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with FOURIER SERIES and BOUNDARY VALUE PROBLEMS

Second Edition

Contents

Preface Errata v vi 1

1 2

A Preview of Applications and Techniques 1.1 What Is a Partial Dierential Equation? 1 1.2 Solving and Interpreting a Partial Dierential Equation 2 Fourier Series 2.1 2.2 2.3 2.4 2.5 2.6 2.7 Periodic Functions 4 Fourier Series 6 Fourier Series of Functions with Arbitrary Periods 10 Half-Range Expansions: The Cosine and Sine Series 14 Mean Square Approximation and Parsevals Identity 16 Complex Form of Fourier Series 18 Forced Oscillations 21

Supplement on Convergence 2.9 Uniform Convergence and Fourier Series 27 2.10 Dirichlet Test and Convergence of Fourier Series 28

29

3.1 Partial Dierential Equations in Physics and Engineering 29 3.3 Solution of the One Dimensional Wave Equation: The Method of Separation of Variables 31 3.4 DAlemberts Method 35 3.5 The One Dimensional Heat Equation 41 3.6 Heat Conduction in Bars: Varying the Boundary Conditions 43 3.7 The Two Dimensional Wave and Heat Equations 48 3.8 Laplaces Equation in Rectangular Coordinates 49 3.9 Poissons Equation: The Method of Eigenfunction Expansions 50 3.10 Neumann and Robin Conditions 52

Contents

iii

Partial Dierential Equations in Polar and Cylindrical Coordinates 4.1 4.2 4.3 4.4 4.5 4.6 The Laplacian in Various Coordinate Systems 54 Vibrations of a Circular Membrane: Symmetric Case 79 Vibrations of a Circular Membrane: General Case 56 Laplaces Equation in Circular Regions 59 Laplaces Equation in a Cylinder 63 The Helmholtz and Poisson Equations 65

54

Supplement on Bessel Functions 4.7 Bessels Equation and Bessel Functions 68 4.8 Bessel Series Expansions 74 4.9 Integral Formulas and Asymptotics for Bessel Functions 79

Partial Dierential Equations in Spherical Coordinates 5.1 5.2 5.3 5.4 Preview of Problems and Methods 80 Dirichlet Problems with Symmetry 81 Spherical Harmonics and the General Dirichlet Problem 83 The Helmholtz Equation with Applications to the Poisson, Heat, and Wave Equations 86

80

Supplement on Legendre Functions 5.5 Legendres Dierential Equation 88 5.6 Legendre Polynomials and Legendre Series Expansions

91 94

SturmLiouville Theory with Engineering Applications 6.1 6.2 6.3 6.4 6.6 6.7 Orthogonal Functions 94 SturmLiouville Theory 96 The Hanging Chain 99 Fourth Order SturmLiouville Theory The Biharmonic Operator 103 Vibrations of Circular Plates 104

101

iv Contents

The Fourier Transform and Its Applications 7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9 7.10 The Fourier Integral Representation 105 The Fourier Transform 107 The Fourier Transform Method 112 The Heat Equation and Gausss Kernel 116 A Dirichlet Problem and the Poisson Integral Formula The Fourier Cosine and Sine Transforms 124 Problems Involving Semi-Innite Intervals 126 Generalized Functions 128 The Nonhomogeneous Heat Equation 133 Duhamels Principle 134

105

122

The Laplace and Hankel Transforms with Applications 8.1 8.2 8.3 8.4 The Laplace Transform 136 Further Properties of the Laplace transform 140 The Laplace Transform Method 146 The Hankel Transform with Applications 148

136

12

Greens Functions and Conformal Mappings 12.1 12.2 12.3 12.4 12.5 12.6 12.7 Greens Theorem and Identities 150 Harmonic Functions and Greens Identities 152 Greens Functions 153 Greens Functions for the Disk and the Upper Half-Plane 154 Analytic Functions 155 Solving Dirichlet Problems with Conformal Mappings 160 Greens Functions and Conformal Mappings 165

150

Ordinary Dierential Equations: Review of Concepts and Methods A.1 Linear Ordinary Dierential Equations A167 A.2 Linear Ordinary Dierential Equations with Constant Coecients A174 A.3 Linear Ordinary Dierential Equations with Nonconstant Coecients A181 A.4 The Power Series Method, Part I A187 A.5 The Power Series Method, Part II A191 A.6 The Method of Frobenius A197

A167

Preface

This manual contains solutions with notes and comments to problems from the textbook Partial Dierential Equations with Fourier Series and Boundary Value Problems Second Edition Most solutions are supplied with complete details and can be used to supplement examples from the text. Additional solutions will be posted on my website www.math.missouri.edu/ nakhle as I complete them and will be included in future versions of this manual. I would like to thank users of the rst edition of my book for their valuable comments. Any comments, corrections, or suggestions would be greatly appreciated. My e-mail address is nakhle@math.missouri.edu Nakhl H. Asmar e Department of Mathematics University of Missouri Columbia, Missouri 65211

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