f(z) =_1 ,~ r~l 4.Z~_n[_3n+l +(-1) n n (z+l) 1 convergent in lz+l < 1 [

Again,note that the radius of convergence represents the distance between o = -1, and the z closest singularity at z = -2.

FUNCTIONS

OF A COMPLEX VARIABLE
Imaginary Axis

221

Y

~ RealAxis X

Fig. 5.16:

Path for Identity

Theorem

(iv) Expand function 1/z by a Taylor’s series about Zo = -1. the f(n)(z°) = (-1)n zn+l Thus: 1
z

"1 IZo

= -(n!)
=-1

n + 1) (z

(z + n 1)

n=0 n=0 The region of convergencebecomes6+1 I< 1 since the closest singularity to Zo = -1 is z = 0, whichis one unit awayfrom zo = -1. Identity Theorem

As a consequence Taylor’s expansiontheorem, one can showthat if f(z) and g(z) of are twoanalytic functions inside a circle C, centeredat Zoand if f(z) = g(z) along segmentpassing through zo, then f(z) = g(z) everywhereinside C. This can be shown expandingboth functions in a Taylor’s series about zo as follows (see Fig. 5.16): n f(z)= ~’ ~ an(Z-Zo)
n=0

where

an = f(n)(zo) n~’~~

n g(z)

= ~ bn(z-Zo)
n=0

where

bn = g(n)(z°) n!

CHAPTER

5

222

At z = zo, f(Zo) = g(zo), thus o =bo. Th derivatives off(z) andg(z)at ze , c an be ta e as a limiting process along C1. Thus: f’(Zo) = g’(Zo) 1 whichmeansthat al = bl, etc. Thus, one can showthat an = bn, n = 0, 1, 2 ..... and f(z) = g(z) everywhere in Theidentity theoremcan be used to extend Taylor series representations in real variables to those in complex variables. If a real function is analytic in a segment the on real axis, then one can showthat the extension to the complex plane of the equivalent complex function is analytic inside a certain region. Thus, all the Taylor series expansions of functions on the real axis can be extendedto the complexplane. Example 5.10 (i) The function:
oo xn

n=O is analytic everywhere the real axis. Onecan extend the function into the complex on plane whereez is equal to ex on the entire x-axis. Since the function ez and e× are equal on the entire x-axis, then they must be equal in the entire z-plane. Hence,the Taylor series representation of the complex function eZ:
ez =

n=O is analytic in the entire complex plane. (ii) The function: 1_ 1-x E xn

n=O is analytic on the segment the real axis, Ixl < 1, then the extended of function (1 - z)-1 has an expansion ~ zn which is analytic in the region Izl < 1. n=O

5.9 Laurent’s

Series

If a function is analytic on two concentric circles CI and C2 centered at Zoand in the interior region betweenthem, then there is an infinite series expansionwith positive and negative powersof z - zo about z = Zo (see Fig. 5.17), representing this function in this region called the Laurent’s series. Thus, the Laurent’s series can be written as:

FUNCTIONS

OF A COMPLEX VARIABLE Imaginary Axis

223

Y~ C2

~’~ Real Axis X

Fig. 5.17: Closed Paths for Laurent’s Series

f(z):

2 an(Z-Z°)n+ bn (5. n =0 n n = 1 (z- Zo) d;

36)

wherethe coefficients an and bn are given by: 1 n+l =’~i ~. f(~) an (;- Zo) n = 0, 1, 2, "’"

1 ~ bn = ~i f(~)(~-

z°)n-1 d~

n = 1,2,3 ....

The Laurent’s Series can also be written in more compactform as:

f(z)
where: Cn = 2rti

On(ZZoO"

C2 (4-~n+l d~

n = O, +1, +2 ....

whereC is a circular contour inside the region betweenC1 and C2 and is centered at Zo. Proof: Consider a cut (ab) between the two circles C1 and C2 as shownon Fig. 5.17. Then let the closed contour for use in the Cauchy integral formula be (ba da bcb). Thus, writing out the integral over the closed contour becomes:

CHAPTER

5
b a

224

~)d 2rtif(z)= f( +~ ~~--~~)d --~ ~---~f( ~~ C a C 2 I =~--~f(~) ~-~-~f(~) d~C C 1 2

f(~)d f( +~--~~)d b

Theexpansionthecontour follows ofa Taylor’s on C2 that series, for~ onC2: i.e. I I ~ (~-Zo)-(Z-Zo) 1 (~-zo)[1-~_--~-o] Z-o
Z

=

1 Z -- Z o ~-~ ~--Z o 2 (~-- Zo)

+...+

(Z -- o)n-I n (~- Zo)

(Z -- o)n

n (~ z)(~-

wherethe division was performedon 1/(l-u) with: lul= <1 f~, 2 ~onC

The expansion on the contour C1 can bc made as follows: 1 1 1
z-z 0 ~ - z o (~ - Zo) 2" 3 "’" Z-Z o (Z- Zo) 2 (Z-Zo)

~--~=(~-Zo)-(Z-Zo) = Z-Zo [l_~-Zo~
1
n-I (~ - Zo) (Z_ zo)n (zn - Zo) (~ zo)n(z-

where the division was performedon 1/(1-u) with lu~<l 1 for ~onC

Thus, substituting these terms in the expansionfor f(z): 2~if(z)

C 2

,

f(;) d;+(Z-Zo)~
C2

f(;) dr+ n-1 +(Z-Zo>

":

°d~
C2

1 :1 f(~)d~ + 1Rn q (Z-Zo) 1

+ (Z-Zo) "q" f(~)(~-z°)d~ C~

3 ~ f(~)(~ + (z- Zo) C~
...-I"

- 2 d~ +

1 (Z -- Zo)n ~ f(~)(~-Zo) Cl

n-1

d~+ 2Rn

Where remainder R can be shownto vanish as n ---) the n

FUNCTIONS

OF A COMPLEX VARIABLE

225

nL.~lrn~[l

Rn [ = Liml(zn-->,,~[C2

Zo) n ~ (~- Zo,)n+l

f(~) (~ -

d~ I -->

Liml2Rnl n~o]Liml = n--->~* (Z

1 C~1 f(~) (~- z°)n d~[--~ - Zo) n ’~--’~"~

Example

5.11

(i) Obtainthe Laurent’s series of the followingfunction about o =0: f(z) l+z =

The function f(z) is analytic everywhere exceptat z -Thefunction f(z) can be rewritten as: 1 1 f(z) = .~- + .~-y In this case, it is already in Laurent’sseries formwherean = 0, bI = 0, b2 = 1, b3= 1, and bn = 0 for n > 4. (ii) Obtain Laurenfs series for the following function about o =0 valid in the region Izl > 1: 1 = 1-z Since the region is defined by Izl >1, then 1/Izl <1, thus, letting ~ = l/z, then: f(z) f(z) = f(~-l)
=1--=

"-~-~--I

~ -- ~ ~

~n = _

~’~

~

n=0

n=0

whichis convergent for I~1 < I. Thus: f(z) n=0 whichis convergentin the region Izl > 1.

(iii) Obtainthe Laurent’s series for the followingfunction about o =0,valid in the region Izl > 2:

CHAPTER

5

226

1 f(z) = z2 _ The function has two singularities at z = + 2. Since the function is analytic inside the circle Izl =2, a Taylor’s series can be obtained(see Example 5.9). For the region outside [z[ = 2, one needsa Laurent’sseries representation. Factoring out z2 from f(z): f(z)= 1 z2(1,4/z2)

then one can use the division of 1/(l-u) whereu = 4/z2:
O0

n=0 convergentover the region, 12/zI < 1. This can be rewritten as: Z (z/ 2)_2(n+1) n=0 ¯ convergentover the region, Izl> 2. (iv) Obtainthe Laurent’sseries for the function in (iii) about o =2 valid in the regions: (b) Iz-21 4 > Toobtain the series expansion,transfer the origin of the expansion zo = 2, i.e., let to 11 = z - 2 suchthat the function f(z) transformsto ~’(11): (a) 0 1 f(z)=~-

Iz-21 < 4

~(~) = 1

rl (11+ 4)

whichhas two singularities at 11 = 0 and 11 = -4. Thus, two Laurent’s series corresponding ~(11)are required, one for 0 < I’ql < 4 and one for [’ql > 4 as shown to in Fig. 5.18. (a) In the region R1, where0 < Irll < 4, one can expand1 / 01 + 4) as follows:
OO

l

=

1

=

1

Z

(rl+4)

4(1+11/4)

n=0

n 4

convergentin Irl/4] < 1. Thus, the Laurent’s series representation for ~(11)becomes:
oo (1) n (11)n-1

n=0

convergent 0 < I~ll < 4, since 11~is not analytic at 11 = 0. in Thus, the Laurent’s series about zo = 2 becomes:

such that: ~(n)= n20 + 4 / n) = ~.or.n-I 2) f(z)=~-~ (-lln 4n-I n=0 convergentin 0 < Iz . 1 < Izl < 2. 5. w here ~] >4. the Laurent’s series representation about a3 = 0 is: 1 oo n=O convergent > 4. Thus.or 4/1~11 < 1 one factor out "q f rom . .e.about point = 2 isrepresented inI~II the zo by: 2 I n+ ~ 4 f(z) = ~-ff (-1)n (z "+2 n=O convergent Iz . may the function.21 > 4.r~= n" 0 convergentin ¼/rll < 1. lzl < 1.2] < 4. and lzl > 2. in (v) Obtain theLaurent’s sedes ofthefollowingfuncfion about z~ = 4n+2 1 1 E ("-4)n oo f(z)= 1 (z-1)(z+2) valid in the entire complex plane: i. (b) In the region 2.18: Laurent’s Series Expansionsin TwoRegions 1 o~ (z.FUNCTIONS OF A COMPLEX VARIABLE Imaginary Axis 227 y Real Axis x Fig.

= ~ z-n-1 n=0 convergentin Izl > 1 1 convergentin Izl > 2 ’’~-(z + = ~ (.I ~-~ n (-z) convergentin Izl < 2 n (z + 2) 2 "-" 2 n=0 Thus.-:’:Tw~ f(z)= -1 .E zn n=0 n ’~ (-z) 1 n 2 2 n=0 convergentin Izl < 1 convergent Izl < :2 in and.Iz + ’z ~ 2" (a) In the region Izl < 1. which requires a Laurent’sseries: I (z = 1"-~ E z-n-I n=0 convergentin Izl > 1 1 =_.1)n 2n z-n-I )2 n=0 Thus. [1+ (-1)nlz ! ~ 3 convergentin Izl < 1 n’7_-0L (b) Expansion f(z) in the region 1 < Izl of Since 1/(z+2) is analytic inside Izl = 2. the series resulting from the addition of the two series convergesin the common region Izl> 2 becomes: . the addition of the two series converge in the common region of convergence: f(z) _ z -n-1 + (-z)n 2n+l convergentin 1 < Izl < 2 (c) Expansion f(z) in the region Izl> of The function 1/(z+2) and 1/(z~l) are not analydc inside and on Izl = 2.CHAPTER 5 228 The function f(z) can be factored out in terms of its two components: 1 ~I 1 1 ] f(z) (z= l~(z = -.. thus Laurent’sseries is necessaryfor both: 1 /1"-’-’’~(z .. the function is analytic thus: (z.while 1/(z-l) is not analytic inside Izl = 2. then a Taylor’sseries is needed. the sum of the two expansions becomes: n _.1) = 1 (z + 2) .

1 1-iv-a).e. then z = zo is called a RemovableSingularity. then z = zo is called a Pole of Order m. (ii) Thefunction: f(z} =-~-. then z = z0 is called a Pole of f(z). but its Laurent’sseries representation about zo has no principal part. Example 5. I f t he function f(z) i not defined at z = zo.. of the lowest powerof (z-z o) in the principal part is m.Zo)n If m= 1.10.12 (i) The function: 1 f(z) = z2 _ has two isolated singularities zo = + 2.z01 < a wherethe real constant (a) signifies the in distance fromzo to the nearest isolated singularity.FUNCTIONS OF A COMPLEX VARIABLE 229 convergentin [zI > 2 n=0 5. then z = 0 i s c alled a n Essential S ingularity. zo is known a Simple Pole. If the principal part contains all negative as powersof (Z-Zo). If f(z) has an isolated singularity at 0. Both singularities are simple poles (see Example 5.Classification of Singularities AnIsolated singularity of a function f(z) was previously defined as a point 0 wheref(Zo) is not analytic and wheref(z) is analytic at all the neighborhood points 0. the principal part looks like: m =1 (z . t hen f(z0) can be represented y aLa b urent’s series about zo. i. Thesingularity is a pole of order 3. convergent the ring 0 < Iz . l+z 1 1 . Thepart of Laurent’s series that has negative powersof (z-z0) is called the Principal Part of the series: bn ~ n = l’(z --’~o)n If the principal part has a finite number terms.= 7+ ~has an isolated singularity at z = 0.

-1)=’~4 1 1 . since its Laurcnt’s series representation about z = 0 has the form: oo f(z) ~z~ n (2n+ 1)"--~.) = . Example 5. f(z) has a pole order two at infinity. 5 z 3[ has an essential singularity at z = 0. . The points z0 = oo in the complex plane wouldrepresent points on a circle whose radius is unbounded.-2 + ~-1 where. Thus.2 1 = l_-’_-’~=(4. (-1) n=0 Z2 n with no principal part.. = 0. = 0 is a pole of order two. = 0. (ii) The function: f(z) = z + 2 transformsto ~ (.CHAPTER 5 230 (iii) Thefunction: f(z) : sin(1 / z) = 1__1_ 3 + 1 z_ -.2)n+ ~ E n=0 whichis analytic at .13 (i) The function: 1 f(z) = z2 _ is transformedby z = 1/~ such that: f(z)= f(. . Thusf(z) is analytic at infinity.. (iv) function: The f(z) = sin(z__) z has a removable singularity at z = 0. can classify the behaviorof a function at infinity by first One performing the following mapping: such that the points at infinity mapinto the origin at .

The representation in eq.14 (i) Obtain the value of the followingintegral: C whereC is a closed contour containing z = 0.3/z is already Laurent’s series form.11 Residues and Residue Theorem Definethe Residueof a function ~f(z) at one of its isolated singularities 0 as t he -1 coefficient b1 of the term (z-z0) in the Laurent’sseries representation of f(z) about 0.inaryAxis 231 ~" Real Axis X Fig.19: Residue Theorem for a Multiply Connected Region (iii) The function: f(z) = z =X n=O transformsto: oo f(~-l): 1 n n!~ O= n Z where~ = 0 is an essential singularity. (5. wherethe coefficient is definedby a closed contour integral: C and C is closed contour containing only the singularity zo. 5. Thusez has an essential singularity at infinity. whereb1 = 3. Since the function f(z) -. Example 5.37) can be used to obtain the integral of functions on a closed contour.FUNCTIONS OF A COMPLEX VARIABLE . then: . 5.

using Cauchy’sintegral theorem. Then. Since the Laurent’s series of the function about z0 = 2 was obtained in Example 5.11-iv. then each closed contour integral can be evaluatedby the residue at the pole zj located within Cj: ~ f(z)dz = 2nirj Cj then the integral over a closed path conlaining n poles is given by: n ~ f(z)dz = 2~i ~ c .contourCj. rj of Proof: Encloseeach singularity zj with a closed.1 Residue Theorem If f(z) is analytic within and on a closed contour C except for a finite number isolated singularities entirely inside C.. then the integral can be solved: = 2rfi ~.11. where bI = 1/4.38) C where = Residue f(z) at the jth singularity. one obtains: n ~f(z)dz= ~ ~ f(z)dz C j=Icj Since each contour Cj encloses only one pole zj.CHAPTER 5 232 (ii) Obtain the value of the following integral: dz ~z 2 -4 C whereC is a closed contour containing zo = 2 only.19. + rn) (5. 5.= -~i C 5. then: ~f(z)dz=2~i (rl + r2 +.. such that f(z) is analytic inside C and outside the regions enclosed by all the other paths as shown the shadedarea in by Fig.

t he function g c an be expanded n a (z) i Taylor’sseries at z0 as follows: g(z)= g( n)(zo)(Z-z°)n n! n=0 Then. hence the integrals give: ~ f(z)dz = 27zi(-~ 1 C (iv) The contour contains only the z = 4 simple pole. Thefunction f(z) has simple poles at z = 2 and 4.the Laurent’s series for f(z) becomes: . then o can find afunction g(z) such that: ne g(z) = (z . various methods be of can developedso that one need not obtain a Laurent’s series expansionabout each pole in order to extract the value of coefficient b 1.15 OF A COMPLEX VARIABLE 233 Obtainthe value of the followingintegral: dz ~(z .2) (zC where is a circle of radius = 3 centeredat z0. (i) Sincethere are no singularities inside this closed contour. wherez0 is: (i) -2. hence its value is: ~ f(z)dz = 2rti(~) = C To facilitate the computation the residue of a function. thus: ~ f(z)dz = 2~i(--~) = C (iii) The contour contains both poles. If f(z) has a pole of order mat o.zo)m whereg(z0) ~ 0 and is analytic at 0. T hus. (iii) 3 and C 6.4 is 1/2.FUNCTIONS Example 5. (ii) 0. Theresidue of f(z) at z = 2 is andat z -. then: ~ C f(z)dz = (ii) The contour contains the simple pole at z = 2.

bl = g(zo) = P(z°) q’(z o) (ii) If q(zo) = 0 and q° (Zo)= 0 and o) ¢ 0. then f(z) has apole oforder .o)m n=O Fromthis expansion. then f(z) has a simplepole at o.40) n Zo) (zn! p(Zo) p’(zo) Zo) + (zq"(Zo)/ 2 + q’(Zo)(Z.2 f(z) = (5. resultingin’.zo) ] 2 Thus.z°) + "’" q’(Zo)+ q"(Zo)(z .Sin thefunc ce tions p(z)and q are analy at z o.CHAPTER 5 234 f(z)= g(z) = E g(n)(z°)(z-z°)n-m (Z .1)! If f(z) is a quotient of twofunctions p(z) and q(z): f(z) = p(z) (5. where: 2 g(z) = (z . depending the form the Taylor series for p(z) and q(z) on wherep(z0) ¢ (i) If q(zo) = 0 and q’ (zo) * 0. then (z) tic one can find their Taylor series representations about z0 as follows: p(z)= P( n)(z°)(z-z°)n n=O n! q(z) = ~ q(n)(zo) n=0 Variouscases can be treated.zo) / 6 Dividingthe two infinite series to include terms up to (z-z 0) and differentiating the resulting series results in: . and: g(z) = (z. the residue for a simple pole can be obtained by direct division of the twoseries.39) q(z) wherethe functions p(z) and q(z) are analytic 0 and p(z0) ¢ 0.Zo) f(z) P(Z°) + P’(Z°)(z.then one c find the an residue off(z) at o i f q (zo) = 0. the coefficient b1 can be evaluated in terms of the (m-l)" derivative of g: bt = g(m-1)(z°) (m .

Differentiating the series (m-l) times and setting z = 0 one obtains the value of bl: b1 = g(m-l)(z°) (m . +2 ..g(z) is definedas: g(z) = z3f(z) z and the residue is as follows: r(0) g’(0~) = 1 e0= 1 2! 2 2 (iii) f(z) z+l sin z Zn = This function has an infinite number simple poles..~ = = -= t At zo = 2. q~m and q (z 0) ¢ ¢’~ then f(z) 0. in order to evaluate b1.1)! Example 5.40): nr~. +1. there is a simple pole.42) (i) f(z)= (z + 1)(zAt zo = .1. there is a simple pole.2)f(Z~z= (2+ 1--~ = ~ Z e Z (ii) f(z) zo = 0 is a pole of order 3. 0) l)(z 0. wherethe residue is as follows: 2 Z = . n = 0.(Zo)] (iii) If q(z0) = q’(z0) ...16 Obtainthe residues of each of the followingfunctions at all its isolated singularities: (5.FUNCTIONS OF A COMPLEX VARIABLE 235 (5. Therefore... 0...__~) = 2p’(Zo) p(zo)q"(Zo) ~ 1! q"(Zo)3 [q. g(z) = (z .. wherethe residue is as follows: (2) 2 4 r(2) = g(2) = (z . using the formula (5. of order msuch that: P(z°) + P’(z°)(z o)+ . Let . .. of p(z) = z+ 1 and q(z) = sin Thus..41) bt = g’ (Zo.Zo)rn f(z) q(m)(zo) / m[+q(m+l)(zo)(Z Zo) / (m - has a pole then. one must divide the two infinite series and retain terms up to ml (Z-Zo) in the resulting series.(-1) 2 r(-1) g(-1) (z +1)f(Z)lz(-1 2-’~~ .

(5. by i.45) j=l C where are the residues all the isolatedsingularities f(z) insidethe unit circle rj’s at of Example 5.43) can be transformed the following to integral: I = ~ f(z) C where is a rational functionof z. Using parametrictransformation: the i0 z=e which transforms integral to oneona unit circle centered the origin. onegets: ~] CosO= l[z+ 2L zJ andthe differentialcan be writtenin termsof z: -1 ] sinO= ~i[z- ~z = -i dO Z (5.e.12 Integrals of Periodic Functions Theresiduetheorem be usedto evaluateintegrals of the following can type: = J F(sin 0. Theintegral at the unit circle canbe evaluated the residuetheorem. the integral becomes: the in ~ . cos 0) (5.= sin’zlnn cos (nr0 236 5.44) Theintegral in eq.CHAPTER 5 r(nr0=z+~ = nr¢+l (-1)n (nrc + -.44).: N I = ~ f(z)dz = 2hi E (5. (5. cos 0) is a rational functionof sin 0 andcos 0. which finite onthe pathC.17 Evaluate following the integral: 2r~ 2dO 2+cos0 0 Using transformation eq. andC is the unit f(z) is circle centered the origin.43) 0 where F(sin 0. Let f(z) haveNpolesinside the unit circle. andusingthe the at definitionof sin 0 andcos 0. andis bounded the path on of integration.

~/-~. n. Thus. Let R the be a semi-circle in the upperhalf plane with its radius R sufficiently large to enclose all the poles of f(z) in the upperhalf plane (see Fig. for ~zl >>1 there exists an Mand p > of such that: If(z)l< -p Mlzl then: p >1 Izl >>1 n P.FUNCTIONS OF A COMPLEX VARIABLE 4 4 i(z.V.13 Improper Real Integrals The residue theoremcan b’e used mevaluate improperreal integrals of the type I f(x)dx (5. either or both limits do not exist. but the limit of the sumexists if A = B -) oo. defined as: P. The improperintegral can be defined as: f(x)dx -o~ = Lim f(x)dx+ ff(x )dx -A a wherethe limits A--) o~ and B--) oo of the two integrals are to be taken independently. using the ResidueTheorem. Therefore. f(x)dx = Lira f(x)dx If f(z) has a finite number poles. f(x)dx = 2~ (5. Since Izll < 1 and Iz21 > 1. and if.ff~.Zl)(Zdz 237 ~ C i(z2 +4z+l) dz=! wherez1 = -2 + .V. 5.47) where rj are the residues of f(z) at all the poles of f(z) in the upperhalf-plane. only the simple pole at zi will be consideredfor computing residue of poles inside the unit circle Izl = 1: the 4 2 r(zl) = g(-2 + ~/~)= (z. then the value of such an integral is called Cauchy’sPrincipal Value. and z2 = -2 .46) wheref(x) has no singularities on the real axis.zl)f(zl~ z = zl = ~ = i-~ Therefore: =2rd( 27 os0 I 2d0 0 2 ") 5.20).the integral over the closed path is: .the function f(z) has simple poles at 1 and z2.

< Thus. Onthis to R path. the integral over C vanishes: R RL~mI~ f(z) dzl --> CR Example 5. 5.20: Closed Path for Improper Integrals R ~f(z)dz= C f f(x)dx+ -R ~ f(z)dz=2r~i~ j CR n = 1 The integral on the semi-circular path C can be shown vanish as R --> ~0.CHAPTER 5 Imaginary Axis 238 Y -R R ~" Real Axis X Fig.since p > 1. let: i0 = Re z then the integral over the large circle can be evaluatedas: ~~f(z)~ 12!ff~ei°)i d01 r~Rlf~ei° ~p~= Rei° < Imax.18 Evaluate the following integral: I x4+x2+l 0 dx If the functionf(z) is definedas: ~2 f(z) = Z4 + z2 + then: .

2~/~ 5. one needsto treat only the third integral.z 2 Thus. Let f(z) be an analytic function in the upperhalf plane except for isolated singularities.x~ + x2 + 1 dx=0 1 2 f x4 "-~ x2 1 _ .i-~/’~ = ~ 2 Z4 = -1-i-~ 2 wherethe first twolie in the upperhalf plane. Performingthe integration on f(z) iaz on t he closed contours shown n Fig. i then: . (5. Theresidue of f(z) at the poles 1 and z2 becomes: l+i-~) r(zl = --2 = 1+ia/’~ z~z~Lim .14 Improper Real Integrals Involving Circular Functions The residue theoremcan also be used to evaluate integrals having the following form: ~f(x) cos(ax) dx for a ~f(x) sin(ax) for a >0 ~ f(x)e iax dx for a >0 (5.48) are the real and imaginary parts of the integral eq. (5.20. such that: [f(z)[-pMlzl < where p >0 for Izl >> 1 Sincethe first twointegrals of eq.48) wheref(x) has no singularities on the real axis and a is positive. the integral can be evaluated: r(z2 = -1 2 = Lira (z 2 x . (5. The function f(z) has four simple poles: R Z1 - l+i’~ 2 Z2 = -1+ i-x/~ 2 Z3 1 . using the results of eq.F1 + ia/’~ 2 4"~+ + x+ 1dx=’~2~lk 1-i~/-~]_ ~ 4i’~ ].47).FUNCTIONS 1 OF A COMPLEX VARIABLE 239 If(z)l ~ ~ when Izl >> ~ hence p = 2 and the integral over C vanishes.48). 5 .1)f(z) =4i-~(z 1-i4 .2)f(z) =4i-~-~z--.

21: Approximation for Jordan’s Lemma R ~f(z)eiaZdz = f f(x)eiaXdx+ f f(z)eiaZdz C R -R C One must nowshowthat the integral vanishes as R --> ~._~_(a_e 0 0 0 wherethe following inequality was used (see Fig.CHAPTER 5 240 Fig.~ CR Let z = R ei° on C then the integral becomes: R.21): 2O sin 0 _> -for 0 < 0 < ~z/2 Thus: . the absolute value of the integral on C becomes: R f C R f(z)eiaZdz =R f(Rei0)ei[aRc°s0+0le-aRsin0d0 < e-aRsin0d0 Thelast integral can be evaluated as follows: ~ ~/2 rtt2 -aR) aR ~e-aRsin0d0=2 J" e-aRsin0d0<2 ~ e-2aR0/~d0= ~. 5. This proof is knownas Jordan’s Lemma: Lira ~ f(z)eiaZdz --* R-->. 5. " j f(Re 0 i0) eia Rei°ei0 iR dO= iRf f(Re eiaR[c°s0+i 0]ei0d0 i0) sin 0 Thus.

since a > 0 and p > 0. or equivalently.2~l m k j=l J rj kj=l J P. Thus. wherethe residue.~.~.whe R The function f(z) has four simple poles: l+i -l+i -1-i 1-i z 1=~ z2=~ z3= ~ z4=’~" wherethe first twolie in the upperhalf plane. z1 is calculated from p/q’ for simple poles: and similarly for the secondpole z2: .V..-rdm[r l + r~] .49): 1 cos_.V. note that Zl4 = z24 = -1.x dx.. 1. ~ f f(x)e iax dx = 2r:i 2 P. ff(x)cos(ax)dx Re2~i 2 rj =.49) Lj= .J where rj’s represent the residues of the Npoles of {f(z) iax} i n the upper h plane~ the alf Example 5. f(x) sin(ax) dx lm2hi2 rj = 2~ Re L j=l rj (5. then If(z)l _<"P on C for R >> re p = 4 and a = 1. (5.V. Thus: 00 N P.FUNCTIONS OF A COMPLEX VARIABLE 241 whichvanishes as R --) . It should be noted that the integral becomes unbounded a < 0.19 Evaluatethe following integral: f cosX 0 Since f(z) = 4 + !) "1. the integral can be obtained by eq. if a > 0 and the circular path is taken in the if lower half plane.

b] exists iff the twopartial integrals exist independently.Theefore: r ."lt~ i s singular at x = 0.20 (i) Evaluatethe following integral: 2 x-1/3dx ~ -1 Notethe function f(x) -. then the value of the integral thus obtained is called the CauchyPrincipal Valueof the integral. denoted as: b P. a < c < b is defined as follows: b ff(x)dx=Lima e-~o [ci f(x)dx a f(x)dx+i Lcj’+ I Theintegral on [a.e. ~ f(x)dx -a Example 5.i c_(i+~)/~f~ r(z2)= _ ~ 4 =4-~ Thus. that is if the followingintegral: Lim f(x)dxe~°L c+e f(x)clx exists. The followingreal integral:.[cos m+ sin m] 5. either or If both limits as e "-> 0 and 8 --> 0 do not exist but the limit of the sumof the two integrals exists if e = 8.V.15 Improper Real Integrals of Functions Having Singularities on the Real Axis Functions that have singularities on the real axis can be integrated by deformingthe contour of integration. b f(x)dx where f(x) has a singularity on the real axis at x = c.CHAPTER 5 242 I. the integral I can be solved: nm m I = -~.

x -3dx =Lira -1 ~°L ~1 x-3dx + O+e x-3dx = ~ 8 Improper integrals of function on the real axis ~ f(x)dx wheref(x) has simple poles on the real axis can be evaluated by the use of the residue theoremin the CauchyPrincipal Valuesense.22... sufficiently large to include all the poles of f(z) on the real axis and in the upper-half plane..oL ~ l+±umF4-11 im[l. The contour on the real axis is indented such that the contour includes a semicircle of small radius = e aroundeach simple pole xj as shown Fig.. in Thus.] 2 ~-~oL8 4J ~ 2 Neitherintegral exists for E and5 to vanishindependently. onetakesthe P. Let xl. Let R be t he semi-circular path w a radius ith R.of the If inte~a]: P. z2 .+ C f C1 x1 + 8 2 +J" f(z)dz= -1~ x2~ xn + e C R f(z)dz=2~iZr i ~ m= j 1 . 5. .. z mbe the poles of f(z) in the upper-half plane. one can obtain the principal value of the integral as follows: + + +f j fXl_~Rl~ +..V. xn be the simplepoles of f(z) on the real axis.V. and let 1.FUNCTIONS OF A COMPLEX VARIABLE 2 243 J -1/3 ~X (ii) Evaluate the following integral: 2 x-3dx ~ -1 The function f(x) = x is singular at x = -3 -11x-~ _a_l x-3dx a~0|L0a+~ :± ~--. x2 ...

22: Closed Path for Improper Integrals and Complex Poles with Real where contoursCj are half-circle paths in the clockwisedirection and rj’s are the the residuesof f(z) at the poles of f(z) in the upperhalf plane at zj. 2 .. n.6 Thus. 5. it wasshown earlier that: Since furiction f(~) hassimplepoleson the r~al axis.. 5... the principal value of the integral is given by: . the integral over a small semi-circular path about xj becomes the limit as in the radius e -> 0: Lim S f(z)dz = Llmlrj f dz S ] ¯ * ~ + g(z) dz = -Tzlrj e--+0 e-~0/ ~ z-x 3 Cj L Cj Cj where the results of Example were used. If the functionf(z) decaysfor [z[ "-) co as follows: -p If(z)l < Mlzl where p > 1 for Izl >> 1 then. Thelimit as R --) co e --) 0 must be taken to evaluate the integrals in CauchyPrincipal Value form on R and onCjforj=l.CHAPTER 5 Imaginary Axis Y 244 -R Xl x2 xn R #" Real Axis X Fig. then in the neighborhood the each real simple pole Xj. and rj* are the residuesof f(z) Thus. it has one term with a negative poweras follows: f(z)= rj +g(z) where g(z) = the part of f(z) that is analytic at xj.

13 to 5. wherea = b e~c.(xl) = z~z~--a2)’lz = x1 =0 Thus: P. f sin x 2 + X(X 2)a ~z ea 1 dx = lm[2ni{2a~ea + ~zi{~2}] = ~-2 [1 .W. z~ = -ia To evaluate the inte~al.21 Evaluatethe followingintegral: ~ +a2) --~ x(x 2 [Y~x(x 2 + a2) dx~ fora> 0 iz e The function z(z2 + a2) has three simple poles: x1 = 0. 5.FUNCTIONS oo P. one needs to evaluate the residues of ~e approp~atepoles: _ q (Zl) =(z.V. z~ = ia.e-a } ] 5. b > 0. OF A COMPLEX VARIABLE m n 245 (5.1 Generalized Jordan’s Lemma Considerthe following contour integral (see Fig. 5.15 integrals on semi-circular contours in the upper half-plane with unbounded radii were shown vanish if the integral behavedin a prescribed manner to on the contour.~)e z I = i a 2a2 z(z2 + a2) ize z r.16. theoremsdealing with contours that are not exclusively in the upperhalf-plane are explored.23): f eaZf(z)dz CR i0.16 Theorems on Limiting Contours In section 5. In this section. and whoseangle 0 falls in the range: . c real and C is an arc of circle describedby z = Re whoseradius R is R.50) --~ j=l j=l Example 5.

as [z[ >>1.51) ~° ei0)i Re dO i0 21 c ea Re f(R 2 = R~ i ~~ ebRe ~ ei0f(Rei0)d0~ N R ~1 f ebRe°s(c+0) b ~ (1 . Thenone can show that: Lira I eaZf(z)dz "~ 0 C R The absolute value of the integral on CI~ becomes: 2 (5.e-b~)~ . wherep > 0.23: Path for Generalized Jordan’s Lemma 37~ 2 Let If(z)l-<M[zl -p. 5.CHAPTER 5 Imaginary Axis 246 r Real Axis x Fig.

51) takes the form: Lim f eibzf(z)dz --> R-->oo C R whereC is an arc in the first and/or the secondquadrants.FUNCTIONS OF A COMPLEX VARIABLE 247 as has been shown Section 5. If the function f(z) behavesas: M LimIf(z)[ _< e--~O for p< 1 or if: Lira ~f(a + ~eiO)---~ e--~O . R (iv) Ifc = r~. (5.51) takes the form: Lira f e-bZf(z) dz --> R-->~ C R whereC is an arc in the fourth and/or the first quadrants. form given in (5. R The form given in (iii) is known Jordan’s Lemma. see Fig. the integral over any segmentof the half circle in C vanishes as R --> oo.24: (i) Ifc = ~t/2.24). Thus. 5. Fourspecial cases of eq.~/2. eq. R (iii) Ifc = 0. R (ii) Ifc = . (5.51) can be discussed. (5.51) is as The Generalized Jordan’s Lemma. (5.2 Small Circle Theorem Considerthe following contour: ~ f(z)dz C e whereCeis a circular arc of radius = e. (5.16.51) takes the form: Lim f ebZf(z)dz --> C R whereC is an arc in the secondand/or the third quadrants. eq.51) takes the form: Lim f e-ibzf(z) dz ---> R--->oo CR whereC is an arc in the third and/or the fourth quadrants. due to their R importanceto integral transforms. 5.14. centeredat z = a (Fig. eq. eq. 5.

24: Closed Path for Small Circles then: Lim ~ f(z)dz --> ~-->0 J C e Let z = a + e ei°. centeredat z = a.16. then: f(z)dz [ = c f(a + ~ e~°)i~e~O _ I~p_ 1 I-p = M~ dO Thus: if p< 1 5. then: Lira f f(z)dz = c~ir(a) E---~0 C e where e is a circular arc of length ~e. (Fig. r(a) is C residue of f(z) at z = a.3 Small Circle Integral If f(z) has a simplepole at z = a.24). 5. and the integration is performed the counterclockwise in sense.CHAPTER 5 Imaginary Axis CE 248 Real Axis Fig. . 5. radius = e.

5. in the upper of half-plane. Example 5. Choosethe contour shownin Fig. one must resort to summing infinite and an number residues at the poles in the entire half-plane.25 described by the points ~R..13 to 5.6 Lim f g(z)dz e-+0 o C e =Lim f g(a+eei~)ieeiOdO e--+0 c _<Lim(Mae)-~O e--~0 then the integral over the small circle becomes: 5. then to use the Residue Theorem a circular contour.17 Evaluation of Real Improper Integrals Contours by Non-Circular The residue theoremwas used in Section 5.FUNCTIONS OF A COMPLEX VARIABLE 249 Since f(z) has a simple pole at z = a. Also: 5.. Thus: f f(z)dz=r(a)f C e C e d. 2 . 1. However. If a periodic function has an infinite number poles in the complex of plane. R. In this section. then it can be expressedas a Laurent’sseries about z = a: f(z) = r(a___~_) + z-a whereg(z) is analytic (hence bounded)at z = a. n = 0.__~_z + f g(z)dz=~ir(a)+ z-a C e C e where the results of Example were used. more prudent choice of a of a non-circular contour mayyield the desired evaluation of the improperintegral by enclosing few poles.22 Evaluate the following integral: ax oo~ e I= / x --dx l+e 0<a<l The function: az e f(z) z = l+e has an infinite number simple poles at z = (2n + 1) ~ti. more convenientand efficient non-circular contours are used to evaluate improperintegrals.15 to evaluate improperintegrals by closing the straight integration path with semi-circular paths. ..

The choice of the contour C was made 2 becauseof the periodicity of ez z+ = 2~i. 5.25: Closed Path for Periodic Integrals R+2~i. the integral over C also vanishes.CHAPTER 5 250 Imaginary Axis Y C2 2r~i .e ~ 1-’~ezdZ= ~ a+eX+2ni e 1+ x -R C2 -R Theresidue of f(z) at r~i becomes: = _ ea~ r(r~i) = e.~ eZlz = ni since 0< a <1 -R .~ Real Axis R Fig. -R+2~i. e Thus. 3 Theintegral on C can be evaluated by letting z = x +2r~i: 2 eaz R ea(X+2~i R ax e ) 2~ia f ~ dx = -e 2nia I dx = . which encloses only one pole. the contour of integration results in: R ~ f(z)dx+ ~f(z)dz+ f f(z)dz+ ~f(z)dz=2~ir(~) C1 C2 C 3 The integral on C is given by z = R + iy 1 R(a-1) ~1 eaz I!r~ = ea(R+iY)¯ idy < 2xe 1+ eR+~y l-~ez dz and consequently: Lira [ f(z)dz --> C1 Similarly.

The path C where 0 = 2~r/3. was chosen because along 1. cannot be evaluated by extending the straight path [-oo.1 sin(an) The evaluation of improperintegrals of the form: j " f(x) 0 wheref(x) is not an evenfunction.26.~]. 5. 5. Thus. that path.i~f~ 2 .FUNCTIONS OF A COMPLEX VARIABLE 251 Imaginary Axis Y Real Axis Fig.26: Closed Path for Periodic Integrals Thus. as R --> I . Z3 : (10 e2~ti/3) 3 = ~)3 and is real. then it is expedientto choosethe contour as shownin Fig.e2nia I = 2~i (-enia ) I = 2~i (enia) = e2nia . but with a multiplicative constant. The function f(z) = 1/(z3+l) has three simple poles: Z1 1 + i~f~ = ~. Example 5. 2 Z = -1.23 Evaluatethe followingintegral: oo I= x 3 +1 0 j’dx Since the integral path cannot be extendedto (_oo). so that the function in the denominator not does change. one mustchooseanother contour that wouldduplicate the original integral. 2 and z3 - 1.

18 Integrals of Even Functions Involving log x Improperintegrals involving log x can be evaluated by indenting the contour along the real axis. wherep > 1.--) If(z)l < MIzl-P. The followingintegral can be evaluated: S f(x) log 0 where f(x) is an evenfunction and has no singularities on the real axis and.~f~ 0 $. by use of results of Section r(zl)=3z-~2 5. as R --) I. a branchcut is made.then. the integral across the path becomes: 1 R _J f(z)dz _J (pe2~i/3)3 +1 dp: C1 R Thus. z=pe ---<0<w p>0.~ C R The path C is described by z = p e2ni/3. The integral over the closed path be~om~: Sf(x)dx 0 R f(z)dz+ S f(z)dz=2nir(zl) C 1 S C where residue r(zl) is: the ~ =3z-~3z=z = Zl. the contour on the real axis must be indented aroundx = 0 as shown Fig. Define the branch cut: ~ 3~ i°. 5.e2ni/3 1 = .. as Izl . Let in .in/3 (l+i~/’~)=-3e 1 -~--z=z I 3 Since the limit of If(z)l goes to 1JR as R -~ ~ on CR. 2 2 wherethe choice was madeto include the 0 = 0 in the range.27.16.CHAPTER 5 252 whereonly the zI pole falls within the closed path.stinting fi:om the branchpoint at z = 0 along the negative y-axis. Becauseof the branch point. Since the function log z is not single-valued.2r~i eni/3 3 xi/3 2~i e I= 3 e 2~i/3-1 3sin(~/3) 3. with p = 3: Lim f f(z) dz --> R--->.

1 whererj’s are the residues of [f(z) log z] at the poles of f(z) in the upper-halfplane. Thus. since the liinit of f(z) is finite as z goes to zero. z m.27: Closed Path for Logarithmic Integrals the poles of f(z) in the upper-half plane be 1.. the integral over the closed path becomes: in ~ f(z)logzdz= {L~I-C~o + ~ }f(z)logzdz = 2~iCR +j2 rj(zj). 5. so that: . then: Liin f f(z) log z dz ~--~0 0 C o The integral on C can be evaluated.FUNCTIONS OF A COMPLEX VARIABLE ImaginaryAxis Y 253 Real Axis Branch Cut Fig. z2 .. wher~z = R R which vanishes whenR --> ~. radius = R and C be semi-circular contour radius = e in the counter clockwise O sense. integral on C in the clockwisedirection can be evaluated wherez = eei°: O Thus. . L CR be asemi-circular et contour..

For a real answer.CHAPTER 5 since p >1 254 Lim | f(z) log z dz -~ R-~.53) If the function f(x) is real then the integral of f(x) log x mustresult in a real value.0 one obtains uponsubstituting x for ~ ~o m ~ f(x) logxdx=---i~ f f(x)dx + r~i 2 j=l 0 0 (5.e. Thus. i.53). integral on the right side is also real. becomes: R m 2~ f(p)logpdp + ix~ f(p)dp = 2~i j=l Takingthe limits e --) 0 and R --) . hencethis term constitutes a purely imaginary number. the imaginary numberresulting from the integral term must cancel out the imaginarypart of the residue contribution. one can then simplify finding the final answerby choosingthe real part of the residue contributions on the right side of equation(5.: f f(x)logxdx:Re /fi ~ rj :-r~Im rj L j:l ] Lj=l j 0 Example 5. after substituting if-0) = f(0).24 Evaluate the following integral: ~logx dx x2 +4 0 .** CR The integral on L can be evaluated as follows: 1 z=pein=-p dz:-dp log z = log p +i~ ~ f(z)logzdz =-j" f(-p)[log0 + ix]d0 L1 R The integral on L can be evaluated in a similar manner: 2 z =O dz = dp R ~ f(z)logzdz= L2 R ~ f(0>logDd0 e log z = log O The total integral.

__. i~ ~ .f(z)logzdz=2rtiZrj(zj) j--~l R m j=l Cj C o e C R wherethe function has mpoles at zj in the upper half plane as well as n simple poles at xj on the real axis. and Cj are the semicircular paths aroundxj in the clockwisedirection.n il°g2 _ log(2i) ~ii (log2 + ~) ~=-ifr(2i) = log .4-----~ = 2z z = 2i also f(x) is real and: 1 with p = 2.log2 ~ It is thus shown that the imaginary parts of the answercancel out since fix) is a real function.54) 0 . Eachsemi-circularpath contributes . If(R)] < -p R Thus: .FUNCTIONS OF A COMPLEX VARIABLE 255 The function f(z) = 1/(z 2 + 4) has two simple poles at: z1 in/2._~_x+ in 2 -ff 1 ~---J X + 4 taX 2 X2 + 4 0 0 since: for R >> 1 .= 2 e = 2i z2 = -2i Theresidue at z1 is: .ox I n =~ f 0 then: d~x x2+4 f 0 logx . to give: f 0 x2 + 4 ux -t--~--] = ~. ~ .i__~. then one indents the contour over the real axis by a small semi-circle of radius e.log 2 If the function f(x) has n simple poles on the real axis. Or. =.in rj* (xj) so that the integral becomes: ~f(x)logxdx=-2 0 f(x)dx+ni j=l q*(xj/ j=l (5. one could use the shortcut.n d. so that the path integral becomes: + f+f {-~ +f+f .

27.~=~- Integrals involving (log x)n can be obtained from integrals involving (log x)k.r~/2 < 0 < 3r~/2. then one can showthat: m {~l-Jo+~+~ }f(z)(lOgz. n-1.25 Evaluate the following int~gral: ~ 0 The function has two simple poles at x = + 2 and no other poles in the complexplane. If(z)l-<Using the same contour shownin Fig. f(x) is an even function and has no singularities on the real axis and: M for Izl >>1 p > 1. 1.54) can be rewritten: ~ f(x’ l°g x dx = ... 5..ndz:2ni~rj(zj)L j=l 2 C R .(log 2 + in) = 4 4 r*(2e°) = l°g_z I = ¼(log2) z+:Zlz= 2 Since f(x) is real the integral has the followingsolution: ~f(x) logx 0 =-5Im rj*(xj) =-~Im -i-~ ~ ~--~.r~ Im[j--~l rj(zJ’ + ~ j --~lr~ (xJ)]0 Example 5.CHAPTER 5 256 Once again if f(x) is real then the integral of f(x) log x must be real and equation(5. Since the branchcut is defined for . k = 0.. xI =-2=2e i0 x2=2e logx dx x2 -4 The residues at xI and x2 are: in)(2e r* = log zl z-21z=-24 1 . then these are described by: in. ~ log2 = . 2 .-. The following integral can be evaluated: ~f(x) (log n dx 0 wheren = positive integer.

wherez = e ei°: O ~ f(z)(logz) n dz C O f 0 f(e i°) (log ~ i0nie ei°dO + n ! <lf(Eei0)Co8 k=0 ~zn_k+ln (nk!l l°gel k Since the limit as z -> 0 of f(z) is finite and the limit as e -> 0 of e (loge)k -> 0. the total contour integral results in the followingrelationship: .k)!k! (l°gx)k R f f(z)(logz) 0 n L 1 e e R f f(z)(l°g z)n dz = f f(x) x)ndx L2 e Thus. Let z = R ei° on CR: R i~ f f(z)(logz) n dz = f(ReiO)(logR +iO)n ire C R (l °g R) (n_k+l)!k! 7zn_k+ln < ME n ! -RP-~ k=O Since: p-1 R-->~’ R Lim II°gRIk +0 for p> 1 then the integral on C vanishes: R R--->~ Lim f f(z)(logz) n dz--> 0 C R Followingthe same integration evaluation on L and L one obtains: 1 2 R n dz=f f(-x)(logx + ire) n dx=f f(x)k~__(n(i~)n-k n!. i.FUNCTIONS OF A COMPLEX VARIABLE 257 where rj’s are the residues of {f(z) (log n} atthepole of f (z)in the upper alf plane. the s h The integral on C can be evaluated.e. then the integral on the small circle vanishes.: Lim f f(z)(logz) n dz ---> 0 e-->0 C O The integral on C can also be shownto vanish when R -> ~.

k). and (5.26 Evaluate the followingintegral: ~ x~+4 0 f dx fix) has two simple poles at +2i and -2i.21 and eq. 1. n-k ~ (5.: ~ (l°gx)2 0 = ~[(Iog2)2 + ~ x~ + 4 dx =-nlm[r(2i)]+ ~2 f 1 ~ 0 ~ ~ Oog 2): + .e..Oog~ .55): (i~) 2 f(x)dx + 2ig f(x) logx 0 ~e residue can be derived as: x~ + 4 dx = i~ r(2i) 2z 2i 4i Usingthe results of Example 5. (5...1.54) can be obtained as a linear combination integrals involving of (log x)k.24). there%re only the real p~ of right side needs to be computed.(i~ ~ }f~l 4+~{ lo~ ~1 +~ ai~ 4 { =~[(log2) ~ + ~ Or. with k = 0. i. 2 . the integral of f(x) mustbe real. n .’K.~(@)4 ~o~ ~ .~ 0 .I ~ k=0 ~f f(x)(logx)k tn . Example 5. since fix) is real. Using the resul~ of Example (5..55): ~x~+4 0 so that: 4 0 [ x~+4 dx ~ 0o?x)2 0 = i~ .CHAPTER ~ 5 258 m f f(x)(1ogx)n dx = ~ti ~ j=l 0 1 ~.55) Thusthe integral in (5..

which is a multi-valued function. and a is a non-integerreal constant. a line contour on C2 and a circle of radius = e. the path integration stays in the principal Riemann sheet. 2 . such that in the principal branchis definedin the range 0 < 0 < 2~. Let the poles of f(z) be z]..28: Closed Path for Integrals with x a 5. 5. Considerthe following integral: OO a f(x)x dx ~ 0 a > -1 (5. .FUNCTIONS OF A COMPLEX VARIABLE Imaginary Axis 259 Y ¯ Branch Cut F RealAxis x a Fig. as is shown Fig..19 Integrals of Functions Involving x Integrals involving xa.28. To evaluate the integral in (5. as shown Fig.28. Thus: . zmin the complexplane and: M If(R)l_< with p> a+l. 5.56) wheref(x) has no singularities on the positive real axis. for R >> 1 The contour on C] is closed by adding a circle of radius = R. 5. the integrand is made single-valued extendinga branch cut along the positive real axis. can be evaluated by using the residue theorem.56). Thecontour is closed as shown such in in a waythat it does not cross the branchcut and hence.

57) j=l j=l . wherez = z = R ei°: R f(z)z adz = f(Rei°)Rae ai0 iRe i0 dO RP_a_l Thus: R--->~.CHAPTER 5 m 260 where rj’s are the residues of {f(z) a} at t he poles of f (z) i n the entire complexlane. since the limit of f(z) as z goes tO zero is finite. p The integral on C can be evaluated.e 2xai X rj : f(x)xa e dx f f(x) 0 sin(an) 7z e-a~ti m ~ rj (5. then: Lira ~ f(z) adz --> 0 ~--~0 C O The contour on C can be evaluated. wherez = ~ el°: O if f(z)zadz= ! f(Eei0)Eaeia0il~ei0d0<2~zlf(Eei0)lCoEa+l [Co Thus. Lim f f(z)zadz-~0 C R since p > a+l Since the function za : 0a on L and za = (0 e2ir~)a = ~a e2i~ on L then the line integrals 1 2. summing two integrals results in: the oo m 2~z~i Xa dx = 1 . on L and L become: 1 2 R f f(z)zadz=ff(x)xadx L1 ~ R S f(z)zadz=ff(pe2~)pae2rt~adp=-e2~a L2 R Thus. and a > -1.

whichhas two simple poles: zI = i = ein/2 z2 3ird2 e = -i = where the argumentwas chosen appropriate to the branch cut.FUNCTIONS OF A COMPLEX VARIABLE Ima ~maryAxis 261 Y CR Co o ci R J " ~ ~~~~--r ci c~ / ~ Real R Axis X Fig.29: Closed Path for Integrals with xa and Real Poles Example 5.~ and e --> 0 respectively. The residues become: z 1/2 1__ ei~/4 q(i) =-~zi = 2i Since a > -1 and: 1 If(z)l p R z 1/2 = _ 1__ e3ir~/4 r2(i) =-~-z 2i as [z] >> 1 where p = 2 > 1/2 +1 then the integrals on C and C vanish as R --> . 5. Thus: R O ~ x1/2 =dx rt~L2i" 2~:i. r~l x-~+l 1-e 0 ~ (ei.~/4 -e3in/4)]--~cos(~14) - .27 Evaluatethe following integral: xl/2 ~ 1 dx x--~S+ 0 Let f(z) = 1/(z 2 + 1).

. the sum of the integrals on Cj and C~ becomes: 2naj) }f(z)zadz=-i~r. let z-xj = e ei°: i adz f f(z)z 01.29¯ on One can treat one indented contour integration on Cj and C .2~i ~i 2~tai 1 . as shown Fig.xj e2hi = 13 ei0 then: Let Lim f f(z)z adz = -i~(xj) a e2nairj e--->0 Thus.. Since xj is a simple pole of i f(x).location is given by xj e its Onthe contours C . Because pole falls on a branchcut. Thus. 2 .(xj)(l+e {~+f c3 cj wherethe rj s are the residues of {f(z) a} at t he poles xj o n Lr T hus: 1 . then its Laurent’sseries aboutxj is: f(z)= k rj + ~ ak(Z-XJ) Z-Xj k=0 whererj is the residue of f(z) at the simplepole xj. n.e ~ e2nai rj ~ (l+e2Zai) j=l m ff(x)xadx= 0 * rj j=l n -~ e-ani sin(a~) ~ rj +~cotan(Tza)~ j=l j=l (5. For the pole belowthe branch cut. for the pole abovethe branchcut. j = 1.. the then its location must be appropriate to the argumentdefined by the branch cut. ~’ ] "J’^+ ak(ee iO) (xj +e ei°)aieei° dO 10 =!l e e J k __~0 Lim f f(z)z adz = -i~z(xj) a rj ~-->0 ci cj Thecontour on Cj can be treated in the samemanner¯ z . its location is xj.58) . TM.CHAPTER 5 2 62 If f(x) has simple poles at xj on the positive real axis then one can indent the contour on the positive real axis at each simple pole xj.r. 5.

a real function without poles on the positive real axis and with n poles in the complexplane behaving as: 1 as Izl >>1 where p > 1 If(z) . 5. one can use the logarithmic function to allow for the evaluation of such integrals. the R e integrals are combined give: to 0 n f f(p)logpdp+ f f(p)[logp+ 2in]dp = 2rti 0 . Touse the residue theoremfor odd or asymmetric functions.-I then one can evaluate the followingintegral: f 0 f(x) by consideringfirst the followingintegral: f f(x)logx 0 Usingthe contour in Fig. Thus. leaving an integral on f(x) only: n f f(x)dx = . Otherwise.FUNCTIONS OF A COMPLEX VARIABLE 263 5.28.~ j=l 0 (5. either the integrandis evenor the integral is defined initially over the entire x-axis.one cannot extend the semiinfinite integral to the entire x-axis. one can write the closed path integral: n ~f(z)l°gzdz:{Lfl++f +f }f(z)l°gzdz=2rfij_~lrJ(ZJ)cR f 2C e where is the residueof [f(z) log z] at the polesZj of f(z).20 Integrals of Odd or AsymmetricFunctions In order to perform integrations of real functions. rj The integrals on L and L become: 1 2 Path L1 z =p Path L 2 z = p e 2in = p dz = dp log z = log p + 2in dz = dp log z = log p - The integrals over C and C vanish as R --) oo and e -> 0.59) . Considera function f(x). respectively.~ j=l so that the integrals with f(x) log x cancel.

The residues are defined as follows: = zlogz __lz. 5. one only needsto find the residues of all the poles of the integrand.the integral equals: = 0 / = 8n sin(~ / 5) (1 + cos(Tz 25 e~n/5 + 3e3in/5 + 5e~n + 7e7in/5 + 9e9in/5 } ’ 5. z2 = ei3~/5. Let f(x) be an odd or asymmetric function with no poles on the positive real axis and n poles in the entire complex plane and: 1 If(~. as defined by the branchcut. z3 = ei~.)l_ where p > 1 R >> i To evaluate the integral J " f(x) log dx 0 one again must start with the followingintegral: " f(x) :z dx (log J 0 evaluated over the contour in Fig.CHAPTER 5 2 64 Example 5. the closed contour integral gives: . Thus. z4 = e7in/5. 5z5 zj. Theintegrand has five poles: z1 = ei~/5.28 Obtainthe value of the following integral: 0 Followingthe methodof evaluating asymmetricintegrals.28.5 jl°gzJ j’dx x5+l r(zJ)=~Zlzj Therefore.21 Integrals log x of Odd or Asymmetric Functions Involving In Section 5. and using the prescribed branch cut. integrals of even functions involving log x were discussed.18. z5 9ir~/5 =e The choice of the argumentfor the simple poles are madeto fall betweenzero and 2n.

(5. Thus: R e ~ f(o)(logp) 2 do.-iztj" 0 f(x)dx--12 j=I Z rj(zj) If f(x) is not real then the integral of fix) musthe evaluatedto find the value of integral of f(x) log x.FUNCTIONS OF A COMPLEX VARIABLE n 265 whererj are the residuesof [f(z) (log Z)2] Onthe path LI: z =p and on the path L2: z = p e2in = p dz = do dz = dp at the poles of f(z) in the entire complex plane. respectively. Theresidues off(z) (log 2 are defined asfollows: . then the integral of fix) mustbe real if well and hence the imaginaryparts of the right hand side must cancel out. fix) is real. x3 + 1 ax Following the methodof evaluating asymmetric function involying log x above.-½ Re 0 ’= rj(zj) Example 5.f f(o)[logp + 2i~] 2 d0 0 0 oo n = -4~if f(o)logodo+4~ 2 f fro)do= 2~i Z rj(zj) 0 Rearrangingthese terms yields: oo oo n 0 j=l /f(x)logxdx 0 =. as defined by the branchcut.29 Evaluate the following integral f 0 log~x. Z3 5i n/3 = e The choice of the argumentfor the simple poles are madeto fall betweenzero and 27z. The function has three simple poles: Z1 = e in/3. one needs to find all the poles in the entire complex plane.o and e "-) 0.. z 2 = e in. then eq. However.60) can be simplified by taking the real part: ~ f(x)log x dx -. log z = log p log z = log p + 2i~ The integrals over C and C vanish as R -) .

~ .4~t2) 2rr However. iz~.30. is chosento the right of all the poles and singularities of f(z).-ff-)+e ~. or . Notethat the choice of the branch cut must be made that it falls entirely to the left of the line x = y. since the integrandis real. -) =-4-~-7 (1-3af~ii) Z rj(zj)=-~e I. + ioo f(t)=~ f f(z) t>0 ztdz where). Since ~/~ is a multi-valued function. then the integral can also be evaluatedas: 2 ~4~ f logx dx = _1 Re a x3 +’---]" 2 l-~-(1- 2 3-f~i) 27z = } 5.2 2 Inverse Laplace Transforms Morecomplicatedcontour integrations aroundbranch points are discussed in the following examplesof inverse Laplace transforms: Example 5. then a branch cut is madealong the negative real axis starting with the branch point z = 0.Tz )+eSin/3(25---~ j=l 2 andthe integral of f(x) is: 0 Thus. { 2n) l(4~Z 2 2 . the integral becomes: j 0 7 logx .30 Obtain the inverse Laplace transforms of the following function: f(z) 2 z-a a >0 The inverse Laplace transformis defined as: 1 ~. Hence could be: taken along so it the negative x-axis (the choice for this example) along the positive or negative y-axis. in 5.CHAPTER 5 (log z)2 = z(log z)2 ] 1 2 zj =-’~ zj(IOgzj)2 3z3 Izj 266 r(zj)= The sumof the residues is: 3 2 7~2 1 ( i~/3. as is shown Fig.

30: Closed Path for Inverse Laplace Transform The branchcut is thus defined: z = p el* p >0 .2nn + 7z n = 0. 1 The angular range is chosenso that the ~ = 0 is included in the top Riemann sheet. This meansthat as ~ increases without limit. The top Riemann sheet is defined by n = 0 so that: ~ =19 1/2 ei~/2 -~ = p 1/2 ei~/2 19 > 0 p>0 . However.iR to ~’ + iR must be closed in the top Riemann sheet to allow the evaluation of the inverse transform by the use of the residue theorem. one needs to connect 5’ + iR with straight line segmentsL and L Theseare then to be connected to a semi-circle of radius R to 3 4. continuous semi-circle on the a third and fourth quadrants wouldcross the branch cut. To close the contour in the top Riemann sheet.FUNCTIONS OF A COMPLEX VARIABLE Imaginary Axis 267 Y ~ CR iR L3 y+iR BranchCut ~" ReaI Axis 2 a R " x L4 -iR . satisfy the Jordan’s Lemma (Section 5. 5.~ < ~ < .16). the ~ is located in either the top or bottom Riemann sheet.2nn .71: < ~ < n -3~<(~<-~ n = 0 n=l and the bottomRiemann sheet is defined by: Thetwo sheets are joined at ~) = -r~ as well as the ~z and -3~ rays. Theoriginal line path along ~’ . Crossing the branch cut would .-iR Fig.

3 f¢ >eZ -iR 2 + f+ f+ f+ f+ f+f+ f 2) f(z)eZtdz L3 C R L1 C o L2 Ci~ 4 L =2~ir(a The residue at z = a becomes: r(a 2) a2t e =a The integrals on C and C vanish. Thus. one should avoid the crossing of a branch cut. since using Section 5.16. wherez = 13 e-in.ye _ 1 ?t 2 R-->oo y _+iR The line integral on L can be evaluated. This can be accomplishedby rerouting the path aroundthe branch cut. ¯ R ~n pte in ’ ~ dp I ~’7~’--~ e e dp=-i I p+a2 ~ -pt e R The line integral on L can be evaluated. since using Section 5.one has to continue the path to close it eventually with L ._9 0 Z -.~.1: R A 1 If(R)l Rp as IR[ >> 1 where p = 1/2 > 0 The integral on CO vanishes. so that the entire closed path remains in the top Reimann sheet. wherez = 13 ein.a eZtdzl=l z_a2 ! ~/-~+iR x+iR-a 2 eXte+iRtdz< -~. 1 2 o. continuing the path C R in the third quadrant with a straight line path L Tocontinue to connectby a straight 1.CHAPTER 5 268 result in the circular path in the secondquadrantbeing continuedin the third in the bottom Reimann sheet where the function ~ wouldhave a different value. .~ ei~/2 . line L one needs to connect L and L by a small circle C The final quarter circular 2. y +iR Thus: Lim ~z ezt dz . as follows: 1 .2: If(e)l 1 as lel -->0 wherep = -1/2 < 1 The two line integrals L and L can be evaluated as follows: 3 4 Let z = x + iR. path C closes the path with L The equation of the closed path then becomes: A 4.in the top 4 Reimann sheet. as follows: 2 R R 4pe-i")2 ePte-i=nein d13= f ~-~--P e-pt d13 -i 2 I pe in _a 2 p+a J E. To avoid these problems.16. then: +i R . Furthermore.

31(a). as shown Fig. The integral: ~(+ioo zt e can be evaluated by closing the contour of integration and using the residue theorem. respectively.B): 2 1 f(t) = ~ + a terf(a-~/~) 4nt Example 5. it is sometimes advantageous run branch cuts for a function to linearly so that they overlap.Thus.FUNCTIONS OF A COMPLEX VARIABLE ~/-~ R 2 p+a J e e_0tdp:2rriaea2 269 Thus:~ iR ~. App. as this mayresult in the function becoming single-valued over the overlapping segment. the integral transformsto: 2 OOu2e_U 2 f(t) = a ea2t +’~--’~f --du+ act a:t u2 =ae 0 oo 2 e -u2 du_ a2t~ oo U2 +a2t 0 1 2a2~ =ae ah ÷ ~ ~ -u e f~du 0 whichcan be written in the form of an error function (see eq. in a straight line in any direction in such a waythat both must fall entirely to the left of the line x = %As was mentioned earlier in section (5. 5. The two branch cuts for the top Riemann in sheet of each function can be described as follows: .iR 2 z_a Therefore f(t) becomes: f(t)=aea2t+ 1 7~e-0td~ "~0 P+a~ v oo +~--~ 2 Letting u2 = pt. One has the freedom to make each of the functions ~ and ~ single-valued by a branchcut fromz = a and z = -a. 5.a 2 single-valued.2.22.31 Obtain the inverse Laplace Transform the following function: for 1 f(z) 2 2 a ~z _ The function f(z) has two singularities whichhappento be branch points.9). the cuts are chosen to extend from z = a and z = -a to -~ on the real axis. Twobranch cuts must be madeat the branch points z = a and -a to makethe function ~z~.eZtdz_2if t ~ y .

Real Axis R L~ ’ e X ~R L4 -iR y-iR (b) Fig. 5.CHAPTER 5 Imaginary Axis 2 70 Y z Real Axis -a a (a) Ima ~maryAxis Y~ CR iR L4 "~+iR Branch Cuts L3 ~C.21 ~’.31: (a) Branch Cuts and (b) Integration Example 5.31 ContourJbr .

FUNCTIONS ei~t. since (Section 5. 3’ Twoquarter circular paths. Similarly. R To continue the path closure in the top Reimann sheet.16. z-a=rl ei~2 . Thus. since (Section 5. . dz= f + f + f + f + f + f fz)eZtdz 3’-iR 3’+iR C -R c 1 -a-e R on L 1 on L 2 a-£ ~f(z)e zt f 3’ + iR iR 0 Ca a-E onL~ -a+e + ~ -R c i -a-e onL i ) c~ +I + ~ + ~ f(z)eZtdz=0 0 onL 3 0 onL~ The integrals on C and C~vanish as R "-> oo. then one must avoid that point by encircling it by two small semi-circular paths C! and C~. 2 Lim --z~a --> 0 z-~_+a~z2 _ 2 a To facilitate accountingof the integrand of these multi-valuedfunctions. namely. see Figure 5. r e r >0 z= The closure of the original path from3’ . < (~2 < ’/1.1): R If(R)l.1~. one can evaluate the integrand term-by-termin tabular form. 271 rl>0 r2>0 The single-valued function z is described by: i0. as z on L becomes-z along L The equation of the closed path becomes: 3 2. z+a=r2 OF A COMPLEX VARIABLE -~Z<Ol <~.31 (b). segmentsbetweenz = -a and z = a is split into two parts.iR to 3’ + iR in the top Reimann sheet would require first the joining of two straight line segments + iR to + iR. the remaining integrals can be evaluated in tabular form (see accompanying table): .t-->0 as R --> The integrals on C C and C~vanish. Since the straight line paths cross a singular R (branch) point at z = -a. This takes the form of two straight line path above and belowthe branch cuts from C and C~to the branch point at z = a. the joining of the straight line paths at the branchpoint z = a requires the joining of the two by a small circle C The line 2.16.as R >> 1 where p = 1 > 0 The integrals on [3’+ iR to + iR] vanish since: e(x+iR)t l!4(x +iR)~--a2 dx<I~e~. This is done purely to simplify the integrations along these two parts of each line segment. one has to encircle both branch cuts.2): 1. -71. C and C~are required to avoid crossing both branch cuts.L and L and L[ and 2 3 L~.

CHAPTER 5 2 72 .

e -Tz < (~3 < ~ a = r3 The single-valuedfunction z is defined as: i0.FUNCTIONS OF A COMPLEX VARIABLE 273 The sumof branch cut integrals L + L~ vanishes. Example 5. -a to -~ must be made to make the log~thmic functions single-valued. thus colinear branch cuts sta~ing from the branch points at +a. 5. This reinforces the stipulation 1 that running overlapping branch cuts maymakethe function single-valued over the overlapping section. The three branch cuts de~nedfor the top Riemann sheet of each of the three logarithmic functions are: ei0’.32 Obtain the inverse Laplace transform of the following function: (z 2 2) _a f(z) : log/---~--) The inverse Laplacetransform is defined as: 1 y+io~ 2 2 7 +i~ 1 ez td z ~ ~ [l°g(z-~)+l°g(z+a)-21°gz] The integrand is multi-valued. The sumof the integrals over the branch cut integrals L + L~. as shown in Ng. rl z-a= z = r 2 i02 . and 2 L3 + L~ become: a a I =-2il L2 + L2 ’ ert dr 0 ~a2 .r2 + L3+L 0 -1 2+L 2 e-rt dr 1 I =-2il e-rt’--dr The final result for the inverse Laplacetransform: f(t) 2ir~ I ¯ ezt dz e-rt dr = i0(at) whereI 0 (at) is the Modified Bessel Functionof the first kind and order zero.32(a). r e z = r >0 . e z + -~ < ~1 <g -/~ < 02 </~ i03 . 0.

+iR Branch Cuts ~2 L3 Ca Real Axis c~£3 L4 ci~ (b) -iR y-iR Fig. 5..32: (a) BranchCuts and (b) Integration Contour for Example5... (a) Real Axis a Imaginary Axis y~ iR L4 .CHAPTER 5 2 74 Imaginary Axis "i~ Branch Cuts z -a .32 ...

FUNCTIONS OF A COMPLEX VARIABLE 275 Again. since there are no poles in the complex plane.a) ÷ log (z ÷ a). z (z 2 _a2"~’l The integrals on D’ -+ iR to +_ iR] vanishsince. Ca. on the line paths: LimIf(z)l-~ a2 ~-T--~ 0 as R -) ~° R---~. 5. the closed path integral is: f f(z) zt dz ’I ¯¯ ~’-iR R a-e --E ~’+iR C I -R on L 1 0 + +f +I+f + E C~ on L 3 a-E on L~ y .iR [c~2 ICY i -a-E -R on L~ Ck and C~vanish since: C1 -a-E on L 2 -a+E t zt + f f(z)e f on L~ c[ dz + The integrals on CR f(z)e zt dz= 0 -iR log( R2. the branch cuts are chosento be colinear and overlappingextending from x = a. The contour is wrapped aroundthe three branchcuts.32(b).Rp )I-RL~]I°g(1-~2)I where p = 2 > 0 The integrals on C1. Thus._+a~_ Lim[- ~ ~. since: 2 ~(’z Lim/(z :1: a) 1og/------:l-//~ z-. The contour is closed on the complexplane as shownin Fig.~ The line integrals can be evaluated in tabular formwhere: (z _a:~ f(z) = log |----5~] = log (z . 2 -a R 2/ ---a’~-~. 0 and -a to _oo. C2.2 log zfl 2 . with small circular paths near each branch point in such a wayas to leave the entire path in the top Riemann sheet of all three logarithmic functions. C~ and C~vanish.

CHAPTER 5 2 76 .

FUNCTIONS OF A COMPLEX VARIABLE. summing six the branchcut integrals with the original integral gives: y +i~ a a I f(z)dz. The remainingbranch cut integrals give: a a I = -2irt Ie-rt dr I = 2irtlert dr L2 + L~ 0 L3 + L~ 0 where all the logarithmic parts of the integrands cancel out.i~ 0 .21 sin h (rt ) dr = ~ [1 .cos h (at y . Finally. 277 The branch cut integrals L and Li add up to zero. This meansthat the function 1 becomes single-valued on the overlapped portion of the branch cut integrals.i~ 0 y+i~ f(t’ (.z2 dr + 2i~z Iert dr= 0 a2 ) a = i I lo g~O eZtdz =.2irtle-rt y .

Show that all the roots of: (a) (-1) TMare (2)-1/2(+1+i) (c) (i)1/2 are l+i -(b) (8i) 1/3 are -2i.1) 4 = -4 (d) (i + 2 + (l-i) 2 = 0 2.21 < Re (z) (h) Iz + 1 .i (c) (~) 5. Verify that the two complexnumbers1 + i satisfy the equation: z2 .CHAPTER 5 2 78 PROBLEMS Section 5. Verify that: l+i l-i (a) = 2i 1-i l+i (c) 3 (1 + i) 5 (2 + i)(1 + = 2 (1 + i) (b) (i .11> Izl .3/2 i are + 1 7. Showthat: (a) z+5i=2-5i (b) iz = .2z + 2 = 0 Prove that a complexnumber equal to the conjugate of its conjugate. Describe geometrically the region specified below: (b) IIm (z) I < 3 (a) Re (z) > (c) Iz-ll-<l (e) [z[>2 -n<argz<0 (d) 1 < Iz 21 2 < 0 ~ arg (z +1--i) 5 n/2 (f) [z.+-q~ +i ~ (d) (~ .1 1. Use the polar form to showthat: (a) i (1 + 2i) (2 + i) 4=-4 (l+i) (c) (d) (l+i)(l+ 2i) l+i (b) ~ = i 1-i (d) i -1-i ~=--1-i 2 6. is 4.I >1 (g) Iz .

then leiz I < 1. 15.FUNCTIONS Section 5. 2 X + y2 :# 0 ~x x2+y2¢ (f) tl = X +0X2+ ya. where: (a) u=excosy (b) u 3-3xy2 (c) u = cosh x cos (e) u = cos x cosh (d) u = log (X2 + y2). 14.10). Show that f(z) = f(~) wheref(z) (a) exp (b) sin (d) cosh (c) cos . 13. Section 5. Test the following functions for analyticity by use of Cauchy-Riemann conditions: z+l (a) z2 + (b) Re (z) (c) (e) z(f) z2+2 11. Showthat u is harmonicand find the conjugate v. Show that if Im (z) > 1. Provethe identities given in (5. Show that the following functions are nowhere differentiable: (a) lm (z) (c) Iz + 112 (e) z+l ~ = z-1 (b) (d) z z+~ 10.2 OF A COMPLEX VARIABLE 279 8.15).3 12. Applythe definition of the derivative to find the derivative of: 1 z+l (b) (a) z z+2 (C) 2 (1 +Z) (d) 2 + 1)4 9. Provethe identities given in (5.

dz 1 l+i (b) j. Evaluate the following integrals: i on a straight line from1 to i. with corners: 0z/2. C whereC is a rectangle. x on a parabola y = 2 (b) sin z = (d) sinh z = (f) log z = n (d) fz+2 a 2z C (e) J" sin dz C Section 5. (a) f(z) 2 z z-4 (b) f(z) = z i (d) f(z) = tan (z/2) (f) cos z f(z)=--z+3 (c) f(z) = z2 sin z (e) f(z)=--z .n/2+i. x = .-g/2.1) 0 l+i (c) ~ 3(x ~ +iy)dz 0 on the paths y = x and y 3. ~ = real constant (e) eZ=-2 Section 5.4 17.(z . (a) J (z.-rt/2+i) 18. Determinethe region of analyticity of the following functions and showthat: f f(z)dz = C wherethe closed contour C is the circle Izl = 2.CHAPTER 5 280 16. Find all the roots of: (a) cos z = (c) sin z = cosh a.5 where is a circle. ]z] = 2 in the positive direction.

21.FUNCTIONS OF A COMPLEX VARIABLE 281 19.z dz (d) ~C sin--~-~-’ C is a circle Izl 4.dz. Obtain Taylor’s series expansion of the following functions about the specified point zo and give the region of convergence: . (f) f C c 4 . (a) C is a unit circle [z[ = 1. J z C Section 5.]dz C is acircle Izl= 3. (h) f2 tanz dz. (c) cos z dz ~c(Z_ ~)2 f (z . C C is a unit circle [z[ = 1.8 C is a unit circle Iz[ = 1. Evaluatethe following integrals: i/2 (a) f sin(2z)dz 0 3+i l+i (b) f (z2+l)dz 1-i l+i z2dz (d) (c) f Z2 dz f 0 0 i (e) j cosh z dz 0 (f) f -i ez dz 20. (g) f eZ+l -. ~z z z C (b) f c°Szdz. = C is a circle Izl = 4. (e) ~[ ~ z+2 C 1 + 3 . z-ir~/2 C is a circle Izl = 2.1’ dz Cis acircle ]z]=3. Use Cauchy’sIntegral formula to evaluate the following integrals on the closed contour C in the positive sense: 3 +3z+2 dz.

zo = o.° = Iz > 0 0 l 1 (c) (z -1) (z .l<[z+ z (z . th en: (z d ). 1 < Izl < 2 i[<2 1 (g) ~. then: ) Limp(z___~)= p’(Zo) z-*Zo q(z) q’(Zo) (a) If p(zo) = q(Zo)= 0.1) Section 5. an q"(Zo 0. z o=2 (h) z.z o=-l. convergentin the specified region: (a) -- z e zo = 0 Izl > 0 (b)el/Z. Obtain the Laurent’s series expansionof the following functions about the specified point zo.O</z-l/<l (f) . p’(Zo)= o) = 0. 0. z o=in 22. Prove L’Hospital’s rule: (a) If p(Zo)= q(zo) = 0.CHAPTER 5 sin z ~. 1 < Z3 ’ Izl<2 1 (d) {ijtzj’z-"’z-"" 1 (z2+l)(z+2) z° = 1. Locateand classify all of the singularities of the followingfunctions: (a) tan (b) sin z Z2 (C) Z2 + z2 e . [zz (z . z z-2 o= 1 z-1 . Zo=0 (b) o=0 (c) (d) e zz°=0 -1 (e) -. Iz-iI > 1 (e) 1 (z_l)(z_2).zo=l.10 11 >1 1 (h) ~. o=1 z+l Z 1 (g) -~-. 1 (z+l)2 1 o=0 .i) 24.and q’(Zo ¢ 0. o) ~ 0.z° = 0. o =1. Lim p(z~)= p"(Zo) z~z o q(z) q"(Zo) Section 5. z o=2 (f) (h) .z o=-1z (i) z.9 23.p" o) . Z 282 (a) cosz.

2n 2~ dO (a) (b) f l_2asi---~0+£ 2sin(n0) dO 2 fl+2acos0+a 0 0 27~ (c)- cos3 0 2 1-2acos0+a dO (d) 2 + a cos 0) I(1 0 2n 2 (f) cos(nO) I l+2acos0+a 0 (e) I(sin0)2nd0 0 (g) 1 + a cos i (sinO)2 0 I" (i) J 1 + cos 0 n (k) 1 + a cos I dO 0 2 dO (m) ~ I (l+asinO) 0 Section 5. Evaluate the following integrals.12 26. Find the residue of the function in problem at all the singularities of each function.13 (h) I(cosO)2ndO 0 2rt (J) 0 2n (1) 0 r~ (n) Ii_2acos0+a cos(20) 0 dO I 1 + a sin 0 co s(nO) dO cosh a + cos 0 . wheren is an integer. and la] < 1. Section 5. unless otherwise stated: . and b > 0.11 24 25.4 (e) 2+1)2 1 (h) sinz-z z2 - 283 (d) sinz z+2 (g) z2(Z_2 ) (f) 4 z5_z3 1 (i) eZ-1 (j) 3 Z Section 5.~cos2----0 ~dO 27. with a > 0.FUNCTIONS z OF A COMPLEX VARIABLE z3 . Evaluatethe followingintegrals.

and b ~ c: (a) f c°s(ax----~) dx . b > 0. a and b real (b) 0 (x 2 2 +a2) dx (c) 0 (X 2 + a2)2 (d) 2 + a2 )2(x 2 + b2 ) --~ (f) f 2 +a2) 3 dx 0 (e) f x4dx 4 0 ~ (g) X4 f (X4 +a4)2 dx 0 ~ X2 . c > 0. wherea > 0. x2 .CHAPTER 5 284 (a) --oo dx 2 +ax+b a2 < 4b. dx (h) f ~ +a c~ 0 ~o X4 dx (i) f x4+a~---~Tdx 0 2 x (j) f x6+a6 0 dx (1) j (x2 + a2) (x2 + b2) 0 (n) x2 dx 2 +aZ)(x 2 2) (X +b dx (k) f(x ~+a~ )3 0 (m) x 6 dx (X 4 ÷ an )2 0 Section 5. Evaluate the following integrals.14 28.I 2 +b2X4 0 x cos(ax)dx (c) 2+c2)(x2+b2) ~(X 0 (e) cos(ax)dx (x 2 2) b + 0 (g) J" 0 (x 2 +C2)(x 2 2) +b (b) xsin(ax) dx + 4b4 0 2 (d) ~ (x + 2cos a 2x + dx 0 (f) ) 0 (h) x si n (ax) dx 2 (x 2 +b2) 0 cos (ax) ~(x2+c2)(x2+b2 x sin (ax) .

x (--~ _. ~ ax 0 (m) x2 cOs(ax)" ~_-~-~ (1) I x sin (ax) 0 cos(ax) dx (n) I 2 -b2)(x 2 _c2) 0 sin (ax) (p). wherea > 0. b > 0. Evaluate the following integrals. and b ~ c: (a) I sin(ax)dx x+b (C) 2 _ n’ ~~ dx(d) 0 f Xx__~__ (e) 1 dx 0 f.FUNCTIONS OF A COMPLEX VARIABLE 285 (i) oo sin (ax)dx x2 2 b + 2 (j) ~ x3 sin 2(ax) (x 2 + b2) 0 (1) xsin(ax)dx (x 2 3 +b2) 0 (k) f x---c°s(aX)dx 4 .15 29.~4) 0 dx (r) cos 4_b4) (ax) I 2 +b2)(x 0 ~g _b--. (g) 2 sin__x ) J.X(n2_X 0 (i) dx (b) I sinx dx x mOO x (x 2 + b 2)2 dx 0 (f) f x (x2 dx4x + 5) --~ (h) I (x-1)(x2+l) ~ I --~ dx (j) x3_l j x~_--Ts-~dx 0 t cos(ax) (k) I cos(ax). c > 0.~ ax 0 sin (ax) (o) x(x4 + 4b4) 0 x2 cos(ax) (q) f 2-b~-’~x~:c2 ) 0 I dx .1 X4 +4b 0 Section 5.

) X _ b 0 5. Show that the integrals on ABand CDvanish as R --) 31. Obtain the inverse Laplace transforms F(t). The inverse of the Laplace transformis defined as: ct +i~o 1 pt F(t)=-| f(p)e 2~zi J dp wherep is a complex variable.RealAxis X iR 30.CHAPTER 5 286 x3 sin (ax) (s) 2 f ) (x2 ~-c 0 dx (ax) (t) f x3__sin 4 4 . ~ is chosensuch that all the poles of f(p) fail to the left the line p = ~t as shownin the accompanying figure and: M If(p)l _<whn Ipl >> andq > 0 e 1 Show that one can evaluate the integral accompanying figure with R --) ~o. defined in Problem30. for the following functions tip): 1 1 1 (b) (p+a)(p+b) a~b (c) pZ+a ~ (a)--p p (d) "p2 + 2 p2 _ a 2 (e) (p2 2 )2 (f) (p + b)2 2 1 by closing the contour shown in the .16 Imaginary Axis Section y~ ~+iR ~’. such that: N F(t) = Z j=l where rj’s are the residues of the function {f(p) t} atthepoles of f (p).

Showthat: OO f x dx= ~ sinh x . Showthat: ea x f cosh x cos(-~) Use a contour connecting the points -R. R + ai/2. whereR --) oo. R. -R + ni and -R. e -x~ cos(ax)dx= -a2/4 -~-e Use a contour connecting the points -R. R + rfi. 34. R.17 33. 35. The inverse Fourier Cosine transform is defned as: F(t) = ~--2~~ f(co) cos (cox) 0 Find the inverse Fourier Transform the following functions f(co): of (a) sinco(cox) (b) 0) 2 + a2 (c) 4 +1((0 1 2 +a2) ~ (d) Section 5. -R + ai/2 and -R. R + r~i. where R ~ ~. whereR --) ~. Showthat: OO ~ ~ .i Use a contour connectingthe points -R. -R + r~i and -R. The followingintegral is neededin the solution: e-X2dx= ~ .. R.FUNCTIONS OF A COMPLEX VARIABLE > 0 p (h) p2 2 2 2ap (k) (p2 287 1 (g) pn+l n = integer a2 (i) p(p2 2) 2a 3 p4_a 4 2a 3 (J) (p2 +a2)2 2a2p 4 (m) p4_a (1) 32.

see accompanying figure. z = R ei0. and a circular sector. wheren is an integer. Showthat: OO Real Axis f cos(ax2)dx = 0 close the contourby a ray. and 0 < 0 < r~/4.18 38. R -) oo. Showthat: ~ sinh(ax) sinh x dx= ltan (~) ]a]<l Use a contour connecting the points -R. R. with a > 0. b > 0 and a * b: (a) 2 (l°gx)~ dx + 1) 2 0 4dx~(l°~gx. 37. Evaluate the following integrals.+lX) (c) 0 (b) f (1°~ gx)~ dx xz + 1 0 f ~+1 2 (d) a (1OgX) dx 0 X4 + 10X 0 2 (l-x2)logxdx (g) ~ + 1) 2 0 log x dx (i) f 2 + 1)4 0 (j) (h) 0 (X2 + 1) 2 0 1ogx 2 + a2)(x2 2)b (x + dx f(l~x)z dx 0 xzn + 1 . -R + ni and -R. R + ~ti. where R --> Section 5. z = 9 eirt/4.CHAPTER 5 Imaginary Axis y~ 288 R 36.

b) (x 0 Section 5.~dx 0 x . c > 0 and b * c: (a) 0 (c) 0 (e) xa dx I x2 + 2xcosb + 1 0 ’al<l (f) dx (x2+l)2dx -l<a<3 (b) 0 ~dXx+l -l<a<0 x2 +x+l lal < 1 (d) (x+ b)(x+c) 0 dx I X’~’i’-a 1 0 --dx n + b) (x dx lal < -1 < a < 0 Ibl < n (g) (x~dx 2 + 0 (i) lal< 1 (h) 0 (J) 0 -1 < a < n-1 (X + b2)2 (x + c2)2 dx lal<l 0 (x +b)(x_c) lal<l (k) (x . +a x Ix 3 s ~ dx (b) I x--g-~+a5dX X3 0 x2 I x 5+ a -.19 39. Evaluate the following integrals. (X~_---~2)dx 0 Section 5. where"a" is a real constant. (c) I ~ ¯+a"(d) dx 0 . b > 0.1 <a < 5 40. Obtain the value of the following integrals with a > 0: (a) o .FUNCTIONS OF A COMPLEX VARIABLE ~’ x2 log x (1) I 2 + a2)(x 2 + 1) dx 0 (l+x2) (n) 2_1)2 0 logxdx 289 (k) ~.20 lal< 1 (i) 0 (x3 + 1)2 dx .~znl~Ogx+ 1dx 0 (m) I logx .

3-1~x x 0 Section 5.I log x dx x--~+l 0 (e) (x + a)(x .1) 0 f log x dx 0 x dx (i) f xlog____~x. b > 0. (b) logx dx 0 2 + a) (x I x log (d) ~ x3 0 (f)(x + a)(x .~ x6_I 0 42. b > 0 and a e b: (a) (x+a)(x+b) 0 f (c) .CHAPTER 5 3 x ~ 290 (e) j" 0 .21 Section 41. c > 0 and a ¢ (a) z(z_a2 ) (c) z-~~-a-~’~L~ (b) 1 ~z+a (d) .i) dx 0 (log x)2 .dx x3 a~-----5 _ 0 (h) 2 +a2) 0 (g) . Evaluate the following integrals. Obtain the inverse Laplace transform fit) from the following function F(z) (see definition of fit) in Problem 30). a > 0. with a > O.22 (j) x31°gxdx ~ . x----3--0 (i) X5 _ a5 dx dx 3 +a3) 2 dx 0 5.

a2) (ff~ + 1 (x) ~/(z + a)(z 3 (y) -v-l 2) 2 +a /2 v > -1/2 1 (z + a) V>-I (aa) z(qT+a) a (bb) b>a (CC) ff~(~f~+ b)(z_a2) (dd) (ee) 10 (z2g~) +a2"~ e_4"-~ (gg) ~ 4~- (ff) e-4-~ (hh) arctan (a/z) .FUNCTIONS (e) 1 OF A COMPLEX VARIABLE 291 1 b + a) (z a2/z e z (~H a) + e-aZ z+b (f) (h) (g) (j) log( z+ b / \z+a] (1) log z (~z z + a)2 + 2 c 22 c + b) + (m) 3/2+ b) (z 1 (n) ~zz 2 ~/z + ~z2 +a 2 + a2 (P) e-4-~ (r) z (o) 2 + a 2 1 (s) (l°g z)2 z (v) (w) 1 ~/(z + 2a)(z + 1 (z .

and (b) Heat flows from bodies with higher temperatures to bodies with lower temperatures. S.V. cm-~t ~t Since the flow of heat across a boundary proportional to the temperature is differential across that boundary.2 6. as well as transient solutions.1. wave.we know that: dq =. Considera volume.the heat content can be defined as follows: h = cmT* wherec is the specific heat coefficient. Poisson. where13 is the massdensity. V Defineq such that: ~h ~T* q = negative rate of change of heat flow . For such a volume.1 Introduction This chapter deals with the derivation.6 PARTIAL DIFFERENTIAL EQUATIONS OF MATHEMATICAL PHYSICS 6. and Helmholtz. vibration. 6.1 The Diffusion Equation Heat Conduction Solids in Heat flow in solids is governed the followinglaws: by (a) Heat is a form of energy.. Thetypes of equations treated in this chapter include: Laplace. as in Fig.k-~nTdS 2~3 . and T* is the average temperatureof V defined by T* = ~lm~ T [gdV. with surface.steady state solutions. diffusion.2. mis the massof V...The methodof separation of variables will be used throughoutthis chapter to obtain solutions to boundaryvalue problems. 6.fi. presentation and methods solution of of partial differential equationsof the various fields in mathematical Physics and Engineering.. and surface normal.

z). as shownin Fig. whosesides are aligned with x. the total heat flux across the remaining pairs of sides of the element two becomes: . ( fi being the outward normalvector to the surface S. whose surface area is (dy dz): side at x: fi = -~x and side at x + dx: fi = ~ and qx÷dx =. and z axes and whosesides have lengths dx. dS is a surface elementand k is the thermal conductivity.1 wheren is the spatial distance along fi. Thepartial differential equation that governsthe conduction heat in solids can be of obtained by applying the abovementionedlaws to an element dV. the total heat flux across the two oppositesides of the elementat x and x + dx becomes: (dq~) tot = .y. 6.2. 6. positive in the direction awayfromV). dy. results: I qx+dx Thus.k(dy dz) ox Ix + dx ~T Expanding-~x x + dx in a Taylor’sseries aboutx..2) haveone of its vortices at point (x. 6.. Let the rectangularparallelepiped(Fig. respectively. and dz.CHAPTER 6 294 Fig.k(dx dydz)02T 1 + ~ [ ~--~-03T (dx) . Considerheat flow across the two sides perpendicularto the x-axis. y. + Similarly.

z) obeysthe equation: VZT 10T_ q(p.k(dx dy dz) ( ~-~-~. K.t) per unit volume then the equation that governsheat flow in solids becomes: 0T k(02T+02T 02T’/ pc-~-=(.z.~-~-(dz) +. is defined as K = k/pc.y.b--~-+Q(x’y’z’t) 3-~+3-~’J and the temperatureat any point P = P(x. t) = K 0t e in v t >0 (6.. q is the rate of heat generated divided by thermal conductivity k per unit volume.q = Q/k. EQ.PARTIAL DIFF. becomes: 02T 02T dq:.y. 6.+0-~+ 02T] The time rate of changeof heat content of the element becomes: dq = -c (p dx dy dz) 5 ot If heat is being generatedinside the elementat the rate of Q(×.1) wherethe material conductivity. OF MATHEMATICALPHYSICS 295 qy+dy qy Fig. Thus. to a first order approximation.2 and tot L~z ~. the total heat flux into the element.. and the Laplacian operator 2 V is defined as: .

whichrelates the rate of heat convectionacross S to the temperature differential. t)] P r wherer is a constant.2.3) wherect represents the rate of decomposition the diffusing gas. a heat sink if negative. region of the bodyis known equal to T and O one maymakeuse of Newton’slaw of cooling: 8T -k-~-n (P.To(P..0 P on S 296 (b) Prescribe the heat flux across the surface -k~-ffn (P. (c) Heat convection into an external unbounded medium known of temperature: If the temperaturein the exterior unbounded . D represents the diffusion constant and q represents the additional source of the gas being diffused. of 6. +) =f( P) 6. (a) Prescribe the temperatureon the surface S.~tC = ~--~.CHAPTER 6 Thesign of q indicates a heat sourceif positive.t)=/(P.t) + bT(P." T(P.0 = g(P. ) = [T(P. whose decomposition is proportional to the concentrationof the gas (equivalent to havingsinks of the diffusing gas) then the processis defined by the followingdifferential equation: 1~9C V2C. If the diffusion process involves the diffusion of an unstable gas.2) whereC represents the concentration of the diffusing gas in the ambientgas. The boundary condition that is required for a unique solution can be one of the following types: .t ) P on S whereI is the prescribed heat flux into the volume across S. the boundarycondition becomes: -~(P.t).3 Diffusion and Absorption of Particles Theprocess of diffusion of electrons in a gas or neutrons in matter can be described as a diffusion process with absorption of the particles by matter proportional to their .t ) PonS where b=~ The type of initial conditionthat is required for uniquenesstakes the followingform: T(P.2 Diffusion of Gases The process of diffusion of one gas into another is described by the following equation: V2C = 1 ~C q ~ ~P in V (6. t) = b To(P. the surface is V thermally insulated.2.q ~t > 0 (6. If l = 0. Thus.

take one of the following forms: (a) y = 3y (b) ~xx = 0 3y (c) ~xxT-~zy = at a or b at a or b (-) for a.Y (x. bars. The boundaryconditions.a is the mean free path of the particles.0+)= g(x) ot . All of these equations have the following form: 32y q(x. OF MATHEMATICALPHYSICS 297 concentrationin matter. non-uniformcross-section one dimensionalcontinua. a process equivalent to havingsinks of the diffusing material in matter.a)/3. This process is described by the followingdifferential equation: V29. A(x)is the and cross-section area of the medium. If the processof diffusion is associated with a processof creation of moreparticles in proportionto the concentrationof the particles in matter. torsional rods. whereVais the averagevelocity and ~. ERis the elastic restoring modulus. cz > 0 q = Sourceof particles created (by fission or radioactivity) per unit volume unit per time D = Diffusioncoefficient = (va ~.t>0 (6. required for uniqueness.t) is the deformation.t) the external loadingper unit length. EQ.c is the characteristic wave speedin the medium. eq.0 = f(x) and O-~. the processof chain-reaction. required for uniqueness.6) wherey(x.t) A(x)~y~ _ I~. (6.PARTIAL DIFF.Y. q(x.Z. transmissionlines and acoustic horns were adequately covered in Chapter 4.3.4) becomes: V29+c~9 1 30 _ = ~--q ~x>0 (6.take the followingform: ÷) y(x.3 The Vibration Equation 6.A(x) 3x\ 3xJ-c ~ 3t 2 ER a<x < b. . (+) for cz >0 The initial conditions.¢x 9 = 1 019 _ q D 3t where: 9 = 9(x.4) 6. such as stretched strings.1 The Vibration of One Dimensional Continua The vibration of homogeneous.5) (6.t) = DensityOf the diffusing particles ~z = Mean rate of absorptionof particles.

as follows: EI(x) +p ()O--~--q(x. 6.3 The transverse vibration of uniformbeams. The boundaryconditions for a beamwere covered in Section 4. as follows: 2 2 Ow Ow dF =. t) dxdy: dy.2 The Vibration of Stretched Membranes Consider a stretched planar membrane whosearea A is surrounded by a boundary contour C.3.y. -+ ~w/+ "~ ~x 0y" J (pdx ~-~2w dy) Thus.covered in Section 4.CHAPTER 6 298 f(x. t>0 (6.7) where c = Sx/~ is the wave speed in the membrane P = P(x. and has a density p per unit area.t) from the in to equilibrium position.. The membrane stretched by in-plane forces S per unit length.y. whichequals the inertial forces. deformed a position w(x. acted on by is normalforces f(x.t) a<x<b.4. Consider element of the membrane.t) per unit area.(Sdy)0--~ dx + (S dx) ~-~--~. and .y. 6.3.t) ". the forced vibration of a membrane described by the following equation: is O2w O2w 1 O2w f(P.in a manner similar to stretched strings. Assuming small slopes.y).w(x.dy + f(dx = S(dx ~-~ 0_2 f(x.t) 2 2 ~)t S ~X ~" O-~=C 2 PinA. shown Fig. 6. then one can obtain the sumof tbrces acting on the element. is described by differential equation of fourth order in the space coordinatex. y.t) Fig.y.4.

per x. Let C h be the thickness of the plate.3. occupyingan area A. My.y. 6. twisting moment unit length Mxy.t) = 0 P on P on C. is the elastic constant per unit length of the boundary.4). EQ. E be the Young’smodulusand v be the Poisson’s ratio.(Fig. The moments unit length M My. the equilibrium equations and the plate are: 0Mx 0Mxy + 0y 0x 0Mxy+ -Vy 0MY Vx =0 =0 0Vx 0y 0Vy 02w (6. The moments x.PARTIAL DIFF.t) is the normal distributed external force per unit area acting on the plate. 13 be the massdensity of the plate material. the per x. the boundaryconditions along the contour C can be one of the following types: (a) Fixed Boundary:w(P.3 The Vibration of Plates The vibration of uniform plates. t >0 3w (b) Free Boundary:-~n (P’ t) = (c) Elastically Supported Boundary: 0w + ~ 0n S P. and Mxycan be related to the change of curvatures of the M plate as follows: M = -D ~ 0x 2 0Y2 ) x My 0Y 0x2 ) 2 (6. For uniqueness. OF MATHEMATICALPHYSICS 299 For uniqueness.0+) = g(p) PinA P in A 6. surroundedby a contour boundary can be analyzed in a similar mannerto the vibration of beams. t >0 t >0 = 0 P on C.9) .8) 0x +--~-y +q=oh 0t 2 whereq(x.t where~. acting on an elementof the plate are shown Fig. ÷) =f( P) and 0w (p.4.and the shear forces per unit length. in Summing moments forces on the element (dx dy).the initial conditions must be prescribed in the followingform: w(P. V and Vy. 6.

t >0 (6.10) Thefirst twoequilibriumeqs.CHAPTER 6 300 q(x.t>0 .y.t) t>0 MomentM n. Substitution of the shear and forces of eqs.11) 0t 4 2 where V = V2V is called the BiLaplacian.. P on C. (b) Simply Supported Boundary: Displacement w(P. D The shearforcescanberelated to the derivativesof the moments.8) are identically satisfied by expressionsfor the moments shear forces given in equations (6.t) =0 PonC.v) 0x 0"----~ = where = plate stiffness ’-. ~( (c) Free boundary: Moment = 0 [See item (b)] Mn V = -D-~ (P. that: such Vx=-D~xV2W and Vy=-D~yV2W (6.t) 0w Slope~-n (P. (6. of (6. The boundaryconditions on the contour boundaryC of the plate can be one of the followingpairs: (a) Fixed Boundary: Displacementw(P.4 c~2w Mxy -D(1.10).10) into the third equationof (6. t) + P in A.Do2wPt)=0 On .9) and (6.8) results in the equation motionof plates on w(P.Eh3/[120 v2)]. t >0 P onC.t): DV4w p h 0~--~ = q (P. 6.t) dx i x V x My Vy Fig.9) and (6. t) = n wheres is the distance measured along C.

EQ.Oncos Ix + -~s sin Ix and 0"-’~ = ~ sin Ix .Mxysin 2ix sin n x Mx 2 Mns= MxyCOS 2ix + V = V cos Ix + n x Mysin 2c~ 2 Vysin Ix The initial conditions to be prescribed. 6. 0+) = g(P) PinA .5 Moreboundaryconditions can be specified in a similar mannerto those for beams(see section 4. In the boundary conditions(a) to (c). 6. +) =f( P) and P in A ~( P.~ss cos Ix Thus: and M = M cos2 ~+My 2 Ix.5.PARTIAL DIFF. the partial derivatives D/0nand 0/0s refer differention with respect to coordinatesnormal(n) and tangential (s) to the contour C.0x cos ix + ~yy Sin ix and 0-~= 0--~-sinix-~yyCOSix or 0x . musthavethe followingforms: w(P. Thus: in 0n . OF MATHEMATICALPHYSICS 301 Fig.4). for a uniquesolution. shown Fig.

. propagatesto the left and to the right withouta changein shape. whereu = x .ct) + g(x Functionshavingthe formf(x . at a speedof c. a disturbancehavingthe shapef(x) at t = 0.ct and v = x + ct.4 The Wave Equation The propagation of a disturbance in a medium knownas wavepropagation. The is phenomena wavepropagationis best illustrated by propagationof a disturbance in an of infinite string.ct) and f(x + ct) can be shown indicate that a function to fix) is displacedto a position (ct) to the right and left. C = amplitude of motion .6.. the equation of motiontransforms to: ~2y = 0 0u 0v whichcan be integrated directly.. to give the followingsolution: y = flu) + g(v) = f(x.= wavenumber = -~. 6.6 6. respectively. A special formof wave functions f(x + ct) that occur in physical applications is knownas HarmonicPlane Waveshaving the form: f(x + ct) = C exp [ik(x + ct)] = C exp [i(kx + tot)] where k = -. Theequation of motionof a stretched string has the followingform: ~2y 1 ~)2y 2 2 OX C2 0t The solution of such an equation can be obtained in general by transforming the independentvariables x and t to u and v. 6.CHAPTER 6 f(x+ct) f(x) f(x-ct) 302 ct ct Fi£.as shown Fig. Thus. in Thus. c wavelength to = circular frequency(rad/sec) = 2nf f = frequencyin cycles per secondor Hertz (cps or Hz) 2~ 1 period in time for motion to repeat .

6. 6. the sametype of boundaryand initial with conditions. whoseundisturbed height is h and whosedensity is 19. boundary initial conditions are the and sameas those for the vibration problem.7 6. torsional rods.2 WavePropagation in Two-Dimensional Media Wave propagation in stretched membranes in the water surface of basins make and up few of the phenomena wavemotion in two dimensional continua.y.y. and w(x.1 Wave Propagation in One-Dimensional Media Theequationof motionfor vibrating stretched strings. respectively. OF MATHEMATICALPHYSICS 303 v(x.PARTIAL DIFF. acoustic horns.3 WavePropagation in Surface of Water Basin The propagationof waveson the surface of a water basin can be developedby the use of the hydrodynamic equations of equilibrium of an incompressiblefluid. Let u(x.4.4.t) represent the components the vector particle velocity of fluid on the surface in the x and y directions. 6. of The propagation of wavesin a stretched membrane obey the same differential equation as the vibration of membranes.__ surface h Fig. etc.t) ~ u(x.y. EQ.4. bars.y.t) w(x.y. together with the boundary conditionsat the end points (if any) and the initial conditions makeup the wavepropagation system for those media.y.t) undisturbed __. 6.t) be the vertical displacement fromthe level h of the particle in the z-direction. thus: dX~x(uhdy) + dy~y (vhdx) + ~tt [(w + h)dxdy] .t) and v(x. Thelaw of conservationof massfor an incompressiblefluid requires that the rate of changeof massof a columnhaving a volume(h dx dy) must be zero. Let a free surface basin of a liquid (A) (Fig.. Thesystemof differential equations.7) be surrounded a rigid wall described by contour boundaryC.

16) ~us.t)=O PonC. Differentiating eq.14) into eq. (6. Substituting eq.15) Substitution of p fromeq. (6.= -/)-~p--~. (6.CHAPTER 6 or 304 0 Ow +h(OU ~ ~xx +~yy) = (6.z + w) (6.12) with respect to t and the first and secondof eq. Let a compressible fluid in medium occupy V and be surrounded by a surface S and consider an element of such a field as shown Fig. (6. (6.14) wherePo is the external pressure on the surface of the basin and g is ~e acceleration due to gravity.= ~Y Since the fluid is incompressible.4. so that the bound~y condition on w becomes: ~w ~(P.16) (see Fig.13) p-~. using eq. 6.5). (6.4 Wave Propagation in an Acoustic Medium Wave propagation in three dimensionalmedia is a phenomena cover’s a variety that of fields in Physics and Engineering. t>O 6. i. then the component the the of velocity nodal to the bounda~C must vanish. Wave propagation in acoustic mediais the simplest three dimensional wavephenomena physical systems.: of P = Po + 0 g(h .12) Let p be the pressure acting on the sides of an element.8. one the obtains: 32W= ~V2p 2 Ot (6.13) with respect to x and y respectively and combining resulting equalities. Hence. then the equation of equilibrium becomes: ~u 0p and ~v ~p (6. The law of conservationof massfor the element can be stated in . (6. since the wall sunounding basin is rigid.e.14) into eq.13) one obtains: 3u ~:-g~ ~w 3w and 3v ~=-g~ (6. ¯ e nodal component the velocity Vnbecomes: of Vn = UCOS~ Ow ¢~w + vsin~ =-gj~cos~ + ~sin~Jdt ~w =-gff~dt = 0 wheren is the nodal to the curve C.the pressure at any depth z in the basin can be described by the static pressureof the column fluid abovez.15) results in the equation of motion pa~cle on the surface of a liquid basin as follows: V2w= 12 O2w c e 3t wherec: = gh. 6.

the increase in the massof the elementmustbe equal to the influx of massthroughthe six sides of the element.t)] dy dz + fx P dx dy dz = (p dx dy dz) y: [p(x. v.z.t) .z + dz. OF MATHEMATICALPHYSICS 305 p V as the rate of changeof massof an elementis zero. Thus.t) be the fluid pressure acting normal the six faces of the fluid element.p(x.19 u dx dz dy Similarly.t)] dx dz + fy p dxdy dz = (p dx dy dz) ~t ~t z: [p(x.y.p(x + dx.PARTIAL DIFF.y. respectively.y. y.t)] dx dy + fz P dx dy dz = (p dx dy dz) dt .y.y. the massinflux from the remainingtwo pairs of sides becomes: bv Ow -p~y-ydxdydz and -p--~--xdxdydz Thus. y and z directions. Let u.p(x.z.y. y.17) Let p(x. to The equations of motionof the element can be written as three equations governingthe motionin the x. and wrepresent the particle velocity of the fluid in the x. by satisfying Newton’ssecond law: x: [p(x.t) . the influx of massfrom the elementthrough the two sides perpendicularto the x-axis becomes: 9 u(x.z. Thus.t) .y+ dy.P~xx+ -b--~y + "-~’z ) ~t ydz = or 30 (Ou ~v Ow~ :o (6.z. z) dydx = . EQ. z) dy dx.z. the law of conservationof massof a compressiblefluid element requires that: ~(pdxdydz) (~u ~v ~w~ dxd .19 u(x + dx. and z directions in terms of the fluid pressure p.z. y.

~0) Differentiating the equations (6.17) and(6. Substituting (6. in a Taylorseries aboutx.t) anda source potential F(x.20) respect x. let the fluid densityvarylinearly withthe of changein volume a unit volume of element: P = Po(1 + s) and p=po/~-o)y=Po(l+ys) for [sl<<l (6..~ is the soundspeed in the acoustic medium. one obtains acoustic ~uation follows: ~c Wave as ( ~x-. y.y. y. y.t).PoV ~ = Po ~ ~6. andz. ~s (~u ~v bs bu Pofx-PoY~=Po~ bv bs Pofy -Po?~: Po ~ bs bw Pofz .19) where andPo are the initial (undisturbed) Po fluid densityandpressure. suchthat: .s the condensation (changeof volume a unit volume of element) ~/is the ratio of the and specific heat constantfor the fluid at constantpressureCpto that at constantvolume C v.z.CHAPTER 6 306 where fy.OfYOfz wherec ~ . andfz are distributedforcesper unit mass the x. Expanding fluid pressure. four ofeq. the equations the of motion become: ~V (6.z. in respectively.19) into eqs.18) results eq.y. z.18) pfz bp_ For smalladiabaticmotion the fluid.p. with to t. andz directions. If oneusesa velocitypotential~(x. and respectively. fx.respectively. (6.

6. (6.then Helmholtzequation results. Neither of these mediawill be further explored in this book.t) = g(P.5.1 Vibration in Bounded Media Onemethodof obtaining the solution to forced vibration problemsis the methodof separation of variables. t > 0 P on S. 6. OF MATHEMATICAL PHYSICS 307 =.22) :- 3q~ 3F fy= w=-0- fz P = 19o-~.18) and the last three equationsof eq.20) result in the Wave Equationon velocity potential ~ as follows: V2. 1 32~ 1 3F.o--d fx = 3F (6.t)= gt(P) .t) n On (c) Elastic boundary: (P. (b) P on S.i.t) =g(P ~P P on S.5 Helmholtz Equation Helmholtzequation results from the assumptionthat the vibration or wave propagationin certain mediaare time harmonic. if one lets e it°t be the time dependance.~ .20) are satisfied identically. Wave propagationin elastic mediaand electromagneticwavesin dielectric materials are governed vector potentials instead of the one scalar potential for an acoustic by medium.PARTIAL DIFF. (6. t > 0 (6.+ 9oF + Po then the equations(6.24) This equation describes a variety of diverse physical phenomena. t > 0 Ot wherey represents the elastic constant and vn is the normalparticle velocity. 8~p EQ.22) into the first of eq. (6. P in V. having the following form: V2q~ + k2~ = F(P) P in (6. This methodassumesthat the deformation~(P. Substitution of eq.t) can be written as a product as follows: ¢~(P. t) + n (P.23) The boundaryconditions can be one of the following types: (a) p(P. t > 0~ normal componentof the velocity = g(P.e.

Non-trivial solutions of (6.28) are due to non-homogeneou~s boundaryconditions.27) while the Laplace equation has the following form: ~72~p = 0 (6. The general solution can thus be represented by superposition of infinite such standing waves.27) are due to the source function f(P) or to non-homogeneous boundaryconditions.26). The functions qt n(P) are known Standing Waves. but if the wave process is given enough time (say. The boundaryconditions required for a unique solution of the Helrnholtz equation are the sametype specified in Section 6.e.t) = ~(P) i~t where~(P) satisfies eq.6 Poisson and Laplace Equations (6.CHAPTER 6 308 wherethe functions ~(P) and T(t) satisfy the following equations: V2~l/n+~.26) Poisson equation has the following form: V2~ = f(P) P in V (6. i.The lines (or surfaces) where as ~n(P) = 0 are knownas the NodalLines (or Surfaces).24). Non-trivial solutions of (6. 6.~) then the initial transient state decaysand the steady state describedin eq.: q~(P. if initiated at o = .28) Various steady state phenomena Physics and Engineering are governedby in equations of the type (6.. i.25) T~’ + c2XnTn 0 = This equation leads to eigenfunctions ~n(P) where~’n are the correspondingeigenvalues. (6. The function ~(P.~.26) results. the solution wouldhave the samefrequencyo~ as that of the forcing function.e. . (6.27) and (6.t) = g(P) i~°t can be developedin the form of harmonicwaves.28). wherethe solution is periodic in time.n~l/n = 0 (6.5.t) by forces whichare periodic in time. whenthe forcing function f(P.t) has the form: f(P.2 Harmonic Waves The solution of wavepropagation problems in media where the medium induced to is motion~ (P.e.. Since the motionis assumed have been started at an to initial instance t o = . i. then no initial conditions needbe specified.t) wouldnot initially have the given in (6. 6.3.

If there are sources or sinks in the fluid medium.1) of becomes: V2T = -q(P) The boundaryconditions are those specified in Section 6. 1 and are separated by a distance r. then eq. (6. 6.2.z) Mass ~ .2 Flow of Ideal Incompressible Fluids Fluid flow of incompressible fluids can be developedfrom the formalismof flow of compressiblefluids. respectively. then the force ~ becomesthe field-strength at a point P due to a massmat x 2 definedas (see Fig. then the force of attraction (F) between and m can be 1 2 stated as follows: ~ = ~’ ml~m2 ~r where~r is a unit base vector pointing from m to m along r.1.22)..6.3 Gravitational (Newtonian) Potentials Consider two point massesm and m2. 6.y.9): . 6.9 6.. then the velocity potential satisfies Laplace’sequation.PARTIAL DIFF. the then velocity potential satisfies the Poissonequation. then eq.29) ~xx + ~y + ~ = 0 If one uses a velocity potential q~(P)as describedin (6. and 2 I 1 m = m. If one sets m = 1.17) becomes: 0u 0v bw (6.1 Steady State Temperature Distribution If the thermalstate of a solid is independent time (steady state). 6.6. Since the density of an incompressiblefluid is constant. (6. EQ.’" ~k~ Unit Fig.. Y OF MATHEMATICAL PHYSICS 309 P(x..6. located at positions x1 and x2.

32) satisfies the LaplaceEquation.30) and (6. massat point P (see Fig. r n respectively. If there is a finite number massesm m .32) It can be shown that ~0 in eq.. 6.31) then ~go is obtained by comparing eqs. 6.10).z) = m Or (6. giving: r (6. then the potential for each masscan be described follows: ¯ i = ?m~ ri and the total gravitational potential per unit massat P becomes: n ~gi = ~-. o such that: Ox Fy = 0y Fz = (6.CHAPTER 6 310 rn 2 ml Mass Fig.m n./r-TCos(r.. r2 .. awayfrom a unit of I. situated at r 1. x) = y m Or .10 ~ = y-~-e r or written in terms of its components: m Fx = "/~. (6.cos (r.~l~i i= n =y ~ m~ i=l ri . (6.30) If one defines a gravitational potential such that the force is representedby: ~ = -V~.2 ! m m Or Fy =~ r~-Cos(r... 2.y) =’/r2 m Fz = .31).

Define ql the electric field as the force on a unit charge(whereq2 = 1) located at a point P due to charge q2 = q as: ]~= q ~ ~r =.33) V wherep(x. . Definethe repulsive (attractive) force F betweentwosimilar (dissimilar) charges of magnitudes and q2. 6. respectively. EQ. located at positions x1 and x2.z) X If the massesare distributed in a volumeV. such that ~ = -V~. ~.z) is the massdensity of the material occupyingV and ~ satisfies the Poisson equation. OF MATHEMATICAL PHYSICS 311 Y Z ~ ¯ P(x.6.11): ¯ =Y p(x .y. as: ql ~=qlq____~2 ~ 4~er 2 r wherer is the distance between and q2 and e is the material’s dielectric constant.y. then the total potential due to the mass occupying V becomes(see Fig.y.z dV’ (6. 6.q’~-’v(lq ~ 4her 4he \ rJ If we define an electrostatic potential.PARTIAL DIFF.4 Electrostatic Potential The electrostatic potential can be defined in a similar mannerto gravitational potential. then a solution for the potential is: ~ = q-fi-r If there exists distributed charges in a volume then the potential can be defined as: V.

34) wherep(x.CHAPTER 6 p ) z 312 W= Ip(x’. t) = g(p) P on S. (c) Parabolic: If 2 = aceverywhere [x. Examples: Laplace and Helmholtz equations. To prove uniqueness.35) then the equation can be classified into three categories: (a) Hyperbolic: Ifb 2 > ac everywhere Ix. y’.8. Let 01 and 02 be two different solutions to Poisson’s equation (6. Let the equation have the following general form: a(x. The boundaryconditions amclassified as follows: (a) Dirichlet: Specify 0(P.8 Uniqueness of Solutions 6.02 .7 Classification of Partial Differential Equations Partial differential equations are classified on the formof the equation in two dimensionalcoordinates. assumethat there are two different solutions of the differential equation. each solution satisfies the samePoisson equation: V201 = f(P) and V202 = f(P) P in V such that the difference solution satisfies: V20 = 0 where 0 = 01 . Thus. in Examples: The Waveand Vibration equations. requires the specification of boundaryconditions. t > 0 PonS. 4~te r V dV’ (6.t) = g(P) P on S.a0.t) = ) 6.k0(P.27).0. Examples: The Diffusion equation. t]. t].z) is the charge density in V. k>0.t) 820 2b(x.t) ~ ~. t]. 0x -~) (6. t>0 (c) Robin: Specify 00(P’t) ~.1 Laplace and Poisson Equations Uniquenessof solutions of the Laplace and Poisson Equations. for a bounded region V with identical boundaryconditions.x ’ ~ + Ox0t c(x.y. 6. (b) Elliptic: If 2 <aceve rywhere in[x. It can be shown that ~ satisfies the Poisson equation.t) a2* + a 0 2= f~_~_~. t > (b) Neumann: Specify 0 0(P.

_~_~=--0~ or ~ = C can = =0 = constant. the solution is unique. (6. the difference solution ~ = C = constant. k > 0 and eq. and since ~ is zero on the surface.36) becomes: (0~)2 ~ oz = J [(tgx )2+ + (~-~-~)2]dV V which besatisfiedif andonlyif 3_~_~0. 0x 0y 0z since q~ is continuousin V and on S. one obtains: _-0 V Thus. (c) Robin: If the two solutions satisfy the sameRobin boundaryconditions then: OOl(P~) + k~l(p) O#2(P) kO2(p) = __ + On On Therefore: On . ~ must be zero throughout the volume. Thus. ~[(~x) +(~yy) +(~-~z)2]dV=~c~-n~dS V s To solve for the difference potential given the three boundary conditions described above: (a) Dirichlet: If the two solutions satisfy the sameDirichlet boundaryconditions then: ~I(P) = q~2(P) = then: ~(P) = 0 P on P on S V S and eq.k~(P) PonS. then: 0~l(P) . k>O P on S. then the constant C must be zero.0~2 (P) = On On Thus: P on S D0(P) 0 P onS On Therefore. OF MATHEMATICAL PHYSICS 313 Multiplying the previous Laplace equation on ~) by ~ and integrating over V. (6. EQ. (b) Neumann: normal derivatives of the potentials satisfy the sameboundary If conditionon the surface. hence.PARTIAL DIFF. and the two solutions are unique to within a constant. However. and.36) can be rewritten: .

bM)(~" -~. both integrals of eq.. Neumann Robin. since k is positive and ~2 is positive.39). resulting in 0 = constant in V and 0 = 0 on S.37) + [~S. twoor three dimensionalintegers and ~’Mis the corresponding eigenvalue.e. then 0 is zero throughoutthe volumeand the solution is unique.8.~ = F (P) P in can be written as a superpositionof the eigenfunctions(~M(P)" Let 01 and 02 be two solutions of Helmholtz equation (6. The or capitalized index Mrepresents one.38) and homogeneous boundary conditions of the type Dirichlet. Thus.2 Helmholtz Equation Helmholtzequation can be solved by eigenfunction expansions. 6. and using eq.¢2. (6.38) one obtains: Z(aM . (6.j I[(~ )2 "0@~2~. Dueto the continuancyof 0 in V and on S.24): 720 + ~. Therefore.24). (6.37) must vanish. The solution to the non-homogeneous Helmholtz equation (6.39) .11) results and aM= bM. the eigenfunctions 0M(P) satisfy: V20M + XM0 = 0 M (6.: V201 + X01 = F (P) and V2~)2 + X~2 = F If we once again define 0 as 01 . Helrnholtz equation has unique solutions for any of the three types (6.0 = 0 Expanding solutions for ~l and 02 in a series of the eigenfunctions: the 01 = 2aM 0M(P) M 02 = ZbM 0M(P) M then the difference solution 0 is expressedby: 0 = ~(aM -bM)0M(P) M Substituting 0 into eq. then 0 satisfies the homogeneous Helmholtz equation: V20+ ~.M) 0M(P) = 0 M which.: +(~~-~)2]dV=-Ik02dSoz s V However.CHAPTER 6 314 (6.for X ~ XM after using the orthogonality condition (Section 6. i.

t>0 and one of the following conditions for points P on S and for t > 0: (a) Dirichlet: ~ (P. OF MATHEMATICAL PHYSICS 315 of boundaryconditions. t) satisfies: V20= 1 0¢ K 0t and ¢(P. t > 0 1 V2O2-K 0t ~ f(P’t) ~(P.~ ~-~ ÷ f(P.0+) = 0 P in V PinV.~2 then the difference solution O(P.3 Diffusion Equation Let ~l and ¢2 be twosolutions to the Diffusion Equation(6.2dV+I[( V V )2+( )2+(~)2]dV+hf.42) .2dS=0 oz S (6. t) = (b) Neumann: O(P. t) = 0 On or PonS. ~e surface integral vanishes and eq. (6. t>0 t>0 (c) Robin: 0¢(P. S For Difichlet and Neumann boundaryconditions. PonS. one obtains: 1 f~ 0~ -~-jq~-~-dV V 1 ~) V 2K 0t f~2dV f0V2(~d . t>0 Multiplying the homogeneous diffusion equation on the difference solution ~ by ~ and integrating over V..41) (6.0 +) = g(P) PinV.t) ÷ hO(P. 6.8.1) that satisfy the same boundary conditions and initial conditions as follows: 1 ~72~) 1 .40) becomes: V 1 0~*~dV+~[( )~+ +( )~]dV=0 2K 0t ~ V V For Robin boundarycondition..)-(V0) dV + f. PonS. EQ. (6.t) P in V. V V (6.40) becomes: 2KOtf. eq.0 +) = ¢2(P.t) whereh>0. P in V t>0 Letting ~ = ~1 .PARTIAL DIFF..40) (V.

43) V 0 whichis only possible if integrand g) = 0.t) V2~)2= 21 ~t +) ~I(P.8. ~F(t) = _[f(t)]2 bt t F(t) = -f [f(n)] 2 drl + C 0 Since ~(P.4 Wave Equation Let ~1 and ~)2 be solutions to the Wave Equation (6. (6. Therefore.t). we can define a newvariable. due to the inequality in eq.0+) = 0. 6. (6. such that the difference solution @ satisfies: 1 ~)2~ 2 V2~ = C2 ~t PinV.O+) = ~2(P. f(t). P in V t>O ~(P. then F(0) = 0 and hence C = 0. t > 0 P in V PinY for P in Vand t > 0.CHAPTER 6 316 For either eq.41) or (6.0+)=g(P) PinV.42) to be true: 2dv-<O ~ttf~ V Let: j" ~2dV F(t) = V Since the time derivative is alwaysnegative.23) whichsatisfy the same boundary conditions and initial conditions.43). such that: 2 2 ~72~1= c1 b2~+q(P.O = f(P) -~tl(p. such that:. ~t bZ~z ~-q(P. Thus: t (6.0+)=~-~L(P. +) =0 . t>O P in V. the solution must be unique.

44) Thus.0+) 0 % P in and one of the following conditions for P on S and for t > 0: (a) Dirichlet: ~ (P. EQ.t) = 0 where h ~n Multiplying the homogeneous Diffusion Equation on the difference solution ~ by ~#/~t and integrating over V. (6.eq.44) becomes: 1 ~ V L 2~2 ~ IF°q~12dV =I V (’~V ~t _1 ¯ VO -1dV~ ~} IiV~i2dW V (6. equality (6.45) becomes: (6. t) (b) Neumann:~ ~(P’t) = 0 ~n or ~ (c) Robin: ~(P’ t.45) Using the divergence theorem: V S and fi ¯ V~= ~n’ one obtains: Thus.46) S .__. one obtains: 1 f0@220 2c 0t~c[_0tJ Thelast integral can be rearrangedso that: (6.PARTIAL DIFF.~) + h @(P. OF MATHEMATICAL PHYSICS 317 -~t (P.

when integratedresults in: @(P.48) with respectto t results in a constant: /[~(~)2 +(0. a~=o. and. Therefore. for the Dirichlet boundarycondition.47) wi~ respect to t. one obtains: [ 1 (0. eq.o =0forPin V.e. @(P. (6.t) = 0 for P on S and for that t > 0.47) +) a~(~. t>0 which. PinV.0 = 0 for P in V. all three bounda~ conditions are sufficient to producea unique solution in wavefunctions. -h f* 2at .46) becomes: +(~)Z + (0@)Z + (~)2]d V V a@dS= h 3 f@2dS (6.t) ~ P in V.2dS= Coz V S Invoking the same ~gumentsas above. (6.t) = 0 for P on Thus.then since$(P. t > 0 For Robinbounda~ condition.48) S S Integratingequation (6. aS a~=o.: -~(P.) 2 +(~0)2 +(00)2 ~ +(~)~dV=C(constantforallt) ] V +) Substitutingt = 0 in the integrand. since ~ mustvanishfor all t. for either Dirichlet or Neumann boundaryconditions. then V@(P. (6. thenC=0in Vandtheintegrand aS_o.46) becomes: +(~-z Integrating eq. Thus: (6. Also. t) = 0 for P on For Neumann boundary conditions: 0~-~(P.0 = @(P.O+)=O. the surface integral vanishes and eq. t > 0 Since +) = 0.)2 +(~)2]dV+~f.CHAPTER 6 318 Remember. t>0 Therefore. one can again showthat: ~(P. i. = 1 =constant t) P in V. C = 0. the time derivative of the boundarycondition vanishes. ~$ aS- #=o.t)~0 PinV. thenC~ 0 and $(P.)2~ +(~3.

the equation becomes: X" ¥" X Y Since both sides of the equality in the aboveequation are functions of one variable only. y) = T(x. then the Laplace Equation is transformed into two ordinary differential equations: X" .y) = X(x) X ~: 0. each dependingon one coordinate variable only.PARTIAL DIFF. Y ~: 0. EQ.9 The Laplace Equation The methodof separation of variables will be employed obtain solutions to the to Laplace equation. i. H) = Since the sheet is thin. 0 < x < L and 0 < y < H Substituting T(x.T V2T = 8-~ + by2 = 0 Assume that the solution can be written in the form of a produc of two single variable t functions as follows: T(x. a Choosinga2 > 0. wecan assume that the temperaturedifferential is only a function of x and y. The methodrequires the separability of the Laplacian operator into two or three ordinary differential equations. then the equality mustbe set equal to a real constant. wherethe boundaryconditions are specified as follows: T = T(x. T(x.y) into the differential equation. 0) = T(x. Afew of the orthogonaland separable coordinate systems are presented in Appendix C. The use of the methodcan be best illustrated by workingout examplesin various fields in Physics and Engineeringand in various coordinate systems.a2X =0 Y" + a2y =0 whichhas the following solutions: . y) T(0. Thedifferential equation on the temperaturesatisfies the Laplace equation: ~)2T~)2. one obtains: Y dx~ + X dY = d2X d2y ~ 0 Dividing out by XY. occupying space the 0 < x < L and 0 < y < H. The methodconsists of assumingthe solution to be a product of functions. Example 6. y) = f(y) T(L.1 Steady State TemperatureDistribution in a RectangularSheet Obtain the steady state temperaturedistribution in a rectangular slab.~. OF MATHEMATICAL PHYSICS 319 6.e.y). + z.

y) = sin( y)[si nh ( .y) = [A sinh (anL) + B cosh (anL)] Y(y) whichcan be satisfied if: B/A= .CHAPTER 6 320 for a ¢ 0: X = A sinh (ax) + B cosh (ax) Y = C sin (ay) + D cos (ay) for a =0: X=Ax+B Y=Cy+D Applyingthe boundaryconditions to the solution.2 ~nn cosh( -~ x)] Tn(x.: T(x.0)=DX(x)=0 -) sin (all) = T(x.tanh (anL) Finally. sin (all) = 0. i. and assuring non-trivial solutions. The non-trivial solution of Y(y)consists of an eigenfunction set: Cn(Y)= sin (nny/H) wherethe eigenfunctions Cn(Y) orthogonalover [0.y). "a" must take one of the following characteristic values: an = ~ n~ n = 1.HI.y) = f(y)= n n=l tanh( -~-_n sin (~-~n L) ..3 .y) = n Tn(x.: are H sin(nny/H) sin(mny/H)dy = H / 2 f {0 0 nCm n Thea = 0 case results in a trivial solution.. Substituting the solution into the second boundarycondition: T(L. such that the temperaturein the slab can be written in terms of an infinite GeneralizedFourier series in terms of the solutions Tn(x.y) satisfies the Laplace Equation and three homogeneous boundaryconditions. the solution can be written as: n~ Tn(x. i. one obtains: T(x.y) n=l The remaining non-homogeneous boundarycondition can be satisfied by the total solution T(x.y) as follows: OO T(0.-f f x) ..e.H) = C sin (all) ¯ X(x) = To satisfy the characteristic equation. one can use the principle of superposition. Dueto the linearity of the system.e.t anh(L) n = 1.2.

resulting in four new problems. If.. i = 1. . Each of these problemswould resemble the problemabove.. then: C=0 for a ¢ 0. This indicates that the choice of the sign of a2 leads to either the existenceof non-trivial solutions. In order to eliminate the guessworkand minimizeunnecessarywork. Let: T--T1 +T2+T3+T 4 where 2 T = 0. This leads to a choice of a2 > 0. for .. Since the solution involves an expansionin a GeneralizedFourier series. 4 . they are oscillating functions with one or morezeroes. OF MATHEMATICAL PHYSICS 321 Usingthe orthogonality of the eigenfunctions. The solution then would be the sumof the four solutions Ti(x. These eigenfunctions must satisfy homogeneous boundaryconditions. or to the trivial solution. or D T(x. a2Y=0 whosesolutions become a ¢ 0: for X = A sin (ax) + B cos (ax) Y = C sinh (ay) + D cosh (ay) The solution must satisfy the boundaryconditions: T(x. EQ. 3. If the temperatureis prescribed on all four boundaries. then the above analysis must be repeated: X"+aZX=0 y".one can use the principle of superposition by separating the probleminto four problemsas follows. the choice of the correct sign of a2 can be madeby examiningthe boundaryconditions.H) = C sinh (all) ¯ X(x) However. Each solution Ti satisfies one non-homogeneous V i boundarycondition on one side and three homogeneous boundaryconditions on the remaining three sides. since sinh (all) cannot vanish unless a = 0.y). specifically. Thus. for this example. one obtains an expression for the Fourier constants En as: H ff(y)sin(-~y)dyo En=Htanh2(~L) Notethat the choice of sign for the separation constant is not arbitrary.0) = D X (x) = 0. then choose the sign of a2 to in give an oscillating function in y and not in x. there is no non-trivial solution that can satisfy the differential equationand the boundary conditions.az. yielding four different solutions.a2 was chosenwith a2 > 0. these eigenfunctions must be non-monotonic functions. then one wouldneed an eigenfunction set. Thus.since the boundaryconditions were homogeneous the y-coordinate. 2.. Furthermore.PARTIAL DIFF.

CHAPTER 6 Steady State TemperatureDistribution in an AnnularSheet 322 Example 6.O)_ 0 C ~r T(b. two ordinary differential equations result: ’’ r2R + rR’ . The sheet is insulated at its inner boundary. then the solution becomes: U = A sin (k0) + B cos (k0) -k R=Crk+Dr The solution must be tested for single-valuedness and for boundedness.0) = f(0) Laplace’s equation in cylindrical coordinates. 0 ~-r + ~~"0--~ The boundaryconditions can be stated as follows: O_~_T[ = OT(a.0 + 2~z) Thus: . one can showthat: r2R"+rR ’ U" = -.= k2= constant R U The choice of the sign for k2 is based on the coordinate with the homogeneous boundary conditions.0). Thus.k2R= 0 U" + k2U = 0 If k = 0. becomes(Appendix g2T 1 OT 1 g2T 2 ~.2 Obtainthe temperaturedistribution in an annular sheet with outer and inner radii b and a. respectively. then choosing k2 > 0 leads to an oscillating function in 0.O) is prescribed at the outer boundary follows: as T(b.~ Or --. whereT = T (r.and the temperature T = T(r. Since the boundary condition on r is non-homogeneous.O)= frO) Assuming that the solution is separable and can be written in the form: T = R(r) U(0) and substituting the solution into Laplace’s Equation.Single-valuedness of the solution requires that: T (r.0) = T(r. then the solution becomes: U=Ao+Bo0 R = CO + D log r O If k ~: 0.

2. using the orthogonality of the eigenfunctions. OF MATHEMATICAL for k = 0 for k ~ 0 for k ~: 0 PHYSICS 323 sin (k0) = sin k(0 + cos (k0) -. one can obtain expressions for the Fourier coefficients: 2n 1 if(0) 0 E° --~n 0 2~ E n and n F =~(b n + a2nb_n~) fr0)cos(n0)d0 0 n = 1..0) = frO) o + ~(b n + a2nb-n)(En cos (n0) + F n sin (n0)) n=l Then. one can write the general solution in a Generalized Fourier series... 2. form: k=O To = Eo + Fo log r Therefore. the solution takes the Tn = (An sin (nO) + Bn cos(n0)) n + Dnr -n)n = 1.0)=F° oar a --> Fo=O =0 --~ Dn =a~nCn OTn (a.0) = o +2 (r n + a2nr-n)(En co s(n0)+ F nsin (n0)) n=l where En and Fn are the unknown Fourier coefficients.. +a2n~.0)=nCn an-l-nDna-n-1 Or Thus.3 . Remember these solutions must also satisfy the boundarycondition -~r (a._n J fr0)sin(n0)d0 ~’ 1 I 0 n = 1.cos k(0 + whichcan be satisfied if k is an integer n = 1.. 0) as follows: T(b.. EQ.... 3 . 2. i. 2..e.PARTIAL B =0 o DIFF. The last non-homogeneous boundary condition can be satisfied by T(r. . 3 . 3 . 0) = that k =0 k=n 0T° (a..: T(r..

where> 0. Thus. the temperaturein the annular sheet is constant and equals T . Thus. where T = T (r.0). VET -ff~-rJ+si-7"~-~’~’ts’nO-ff~’)] LetT(r. and has the temperaturespecified on its surface r = a as follows: T(a.0) = f(0) Examination the boundarycondition indicates that the temperaturedistribution in the of sphere is axisymmetric.O)R(r) = U(O). Eo T O -Thus.k2R = 0 U" + (cot0) U’ + kEU= Transforming independentvariable from 0 to rl. then k2 > 0 results in an eigenfunction in the 0 .2.e. O Example 6.3 Steady State Temperature Distribution in a Solid Sphere Obtainthe steady state temperaturedistribution in a solid sphere of radius = a.na)-~ Letting k2 = v (v + 1). i. such that: the vl =cos 0 -l<rl< 1 then U satisfies the following equation: }+kEu--0dn d---I(1.. 0/~ = 0. then: En=Fn=0 n= 1.coordinate.3 . from AppendixC: :° rELo~rt..CHAPTER 6 324 If frO) is constant= o. the two components satisfy the following equations: " rER + 2rR’. 1 d r E dR R dr ~r 1 U sin O sin -~-J Since the non-homogeneous boundarycondition is in the r-coordinate.then thesolution to t he diff erential equation becomes: U(rl) = v Pv(rl) + v Qv(l) r r-(v+l) R(r) = rv + Dv = Er-1/2 + Fr-1/2 log(r) 1 -2 1 v=-2 forv¢ for ..

4 Steady State Temperature Distribution in a Solid Cylinder Obtainthe temperaturedistribution in a cylinder of length. EQ.. n = 0. Thus..2 .. 2 .PARTIAL DIFF.~l)= ~ EnTn(r.: T (r..2. the eigenfunctions satisfying Laplace’s equation and bounded inside the sphere has the form: Tn(r. one obtains: OO T(a.. n=0. OF MATHEMATICAL PHYSICS 325 The temperature must be bounded r = 0. n=0 Satisfying the remaining non-homogeneous boundarycondition at the surface r = a. 1. c. and Dn= 0. 1. Example 6.. and rl = + 1. i. and radius. rl) = g(~) = EEn an Pn(~) n=0 where: -1 g(rl) = f(COS "q) Usingthe orthogonality of the eigenfunctions. then: 1 ~ Pn (~1) dR 2 -1 n= 0 =0 n= 1.. Thus. Bn=0. the Fourier coefficients are given by: 1 En= 2nn +____~1 fg(rl)Pn0q)drl 2a -1 2n+l r 2n2~) Pn(~) (~1) Pn (~1) n=0 - ~ If f (0) = o = constant.. thus: at v = integer = n. L.e.3 .n) = rn Pn (’q) and the general solution can be written as GeneralizedFourier series in terms of all possible eigenfunctions: O0 T(r. such that the temperature its surfaces are prescribed as follows: at . the solution inside the solid sphere with constant temperatureon its surface is constant throughout.0) = O everywhere.

For boundedness the solution at r = 0.0.0) = D =0 a ..z) T (r. Since one of the boundaryconditions in the r-coordinate is not homogeneous. ~ere are four distinct solutions to the aboveequations.0) = T (r. then the equation can be put in the R" Letting: 2 2 ~ = .0.0.CHAPTER 6 326 T = T (r. U(0) = U(0 + 2re).. The boundaryconditions of n are satisfied next: T (r.0. 2.b Z U then the pa~ial differential equationseparates into the followingthree ordinaff differential equations: r 2 R" + r R’ .a and .(az ~ + b~) R = 0 U"+b:U=0 Z"+a~Z=0 ~e choice of the sign for az and bz are again guided by the bound~conditions.. becomes (Appendix C): ~2T ~ ~r2 ~-~-r r~ ~0 + ~-~-=0 2 IR’ 1 U" Z" I~T 1 ~2T ~T Let T = R(r) U(0) Z(z).E sin (b0) + b cos ( b0) b whereI b and K are the modifiedBessel Functionsof the first and secondkind of order b. dependingon the value of a and b: (1) Ifa ~ 0 and b ~ 0. 3 . T.L) = The differential equation satisfied by the temperature.z) T (c.z) = f (0. b For single-valuednessof the solution. one must set B = 0. one needs to then specify the sign of a~ > 0 and b~ > 0 to assure that the solutions in the z and 0 coordinates are oscillato~ functions. requires that: b is an integer = n = 1.0. then the solutions become: R = A I b (ar) + b K (ar) b b Z = C sin (az) + a cos ( az) a U --.

2.0) = T (r..0.0) = T(r..0. then the solutions become: R = A I o (ar) + o K (ar) o o Z = C sin (az) + a cos ( az) a U = Eo0 + F o Again. n = 1.L) = D =0 a sin (aL) = amL = mn. m1.. the eigenfunctions satisfying homogeneous boundaryconditions are: Trim = (Grim sin(nO)+Hnm cos(n0) ) I n --~--r sm z m. single-valuednessrequires that E = 0. 3 . then aML = wherem= 1. the boundaryconditions imply: n . and boundedness r = 0 requires that at o B = 0.. OF MATHEMATICAL PHYSICS sin (aL) = 0. 2. (2) If a ¢ 0.L) = Thus. b = 0. 2.0. Therefore. b ~: 0.T(r. 3 ..L) = D =0 O CO = 0 whichresults in a trivial solution: Tno = 0 If a = 0...0.0.. then the solutions become: R = A log r + B o o Z=CoZ+D o . The solutions for this case are: Ton = Io(m~r sin(~--~z) ~) a (3) If a = 0. EQ.. 2. and: o T (r.PARTIAL DIFF. 3 . 3 . and boundednessrequires that B = 0. 327 T (r... b = 0.. then the solutions become: R = A r b + B -b b br Z = CO z + D O U = E sin (b0) + b cos ( b0) b Single-valuedness requires that b = integer = n = 1.

0.2. Since the o cylinderis infinite and the fluid velocity at infinity is independent z. The fluid has a velocity = V for r >> a.5 Ideal Fluid FlowAroundan Infinite Cylinder m. whereen is the Neumann factor. and boundedness requires that A --: 0: o o T(r. one can evaluate the Fourier coefficients: 2n L Gnm_ 2 ! If(0.z)=f(0.0.CHAPTER 6 328 U=Eo0+F o Single-valuedness requires that E = 0.O) . 2.2.L) = D =0 O C =0 O whichresults in trivial solution: Finally...z.n= 1.3 Obtainthe particle velocity of an ideal fluid flowingaroundan infinite rigid impenetrablecylinder of radius a. 2.....0. The general solution can then be written as a GeneralizedFourier series in terms of the general solutions Tnm as follows: T= n=0m=l Satisfying the remaining non-homogeneous boundarycondition at r = c results in: T(c. then the velocity of potential is also independentofz. z) cos (n0) sin (-~ z) dz d0 m=1. the solutions of the problem be written as: can Tnr = I (~-) r sin z Lc°s(n0)_J nn (~)[sin(n0)l n = 0..3 0 n=0.. The velocity potential 0 satisfies Laplace’s equation: V:# = 0 where # = # (r.z)sin(n0)sin(-~z)dzd0 r~LIn(-~ c) 0 2n L -~c) Hnm ~LIn(~ I f(0. 3 . 3 . The solutions Tnmcontains orthogonal eigenfunctions in z and 0. Example 6. m= 1.2 .0) = T(r.. 1.= n =~ ~ In(-~--~c)sin(-~--~z)(Gnmsin(n0)+HnmcOS(n0)) 0 1 I n r sin z (Gnmsin(n0)+HnmcOs(n0)) Usingthe orthogonality of the Fourier sine and cosine series. 1..

e. since Vr(0 ) = Vr(0 + 2n). i. OF MATHEMATICAL PHYSICS 329 V o and the particle velocity is definedby: The boundary conditions r = a requires that the normalvelocity vanishes at r = a.: 0 ¢(a.PARTIAL DIFF. then the solutions are: U=Ao0+B 0 R = C log r + D o o If k ~ 0: U = A sin (kO) + k cos ( kO) k R= Ck r k + D k "k r Thevelocity components the r and 0 directions are the radial velocity. o For k . V = in r and the angular velocity. then: r2R" + r R’_ k2R = 0 U"+k2U=0 If k = 0. V = 0 The velocity field for k = 0 is: 1 must be single valued. the velocityfield is: . . EQ.~ 0. 0) = Let # = R(r) U(0). Both of these components r O0 (Ao0 + Bo) V = --’(C O logr + Do)Ao and V = -’° 0 r Single-valuednessof the velocity field requires that A = 0.

0)=-C°B o = 0 a or C Bo = 0 O fork=n: vda. the velocity potential becomes: ~o = Bo (Co log r + Do) ~n = (A n sin (nO) + B n cos (nO)) (C n r n + Dnr-n) n = 1.k (Ck r k k Requiringthat Vr(0) = Vr(0+ 2rt) 0 (0) = V00+ 2r0dictates that k is aninteger = n.. the general solution for the velocity potential becomes: ~ = E + (E cos (0) + l sin ( 0)) (r + -1) o 1 The radial and angular velocities become: V = -(El cos (0) + 1 sin ( 0)) ( 1 r r- .. . then boundedness r --) oo requires that n =0 as 0 for n > 2. hence: Dn=0 for n>2 Thus........ The boundarycondition must be satisfied at r = a: Vr(a. the velocity field must be boundedas r --) oo.....O).. or -n ~-t (C~r - r-(a+t)) (A sin (nO) + cos ( nO)) r Dn n n D = a2n C n n and.CHAPTER 6 Vo V r 330 r ~o.y V= 0 and -k (Ck r k’~ + D 1"(k+l)) k (Ak cos(k0) . Furthermore..x_. ( Thus. Examining expressions the for vr and V for r >> a and k = n > 1.k sin(k0)) rk-1 ...... 2...0) = for k = 0: Vr(a...Dkr-(k+l)) si n (k0) + cos(k0) V = .

Example 6. equation satisfied by the electric potential (~ in spherical coordinates. 1 32¢ cot(0) 3¢ 3r’--~-*~--~-r*~-a-’~ -+ r 2 30 Let qb(r.)sin(0) r 2 Note that the velocity potential is unique within a constant.. to axisymmetric. then the solutions can be assumed be independentof the polar angle. the surface of the lowerhalf is beingkept at zero potential.However. the physical quantities (V and V are all r 0) unique. the solution whichsatisfies Laplace’s equation is: n n t~n(r. the solution for the velocity field takes the final form: V = -V (1 . 1.: V ---) -V sin (0) r o and V --) -V cos (0) 0 o which. i. separated by a narrowgap.e. E =0 1 and 2 F1 = V o Thus.e. Thus.PARTIAL DIFF.e. and unbounded.. 2 . rl) = n P (rl) n n = 0. EQ. . is given by (Appendix C): V2*= 32t~ . i. single-valued and bounded.6 Electrostatic Field Within a Sphere Obtainthe electric field strength produced twometal hemispheres. i. the surface of the upperhalf has a constant potential ~o.ar-~-) sin(O) r o V -. then the solution as given in Example becomes: 6.-V (1 ÷a 7) cos(0) 0 o and ¢=Eo+vo(r+ .0) = R(r) U(0).3 Ck = [Ak Pk 0q) + Bk Qk (rl)] rk + D -k-l] kr wherer I = cos 0 Boundedness the voltages E and E at r = 0 and r 1 = + 1 requires that k = integer = of r 0 n. B = 0 and D = 0. due to the Neumann boundarycondition. 2 3¢ .. in radius r = a. The for axisymmetricdistribution.: ~(a’0)=f(0)={00°rt/2<0<r~0-<0<x/2 Since the sphere’s shape and the boundary condition are independentof the polar angle. whencompared the expressions for V and V gives: to r O. OF MATHEMATICAL PHYSICS 331 V = +(E COS(0) 1 sin ( 0)) ( 1 + 0 1 The radial and angular velocities mustapproachthe given velocity V in the far-field of o the cylinder.

.. In problems involving homogeneous boundary conditions.’. whichis then used to expandthe source function in Poisson’s equation.’. using the orthogonality of the eigenfunctionsPn0]). rl)-~)* *o{~P10])_21(r~2p()+55(’r’) ~ 3 .~ 6. ~a 11 F5 = 3-~-a5 *o Therefore.2a 2n =2~ j’Pn(rl)dr I I -i 0 The first few Fourier constants become: F° : ~)~°2 F2n =0 7 FI= *o F3 = .. one may attempt to construct an orthogonal eigenfunction set first.’.CHAPTER 6 332 and the general solution can be written as a GeneralizedFourier series: ~)= ~ Fn rn Pn(rl) n=0 Satisfying the boundary condition at r = a: ~(a. Start with the following system: V2(~ = f(P) P in V (6.10 The Poisson Equation Solution of Poisson’s equation maybe obtained in terms of eigenfunctions. those with homogeneous boundary conditions and those with non-homogeneous ones. Thus.’. 0 o /-.49) together with homogeneous boundary conditions of the Dirichlet..’.1-~a3 *o n = 1.’. 7(" r):~ p. P3(rl)+ 16\aJ P5(rl)-. Two distinct types of problemsinvolving Poisson’s equation will be discussed. written in general form: .4 .. )+ ll[r) 4 } 10...’. = Theelectric field strength ~ = E ~r + E0 ~0 ~7~)can be evaluated as follows: r 4 Er(r.. rl)=-~ l+3(r)pl(rl)2\a) ~ . Neumann Robin or type.. results in the followingexpressionfor the Fourier coefficients: +1 +1 n j-g(rl)pn(rl)dr -~°2n+l’ Fn= +~1. rl) = n r nPn(rl) = g (~ n=0 whereg (rl) = f (cos -1 rl).3..2.the potential can be written as: g)(r.’.

54) in Poisson’s equation (6.: U (Ig i (P)) P on S The homogeneous Helmholtz system in eqs.52) whereeach eigenfunction satisfies Ui (~M(P)) = 0. other wordsif the equation is of the in Poisson’s type and the boundaryconditions are nonhomogeneous.PARTIAL DIFF. h > 0 (6. (6. can use the one linearity of the problem linear superposition to obtain the solution. Mbeing a one.54) -__L_. two. I (6.51) whosesolution must satisfy the same homogeneous boundaryconditions that 0 satisfies.53) to obtain an expressionfor the Fourier coefficients EM as: EM = NN ~’N tgN(P)f(P)dV V (6.55) If the systemis completely nonhomogeneous.52): V20 = Z EMV2~IM(P) = -Z XM ~IM (P) = f(P) EM M M Onecan use the orthogonality integral in eq. Thus.Z EM~tM(P) M and substituting eq.e. such that: V2/gM ~.56) where k and h mayor maynot be zero.49) subject to the general form of boundarycondition: k ~nP) + h0(P) = g(P) P on S k. Let the solution be a linear combinationof two solutions: 0=01 +02 .50) Ui (0 (P)) = 0 V21g+)~lg = Starting with the Helmholtzequation (6.53) (6. OF MATHEMATICAL P on S PHYSICS 333 (6.49) and eq.lg M= 0 + (6. for the and following system: V20 = f(P) P in V (6.51) wouldgenerate orthogonal eigenfunction set {~M (P)}. The eigenfunction set is orthogonal wherethe orthogonality integral is defined by: = M~ K ~ I[/MIg K dV 0 V = N M= K M Expanding solution in GeneralizedFourier series in terms of the orthogonal the eigenfunctions: ~ -. EQ. (6. or three dimensionalinteger. i. (6.50) and (6. (6.

0) O) o = =o Let ~p(r.7 Heat Distribution in an AnnularSheet I I I OT/Or= 0 Obtainthe temperaturedistribution in an annular sheet with heat source distribution q. i. r = a.e.0) = R(r) F(0). for T = T(r. is insulated.0) = 0 and ~Y(a.57) k ~ +h01(P) g(P = ) Thus.e. such that the temperature satisfies: V2T .while the inner of boundary. then the equation becomes: r2R"+ rR’ + 1~" +l~r~ =0 R F or . Example 6. i.: ~72~ + 12~ = 0 ¯ 12 undetermined by (a. satisfies 01 a Laplacian and02satisfies system a Poisson’s with system homogeneous boundary conditions.CHAPTER 6 334 such that 01 and 02 satisfy the following systems: V201 = 0 V202 = f(P) 202(P) ~+ h02(P) 0 P on k = (6.0) = The outer boundary the sheet. at r = b. 0____~) The system. is kept at zero temperature. from which one can obtain an eigenfunction set.0): at T(b. can be written in the form of the Helrnholtz equation satisfying the same homogeneous boundaryconditions.q(r.

e.: Jn(c l a) Y~(/a) . Thus.J~(/a) Yn(cl whichhas an infinite number roots for each equation whoseindex is n: of m= 1. since the boundaryconditions are homogeneous both variables. 3 .PARTIAL DIFF.i.. homogeneous boundaryconditions are satisfied as follows: C Jn (/b)+D C Jn (la)+D Jn(/b) Yn (/b)=0 Yn (la)=0 Ya(/b)=0 l~0 The two whichresults in the followingcharacteristic equation: Y~(la).’+k2F=0 r2R" + r R"+(12 2 -k2) R = 0 wherethe sign of the separation constant k2 is chosento give oscillating functions in the r and 0 coordinates. are orthogonal. EQ... n =0.. OF MATHEMATICAL PHYSICS 335 F. wheren = 0. a [ [_y~ ~--~m) Jn(c~tnm) Yn(~l’nrn It should be noted that angular eigenfunctionsas well as the radial eigenfunctions. nm n = 0... 1...e. 3 . ~" whereP’nmrepresents the m root of the nt" characteristic equation. Theratio of the constants D/Cis given by: D Jn(cktnm ) C Y(cgnm) whichcan be substituted into the expression for R(r). in The solutions of the two ordinary differential equations become I * 0: for F = A sin (k0) + B cos (k0) R = C Jk (l r) + D Yk(I Single-valuedness requires that k is an integer = n. 2...2 .: b I a rRnm Rnq dr ={0 Nnrnifif m. 1.eq= q m Expanding temperatureT in a General Fourier series in terms of the eigenfunctions the kl/nm(r. 1. 2 .. 2 . 2. Rnm.... the eigenfunctions Ignmcan be written as follows: [-sin(n0)-I Ignm = Rnm(r)lcos(n0)[ where: Rnm(r) = Jn(I-tnm r)- l nma = P. i. c = b/a. m= 1.0) as follows: .J~(la) Thecharacteristic equationcanbe written in termsof the ratio of the radii..

0)Rnm(r)sin(n0)d0dr n. Multiplying the Hel~olm equation on ~Mby ~Mand integrating on V. 6.52) )~= V2~)M÷ ~M~M= f(P) (6. 2 d J ~nm Nnm a0 Bnm b2u a2en f f r q(r. (6.XM I *~ dV = I*M ~ :0 V V S Now can solve for XM the given bounda~condition: one for (6.3 .2. 2. (6.51) and (6.52) One can show that the eigenvalues are non-negative.24) subject to homogeneous boundaryconditions (6.CHAPTER 6 336 Anmsin(n Z Z Rnm(r)[ 0) +Bnmc°s(n0)] T(r.52) generate eigenfunctionset that is orthogonal as defined in eq. where en is the Neumann factor. m=1..i.1. 3 . one obtains: dV I*M[V2*M + ~M*M] = -f (V*M)*(V*M)dV + V V +f ~MO~MdS = 0 S whichcan be rewritten as: I ~V*M~ dV . Consider the Helmholtzequation (6.0)= n=0m=l The solution for the Fourier coefficients Anm Bnr can be obtained in the form given and n in eq... m:= 1.0) Rnm(r) c°s(n0) 2~2nrn Nnma 0 n=0..53).24): V2~)+ )~ ~ = f(P) P in V (6.50): P on S (6.50) U (~)(P)) i The homogeneous eigenvalue system given in eqs. using the orthogonality of Rnm the Fourier sine and cosine series as: and 2 a Anm b2u [ |rq(r.11 The Helmholtz Equation The solution of homogeneous non-homogeneous and Helmholtz equation is outlined in this section.. Theeigenfunctions~)M (P) satisfy Helmholtz equation when ~’M..58) V On .e... (6.2 .55).. (6.

61) by ¢K.59) are made.PARTIAL DIFF.62) becomes: ~3~M ~]dS S (6. (6. (6.60 yi*KV~*~ ¢~V2*¢laV ~XM XK)y*~¢K + dV V Fromvector calculus.59) V (b) Neumann: O%I(P) On P on S. one obtains: the (6.e. OF MATHEMATICAL PHYSICS 337 (a) Dirichlet: = 0 P on S. with ~: ~’M )~K. ~)M (P) EQ.63) XM) 0M#K dV y S V If the eigenfunctions ~Kand @M satisfy one of the bound~ conditions [eq.i. One can showthat the eigenfunctions are also orthogonal.38) correspondingto eigenvalues ~’Mand ~K.: V2¢M + ~’M~M = 0 S >0 (6.61) by subWacting resulting equalities and inte~ating over V.MI ~’M = V >0 (6. (c) Robin: 00M(P) On ÷h0M(P) = 0 P on S and h > 0 then: J’lV 12dV KM = V V Thus. then: = dV IV. (6. then the left side of eq.63) vanishesresulting in: y@M ~K dV 0 M K V . eq. then: the same~onclusionsabout ~’M in eq. Let ~ and ~K be two eigenfunctions satisfying eq.62~ f fV2gdV=. (6. (6. the eigenvalues corresponding to these boundaryconditions are real and nonnegative. and the secondin (6.I(Vg)*(Vg)dV+I V V Thus. it can be shown that: V ~6.60) = V2¢K XKCK0 + Multiplyingthe first equation in (6.50)].

y)sin then.24) and eq. after using orthogonality integral (6.CHAPTER 6 338 To solve the non-homogeneous system.y. whosesides are fixed and have a length = L.. consider the solution to the associated homogeneous Helmholtz system on W: V2W b2~ = 0 + b undetermined constant c2 S .54) into eq. one retrieves the solution of Poisson’s equation.65) Onenotes that if )~ = 0. (6.8 Forced Vibration of a Square Membrane Obtain the steady state response of a stretched square membrane.qo/S k = to/c Onemust find the set of orthogonal eigenfunctions of the system. expandthe solution ~ in Generalized Fourier series in terms of the eigenfunctions ~M(P)of the corresponding homogeneous system (6.~__~(k .t) having the following distribution: q(x.z.53): EK = 1 f (~. Let the displacement.52) one obtains: 2 V2* + ~. Example 6.64) by #K(P)and integrating over V.54) F(P)% dV (6.t) = W(x.~.y)satisfies the Helmholtz equation: V2W+ k2W = . such that the solution Wcan be expandedin them.w(x.t) = qo sin (rot) qo = constant Since the forces are harmonicin time. (6. whichis being excited by distributed forces q(P. one obtains.K)NK (6. the amplitudeof vibration W(x. A few examplesof systems satisfying Helmholtzequation in the field of vibration and harmonic waveswill be given below.y.y.t) satisfying (equation 6.7): 32w 32w 1 32w qosin(cot) 2 ~)X’-"-~+ ~---~ = C Ot2 S have the following time dependence: w(x.64) (6.54) as follows: ~ = E EM~M(P) M Substituting the solution in (6.qb = V £ EM*M + E E (P) ) MOM(P M M (P) -E ~’MEMqBM ~’ E EM (p ~M M M = . Thus. one can assumea steady state solution for the forced vibration. (6.XM)EM~M = (P) M Multiplying eq.

2. One can nowsolve for the separation constants.L) = D= 0 sin(aL) = amL= mr~ m= 1. the eigenfunctions of the systemcan be written as: ~mn Y) = sin(--~ x) sin(~-’~ (x..PARTIAL DIFF. 3 . and y = L: W(x.Onm= ~-~ ~m +n Expanding solution Win a Generalized Fourier series of the eigenfunctions: the W(x.. if a = b.= ~~ .am 2 bnrn = ~-~m2+ n Thus.y)= / ~ ~ Enmsin(-~x)sir~-~y n=lm=l . then C = 0.0) = W(x. a and b.a2 . y) = B=0 sin(uL) = unL = n~ n = 1. and x=L: W(0. whichresults in a trivial solution.. given the boundaryconditions. y) = W(L. EQ. the contour boundary of the membrane.a2)X = a=b X=Ax+B Y" + a2Y = 0 a ~: 0 Y = Csin(ay)+Dcos(ay) a=0 Y=Cy+D where u = "~ .. A = 0. If a = 0. OF MATHEMATICAL PHYSICS 339 that satisfies the following boundarycondition: W(P)= 0.. 2. At the boundaries: y = 0. Theeignevalues bnm thus are determinedby: 2 nTz un =--~.. for P on C. At the boundariesx = 0. It should be noted that non-trivial solutions (Mode Shapes) exist when: knm= bnm= ¢-0nm c so that the natural frequencies of the membrane given by: are 2 2 ¢.3 . Let: W(P) = X(x) Substituting W(P)into the Helmholtzequation results in two homogeneous ordinary differential equations: a Cb X = Asin(ux)+Bcos(ux) X" + (b2 . whichresults in a trivial solution.

n odd Obtain the axisymmetric mode shapes and natural frequencies of a free. and whoseperimeter is fixed. the response of the membrane a uniform dynamicload is: to oo oo sin(~ x) sin(~-~ w(x’y’t)=-16q° " " "Z 2 n2"---.CHAPTER 6 340 then the Fourier coefficients Enm the double Fourier series can be obtained from eq. and are satisfied by: w(a) = A Jo(ka) + o (ka) = 0 OW ~.(a) = k[A Jg(ka)+CI~(ka)] which. Let the displacementof the plate w be written as follows: w(r. so the total solution can of be written as follows: W(r) = AJo(kr) + o (kr For a fixed plate the boundaryconditions are w = 0 and Ow/~r= 0 = 0 at r = a. Boundedness the solution at r = 0 requires that B = D = 0.k2)w = 0 W= A Jo(kr) + BYo(kr). of (6. all of themare of order zero.t) = W(r)i°~t then the equation of motionsatisfied by W(see equation 6.11) becomes: k4 = 0ho~2 D The equation can be separated as follows: (V2 .9 Free Vibration of a Circular Plate for m.gives the characteristic equation: . vibrating plate.sin(COt) mn (k _k2mn) ~ n=lm=l Example 6.k2)(V2 + k2)W = -V4W + k4W = 0 whosesolution can be sought to the following equations for k # 0: (V2 +k2)W = (V2 . W= C I o (kr) + D o (kr) whereJo and Yoare Bessel functions of first and secondkind and I o and K are modified o Bessel functions of the first and secondkind respectively.65) in an integral form: LL 2 (k 2 -knm)o q° S Enm= L ~ I I 0 sin( nrtx/sin(J \mrt y dx dy t~ L -16 qo 2-knm ) S mnx2(k 2 =0 -4 ) if mand n are both odd if either mor n is even Finally. having a radius = a.

Thevelocity potential ~(r.3 .~) = R(r) S(0) then the Helmholtz equation becomes: 1 M" 2=0 S’~ +cos0~-j+ r 2sin20 M ~k whichseparates into three ordinarydifferential equations: r2R" + 2r R’ + [k2r2 ..0.2. The eigenvalues are X = k4n = Ct4n/a4.si---~] S = the last of whichtransformsto the followingequation if one substitutes rl = cos 0: R" 2R’ I[’S" --+---+ 2L ~R r R r ~ d_~[(l_ r12) d~] + [v(v + 1)_ _--~]s = 0 The separation constants v and ct 2 must be positive or zreo to give oscillating solutions of the three ordinary differential equations.such that: i(Ot w(r. Thus. Since Jo(Ctn) ~: 0. Thesolution of these equations can be written as follows: . the natural frequencies (on and the mode shapes W are then found to be: n (on 2 ~ oh a jo(ctnr) Wn_ a Jo(Rn) io(~nr) a Io(t~n) Free Vibration of GasInside a Rigid Spherical Enclosure n=1.2.. Example 6.q~) where Wsatisfies the Helrnholtz equation.3 ..0..~. then one may factor it out. n The eigenfunctionscan be evaluated by finding the ratio C/A= -Jo(Ctn)/Io(Otn) substituting that ratio into the solution.. where = ka. EQ.v (v + 1)] R = M" + ~2M = 0 ~2 S" + cot 0 S’ + [v (v + 1).0.t) of a vibrating gas inside a rigid sphere is assumed have harmonictime dependence.0. OF MATHEMATICAL PHYSICS 341 Jo(ka)I~(ka). Assuming that Wcan be written as: W(r.10 Obtain the mode shapes and the correspondingnatural frequencies of a gas vibrating inside a rigid spherical enclosurewhose radius is a.t) = W(r. whereit can be shown that there is no zero root.~..Io(ka)J~(ka ) = 0 Let the roots t~n. of the characteristic equationbe designatedas: tx ct n=kna n=1.PARTIAL DIFF.

t)) = l and the initial conditions: t~(P. t) P in V. and ~undedness r = 0 and ~ = ~ 1 requires that: at B = D = 0 ~d v is an integer = n = 0. 6. / =1.. P~ and Q~~e the associated Legendrefunctions of the first and second~nd. i. such restrictions will be removedin Chapter 7...12 The Diffusion Equation The most general system governedby the diffusion equation takes the form of a nonhomogeneous partial differential equation. t > 0 (6.67) P in V (6.. The restriction on only spatially dependentboundaryconditions is due to the goal of obtaining solutions in terms of eigenfunction expansions.e.: V = . Neumann Robintype. n=0. 1..0+) = g(P) P on S. It can be shown that the roots O..].e... 1. Single-valuednessrequires that ~ be an integer = m= 0.3 . having the form V2 = 1 30 + F(P.68) and F(P..CHAPTER 6 342 R = Ajv(kr)+ BYv(kr) S = CP~Oq) DQv~(rl) + M= Esin(et0) + whereJv and Yvare the spherical Bessel Functionsof the first and second~nd of order v.t) is the dependentvariable satisfying time-independentnon-homogeneous boundaryconditions of Dirichlet. t > 0 (6. 1. 2 . degree v and order ~.3 ... they are only spatially or dependent: U(O(P.t) is a time and space dependentsource.2. 2 .~ r r a =0 or j~ (ka) = j~ (~) where ~ = ka ~nl ¢ Let ~nl designate the 1 t~ root of the n" equation. one . The mode shapes and natural frequencies of a vibrating gas inside a spherical enclosure ~come: a LCOS(n0)J ¢0nl= -.tnl a C re. i. Since the non-homogeneous boundaryconditions are only spatially dependent...2. The bounda~ condition at r = a requires that the nodal (radial) velocity must vanish.66) ~ K 3t where~ = q~(P. boundaryand initial conditions.

73) .e.66) through (6.t) K ~t U(Ol) = +) ~i(P. Let: ~ = ¢1(P.71) is solved. To obtain a solution of the systemdefined by eqs. OF MATHEMATICAL PHYSICS 343 can split the solution ¢ into two components being transient (time dependent).70).70).71) is a Laplace system.t) + ~(P) wherethe first component satisfies the following system: V2~bl= l~bl+F(P. i. EQ.0 = g(P) dd2(P= h(P) ) andthesecond component satisfies Laplacc’s system: V2qb2 0 = (6.: V2~bM X t~ M= 0 + M subject to the same homogeneous boundaryconditions in (6.70) is determined.70) u(~2) l(P) = (6.69) (6.70) results V2¢~1 Z P-M(t) V2C~M-Z ~’MI~’M ~M = = (t) M M = ~ Z E~(t)(~M (P) + F(P. (6.74) (6.71) add up to the original systemdefined in (6.70).70) involves the expansionof the function ~b(P.t) M (6. one needs to obtain an eigenfunction set from a homogeneous Helmholtzequation with the boundary conditions specified as in (6. then the initial condition of system(6.10).70) U(~) = so that the resulting cigcnfunctionsare orthogonal. i.71) The two systems in eqs.t) GeneralizedFourier series in terms of the spatially dependent eigenfunctions. Oncethe systemin (6.70) and (6. but with time dependent Fourier coefficients: ¢h = ~ E M(t) CM (P) M Thesolution ~b~satisfies the boundary conditions of (6. which was explored Section (6. satisfying the orthogonality integral: ~¢~M~bKdV= 0 V =N M M ~:K M=K (6.e.: U((~I) = U(ZEM(~M) = ZEMU(C~M)= M M Substituting the solution (6. The system in (6.72) The solution of the systemin (6.68). and one the other steady state (time independen0.PARTIAL DIFF. (6.73) into the differential equation of (6.

77) is a linear combination twoparts.t) = a = constant T(L. sourceis not time dependent. a nstant.75) M Multiplying (6.79) Theevaluationof C concludes determination the Fourier coefficients EM(t The the of M ).72).-K~’ut QM ] e ~.11 Heat Flowin a Finite Thin Rod Obtainthe heat flowin a finite rod of length L.78) Ol (P. 0+) = ~ EM OM h(P)=~ C~M (0) M (P) M M since EM(0= C Thus. (6. onedependant the initial of on condition.75) by 0N(P) integratingover the volulneresults in a fixst order eq.M (6.~tt +K [1.If the heat M. on FM(t).76) V Thesolution of the non-homogeneous first-order differential equation(6. solutionin (6. .t) = Q(P)only.the constants ) M. (6.t) = b = constant +) T(x. if F(P. C andthe other dependant the sourcecomponent. Q(x). Rearranging (6. for T= T(x.suchthat. M Example 6. (6.CHAPTER 6 which uses eq.77) E (t) = CMe M 0 Onecan use the initial conditionat t = 0 to determine unknown the constantsC M = (6. form: 344 ~ (EL (t) + ~’M M(t)) ~ = . then M=QM co i.79).e. a f(x) time-independent source. and ordinary differential equation the time-dependent on Fouriercoefficients: t) ~t~ M(P) F(P. dV E~l (t) + ~M M(t) = -K K V = FM(t) (6. C become: M CM= ~M ! h(P)~M(P)dV (6.t): heat 02T 1 0T Q(x) 0-~ "= K Ot Kpc T(0. and the solutionfor EM(t) simplifiesto: EM(t) = CMe-K~.74) results in a morecompact eq.2: t -K~’Mt+ ~ F M(~I) e-~’uK(t-Vl)dl"l (6.80) andC is definedby eq. whose are kept at constant ends temperature andb. Therod is heatedinitially to a temperature andhas a distributed.76) is obtained in the form. givenin Section1.0 = f(x) .KF(P t) K .using the orthogonalityof the eigenfunctions.

Cn= ~" I[f(x. 0 so that the final solution for En(t).] sin(~)~-nx. En.3 ... (6. Thus..t ) one must develop an eigenfunction set satisfying the boundary conditions: X" + k2 X = 0 X = A sin(kx) + B cos(kx) whichsatisfies the following boundaryconditions: x(0) = 0 X(L)=0 B sin(kL)=0 or n~ n=~ n=1.79).. X produces: n T (x.2.. (6. the constants n are given by: in L n= 1.t) = T (x.T2(x.. eq.2. is given .3 . eq.PARTIAL DIFF.t) = TI(L..0+) = f(x) .76) gives: for L = Qn Q(x)sln(s-x)dx n = 1. the eigenfunctions and eigenvalues of the system become: X = n sin (-~ x) n = 1.t ) + Tz(x) such that: 3ZT 1 3T1 Q(x) 1 3x 2 K ~t Kpc Tl(0. and the associated eigenfunctions. OF MATHEMATICAL PHYSICS 345 Let T = Tl(x.t) = The solution for Tz(x) can be readily foundas: b-a T2(x ) = ~x+a L To solve for Tl(x. Xn= n2 x2 ] 2 L Expanding 1 in terms of time-dependent T Fourier coefficients. 0 Followingthe development a time-independentheat source. t) = E En (t) sin(~1 n=l subject to the initial condition: Tl(X. 3 ..T2(x = h(x) ) ) Followingthe development eq.0+ = f(x) .t) = T2(L. EQ..80).T2(x = h(x) 1 ) 3ZTz 2 3x T2(0. 2. (6..

0 = +) O T(r. To find the eigenfunctions of the system 2 in cylindrical coordinates. 2. I r J°(lXn) J °(lxrn r)dra =0 0 = N = ~-Jl2(l~n) n n ~m n = m Expanding temperatureT(r. then T = 0. t’e-Kn2n~t/L~ ] It shouldbe notedthat as t ---> oo. Letting ~t = ka. and T(r... 3 .. let B = 0.0 = T (1..CHAPTER 6 346 2 En(t )=Cne-Kn~n2t/L2 +~-~-~-~2 QnL r. one solves the Helmholtz system: d2R 1 dR 2 V2R+kR=--~+~--~--+k2R=0 which has a solution of the form: R(r) = A Jo(kr) + B Yo(kr) Since the temperatureis bounded the origin. r = 0.3 .t).t) satisfies the followingsystem: 1 ~T ~(r) t>0 V2T "~ c~’~’= 0_<r<_a T(a.12 Heat Flow in a Circular Sheet Obtain the heat flow in a solid sheet whose radius is a and whoseperimeter is kept at ~ro temperature. The sheet is initially heated and has an explosive point heat source applied at the of the sheet so that the temperatureT(r... a steady state temperaturedistribution is given by Qn only: L2 Qn En(t) --> ~ as t ---> Example 6. Satisfying the boundary at condition at r = a.2. Since the boundaryconditions homogeneous.2 /a2) ~ wheniS(r) is the Dirac delta function (AppendixD).t) = Tl(r.0 into an infinite series of the eigenfunctions: the . n = 1.86): a where ~=k and the eigenfunctions and n= 1. of eigenvalues become: Rn(r = Jo(i. then Jo(lX) = 0 has an infinite number non-zero roots: ~tn = kna.t n r) ) ~tn2 ~’n=’~" a and the orthogonality condition is (4.. R(a) = A Jo (ka) = 0.

76) is given by: Fn(t)= Q°e-a-~-t ir~Jo(l.t) = 0. (6.and the temperature satisfies the homogeneous heat flow equation in cylindrical coordinatesas follows: 32T 13T 1 32T 32T 1 3T + -ffr+7r --ff+ ~ = r~(r) F(0) 3--? equation can be obtained by letting: The eigenfunction of the Helmholtz then the partial differential equationscan be satisfied by three ordinarydifferential equations: . T(r. since the so~ce i~elf also vanishes ~ t ~ ~.tn2/a2 _a]j~(~n drl: ) ~e cons~t C of ~.79). (6.70) through (6. EQ. Thus.13 Heat Flow in a Finite Cylinder Obtain the heat flow in a cylinder of length L and radius a whosesurface is being kept at zero temperature. whichhas an initial temperaturedistribution.0.z.PARTIAL DIFF. Example6. (6. then: T(a.0.t) = 0.103) ~d (3.1 then one can follow the development the solution through eqs. T(r. OF MATHEMATICAL PHYSICS 347 T(r. yielding: Q°e-Kt~t*~/a2i ~) ~ e-a~e -K~t2"/a~ Q°[e-at-e-Kt~t-~/a2 ] aZnpct~¢ l.0 +) = f(r.0.79) due ~ the init~l condifon is also ob~ined ~rough ~s. ~e solution for the FoYerc~fficient En(0 is given by: En(t ) = e-Kt~/a~ 8To Qo[e-at _ e-Kt~/a~ ] ~J~(~l ~ ~a~octKg~/a One can cl~ly s~ t~t ~e tem~rat~e tends to zero as t ~ ~.t) = ~_~En(t)Rn(r) n.z. (6.t).z.0. T(r.0.z) Since the boundaryconditions are homogeneous. of The Fourier series of the source term of eq.0.105): a 2 )Jo(gn~)~=4T°Jl(~n)3 Cn=~r(1-~ = 3 8To a n 0 ~nNn Bn Jl(~n) " Finely. there is no steady state then component.77) due to the point source is evaluated separately fromthe initial condition.L.t) = 0.0. if T = T(r.tn r) dr= Q°e-~tt a a2~pcJ12([tn) 2r~P cNn 0 The integral part of the solution for En(0 in eq. n (3.

Letting: T(r.t) = 0 l-I-hi = ktaa i = 1. 2.b=0 b#0 b=0 R = A Jb(kr) + BYb(kr) -b R= Arb +Br R=A+Blog(r) F = C sin(b0) + Dcos(b0) F = CoO+ D O 348 R"+IR’+ (k2r F"+b2F=0 c~0 Z = G sin(cz) + H cos(cz) c--0 Z=Gz+H 2.~z)jn(i.6. resulting in whereIxnt is the/th root for the n a trivial solution for R(r). one must use two different time-dependent Fourier coefficients for the final solution for T. A = 0.b#0 k=0.. and I~nt * 0.z..tn~l ÷ m2r~ z’Loos<o0>J ~nml=-~ - 2 L Since there are two different functional forms of the eigenfunctions.O. and O =0. and c2 werechosento result in wherethe signs of the separation constants k oscillating functions.O.CHAPTER 6 2 h --~-)R = k~0 k=0. 3 n = 0. For k = 0. (6. 3 . the eigenfunctions and eigenvalues can be written as follows: sin(~. one obtains for k # Z"+c2Z=0 Jn(ka) = Jn (I. Using eqs. b2. 2.O. 1. the constants ~nm~ ~nml become: and . 3 ..O+)=f(r.z. Satisfying the boundary at condition at r = a for R(r).t) = X X Cnmt(t)sin(n0)+Dnmt(t)c°s(n0)]sin( n=Om=ll=l z)Jn(l’tnl -~) a then tbe initial condition can be evaluated from: T(r. ¯ [Cnm~(t) sin(n0) + Dnm~(t) cos(n0)] ’ Thesolution for C~n~(t)and Dmn~(0 a source-free cylinder becomes: for Dn~ ~(t) = ~n~l exp (-~nm~K t).. I-sin(n0)] 2 l....79).z)= ~ ~ sin( n=0m=l/=l z)Jn(gnl~). th equation. 2 . of Boundedness r = 0 requires that B = 0.0 m~ cm = ~ m= 1. Single-valuedness F(0) requires that b = integer = n = I. Thereis only the lrivial solution Z(z) for c = Thus.tn 1 r.77. 2.. For c # z(o)= Z(L) = H= o sin(cL)--..

83) -~Dueto the space dependence only of the boundaryconditions. The types of non-homogeneous problems encountered in transient vibration or wave equation with time dependent sources and non-homogeneous boundaryconditions are again restricted to time-independentboundaryconditions.t)) +) ~0-~k(P. The system.tn/r)d0dzdrJ0 .82) and the initial form conditions (6.g)2(P) = g(P) . ! ! a L2n z) L = 2~ n ~nm/= ~La2j2n+l(~n/) a L2n f f frfsin(~-~z) cos(nO)Jn(btn/~)dOdzdr 000 6. and i.84) and the homogeneous of the boundaryconditions given in (6.0 = f(P) P on S.87) (6. spatially-dependent boundary or conditions: U(O(P. ¢(P. boundary initial conditions on the dependent and variable ~(P. EQ.82) and non-homogeneous initial conditions for P in V: 30 (p.13 The Vibration Equation Solutions to the homogeneous non-homogeneous or vibration or waveequations can be obtained in terms of eigenfunction expansions.O = h(P).81) whereF(P.0 + F(P. P in V t>O (6.e. t) cA ~ Ot P in V t >0 (6.These limitations will be relaxed in Chapter 7. This limitation is imposedin order to take full advantage of the eigenfunction expansion method.83): U(01(P. (6.PARTIAL DIFF.t)= ¢~(P. one maysplit the solution into a transient component a steady state component.t)) = P on S (6.t) satisfies homogeneous Dirichlet.85) (6.~-l(Bn/)~’4.86) (6.t) are: V20 = L32.t) P in t >0 (6. OF MATHEMATICAL PHYSICS 349 ~nm/ ~La2j.t) satisfies the followingsystem: 20t2 V21)l = 1 ~2~)1 + F(P.0+) = h(P) . Neumann Robin type.0+) = f(p) +) ¢(P. composed a non-homogeneous of partial differential equation.t) is a time and space dependent source and the function ~(P. f r fsin(m~ sin(n0)Jn(i..88) ~I(P.t)+ such that 0~(P.

85) we (P.CHAPTER 6 350 Thesecondsteady state part @2(P) satisfies the system: V2~2 = 0 U(d~2(P.n(c The initial conditions of EK(t)~e: E~(0) = K ~d Ek (0) = c~Az (6.94) can be written as: EK(t ) = AK sin(ct~) t + K cos(ct~) (t _1 n))dn (6.11.95) + .~ £F(P. To solve the system(6. integrating over the volume. (6. FK(n)s.94) (6. and using the o~hogonalityintegrals (6.t) = £EM(t)~M(P) M (6. M Multiplyingthe series by ~K(P).t).91) P in V P on S t >0 (6.88) K K as follows: +) Ol(e.92) M The aboveequation can be rewritten in compactform as: = ~ [E~ (t) + C2XMEM ~M -c 2F t (t)] (P.9.89) (6.t) in the eigenfunction of the homogeneous Helmholtz systemwith time dependentFourier coefficients: ~l(P. (6. eq.90) The steady state component satisfies a non-homogeneous (~2 Laplace system.53).M (t) EM M M (6. t) = £ M(t) V i~M (P) =-£~.91) into eq. as was discussed in Section 6.72).K (P)dV ) (6. one starts out by developing the eigenfunctions from the associated Helrnholtz system. see Section and substituting the solution in (6.93) The general solution of eq.0 = g(P) = ~EK(0)OK(P) K . one obtains a secondorder ordin~ differential equation EM(t)as: 2 E~(t) + c2XMEK(t)= .96) wherethe constants A and B ~e obtained from the initial conditions (6. Expandingthe solution ~l(P. (6.85) to (6.t)) = 6.88).87) and (6.

53).t) = w(L.t)= w(x. y) Thus: w(0.t) = .3): -~-t (x.y.98) NK (6. such that.3.0.PARTIAL DIFF.y.0.y<L - The boundaryand initial conditions become (see Section 6.t). P on C PonC t>0 0<x. then: V4w+ 9h ~Zw -0 D Ot 2 w(P.t) = 0 and ~2w L t ~x2(.y. ) Example 6.y.14 Transient Motionof a SquarePlate (6.L.L. The plate is initially displaced from rest. ÷) =f(x. whosesides of length L are simply supported(hinged).0.97) Obtain the transient motionof a square plate. EQ. k Ot K which.t) = 0w "L --~-y (.t) ~2 w = since -~--~-x (x. OF MATHEMATICAL PHYSICS 351 00_A_I +) =f( P) = ~ (0) ~K ( (P.y<L.t).t) = ~2w 2 (P.y. results in an integral form for the constants A and B as: K K fg(P)~K(P)dV EK(0) = BK_ V and f f(P) 0K(P)dV =V AK c ~KNK The evaluation of the constants A and B concludesthe evaluation of the timeK K dependent Fourier coefficient EK(t and henceresults in the total solution 0(P. t) ~n os w(x.t) = since -~x (x.t) = 0 and since ~W 0<x.y.) ~2 w since w(x.0+) = ~ (0.y.t) = 0 and ~ (x.t) = and ~ (x. uponuse of the orthogonality integrals (6. y. t) + v-~ (P.L. if w = w(x.

84) remains. Each of these solutions must satisfy the boundaryconditions.t) = X Enm(t)Wnm(X’Y) n=lm=l .. 2.2 = X(x) C2 X = Y(y).. ~:hen only the transient component eq.3 .are given by: knm= bn2m:~loh L 2 +m2) Expanding solution into the eigenfunctions of the problem. Thus.. which where f2 = b results in: B=D=C=F=H=0 sin (dL) = sin (fL) = dn = ~ fn= L n = 1.G sin (fy) + H cos (fy) 2 _ d2..(6. m= 1.b2)(V2 + b2)W= such that if W= W + W then the solution to Wcan be obtained from the following 1 2.d:z)Y= Y--.b2) W = 0 1 2 (V + b2) W = 0 2 Letting Wl.CHAPTER 6 352 Since the problem does not involve sources or non-homogeneous boundaryconditions. gives: the w(x.. pair of differential equations: (V2 . Starting with the associated of Helmholtz equation: -~74W + b4W = 0 Onecan split the fourth order operator as a commutable product of operators: (V2 . 3 . knm..2.y..(c 2 + b2)y = where e2 = c2 + b2 and: X" + d2 X = 0 Y" + (b2 . one obtains: X = A sin (cx) + B cos (cx) Y = C sinh (ey) + D cosh (ey) X = E sin (dx) + F cos (dx) X" + 0 Y" . the eigenfunctions and eigenvalues become: m~ Wnm sin (~x) sin (--~-y) = (n2~ 2 2 mZ~t2 ~ b4nm and the resonancefrequenciesof a free plate.

Since the shape of the membrane.t) becomes transient solution.. then the motionof the membrane be independentof 0. OF MATHEMATICAL PHYSICS 353 where the Fourier coefficients do not contain a source component: Enm(t) = Anmsin(knmt)+ Bnrn cos(knmt) The initial conditions as given in eqs.97) and (6. and the boundary at condition R(a) = 0 gives the characteristic equation:Jo(ka) = Jo(~t) = 0. boundaryconditions.15 Forced Vibration of a Circular Membrane Obtain the transient motionof a circular membrane. in response to transverse time-varying forces q(r.. 2. where = ka.0 = f(r). whoseradius is a. y)sin (~ x)sin (~--~ y)dx = 00 Thus.e.PARTIAL DIFF. i. (6. and the source term are the not dependenton 0. the The eigenfunctions of the systemcan be obtained by solving the associated Helmholtzeq..t) can be written as follows: 32w+l~w 1 ~92w 2 ~r2 r ~--~ = c 2 ~t q(r.t).t) = +) w(r. ) then the eigenfunctions become: Rn(r = jo(~tn r) ) a There is no zero root of the characteristic equation.t) S O<_r<a t>O with boundaryand initial conditions given as: w(a. Let n be th rootof the kt then characteristic equation(wheren = 1.0 +) 0 ¯ Since the boundaryconditions are homogeneous.98) results LL Bnm ~2 f f f(x. The equation of motion satisfied by an axisymmetricdisplacement w(r. The membrane initially deformed is to displacement f(r) and released fromthe rest.: r 2 R" +rR’+k 2r2R=0 R=AJo(kr)+BYo(kr) Boundedness r = 0 requires that B = 0. the final solution for the responseof the plate is given by: w= E E -~y)cOs(knmt) Bnmsin(-’~x)sin(-~ n=ln=l Example 6. 3 . the steady state part of the solution then vanishes and w(r.: will axi-symmetric. Writing out the solution in terms of the eigenfunctions with time-dependent Fourier coefficients: . and (r. EQ.

(6. the solution for the first component En(t)..~n. the twoparts of En(t) werefound and the transient solution of the responseof the plate evaluated.~ 0 :~ Po~5(t. Usingthe properties of the Dirac delta function (Appendix one D) obtains: Fn(t) Po~5(t-~ to)C2 ~ ~(r). t) = 2~5(r)iS(t where~5 is the Dirac delta function and represents a point force of magnitude applied Po impulsively at t = t o.. 2~a2[Jl(~n)] a ~ dr Jo(P’nar) whichwhensubstituted in the integral for En(t) for the source component results in: .lXn a ’~’* t"l~. = ~ J r-’-~" Jo~. n ~ a Thus.. If the applied load on the membrane takes the form of an impulsive point force of the form: q(r.CHAPTER 6 354 w(r.. results in: E (t) = n sin(~tn ct) + B cos(gn c t ) n n a a with a r f(r)Jo(g r)d f nr 2 Bn _ a a2 [Jl(lt’tn)]2 A =0 n The secondcomponent En(t) that dependson the source term requires that one first of evaluatesFn(t as: ¯ ) 2c2.t) = EEn(t)Rn(r) ri=l then.95) that is due to of initial conditionsonly. given in eq.to)C r)dr . Fn(t ) = a2[jl(gn)]2 0 which gives the component En(t) due to the source as: of t En(t) = a----~-fsin( C~tn(t .rl)) Fn(~l)drl cp.

will be discussedin this section.PARTIAL DIFF. both in transient as well as steady state cases. One Dimensional Medium Wave propagation in an infinite one dimensional medium governedby the is following system: y = y(x. 6.f’(x) and rewriting the secondinitial condition as: F’(x) + G’(x) = C .0+) = f(x) = F(x) + -~(x’0+)=g(x)=" I_ -~<x<~ t>0 c[d (xdx 1 Differentiating the first equation with respect to x.0 +) = g(x) Letting u = x oct and v = x + ct.14 The Wave Equation Thesolutions of the scalar wave equation.14.0+) = f(x) -~(x.1 Wave Propagation in an Infinite. then the waveequation transforms to: ~2y = 0 ~ubv whose solution can be shownto have the form: y = F(u) + G(v) = F(x . one obtains: F’(x) + G’(x)--. OF MATHEMATICAL PHYSICS 355 t En(t ) = Po c ~ sin(~-(t7za ~tn[Jl(~n)]2 = Po c 2 ~a~n[Jl(~n)] ~1)) ~(t- q sin( c~tn (t .t) ~2y 1 b2y c3x2 c2 ~t 2 y(x.ct) + G(x + The solution mustsatisfy the initial conditions: y(x.to)) H(t o) a whereH(x) is the Heavisideunit step function (Appendix 6. EQ.

havingthe formf(x) and traveling at a constant speedof Example 6.xictg(rl) drl G(v)= f(v--2) ~.ct wheref(x-ct) and f(x+ct) represent the propagationin the positive and the negative directions of x. one can obtain explicit expression for F and G.~---~ g(l]) d~] __ f(x-ct)+ 1~ x .ct g(rl) drl .0+) = f(x) = 0 \2L) -L<x<L x>L .C f(x + ct) -. such that: in y(x.t) = ~[f(x-ct)+ f(x + ct)] ~ f g( rl )drl x . substituting for independentvariables x by u or v. uponintegration: x 356 F(x) 2 g(rl)drl + 0 x 0 and hence.1 -~ci 2 2 2c 0 0 whichresults in the final solution in an infinite one-dimensional continuum as: x+ ct y(x. one gets: 0 u F(u) = f(u)2 ~c’~ 0 g0"l) d~l + C : ~ .CHAPTER 6 then.16 Transient WavePropagationin a Stretched String ~ L o~x/(2L)) x Obtainthe transient displacement an infinite stretched string.

14. 2 Or2 .t) = r y(r.ct r>O t>O .+ ct). 0+)= cos(~-~){H(x + L)-H(x.H((x + 2 \ 2L whichrepresents two half-cosine shapedwavestraveling along the positive and negative x-axis at a constant speedof c. r .O = fir).O+) g(r) = ~ Let z(r.PARTIAL DIFF.C2 ~t +) z(r.O+) = Note that the initial displacementcan be written as: y(x.t) = -~cos(r~(~LCt). 6.t)=½[(r-ct)f(r-ct)+(r+ct)f(r+ct)]+-~c which becomesafter transformation: r+ct y(r.H((x + icos(~(x.~{H((x +ct)+ L).1 above: r+ct z(r.O = r f(r) Dz + -~-(r.O ) = g(r) which has the following solution as developedin 6.){H((x .ct . r>O t>O -~-Yt (r.t).ct) + L). then the systemtransforms O2Z 1 O2Z.t) O2y 2 ~)y 1 02y ~)r 2 r ~r c 2 2 /)t +) y(r.L)} wherethe Heavisidefunction H(rl) is defined in Appendix The wavesolutio~ for the displacement then becomes: y(x. OF MATHEMATICAL PHYSICS 357 -~t (x.14.t)= ~r[(r-ct)f(r-ct)+(r+ct)f(r+ct)]+~cr r .2 Spherically Symmetric Wave Propagatian in an Infinite Medium Spherically symmetricwavepropagation in an infinite medium governedby the is following system: y = y(r. EQ.

y. d Letting a = kl.t) = F(P) imt O2F O2F 02F ax2 -+k2F=0 + ~-~ ~" ~-7-5 Let F = X(x) Y(y) Z(z). The solution developedin this section is the general solution for the scalar plane wave propagationin three dimensionalspace.z. im pinges on p ressure-release pla ne surface as shown in a the accompanying figure. z). following by Helmholtzequation: P = P(x. and n = cos (v. then the solution of the + waveequation (wavefunctions) in cartesian coordinates becomes: ~(x.CHAPTER 6. X"+ a2X=0 y"+b2y=0 Z"+c2Z=O where k = -c X = A eiax -i ax e + 13 Y = C eiby "i bye +D Z = E eicz -i cze +F where k2 = a2 + b2 2. Pi = Po exp [ik(/lX + rely + ct)] where l 1 = cos(x. Example 6.y). b = km. wherev represents the 2 normalto the plane wavefront.x). and d = kn.n). m= cos (v. then the requirementthat 12 + m + n2 = 1 is satisfied.y.3 6 358 Plane Harmonic Waves Plane harmonicwavepropagation in continuous media is govemed the.14.17 Reflection of Acoustic Wavesfrom a Pressure Release Plane Surface Free Surface Anincident acoustic plane pressure wavePi.z) ~(P.n) and 1 =cos(y. Since the acoustic pressure satisfies the waveequation: V2p = c 2 2 3t 1 ~2p then let the reflected wavePr be a plane wavesolution of the waveequation wherethe normalis n’: ..t) = exp [ik (+ + m + nz + ct) y where 2 l 2 + m + n2 = 1 If one lets t = cos (v.

Finally. figure) whichis incident at the interface betweenmedium and medium and k = t.0/c~. since m = cos (~t + 0) = . the tota wherel 2 2 cos pressure must vanish. P2 = B exp [ict 2 (12x +m2Y CEt)] + Continuityof the pressure and the normalparticle velocity at the interface y = 0 requires. OF MATHEMATICAL PHYSICS 359 Pr = A exp [i~ (/2 x + m2Y ct)] + = cos (n’.0") = +sin (0") then sin 0" = sin 0 and 0 = 0". plane reflected wavep~ is a solution of the waveequation in medium let: 1. T hus. respectively. and the samefrequency~o as in the incident wave.+ 0) . Let 0t and c1 be the density and sound 1. Example 6.rely + ct)] The reflected wavehas an amplitudeof opposite sign to the incident wave. Pl = A exp [i~ 1 (llX + mlY+ Clt)] Since the refracted waveP2 is a solution of the waveequation in medium let: 2.0) . 2 speed in medium and 02 and c2 be the corresponding ones for medium Since the 1 2. y) .PARTIAL DIFF.0) +Pl(X. then: kc = +t~c kl 1 = ctl2 Since: 3~t l1 = cos ( -~. that: Pi(X. such that: pi(y=0) + pr(Y=0) or Po exp [ik(/ix + ct)] + A exp [ict (/2x + ct)] = In order for the equationto be satisfied identically for all x and t. EQ. t he reflected wave becomes: 2 Pr = " Po exp [ik (/1x .0)= P2(X.Po. Atthepressure-release surface.1.18 Reflection and Refraction of Plane Waves an Interface at or ~ = +k 1 2 = +ll or Consideran incident plane acoustic pressure wavePi: Pi = Po exp [ik (lx + my+ clt) existing in medium (see accompanying 1. equal incident and reflected angles.cos(0) 1 then m = cos(0") = cos 0 = .+sin (0) 12 = cos ( ~ .x) and = (n ’. and A = .

0)) n + (v. 0)) n = (v2(x.(x. substituting the expressions for Pi.CHAPTER 6 360 P2 (vi(x.0)) n Thus. 0~ and 02: l = cos (-~ + 0) = sin (0) 11 = COS(~-01)= sin(01) l 2 = cos(~ + 02) = sin (02) results in the followingrelationships: 01=0 . these relationships require that: ~=k ll =l ~2=kCl=~---c2 c2 12= k/---=/c2 ~2 Cl Expressingthe direction cosines in terms of 0. Pl and P2: x Po exp [ik(lx + elt)] + A exp [i¢¢1 (11 + elt)] = B exp [icx2 (12x+ e2t)] whichcan be satisfied iff: kl = ~l ll = c~212 kc~= oq c~ = 13~282 B-A=po Thus.

cos 02 = . OF MATHEMATICAL PHYSICS 361 sin (02) C2 (0 sin Cl (Snell’s Law) If c2 < c1.cos m~= cos (-00 = cos 0 = m = cos (n + Oz)= . Wecan nowsolve for the amplitudeof the transmitted and reflected wave. one obtains: . then all of the wave reflects off the surface and noneof the wave refracts into the other material at the boundary. velocity potential 0: Vy = . EQ. substituting the expression for p for all three wavesin the equation on the normal velocity: km --Po + ~lml A = ct2m2 B o)P o)0 mPl 1 2 where: m= cos (n + O) = .bS O0 and p = p-~- = ico p 0 so that the velocity can be expressedin terms of the acoustic pressure: i bp Vy-~opby Thus.PARTIAL DIFF. Since the normalvelocity of the fluid at y = 0 interface is the component defined throughthe Vy. then the maximum value of the refraction angle.[1. The maximum value for 01 is known the critical angle 0c: as 01(max)= c =si n-X/Cl / \c2. 02 occurs when0 = n/2: 02 = sin-l(C2 / \Cl) Ifc 2 > c1. Solving for A and B. Po + A = B.(c2/cl) 2 1/2 m2] 2 Thus: P0 = A + y B where y COS(O2) 01Cl COS(0) P2C2 Also. then 01 has a maximum value when02 = ~t/2. If 0 > 0c.

~" t eiwt 0=lH(n2)(/kr)J [cos(n0)J [e-ikmzJ For kr >> 1..~-.b2) R = 0 R = A H(bl)(ar) + B H(b2)(ar) E"+bZE=0 E = C sin (b0) + D cos (b0) Z"+dzZ=0 Z = O exp (idz) + H exp (-idz) 2. then the cylindrical wavefunctions become: . then the equation separates into the followingthree ordinary differential equations: r 2 R" + rR" + (a2 r 2._-~. the HankelFunctions approach the following asymptotic values: H~)(krl) = ~ ei(krl-nx/2-n/4) and n(n2) (krl) = . respectively.+ k2F = 0 k ~0 --.z) 32F ~ 13F + 1 32F 32F --~-~.14.CHAPTER 6 362 2 B = 1-~7 po Note that ify = 1.~ H(nl)(/kr)l.4 Cylindrical Harmonic Waves Harmonic wavesin the right circular-cylindrical coordinate systemin an infinite medium governed by the following Helmholtzequation: is ~(P. 6.0.t) = F(P)ie°t P = P (r. then A = 0 and B = Po. I sin (nO)l.~-q--~. Letting a = kl and d = km.ei(krl-ng/2-Tt/4) Thus. ~ e-ik(r/-ct) ei (nTt/2+n/4) 2) whichdenotes that l-I (1) and H(n represent incomingand outgoing waves. 1.+ =~ 0r 2 r Or r 00 0z c r>0 0<0<2g -~o<z_<oo Let F = R(r) E(0) Z(z).. multiplying by the time harmonicfunction gives: H(nl)(kr/)eitOt . 2 . n e-i(n~/2+n/4) b = integer = n . wherek2 = a2 + d Single-valuedness the solution requires that E (0) = E (0 + 2n) whichresults of n = 0.. whichmeansthere is a complete penetration of the incident wavedue to impedance matchingat the boundary.]~--eik(r/+ct) and 2) H(n (krl) it°t .

the in If surface of the cylinder has the following normalvelocity: Vr(a. 0.0 = f(0) cos(0)t) ) obtain the pressure field in the acoustic medium.0.t) satisfies the axisymmetric wave equation cylindrical coordinates. then the solution can be written as an infinite sumof all possible wavefunctions: 1) 2) (n0)]e O(r. n n The radial component the velocity is then given by: of V (a.~r (a. 0.0 = f(0) i~°t ) then since the acoustic radiation is obviously outgoing. one must set A = 0 and B = 1.19 Acoustic Radiation from an Infinite Cylinder Aninfinite pulsating cylinder is submerged an infinite acoustic medium. OF MATHEMATICAL PHYSICS 363 Example 6. EQ. 0) = . letting Vr(a. Since the velocity potential ~(r.PARTIAL DIFF. t) = ~ [mnn(n (kr) +Bnn(n (kr)] n si n(n0) + n cos i~t n=0 Onecan write the boundarycondition in complex form and then take the real part of the solution. Thus. t) = -k (2) (ka)n sin(n0) + Dn cos(n0)]e TM r n=0 TM = f(0)e whichare integrated to give the Fourier coefficients of the expansion: C =0 O .

2 DF 1 D ---y. n = 1.(ka) n 6. then the equation separates into three equations (Example 6. ~. the acoustic pressure is the real part of the aboveexpression: p(r.20 Scattering of a Plane Wavefrom a Rigid Sphere Anincident plane pressure waveis incident on a rigid sphere whose radius is a in an infinite acoustic medium..0.(kr)Irn I tcosV.t) pc ~ En[O sin(cOt)+ n cos(o~t)] 27z n n =0 J~2(ka) + Y~2(ka) f(~)cos(n[O. Let the incident pressure wavePi to have the following form: .CHAPTER 6 364 C .~D0_il3Czrt Z n=0 "q])d~] TM Thus..) ) where h~ and h(n2) are spherical Hankelfunctions representing incomingand Outgoing m radial waves.t) = -Y0 f(rl)cos(n[0 . where E is the Neumann factor..14. + r 2 sin(0) D0(sin(0) 2 si n2 (0) D 2 ~ Dr Letting F = R(r) S(0) M(¢). with the following wavesolutions: f h(nl)(kr) F= lh(n2. Obtain the scattered acoustic pressure field.10). 3 .~ D--.7zkH~)(ka) J f(0) sin(n0) n 0 2~z Dn . 2.. n The velocity potential and the acoustic pressure can be developedby combining the twointegrals as: 0(r. Example 6.0. 2."q]) a~°t O = Jn(kr)J~(ka) + Yn(kr)Y~(ka) and Fn = Jn(kr)Y~(ka)-Yn(kr)J~..27zkH~(2)(ka) Jf(0)cos(n0)d0 n = 1. respectively.~cos(m..5 Spherical Harmonic Waves Spherical harmonicwavesobey the following Helmholtzequation: 1 D2F+ k2F = 0 D2Ft. and Pn are the associated Legendre functions.t) = 9-~-.~]])drl le°t °°EnH(n2) H~(2 (kr)) )(ka f(rl)cos(n[0 p(r.O. 3 .

i.0)] which.r~p h~(2)(ka) -n ~l~. yields: poin (2n + 1) j~(ka) + Enh~(2)(ka) or En = -Po ) in(2n + 1) j~(ka) h~(E)(ka n = 0.. resulting in: " i ~gp. the scattered pressure field p~ is given by the sumof spherical wavefunctions in the form: Ps = -Po E n=0 (2n + 1)j~(ka) h(E)(k..: P=Pi+Ps The normalcomponent the particle velocity at the surface of the rigid sphere must of vanish.. .PARTIAL DIFF.e. Thus. 0) + ~rS (a. EQ.. 2 ... OF MATHEMATICAL PHYSICS 365 Pi = Poeikz ei°)t = Poeikr cos0eiO)t Expandingthe plane wavein terms of axisymmetricspherical wavefunctions with m = 0. =0 Vr (a.uponsubstitution for the series for the incident and scattered fields." n~ . 1. 0) = ~ [-~r~ (a. one obtains: eikrc°s0 eic°t = Po--Ein(2n + eic°t Pi = Po 1)jn(kr)Pn(c°s0) n=0 The scattered pressure field Ps can also be written in terms of outgoing axisymmetric spherical wavefunctions as follows: Ps = E En t h(n2)(kr) (cosi°~ Pn n=0 The total pressure field p in the infinite acoustic medium then the sumof the incident is andscatteredfields.0) = "~-~ ~r ta.

Obtain the temperature distribution in a circular sector whose radius is "a" which subtends an angle b defined by 0 _< r < a and 0 < 0 < b. its face y = 0 is insulated and its face y = L has a temperaturedistribution T(x. Obtain the steady state temperature distribution in a semi-circular sheet having a radius=a defined by 0_< r_< a and 0_< 0_< n. y < L. Obtain the steady state temperature distribution in a square plate of sidelength = L defined by 0 < x.bT = 0 Ox at x =L and the surface y = 0 is kept at a temperatureT(x. y > 0. r = a.4. The straight faces are kept at zero temperaturewhile the surface r = a is kept at a temperature: T(a. the face y = L is kept at a temperature To and the face x = L has a heat convection to an ambient medium with zero temperature. such that: OT --+bT=0 at x=L Obtain the steady state temperature distribution in a semi-infinite strip.CHAPTER 6 366 PROBLEMS . is kept at a constant temperatureT o. the surface x = L has heat convectionto an ambient medium with zero temperature. defined by 0 < X< L. The faces x = 0 and y = 0 are kept at a zero temperature. Obtain the steady state temperature distribution in a square slab of sidelength = L defined by 0 _< x. The temperatureon the circular boundary kept at is temperature: T = T f(0) O . The surfaces x = 0 and x = L are kept at zero temperatureand the surface y = 0 has a temperaturedistribution: T(x.0) = O f(x) Obtain the steady state temperaturein a semi-infinite slab. The straight face is kept at zero temperatureand the cylindrical face.0) = Ofix). The faces x = 0 and x = L are kept at zero temperature.0) = O f(0) Obtain the temperaturedistribution in an infinite sheet havinga circular cavity of radius "c" defined by r >_ c and 0 _< 0 < 2~z. The surface x = 0 is insulated.9 1. such that: ~T --.L) = O f(x).Section 6. defined by 0 _< x _< L and y _> 0. y _< L.

whilethe surface z = L is kept at a temperature: T(r.L) = O f(r) 11.y) Obtain the steady state temperature distribution in a finite cylinder of length L and radius "a" definedby 0 _< r _< a and 0 _< z _< L.L) = O f(r) The surface at r = a dissipates heat to an outside medium having a zero temperature. Thecylinder is kept at zero temperature at z = 0. 0 < 0 < ~t.L) = o f(r) 12. The cylinder is kept at zero temperatureat surfaces z = 0 and z = L. respectively. y and z axes. EQ. OF MATHEMATICAL PHYSICS 367 Obtain the steady state temperature distribution in a fight parallelepiped having the dimensions a. y = 0.0) = O f(cos 0 Alsoobtain the solution for f = 1. Obtain the steady state temperature distribution in a cylinder of length L and radius a defined by 0 < r < a and 0 < z < L. Obtain the steady state temperaturedistribution in an infinite solid having a spherical cavity of radius = a defined by r > a. Obtain the steady state temperaturedistribution in a hollowfinite cylinder of length L.y.0) = O f(cos 0 Alsoobtain the solution for f = 1. while the surface r = a is kept at a temperature: T(a. The surfaces x = 0.z) = Of(z) 13. x = a.PARTIAL o DIFF. The surface of the sphere is heated to a temperature: T(a. while the surface z = L is kept at a temperature: T(r. while the surface z = c is kept at temperature: T(x. 14. and c aligned with the x. Obtain the steady state temperature distribution of a sphere of radius = a defined by 0 < r < a and 0 < 0 < ~t.c) = O f(x. while the surface z = L is kept at a temperature: T(r. . r = b and z = 0. and z = 0 are kept at zero temperature. The temperatureat the surface of the cavity is kept at: T(a. y = b.z) ~ 10. b. such that: -~Tr (a. of outside and inside radii "b" and "a". The cylinder is kept at zero temperatureat surfaces z = 0 and r = a. The cylinder is kept at zero temperatureon the surfaces r = a. respectively.z) + bT(a. Obtain the steady state temperature distribution in a finite cylinder of length L and radius a defined by 0 < r _< a and 0 < z < L.

O 18.0. The temperature of the surface r = a is kept at zero temperatureand the temperatureof the base is: T(r.of the sphere at its surface satisfies: ~rT(a. by convection.0) =bf(0) where f(O)= ° c° s(O) 0<0<~/2 ~/2<0<~ or 16. whichis being heated by the sun’s rays. Obtain the steady state temperaturedistribution in a hollowmetallic sphere whoseinner and outer radii are a and b.CHAPTER 6 368 15. Determinethe.0) = O f(cos 0 19. The fluid has a velocity at infinity: V = . Theheating. temperature distribution in a semi-infinite cylinder whoseradius = a defined by 0 < r < a. Determinethe steady state temperature distribution in a solid hemispherewhoseradius is "a" defined by 0 < r < a. Determinethe steady state temperature distribution in a black metallic sphere (radius equals a).V0 z z >> a 17.while the temperatureon the inner surface is kept at: T(a.0) = Of(r.0) . The hemisphere’s convexsurface is kept at constant temperatureT and its base is kept at zero temperature. The temperatureat the outer surface is kept at zero temperature. defined by 0 < r < a and 0 < 0 _< ~t. 0 < 0 < n/2.0)+ b T(a. respectively. 0 < 0 < 2n and z > 0. Determinethe particle velocity of an ideal incompressible irrotational fluid flowing arounda rigid sphere whoseradius = a.

0) = O f(z. The surfaces z = 0 and z = L are kept at zero temperature.ne the temperature distribution in a curved wedgeoccupying the region a < r _<. OF MATHEMATICAL PHYSICS 369 Insulated Sheet 20. extending from its axis to the outer surface. 0 < 0 < 2n and 0 < z < L. o < z < L and 0 < 0 < b. Determ~.0) = O f(z. and is heated at its convexsurface to a temperature: T(a. EQ.z. see the accompanying figure. see the accompanying figure.0) Y r 21. The cylinder has an insulated surface at 0 = 0.0) . Determine the steady state temperature distribution in a solid finite cylinder of length = L and radius = a defined by 0 < r < a. The cylinder is kept at zero temperature at its two ends (z = 0 and z = L).’. the surface 0 = 0 and 0 = b are insulated and the cylindrical surfacer = a is kept at a temperature: T(a. ~.PARTIAL DIFF.z.

such that the velocity potential ~(r.10 23. A heat source is located in a spherical region inside the sphere. 0 < z < L. A point source and a point sink of magnitudesQo are located on the axis of the cylinder at z = L/4 and 3L/4.0) Section 6. The convexsurface at r = a. A metallic sphere of radius a and defined by 0 < r < a and 0 < 0 < ~t is kept at zero temperature at its surface. 25. the two plane surfaces at 0 = 0 and n and the lower base at z = 0 are kept at zero temperature. A spherical container is filled with a liquid whosewalls are impenetrable.z) satisfies: V2~I/= " Qo~5(r)[~5(z-L/4)~5(z23L/4)] 2r~r Find the velocity field inside the container. Determine temperaturedistribution in a hemi-cylinder of length = L and radius = a the defined by 0 < r < a. . respectively. A finite circular cylindrical container with impenetrable wails is filled with an incompressible liquid. If a point sink of magnitude exists at its center so that the velocity potential satisfies: Q V2~ = Qo ~(r) 2 4~r 0 _<r < a Find the velocity field inside the sphere. while the upperbase at z = L is kept at a temperature: T(r. 0. 24.L) = Ofir..CHAPTER 6 3 70 a a X 22. such that: V2T =-q(r. 0 < 0 < n and. cos0) 0_<r<b Find the steady state temperaturedistribution. occupyingthe space 0 < r < a and 0 < z < L.

and a (b > a). fixed on its straight boundariesand free on its circular boundaries.y) sin(~0t) 31. Determine mode the shapes and natural frequencies of a vibrating gas entrapped in the space betweena rigid sphere of radius = a and a concentric rigid spherical shell of radius = b (b > a). (b) Annularmembrane.: q(x. Determinethe modeshapes for the tube in problem27. Determinethe response of a circular membrane radius = a.11 26. straight edgesandfree at its circular boundary. The tube is closed by two rigid plates at its ends. Determinethe response of a rectangular membrane.t) = qo f(r. (f) Anannular sector membrane.0. boundaryr = a. dimensiona and b. subtendingan angle = c. subtendingan angle = fixed on all its boundaries. OF MATHEMATICAL PHYSICS 371 Section 6. under the influence of sinusoidal time varyingforce field. i. EQ. fixed on its (e) A circular sector membrane. (g) Anannular sector. with sides whoselength = a are of fixed and sides whoselength = b are free. radii b. .0. radius = a. Determine mode the shapes and natural frequencies of a vibrating gas in a rigid cylindrical tube of length = L and radius = a. (h) A rectangular membrane. fixed on the outer boundaryr = b and free at its inner (c) Annularmembrane. radius = a.e. radii b and a (b > a). fixed on all its boundaries. Determine the Eigenfunctions (modes) and Eigenvalues (natural frequencies) membranes having the following shapes and boundaries: (a) Semi-circular membrane. fixed on all its boundaries. 30. fixed on its perimeter.t) = qo fix. measuring a. fixed on all its boundaries.b. radii b. and a (b > a).0) sin(o~t) 29. radius = a. subtendingan angle = c. subtendingan angle = c. 27. of and acted uponby distributed forces: q(r. where the ends of the tube are open(pressure release). Let the velocity potential be: ~ = ~ (r.PARTIAL DIFF. (d) A circular sector.y.z) 28.

. radius = a. whose sides are simply supported. A rectangularly shaped membrane being excited to harmonicmotion such that: is w = w(x.. Section 35. y). whose boundaryis simply supported. The temperature of the outside medium kept at zero temperature. The sides of the plate are kept at zero temperature.0+) = o L/2<x<L 36.CHAPTER 6 3 72 32. 6. Determine the temperature distribution in a rod of length = L.y) Obtain the solution w(x. 0) = Determine the responses of a square plate.b) = b 0<x<a 0<y<b (O. such that at the boundaryr = a w(a.y) sin(~ot) 34. Determine the temperature distribution in a rectangular sheet occupying the region 0 < x < a and 0 < y < b.y) = 0 -. Theplate is excited by a distributed force: q(x.0+) = T f(x) O 37. The rod was heated initially.t) = qof(x.T f(x. while the sheet wasinitially raised to a temperature ÷) T(x.a/2) ~i(y .b/2) -at. where there is heat convection to an outside mediumat both ends.0) = ~)2w 0) (a. ta’ ~"~-r 2 Or 33. Obtain the modeshapes and natural frequencies of a circular plate.0) = ~)6(Y-7) w(x.(a. sidelength = L.0 -.y. such that: 0<x<L/2 T(x.y) O and the sheet is heated by a source Q: cz > 0 Q= Qo~5(x.y) and V2 + k2 = Fo~5( a w w xS w(x. The temperatureof the rod was initially raised to: is T(x.y.12 Determinethe temperature distribution in a rod of length = L and whoseends are kept at zero temperature.

43. Determine temperaturedistribution in a solid sphere of radius = a.0. whosesurface the conducts heat to an outside medium that is being kept at zero temperature. EQ. The cubes’ surfaces are kept at zero temperatureand the cubeis initially heated to a temperature: T(x.PARTIAL 38.z. whosesurface is the kept at zero temperatureand is heated initially to a constant temperature= T o. Determine temperaturedistribution in a solid sphere of radius = a. The sphere is heatedinitially to a temperature: T(r.0÷) = T f(x.0+) = T f(r) O Determinethe axisymmetric temperature distribution for a circular slab of radius = a.to)~5(0Q= Qo~5(’~ 41. OF MATHEMATICAL PHYSICS 373 Determinethe axisymmetrictemperature distribution in a circular slab of radius = a.The slab is initially heated to a temperature: T(r. whose perimeter is kept at a zero temperature.0) O and has an impulsiveheat point source at (ro.z) O Determine temperature distribution in a sphere having a radius = a." -~°) ~5(t . The slab is initially heated to a temperature: T(r.0.Theslab is heated initially to a temperature: T(r. 44.0÷) = T fir.Thesphere is initially heated such that: T(r.0+) = T f(r) O with an impulsiveheat point source at its center: t Q = Qo~(~r)~5( -to) 39.0o).~. . 40.cos0. radius = a. whose the surface is kept at zero temperature.y. Determine temperature distribution in a circular slab.0+) = T f(r.~) O 42. DIFF. whoseperimeter the is kept at zero temperature.y.0+) = T f(r) O Determinethe temperature distribution in a cube having a sidelength = L. such that the slab conducts heat through its perimeter to an outside medium whose temperatureis kept at zero temperature.

0.t) satisfying: 32T 13T Q.t) in the sheet for t > 46.t) with the following boundaryand initial conditions: T (r.such that: V2T= 13T Qo 5(r-ro)~5(0_rt/4)~5(t_to ) K 3t k r 0 _< r < a 0 < 0 < rt t. 47. The sheet is heated by a point source at its center.0.y.t) = T(r.0. The end x = 0 is insulated and the end x = L is connectedto a zero temperatureambient liquid bath.0+) = 0.~t. 3X2 K 3t + ~(xa>0 x0>0 x°)e-at subject to the boundary initial conditions: and T (x. The sheet is initially kept at zero temperature.ot) K 3t k 22 0_< x < a 0_< y_< b t > 0 satisfying the following conditions: T (x.y. Thesheet is initially kept at zero temperature.t) + b T(L.t) 3T ~_xT (0.t) = 0 -~-x (a. A semi-circular metal sheet is heated by a point source. Obtain the temperature distribution in a rod of length L with a heat sink Q.y T(0.b.t) = T(x.t) . Find the temperatureT = T(x. t o > 0 T = T(r.0.t)..CHAPTER 6 3 74 in .t) + ~’ T(a. ~ (0. A rectangular sheet is immersed a zero temperaturebath on two of its sides.y.y.0÷) = 0 T= T(x. and is kept at zero temperatureat the other two.0.y.t) = -~-rT (a.such that: V2T= 13T Qo ~i(x_a)~(y_b)sin(c.45.0÷) = 0 Obtainthe solution for the transient temperatureT(r.t) = T(x.0.y.t) = T(r.t) = -~ (L.t) .t) Obtainthe temperaturedistribution T(x.y.

z.t) 1 Obtainthe temperaturedistribution as a function of time.0.z.z.0+) = T = constant T(0. The two ends of the sheet x = 0 and x = L are immersed an ambient fluid in whosetemperatureis constant at T If the temperatureT= T(x.t) -- Obtainthe temperaturein the cylinder for t > 0.O.y. for a > 0: and OT 3T T (x.b.t) . 50.L.0. t o > 0 " subject to the boundary initial conditions.t) satisfies: V2T= 1-Q o 3T ) ~ 0~ 0<r<a 8(r-ro)~5(0_~/2)~5(Z_Zo)~5(t_to 2~r OGz~L 0~0~ t.y.PARTIAL DIFF.t) o T(L + a ~-x (a.0. Thesheet is initially kept at zero temperature.t) subject to the boundary initial conditions: and T (x.t) = 3z 1 OT r.a -~x (0. A completelyinsulated hemi-cylinderis heated such that its temperatureT(r.t) = T(r.0. Obtainthe temperaturedistribution in a solid sheet of length L with a heat source Qo.t ) = To .t) ~-~Tx (0. V2T = K 3t k~ -~)e c >0 0 < x < a 0 < y < b t > 0 T = T(x.t) = T(x.t) = -~-z (r. .y.z. 32T 1 3T 3x 2 K Ot Qo 8(x---~)8(t-t k o) 0 < x <L t. A rectangular sheet is heated by a point sourceat its center. OF MATHEMATICAL PHYSICS 375 48.t)= ~r T (a.0.z.t) 0 T(x.y. to>0 1 3T r ~ (r. 49.~.~--~(r. EQ.0+) = 0 subject to the boundary initial conditions: and OT (r.t) 0 ~T -~-x(a.0.O.0+) = 0 Obtainthe temperaturedistribution in the sheet for t > 0. such that: 1 3T Qo 8(x-~)8(yb.t) satisfies: o.

fixed at: both ends.~ 1 ~y L/2-e<x<L/Z+e (x’O+)ot =2e13 0 L/2+e<x<L y(x.O = f(x) ~ (x.CHAPTER 6 376 Section 6.0÷) = Y(x. A string. . such that: c0-~xY + ~’ y(L. such that: by (x. (a) Obtain the subsequent displacementof the string. such that the at initial velocity impartedto the string is describedby: O<x<L/2-e 0 I. such that: 51 0<x<a f(x) = [Wo(L_ x) / (L .0+)= Yo 3"~" Determinethe subsequentvibration response of the string. A stretched string of length = L is fixed at x = 0 and is elastically supportedat x = L. such that: +) u(x. havinga length = L. Therod is initially displaced. (b) If e ---> 0.0+) = f(x) ~ (x. Thestring wasinitially displaced such that: y(x. obtain an expressionfor the subsequentmotion.O+) = g(x) IWox/a 54.t) 0 (L. whichis fixed at x = 0 and is free at x = L. having a length = L.0÷) = 0 whereI represents the total impulseof the hammer 13 is the density per unit and length of the string. having a length = L.< x< L g(x) = obtain an expression for the subsequentmotionof the string.0 +) = g(x) 0t 52. 55. If the.13 the 51.t) The string is initially displacedfromrest. 53. Determinethe longitudinal displacementof a rod. string in problem is pluckedfromrest. is struck by hammer its center. The string is fixed at both ends. Determine vibration response of a string.

Yo. determinethe subsequentmotionof the string.0) 61. whenacted uponby an impulsive force located at xo. Determinethe response of a circular membrane. such that: is +) W(r. 60.0.(x.e.0) OW -. whose perimeter is fixed. is Determine free vibration of a circular membrane. EQ.0 +) = g(r.(r.y) bt The membrane fixed along its perimeter. Anannular shaped membrane set into motionby initially displacing it from rest. is i. occupyingthe region 0 < x < a. undeformed 62. side length = L.0 ÷) = g(x.Yo ~(t) ) wherePo is total force. length = L. DIFF.0 = f(r. y.0 +) = 0 3t The membrane outer and inner radii b and a respectively. t) = P ~(r_~) o 2~zr The boundaryof the membrane fixed. The membrane initially set in motion.(r. whenacted uponby a concentratedimpulsive force described by: f(r. 56 such that: f(x. t) = Po ~(xo)~(y.: ~W -. Determine response of a square membrane the initially at rest. Determinethe motion of a rectangular membrane. Determinethe has subsequent free vibration of the membrane. and the membrane initially is is andat rest.0. 58. fixed at both ends and initially at rest is acted uponby a distributed force f(x.0.0. +) W(r. and undeformed.PARTIAL 56. wherethe membrane initially displaced and set in motionsuch that: is OW ÷) W(x. t) = Po~5(x L / 2) where~ is the Dirac delta function. OF MATHEMATICAL PHYSICS 377 A string.y) -.0 = f(x. radius = a. the radius = a.t) per unit length. are . described by: f(x. 0 _< y _< b.0 = f(r. Obtainan expressionfor the forced motion of the string If the distributed force in problem is taken to be an impulsiveconcentratedforce.y.y. The sides of the membrane fixed.0) 0t 59. 57.

y.y.y. and wasinitially deformed was such that: Ow (x.whenacted uponby a concentrated impulsive force located at r 0.CHAPTER 6 3 78 63. u = u(x.0 +) = w sin( y) o /)--~obtain an expression for the displacementw(x.0+) 0 w(x.t) --~-x(a.0+) = 3t Obtain the solution to the transient vibration of the membrane w(r. such that its displacement = w(r. t) = Po ~(r .0. Determine responseof a circular membrane the radius = a. ~ .to) 0 < x 2 c 2 ~t 2 AE c3x subject to boundary initial conditions: and 0~-~(0. w (r.t) and: ~2u 1 ~2u F° ~5(x)~5(t.y.y. initially at rest and undeformed.0.0o)~5(t) r The membrane fixed on its boundary. is 64. A bar of length L is connectedto a spring at one end and the other end is free.t).r°) ~i(O. ~(L.t) = w (x. t o > 0 Obtainthe transient responseof the string u(x. 0.t) 0 t. t) is governed by: ) ~t Po~5(X_Xo)~(y_yo)~i(t_to V2w = 1 202w 2 S c 0~x~a 0~y~b t. to>0 where5 is the Dirac function and the boundary conditions are: w (x.0 +) = 0 66. 0o described by: f(r. 65.t) = if the membrane initially at rest.0. y.t) ~ (x.t) satisfies: w ~72w = C21 2 ~}2wot POs~5(r.0.ro) 5(0 .0. The bar is being excited by a point force such that.O°)3(tro>0 0_<0<b t. to >0 0_<r<a w = 0 on the boundary ~w(r.b. A rectangular stretched membrane acted on by a time dependentpoint force is such that its displacementw(x.0) + ~u(L. A pie-shaped stretched membrane excited to motion from rest by a mechanical is point force.t).0) = = 0.t) u(x.t) ~w ~w a----~-(0.t).

0. is excited to motionby a point force. 68.t)= -~.t.0.t).0.r~)~(t 3t 2 .(r.0.t) 1 0ew Po~(r-ro)~(0_~)~(t_to ) VeW = c 2 ~t e S r 0~r~a 0~0An t.0+) = 0 ~ (x.0.0 +) = 0 OW(r. A bar of length L is connectedto springs at both ends.S r 0505n t. to>0 to) 0~r~a where~5 is the Diracfunction and the initial conditionsare: W(r.(r.0 +) = 0 0W -. OF MATHEMATICAL PHYSICS 379 67.0 +) = 0 0t Obtainthe solution for the transient vibration W(r.t) satisfying: V2W = c 2 1 32WPo ~(r-" ro) ~i(O.(r.r~. to>0 where~i is the Dirac function and the initial boundary conditions are: W(a. . to>0 (L. EQ.t) ~ u(x. such that: is W= W(ri0. A semi-circular stretched membrane excited to motionby a point force.PARTIAL DIFF.0. The bar is being excited by a point force at the center such that u = u(x.t) Obtainthe transient responseof the bar u(x.t).t) = W(r. Obtain the solution for the transient vibration W(r.t) satisfies: oeu= 1 0eu F° ~(x-~)~(t-to) 0x 2 c 2 0t 2 AE Withboundaryand initial conditions: 0u ~x (O. A semi-circular annular stretched membrane fixed on its perimeter.0.0 +) = 0 0<x<L .0.0 +) = 0 bt 69.t) = 0-~-0W -.t) ~E u(O.t) -~- Yu(L.

. radius = a. such that its radial velocity V at the surface is given by: r Vr(a.0. to>0 W(r. A semi-infinite stretched string initially at rest.0 ÷) = 0 ~W -.0.(r. 72. initially at rest and undeformed. If the is medium initially disturbed. Obtainthe solution y (x. such that the velocity potential ~(r.0.t) = Yosin(o)t) Obtain the solution for the subsequent motion.giving the end x -. Anacoustic medium contained inside a rigid spherical container of radius = a.0 = f(r) Section 73. 71. Anannular circular membrane. excited to is transient forced vibration such that the displacement W(r.t). +) y(x.t) satisfies the is followinginitial conditions: ~(r. t).0.t) satisfies: 2 V2 = ~~i 32W3t POs 3(r.n)~(t.t) = V o -ROt e Obtain the acoustic pressure everywherein the medium.t) Obtainthe solution for the transient vibration W(r. oscillates in an infinite acoustic medium. 0.t) satisfies the followinginitial conditions: O~(r.0 ÷) = g(r) .0+) = g(r) -~determinethe radial particle velocity of the entrappedmedium.0 the following displacement: y(O.CHAPTER 6 380 70.0. +) ~(r. such that the velocity potential @(r.0 +) = 0 ~t W(a. determinethe radial particle velocity vr of the entrapped medium.r°) ~(0.O = f(x) 74. 75. 6.14 A semi-infinite stretched string is set into motionby initially displacing it such that: +) ~Y(x.O = g(x) Ot The string is fixed at x = O. If the mediumis initially disturbed.t) = W (b. A sphere.t°)r~w a~r~b 0~0~n t. radius = a.0+) = f(r) ~ (r. An acoustic mediumoccupies an infinite cylinder. is set into motionby .

t) = V i~°t oe obtain the obtain the pressure field in the acoustic medium. 77. incident wave described by: is Pi = Po eikz ek°t obtain the scattered acoustic pressure. DIFF. If the incident waveis described by: eiktz eit°t kl = o~/cl Pi = Po obtain the scattered acoustic pressure in the outer medium. Obtain the pressure field in the acoustic medium problem 81. 81. 80. of 82. radius = a. velocity Cl) impinges on a spherical acoustic body(density P2.PARTIAL 76. A plane acoustic wavetravelling in an acoustic medium(density p~. is set in an infinite plane rigid baffle and is in contact with a semi-infinite acoustic medium. OF MATHEMATICAL PHYSICS 381 A sphere. such that its radial velocity V at its surface is given by: r Vr(a.t = V f(cos 0) -i~°t ) o Obtain the acoustic pressure everywherein the medium. velocity c2) of radius = a. . radius = a. EQ. A plane acoustic waveimpingeson a spherical air bubble (pressure release surface) radius = a.0. k = to/c 78. k = ~o/c If the 79. where the baffle is a pressure-release baffle. A plane acoustic waveimpinges on an infinite rigid cylinder of radius = a. A hemi-sphericalspeaker. is oscillating in an infinite acoustic medium. A plane acoustic waveimpinges on an infinite cylindrical air bubble (pressure release surfaces) of radius = a. If the incident wave described by: is P~= Poeikz ei~°t obtain the scattered acoustic pressure. If the incident plane wave described by: is k = ~o/c Pi = Poeikz ei°~t obtain the scattered acoustic pressure. the radial surface velocity V is given If r by: Vr(a.

c~ 84.19 is given by: ~ < ~ < 2~ . located at z = 0. Asemi-infinite duct of rectangular cross-section has rigid walls and is filled with an acoustic medium. (b) Show that only the plane wavesolution.ot Obtain the pressure field in the acoustic medium If vo = Q.0) k°t z o obtain the pressure field inside the duct.CHAPTER 6 382 83. and z > 0. z > 0. A semi-finite cylindrical duct has rigid walls and is filled with an acoustic: medium. f(cr) . is vibrating with an axial velocity V described z by: V = V f(x. is vibrating with an axial velocity V described by: z V = V f(r. 0 < 0 < 2~.y) i°)t z o (a) obtain the pressure field inside the duct. propagatingalong the duct. The duct occupiesthe region 0 < r < a.y) = 85. obtain 2ac~ the pressure field when --+ 0. If a piston. 0 < y < b. Ic~:ated at z = 0. If a The rectangular piston. exists if: f(x. If the velocity field in Example 6. duct occupies the region 0 < x < a.~q_o where Qois the strength of the volumeflow of the line source.

f( O--e.7 INTEGRAL TRANSFORMS 7..-~ -L Thus.~ Thefunction fix).1 Fourier Integral Theorem If f(x) is a bounded function in -~. and has at mostonly a finite number ordinarydiscontinuities. < x < ~. and if the integral: ~lf(x)ldx is absolutely convergent.then at every point x ~where there exists a left and right-hand derivative.0)] = ~[a n cos(~ x)+ n s in(~x)] n=l 1 L ~ f(~) d~ -L L 1 f(~)cos(~)d~ -L L ’f(~)sin(~)d~ 1 bn -.)d~ -L n=l -L 383 . can be representedby a Fourier series as follows: ~[ where: f(x + O) + f(x .cos(-~(~-x. adding the twointegrals for an and bn gives: L L 1 1 ½[f(x+O)+ f(x-O.]:~~f(~)d~+ ~ r f f(~. -L _< x _< L. f(x) can be representedby the followingintegral: ½tf(x+o)÷f(x-o) )cos(u( .

x)) -L then the series convergesto an integral in the limit L --> ~ and Au --> 0 as follows: n Lim ~ F(un)Au n --> F(u)du Au.0)] f(~) cos(un~)d~ cos(ux)du x -> OLO J . < x < .1) vanishes the integral representation can be rewritten as: [f(x + O) + f(x.e...-~0 n=l 0 Since the funcdonis absolutely integrablc.+ f(x-0)]= ~ ~ ~ f(~)cos 0-oo (u(~-x))d~du cos(ux)du + sin u n sin(ux)du (7.1) 7. then the first term vanishes because: +L Lira ~ j f(x) dx ---> 0 and F(u) converges L---~ 2L -L Thus. i. the representation of the function fix) by a double integral becomes: ~[f(x+0.: the +L F(un ) = ~ f(~) cos(un(~ .2 Fourier Cosine Transform If f(x) = f(-x) for -~. then the secondintegral in (7. if f(x) = 0 for the range_oo< x < 0 where one choosef(x) = f(-x) for the range -~o < x < 0.CHAPTER 7 384 un L n~ and Aun = Un+l -- Un ~ L then the integrals can be rewritten as: 1 f(x):-~ +L +L f f(~)d~+ 1~ Aun ~ f(~)cos(un(~-x))d 7 n = 1 -L ~ -L Def’me integral to equal F(un).~ or.

the inverse Fourier cosine transforms becomes: (7. whereone choosef(x) -. (7. Definethe function G as the inner integral of eq. (7.2) f(x) = 2 ~ Fc(u) cos(ux)du 0 whereFc(u is an even function of u and cos (ux) is known the kernel of the Fourier as ) cosine transform.1): 1 +~ G l (U)I f(~) CO(U (~ x)) S then the function Gl(u is an even function in u. 7.3) 0 whereFs(u is an odd function of u and sin (ux) is the kernel of the Fourier sine ) transform. < x < ¢¢ or if f(x) = 0 in the range-00 < x < 0.0)] f(~)sin(u~)d~ sin(ux) x_>0 Define the Fourier sine transform as: Fs(u) f(~)sin(ug)d~ =I 0 then the inverse Fourier sine transform becomes: (7. 7.-f(-x) in the range -~ < x < 0.3 Fourier Sine Transform If f(x) = -if-x) in -~.1) vanishes ~[f(x+ 0)+ f(x.INTEGRAL TRANSFORMS 385 Define the Fourier cosine transform as: Fo(u) I f(~)cos(u~)d~ = 0 then.1) can be used to develop a newtransform. (7. ) .4 Complex Fourier Transform The integral representation in eq. then the first integral of eq.

y) be defined in _oo < x < oo and _oo < y < 0%such that: f flf(x. (7.y)ei(Ux+vy)dxdy then the inverse Fourier Complex transforms from u and v to x and y can also be done by successive integrations: .y)ldxdy exists. then the transformation is done by successive integration: oO ?(u.1). the integral of G2(u)vanishes over ) [-~’. a newrepresentationof f(x) results: f(x) 1 f = ~ Gl(u)du + _~ j"G2(u)du --OO --OO --1 j" f f(~)eiU(~_X)d~du --OO Define the complex Fourier transform as: F(u) = 1 f f({)eiU{d{ (7.4b) 7. ~1. Thus.4a) then. the inverse complex Fourier transform becomes: OO f(x) = ~ f(u) e-iUx (7. ) = j" y iux f(x.i.CHAPTER 7 386 Define the function: +~ 62 (U) = f f(~) sin(u ({ then the function G2(u is an odd function in u.e. Thus.5 Multiple Fourier Transform Functions of two independentvariables can be transformed by a double Fourier Complex transform.y)eiVydy= f j’f(x. y)e dx ~(u. Let f(x.v)= j’~(u.: f G2(u)du = If one adds this integral to that of eq. letting the Fourier Complex transform from x and y to u and v.

INTEGRAL TRANSFORMS 387 -i vydv 1 f ~(u. 7.. y) = ~-~ F(u...dun The transforms can be rewritten symbolically by using x and u as vectors in ndimensionalspace...U2..5b) Rn(u) whereR represents the integration over the entire volumein n-dimensionalspace. f = f(x1..)= then the inverse multiple f(xl. Xn).. and x n and u are n-dimensionalvectors.. x2. x2 ... u.6 Hankel Transform of Order Zero (7. y) = f(x~ then the Fourier Complex transform becomes: oo OO F(u.. X) n complex Fourier transform becomes (2n) n f f"" f F(Ul.Un)e-l(UlX~+U2X2+’"+unx°)duldU2. then one can define a multiple complex Fourier transform as follows: F(ul.y) dependson x and y in the following form: f(x...5a) If the function f(x.. thus: F(u)= f f(x)eiU°xdx Rn(x) f(x)=rj u F(u)e_iUOXd (7.u2 ..v)e If the functionf is a functionof n independent variables..[f(~x2 --oo +y2)ei(Ux+vY)dxdy Transforming integral to cylindrical coordinates: the x = r cos (0) y = r sin (0) and dA = r dr dO ..v)= ~ .

the integral representation of f(r) becomes: f(r) = 0 f(t)Jo(ot)tdt Jo(ro)OdO . Thus. the integral ~ansfo~ becomes: FI(O) = 2~tf r f(r)Jo(rO)dr 0 and the inverse transformtakes the form: oo oo f(x. leaving the secondintegral whichcan be evaluated in closed fo~ as: f eiroc°s(0-0) iroc°s02 d0 = f e d02 =2gJo(rO) 0 0 whereuse of the integral representation of Bessel functions was made.101). one obtains: 2~. (3.see eq. irOCOS(0--~) dO = ir0cOS0l [~ J e 0 d01 = + eir0c°s01d01} where01 = 0 .O. The first integral abovebecomes(with 2 =01+ 2n) 0 feirpc°s0. 2n d01: /eirpc°s<0~-2~d02= 2n /eirpc°S0~d02 thus. v)e-i(ux+vy)du f(r)= (2~)2 f f F l( 0)eirpc°s(0-*)lododt~ 0 0 Theintegral over FI(O) can be evaluated in a similar manner the first integral so that: to f(r) = (2~)2 ~ FI(0) 2r~ Jo(r0) 0 Therefore. the first and third integrals cancel out. y) = ~x f( 2 + y2 ) j" 1 ~ F(u.CHAPTER 7 v = p sin (0) and dA= p dp dO 388 u = p cos (0) then the double integral transformsto: oo 2~ FI(O’~)= ei rpc°s(0-o)drd0 f f rf(r) 0 0 Integrating the inner integrand on 0.

then the Fourier transformand its inverse Let weredefinedin Section 7. the transformation can be represented by: [yj] = [ajkl[X k] such that the coefficients ajk. the matrix: n n -~ or [ajk]=[ajk] Eajkaki = Eajkaik=~ji = {10 i=j i~:j k=l k=l ...6a) 7... If the function f depends xl. 2 . 2 Un)= f f ""ff(~x~+xi+’"+Xn2)el~XkUkdxldX2""dXn Performinga similar coordinate transformation as was done for the Hankeltransform.5.... define: r 2 2+x29+.....i... 2 ....INTEGRAL TRANSFORMS 389 Define the Hankeltransform F(p) as: F(p) = ~ r f(r) Jo(rP)dr 0 then the inverse Hankel transform is given by: f(r) = 0 pF(P) Jo(rp)dp (7... xn as follows: on f : f(~/Xl~ +x2~+. j ~ 1.... x2 .. are chosento make vector transformation the orthogonal. n YJ = EaJ k xk k=l In matrix notation. f = f(x1.+X~n) then: F(Ul. ~2 .U .e.6b) (7. Xn).7 Hankel Transform of Order v A treatment of Hankeltransform of order v similar to Hankeltransform of order zero is given in Sneddon.. + U~n with the following coordinate transformation: Uk= a~k 19 n k = 1.+x =Xl n 2 r2 = U~+ u~ +. n J = 1.....

.j’f(~12+z2)eipYtRdzdyl 2 To evaluate the form of R. Un)= f f ""ff(~12+z2)eipY~dYldy2""dYn 2 where: = y~ +y~2+.. dyn represents (n-I) dimensionalspace.-....dy }..... such that: dy2 dy ..U.. 1 } 1n n Eukxk= k=l Thus: F(Ul. Un)= f ~-.CHAPTER 7 where~ij is the Kronecker delta... dyn = R dz 3 whereR is the surface area of a sphere in n dimensionalspace: F(Ul. = { [alj][dyj] } {[a2kl[dYk] {[an/][dYl] = dy dY2... = I F(4Y~ + Y~ +...+y2 z2 n One must find a function R. then: "’’dyn = ~(n-1)/2 f ~ "’" ~ exp[-(Y22+ Y~+ ""y2n)] dY2dy3 where the following integral was used: f exp[-x2.. let: R = S n-2 z ChooseF(z) = exp [-z 2 ].... start with the following integral: J" J’. the coordinates xk are given by: Ix k] 390 ~ =[ajk] [yj] = [akj]z [Yj] n n n n n n n r 2 = E x2k = E E E [akjl[YJ k=l k=lj=l/=l The volume element becomes: ][ak/][y/l=E y~ E [Yjl~J/[Y/]=E j=l/=l /=1 dx dx2.Y~n)dY2dY3""dyn ~F(z)Rdz n n E E ukakJyJ k=lj=l :pE n n EalkakJyJ k=lj=l =pE n n =pyl ESlJYJ k=lj=l Since the volumeelement dy2 dy3 .U. dx... Thus.] dx = .

.. 2~(n-1)/2 ~ If(~12+z2)ei0Yl F(-~) -oo zn-2dzdyl Un)= Let z = r sin 0.. the surface of a unit sphere in n-dimensional space is: (n-l)/2 2 7t S= r’(-~) so that the surface elementis given by: 2~ (n-l)/2 zn_2d z dY2 dY3"’" dYn = F(’-1) Hence: F(Ul’U2 ..8).. and n _> 1.v 0 The inversion can be workedout in a similar manner: n_>l (7. (7.7) and (7.101): 1 n-1 eirpc°s0 (sin 0)n-2 dO= I J v(ro) n-2 where v = --.8) 0 Thus. Yl = r cos 0..INTEGRAL TRANSFORMS 391 The integral for dz can be evaluated: OO exp[-z2 ] S zn-2dx= -~ 1"(-~) n>2 S I 0 Thus....dun --OO --OO which can be shownto be equal to: f(r) p = 1 Ipn/2F(P)Jv(rp)d (2~)n/2 v (7. combining eqs.7) (2r0 n . Thus: 2 (2~)n/2rn/ 2f(r) Jv (rp) dr. J F(9) e k=~ duldU2. F(p) . Thendz dy1 = r dr dO... and the aboveequation becomes: 2~t(n-l)/e rn-lf(r) F(ul. Un) = F(~) Iei WC°S° (s in0)n-e dOdr = F(9 0 The inner integral becomes.(see equation 3..u~. one obtains: .

Thus: g(r) = g(~)Jv(p~)~d~ ’Jv(rp) Multiplying equation(7.g(r) h(r) : ~ f ~’~ h(~)Jv(p~)d ~ ~Jv(rp)dp 0[0 This is knownas the Hankel Integral Theorem.(2n)n/2 _ 0 then the inverseintegral takes the form: [(r) = rVf(r) = ~ ~(p)Jv(rp) 0 Redefining functionsf(r) andF(p) the g(r) = rVf(r) O(p) pVF(p) = Then andG(p)are definedby the following g(r) integrals: G(p) = ~g(r)Jv(rp)r 0 OO (7.CHAPTER 7 392 If onedefines: ~(P) _ pVF(p~)= I f(r)rV Jv(rp)rdr . G(p) is known the Hankeltransformof order v of g(r) and as is knownas the inverse Hankel transform of order v. (7.12) (7.11) by ~f~.11) .10) g(r) = ~ G(p)Jv (rp) 0 valid for v > 0. anddefining h(r) = ~.

e.but it could increase at mostat an exponential rate.g.Thus.9 Generalized Fourier Transform Let f(x). The complex Fourier transform was defined.: ax If(x)l < Ae for x >0 If(x)lbxBe < for x <0 where a and b are real numbers.__A = a+c 0 a+c 0 providedthat c < -a.8 General Remarksabout Transforms Derived from the Fourier Integral Theorem Since the transforms derived in Section 7. one can choose an exponential e cx such that f(x) cx is a bsolutely integrable.e. (3) The function must have a finite numberof maxima and minima..e. (2) The function f(x) must havea left-handed and a right-handedderivative at every point of ordinary discontinuity.7 were derived from the Fourier Integral theorem. . 7. i. (4) The function mustbe absolutely integrable. Theserestrictions rule out a wide range of functions whenapplied in Engineeringand Physics. f(x) mustnecessarily decay Ixl>> 1.2 to 7. for absolutely integrable functions: F(u) = ~ f(~)eiU~d~ = ~ f(~)eiU~d~ + ~ f(~)eiU~d~ 0 . and ° li !~f(x)e B CXdx < B ebxeCXdx _ ~ e(b+c) x 0 -b+c --~ = b+c providedthat c > -b. thatis: ~[f(x)ldx does not converge. i. o < x < 0% a fun be ction that is notabso lutely integrable.: f(x)eCXdx< A eaXeCXdx --~-A e(a+c)x oo _ . It should also be noted that the transformand its inverse involve integrations on the real axis.INTEGRAL TRANSFORMS 393 7. then the functions they are applied to must satisfy the following conditions and limitations: (1) The function f(x) must be boundedand piecewise continuous.

0].CHAPTER 7 394 Define the following one-sided function: e v’x f(x) _1 f(0 +) g~(x) = ~-~ x > x=0 x<0 vl>a (7. v2)= ~g2({)eiU~d{= ~g2({)eiU~d{= ~f({)ei(u+iv~)~d~ The Fourier inverse transforms of F+ and F_ become: gl(x)= .17) g2(x)= ~ F_(u.19) ~md eqs. one can reconstruct f(x) again as definexl in eqs.~ F+(U. Vl)e-l(u+~v’)Xdu= 1 " ° (7.15) [e-v2xf(x) x< whereg2(x) is absolutely integrable over [-oo.19) eV2Xg2(x): ~ f F_(u. then the Fourier transform of gl(x) becomes: F+ (u. vl)e-iUXdu (7.17) by exp[vlx] and eq. (7. v2)e-iUxdu Multiplying eq.15): .20) Combining (7. (7. v2)e-i(u+iva)Xdu x <0 (7.13) lo wheregl(x) is absolutely integrable on [0. (7.oo]. then the Fourier transform of g2(x) becomes: 0 0 F_(u.20). and (7. Vl)= f gl(~)eiU~d~= ~ gl (~)eiU~d~= f f(~)ei(u+ivi)~d~ Define the following one-sided function: (7. one obtains: eV’xgl(x)= ~-~ ~ F+(U.18) x >0 (7.14) I0 g2(x) = tiff(0+) / x >0 x=0 v2 > b (7.18) by exp[v2x].

(03) are defined F+ (03) = I f(~)ei°)~d~ 0 0 F_(03)= I f(~)eim~d~ Im (03) = v > (7.that the transformintegrals are real.1. .22) defines the Generalized Fourier transform and equation (7. 2 one can rewrite the integral as follows: I o o+ic~ ~+i~ F_. It should be noted that the transformvariable 03 is complex.oo + ivl.2 03= oo + ivl. The paths of integration for the inverse transforms are shownin Fig.INTEGRAL TRANSFORMS V 395 . 7.21) wherethe functions F+(03)and F.21) defines the inverse Generalized Fourier transform.22) lm(03)=v<b Equation (7.oo u=oo 03= . 2 then the new limits become: u = . Using the transformation: d03 = du 03 = u + ivl.(03)e_imxd03 I ¢~>a (7. but the inverse transformis an integral in the complex plane 03.~¢ +i~ >~<b ~ ~’~ ~ ~+i[~ }U Complex m-plane wherev1 > a and v2 < b.

: is Ix e-vx f(x)l < -(v-a)x for In(o~)= v > Thus. region of analyticity of these complex functionsmustbe examined. is an absolutely convergent integral. provided Im(~o) v that = Let o~ = u + iv. since the integrals are absolutely convergent: OU+ ~v+ = _~ ~ f(~)e_V~sin(u~) = 0 3v .v) iV+(u. F+(o~)= U+(u.22).F÷(to)is analyticin the upperhalf planeof to above line v = a. The as definedin eq.2.CHAPTER 7 V 396 1 =============================================== .. function F+(¢o).. Thus..the necessaryand sufficient conditions analyticityare satisfied. (5.. as shown the Fig. 0 Thepartial derivativesof U+andV+canbe obtainedby differentiatingthe integrands. 3U+= Or+ ..~ f(~) e-v~ cos(u~) 0 whichsatisfy the Cauchy-Riemann conditions.. which true in this case. provided partial derivatives continuous for the are and convergent.(to) are functionsof a complex and variable o~. 7. Paths in complex ¢x~-plane Fig.~’~ = .. 0 V+ v) = f f(~) -v~sin(u~) d (u. 7. since the function. where: U+ v) = ~ f(~) -~ cos(u~) d (u.2 Sincethe transforms F+(¢o) F.then U+andV+mustnecessarilysatisfy + Cauchy-Riemann conditions given in eq.5). (7.v).

become: f(x)e~UXdx 0 0 F-(c°)lv = 0 = F_(u): ~f(x)eiUXdx so that the twointegrals can be combined into one integral over the real axis: OO F+(~°)Iv = F+(u) =o F(u) = F+(u) + F_(u) = ~ f(x)eiUXdx The inverse transform becomes. belowthe line v = b. hence one maychoose t~ = ~ = 0.4). as shown Fig. F. (7. 7. v2)e-iUXdu --. it is convenient to choose a common line-contour for the inverse .4.INTEGRAL TRANSFORMS 397 Function f(x) Pathin complex m-plane Fig.3. 7. which reflect the relative values of a and b are enumeratedbelow: (i) a < 0 and b > The function f(x) vanishes as x --) + oo. Thus. but in there is a common region of analyticity for the transform as shown the shadedsection in in Fig. the two transforms F+ and F. fix) is not in general absolutely integrable.(~) is analytic in the lowerhalf plane of ~o.~ F(u)e-iU×du whichis the complex Fourier transformand its inverse as defined in eq. can be used for the inverse transform.with v = 0: 1 f(x)= ~ 1 (U. in Then. Vl)e-iUXdu+ F_(u. 7. 7. as shown Fig. shown Fig.4. Anycommon to line contour.2. 7.3 Similarly. The contour integration for the inverse transformation must then be in taken in those shadedregions shown Fig.Some special cases. 7.2. in The contour integrals of the inverse transforms dependon the rate at whichf(x) becomesexponentially unbounded. Thenthere exists a region of analyticity that is common both transforms. (ii) a < In this case. where a < v < b.

x)eiC°Xdx 0 (7. then a < 0.23) f(x)= ~’~1 f F+ (co)e-i°xdco + f F_ (o)e-i°xd~0 [-~ + iy --~ + iy Further discussion can be carried out for the possible signs of a and b: a > 0 then b > 0. wherea < y < b: [oo+i7 (a) If (b) If oo+i7 (7. as In either case.4 transform ~ = 13 = 7. The inverse transform becomes: oo+iy fix)= ~ f F(co)e-i°~xdco -oo+iy where a <~ <b (7. Hence. 7.CHAPTER 7 V 398 y Functionf(x) Path in complexco-plane Fig.24) --oo whereF(co) is analytic. while the inverse transform is taken on a common line. then one on can choose a common value for v such that: a< v = Im (o) < oo oo = f f(x)ei~°Xdx F(O)= F+ (co) + F_ (co) ~f(x)eiC°Xdx+ ~f. then f(x) is a function that vanishes as x --> oo and becomes unbounded x --> _oo.25) It should be noted that the function F+(CO) F_(CO) have poles in the complex and may plane .22). since the function is unbounded only one side of the real axis.the Fourier transforms F+ and F_ are defined in the same manneras given in equation (7. then fix) is a function that vanishes as x --~ _~oand becomes unbounded as x b > 0.

26) FLII(p)= ~f(x)e-PXdx < and the inverse two-sided Laplace transform is then defined by: f(x)= i ~FL II(p)ePXdp (7. then one can define the two-sided Laplace transform: a < Pl =Re (p) b (7.10 Two-Sided Laplace Transform If one makesthe transformation p = -io) = Pl + iP2 = v .5.11 f(x) One-sided Generalized x<0 x >0 Fourier Transform If the functionf(x) is definedso that: If(x)[ < ax .INTEGRAL TRANSFORMS 399 Path in complexp-plane Fig.27) wherey is any line contour in the region of analyticity of FLII(P). 7. 7.5 7.iu and if a < b. 7. shown the shaded as area in Fig.

28) 7.12 Laplace f(x) = [f(x)l < ax Transform x<0 x >0 If the functionf(x) is onceagain definedas: then the Laplace transform of f(x) becomes: Re(p) > F(p)= ~ f(x)e-PXdx 0 and the inverse Laplace transform is then defined by: 1 . hence the inverse tran~sformationis ) performed along a line v = o~ > a (see Fig. 7.29) f(x)=~i .¢+i~oe JF(p)ePXdp ¥ .i~ ~<a (7. Thus.ia The transformFi(m is analytic abovethe line v = a.CHAPTER 7 400 004-io~ Functionf(x) Path in complex0)-plane then the one-sided Generalized Fourier transform of fix) can be written as: F! ((0)= ~ f(x)e-i°~Xdx Im(e)) = b 0 and the inverse one-sided Generalized Fourier transform is then defined by the integral: f(x)= ~+ ia Fi(~)e-imxd~ --~ . ) c~> a (7.6). let the line v = o~ be aboveall the singularities of Fi(m .

let: f(-log x) = g(x) 0 <x <= then the Laplace transform becomes: . 7.7 The transformF(p) is analytic to the right of Pl = a. so that one maychoosePl = ~’ such that all the singularities of F(p) are located to the left. 7.INTEGRAL TRANSFORMS 401 Y singularity Function f(x) Path in complexp-plane Fig.7). 7.of the line Pl = %(see Fig. the two sided Laplace transform can be altered by makingthe following transformation on the independentvariable x: x=-logrl or then the two sided Laplace transform takes the form: FLII(P)=~ f(x)e_pXdx= ~f(_log~l)ePlOgr~ drl= ~ f(_ log 1 drl 0 and the inverse Laplace transformis then defined by: f(xl=f(-l°grl)=2~ i f FLII(P)e-Pl°g~qdP=2~ 1 ~ FLI/(Plrl-PdP To redefine these transformintegrals.13 Mellin Transform For the case of a < b.

one can showthat the transform the functions x" eax vanishas p --> 0: Lim fx"f(x)e-pXdx = 0 This proves that the Laplace integral is uniformly convergentif p > a.14. . the properties of Laplacetransformand its use will be discussed. F(p) vanishes as p goes to infinity. This property allows the differentiation of F(p) with respect to p..1 The Transform Function The transform function F(p) of a function f(x) can be shown vanish as p --> to IF(p)l= f(x)e-PXdx < A e-(P-a)Xdx = p~a 0 Thus.: f F(p)(n)=-. Similarly. 1. 2 . The following notations will be used: Lf(x)= ~ f(x)e-PXdx 0 .14 Operational Calculus with Laplace Transforms In this section. 7.: Lira F(p)(n) = 0 n = 0.dn f(x)e-PXdx= dpn 0 (-1)nxnf(x)e-PXdx 0 whichalso proves that the derivatives of F(p) also vanish as p --~ ~. i. i..30) is the inverse Mellin transform.f +ioo 1 f F(p)ePXdp fix) = -1 F(p)= ~ 7.e..e.30) where Fm(P)is the Mellin transformand the second integral of equation (7.CHAPTER 7 402 Fro(P) xp-l dx = ~ g(x) 0 and the integral transformis then defined by: ~’+i~ g(x)= ~i fFI(p)x-PdP (7.

knownas Convolution Integrals. transformis: L g(x) = G(p) = ~ f(x-a)H(x-a)e-PXdx = 0 = ~ f(u) e-p(a+u)du = e-PaF(p) 0 7.8.8 7.31) Convolutiontheorems give the inversion of products of transformed functions in the form of definite integrals.14.3 Convolution (Faltung) Theorems a e-PXdx (7. can be written as: . as shown Fig. Let the functions G(p) and K(p) Laplacetransforms of g(x) and k(x). 7.INTEGRAL TRANSFORMS 403 Fig. then let in g(x) = f(x-a) H(x-a) x >0 whereH(x-a) is the Heavisidestep function.14. whoseintegrands are products of the inversion of the individual transforms.2 Shift Theorem If a function is shifted by an offset = a. respectively. 7. see Appendix so that its Laplace D. after suitable substitutions of the independent variables. the product of these transforms. F(p) = G(p) wherethe Laplace transformsof k(x) and g(x) are defined K(p) = Lk(x) = Ik(x)e-pXdx 0 G(p) = L g(x) = ~ g(x)e-pXdx 0 Thus.

one could also showthat: x f(x) = J k(~)g(x 0 Convolution theorems for a l~ger numberof products of transfo~ed functions can be obtained in a similar manner. using the definition of F(p).rl)e-PUdu g(rl)dr I = k(u .9). if F(p) is the product of three transfomafunctions: F(p) = G(p) K(p) then the convolution integral for f(x) is given in manyforms.~l)e-pUdug(rl)drl oLn OLO e-PUdu 0k0 whereH(u-~)is the Heavisidefunction (see figure 7.e. two of which~e given below: x~ f(x)= ~ ~ g(x .~)d~ 0 0 Similarly. 7.~)d~ = ~ g(~)k(x .rl)H(u .~) m(~)d~ 00 .g. one it obtains: X f(x) = J g(~)k(x . then d~ = du.{) k({. and the integral can be transformedto: f(p) k(u .n)H(x . Thus.9 F(p) = G(p)K(p) = f f k(~)g(n)e-P(~+Vl)d~ IO0 k(~)e - g(n)dn- Let u = ~ + n in the inner integral. and comparing with the inner integral.CHAPTER 7 H(u-rl) H(u-rl) 404 u u Fig.

7.4 Laplace.5 Laplace Transform of Integrals Definethe indefinite integral g(x) as: x g(x) = ~ f(y) 0 then its Laplace transformcan be evaluated using the definition: Lg(x) = G(p) = g(x)e-PXdx = + 1 f dg e_pXdx p . Transform of Derivatives (7. and dg/dx= f(x).36) 0 x .35) 1f F(p) =-.INTEGRAL TRANSFORMS 405 xx-~ f(x)= ~ ~g(x-~-rl)k(~)m(rl)drld ~ 0 0 7.14.14.14.~dx 00 0 (7.f(x)e-pXdx P P 0 becauseg(0) = 0.pf(0 +) +) ~-(0 Similarly: L~nfn =pnF(p)Ox n -1 E pn-k-1 k=0 ~kf (0+) k ~x (7.34) 7.6 Laplace Transform of Elementary Functions The Laplace transform for few elementaryfunctions are as follows: x Ltea’f(~)~ ea’f(x) dx=~ ) e-< dx =~ f(x p-a>" 0 x x a) (7. Starting with the first derivative of f(x): L ~f ~f -px ~xx = ~-x e dx=f(x)e 0 L32f=f~e-PXdx=3 --x e 10 +p f(x)e-PXdx=pF(p)-f(0+) 0 ~ J~x 0 f -px ~e +pf~_~_fe-PXdx= 0 0 = p2F(p) .33) The Laplace transformof the derivatives of f(x) can be obtained in terms of the Laplacetransformof the function fix).

37) as: n dd_~n (1)= L[xn] = L[xnH(x)] = (-1) (7. as shown Figure 7.10 i.e.14. with a periodicity = T.CHAPTER 7 406 f(x) t~(x) ~ [ f2(x) i f3(x) ! ’(x) Fig.37) The Laplace transform of the Heaviside function H(x) is: L [1] = L [H(x)] = 1/p and that of a shifle.10 x 2 x 2 f(x)] = 2 f( x)e -px dX L[x =~dp f f( x)e-pX dx d2F ~ ---’0 0 and. 7.39) ~ pn+l The Laplac~ transform of the Dirac Delta Function ~(x) is (see Appendix x e-Pa L[H(x - a)] = e-PaL[H(x)] = L[~i(x)] =_ ~5(x)e-px dx = e-PXlx = 0 = 1 0 Oneshould note that F(p) does not vanish as p -> . The Laplace transform of a shifted Dimc function: (7.~ because the function is a pointfunction and does not conformto the requirements on f(x).d Heaviside function H(x-a)is: (7.38) P where equation (7.40) L [ 5(x . The Laplace transform of a powerof x is then derived from (7.: in f(x) = f(x+T) .a)] = -pa 7. in general: L[xn f(x)] n (-1) n = dp n _>0 (7.7 Laplace Transform of Periodic Functions Let f(x) be a periodic function.31) was used.

resulting in: L. x>T T<x<2T x < T. N(p) F(p) n(p) where D(p) is a polynomialof degree n and N(p) is a polynomialof degree < n. The Laplace transform of f(x) as a shifted functions becomes sumof the Laplace transform at the shifted functions: the n Lf(x>: Z FI(P)e-npT =FI(P)~ (e-PT) n=0 n=0 which can be summed using the geometric series summation up formula..i. (7. t(x) Ft(p) = where: T FI(p) = L fl(x) = ~ fl(x)e-PXdx 0 7. one obtains: f(x)= Lh(x-nT) = e-nPTF1 (p) whereFl(p) is the Laplace transform of fl(x).(x) f2 (x) x<0.31) on the shifted functions.8 Heaviside Expansion Theorem (7.14.41) If the transformF(p) is a rational function of two polynomials.2T) nT< x <(n+l)T fn+l(X) = {~(x) x < nT. the funcdonf(x) is the sumof an infinite number the functions fn(X): of Zfn(x)= Zfn+l(X)= fl(x-nT) n=l n=0 n=0 Usingthe shift theoremeq.T) 2T<x<aT f3(x) = {~(x) x<2T.nT) Thus. x>3T = fl(x .then . x > 2T {~(x) = fl(x . x > (n + 1)T = fl (x ..INTEGRAL TRANSFORMS 407 Define the functions fn(X): 0<x<T fl(x) {.e.

Thus...... inverse transformof the part of the function F(p) corresponding the repeated root to takes the form: .. . P2 . then one can expandF(p) follows: N(p)_ F(P)=D(p) A! ~P-Pl 2 + . Letting G(p) = (p-pl) k F(p). The denominator D(p) can then be factored out in terms of its roots. 2 . i.. then the constants 1 t o A can be evaluated as t follows: 1 dG(Pl) A : Lim [G(p)] = G(Pl) Ak_ = k 1 1! dp p--~p~ 1 d2G(Pl) Ak-2 = 2! dp 2 .2.3 ...pl) (p-pl) whereQ(p)has poles at points other than Pl.. the 1 n.Pk+~ P. taking that root to be Pl. j = 1..Pk+2 P-Pn which can be treated in the samemanneras was outlined in section (i) above. are distinct or some on all are repeated: (i) If all the roots of the denominator D(p)are distinct. 2 ¯ N(p) 7 N(pj) A j= Lim](P.e.~---~"/. The inverse transform F(p) can be readily obtained as the sumof the inverse of each these terms: n f(x) = Z Aj pjx (7. then.. the unknown coefficients A A .+ An P.. function Q(p) can be factored out as: At+l Ak+2 ~. Pn and assume that noneof these roots are roots N(p)......42) j=l (ii) If only one root is repeated k times.. one can obtain the partial fractions as follows: A At_ N(p)_ A~ A_ ____2~2 k ! F(P)=D(p) P-Pl (p-pl) 2 +"" t-1 k --÷Q(P) ~ (p........ AI= 1 d(t-1)G(Pl (k-l)! (k-l) Q(p)Pn" The 1 d(k-J)G(Pl) Aj = (k-j)! (k-j) j = 1.+ A n = ~ Aj P-Pn j~= P~j A can be obtained as follows: n j= 1.P)/ PJ) p--~pj[..: D(p)= (P-Pl) (P-P2)"’" The factorization depends whether of the roots pj.e. i.D’(pj)~. 2 . 1. Pt+2. Let the roots of D(p) be labeled Pl. k To evaluate the contacts Ak÷ to A one uses the same formulae in (i). simple poles at Pt+l.CHAPTER 7 408 one can obtain an inverse transform of F(p) by the methodof partial fractions.. n where.

43) If an infinite series of functions fn(x) representinga functionfix): O0 f(x)= Z fn(X) n=0 is uniformly convergent [0.9 The Addition Theorem (7. The remainderfunction q(x) is the sameas in (7. First.36) to evaluate the product.o].one can use eq. then: Lf(x)=F(p)=L Zfn(X)= ZLfn(X): n=O n =0 "(7. using equation (7. and if either the integral of If(x)]: on I e-PX dx 0 or the sumof the integrals of Z I e-pxlfn (x)[dx n=00 converges. (7.36): L[eiaXH(x) ] _ 1 p-ia The Laplacetransform of sin(ax) is foundto be: L[sin(ax)H(x)] = ~.X .: .42) with the index ranging fromj = k+l to 7.. whichillustrate discussed above.INTEGRAL TRANSFORMS 409 k f(x) =eP.39) and (7.j)! (k-j) ~-q(x j--’~l xj-1 d(k-J)G(Pt) whereeqs.i. sin(ax)=~lte then.pSia p+ia p2 2 the various theorems (ii) bx sin(ax) Since the Laplace transform of sin(ax) is nowknown..14. iax e-iax). rewrite sin (ax) as a sumof exponentials: 1 .44) n=O Example 7.1)!(k. (7.e.~a (j. are given below: (i) sin (ax)H(x)’.36) were used.1 Various examplesof the Laplace transform.

CHAPTER 7 L [ebx sin(ax)] = F(p.b)2 2 a + 410 (iii) sin (ax) H(x)(periodicfunction): Sincethe functionsin (ax) is periodicwith periodicity T = 2r4a. F(p) = Lsin(ax) . since the function F(p) has two simplepoles whose denominator has tworoots. Letting: a K(p) = 1 G(p) = and p+a p-a thenthe inversetransform G(p)andK(p)are known be (see eq.FI(P) -pT e . then: 2~/a Fl(P)= fsin(ax)e-PXdx = p-~+a2(1-e-2pz/a) 0 then: a ~1 _-2pn/a.53): of to -ax ax g(x) = and k(x) = so that the inversetransform F(p) can be obtainedin the formof a convolution of integral: X f(x) = (a-an)(ea(x-rl))d~l =--~te-2ax . then one can use the Heaviside theorem obtain an inverse to AI~ A2 p-a p+a Sincethe roots are distinct then: F(p)= AI = 2~p p=a so that: F(p)= ’p 1 2 and p=-a 2 .II = sinh(ax) 0 Alternatively. p = + a.b) a (p. 7.1p a (iv) Find the inversetransformof F(p) = pXx : F(p) can be written as the productof twofunctions: a F(p)=p2_a a 1 2 p+a p-a 1 - a =p2+a’~-"T ) then the inverse transformof the productcan be obtainedby the convolution theorem.

For example. In this case. respectively. The function g(t) must be solved for eventually after finding y(x. For use of Laplace transform on time. In this section. Thereverse wouldalso be true: if 3y(0. Hence.INTEGRAL TRANSFORMS 411 f(x) ~[e ax .t) in terms of g(t). as required by the uniqueness theorem.if y(0. the inverse transform of F(p) is given by: f(x) = ~__C {e-CXI-~-_ + (a .t)/3x = an unknown function. Use of Laplace transform on space is moreproblematic. application of Laplace on time for the first or secondderivations in time requires the specification of one or twoinitial conditions. uniqueness theorem requires that only one of these two boundary conditions can be specified at the origin.c) xl + e-bx ~c_ ca whereeqs. one must assume that the unknown boundary condition is a given function.t)/0x = f(t). then one mustassumethat 3y(0. one wouldrequire initial conditions at t = 0. 7.~c Thefunction F(p) has a simple pole at p = -b and a pole of order 2 at p = -c. an unknown function.42) and (7.15 ~ Solution of Ordinary and Partial by Laplace Transforms Differential Equations Onemayuse Laplacetransform to solve ordinary and partial differential equations for semi-infinite independentvariables. the Laplacetransformwill be applied on various ordinary or partial differential equations in the followingexamples.43) were used.t) = g(t).t)/~x.e -ax ] = sinh (ax) (v) Find the inverse transformof F(p).b)2 3 Thus. y(0. Let: F(p)= A1 ÷ A2 + A3 p+c (p+c) 2 (p+b) then the coefficients Aj are foundfromthe partial fraction theorem: G(p) = (p + 2 F(p) = p + a ¯ p+b Al=_~_p(_C)= b-a a-c _ b-a A = G(Pl ) = G(-c) = 2 b-c a-b A = (p + b) F(P)lp = (c. (7. wheret > 0.t)/~x2 wouldrequire the specification of y(0. defined p+a F(p) = (P + b)(p 2 b. Use of Laplace on x for the second derivative ~2y(x. a specified function. .t) = f(t). However.t) and by(0. This indicates that the Laplace transform is suited to use on time rather than space.

ri) y(rl)drl dt 0 with the inidal condition y(O) = Applyingthe Laplace transform on the equation.2 Obtain the solution y(t) of the followinginitial value problem: d. p y(0).y (0)+a2Y(p) dt whereY(p) = L y(t).G(p) 1 where K(p) = P + a .[ f(t . and using the Convoautiontheorem. one needs to use the convolution theoremsince f(t) wasnot explicitly specified: L_ 1 ~ = sin(at) a L p2 + a2 J .cos(at) Thus.CHAPTER 7 412 Example 7. using the Convolution theorem: t y(t) =. one can find the solution the transform plane p: y(p)= F(p__) I+C2 p2 + a 2 2 + a p2 To obtain the inverse transforms of the first term. the system transforms to an algebraic equation as follows: p2 y(p). one obtains: pY(p) y(0) + AY = F(p) + G( ) Y( (p) p which can bc solved for Y(p): y(p) F( p) = F( p)K(p) p + a.rl) sin(a~q)I + C1os + C sin(at) c (at) 2 a a 0 Example 7.~22Y a2y = f(t) + with the initial conditions of: t>0 y(0)= -~tY = (0) Applyingthe Laplace transformon the variable t to the ordinary differential equation. After inserting the initial conditions.d.3 Obtain the solution to the following integro-differential equation by Laplace transform: t uy + ay = f(t) + [ g(t .G(p)" Then: .

initially undisturbed.2Ylp or: t>0 y(O)=O dp The homogeneoussolution Yh becomes: = Yh and the particular solution Yparis foundto be: 1 Ypar = ~ Thus.INTEGRAL t TRANSFORMS 413 y(t) = J f(t .39): 2 t y(t) = 2 Example 7. then C = 0 and Y(p)= 3. and noting that the equation has nonconstant coefficients.-~tY (0) . for y = y(x.5 ForcedVibration of a Stretched Semi-infinite String Asemi-infinite free stretched string. 7. such that. the Laplacetransformfor It y’(t)] becomes: L[t-~tI=-d[LdYl=--~p[PY(P)-Y(O)]=-PdY-YdpI_ dt J then: dY p2y_ py(0) . Theinverse transformgives (see eq.q) k(rl) 0 Example 7.4 Obtain the solution to the following initial value problemby use of Laplace transform: d2Y ~tdY_2y=l dt 2 dt with the initial conditionsof: dY(o) dt Applyingthe Laplace transform to the equation.is beingexcited at its end x = 0.Y.p-~-p .t): . the total solution can be written as follows: p3 Y= C ~+ e p2/2 -p3 1 Since the limit of Y(p) goes to zero as p goes to infinity.

O = 0 wherethe symbolL signifies Laplace transformation on the variable t. p) = L f(t) = F(p) t t Thus. t) = Y(0. Let: t OO Y(x. p) = I y(x.O÷) = 0 Ot Thedifferential equationsatisfied by the string is first transformed the time on variable.p) = F(p) The solution of the differential equation can be shown be: to x/c px/c Y = Ae-P + Be The solution Y must vanish as x ~ oo.x) c t > x/ c t < x/c whichcan be written in terms of the Heavisidefunction: .0+)] = Transformingthe boundarycondition at x = 0: L y(0. t) = 1 [F(p)e-px/c] =l0 If(t .t)= f(t) ÷) y(x. that is: y(O. The boundarycondition at x = 0 is satisfied next: Y(0.C2 2 Ot x>0 t>0 together with the initial and boundary conditions: ~ (x. t) e-Ptdt 0 then the transformof the partial derivatives on the spatial variable x is: and the transformof the partial derivative on the time variable is: I~)2Yl P2y-[py(x’0+)+Ot ~Y (x.CHAPTER 7 414 O2y_ 1 ~)2y ~)X2 .p) = A = F(p) so that the solution in the transformplane is finally foundto be: x/ c F(p)e-P Y= The inverse transform is given by: y(x. the d2y dx 2 system transforms to the following boundaryvalue problem: p2 Y = 0 2 c p2y Y(0. which require that B = 0.

as Example 7.INTEGRAL TRANSFORMS 415 y(x.~-~/Kx Boundedness T as x ---> .t) ~2T 1 3T ~x 2 K ~t x>0 t>0 subject to the followinginitial and boundaryconditions: ÷) T(0.p) = fT(x. such that: T = T(x. t) = f(t .p~-~x + Be+. Satisfying the boundary of condition: Y(O. p) = F(p) then.t)e-Ptdt 0 then the equation and the boundarycondition transform to: d2Y ~[pY-T(x.32): . and defining: T(x.~.6 Heat Flow in a Semi-infinite Rod Obtainthe heat flow in a semi-infinite rod. The solution exhibits the physical property that any disturbance at x = 0 arrives at a station x at a time t = x/c having the sametime dependence the original disturbance. 7. p) = FCp) The differential equation on the transform temperatureT becomes: " ET= 0 dx 2 K and has the two solutions: y = Ae.t) fit) T(x. whereits end is heated.O)] r= K Y(O.31) was used.x) H(t C C wherethe shift theorem(eq. using the convolution theorem(eq.0 =0 Applyingthe Laplace transform on t on the equation.P~~X The inverse transform of exp [-~/~/K x] [from Laplace TransformTables] is given as follows: L-l[e-a~/~ 1= ~ea -a2/4t where a = ~ Thus. requires that B = 0. the solution in the complex plane p is given by: Y = F(p)e. 7.

. p) ~2[p2Y(x...t).1 (Appendix and erfc(y) = 1 B) anderf (0.7 Vibration of a Finite Bar A finite bar. The bar’s displacementy(x.0+ O. where Y(x.CHAPTER 7 416 =~.0 = ~t (x. initially at rest..4-~-~)e -~ d~ If f(0 = To = constant. Transformingthe boundaryconditions: (L.p) = D + B = .0+) = ÷) y(x.p) = 0 and The solution of the differential equation on the transformedvariable Y can be written as follows: +px/¢ Y(x.p) = -px/e + Be which is substituted in the two boundaryconditions: Y (0. then the integral can be solved: T(x.0+)]~P-~2 = ot c = Lt y(x. p) .~Y )(x.) = Example 7.L for t > 0.f(t- 4K{~)e ~ d{- .t) satisfies the following system: 32y 1 2 3x~ = ~ 3t y(O.p) = .py(x. the equation transforms to: ~d2Y(x.t) ApplyingLaplace transform on the time variable. _~_ p) F(p) = Y (0.0 =o AE-~xY = f(t) (L.t)=-~-~ e-~d{e-{~d{ =T~[1- Toerfc(x) 0 whereeft(y) is the error function as defined in B5. is induced vibrationby a force f(t) applied at its end to x -.

e whereGl(X.a) whichresults in an inverse of Gl(X. t) = H[t (L x) / c ] . t) is a periodic function with period T = 4L/c.e.t) = gl(x.p) G(x.H (L÷ x) [t-H[t . gl(x.e e+pX/c Gl(X.(3L + x) The inverse transform of G(x. p) P [_De-PL ! + Be c +PL !c ] _ F(p) c AE The unknown coefficients are readily evaluated: c F(p) B=-D= p AE e -pL/c +pL/c +e and the transformedsolution has the form: c F(p) e +px/c -px/c -e V(x.: g(x.t)= E gt(x’t-4nL/c) ~ n=0 The final solution to the displacementy(x. whereG(p)is defined as: 1 -px/c . p) = 1 [e_P(L_x)/c_ e_P(x+L)/c_ e_P(aL_x)/c+ e_P(aL+x)/c P The inverse transformof eap/p is H(t .(3L .p)= p2 AE +pL/c +e The transform of the deformationat the end x = L then becomes: .x) / c] + H[t . c Fo e +px/c -px/c -pLlc -e Y(x. p) = ~EEF(p) G(x. u)f(t- c I 0 If fit) = o =constant.t+4L/c) so that the periodic function can be written as: g(x. t) requires the use of the convolutionintegral: t y(x.p) = -4pL /c p e +pL/c + e-pL/c 1 . t) = -~ g(x.p)represents the transform of the first part of a periodic function whose periodicity is T = 4L/c and is given by: G l(x. t) where: g(x. th en F(p) = Fo an /p. i.t) 0 _< t < 4L/c and g(x. p) -p L/c p AE e+PL/C+e Separating the solution into two parts: Y(x.p) is given by g(x.INTEGRAL TRANSFORMS 417 _x (L.t) = g(x.

7.t + 4L/c) 1 being the transformof the function u(x. t) = 2 h(t) = dynamic deflection/static deflection Yo whereYois the static deflection defined by: The maximum value y(L.a) Hit then.. u(x.t) = u(x.t) within the first period 0 _< < 4L Noting th at fr om /c.(as x shown figure 7.e -p(3L-x)/e + e -p(x+3L)/e ] 1 p2 L whereU(x. other point x can be developed an infinite series form: in -p(L-x)/c -p(L+x)/c c F e -e Y(x.t) = u(x..t) is given by the periodic function u(x.p) represent a periodic function.. the solution y(x. t + 4L/c): . 0 _< <_ T. tanh(PT) Tp~ 4 Thus. equation 7.11) is defined as: in hi(x) =~2x/T 2(1-x/T) 0<x<T/2 T/2_<x<T L h(x)= 2.CHAPTER 7 418 h(x) T/2 T 3T]2 2T 5T/2 Fig. /c. the inverse transform of the deformation becomes.p) = -~1 Ie-P(L-x)/c -p(x+L)/c .p) -4pL/e =~ [ ’P)=~I - The deflection at any U (x.p)= p2 o L/c I+e-2P Y(x. t) attains is o att = 2L 6L/c..11 Thetransformof a SaWmtOOth (triangular) waveh(x) defined by )..with T = 4L/c: y(L.p) Yo c U’x " c Ul(x.3 h L-1[~-~Ze-aP]= (t .

of whichonly one is .x)+ (t.3L + X)H(t_ 3L +. However. Note that from that time on.3L. requires two boundaryconditions at x = 0.p) Theinverse transform of Ul(X.~x)] C C C for 0 _< t < 4L/c.12. the displacement is periodic with a period of T = 4L/c.12 ) y(x.t) for the first period < t < 4L is mad up of thefirs t arri val of /c e the waveat t = (L . 7. Thesolution ul(x.. This solution is shown graphically for the first period t = 4L/c in the accompanying plot. of the Laplace transform on the use spatial variable x. I ~ r ~. Y/Y0 2x/L (L-x)/c L/c (L+x)/c 2L/c (3L-x)/c 3L/c (3L+x)/c T= period = 4L/c Fig.L + X)H(t C C C C C -(t.__.p) c ~o =~u(x.L .X)H(t.x)/c whichis then followedby three reflections.. p) is then foundas: ul (x. Useof the Laplacetransform on the time variable t requires that two initial values be given.x) _ (t .L . t) = [(t. which are required for uniqueness.INTEGRAL TRANSFORMS 419 Yn/Y0 / I (L+x)/c I~ I (3L-x)/c I. see Fig. 7. twoat x = 0 and one at x = L.X)H(t_ 3L.

by satisfying the remainingboundarycondition.p). but not the slope.O÷) =0 ot Obtainthe solution y(x. initially at rest.then assumethat: ~ (O.cosh(cpt)) .t) = f(O so that the differential equation takes the form: d2y _ d7 c2p2y = -c2p2y° H(t).p) Po ~i(t-to) + 2 =~’~ dt bx To p+b Since the displacementat x = 0 was given. One can solve such problems by assuming the unknown boundary condition and then solve for it.o) o The homogeneous particular solutions arc given by: and Yh = A sinh (cp0 + B cosh (cpt) t Yp= 1 f Q(u) sintcp(t .8 WavePropagationin a Semi-Infinite String. 3y/~x is not known. Example 7.c2f(t). A semi-inf’mitesuing.O = 0 t. t)= ~y(x.t) = YoH(t) x >0 ÷) y(x.~ ~ sinh[cp(tP ¯ PtP+ o) ~o t u)] H[t _ c [ f(u)sinh[cp(tu)]du Usinginitial conditions: Y(p.t o > 0 ~ (x. is excited to motion a distributed load by applied at t = t o and given a displacementat x = 0 such that the displacementy(x.0) = 0 = .t) satisfies: 32__ff_y ._~_1~ + poe_bX = ~2~y 8(t-to) 2 c" 3t ~ To ~x y(0.t) 3y(0.py(0. t) by using Laplace transform on the spatial variable Define the Laplace transform on x: L [y(x.t) 1 d2Y(x. t)e-PXdx x 0 Applyingthe Laplace transform on the differential equation: p2y(x. t)] = Y(p.CHAPTER 7 420 prescribed.u)]du cp~) = Yo (1 .2 Po T tp+b = Q( ~(t.

to]e -bx sinh[bc(t.cP° H[t.t) = yoH[ct.~ J f(uXS[c(t-u)] 8[c<u-t.2 as follows: oo Fc[f(x)] = Fc(u)= ]f(x)cos(ux)dx 0 then: .e-b[x-c(t-to)l]H[x .to] ( -b[x-~(t -to)] _ l) H[ct 2 2blo Substituting the last expressioninto that for y(x.INTEGRAL TRANSFORMS 421 dY(p.P_ H[c(t.t) = Yp(p.x bTo whereH(-u) = 1 .t o1(b-be (Ho) 2 sinh [bc(to)]8[c(t -to)]) t + z bl 0 Substituting f(t) into the integral t~rmof y(x. so that f(t) is finally to obtained as: f(t)= . t) gives a final solution: y(x._~o .x].to).x] .e-blx+c(t-t°)l]H[x + c(t-to)] 2bTo + cP° Hit . t) results in the followingexpression: ° Y. 0 CPo Hit-be(t-t°) 2 sinh[bc(tto](bc + to)gi[c(t-to)]/ ! 2bTo where ~(u) = ~(-u) and ~(cu) = 5(u)/c were used (Appendix Theintegral in the last expressioncan lx~ shown equal f(t)/2. O) =pcA = dt so that Y(p.16 Operational Calculus with Fourier Cosine Transform TheFourier cosine transform of a function f(x) was defined in 7.~ 8(t) cP° H[ . .t.b×] H[(t.H(u) was used in the expression. 7. Differentiating y partially with x and setting x = 0 one obtains: t ~B~x-Yx = f(t)=--Y2-°-8(ct.to) . The invers~ transform of Y(p.t) is then given t 0 CPoH[t .t) still contains the unknown boundarycondition f(0.t).c(t-to)] 2bTo The solution for y(x.toil1.to)] bTo + ¢Po sinh[b~(t.])du <0.o) -x]H[t .to][l._c.

CHAPTER 7 422 7. However.45) provided that 3xm~ 0 as x ---) oo for m_< 2n (7. and requires initial conditions .1)mu2m" 3x2n-2m m=0 n n_-’:. and hence is not conduciveto solving problems.~ +) In general.46) It should be noted the Fourier cosine transform of even derivatives of a function gives the Fourier cosine transformof the function. Fourier cosine transform of odd derivatives leads to the Fourier the sine transform of the function.x cos (ux) ~ Of + u sin (ux) cos (ux) ~3~ = 0 0 = -~O-~-f (0+)+u f(x)sin ~ 2 f f(x)cos (u (ux)l~ x)dx OX 0 = -U2Fc (u) .of odd derivatives.1 ~ (-1)mu m=0 2m 02n_2m_lf(0+) 0x2n_2m_ 1 n ~1 3mf provided that 3xm--) 0 as x --) .1 Fourier Cosine Transform of Derivatives TheFourier transformof the derivative of f(x) is derived as: = J Ox 0 = uFs(u +)f(0 ) = f(x)cos(ux)l 0 + f(x)sin(ux)dx 0 u I Thetransformof the secondderivative of f(x): Fc[0--~-l= J 3x 32f(x) °~ ~2f~(2x) ~.~ for < (2n-l) and ~)2n+lf Fc[ff I = (-1)nu2n+lFs(u)~)2n_2mf(0+ ) (.16. the Fourier cosine transfo~ of even and odd derivatives are: 02nf Fc[~] = (-1)nu2nFc(U)n. .0 (7.

Then: I 0 : ( )cos(u )d.9 The Fourier cosine transform of the following exponentials: e-aX e-bx h(x) = a >0 g(x) = ~ b > a b becomes: 1 1 He(u) = 2 2 Ge(u) = 2 2 u +b u +a Hence. (7. an integral knownas the Parseval formula for the Fourier cosine transform is obtained: = ~ h2(~)d~ (7.INTEGRAL 7. one can evaluate the following integral: .48) 0 0 If Ge(u) = Hc(u).47). respectively.16.16.2 TRANSFORMS Theorem 423 Convolution The convolution theoremfor Fourier cosine transform can be developedfor products of transformed functions. one obtains: 2 ~He(u)Ge(u)du ~g(~)h(~)d~ (7.. Example 7.cos(ux)du 0 [0 2 g({)[h(x+{)+h 0 7.3 Parseval Formula x- (7.49) ~ ~ He2(u)du 0 0 The Fourier cosine transform can be used to evaluate definite improperintegrals.47) If one sets x = 0 in eq. Let He(u and Ge(u be the Fourier cosine transforms of h(x) ) ) and g(x).

t) cos(ux) 0 thenthe applicationof Fouriercosinetransform the differential equation initial to and condition results in: EI~2T]=-u2r-~xT(0.the solution is found the formof an integral: in t -kuhl -~ ~/(t.0+) = C = 0 Thus.0+) = 0 Thus. t) = ~ T(x.t) = Ce + dT I 0 which satisfy the initial condition: must T(u. that the temperature = T(x.t) -~xT /(t) x>0 T(x. (1. it is well suited for applicationto the presentproblem. initially at zerotemperature. eq.see Equation 7.9): t -u2Kt --~-J/(t. Defining the transform the temperature: of T(u.45.TI)e -ku211 T(u.0+)] = T(u.t)=-u2~+/(t) Lax J F[OT~= 1dr °LaxJ F¢[T(x.t) --> Sincethe Fouriercosinetransform requires odd-derivative boundary conditions.the equationgoverning transform the temperature: the of dT l.10 rc 0 a dx = 2ab(a + b) HeatFlowin Semi-Infinite Rod Obtain heat flowin a semi-infinite the rod.rl)e T(u. Example 7.48).t) satisfies the such T followingsystem: ~2T 1 ~T 3-"~" = K3t = (0. t)= 0 Applying inversetransformation the exponential the on function withinthe integrand: . (7.u2Ky = K/(t) dt k canbe writtenas an integral.CHAPTER 7 e-ax 424 -bx e b du 0 (u2 + a2)(u2 +a2) " by use of eq. where the heat flux at its endx = 0 is prescribed.0+) = t>0 lim T(x.

1 Fourier Sine Transform of Derivatives The Fourier sine transformof the derivative of f(x) can be derived as: = -.OxF~ [--~] = ~0f(x)f ~ sin(ux)dXoxf(x) sln(ux~0" oo _ u~f(x)cos(ux)dx =-uFc 0 0 The transformof the secondderivative of f(x): o2f(x)ls : ~O2f(~x) =Of 3x" 2j F[ Ox sin(ux)dx "’~ 0 ~xx ~s.INTEGRAL TRANSFORMS 425 Usingintegral or transform tables: I<x>e = cos<ux 1 ~" _x du-i ~/ 4a 0 one finally obtains the solution: T(x.O 7. t) ~ ~2! l(~)e-X2/(4K~l) d~ 7.u f(x)cos(ux)10 f(x)sin (u = -uZFs(u) uf(0 u x)dx +) + 0 .17 Operational Calculus with Fourier Sine Transform TheFourier sine transform.n(uxl 0 0 u*OOf~ ~xx cos(ux)dx = 0. will be discussed in this section. Let the Fourier sine transformof a function f(x) be defined as: Fs[f(x)] = Fs(u)= ~ f(x)sin(ux)dx 0 then: du f(Ixl)sgn x=~ Fs (u) sin(ux) 0 where the signumfunctions sgn is defined by: sgn(x)= {. as defined in 7.17.3./Ixlx=0 x.

17.50) ~2n+lf FS[~x-~ "~] = (-1)n+l u2n+lFc(u) n + X (-l)m+l °~2n-2 m+lf(0+) ~x2n-2m+l n_>l m=l ~mf ~ovided that ~ ~ 0 as x ~ oo for m _< 2n (7. The Fourier sine transform of odd derivatives give the Fourier cosine transform of the function.-~ f Hs(u)Gs(u)sin(ux)du 0 = j" g(~ j" H~(u)sin(u~)sin(ux)du 0 ~ 0 whichcannot be put in a convolutionform.2 Convolution Theorem It can be shown that there is no convolutiontheoremfor the Fourier sine transform. and thus cannot be used to solve problems. since the integrals are cosine and not sine transforms.51) It should be notedthat the Fourier sine transform of evenderivatives of a function give the Fourier sine transformof the function. If H (u) and c (u) are t he Fourier s ine t ransform o h (x) a nd the Fomier c f osine s transform of g(×).CHAPTER and ingeneral: 7 426 ~2nf Fs [~-~] = (-1) n u2nFs (u) n X (-1)m+lu2m-I m= 1 o2n-2mf(0+) ~x2n-2m n_-’: 1 ~ovided that ~ ---> t~ as x ~oo form < (2n-l) ~mf ^ (7. then the inverse sine transform of this product becomes: . T f s oo F~-I [Hs(u)Gs (u)] =. Let H (u) and s (u) be t he Fourier s ine t ransforms o h (x) a nd g(x) r espectively. 7. and requires initial conditions of even derivatives. respectively.

54) .3 Parseval Formula Considerthe followingintegral: ~ffHs(u)Gs(u)c°s(ux)du=--2n! Hs(u)0 g(~)sin(u~)d~ cos(ux)du = f g(~) ~ Hs(u)sin(u~)cos(ux)du 0 [ 0 Hs(u)[sin(u(x+{))+sin(u(~-x))]du 0 = -~ g(~)[h(x + ~) = bg(~) h(lx - ~[)Sgn(~ .52) = -~ h(~)[g([x .g(x + 0 This meansthat if there is a product of twofunctions. and F2(u) = Gc(u).F2(u then call Fl(U) ).53) 0 If x is set to zero in (7. then: (7. -~Gc(U)sin(u~)sin(ux)du 0 0 = f h(~) I f Gc (u)[cos(u(x . one obtains: f Hsu)Os(u)au= 0 0 and if Hs(u)= Gs(u).x) (7.to obtainh(x) an g(x c 7.17. Fl(U).INTEGRAL TRANSFORMS 427 Fs-l[Hs(U)~c (u)] : ~ f Hs(U)~¢(u)sin(ux) 0 c (u sln(u sln(ux) = fh(~).cos(u(x + ~))] 0 (7. an that ofg(x) = F (G (u)).53). To use the convolution theoremuse the inverse transform -1 h(x) = -1 (H d d s(u)).~1) .~)) . Hs(u).

CHAPTER 7 428 0 0 which is the Parseval formula for the Fourier sine transform. Onecan find the inverse transformof the solution: T(x.t) . Example 7. t) = -u2Kt+ Ku f( t .i -au2 cos(ux)du =1 2"~a 0 Then.rl )e-Ku2rl dri f 0 Satisfying the initial condition: T(u. such that T(x.50). t) sin(ux) x d 0 ~ + u2K~ = Kuf(t) dt Thus. t) Ku f( t. (1. initially at zero temperature. t) = f(t) x>0 T(x.rl )e-Ku2rl drl I 0 The inverse transform integral is then defined by: = ~f(t. wherethe temperatureis prescribed at its end x = 0.Define: ~(u.t) = I T(x. +) =C = 0 then the solution of the transform of T becomes: t ~(u. see equation (7. the soludon for the transform of T is given by eq.11 Heat Flow in a Semi-Infinite Rod Obtain the heat flow in a rod.differentiating I(x) with x.0+) = 0 t>0 Since the Fourier sine transform requires even derivative boundaryconditions.9): t ~(u.rl) ue-KU2~ sin(ux) 0 To evaluate the inner integral. it is well suited for application to the present problem.t) satisfies the followingsystem: ~2T 1 ~T ~x 2 K ~t T(0. one can use the integral tables: /4a I(x) =.

flee. Y(u. semi-infinite string.t) 2 ~ G( )sin(act) si n(ux) du 2 F(u)cos(u sin(u u + _.0 = Fs(f(x)) = --7 J dt L dt Thus.t).t) = ÷) y(x. then application of Fourier transformto the differential equationand the initial conditions results in: L~x" J +) Fs[Y(X. Defining Y(u.1NTEGRAL TRANSFORMS 429 0 so that the solution of the temperatureis given by: t dx 4a ~/a -~2 ¯ (x.0+)] = Y(u.0 Y = A sin (uct) + B cos (uct) Satisfying the twoinitial conditions yields the final transformedsolution: Y(u.0 +)=G(u) ~+c u ~=0.~ ct) ~ uc ~ 0 0 The secondintegral can be evaluated readily: . then apply Fourier sine transform to the system.. such that. t) --> X---> ~ t>0 y(0. t) = G(u) sin(uct) + F(u) uc and the solution y(x. the transformed systemof differential equation and initial conditions: d 2Y 2 2.t) as the transform of y(x. y = y(x. t) can nowbe written in terms of two inverse transform integrals: y(u.0 = fix) ~-t (x’0÷)= g(x) Since the boundarycondition is an even derivative.t) satisfies the followingsystem: ~-~-r-O2y t 1~-~02y_ x>0 lira y(x. Example 7.5. dY +)=F (u ~(u.t)--~~f(t-n)n-3~2e ~(4~:~) Free Vibration of a Stretched Semi4nfinite String 0 Compare this result with the result of Example 7.12 Obtainthe amplitudeof vibration in a stretched.

~ u 0 Thus: _2oo G(u)cos(uv)du : _j’g(lrll)Sgn+ F= j" 1 g(]rll0)drl + F v ~ 1 o U o Ivl Thefirst integral then becomes: ~-O-~ [cos(u(x.ct)] g(x Thefirst integral canb~ evaluated follows: as g.ct).the total solution becomes: 1 y(x.I u [cos(u(x.CHAPTER 7 430 ~ ~ F(u) cos(uct) sin(ux)1~ ~ F(u )[sin(u(x + ct)+sin(u(x.cos(u(x + ct))]du 0 x+ct 1 =~’c J" g(rl)d’q Thus.cos(u(x+ ct))] G(u) 0 Since: g~vDSgn= ~ 7 g(u) sin(uv) v 0 then: lg(~ql)Sgn’qdrl:~G(u ) sin(url)d~ i du=.ctD Sn .G(U)c°s(uv)dUu +F 0 0 (0 J 0 whereF=--2 ~ G(u) du..t)=~[f(x+ct)+f(~x-c~)Sng(x-ct)]+’~c x+ Ct ~ .ct) .ct))] ) 0 0 = ~ [f(x + ct) f(lx .

the inverse transform of the product definedas: . Let F(u) represent complex Fourier transform of fix).56) providedthat 13xm 0 as x --> ~ for m_<(n-l) I --> Theorem 7.4).18. Let F(u) and G(u) represent the complex Fourier transform of f(x) and g(x). Then.18 TRANSFORMS Calculus with Complex Fourier 431 Transform Operational The complexFourier transform was defined in eq.1 Complex Fourier Transform of Derivatives The complex Fourier transformof the first derivative is easily calculated: OO OO F[~ ]= ~f~xx e f(x)eiuxl~** iu xd ~ x=(-iu)F(u) ~ iux dx= _ f(x)e The transformof the secondderivative of f(x) is: 2 F[ ~--~-] =~2f ~32f~~x eiUX = ~x-fx eiUX-iu~~f iux dx : -iu feiuxl_ L -iu!_ fe iux dx = (iu)2F(u) In general: FtO- ~nf = (-iu)nF(u) n> 0 (7. defined as follows: F(f(x)) = F(u) = ~ iux dx then: f(x) = -~ F(u)e -iux du 7. (7. respectively.18.INTEGRAL 7.2 Convolution The Convolutiontheorem for the complexFourier transform for a product of transforms is developedin this section.

~) Similarly.59) If one again sets x = 0 in eq. one obtains: 2~ If g(x) = f(x)." lux du e = ~ g F(u)e -iu(x-~ d~ = ~ g(~)f(x.58) which does not lead to a Parseval formula.61) .~) (7.57) 7.~F(u iu~ . (7.57) one obtains: __1 ~ F(u)G(u)du= 2g g(~)f(-~)d~= g(-~)f(~)d~ (7.CHAPTER 7 432 F-1 [F(u)G(u)] = ~ F(u)G(u) -iux du = ~_~. it can be shown that the last integral can also be written in the form: ~ f(~)g(x .3 Parseval Formula If one sets x = 0 in eq. However.18. (7. one defines the complex if conjugate of G(u) as follows: G*(u) = ~ g(x)e -iux dx then: 1 ~ F(u)G*(u) e-iUxdu = 1 F(u) g(~)e m~d~ e lUXdu = ~g--~ -iu( F(u)e +X)du = d{ --~g({)f({+ x)d{ (7. then one obtains the Parseval formula for complex Fourier transforms: 1 F(u)F*(u)du = 1 IF(u)12au = f2(~)d~ (7.59).

13 TRANSFORMS Vibrationof a FreeInfinite String 433 A free infinite string is inducedto motionby impartingit with an initial displacementand velocity.Ct)+ f(x + Ct)] [f(x F_I[G(u) sin(uct)] uc = = eiuct .t): 1 d2y -u2y = ~2 dr2 ÷) Y(u.0÷) = G (u) Thesolution of the differential equationis readily obtainedas: Y(u. .)du _1__. then the equation of motion and initial conditionsare: O2y 1 O2y 3x 2 c 2 2 3t ÷) y(x. one obtains.e-iuct e_iU x au 1__ j" G(u) (e_iU(x_ct)_ e_iU(x+ct))d u O0 4~ iuc Since the integral definition of the inverse transformis: then integrating this again results in the followingrelationship: .t).t) being the transform of y(x.INTEGRAL Example 7. t) = G(u) sin(uct) + F(u)cos(uct) uc The inversion of the transformedsolution can be evaluated in two parts: F-1 [F(u) cos(uct)] 1 ~~ = ~ eiuct -i uct +e 2 e-iUx du =-~12r~~ ~F(u)(e-iu(x-ct. Let the displacementy = y(x.after satisfying the transformed initial conditions gives the final solution: Y(u. with Y(u. + e-iu(x+ct.0 = F(u) -~t(u .t) = A sin(uct) + B cos(uct) which.0 = f(x) -oo< x<oo ÷) (x.0 ~Y ~ = g(x) t>0 Using the complexFourier transform on x.

t) is recoveredby addingthe twoparts: F-l[ G(u) sin(uct)] uc x+Ct x+ct y(x.0 = f(x) Applyingthe complexFourier transform on the space variable x.0 = F(x) whereT*(u. adding the two expressions. the differential equationand the initial condition are transformed to: _u2T.-~ --00 0 Finally.q+2~Gi~du ° i’~-. results in the final transformedsolution: T* (u.CHAPTER 7 434 0 --~ Using this form. Thesolution to the first order equation given by eq. t).9): T*(u.t). t) = F(u) -u2Kt .’:-~ G(ule-iu(x-et)du = --C ~ g(~) d~l "~c zr~c’l ~ lU 1 IU 1 ~G(U)e_iU(x+et)d ~c a j u x+ct g(rl)d. t) = C -u2Kt which. ~e two integrals in the inverse transform of G(u)/cu become: .ct G(u) du . with a given initial temperature distribution. one obtains: 1 "~c ~ g(rl)drl x-ct The total solution y(x. then the temperatureT satisfies the system: 32T =----~T 1 -oo<x < oo t> 0 ~ K 3t ÷) T(x.t)=~[f(x+ct)+f(x-ct)]+~c ~ g0q)d~l x-ct The solution given above is the well-known solution for wavepropagation in an infinite one-dimensional medium. 0 is the transformof T(x. = 1 dT* K dt +) T*(x.14 Heat Flow in an Infinite Rod Obtain the temperaturein a given infinite rod. Let T = T(x. (1.uponsatsfacfion of the initial condition. Example 7.o o. x.

and given in eq. v) + (-iv)2 F(u. 2) ~ r~xyI~Z4fl~.{)e -~/(4Kt) d~ 7.y) be an absolutely integrable function.y)ei(Ux+vY)dxdy --OO --oo l ~ ~ F(u. Let: _~o< x < oo f = f(x.~ x ] ) (7.INTEGRAL TRANSFORMS 435 The inversion of the solution can be written in terms of convolutionintegrals. one obtains: T(x.v)e_i(ux+vy)dud v f(x.63) = -(u 2 + v2)F(u.I-o4f =rxy/-~-~-+2~+-C~-|=(u + v LOX ox oy oy / (7. +~y2 j (7.62) Fxy[V2f]=~ Foq2f oq2fl= ~xyLax--~(-iu)2 F(u.y)] _oo< y < oo = F(u. y) = 4~:2 7.v) .57).1 Multiple Transform of Partial Derivatives Themultiple transformof partial derivatives is defined as follows: F y I~)~x~fm = (-iu)n (-iv)m v . using the convolution theoremin eq. Starting with the inverse of the exponential term: OO F_l[e_u~Kt = ] _ 1 1f _u2Kt du =--.64) .5. (7. (7.5).19 Operational Calculus with Multiple Fourier Transform Multiple Fourier transforms werediscussed in Section 7. e cos(ux) du f e_U~Kte_iUx --oo 0 ~/ (4Kt) 1 e-X ---~-~ Thus.19.v)= f f f(x. then define: Fxy[f(x. _ ~4f~4f-~2F(u. t) -iux du = F(u)e-U~Kte f(x .

v. then the equation of motion and the initial conditionsare: 32w V4w+ 4 =0 Ixl<oo where1~4 = ph/D.rl)ei(U~+v~l) d~ e-i(ux+vy) dudv "~ ~ rl)f4~_~ } } -i[u(x- ) +v(y-rl)ldudv I t ~dr : ~ ~ g(~.y).y.y.rl)f(x-~. respectively.t)= ~ } w(x. Let w = w(x.y) lyl<°° t>0 ~-(x. and releasing it from rest. Then: -i (u x+~)dudv ~ } } F(u.t).Y-rl)d~d~l (7.0 ÷) = 0 Applyingthe multiple Fourier transforms on the space variables x and y: Fx [O2w] y[ d2W 2 dt where: W(u.y.v)e 2 4g = 4~-~ }~ { F(u.15 Wave Propagationin Infinite Plates A free.19.t)ei(Ux+vY)dxdy The equation of motionand the initial condition transform to the following system: (u 2 + va)2w +~4 daW-.CHAPTER 7.y. infinite plate is inducedto vibration by initially displacing it from equilibrium. Let F(u.65) Example 7.y) and g(x. g(~.v) and G(u.v) be the Fourier multiple transform of functions f(x. and ÷) w(x.0 = f(x.2 7 Theorem 43 6 Convolution The convolution theoremfor multiple transforms can be treated in the sanae manner as single transforms.v)G(u.0 . v) {{ }~.

v) = e-~(u~+V~)eia(u2+v~) then: g(x.O = fix. y) =1 I I e-e(u2+V2.66) In a similar manner. x 2---~ I sin (au2 ) e-iUXdu ~ [cos (-~a) . one can readily obtain the inverse: 2 2 1 1 x x )] I c°s(au2)e-iUXdu= 8---~aa[C°S(~-a)+Sin(~a ~ 1 1 x2 2 . The inverse transform of G(u) defined by: g(x)=~l I e_(e_ia)u2e_iUXdu= lSe_(e_ia)U2cos(ux)d u0 G(u) = e-eU2eiau~ =1 ~ e /(4(e-ia)) Takingthe limit ~ --> 0 in the integral. dudv -i e_i(x~+y2)/4a 4ha Hence: as I~---> 0 .y) 0 W:A sin( w: .v) as: G(u. u2 + v2 )+B (u 2 +v 2 " t) cos( u2 + v2 t) ) whichresults in the followingsolution uponsatisfaction of the two initial conditions: Since cos((u2 + v)-)t/j32) is not absolutely integrable. one can use the limiting process on the double integral whereone defines G(u.e-i(ux+vY.sin (-~a)] = (7.v.INTEGRAL TRANSFORMS 43 7 ~t (u’v’O÷) = The solution for the transform Wbecomes: ÷) W(u. This can be rectified by adding a diminishingly small dampingby defining G(u) as: ~> whichreverts to the function exp(iauz) when~ --> 0.2. then one cannot obtain its multiple complex inverse readily.eia(u2+~.

t)=-~ ~ f f(x-{.1 v > _1 2 (7.f r f(r) Jv(rO)dr 0 7. see equation 3.20 Operational Calculus with Hankel Transform The Hankeltransform of order zero was discussed in Section 7.16).68) Hankel Transform of Derivatives OO Hv[-~rf = f S-~r Jv(rp)r dr = f(r)Jv(rp)r [°° .~ f(r) ~r (r Jv(rl3)) ] f 0 0 0 Usingthe identity.CHAPTER 7 438 1 f ’~ ’~qos[a(u2 +v2)] e_i(ux+vy ) dudv:1 ~sin/X2+y2 j" [~ / 2 4g (7.1)Jv(r9) dr . the last equation becomes: dJv(r9) = 9rJv_l(r9) (v.6) and Hankeltransform of order v was discussed in Section 7.1)f f(r)Jv 0 0 Usingthe identity given in eq. (7.(v v (rl~)] dr = . eq. one then substitutes this into the convolutiontheorem.7 and was given eq.13: d~r (r Jv(r9)) = Jv(qg) then the integral becomes: -f f(r)[gr Jv-l(rl3) .6 and was defined in eq.67) 1 f f sin[a(u2+v2)]e_i(ux+vY)dud 4:g2 = v 4~a [.y. giving the final solution: w(x. Define the Hankeltransform of order v as: OO Hv[f(r)] = Fv(O)=.10).20. (7. d~dn 7. (7.9Fv -1(13) + (v . (3.y-rl)sin ~{2 n2.65). 4a J Oncethe inverse transform of cos((u2 + v2)t/~3~) is found.

69): p2 fv+l _ _0 2fv+l .->~ ] (7. (7.INTEGRAL TRANSFORMS 439 -pFv_l(p) + r f(r)Jv+l(rp)dr + r f(r)Jv_l(rp)dr 0 v-1 = -p Fv_ l(p) + ~ P [Fv+l (P) + Fv_ l( p) = .69). ar.~-l~-2-~.70) lira ~f~f’(r) --> r --->~ as well as the limit requirements f(r) in eq.1)Fv+ (p) .rdr d2f ~ 1 df can be obtained as follows: Hv(V2f)= rldr~+ with f=fir) Jv(rp)dr=.> 0 r .’r dfdr dJv(rP) =-rf(r Jv(rp) 0 + f(r) 0 r dr .1)Fv+l Finally.69) Similarly.. . the Hankeltransformof the first derivative becomes: Hv(~rf) = ~v [(v.-..ort. on The transform of the two dimensionalLaplacian in cylindrical coordinates defined as: V2f = ~---"2.(v . using eq. (7.~v [(v + 1)Fv_l(p).(v + l)Fv_ (p)] 1 1 providedthat: lim rV+lf(r) --> 0 and lira 4~’f(r) --> r .-v_210)providedthat: lira rV+lf’(r) --> 0 and r --->0 v-1 v 2 v---~_l v () +-i-+lFv+2(p)y p+~ (7./ =r Jv(rP) 0 .

73) g(r)Jv(rp)rdr = ~)g(r) Fv(P)Jv(r9) pdp rdr=0 g(r)f(r) . (3. whichcannot be written in additive form in a simple manner.= 7.161) wasused. the Hankeltransform of order zero of the axisymmetricLaplacian becomes: d2f 1 df Ho(~-+ ~-~-).CHAPTER 7 440 whereBessel’s equation in eq.71) vt~-~-÷ r dr r 2 f)=-p2Hv(f(r))=-p2Fv(p) and for v = 0.20. 7. and provided that: lim (-r v+2 + vrV)f(r) ---> lim ~ f(r) --> r~O lim rV+lf’(r) --> r-->O lim 4~ f’(r) --> Thus. Let Fv (p) and v (p) be t he H ankel t ransform o o rder voff(r ) andg(r) f respectively.72) It can be shownthat there is no closed form convolution theoremfor the Hankel transforms. the Hankeltransform of order v of the vt~ Laplacian becomes: 2 h.2 Convolution 2 -p Fo(p) Theorem (7. Then: i Fv(P) Gv(P)Jv(rP) P dP = iFv(p)[i g(rl) Jv (Tip) ~1 drl} = ~)g(rl) Fv(P)Jv(rp)Jv(rlp) The inner integral contains a product ofJv (rp) Jv (rip).3 Parseval Formula Let Fv (p) and v (p) be t he H ankel transforms o o rder vofthefunctions f(r) f g(r). respectively.20. then: ~Fv(p)Gv(p)pdp= 0 ~Fv(p) 0 [0 (7.d2f 1 df v (7.

then the transform(fromtransformtables) of becomes: .0+)) = ~t (P. Applyingthe Hankeltransform of order zero to the differential equationand initial conditions one obtains: H0(V2w) Ho(--~.16 Axisyrametric WavePropagation in an Infinite Membrane A stretched infinite membrane initially deformed is such that the axisymmetric displacement w(r.O÷)= g(r) Since the problemis axisymmeuic. +)) =W( +) = Fo(p) O.+ 7-~--) = -p2W(p. without dependenceon the rotational angle O.. e. for f(r) -.INTEGRAL TRANSFORMS 441 Also. if the initial displacement f(r) given by: f(r) = Wo2 a 2 + r and the initial velocity g(r) = 0.0 o Ho(~-t (r. which can onlybe doneif f(r) and g(r) are givenexplicitly. d--~-+p c w=0 whosesolution.g.t)J0(rp)dr 0 Then.t) = 0 (p) cos (pct) +G0P)sin( ( pc Since there is no convolution theorem.t) = ~ r w(r. one must invert the total solution. a Hankeltransform of order zero is appropriate.g(r) results in a Parsveal Formula Hankeltransform: for = J Fv2(p)pdpf2(r)rdr 0 0 Example 7.t) = ~-~-Ho(~-~-) 21 dt 2 = d2w 1 dw.0 = f(r) r>_0 t>0 -~r (r. the equation of motion transforms to: d2W 2 2-.t) satisfies the followingequation and initial conditions: 1 2 O2w V2w = c 2 Ot ÷) w(r.0+) = where: W(p. 1 ~2w d2W H (w(r. satisfying the two initial conditions becomes: W(p.

t) = o ae-P(a+ict) P then its inverse Hankeltransform can be written in an integral form: h(r.t) is given by the expression: Fo(p) W(p.t): H(p.Jo(rp) P dP = ~r2 + then the inverse transform of H(p. a 0 Notingthat the inversion of the Hankeltransform of exp[kp]/p is given by: i kp e 1 "-~.t) represent the complex function in W(p.CHAPTER 7 442 ~ e-kP r Jo(rp) dr = 2 P 0~r2+k Thus.t) = 0 -ea p-a cos(pct) = o a e -a PRe [e-ipct] P P Letting H(p. t) = 1 [H t) ] = wo~ e-p(a+ict)J0 (r p) dp (p. t) 1 woa 4(a + ict) 2 2 r + and the solution can be obtained explicitly: w(r. the transform of the displacementw(r.t) = Re[h(r.t)] = a [14r2 +a2 . the transformof the initial displacementfield is given by: a -a = o .c2t211/2 42R L ~’:~ where: R=(r2 + a 2 _ c2t2)2 + 4a2c2t2 .e pan d Go (p) = P and.t) becomes: h(r.

f(t) and fl(t) represents the function definedover the first period: (a) fl(t) (b) f(t) Isin (at)l (c) fl(t)=_ {+: (d) fl(t) = t (r~(e) fl(t) 1 0 0<t<T/2 W/2<t<T T = r~ 0<t<T/2 T/2<t<T 0_<t<T/4 T/4<t<3T/4 3T/4<t<T 0<t <T (f) f~(t) i .INTEGRAL TRANSFORMS 443 PROBLEMS Section 7. Find the Laplace transform of the following functions using the various theorems in Section 7. Obtain the Laplace transform of the following functions: (a)f(t/a) (c) d~t[e-atf(t)] (e) te-atf(t) (g) n fit/a) (i) 4[t f(t)] t (b)u f(t/a) (d) d~t[t2f(t)]) 2f (f) t d 2 dt d [ at df (h) ~.e ~-] (j) sinh (at) t (1) ~f(t. Obtain the Laplace transform of the following periodic functions.14 and without resorting to integrations: (a) cos(at) (c) at cos(bt) (e) n e-at (b) t sin (at) (d) sin (at) sinh (f) cos (at) sinh 2.14 1.x)dx 0 (k) ~x f(x)dx 0 3. wheref(t+T) -.

5y" + 6y = A 8(t-to) 6. Obtain the solution to the followingintegro-differential equation subject to the stated initial conditions by use of the Laplacetransformon y(t): t (a)y..15 5.14: 2 1 a (a) (p-a)(p-b) (b) a3 (C) p2 (p2 2) 3 2ap (p2+a2)2 2ap 2 (p2+a2)2 3 2a (d) (p2 +a2)2 4a 3 2a 4 (e) (f) (g) (h) Section 7.5 y" + 2y = 2~y(x)dx+A ~5(t-t y(0) = y’(0) = o > 0 o) 0 .CHAPTER 7 444 (g) Icos(tot)l Obtain the inverse Laplace transform of the following transforms by using the theorems in Section 7.) _ a’y = 0 y(0) = y’(0) = y(0) = 0 y’(0) y" (0) = A y"(0) (d)y¢i’) = f(0 -a4y (e) (f) y" +6y" + 11y’+6y=f(0 y" + 5y" +8y’+4y=f(0 y(0) = y’(0) = y" (0) = y"(0) y(0)= y’(0)= y" (0) y(0)= y’(0)= y" (0) y(0) = y’(0) = y" (0) = y"(0) y(0)= y’(0) y(0) = y(0) = y(0) = y’(0) = 0 o >0 y’(0) = y’(0) = B o >0 (g) y(i~) + 4 y" + 6 y" + 4y" + y = (h) y" 2y" + y = f( (i) y" + 4y" + 4y = At 15(t-t o) (j) y" +y’-2y= 1-2t (k) y" .k2y= f(t) (c) ytl. + 3. Obtain the solution to the following ordinary differential equations subject to the stated initial conditions by the use of Laplacetransformon y(t): (a)y" + kZy= f(O y(O) = y’(O) = (b) y" .

Jy(x) 0 t y(O) = y(O) 1 (d) y" + k2y = f(t) t jg(t-x)y(x)dx 0 y(O) y’(O) = 0 (e) y" +3ay a2Jy(x)e-a(t-X)dx 0 t (f) y" +5y + 4 ~ y(x) dx = 0 t (g) y" + 3y t (h) y" +Jy(x)dx = 0 t 8(0 y(O) = y(0) = 2Jy(x)dx A e = 0 y(O)=B y(O)=O (i) y" .3x" + x=O x" -3y’+y=O (d) x" +x + y" +2y = f(O x’+ 2x + y" + y = g(t) x(O) y(O) = x’(0) = y’(0) x(0) = 1 y(0) x’(O) = f(0) = g(0) x(0) = y(0) .INTEGRAL t TRANSFORMS 445 (b)y" + J y(x) cosh(t .ay + ~y(x)ea(t-X)dx 0 t (j) y" + 3y" + 3y + j’y(x)dx = 0 y(O) = y(O)= y’(O) Solve the following coupledordinary differential equations subject to the stated initial conditions by the use of Laplace transform. wherex = x (t) and y = y (t): (a) y" -a2x=U U and V are constants x" + a2y = V x(0) = x’(0) = y(0) = y’(0) (b) y" + 2x" + y=O x" +2y’+x=O (c) y" .x) dx 0 t 2 (c) y’.

y = y(x. Obtain the solution y(x.t) = e-at u(x..0) 0 ~t. t) by use of the Laplace transform.yoS(X Xo)~5(t to) where: ~ (x. 9.to) b>0 ~ ~x-’~. 10.0) = Oy(x.Qoe-bt x > 0 t > 0 a > 0 b >0 u(0. ~t y(0. to > 0 where: T= T(x.CHAPTER 7 x(0) = y(0) x’(0) = y’(0) x(0) = y(0) x(0) = o y(O) Yo = x’(O)y’(O) = 446 (e) x" + y = g(0 y" + x = f(t) (0 x" + y = g(t) y’+x=f(0 (g) y" + 2x + 3y" = A = constant x" + 2y + 3x" = B = constant 8.t) = 0 y(x.t) = 0 y(x. to > 0 Obtain the solution y(x. The following system obeys the diffusion equation with a time decaying source: ~)2u 1 ~u ~ = "~ ~.t) explicitly by use of the Laplace transform.0 +) = 0 Q = constant Obtain the solution u(x.0 ÷) = 0 Obtain explicitly the temperaturedistribution in the rod by use of Laplace transform.c.t) 11.0÷) = 0 t.0 ÷) = 0 at and ~ is the Dirac delta function.0 T(0. to>0 3Y ~---~-(0. The wave equation for a one-dimensional mediumunder a dislributod pulsed load is given by: ~2Y.1--~ ~2-~-Y+ Ae-bx~i(t .0 = 0 T(x. . t) by the use of the Laplace transform. The waveequation for a semi-infinite rod under the influence of a point force is given by: ~2y 1 ~2y 3x--~ = c---~ 3t-~-. The temperature distribution in a semi-infinite rod obeys the diffusion equation such that: ~2T _-:-l_~-~T-T-QoS(X-Xo)~(t-t o) x>0 ~x-~ = h Ot t.

.O = 0 y (O. 13. t) such that: a O2y 1 O2y y (0.t). t) explicitly by Laplace transform. t) in a semi-infinite rod is governedby: 02y 1 ~)2y x-r: c--rr x>O t>o ÷) y(x.t) = YoH(t) y ÷) = 0 Ot where is the Dirac delta function.0") at (0._~)2 Obtain an explicit expression for the displacementy(x.t) = "YoH(t) y (x. t) explicitly by use ~i Laplace transforms.t): 02y 1 O2y Poe-bxs(t_t o) --VT÷Voo x>0 Oy (x. = Yo .O = -V Obtain the solution y(x.t) =0 ~x t >0 3-~-Y(x.t) 0÷) (x Y(X. A stretched semi-infinite string is excited to vibration such that y = y(x. A finite rod is undergoing displacementy(x. y in their order of the arrival times.t) ÷) o = Vot ~Y(x. using at least the first four terms in the solution.0÷) = 0 t>0 %~Yt (x. 14.t) by use of Laplace transform on time. to>0 y (0. Obtain the solution y(x. A finite string is excited to motionsuch that its deflection y(x.t) is governedby the waveequation: ~2y 1 ~2y 3y 3--~ t-r 0 < x <L 3y (L. The displacementy(x.INTEGRAL TRANSFORMS 447 12. Sketchthe displacement (L/4. 15.t) = YoH(t) 0<x<L y (L.0÷) 0 Obtain an expression for the displacementy (x.0÷) = t.t) explicitly by Laplace transform.

Find the temperature distribution T(x. 19. Find the displacementy (x.CHAPTER 7 16.0+) = 0 3y (x.b T(0.t) = O 8(t -to) y( ÷) = T O where 8 is the Dimcdelta function.K ~t x>0 t. A semi-infinite rod is heated such that: ~2T 1 ~T y(x.bx = To Obtain the solution T(x.0 +) e.t) -X aot2 -1 3t 20.t) y (x.0 T(0. Obtain the temperature disllibution explicitly by use of Laplace transforms.o (-to) T(x.0÷) = 0 b>0 x_>0 t.~/y (0. t) = o OT . 18. t) satisfies the following system: ~2y_ 1 ¢3y 3x-’~. t) by use of Laplace transforms: ~2T 1 ~T Q ~i’t 3-~=~"~ ". A stretched semi-infinite string is excited to motionsuch that: y = y(x. y (x.to>0 ~ (0. 448 A semi-infinite rod is heated such that the temperature y = y(x.t) explicitly by use of Laplace transforms: 32y_ 1 32y ~. Laplace transform.t) explicitly.t) = Find the displacement. to>0 y (0. t) .0 = 0 T(x.0÷) = 0 x>0 t>0 ~t ~---Y ÷)=0 (x.O÷) = x >0 _ t>0 _ y (0.c2 ~}t2 y (x. 17. using the Laplacetransform. using where ~.0 ~ (0. t) explicitly.0 x>0 t>0 T= T(x. is the spring constant. t) .

0 ÷) = 0 T(0.t) Obtain the solution y(x.t) dt Obtain the solution y(x. The temperature in a semi-infinite bar is governedby the following equation.INTEGRAL TRANSFORMS 449 21.8(x. Obtain the solution by use of the Laplace transform: ~ = . 2zt.0 = -~t (x’O÷) 0 x>O. 23.J’l < a °~lo t>a 25.O -.s~n(at) O<x_<L t_>O y (x. Afinite bar.t) by use of Laplace transform. A semi-infinite stretched string is inducedto vibration such that y -.~" 3"~.y (x.0÷) = ~ (x.t) is governed by: 32y_ 1 32y ~ 3-"~" .0 = y (L.0÷) = 0 y (0.t) = y (L.t): O2y_~1232~y + po e_bXsin(at) To ÷) y (x. .t) is governedby: O2y 1 32y F o . is inducedto vibration such that the displacementy(x.x°)~5(t= Y (x’0÷) = ~t (x’0÷) 0 t°) 0-< x’x°-< Lt’ t° y (0. initially at rest and fixed at both ends. ~ : ~ ~ . b>O Obtain the solution y(x.-~.to) x >0 t. Obtain the solution by use of the Laplace transform. initially at rest.t) = t>O. is inducedto vibration such that the displacement y(x. y (0.t) by use of Laplace transforms.0÷) = 0 T(0.0 = O H (0 22.8(t . t) = T t .t o > 0 T(x. A finite bar. 32T 1 3T x-ffr = Qo e-at x>O t>o T(x.t) by use of Laplace transforms. The temperature in a semi-infinite bar is governedby the following system.

+Q ~’~" = K 3t x>O t>O T (0. in a semi-infinite bar is governedby the following equation. Obtain the solution by use of the Laplace transform.t o>0 29. Asemi-infinite stretched string is inducedto vibration such that the displacement. T(x.0÷) = y (x. Do problem 11 by Fourier cosine Transform. Obtain the solution by use of the Laplace transform: O2T_ 1 ~T ~x ~ K ~t T(x. Do problem 9 by Fourier cosine Transform.t) by use of the Laplace transform. t) explicitly by use of Laplace transforms: -at = 1 ~2y F° e 32y x > 0.0÷) = 0 o) where Q is a constant. 27.t). 30.t).t) = A H(t) Ot Obtain the soludon y(x. 35. 33. 34.t) T(0. The temperature.t) = o 8(t -t T(x. satisfies: ~2T I ~T --~.CHAPTER 7 450 26. Do problem 15 by Fourier cosine Transform. a > 0 ~x 2 c 2 ~t 2 AE -~tY(x. Section 7.0÷) = 0 Qo~(t_to) k ~ (0.0 ÷) = 0 Obtain the solution by use of the Laplace transform.16 31~ Do problem 8 by Fourier cosine Transform. Find the displacementy(x. A semi-infinite rod is heated such that the temperature.t) = Yocos (bt) 28. x) = F t -at ox x>0 a >0 t. 0÷) = 0 y (0.0÷) =0 y (0. t > 0. T(x. 0÷) = Yo e-bX x>0 t>0 b>0 ~ (x. A semi-infinite rod is heated such that the temperaturesatisfies: 32T 1 3T + Qo sin(at) 3x 2 K 3t x > t >0 a >0 T = T(x. Do problem 14 by Fourier cosine Transform. y(x. .t) satisfies: ~2y 1 ~2y ~x’~ 2 ~-~ ~t T= Y (x. 32.t) O t T (x .

Section 7. Obtain the response of an infinite vibrating bar under distributed load by use of complexFourier transform: ~2y 1 ~2y .0 ÷) = 0 dt 51. 40. Do problem 29 by Fourier cosine Transform.O = 0 ÷) ~ty (x. Do problem 21 by Fourier cosine Transform..O = 0 <x<~. 42. 39. 49. 47. Do problem 16 by Fourier cosine Transform. Do problem 26 by Fourier cosine Transform. Do problem 24 by Fourier cosine Transform. b>0 . t>0. 48. Section 7. A e "b~xl H(t) -~<x<~. Do problem 30 by Fourier cosine Transform.0÷) = 0 ~ (x. 43. Do problem 27 by Fourier cosine Transform. Do problem 26 by Fourier cosine Transform.. b>0 y (x. Do problem 19 by Fourier cosine Transform. Obtain the response of an infinite string under distdbutexl loads by use of complex Fourier transform: O2y 1 O2y qo e. Do problem 28 by Fourier sine Transform.INTEGRAL TRANSFORMS 451 36. Do problem 18 by Fourier sine Transform. 37. 45. Do problem 10 by Fourier sine Transform. 41.17 46. 38.~Xlsin(cot) 2 Ox ~’~ Ot2 ’1: o ÷) y (x. Do problem 17 by Fourier cosine Transform.18 50. 44. t>0. Do problem 20 by Fourier sine Transform.

T(x. t > x ÷) y (x. b > 0 54. Obtainthe temperature distribution.0 = 0 ÷) ~ty (x. Obtainthe responseof an infinite string subject to a point load by use of complex Fouriertransform: ~2y_ 1 ~:~y ~o o ~ .o. in an infinite rod... by use of complex Fourier transform: ~2T 1 ~T Qoe_t~xl6(t.O*) = -.~ < x < . ~-’~=K Ot k ÷) T(x.c-’2" ~t-’~" " 5 (x. .to t>0. t > 0. 55. T(x.O = 0 .o. b>0 ) -o~<x<. in an inf’mite rod.o) sin ( ~0t). in an infinite rod.~.0 = 0 53.t).b~xl ~-’~" = K 3t k T(x.t). by use of complex Fouriertransform: 32T 1 ~T Qo e.0 = 0 sin(~ot) -~<x<.xo) ~-’~" = K 3t k ÷) T(x. oo < < 00.CHAPTER 7 452 52.. T(x.t). by use of complex Fourier transform: 32T 1 3T Qo5(x. Obtainthe temperaturedistribution. Obtainthe temperaturedistribution.

...the particular solution of the systemin (8.3) Ui(g = 0 i -.In as essence.3.1. differential operator with non-constant coefficients.1) yp(X)is given 453 . satisfying homogeneous boundaryconditions. n (8. given in (4.. The solution g(xlE) is then solution of the systemdue to a point source located at x = E.E). the solution of non-homogeneous ordinary and partial differential equations is obtained by an integral technique known Green’s function methOd. 2 . n Boundary (8.35).2) whereL is an nth order ordinary.8 GREEN’S FUNCTIONS 8. in general.4) ) where5(x) is the Dirac delta function (AppendixD).E)dE= I g(xlE)f(E)dE I =L g(xlE) a a a Hence. Define the Green’sfunction g(xl{): L ) --g(xl (8.1) and substituting (8.1) (8. known Green’s function. 2 . linear. The solution of (8..8A) gives the Green’s function for the problem. as so that the solution for a distributed source is obtainedas an integral of this function over the source strength region. Rewriting (8.. g(xlE) is not symmetricin (x.27) and i are t he non-homogeneous b oundary c onditions i n (4.It should be noted that..3) for the operator L: b b b Ly = f(x)= f( ~) 5(x.1 Introduction In this chapter. the system’s response is sought for a point source.. 8.2 Green’s Function for Ordinary Differential Value Problems Consider the following ordinary linear boundaryvalue problem: Ly= {~(x) Ui(Y)= ~’i a<x<b x<a or x>b i = 1.

CHAPTER b 8 454 yp = ~ f(~) a g(xl~) (8. g(xl~) satisfies: Lg(x]~) 2 T = -d2g(xl~) 2 dg(xl~)d---T--+2g x (x[~) = ~5 (x-~) To evaluate the Green’s function. and yp the particular solution that satisfies the non-homogeneous equation with homogeneous boundarycondition.2) is: y = Yh(X) yp(X) + whereYh(X) the homogeneous is solution of the differential equations Ly = 0. with n independent solutions {Yi(X)}satisfies the non-homogeneous boundaryconditions (8. i.5) in the boundaryconditions. since the Green’s function g(xl~) satisfies the same: Ui(Yp(X))=U i f(~)g(x~)d~ = f(~)Ui(g(xl~))d~=0 Thus. It follows that the homogeneous solutions.1 Obtain the total soludon for the following system: Ly=x2y "-2xy’+2y=l 1 < x < 2 y(1) = y’(2) = The homogeneous equation Ly=0yields the following two independent solutions: 2 Yl(X)= y2(x)= Toobtain Green’s the function this for system.e.8.1.2). one needs to resort to the methodof variation of the parameters (section 1. the total solution for the boundaryvalue problemposed in (8.5) Substituting the particular solution yp in (8. Example $. let: where: Lgh(x~) = Lgp(xl~) 8(x-~) = so that: gh(xl~) = 2 + Bx Toobtain the particular solution.7).: . one finds that they satisfy homogeneous conditions.

Let the Green’s function for the adjoint systemg*(x[~) satisfy: K g*(x[~) = ~5(x-~) (8. the total solution becomes: Y = Yh+ Yp Yh = ClX2+ c2x which upon satisfying the non-homogeneous boundary gives: Yh= (10x .e. there exists an adjoint differential in operator K given in (4.28) and the associated adjoint boundarycondition Vi(Y = 0 in ) (4.drl= ~-f ~2’ 1 H(x-~) I The total Green’s function becomes: x] g(xl~)=Ax2+Bx+ -~ ~2 H(x-~) Satisfying the boundary condition on g(xl~) results in: A=-B. the particular solution yp(X)is: 2 = ~ g(x 1~)f(~)dE = ~(x2 -4x + 3) yp(X) 1 Note that: yp(1) = 0. I.8.3 Green’s Function for an Adjoint System Onecan develop a Green’s function for the adjoint system to a given boundaryvalue problem.6) .2) / 3 y(x) = (-x 2 + 16x + 3) / g(xl~) g(~lx).36).3L~2 ~3J andtheGreen’s function this for problem given is by: Ix It should be noted that this Green’sfunction is not symmetric.GREEN’S FUNCTIONS 455 gp(Xl~)= vl(x)x2 + v2(x)x so that the solution for a secondorder differential equationis given by (1.i.Using ~ 8.26) as: ~(TI-~) i q2x-TlX2 IX2 X gp(Xl~)= ~-_’~ ~]~.2). the Green’sfunction. and y~(2) Thus.For the boundaryvalue problem (8.

6) by g(xl~).~).~).~)]dx a a The left-hand side of (8. obtain the adjoint Green’s function g*(xl~). The right-hand side then gives: b yp(X) = ’f(~) g*(~x) (8. one obtains: b b ~(g*Lyp.6) multiplying (8. subtracting and integrating the resulting two equalities one obtains: .8) vanishes due to the definition of an adjoint system(see section 4. Rewritingthe two olrdinary differential equations(8.2 For the system given in Example 8.(xl~) g*’(21~)+ 2g*(21~) + ¢~ ~z ~ H(x-~ Followinga similar methodof solution.b).4~)(x. the particular solution can also be obtained as an integral over the source distribution f(x) and the adjoint Green’sfunction g*(xl~). not symmetric (x.CHAPTER 8 456 and satisfy the adjoint boundary conditions: V (g*(x It) ) = 0 i The resulting adjoint Green’s function g*(xl~) is.~_ It should noted be lhat g*(xl~) is not symmelric (×.12).6) by yp(X)and (8.ypKg*) dx = ~[g*(xl~ ) f(x).~) and the adjoint boundaryconditions become: (8. one obtains the Green’s function g*(xl~) as: : ~(~2.1. both Green’s functions are not symmetricin (x.4 Symmetry of the Green’s Functions and Reciprocity In general.~). Example 8. The adjoint operator K: K g’(xg)= x2g"" + 6xg" +6g* = ~5(x. Howeve?r. in 8. in Multiplying(8.7) g*0]~): 0 g.3) (8.3) and (8. Green’s the function g(xl~) and its adjoint formg*(xl~) are related.1) by g*(xl~) and after subtracting the two equations integrating over the range (a.yp(x) ~i(x.9) a Thus.3) by g*(xlrl) and (8. in general.6) L g(xl~) = 8(x-I) K g*(xlrl) = ~(x-rl) (8.

they are symmetric with each other. (see section 8. .11).2 results in: Note that: The particular solution is nowgiven by: 2 yp(X) = ~(x~) ~-~d~ 1 which is the same as in Example 8. This symmetryis known the "Reciprocity" principle in physical systems. 8. then L = K and ) = ViY This ( ).~). Followingthe methodused to find the Green’s function in.34)).3 If one rewrites the operator in Example into a self-adjoint form~. meansthat g*(xl~) = g(xl~) and hence: g(xl~) = g(~lx) (8. This can be seen in Examples and 8. 457 a a The left-hand side vanishes and the fight-hand side gives: g*C~lrl)= gCql~) (8. Defining ~(x]¢) as the Green’s function for the self-adjoint operator ~: d(1 d~ 2_ o 0 . one obtains: d(1 dy~ 2 ~y = ~xx t’~-~)+’~y =’~’-47 1 <x <2 Note that the source function becomesf(x)=x-4.11) which means that Green’s function is symmetric in (x.1 and 8. Example 8.2.10) This meansthat while the two Green’s functions are not symmelric.1.1 4. It indicates that the response of a system at x due to a point source at ~ is equal to the responseat ~ due to a point source at x..Examples8.1 If the operator L is self-adjoint (see (4.GREEN’S b FUNCTIONS b .

so that: Lx = and resulting in: gp = gp(rl) or gp = gp(X--~) Onestill has to add the homogeneous solution gh.~) +CIL C1 = L .5 Green’s Function for Equations with Constant Coefficients If the operator L is one with constant coefficients.CHAPTER 8 458 8.)= = (x-~) H(xgh =ClX +C2.4 For static longitudinal deformation a bar undera distributed force field: of d2u ~=f(x)=x 0 <x <L u(0)= d2g 8(x..E dx = JS(x) dx = H(x). r I = x-G. The resulting Green’s function then.12) This can be done by makingthe transformation. wouldnot be dependenton x . let: g(Ll~) = Since the equation is one with constant coefficients. g(q~) = C2 g(Ll~) = (L.~) 2 dx g(01~) = u(L) = To construct the Green’s function. Example 8. then one can solve for g(xl0): ¯ ~=d2g 8(x) 2 dx To obtain the solution by direct integration: x x dg.~. one can show that: gp(xl~) = gp(x-~) (8.. 0 gp(x) = JH(x)dx 0 gp(xl~)g(x-~.. so that the total Green’s function satisfies the boundarycondition.

6 Green’s Functions for Higher Ordered Sources If the sourcefield of a systemis a distributed field of higher order than a simple source.15) N -th wheret~N(x is the N order Dirac delta function. i.7 Green’s Function for Eigenvalue Problems Consider a non-homogeneous eigenvalue problem obeying the Sturm-Liouiville systemof 2na order (see section 4. etc.49). one gets: Lgl(xl~)=~(x-~)= d~(x-~) (8. one can showthat the Green’s function for such a systemis obtainable from that for a simple source.L2) 8. Thus: 3g gl(xl~)~. For example.3. then one can show ) that: L gN(xl¢ )= ar~(x.~(x~:)-. see section D.e.14) In a similar fashion.if the Green’s function for a dipole source or a mechanicalcouple is desired then: dx where$1(x-~) represents a positive unit couple or dipole.2. Starting with the definition of g(xl~) for a point source: L g(x~) = 8(x-~) (8.3) and differentiating (8. one can obtain the Green’sfunction for distributed source fields of higher ordered sources (quadrupoles. ~x wherethe last equality is the identity (D.: .x (8.3) oncepartially with {.~([~) .13) . and g~(xl~) the Green’sfunction for a dipole/couple source. see section D.= (-1) N 0Na(x ~) ~x gr~(xl~) 3r~g(xl~) = (8.octopoles.15).16) 8.GREEN’S FUNCTIONS 459 g(x (x-~) ~)+x I~): I~(xL L u(x) = ~ g(x I ~) f(~)d~ 2 .~(~-~1:~(x-~)__~(x_~) ~ .): ¢) (8.

18) are any pair allowedin this systemand detailed in section 4. g = gh + gp gh = A sin (kx) + B cos (kx) gp = Vl(X)sin (kx) + v2(x) cos 0 < x. the resulting Green’sfunction is symmetric (x.18) wherep(x).17.19) (8.8. q(x) and r(x) are defined for a positive-definite systemand the boundary conditions in (8.~.10.5 Considerthe forced vibration of a stretched string of length L under a distributed time harmonicsource f(x). 2 460 a <x <b (8.k) = . The equation of motionfor the string is: ~2 d2y +--~-y = f(x) O<x<L 2 dx T O y(0) -y(L) = wheremis the frequencyof the source field. 2 (8.20) The total solution for the system(8.)d~ a (8.17) (8.~.CHAPTER 8 --~-d (p dY/+(q+ )~r)y : dx\ dxJ Ui(Y) = i = 1. ~ < g(Llg.18) then becomes: b y(x) = f( ~) g(x[~.k) = where: k= The methodis used to obtain the homogeneous particular parts of the Green’s and function. The Green’sfunction satisfies: d2g + k2g =~i(x-~) 2 dx g(Olg. Thusg = g(xl~. Since the operator is self-adjoint.~) and the parameter)~.) satisfies the following: ~x (p d~g)+(q + )~r)g = 6(x Ui(g) = i = 1.15.~). see section 4. in The Green’s function dependson (x. T is the tension in the string and c is the O soundspeed.21) Example Green’s function for the vibration of a finite string 8.

. Theresulting Green’sfunction becomes: t .Onecan is also derive the Green’s functionin termsof the eigenfunction the system of definedby (8. 2n SinceL andMare self-adjoint. These the resonance are frequenciesof the stretched string.~ Ui(~) = i -.with n > m.1.~)) satisfying both boundary conditions: g(01~. Expanding Green’s the functionin a series of the eigenfunctions: then the expansion constantsEtare given by (4. In general.with the orthogonality are definedin (4.22). a < x<b i -. 2 .¢)~(x) dx = Xt)N (Xt 1 a (8. the n~ Green’sfunction becomes unbounded. usingthe results of the solution of problem 7(a) Chapter1: g = Asin (kx) + B cos (kx) + ~ sin(k(x...45).~) (8.kt)N. (8.t ~5(x .13 as: be L y + XM = f(x) y Ui(Y) . L DefineGreen’s functionto satisfy the following equationand boundary conditions: Lg ÷ XMg ~ ~(x . Let the eigenfunction ~(x) andeigenvalue be the solution ~.~3) Thesolution for the Green’sfunction above obtainablein a closed form.GREEN’S FUNCTIONS 461 Theparticular solutionof g becomes.45).73) as: b Et = (k. onecan do the same the generaleigenvalue for problems section 4.25) whereN is the normalizationconstant (4.k) = 0 g(Ll~.22) t~ t~ where is 2n andMis 2m self-adjolnt ordinarydifferential operators.2 .13.k) resultsin: 1 ksin(kL) This is a closed formGreen’s function.. the eigenfunctions orthogonal.... in Let the non-homogeneous eigenvalueNoblem definedas in section 4. Notethat if sin (kL) = 0 or n = L.1..

. Thetotal solution is in the formof an infinite series resulting fromthe substitution of (8. ..21). as each problem requires the use of a specific transformtailored for that problem. wheref(x) is bounded and "imt obeys the absolutely integrable. the dependentvariables y(x) must absolutely integrable over the semi-infinite region. 2 . There is no general methodof solution.The bar is excited to vibration by a distributed harmonic force f(x)e -i°~t.dx 2 y(O):O 2:017¢2 x >0 C:~ .6 Green’sfunction for the vibration of a finite string FollowingExample 8. one can showthat the eigenfunctions and eigenvalues are: d~n(X = sin(nrtx / L) ) ~’n = n2 n2/L2 The Green’s function then becomes: 2 n=l sin (nn x]L)sin (nn ~L) 8. In such problems.7 Obtain the responseof a semi-infinite bar vibrating in longitudinal mode. Example Green’sfunction for the longitudinal vibration of a semi-infinite bar 8. one can obtain the Green’s function for the stretched string using eigenfunction expansion. Furthermore.. 2. Starting with the homogeneous equation: u" +~u= 0 u(O) = u(L) = n = 1.CHAPTER 8 ’ 462 g(~’ ~): ~be(~)~t(x) (8.8 Green’s Function for Semi-infinite One-Dimensional Media The Green’s function for semi-infinite mediacannot be obtained through the methods outlined in the previous sections. Example8.26) in the integral (8. Essentially.~).boundary.26) It should be noted that the Green’sfunction in (8.5.k2y = f(x) -’~ ~ ... use of integral transforms such as Fourier transforms becomes necessary.3): daY . n = 1.26) is a symmetric function in (x.value problemsin a semi-infinite region have boundaryconditions on one end only. The longitudinal displacementof the bar y(x)e followingequation (see section 4.

reflected) waves could possibly originate from the farfield.= c(1. The transform of g(x) is obtained from above as: sin (u~) g(U) = U2 _ The inverse Fouder sine transform of ~(u) is thus given by: sin(u~) sin (ux) 0 In the inverse transformation. eq. see section 7.irl) then: C* u2~(U) I << 1 = l-~ -~.16.k(1 + i n/2) ="7 c is a complex number.k2~ + ug(0) = f ~(x .e. Applyingthe Fourier sine transformon the differential equation on the Green’sfunction. The first integral becomes: . This can be accomplishedby makingthe material constant complex. one wouldassumethat the medium material absorption that has wouldinsure that outgoing wavesdecay and hence no incoming(i. The Green’s function then satisfies the following system: dx ~5(x.i n/2) so that: k* o) _. g(01~) 2d2gk2g= The Dirichlet boundary condition at x=0requires the use of Fourier sine transform.~)sin (ux) dx = sin 0 where~(u) is the Fourier sine transformof g(xl~) and u is the transform variable.e.~).50): . (7. To insure this. i.GREEN’S FUNCTIONS 463 where A is the cross-sectional area and E is the Young’smodulus. Letting the Young’s modulus becomecomplex: E* = E(1. no incoming wavesin the farfield. as it requires even-derivative boundaryconditions. care must be taken to insure that wavespropagate outward in the farfield and no wavesare reflected from the farfield. Rewriting the inverse transform with complex results in: k* co(u(xcos(o(x U2 _ k*2 0 The integrals can be evaluated using integration in the complex plane.

= in e -iu (x+~) 2u 2 u= k* ix e ~’(x+~) 4 k* ~+ ~ --** C R 2in-’~= r(-k’) The sum of the two integrals then becomes: ix ik’(x+[) e 2 k* The second integral can be evaluated by similar methods: COSU(X. it also wouldchange whetherone closes the contours in the upper or lower half-planes of the complexu-plane.2 du +~-j 4u . 2 = ~" u2_k.~ > 0.~) 1 iu (x-~)+ e -i u(x-~ ) u2_k. then one can use the results of the first integral. since the sign of x .[ U _’-"--k*’~ f cos(u(x+~)) du "~ u(x+~)) du = cos( 2 .For x > ~_ Since x . . then rewrite the integral as: iu(x-{) ~f e du= J u2_k.2 U _ k 17 -iu(x+~) e 1"’1" iu(x+~) e = -..J 2 . one can close the real axis path with a semi-circular contour of radius R in upper-half plane. these integrals will be evaluated by closing them in the complexplane. However.x > 0.k u2 .~ could change dependingon x > ~ or x < ~. 2 du=~ u2_k.2 -x) ~ e-iU({ ~ du .CHAPTER 8 464 2 . 2 du Again.2 k - du To evaluate the first integral. Usingthe residue theoremfor the simple pole at u = k*: ’~f 2iniu(x+~) f e j + j =2inr(k*): -00 C R eik’(x+~) I "~u ’1 = 4 k* lu = k* 4 The integral on C vanishes as the radius R --> ~0. the secondintegral can be R evaluated by closing the real axis with a semi-circular contour of radius R in the lowerhalf plane.~) 1 ~ COSU(X. Similarly. giving the integral as: 1 ¯ n ik’(x-~) e 2 k* For x < ~_ Since ~ ..

| i Feik(~+x) eik(x-~)l ikx [~" k -J x<~ = . The response of the bar to a distributed load is the integral of the Green’sfunction convolved with the source term. In this case.Fourier Complex transform is an ideal transform.xlL d~= + .8 Obtainthe displacementfield of an infinite vibrating stretched string undergoing forced vibration due to a distributed time-harmonic load f(x) -i°x.~sin(kx ) _~’L g(x 19).T sin (k~) x > Notethat the Green’s function g(xl~) -i~t represents only outgoing w in t he farfield. i. one obtains: u2g* _ k2g* = e-iU~ where: . The equation of motion of the string (section 4. the dependent variable and all its derivatives up to (2n-l) mustdecay at somerate.e.2) is given as: k2y=~ f(x) -oo<x<oo T O TheGreen’sfunction satisfies the differential equation: d2y 2 dx d2~g.the source distribution must be absolutely integrable. Since t he string i s infinite in extent._ e~’Xf AE f(~)sin(k~)d~ 0 Av~[ 0 + sin(kx) ik~ f(~)d~ x 8. one obtains the Green’s function for x > { or x < {. k* --> k.GREEN’S FUNCTIONS 465 resulting in the integral as: in ik’(~-x) e 2 k* Finally. Letting ~l ---> 0. there are no boundaryconditions to satisfy. aves x > ~ but has a standing wavefor 0 < x < ~. Furthermore. For this problem.2 dx Applyingthe Fourier Complex transform (see section 7.k2g : ~(x . results in the final solution for g(xl{): [i [eik(~+x) eik(~-x)]=_e~. Example Green’s function for the vibration in an infinite string 8.9 Green’s Function for Infinite One-Dimensional Media For infinite media.17) to the differential equation the independentvariable x. assemblingthe two integrals.: y(x):f g. one must apply Fourier Complex transform.~) .

0. There are.10 Green’s Function for Partial Differential Equations The use of Green’sfunction for partial differential equationsparallels the treatment given to ordinary differential equations. resulting in a Green’s function of: x> ~ The Green’s function for the different regions can be written in one compactform as: g(xl 2k ): Notethat the Green’s function represents outgoing wavesin the farfield x --> Thedisplacementfield due to a source distribution f(x) as: y(x) 1 = ~ g(x]~ i ikx = -. as: g(xl 2k ) 2k g(xl~~---"" -~) )= eik(x x< For x > ~. resulting in Green’sfunction.k ~’niu(x-~) du For x < ~. one mustagain add a limiting absorption tothe material constants..CHAPTER 8 466 solving for g*.7. as was done in Example8.e d~ 2r~kT o e_ik~ f(~) d~ + -ikx eik¢ f(~) 8. one gets: e_ g*(u) = u2 -iu~ The Green’s function is evaluated from the inverse transform of g*(u): ~ ¯ g(xl~)=1~-~g*(u)e+mX1du ~e 2". after makingk* --> k. closure is madein the lower-half plane. the Green’s function written for k = k* becomes: e g(xl~)=1 ~ .somedifferences that needto be .u2 . Thus. one mayclose the path on the real axis with a circular contour in the upper/lowerhalf planes of the complex u-plane. In order to avoid the creation of reflected wavesfrom the farfield region x --> +. however. the closure is performedin the upper-half plane.~" = iu (x -~) u2 _k~ du Dependingon whether x > ~ or x < ~.

u(x) K v(x) = V-~(u. one modifies L such that: if 021~/ . Example 8. Integrating the two sides of (8.9 2 The Laplacian operator V in cartesian coordinates in three dimensions: V2~l/ 02x 0y2 + 0z--~-and is self-adjoint.~t = V2~t = --q-7~ + --.+ ~_-X-~. The Laplacianoperator in cylindrical coordinates (r. one can show that: v(x) L u(x) .z) written as: -.31) (8. since the adjoint operator Kis given by: K~= 02~ r Dr I. Let the linear partial differential operator L be definedas (see section D.GREEN’S FUNCTIONS 467 clarified.e.29) over the volume: IR(VLu-uKv)dX=IRV.29) wherefi is the outwardnormalto the surface enclosing the region R. However.7): LOp(x)= ~ ak(x) k O p(x) (8. The last integral transformationis the divergencetheoremstated as: . i.27) Ikl n <th wherex is an m dimensionalindependentvariable and n is the highest order partial derivative of the operator L.30) P is a hi-linear form of u and v.+ L Dr r Dr az r 2 202 is not self-adjoint. 3~ r 02/1t + 1 gtl/=rL/l~=ro--~+-~-r + ~ r 202 then K = L. the operator ~is self-adjoint.r. since ak are constants. Thefirst beingthe definition of a self-adjoint operator. whereV is the gradient in n-dimensional Spacedefined by: V = ~1 ~X + ~2 ~ + "’" + ~n OX 1 n (8.+ r2 202 02~ 1 0r2 10~ T ~and is not equal to L. and ~j are the unit base vectors. For the general partial differential equation.0. then L is self-adjoint.~dS (8.28) Ikl-< n If K = L. The adjoint operator K then is defined as: KOp(x)=2 (--1)lkl0k[ak(X)Op(X)] (8.~dX=Is ~.1 ~l/+ Oz-’-.

and S is the sum of all the surfaces enclosing the region R. the derivation of the transformationgiven foi.11 Green’s Identities for the Laplacian Operator In this section.the integrals in (8. In this integral dx is a volumeelement in the region R (shaded region). then L = -V2 = K. (Vv) Similarly.~dS (8.32) wherev and u are scalar functions and V is the gradient. Example 8. = where: (8. defined positive awayfrom the region R.9: vLu-uKv=V.CHAPTER 8 468 S ~R V.34) (8.(Vv) subtraction of the twoidentities (8. is the divergenceof a vector. see Figure 8.34) results in a newidentity: (8. then: V.in (8. fi is a unit outwardnormalvector.32) then one gets: V.fi dx =yS fi. Since the Laplacianoperator is self-adjoint in cartesian coordinates..31) are performedfor the Laplacianoperator.33) and (8. (uVv-vVu)= v.32) wherefi is a vector function and V. ~ = uVEv+ (Vu). ~ = vVEu+ (Vu).35) .1. -u-ffr+VNJer+ TO0 v) r~-’~e°+L Oz = 8. If one lets ~ = vVu.in (8. if one lets ~ = uVv.10 For the Laplacianin cylindrical coordinates in three dimensionalspace given in Example 8.33) uVZvvV2u v.

u~74v = vV2U . ~ dS wherethe last integral resulted from the use of the divergencetheorem.38) 8.v~UnU) The terms in the integral over the surface S represent boundaryconditions. Substituting 2 for V in eq.39) 8.[V. let V2u U and V~v= V. (8. since the Laplacianis a self-adjoint operator. vu]Vu.k)u .35) over the volume ~R (vV2u-u VT-v) dx= ~R V.u(-L .:.vLu) dx = ~S (u~.(vVU). (8. then: = uLv .35) by L above then: v(-L .~g-ug)dS The terms in the integral over the surface S represent boundary conditions.12 Green’s Identity for the Helmholtz Operator The Helmholtzequation has an operator given as: L = -V2 . Thelast integral can be simplified to: (8.13 Green’s Identity for Bi-Laplacian Operator 4 Thebi-Laplacian operator V is defined as: L = -V4 2 -V2V = whichis a self-adjoint operator and showsup in the theory of elastic plates. In order to use the results for the Green’s identity for the Laplacian.uV2V --[V.GREEN’S FUNCTIONS 469 is a bi-linear function of u and v.k)v = uLv .}’s~~u ~Vv)ds ~v~ resulting in the identity: l. (8. (8. ~ dx= ~Sft.k so that it is also self-adjoint.37) ¯ Is~(’~vu.(uVV)Vv.vLu = The Green’s identity for this operator becomes: ~R (uLv. Integrating eq.vLu = v~74u . Rewritingthe terms in the secondbracketed quantities: .

44) as: vLu .- 2 ~ KV (8.4~) 8.y.KV"(vVu .P(u.30) and ~t is a unit temporalbase vector time. v) where~(u.45) where~’ is the spatial gradient defined in (8.K(V~’U-U~V ) (8.40) over the volume fR (VV4u-uV4v) dX= fR V’~dX = fs fi’~dS O(V2u) uO(V2V)+V2vOU-v2uOV]ds (8. the operator and its adjoint are definedas: L = ~. (x.~ (8. Usingthe newgradient. if one has a bi-Laplacian Helmholtz type operator. if L = . one can rewrite (8.KV2 ~) and K = .~..uVv) defines a newgradient V as: -" 0 g +~ (8.V~+ ~.e.46) .CHAPTER 8 470 _.40) Integratiffg eq.z and t). orthogonalto the spatifil unit base vectors. then: =~s[ ~n -"~*v v~-v u~].VV(V2U)} (8. Similarly.43) Thus. i. these operators give the following identity: vLu.uKv= V.14 Green’s Identity for the Diffusion Operator For the diffusion equation.44) Here weare dealing in four dimensionalspace.UV(V2V) + VU(V2V) .47) (8.e.4]then the Green’sidentity for the bi-Laplacian can be written as: VV4U .41) The te~s in the integral over the surface S represent boundaryconditions. v) is defined as: ~ = UV~t-.uvav = V" {VV(V2U) . (8. In this space one (8.+ u -~-) ( o3U ~V) K(VV2U_DV2V) = 3-~ uv .uKv : ~v-~. i.

t) is +~t.t) enclosing the region R(x.y.t).t) space.50) . and 8.2 Integrating the identity in (8.15 Green’s Identity 32 for the Wave Operator Thescalar waveequation operator can be defined as: L= 3t T c2V2 (8. so that the identity can be developed by: IV 02U vLu-uLv = k 0t2 _ U 32V1_ 3t2 J c2(vV2u_ uV2v) -u ou =ssLV¥ with ~(u.z.t) in (x.GREEN’S FUNCTIONS 471 Figure 8. one obtains: t f f (vLu-uKv)dxdt f~.46). Figure 8.y.48) where~ is a unit normalto surface ~ enclosing the region (R.t=0) is -~t and that on ~ (x.49) whichis a self-adjoint operator.y.y.z.z. Note that ~ on the surface ~(x. P dS = OR S (8.y.2. The unit normal ~ to the surface ~ can be resolved into temporal and unit spatial base vectors as: ~ = nt~ + fi t with fi being the unit normalto the surface S(x. terms in the surface integral g represent boundary initial conditions.z.z. v) defined as: (8.

see (8. one can write the solution for u(x) as: x u(x):-alan g(r~) f(~)d~ (8. 8.52) OR OR S The terms in the surface integral over ~ has both initial and boundaryconditions. and the Green’s function g* (~) for the adjoint operator K to satisfy: Lu(x) = f(x) Lg(x[~): 6(x (8.31). one obtains: t t ~ f(vLu-uLv)dx dt ~f ~’~’dxdt=j~’~d~ (8.53) n whereL is an operator in n-dimensional space and f(x) is the source term that absolutely integrable over the unbounded region R Define the Green’s function g(x]~) n. The condition on g(xl~) wouldalso require that it decaysat a prescribed rate as R --~ ~.56) .g* (x~ ) fix n = u(~). for the unboundedregion. Integrating the identity (8. Thus. The surface Sn of an unbounded medium could be taken as a large spherical surface with a radius R --> ~.It should be ) noted that g* (~)= g(~x). The integrand then must decay with R at a rate that would makethe integral vanish. then: u(~): ~Rn g*(x[~) f(x) dx = ~Rn g(~Jx)f(x)dx Changing by ~ and vice versa. Multiplying (8.45).31) vanishes.50) over the spatial region R and time. over the surface Sn.53)by ) and (8 .CHAPTER 8 472 and the gradient V given in (8.55) whereg(xl~) and g*(xl~ must decay in the farfield at a prescribed manner.55) by u(x) and integrating over the unbounded region.54) K (8.fR g~ (~) f(x)dx n Theintegral on the left-hand side can be written as a surface integral. one obtains: ~R (uKg*-g’Lu)dx : n [u(x) 6( x-~).16 Green’s Function for Unbounded Media--Fundamental Solution Consider the following system on the independentvariable u(x): x in R (8. if the left-hand side of(8. knownas the Fundamental solution.

resulting ds=.e.if the operator L is one with constant coefficients. Furthermore.17.4nR dR for R >> 1 .i.e.60) dg _ 1 ~" .GREEN’S FUNCTIONS 473 If the operator L is self-adjoint.~.4nR2 _ I = last (8.g. then one solves for the Green’sfunction with ~ = 0.~1) 8(x2" ~2) ~(x3 ~3) " Since the Laplacianhas constant coefficients.17 FundamentalSolution for the Laplacian Considerthe Poisson equation in cartesian coordinates: -V2u = f(x) x in n (8. i. The solution u(x) can be obtained as an integral over the Green’sfunction and the source f(x) given (8. g(xl~) g(~lx). the point source is transferred to the origin: _~72g = ~(Xl) i~(x2) ~(x3 ) (8. integral in (8. then ~--~on S..56).61) then becomes: d.59) over Rn. becomes -~rg (R) whichis a constant in the farfield R since g = g(r) only._. the spherical surface whoseradius is R.1 Three dimensional space Define the Fundamental solution g(xl~) to satisfy: -V2g(xl~) = 8(x . one can transformthe cartesian coordinates to spherical coordinates for a spherically symmetric source. 8.58) wherethe Laplacian is a self-adjoint operator with constant coefficients. integrate (8.59) Since the source is at the origin. then the Green’sfunction is symmetric.61) (8. then: g(x~) = g(x(8.I ~Rn V2g dx = ~Sn ~ngon Sn Since g dependson r only.57) 8.~) = 1. with the point source defined in spherical coordinatesas: = 4~ ~ Toascertain the rate of decayof g(r) with r.

0.68) Integrating (8. one can integrate the differential equation directly by writing the Laplacianin spherical coordinatesin r only.2 (8.2~R or:.66) over unboundedregion Rn: fR V2gdx=/s n n (8.66) to cylindrical coordinate two dimensional space and the Green’s function becomesg(r): -V2g . Returningto eq. 1 g(R)_-.17.64) 8.: r 2 dr g(r) = 4~1. i.(r d-d~g = 8(’-~) = / rork ur.CHAPTER 8 1 4/~R 4 74 g(R) for R >> 1 (8. giving: +4+ 4] I g(x-~). then -.to define the behaviorof g(r) as r --) oo.63) Direct integration results in: = ~ +C 1 1 since g(R) for R >> 1 must decay as l/R.67) directly.1 .67) ~-~n g (R)’2nR=-I dS-=-’~ n on S so that: dg_ 1 dR .2 Two dimensional space In two dimensionalspace. (8.e.<62) This meansthat the Green’s function for an unbounded three dimensional region mustdecay as I/R.~ 2rcr Again. one can integrate (8. one obtains: .6:5) As the two dimensionalLaplacian has constant coefficients. the Green’s function satisfies: -v2g(xlg)8(x-g) =8(xl= ~1) ~i(x2 -~2) (8. one can shift the source to the origin: -V2g = (5(Xl) (5(x2) Since the source is at the origin.~[(Xl _~1)2 +(x2_~2)2 +(x3_F~3)2]1/2 I = 4~[x-~ (8.d--. then one can transform(8.60).-~-~ logR for R >> 1 (8.4.

since the source region is confinedto the origin: V2g = 0 e Rewritingthe Laplacian in terms of spherical coordinates.~ lo~x (8.17. Starting with the definition of Green’s function: e -V2g = ~5(x) x in R e outside R then.68).~ ~5(x)dx=l 0g =-~R ds"Vg dx = -~Se ~-nnlonSe e V el = -~S~ ~rr = dS = e--2-.GREEN’S FUNCTIONS 4 75 g(r) = -~ log r + AgainC must be neglected in order that g(r) behavesas in (8. enclose the source region at the origin by an of infinitesimal sphere R of radius ~.2"-~1 . one obtains: g=C~+c 2 r Since g decays as r --> 0%then C -. then: 1 d Ir2 dg 1 V2g = ~-~-[_ ~-j = 0 outside e R By directly integrating the differential equation above.3 One dimensional space = .~S dS = 4nC.17.2-~log[x ~ +x~] (xl +(x2 1/2 g(x. g satisfies: d2g = 8(x-~) 2 dx Direct integration yields the fundamental solution of: 1 g(xl~):- EIx- (8.~) = . e 0g] .2"-~ll°g[ -~1)2 . whichis yet another methodfor development the Green’s function.69) For the one dimensionalcase. Integrating the equation over the infinitesimal 2 sphere Re: -~R e V2gdX=~R.4 Development by construction One can derive the Green’s function by construction.0. giving: g(r)=-~n log r =.70) 8. First.~2)2] 8.

Thus: fRn (uLg.73) x in R n then one can again shift the source to the origin.gLu) dx = ~Sn(R_~ oo) (u ~ng .-. -V4g = 8(x) = 8(Xl) 2) Rewritingthis equation in two dimensionalcylindrical coordinates: [1 ~rr ~r ~rJ -V4g = -(V2)2g = .~-12 j g= Direct integration of (8.= --.74) -V4g = 8(x . g = log r.g ~-~) where fi is the unit outward normal and -. The integration the surface of an infinitely large sphere of radius R must vanish.0u(R) 1 OR R-~L R 2 4~R --) Thisrequiresthat the functionu andits derivativebehave as: 1 p > 0 (8.72) 8.a On Or" 1 function g = ~. 4~r 8.38). so that the surface integral above _= r becomes: Lim [u(R) + 0u_(R)-(logR)]2~R--)0 J R ~ o~1_ R OR This requires that the function u and its derivative behaveas: u(R)+ R log R 0_u~(_~R) 1 p >0 p R (8. since the bi-Laplacian has constant coefficients.71) u(R) + R d~RR) p R 0g 1 For two dimensional media.On -.and the Green’s = 4g where the normal derivative a = q The constant -. andOn R = so that the surface integral abovebecomes: L.5 Behavior for large R The behavior of u(x) as R -~ o~ can be postulated from (8. For three dimensional space.17. [-u(R) + lm /-~’~.~) (8.75) results in: (8.75) .CHAPTER 8 476 1 becomes C1 -.L’~ d f d .18 Fundamental Solution for the Bi-Laplacian Consider the bi-Laplacian in two dimensionalspace: (8. On OR 1 Og 2 1 g = ~-.

obtains the condition that as R --> V2g _= .19 Fundamental Solution Consider the Helmholtzequation: -V2u . 8.78) Since the operator has constant coefficients.~ log R R >> 1 This requires that all the arbitrary constants C C and C vanish.~u = f(x) for the Helmholtz Operator x in n (8. such that: -V2g .80) .0.k2fg dx = 1 . Integrating (8. the source could be transformedto the origin. 2 3 2 r g = ~--~ [1.78) with the source at the origin over Re: 2 -f-e’sR V2g dx. respectively.1 Three dimensional space To develop the Green’s function by construction. is a self-adjoint operator.56).~Ra (8. enclose the source at the origin by an infinitesimal sphere Re.74) over Large circular area n w R>> one ith 1.76) 8. let C -.~ [log r .GREEN’S FUNCTIONS 4 77 2 r2 r2 g = . giving g as: 1.kg = 0 outside R e Replacing k by k2 and writing the equation in spherical coordinates one obtains a homogeneous equation: r-~ d It2 dgl+ k2g = 0 ~L ~J whichhas the solution: eikr e-ikr g = CI --~ + C2 ~ r outside R e (8.~.79) with e-i°a assumedfor the time dependence leading to the Helmholtz equation.~) (8.~.logr] (8. For outgoing waves. TheGreen’s function satisfies the Helmholtz equation: -V2g. as in (8. then once again. The solution for u(x) can be obtained as an integral over the source term fix) and the Green’s function. the two solutions represent outgoing and incomingwaves.1] + C1 log r + C2 + C 3 Integrating equation (8.19.77) 2 whereL = -V .g = ~i(x .

19. one can n.el--ylei~ I’=E Takingthe limit of (8. the secondintegral can be shown vanish as e --> 0.84) over a small circular area e. For outgoing wavesin R let C = 0.81) as e -~ 0.86) ~) (8. the two dimensionalanalog can be written as: -V2g.80) can also be shown vanish in the limit as e -~ to Is. to Finally the Green’s function can be written as: g = ¼H(ol)(kr) which. This results in the evaluation of C1 = ~--~.83) 8. dimensionalGreen’s function.84) is given by: g=C1 oH(~l)’kr C2H(02)(kr) I. Integrating (8. ) (8. when source location is transferred from the origin to ~. the integral approaches-4~C The ~condintegral 1.r<"1= :xl--Is: lJ" 4’ 1 whichvanishes as e --) 0.=----rdrld[ -~1-k2g ~’g r = ~i(x) (8.81) dS=4~e2C. respectively. in (8.. gives: the g(x . 2 evaluatethe first integral as: J"R ~72gdx:j"S ~ng dS:Cl kH(°lf(kF-")’2"£=-2ll.2 Two dimensional space Following the same procedure for the development the Green’s function in three of dimensionalspace.82) (8. the homogeneous e solution of (8.l~Cl kI~l)(kl0 Takingthe limit as ~ --> 0. so that the Green’s function becomes: eikr g = 4-"~" The Green’s function for a general source location ~: (8.:: 4’<r:’drl.84) For the solution outside a small circular area R whoseradius is e.85) ) whereH(~ and H(02)are the Hankelfunctions of the first and secondkind.(~-e~. the integral approaches4iC In a similar mannerto the three 1.87) .~) = ~ H(01)(klx(8.CHAPTER 8 4 78 Thefirst integral can be transformed a surface integral over the inf’mitesJimalsphere: to g ~Re V2gdx=~s e ~n (8.

89) P>1 For twodimensional media.3----~ R (8. This requires that the function u and its derivative behaveas: iku(R)_ 0u(R) p ~R R p > 1/2 (8.4 Behavior for Large R The behavior of u(x) for the Helmholtz operator as r --) . .ld-tl 1) (kr). and On R (ikR .19.91) 2 can see that this operator is related to the Helmholtz One operator by makingX= -Ix or g = -ik = -i~-. and~-~ _= .gLu) dx = ISn (R _~ oo)(U-~ng.88) g(xlg)2--~= 8. integral in (8. so that the surface integral in (8.g72+ ~t2 Thereis anotheroperator that is related to the Helrnholtzoperator.90) 8. For three dimensional space.GREEN’S 8. This requires that the function u and its derivative behave as: 3u(R) -~ p iku(R).1).~ can be postulated from (8. Thus: IRn (uLg .3 FUNCTIONS space 479 One dimensional The Green’s function for the Helmholtzoperator was workedout in Example8.70) becomes: u(R) Lim IikR 2 --~ ook R 3u(R) lleikRR2___~0 OR R R This is known the Sommeffeld as Radiation Condition for three dimensional space. The substitution of ~t in the final results for the Green’s function for the Helmholtzoperator: .20 Fundamental Solution for the Operator.g-~) dS (8.70) becomes: Lim [-kH 1 (kR)u(R)-H(01)(kR) 2~R-~0 that the surface This is known the Sommerfeld as Radiation Condition for two dimensional space.19. an aR ikR e ikR 3g = 2 e g _= ---if-.= --.39) where fi is the unit outward normal and -. definedas: L u(x)= (-V2 + g2)u(x)= f(x) x in Rn (8.39). The integration over the surface of an infinitely large sphere of radius R must vanish.g = H(01)(kr).8 as: i eiklx-~{ (8.

93) 8.92) Substitution of ~t in (8. in (8.94) Substitution of p. t) = x in R n.O+]~.lxl = ~ 2l.86) results in: g= H(o1)(igr) = ~-~ Ko(gr) whereK is the modifiedBessel function of the first kind. 8.3 One dimensional space (8.96) (8. t >0 (8.88) results in the Green’s function for one dimensionalmedia as: g e-~.CHAPTER 8 480 2 (-v + ~2)g(xl~)= ~(x-) results in the following Green’sfunction.20.c) Ot where: g = g(x. and satisfies the causality condition: = g=O for t<’c whichstates that the solution is null until t = x.@.t (8.x) O.1 Three dimensional space (8. o 8.20.21 Causal Fundamental Solution for the Diffusion Operator For the diffusion operator: ~)u K~72U f(x. Since the diffusion operator has constant coefficients.20. 3t the Green’s function satisfies the followingsystem: 3g ~V2g = ~(x_ ~) 8(t_. t[~.2 Substitution of ~ in (8.97) satisfies the initial conditiong(x.O) = g(x.82) gives: g(r) e-tXr = 4~zr Two dimensional space (8.t) satisfying the diffusion operator: .95) 8. one can shift the ~ and x to the origin g = g(x.

with g = ~/~ is: ~(r.102) .99) Equation (8. (8.100) e-lX-~21 [4K(t-~’)] __ ~. one can apply the Laplace transform on time.98) transformsto: _V2~+ p ~ = ~(x) K K (8.~]~) ~ (~)J i_4.~I~) (8.p) = 4nKr whoseLaplace inverse transform gives: 2/(4~ t) g(r.101) note that the resulting expressionfor g is causal.GREEN’S FUNCTIONS 481 (8.21.t) = e-r (4rtKt)3/2 Rewriting(8. p) = 2-~K (r p~/-P--7~ Ko ) has an inverse Laplace transform of: 1 r2/(4Kt) g(r.13/2 H~(t -.t t (8.92) with solutions for three and two dimensionalmedia with g2 = P.99) resembles eq. t) = --eH(t) 4~xKt (8.21.92).p) the differential equation (8.14) and defining the Laplace transform: Lg(x. K 8.98) bg ~:V2g= ~5(x) ~i(t) ~t with the causality condition nowgiven by: g=0 t<0 In order to obtain the Fundamental solution. the transform of the Green’s function for three dimensionalspacein (8.~ [ -. 8.100) to revert to the source space and time { and x gives: g(x -.t) = ~(x. Usingthe definitions and operations of Laplace transform in section (7.~i:~.93) gives: -r p4-~7~ g(r.1 Three dimensional space With kt = ~-.2 Two dimensional space The transform of the Green’s function in two dimensionalspace given in (8.

z)f(~. the solution u(x) satisfies: 72 ~’~.t) (8.105) and transformingthe origin to the actual location: 1 g(x .103) with It = ~-~.56).~~ The inverse Laplace transform of (8.22 Causal FundamentalSolution for the WaveOperator For the waveoperator.95)): ~(x.X) 1 e-lx-~l H(t g(x -~.t.x)d~dx 0 R n (8.109) satisfying the homogeneous initial conditions: g(x.C2~ U(X. the transform of the Green’s function for one dimensional medium can be written as (see (8.~v.x) = dt X in Rn.p) : 2 .106) (8.3 One dimensional space (8.21. t>0 (8.108) .-.104) can be shownto have the form: 1 e-x2/(4~a) H(t) (8.t)= ~ ~ g(x. t .107) 8.t[~. one can write down solution for u(x.CHAPTER 8 482 which.~. t) = f(x.~) ~(t g and using the form (8.x) = and ~ (x.X) = [4r~(t8..2=¯ ~(~ .O+l~.t) the u(x.t) and the Green’sfunction then satisfies: (8.104) g(x.x) = [4r~(t z)1/2 e-(X-~)~/[4~(t-x)] H(t Definingthe Green’s function g* (x]~) for the adjoint operator K as: 3g* K g* = --~.O+l~. upontransforming the coordinates to the source location and time results in the following expression: 2/[4~¢(t-g)] .

111) g=0 art -~-t = 0 t<0 ApplyingLaplace transform on time.1 Three dimensional space (8.8.114) Notethat the Green’sfunction is a spherical shell source at r = ct of decreasingstrength 1 with -.115) 4Xc2ix_ ~ 8. the source location is transferred to the origin.x)= 8[t- Ixspace (8.116) can be shown be: to (8.2-. ~(x.110) become: --C2~ 72 g(x. 8.t.L) (8.p) = ~ p2 The solution of (8. Transferring back to the location of the source: r g(x.112) can be developed fromeqs.4ncr - 8 (t.95) with x2 =c--.22.93) with It p : C g(r.GREEN’S FUNCTIONS 483 with the causality condition: 0g = 0 g=0 and t <x (8.~.t) then becomes: c _ 8(ct.p)= l~Ko(_Pr ~ 2~c ~ kc .~ The inverse Laplace transform of (8.93 .p) = e-Pr/c 4xc2 r (8.r) g(r’t) _ ~4x---~-c r . such that (8.t)= 8(x) (8.116) .110) 0t since the wave operator has constant coefficients. one obtains the equation on the transform of the Green’s function as: p2 (-V2 + c-T.109) and (8.113) The inverse transform of ~(r.112) The solution for the transform g can be obtained from (8. (8.22.2 Two dimensional Here the Laplace transformed solution is given by: ~(r.

123> .t) H[.119) which maybe inverted by Laplace transform to give: g(x.120) 2c Note that the Green’s function is constant. but has two sharp wavefronts at x = _ct. then one can transformthe source location to the origin and write out the operator in cylindrical coordinatesin the radial distance: (_V4 k4)g(r) = 8(r_==~) + 2~r (8.56) as.~x[/c] n(t) t (8. one obtains: g(x.22.~.~[/c ] H(t.x.CHAPTER 8 ~484 J Note that the Green’sfunction has a trail that decays with ct at any fixed position r with a sharp wavefrontat ct = r.3 One dimensional space For the one dimensional medium: ~(x.Ix ~.t)= ~ f g(x.t) can be written from(8. Upon transferring to the location of the source. 122) Since the operator has constant coefficients. then the Fundamental solution satisfies the following equation: (-~ 74 + k4)g(x[~) = 8(x~) x n (8.23 Fundamental Operator Solutions for the Bi-Laplacian Helmhoitz The fundamentalsolution for the Bi-Laplacian Helmholtzoperator applies to the vibration of elastic plates. then the solution u(x.p) e-plxl/e = 2pc (8.t.%)f(~. Since the plate is a two dimensionalmedium. The Green’sfunction can be transferred to the location of the source to give the Green’s function as: Htc{t-x)-Ix-~] g(x .118) 8." u(x.x) = 2r~C[Ca(t_x)z _[x ] 1/a H(t-x) (8.%) (8.~’t.%)=H[t.~.12I) 2c Since the waveoperator is self-adjoint.%)d~d% 0 n R 8.

one needs to extend the integration on p to (. The two simple poles that fall in the upper-half plane are k* and ik*.125) Since H(ol)(x) behavesas eiX/~ for x >> 1.H(ol)(ikr)] (8.24 Green’s Function Bounded Media for the Laplacian Operator for In this section.124) (8.39). p4 _ k 4 dp (8.126) The I-lankel function. The final solution for g(r) becomes sumof two residues after letting k* --~ the g(r) = . so that the final expression for the Fundamental solution is written as: g(r)=8k-~ [iH(01) (kr) . This is accomplishedthrough the surface integrals that were developedwhenthe . wherethe Hankeltransform of g(r) is g(p): 1 resulting in the solution: The inverse Hankel transform of ~(p) can be shownto be: -1 o~ J0(rp) g(r) = ~ j" p 4 ¯ 0 p4_ k In order to performthe integration in the complex plane. the Green’sfunction is developedfor bounded mediafor the Laplacian operator.~o).GREEN’S FUNCTIONS 485 To obtain the solution for g(r). one can substitute 1) 2) by H(o and H(o as: + g(r): _~1 ~ P[H(01)(rP)_ I-I(0~)(rP)] 4 _k 4~ J p4 0 Since H(0:Z)(rp)= -H(01)(-rp).38) and (3..19. then one can close the contour in the upper half-plane. see Section 7. such that k* = k(1 + irl). Usingthe principle of limiting absorption then the four simple poles wouldrotate counterclockwise by an angle equal to the infinitesimal damping coefficient rl.125) can be extendedto _oo g(r) =-~n . one can apply the Hankeltransform on r. two real and two imaginary.of an imaginaryargumentca~ be replaced by -2iKo(kr)/~.n2-.8-~ [H(01)(kr) . K0 (kr)] 8. Usingthe identities (3. The integrand has four simple poles. the integral in (8.

38) andthe differential equation (8.Onlyoneboundary condition beprescribed every can at pointof ihe surface a unique for solution.38) in from(8.Toadjust the surface integrals that onlyone so boundary condition ne~ds bespecifi¢xl each to at pointof the surface. Those requirements would over-specify boundary the conditions. .start with the Green’s identity in eq. au×iliary an function is defined ihat: ~ such -VB~(xl~) : 0 x in R (8. Forthe Laplacian operator.58). x to vice giving: u(x)= IRg(xl~)f(~ ) d~+IS~ [g(x. second a surface The is integralthat rextuires specification the of the function and normal u(x) the derivative ~u(x)l~n every at pointonthe surface. one obtainsthe following: 3u IR[-g(x~)f(x) + u~i(x-~)] dx = Is[g~n. one change independent the variable ~ and versa.~) ~-~ ) ~n~ dS[ (8.130)and (8.128)results in a newidentity: ) a ( )~n~ ]S~ dS~ xl~ ~(~) (8. 128) Thissolutionis composedtwointegrals.u which. Let v=g(xl~) (8.131) D~pending prescribed onthe boundary condition.129) Substitutingv = ~(xl~ in (8. one obtainsa new x identity on the auxiliary funcfion: DefiningG(xl~ = g" ~ andsubtracfing(8. eliminateofthe one can one two surface integrals.CHAPTER 8 486 Green’s identifies were derivedearlier.The of first is a volume integral overthe volume source distribution.uponrearrangement gives: f(x)dx IRg(xl+ is jdSx Since Laplacian self-adjoint then can the isa operator. (8.38) oneobtains: ) Again switching to { andvice versa.58).

3 Robin boundary condition For impedance-typeRobin boundarycondition expressed as: x on S 3n ~" ~(x)= h(x) substituting (8.134) .125) by letting: 3G(xl~) I = 0 ~ on S~ 3n~ St or.131) and rearranging the terms u(x) (8.131) results in the final form of the solution: u(x)= fR G(xl~)f(~)d~.24. due to the symmetry the Green’s function: of G(xI~)ISx =0 x on x The function G must satisfy either of these conditions.132) 8.134) in (8. Substituting this condition on G into (8.131) by requiring thai= G(x[~)Is~ : 0 ~ on or.24.133) 8.e.1 FUNCTIONS boundary condition 487 Dirichlet If the function is prescribed on the boundary: u(x) = h(x) x on S then one needs to drop the secondintegral in (8. the function G must satisfy either of these two conditions.2 Neumann boundary condition If the normal derivative is specified on the surface.: 3u(x) = h(x) x on S 3n then one needsto eliminate the first integral of (8.131) results in the final solution expressedas: u(x): ~R G(x[~)f(~)d~+ ~S~ G(xI~tS~ (8. i. Substituting this conditioninto (8.GREEN’S 8.24. due to the symmetry the Green’s function: of ~G(xl~) x : 0 x onSx ~n x Again.h(~) ~S~ ~n-"~ dS[ (8.

Thus. G = 0 is also satisfied on Sx at r = a.141) to guide the choiceof the auxiliary function ~. where C = 1.CHAPTER 8 494 Fig. then the constant C must be set to one. let: ~ = . and hence r 1 = r 2 = r 0. i. see (8.142) Since 0/0n = O/Op C.e. results in the expression: 1 a2 2 r 2 + r 2 . then ~ = a.~) C 2rat a Thefinal solution for u(r.see Figure 8.2ar cos(0 . Note that on t.a’rf ) (8.5. p= a. then G (at p = a or r = a) = 0.144) and evaluating the gradient at the surface on p = ~ = a. differentiating (8.141) The choice of the auxiliary function with a constant multiplier p/a is dictated by the equality given above. then V2~= 0 for r > a.~. 8.0) can be expressedby area and contour integrals as. Withthe definition G = g . let us use the equality in (8. 0) coordinates.132): .o:r()j 4~ ~.5 Geometry the interior circular region for For the interior problem. It should be noted that since the factor p/a is constant in (r. the function G becomes: G=~{l°g(~r2) 2-1°g(e)l=’~l l°g.C-~logf-P r2t -2 (8. Similarly.

The constant C as well as the functions E(O)and F(p) will be evaluated through satisfaction of the boundary conditions at r = a or p = a.~)pdpd0 ÷ 2(a2 _ r2) 2~r h(0) a (8.log r22 (a)+ E(p)loga+ F(p)} .-f f ~ log~ arll \pr2) 00 f(p. 8.4--~-{logro2+ Clogro + E(a)logr + F(a)} Thus. G =g-~ = _~1 {logrl 2 + Clogr22+ E(o)logr + F(p)} 2 Glp = ~ = a : 0 = . E(a) = 0 andF(a) G]r =a : 0 = -~-~ {log rl 2 (a).O):.C = -1.143) "£ J r 2 +a2"-_~-a~-os(0_0) 0 The same Green’s function can be obtained by the use of image sources and by requiring the Green’s function satisfy the boundaryconditions.GREEN’S FUNCTIONS 495 Fig. and solving the homogeneous = equation on D results in: D = E(p) log r F(O). Starting with: ~ = ~ log r22 -~ D(r.4np) where V2D 0.6 Geometry for the exterior circular region a 2~ r 47zu(r.

Example8. T hus: 2n 4nT(r.e. = For Neumann boundaryconditions.one must again adjust the image source by a function that guarantees the Neumann boundarycondition.CHAPTER 8 496 rl2(r = a) = 2 +132 -2a13cos(0 -9 r~(r = a) = 2 +~2_ 2a~cos(0.13)= log p~Thus: G: 1 log 1"12 log rff + log - whichis the sameas the solution given in eq. However.142).0) = h(0) 0 _< 0 -< the gradient OG/On 0 on C. one again can obtain the Green’s function by the methodof images.0) = 0 and 0.12 Temperature distribution in a circular sheet Calculate the temperaturedistribution in a circular solid sheet of radius = a. i.O) = o This showsthat the temperature is constant throughoutthe circular region. one can let 0 = 0.giv 2 a D(r. (8.: .9) = a2 2~_ ~ p-Tri taj 2 a This indicates that E(13) = 0 and 0log p2 ’ ing: =-. (b) Neumann boundary condition For the Neumann boundary condition given by: -~rU (a. with no sources and the temperatureon the boundaryis a constant T Here f(r. resulting in the solution: ~/2 2_ 2 7 4~rT = 4T |arctan a~-~ rtan ~3-~t/2 0 = 4T°n or: T(r.0) 0 Since the integral is symmetric with 0.0) 2 2(a r2)W0 de J a2 + r 2 .2ar cos(0 . h(0) = 0.

. Therefore: 2) D = .2 log a = . n=1.~)0 .2 log r .~}-~ {logq + C log r22 + D(r. with G in terms of an eigenfuncfion expansion (8.2.. The constant F 0canbe adjusted to give a non-dimensional argumentfor the logarithmic function in G. m=1. The 1 1 eigenfunctions for this problemare: %m(r’O)=Jn g~a)[cosn0J and ~e eigenvMues~e: 2 2 ~nm = gnm/a which are the roots of J~(gnm)= 0.log (a2r .~ The term dependenton (0.0)} then D(r.~-~ log r? G : _ 4__~_{logr12 + logr~2 _ log(aZr2)} = 1 (a--~r~) The final solution for U(r.140).14~) d~ d~ + 2a ~ log(~)h(~)d~ 00 0 Onemayalso obtain the Green’s function in te~s of eigenfunctions by attempting to split G = G or G~.3. i. This indicates that C = + 1 and ~ p--a Therefore E(0) = constant = 0 and F =constant = o.2.~) must vanish indicating that 0 =-2.. = 0D =0.3. i.e. Thus.: a 27z 4g u(r..GREEN’S FUNCTIONS 497 o=a Starting as above.0) can be expressedas area and contour integrals.¢~)) + =0 2 Or r = a arl2 (a) 0--~r =a =_~1[ Ia-0c°s(0-O) 2r~ r12 (a) where q2(a) = 2 +02.e.2 a0cos (0 . the source term represented by Dis located at the center and gives out the correct flux at r = a to nullify the flux of Gat r = a. let: r=a 2 G =g-~ = . Also (0) : cos(0 .0)=-~ 2 2 2~ 2 (8.log a2. ~ log(~)f(~. let F0 = .0) must satisfy V2D 0 or D = E(0) log r + F(0).

01P. 5(x . ¢ < 2r~ p sin n~ Enm2 Jn (l’tnm ~-){cos ndp} anm ~2(~t2nm.~ Ir=a a results in the Green’s function G as: 2 n n=l Thesecomponents included in the integrand of eq. p _<a.133).146) m-1 For the second componentG which satisfies Laplace’s equation with non-homogeneous 2. one can showthat G can be expandedin the form: z Gz(r.01~) Substituting = ~ + AnrnC°s(nO) n=0 Bnrnsin(n0) n=l ~G2 I ~)1 = 8(~ ~) (r.~) 8(r .nm -0J-rim ) 0 _< 0. (8. O) ~a"~ z~ 7:~--_-~ ~ ~n=l (8.¢) r gives an expression for the Fourier constants: Enm_ Jn(l’tnm ~) Isin ~ Hnm knm Nnm[cos nt~J where: ~a 2 . .n2)Jn2 (gnm) The final form for the Green’s function G is given in the form 1 2 ~-~ ~’~ Jn ~nm ~" Jn IJ’nm ~ cos(n(0Gl(r.p)8(0. It should be noted that the are final solution is uniqueto within a constant.CHAPTER 8 498 Expanding 1 in terms of these eigenfunctions: G GI = n=lm=l Enm Jn [tnm cosn0+ n=lm=l Hnm Jn ~nm sinn0 and using the point source representation in two dimensionalspace for cylindrical coordinates given by: 0 _<r. z nZ)j2n Nnm= 2--’~-~ ~l. boundaryconditions.

(7. (a) Dirichlet boundarycondition For the Dirichlet boundarycondition one can use the samefunction G as in (8.7) and letting ~(nl)(2)(u) Hankel transform E<n <2)(r).p ) ~ 5(0. one can split G = G or G Since this is an exterior problem. one obtains for n > 1: 1)(2) 1)(2) d2 E(n ~ 1 d2E(n n2 E(nl)(2) 2 2 dr r dr r _ ~5(r-p) Isinn0l 7zr [cos n@J ApplyingHankeltransform on E~n~)<2)(r) (see section 7. such that the final solutions given by: oo 2n 2 2 2~t 2 4~t u(r.142): oo 2r~ r -~2 2rt 4rtu(r. ! 1). the component1 in the radial coordinate r.0)=-j"Jf log/P rl/\a r2) f(lo’0)lgdl:)d0-2(a2-r2)f h(0)d~r02 .see Figure 8.~)13 d0 d~ + 2a f log (ar~°2) ~ (8. Starting with the differential equation G G 1 satisfies: -V2G1=~5(x-~) ~5(r. q~ < 2~ Expanding GI: OO G = E(02)(r) + ~ (E(nl)(r)sinn0 + E(n2)(r)cosn0) 1 n=l and using the orthogonality of the circular functions.GREEN’S 8. then for > 1: of 1) OO -u2 E(nl)(2)(u) ~(~ a rIsinn~l dr [cos n. eq.0)= h(0) ~n Dr 0_< 0_< 2n Here again one mayuse the sameGreen’s function given in (8. the field and the source points are located outside the circle r = a and the imagepoint Q is located within the circle.0)=-j" j" log (~) f(0.28.2 FUNCTIONS Exterior Problem 499 For the exterior problem.there is no eigenfunction set for 1 2.0 r 9.6.J Jn(ur) .14 9) a 0 0 Onemayalso find the Green’s function by eigenfunction expansion in terms of the angular coordinate 0.~ (8. r>a 0<0.144). Followingthe preceding treatment for the interior problem.148) a 0 0 (b) Neumann boundary condition For the Neumann boundary condition: ~u _ 0u (a.

CHAPTER 8 n> 1 500 E(nl)(2)(u) _ Jn(PU)#sin(n~)~ .~ log(rl) = 2 (r) TheinverseHankel transformof nth order gives: r<p r >p 2rp cos(0-.onefor the interior andonefor the exteriorof the sphericalsurfaceat r = a.~) f(r.~) such that ~ = a2/p.)] for r < p cos (n(O.~) has an imageat ~(~.151) cos(n(0 .7 and8.¢)) + "~"~ =1 (8. TheLaplacian operatorin three dimensional space in sphericalcoordinates be can writtenas: -V2u(r.r2 andr 0 are givenby: r rl 2 = r 2 + p2 _ 2rp cos 00 . (8.8..~) = interior r _<a.0. see Figures8.gU2 [cos(n~)J 1 ~sin (nqS)~(r/ n E(nl)<2)(r) = ~ [cos(n~)J[(p n ForE(o2)(r).29 £ n=l cos(n(0- @)) (8. 0_<0_<r~.69): 1 E(02) = _ ~. distances 1.~)) n=l For the solution to the secondcomponent onecan obtain the solution by use of the G 2.150) G(r. substitutingthese expressions the series for GI: into O’(r’°lP’*) = 1 log[r2 + p2 -2rp cos(0-.~.see eq.01p.) = 1 log[r2 + p2 -2rp cos(O-~)] for r > p + 2rr (8. there are two Green’s functions.0.)] Finally. 0 _< ~ < 2~r _ exterior r_> a. with Neumann boundary condition: C2(r.~.152) Green’s Function for Spherical Laplacian Geometry for the For a three dimensional regionhavinga sphericalboundary. < 0 -<~. 0_<~_<2n The source point Q(p.01 )--1 8. solution of Laplace’seq.

whichcan be shownto give: 3-~nnl 9 2 a2-rr03 = 4~a =a Thefinal solution for u can be written in terms of a volumeintegral and a surface integral: n 2g/ 1 47zu(r’0’¢) = i 00 2 1| f(0.¢) the choice of the auxiliary function ~ follows the samedevelopment a circular area. +(a2-r2)af j. results in an expressionfor G as: (8. the constant C = 1. 3 00 (b) Neumann boundary_condition For Neumann boundary condition: Ou (a.136) (a) Dirichlet boundar. with r 1 replacing r: g = -4rcr 1 8. the equality (8.1 Interior Problem i (8.e.154) .O.q~) = h(0.153) The normalgradient 313n = 3lbP is needed.GREEN’S FUNCTIONS 501 r22 = r 2 + ~2 _ 2r~ cos 00 where: cos 00 = cos 0 cos ~ + sin 0 sin ~ cos(0 .29. ~)O sin 0 dO or2j " ~ 2~ h(~.¢condition For the Dirichlet boundarycondition: u(a.~) The Fundamental solution for three dimensionalspace is given by. ~)sin 0 dOd~?. ~.0. for i. This leads to the choice of auxiliary function as: Cal 4nor 2 so that for G to vanish at the spherical surface 19 = a.(~)= ~r (8.141).

Here again.2 Exterior Problem Development the Green’s function for the exterior spherical problemclosely of follows that of the circular region.151).29. 7 Geometry for the interior spherical region the auxiliary function ~ cannot be found in a closed form. 8. one needs to split the Green’s function G = G or G 12 whereG is obtained for the point source for the volumesource distribution and G for I 2 the non-homogeneous Neumann boundary condition as was done in section 8. so the normall~adient of is needed. one must follow the analysis of the exterior cylindrical problemby letting G = G or G as was done in section 8. (a) Dirichlet boundary_ condition Here let the Green’s function be the sameas in (8. as was the case for the cylindrical problem.27.27. The normal gradient then is 0G/0n= -0G/09. 1 2 . (b) Neumann boundary_ condition For Neumann boundarycondition. 8.CHAPTER 8 502 \ \ \ \ / / / / Fig.

Substituting for u from (8.77) and v = g from (8. 8.8 Geometry for the exterior spherical region 8. let the auxiliary function ~( the satisfy: -V2~(xI~).155) Letting the Green’s function G for the boundedmediabe defined as G = g .¢) 0 Fig. eqs.12. then the final solution for the non-homogeneous problemis the sameas the Laplacian’s.128): u(x) = ~R g(x[~)f(~)d~ + ~S~ g(xl~) 8u(~) - 8g(xl~) ] 0n~ JS~ (8.X~(x[~)= x in R (8.78) into the equality in (8.~.132-8.31 Green’s Function for the Helmholtz Operator for HalfSpace Refer to the geometryof three or two dimensionalhalf-spaces in section 8. Z > 0.e. .153). 8.39) results in the sameexpression given (8.128) Following analysis undertakenfor the Laplacian.30 Green’s Function for the Helmholtz Operator for Bounded Media Consider the Helmholtzoperator in section 8.GREEN’S FUNCTIONS 503 P(r. (8.26. For two dimensionalspace. such that ~:~ < X < o~. delete the coordinate y from three dimensionalsystem.

82).155) requires the evaluation of the normalgradient G on the surface.157) ?. y < oo (8.y) Here. the choice of: ikrz Ce 4r~r 2 requires that C = 1 to makeG(~=0)= 0 or G(z=0)= 0.158) The Difichlet boundarycondition (8.~ < x.~eikr ° (8.161) . y) (8.160) (b) Neumann boundary condition For the Neumann boundary condition: Ou _ 0.CHAPTER 8.0 --1-7. given by: l)z ikr 3n{ 4= 0 ro)r 4n0G = 2 ik .159) 4~u(x’Y’Z)=I +2z I I ~1-ik/’-~-h(~’q)d~dq. (a) Dirichlet boundary_ condition For the Dirichlet boundarycondition: u(x.y.o) = h(x. with 1 replacingr: eikq g = -(8. r2 (8.~u OnOz = z 0 = h(x. The Green’s function then ik q 1 (e / ikr2 e -.e o The final solution for u(x) can be shown be: to I ei krt ei kr2 ~ oo ( .~ 0 (8.82) 4r~r 1 The Green’s function for the two boundaryconditions follow the same developmentfor the Laplacian operator.1 8 Half-Space 504 Three Dimensional The fundamentalsolution in three dimensionalspace is given by (8.31.156) ~ = -- (8.

166) .165) (8.86) (a) Dirichlet boundarycondition For the boundarycondition.163) 8. It can be shown that the constant C = -1. = ot and the final solution can be shown have the form: to 0--~ --2Z ~ .162) 0 rl + -- f . hr@H~l)(kro)d (8.y)=f ~ j" eikr’ -(8.n) ro d~ (8.GREEN’S FUNCTIONS 505 the Green’s function must satisfy 3Glen = -3G/~ = 0 on the surface ~ = 0 or -3G/~z = 0 on the surface z = 0.31. giving the Green’s function as: G = ~1/eikr~ +--r 2 47z~ q eikr2 Thefinal solution for u(x. d~d~d~ +2 ~ h(~.2 Two Dimensional Half-Space The fundamentalGreen’s function for two dimensionalspace is given by.~.y. with r 1 replacingr: g : ¼H(01)(krl) (8. one must satisfy G = 0 on ~ = 0 or z = 0.164) a or. such that: iC ~ = ~ Hgl) (kr2) so that C = 1 resulting in the Green’s function as: G = ¼ [H(o£)(kq) H(o2)(kr2)] so that: 30 iz H(1)[~ (8.z) can be written as: 4rtu(x.

a less direct methodis needed to obtain G. requiring that C = -1. -OG/O~+’#3 0 on ~ = 0.~)d~d~ 0--oo OO (8.168) 8. G must satisfy. = such that: i Feiklx-~l + eik(x+~)] G = ~’~" L (¢) Robin boundary_condition For the Robin boundarycondition. For this boundary condition.~3 (8.171/ (8.CHAPTER 8 506 (b) Neumann boundary condition For the Neumann boundarycondition. giving G as: G-.2 ~ n(01)(kr0) h(~) (8. (8.167) .z) is given by: 4iu(x.~l j i [u(1)tt" ~ + H(0X)(kr2)] The f’mal solution u(x.-~-L~0 ~. WithG = g .3 One Dimensional Half-Space The fundamentalGreen’s function for one dimensionalhalf-space is given by (8. the normal gradient must vanish on the surface ~ = 0 or z = 0.0 on x = 0.~.. it is not a simple matter to readily enforce this condition. In this = case.eik(x+~).88): (a) Didchlet boundarycondition For the Dirichlet boundarycondition G = 0 on ~ = 0 or x = 0.31.169) (b) Neumann boundary_condition For the Neumann boundarycondition OG/0~ 0 on ~ = 0 or 0G/Ox=. such that: G = 2-~[eik[x-~’ . define a new function w(x) as: w(x) =dG --~-.170) .z)=-~ ~ [H(ol)(krl)+H(02)(kr2)]f(~.

one can use the results (8. one can showthat: wherethe signumfunction sgn(x) = +1 for x > 0. integration for the second the of (8.rl. Thequarterspace is defined in the region 0 < x.171) requires that separate integrals must be performed x > { and x < for The final solution for G(xl~) becomes: i ~ik+~ ik(x+~) +eiklx-~l~ Note that if 7 = 0.~].y.169) for the final solution for w(x) with the source te~ given above: Integrating the aboveexpression.~). one recovers the Dirichlet boundarycondition solution in (8.172) The integration in (8.171).9) G = -e ~x ~ w(~) -~n d~ X (8.GREEN’S then: FUNCTIONS 507 w(0) = Substituting w(x) into the Helmholtzequation: 2 d 2 " Withw(x) satisfying the Difichlet boundarycondition w(0) = 0.172) is straightforward. another image of Q about the y-z plane at Q2(-~.rl. z < . There is an imageof Q at QI(~. Note that w(0) Returningto the first order ordinawdifferential equation on the function G wi~ w(x) being the non-homogenuity: dG -~+~ =~(x) dx then the solution for G in terms of w(x)is given in (1.9. Let the field point be P(x. and = -1 for x < 0. 8. -~ < y < ~.~).~. However. one recovers the Neumann boundarycondition solution in (8.32 Green’s Function for a HelmholtzOperator in QuarterSpace Considerthe field in a three dimensionalquarter-space.z) and the source point be Q(~.170) and if 7 ~ ~. see Figure 8.-~) about the x-y plane. There is an imageof Q1about the .

k) u = f(x. z>0.)2 r42 = (x+~)2 + (y. Define the radii for the problem as: 2 = x2 2 y2 + z r + p2 = ~2 +712 +42 r12 = (x_ ~)2 + (y_ 71)2 r32 = (x+ ~)2 + (y_ ?1)2 + (z_~)2 2 r~l = (x.r/) 2 2 +(z-C) r~ = x2 + (y .y.?1. 8.) + r0~2= x2 + (y.y) (8.-~). .r/)2 + (z + ¢)2 Consider the following problem: 2 (-V .z) X.rl) z 2 (z+.9 Geometry a three dimensionalquarter-space for y-z plane and an image of Q2about the x-y plane.oo<y<oo u(x.CHAPTER 8 508 Fig.O) = hl(x.174) .y.~)2 + (y-n) 2 +z r023 =(X+~)2+(y-?1)2 2 r22 : (x_ ~)2 + (y_ 71)2 + (z+. both coinciding at Q3(-~.

if the imageis reflected over the actual boundary. | rl t_r2 eikr3 ikr~ e + -- r3 r4 If one wouldwant to establish an algorithm for determiningthe signs of the images. When approachesthe surface S2.z)=h2(y. (2) Thesign is reversed if the imageis reflected over an extensionof the Dirichlet boundary. r 1 = r 3 = r02 and Q 2 r 2 = r 4 = r04.Y. if the imageis reflected of the actual boundary. Q2and Q3are located outside the quarter-space. C C and C3. i. Thus: This requires that C2 = -1 and Ct = C Finally. .~. 2 (1) Thesign of the constant is the sameas the source for a Dirichlet boundary condition.82) Since the imagesQ1... the constants carry the value Ct = 1.GREEN’S FUNCTIONS 509 Ou Ou z) ~n:-~xx(O. 3. one can follow the subsequent rules: 1. then the Green’s function must satisfy the following boundaryconditions: on the surface SI: G~= 0 =0 on the surface $2: OG OG ~ Gz= 0 =0 ik r2 e 1 { ~ = ~--~ ikr3 e (8..175) r2 r3 r4 J Withthe definition G :.e.g . C = -1 and C = 1 so that the Green’sfunction takes the final form: 2 3 4r~G eikq ik r2 Fe . rl = r 2 = ro~ and r 3 = r 4 = r03. then one can choose :o:° 0G x 0x :0:° When approachesthe surface S1. Thus: Q ikr0~ ikrol ikro3 4~tGl~ = 0 = e o’ _ C1 e v. (3) The sign is a reverse of the source for the Neumann boundarycondition. The fundamentalsolution in three dimensionalspace is given by: e ikr~ g = ~ 4nrl three auxiliary functions as: C1--+C2~+C3~ eikr4 l (8. _ C2 e ~ _ C3 eikr°3 _ 0 rol rol r03 r03 This requires that C~= 1 and C = -C3.

176) Considerthe special case of a time-independentregion R and surface S. the sign of C = -1.t) from above. the sign for C = 1.t)ls = Neumann: 8u ~(x.t) x on S (c) Robin: 3u -ffffn(x. the surface ~ takes a cylindrical surface form shown Figure 8. the normal ~ = -~t and ~t. Onthe in cylindrical surface S.u (x. . Withthis construct.t)= f(x.x) g(~.t) whichsatisfies: 2] (~2. n = n.t) x on S u(x.xlx.t)l=h(x. t > 0 (8.108) together with the initial and boundaryconditions: u(x.t) : 0 a: < It should be noted that since the wave operator is self-adjoint.tl~. Consider adjoint causal fundamental Green’s function g(~.108) and the adjoint causal Green’s function v = g(~. (8. Substitute u(x.0) = fl(x) O-~.t) = (8.’~lx.0) = (a) Dirichlet: (b) x in R h(x.xlx.C2V g(~. 8.10. then: g(x. Since the region R and its surface S do not change time.x) was defined in (8. i.t)+ Vu(x.x) 6(~:- g(~. 2 C3 = C1 =-C2 = +1.’clx.t) x in R. eq. while on the surface t = 0 and t = T.109).CHAPTER 8 510 (4) Thesign is the sameas the source if the imageis reflected over an extension of the Neumannboundary.e.zlx.tl~.t) x on S s The causal fundamentalGreen’s function g(x. t) = ~5(~.t)l s = h(x.t) into Green’s identity for the waveoperator (8.52). respectively. the sign of C should be the 1 2 3 sameas C because of the reflection about a Neumann boundaryextension and should be the 1 opposite of C becauseit is a reflection about the Dirichlet boundaryextension.33 Causal Green’s Function for the Wave Operator in Bounded Media Consider the waveoperator: -c2V2 u(x.

since g = 0.t)~-~-(~. t) Ou(x’t) 1 dSxdt (8. .x T +C2J" ~ [u(x.10 The geometry for the wave equation.f u(x.e t Fig. then the causality of g will makethe upper to limit t = x and the third integrandevaluated at t = T vanishes.xlx.GREEN’S FUNCTIONS 511 n=e t T n= . the Green’sidentity results in the followingintegrals: T T f f g(~ x[x. 8. t)8(~-x)6(xOR 0 l. t = T > x. x 0 Sx L t)-g(~xlx.177) ~nx -~Sx If one takes T large enough exceedt = ~. t)f(x. Thus. t)dx dt.

t)=g(x.~] /c] H( t. the function g can be rewritten as: g(x. 178) sx 0 S x Onecan rewrite the last expressionby switchingx to ~ and t to x and vice versa after noting that g({.1 for Thus.0) = fl(x) For the one dimensionalproblem.x). x)d~dz + f g(x.z)+ (x For an infinite string. 0)fg OR R t +~-~g(x.177) can be simplified to: u(~’c) f f g(~xlx.CHAPTER 8 512 Since 0gl0t = -0gl0z. tl~.(x .tl{. then eq. Example8.t). 1 dSxdt (8.(~) O~_c2f R IIu0g L 0 S~ gOU] dS~dx (8.z) The Heaviside function can be replaced by: H(a-lbl) = H(a-b) + H(a+b).0) = u(x. Thefirst integral on the source term can be written by: .~)/c] + H[(t.13 Transient vibration of an infinite string Obtainthe transient responseof an infinite stretched string undera distributed load q(x. t): ~ f g(x. tl~.x. see (8. = t)f(x.t) = -. (8.179) The expression showsthat the responsedependslinearly on the initial conditions. t)-g(~xlx. leaving integrals on the source and the twoinitial conditions in (8.179) vanish.t) OR + y R -c2f . x)= ~c {H[(t.’~lx. ti~0)f.179). the boundary condition integrals in (8.~ <x < Ot 2 0x 2 T O -~(x. which initially set in motion.121): g(x.such that: is 02UC2__O2Uq(x. x)=H[(t-x)-lx.o+ x+ R o> f [u(x.z) giving: t u(x. tl~. tl~ z) f(~.t)O-~x(~Xlx.

x) d~ dx + f ~(x.g ~n---~ dz (8.GREEN’S t FUNCTIONS t x + c(t-z) 1 2cTo f f q(~.179) for g.t[~.181) Subtraction of the two equations (8.180) Followingthe development (8. t > 0 t<’~ (8. t]~ "Q f(~ z)d~ d~ + ~ G(x. t)= f f G(x.t) becomes: x + ct t x + c(t--z) 1 u(x.0) R c2 f f 0 S~ .0) ~ OR R f tl .c(t-x) x . one obtains: of t O=f f ~(x.ct For a boundedmedium. t[~.~)f(~.t)= f2c ~ q(~’X) d~dx +½[fl(x+ct)+fl(x-ct)]+-~-cT O ~ f2(~)d~ 0 x .O)~-t (~. 0)f2(~) ~ 0R R .179) and (8.181). results in the final solution: t u(x. together with the definition G = g .t~t ~ ~’ 0+)= ~c {~[t-(x-~)/c] + ~[t+ (x-~)/c]} so that the third integral becomes: =1 j" f~(~){~[t_(x_~)/c]+~[t+(x_~)/c]}d~=~[fl(x+ct)+f~(x_ct) ] 2c The final solution for u(x.t[~.~.ct Thethird integral on the initial conditionrequires the time derivative of g: ~g {x._ ~u u .z)d~ ~[/c] d~ dx= 513 ~c f q(~’ x~) H[(t-x)-I×% 0 o Thesecondintegral can be written as: oo x+ct 1 _ f f2(~)d ~ if 2c --oo x .Let the auxiliary causal function ~ to satisfy: ~2~ 2 Ot 5=0 C2X72~ = OO 0 x in R. requirement to specify u and Ou/~non the surface makesthe the problemoverspecified and the solution non-unique.

"c . let the imageof the source at ~ be located at --~. Rewriting G in a more convenient form using: H(a-lbl) = H(a-b) + H(a+b).x/c] dz = h(t .{H[(t-x)-(x-~)/c]+H[(t-x)+(x-~)/c] ~ -H[(t.x .135).(x + ~)/c]. whichis set in motionby displacing the bar at the boundaryx = 0.x/c) H(ct 0 . giving: 1 x G=2-~The Green’s function satisfies G x = 0 = 0 if C = 1.132 .x/c] ~’~=0 giving the final solution: t t) ~ h(’c) 6[t .H[(t.CHAPTER 8 t G v-| dS~dz 514 (8.6[t .14 Transient longitudinal vibration in an semi-infinite bar Obtainthe transient displacement field of a semi-inifinite bar at rest.182) R +-~fG(x’tll~O)fl(~)dl~-C2fs~IUOn3---~G~0 0n~ JS~ For the following boundaryconditions. The systemsatisfies the following equation: 32u 2 32u 3t 2 c 3x = 0 ~ u(x.8.x) + (x + ~)/c]} 30 3n¢~=0 = .~). one must set conditions on the function G as: (a) Dirichlet: G[S = 0 ~ (b) Neumann: 3a.t) = h(t) Usingthe methodof images. Example8.1 for 1 G=2-.~.O) = -~(x.18) take the forms in eqs (8.O) = u(O.= 0 S~ 3G ~YGs~ =0 3n~ (c) Robin: The boundaryintegrals in (8.

t[~.48).g*_ ~V = ~5(x -~)6(t2g.97) Thecausal fundamental solution g(x.t)ls=h(x. such that: ~u ~V2U= f(x.~V2g ~5(x.0) = fl(x) and the boundaryconditions: (a) Dirichlet: u(x.t) g*(~ g(~. = x) Let the adjoint causal fundamental solution g*(x.t)+Tu(x.t)dx dt-u(t~. t) =g*(x. +) = 0 g*=0 t>~ (8.10: T (8. Ot g*(~.t)[ S = h(x.183) The two causal Green’s functions are related by the symmetry conditions: g(x.0+l~.~)satisfies: .184) ~)and u(x.’~): OR . t > 0 (8. xlx.t)l s (c) Robin: ~u --h(x. tl~x)f(x. ~ Ix.34 Causal Green’s Function for the Diffusion Operator for Bounded Media Considera systemundergoingdiffusion.GREEN’S FUNCTIONS 515 8.t) x onS ~--~(x.t) Ot together with initial conditions: u(x.t)into the Green’sidentity (8. v) satisfy: tl~.~) ~5(t : " g=0 t<x g(x. UsingV = g* (x.t[~x)= xlx. _0. with the surfaces shown j" j" g*(x.96) x in R ~u (b) Neumann: ~(x. tl~ in Figure 8. t) x on x in R.tonS )x (8.tl[.

0[~.~ u(x.185)andusingthe definition G*= g* .x)dx R R Again since g*is causal.185): O=j" ~* (x.01~.186)from(8.’l~.~t* .~. ~u? dSxdt Onx ~nx (8.u~ dSx dt 0 S x ~ Snx s.~:V2g* 0 = g =0 Using ~(~. so Rea~.’ranging termsgives: the OR * R .186) =o Subh-action (8. (8. t) = ~*(x. xlx.0)g’(x.x)dx+gf[~" R Sx 8u_~.0)~’(x. c~n:~ 51 6 .48) resul~sin an equation similar to (8.x) dx + ~ u(x. tl~. x) into the Green’s identity (8.CHAPTER 8 T 0S x ~g ] J"[g*~U _u dSxdt_Is.T)g’(x.185) For a bounded meAium the auxiliary causal function ~ satisfy: let ~t ~ =0 andthe adjoint causalauxiliaryfunction~*satisfies: . t) dx ~ OR +fu(x.g[* results of OR .x) f(x. let T b~ takenlarge enough that g = 0 for t = T> x.

’r) for a Dirichlet boundarycondition.GREEN’S FUNCTIONS 517 R 0 Sx 0n--~-- u On---~-jsxdSxdt Switchingx to ~ and t to x and vice versa and recalling ~at: G*(~xlx.15 Heat Flowin a Semi-Infinite Bar Considera source-free semi-infinite bar being heated at it’s boundary. z) = C [4n~:(t. Thus. t)= f f G(x. R tl~O)d~+~:j" J" G °~u 0S~ 3--~-~ . t I -~.3n~ JS~ t[ uol (8.135).t) = G(x. such that: Ot OU -KV2u = 0 x > O. for the different types of boundaryconditions: (a) Dirichlet: GIs = 0 t ~a-~-. let the imagesource be located at (-~) such that: 2/[4~:(t-z)] -(x+~) u(x.8.tl~.106)."c)] H(t .x) = 0 and G(x. (8.t) = o h(t) To construct G(x. and G becomes: = .tl~. t > 0 u(0. Example 8.tl0.187) whereG = g . tl~x) one can rewrite the last expressionto: t u(x.x) is given in eq.132 ."~) then to makeG(0. G(0. tl~z)f(~ ~)d~ 0R +ffl(~)G(x.~. then both conditions must satisifed.tl~.x) The fundamentalGreen’s function g(x.x) 0 requires that C = -1.= 0 (b) Neumann: s~ (c) Robin: ~G St + ?G = 0 ~n-~ The boundaryintegrals follow the sameforms as in eqs (8. To construct auxiliary function ~.tl~. +) =0 ~(x.

0) = ~ =0 x>0. t) + y u(0.t]~.x) = -~x Y G Substituting w into the diffusion equation and recalling that G = g . semi-infinite solid bar with Newton’s of cooling at the boundarywhere the external ambient temperature is uoh(t).x) be defined by: OG w(x. then: ~t ~x2) :(’~’x-’-~--~c~-~-~I-L-~x-’)L--~-~’~-~’} L~x -~)-y6(x-~) 6(t-~) .(0. t) = o h(t 0x Here the boundarycondition is the Robin condition such that: ~--~ + y G or OG --~x +yG x=0 =0 Let the function w(x.CHAPTER 8 ~/[4~c(t-~:)] H(t "~) {e-(X-~) _ e-(X+~)~/[4~c(t-~:)] } 518 G- 11/2 x H(t .5.tl~.t) t UoX f h(z) ~J 0 (t _ x)3/2 e-X:/[4~(t-x)] Example 8.16 Temperature distribution in a semi-infinite bar Find the temperaturedistribution in a source-free. oqu t>0 --. the temperature distribution in ~e bar due to the non-homogeneous bound~y condition is given by: = D(x. law such that the temperature u(x.~)]3/2 Thefinal solution requires the evaluation of 0G/0n~: _ 0G = ~ ~ = 0 ~--on~= 0 (gG Therefore.t) satisfies: oqu o32u ---K 0t u(x.x) 2/[4~:(t-’t:)] e-X 4~-[K(t .

x)e -~u du X Integrating by parts the secondbracketedquantity in w. one obtains: G = -e~x f w(u. matchingthat given in Example (8.15): w(x. This methodwas the developed by Melnikov.~) ~/[4~(t-’l:)]] e-(X-~) Integrating the equation for G.2‘/e [! e-~ue-(u+ {)~/[4K(t-x)]du H( 1 The last expressionin the integral form can be shown result in: to -~ H(t .x) {y[e-(x+~)~/[4~(t-’r)] ~/4~tK(t .~)et[x+{+~/(t-x)l erfc ’~-(t Note that if. then all . one retrieves the Green’s function for Neumann boundarycondition.tl~./= 0.t I 0.~) I Yx .t ~.35 Methodof Summation Series Solutions in Twoof Dimensional Media The Green’s function can also be obtained for two dimensionalmediafor Poisson’s and Helmholtz eqs.x)h(x)dz j 0 8.r)] z/ [4~(t-z)]] _ e-(X+~) G(x.t I ~.~)I0~-(n= ~)-‘/~(n-~)1~(~00 H(t .t[ n.x) f f G(x. w(0.t[~.Since the fundamentalGreen’s function is logarithmic.GREEN’S FUNCTIONS 519 together with the boundarycondition on w. then one obtains the Green’sfunction for Dirichlet boundary condition. results in the following expression for G: H(t-’c) [e-(X-~)2/[4~(t-. This showsthat the function w satisfies the Dirichlet boundarywith the aboveprescribed source term. If the limit is taken as ’/--) oo.x) = 0. The final solution is given by: t u(x. in closed form by summing series solutions.15). The Green’s function for a Dirichlet boundarycondition is given in Example (8.t) K:y Uo-G(x.

2.rl)) q n 0 .~ ---ifn=l provided that cos (n~) (8. y) < x < L. problem7d: Y Un(Y)= n sinh ( ~-y)+ B cosh (-~-y)+ ~j" fn (~])sinh (-~ (y. since the two boundaryconditions on x = 0.y >0 Subjectto the Dirichlet boundary condition on all three sides.17 Green’sFunctionfor a Semi-Infinite Strip Considerthe semi-infinite strip 0 < x < L.CHAPTER 8 520 the Green’s functions will involve logarithmic solutions as well. y > 0 for the function u(x.0) = and u(x.1 Laplace’s Equation in Cartesian Coordinates In order to showhowthis methodmaybe applied it is best to work out an example. Let the final solution be expanded these eigenfunctionsas: in OO u= ~ Un(Y)sin(~x) n=l Substituting into Laplace’s equation and using the orthogonality of the eigenfunctions one obtains: 2 n2~z d2un (. 2 dy where L fn(y) = ~ j" f(x. Onemay obtain the solution in an infinite series of eigenfunctionsin the xcoordinates..y) = u(h.3 .y) satisfying: -V2u = f(x. L are homogeneous._~_) Un = _ fn(y ) n=1. whichsatisfies the two homogeneous boundary conditions.2ucos~+ u2 = ..35.~) is bounded. 8. and 0 < ~ < 2n The methodof finding the Green’s function dependson the geometryof the problem and the boundaryconditions. y)sin (-~ 0 The solution for the non-homogeneous differential equation is given by the solution to Chapter 1.188) lul < 1.: u(0.. This methoddepends on the following expansionfor a logarithmic function: log~/1. Example 8. i.y) = u(x. These eigenfunctions are given by sin (nnx/L) [see Chapter 6. problem2].e.

the Green’s function G(x.rl) is given by: x) f(~.x) = 0.yl~.y) + ~--~-~ ) n 0 Alsosince u(x.~o) is bounded then: An= .y)= ~ E f I Gn(Y I ~l)sin(~ ~) sin(~x)f(~. the solution for Un(Y) given by: is Un(Y) f Gn(yI rl)fn(rl)d~l = -~ I f Gn(Y rl) f(~’rl)sin ~)d~d~l = I 0 00 Y< ~l y>rl oo Loo u(x.~-~ I fn (~l) e-nml/L l 0 Thefinal solution is then: .Un(Y) ~ I fn (~1)[enr~(Y-’O)/LH(IIY) e-nr~(y+rl)/L + e-nr~(Y-rl)/LH(~l y)] d~l = 0 Thus. then n =0 and: Y nn L I fn (. yl~.rl)d~drl G(x.enn(y-~l)/L Gn [ ~1)= 2--~-~[e-n~(y+~l)/L~ (Y -nr~(y-rl)/L e Notethat Gn(01~l) = Thus.q) sinh (~ (y _ ~l)) Un(y = A sinh (-~-.n)=~ Gn(Y n=l n) sin (-~-.~)sin (-~L L L For the region y > n=l Gn(Y . the Green’s function for the y-component given by: is L [ e-nn(y+~l)/L .GREEN’S FUNCTIONS 521 Since u(0.’q)d~d~l n=100 = I It-~ E Gn(Ylrl)sin(~)sin(~ 00L n=l Thus.

2 Laplaee’s Equation in Polar Coordinates The use of the summation obtaining closed form solutions for circular regions in for two dimensionscan be best illustrated by examples.rl) ) cos (~ (x + ~)) + exp( _--7.188). resulting in the final form: G(x.CHAPTER 8 522 1 n=l 1 exp(n G(x. Example 8. y ] ~.35.~)) + exp (-~(y 2r~ B = 1 . such that: --g72U = f(r.189) C= 1-2 exp(~(y-n))cos (~(x.~) rl))cos(~(x-~))+ exp(---~(y + ~1)) (~(x cos Similarly.~))+ exp(-~ D=i-2exp(~(y + rl))cos (~(x q-~))+ exp(-~ (y The methodof images wouldhave resulted in an infinite numberof images.2 exp(~ (y . one gets the following closed form: 1 ~ E exp(---~--(y n=l Here: u= exp(-~(y + rl)) = ~--~1 log. 0 <0 < 2rt .(Y L L L (8. ~1)= 1 logAB ~ (~--~) where: A=I-2exp(~(y + ~l))cos (~ (x .18 Green’sFunctionfor the lnterior/Exterior of a Circular Regionwith Dirichlet BoundaryConditions First. 8. y I {. one obtains the closed formfor each of the remainingthree series. consider the solution in the interior circular region r < a with Dirichlet boundarycondition governedby Poisson’s equation./1-2exp(-~(y+ z~ V L ¢~ = ~(x. 0) = 0 < a. ~1) : (y+’q))-exp(---L-(Y-~l))¯ Usingthe summation formula (8. on the first of four terms.0) u (a.

f log(_0)fo (13) r ~ a 0 0 a = IGo(r 113) fo(13)13dO 0 where: ..S(r ) Bo : -Ilog(~)fo(l~)Pd13 0 so that: r a uo (r) = f log(13)fo (13)13do.S(r ) = 1 I f(r.0)d0 0 2~z cos(n0) f~. Expanding solution in terms of these eigenfunctions: the U=Uo(r)+ ~ uCn(r)c°s(n0)+ n=l so that the functions un satisfy: 1 d/rdUo~ =_fo(r) r dr \ -’~-r 1 d(rdU~’s/_n2 ~-u~ ’s: r~r -~-r d r where: 2n 1 f°(r) =~-~ I f(r. 2.0) dO ~t sin (nO) 0 Integrating the differential equationfor Uo(r gives: ) r Uo(r) = o l ogr + o+ Il° g(p-) f°(13)13d0 B 0 The condition that Uo(0)is bounded requires that o =0 and the boundary co ndition at r = a results in the expressionfor Bo: a 2 u~(r)sin(n0) n=l _f~.GREEN’S FUNCTIONS 523 The eigenfunctions in angular coordinates are: sin (nO) n = 1.. 3 .....1.2 . cos (nO) n = 0.

s (r) resultsin the following solution: Integrating differential equation un the for u~.$ is bounded u (0) requires n = an th bo that 0 d e undary r =a requ on ires that : n 2ha Thus.O)obtained for is bysolutionsthe into original eigenfunction expansion: . Finally. c.(r p)fnC"(p)pdp I 0 where ---1 [lr~n .log(L) a r>_ p It should notedthat Go(alp) Go(rid)= 0 as requiredby the Dirichletbmmdary be = condition.oLLr.’(p)pdp Againn C.(-rP~n 29 2nLLp) La J n 1---If O-~ ( rP’~n] for r_< P Gn(rI p) 2nL -La J r --e) for r>p Note Gn(alp) that = Gn(rla) asrequired Dirichlet =0 by the boundary condition. n n fC(P~-(--~ l’~’S(p)pdp-~n/.log(O_) a r _< p 524 Go(rI p) .s -n n 2.S(r) -¢.)I I-~)-l~)3 which be written as: can na’r’p’n 1 (r~ a = ~O. f~"(p)pdp _ f. the solutionu(r. final solution u~ (r) becomes: the for ’s n | r na n a i rf~’s(p) 1.CHAPTER 8 .

q°) + (~-~)2 1 1 .28).0) = ao(rl9)+2 Gn(r I O)cos(n(0n=l The series can be summed.. 2£ Gn(rlp)cOs(n(0 n=l .019.*)pdpd* 2n O0 ~ 2~ a 1 Gn(r [o )[ c°s(n~)c°s(nO)+sin(n*)sin(nO)lf(p’*)odpd* +-._~_1 I I G°(r]o) f(p.2r’c°s(~-~)+r~ (8.~)pdpd ~ 2~ 00 2g a ~ IG~( 1 r IP)C°s(n(O-~))f(o’*)pdpd* +.190) =~log(P2 the notation for r 2 and r~ are given in section (8..2 (r) cos (0 P P . (p)) n=l £ n 1 /~)n cos (n(0 .188) as: eq.2 (~) cos (0 2 (1_2(~)COS(0 ~) + (~) where~ = a2 / p is the location of the imageof the source at p.2 (~-~) c°s (0 . G(r’01 ~’~) = ~ {-l°g(~)~ . the Green’s function becomes: a(r.142). (8. Notethat the last answeris the same as the one given in (8.0) JG I 0)fo( P)PdP o(r 0 oo a + £ IGn(rlP)[f~(o)c°s(nO)+fSn(O)sin(nO)]pdo n=10 2n a :. Therefore: +l°g[( ~ .GREEN’S FUNCTIONS a 525 u(r.." ( 1 .tp)) =½log . 2 I n=l 0 0 Thus.E I I n=lo0 1 ~ ~Go(rl0) f(0.

19 Green’sfunction for the interior region of a circular region with Neumannboundary Considerthe solution in the interior region of a circle r < a with Neurnann boundary condition. then uo is given by: r Uo(r) = o l ogr +B + flo g(~)fo(O)od oO 0 Requiting that Uo(0 is boundedand satisfying the Neumann boundarycondition results ) in: a Ao =f fo(O)OdO 0 and a a Uo(r) = f log(P)fo(P)pdp + f log(~) 0 r a = f Go(r [ P) fo(P)pdp 0 where log(__O) a log (r) a O< r ~ _>r Go(rl9 ) = ’s For the functions u~ (r): ’sr-n uCn’S(r) : ACn ’srn + ~jn _ + B~ fnC’S(p)PdO 2n~)L\r) ’s Requiring that u~ (0) is bounded -~-rn (a) = 0 results and = n -2ha + ’~(p) pdp .CHAPTER 8 526 In the exterior region r > a.0)=0 Following Example8. Example 8.18.. with the notation that p > a is the source location and hence~ = a2 / 9 < a.0) and -~rU(a. one can use the sameGreen’s function. governedby Poisson’s eq. such that: -V2u= fir.

(8.S(r) = IGn(r I p) f~’s(p)pdP 0 where: G (r I P) = 2n L\ P) ~. a2 ) n lI(19~n +( rlg"]n 1 2nL rJ t.0 ’ P.28) and matchesthe solution given in eq. (r~r~ { + logp2~2_ log ( ) } The last expressionis written in the notation of section (8.191) with the notation at the source p > a and its image~ = a~ / p < a.*) = ~(r.144).01P.*) : ~ { ’og(~)~ .2(~) cos (0.log(’. (8.01 a.0) In the exterior region. ~)pdpd# 00 n=l Summing series results in the form given in (8.S Substituting Go(rip) and Gn(r[p) into the solutions for n and those in t urn i nto t he seres for u(r.0) results in the solution given by: 2n a " ~ 1 ~ ~ Go(r~p)+2E Gn(rlP)COS(n(0-~) )~ f( p.188): the G(r. a2) j for r>p ¢. . one mayuse the fo~ in eq.GREEN’S FUNCTIONS 52 7 ’s Finally. the function u~ (r) can be written in compact formas: a u~.O) 1 log 4g I. The Green’sfunction is symmetric (r.p) and satisfies: in (a.

"-~" dx +" d~’-" :’ = f(x).7 Obtain the Green’s function for the following eigenvalue problemsby: (b) Eigenfunction expansion (a) Direct integration d. 0 <x <L y(0) = y’(0) = 0. y(L) = 0.- y(0) finite y(1) = 4. y’(0) = 0. 0 <x < 1 . d4y -~---3" = f(x).1 Obtain the Green’s function for the following boundaryvalue proble~ms: 1. y(L) = y"(L) = 0 Section 8.~2. y"(L) = y’(L) 0 <x <L y(0) = y’(0) = 0. _ f(x). also obtain y(x) d ~xdY~ n2y=f(x ) 0 _< x <_1 y(0) = y’(1) = 0ax<l y(0)finite y(1)=0 3. d2Y ~-$--k2y _ 0 < x _< L y(0) = y(L) = 5. d4y = f(x)._ (i) y(0) = 0. x2 d2y _ dy _2. y(L) = 0. d4y -~-= f(x) 0 < x _< L y(0) = y"(0) = 0.CHAPTER 8 528 PROBLEMS Section 8. y"(0) = 0. y’(L) . y d~2 + y = x.2Y k2y= f(x) + 0_<x<L y(0) = y(L)= d4y ~_~4y=f(x) 4 dx 0<x<L . y(L) = y’(L) 7. y"(L) (ii) y(0) = 0.

Find the Green’s function for a vibrating string under tension and resting on an elastic foundationwhosespring constant is 7:- f(x) d2y+ 7Y-k2y= f(x) x. g.8 Find the Green’s function for a beamon an elastic foundation having a spring constant 7~: f(x) d4y ~. and the temperaturedistribution. such that: d2T .GREEN~ FUNCTIONS 529 10. Obtain the Green’sfunction. in a semi-infinite bar.4y = f(x) 4 dx x >0 - y(O) = y"(O) = 13.~ = f(x) 15. \ ox} O_<x<l y(O)finite y(1)= y(1) = 11. T. 8. x >0 T(0) = T1 = const Find the Green’s function for a semi-infinite.0 > 2 dx (a)? > 2 (b)"/< 2 y(O) = and (c) = k2 14. x 2 d2y ^ dy ~ + 2x ~xx + k2x2y = f(x) < x < 1 y(O)finite Section 12. simply supported vibrating beam: f(x) t x day + ~4y = f(x) 4 dx x >0 y(0)= y"(0) = .

T4y+ [~4y = f(x) > 0 for (a) T > (b) T < y(0) ard (c) = I~ y"(0) 19.whose elastic constant is ~4._ ~. simply supported beam 4.CHAPTER 16.4y + [~4y = f(x) x _> for (a) ~’ > (b) ~. such that: f(x) _ ~. resting on an elastic foundation. < y’(0) 0 and (c) ~’ = y"(o) = . Find the Green’s function for a vibrating semi-infinite fixed-free beamresting on an elastic foundation.0 > y’(0) = y’(0) = Find the Green’s function for a semi-infinite fixed vibrating beamsuch that: f(x) d4y dx 4.[~4y = f(x) 4 x >0 y(0) = y’(0) = 18.[~4y = f(x) 4 dx 17. Find the Green’s function for a vibrating semi-infinite. 8 530 Find the Green’sfunction for the semi-infinite fixed-free vibrating beam: fix) d4y4. x. whose elastic constant is T such that: fix) ---~4Y .

GREEN’S Section 8.oo < x < oo 21. -"~ < x < o.~’ Y + ~4y = f(x) for (a) ~ > (b) ~/< and (c) ~/= . Find the Green’s function for an infinite vibrating beam: 4 __~_g.~/y .k2y = f(x) -~.f(x) = -~ < x < oo 23. whoseelastic constant is ~: 4 dy _4 . (c) ~/= 2 Find the Green’sfunction for the temperaturedistribution in an infinite solid rod: d2T .~----~-. 2 dx for (a) y > 2 (b) y < 2 and 22.+l~4y fix).. = ~ dx 24.~’T. < x < ~.9 20. Find the Green’s function for a vibrating string undertension and resting on an elastic foundation. Find the Green’s function for an infinite vibrating beamresting on an elastic foundation.whose elastic constant is Tf(x) d2y~. FUNCTIONS 531 Find the Green’sfunction for an infinite beam an elastic foundation: on fix) _ d4y_ ~/4y = f(x) -4 dx .

Find the Fundamental Green’s function for a vibrating stretched membrane resting on an elastic foundation.20 532 25. . ~74g k4g.~) 26. by use of Hankel on transform: (. by use of Hankel transform. = ~(x+ . Find the Fundamental Green’s function in two dimensionalspace for a vibrating plate supported on an elastic foundation under harmonicloading. Find the Fundamental Green’s function in two dimensionalspace for a stretched membrane use of Hankel transform: by -V2g = ~(x . Find the Fundamental Green’s function in two dimensionalspace for an elastic plate by use of Hankeltransform: -V4g= ~(x-~) 30. whosespring constant is ~.CHAPTER Sections 8 8. = ~(x~g ~) (a) by Hankel or (b) by construction 3 I.17 u 8.V4g. Find the Fundamental Green’s function in two dimensional space for a plate on elastic foundation(~ being the elastic spring constant) such that: .such that: -V2g+(7-K2)g = ~i(x- 2 7>z (a) (b)2 7<~ 29. Find the FundamentalGreen’s function for a vibrating membrane two dimensional in space by use of Hankeltransform: 2(-V k2)g ~i(x= 28.~g ~) for (a) k>7 Co) k<7 where representsspring y4 the constant unit per area k4 representsfrequency and the parameter.v2 + ~)g= ~(x. Find the Fundamental Green’s function in two dimensionalspace for a stretched membrane an elastic foundation. such that: . 27.

. = o .01~. Find the Fundamental Green’s function for the waveequation in two dimensional space for wavepropagation in a stretched.X) dt - = . obtain the Fundamental Green’s function by (a) Hankel transform only.x) = ~. such that: -~t. (b) simultaneous application of Hankelon space and Laplace transform on time. so that the sourceterm is not confusedwith the initial condition.~) fi(tv g(x.) = ~ (x.23 533 For the following problems. let ~i(0 be replacedby ~(t-e).GREEN’S Sections FUNCTIONS 8.’0 g(x.Ol~.Ol = o -ff (x.~) ~5(t- 2 ~t g(x. For Laplace transform time.01~.x) = ~ (x.~v2g =5 (x -~) ~(t.x) = dt 38. 36. Find the Fundamental space g(x. Let e --> 0 in the final solution.x) = at Green’s function in two dimensional space for wave 37. 34. Find the Fundamental Green’s function in two dimensional space for a stretched membrane an elastic foundation with a spring constant ~/. Find the Fundamental propagationin an elastic plate such that: 02g -c 2~4 g.01~.~-~.01~.21 -.membrane: OZg _2~2_ e v s :o ’0 3g 0 g(x.01~.= 8 (x.OI~. Do problem(33) in three dimensional space. Doproblem(32) for three dimensional space.0.8.Z) 33. Find the Fundamental Green’s function for wavepropagationin an infinite elastic beamsuch that: 2 c 2 04g 02g =8 (x.1. Green’s function for the diffusion equation in two dimensional 32. or (c) consWaction after Laplace transform on time.-~g(x.O 35.01~. such that: on ~)2g + ~/’g _ C2V2g= ~ (x..~) 8(t~ 0t g(x.

x >_0 (c) N. > 0 .oo < y < oo .k2u = fix.~-4. The boundary conditions are specified in order S 1. Poisson’s Equation in two dimensionalspace in quarter space: S1 $2~S ~. $2 42.z) x.z) = (a) N. Sections 8. Obtain the solution for Poisson’s equation in one-dimensional space for a semi-infinite medium: d2u(x) dx2 = f(x) with Robin boundarycondition: du(O) .34 Obtain the Green’s functions G for the following boundedmedia and systems. z > 0 same boundarycondition pairs as in problem 41. 44.k2u = f(x.N (b) z.D (d) D. Obtain the solution for Poisson’s equation in two dimensionalspace for half space: -V2u = f(x.x -V2u f(x. with D and N designating Dirichlet and Neumann boundaryconditions. HelmholtzEquation in two dimensions in quarter space: -V2U.z) x. respectively. where: -V2u . > 0 -o o < y < oo 43.z) .z) x.oo<x<oo.CHAPTER 8 534 39. Doproblem41 in three dimensionsin quarter space: -V2u = f(x. z>0 x _> 0 with (a) Dirichlet or (b) Neumann boundarycontiditions.y.24 m 8. same boundaryconditions as in problem 41. Do problem 43 in three dimensions. 41.y.y u(0) = 40.

L/2 < z < L/2 <x <~ with boundary conditionpairs of (a) N. _L/2<z<L/2 49.D. (a) D.oo<x.y. N(b) D. .N. Doproblem in three dimensional 47 spacefor an infinite layer: . y.N (d) D.V2u k2u= f(x.z) = x. y. Doproblem for the Helmholtz .N 45 Equation: 46. Poisson’sEquation eighth space: for 535 I Z S1 S3 S2 -V2u f(x.D (b) N.D.N.z) x.N (c) D. z >_ 47. sameboundary conditionspairs as in problem 47. z > 0 with boundary conditionson surface: S1 (xz plane). Helmholtz Equation two dimensional in space in an infinite strip. Poisson’sEquation twodimensions a twodimensional in in infinite strip z +L/2 ¯ S1 -L/2 -~72U fiX.Z) = -~o $2 .GREEN’S FUNCTIONS 45.y. 48.y<oo. $2 (xy plane) and $3 (yz plane) givenin order S1.

536 52.CHAPTER 8 49 space in an infinite layer. Doproblem for three dimensional . Poisson’sEquation two dimensions the interior of a two dimensional in in wedge. . . 50.y < ~. whose angleis r~/3 where: r_>0.L/2< z < L/2 spacefor Helmholtz equationin the 51...(b) 53. 0_< 0 _< ~/3 0--0 with boundary conditionpairs of (a) N-N.0 < x. Helmholtz Equationfor the geometry problem in 52. Find Green’sfunction in two dimensional interior andexteriorof a circular area for Dirichletboundary condition.

of Example 9.u---~ xn-I e-axdx U = U e_aU_n ~xn_ e_aX dx 1 a a U Repeated integrationof the integral above results in: n un_ k n! I(a)=e-aU ~ T (n-k)! k=O 537 . the followingsections.1 Introduction In this chapter on asymptotic methods. In are 9.The generalformof the integrals involves integrandthat is a real or complex an function multipliedby an exponential. then it is possibleto get an asymptotic valueof the integral by oneof a fewmethods.9 ASYMPTOTIC METHODS 9. repeated is made integrationsby part to create a series with use of descending powers a larger parameter.If the exponential function has an argument can that become large.1 Consider integral I(a): the I(a) = ~ n e-ax dx u integration parts resulksin: by I(a)a e .the emphasis placedon asymptotic is evaluation integrals andasymptotic of solution of ordinary differential equations. a fewof these methods outlined.2 Method of Integration by Parts In this method.

Integrating each term in (9.1) results in an asymptotic series for f(p): oo F(n)(O ) f(f~): Z pn+l n=O (9.1) 0 Expanding F(t) in a Taylor series about t = 0..5 t 22 s3 I(s) 2 s 2s 23 s4 ~.: ’~ F(n)(0) n F(t)= Z n=0 whereF(n) is the nth derivative.5t3+.e.3 Laplace’s Integral Integrals of the Laplace’s type can be evaluated asymptotically by use of Taylor seres expansionabout the origin and integrating the resulting series term by term.2 Consider the following integral. which is known have a closed form: to I(s’ = ~ el~t dt : ~ eS erfc(’f~ ) 0 The term (l+t) -1/2 can be expanded a Taylor series: in (l+t)-i/2=l_t+ 1-3 2 1.CHAPTER 9 538 9. uponintegration via (9. i.3) results in: 1 1 1."’" Equatingthis expression to the erfc(~f~) one obtains an asymptoticseries for the erfc(z): ~r~ ~s 2s "-~’÷ 22s 3 23s 4 +"" 1.3 .2) where the Watson’s Lemma used: was ~t 0 and where F(x) is the Gamma function.3. see AppendixB Example 9..3) which. Let the integral be given by: f(p) = -pt F(t) dt (9. F(t) can be written as a sum.3 3. 2 ~ 3! 23 v e-pt dt = r(v+l) pv+l (9.

4) . i. and f(z) is analytic at 0.4 Steepest Descent Method Consideran integral of the form: I c = ~ e0f(z) F(z) C whereC is a path of integration in the complex plane. i. i. z0 = x0 + iy0. Hence. To choose a path through the saddle point z0. called the Steepest Descent Path (SDP).. then u and v are harmonic functions. It is desired to find an asymptoticvalue of this integral for large 9. Onthe other hand.y) cannot have points of absolute maxima minimain the or entire z-plane. Letting the analytic function f(z) be definedas: f(z) = u(x.ASYMPTOTIC METHODS 3-5 ~ 24 z8 ÷. (9. This would maximizethe real part of the exponential function. see Figure 9. one obviously must choosepaths whereu(x.e.y) at increases along C’.y) has maximum value at somepoint zo. 539 1 1.e. i.y) has a relative maximum o.1.y) is maximized. u(x.e. z = x + iy. i .y) (9. To locate the point z0 whereu(x.6) Since f(z) is an analytic function. This wouldresult in an integral that will diverge along that path. This wouldresult in an integral that wouldconverge. if one chooses a path starting from zo whereu(x.5) then the path of integration is chosensuch that the real part of f(z) = u(x.3 z _z 2 ~ 1 erfc(z) ~-~-~ e l~---~-z4 . especially when19 >> 1. The topographynear z0 for u(x. This indicates that: (9.-~-V = 0 (9. a path of descent fro m thepoint z 0. and a path through the point. s o t hat u(x.stay at the samelevel. The Steepest Descent Method (SDM)involves finding point. Since Ou/Ox 0 and ~u/Oy 0 at the SPz0. V2u = which indicates that u(x. then the partial = = derivatives 3v/Ox= 0 and Ov/3y= 0 due to the Cauchy-Riemann conditions. or ascend. then the exponential function increases exponentially awayfrom the saddle point at z0.23 z 6 9.. f(z) and F(z) analytic functions and 9 is a real constant. so that the integrand decays exponentially along that path and the integral can be approximatelyevaluated for a large argument0. Thiswould ean hat m t the exponential function has a maximum value at z0 and decays exponentially awayfrom the SP z0.y) = constant wouldbe a surface that resemblesa saddle. called the Saddle Point (SP).e.: ~u = 0 .the points whereeq.the extremum point(s) are found by finding the point(s) wherethe partial derivatives respect to x and y vanish.y) has a relative minimum z0.y)+i v(x.y) d ecreases o at the path(s) awayfrom 0.6) is satisfied are stationary points. paths originating fromz0 either descend.e.

This wouldlead to a convergent integral along C’ as 0 becomes very large.~gx cos 0 . Thus. This meansthat one must find the path C’ so that the function u(x. ost (9.= ~s 3x~s 8u Ou~x+ 0u 3y~s 0y 0u --sin ~y =~xxC°S0+ 0u .e. In order to improvethe convergence the integral. the absolute value of the rate of changeof u(x. a path of descent from z 0 so that the real part of the exponential function decreases along C’. Since f(z) is an analytic function at o. one needsto find the of steepest of all the descent paths C’.y) decreasesmost rapidly and this path is to be called Steepest Descent Path (SDP).e. (9.y) changes most rapidly on path C" defined by v = constant. 0 _--~y ~s ~u ~y ~v ~x (9. (9. especially with a large argument0. Let the angle 0 be the angle between the tangent to the path C’ at zo and the x-axis. the function u(x.7) Theroots of eq. Onemust choosea path C’ originating from the SP. 10u/0sl is maximum along C’.~X-X sin =0 ~0~. To find such a path..z0)3 + .i.Y = v o) o (9. z0.CHAPTER 9 540 df[I = e’(z0) = (9. Thus.7) are thus the saddle points of f(z).8) with respect to the distance along C’.e.9) Eq. s. Since the path must pass throughthe SP at zo.z0) + a2(z.y) increases or decreases mostrapidly. results in v = constant along C’. (9.9) defines path(s) C’ from o having t he m r apid change in t he slope. giving: f(z) = 0 +al(z . then the slope along the path C’ is given by: -. i. defined by a distance parameter"s" whereu decreases at the fastest rate. eq.z02 + a3(z.y) = V(xo.: .9) defines a path(s) whereu(x. i. 0 To find the orientation 0 where ~u / ~s is maximized. where: ..y) decreases at a maximum as z traverses along the path C’ awayfrom rate z0. ~s) = 0+~cos0 Using the Cauchy-Riemann conditions: ~u ~v ~x ~y then the equation above becomes: 3v 3v 3v ---sin 0 . It is imperative that one finds the path(s) wherethe function u(x.then one obtains the extremum of the slope as a function of the local orientation angle 0 of C" with x. then the equation of the patlh is defined by: v(x. then one can expand t e flmction f(z) i n a h Taylor series about z0.8) Integrating eq. To identify whichof the paths are SDP.y) along the path "s" must maximized..it is sufficient to examinethe topography near z0.

am(Z0) 0 also. so that the first non-vanishing = o) coefficient is am+ then. then cos(m0< 0. a2(z = a3(zo) . in the neighborhood zo.Y0) v0 = v(x0. for steepest descent paths. uo has a local maximum zo on C’ and hence..: f(z)= f(z0)+(z-z0) m+l fCm+l)(z0) (m st where terms of degree higher than (m+l) were neglected in comparisonwith the (m+l) term. f(z) can be approximated the first of by l. Defining: f(m+l)(zo) ibae = (m+ 1)! and the local topographynear the SP zo by: Z ...uo < 0 for any point (x.2 . 1. in addition. since: a1 = f’(zo) = 0 If.. (2re+l) m+l m+l Substitution of 0 in the expressionfor u(0) aboveand noting that. or: sin[(m+l)0+b] = The various paths of steepest ascent or descent have local orientation angles 0 with the x-axis given by: n~ b 0= n=0.. i.e.. indicating that n must be odd. r espectively: of u = uo + ar m+l cos[(m+l)0+b] v = vo + ar m÷l sin[(m+l)0+b] The steepest descent and steepest ascent paths are given by v = vo = constant. u .y) at C’. then the secondterm vanishes.. m m+l m+l . and are defined by: 2n+l b 0SD P = ~x-~ n = 0.Y 0) Hence.. 2 ..the real and imaginaryparts of f(z) in the neighborhood o are.Z0 = r ~i0 an = f(’)(zo) then the function f(z) in the neighborhood the SP can be described by: of m+l= u + iv + r m+li[(m+l)O+b] f(z) = f(z0) + aeib(rei°) ae 0 0 where: u0 = U(Xo..ASYMPTOTIC METHODS 541 n! Due to the definition of the SPat z0.. The numberof steepest descent paths are thus (m + 1). two non-vanishingterms of the Taylor series about zo..1.

2are performed the real axis of the w-plane.: 0 0 where ~(w)= F(z(w))and (dw/dz)are complex function in the w-plane. = u wlc~. 9. z Expanding ~(w) in a Taylorseries in waboutw= O. call themC~and C~. 2.10) ~(w) = Z (dw/dz) n=0~n wn+V (9. i. over i. so that the integrals on z Izl w 2 C~. --> 0% ---> oo. is Sincev = vo on C~.It shouldbe noted that this conformal 2 transformation usuallynot easily invertable. Invoking the Cauchy Residuetheoremfor the closed path C + C~+ C~let: w= f(z0) .since conformal transformation -.e.z(w)is complex.11) . thenw= 0 andwhen onC~.1 To evaluatethe integral over C in (9. then: (dw/dz"~’~ ~(w) dw pf(z°)fe-0w IC~2= °If(zo)-w]~(w)[~ww]dw=e ¯ fe (dw az) / (9.: C~.CHAPTER 9 542 Fig. each originating fromzo. w each of the twopaths C~andC~whichcan be inverted to give z = z(w).c~UoWhen = z0. the original path C mustbe closed with any two of the 2mSDP paths C’.e.f(z) o + iv (u +iv) o)Thepreceding equality can be usedto obtain a conformal transformation = w(z). "[his transformation the z-plane to the w-plane from transforms original path C as well as the the paths C~. to new paths in the w-plane.4). then the function wis real on the twoSDP 2.

This means that the first termin eq. Thus. especially when13 is very large. these to approximationsassumethat the major contribution to the integral comesfrom the section of the path near the saddle point. using Watson’sLemma (9.Ic~ + 2hi [sum of residues of the poles between C+ C~+C~] (9. for z near z0.14) Thus. It should be noted that the slope dw/dzhas a different value on C~and C[.12) Note that Ic~ and Ic~ have different series basedon the path taken. (9.f(z) =-(z. 9. C~. so that the sign assigned for C~ is negative. and C~.15) (z-z0) = f(m+l)(zo ) where the complexconstant c is given by: (m+l)! C= f(m+l)(z0) Note that the (re+l) roots havedifferent values along the different paths C~n. Thus.10).3). (9. Substituting eq. (9. one can neglect higher order terms in ~(w) and (dw/dz) in such a way a closed form expression can be obtained for the first order term.10) becomes: in Ic[2 ~ ePf(z°) Z ~n F(n + v + 1) 9n+v+l n=0 (9. resulting in: I C = Ic~ . an approximate value for w can be obtained by neglecting higher order terms in w: w= f(z0). I0). then two paths C[2 must be joined to C. which maybe clockwise for somepoles and counterclockwise for other poles. Toobtain the first order approximation.12) wouldsuffice if 13 is sufficiently large. if C is an infinite path.5 Debye’s First Order Approximation Thereare first order approximations the integrals in eq. Differentiating this approximation z with respect to w results in: for dz dw -m/(rn+l) cl/(m+l)w m +1 . resulting from the derivative dw/dz. the integral in (9. Principally.11) into eq. (9.ASYMPTOTIC METHODS 543 wherev is a non-integer constant. integrating the resulting series term by term. The paths C~and C~start from w = 0 and end in w = ~ along each path.13) The sign for the residues dependson the sense of the path(s) of closure betweenC. and one must close it with an infinite path. the conformaltransformation betweenw and z can be obtained explicitly in a closed form by the approximation: 1/(m+l) (m+ 1)! 1/(re+l) = Jew] 1/(re+l) w (9.m+l f(m+l)(zo) (m+ 1)! (9.

[ } (9. [ _ c(m+l)_.17) (m + 1) p(m+1)-’ [.Ic~ I"((m + 1)-I)F(zo)ePf(zo)Ic(m+l)_. ionCi IonC~ wherethe residues of the poles were neglected.17) represents the leading term the approximationof the asymptotic series.16) The first order approximation the integrals in (9.t dt 0 When is an integer n. The Gamma function is given as an integral: F(k+ 1) = k e.: I c = F(z o) pf(z°) ~p.18) Example 9. Note for m= I. Ic.1 = 0. the two roots of c are opposite in signs and hence the expression in the bracket is simply double the first term in the bracket.18) gives: f(zo) = f(1) = -1. Let t = kz.so that the sadd point is le located at Zo=+l.e. To obtain a Debye’sapproximation for the k asymptotic value for a large k. F(z) = 1 and: 0 f(z)=log(z)Thesaddle point zo is derivedfrom f’(Zo) = 1 . Furthermore. (9.c~ become: el/(re+l) OO IC. F(n+l) = n!. the integrand must be slowly varying.known as Sterling’s Formula. Eq.4) is thus given by: to I c .C.~ .. i./2n/( -f (Zo)) (m = 1) (9. the function F(z) can be approximated its value at z0: by 544 F(z)F(zO -Thus. c~/(m+l)r(1/(m+ 1)) m+ 1 pl/(m+l) (9.. f"(Zo) = -1 in . the integrals Ic. then: F(k+l)=k k+l e-kZzkdz=k k+l ek(logz-z) 0 For the last integral.3 Obtain the Debye’sapproximationfor the factorial of a large number. Evaluating the function in the expression (9.CHAPTER 9 Similarly. the exponential for term does not have the parameterk in the exponent. This is not the case here as the function t k becomesunbounded k large.’C~ F(z0) m+ 1 ePf(zo) -m/(m+l) dw f e-pw W 0 e pf(z° Ic~ . .

Since f"(Zo) # 0. then the saddle point is of rank one (m -.0 and thus vo = 0. 1 =0.r sin0 The saddle point zo = 1 has r = 1.r sin0 = vo= 0 or: . then: f(z) = log(r) + i0 i°= log .3 b=~. The equation of the SDP becomes: v= 0. The function f(z) = log (z) .r cos0 v = 0 .ASYMPTOTIC METHODS 545 ® SaddlePoint Figure 9.2 Steepest therefore: a=l and descent and ascent paths for Example 9.r s in (r) Here: u = log (r) .r c os0 + i ( 0 . 0 -. Let z = rei°.z can written in terms of cylindrical coordinates.1) and hencethe SDP in neighborhoodof zo maketangent angles given by: 0SD p = 2n+ ~ 2 ~- 1 x ~ 2 n = 0.~ The SDP equation is given by v = vo = constant.

Letting t = ~ + i~l. Path "2" extends from z = 1 to 0 and path "1" extends from 1 to oo.~exp[iz3/2(t3/3 + t) ] dt Letting x = z3/2 one can write out the integral as: _ 1/3 oo Ai(x2/3) = -~-~ ~ exp[ix(t3/3 + t)] Onecan evaluate the first order approximation large x.i (t3/3 + The saddle points are given by f’(t o) = i (to2 + 1) = 0 resulting in two saddle points. In this integral F(t) = 1 and for f(t) -. the pa~ts 0SD = 0.so that there is no needto deform the original path into the SDP’s. It turns out that the original path on the positive real axis represents the two SDP’s..CHAPTER 9 546 0 sin 0 The four paths are shownin Figure 9.+l) : .~10)= v0(0. t o = +i. It shouldbe notedthat since g’(to) ~ 0. To mergethe first exponential with the second.18): F(k+ 1) = k+l e-k~/-~ = IK Example 9. The leading term of the asymptoticseries for the Gamma function can be written as (9.2. let s = ~ t: Ai(z) "~. m= 1 for both saddle points.rl) = Im f(t) = ~3/3. then the SDP path equations for both saddle poinls are given by: v(~. To map the SDP: f(+i) -2 3 f"(+i) =-T-2 Hereb = 2 and 0 = ~ for to = +i and 0 = 0 for t o --.4 Find the first order approximation Airy’s function defined as: for Ai(z>: cos(s3/a+sz)ds 0 e-k kk+I/2 = ~ exp i(s3/a+sz ds To obtain an asymptotic approximation large z. of P x are paths "1" and "2". the first exponential terms is also not for a slowly varying function. so that paths "3" and "4" are the steepest ascent paths.~1 + ~ : v0(~0.-i. It can be seen that in the neighborhood the saddle point zo = 1.

3. while for the paths"3" and"4" are steepestascentpaths.4 Thepathsof steepestascentor descent plottedfor t o = +i (paths1-4) andfor to = are (paths5-8).the SDP’s to = +i. path"3" extendsfrom to ioo andpath"4" extendsfrom to i i -ioo. f"(-i) = +2.r~ Thus. see Figure9. the path "5" extendsfrom to -ioo andpath "6" extendsfrom -i -i to ioo.. Forto-= -i.o) to either the paths "1" and"2" through = +i or "5" and"6" throughto = -i. sothat thesteepest desc nt path e s near t o = +i make tangent anglesgiven by: espy= --~--~. For the SPat t o = +i.are paths "1" and "2" havingtangent angles0 andn. f"(+i) = in.i alongpaths "3" and"4" which steepestascentpathsfor to = +i. Sincethereare twosaddlepoints.oo)through = +i by connecting the paths"1" and"2" to to by line segments1 andL To obtain a first order approximation.the only choiceleft is to close that original path(_oo. the closurewith the original pathwith "6" and"5" through = -i.this will result in the integrals becoming unbounded.~ = 0. For the SPat t o = -i. It should notedthat path"4" partially overlaps be path "5" andpath "3" partially overlaps path "6". Considering second to the choice. to were Thus. so that the SDP make tangentanglesr~/2 and3rd2near the saddlepoint t o = -i. 2n+l r~ .3 : Steepest descent and ascent paths for Example 9. requiresgoing to through --.oo. Thus. onecanconnect originalpath(.. Forthe SPat t o = +i.ASYMPTOTIC METHODS 547 Figure 9. L then: 2.

m/(m+l) ~ w oo Z bnwn/(m+l) n=O (m + 1)(m + 2)(m + 1)! f(z°)(m+3) (m+4)/(m+l) C (m + 1)(m + 2)(m + 3)(m f(z0)(m+4) b3 = . Letting: w = f(zo).z0 in eq.Z°)m )(m+2)f{z0~( ) (m+l)c I1 f(z0 )~.20) In the neighborhood z = z0. then. approximationto the asymptotic series (9. one can return to the Taylor series expansionfor the functions within the integrand in (9. one obtains: of dw m + 1 m/(m+l) wl/(rn+l) +b w2/(m+l) +.19) then: m+l dW_dz (z. ~f so that: Ai(z)= z-’/4 ( 2/3]-~--~ --~ exp 9. eX(_2/3) Ai(x) =--. using the expressionfor z . (9.f(z ) _ (z-Zo) m+l I1 + (z-z°)f(z0)(m+2) cL m+2 f(z0)(m+l) (z..10) can be obtained using an approximationfor the derivative dz/dw.z0)m + (z.Zo)2 f(Zo)(m+3) (m+2)(m+3) f(zo)(re+l) 1 (9.10).15).6 Asymptotic Series Approximation th To find an asymptoticseries approximationfor an m ranked SP.] [bo +bl 2 w d’-’~= ~ = where: bo= 1 (m+2)/(m+l) f(zo)(m+2) C bl =-(m+l)(m+l)! c(m+3)/(m+l) b2 =- ] (m+l) .. (Z-Zo) 2 f(zo) (m+3) + (m+l)(m+2)f(zo)(m+l) (9.CHAPTER 9 -1/6 2r~ _ x_ __ e_2X/3 -(--~x) 4~/~ 548 xl/3 1.

23) ~ y = f(Zo).22) is the sameone given in eq.c.2A) . = ePf(z.16).u re al on C’ In addition. (9. The expressionin (9. (9.11) is not possible.C w -m/(m+l) ra+l ~_~ d n/(m+l) n w n=O where: do = F(zo) dl= -bl F(z0)+ cl/(m+l) F~(z0) 1/(re+l) 1 F’(z 0) c d2 = (bl 2 . the function F(z) can also be expanded a Taylor series as follows: in oo F(n)(zo) n/(m+l) n/(m+l) w n F(z)=z_.E n! 0 0 so that the integrand of eq. Anotherlransformation that could be used to makethe integrands even that would elirainate the oddterms in the Taylor series expansionis given by: 1 2 (9.21) n=O 1/(m+l) . and thus the expansionin (9. the integration over the two paths C’ could be substituted by one integral over (-oo m +~.22) ra + 1 z~ p(n+l)/(m+l) n=0 It should be noted that the first term in the asyraptotic series (9.21) into eq. ~ F(nXz0)n! (z-z0) --.) m+l E dn ~ e-PWw(n-m)/(m+l) n=0 0 F( n+l = epf(zo) C~/(m+I)~dn k ra + 1) (9.f(z) 0 . = epf(z. Thus: ic ’ = 2ic.22) is useful whena siraple relationship z = cannot be found. (9.).10) becomes: F(z)--~cl/(m+l) ~ w-m/(m+l) = n F(n)(zo) cn/(m+l) 1) m+l E bn wn/(m+l) (9.) f e_pya/2 ~(y) (dy/dz) (9.b2) F(z0)- +F"(z0) c2 /(m+l) 2! Substituting eq. (9.ASYMPTOTIC METHODS 549 Also.10) one obtains: cl/(m+l) Ici.

f(t) = -2/3 .i .i) in the denominator the formula for of above.i (t3/3 + t) = (t .) be obtainedas follows: ~C’----2Ic ’--epf(zO) ~ ~2n S Can (9.+1)" n=l .26) S’ F(2n + 2v+_l) Example 9. then onemay approximate term(t .3. However. onecantry to find a good approximation nearthe SPat o -.i)/3] Again.+-J-~ Substitutingthis approximation (t .i) by: the t-i-.5 Obtainthe asymptotic series for Airy’s function of Example Starting with the 9. Instead.0.CHAPTER 9 550 Expanding integrandin a Taylorseries. Expanding denominator an infinite series aboutw-.signs representthe transformation formula the paths "1" and"2’" of Figure for 9.the integral over the entire lengthof the steepest descentpath (2~ c.i(t.3 aboutthe saddlepoint at t0=+iis given by: w= f(to) . would is this result in a complicated transformation t = t(w). wecan obtain.3.Let the term(t.i (t Thepreceding conformal transformation between and wcan be inverted exactly. (_.since the integral has the greatest contributionnear the saddlepoint.02. approximately. one obtains: the in t- i ~. andretaining only the eventermssince the the oddtermswill vanishgives: ~(Y) = ~ ~2n y2n+2v (dy/dz) n=0 where is a non-integer v constant. since the t formula a cubicequation.i) be represented by: t-i= 1/2 [1. inverse an formula. valid Toobtain a transformation fromt to w.25) n=O : epf(z°) e-PY’/2 y2n+2vdy -oo (9. integral givenin Example then the transformation 9.one can obtain the approximate conformal transformationfromt to w: t.i ~1/2 The+]. Thus.

c~ 4-’-~ ~ ~"~_-1)!3 n xn/2 n=l x_l/6 = ~ e-2X/3 4n Therefore: o~ (+l)n+1 in E n=0 r[(3n 1)/2] + n/2(9x) n! at 3 o.10). The integrals require the evaluation of the following: aw xn~e-XWw"/2-l =r(n/2) ~ 0 Thus.’c~ = 4"--~" ~/3 n 3x e_2~/3 (+1) F(3n/2-1) ~. (+1)" r(3n/2-1) = ~c~. --n=l (n.1)"i "-1 F(3n/2-1) wn/2-! d-~" = 7 E (n _ ~’) ~’ff The product ofF(w)= 1 and dt/dw can be substituted in the integral (9.10). the two integrals on paths "1" and "2" are given by: I¢. 3 2 (+l)n in-1 F(3n/2-1) w aw 2 n=l (n1)! r(n/2) n The product of F(w) = 1 and dt/dw can be substituted in the integral (9.1)! n x = x-1/~6 e_2X/3 ~ (+1) n+l i n F[(3n+l)/2] n/2(9x) 4r~ n! n=O Therefore: x-l/6 e-2X/3 ~ [1-(-1)n+l]i n 1)/2] " ’~n /2 4~x n! (9x n=0 Rewritingthe final results in terms of z and simplifying the final expressiongives: I c=Ic~-Ic. the two integrals on paths "1" and "2" are given by: 3xl/3 e-2X/3 o. = Ai(z)= z-l/4 exp[-2zM2/3] 2~ 2 (-x)m r(3m+l/:Z) 3/2)m (9z (2m)! m=0 r[(3n+ . The integrals require the evaluation of the following: ~ n/2-1 dw -_xn-~2v(n/2) e-XWw / 0 Thus. (__.ASYMPTOTIC METHODS 551 Thederivatives dt/dw can be obtained readily: n/2-1 dt =.

f(zo) =. Letting f(z) = u + then: eipf(z) : e-PV eipu If F(z) is a slowly varying function. Considerthe integral: I(p) = ~ F(z) ipf(z) dz (9. the frequencyof the circular functions increases. This is the same path defined for the Steepest Descent Path.1/2 f" (z0) (z-z0)2then the integral becomes: f F(z(w)) w I (p) = eipf(z*) ~.7 Method of Stationary Phase The Stationary Phase method is analogous to the Steepest Descent method. This then tends to cancel out the integral of F(z) +1 whenp becomes very large for sufficiently large z. Yo) is called the Stationary Phase Point (SPP).27) C wheref(z) is an analytic function and F(z) is a slowly varying function. ~/ 0) and defining: w = f(z). For an equivalent Debye’s first order approximation m= 1. Thus.28) becomes: . so much that these circular functions so oscillate rapidly between and -1. The major contribution to the integral then occurs whenf(z) has a minimum that the exponential function oscillates the least. Performingthe integration in the complexplane results in the two methodshaving identical outcomes. (dw / dz) (9. Expanding function the f(z) about the SPPz0: f(z): f(Zo) 2f"(z (z-z0)2 +. the exponential term oscillates in increasing frequency. so This occurs when: f" (Zo) = where z 0 (x O.CHAPTER 9 552 9. Since the exponential can be written in terms of circular functions.28) whereC" is the Stationary Phase path defined by v = constant = vo and vo = V(xo. where the exponential oscillates the least. although the approach and reasoning for the approximationis different. then as p increases.zo) = ~ F(zo) = F(z(w=0)) then the integral in (9.Y0).~ f"(Zo) (z o )2 dw / dz ----f"(Zo)(Z . becomes larger. then most of the contribution to the integral comes from near the SPPz0.. let: for w = .

result fromthe derivative transformations. Thus: dx dy I= ~ ~ e@(U’")-b’x’t2-b2Y’/2l P(x.29) 9.v) about the saddle point us.v)ePf(u’V)dudv (9. with r12 = -r21. resulting in the asymptoticseries: .v) = f(us.30) then one can follow a similar approach to Section 9. one obtains: 1 2 f(u.vs) in the double complex space.y)(dx/du)(dy/dv) Expanding integrand into a double Taylor series: the P(x.v) results in the transformation: all (u .us = rllX + rl2Y v.vs = r21x + r22Y wherethe matrix rij is a rotation matrix. Expanding function f(u..8 Steepest Descent Method in Two Dimensions If the integral to be evaluatedasymptoticallyis a doubleintegral of the form: I= ~ ~ F(u.Us )2 + 2 al2(U . The saddle pointin the doublecomplexspace is given by: 3f 0 and 3f whichdefines the location of saddle point(s) (us.) F(zo ) 2~ ein/4 I(p) --.ASYMPTOTIC METHODS -ip w "~ e F(Zo) ~ ~ dw 553 eipf(z. Making transformation about (Us.vs by a Taylor series.UsX v s )+ a22 v s )2 = _ (vblX2 _ b 2y which is madepossible by finding the transformation: u. and the neglecting terms higher than quadratic terms.4..31) wherev and 2.ipf(z°) (9.Vs)-f(u.vs)+-~[all(U-Us) + 2a12(U-Us)(V-Vs)+a22(v-vs)2]+.y)= (dx/du)(dy/dv) Fnm x2n+2v y2m+2~ m= 0 n (9. then one can integrate the series term by term.Vs) such that: a ½[blX2+ b2y2] = f(Us.

z1.10).24) becomes: I = e °f(zo) G(y) ~ ~ _py2 /2. g(y) has an infinite radius . Letting the function ~ = G(y) dy/dz (9.9 Modified Saddle Point MethodlSubtraction of a Simple Pole Theexpansionof a furiction by a Taylor series about a point has a radius of convergence equal to the distance between that point and the closest singularity in the complex plane.11) or (9. Onemethodwouldsubtract the pole of the singular function F(__z) and expandthe remainder of the function in a Taylor series.CHAPTER 9 554 f y2m+2ve-PbzY2/2dy m=0n=0 ~= =elgf(us’vs) 2b’~l~2n~0m -oo =0 Fnm r(2n+ 2v+1)F(2m 2~ + + pn+m+v+~+l 2 F(n+ v)r(m+ bnbml (9. the series expansiongiven in (9.~. few methodswere devised to account for the singularity in the function F(z) and hence extend the region of applicability of the asymptoticseries. This is generally true for the transformationsof the type given in eq.12) and (9. Thus.16) cannot be carried out to ±o~. whoseradius of convergenceextends from zero to the closest singularity to y = 0 farther than that at y = b.f(z0) .32) 9. hence.21) about the saddle point wouldnot be valid for an infinite extent. TheLaurent’s series for G(y) can to then be written as: G (y) :’~ + g(y) wherethe location of the pole at z = zI or y = b is given by: b :~r~ . so a Taylor series expansionis possible. Thefunction g(y) is analytic at y = 0 and at y -.b)G(y) y-->b a (9. Of course.34) is the residue of G(y)at y = b.25). uy (9. (9.10) and primarily due to the factor (dw/dz). then the integral in (9. t hen the function G have asi mple (y) pole at y = b corresponding the simple pole at z -.f(zl ) and a = Lim(y. so that the integrations in (9. if no other singularity exists. The closer singularity comesto the saddle point. Toalleviate this problem. the shorter the radius of convergence and. the range of validity has nowbeen improvedby extending the radius of convergenceto the next and farther singularity. Thus. (9.b.33) Let the function F(z) havea simple pole at z = 1. the larger value of p for whichthe asymptoticseries can be evaluated.

33) becomes: I = ef(z°) a pf (z* ~ dy + e y-b 2/2d y g2n y2n e-py (9.ASYMPTOTIC METHODS 555 convergence. a differential equationon A(p.p) B(b.b)results.O) ab~J-~ ~ dt : B(b.b)--~ e- ab ~ Thus.3"/) There are two methodsthat can be employed obtain an expression for B(b. vanishes.5) wherethe oddterms of the Taylor series were droppedbecausetheir integral is zero and: 1 d2ng(0) g2n = (2n)! 2n Thesecondintegral in (9. being odd.35) gives the sameseries as in eq.p).Oy2/2dy=-~-A(p. Differentiating (9.b22 A(p.b)=a ~ y_------~dy=ab oo e_pY2/2 ~ y _--~-~dy (9.39) .y2-h2 y2-h ab = -~2 1+ e-py /2dy ay + ab whosefirst term integral. to Following Bafios.b2 e-Py~I2dy ~ .b)--~ 2 b .: d__A + bZA = _ab~-p_l/2 dp 2 Letting: a(b.~A = _ab f y2 dp 2 y2 . then B(p.3.e.b)satisfies the followingdifferential equation: (9.36) The aboveexpression resulted from splitting the integrand as follows: a a(y+b) -. i. the integral in equation the (9.36) with d_. (9.0)-irma = J 0 erf(-ib. the function B(b.38) (9.e-0u2/~B(b.Expanding function g(y) in a Taylor series in y.~) (9.p) becomes: eb~t/2 B(b. The first integral can be evaluated by letting: oo e_py2/2 A(p.26) wi~hg2n substituting for F2n and v = 0. 0) -.

44) If [b[ ~ >> 1. (9. (9.~) = -~ P l+eff -ib for for 0 < arg b < ~/4 -~/4 < arg b < 0 (9.b in (9.42) wherearg b2 was substituted for arg b.erf(-ib~/-~)] dy yS_-b2 1 =a y-b 1 dy (9.~y+b) 0<argb<g/4 or ~ / 4 < arg b < 0 or 0<argb2 <g/2 .40).44) of becomes: I ~ ~ e°f(~.30).19) =e-ob2.40) Tofind B(b.CHAPTER 9 556 providedthat Re b2 > 0.35) is given in full by: I-cOl(z°) effc(-ib~)-PH(-argb2)+~ ~=0Z g2n 0n~ii[/ (9.0)-.~) of eq. (9.36) given by: -pb~ P = /2 e 2nia The two expressions given in (9. let 19 = 0 in eqs. the asymptotic series givenby eq.36) and(9. so A(b.P H(-arg 2) (9.)(-& ~o k b ") + g.b~ 0 y~0 .20): ~ e_9(y~_bZ)/2 B(b’o) : e ob=/2A(b’D) = ab I y2_b2 then one can express the denominator an integral as: as .41) whereP is the residue of the function A at y .41) can be written in one form as: A(b.43) (9.36) and (9. or equivalently -~t/4 < arg b < ~t/4.0)=ab ~ =alo~Y-b~ ~y+b) =~iga (-i~a Thus: =_a Lim lo~Y.~ e°f(Zo)G(0)for IbiS>> 1 Felsen Marcuvi~ and presenta different metko~ evaluationof tke i~tegral for B(b. (9.eft -ib A (b.q = .0)=B(b. (9. St~ing with eq.~a .2 [B(b.n / 2 < arg b2 < 0 A(b. since both ~e equivalent. 0)= ~effc (-ibm) . Thus. and: A(b. 9) = ~ P 1 . then the first order approximation the asymptoticvalue of eq.0).

then: ina erfc(-ib~) In b > 0 lm b <> 0 (9.46) B(b. the resulting expressions Acanbe written as one: for A(b.49) Finally. G(y).: I= e0f(z°) ~ h(Y--~-) y-b e-PY2/2dy Expanding analyticfunctionh(y) in a Taylor the series abouty -.is factoredas an analyticfunction divided (y in h(y) by i. the integral becomes: . Essentially.b.51) h(y)-=hn(y-b/° n=0 then.p) = ~erfc(-ib p~) .47) (9.e.effc (-x).PH(Im (9.the positive sign is chosenwhen b < 0 and the negativesign is chosenwhen Im Im b > 0.the integrand eq. (9.: (9.: Re(Tab) > Thus. This results in: B(b.results in: the B:ab~ e+b’~‘2 e-~Y’/2dy drl = ab~ J--~ drl p L-~o J p The integralin eq.46)becomes: B(b.p) = ina erfc(-ib~) - Im b < 0 (9. (9. i.f~7~) where sign is chosen that the complementary functionconverges.50) > Theconditionthat Im b X0 is equivalentto the conditionarg b ~ 0 or arg b2 < 0 ¯ Another method suggested Ott for the evaluationof integrals asymptotically by when the saddlepoint is close to a simple pole is the factorizationmethod.p) : an ~ib erfc (+ib.e.p) = +aria erfc(~ib Since effc (x) = 2 . the so error i.e.ASYMPTOTIC METHODS 557 -ooLp J where condition existenceof the integral is: the for Re b.Z<0 Separating integralsabove.33).48) (9.

44) dependson the large parameterp only. 9.52) dependsfurther on the location of the pole with respect to the saddle point.52) has a complementary error function just as that given (9..52) dependson the pole location given by "b".. (9.CHAPTER 9 558 I~ePf(Zo) ~ yh~_°be-PY2/2dy+ePf(z0) ~ hn+l ~(y-b)ne-PY2/2dy --oo n=0 The first integral wasdeveloped earlier in eq. However.53) whereg(y) is an analytic function at y = b. The integrals in the series can integrated term by term.~" k oo E(n/2) bn_2 k ~ (-1)n(n[)hn+l k~ (n-2k)!k!2 n=0 =0 " (9. The final form of the asymptotic series becomes: of(z°).44).52) whereP = 2~i h(b) and the symbolE(n/2) denotes the largest even integer less than The expression in eq. This is not usually desirable.. because the radius of convergence the series of in (9. then one can expand function G(y)in a Laurent’s series as follows: G(y)= (y_b)N~ (y_b)N_l+ .. I ~e + 2.38) and (9.f~) A_ = ~ A_ = +ir~e-Pb /2 -pb erfc Tib 2 1 + erfc -TAb Since: 2 7 erfc (x)= -~ J x -y~ dy then: . (9. (9.54) Recalling the expressions in eqs.33) has a pole of order N.43).47) one obtains: ~o e_py~/2 A-1 : ~ ~ dy = +ir~e -pb~/2erfc (y-b) then: (~ib p. a-N a-N+l + ~ + g(y) (9..10 Modified Saddle Order N Point Method: Subtraction of Pole of If the function G(y)in eq. asymptotic series in (9. (9.b" A_k(p.3 . the while the series in (9. Define: o~ e_py2/2 1 d A ’ . (9.b)= ~ ~y-~)~ dy=~--~"~ -k+l[P ) k=2.

.56) or ~ an~ y(x)= ~ x-n n=0 n=0 whichis a descendingpowerseries valid for large x. then the asymptoticvalue of erfc (x) gives: A_ --~ 2 2~1b2 whichis of the sameorder as A_ given in eq. Bothof these series solutions convergefast if the series is evaluated near the expansion point. can be computed a similar procedure.11 Solution of Ordinary Differential Arguments Equations for Large In chapter 2.45). (9.4) transformsto: d2y~ [2~-al(1/~)]dy . one can transformthe independent variable x to ~.. the differential equation (2.ASYMPTOTIC METHODS 559 A_ : -2x/~ -Y-i~bpe -0b~ ‘2erfc (-Y-ib. the solution of ordinary differential equations for small arguments was presented by use of ascendingpowerseries: the Taylor series for an expansionabout a regular point or the Frobeniusseries for an expansionabout a regular singular point. etc.3. so that x = .one needs to obtain solutions in a descendingpowerseries. 1 9.~’): 2 -2~ -pb 1 (9. Letting ~ = I/x.55) Likewise. A. 9. x-4 -5 x-6 a2(x) = q_4 + q_sx + q_6 + . To obtain solutions of ordinary differential equations for large arguments.4. a2(1/~) d~ ~" d~2 ~2 Classification of the point ~ = 0 dependson the functions al(x ) and a2(x): (i) ~ = 0 is a Regularpoint if: x-2 x-3 al(x) = 2x-1 + p_2 + p_3 + . To accomplishthis.. A. It should be noted that by if Ibl~>> 1... a transformationof the independentvariable ~ = 1/x is performed the differential equation on and a series solution in ascendingpowerof ~. n y(~)= .o mapsinto ~ = 0. The solution for a regular point then becomesa Taylor solution: OO OO (9.12 Classification of Points at Infinity Toclassify points at infinity.

. For asymptoticsolutions about an irregular singular point of order k >_ 2: OO y(x) . (iv) ~ = 0 is an irregular singular point of rank k. (iii) ~ = 0 is an irregular singular point if: al(x) = Po + P-Ix’l + P-2x’2 + .. k-1 k-2 al(x) = pk_lX + Pk..O(X) = ~ ~jX j=l S< k ..2X + ..1x-1 + p. an asymptoticsolution of the following type exists: y(x)-e ax x.n-° ~ an n=0 The asymptoticsolution approachesthe solution for large x.¢°(x) ~ anx-n-O n=O where: s j ¢..3x-3 + . (Po.2x-2 + p... a2(x) = qo + q-ix’l + q-2x’2 +.3 x2k-3 +.0 is a regular singular point if: al(x ) = p. x2k-2 + q2k.. a2(x) = q-2x’2 + q-3x’3 + q-4x’4 +--(p_~~ O) (q-2 # O) The solution for a regular singular point takes the form: y(~)= ~ an~ n+° or n=0 y(x)= x-n-° n=0 Againthe solution is in descendingpowersof x valid for large x. a2(x) = q2k_2 k _> 1 k>1 wherek is the smallest integer that equals or exceeds 3/2..e 0) (qo # 0) Whilesolutions for finite irregular singular points do not exist.CHAPTER 9 560 (ii) ~ -.

2)y’’-2x y’ +n(n + = 1)y al(x) -2x 2 l_x a2(x) n n(n + 1) 2= 1-x al(x 2 .+xy.7 Obtain the solution for large argumentsof Legendre’sequation: (1 .~ (~1"] 2 ) 2 1 -’-~" x 1-X~ x n_/~_ot. 9..) =7"i-x n a2(x)= x2i(ln+l) n(n+l) )_. then assuminga Frobenius solution.X2.x2)y"-2x ’ +n(n +1)y = The point ~ = 0 is RSP. one obtains . then one maysubstitute the Frobenius solution having the form: Y(~)= Z an~n+~ n=0 y(x)= Z anx-n-o n=0 Example 9.j/x~) x2 = ~ n(n+l) x2 n(n+l) 4 x This means that ~ = 0 is a regular singular point (ii) Bessel’s equation x2y. +(x2 _ p2)y = al(x) _ =xl a2(x) = _p2 This indicates the point { = 0 is an irregular singular point of rank k = 1.13 Solutions of Ordinary Differential Regular Singular Points Equations with If the point ~ = 0 is a regular singular point.ASYMPTOTIC METHODS 561 Example9.~i Classify the point ~ = O for the following differential equations (i) Legendre’sequation (1 .

.. an+ = 0 and hence an+ = an+ 2 4 6 = .1. the fh’st solution’s coefficients are: (m .n .a° whenm= n. it For o2 -- n + 1. is valid for all x....1)x-° -°-1 . (n a6 = 233! (2n..°-:z=0 + E [-(°+m+n+2)(°+m-n+l)am+2+(°+m)(°+m+l)am] m=0 For ao#0 a I =0 Ol=-n or2 =n+l (or + m)(cr + m+ am+2= (o+ m+ n + 2)(0 + m....1)(2n - a2 = 2(2n-1) n(n-1) a° n(n.1)-.1)(2n. For~r1 = -n. whichis also identical to Pn(x)..(n+4) x-_4+.1)(n ..2.2 . = 0.. Letting: a0 = n! 1.. Hence. (n+ a6 = 233! (2n + 3)(2n + 5)(2n The secondsolution can thus be written as + -~ Y2 = a0 x_n_lF1 (n + 1)(n 2)x_2 2(2n + 3) (n+l).(2n+ 1) results in a descendingpowerseries solution for Qn(x)for x > ....n + am+2= (m + 2)(m .. -n -b( )X Yl=a0 x+n -4 n(n-1) ~ii~n-~)(-~n--"~ I 1 2"~n--~ x-2+n(n-1)(n-2)(n-3)x ] >1 It can be shown that Yl is a polynomialof degree n.3)(2n..2 ..] 222! (2n + 3)(2n + x>l The secondsolution should be the representation for Qn(x)for Ixl > 1....m.n)(m ..CHAPTER 9 562 -ao(o + n)(o .3.n + am m= 0. (n + 1)(n + 2)(n + 3)(n 222! (2n + 3)(2n + a o a2 = 2(2n + 3) (n+l)(n+2) (n+1).2n + am m=0.n)]x x.1. n(n .1.. Therefore: -b ....2)(n o a4 = 222! (2n ..al[(O + n + 1)(o ..5. the secondsolution’s coefficients are: am a4 = a o (m+n+l)(m+n+2) am+2= (n+2)(m+2n+3) m=0...

. p2(x) Q(x) = q(x)...58) x-1 x-2 = Qo + Q1 + Q2 + .-~ p (x) ThusQ(x) has the form for k = 1 as: 1 2 + ___ +(q2 (9..1 Normal Solutions For k = 1... Starting out with form of the ordinary differential equation: y" + p(x)y’ + q(x)y For k =1. (9.e.} (n+ 1). try an asymptoticsolution with an exponential function being linear in x.3~+l) 1+ 222!(2n+3)(2n+5) x..: u(x) ~ °~x Zanx-n -°" n=O Substituting into eq. (9.14 Asymptotic Solutions of OrdinaryDifferential Equations with Irregular Singular Points of RankOne If the ordinarydifferential equationhas an irregular singular point at x = .59) . then an asymptotic solution can be found in a descendingpowerseries.58) results in a recurrenceformula: (9.. x.57) one can transform this ordinary differential equation to a simpler moremanageable equation by transformingthe dependentvariable y(x): y(x) = u(x) exp (-lfpdx) \ 2 whichtransformseq. then: q(x)=q0 + q.(n +4) 9. i.ASYMPTOTIC METHODS (n + 1)(n+ 2) 2 + 2(2n+3) 563 -n-2 n!x Qn(X)=l.57) to: u"(x) Q(x) + u(x) where: 1 .~ of order k = 1..14.n ~ Qn n=O 9.Ak+ " ’"+ x 2 q_~_2 p(x) + x x P__L~ + = P0P_L+ 2 "’" qo¢O P0 ¢ 0 (9._4 +.

60a) vanishesfor all n when is equal to COl o) ¢oz.61) It should be noted that both normal solutions are called FormalSolutions.: n 2o)l. i.CHAPTER 9 564 (~2 +Qo) an +[Q1-2~(~ + n-l)] k=n + E Qk an-k = 0 k=3 If Q0* 0. these solutions represent the asymptoticsolutions for large argumentx. ¢r2. they satisfy the differential equation.~ 0..60a) This meansthat the first term of eq... (9. o)l. Example 9. and Q3 = Q4.8 Asymptotic solutions of Bessel’s equation Obtainthe asymptoticsolutions for Bessel’s equation of zero order satisfying: y"+ly’+y = 0 This equation was shownto have an irregular singular point of order k = 1.2 ) 2o)1.. the recurrenceformulabecome.e. However.2~] a0 = 0 whichresults in the value for ¢r since a0 ~ 0 ~= Q~I or ~1 = Q~I and if2-Q1 2o) 2o) 1 2o) 2 For n = 2: a1 = (Q2 + ~Yl. . then: o)2 + Qo= 0 an-1 +[Q2 +6+n-2]an-2 o)1 = i~o o)2 = -i~o (9. then for n = 0: (o)2 +Qo)a0 since a0 .2+n-2] an-2+ E Qk an-k k=3 n>3 (9..2(n-1)an-1 =[Q2+CYl. Here Qo =1. Q1 =0. Transforming y(x) to u(x) the ordinary differential equation becomes: y = x-~u(x) u"+ 1+ u=0 O.60b) a o For n>_ 3: with ¢Yl.2 (9. Q2 = 1/4. but the resulting series in general diverge.. Forn=l: [Q1 . o)2 given above.

.2 Subnormal Solutions If the series for Q. To overcome this problem. then (Yl. X= ~2 and rl = ~-½ u(~) = x-¼u(x) which results in a new ordinary differential equationon rl(~): ..2 become unbounded.ASYMPTOTIC Thus: o~2 = -1 METHODS 565 co1 = +i 1 1 and al_ 2co 86o’ ~-_ 602 = -i ffl = 0 (¼+n_2)an_2 an_1 = 2~o(n..3 5 2~_-1] 2 a 2 = [[’(n + ½)] 0 nn 2 n!o) F2(½)2n n n!to n=l. then the asymptotic solutions are those for H(01)(x) H(o2) i.2 ei(X_Zff4 ) Z ~ n! 1 F2(n+½) ~x n! n=0 ~~.: (x). the succeedingcoefficients become: 2 (I.5 . up 9..3. provided that x > N/2..5) a3 = 3!83~o3 a°"" and by induction an = 2 [1.1) ~2=0 n>3 Therefore.e...1)] a° n n 6o 8 n[ [½. (2n ..2 .~x n=0 Choosinga0 = 2~" ey-in/4.2..(x) happensto have Qo = 0. one can perform a transformation on the independentvariable x: Let ~=X½.14. a0 _ ao ~t 2n ton n! The two asymptotic solutions of Bessers equation are: oo e+iX a° Z (’T-i)n 1-’2(n +x½) -n n n! Yl. 3) -~---~a° a2= 2! 82~o 2 (1. Ho(1)(x) .3.~0( Ho(2)(x) ~ ~ e_i(x_n/4) ~ rrx ")n Examination the asymptotic series for H(01)(x) and H(02)(x) showsthat the of should be summed to N terms.

~’~ ---2 an{-n-~ n=0 (9.but are divergentseries. the subnormal solutions are Formal Solutions as they satisfy the differential equation. Here: Po(~) : 4QI PI(~)= P2(~) = 4Q2 3 P~=O P4(~) = 4Q3 Now. i. let: n({)~e~ so that: u(x) ~ 1/4 e ~ Zan x-( n+~)/2 n=0 Since PO= 4 Q1.2 -+ 2i. ..62) where: P(~) = 4~2Q(~ 2)If Qo= O. sothat: P(~) = 4Q1 + (4Q2--~] ~-2 + -4 +. then: o32 = Po = -4QI o31.CHAPTER 9 566 (9. and Q1~ O. then: x-2 Q(x) = x-1 + Q2 + .63) ~=~=0 so that: u(x) ~ ~°4~ 2anxl/ n=O 4-n/2 Again. + Q(~2) = Ql~-2 + Q2~-4+ Q3~-6+ . . .one can use the normalsolution for an irregular point of rank one on rl(~).....e.

9 METHODS 567 Obtain the asymptoticsolutions for the following ordinary differential equation: xy"-y=0 where: Q(x)= .2. B.. and Q2 = Q3 .. and P3 = P4 =. 3 P2 =-~.r¢ (Eq. 0 the differential equationtransformsto one on rl(~): Here: Vo =-4.. a = 0. -. tOl.+ 2.1...---- and by induction an F(_ 91_)r(93_)n[ (26o)n a 0 r(~) ~(~1 n>l Since F(-½) F(. and the recurrenceformulabecomes: then o.. 2 an+1 = so that: (n +-~)(n2o~(n + 1) n = 0.5) Therefore: an = 2 n! (2o~) ao n>1 - n . Q1 = -1.1.ASYMPTOTIC Example 9. Letting: rl(~):e°~ an ~Tn-~ PI=O.})= ."1 so that: Qo = 0.= 0 n=0 ‘2 = 4.

so that: u’(x) . after N te~s.(h 2) whichwhen substituted in the ordinarydifferential equation.. let the solution be written as: u(x) ..i.ih’ ih u"(x) ~ ih (i h" . and % = -~ for y2 wouldresult in the asymptotic solution of the equation.ih(x) then the derivative of h(x) is approximately equal to ~ and h’(x) ~ ~o +. and Jeffrey.: ~) yl=x~I~(2x 4 ff ~) Y2:X K~(2x 4 Close examination of the series for the two subnormalsolutions showsthat they would diverge quickly. then: u x>> 1 u" + Qo = 0 giving: -i x~° u . results in: ih" .58): u" + Q(x)u = with: x’l + Q2 x-2 +.Brillouin. Thus..e.2---~-~3 for Yl.CHAPTER 9 568 ’ n=0 n/2 n[ (16x) :aoX-+2~x¼ ~ (+1) n c----L) n/2 (n2-¼)F2(2~ (16x) n=0 1 1 Letting a0 -.(h’) 2 = . when the argument2~ > N(N+ 1) / 9..15 The Phase Integral and WKBJ Method for an Irregular Singular Point of Rank One Consider the samereduced equation (9.A e ix~° + B e whereA and B are the amplitudes and the exponential terms represent the phase of the asymptoticsolutions.. Kramers. Starting out with terms for x >> 1. Q(x) = Qo + Q1 Then one mayobtain an asymptotic solution by successive iterations. This is knownas the WKBJ solution after Wentzel.Q(x) .

Q~x + ~logx--~2Q o 1 Q1 1 2 2~oX 2QoX 1 Q2 1 2 4Qo x h~= . To obtain a solution.Continuingthis process. one can get higher ordered approximationsto h(x). Let: h’ (x) = ~/Q(x)+ As a first approximation..64) This is a first order approximation.2. h’o=~o.l(X) = O. Using this series expression of Q(x). Starting with j = O: h~3= ~ and h~= Q" j =1. so that: hi(x) = 4Q(x)+ ih j"_ 1 with h. then one can use iteration to evaluate h’(x). one can obtain asymptoticseries. then for the seconditeration. h0 = ~o x. h" 0 = O. one mayresort to iterative methods.ASYMPTOTIC METHODS 569 This is a non-linear equation on h(x). Thus. then: u ~ Q-l/4 (x) +i J "f ~3"dt (9.. one mayuse h’(x) = 4~. j = I: If one would stop at this iteration.. and: z Qo x Qo x ’~ 2 l+2Qox So that: h l= Q1 .

10 Ob~n ~e ~ymp~fic solution ~ x dx ~ ~e des~ed ~pmtic series.~[4~. y= 0 Letting y(x) = x-~/~u(x). with: .~oo l i Q1 ]~1 + 20o3/2)x 2 "’" -~{1 ~en: !~QI~+=~4Q2-2i +~l~o.(x) -iQ./~ whe~ ~ e+i~ x Q1 Q~ (9. one obtains n=0 Example 9.X 8~oL Q1 +’ ’"Q~] ~ NJg 1 } ~(x~. then: ~2 ~ x2 whe~ Q = 1-~(p 2 -~).CHAPTER 9 570 l _~ Q2 i QI 1 h2 = Qo+ -~ x 2 2 ~o x2 ~’’’" Q1 l+(Q2 =~o 1+~o’o~ [.e~(~) _ (x)iQ.2i so ~at: Ul(X ) . Asymptotic solutions of Bessel~ equation of Bessel functions by ~e WKBJ me~od.~x + ~ f~log x./~ u2(x ) .65) e-i~ x e-iMs~ 2iQ1 -~ A- 1 ~4Q2 ~ Qo) Q~ Using e ia = ~ (~)n.

3.so that the ordinary differential equation (9.e.. then y"(x) + Q(x) y(x) If the rank of the irregular singular point at x = oo is larger than one.68) into the ordinary differential equation (9.67) in the an form: u(~)=eo~(~) y__. then one can obtain an asymptotic solution with the exponential term having higher powersof x than one... However.68) n=0 where ~o(~) = O~o~+ ~2 +. Assuming asymptoticsolution of ordinary differential equations in (9. and the newordinary differential equation in (9.12.x-l/2eiX ~ ~x 2 n=0 Y2 ~ x-l/2e-iX ~ n=0 2 1.58).+O)r_l +~0r r +’~" Substituting the formin (9. when 2r = 1. 9.16 Asymptotic Solutions of Ordinary Differential Equations with Irregular Singular Points of Rank Higher than One Starting with the reducedequation (9. i. and by letting u = ~½y(~). 5 .. then one can avoid fractional powersby transforming x = ~2.. since the rank could be fractional due to its definition in section 9. an ~-n-ff (9.4p 1) 2) Thesesolutions are asymptoticsolutions to H(p (x) and H(p (x).67) then P(~) = Po + pl~-I + p2~-:z +.ASYMPTOTIC METHODS 5 71 Yl ~ x-l/2 eix ei(1-4p2)/(8x) ..67) results the followingseries: .67) has an irregular singular point of order "r".58) becomes: d2u+ 4 2Q 2 Letting the bracketed expressionbe written as: d2u "-~ d~ + ~2rp(~)u(~) (9...

so that first r termssatisfy: Z cor-i(Or-j i+j=k + Pk = 0 k = 0. i.70) This wouldallow the evaluation of the coefficients coo to co.e.1. % k=Oi. then the first r terms. (co’)2 has ~ raised to a maximum powerof 2r.... that expressionmust vanish for ~k up tO k = r.1)COr_l~ r-1 = Since the bracketed expression is a polynomialof degree (2r).69) ÷ 1 2 r-I COr~ CO’(~) COo COI~ ÷ C02~÷ "’" ÷ COr-I~ ÷ r = +’’" r-2 + rcor~ CO"(~) COl+ 2CO2~ + (r .. i+j=k r-1 co" = Z (r.0 + 2 (n+c~)(n+(~+l)an~-n-2=O rl=O where: n=0 (9.e.CHAPTER 9 5 72 n -.71) + + 2COr COr-2 COr2-1 P2 = 0 P2+ CO r2-1 . each multiplying the first term ao.: cor = + -~-~-o PI (9.2..: + + o cot. i. ...k) k=O r-k-I cor_k~ ~2rp(~)= Z pk~2r-k k=O Since co" has ~ raised to a maximum powerof (r-l). then for ao ~ O. with powersof ~ ranging from 2r to r-I multiply ao.: whichresults in the evaluation of all the coefficients COo. r (9...

. = 0) 2~ tO" = 20)2~ Substituting these in eq... then the ordinarydifferential equationsto: d~2 + -4~4--~ Herer = 2.. Example 9. 0)..~--~ -)an~ 3 E [(20)2~ -n . one can write the two asymptotic solutions as: . and: P(~) =-4 6 3 P0=-4. in terms of %. (9. and: am+3= 2(m + 3)0) 2 a m m = 0. (m+l)(m+2)-¼ Usingthe recurrence formula. P6=--~.. PI=P2=P3=P4=P5=0. 3 P7=P8=.2 . a2 . Dueto the fractional order.. u(~) : ~-l/2y(~) Let: Followingthe procedureoutlined in (9.11 Asymptotic solutions for Airy’s function Obtain the asymptoticsolutions for Airy’s function satisfying: y"xy = 0 Theirregular singular point x = ~o is of r = 1/2..=0. one finds that a~ = a2 = 0.20) 2 (n + 1) an~ -n+l + -n-2 ] = 0 (n + 1)(n + 2)an~ n=0 Expanding these series.) Theremainingequalities in (9.71): 0)~ -4=0 0)1 =0 0) 2 =-+2 0)0=0 ~=1 Thus: ~3 0) = 0)2 "~.69) woulddeterminethe series coefficients ai.ASYMPTOTIC METHODS + 20)1 573 cr = + l~(pr+1 + r0) + r2600f0r_ 20)r 1 f0r_ 2 + .1.70) and the value of 0)2: ...

CHAPTER 9 574 U(~) ~ e ~ + +2~3/3-1{ . 9. and either Po ~ 0 or qo~ O. ~ _44.. 9. To obtain such asymptotic solution for a large parameter.~. 9.1_48 -3 + 42. so that the aboveseries represents the two solutions of Airy’s equation. is a parameterof the ordinarydifferential equation.73) q(x. such as Sturm-Liouville equations. .17.~.~.) ~ +q(x. with a large parameter. one can resort to the same methodsUsedin section 9. Onecan reduce the equation to a simpler form: y(x) = u(x) -½jp(x’x)dx whichreduces eq.)= E qn(X)~’2k-n n=0 wherek is a positive integer.81 A ~ 5"77 ~-6+5"77"221~-9+.2(x)~e or: +2[E(S/2)x~ 3W(7/2)xW2 Yl. and the function p and q are (9.15. k > 1.36.24. +2x3’2/3 x yl..)= E Pn(X)~’k-n n = 0 O0 (9.1 Formal solution in terms of series in x and X Consideran ordinary differential equation of the type: d2y 2 + p(x.~..)y = dx given by: p(x.2(x) ~ 0 x= k!F k+ 3k/2 X One maychoosea0 = 2 ~-~. The series solutions near x = 0 cannot usually be evaluated whenthe parameter becomeslarge.72) where~.17 Asymptotic Solutions of Ordinary Differential with Large Parameters Equations It is sometimes necessaryto obtain a solution of an ordinary differential equation.72 to: .} This asymptotic solution can be written in terms of x: -1/4 l~lw(3/2)x~/2 I"(27--) .

79) Un_~(x)m~_ k +2 Setting n = 0 in (9.. resulting in the recurrenceformula: ~ Un_t(x) Qz(x)+ £=0 L + g=0 The summation performedwith the proviso that : is uq=O o~q=O q= -1.74).-2 .: . then the first (k-l) terms of the m=O un_~(x)~¢_k(x) Un_2k(×)=0 n =0. 3..¼p2 (x. k m"~2] ~ ) Jn=O il..) u(x) dx" whereQ(x. one obtains: k-1 .74) of the form: u(x) = e°)(xA) ~ un (x) 3. 3..) = q(x.ASYMPTOTIC METHODS 575 ~ + Q(x. and since s =0 for q = -1.-n n=O k-1 ~ O)m(X) 3. and q = k.74) represented by: Q(x.k-m m=O (9.).2. i.k-m .76) where = (9.77) Substituting (9.-2 .).½ p’(x. 2k-n (9.)and : ~ X 3...(x)~-n+ E UX(X)~-n (9.78) \m = ~n = 0 n =0 Thecoefficient of )~ ~-~ can be factored out.3. (9. first bracketedsumof (9. q---l.....77) and (9..) (9. .3.76) into eq.k+l . m=O +2 / (k-I \m=O E O)m(X)3.e.....79) mustvanish..75) n=0 A formal solution of the ordinary differential equation (9. 3. 3. (9.1.2 .75).

9)) can be written (9.84) [ Defining: A*(x)a I~(x) e-J = then the solution for uo (eq..2 . After removing first (k-l) fromthe first bracketedsumof I...2. k-1 whichgives an e.(x) + Ao(x)Uo(X) where Ao(x)= "~I o +Qk + Z °)"2c°~’ m= 1 (9.83). o}.CHAPTER 9 576 QI + m=0 Om(Ol-m = 0 g=O.2 ..(.. (9.83) ~=o Setting n = k in (9..: 2u~.pression for all the unknown coefficients.81) 03mO/-m= 0 (9. one obtains a differential equation for u~(x).1 in terms of the two values of c0~(x). k ....e.1.. i.e.3.2 ... i. (9...g = 1.o’-’To g=l. (1... k-1 (9..2 .80) setting ~ = 0 gives: 2 Qo [0..) =+-47~o(x) =-Ql(X) = Ql(X) 2.. th ere the remains: Un-/ l + ~0m(0/-m Un-/~/-k m=0 +2 un_t~t_ k + Un_2k = 0 J g=0 n = 1.~i 0 + = or in more general form: m=g-1 + 2¢°o¢°t + Qt m=O so that: g-1 o~ = m=l 2~o~(x) or ~. k-1 (9.82) g=l.79).85) .(")] = 0 + Q1 2o~... COo + COg + Qk + m=l m k-m Uo = 0 resulting in a linear first order differential equationon u~..

.x2 .87) yield twoindependent solutions for (D~. then the equation transforms x2__d2Y d-~Yp2(x21) y = +x + dx2 ux Thesesolutions can be expanded large parameterp.86) whosesolution is given by eq.87) Note that except for the constant C..-. (DE Example 9. p) u = 2 dx where: Q(x)=p2(1-~2]-~ Thus. Q2 .. (9.82) and (9.Since: (D O = ’ +-~o(1X (Dk u0. Examining Bessel’s eq. the homogeneous solution for u.. dy ..and letting z = px.: the z 2d2y . [ 2 -S-T ~.12 Asymptotic solution for Bessel Functions with large orders Obtain the asymptoticsolution of Bessel functions for large argumentsand orders. 2 4x .9): Un(X)= n IX(x) + Ix(x)f Bn(x) dx Ix(x) (9. for Letting: _Ifdx ~ y(x) = u(x) 2J x = X~H( X) then the equation transforms to: d2u ~. and then eqs.’ ¯ un + Ao(x)Un(X)= Bn(x) where: Bn(x) 1 Un-g (D~’+Qk+g+ m=g+l + " (D~n(D[+£-m 2U~-e(D}+ Un-k (9.. and large argumentpx.(x) is the same function Ix(x) for Uo(X). and: 1 1 Qo = 1.. (1. here: k = 1. -= 0.4x2 ’Q3 = Q4 = .dz ÷ ~z -p2)y=0 z-dz whosesolutions are Jp(z) and Yp(Z).ut . Q1 = 0.ASYMPTOTIC METHODS 577 Uo(X)Co = Ix(x) Similarly one can find formulaeforun.Q(x.

which gets more an so for higher ordered expansionfunctions u.84) gives: Ao(x) = ~o Ix(x) = e J2to.2 Formal solutions in exponential form Another formal solution can be obtained by writing out the solution as an exponential.CHAPTER 9 578 o)(x) pO)o(X) = Therefore: co~.. = . However. +~_~_~x2.]i2~x~ fi~.: u" + Q(x.x-½ l_. = (¢o~)-1/2 =1/’ xl/2 (l_x2) 1/: ~ Uo(X)Co(~g) = Co = whe~.17. f[-1- A~ +Ao 1 ] Finding closed form solutions for u~(×) has become arduous task.1 _ x Equation(9..i.e.. can obtain the first order one asymptotic values as: Y2x-½ Uo(X) e_p ~ e-Plm°l .C~ ~e constant. ~k)u= .(x). x:) For n = 1 2 .)x -P 9.

. COmcon-m + Qn + con-k ] n > k (9.. + (co.89) Substituting eq. k-1 Lm= 1 For n > k use eq..81): Q1 + 2co~co~ 0 = co{ = Q1 2co~ whichis the sameexpression as in (9. = + -4---~o: +i Q4"~o (9. . (9.76) and (9..ASYMPTOTIC METHODS 5 79 Q(x.~.)2 co~.k- 1 (9.91) to give con = (9. (9. + E CO~nco~t-m = 0 n= O. one has to satisfy the following equality: co.2.81) and in general gives: con =-2co’--"7o’o [ E co~nco~_m+Qnj n=l.93) whichis the sameexpression as in (9..88) (9.88) are identical if one wouldexpand exponential termsin e°~x’x)for n > k into an infinite series of k-n.94) 2(o.)2 + Q= whichresults in the following recurrence formulae: n (9.91) gives a value for coo: Qo+ (co~.2 .~.92) For n = 0 in (9.)= E Qn(x) ~2k-n n=O by use of the formal expansion: o(x’x) u~e where: CO(X.95) The two formal solutions (9.)= E con(X)~’k-n n=O (9.1.88) into the ordinarydifferential equations.91) m=O n n-k + m=0 ~m ~n-m + Qn = 0 n > k (9.90) Q..

2Qy= 0 2 dx Followingthe method section (9.Q-¼(x) Example 9.2 ~ x -1/4 e_+i2x3J2/3 .’s functions with large parameter Obtain the asymptoticapproximationfor Airy’s function with larger parameter.17.CHAPTER 9. then one can replace the coefficients Qi by ~. of Thus.13 Asymptoticsolution for Airy.2 ~ ( -x)-l/4 e+iZJ’4S~dx Yl.15).3 9 580 Equations with Asymptotic Solutions of Ordinary Differential Large Parameters by the WKBJ Method Consider the special equation of the Sturm-Liouvilletype: d2y + ~.64) is: +i~’f~-’~(x) dx Ul. satisfying d2y ?~2xy=0 2 dx In this case Q(x) = -x then the first order approximations become: Yl. the asymptoticfirst order approximation given in (9.2 .Q~.

5 . or (b) Laplace integration: 1. ExponentialIntegral: El(Z = e-z f e-dt ) d t+l 0. IncompleteGamma Function: F(k. g(z)= 0 ~ t~dt ~.dwe-ZW e_Zt 7.?’4-zt dt 0 tO 2 2 z>> 1 (Hint:let t = sz) ~ 9. Exponentiallntegralofordern: En(z)--e-Z!~dt 5. erfc(z) _ze_Zj = 0 e-Z t 1 . H(01)(z) 2 ei(Z-n/4)~7 = 0 Sections 9.2 .xt (t + 1k-1 dt 0 3. 4.ASYMPTOTIC METHODS 581 PROBLEMS Sections 9.9. f(z)= ~ t--~-+l 0 6.7 Oblain(a) the Debye leadingasymptotic and(b) the asymptotic term series for:. 8. Complementary function: error erfc(z) = e-z’ f e.x) = k e-x fe.x) = ~ k-I e-t dt X 2.3 Obtain asymptotic the series of the following functionsby (a) integrationby parts.9. Incomplete Gamma Function: F(k.

z) = l~"~(n -I e-Zt-t2/2 tn-I dt 0 16. H(vl)(z)= -ie-iVn/2 iz/2(t+l/t) t -v-1 dt 0 Alsof’md Jr(z) and Yv(z).(t 2 . Kv(z ) = F(v e e -zc°sh(t) 0 [sinh (t)] 2v dt z >> 1 z >> 1 for v > 1/2 13.= 2x -x’[ ~- 2 ~ e.~-~ze lz ! ~tdt z >> 1 for v > 1/2 z >> 1 n _>1 (Hint: let t = zs) 17. 2 ~ e-iZ~t2 F(z)= --~--.16 Obtain the asymptotic solution for large arguments( x >> 1) of the following ordinary differential equations 19.13 . where1) = Jr( z) + i YvZ ( ~+ ig z >> 1 11.CHAPTER 9 582 10.~_~tdt _ z 4t + 1 _X2t Section 9. Kv(z)= --l(z--~ v ~e-t-z2/(4t)t-V-ldt 2\2] 0 z>> 1 for v > 1/2 (Hint: let t = zs) 14" Kv(z) =F(v ~+ 1 / 2) ~ (z)V~. Probability Function: ~(x) .9. FresnelFunction: 18. U(n. ze_Z2/4 oo U(n.1)v-l/2 dt e-zt 1 e-Z2/4 oo 15.z)= F(n / 2) e-t tn/~-I (z2 + 2t)-(n+~)/2 dt 0 eig/4 ._. 12. d2y 2X~x = 0 ~-T+ .

~ d--~Y ÷x~+(x~-~2ly=o z dx dx 21. Problem#20 for x and ~ large 24. Problem#21 for x and "o large . Problem for finite x. x 2 dy +xdY_(x2+~}2)y=O dx2 dx 9.17 Section Obtain the asymptoticsolution for large parameterof the following ordinary differential equations: #20 22.ASYMPTOTIC METHODS 583 20. large a) 23.

= ~ an n=O (A.whilethe limit of an vanishes Lira 1 --~ 0 Anecessary sufficient conditionfor convergence the series (A-l) is as follows: and of if..n=N for all N> Mandfor all positiveintegersk. M En ao .1) Theinfinite series in (A. or . infinite series: the oo 1 n=l is divergent..Theseries may diverge +o. for any to arbitrary number there exists a number suchthat: e.APPENDIX A INFINITE SERIES A. to A necessary not sufficient condition the convergence the series (A. if. If the series: ~ ~anl n=0 (A.oo or havenolimit.1)is: but for of Lima --~ 0 n For example. M an-a<e for all N> M n=0 If this conditionis not met. as is the caseof an alternatingseries.1) is said to be convergent a value= a. then the series is said to be divergent. 1 Introduction An infinite series of constants defined is as: a0+al+a2+. for anyarbitrary number there exists a number suchthat: e.2) 585 .

the series is absolutely convergent. and if Ibn[ _< a. then the series (A-l) converges and is said to be an absolutely convergent series. then the series n n=O Eb n n=0 also converges. Example A. but: n=l n=l n+l is divergent. and if Ibnl < a for large n.1 (i) The series: OO 1 E (-1)n n=l is a convergent series and so is the series: n=l 1 Thus.1 Comparison Test If the positive series E an converges.then series (A-l) is knownas a conditionally convergent series. for large n.APPENDIX A 586 converges. A. A. (ii) Theseries: OO E (-i)n n=0 n+l is a convergentseries. . If the series (A-l) converges.but the series (A-2) does not converge.2 Convergence Tests This section will discuss several tests for convergence infinite series of numbers. Thereforethe series is conditionally convergent. If the series ~ an diverges. of Eachtest maybe moresuitable for someseries than others.2. then the series n=0 also diverges.

. i. test fails to give any information whenthe limit approachesunity.+ is convergent. and if the terms decreasein absolute magnitude consistently for large n and if Lima --> 0. if the series is an AlternatingSeries. In such the a case.INFINITE SERIES 587 Example A.2 Ratio Test (d’Alembert’s) If: Lim an+l < 1 n~oo a n Lim an+l > 1 n~oo a n the series converges n > 1.3 2n(nl + 1)con verges. n1for all n" A.< 1 n---~ a n n-~o 2(n + 2) (ii) Theseries ~=i (nn+ nl)2 diverges. since theRatio Testgives (i) Theseries Y0= n +1 1 Lim an+l = Lim -.= -.3) the series diverges However. since theRatio Testgives : Liman+l =Lim 3(n+1) 3 =3>1 2 n-->o~a n n~¢o n(n + 2) (iii) since: Liman+l n--)oo n =Lim (n+l) 3 =i n-~oon(n + 2)2 The series n cannot be jud ged for convergence with the R atio Test 2 = 1 (n + i) n . then the series converges. (A. n n~oo Example A.e. 1) n=l since Onecan use the comparisontest to easily prove that 1 < E ~1is convergent and ~n+l--.2. if it is madeup of terms that alternate in sign.2 2 E (n-.

the series converges 1/n Limlanl > 1 theseriesdiverges (A. Thus: Lim y = e° = 1 n--~oo so that: 1 I1/n’ Limlan ’.4) Thetest fails if the limit approaches unity.APPENDIX A 588 (iv) The series ~ (-1) n n converges. and: n Lim a n = Lira ~ --~ 0 2 (n + 1) n-~.__~" > --32>-~ > ~.~ n-~ A.3 If: Root Test (Cauchy’s) 1/" Limlanl < 1 n--~. Thelimit of the root equals: 1 . Example A. successive termsare smaller.._~ 0 1 n--)~ n n-~ n--)~. Thelimit of the nth root equals: Limlanl l/n = Lira 1 . = 1 -l/n Lim(n + 1) 2 n-~. 2 (ii) Onecan provethat the series: 3nn 2 (n + 1) E n=l is divergentusing the root test.2.4 (i) Onecan prove that the series: 2n (n + 1) is convergentusing the root test. i...log(n + 1) = _ Limn +~1 . by using L’ Hospital rule.. since the series is an alternating 2 + 1) (n n=0 1 2 3 4 series./2n(n + 1) Let y = (n+l)-l/n. ~-<1 n--~...~ n--*~ n~.e. consider the limit of the natural logarithmof y: 1 Lim log y = Lim.

5a) converges Lim(logn)In [ an-11-1}<1 the series n-~** [ Lan+l diverges (A.-din l/n = Limit/ = 3 Lim(n+ 1) -l/n Lim [---~] Lim[anl n-->**\ + 1. then the followingtest gives a criteria for convergence. Example A. Lira (n + -l/n = 1. then the followingrefinementsof the test can be used: Lim (log n)I(logn)In [ an_ 1]-1 l. v= (n+ 1) but it can be tested using Raabe’s test: .5c) If the limit approachesunity. then another test based on a refinement of (A. [ t n)Inan+lan-11-11-1}<1 L I J J the series diverges (A.5b) If this limit approachesunity.(logn~(lo. If: Limln[ an _11}>1 the series n -->**[ Lan+l the series diverges n--->**[Lan+l If this limit approachesunity.2./ n n-->** n-~** n-~**L(n ) J + From part (i).5 (i) The series _~ 1 could not be tested conclusively with the Ratio test.4 Raabe’s Test For a positive series {an}. then the followingrefinementsof the test can be used: Lim(logn)In Lan+~ no** [ [ an-1]-1}>1 the series converges (A.therefore: n--~** (" 1 l/n f n . wherethe Ratio Test fails.~l/n = 3 Limit/ =3>1 Lim~nl 1/n = 3 Limit/ n~ n-~**\n+lJ n->**~l+ 1/n) A.INFINITE SERIES 589 r n -~l/n .1}>1 the series n-~** [ Lan+l J J L converges Lim n-~.5c) can repeated over and over. 2 . if the Limit of (an+l/an) approachesunity.

(ii) Theseries ~ 11=2>1 E --1+could not be tested (n 1) n=0 conclusively with the Ratio test. A. the first test fails.2. (ii) The series n=0 also diverges..nl--~= 1 ~ ~ 1 1 diverges. the series converges. (i) Theseries E n=O also converges. because the integral dn = log n 1 oo 1 .the series diverges.5 Integral Test ll-1 = nL~i~(logn)( + 1)n 1}=0<1 } (n If the sequencean is a monotonically decreasing positive sequence.6 oo ~1 converges. since the integral ~°dnf_ =.5a): (n+2) ’ Limn / /. Thenthe series: Ean n=0 and the integral: f c f(n)dn both convergeor both diverge.5b): (n+2) Lim(logn)Inl n-~ [ L (n + Therefore.an+l J n~. for c > 0. then define a function: fin) = n whichis also a monotonicallydecreasing positive function of n.APPENDIX A 590 Limn / k. UsingRaabe’s Test (A. Usingthe secondversion (A. an+l ) n. L(n + 1) 11=1 n~¢.->oo [_ (n + n-->~o an-lt=LimnI(n+-2-~)~ Therefore. an -l/=Limn[ Thus. Example A.

f0(x) + fl (x) + f2(x) f<xo)-fo<xo) n=0 N f(Xo)= Lira ~ fn(Xo) n=O I n=N N>M A necessaryand sufficient condition for convergence the series at a point xo is of that.(x)+ + fN+k(x~: + n=N+k | ~ fn(X~ < n=N 1 for all N> Mand for all values of the positive integer k. convergesto somevalue f(xo). Lim fn(x) N--~.6) x x-’X°LN-’~* ]) fh( n =O Onthe other hand.(x)-~ f(x) n=O N Lira Lim t[ f(Xo)= Lim f(x)= X -~).b]. Ln=0 The limiting values for f(xo) as given in (A. then the series is said to converge for to f(Xo) for a _< o _< b. IfN(x)fr~+. Thus. If the sumof the series. given a small arbitrary number then there exists a number such that: e. at summed a point xo.3 Infinite Series of Functions of One Variable Aninfinite series of functions of one variable takes the followingform: a-<x<b ~ fn(X) n=0 Theseries can be summed any point x in the interval [a. if the series is convergentto fix). It should be noted that the sum of a series whoseterms are continuous maynot be continuous.6) and (A. Thus.et hen there exists a number such that the remainderof the series RN(X): M.~[ ~ x-~x. i f one chooses a arbitrary s mall n n umber .X o (A.INFINITE SERIES 591 A. then: N Lira ~ f.7) are not the sameif is discontinuousat x = xo. M. they are identical only if f(x) is continuousat x = Xo" . by definition: f(x~) = Lim ~’.

.X) + X(1 .b]. the sumof the infinite series as N --) o~ approaches: f(x) = Lim ~". to test the convergence the series. fn (x) = n-1 (1 -x) Summing first N terms. if for any arbitrary positive number. (1 can be represented by a series of fn(x) given by: n = 1. the remainderof the series RN(X) found of is to be: which vanishesas N"--) ~. fn (x) I] for Ixl < 1 Thus.b].X) fn(X) < for N> M x2 . Example A.3.1 A 592 Uniform Convergence A series is said to convergeuniformlyfor all values of x in [a.. 2.7 The series of functions: (1 .. For uniform convergence: [xN[ < E I I for e fixed and for all N > M N > ilog(ixD [ If one chooses an e = e1°. only if Ixl < 1. such that: M f(x) n=0 for a/l values of x in the interval [a.there exists a number independentof x. one obtains: the N E fn (x) = 1 n=l N X The sedes convergesfor N -> oo iff: Ix[ < l Therefore...APPENDIX A. then one must choose a value N such that: . 3 .x).

and not uniformlyconvergent in the region 0 _< x _< 1.b] and since the series of constants: Mn = n=l A. so that the inequality Rn < e cannot be satisfied by one value of N.b] to f(x).3 1 of Uniform Convergence 1 converges Consequences Uniform convergence an infinite series of functions implies that: of 1.b] if there exists a convergent positive series of positive real numbersM + M + .b] to f(x). At the point x = x o choose: 10 N= logOxoO Asthe point xo approaches1. Thus. If the functions fn(x) are continuousin [a.INFINITE N> SERIES 10 593 IlogOxl)l Thus.. the series is uniformlyconvergentin the region 0 _< x _< Xo..b]. such that: 1 2 [fn (x~ _< n for a ll Example A. Ilog Xol --) 0. the series is uniformly convergentfor 0 _< x < xo. converges uniformlyin [a. then the series can be integrated term by term: .. 0 < xo < 1. and one needsincreasingly larger and larger values of N. then f(x) is a continuous function in [a.2 Weierstrass’s Test for Uniform Convergence Theseries fo(X) + fl(x) + .b] and if the series converges uniformlyin [a...b] and if the series convergesuniformly in [a.3. 2. A.3. If the functions fn(X) are continuousin [a.8 The series: X n2+x 2 1 n=l convergesuniformlyfor _oo < x < oo since: Ifn (x)l = -< n’~ Mn for all x _> 0 x in [a.

APPENDIX x2

A x2 x2 Xl ~ x2 n= 0 x 1

594

x x I 1 wherea _< x1, x2 < b.

3. If the series E fn (x) convergesto f(x) in [a,b] and if each term fn(x) n =0 are continuous,and if the series: ~ f~(x) n=0 is uniformlyconvergentin [a,b], then, the series can be differentiated term by term: f’(x)= 2 f~(x) n=0

fn’(X)

A.4

Power

Series

A powerseries about a point xo, is defined as:
oo

TM ao + a~(x- Xo)M+ a2(x- Xo) + ....

2 an(Xn=0

nM Xo)

(A.8)

whereMis a positive integer. The powerseries is a special form of an infinite series of functions. The series mayconvergein a certain region. A.4.1 Radius of Convergence

For convergence the series (A.8) either the Ratio Test or the Root Test can of employed. The Ratio Test gives: Lim .an+l (x- ~)M. = Ix- xolM Lim an~l < 1 the series an(X- Xo) n’->~l an I converges

n-->**

> 1 the series diverges or if one defines the radius of convergence as: p p = ILim] an [11/M [n-~**lan+lIJ then the convergence the series is decided by the conditions: of Ix - xol < p the series converges > p the series diverges (A.10) (A.9)

INFINITE

SERIES

595

In other words,the series convergesin the region: xo - 13 < x < xo + O and divergesoutside this region. The Root Test gives: "i "~ a n (x- nM Xo) 1/nM Xo[Limlan[ = Ix < 1 the series converges > 1 the series diverges Thus, if one lets: (A.11) then the series converges the region indicated in (A.10). in TheRatio Test or the Root Test fails at the end points, i.e., when ]X-Xo[= 0, where both tests give a limit of unity. In such cases, Raabe’sTest or the Alternating Series Test (if appropriate) can be used on the series after substituting for the end points at x xo +13 or x = xo- 13. Example A.9 Find the regions of convergence the following powerseries: of

n (x-:1
n=l n n27 Here M= 3, so that the radius of convergenceby the Ratio Test becomes:

13 nt,i_,l(n 27 1/3 (27)1/3 = 3 : 1)27n+ n+_ = n
while using the Root Test:
-n -l/3n

13 = Lira 27-"
n ---).~

= (27)1/3 Limn1/3n --~ 3

At one end point, x - 1 = 3 or x = 4, the series becomes: ,,~ 33n oo 1 3n (4-1) ~’ n n n27 n27 n n=l n=l n=l whichdiverges. At the secondend point, x - 1 = -3 or x = -2, and the series becomes an alternating series: (-2--1)2n n 27n : 2 (-3)3n n 27n n=l = ~ (-1)n n n=l

n=l

whichconverges, so that the region of convergence the powerseries is - 2 < x < 4. of

APPENDIX

A of Power Series

596

A.4.2 Properties

1. A powerseries is absolutely and uniformly convergent in the region Xo-O<X<Xo+9 2. A powerseries can be differentiated term by term, such that: f’(x) al +2a2(x -xo)+3a3(x - Xo):Z Z nan(X n=l
)n ~l ~ ~ O

for xo - 19 < x < xo + 19. Theradius of convergence the resulting series for f’(x) is the of same that of the series for f(x). Thisholds for all derivativesof the series f(x)(n), as n>l. 3. The series can be integrated term by term such that: x2 ~o x2 oo f f(x)dx= Z an (x-X°)ndx= ~n- -~’~ (x- 0 x )n+l x2

x1 n=O x1 n=O < x < x + 9. The series can be integrated as many for xo - 9 times as needed. o

INFINITE

SERIES

597

PROBLEMS Prove that the following series of the form:

converges where an is given by: (a) log(l- n_~ ) (b) 1 1 2 n+ n c >1 (c) n (-1)
c n

c >0

(d)

n (n+ly

(e)

1 n n2 (i) (-1) n log(1 + 1) n n (1) 7 3 n (o) n~" (r) 1 n!(n+l)

(g) n21 2 n (j) -~n (m) (n!) 2 1 (p) ~ n (S) -n

n 3 (h) -~2n 2

(k)

2n 3 (n) (2n)! (q) -n

(t) (-1)nn n3+l (w) (-1)n log(n + (z) n!

(u) e-n

(v)

n (n + 1)!

(x)(-1) 4-ff
(aa) (hI)2 (2n)!

n

1 (Y) (2n)~.~ (bb) [log(n + -n

2. Prove that the following series: 2an n=l diverges, wherean is given by: (a) (b) (c) log(1 +
n

APPENDIX

A 1 1 (e) log(n + n 3 1 n~+l

598

(d)
~ (g) n!

’ (f) n (i) n 3 l+e

(h)

(j) log(n + 1)
n

3. Find the radius of convergenceand the region of convergenceof the following power series: (a) ~’~ (x-1)n n 2 rl=O
n .(x2)

(b) ~a (x + n ~ n=O4n+n

(C)

n=O (e) n=0

n +1

(d)

(n !)2 x2

n=O
(0 E (-1)n

(2n)!

n! n

n (X+ 1)

n=l n oo n3 (X- 3)

(g)

n=l (i)

~n!x._.~_ n n

(h) -O)

n=l

3n (x+ 1) 3n

E (x+l)Sn 8" n=O

~=0

8" +1) (n

APPENDIX B
SPECIAL FUNCTIONS

In this appendix, a compendium the most often used and quoted functions ~e of covered. Some these functions are obtainedas series solutions of some of differential equations some definedby integrals. and are

B.1 The Gamma Function F(x)
Definition:
oo

F(x)= tx-le-tdt
0 RecurrenceFormulae: F (x+l) = x F (x) F (n+l) = Useful Formulae: F(x)F(1- x) = r~ cosec (rtx)

(Re x > 0)

(BI.1)

031.4) 03L5)
(B1.6) 031.7)

F(x) r’(-x) =

cosec(~x)
X

~ r(: +x) r(~-x)=~sec(~x) r’(2x)= -~-F(x)F(x
ComplexArguments: F(1 + ix) = ix FOx) (x real) x sinh nx (x real)
22x-1

031.8) 031.9) 031.10)

2 FOx) =-Ir’(ix)l= r(-ix)

F(1 + ix) F(1 - ix) sinh ~x

599

APPENDIX B

600

Asymptotic Series: r(z) ~ ~ Zz’l/2 izl >>1 Special Values: F(1/ 2) = ~l/;z e-z 1 + + 288z-’~largzl < rc
~1/2

139

031.11)

F(3 / 2) = 2 2

tt r(n+½)=4~(2n’l) n

"2" ~)__q~ r(½_ (-1~

(2n - 1)!!

where symbol = n (n - 2) ..... 2 or the n!! Integral Representations: xZ F(z)-- 2 sin (r~z) ~ eixt (it) z’l dt x>O 0 < Re(z) < 031.13)

r(z)

[ cos (xt) z’l dt cos(rrz / 2),/ 0

x>0

0 <Re(z)<

031.14)

r(z)= sin 0rz/2) sin (xt) z’l dt
0 F(z)= ~ "t t z-1(log t) (t - z) 0 F(z) = J exp[zt - et ] dt

x>0

0 < Re(z) <

031.15)

Re(z) >

031.16)

Re(z)>0

031.17)

B.2

PSI Function

q(x)

Definition:

v(z)= r(z)~

SPECIAL

FUNCTIONS

601

Recurrence Formulae: ~(z+l)
z

l+~(z)

0 2.2)
(B2.3)

n-1 V(z + n) = ¥(z) + k=0
n

~(z-n)

= ~/(z)k=l

(B2.4)

~t(z + 1 / 2) = ~(1/ 2 - z) + r~ tan(~z) ~(1- z) =- ~/(z) + r~ cot (r~z) Special Values: ~(1) = -T = -0.5772156649 ....

v(½)--

2
(B2.7) k=l

Asymptotic Series: ~t(z) ~ log 1 1 z - --IZZ

1 1 ~ + ~- ~ +...
IZUZ

~

032.8)

Izl >>1 Integral Representations: ~(z) = -T

larg zl < ~

~e
0 0

-t _ -zt e -t dt 1- e

(B2.9)

1 zl = -T +fl-t --~-dt .~ -

0 2. o)

-~ e’t -(1+ 0 dt t

_ ~ 1 - e"t -t(z-l) -e t(e t - 1) dt 0

032.12)

APPENDIX

B

602

B.3 Incomplete Gamma Function 3’ (x,y)
Definitions: Y

7(x,y) tx-1 dt = -t
0 e-ttx-1dt Y 7 (x,y) = F--~ 7(x, Recurrence Formulae: ~(x + 1,y) -- xy(x,y) -

Re(x) > 0 (Incomplete Gamma Function)

033.1)

r(x,y) =

(Complementary Incomplete Gamma Function) 033.2)

033.3)

033.4)

F(x+ 1, y) = xF(x,y) + "y
7*(x+l,y)= Useful Formulae: r(x, y) + 7(x, y) = r(x) r(x+n, y) - r(x+n) r(x, y) = r(x+n) 7(x, y) - r(x) Special Values: ~’*(x,y) Y "y e yF(x+l)

033.5) 033.6) 033.7) 033.8)
033.9)

F(½,x2) = "~" erfc (x)

033.10)

~,*(-n, y)=
1"(0, x) = -Ei(-x ) F(n+l,y)=n! Series Representation: 7(x,y)= = (x+n)n! n~O(.l)nyn+X x>0 033.14) -y
n

033.12)
Z~ 033.13)

m=0

SPECIAL

FUNCTIONS

603

Asymptotic Series:

r(x,y)- yX-le-y
lyl >>1

~ (’l)mF(1-x+m)

m~__O
larg xl < 3n/2 1 ~-~ m m~=0 F(x - m)x larg xl < 3rff2

033.15)

F(x,y)- F(x)yX-le-Y
lyl >> 1

033.16)

B.4 Beta Function B(x,y)
Definition: 1 B(x, y) = tx-1 (1- t y-1 dt o Useful Formulae: B(x, y) = B(y,

034.2) 034.3) f~.4)
2x x. 24x 034.5)

B(x,y) r( r(x) F(x+ y)

’x ) B(x,x)__2 2x 2
Integral Representations: x+y B(x,y)=

I
0

t x-I (l+t) dt

(B4.6)

B(x, y) =

x/2 I (sin t)2x-l(cos 2y-I dt 0

034.7)

tx + t y B(x,y) = I t(l+ x÷y at . 1 B(x,y)

034.8)

2J

7
0

t2x-I (1+ t2) x+y dt

(B4.9)

APPENDIX

B

604

B.5 Error Function erf(x)
Definitions:
X

eft(x) = ~x Ie-t2dt 0 erfc (x) = 1 -eft(x)

(Error Function)

035.0

= ~e-t2dt
x

(ComplementaryError

Function)

035.2)

w(x) = -x erfc(-ix)

(Gautschi Function)

035.3) Series Representations:
elf(x)
=

2~’*°°

(_l)nx2n+l

.z., °= Z
~e -x~ ~ 2nx2n+l n = 0 (2n + 1)!!

035.4)

eft,x)=

.035.5)

w(x) = ~ ( ix)’*
=

F(n / 2 + 1)

(B5.6)

Useful Formulae:

eft(-x)=ef (x) t w(-x)= -x2 - w( ) x
1 eft(x) =1~,(~,x2

035.7) 035.8) 035.9)
(BS.10)

2) erfc(x) = ~r(½,x
Derivative Formulae: [eftc(x)](.+l) = 2_~ (_1). -x2 H ( x) .

(B5.11)

SPECIAL

FUNCTIONS

605

~xx {erf(x)} = -x2 (n) w (x) = -2x (n-l) -2(n - 1)(n-2) w(°)(x) = n=2,3 ....

035.12) (B5.13) (B5.14)

w’(x) dw -2xw(x)+ = -~x

~x {erfc(x)} = -xs Integral Formulae: ’erf(x) dx = x erf(x) 2 +2bt+c)]dt- ~ p[~-~/ - "~- ex [ b2 - cI eft(at + b a)
1 at

(B5.15)

(B5.16)

’exp[-(a2t

035.17)

’eaterf(bt)dt=~[e

erf(bt)-e

s/4bs a

erf(bt-a/4b)]

035.18) (B5.19)

’e-(at)~ e-(b/OSdt= .~ [e2aberf(at + b / t) + e-2a~erf(at_]

S exp[-(a2t2+ 2bt + c)] dt = ~-~-~ exp~ ab--~-c]eff(b / 0 t" e-a tdt 2 _.~..~ ea2X j0 t+~X2= a erfc(ax)
oo 2 2

(B5.20)

035.21)

I" e-a t dt ~ e a2xs erfc(ax) J t 2 + x2 2x

035.22)

0

e-aterf(bt) dt = leas/4bs erfc(a/2b) a

035.23)

7 e-aterf(b-~)

dt =

o

a a+4~-~

035.24)

S e-aterf(b / .~’) dt = 1_ e_264~ a 0

035.25)

APPENDIX

B

606

Asymptotic Series: erfc(x) x-~ 11+ m~__l 4mx2 m j ~ e-x2[ ~ (-1)m(2m-1)’l.l

(135.26)

B.6 Fresnei Functions C(x), S(x) and
Def’mitions:
x

C(x)

f
0
x

cos (~t2/2)

(Fresnel Cosine Function)

(B6.1)

S(x) = fsin (nt21 2)dt 0
x

(Fresnel Sine Function)

036.2)

F(x) = f exp (i~2/2) 0

(Fresnel Function)

036.3)

C*(x) = ~2~ icos(t2)dt 0 S*(x) = ~2-- isin (t2)dt 0 F*(x) = ~-~ iexp(it2)dt 0 Series Representations: C (x) = (- 1)n (r ~ / 2nx4n+ 1 n = 0 (4n + 1)(2n)! S(x)= *~ (_l)n(~/2)2n+l E (4n+3)(2n+l)t n=O x4n+3

(B6.4)

036.5)

036.6)

036.7)

036.8)

SPECIAL

FUNCTIONS

607

Useful Formulae: C(x) = C*(x,~-~/

S(x) s(x)=- S(-x)
S(ix) = i S(x)

F(x) F* 4~- -) (x ~
(B6.9)

C(x) - C(-x) =
COx)= i C(x)

F (x) = ~22 ein/4erf(’~-~" e-in/4x) Special Values: C (0) =

(B6.10)

S (0) = 1
2

Lira C (x) = LimS (x)
X.’-’--~ ~ X --’)’~

({36.11)

Asymptotic Series: C(x) = ~ + f(x) sin(nx2/2)- g(x) cos(wx2/2) S (x) = ~- f(x ) cos(xx2/2) - g(x) sin(~x2/2) f(x) - ~x + m = 1 Ixl >> 1 g(x)~~-~ (xx2)2m larg xl < x/2 (B6.15) (B6.12) (B6.13)

036.14)

(’ l)m{l’5"9"""(4m+l)} 2m+l 0ZX2) m=0 larg xl < n/2

Ixl >> 1 Integral Formulae: IS (X) dx = x S (x) + L cos(~;x

(B6.16) (B6.17)

I

C (x) dx = x C (x) 1 si n(nx2/2)

2 f cos(a2x + 2bx + c)dx = ~2 cos (b2/a 2 - c)C [ 24~-(ax + b / a)] (B6.18) + a-~2 sin (b2/a2 - c) S [ 2~-(ax + b / a)]

fsin(a2x2 + 2bx + c)dx = ~2 cos(b2/a2 - c) S [~-(ax + b 036.19) - ~22 sin (b21 2 -c)C [2~ + b / a) (ax

sin (a~/2=) {½.S I~-~ 036.23) B. et t P.22) 036.1) ~ e-Xt En (x)= J -~-dt 1 °~ e-Xt El (x) = j ~ 1 Series Representation: oo xk 037.~! k=l oo x2k+ 1 037.S } 0 036.(2k+l)! k=0 x>0 037.CI~7} + sin (a~/2=) f½. ~ ~dt= P.S[-~I}.3) Ei (x) = ~’ + logOx~+ ~ 1~.21) 7e-a’C (t)dt = ~{cos (a~/2=)f~..4) Ei(x)-Ei(-x) = 2 ~ (2k+l).V.5) .APPENDIX B 608 036.V. ~ ~dt t t --X 037.2) 037.7 Exponential Definition: Ei(x)=- Integrals Ei(x) and En(x) x e0.C } 0 7e-atS (t)dt = ~{cos (a~/2=) {~.20) - ~ e-at sin(t~) dt = --~cos(a~/4) f½0 +’-’~ sin (a~/4) {-~ .

2..2.3 .~.log(x) k=0 k.9) Special Values: 1 En(0 ) = ~ n-1 e-X n_>2 037.x En(x) ] En(x ) = .SPECIAL FUNCTIONS k (-1)kx 609 E l(x) = -y .4 .3 .11) ! x>> 1 El(X) ~ e-X 037... n=1.7) RecurrenceFormulae: En+l (x) = nl-.15) El(X) = e-x tz-~-~-x2it j f t.log(x) 037.ix e 0 x>0 037..En_l(X ) n=1. k! v(n)] k =0.1 (B7.10) Eo(x ) = ~ x Asymptotic Series: Ei(x)-eX n! Exn+l n=0 (_l)n oo xn +l x>> I 037.} x >> 1 037.. 037.13) Integral Formulae: Ei (x) = -x f t co + x sin(t) dt s(t) 2 2 x +t 0 x>0 037114) = _e_X t cos(t).[e-X .16) . El(X)=~ j~ut t+x x<0 x>0 037...x sin(t)dt ~ x..k! k. (’l)kxk (k-n+l).~t~~ 0 ^-x7 e-t _..6) En(x ) = (-1) n x n [.l-n+ n(n + 1) n(n + 1)(n + -:~ 3 x x + ...2. n ..8) 037.12) n=O e-x { En(x)~.

6) 038.APPENDIX B 610 ~ o x -xt En(t)e dt = (-1)n----~l log(x + 1) n X I X> -1 037.8 Sine and Cosine Integrals Si(x) and Ci(x) Definitions: X 038.1) 0 x Ci (x) = ~/+ log(x) +-[ cos(t) t 0 si(x) = Si(x) .5) Ci (x) .18) 0 x ~ Ei (-at)e -bt dt= -~ {e-bXEi (-ax) .7) .Si (x) Ci (-x) = Ci (x) si (x) + si (-x) = (.17) f Ei (-t) t dt = .i si (x) = Ei Special Values: si (oo) = Si (0) = Si (oo) Ci (0) =.r~ Series Representations: Si(x)= = (2n+l)(2n+l)! n~O (’l)n x2n+l 038.2) 038.T + eX (Ei (B7.4) Ci(x)=’/+log(x)+ Useful Formulae: Si (-x) = .Ei (-x(a + b))+ log0+b/a)} 0 B.1)nx2n n = 1 (2n) (2n)! 038.oo Ci(~)=0 038.Ci (x exp[irr]) = Ei (-in) Ci (x) .log(x) .3) 038.

g(x) Ci(x)=f(x)sin(x)-g(x)cos(x) f(x)Ixl >>1 larg xl < ~ 038.11) Integral Formulae: 038.16) ~ 0 si(t)sin(t)dt g 4 038.14) ~ 0 si (t) e-Xtdt = 1 arctan(x) x 038.18) 038.9) E (’l)n(2n)! x2n+l n=0 (-1)n (2n + 1)! x2n+2 038.17) 038.20) .13) f Ci (t)e -xt dt = ~x log(1 + 2) 0 038.12) x 038.8) 038.19) ~ Ci (bx) cos(ax) dx = ~a [2sin(ax) Ci(bx).Ci(ax+bx)~Ci2 (t)dt = n 0 2 038.1o) g(x)~ n=0 Ixl >>1 larg xl < x/2 038.f(x) cos(x) .15) t ~Ci( t cos ( t )d = 4 ) 0 038.SPECIAL FUNCTIONS 611 AsymptoticSeries: Si (x) = -~ .~a [2cos(ax) Ci(bx) .si(ax+bx)~ Ci (bx) sin (ax) dx = .

~(x) Un+1 (x) = 2xU (x) .9 Tchebyshev Polynomials Tn(x) and Un(x) Series Representation: T (X) = "~" n n ~21 (" -lm)~nn~m) ll) ! (2x)n -2m _ 039.n x n ( x) +(n1)U (x) n.2)T~’(x) ~ (x + n2 (x= -xT ) Tn ) (1 x2) U~ (x) 039.4) 3x (x)+ n (n+ U U~ n (x) = RecurrenceFormulae: T.n_l(x) n 039.x2) U~(x) = ..APPENDIX B 612 $ si 2 (t)dt = 0 (B8.2) whichis the Tchebyshev functionsof the secondkind.7) 039.1 Orthogonality: 1 f (1 _ x2)_1/2 (x)Tm dx Tn (x) -1 I~n~/2 n#m n=m 039. The[n/2] denotesthe largest of integer which less than (n/2).8) (1 . is In/2] Un(x)= E (-1)re(n-m)! ~.5) 039. DifferentialEquations: (1 .3) 039.1) whichis the Tchebyshev Polynomial the first kind.~("~-~’~! m=0 (2x)n-2m n >1 039.21) ~ 0 Ci(t)si(t)dt log2 038.9) .6) 039.+dx) 2xTn(x)= T.22) B.2) T (x) = n x n (x)+ nn_ (x) ~ l (1 .

x2)l/2Un(x)Um(x)dx {0r~/2 = -1 Special Values: Tn(-X = (-1)nTn(x) ) T0(x) = 1 Tn(1) = 1 TI(X) = x Tn (-1) = n #m 039.1 2 U2n+l(0) = U3(x = 8x3 .x)y" + ny = 0310.(0 ) = (-1) n U = 4x2 .l(X) = "~ [Un+l(X).12) Relationship to other functions: 1 Tn+l(X)= x Un(X .1 ) n (0) = (-1) T2n T (x) =3 .) ~-’~-~ (n- 0310. m (-1)rex ! m=0(m.Tn+2(x )] (B9.10) T2(x = 2x2 .11) d~2Y+n2y = 0 T (cos 0) = cos(n0) n Un (COS0) sin [(n + 1)0] sin 0 039.14) 1 B.3x 3 T2n+l(0 0 )= Un(-X = (-1)nUn(x) ) UO = (x) Un(1) = n+l Other forms: X = COS0 Ul(x) = 2x U2.SPECIAL FUNCTIONS 613 1 ~ (1.10 Laguerre Polynomials Ln(x) Series Representation: n Ln(x)=n: _.1) Differential Equation: xy"+(1 .2) .Un.l(X)] ) Un(X ) = ~ [x Tn+l(X ) .13) 039.Un. ~’~ ~.4x ) 039.

9) Laguerre Polynomials Lnm(x) Series Representation: n (_l)kxk LI~(×) (n (n .L ( x n4 x 0310.7) 031o.m=0..4) (n + 1)Lmn+l(x) = + 2 + m x)L (x) (n + m mn_l (x) n .6) 03o.n (x).1) = xn+l I 0 B.1 xL (x) -.3) 0310.6) ) Integral Formulae: I e-XxmLn(x)dx (-1) n n!Snm = 0 I e-tLn(t) dt = -x [Ln ( ).4x + 2) ) 614 0310.. 0311.~ )L .k)!(m k--O Lmn = (-1) m dmLn+m(x) (x) m dx DifferentialEquation: xy"+(m+ 1-x)y’+ny = RecurrenceFormulae: n.I1 Associated x>0 0310.APPENDIX B RecurrenceFormulae: (n + 1)Ln÷ = ( 1 + 2n.9x2 + 18x.5) 3 L3(x = o~(X .Ln-l(x)] h n Orthogonality: I e-XLn(x)Lm(x)dx = {~n=m 0 Special Values: Ln(0 = 1 L~(0) = ) L0(x)= Ll(X)= 1L2(x = ~(x2 .8) e_XtLn(t)dt n (x. 1.2) 0311.2 .3) (Bll.1) 0311..n[L (x).4) 0310.nL (x) 1 (x) n.

10) ’t v (x .(0) = (n + m!n! Integral Formulae: ~ e-ULmn du = e’X[Lmn .L~_l(X)] (u) (x) x (Bll.(x. then the formulaegiven aboveare correct provided one substitutes v for mand F (v + n +1) instead of (m + n)! wheren is an integer.8) (Bll.a > -1 (Bl1.7) If mis not an integer.1) m Hn(x)=n! E m!(n-2m)! m=O Hn(x) (2x) n-2m 0312. Special Values: Lm.3) 0312.1) Differential Equation: y" .2) (B12.4) .5) (B 11.(n 1 (x) xL~+l(x)-.12 Hermite Polynomials Series Representation: [n / 2] (. m= v > -1.2xy" + 2ny = 0 Recurrence Formulae: Hn+ (x) = 2xH (x) .9) ~e-XxV+l[Ln(x)] 0 x 2n+V+lF(n+v+l) n! v>-I (Bll._.e. v+a tx~ Ln+l.11) B.6) x (L~)" (x) = nL~(x).2nHn_ 1 n l(x) H (x) = 2n n_l (x) i 0312.t) a LVn (t)dt r( n + v + 1)r(a + 1). F(n + v + a + 2) 0 j v.SPECIAL FUNCTIONS 615 (B 11. i.v+a+l.n)L~(x) + (n + m)L~_l Orthogonality: OO ~ e_XxmLmn (x)L~(x)dx = (n+ m)! ~0 n! [1 0 k=m (B11.

5) H3(x = 8x3 . j.15) ~e -t ~ t n Hn(x0dt =~’n!Pn(x) (B12.13) 0 Relation to Other Functions: H2n (’~’) = (.8) ~ 0 e-t2/2 eiXt Hn(t)dt =.12x ) H2n+l(0 = 0 ) (B 12.APPENDIX Orthogonality: B 616 ~ e-X~ Hn(x)Hm dx = {02n (x) ~ Special Values: Ho(x = 1 ) Hl(X = 2x ) H2(x = 4x2 .+l -ta H (x) ex 2n oo~ e tacos(2xt.12) 0 x ~ Hn(t) dt = 2~+ 2 [Hn+l (x)Hn+l (B12.7) (B 12.6) H (-x) = (-1) n H (x) n n n! (2n)! Integral Formulae: ’.2 ) H2n(0) (.n 22n (n!) L(-112)(x) H2n+ l(’~f~’)= (" 1)n22n+1 L~/:~) (n!) (B12.-xz H 1 (x) +Hn (0) n_ n 1 (B12.1)n 0312.9) ~e x -t~ cos(xt) H2n dt = n ~/~ x2n e-x~ (t) 2 /4 (B12.-~)2 dt a 0 .~.14) (B12.10) ~ e-t~ sin(xt)H2n+l(t)dt =(-1) n "~]-~ x2n+l e-XZ/4 2 0 (B12.11) ~ e-t2 H (t) dt = .16) .xme-X Hn(x)dx = n!4-~ {0 m_<n-1 rn = n 0312.~-~i n e-X2/2Hn(x) (B12.

x) = [c . -1.1 + b . b.c.x) x(x .6) (B13. x) b(x .c.1. x) ab + 1. n.x) c’a’b Ixl < 1 (B13. Y = ClYl + C2Y2 Yl = F(a.1][1 . -3 .1)! (n .c.-m-k.~. (c .17) B.aby c ¢ 0.r(b) E F(c-m+n) n=O (m-k-l)! (m .1)F(a+ 1.x]F(a.c+ 1. +[a .x) n~ (n-1)!F(bm+ X m (n .bx]F(a.c. x) Recurrence Formulae: a(x .ax]F(a. b.b) x F(a. b.13 HypergeometricFunctions F(a. c.c]F(a.b.5) 1 Y2= xl-CF( + a .b.10) F(-m.b.. n=0 Differential Equation: F(a.x]F(a.2b + bx .b..SPECIAL FUNCTIONS 617 J" e-t~ H2n cos(x0dt n-14-~n!L (x2/ 2) (t) n 0 (B12.c. b. +c[c. x) = c [1 . C. c.x) c’a’b F(1-a. b. b.m)! n=0 (m.1.. b.ax . x) F’(a. c.(a + b + 1)xy’.b + l.x)= (minteger _> 0) F(-m. b. n integer _> 0) .3) F(c-a.4) (B13. -2. c-b.c]F(a.b + + n.b. b.x)= ]-c (1 . x) = [c .2a + ax .1)y" + cy’ . x) Definition: r(c) . r(a + n) r(b + xn F(C + n) n! F(a) F(b) L. 2.c.b.7) (B13.b + 1. x) + [b .1) (B13.1)F(a.a)(c . x) F(c)F(a + n)F(b + n)F(a + n.2) (B13. b. x) = 1 m (n-1)!r(b-m+n) r(c) (m--1-~-.c. l. b.1)! r(b) n-m x (B13.c .bx .9) (B13.c.c.c.c.b.c r(c + n) r(a) Special Values: 1 F(a.x)= (1 . c + I.c + 2cx. x) (B13.k .1. x F(a (n) F (a.2 .8) (B13.

71 .b. x) dx F(c)F(a)F(b . x) + [b .c + 1)F(c F(c + n)F(c .14 Confluent Hypergeometric Functions M(a.d)F(a r(a)F(b)F(c d >0 a-d>0 b-d>0 (B13.c. Relationship to Other Functions: F(-n.a = Integral Formulae: F(a.b.c. x) ~ F(c) e_ina(bx)_a + F(c) ebX(bx)a_c F(c.b + 1.3) 0314. c.x)] 0314.t) r(b)r(c- c-b-1 (1 .x) = F(b.b) c ¢0. b.tb-l(1.n.x)y’.b.b) x M(a.15) (B13.2) F~(2-’~ Differential Equation: xy" + (b. -1.1.x) = Tn(1.x)= n [ M(a.x) = Pn(1 2x) Asymptotic Series: F(a.b.X)b-c-n F(-n.x) _XI_ sin~r~b) F(b)F(l+a-b) b 0314.2x) F(-n.c + a (B13.12) 0 f 0 1 xa-I (1 -.c..~) ~ F(a + n F(a) n__~0F(b + n) U(a.x) and U(a..x) r(c.aiM(a-1.tz -a dt (B13. b. b. c. b. b.1]M(a. -1.17) (B13.5) 0314. x) + bib . -2.. 1 F(c) j.APPENDIX B 618 (B13.b ..b. b.1) M(l+ab. c.14) c ~ 0.-x) 0 d-1 X dx = F(c)F(d)F(b.a) r(a) bx >> 1 (B13. (a. c.2-b. Recurrence Formulae: aM(a+ 1.13) J" F(a..b.b.16) B. -3 .b + x]M(a.b 0314. -2 .6) 0314.11) F(a.x]M(a.ay = y = C1M(a. x) + C2U(u.4) .n + 1.a)F(b.a)r(c . x) = hi1 ..x) Definition: OO M(a. 1) r(c)r(c . x) = [2a.

2x) = (2x)p. n! m!.-2ix) sin x = TM xe M(1.7) 0314.16) x 1 2Pe M(p+ 7’2P + 1.8) 0314.17) M(n+l.. x) = .x) (n) M (a.b+ 1.x) 1 F(b) ~etXta-l(1F(a) F(b 0 t) b-a-1 dt M(1.-2n.2n+2.b.1)U(a+ 1. ~_x~erf(x) (B14~l) U(p+ ~.x) + [1 + a .15) 7r(p+ 1) Jp(x) (B 14.18) M(-n. x) = [-x + b . x) + U(a.14) U(a.b + 1.11) 0314. xU(a.a.20) M(-n.r(p + 1)Iv 2n+l/2eiX (B14.b. b + k.n) J_n_l/2(X ) (B14. p+ 1.b.x) : F--~a) ~ e-tXta-l(1 + t)b-a-1 dt 0 Relationship to Other Functions: 1 2 M(p+ ~.x) = ~M(a+ 1. 2. b. x) F(a + n)r(b) M(a n.x) = -aU(a + 1. x) = x Integral Formulae: M(a.2p+ 1.b.b]U(a.13) 0314.19) (B14. m+ 1.2ix) 2n+1/2 r(1 / 2 .b + n + r(b + n) F(a) a(b . 2x) = -~.22) .2ix) 2PelX (B14.b.2. L~(x) (m + n)! M’I 3 x2.x) (k) U (a.b U’(a.b.~ Kp(x) 0314.10) 0314. r(a) Special Values: M(a.~.1. x) = (-1)k F(a + k) U(a+ k.2x) = x sinh x X 0314.9) 0314.1]U(a.SPECIAL FUNCTIONS a 619 M’(a. b.2ix)= xn+l/2 xn+l/2eiX F(n+3/2)Jn+i/2(x) (B14.b + 1.a . b.2a]U(a.12) (B14. x) = [x + b .

29) B.b l" (a + n) F( a-b +1 + n n!(-x)n n=0 ina exx-be q F2(b-a)F(a)F(a Ixl >>1 -a x U(a.24) U(~I.1) 0315.APPENDIX B 62 0 1 U(p+_=-.26) 1 tJ(_-z 0 2 X 3 x ) Hn(X) 2 n x 2 u(-v2 ’21’ ~. x) ~ F(b.~1 .2p+ 1.x) ~ F(a)F(I+ ~ F(a+ n=0 n)F(l+a-b+n) n n[(-x) Ixl >>1 ~ F(b-a + n)l"(1-a . beiv (x). ~ = = -~-tt v (xe3ix/4~ 1~ e-iVn2 H(v2)(x e-ig/4) When = 0.23) "f~ e-itn(p+l/2)-xl H(p2) p 2(2x) (B14.4) = i.25) (B14. these equations transform to: v ber (x) + i bei (x) = Jo 3ig/4) = J o (x-in/4) = Io(x in/a) =Io(x e -3in/4) ker (x) + i kei (x) o (x in/ 4) 0315.~ H(ol) (x e3in/4) = _ ~ H(o2)(x 2 2 . kerr (x).1) ~ ~ n!x n=0 + (B14.15 Kelvin Def’mifions: Functions (berv (x).28) (B14. b.2p + 1.2ix) p 2(2x) ei[n(p+l/2)-xl H(pl)(x) (B14.x2) = ~/-~eX2 erfc(x) 2 2 (B14. berv(x) + ibeiv(X) = Jv(xe3in/4) = eivn jv (x e-in/4) = eiVn/2 iv(xei~/4) = e3iVn/2iv(x e-3in/4) kerr (x) + i keiv (x) -i vy/2 Kv(x in/ a) ix --(1).b.27) (B14.-2ix) 2 U(p+ ~.~.) = 2_v/2 eX2/4 Dv(x ) Asymptotic Series: ~ x-a eina M(a.2) 0315.3) (B15.a) F(a) F(a.

17) beiv(X)=~- si n[r~/4(3v+2m)] + 1) m! F(v + m m=0 (B15.8) =-v’~(z v-wv) .SPECIAL FUNCTIONS 621 Differential Equations: (1) x2y"+xy’-(ix 2 +v2)y = Yl = herr(x) + i beiv(X ) Y2= kerr(X) + i keiv(X ) (iv) (2) x4y or or Yl = ber-v(x)+ibei-v(x) Y2= ker-v (x) + i kei_ v(x (B15.Zv_1 + Wv+ -.12) 1 Z¯ = 2--~(Zv+I v =v x 1 1 + (Zv_1 + Wv_l) v = ---z v - x wherethe pair of functions zv and w are.18) .15) (B15.(1 + 2v2 )(x2y" .10) (B15.keiv(X) v or = beiv(X).-kerv(x) Special relationships 2 ber_v(x) = cos(v~)berv(x) + sin(w)beiv(x) + -.13) berv(X)=~X V m!F(v + ra co s[r~/4(3v+2m)] + 1) m=0 ~ (B15.sin(vg)keiv kei_v (x) = sin(v~) v (x)+ cos(wx)kei (x) v Series Representation: (B15.5) (m5.xy’) + (v4 .11) (B15.6) (B15.W =berv(x).16) (B15.) kerv (x) .beiv(X) or =kerv(x).sin(v~) bei_ (x) = .sin(v~)ber (x) + cos (vr~)bei (x) + --2 sin(v~)kei (x) v v v v (B15. x -.7) + 2x3y".-berv(X ) or = keiv(X).4v2 + x4 ) y = Y2 = beiv(x) Y3 = kerv(X) Y4= keiv (x) Y2 =bei-v(X) Y3 = ker-v(X) Y4 = kei_v (x) Yl = berv(x) Yl = ber-v(X) Recurrence Formulae: Zv+1 + Zv_ 1 fins.Wv_l) 1 (B15.9) (B15. respectively: v Zv.14) ker_v(x) = cos(yr.

23) (B 15.24) Asymptotic Series: eX/4~ berv(x)= 2--~xx {zv(x)cosa+wv(x)sinct} (B15.25) .20) (B15.19) kein(X)=2-’h’~" g( m+l)tg(n+m+l)sin[x/4(3n+2m)]X2S m!(n + m)! m=O x2 m -~ xn E (n-m-1m! )" t sin[x / 4 (3n + 2m)]-~-m=O + log(2 / x) bein (x) .~) bet(x) + ~ (B15.~ {sin (2vr0 kerv (x) + cos (2vn) keiv be iv(X)= eX/4~ {Zv(X)cosa-wv(x)sina} 2--~xx (B15.22) kei(x) = (.26) + ~ {cos (2vn) kerv (x) .3/) bei(x) .sin (2vr0 keiv .APPENDIX B 2 m=0 x2m cos[r~/ 4 (3n + 2m)]-~-ffl-- 622 xn ker n (x) = g(m+ l) ÷ g(n + m+ m! (n + m)! 2n_1 n.~ bern (x) bet(x) = m~= [(2m)!]2 m 0 ~ (-1) TM 4m X 2n_ 1 n-1 4’" (B15.21) 2 = 0 [(2m + 1)!] m 4m ~ (-1) m X ker(x) = ~ 1 [(2m)!]2 24mg(2m) + [log(2 / x) .~ bet (B15.1)m x4 m+2 + m = 1 [(2m + 1)!] 2 24m--~g(2m 1) +[log(2/ x) .1 n +~ xE (n-m-1)!c°s[rc/4(3n+2m)]X4--~ m! m=O + log(2 / x) bern (x) + ~ bein (x) n X (B15.

30) (B15.1).35) 3 I~(x)--~+ ~..29) Wv (-T-x) ~ (+l) TM {(c .(2m -1)2)} sin ( mr~/ 4) m m!(8x) rn = 1 wherea = -~.SPECIAL FUNCTIONS 623 kerv(X ) = _ ~ {zv(-x)c°sb- Wv(-X)sinb } (B15. and c = z.27) } keiv (x) = ~/’~ e-X/~ {Zv(-X)sinb+ Wv(-X)cosb (B15. x 8x ~ 384x (B15.( m (8x) m! m= 1 2m-1 ~ COS / 4) (m~ (B15.33) (B15..28) Zv(-T-x) I + (+l)m {( 1)-(c .32) (B15. b = a + rt[4.31) e~(X) bei(x) = ~ sin (l~(x)) ea(-x) cos([~(-x)) ker(x) = 2~-~x kei(x) = ~x ea(-x) sin (13(-x)) where: (B15..1 / 4).~ cos (~(x)) ~/Z~X x 7~ (B15. (c. (c .9). Other asymptotic forms for v = 0: (x) ber(x) = ea~...+ ~ (v . (c 9). .34) ~(x) x + 8x384-’ff~x ~-"’" - (B~5.. .36) .

can be expressedas: of 625 . ~. gradient.divergence. Aninfitesimaldistanceds can be expressed as: 2 = gll(dul) 2 + g22(du2) 2 g33(du3) 2+ (ds) 2 Aninfitesimal area dAon the u~u surfacecan be expressed as: 2] 2 ~ duldu dA = [(gll)l/2dul][(gEE)l/Edu = Similarly. area andvolume. u2.4) (C.2) andxi are rectangular coordinates.5) (C. e u Thedivergence a vector ~.It contains of expressions elementary for length. curl. 1 Introduction This appendix deals with some the widelyused coordinatesystems. g22 and g33are called gii \du~J __ 1 fx! the metric coefficients. u3). expressed by: +~dul ) kdu~J (C. u2.7) where 1.is defined of t~." ~7(~=g~ll ~’ul + g~2 OU -r g~3 ~U 2 2 33 (C. andthe Laplacian operatorin generalized orthogonal coordinate systems. V. suchthat an elementary (u measure length alongeachcoordinateis givenby: of ds1 1 g~du = ds2= 4 du2 where gl 1. as.3) (C. an elementof volume becomes: dV = duldu2du3 dV= ~/gl lg22g33duldu2du3 "fff where: g = gl lg22g33 Agradient scalarfunction V~b.2 Generalized Orthogonal Coordinate Systems Consider orthogonal an generalized coordinate l.APPENDIX C ORTHOGONAL COORDINATE SYSTEMS C. e2 and~ 3 are base vectorsalongthe coordinates1.6) (C. andu3 respectively. C.

2 3 ~=EI~ ! +E2~2+ E3~ 3 The curl of a vector ~.e. ~ . can be written as (CAD ~e ~placi~ of a vector function ~. V x ~ is defined as: g~11~lr } 0" ~/’~--r: 1 ~-~[ g~E2] (c.: of l.APPENDIX C 62 6 V" ~ = "~’{ ~ul [~f~ / gll Eli whereE E and E are the components the vector ~.9) Vx~ = (C. i. ~72 ~b.12) where: A 1 ~ 0 g-~-3 E3)} : V.lO) The Laplacian of a scalar function ~.8) (c . denot~ as V 2 ~ C~ ~ written (C.

0 = constant defines a half plane and z = constant defines a plane. z) are as follows: .11) can be listed below: gl/2= 1 gll = g22= g33 = 1 2 2 2+ (ds)= (dx)+ (dy)2 (dz) dV--dxdydz V~= ~ ~ + ~y +%~’z = ox ~’y -g-z ~x ~y ~y Vxg= b E x a Ey 3 E z Ox 0y ~ ~ ~z C. z) and (x. 0.ORTHOGONAL COORDINATE SYSTEMS 627 C. The coordinate transformationbetween(r.4 Circular Cylindrical Coordinates Thecircular cylindrical coordinatescan be given as: ul=r 0<r<+o~ u2=0 U3=Z 0<0 <2r~ -oo<Z<+oo wherer = constant defines a circular cylinder.3 Cartesian Coordinates Cartesian coordinate systemsare defined as: tll=x -~<X<+~ 112=y U3=Z -~<y<+*~ -oo<Z<+Oo The quantifies defined in (C.2) to (C. y.

~. defines a plane. 11) are given b~low: gll = g33 = 1. 32(~ -r 7~ v%=~ ~ ~ao-~"~-7 C. tan 0 = y/x z=z 628 Expressioncorrespondingto (C. g22 = r2 gl/2 = r (d$) 2 = (dr) 2 + 1. . The coordinate transform betweenx.+ 1 30 + Theelliptic-cylindrical coordinatesare definedas: 0_<rl <+0o ul=rl u2=~F 03=Z 0<~F <2r~ -oo<z<+oo where = const.z and rl.5 Elliptic-Cylindrical Coordinates 32t~. ~ and z are written as follows: x = d cosh rl cos ~.APPENDIX x=rcos 0. 2 x ~ + sinh2 y~2 _ ~1 . 2. xF = const.=--~-+7. ~1 defines a hyperbolic surface and z = const. x2 + y2 = r C y = r sin 0. The ellipse has a focal length of 2d. 2 = d y2 cos 2 V sin 2 V 2 x Z=Z For the equations belowlet: 2 tx2 = cosh r I .y.-.~ 7-~+-~~ 3E 1_ 1 + 3E 3E r~0 ~z [ Vx~.= rl_[ ~r Er ~ 3-6 rE 0 Ez [ 1 32t~ I .cos2~ .d2’ y = d sinh ~1 sin V.2 (d0)2+ dV=rdrd0dz er 3"~" r ~’~ Z~zz 0 z v.2) to (C. defines an infinite cylinder with an elliptic cross-section.

g22 = r2.2) to (C.11) are given below: gl/2 = r2 sin 0 gl ~ = 1.I 1) are definedas follows: gll = g22 = d2 ¢x2.~V s-g’noe.6 Spherical Coordinates The spherical coordinates are defined as follows: ul=r 0<r<oo 112--0 0<0__.~ The coordinate transformation between(x.ORTHOGONAL COORDINATE SYSTEMS 629 The quantities given in (C. g33 = 1 glt2 = d2 ~2 dV=d~ daa dz c~ dV (ds)2 # or2[(~)2+ (dV)2] = + ~ ~t~v ~z/d c~En ere v Ez/d a2~ 1 a2~ V2-- _ 1 ~ ~2~ oz= C.2) to (C. x = r sin 0 cos ~ x2 + y2 + z 2 2 r = y = r sin 0 sin t~ z ~an 0 = (x 2 + y2)1/2 z = r cos 0 tan t~ = y/x The quantities defined in (C. g33 = r2 sin20 (ds) 2 = (dr) 2 2 (d0 + r2 sin20 (d~2 )2 ) dV= r 2 sin 0 dr dOd~ V~=~ri~hlt+l_ 0~I/+ 1 .z) and (r."g .y. 0. ~) are given below.

cosh2-~-.7 C. 0 = const. about the z axis. 0) are given below: x = d sinh ~ sin 0 cos ¢.I The prolate spheroidal coordinates are defined by ul=rl u2=O u3=¢ 0_<~l <~ 0<0<~ 0<¢_<2r~ whererI = const.1 Prolate Spheroidal Coordinates Prolate Spheroidal Coordinates . The coordinate transformation between(x. The focal length of the ellipse = 2d. i ) 2+ (dO)2] + ~2(dO )2 dV= d3 or2 ~ dq dOde .. defines a half plane.APPENDIX C 1 3E o cot0_ +~’-~’-+~ "-t~°-~ ~r r 63 0 1 OE~ rsin0 /~ r sin 0 ~¢ ~¢ rsin0E¢ OEr 2_ V’~’:-~’-+~’~r ~0 r 2 sin0 ~r E r ~0 rE o 1 32~ V2_. x2 + y2 2 z y = d sinh r I sin 0 sin ¢.r 2 sin 2 0 002 r C.+ 2 3~ + 1 ~2~/+ cot 0 ~F ~ ~2~ ~ 2 ~02 r 2 O0 ~. and 13= sinh rl sin 0 The quantities defined in (C.y~) and (~. defines a rotational hyperbolicsurface about the z axis and ¢ = const.= d ~ .11) are enumerated below: = g22= d2 tx2. Z2 (x 2 + y2) 2. defines a rotational elliptical surface. 0. d = cos 2 0 sin 2 0 tart ¢ = y/x z = d cosh ~1 cos 0 2 sinh2~1 l. For the equations belowlet: IX2= sinh2 ~1 + sin20. = d2 32 gl I g33 [ glt’2 = d3 tx2 ~ 2 (ds) 2 = 2 t x2 [(dl.=--~.2) to (C.7.

~2 = 1 .ORTHOGONAL COORDINATE SYSTEMS 631 1 ~xEn txE~ 1 1 f~)2~ c~2V V~2 : ~ ~. ~2 y = d4(~2 .11) ~e enumerat~ ~low: gll=(dx/~)2 gl~ = d3 Z2 2 2~(d~) 2 2 ~J (ds) 2 ~2 ~ ~ [~ +(d~) + dE~E~2(d~) = dV= d3 Z2 d~ d~ d~ g22=(dz /~)2. For the equations belowlet: Ct2 = ~2 _ 1.2) to (C.1)(1 .7. y. 1]. z) and (~. 2+y2 x --=z2 2 ’ d 1~112 ~.. g33=(d~)2 .1)(1-1] 2) sin .112 z=d~1] tan¢=y/x ~e qu~fifies defin~ in (C.~2 ~ ~2 = ~2.2 Prolate Spheroidal Coordinates .112) COS 2 2+y2 --~z x =d2’ ~’~z 1_~2 The focal length of the ellipse is 2d. ~-~-~ + c°tn _~ ¢~qt 3-’~" + c°t 0"~0 } + d2132 V ~" + C. ¢) are described below: 2 x = d4(~ .II Theseare defined as ul=~ u2=1] u3=¢ 1_<~<~ -1<1]<+1 0_<¢<2~ The coordinate transformationbetween(x.

I Theoblate spheroidal coordinates are defined by 0<~1<~ u2=0 u3=0 0_<0<n 0<~<2~ where/q const. is a half plane.8.APPENDIX C 632 V" ~ = ~X2 {~[Z~z E~] + ~~ [Z~3 E~]~ ~-~ ~ } ZE~ --~E C. ~1 and lB = coshrl sin 0 Y= d cosh/q sin 0 sin O.sin20. 2 x2 + y2 z __ 2 __ _ d + cosh 2 r I sinh 2 ~] .8 Oblate Spheroidal Coordinates C. define a = rotational hyperbolaabout the z-axis and qb = const. Thecoordinate transformationbetween(x. 11) are enumerated below: = g22 = d2cz2.’ For the equations belowlet: c~2= cosh2 .2) to (C. Thefocal distance of the ellipse = 2d. ~) are as follows: x = d cosh rl sin 0 cos O. 0 = const. 2 x + y2 sin2 0 2 z 2 d = ’ cos2 0 z = d sinh/q cos 0 tan (~ = y/x The quantities defined in (C. defines a rotational elliptical surface about the z-axis. y. g33 = d2 [~2 gll gl/2 = d3 cz2[~ (ds) 2 = 2 (z2 [(d/q) 2+ (d0)2] +2 ~2 (d~ ))2 . z) and (rl.1 Oblate Spheroidal Coordinates . 0.

g33=(dc~13) gll=(d)~/002 g22=(dx /13) gl/2 = d3 Z2 2 2. 2 X = d~/(~ + 1)(1 . z) and (~. z2 =d z=d~rl tan~=y/x i+{2 ~ g2 Thefocal length of the ellipse is 2d. ~-d y=daf~:/+l)(1-rl x 2+y2 2.lq 1 . 11. s x2 + y2 2 z 2.2 Oblate Spheroidal Coordinates . Thecoordinate transformationbetween y.d2~2 002 20--@’+tanh11-ff~’~ C.8.~12 112 arid ~2 = ~2 _ 112 The quantities defined in (C. 132 = 1 .ORTHOGONAL COORDINATE SYSTEMS 633 c~ n a~0 1 c.2) co ~.II Thesecoordinatesare defined by: ul=~ U2=TI 1_<~<~ -l<rl<+l u3=~ 0_<~_<2rt 2) sin~.2) to (C. a d @] ~ 132 (ds)2= t (x---~2r (d + 0~ + dec 2 (d~)2 .~.1I V211/=d-@~ +O-ff~-+c°sO~. @)are described below: (x. For the equations belowlet: ~2 = ~2 + 2 1.En c~E o 0211/ 0/I/ 0211/.11) are enumerated below: 2 2. 0~1"} + 1 021.

APPENDIX C 634 ~v = d3 ~2 ~ ~ ~ a a~ --~E a .

1 Dirac Delta Function and Integrals Definitions The one-dimensional Dirac delta function 8(x-a) is one that def’med only throughits integral. A generalized function whichwill be used often in this appendixis the Step function or the Heaviside.a) = = 1/2 =1 H(x .3) Sifting Property: Givena function f(x).c)dx = (D. function defined as: H(x . then: f f(x)~i(x .. Oneshould note that: D.I.x) x<a x =a x>a (D.2) (D.4) 635 .1) whichis not differentiable at x = a.a) + H(a .moo x ~c X----C Integral: Its integral is definedas: ~6(x oo -c) dx=l (D. whichis continuousat x = c. It is a point function characterized by the followingproperties: Definition: ~(x .1 D.APPENDIX D DIRAC DELTA FUNCTIONS The Dirac delta functions are generalized functions whichare point functions and thus are not differentiable.c) = _.

c) f(x) dx = f(c) = ~i(c . a<c<b orc=b (D. i.e.5) Scaling Property: This property allows for the stretching of the variable x: OO ~ 5(x / a) f(x) dx= lal (D.APPENDIX D 63 6 Shift Property: This propertyallows for a shift of the point of application of ~5(x-c).c) / a) f(x) dx = lal (D. i.e.7) Even Function: The Dirac function is an evenfunction.8) ~ ~ i(c-x) dx 5(x . orc>b f S(x .x)= 8(x since: (D. such that: b c<a.x) Definite Integrals: The Dirac delta function maybe integrated over finite limits.6) f ~5((x.9) and the sifting propertyis then redefinedas: .: (D.c) dx = a =1/2 =1 c=a.: 8(c.

i.14) andsince it satisfies the integral andsifting properties: X ~ u((z. one may start with improper integrals values are unity.11) J ’8(x.13) then a function representation of the Dirac delta function when(z --> 0 is: u((z.x)dx = 1+ larctan .c)dx 0 a -. differentiable functions whichbehaveas a Dirac delta function whencertain parametersvanish.10) If the integral is an indefinite integral.c) f(x) dx = f(c) H(x- (D.2 Integral Representations Onecan define continuous.12) D._) {0oo ~t-->0 x#0 x=0 (D.1/2 f(c) = f(c) c < a.x) = (z/[rc(x 2 + c~2)] behaveslike ~i(x). let U(x) be a continuouseven function whoseintegral is: whose ~ U(x)dx 1 (D. Example D.1.DIRAC DELTA FUNCTIONS 63 7 b f f(x)~i(x. To construct such representations. let: Lim u(~x.e. since: Lim u(0~.x) . or c > b c = a.1 Thefunction u(c~.e. the integral of the Dirac della functionis a Heavisidefunction: X ~8(x X -c)dx = H(x-c) (D. or c = b a <c < b (D.x) = U(x/c0 whichalso satisfies the sifting propertyin the limit as (~ --> 0.x) = 8(x) ¢X--~0 iff it satisfies the integral and sifting propertiesabove. i.

x)f(x)dx1Limn ~ f(~Y). To satisfy the sifting property." Lira ~ u(ct.o o = __1 Lira. c~ should be noted that this functional representation was obtained from the integr~d: l+x 2 so that: U(x) 1 r~(l+ 2 ) which results in the form given for u(o~. i..+~ --~ --f(O)~x _ = ~-~0 dy f( O) where the integral is assumedto be uniformly convergent in ~t. the integral approaches. then one can perform these integrations without this assumptionby integration by parts: 2 X + [~2 "~" X2 + ~t2 or J7 f(-x) 0 Integrating the secondintegral by parts: Lim Z f ~(x)~ dx = Lim ~f(x) ~ . Note also that if the limit of the integral is taken when --> 0. the integral approaches unity.e. Lf(x)arctan(x/)l -L f’<x)arctan(x/(x)dx .x) above. x)f(x)dx=lLim ~ x-~f(x)dx o~-~0 ~ e~-~O substituting y = x/ct in the aboveintegral one obtains: 2-dy a-->oLim ~ u(a. Simil~ly ~e f~st inmg~l a~cbes: . f’<x) a~ctan <x ! ~) dx + 0 0 f’<x) since fix) is absolutely integ~ble ~d continuous at x ~ 0. Let f(x) be absolutely integrable and continuous at x = O. one mayuse a shortcut procedurewhich assumesuniformconvergenceof the integrals. H(x)..APPENDIX D 638 so that whenthe upper limit becomesinfinite.

If f(x) has a finite or an infinite number non-repeated of zeroes. 15) represents 8[f(x)]. N . 2.x0 ]f’(xo) [ (D.15) is correct by satisfying the conditions on integrability and the sifting property. 3 .. Starting with the integral of ~[f(x)]: I Letting: then: 8[f(x)]dx U = f(x) u = 0 = f(x0) and du= f’(x)dx then the integral becomes: j" 8[f(x)]dx]f’(xo) I I ~(x.: f(x n)=0 then: n = 1.3 Transformation Property Onecan represent a finite numberof Dirac delta functions by one whoseargumentis a function..e.DIRAC DELTA FUNCTIONS 639 Lim(~T f(-x) ~-~0~ . (D. x~--~’~-’~’~ n --~f(0-) so that.1.15) Onecan showthat (D. then one can showthat: 8If(x)] ~i(x . i.x)dx --~ D. since f(x) is continuousat x = Lim( T f(x)u(~t.xo)dx I 8[f(x)lF(x)dx= I /f’(x(u))/ 8(u) F(x(u))du _ F(x0) [f’(xo) [ = [f’(x0)-’-~~ I F(x)8(x-x0)dx Thus. Consider8If(x)] wheref(x) has a non-repeatednull 0 and whos derivative e does not vanish at x0.the twoproperties are satisfied if eq..

Example D. behavesas 6(x) in the limit of c---~ c / [n(x Thus.1. one can approximately evaluate the integral by the sifting properties.1 0. 2 + c2)]. This approximatemethodof evaluating integrals whenpart of the integrand behaves like a .0050 T(approx) 5.82692 0.4 Concentrated Field Representations The Dirac delta function is often used to represent concentrated fields such as concentrated forces and monopoles.0 This exampleshowsthat for c = 0. D.16) Example D.00 c~(exact) 0.one can evaluate it exactly. which is known have an exact value.a2) = ~a [8(x .01 T(exact) 4. a concentrated force (monopole point source) located a x0 of magnitudeP0 can be represented by P0 6 (x-x0).0 1.1 the error is within 10 percent of its exact value.13459 9. This property can be utilized in integrals of distributed fields where one component the integrand of behaves like a Dirac delta function whena parameter in the integrand is taken to some limit.3 The following integral. can be approximately to evaluated for small values of its parameterc: T=--Icos(ax)Jo(bx) f 7~ x2 + C2 dxc 1 =1 e-aCI0(bc) ~ -c c << 1 If the integral can not be evaluated in a closed form and one wouldlike to evaluate this integral for small values of c.0 1.2 0. one notices that the function in example 1.2 8(x2 . For example.07090 99.90709 0. so that for a = b = 1 one obtains: c 0.99005 cT(approx) 1. To check the numerical value of this approximation. Letting: F(x) 1 cos (a x) Jo(bx c then the sifting property gives F(0) = 1/c.00 100.000 10..APPENDIX D N 8(x E If’(Xn) n=l 640 6[fix)]= I x~) (D.a) + 6(x + oo 8[cosx]= E 8[x-2n+ln] 2 D.

2 Dirac Delta Function of Order One The Dirac delta function of order one is defined formally by 61(x . Thus.18 .o) x such that its integral vanishes: I 81(x =0 (D.22) so that the kth moment integral is: (D.20) whichgives the value of the derivative of the function f(x) at the point of application ~Jl(X.18) and its first moment integral is unity: I x61(xx0)dx =1 (D. These properties outlined in Eqs. using the representation of a Dirac delta function. D. one can define 51(x) as: 8~(x) = . 81(x) represents a mechanical concentratedcouple or a dipole.20) can be proven by resorting to the integral representation.Lirad u(cqx____.19) and its sifting propertyis given by: I f(x)~l(X xo)dx = f’(xo) (D.x0). D.21) In physical applications.o) = d-~ 8( .~J(x -x (~N(X -Xo) = (-1) O) (D. (D.DIRAC DELTA FUNCTIONS 641 Dirac delta function can be used to overcome difficulties in evaluating integrals in a closed form.23) I xk ~iN(X)dx= N! {0 k<N k =N . 7) 1 (D. 3 Dirac Delta Function of Order N TheseDirac delta functions of order N can be formally defined as: N N d--~.~) (D.

This equivalence showsthat a distributed couple (dipole) field f(x) is equivalent to a point couple(dipole) of strength f(~) point force (monopole) strength f’(~).25. (D.4 Equivalent Representations of Distributed Functions In many instances.x0) represents high order point mechanical forces and sources. For example.~) dx + f(~) l( x . one can showthat f(~) ~(x. Similarly one can showthat: f(x) 81(x .25) whichallows one to express a point value of f(~) by a field function f(x) defined over entire real axis.~) dx which proves the equivalency in Eq.26). The proof uses the sifting property of the Dirac delta function and an auxiliary function F(x): f F(x)f(x)8(x .~) + f(~) which again can be proven by using an auxiliary function F(x): ~F(x) f(x) l(x -~)dx = F f’( ~) + F’( ~) f(~ (~) 03. D.x0)dx = f(N)(x0) (19. of .~) = f’(~) 8(x . one can represent a distributed function evaluated at the point of application of a Dirac delta function of any order by a series of functions with equal and lower ordered Dirac functions.26) = f’(~) J F(x) 8(x .{)dx = F({) f({) = f(~) F(x)8(x = ~ F(~) f(~)8(xwhichsatisfies the equivalencein D.APPENDIX D 642 th and the sifting property gives the N derivative of the function at the point of application of 8N(x . For example.x0) is: f f(x)SN(X.xO) represents a doublet force or a quadrapole.~) = f(x) 8(x(D.24) In physical applications. ~iN (x . ~2(x .

27) ~ F(x)dx~ ~ ~. i.31) xn: (D..dx R n D..~)dx= R n Scaling Property: For a common scaling factor a of all the coordinates Xl. Rn x = Ix 1..j" F(Xl.e.34) . 1.1 Definitions -~’-~ and Integrals The Dirac delta function has the following properties that mirror those in onedimensional.. so that: ~(X.32) n [a[ = R n Integral Representation: Let U(x) = U(x x2 . . ~ F(x)~5(X)dx a (D.~) = 1..5. ~ (x-~)~=l R n Sifting Property: S F(x)~5(x . x2 ....DIRAC DELTA FUNCTIONS 643 D.x) = -n U( /a) = a-n U( ’ x2/~t ... x Xl/a xn/cx) then: (I).5 Dirac Delta Functions in n-Dimensional Space A similar representation of Dirac delta function exists in multi-dimensional space. such (D...29) Integral: The integral of Dirac delta function over the entire space is unity.. n xn)dXll:Lx2. (D.El ...... Let x be a position vector in n-dimensionalspace: xn] and let the symbol to represent the volumeintegral in that space...e.X 2 .. x2 ... i. x2 " ~2 . Xn" ~n] (19. .30) (D. that: Xn) be a non-negative locally integrable function.33) f Rn U(x)dx= Define: u(~.

dx n D...’~(Xn-~n)dXl. since: Lim f ~1 u(X) F(x) dx = Lim f U(y) F(ety) dy Rn D.through the scaling property: Lim f -~-1 ¢t-~0 ot n Rn u(X)dx=f Rn U(y)dy=l wherethe scaling transformation y = x/a was used...APPENDIX D 644 (D..e.2 Representation Rn by Products of Dirac Delta Functions Onecan showthat the Dirac delta function in n-dimensional space can be written in terms of a product of one-dimensional ones... It also satisfies the sifting property.37) ..: ~(X.. -~ ~ 8(Xn-~n)dx -~ (D.~) = ~. 2 = 2(Xl.X2 ...36) R F(x)~(x-~)dx=F(~)= n~ ~ .El) ~(x2" ~2) "’" ~(Xn" 1 This equivalence can be shownthrough the volumeintegral and sifting property: ~ ~(x-~)dx: n=l R n ~ ~(Xl-~l)dXl.. i.. Xn)..~5[uwhere ~1 = u (~) and the Jacobian J is given J(~) = det [~xi/~uj] for J(~) ~:0 (D.5. Let the real variables Ul..x) = 8(x) ~t-~0 This can be easily proven.X .5.. x U n) 1 1 2 n) n 2 then: 1 ~(x .... Unbe def’medin a single-vlaued transformation defined by: U = U (Xl. U = an (Xl. u2 ..35) Lim u(r~. X .~) = 8(X ..3 Dirac Delta Function in Linear Transformation The Dirac delta function can be expressed in terms of new coordinates undergoing linear transformations.... -oo Xn)~(Xl-~l).... 1 ...X .

40) Thus...38) The volumeand surface of an n-dimensionalsphere Vnand Sn of radius r are: ~n/2 = n = (n / 2)! 7~n/2rn F(n / 2 + 1) (D. Thus.6 Spherically Symmetric Dirac Delta Function Representation If the Dirac Delta function in n-dimensional space dependson the spherical distance only..+ Xn2 then if the function U(x) dependson r only: ~ U(x)dx = ~ .39) Sn(r ) dVn 2~n/2r n-1 -2~n/2rn-1 = - dr (n_l) . ~ U(r)dx.. 02 .DIRAC DELTA FUNCTIONS 645 D.... so that U(r) must satisfy the following integral: ~r 0 Vn(r) n-I U(r)dr 1 Sn(1 ) (D. Let r be the radius in n-dimensionalspace: m r=tx + +... 01. in three dimensionalspace: 2~3/2 2r¢3/2 $3(1) = ~ = ~ = so that the representation function U(r) mustsatisfy: . 0n where only (n-l) of these Eulerian angles are independent: xn = r cos O n x1 = r cos 01.... the volumeintegral transforms to: [2~ 2~ ~ U(x)dx = ~ U(r)rn-I dr 1 f c°s01""c°S0n d01 ""dO n R 0 [ 0 0 n Thelast integral can be written in a condensed form as: U(r)r n-~ dr Sn(1) = whereU(r) is the part of the representation that dependson r only and Sn(1) is the surface of an n-dimensional sphere of a unit radius.dxn one can makethe following transformation to n-dimensional spherical coordinates r. x2 = r cos 02 .2 " r(n/2) (D. a newrepresentation exists.. dx2.

Define an integer vector l in a n-dimensionalspace as: l = [/1.38). l 2. and -r /ct 1 e u(~’r) = t~3 so that the spherical Dirac delta function representation in three dimensionalspace is: e-r/et ~(x) = ~1 Lim 8~ ct--~0 ~3 D.APPENDIX D 646 f r 2 U(r)dr 1 (D.43) so that the spherically symmetric Dirac delta function ~i given by: ~(x) = Lim u(ct. 12. one can then obtain Dirac delta function representation as follows: u(~. l n are zero or positive integers.r) = -n U( /~) r (D...41) 0 In two-dimensionalspace: $2(1 = 2~t ) so that the representation of the function U(r) mustsatisfy: f 0 1 r U(r) dr = 2-~ (D.4 To construct a representation of a spherically symmetricrepresentation of a Dirac delta function in 3 dimensionalspace from the function: e -r U(r) = 8~t Since: f 0 r 2 U(r)dr 1 4--~ then U(r) is a Dirac delta representation in three dimensionalspace.. ¯ ¯ ¯. (D. so that the measure the vector of .44) wherel 1.7 Dirac Delta Function of Order N in n-Dimensional Space Dirac delta functions of higher order than zero are defined in terms of derivatives of the Dirac delta functions as was done in one-dimensionalspace.r) Example D.42) Onceone finds a function U(r) whoseintegral satisfies eq. /n] (D.

.~)F(x)dx =~)N (D.~x n (D.0--~-~ ~(x OXl by use of auxiliary functions as follows: (D..DIRAC is II DELTA FUNCTIONS 647 I..~) = ..49) f ~(x- ~) F(x) dx = .~ +l ox 1 ox 2 ~91/I = ox1 ox2 . For example.45) Onecan then write a partial derivative in short notation as: Thus.47) so that the sifting property becomes: f ~iN(x.48) Rn Partial differentiation with respect to the position x or ~ are related.+l. one maydefine a Dirac delta function of N order in n-dimensional spaces in terms of derivativesof zero order: ~ N(x): (-1)INI ~N (D.46) (D.OF(~) --- f ~5(x-~)F(x)dx=-f Rn ~5(x-~)F(x)dx Rn Rn . defined as: Ill = ll 21 + 12 + --.+/n ~1~ z +.one can showthat: ---~-d~5(x.

x) 1--(1 + x) l(l-X) -a<x<O O_<x<a (d) u (cqx) 2.X2)= (b) <5(Xl.X3)= a-~oLim "~ (r2 + r~" (zsin2(r (c) <5(Xl. (c) u(c~.APPENDIX D 648 PROBLEMS For the following functions (i) show that they represent <5(x)as c~--> (ii) showthat they satisfy the sifting property X_<-CC-E -(X-E < X <-C¢ -(~_<x_<c~ x>CC+E in the limit ~ --> 0. -.sin (x / a) ~x Show that the following amrepresentations of the spherical Dirac delta function: c~0 2~t(r 2 3/2 +(t2) (a) 5(Xl.X2.X3)= a-~O 2~2 4 r 2 (22) 3.X2. Write down followingin terms of a series of Dirac delta function the Ca) (tan <5 (b) <5 (sin .

00)~(~ . If x1 = au1 + bu2. then showthat: 1 ~(Xl)8(X2) lad_bc-~--~8(Ul)8(u2) Show that the representation of Spherical Dirac delta functions located at the origin are.ro)8(0 .ro) 2 4~r (Surface source) . and x2 = cu1 + du2.x2.x3)= 2 8(r) 8(r) 2~tr (b) 8(xl.x3) 8(r . (a) 8(xl.8(r-r°)8(O-O°)8(z-z°) r (c) 8(x1.X3) .DIRAC DELTA FUNCTIONS 649 4.x2) Show that the Dirac delta function at points not at the origin in cylindrical coordinates are given by: (a) 8(x x2 ) 1.xz.0) 5(0 -00 r (Line source) (Point source) (Ring source) (b) 8(Xl.r0) 8(~ 2 2~tr (d) 8(xl) = 8(r .~o 2 r (Point source) (Ring source) (Ring source) (b) 8(Xl.X2) = 8(r-r°)8(0-0°) 2 2r (c) 8(x1.ro)8(z 2r~r Show that the followingDirac delta functions represent sources not at the origin in spherical coordinates. (a) 8(xl. x3) = 8(r . = 8(r . x3) = 8(r .X2.

6 0. 651 ::::~ ~(~) ... 2 1 0.~ I / -~// . ~" ~"C’\ \’ -0..APPENDIX E PLOTS OF SPECIAL FUNCTIONS E. 1..2 k °’~II /\/". /~’.1 Bessel Functions of the First and Second Kind of Order 0.8 0.25 -0.4 0.

) jo(x) jl(x) j2(x x .2 0..4 0.-...2 I/ -0. 2 0.i ..4 ~t ~ ~o<~ .3 0...% 0.2 Spherical Bessel Functions of the First and Second Kind of Order 0. . Yl(X) ..APPENDIX E 652 E......2 ’X -0. 1...

Ko(x) . ii(x ) . 1... // / lO 5 1 2 3 4 5 2 1.PLOTS OF SPECIAL FUNCTIONS 653 E...25 1 2 3 X -.5 1.5 0..75 1. 2 15 ..25 1 0. Kl(X ) K2(x) .3 Modified Bessel Function of the First and Second Kind of Order0.75 0...

5 0... Y1/2(x) E.25 -0.25 -0.APPENDIX E "654 E..5 -0.5 Modified Bessel Function of the First and Second Kind of Order 1/2 Ii/2(x) K~/2(x) ..75 -i .4 Bessei Function of the First and Second Kind of Order 1/2 0.

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C x-2 + x2/4 y (C) y = C (sin "2 + (sin x) (d) y=~l (c+lle2X+x]) cosh x ~.-l+i .ANSWERS Chapter -x~/ 2 = (c+x)e (a) y CO) --. x) + c2 expt--~-x) ~2 (g) y = "z ( I sin z + c2cos +z ( 3 sinz + c4 cosz) z) = E1sin z sinh z + E2sin z coshz + ~3cos z sinh z + ~4 cos z coshz where z = xz)+ e-x(c x(c y=e (h) 1+c2x+c3 4+c5X) (i) y = e-2ax + eaX[..c2 sin(ax~/~) +3 cos(ax~/’~)] O) Y = cl e’aX+ eax [ c2 sin (ax) + 3 cos ( ax)] (k) y = 1 + c2x) si n (ax) + 3 + Ca ) cos (ax) X (I) y = Cl sin (2x) 2 cos (2x)+ e-x~f~ (c3 sin x+ c4co x) s + ex4~(c5 sin x + c6 cos x) 663 .(c i + czx) ex+ c3 e2x (d) y = (cl + ) e-2x + (3 + c4x)e2x = E1sinh (2x) + E2cosh (2x) + x (E3 sinh (2x) 4 cosh (2x)) (e) y = 1 e2x +c2e-2x + c3 e2ix + c4 e-2ix = E sinh (2x) + 2 cosh (2x) + sin(2x)+ ~4 co ( s l 3 (f) y = clexp( i . 21_ 2 1 (e) y = c cot x + csc -x (f) o y=ce-X+xe (a) y = 1 e-x +c2e2x Co) y = 1 ex/~ +c2ex/2 + c3 ex (c) -.

x-l) f(~)drl 1 x (c) y= ClX + C2x2 +C3X2 logx+ ~(xrl-x2(l+ 1 log rl)+x 2 log x) ~d~l ekx -kx y = Cl + c~e + k1.ANSWERS - CHAPTER I 664 o (a) x-I = ClX + C2 (b) y = ClX-1+ c2x-1 log (e) y = e! sin (log 2) +c2cos(log2) (d) y = ClX + x’l + c3x2 (e) y = (c~ 2 logx) x+ c3x-2 (f) y = ClX+ c2x-2+ 3 sin ( log x2) +c4cos(log2) (g) y = 1/2 ( I + c2logx) (h) y = 1/2 [c1 sin ( log x) +2 cos (logx)] o (a) yp -.rl)f(rl) (d) 1 .~xsinh (k(x .3 sin x + cos x .-2ex .x 3+ x2)e x (c) yp = [sin (2x) 2 sinh (2x)]/4 (d) yp = 2 +2xlogx (e) yp = 2 +2x (log x)2 x (a) y = c1 sin (kx) + 2 cos(kx) + ~ si n (k(x ~ 1 x rl )f(rl)drl x-1 (b) y=clx +C2 + ½ j" (xrl-2 .(3x2/2 + x) "x Co) yp = 2 -3x+ 9/2+ e -x + (3x4/4 .

o<x<... .] ~ 2ram! 3 3"5 3"5"7 m=O 6 5 (d) y = CI[I+x 2 +11X4 +ZX +.l+c2tx+ + .. x .] x3 6 x x4 7 5x = 2-~+~(0 Y Cl[1-’~"~ + -"r~---... .* -l<x<+l (f) p =2...o..+ "~" + "~" "~+ g 3x 5 9x 20 560 .] 12 12 4 12 (e) x 3 x 4 llx 5 13x 6 .. (g) p=2.] 6 3 120 180 "" "~’. -2<x<2 -2<x<2 -4<x<4 -l<x<3 -4<x<2 p=l.] 2! 3! 4! "’" 3[ 4! oo 00 x4n+ X4 2 ~-c2 Z (-l)n n (J) Y=Cl Z (-l)n(2n+l)[ (2n)! n=O n=O .]+C2[X + 7.] + ¢2 + (b) y=cl[l+ (C) 0o x2 m 3 5 7 y=c 1 Z ~ + C2[X + x + x~ + ~ x+ ..ANSWERS - CHAPTER 2 Chapter 2 665 (a) p ---> 0%oo<x<..]+C3[X 645 6 252 (g) Y=Cl Z (-1)n(2n+l)x2n+c2 n=O (h) y = Cl(X-X3)+c2 X2 n (-1)n(n+l)xZn+t n=O ~ n=O (2n. . x 3 X4 x 5 6 x Y=Cl[l+x2+--+m+~+~+ ..3)(2n- (i) x 2 x 3 3x 4 .. (c) (d) (e) p=l. (h) p=4.5x t 244.. 3 +2X +5X7 +..-l<x<l p=l.3.. x2 3 2x Y=Cl[l+~+--+~+ l+c2x[l+~+~+.3x ¯ I 21! 222! 233! 8 1.]+C2[X--m+~--......o (b) p-~. (i) p=2. -l<x<l x3 6 x x4 7 5x "’’] (a) y = Cl[1-’~’+~-"’]+c2[x-’~-+45 ~x2 x4 6 1. (j) p=3..

72....56 12. I n=O (e) Y=Cl E (-1)n oo x4n+ x2n+ 3 2 +c2 ".1) 4 (x .+_ 1 RSP (a) Yl = x3/2( 1-3x+ 1-~5 x2 .(2n+1) E n=0 . (a) y 2 +1) (x 2 3 24 34 + c2 [(x + 1)..] (c) y=c 1 E (2n+l)(x-1)2n+c2 n=0 Y = Cl E (n + 1)(2n + 1)(x 2n+ c 2 E (n + 1)( 2n+ 3)(x 2n+1 n=O (a) x = 0 RSP (b) x = 0 ISP (c)x=+ 1 RSP (e) (f) n=O x=0.(x + 2 + 2(x + 1) 5(x + 1) 3 12 (b) Y=Cl[l+ 12 (x .] 12 12.1) ~ ~ +. nnRSP n=+1.1RSP Y2= x(1-x+2x2 -2-x3 +.3.1) 9 (x .+2.1) 8 (x ..I) 1) + ~ + ~ 20 20..) 3 5 xn_3/2 n"--~.ANSWERS - CHAPTER 2 (x + 1)3 4 + 1) 5(x 666 3.56 20..3"-’~’5 x3 +.. x =0ISP. (3 + 1/2) (2 + 1/2) (1 oo + C2X(C) y = 1 E 1)n (n+ 1txn+l/2 1/2 (n=0 oo xn+l (a) y=c +c2[l+x-l] E (n+2)-’----~... 132 + C2[(X -- 13 (x . x=nr~RSP n =+_ 1.56. (g) x = 1 RSP (h) x=0. (-1)n 2nn’--’~ 1.5. 4 32 128 (b) y=c 1 ~ n=0 xn+l (-1)nr(n+7/2) 00 +c2 E (-1)n n=0 where: l"(n + 7/2) = (n + 5/2) (n + 3/2) (n + 1/2) .+3 .)....t (d) x =0..1) 5 (x .+_2 .156 (n+l)(x-1)2n+l n=0 ~-...

.x.2 +~ E (.).ANSWERS - CHAPTER 2 oo n+l 667 (f) ~ xn+l Yl(X)= E (n!)2’ n=O ~ Y2(X) Yl(X) log X . y2 -I Y=Cl(X--~-)+C2(3--~ (m) Y=Cl E (n+l)x2n+c2 n=O x2 n (2n+l)x2n-I n=O (n) y = Clx-~ + C 2 ~ n=O 2n + 1 (o) Yl(X) = 1 + + x 2. 2 n! ~=1 xn+l (h) y~(x)= E (-1)n n---~"...l 2n+1/2 1 ~’ x E (-1)n~’~’~7"--. n=O Y2(X) =-Yl(X)lOgx+l+l+ ~’ ~.l)n xn+3 (n+l)(n+2)(n+3) . E (-1)n n=l xn+l g(n) X (i) y~(x)= E-1)m m= 0 1 x3m+3 2ram! X2 X4 . 1 1 2m+3 Y2(X)=~’(l+~-+"~-)+~Yl(X)l°gx-~ " g( m) E (-1)m~ m=l (J) Y=Cl xn-3+i n -~-~0 n!(l+2i)(2+2i).~ (g) y~(x)= E (-1)n n=O g(n) Y2(x)=Yl(x)l°gx-’~ ~ x2n+l/2 2nn~...(n+2i) ÷c2 E n!(1-2i)(2-2i).x3+.(n-2i) ~¢’ xn-3-i n=O =-l+x (k) = x( 1--x+----1 x 3 12 -) (l) 2.2n~=1 = (~. Y2(X)= yl(X)lOgx..

(n!-~ " n=l X2 (0 Yl(x)=x Z (-1) n=O (n!--~’ n x2n .x..1)n(n~-~[l+2ng(n-1)] rl=2 n (s) Y=CI(I+-~x+-~-~-)+C2X4 oo ~_~ (n+l)x n=O oo n (-1) g(n) Y2(x)= Yl(X)l°gx.(. xn Z (~.ANSWERS - CHAPTER .~.~g(n) ¯ n Yl(X)= ~’~ (--1)n(n. n=O (r)yl(x)=~ (_l)n n=O 2n (n + 1)!n!’ Y2(X)= Yl(X)logx-2 ~ n ~. 2n 2 ~o n X2 668 Yl(x) oo Y2(x)=yl(x)l°gxn!)2.~.~ ~.-~-g(n) n=l Y2(x)=YI(X)I°gx-x-2 l+x2.

H0).ANSWERS - CHAPTER 3 Chapter 3 669 (2).~.3i (b) 2* (d) n (n-l)! / i .l/2(kx2 ) (m) y = x -x 7_~2(2xl/2 ) 19.~:3t.2(x (1) y = x x Z ~l(ix) (n) y = -x Z +9_(2x) (c)=Zo(x~) y (e) y = -x x-2 Z _~l(kX3) (g) Y = xl/4 Z+l/6(kx2/’2) x) y_2(e (i) y = x Z (k) y = x/2 x-3/2 Z _~. (a) -2PF(p)/n (c)0 (e) . In the following solutions.H (a) y = 1/2 7-~(n+l/2)(kx ) (b)= x Z~l~(kx) y (d)y = x Z~l~Z(x~ ) 3) (f)Y = x-3Z~(2kx (h) y=x-2 Z.2(kx2/2 ) (J) Y= xlt2 x Z ) . Y. Z representsJ.

Y ( ’~2n )Jl /4(2~n ) =0 I/4 Eigenfuncfion: ~n =’~{Jl/4(-’~ -z2) ~Jl/4(2~n ) Y1/4’ ¢ ~n Z2)12 z= 1 +x/L (i) n ta n (Otn) = 1 whre tt = kL/ e n= 1. 3 ...3 .CHAPTER 4 670 Chapter 4 Charactedstic equation: 2o~ n tan~n = 2 ~n .. /sinlSn s~n sin ¢x .ANSWERS . Characteristic equation: tancg tan~n n ~n ~n where: ~t~ ----~ to n L C1 2’ sin 20~nX (--~) ~n ---. 2l~n (L .C 2’ (dOra 2 Cl 2 =TO Pl’ Eigenfunction: J 3. 0_<x<L/2 L/2<x<L (ii) n =nr~ sin (-~-~ x) sin #n = (-~ (x . 2.2.. On = f I [- sin (~-~- x) 0<x<L/2 sin (-~ (x . 0<x<L/2 L/2<x<L / . ..L)) L < x < L n = 1.L)) .1 ot =kL= ~L/c sin (%x/L) ancos (%x/L) + 2.x).<..---’=. n L Characteristic equation: Jl/4 (’-~2 n) Yl/4(2~n .

Ln = ~ and X = 0 (if it is a rooO o 4’ L = n~ (a) sin ~n = 0. 0n = sin (-~.85..3 .73. L n=1.2.. a 2 = 7. an sin (---~..x)..2 . 1. n= 1.a0 = 0..3 .. 3 ... 0n=COS( n=O. . 2.3 .... a3 = 7...x). 6. 4L 2 (d) Un(X = cos( x) ) _~_ + 0n = sin((2n2L 1)~ x) 2 a ~’n = L2’ -n aL tanan = ~ an tana n =-- n=O... (c) ~’n (2n+l)292 = .L’~-. Let ~ = ~n L.~ n= 1.cosh (Ctn) . (e) Un(X)= sin(-~ Xn -.x) + sinh (~-x) cos (~.2.~ 671 5.2. a 3 = 11.3 .88.) (c) cos n cosh an =1.2....cosh sin (an) + sinh (a n) cos(an)+ cosh (a.. al = 4....86 n = 1. 4..69... (b) Cn=sin( . a n (f) n (X) sin (" -" anco (anx) = ¯ L x) s aL L ’ 2 aL _ bOt2n tan an = (1 + ab)La n n= 1.sinh (-~..x) cos (--~.x) + cosh (~On(X) t sinh (an). a 2 -- n= 1.3 .2.. Characteristic Equation: 2~an where tartan = ~’~n2_ 1 On(x) = cos(~-x)-~a M n sin (~...2 .x) 7.3 .ANSWERS - CHAPTER n2~2 4 .sin (an) cos(an). (b) cos n cosh an =-1. (a) ~n= L2 .x) aI = 1.00 n =1.2. Characteristic Equation: Jo(an) YO(20~n) Jo(2an) Yo(an) z) On = J0(an z) JO(an) Yo(an) 4 a Yo(an where n=kL where ct z = 1 + x/L n=1...3 ..2. On(X) sin (~. n2~2 2~n= L2 . 1.

.2.x) cos (~. CharacteristicEquation: tanh an = tan an +2 k an tan an tanh an an=~n L. sin (~--~x) ÷ sinh(~--~ sinh (a n) 3 n= 1.2 .1..cot % = ~ sin (~..tanh = 2 rl__.. (h) tanan..3 ..n= 1..cosh (-~Cn(X) sin (an) + sinh (a n) ~L an E1 cos (a n) + cosh (a n) sin an + sinh an cos an ] n-.~ [cosh a n On(X) cos (an) + cosh(an ) + sin (an) .CHAPTER 4 = cos(--~x) 672 n=O..2 .3 .2 = 7.(x) (i) sin (~-~x)a sinh (~cos(an) cosh(an) 3 cosh an COSan + 1 = ~ [sinh an cos {Xn ..cosh an sin an ] n= 1..~-¢~.2 sin (--~. ~Ln =-.. (J) cosh a n + cos a n + 1 = .2.2.... (d) sin n =0.....1.. 2~. .x) sinh (~.07.3 .1. a3= 1 0.x) q- %(x) sin(an) sinh(an ) n= 1.x).. an E1 sin (-~-~ x) .. n=1.an = nx Cn (e) tan an = tanh an.sinh (a n) 9.L (g) coth an . 0.. I = 3.3 .~L an an El ¢.3 .ANSWERS ..x) sinh (~- Cn(x) sin (a n) (f) tan an= tanh Cn(X) sin (a n) sinh (a n ) [see(e)l n=0.93.sinh (-~.3 .2.2.2..

k = M/ (pAL) sinh (~-~.= 0.3 .. an = kn L = nn n= 1.x) ~X L .eosh sin (an) + sinh (a cos (%)+ cosh(an) n) 10.x) cosh (Ix n) 0 < x < L/2 L/2<x_<L = .2. Characteristic equation: Jn(13~m) In+l(13~m)+ Jn+l(O~rn) ]n(0~m) where am= 2 l~t.x) L 0Ax~L n=1.sin (z) + tan n) cos (z) + si nh (z ..2.3 .1....tanh ~) sin (~-~.sinh (-~.x) cos (~.x).tanh (an) co (z ) sh where z = an (2x . (LmXx) .~"7"~) On = [_ Jn(2~m L) ~ 12.49.73. 11..L)/L (b) sin an = 2n~ Cn = sin ("7-..90 n=0.x) I}n (X)= ) cos(a n where a n = ~nL/2. sin (? x) nr~ --X L (b) tanan=a n ~o = 0... xn/2[ Jn (2~mL’~x’~) In (2 ~mL..x).2 .2. ~’n an 0.. m= 1. 3 =10. nrr nn = Jo(-~-. (a) Characteristic Equation: sin an.3 . sin n~ x) = Jo("~" 2 an=knL aI = = 4. Characteristic Equation: (a) k an (tan % .ANSWERS - CHAPTER 4 673 On(x) sin (~. a2 = 7...

3 . 1. ~n: e-aXlsin ((2n x) + (2n c°s ((2n L L aL L _/ 15.. 1.. ...99...3 .2. (2n=nT~.3 . (2n = rn L ~n = n=0.2(2 n (b) Characteristic Equation: sin (2n = 0...2. Characteristic Equations: tan (2n = (2n (2n = kn L sin(~-x) --X n=1. (2n = n ~t.2. (2 2 = (2n = rn L/2 2 Pn EI 8.. . n=1. (see 12 (b)) Jl(~ -x) (2n 2 L x _ 1 ( x) ~__ L 14..2 . n=1... ~n = sin (--~ x) (c) Characteristic Equation: (i) sin (2n = 0.. (ii) tan (2n = (2n (20 = 0.2. n= !. (23 = 4~ . sin (~-x)~--x cos (~-x)cos ((2n) 2 ~’n (2n ~n(X) sin ((2n) n= 1.ANSWERS - CHAPTER 4 674 13.n = L2 ’ n = 0. 2. (2n = rn L 2 n2~z ~.. 2 n2~ = L2 ’ ~’n sin (~ x) (ii) tan (2n = (2n n=0..3 . Characteristic Equation: tall (2n = (2n aL (2n = L ~n a2 2 2 ~n a ~’n = + n=1. sin (2~-x)~n(X) 2~-~x cos (2~-n-x)cos (2(2 ) n sin (2(2n) .. 1.2...:3 ... (a) Characteristic Equations: (i) sin (2n = 0.2...2...... (21 = 2~t.3 .

Ixn=rnL. n=1.. Characteristic Equation: 3/2.2.2.3 . X )3/2 "’Z J ~n(x) is the eigenfunctionfor -.2 . n=1.2... J_l/S(ixn) = O..XLb~L~ sin( O~n) 17. Ixn = (n +1/2) an = r n L 2 = Xn ~. b4 rz = P EI o [sin (ab Ixn) ~)n(X) = xl....or u(x) dx .. 2 Xn Ixn =~-7-’ L sin (C~n)-n n= 1.2 .. .3 .... an = r n L.3 n=1.~_n rlL E-~ -IXn _ Ixn (f) tan n = rlL -~-+ix2n 1+--~n (X2n ~n sin (~-x)= Kn : L2. n-0.(x) cos(ixn)-I 16.3 . IX = -~13L n= 1. 1.2. Ixn =n~.2 . an = r n L. 675 (d) sin Ixn = 0.. 1. ~n = L2 .1) Ixn sin n + (Rn + 2~)cos Ixn = 2~ .2.2..3 . ~2 an = r n L ~sin(ixn). G(x)= -1/3[ xl/2j FIX . 1. ~.. ~n =cOs( x)-I ~ (h) (~...... ~)n =sin(~x)- (e) cos n = 0...... n=1.3 . Characteristic Equation: tan ~ = -a an / L rL L=b-a._. (g) sinixn=0 ... ~n = sin( (n + 1 / 2)~x) L n=O.ANSWERS - CHAPTER 4 Ixn = n ~. (-1)n El n292(~ ’ ) n=0.

1The Eigenvalues this systemare 13n.. where 72 ~II’ and 132.a-it2 x2) a(l+x)b r=(1-x) r = e"x (e) p e-x~ l/2 (f) p = (1 a+ x2 ) a+l( l+x)b+l (g) p=(1-x) (h) p = c (1 (i) p = x (j) p=x q = 0 c’l X (1 a+b-c ..x2) q=0 q=0 q=0 q=O ..ANSWERS - CHAPTER 4 676 P 18.. 2.2. and of .x2) r= -1= (1 .1/2 (c) p = (d) = xa+l sin({nx) cos(~lnx) sin ({nL) cos (~lnL) q=O q=0 -2 q = (1 .1. Since 7 < 132/2.x2) r -x r = xa e -x~ e r = r = (1 .3 1-. 3 . 2 (a) p= 1-x (b) p = (1 . then the characteristic equation = becomes: ~n2 tan (~nL) = ~2 tan (~lnL) where: n= 1. n -.n(x)= 21.x) q = -2 ex "2 x 2x-1 q=-n q=0 q=0 q=0 q=0 q=0 q=0 q=0 ax~ q = a2 x2e x =e r r=x x = (ax + b) r r = sin2(ax) 1~ x r = r = ax e r = cos2(ax) r -.2 (n) p = ax (o) p = cos2(ax) (p) p = cosh2(ax) (q) p = cos (ax) (r) p = ax~ .-~-.cosh2(ax) r = cos3(ax) ax~ e r = (k) p = (ax + 2 (1) p = sin2(ax) (m) p = 3.x) a+b+c+l r= 1 d/2 (1 .

. q=0 (a) n(X) =Pn(X). 2 n2~ n= 1. e4x q=0 "3 q=x q=0 q = -3x q=0 q =0 q=0 q=O q = 677 "4 e r ax = -4a x r= -4 r=x -1 r=x 4 r=x 4x= e r "1 x r= -3= x r 2 r =x 9 =x r r =x 6 =x r 6 =x r 4 r=x 63 --rex7/2 16 13 r /2x = 9 x23/7 r = -4 4 (w) p=x (x) p = 4x (Y) P = "2 (z) p = -I (aa) p = 2 (bb) p = 3 (cc) p = 3 (dd) p = 6 (e~) p = 4 2 (ff) (gg) p=x = x11/2 (hh) p = 9/7 22...ANSWERS (s) p = (t) p = (u) p= (v) p=l - CHAPTER 4 2=...(x).xI/ ’2 Pn(X ). (e) = T.1) -2 q=O q=O q=O q = 3.n (d) ~n(X) 2~ = 2 (n + 1) (2n + n kn = 2n (2n + 1) (Tchebyshev Polynomials) n=O... nn (g) ~)n(X) = ~x s~n(-~ ~n= n= 1.. ... 1... 2 = rl ~.3 . I ng (e) ~n(X) a--~+b sin(--~--x) = sin(~ x) (f) ~n(X)= sin(ax) 1 . 1.2.. kn=n (n+ 1) 2 n2~ n= 1. n=O.. 1.2 .a q q = .2 .2.. 2 n2~ 4L n=O.3 ..2 ... 1.2.2 .a (a ..3 . (I.. n=O..

ANSWERS - CHAPTER 4 2 n2~ 2 a Ln = --~.3 . ’~=L’Lr-~ J (n) On(X) x sin (2nrt 1) = x (0) On(x) 1/2 Jl [13tn(x/L)l]2] n= 1..1) n~ e -2ax - n=1....... n = 1. 2.2.~n=4 n2n2 n = 1....2.. 3 .3 .. L -i~_2a ) a: r (2a ... 3 ... (p) cos(an~) ] I.. n= 1.2.. 3 ..2... +a n= 1.2. . 2.....2.3.. 2 Jl(an) = ¯ [sin(a n x) _ " [ O.+ ~2 n2g 678 (h) On(x) "a x]2 sin(~x) n--: 1..3 .3 .. sin(-~x) (j) %(x) cosh(ax) = (k) On(x)= -ax’/2 sin(-~x) (1) On(X)= ¢ax sin (n~ ¢-2aL) ~n=["e_-~-~"2 2nr~a 1’] [ 1-2a I1~ x (m) On(x)= s sin(.. sin(--~ x) (i) On(x)= cos(ax) 2 L~-.... 2.. -L3 2 ~n= n2n n=1. 3.F--a ~= 2 n2~ Xn= L--~+a2 2 n2~ ~ = --~-1 n=1. . L X2 ~n ~ X~-~-~ n = I.3 . -~ (nnx (~%(x)sin 3~ ~(x (O%(x) 3~1[ ~) J: Jl(an) = (s) ~n(x) = x sin (mr log ~ = n~=2 n=I.2..3 .. 3 .2...(x) ..2.

n (V) On(X) "1J3[1 3tn(x/L)l/3] sin(-~ x) ~= n2r~2 ~-L.2. n) = "1 2] (aa) 0n(X) /7 J1/x4[ff.n) = ~’n = 4 L’~ n=1.2. (a) y = n=l An sin(--~x) n2~2 ~...... n=1.3 ... Jl/14(ff.21 sin( t~n L) CtnX ~COS/~ k.~. 23. -3/2 (X) ¢~n(X) J3/4[l~nx2/L2] J3/4(~..nx2fl_..3 .. J2(ff.-L-.4 n= 1...ANSWERS - CHAPTER 4 679 (t) .2..2.n) = ~ = L4 n=1.3 .2... "3 (u) On(X) sin (n~ (x/L 4) 2 n2g 16 = LS ~.3 .~. n tan (~n) 30~n 3-~ n 2 ~ =-~-~- n=1.3 ...o(~)= ~/.2.-~ Andx 2 = r f f(x>sin(--~x> .~/~ [~n---~x... n=1.3 ...3 .2. --/-~bn(X). n= 1. (Y) (~n(x)= x’1/2J1/4[i3tnx2/L2 ] 2 Jl/4(t3tn) = "9/4 3/2] (Z) ~bn(X = X J2[O~n (x/L) ) ~n = 4 L...2...3 . 2 J3(~tn) = ~-~ (w)t~n(X = x-5/’2 J5/2[l~nX/L] ) or n=1.

.3... gX7/4n =~.. 4 ~ gxn =~3 . n (~’....4-~-)~ n J~/4(~n) (m) 3) sin (nr~x Z 2)(~.4Ct2n ~ 0 J2(otn) = an = X2 J2(~nx2)dx O) (k) O0 2x 4e 2) ~ Y= ~ x-"~n=:~.(an)]_ 2 1 k.. and a 2n+l 2 +1 J f(x):Pn (x) -1 YI = [3 cos (kx).. .9n2r~ n n = 1.3 .n2n / 4) 4e x ** sin (mrx) YII = "’~ Z n(l~_ n2~2) n = 1. n~) "2) "~ (I) 2 ex (x]_..o ~ sin (nrc..ANSWERS - CHAPTER 4 680 where L is the root of Jo(~/~L) = O.... (0 = sin(nnx2 ) 4e~ ~X n 2 n = 1.4n2n2) 00 2 x 4e sin (mrx) y=-~-~.~) 2 n (~....3 .) 4eX y=-~ 3 ~x Jl/4(~n-~ 1/2 /--’ n = 1 (~.3 cot (k) sin (kx)] x.. ~ . x/2 (e) y = 4e =~ ~. sin (nnx) n(k~ .3... .3.n~) 2 Jl(OCn) =0 ~n--’~" (i) 4e3X y=~ ~ a x2) n J2(~n n=l [j.. . sin (nr~x ..3 . oo .

3 .3 .__2nx_) 4n2_1 26..1)x) 2 n 2 (2n . 2 ~ (a) 1 1 .+ ~ n cos( nx)" ....~.1) n=l (d) 1 1 x cos (2nx) ~-~-T E 2 n=l 2 E [1-(-1)"en]C°S~(2nx) n n ~ +1 n=l (e) en-1 n (0 n nn’~__l 2_4 cos(.ANSWERS - CHAPTER 4 681 4eX (n) y = nx-~ ~- sin(nr~x4) ~ n(k2 _16n2n2) n = 1. (a) 2r~2(-1)n+lsin(nx)8 n n=l ~ m=l ~ 2 n=l. ~-+~s~nx--~n..3.__ cos(2nx) 1 (2~~+ (b) 2asin(an)I 1... (b) (c) 2 E (-1)n÷l sin(nx) n n=l 8 (d) -~2 n = 1. sin (nnx) n3 n’~+l (e) ~n=l (f) sin 25... sin(nx) 3 n 24. (a) ~-~+4~(-1)n~ n=l 2 E (-1)n+~ n n=l O0 <b) 1 cos((2n-1)x) 2n-1 (c) n__ 4 E cos ((2n .

P2n+2 P2n+1 (0)] n=O 1 1 5 31.n ~ n=l 27. t2nL2) jo (~tnL) n=l 30.ANSWERS - CHAPTER 4 2 X (-1)n sin(n~x) n n=l 682 (c) 1 4 ~_~ cos(n~x) 2 (-1)n 2 r~ 3 n=l n sin (nx) (d) ~g 2sin(a~)X (-1)n-~2 11=1 (e) ~+~ ~ sin(rig/2) ~ ~ n=l X n=ll-tn[ 1( l~n)J . x. f(x)=~ 28. f(x)=-2n~ J2(~nX) = 1 la. f(x) = 2a X 2 + i. f(x) = ~. x) Jo(l. f(x) =--+-2 2 [P2n(0) . 1 co s(n~/2)-cos(n~)s~(n~ ) .PO+ "~ PI(x) + ~ P2(x) + "’" .tn 29.cos tn~ ~ .

. +1..cosh 1)/2 (d) 2hi (e) (d).ANSWERS .i)/3 (e) (f) 2i sin Co) loi/3 (c) 6 + 26i/3 20.. n = 0. (a) Everywhere except at z + i (b) Nowhere (c) Nowhere 11. +2 . n=0. (a) 2n~ (b) (2n + 1/2)r~ + i -1 2 (c) (2n + 1/2)n + i ~. (a) (b) (c) v=eXsiny+C v=3x2y-y3+C v=sinhxsiny+C (d) Nowhere (e) Nowhere (f) Everywhere (d) v = tan-l(y/x) + (e) v = .+2 . n=0..+2 ..sin x sinh y + (f) v=yx~÷C 16.. n = 0... (a) (b) (c) (-1 + 5i)/2. (-1 + 5.+l.+1... +2 . ~.1i)/2 19...1/2)r~ (e) log + (2n+l)n i (f) n = 0. (d) i(2n.. +1. (a) (1..+2 .+l.2(1. CHAPTER 5 683 Chapter 5 10.. (a) (b) 2r~i (e) (f) (g) 2r~ (i(h) 2r~i (c) (d) nq/3 .

Z n=O n=l z= (2n+ 1) r~/2.ANSWERS 21. z=O z= -T-i~ . T-l. n=l (e) . g2 .(Z--1)n-1 n=O (f) [(2i= (g) 2 (-1)n n=O 24. (a) ~ zn3 Z--~.ixl < oo 23..(2i + 1)]inz -n-! + n=O (h) -1 n z n J 1) +n 2n+l (z+l) -n. CHAPTER 5 684 2n z (a) 2 (-1)n (2n)-’-~ n=O (b) ~ (-1)" n=O 2n Z (2n lzl <oo (c) (.11< 2 (i) Iz -21< (J)- ~(z n=O n ix) n! [z .. n = O.#o2n+.~ n=O (b) ~ zn Z-~-.11< 1 (e) Iz-21<2 n (g) Iz+ll<l Iz .1)n(n+l)zn n=O Z (-1)n~ n=0 ~ (n+l)(z+l) n=O n 2 ~(z -2) nt n=O Izl < 1 o~ zn (d) ~ (n + I)! n=O n (f) -1-2Z (z-l) n=l oo n+l 1) (z Iz. (a) Simple poles: (b) Simple pole: (c) Simple poles: (z..~ n=O (C)--Z Z-n n=~.-n-2 (d) Z (Z--1)-n-2 n=O 1)(-1) n .

n = ¯ 1. z = 0 z =2 z =0 z = + 2inn..2 . (a) ~a . z = ¯ i m = 3. Removable pole at z = 0 (e) Poles: (f) Poles: Simple Poles: (g) Poles: Simple Pole: (h) Pole of order (i) Simple Pole: (j) Pole: 2n+l 25. .-3/2 (j) (-1) n 2he-an sinh (a) (1) 2n (1 . r (-1) (h) r (0) = -3/10 (j) r (-1) --1 2n (1..ANSWERS . 1. n = 0.-3/2...1.-1/2 Co) 4"~ .a +3) (2n)! (e) rc2-~n(n!) 2 m-..2.. -2 (f) r (0) = 3.a2) Co) ~ (d) (1_a2)3/2 2~ .-1.. m= 3.-1/2 2 na (n) 1. r (-i) = (1/2 (g) r (0) -. (a) r (~ n) (c) r (hi) =. z = 0 z =T1 m= 2. z = -1 Co)r (0) (d) r (nn) = n nn... 2 .. r(-ni) (e) r (i) = (1/2 + i).. r (1) -. -T. (a) 2g (4b. CHAPTER 5 685 (d) Simplepoles: z = nn.2 27. n = -T.-1/2 (m) 2n (1 .2 (c) 2(l_--~i-~a )¢. r (2) (i) r (0) = 1 = r (2nni) 26.n (f) l_--~t-a) n(2n)! (i) n "I/2 (k) n (1 ..-T .

sin (ab)] rc / (4b) .3-~/2~ (k) .b2) [c sin (ab).ab/’2) e-ab/2 xa(l+ab) (1) 16bSea b (i) "ab n/2 (cos (ab) .c2) bc-ac _ ce ( -1 (h) r~ a -ab (4b) (j) r~ (1 .I/4 -v2 (c) (12) n (g) O) .sin (ab))e-abg "I 29.n [e"ab + sin (ab)] / 3 (b) 4) n [2 .ANSWERS (c)-1 (4a3) - CHAPTER 5 686 (d) 2 (f) ~ (2a+ b) 2a3b(a + b) 3n O) (n) 2ab (a + b) 2(a+b) 28.b sin (ac)] (m)[e-ab .c’ab(ab + 2)]/(8b (d) (0 (h) (j) -~ sin (ab) / (1) n cos (ab) n (n) 2bc 2 . (a) 2bea b g (c) 2(b2 _c2) n (1 + ab) (e) 4 b3eab _ (g) n (e-ab 2) e-aC) 2(C 2 -b (b) -ab _ c~-ac) ~ sin (ab) (d)2--~e~ cos ~ -ab) (f) 2bc(b2 . (a) n cos(ab) (c) .

(a) F(x)={10 0<X<ax>a (c) F(x) = 38.4~/16 (0 . (a) 1 (c) sin (at) / (e) t cos (at) (g) n t n! (b) -bt .~/4 (h) 2ab(b2_ a2) [b log a .a log (g) .~ [(2 + ab)e-ab + sin (ab)] (t) [cos (ab) "ab] n / 4 (S) ~ 2[bE si n (a b) .sin (at) (i) .rc / sin (an) . (a) rr (1 .cos (a 0c) sin (at) + at cos (at) (m) cosh (at) ."ab cos ( ab)] (q) 2(C2 _b2)[b sin (ab)-c sin (r) .23 ~r / (J) 3 1+ cos2(~n) 8n3 sin 3 (~n) (k) -r~ ~ cos(~) 4n:~ sin2 (~n) (1) r~aloga 2(1_a2 ) (m) 2 / (4a) 39.2 sin(ac) 2(b -c ) 31. (a) ~r3/16 (b) F(x)= a (d) F(x) = (1 + -ax / (2a 3) Co) (d) 3 5 (c) 5/32 (e) .n/2 (i) .a) / (4 cos (a~/2)) (n) (b) .b (d)cos(at) (f) -bt sin (at) / (h) cosh (at) (j) sin (aO.r~2.at cos (at) O) sinh (at) .ANSWERS - CHAPTER 5 (p) ~ -ab + cos (a b) - 687 (O) 8--~[1 .e-at) / (a.cos 32.

~ cotan (art) (h) (-1)nb a+l-n cosec(arc) F(a + 1) F(a./3/(9a) (b) rc cosec (~/5) / (c) rc / (4a2) (e) rc ~]3/ (9a) (g) -~ cot (2rc/5) / (5a3) (i) 1 / (3a3) OR ~a (2 sin (~) + sin (a (a) n cosec(2rd5) / (5a2) (0 n cot (rc/5) / (5a) 2) 1 / (2a (h) 41.t)-1/2-at e tb-I e-at (f) F(b) ") (m)d/~cosh(2a.c) sin (0 .edt [1 . e-~(t’a) (i) (/tt3) -1/2e-a/4t a1/2 / 2 (k) 2 (cos (at) .2 rc2 / (e) [rc2 + (log 2] / [2(a + 1) (g) 2n2/3 (i) 4 rc2 / 42.cos (bt)) fort>a 0a) loga a (d) 2 rc2 / (f) log a [rc2 + (log 2] / [3(a + 1) (h) 4rc2/27 (j) 2 / 27 (b) (nl) -1/2 .erf(a.~ (h) (j) "at . (a) 1 ee.a cot(a~)] rc / (b + sec (c (1) ~-~ rc cosec (~) (k) .~ erf(a~]~’) a -1/2 (C) (rct3) [ebt . (a) (l°gb)2-(l°ga)2 2 (b . (a) 2rc.aea~t [1 .erf(a4~)]} a (g) OforO<t<a.e"bt) ] t (1) 2 cos(cO-bt .e-at) / t -1/z bt (m) + :2bO (rcO (1 -|t2 (n)(rcO .a) (c) .n + 2) (j) a co (an) .~’)] (d) (~.ANSWERS - CHAPTER 5 688 sin (~_)arc (c) 2rc ~/~ sin (arc) (~) rc sin (ab) / [sin (b) sin (g) a ad cosec ( an) (i) (c + "3 rc/ 2 ba a c _ (d) rc (b.rc cot (ax) (ca.eat] / 2 (e) 1 {1 .ba) / 40.

Jo(bt) for t (w) -(a+b)t Io[(a-b)t] (y) ’f~.(~a)V v (at) / F(v J ") ea~terfc(a4~ (aa) 2 2 (t) (cos (at) + at sin (at) ._ aterfc(a.~/~) b 2 b+a (dd) a -at [Io(at) +Ii(at)] (ff) \4~-~t ) exp((hh) sin (at) (ee) 2 (1 .~/~’) .ANSWERS .cos (at)) (gg) (m)-~/2 exp(-~tt) ( a ~1/2 . (o) Jo(at) CHAPTER 5 "I/2 (19)(~14~2) COS(a0 689 (cO(m/2)-~t2 cosh (s) (log 2 -r~2 / 6 (u) 0 for 0 < t < a.beb~terfc (b.2 ca2t (v) --+ b+a aea2terfc(a.~’) b2 2 a _ (x) t e(a+b)t[Ii[(a-b)t] + Io[(a-b)t]] (z) v Jr(at) Cob)-at erf [ -it2 1/2] (b-a) (Co-a)t) a~t b a (cc) e ~ ae terfc (b~/~)2.

0)= + 1)O) b ~ an n=1 sin (n~0 / b) where an = f f(O)sin (-~O)dO 0 7. T(r.ANSWERS - CHAPTER 6 690 Chapter 6 T(x.O) = n=l 2x (an cos (nO) + n sin (nO)) 2~ d where an = lO J f(0) cos (nO) O 0 bn = t0 J f(0) sin(n0) dO 0 .COS sinh (tzny ] L) sin sinh (~n) (~n X [ L) T(x.y) 2T ~ an 0 = n=l L cosh (nny / L) sin (nwx/ L) cosh (nn) where an = J f(x) sin (nr~x / 0 0~ 1 (r~2n+l 4T°n Z ~h"~\~] sin((2n n=0 5.y) 2TobL n=l wheretan ot 1 .y)-- ~ Z an sin (nrcx / L) exp (-n~y / 11--1 L an = J f(x) (nxx sin / 0 b2L2 ctn cos(¢XnX L)exp(-CtnY + 2 / / 2To oo = ~ Z an b2L2 +bL+a2n rl=l L where T(x. T(r.y) wherean= Jf(x)cos(~tnx/L)dx and tan ff’n = Lb/ff’n 0 o T(x.

r) =2T0 ~ sinh(otnz) --~ 12(~na) n s inh(~nL) J J0(anr) n=0 a where Jo(c~na)=O and n =Irf(r)Jo(~nr)dr 0 L = ~ L =1 n where b~ a) I0(-~ =I f(z) sin (--~ z) 0 +1 (x)dx 13. T(r. T(z..r)= cn sinh (c~nz) Jo(~nr) Yo(ctnr) 0 Z ~0(~nr) where ~o(anr)= sinh(anL) Jo(~na) Yo (~tna) n=l ¢p0(o.a’¢~(ana ) J a 11.0)= O ~an (~)nPn(cOs0)wherean= ~ n=0 For f(x) = 1. frf(r)¢o(~nr)dr ¢{(anb ).z)=-~-- cn n=l sinh (~tnZ) Jo(anr ) sinh (anL) af r f(r)J0(anr)d r and n = 1. T = O ~]r +1 2n + 1 f f(x) Pn(x)dx 2 -1 . T(z.ANSWERS - CHAPTER 6 691 9. . = b 1 and c n = b2 . T(r. T = O 2n+l 2 ~ f(x)Pn -1 14. .0) = o Zan(a) n+l Pn( cOs0) whe n = ~ r n=O For f(x) = 1. T(r. ~ (1+ (an ] b)’) J~’(ana) ~ h where Jl(ana)=-~--Jo(ana) ~n 10.nb) 0 (characteristic equation).

T0". T(r. ba (2n-2)t(4n+l) ba+ 1 22n+l (n. T(r.0 ) ---.. Velocitypotential $(r.1)! (4n + 3) (r)2n+l P2n+l(cos 18.-~~ z)cos(-~.T0 X an (~)n Pn (COS0) where ao = 1/4. n=0 anda2n = (_l)n .0) = o [1 + ~-r3] r co 0 s 17..l)!(n 3 a 16.2(a / b) 2n+l f f(x)Pn(x)dx -1 19.0) jo(~onr) dr 00 amn +To c°s(m0)+bmn sin(m0)] 2 bmn =r~a2J2m+l(~Xmna) 00 ~ r f(r. a2n÷1=0.0) Jm (IXmnr) drd0 lsin(m0)f 20.z)= O X a°ne-a°*zJ°(°t°nr) n=l X e-~*ZJm(°tmnr)[aran n=lm=l where Jm(Otnma) = 2r~a 1 ann= rm2j12(Ctona) ~r f(r. T(r. m~: nO AnmIn/2 r) s~n(--~-.0) = O n=0 ~ (2n n+l(n+l)! a (-1)n . forn = 1.0)= n~L X n=0m=l m~ .ANSWERS - CHAPTER 6 692 IS.3 ..O) whe~ ~ = In~/b(m~a/L) o L 00 . aI = ba/(2ba+2).z) cos (-~-) (--~ Lb en f f f(z.O) sin (m.0. T(r#.0)= To i an[ln=0 (~)2n+l](~)n+lPn(cOs0) +1 wherean -- 2n + 1 2.2..

1. 2 . k = to/c./b(m~/L) ~ z)¢os(~0)dO~ L 22... 1.J~ (knma)Yn(knmb) = 0 r) (d) Wnm Jnrdc(knm sin (n~0/c) = Jn~c(knma) = 0 for n.. T(r.~ AnmJn(enmr)sin(n0)sinh(°~nmZ) n=lm=l whereJn(Ot~na) = 0 for n = 1.z.O)sin(~ Kn. ~ f f f(z.2 2 m = 1 n = 0 Jn+l(knma)knm b +1 where~ = cos 0. 2. and Ann = ~ f r 2 q(r.0 for n = 0. 2. = 23.0. jn(knma)= 0.. 3 . . knmare the eigenvalues and Wnm the modeshapes: (a) Wnm Jn(knmr)sin(n0). = = Co) = Isin(n0) Wn ~ Jn(knrnr)Y~(k~r)l [cos(n0)J l m L~ ~J ~ oo (_l)(m_l)12sin(mr~/4)Jo(~tnr/a)cos(m~z/L) Jn(knma) Yn(knmb) Jn(knmb) Yn(knma) 0 n = 0.ANSWERS . 3 .5 n= J02(~tn)[(~tn/a)2 + (m~t/L)2] where Jl(~tn) -. whereJn(knma) 0 for n..3 ... _Qo ~-" sin(lXnr/a) 24.m = 1. rl) Jn (knmr)Pn (~) a 0-1 1 T=7 wheretanl~=lXnforn= 1. t~ = 2~tr n~__l ixn sin2(/an) 25. t~ =*ta2L4Q’-"~° 0 m=~1.. ~a 1 a) ~)f ~) r f(r.0)= 2T° ~ b’~" n=0m=l whe~ ~m= .q) ~ z~ ..2. Wnm as in part (b) same Jn (knmb)Yr~ (knma). CHAPTER 6 nx mr~ ..2. 2n + 1 Anm jn(knmr)Pn(.0) J~(a~r)sin (n0)dr f and Anm sinh (anmL) n+l (IXnm = J 2 ’ ~...z) .. mx r) anmKnn/b(’~ sm (-~-z) c°s (’-~" Lb 693 21. = (C) m= 1. In the following list of solutions. 2.3 . ra = 1. are 26.3... T(r.

(kn/b) n.... Cn/m = Jn (qn/r) sin (’-~.1. Ja (knmb) Ya (knma) .y)= 4q-~-q-° X ~ Anm 2 abS k2nm .2.3 .+q~ n--0.2. w(x.l= 1..1.2 .3 ... ¯ mr~ [sin(nO)~ 28.(kn/a ) y.2..m= 1. 30.fsin (n0)) z)lcos (nO) I 2 m2~ kn2hn= ¯ --~ + q2nt m:O...1...y)sin (~ot) W(x.... whereJ~ (qn/a) = >1 /=1.z) lcos I k2n/m =.. {:=O /=0....2 ..2.2 .... ~bn/m L~ Y~ (krdb)] P~ (COS 0)lCOS (n0) where j~(kn/b ) y~(kn/a). =FJ~(kn/r) yn(kn/r)] I m fsin(n0)] 29. 3 m~r 27.3 .. ct= nx/c n.2 . 1.3 .2.m= 1.ANSWERS - CHAPTER 6 694 (e) Wnm same as in (d) J~n/c(knma) = (0 j Ya(knmr)l sin(aO) W.3 ..2...Ja OCnma) (knmb) = 0 Ya (g) Wnm V Ja(knmr--------~) Ya(knmr~)7 = sin(s0) lJ (knmb)’G(k mb)J J~t (knmb)’Y~t (knma)" J~t (knma)Y~t (knmb)= 0 (h) Wnm sin (nr~y/b) cos (mxx/a) = k2nm___ (~)2 + (m~)2a n = 1.. 2.k n=l =1 knm = ( )2 + (m~)2 k = ab y) dydx Anna= ~ ~f(x’y)sin(~’~x’sin(~ 00 sin(m~ra x)sin (_~_ y)nr~ . m=0.t) = W(x..m=1.1.m=0.y. Ordm= Jn (qn/r) c°s (-’~. whereJ~ (qraa) = 1...m= I J~(knmr)ya(knmb) [_~iX= n~/c n.j.

n=l m=l nm 2 where 0}nm = )2 (.~9__o Z Jn(knmr) Anm c°s(n0)+Bnm sin(n0) a) k 2 -k xa2S Jn2+l(knm n=0 m =1 L where Jn(knma) = =e n _ rf(r.t 2 _ ..t) 2T ~ {x 2 An [~xn cos(CtnX/L)+ bLsin(O~nX/L exp(. w = ab"--~2F°Z ~’nm = (-1)n+m + 1)~ k2e2n-Xnm x)sin((2mb y) c°s(2nXa n=Om=O 2 4 n2n2/a + (2m + I) 2 2 n2fo 2(n~ / 4) .x) exp (.ANSWERS .y)= ph~ Z Zo)2Anm_o2 sin (-~ x) sin (-~ L L.0)sin (tot) OO OO 695 W(r.CHAPTER 6 31. T(x. L 00 34.t)= °L 36.exp (-XmnK = 0 p 0] .t) = W(r. w(x.~ n n=l 35.. w(r. T(x.0) = q. F = In(knma)] Wnm(r.t) = ~ Amn(t) sin ( x) sin m=ln=l where Amn Bmnexp (-XmnK + Cmn[ex (-ct0 .y)sin (tot) oo W(x._~_) LL andAnm: ~q°(x’y)sin(n~ x)sin(m---"~’~ dx ~ i.O)Jn(knmr) !2r~f_ 0 [sin(nO)J Ic°s(nO)ldO {~:} 32.0) Jn(knmr)In (knrnr)] ~sin(nO)~ lc°s(nO)J where F.nrc .0. T(x.y.V 33.Jn+l(knma) L Jn (knma) oo In+l(knma)l = 2knm ~ ~ ’J 1.(bL)/ot ) n L and A = bL (bL ~ n ~x ! ] +12) + ~ f(x) [ct n cos (O~nX L) + bL sin n x / L) dx 37.y.t) --W(x. 4T0 ~ sin sin (’L.~-~-Kt) )] n=l where2 cot ocn = ocn/(bL . n2.

T(r.0)Jn(anmr/a)cos(n0)d0dr O 00 a 2g = T r/ a) sin(n0)d0dr Dnm O f ~ rf(r. T(r.to) 2npc t/a2) An(t)J0(anr / a)exp(-Kan2 Cnm= T ~ ~ r f(r.E An J°(anr/a)exp(-Ka2n t/a2) n=l a 696 (kin..1) + a2n A.r) exp (----~ ~:r n 42. T(r. t Anm(t) = Cnm+ Pnm exp(Ka2nmt0/a2)H( .a) pc 38.ANSWERS .t)= 2T0 ~.. 2.t)= a2" 0~ ~ enexp --~Kt"~-’~’EI E j2-~+q (’~) [Anm (t) c°s(n0) +Bnm(t) sin (n0)] r/a ) n=0m=l where Jn(anm) = 0 n = 0. sin (an r / a) exp (-Ka2~2) . (x-l)2+ a2n ar n~l x (x .K. 3 .t) whereJo(an)=OandAnm~!rf(r)Jo(anr]a)dr o~ 2 39..y)sin (-~ x)sin (-~ Y) 00 and ~nn = n2 ( m2/a2 + n2]b2) = a-. 2Toa E (-l)n sin n~t (--~. T(r.t)= n2n 2 .0)Jn(anm 00 41. 2.t) = 2n~--a2(a2n + b2a2)j°2(an)an where J~ (%) = ba Jo(%)/% and An(t) = O f rf(r)Jo(~nr/a)dr + 0 40.CHAPTER 6 sin (nx / 2) sin (mn / Cmn = Qo ab Bran = To f f f(x. T(r.. m = 1. 2.to) Bnm(t) = Dnm+ Rnmexp(Ka2nmt0 ag-)H(t / Pnm = K-~Jn(anmr0/a)c°s(n0o). a2r~ = K’~’ ~Jn(anmr0 / a) si n(n0o) Qo exp(Kt~n2to/a2)H(t . . 1.O.

z. 3 .tO COS(tOt) + 2) a~.. (x. Enm(t) ab [sin (~l’m) + ~m COS(-~)] sin (~-ff-) ~’nmK Sill (tOt) -. 3 .Kr¢ LLL 000 44. tan txn = . where ~ = cos 0../2 -}. e-x-Kt z 2 Nnm(K2~..tXn/(X-1 ) a andA = ~ r f(r) sin(orn r / a) dr n 0 43.2nm + 0) Nnm j" J" W~nmdx ..y.m= 1.t)= 8T° --~ E Bmnq (t)sin E Amnq 2 m +n2+ q2 t] L2 (-~ x)sin ~ y) sin (~z) m=ln=lq=l 2 whereBrrmq(t) = exp[.~.. Enm(t)Wnm(X’Y) n=lm=l where~nm y) = [sin (lXmx a) +gm / a)] si n (nxy /b). T(r. / (~mx 2~tma~/ tanlam = 2 a2. q = 1.. T= E n=lm=l Enm( 0 = ~ Enm(t)Jn()’nmr/a)sin(n0) / a) sin (mr / 4) -Kx*~(t-to) H(t - KQ° Jn (~/nmro .and ~’nna: I’t~m / a2 + n2n:2/ b2 = dy 00 46.t m T= Q°K k E n.0..C~. T(x. 2.. 2.ANSWERS - CHAPTER 6 697 wherex = ba. 2 .t)= 3 TO 2xa si n( me)I" E E [AnmqC°S(m¢)+Bnmq n=0q=lm=0 "in (Ctnqr / a) m(~) exp (-Kan2q 2) t = 0 n = 0.. 1. Jn (~q) a + 12~ Anmq B__q}=Cmqff f r2f(r.~)jn(~nq ~d Cmq= (--1) 0-1 0 (2n TM J~+l + 1)e m (n(anq)(n + 45.

oK(t-to) H(t11 L Cn= TI-T0 Nn IXn(x)dx.e-K.t2ml .to) ) o ) Natal where Jm(l. ~’nml 2/ 2+ nan2 / L2 = = grrd a2r~L Nnm= 21..t2ml eme (i..nK-a N n 2 + bL L ~t2n + (bL) Nn 2 ~n + 2 (bL) wheretan txn = bL/¢t n ~’n : 2/L2 n 1. T = TO + E En(t)Xn(x)’ n=l whereXn(x = sin (~nx / L) + -~’n cos ([~n X / L) ) L En(t) = Cne-~.]-t mlr / a) cos(m0) (nnz cos I (t) 2n m=0n=0/=l Enm/(t = Jm (].)e-~. y(x.ANSWERS CHAPTER 6 698 7ga 2 Nnm= -~Ir Jn(Ynmr/a)dr = Jn (’~nm) 0 0 47. and bn= 2~Ig(x)sin(~_x)d x 0 n~c 0 .m2)J2m(gm/) / n 49.t) = _~ ct) + n sin (’7" c s in (’7-" x n=l L L wherean = -~If(x)sin(~x)dx. T= Q°K k E En(t)c°s(tXnX/L) n=l -at-e-~’nKt cos(tXnX e 0/L) En(0 = ~. T= 2Q°Kabk E E n=0m=l Enm(t)= Enm(t)c°s(’~x)sin(~ enCOS( )sin( ) . % = "~y) 48. L and Nn= fX2n(x)dx 0 o [a n cos ( n~t)] n~ 51.~(t_to H(t.m/r0 / a)cos(mn/ 2)cos(mxz /L) e_KA. tm/) 0..3 .l.nKt+ ~.2..~ _~ e-ct .t*’t where knm= n2~2/a2 2 m2~2/b + T=~ KQO E E E Enm J m(.0 Xn(2L_.. 50.

_.°t---q-n tan n ~/L (b) Limy(x. "y) 2 [Am"C°S(CXmnCt)+Bransin(~mnCt)lsint’~-x)s~nt’-~ n=lm=l 2 2 m2 n2 where anm =g ("@+ a--~-).nn . y(x. where n =si n ( ) si n (.(2~L1) r~ ~ g(x) 0 sin (ct n ) sin (an x / L) cos (ante / L) 2Yo~/L2(~’L+I) 2 2(TL+cos2(cxn)) n=l an 54.t) . 2L 0 L and bn = (2n +41)r~c sin (.~ l sin(n~)sin(n__~.~ct)sin(n.~x) gc p n e-+o 2 L L n=l ng Tog 56. W(x. u(x. Solution for y(x.t)-->2.t) = 2 [an cos ((2n + 1)~t ct)+ n sin ( 32n" +1)gct)] sin 32n" 1) gx) 2L 2L 2L n=0 L where an = + f f(x)sin ((2n 1)g x)dx.t) =~2c ~.-~--ct) 4 = ng 58.t)= CHAPTER 6 gZa(L_a)~ ~L a) 2W°L2 1 sin(n’-’~’~x)c°s(n’-’~’~ct)sin(-~ ~ ~ 699 + 53..t)= where c~ = ._~_I ~.y.y)sinx)sin< y)ax = 00 . y(x. ab Am. .~f ’(x’x)sin(n~ X)L sin (~c(t- 57.ANSWERS 52. . / / f<x.me . y(x.t) same as in 56.~ Tn(t) sin (---~-) tl=l where Tn(t) = ~ ~.

(--~. knmCt~ whereTnm(t = ~ sin (-L" x o) sin .Yo) sin (----~-). "Jn"~m3 Y~(~Xnmb/a)]2_a2(J~(Otnm) Yn(~Xnm) 2 ~J n(~nm) Yn Y~(~Xnm)] (~nm)) 61.t) E {[Anm cos(n0)+ Bnm sin(n0)]cos(anmct) a n--0m=l + [Cnm (nO) + Dnm (nO)] sin (IXnmCt)} cos sin Jn a (~Xnm r) a where Jn(O~n) = a 2rt Anm~ . W(r.y) sm (-~.ANSWERS CHAPTER ab 6 700 cotton g(x. nr~ mr~ .0. W(r.0 = Wnm [Anm (nO)+ Bnm (nO)] cos (anna (r) cos sin n=0m=l jn(lXnm ~) yn(~nm_r) a where Wnm(r = ) Jn(Otnm) Yn(Otnm) Jn (~nm)Yn(~nm ab--). W(r.t)= P°~c E Tn(t)J°(knr/a) 7f.O) Jn (Ctnm~1 ~sin (nO)~ = rta 22 ~ dr f BnmJ Jn+l(~mn) 00 a 2n Cnm~ r.y. W(c.Jn (~nm ab--) Yn(~nm) [cos(n0)] 2rx Anm~= en ~ ~rf(r’0)Wm(r)lsin(n0)Id0dr B~mJ 2nRJ a andR= 2 b2(J~(Otnmb/a) -~-(.y) 0 59. E r.t)= c Tnm (t)sin (~ x) sin (-~--~ n=lm=l 1 . [cos(n0)) n dO r f(r.aS where Jo(kn)=0and sin (knct / a) kn J12(kn) 4P°-----~ E LS 62. fcos (nO)) en d0dr rg(r’0)Jn(°tnm ~)~sin(n0)~ = 2 f f DnmJ ~ca~tnmJn+l(~mn) 00 60.0.x) sm (--~. ) 2 + and k2nm= n2(m 2) n .

u(x.~m)]2 / a) cos(-~)sin (c ~mn(t= en J. n~ . sin2(~n)].~rJ~.t) = cLFoH(t.ANSWERS .Jn(knmb/a) Yn(knm) a and Nnm = ~ rR2nm(r)dr 0 .to AE n=l It n N n where N = ~L---[l+ n ~L --~-~.CHAPTER 6 701 63.Yo)s~n(c ~-’~’-~o))H( -.to) c°s(IXnX/L)sin(c~tn(t.andtan(~tn) = AEI~n 65.0 H(t-to) E Enm(t)Jn(l’tnmr/a)c°s(n0)whereJn(Janm)=0 n=0m=l En’~(t) [j~ (~t. 68.mro ~--~m. where ~n n=lm=l a Jl~n(~nm) =0.to) Enm(t (ro) ) Nnmknm Rnm(r)= Jn(knmr/a) Yn(knmr/a) Jn(knm) Yn (knm) Jn(knm) Yn0Cnmb/a).0= ff. w = ~b° H(t-to) ~ ~ Enm(t) JIsn (Vnmr/ a) sin([~n0).t o (t N~ ~nm 2c2P0 emEnm cos(~. W(r. Enm(t) ~ cos (---~.(~t. P0c ~ m/~__ Jn(knm "~) Jn (knm"~-) cos (n(O a S ~__0 ~ ensin( 2 1 knmJn+l(knm) whereJn(knm) = 64. w= 2cP.~x)sin (~ y) + Wo (~. Nnm= . w= ~S0 H(t-t0) Enm(t)Rnm(r)sin(n0) n=lm=l where ) = Rnm sin (nn / 2) sin (cknm(t .0.x0) s~n(---~. =~/a 2 2 ~nm / ~d E~(t) J~* (~nmr0 a)sin(nn0 / b)si n (c~k~ .-~-~ (t) sin m=0n=l 1 mn .-~-Y)cos (c.(~/nmr) 0 a dr. t0) = t = + and~’mn m2~t2/a2 n2~2/b2 67.

tnm)Yn(l~nmb/a). U=-"~¢LH(t-t 0) ~ En(t)Xn(x) n=l whem Xn(x ) = sin([3nX/L ) -~-cos ~/ ÷ AE C~n sin (C~n(t to) Nn ~n L).o. Rnm(r)=Jn~nmr/a) Jn(l’tnm) a Yn 0-tnm) yn(l. × + ct .t) f(v). V = ~ r n sin(°tnCt))(sin ( a n n= 1 . L En(t) / L)Xn(L / 2).~. a and n =-~-a fr g(r)sin(~Xnr/a)dr 0~nC 0 cos(-~)+ sin(~Znct))Jl Bn (~Znr)a a ~[rg(r)Jo(~nr/a)~ ~nC a ~ = Jr f(r)Jo(~r/a)~. n 0 72.Jn(l. n = f Xn2(x) dx 0 anotan(l~n) A~n_~.tnmr/a) and Jn0.f(-u) ÷ l__~ 2 2c g(rl) drl u < 0 g(n)d~l . n 0 v = 0 73. and v .¢xnr cos(°~nr)) a a a wheretan (on) = n. V =.ANSWERS - CHAPTER 6 702 69. w = ~-~H(t-t0) E E [Gnm(t)sin(n0)+Hnm(t)c°s(n0)]Rnm(r) n=0m=l Gnm(t)l ~n Rnm(rO)sin(c ~4-~m(t_t0))~ [sin (nx / 2)" Hm~ (t)j = Nnm X4-~nm tcos(nx2) / b Nnm =~rRn2m(r)dr. y(x.2 = (’y + ~)L 2 Poc 70.ct. Vr=72n~--l~’= J02~"~n)~n (An a where J~(~) = 0.tnmb/a)Yn(~tnm ) = 0 oo 2 ~ l+tx 2 ~nCt n~ ---~--_2 (An cos(--~)+ 71.~.~ r Or’ a A = ~rf(r)sin(cZnr/a)dr. f(v)+f(u)2+~cf U whereu = x .

. ~1 = cos (0) o n=0 +1 77. p = .Po ~ (2n + 1) (i) n A h n k )Pn(cosO) n ri=0 Jn (kla) Jn (k2a).(ka) H(n2)(kr)cos n=0 79. p=-ipcV 0 h(°2)(kr) h(02)’(ka) h(22m) r2m+li’cOs0) am ’S(2)’ +1(kr) -- 82. (a) p .ANSWERS - CHAPTER 6 703 74. _ O (2) (kr) s(n0)e imt n H~" (ka) r~=0 83. Ps = -Po en (i) n H(n2). P2C2 ¯ hn (kla)jn(k2a)-~Ja(k2a)hn plc~ (2)’ ~ (cos0) 81. p = i p c V X AnPn (xl) h(n (kr). p = -ipcVo~ m = 0 n2m+ll’Ka) (4m + 3) (2m)! where am = (-1) m 22m+ (m)l(m ÷ 1 ipcVo r~ ~ en sin(ntx) H~.t) = Yosin (to (t. y(x.P0 ~ n=0 en (i) ln(ka) H(n~)(kr)cos n ~ J~ (ka) 78. wherek = ~o/c.x/a)) H(t 75..02c2j~ (k2a)Jn (k~a) where A (2) . Ps = -P0 ~ (2n+ 1)(i) n ~h(n2)(kr)Pn n=0 (2)’kr 80. p= pc V0(~)~eik(r-a) -imt 1) 76. Ps = ..

ct)] 0 2ptoVo p= ~ £ E (Anmsin(n0)+Bnmc°s(n0))Jn(gtnmr)e-ia*~Zek°t a n=0m=l a 2r~ 2 Anm r rsin(nO)] ~nI-trim where = f 0) --) ~ dO 2 . m * 0 and p = p c V exp[. . p= ~ ab . ~d ~ = ~2 ~nm 85.nr~ .mny)e -ia ei°~t n=0m=0 ab em f If(x. .y) 2 2 m2~ 2 = 1: Aoo = ab abc m = 0 fo r n.d = toa"7-For f(x.n2 )Jn(~nm) 0 f r f(r.i o~ (z .ANSWERS - CHAPTER oo n--O 6 ei°~t H(n2)(kr cos(n0) ) 704 ipcQo 2ha I~°V° 84. Jn (btnm ~t 2 a [cos(n0)J anm (gnm B~ ~ ~ J~ (~nm) = 0.y)cos(~x)cos(-’~y)dydx whereAnm= en n2~ a. " z E £ AmnC°Sl"~-x)c°sl"-~ .

cos (at)] + ~ [sinh (at) J 2a" 2a t (d) y(t)= 2a-@ff(t-x)(sinh(13x)-sin(13x))dx 0 t (e) y(t)= if -x-2e-2x +e-3X]f(t-x)dx 0 t (f) y(t)= ~[e-X-e-2X-xe-2X]f(t-x)dx 0 t (g) y(t) 1 f x3e_xf(t .ebt) / (a.cos (at) sinh (h) sinh (at) .dF(p+a)/dp (g) (-1)n n dnF(ap)/dp a (i) -p dF/dp (k) . (a) {1 .pT e’PT/[1 .p .x)sin(kx)dx+ os(k!)+ ~s in(kt) Ac 0 t (b) y(t)= ~yf(t-x)sinh(kx)dx+Acosh(kt)+--~sinh(kt) 0 (c) y(t) = ~ [cosh (at) .ANSWERS- CHAPTER 7 Chapter 7 705 (a) p/(p2 2) 21 (c) (p .(dF/dp) 3.f’(0+ [F(p-a) .at cos (f) sin (at) cosh(at) .a) / [(p 2 + b (e) n! / (p + n+l 2.a) F(p-a) .1) f(0+).x) 0 .e-PT]}/p2 (c) (e) (g) (b) 2ap / (p2 + a2)2 (d) 2a2p / (p4 + 4) (f) a (p2 _ 2) / (p4 + 4a4) (b) 2 (d) (f) (h) (j) (1) a F[a (p-b)] p d2F/dp (p .+) (e) .+) f’(0 p (p.2] -1 [1 + e-PT/2]} q [2p cosh (pT/4)] {p (f) [p + ~0 / sinh (p~t/2co)]/(~2+ p2) (b) 1 . In the followingF(p) = L f(t): (a) a F(ap) (c) p F(p+a) .F(p+a)] F(p) a (b) p2 2 coth(p~z/2a) [tanh (pT/4)] / (d) [~t p coth (pn/2) .1) 2 F(p-1) .sin (at) (e) t sin (at) (g) sin (at) + at cos t (a) y(t)= j’ f_(t.sin (a) at .cos (at) (d) sin (at) .(p .b (c) at .

0) t 2 (t-to)/2 +~(t_to)e-2(t-to)_2e-2(t=to)]H(t_to) -~e 25 (b) y(t)= A [1 .2) -t .1) -2t -(a.x) (x) (j) y(t) (x-x ~/2)e-x f(t-x)dx (a) x(t) = [-2U+ (U + V) cosh (at) + (U .to) t) t .V) cos (at)] 2) y(t) = [-2V + (U + V) cosh (at) + (V .at] e t 1 [4 e-4x .g(t)] + 41-.e 2t] + A[e3(t-t°) . y(t)-.e -t ] x)dx f 0 t 0 t cos(x)f(t (i) y(t) ~e f 0 t ax cos f(t .e-t / 2 t (d) y(t)= f(t . and G (p) = L g )] (a) y(t)= "2at [1 .-3(t-x)/2 [f(x) + g(x)] dx 0 .x)h(x)dx where h(x) -1 [p2 + k2_ G(p -l.ANSWERS t CHAPTER 7 706 (h) y(t) = J -xf(t.3et +2t et t (d) x(t) -~[g(t) .e-x ] f(t.x) (f) y(t)= (e) y(t) 0 f 0 (g) y(t)= (h) y(t)= A (a.e-2t (j) y(t) = t (k) y(t) = 3t.i) (a- [2 (a.x) dx 0 (i) y(t) -2t (1 ÷ 2 + Ao (t .e2(t-t° ) ] H( .U) cos (at)] 2) (b) x(t) = y(t) -t + t e-t (c) x(t) t + tet.t o) e-2(t-t°)H(t .a e-at ] + B[2 e-2t .t2/2] (c) y(t)= 3 et/2 .f (t )] + --~-3(t-x)/2 [f(x) +g(x)] 4~ 2 0 t y(t) = ½[f(t) .

xo ]H[x .to)) H(t. x) is a periodic function.t) = -~Cyo {H[t.2(yo+ Xo) + +[(A+B)-2(x 0 +yo)]e -t +~[-(B+2A)+4(x 0 -t +2yo)]te o y(x. Cx-xo): 4K(t.t o .[(B .×) = (t .o) 4K(t.to) + sinh (bc(t .x).~)2 H(t)+ Y0C2t2+ ~-~ {(t-~)H(t-X)_c (t+ X)}c L f (t.x)H(t2L C C +(t 2L+X)H(t C C C C ~ C C 2L+x)+2(t-L-X)H(t-L-x)+2(t-L+X)H(t-L+x) .x). T= 7-Lr~.x.to + x .to .y o)]e2t + ~[A B .x) = f(t + 2L/c.sinh (x) 0 t y(t) J [cosh (x) g(t ._x)H(t .xo] } 11.xo] + H[t.to) 12.to) -].]~H(t_.o X+Xo] +H[t-to + x-x°] . defined over the first period fl(t.xo ]H[x .exp[ !_x_+.t) = Yo (x-.sinh (x) f(t 0 (g) x(t) = ~9[(g.t-_ to)" exp[. y(x.x)) H(t = c c 1 10.Hit.xo)2.x) where~.C .t) Ac {_ e_bX sinh (bc(t ._x)+ (t C+ _x)+ (t.A) + o .B)+ o .ANSWERS - CHAPTER t 7 t ~(sin(x)+ sinh(x))f(t0 t ½ ~(sin(x)+ sinh(x))g(t0 707 (e) x(t)= -~ (sin (x)-sinh(x))g(t-x)dx+-~ 0 t y(t)= ½~ (sin(x)-sinh(x))f(t-x)dx+ 0 t x)] (0 x(0 = J [cosh (x) f(t . y(x.Xo)]e 2t + ~[A+ B-2( 0 +Xo)]e-2t +[(A+ B)-2(x 0 + yo)]e -t -t ~[-(A+2B)+ 4(yo +2Xo)]te + -2t y(t) = ~-~.

to)]e -bx H(t . T(x. definedover the first period fl(t) = H[t.xo ]_.).0 -.t) = Yof(t.to + x .x -cX° ] _ Hit .ANSWERS - CHAPTER 7 708 13. y(x. def’med over the first period fl(t.o -x)] H(t .KQ0erfc(--x~) 24Kt ak ka 2~/Kt x )-b K(~)} +--~ e-at { e-iX4~7-~ erfc (2---~-.H[t .t°) {erfc (2 ~/K(~.f(t + 2L/c.t) = YO .x) where f(t.t) = . y(x.to) 2 x exp[-4K(t_to)]H(t-to) 16.o +x -cx° ] )H[ .0 = TO erfc(---~x~)+ KQ0(1-e-at) . T(x._ + b4-K-’i’)} + QoK H(t2 4Kt 2 4Kt .x + xo ] C C -Hit-to 2L-x-x°]+H[t-to C 2L+x-x°’] C .x) -.ebx +b2K(t-to)erfc t ’2~ 21. y(x. y(x.Q°KH(t.x o]+ f( t) x where f(t) = f(t + 2L/c) is a periodicfunction.t) = Toerf( 4~Kt)+ To 4~K~ (t~-to)-3/2 17. x) is a periodicfunction.~-]} erfc [2--~ + b~’l+ e-bx erfc [2--eKb2t{ebx ~- + T e Kb2t e-bX O 18.x) + c Po sinh [cb(t.t) = 2 o (t-x/c) H(t-x/c) 14.i 4"~)+eiX4~7-fferfc(2-~KtK + i ~]~’)} t 22..t) = ~ {H[t . = T(x.to .t)-~ -N x b. y(x.o .(t-x/c) o + ao(t-x/c)/2] H( t-x/c) + 20.x ) H(t c bTo c c -~T~ sinh [cb(t .0 = [e e~(t-x/c).TO{erfc( x--~)-et’x+b2V:terfc(_ x.to .x) = -H(tC L-X)+H(t- L+X)-H(t C 2L-Xl+H(t---x) C C 15. y(x.1] [H(t-x/c)]/~t 19. y(x.

x/c) . definedover~hefirst f~ (t) = . T(x.~)) 25.sin(a(t .4Tot erfc a + 44-~ .L .t) = -QKt[l+4erfc(.L .u)e-a(t-u) du 28.4"ffQoax .X))l H (t +[a(t .[a(t .sin (at)} a"AE f(t) = f(t + 2L/c) is a periodic function.ANSWERS - CHAPTER 7 709 23.sinh(bct) a c cb } sin (at) a (~)H(t- ~sinh (bc(t.t) = A H(t .[a(t .x))H(t .L + X)-sin(a(tC period as: L + x))]I-I(tC C C C . y(x.cos (at)) .u)cos(a(tf[H(t J 0 t u))] -3/2 e -x2/t4Kul du .t) = .t) = ~ {f(t)+ at .x) + FoC2~ -at ] [at c c AEa" F°c2 [a t x. sin (a(t.t) = A[[ bc 2 where A = Po a c (a 2 + b2c2)T0 x 26.to) . ~ ( --~)-l+e -a(t--x) ¢ ]H(t- X) t -x’/f4Ku] u-l 12 (t.t) = -~ H(t-to). y(x.F K’~=~ 0 29.~-ff -to) 27.KQo (1 .x) _ sin (a(t .2L--~Z-x).x)) ~ ]H(t_x)_[.x))] H +[a(t.2L . y(x.t)= T°erfc(~~)H(t-a)[4t-a-1]-’~9-terfc(2--’~)a + KQ° erf k 24~¢(t. y(x.x))lH(t 2L 24.x) _ sin (a(t . T(x.t) = Y0cos (b(t . T(x.Yocosh (cb(t-x/c)) H(t-x/c) e’bx cosh (cbt) 30. T(x.~-)]+T e-x~/[4K(t-to)]H(t 0 x(t-to)-3/2 2.

x .x-n~n] a(x - 4.sinh (~(x .~))] ~ ~shah(~x) sinh (~(L .sin x cos ~ + sin x sin ~ tan 1 + sin (x-~) H(x-~) y(x) -.sin (l~x) sin (~(L ~)) 3 [ 2~ sinh (~L) 2 ~ sin (nnx / L) sin (nu~ / 4 _ n4~4 / L ~4 n=l (b) g(x I~) = . g(x I~)= sinh (kx) sinh (k(Lk sinh (kL) +--’sinh(k(x-~))H(x-~) k 6.~-n] xn + [xn~-n -. g(xI~)=-~(x-~)3H(x-~)-2~L ~x2(L-~)2+6~L x3(L-~)2(L+2~) 7. g(X I ~) = 2n~{[~n -. g(xl~):-~(xl _~>3H(x_~>_~L~X(L-~)(2L-~>+~LX3(L-~> sin (kx) sin(k(L ksin(kL) 1 8.x-n~n]H(x-~)} 3.ANSWERS -- CHAPTER 8 710 Chapter 8 g(xl~) = . (a) g(xl~)= + "--sin(k(x-~))H(x-~) k sin (nr~x / L)sin (nr~ / n=l (i) (a) g(x I ~) = 2-~ [sin (J3(x + ~)) .sin x / cos o g(X 1~)= ~n {[~n- ~-n]xn +[xn~ -n .

ANSWERS 9 -- CHAPTER 8 711 (it) (a) g(x I ~) = 2-~ [sin (13(x- ~)) .cos (~(L .~))] [cos (~L)-" cosh [1 .knm)[Jn(knm)] where Jn(knm)= .~))] [sin (~iL).-~ [Jn (kx) (k~) J n (k~) (kx)]H(x Yn Yn .sinh (]3(x .~°s" t-c.~)). 2 (b) g(xl~) = m~ Jn(knmx) Jn(knm~) = 1 .~))] [sin (I~L)+ sinh [1 .(~) L where Nn = J’.n2(x)dx 0 10. cos (el n) cosh (~tn) = 1.COS(O~n~ I?°St ’c- ~7.sin (I3(L.cosh where: C = 1 [sinh (I3(L.~)) .cos (~L)cosh(I3L)] + [cosh (~(L .cos (~(L.~/ where.~) 2 2 .~)) .cos (~L) cosh (~L)] [cosh (~(L .sin (~(L .So that g(xl~) is: OO g(x I~)= ~r~ Nn (l~ 4 -IXn 4/L4) X~ . and with o = 0.~)) . ] (a) g(xl~) = n Jn(kx) [j~(k)yn(k~)_jn(k~)yn(k) 2 Jn(k) -.cos (]3L)cosh(]3L)] C2 = [sinh (~(L .(x)¢.~))] [cos (~L)[1 .cos ~L)cosh (~L)] (b) Eigenfunctions {~n(X) are: cosh (~ n’-’~"~ -.¢.~))] + ~ {C~[sin (~3x).sinh [1 .sinh (~x)] + C2[cos (~x).

~)) H(x 712 11. g(x I~) = ~3 [-ie il~(x+[) + e-I~(x+[) .k2 (b) g(xl~)= ~{[eirlx sin(rl~)-ein~sin(rlx)]H(x_~)+sin(rlx)ei~l~ where rl = ~ .7 (c) g(xl~) = x .~)) kx~sin (k) 2 n=l sin (nr~x) sin (n~) 12.e-B(x+~ .ieiBIx-~I I] e-BIx-~ + 16. (a) g(x I ~) sin (kx)sin ( k(l .(x-~) H(x-~) X oo T(x)= I +j’ ~ f( ~)cl~ + xff(~)cl~ 0 x ) 15. g(xl~) = x . .ieil~lx-[ I I] e-I~lx-[ + 18.~)+ s inh (rlx) -~ } whererl = 4"~ .. g(x I~)= ~ {e-rl(x+[) where = 7 / ~l sin [rl(x +~)+ ~/41_ e-~lx-~l sin[rll ~ I+rc/4]} 13.ANSWERS . CHAPTER 8 sin (k(x .(x-~) 14. g(x I~) = 4~[ieiB(x+~). (a) g(xl ~): ~ -~lx sin h (~) -rIG sinh01x)]H(x.

1/4 713 ~) g(x I ~) = ~r-ie i~(x+[) + e -~(x+[) . g(xl~) = Ko(~[ / 2r~ ) 27. (a) g(x I~) 1 e_rllx_~l (b) g(xl~) = ~i ei~lx-~l 2rl (c)g(x ~)=.~ sm(~2 ~ I +-~) (b) g(x I~). (a) 1 e_nrx_U/4~ .4--~3 ’ntx ~t +e ntx~] (c)g(x ~)=.log (rl)) r I = Ix.(rl(x + ~) ~/~ ~-) + e-rllx-~l/’4~ cos (~ . g(xl~) = r12(1 .1 I xI ~ 25.~)} 1~ = ()A . (a) g = ~Ko(rlr ) r 1 = Ix .~1 29. g(xl~)=-llx-~l 2 ~l+e-I~lx-[I] 23.~_ 19. g(xl~) = i H(ol)(krl) / 4 28.log (rl) 26. g(x I~) =. g(xl~)-~3 [-te’l]lx 24.~l . g(xl~) = . (a) g(xl~)= _2~13 ~e_al(x+~)/4~cos .½ xI ~ 22.ie i~lx-[I + e-~lx-~l] ~ = (~4 _ ~)l/4 4~3 ~ 21.ANSWERS -.~CHAPTER 8 " 1.

(a) g = . delete the ycoordinate such that x _> 0.101) 34.tl~.i.t) 1 ~ sin x dx . Solution in eq.ANSWERS -- CHAPTER 8 r1 = Ix . g(x.~-1 log(fir4 ) 2n r2r 3 .~l---log(rlr3 zn r2r 4 (d) G-. G= l+71[x+~-Ix-~l] 40.115) rl = (k4 .32 in two dimension. Solution in eq.H(t. g(xl~) = kei(~rl) / 2 Ko(rlq)] 31.i) erfc [a(l. Let: g2= -~’~log(r3). (a) G=-~.~ 8~ I (b) g = 2-~kei(rlq) 32.~+ 8c 1 A(r.118) 35.103) 33.~ log(qr2r3r 4) (c) G= -~ log (~) = -~ lo g (r 4) ’~ (b) G = .x) {(1 .~1 36. (8.~1 ~ = (~/1_ k4)1/4 rI = Ix. (8.x)= -~÷T-~ .x) -~~o (-1)"~.x) = i~ H(t . Solution in eq.26 by deleting the y-coordinate. Use the coordinate system in Section 8. Solution in eq. Use the coordinate system of Section 8. (a) o =1 d ~Iog(~) (b) G =--~ log(rl2r~) 41.t) 0 (2n + 1)(2n + H(t A(r.i)] + (I + i) erfc [a(l Ix-El a=~ 37.~1 714 30.e.~4)1/4 r I = Ix .t) r? 4x(t-x) 39.tl~. (8. g(x. (8.[iH(o1)(fIr 1) .

32 1 ±) Ca)C-.1<±+1+_+ 4n r r r r4 1 2 1 (1 3 1 +1) r2 r3 r4 (c) G= 1__(1+ 1 1 4r~ q r 2 r 3 r 4 1 (1 1 +1_1) r2 r3 r4 i ta(1)rt.9. Use the coordinate system of Fig 8.. ~ _ i H(1)~. section 8..1)2 + (z r32 = (x.32 45 Define the following radial distances: rl 2 = (x. ~ i H(1)rt.9.~)2 + (y_ 1])2 + (zr22 = (x. ). Section 8.r4 (d) done in section 8. Use the coordinates in Fig 8.~)2+ (y + ~)2+ (z 2 r6 =(x + ~)2 (y. TI)2 (z + ~)2 + + 2 = (x+ ~)2 (y+ 1~)2 (Z-~)2 r7 + + 2 r8 =(x + ~)2+(y +rl)2+ + ~)2 .~)2 + (y_ 1.. gl =0 ~2J s2-~" o ~"~3 s3 = ~" Coordinate system as in Problem41. g = eikrl g~ 4m.~)2 + (y + TI)2 + (zr42 = (x + ~)2 + (y_ 1~)2+ (z- r~ = (x. Define g = ~-. (a) G=g + gl + g2 + g3 Co) G=g-gl-g2+g 3 (c) G=g + gl . x.ANSWERS -- CHAPTER 8 715 42. 4~q g2 4r~r 2 3 eikr2 eikr~ (a) (b) 3 (c) G=g+gl +g2 +g3 G=g-gl-g2+g G=g+gl-g2-g3 eikr~ g3 4~. 43.0 ~’~ l J. ~ ~H(01)0cr4).g2" (d) G=g-gl +g2-g3 44.32.

.+ -.+ -. Def’me imageson the z > L/2 by r 2...L/2 by 47..-r4 r5 r6 r7 r8 1 1 r8 716 (b) 4r~G 1 1 1 1 1 1 1 =--+~+--+~+--+~+~+~ r~ r 2 r 3 r4 r5 r6 r7 1 r2 1 1 I----I r3 r4 r5 1 1 r6 1 r6 1 (c) 4~G= 1 q 1 ~ r7 r8 1 r7 1 r8 (d) 1 1 1 1 1 4riG=--+-----+-----÷ q r2 r3 r4 r5 46.g3 + g4 + g5 + g6 .~: rl 2 = (x...gl "g2 + g3 + g4 " g5 " g6 + g7 (d) G=g+gl-g2 +g3-g4 +gS"g6-g7 and those in the z < .log 2 .ANSWERS (a) 4rig -1 rl CHAPTER I r2 1 r3 8 1 1 1 1 ~. Use the radial distances of Problem45.~)2 + (z + .1)L + n ~)2 r~2 = (x.(n .~)2 + (z .n ~)2 (a) 4rcG = ..r~ . r 3 .gl "g2 .lo g rn 2 ..g7 (13) G = g + gl + g2 + g3 + g4 + g5 + g6 + g7 (c) G = g .Z lo g(r~)2 n=2 n=2 (b) 4riG = -logrl 2 + Z (-1)n l°grn2 + Z (-1)n l°g(r~)2 n=2 n=2 . Let the sourcebe at ~.~)2 + (zrn2 = (x.1)L+ (. Define: (a) G = g .-. the r~.

~ = a2/p 52. Use same radial distances as in Problem47 (a) ~iG=H~)(~)+ ~ H~)(~)+ n=2 Z (-1)"H~)(~)n=2 n=2 E (-1)"H~)(~) n=2 ~) ~iG=H~)(~)- 50. O=~txl 0 t 1~ .1)L n ~)2 r~2 = (x. ~. ~ = a2/p (b) For exterior region p.¢) r~ -.r 1 < a.(. ~.~)2 + (y _ ~)2 + (z rn2 = (x.H(02)(k ] (a) For interior region p.ANSWERS 48.r 2 + p2 _ 2rp cos (0 + ~ .¢. ~1):~ + (z + (n .r 2 > a.~)2 + (y.2n/3) r3~ = r 2 + pg__ 2rp cos (0 . Define: -- CHAPTER 8 717 r? = (x .2rp cos (0. Define: rl ~ = r 2 + p2 .r 1 > a.(n .r 2 < a.2~/3) . Use same raidal distances as in Problem48 ~ eikr* + ~ e~kr~ ~ -(a) 4r~G eikrl = ~ q n=2 rn n=2 r~ (b) 4~G= ~.1)neikr* r r 1 n n=2 (-1)neikr~ r~ n=2 i r"(1)"l~ ’ 51.~)2 + (y_ 11)2 + (z .1)L n = ±+ --+ rl = rn = rl n=2 rn n=2 rn 49.

H(ol)(kr2) + H(ol)(kr3) H(I) kro (4) + Ho(1)(kr5)-o(1)(kr6) = . Use the definitions of Problem52 (a)--4iO = H(o~)(kq) + H(oD(kr2) + H(ol)(kg) (kr4) H(o~)(krs) + H(ol) + 718 Co)-4iO H(ol)(krl).ANSWERS -.~.CHAPTER 8 r42 = r 2 + p2 _ 2rp cos (0 + ~ .4n/3) rs~ = r 2 + p2 _ 2rp cos (0.4n/3) r6~ = r 2 + p2 _ 2rp cos (0 + ~) (a)-4~rG = logrl 2 + logr~ + logr~ + logr42 2 logr~ + logr6 + (b)-4~G = logq2 -logr2 2 + logr3 2 -logr4 2 + logr~ -logr~ 53.

same as problem 1.32)(q .ANSWERS - CHAPTER 9 719 Chapter 9 1.(-1)k k.~-. k=O n(n + I)n(n + 1)(n + z2 3 z 3. same as problem 8.2) x L x (k. -z I" ~L.1)(q . f(z).1)(q. 2 = 4v q 11. same as problem 10o 12. 10. Kv(z)~ "~-’z e-Z {1+~zl (q.0(k-2)(k 3)~--I ~ "’" 2.e m ~---~ ~ m=l 1+ (-1) ~z~-) ~ ] 9.1 + (k.1)(2k. g(z)E (-1)k k=O (2k + 1)! z2k+2 erfc(z) .32 (8z) 2 )2! 2 q = 4V (q .x)xk-1 e -x [1+ k.~(-1)k z2k+ 1 k=O 6.52) ] 3 (8z) +"’" + 3! . F(k. El(Z)- zk+l o (2k)! 5.

U(n. Same 10 for H(v H(v2)(z) as =H(vl)(z) 21.ANSWERS - CHAPTER 9 720 13. same as problem 12. 18.1)(q . Sameas 12 for K~(z) ~) (q . Same as problem 8 I). (. e in/4 1 F(z) ~ ~÷~ E 0o (_i)n+ 1 r(n + eiZ’ n=O z~n+ 1 17. 14. (2z2) 15.i)k uk (t’~) 23. 20. Ha)(1)(~)seco0 ~ exp[im) (tano~-ot)-i~/4] k=0 .3:~)(q . same as problem 12. n(n + 1) n(n+ 1)(n+ 2)(n+3) 2z 2 ~ 2 2. O(x) e -x" ~ (-1) k r(k + 1/2) ~ 1-~ z ~_~ x2k+l k=0 19.z) ~ -z’/4 z-n{1 16.1)(q 3~) (q .5 - 2 (8z) 2! 3 (Sz) 3! 2 = 4V q 22. same as problem 15.

l+ l+. ~ l~/~-~x e+~ k ~:~<~x)_e-~+4i~x~J ~ f x -~ <_1 ~[2~ l+.cot ~ ~) = x cos 721 (2) Hu (~) sec ~) = (1)(1) sec ~) uk(t) defined in problem#22 25.ANSWERS - CHAPTER 9 t-.~-’~x 2) X ) Uk(t)~k 1 t--~ uk(t) defined in problem#22 .~-~x2~.

p=e h. p=3 p=2 j. p=l -l<x<3 -6<x<2 l~x<3 -2<x<2 -~<~<~ d.p=2 b.p=2 f.p=4 c.ANSWERS - APPENDIX A Appendix A 722 a. i.p=2 . p=l -2<x~O -e~x~e O<x<6 -3<x<l -3~x<l g.

65 Addition Theorem. for Bessel. 136 Associated Laguerre Functions.46. 570. 138.Refraction. 564. 298 Bessel Coefficient. 43. 550. 94 Integrals of.467 Green’s Function. 614 Associated LegendreFunctions. 363 Scattering from Rigid Sphere. 651-4 Polynomial. 216. 117 Approximationin the Mean. 93 Generating Function. WaveEquation. 61 Asymptotic Approximations.57.121. 151 Bilinear Form. 45 of the SecondKind. 115.INDEX A Abel’s Formula. 359 Addition Theorem. 516 Differential Operators. 577 of ODE with Irregular Singular Points.297 Vibration of. 62-4 Integrals.O. Equation of Motion. 66 AsymptoticSolutions. 306 WavePropagation.. 383 Absorptionof Particles. 364 Speed of Sound. 138.580 of Bessel’s Equation. 564. 61 Bessel Differential Equation. 61.571 723 of ODE with Large Parameter.580 Analytic Functions 189. 48 Generalized Equation. 574. 44.M. 58 Bessel Function. 66-7 Modified. 358 Waves. 149. 96 Recurrence Formulae. 61. 51 of Higher Order. 296 Acoustic Horn. 546. 67 . 214 Angular Velocity. 138. 11 Absolute Convergence. 494 B Bar. 577 Cylindrical. 159 Vibration.298 Waveequation. 155 S-L System. 537 Asymptotic Series Expansion. 95 Second Kind. 486. 115. 58 Generating Function. 65. 573. 124-6 Acoustic Medium. 570. 197 Integral Representationof a Derivative. 563. 125.455. 117 BoundaryConditions. 142 Airy Functions. 120. 44 of the First Kind. 140. 141. 455-6 Causal Auxiliary Function.409 Adiabatic Motionof Fluid 306 Adjoint BC’s. 573. 58 Powers. 58 Integral Representation. 54-6 of an Integer Order n. 120 Forced Vibration. 121 E.48. 143. 67 Products.306 Acoustic Radiation from Infinite Cylinder. 456 Self. 580 Auxiliary Function. 56.Modified of the Order Zero. 56. 548 Asymptotic Solutions of Airy’s Function.Reflection. 120. Plots. 97 Asymptotic Methods. 155 Beams. 303 Waves. 47 of Half-Orders. 52 of the First Kind.

241. 185 Roots. 237.111 Classification of Singularities. 266. 194 Domain. 273 BranchPoint. 187 Associative Law.307 Dirichlet.INDEX Recurrence Formulae. 453 Branch Cut. 3 ComplexFourier Transform. 87 Circular Functions. 204 C Cartesian Coordinates. 197 Branch Cut. 55 Zeroes. 143 CompleteSolution. 49-52 Spherical Functions. 186 Argument.259. 299 For Plate. 300 FundamentalSolution. 67 Wronskian. 312 Simply Supported. 186 Distributive Law. 111 Neumann. 199 724 TrigonometricIdentities of Complex. 198. 267. 603 BiLaplacian. 210 Cauchy-RiemannConditions.206 . 115 Acoustic Medium. i 85 Argand Diagram. 197. 188 Real Part. 52-3 Squared. 193.299 Fixed. 201 Hyperbolic. 296 Homogeneous. 115. 299 Heat. For ComplexFunctions. 312 Periodic. 206 Logarithmic. 186.259. 300 Boundary Value Problems. 198. 431 Operational Calculus. 115. 627 Circular Frequency. 4. 186 Complex Conjugate. 186 Division. 53. 185 Equality. 23 ComparisonFunction. 150 Robin. 186 Powers. 197. 229 For ODE. 187 Addition. 202 Continuity.203 ImproperReal Integrals of 239 Inverse of Complex. 185 Absolute Value.242 CauchyIntegral Formula. 432 ComplexHyperbolic Functions. 480. 192 Derivatives. 203 Complex Numbers. 213 Cauchy Integral Theorem. 115. 205 Exponential. Green’s Function. 203 Circular Cylindrical Coordinates. 188 ComplexFunction.299 For Membranes. 185 ImaginaryPart. 185 Multiplication. 312 Elastically Supported. 188 Subtraction. Complex. 300 Free. 186 Commutative Law. 267. 185 Triangular Inequality. 206 Inverse Hyperbolic. 197. 142 Natural. of Derivatives. 1. 431 Parseval Formulafor. 627 CauchyPrincipal Value.45. 191 Exponent. 194 Causal FundamentalSolution (see fundamentalsolution. 469 BoundaryConditions. 483 Characteristic Equation. 190 Analytic. 202 Derivitive of Complex. causal) Causality Condition. 203 Inverse Circular. 197 199 Circular. 476 Green’s Identity for. 273 Branch Point. 68 Beta Function. 123 Chebyshef (see Tchebyshev) Christoffel’s First Summation. 27. 266. ! 85 Polar Coordinates.

155 WithConstant Coefficients. 202 Expansion in Legendre. 470 of Electrons. 296 Equation. 632 Prolate Spheroidal.586 Conditional. 632 Prolate Spheroidal. ComplexExponential Transform. 201 Range. 630 Curvature. Cartesian. 120 Cylindrical Bessel Function. 306 Derivative. 297 Constant. 23 Sturm-Loiuville. 586 of a Series. 148. 303.453 Diffusion. 403 Multiple-Complex Exponential Transform. 127 CompressibleFluid. 629 Generalized Orthogonal. 25 Singularities. 119 Continuity Equation. 1. 192 Compressed Columns. 193. 423 Laplace Transform. 249 Convergence. 20 Ordinary. 295 Thermal. Coefficient. 306 Conductivity. 311 Differential Equation. 295 Confluent HypergeometricFunction. Absolute. 628 725 D D’Alembert. Critical Speed. 631 Spherical. 630 Spherical. 137. Fluid. 627 Circular Cylindrical. 2. 163 Fourier Transform. 48 Cylindrical Coordinates. 436 Sine Transform. 628 General Orthogonal. 10. Complex. 361 Critical Load. 56-8. of a Complex Function. 19. 4 Differential Operation. 91 First Order. 586 Convolution Theorem. 628 Elliptic Cylindrical. 587 Debeye’sFirst Order Approximation. 384 ImproperIntegrals with.INDEX Multi-Valued. 293. 128 . 239 Integral function.383. 431 Cosine Transform. (See Ordinary Differential Equations) Partial. 216 Tests. Cartesian. 191 Uniquenessof Limit. 10. 625 Oblate Spheroidal. 470 .2 Linear. 125 Contour Evaluation of Real Improper Integrals. 426 Coordinate System.342 Fundamental Solution for. 194 Dielectric Constant. 586 Uniform. 124 Curl. 296 of Gasses. 4 Non-homogeneous. 1. 305 Condensation. 4. 216. 627 Circular Cylindrical. 610 Critical Angle. 197 Polynomials. 4. 216 Radius. (SeePartial Differential Equations) SecondOrder. 1 th N Order. Material. 480 Green’s Function for. 515 Green’s Identity for. 89 Fourier Series. 196 Operator. 618 Conservation of Mass. 19 Region. 629 Cosine. 625 Oblate Spheroidal. 296 of Particles. 543 Delta Function (See Dirac Delta Function) Density. 628 Elliptic-Cylindrical.305 Constitutive Equation.

113 Beams. 604 Euler’s Equation.163. 308. 162. 117 Plates. 636. 328 Incompressible. 332. 88. 343 Uniqueness of. 142. 299 Stretched Membranes. 161 . 644 N-Dimensional Space. Diffusion. 384. 161. 121. 142 Green’s Function. 125 Expansion. 151. 144. 158 Non-homogeneous. 169 Coefficients. 343 Transient. 202 Exponential Integral Function. 133. 635. 643 Spherically Symmetric. 628 Elliptic Cylindrical. 306 Fluid Flow. of a Beam. 639 Distributed Functions. 121. 406 Linear Transformationof. 144 Eigenvalue. 578 Fourier. 608 Exponents. Bessel Series. 165 Complex Transform. 631 Spherical. 144 Properties. 93 Fixed Boundary.646-7 Scaling Property. 108. 108.635 Integral Representation. 331 Electrons. 642 Divergence. 206 Exterior Region. 122 Fluid Density. 336. 632 Prolate Spheroidal.338 Formal AsymptoticSolutions. 163 Cosine Transform. 166. 461 Homogeneous.INDEX Steady State. 299 Electrostatic Potential.383 Series. Complex 205 Derivative.298 Stretched String. 60 Legendre Polynomial. 157. Complex. 497 Norm. 4. 111 Torsional Bars.201 Periodicity of. 643 Sifting Property. 627 Circular Cylindrical.159. 87 Fourier Series. 151. 85. 108.453. 636. 333 CompleteSeries. 492. 459. 197 Factorial Function (See Gamma Function) Ferrer’s Function.299 Fixed Shaft. 311 Field within a Sphere. 135.337.161.637. 164.133. 315 Uniqueness. 645 Transformation Property. 625 ¯ Oblate Spheroidal. 296 Entire Function. 493 726 E Eigenfunction. 158 Elastically Supported Boundary.308 Eigenvalue Problem. 643 Laplace Transformation of. Bessel Functions. 459. 132 Error Function.343 Orthogonality.159 of a Membrane. 564. 135. 137. 115. 630 Equation of Motion. 643 nth Order. Bars. 309 Forced Vibration. 315 Dipole Source. 641. Cartesian.383 Sine Series.421 Integral Theorem. 336 Expansions with Green’s Functions. Vibration of. 88 Exponential Function. 459 Dirac Delta Function. 566. 159 Orthogonal. 629 Generalized Orthogonal. 574 In Exponential Form. 465 Cosine Series. Aroundan Infinite Cylinder. 604 Complementary.133.

121. 599 Incomplete. 493-9. 473 G 727 Gamma Function. 465 Fourier Cosine Transform. 400 Generalized Fourier Series. 629 Generalized Orthogonal. 400 Inverse Multiple Complex. 115. 385 Convolution Theorem.INDEX Sine Transform. 472 Behavior for Large R.207 Green’s Functions. 423 Inverse. 423 Fourier Series. 77 Geometric Series SumFormula. 111 Fresnel Functions. Complex. 606 Frobenius Method. Free Boundary. For Bi-Laplacian Operator. 151. 422 Operational Calculus. Generalized. 138. 75 Tchebyshev. Adjoint. 27 TwoIdentical Roots. 423 Inverse.425 Fourier Coefficients. for the Wave Eq. 343 Generalized Jordan’s Lemma. 631 Spherical. 477 Symmetry. 472 Adjoint. TimeDependent. Lawof. t63. 421 Parseval Formulafor. 483 Developmentby Construction. 510 Eigenfunction Expansion Technique.. 469 For Diffusion Operator. 56 Generalized Fourier Transforms 393. 58 Legendre Polynomials.395 Inverse. 30 FundamentalSolutions. 522. 27 Distinct Roots That Differ by an Integer.299 Frequency. 515 Causal. 484 Bi-Laplacian. 43 Characteristic Equation. 475 For the Laplacian. 385 Of Derivatives. for the Diffusion Eq. 385 Of Derivatives. 25. 310 Gravitational Potential. 407 Gradient.344. 627 Circular Cylindrical. 135.. 385 Convolution Theorem. 395 One Sided. 350 Fourier ComplexTransform. 628 Elliptic Cylindrical. 476 Causal. 526 For a Semi-lnfinite Strip.384.497 Equations with Constant Coefficients. 421 Parseval Formulafor. 423 Fourier Transform. 503-6 . 133. 479 Bi-Laplacian HelmholtzEq. 479 Helmholtz Eq. 397 Generalized One-Sided. 333. 75 Hermite Polynomials. 387 of nth Derivative. 461. 632 Prolate Spheroidal. 468 For the Wave Operator.. 385.. 161-2. 422 Operational Calculus. 459. 32 TwoDistinct Roots.247 Generating Function. 625 Oblate Spheroidal. 386. 458 For a Circular Area. 58-9. for Wave Operator. 604 Generalized Bessel Equations. 455-6 Causal.387 Multiple Complex.343 Fourier Sine Transform.333. 343. -A + in2.245. Bessel Functions. 602 Gautschi Function. Cartesian. 520 For HelmholtzOperator for HalfSpace. 471 Green’s Theorem. for Diffusion Operator. 476. 473 2 For the Eq. 470 For Laplacian Operator. 544. 480-2 Causal. 630 Gravitation. 309. 310 Green’sIdentity.

440 of Order v. 460. 495 ImagePoint. 493 Images. 438 of Order Zero. (log x)n.204 HypergeometricFunctions. 293 In a Circular Sheet. 466 For Spherical Geometryfor the Laplacian. 342. 434. 206 Periodicity of Complex.6. 54. 559 Initial ValueProblem. 462 Symmetry. 428. 416 In Finite Thin Rod.487 Longitudinal Vibration of SemiInfinite Bar. 392 of Derivatives. Point at..INDEX for HelmholtzOperator for Quarter Space. 196 Heat Conductionin Solids.456-7. 488-90 Laplacian Operator for Bounded Media. Methodof. Complex. 313 Hermite Polynomials. 3:~6 FundamentalSolution. 54 Spherical. 203 Inverse. 590 Integral Transforms. 635 Helical Spring. 507 for HelmholtzOperator. 389. 90. 296 Heat Source. 488 Incomplete Gamma Function. 440 Operational Calculus with. 465 728 In a Semi-lnfinite Rod. 615 HomogeneousEigenvalue Problem. 585 ConvergenceTests. 415. 602 Incompressible Fluid. 456-7 Semi-infinite 1-D Media. 350 Integral Test. 594 Infinity. 338 Uniqueness for. 316. 40. 349. Complex Function. 303 Flow of. 107. 492 for UnboundedMedia. 121 HelmholtzEquation. 460.13. 142 HydrodynamicEq. 303 Hyperbolic Functions. 301. 473 Vibration of Finite String. 477 Green’sIdentity for. 387. 53 Recurrence Formula.424. 296. 462 Vibration of Infinite String. 216. 392 of the First and SecondKind of Order p. 383 Integral. 389 Inverse. 413 Initial Conditions. 309 Infinite Series. 465 Laplacian for Half-Space. 347 Identity Theorem. 586 Convergent. 346 In a Finite Cylinder. 344 Heat Sink. 334 HeavisideFunction. 441 HarmonicFunctions. 503 For ODValue Problems. 469 Non-HomogeneousSystem. 389. 485. 459 Infinite I-D Media. 364 Wronskian. 462 Reciprocity of. 221 Image Sources. 585 Expansion. 453 for PDE. 293 Heat Distribution (see Temperature Distribution) Heat Flow. 53 Hankel Transform. 477 Green’s Function for. 591 PowerSeries. 500-2 For the Laplacian by Eigenfunction Expansion. 74. 315. 472 Higher Ordered Sources. 517 In Finite Bar. 307. 403. 585 Divergent. 438 Parsveal FormulaFor. 617 H HankelFunctions. 256 . 478-9. 53 Integral Representation. 90 of Functions of OneVariable.

for Half-Space. 236 Complex. 273.609 Fresnel Function. 207. 64 Compex Periodic Functions. and Elementary Functions. 63. 264 Orthogonality. 405 of Periodic Functions.560 Of Rank One. 263 Bessel Function. 616 HypergeometricFunction. 79 Psi Function. 617 Incomplete Gamma Functions. Derivatives. 537 ComplexFunctions. 264 AsymmetricFunctions. 85 Mehler. 222 . 601 Sine Integral Function. 614 Lagrange’sIdentity. By Parts. 522 Uniqueness of. 79 Laplace Transform.397 Laplace Transform. 602 Legendre Function of Second Kind. 385. 273 Transform. 600 Hermite Polynomial. 81 OddFunctions 263 OddFunctions with log(x). 8l. 23.395. 398 Irregular Singular Point. 266. 619 CosineIntegral Function. 613 Recurrence Relations. 196. K. Cartesian. 319 Green’s Identity for. ComplexFourier Transform. 606 Gamma Function.240 Generalized. 385 Fourier Sine Transform. 411 Two-Sided. 245.239 Integral Representationof. 312 Laplace’sIntegral. 538 Laplacian. 630 Laurent Series. 625 Green’s Function for. Associated.308.485 In Polar Coordinates. 385 Fourier Transform. 386 Fourier Cosine Transform. 628 Elliptic Cylindrical. 608. 468.400 of Heaviside Function. 611 Integrating Factor. 412 Interior Region. 269. 629 FundamentalSolution. 266. 492-3 Oblate Spheroidal. 620 Kronecker Delta.INDEX Asymetricfunctions with log (x). 488 Initial Value Problem. 611 Error Function. 207. 138 Laplace Integral. 2 Integration. 632 Prolate Spheroidal. 134 Laguerre Polynomials. 259 Laplace. 604 Exponential Integral Function. Green’s Function for. 252 Functions with xa. 92 Legendre Polynomial. 631 Spherical. 402 Laplace’s Equation. 269. 399 With Operational Calculus. 406 Solutions of ODE and PDE. 79 LegendrePolynomial. 295. 209 Even Functions with log(x). 627 ~ Circular Cylindrical. 614-5 Differential Equation. 493 Inverse. 64 Beta Function. 473-5 Generalized Orthogonal. 145 Real Improper by Non-Circular Contours. 79. 613 Generating Function. Bessel. 568 Of Rank Higher Than One.247 Kelvin Functions. 242 Real Improper. 249 Real Improperwith Singularities on the Real Axis. 603 Confluent HypergeometricFunction. 209 lntegro-differential Equation.413 Inverse. 406 of Integrals. 571 729 J. 237. L Jordan’s Lemma.

111.139 Independence. 386. 72. 75 Functions. 297 . 111. 435 N N-Dimensional Sphere. 88 Limiting Absorption. 76 Infinite Series Expansion. 93 LegendrePolynomials. 296 Newton’s Lawof Cooling. 252 Integrals of OddFunctions With. 645 Natural Boundary Condition.299 Morera’s Theorem. 55 Material Absorption. 85 Cosine Arguments. 81.121 Neumann Factor. 9 of Modified Bessel Functions. 97 Rodriguez Formula. 93 of the SecondKind. 1 Non-homogeneous. 69 Associated. 200. 71. 139 Linear Spring. 115 Local Strain. 142 Second Order. 266 Multiple Fourier Transform. 132 Moments. 48 Integral. Vibration. 69 Polynomial. 204. 120 of Cross-sectional Area. 117. 71. 89. 441 Vibation Eq. 10 With Constant Coefficients..206. 76 Recurrence Formula. Coefficients. 296 Nonhomogeneous BoundaryCondition. 119 Logarithmic Function. 436 of Partal Derivatives. 264 Longitudinal Vibration. 79. 96 Orthogonatity.. 245 Linear ODE. 85 Generating Function. 635 Normal Vector. 83. 212 MultivaluedFunctions. 85 Parity. 466. Infinite. Differential Equation. 205. 89 Expansionsin Termsof. 81. 488 Methodof Steepest Descent. 539 Methodof UndeterminedCoefficients. 77. 73. 338 Vibration of Circular. 294 M MacDonald Function. 1. 92. 117.INDEX Legendre. 1. 133 Normof Eigenfunctions. 92 Neutrons. 71. 85.90 Integral Representationof. 76. 159 Normal Asymptotic Solutions. 3 Operators. 295 MeanFree Path. 204 Integral of Even Functions With. 120 Polar Area. 71 Legendre Functions.364 of the First Kind. 298 Vibrating Square.of functions. 7 Method Variation of Parameters. 81 730 Mellin Transform. 387 Convolution Theorem. 1 Particular Solution. Diffusion of. 77. 401 Inverse. 90 Sine Arguments. 402 Membrane. 121 Eigenvalue Problem. 485 Limiting Contours. CompleteSolution. 4 Linear. 1. 158 Equation. 93. 55 Moment Inertia. 113. 3 Homogeneous. 463 Material Conductivity. 46 Function of Order n. 81. 95. 1 Norm. 55 Recurrence Formula. 435 Operational Calculus With. 215 Multiply Connected Region. 353 Methodof Images. 151 Mehler. 60 Function. 117. 197.

571 Asymptotic Solution with Large Parameter. 201 Positive Definite. 133-4. 467 Parabolic. 71.298 Vibration of Plates. 311 Gravitational. 126. 151. 525 Orthogonal Eigenfunctions. Electrostatic. 150 Periodic Functions. 1. 303 WaveEq. 308 Linear. AsymptoticSolution With Irregular Singular Points. 418 Integrals of Complex. 307 Diffusion and Absorptionof Particles. 25 Homogeneous. 229 of Order m. 561 By Laplace Transform. 307 Hyperbolic. 477 Fundamental Solution for Vibration. 466 Heat Conductionin Solids. 332-3 Orthogonality Integral. 411 Constant Coefficients.461 731 Diffusion of Gases.456 PDE (See Partial Differential Equations) Periodic BoundaryConditions. 145. 132 of Pole. 340 Equation of Motionin.236 Phase Integral Method. 10.4 Legendre Polynomials. 25 Second-Order. 310 Source. 306 Velocity. 296 Electrostatic Potential. 453.. 299 Polar Moment Inertia. 2. 300 Uniqueness.. 472 OrdinaryDifferential Equations. 294 Helmholtz Eq.432 Fourier Cosine. 1 POwer Series Solution. 441 Partial Differential Equations. 7. Acoustic WaveEq.. 4 First-Order. 312 Laplace Eq. 77 Linear. 428 Hankel. 1 Non-homogeneous. 143. 1. 308 Vibration Eq. 311 Elliptic. 300 Fundamental Solution for Static. 312 Poisson Eq. Harmonic. 461 Singularities of. 216. 358 Plane Waves.358 Periodic in Time. 301.460 Positive Eigenvalues. 297 Vibration of Membranes. 151 Orthogonal Functions. 568 Plane WaveFront. Circular. 351 OrthonormalSet. Simple. 19. 145. 312 Gravitational Potential.INDEX Normalization Constant. 229 Polynomials.333.. 10.. Fourier Complex. 559 Asymptotic Solutions with Regular Singular Points.344 Frobenius Solution. 309 Green’s Function for. 300 Water-Basin. 9. 157 Potential. 296 . 144. 563. 594 ODE (See Ordinary Differential Equations) Open End. 133. 423 Fourier Sine. 131 Operator in N-DimensionalSpace. 306 PowerSeries. 574 Asymptotic Solutions for Large Arguments. 302 Particular Solution. Generalized. 23 Orthogonal Coordinate Systems. 485 Stiffness. 151 P Parseval’s Formulafor Transforms. 309. 111 Plates.. 144. 301 Vibration of. 350 Self-Adjoint.

90 Root Test. 95 Bessel Function. 189 Open. 25. 587 Rayleigh Quotient. 621 Laguerre. 229 . 202 In Terms of Legendre Polynomial. 53 Tchebyshev. 139 Self-Adjoint Differential Operator. 190 Semi-Closed.341. 589 Radiation. 418 Scattered Pressure Field. 403. 358-9 Proper S-L System. 21. 242 Recurrence Formula. 23. 200 Principal. 146 Real Integrals. 229 Isolated. 364 Rodriguez Formula. 319 Cartesian Coordinates. 77-8. 124. 539 Modified.635 Simple Pole. 190 Simply Connected. 338. 331. 95 Recurrence Relations. 216.229 Poles. Cylindrical Coordinates. 594 Shear Forces. 19 Infinite. 473 Self-Adjoint Eigenvalue Problem. 305 Pressure-Release Plane Surface. 229. 190 Multiply Connected. 43. 23. 554 Simply Supported Beam. 126 RiemannSheets. 231 Residues AndPoles. Solutions. External. 198. 19. 326. 363 Radius of Convergence. 340. 558 Sawtooth Wave. 334. 151 Psi Function. 365 Scattering of a Plane Wave from a Rigid Sphere. 74 Power. 126 732 S-L Problem. 617 Incomplete Gamma. 231 ’ Resonanceof Acoustic Horn. 554.229 Essential. 324. 25. 614 Associated Legendre. 197. 614 Legendre Plynomials. 51 Confluent Hypergeometric. 599 Hermite Polynomial. 347. 588 Rigid End.407. 351. 239 WithSingularities on the Real Axis. 609 Gamma. Convergenceof. 612 Reflection and Refraction of Plane Waves. Associated Laguerre. 601 Spherical Bessel.362 Spherical Coordinates. 81. 322. 205 Rigid Sphere. 216. of Fluid. 61 Pressure. 55. 138. 618 ExponentialIntegral. 88 Integral. Improper. (See Sturm-Liouville Systems) Saddle Point Method. 143 Separation of Variables. 594 Radius of Curvature. 55 Psi. 358 Region.19.Enclosed Gas. 237 By Non-Circular Contours. 460. 23. 346. 72. 364 Series. 78 Modified Bessel.INDEX Powersofx in Bessel Functions. 23. 299 Shift Theorem. Classification. 303 Pressure. 457. of a Complex Variable.353. 159 Sine. 319. 600 R Raabe’s Test. Adjoint. 59. 364 Second-Order Euler DE. 615 HypergeometricFunctions.813. 328. Acoustic from Infinite Cylinder. 62 Second-OrderLinear DE. 120 Ratio Test. 249 With Circular Functions.602 Kelvin. Closed. 43 Singularities. 190 Regular Point.560 Residue Theorem. 610 Singular Point.559 Regular Singular Point.

459 SubnormalAsymptotic Solution. 229 Removable. 321 Surface of N-DimensionalSphere. 592 Uniqueness Theorem. 496 In AnnularSheet. 155 BoundaryConditions. 109 Sturm-Liouville Equation.312 BC’s.INDEX Principal Part. 539. 217 Taylor Series. 351 Transmission Line Equation. Ratio. 13. 460. 133 Circular Bars. 314 Initial Conditions. 553 Saddle Point. 111 Fixed. 126. 349 . 306 Spherical Coordinates. AsymptoticBehavior of. 315 Helmholtz. 112 Green’s Function for. 229 Small Arguments. 153 WaveEquation. 364 Specific Heat. Potential. 308 Stationary Phase. 552 Steady-State Temperature Distribution. 153 Boundary Conditions. 313. 247 Shell’s Law. 306 Speed (see WaveSpeed) Spherical Bessel Functions. 137. 9 Velocity Field. 519 Superposition. 248 Small Circle Theorem. 309 In a Circular Sheet. 322. 53 Wronskian. 152 WavePropagation. 540 Step Function (see Heaviside Function) Stirling Formula. Method. 152 Variation of Parameters. 148. 132. 130 TransverseElastic Spring. 132 Transient Motionof a Square Plate. Potential. 132. 150 Second Order.315 Differential Equations. 491 In Solid Cylinder. 612 Telegraph Equations. Heat (see Heat Source) Source. 148. 7 Uniform Convergence. 312 WaveEquation. Steady State (see Steady State Temperature Distribution) Torsional Vibrations. 155 Periodic BoundaryConditions. 552 Point. 552 Path. 539 Paths. 65 Small Circle Integral. 629 Stability. 316 V Variable. 102 Equation of Motion. 319 In Semi-Infinite Bar. 334 In Rectangular Sheet. 132 Torque. 153 Density. 127 Static Deflection. 53 Spherical HarmonicWaves.544 Stretched Strings. 52 Recurrence Formula. 297.361 Source. 315. 316 Laplace. 130 Temperature Distribution. 326 In Solid Sphere. 306 Vibration Equation. 518 In Semi-Infinite Sheet. 565 Sumof A Series Method. 150. Principle of. 645 733 T Taylor’s ExpansionSeries. 155 Fourth Order Equation. 418 Standing Waves.218 Tchebychev Polynomials. Complex. 465 Vibration of. 112. 13 Diffusion Eq. 324 Steepest Descent Method. 141.. Cross-section. 402. 312 Poisson. 109. 121 TrigonometricSeries (See Fourier Series) U Undetermined Coefficients.

109. 357 Surface of Water Basin. 433. 462. 580 Young’s Modulus. X.120. 298 of a String. Vector Particle. 159. 413. 303.44-5. 307 Forced. 133 Stretched String. 420 In Simple String. 113. 362 HarmonicPlane Waves. In Infinite. 355 Acoustic Horn 125-6 Acoustic Medium. 115.3. 306. Complex. 593 Weighting Function.303 AxisymmetricSpherical.512 One Dimensional Continua. 55 of Pn(X)and Qn(x). 109. in String. 122 Wronskian. 463 734 W. 302 Weber. 538. 132 Transient Vibration 349 Uniqueness. 115. 1-D Medium. 117. 132. 429. 113.. 120. 112. 302 Spherical Harmonic. 471. 109. 512. 436 In Semi-Infinite String. 11 of HankelFunctions. 53 WKBJMethod. 115. 303 Transient. 115 Shear. 543 Wave Equation. 120 Cylindrical Harmonic. 568 For ODE With Large Parameters. 297 In Acoustic Medium. Green’sIdentity for. 151 Non-Homogenous Dirichlet. 364 . 316 Wave Number.465. of Spherical Bessel Functions. Y. 340 Green’s Function for. 302. 297 Velocity of a Wave (see WaveSpeed) Velocity. 510 WavePropagation. 306 Volumeof N-Dimensional Sphere.306 In Membrane.305 Velocity Potential. of a Circular Plate. 111. 341 Free. Characteristic. of a Membrane. 307 Forced. 151 of a Beam. 117.298 Longitudinal in a Bar. 356 Wave Speed.298. Z Watson’s Lemma. 134 Whirlingof String. 152. 338. 111. NeumannOr Robin 349 of a Bar.353 Free. 117 Spherically Symmetric. 356.INDEX Bounded Medium. 365 Beam. 111 Wavelength. 10. 74 Abel Formula. 45 Weierstrass Test for Uniform Convergence.514 Longitudinal. 645 Time Dependent Source 349 Uniqueness of. 53 of ModifiedBessel Functions. 460.125. for Irregular Singular Points. 11. 302 WaveOperator. 355 In Infinite Plates. 297 Torsional.

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