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**Elliptic Equations with Two Space Variables
**

=0 2g The Laplace equation is often encountered in heat and mass transfer theory, ﬂuid mechanics, elasticity, electrostatics, and other areas of mechanics and physics. For example, in heat and mass transfer theory, this equation describes steady-state temperature distribution in the absence of heat sources and sinks in the domain under study. A regular solution of the Laplace equation is called a harmonic function. The ﬁrst boundary value problem for the Laplace equation is often referred to as the Dirichlet problem, and the second boundary value problem as the Neumann problem. Extremum principle: Given a domain h , a harmonic function i in h that is not identically constant in h cannot attain its maximum or minimum value at any interior point of h . 7.1. Laplace Equation

f

**7.1.1. Problems in Cartesian Coordinate System
**

The Laplace equation with two space variables in the rectangular Cartesian system of coordinates is written as j j

2 j ki 2 2 i + j l 2 = 0.

**7.1.1-1. Particular solutions and a method for their construction. 1 M . Particular solutions:
**

k l k l i ( , )=m +n +o , k l k l k l 2 2 i ( , )= m ( − )+n , k l k k l k l l 3 2 i ( , )= m ( −3 ) + n (3 2 − 3 ), k l k l m +n i ( , )= k 2 l 2 +o , + k k l l l i ( , ) = exp(p q )( m cos q + n sin q ), k l k k l i ( , ) = ( m cos q + n sin q ) exp(p q ), k l k k l l i ( , ) = ( m sinh q + n cosh q )( o cos q + h sin q ), k l k k l l i ( , ) = ( m cos q + n sin q )( o sinh q + h cosh q ), k l k k l l i ( , ) = m ln r ( − 0 )2 + ( − 0 )2 s + n , k l where m , n , o , h , 0 , 0 , and q are arbitrary constants. t k l

2 M . Fundamental solution:

( , )=

1 1 v ln , 2u

v

=w

k

2

+

l

2.

© 2002 by Chapman & Hall/CRC

**3 x . If i ( , ) is a solution of the Laplace equation, then the functions
**

i i i

1 2 3

k

l

**= m i (p y + o 1 , p y + o 2 ), k l k l = m i ( cos z + sin z , − sin z + cos z ),
**

k l

k

l

=m i

{ k

2

+

l

,k 2

2

+

l

2

| ,

2,

are also solutions everywhere they are deﬁned; m , o 1 , o signs at y in i 1 are taken independently of each other.

z , and y are arbitrary constants. The

4 x k. A method for constructing particular solutions involves the following. Let } ( ~ ) = l fairly general k l k l ( , ) + ( , ) be any analytic function of the complex variable ~ = + ( and are real k l functions of the real variables and ; 2 = −1). Then the real and imaginary parts of } both satisfy the two-dimensional Laplace equation,

2

= 0, j j

2

= 0.

j

**Recall that the Cauchy–Riemann conditions
**

j j k = j l ,

j l

=−j k

\[

are necessary and sufﬁcient conditions for the function } to be analytic. Thus, by specifying analytic functions } ( ~ ) and taking their real and imaginary parts, one obtains various solutions of the two-dimensional Laplace equation.

References: M. A. Lavrent’ev and B. V. Shabat (1973), A. G. Sveshnikov and A. N. Tikhonov (1974), A. V. Bitsadze and D. F. Kalinichenko (1985).

7.1.1-2. Speciﬁc features of stating boundary value problems for the Laplace equation. 1 x . For outer boundary value problems on the plane, it is (usually) required to set the additional condition that the solution of the Laplace equation must be bounded at inﬁnity. 2 x . The solution of the second boundary value problem is determined up to an arbitrary additive term. 3 x . Let the second boundary value problem in a closed bounded domain h boundary
be characterized by the boundary condition*

j j i

with piecewise smooth

= } (r) for r ,

where is the derivative along the (outward) normal to
. The necessary and sufﬁcient condition of solvability of the problem has the form

} (r)

= 0.

\[

The same solvability condition occurs for the outer second boundary value problem if the domain is inﬁnite but has a ﬁnite boundary.

Reference: V. M. Babich, M. B. Kapilevich, S. G. Mikhlin, et al. (1964).

* More rigorously, must satisfy the Lyapunov condition [see Babich, Kapilevich, Mikhlin, et al. (1964) and Tikhonov and Samarskii (1990)].

© 2002 by Chapman & Hall/CRC

7.1.1-3. Domain: −

**< < , 0 ≤ < . First boundary value problem.
**

−

**A half-plane is considered. A boundary condition is prescribed: Solution:
**

\[ ( , ) = 1

= } ( ) at

} ( )

= 0. ¡

( −

)2

+

2

=

1

−

¡

2 2

} ( + tan ¢ ) ¢ .

References: V. M. Babich, M. B. Kapilevich, S. G. Mikhlin, et al. (1964), H. S. Carslaw and J. C. Jaeger (1984).

7.1.1-4. Domain: −

**< < , 0 ≤ < . Second boundary value problem.
**

£ ¤ = } ( )

−

**A half-plane is considered. A boundary condition is prescribed: at
**

= 0.

2

Solution:

( , ) =

1

} ( ) ln w

( − )2 +

+¥ ,

\[

**where ¥ is an arbitrary constant.
**

Reference: V. S. Vladimirov (1988).

**7.1.1-5. Domain: 0 ≤ < , 0 ≤ < . First boundary value problem. A quadrant of the plane is considered. Boundary conditions are prescribed:
**

( , ) = 4

Solution:

= } 1 ( ) at

= 0,

= } 2 ( ) at

= 0. } 2 ( ) . [( − )2 + 2 ][( + )2 + 2 ]

\[

0

[

2

} 1 (¦ )¦ ¦ 4 + + ( − ¦ )2 ][ 2 + ( + ¦ )2 ]

0

Reference: V. S. Vladimirov, V. P. Mikhailov, A. A. Vasharin, et al. (1974).

7.1.1-6. Domain: −

**< < , 0 ≤ ≤ § . First boundary value problem. = } 1 ( ) at
**

= 0,

−

**An inﬁnite strip is considered. Boundary conditions are prescribed:
**

= } 2 ( ) at

=§ .

Solution:

\[

( , ) = 1 sin { 2§ § | 1 + sin { 2§ § |

} 1 ( ) cosh[ ( − ) ¨ § ] − cos( ¨ § ) } 2 ( ) . cosh[ ( − ) ¨ § ] + cos( ¨ § )

−

Reference: H. S. Carslaw and J. C. Jaeger (1984).

7.1.1-7. Domain: −

£ ¤

**< < , 0 ≤ ≤ § . Second boundary value problem. = } 1 ( ) at
**

= 0, £ ¤

**An inﬁnite strip is considered. Boundary conditions are prescribed: = } 2 ( ) at
**

=§ .

Solution:

( , ) = 1 2

−

} 1 ( ) ln © cosh[ ( − ) ¨ § ] − cos( ¨ § ) ª

1 − } 2 ( ) ln © cosh[ ( − ) ¨ § ] + cos( ¨ § ) ª + ¥ , 2 − where ¥ is an arbitrary constant.

© 2002 by Chapman & Hall/CRC

Jaeger (1984). © 2002 by Chapman & Hall/CRC . È È ³ Á É Æ .1-9. ) = + 2 «X¬ § =1 exp { − § | sin { § | 0 } 1(¦ ) sin { ¦ § | ¦ 1 1 1 − sin { 2( ) 2§ § | 0 ¯ cosh[ ( − ) ¨ § ] − cos( ¨ § ) cosh[ ( + ) ¨ § ] − cos( ¨ § ) ° ± 1 1 1 + sin ² − 3( ) .1. 2§ § ³ 0 ¯ cosh[ ( − ) ¨ § ] + cos( ¨ § ) cosh[ ( + ) ¨ § ] + cos( ¨ § ) ° ± Example. = 2 ( ) at ± = 4 ( ) at ± ¬ =§ . Jaeger (1984). (¶ . C. Consider the ﬁrst boundary value problem for the Laplace equation in a semiinﬁnite strip with ´ 1 ( µ ) = 1 and ´ 2 ( ¶ ) = ´ 3 ( ¶ ) = 0. Carslaw and J. A semiinﬁnite strip is considered. ¾ Ä Ä 0 . Boundary conditions are prescribed: = } 1 ( ) at = 0. = } 3 ( ) at =§ . First boundary value problem. where the coefﬁcients ¬ . Solution: ( .¥ Á . A rectangle is considered.7. = Ë 0 3 ( Æ ) sin ² ÌÇ ± Ã É = ½ sinh ² Ç .1-8. 7. = Ã Ê ¾ É 2 2 É ¬ Å ® ± 1 ( Æ ) sin ² Ç = Ã = Ë 2 É 2 Ä Ä 0 Å ® ± ± 2 (Æ 4 (Æ ) sin ² Ç ½ Æ ³ Æ ³ È È Æ . ³ É ) sin ² ÌÇ References: M. Æ . Domain: 0 ≤ < . Carslaw and J. Solution: «X¬ ( . M. S. ¼\[ 0 Â É É ½ Ë Ì = sinh ² Ì Ç . ) = ¬ sinh ¿ =1 ½ § ¬ ( § − )À sin ² ½ + «X¬ =1 ¾ ¬ ¥ ¬ + ³ «X¬ «X¬ sinh ² =1 ½ sin ² ¬ ³ sinh ¿ ¬ Â § Á ¬ ³ ³ sin ² ½ § ³ ³ ( ½ − )À + sin ² =1 Â § sinh ² . C. = } 2 ( ) at ® = 0. we obtain the solution 2 sin( · µ ¹ º ) . µ ) = · arctan ¸ sinh( · ¶ ¹ º )» ¼\[ Reference: H. Boundary conditions are prescribed: = 1 ( ) at ± = 3 ( ) at ± = 0.1. =½ . Using the general formula and carrying out transformations. and Æ ½ Æ ³ Ì ½ ³ are expressed as Æ . 0 ≤ ≤ ½ . Domain: 0 ≤ ≤ § . Smirnov (1975). = 0. First boundary value problem. H. S. 0 ≤ ≤ § .

Þ É .1-12.1. Boundary conditions are prescribed: £ Ñ Ò £ ¤ Ò = 1 (Ð ) at ± = 3 (Ï ) at ± 2 0 2 Ï = 0. 0 ≤ Ð ≤ ½ . see Paragraph 7. Ð =½ . Ð = 0. £ Ñ Ò + à 2 = 2 (Ð ) at £ ¤ Ò Ò Þ + à 4 = 4 (Ï ) at Þ Ò Ì Ï = . 0 ≤ Ð ≤ . Domain: 0 ≤ Ï ≤ Ì . ® Item 3 ß ) Ä Å 0 0 Þ Â É Ù Ë = sinh Û Ì Ç Ü . Domain: 0 ≤ Ï ≤ Ì . . 0 ≤ Ð ≤ . For the solution. £ Ñ Ò Ò = â (Ð ) at = ä (Ï ) at Ù Õ Ô =1 Ð = . Ï =Ì . and the coefﬁcients É. Æ . Third boundary value problem. Ð = 0.7.1-2.1-11. Ê £ Ñ Ò £ ¤ Ò = 2 (Ð ) at ± = 4 (Ï ) at ± 2 Ì Ï = . Â É × É Æ Ü È Ü È Æ − where Ó Ì Ô =1 Ë É cos Û Ì Ç Ï Ü É Ä Ä 0 ÕÉ É is an arbitrary constant. È Ù 7. Æ . Ù Ð = .1. 2 = Ù ÊÖ É É Å ® Þ Þ × É 1 (Æ 3 (Æ ) cos Û Ç Ù ) cos Û ÌÇ Ç Æ Æ Ü È È Ì Æ . and Ë É are expressed as Æ .2-14 with á ≡ 0.2. Boundary conditions are prescribed: £ Ñ Ò = (Ð ) at Ò Þ = ã (Ï ) at Ï = 0. Ù Solution: Ò (Ï . Second boundary value problem. Ç É 4 (Æ Þ 1 (Ð ) Ð + Ä Å È 0 Þ 2 (Ð ) Ð − Ä È 0 Þ 3 (Ï ) Ï − Ä È 0 Þ 4 (Ï ) Ï = 0. Ð = 0.1. Ð ) = − −½ Ô × =1 ¾4 Ì Õ ÉÕ 0 (Ï − ) + Ì Ï Á4 Ö É Ê É Ì − 4½ 0 ( Ï − ½ )2 + Â 4½ 0 Ð +Ó Ù Õ Ô =1 cosh Ø Ù Ç ( Ì − Ï )Ú cos Û Ù Ç Ð Ü + cosh Ø Ì Ç ( − Ð )Ú + .1. A rectangle is considered.1-10. A rectangle is considered. Ü . Solution: Ò (Ï .Ê ÄÉ Ä 0 =1 ÂË É . Mixed boundary value problems. Boundary conditions are prescribed: £ Ñ Ò − à 1 = 1 (Ð ) at £ ¤ Ò Ò Þ − à 3 = 3 (Ï ) at Þ Ò Ï = 0. 2 Ý = Ù 2 = Ì É Å É ® 2 (Æ ) cos Û Ç Ù ) cos Û ÌÇ 2 = Ì 0 Ü = sinh Û Ç Ù The solvability condition for the problem in ® question has the form (see Paragraph 7. 1 ß . Ö Ý É Ù Ì × Ý É É Ô cosh Û Ù Ç Ï Ü cos Û Ù Ç Ð Ü cos Û Ì Ç Ï Ü cosh Û Ì Ç Ð Ü . Ù 7. Ð ) = − Õ Ç Ù Õ Ô É É Éã É Õ Ù Ï ä Ï Ð + Ô Ë cos Û Ç Ì Ü sinh Ø ® Ç Ì ( − Ð )Ú + Ô Ë É cos Û Ç Ì Ü sinh Û Ç Ì Ü É ® =1 =1 Ù Ä Ä É É −Ð É É Ð + Ì Ù ã (Ï ) Ï + Ì Ù ä (Ï ) Ï . Domain: 0 ≤ Ï ≤ Ì . A rectangle is considered. È È 0 0 =1 Þ×É Ð cosh Ø Ç Ù ( Ì − Ï )Ú sin Û Ç Ù Ü + Ç â × É cosh Û Ç Ù Ï Ü sin Û Ç Ù Ð Ü © 2002 by Chapman & Hall/CRC .

where (0) = ã (0). 2 ß . í â ì = Ù æ äì = 2 ã ì = 0 î ã (è ) sin Ø é × (2ê í + 1) 2 í 0 ç â (è ) sin Ø é (2ê + 1) Ù è Ú ë è . =ò Ï 2 + Ð 2. Problems in Polar Coordinate System The two-dimensional Laplace equation in the polar coordinate system is written as 1 ð ð £ Û £ ð £ Ò ð £ Ü ð1 2 £ + £ ñ 2 Ò ð 2 = 0. A rectangle is considered. £ Ñ Ò £ ¤ Ò = â (Ð ) at = ä (Ï ) at = ã (Ï ) at Ì Ï = . Æ . å\[ Reference: M. Ý + ð ó Ý Ü (ô ( .1. where õ = 1. 2 ï ì = é î ä (è ) sin Ø é 0 Ù (2ê í + 1) æ (2ê í + 1) 2 . M. â Æ . Ö . Ð = 0. Þ Solution: Ò (Ï . © 2002 by Chapman & Hall/CRC . Particular solutions: Ò Ò ð ð ð ( )= ñ ln + ð ó . 7. Æ Ü Æ È Ü È Æ . 0 ã (Æ ) cos Û Ç Ì × É 2 = Ì 0 = sinh Û Ç Ù Ü . and Ý Â Ö cos õ ñ + Â sin õ ñ ). Smirnov (1975). are arbitrary constants.1. ì = é (2ê + 1) Ù . Ù Ð = . 2. 2 = Ù É ä Ë É É Ä Å Ä 0 ® â (Æ ) sin Û Ç Ù ä (Æ ) cos Û Ç Ì Ù Ü . M. Smirnov (1975). è Ú ë è .2.where 2 = Ù 2 = Ì Ä Ä Å 0 Þ É ã É ® Þ (Æ ) sin Û Ç Ù Æ Ü Æ È Ü Ì È Æ . Boundary conditions are prescribed: Ò Ò = (Ð ) Þ at Ï = 0.2-1. è Ú ë è . ö£ö£ö . 7. Ð ) = Ô =0 Õ Þ É × cosh É Ë cosh É ã É cosh Û sin Û Ë É × É Ï Ì −Ï Ì Ü sin Û Ù É × Ð É Ì Ì Ü + Ü + Õ Ô × =0 â É cosh É É Ë cosh É ä × sinh Û É É × Ï É Ï É Ì Ü sin Û × Ð É Ð É Ì Ü + Ô =0 ÕÉ É Ù Ü cosh Û Ë −Ð Ù Ù ÕÉ Ô É =0 Ë sin Û Ë Ù Ü sinh Û Ë Ù Ü . = sinh Û Ç Ì å\[ Reference: M. ô . where Þ É 2 = Ù æ ç 2 í æ 0 Þ (è ) sin Ø é (2ê + 1) Ù è Ú ë è . )Ö = Û .

£ ) = å\[ ¡ ¦ sin £ . Second boundary value problem. )= 2 ñ é ð Ò í ñ í Ù í ð 2û 0 Þ (ü ) ð − 2ù ì í −ù 2 ñ cos( − ü ) + ù 2 2 ë ü . ê = 1. N. )= 2 0 + ý ì Û =1 Õ ùð Ü ( ì cos ê ñ + ì sin ê Ù ñ ). This formula is conventionally referred to as the Poisson integral. M. B. 2. A. 1 ß . where the coefﬁcients 0 . Kapilevich.1. ø (¡ . Tikhonov and A.2-3. 1. 2. 3. ð outer þ In hydrodynamics and other applications. G. M. (ü ) sin(ê ü ) ë ü . problems are sometimes encountered in which one has to consider unbounded solutions for ú . ð ð ð 2 ê = 0. = ( ) at Þ ñ ð =ù is set at the boundary of the circle. Bounded solution of the outer problem ( ≥ ù ): Ò 1 æ ( . Solution of the outer problem in series form: Ò í ì = Ù é ì = é ð ñ í ( . ö£ö£ö . = ( ) at Þ ñ 2û ñ ð =ù is set at the boundary of the circle. ì . The potential ﬂow of an ideal (inviscid) incompressible ﬂuid about a circular cylinder of radius ÿ with a constant incident velocity at inﬁnity is characterized by the following boundary conditions for the stream function: ø = 0 at ¡ = ÿ . )= 1 æ æ 2û 0 2û 0 2 + ý ì Û =1 Õ ð ì í Ü ù ( ì cos ê ñ + ì sin ê Ù ñ ). The function ( ) must satisfy the solvability condition Þ æ 0 Þ ( )ë ñ ñ = 0. ö£ö£ö 0 2 ß . )= 2 ñ é ð 2û 0 Þ (ü ) ð 2 ð ù − 2ù − 2 ñ cos( − ü ) + ù 2 ð 2 ë ü . Bounded solution of the outer problem in series form: ( .2-2. ø Solution: ¢ ¥ ¡ − ¡ sin £ ÿ 2 as ¡ ¢ ¤ . Domain: 0 ≤ The condition ≤ù or ù ≤ Ò ñ Þ < ú . Samarskii (1990). A. ð ð 7. et al.1. Domain: 0 ≤ The condition ≤ù or ù ≤ £ §Ò < ú . Example. References: V. ð ( ) is a given function. and ì are deﬁned by the same relations as in the inner problem. (1964). 1 Þ Þ (ü ) cos(ê ü ) ë ü . First boundary value problem. Babich. Mikhlin. S. Solution of the inner problem ( ≤ ù ): Ò 1 æ ( . © 2002 by Chapman & Hall/CRC .ð ð 7.

where ô is an arbitrary constant. Solution of the inner problem ( ≤ ù ): Ò ð ñ ( . )= ù 2 é æ 2û 0 ð Þ (ü ) ln 2 ð − 2ù cos( − ü ) + ù ù 2 ñ 2 ë ü +ô . this formula is known as the Dini integral. Series solution of the inner problem: Ò í ì = é ð ñ ( . . )= ý 1 æ 2û 0 ¨ ð ù =1 ì í ì ê © ù ( ì cos ê ì = ñ + <ì sin ê 1 æ é 2û 0 ñ )+ô .ð 1 ß .

(ü ) cos(ê ü ) ë ü . ð 2û .

where ô is an arbitrary constant. )=− ñ ù 2 é æ 0 . (ü ) sin(ê ü ) ë ü . ð 2 . Solution of the outer problem ( ≥ ù ): ð ( .

S. B. G. Series solution of the outer problem: ð ¨ ù ( .2-4.1. where the coefﬁcient ì and <ì are deﬁned by the same relations as in the inner problem. and ô is an arbitrary constant. M.ñ ) = − ý ì =1 ê í \[ © ùð ì í ( ì cos ê ñ + <ì sin ê ñ )+ô . where ô is an arbitrary constant. M. Mikhlin. (ü ) ln 2 ð − 2ù cos( ð −ü )+ù 2 ñ 2 ë ü +ô . Domain: 0 ≤ The condition ≤ù or ù ñ ≤ § < ú . Reference: V. (1964). Kapilevich. ð ð 7. Third boundary value problem. et al. + = ( ) at . Babich.

is set at the circle boundary. . ( ) isð a given function. ñ ð =ù .

1 1 0 2 . )= í ì = é = ð í ñ 2 0 + ý ì =1 2 ¨ ð ù ù ì í +ê © ù ( ì cos ê ñ + <ì sin ê ñ ). Solution of the inner problem ( ≤ ù ): ( . 1 .

ð .

= 0. and are deﬁned by the same relations as in the inner problem. Kapilevich. (1964). ( ) sin( ) . . 1. = 1. © 2002 by Chapman & Hall/CRC . Mikhlin. 3. 2. B. 2. Babich. Solution of the outer problem ( ≥ ): ð ( . et al. M. .ñ ) = 2 0 + =1 ð − © ( cos ñ + sin ñ ). \[ where the coefﬁcient 0. Reference: V. ¨ ( ) cos( ) . M. G. 0 2 . S.

ð 7.2-5.1. Domain: 1 ≤ = .

ð An annular domain is considered. ð ≤ 1( 2. First boundary value problem. = . Boundary conditions are prescribed: ñ ) at ð = 1.

Here. % = ( 1 2) 2 1) ( − 2 2 − 1 2 1 (2) . $ . 2 2 − 1 = 1 2 (1) 0 . # 0. the ( & ) ñ and ( & ) (' = 1. # . and % are expressed as 1 2) ln 2 − ( ln 0 ln 2 − ln 1 2) (1) 2 ( − 1 " = 2 . 2( ñ ð ) at ¨ = 2. 2 ln 2 − ln 1 2) (1) ( − 1 # = 2 2 . ( $ cos where the coefﬁcient " " 0 0. 2 2 − 1 0 = . 2) are the coefﬁcients of the Fourier series expansions of the functions ñ 1 ( ) and 2 ( ): . Solution: ð ñ ( . )=" 0+# 0 ln + ¨ ( " cos ñ + # sin ñ )+ =1 =1 ñ ñ ð1 + % sin ). " . # $ = ( 1 2) 2 (1) − 2 2 − 1 2 1 (2) (2) 1) − ( 1 0 0 .

.

&) ( = ð 1 0 2 . . 1. 1 2 (& ) = 0. 2. = & ( ) cos( ) .

.

2-6. M.1. 2. Smirnov (1975). = 1. 3. Domain: * 1 ≤ = . 7. )( 0 & ( ) sin( ) . Reference: M.

ð An annular domain is considered. Second boundary value problem. * = . Boundary conditions are prescribed: 1 ( ) at = 1. ð ¨ ≤ ñ 2.

¨

2 ( ) at

ñ

ð

=

2.

Solution:

ð ( ,ñ ) = # ð

ln +

=1

( " cos

ñ

+ # sin

ñ

)+

=1

ñ ñ ð1 + % sin ) + + ( $ cos

.

**Here, the coefﬁcients # , " , # , $ , and % are expressed as
**

#

=

1 2

(1) 1 0 ,

" =

+1

2

+1 (2)

$ = (

1

2)

1

(

(

−1 (2) 2 2

− −

+1 (1) 1 2 2 1 ) −1 (1) 2 , % 2 ) 1

2

− −

,

# =

2

+1 (2)

(

= (

1

2)

+1

+1 (1) 1 , 2 2 1 ) −1 (2) −1 (1) 1 − 2 2 − 2 ) ( 2 1

2

− −

,

where the constants ( & ) and ( & ) (' = 1, 2) are deﬁned by the same relations as in the ﬁrst boundary value problem; + is an arbitrary constant. , -/. 0 132 4 1) (2) Note that the condition ( 1 = 0 2 must hold; this relation is a consequence of 0 the solvability condition for the problem,

*

=5

1

1

6 − *

=5

2

2

6

= 0.

© 2002 by Chapman & Hall/CRC

1. < = C C . $ . Domain: 1 ≤E ≤ * 2. Solution: (E . # .1. E = An annular domain is considered. Smirnov (1975). −= < D < = 7 1 (cosh D − cos C )2 2 2 2 + ? D ? 2 @ 7. and bipolar coordinate systems. 2 ) + 1 % = +1 −1 (2) 2 I 2 − 2 I ( 1) . 1 C 2( + 'KD )N © 2002 by Chapman & Hall/CRC . ( 1 2 2 − 2 ( 1) . The orthogonal transformations presented in Table 21 can be written in the language of complex variables as follows: 1 + 'K< = − 2 'L7 (9 + 'K: )2 . < = 7 sinh sin B A . it is convenient to solve the Laplace equation in other orthogonal systems of coordinates. # = ( 2 I (2) 2 2 + + 1 1 +1 (1) 2 1 ) 2 I .D cosh D − cos cosh D − cos C .1. 2 ) + 1 J)( where the constants value problem. + 'K< = 7 cosh(A + K 'B ) (parabolic coordinates). Some of those commonly encountered are displayed in Table 21.1. Mixed boundary value problem. elliptic. G ) = ? 1 (2) 1 (1) 2 0 + 2 0 1 ln E 2 + E =1 H ( " cos G + # sin G ) + =1 H ( $ cos G + % sin G ). 0 ≤ : < = Laplace operator. 0 ≤ B < 2 A A 7 2(sinh 2A 1 ? 2 ? 2 + sin2 B ) > ? ? > ? C ? A + 2 ? B ? 2 2 @ 7 sinh D 7 sin C Bipolar coordinates = . Conformal Mappings Method 7. In all the coordinate systems presented. Other Coordinate Systems.3-1. Boundary conditions are prescribed: = F 1 ( G ) at 1.TABLE 21 Two-dimensional Laplace operator in some curvilinear orthogonal systems of coordinates Coordinates Parabolic coordinates 9 . 8 2 2 2 1 + 9 7 2(9 2 + : 2) > ? 2 ? : 2 @ = 7 cosh cos B . E 1 Here. (bipolar coordinates). 7.2-7. (& ) and I (' = 1.: Elliptic coordinates A . the Laplace equation 8 2 = 0 is reduced to the equation considered in Paragraph 7.1-1 in detail (particular solutions and solutions to boundary value problems are given there). = F 2 ( G ) at E = 2. and % are expressed as " = $ = ( 1 +1 2 (2) 2 2 2 + + 1 ( (& ) 1 1 −1 (2) 2 +1 (1) ) . (elliptic coordinates). M. In a number of applications.3. the coefﬁcients " . . 2) are deﬁned by the same formulas as in the ﬁrst boundary Reference: M.B Transformation ( 7 > 0) 2 9 2 =7 9 : . Parabolic. = < < = . + 'K< = 'L7 cot M . C 0 ≤ < 2 . 0 ≤ < = . < = 1 2 7 (: − ) 9 −.

(1964). 7. where t l ( n ) = u v l ( n ) w n . Savenkov (1970). so that _ l = _ l ( n ) and a l = a l ( n ). the motion of an elliptic cylinder with semiaxes Q and R at a velocity in the direction parallel to the major semiaxis ( Q > R ) in ideal ﬂuid is described by the stream function P (S . Reference: V. Q +R 1 W 2 XZY Q −R V sin T . With reference to the fact that the real and imaginary parts of an analytic function satisfy the Cauchy–Riemann conditions. the Laplace equation in the under a conformal mapping into the ? ? _ a -plane transforms ? ? Laplace equation in the b c -plane. as well as the imaginary parts. B. Subsection 7. 2 j . such problems are considered in Subsections 7. In particular. Shabat (1973). 1 . is determined on m by the parameter n as well.3-3. we have b = c and b = − c . T ) = − R U J)\ where S and T are the elliptic coordinates. S. The solution of the two-dimensional Neumann problem for the Laplace equation q 2 f = 0 in k with the boundary condition of the second kind f can be expressed in terms of the solution ? r of the two-dimensional Dirichlet problem for the Laplace equation q 2 b = 0 in k with the boundary condition of the ﬁrst kind b = t l ( n ) for r s m . as follows: f (_ . J)\ Here. Moreover. a 0 ) w y − u e 0 b x _ (_ . (_ 0 . Consequently. in both sides of these relations must be equated to each other (' 2 = −1). G. Example.4 presents conformal mappings of some domains onto the upper half-plane or a unit circle.1 and 7. Let the position of any point (_ l . a ) = u d 0 ? = F l ( n ) for r s m b x a (y . Happel and H. K. Any simply connected domain k in the _ a -plane with a piecewise smooth boundary can be mapped. and hence 2f ? _ 2 + 2f ? d 2 ? a = gh] i ( ^ ) g 2 ? e 2f ? e 2 > ? b + ? d . a ) gpo = F (_ l ( n ).1. N. Ivanov and M. a ) are new independent variables.The real parts. with appropriate conformal mappings. in the references cited below. M.1. Kapilevich. M. V. Lavrik and V. V. onto the upper half-plane or into a unit circle in the b c -plane. for example.2. where b = b (_ . a 0 ) are the coordinates of danyx point in k . G. Lavrent’ev and B. Then a function of two variables. a ﬁrst and a second boundary value problem for the Laplace equation in k can be reduced. J. a l ) located on the boundary m of a domain k be speciﬁed by a parameter n . y ) w y + z . 7. A. F (_ . the Green’s functions for a semicircle and a quadrant of a circle are obtained. J)\ References: V. respectively. I.3-2. M. References: G. Mikhlin. Brenner (1965). a ). Let ] = ] ( ^ ) be an analytic function that deﬁnes a conformal mapping from the complex plane ^ = _ + `Ka into a complex plane ] = b + `Kc . Korn (1968). © 2002 by Chapman & Hall/CRC . Plane hydrodynamic problems of potential ﬂows of ideal (inviscid) incompressible ﬂuid are reduced to the Laplace equation for the stream function. Korn and T. Method of conformal mappings. F (_ . a ) and c = c (_ . I. to a ﬁrst and a second boundary value problem for the upper half-space or a circle. examples of solving speciﬁc boundary value problems for the Poisson equation by the conformal mappings method are given there.1. and e z x is an arbitrary constant. a l ( n )) = F l ( n ). ? c @ 2 2f Therefore. Domain of arbitrary shape. A large number of conformal mappings of various domains can be found. Babich. et al. [ 2 =Q 2 − R 2.2. Trubetskov (1994). Reduction of the two-dimensional Neumann problem to the Dirichlet problem. Lamb (1945).1.

a }. r).2.. ) is determined by solving the ﬁrst boundary value problem 1 for the Laplace equation q 2 b = 0 with the boundary condition b g = − 21 ln |r− | . along the outward normal N to the boundary . 2 j . in this problem.2. the function satisﬁes the homogeneous boundary condition of the ﬁrst kind at the domain boundary. With respect to _ .e. (2) Here. ) is the Green’s function of the ﬁrst boundary value problem. where r = {_ . }. at which has a singularity of the form 21 ln |r− | . The Green’s function is symmetric with respect to its arguments: (r. it describes steady-state temperature distribution in the presence of heat sources or sinks in the domain under study. |r − |2 = (_ − )2 + (a − )2 . the Poisson equation is often encountered in heat and mass transfer theory. 2 |r − | (3) where the auxiliary function b = b (r. ) w − u v ( ) x x r w . |r − | 2 = 2 + 2 − 2 cos( − ). ) = ( . a . / 3 When using the polar coordinate system. 1 j .1-1. = { . For example. The Green’s function = (r. we consider a ﬁnite domain with a sufﬁciently smooth boundary . . In what follows. ) = 1 1 ln +b . elasticity. ﬂuid mechanics. }.7. w = w w © 2002 by Chapman & Hall/CRC . is the derivative of the Green’s function with respect to . in relations (2) and (3). the condition | = 0. The Laplace equation is a special case of the Poisson equation with ~ ≡ 0. The solution of the ﬁrst boundary value problem for the Poisson equation q 2 f = − ~ (r) (1) in the domain with the nonhomogeneous boundary condition f = v (r) for r s can be represented as f (r) = u ~ ( ) (r. a in the domain everywhere except for the 1 point ( . r = { .1.2. Let r s and s . }. is treated as a two-dimensional free parameter. The integration is performed with respect to . and other areas of mechanics and physics. The Green’s function can be represented in the form (r. Preliminary Remarks. i. one should set = { . (r. ). 7. electrostatics. with w = w w . The function satisﬁes the Laplace equation in _ . ) of the ﬁrst boundary value problem is determined by the following conditions. Poisson Equation { 2| = – } (x) 7. Solution Structure Just as the Laplace equation. First boundary value problem.

) = ( .1-3.e. Second boundary value problem. the condition ¤ + ¥ = 0. Mikhlin. The Green’s function = (r. The function satisﬁes the Laplace equation in _ . The point is that the problem is unsolvable for in this case. the auxiliary function is identiﬁed by solving the corresponding third boundary value problem for the Laplace equation ¦ 2 = 0. S. E.1: V. S. (5) where z is an arbitrary constant.. ).7. r). at which has a singularity of the form 21 ln |r− | . 7.1-2. B.2. Gliner. M. The Green’s function can be represented in the form (3).2. Kapilevich. Smirnov (1970). a . £ in the domain everywhere except for the 1 point ( . for we obtain a problem with a nonhomogeneous boundary condition of the second kind for which the solvability condition (4) now is not satisﬁed. = is the length of the boundary of x . can be represented as f (r) = u ~ ( ) (r. Koshlyakov. The solution of the third boundary value problem for the Poisson equation (1) in the domain with the nonhomogeneous boundary condition f x + = v (r) for r s r is given by formula (5) with z = 0. ). ) is the Green’s function of the third boundary value problem and is determined by the following conditions: 1 ¡ . at which has a singularity of the form 21 ln |r− | . the function satisﬁes the homogeneous boundary condition of the third kind at the domain boundary. on representing in the form (3). M. G. (4) The solution of the second boundary value problem. ) w + u v ( ) (r. ) w + z . §)¨ 2 ¡ . and M. With respect to ¢ . The function satisﬁes the Laplace equation in ¢ . The second boundary value problem for the Poisson equation (1) is characterized by the boundary condition f = v (r) for r s . © 2002 by Chapman & Hall/CRC .x where = (r. i. N. The necessary solvability condition for x r this problem is u ~ (r) w + u v (r) w x = 0. a in the domain everywhere except for the 1 point ( . the function satisﬁes the homogeneous boundary condition of the second kind at the domain boundary: 1 . The Green’s function is symmetric with respect to its arguments: (r. Third boundary value problem. et al. (1964).2. because. M. Babich. B. ) of the second boundary value problem is determined by the following conditions: 1 j . 2 j . References for Subsection 7. With respect to _ . provided that condition (4) is satisﬁed. r x 0 where 0 The Green’s function is unique up to an additive constant. / 3 The Green’s function cannot be determined by condition 1 j and the homogeneous boundary condition = 0. £ .

If ~ (¢ . · Solution: (¢ . © 2002 by Chapman & Hall/CRC . Particular solutions of the Poisson equation with a special right-hand side.2.2. Reference: A.2-3.2. ¼ ) ln · ( ¢ − º )2 + ( £ + ¼ ) 2 ( ¢ − º )2 + ( £ − ¼ ) 2 ¸ º ¸ ¼ . Vladimirov (1988). Problems in Cartesian Coordinate System The two-dimensional Poisson equation in the rectangular Cartesian coordinate system has the form 2 2 x ¢ x + 2 2 x £ x + ~ ( ¢ . £ ) = 1 (¢ − )2 + ( £ − )2 ¸ −¶ ¸ . £ ) = ¿ 1 µ −¶ ¹ (º ) ln · ( ¢ − º )2 + £ 2 ¸ º » 1 1 1 + ¿ ¶ (º . 7. First boundary value problem. 0 ≤ £ < ´ .2-1. ¼ ) À ln · + ln · º ¼ +Â .2-2.2. If ~ (¢ . ~ ( . ª ª « ¬ sin( ¯ « ¢ + ² « ) sin( ° ¬ £ + ³ ¬ ).2. Butkovskiy (1979). £ ) = − © « ± ¬ © =1 «®¬ ¯ 2 « =1 ¬ +° 2 exp( ¯ « ¢ + ° ¬ £ ). Second boundary value problem. 0 ≤ £ < ´ . S. ¶ A half-plane is considered. G. Solution: (¢ . ¶ Reference: V. A boundary condition is prescribed: = ¹ (¢ ) at 1 + 2 µ 0 ¶ µ − ¶ » ¶ £ = 0.7. £ ) = « © ¬ © ® =1 =1 ± (¢ . −´ 1 2 µ − ¶ µ ¶ <£ <´ . A boundary condition is prescribed: = ¹ (¢ ) at £ = 0. ) ln · (¢ . 2 2 2 µ 0 ¶ µ −¶ (¢ − º ) + (£ − ¼ ) ( ¢ − º )2 + ( £ + ¼ ) 2 Á ¸ ¸ §)¨ where Â is an arbitrary constant. Domain: − ´ < ¢ < ´ . the equation has solutions of the form 1 ¡ . ª ª « ¬ exp( ¯ « ¢ + ° ¬ £ ). ¶ 7. £ ) = « © ¬ © ® =1 =1 ± (¢ . £ ) = © « ± ¬ © =1 «®¬ ¯ 2 « =1 ¬ +° 2 sin( ¯ « ¢ + ² « ) sin( ° ¬ £ + ³ ¬ ).2-4. 7. Domain: − ´ < ¢ < ´ . Domain: − ´ Solution: < ¢ < ´ . £ ) = §)¨ µ 1 −¶ £ ¹ (º ) º ¸ ( ¢ − º )2 + £ 2 (º . 7. ½ ¾ A half-plane is considered. £ ) = 0.2. the equation admits solutions of the form 2 ¡ .

2-5.2. Boundary conditions are prescribed: § = ¨ 1 (¤ ) at ¥ = 0. Solution: § (¤ . ¥ ) = 1 sin 2¦ © 1 + sin 2¦ 1 + 4 . An inﬁnite strip is considered. First boundary value problem. Domain: − £ < ¤ < £ . 0 ≤ ¥ ≤ ¦ .7. § = ¨ 2 (¤ ) at ¥ =¦ .

0 .

© ¥ ¦ ¥ ¦ .

− ¨ 1 ( ) cosh[ (¤ − ) ¦ ] − cos( ¥ ¨ 2 ( ) .

Jaeger (1984). S. ¥ ) = − . Solution: § (¤ . − cosh[ (¤ − ) ¦ ] + cos( ¥ cosh[ (¤ − ) ¦ ] − cos[ ( . C. 0 ≤ ¥ ≤ ¦ . 7. Second boundary value problem.2. § = ¨ 2 (¤ ) at ¥ =¦ .2-6. ) ln cosh[ (¤ − ) ¦ ] − cos[ − ¦ ) ¦ ) (¥ + ) ¦ ] (¥ − ) ¦ ] . An inﬁnite strip is considered. Reference: H. Carslaw and J. Domain: − £ < ¤ < £ . Boundary conditions are prescribed: § = ¨ 1 (¤ ) at ¥ = 0.

− .

0) + . ¥ . . ¨ 1 ( ) ( ¤ .

¦ ) + Here. 0 . − ¨ 2 ( ) (¤ . . ¥ .

Third boundary value problem. (¥ ) = ! cos(! )+ 1 sin(! ¥ ). 4 cosh[ (¤ − ) ¦ ] − cos[ (¥ − ) ¦ ] 4 cosh[ (¤ − ) ¦ ] − cos[ (¥ + ) ¦ ] where is an arbitrary constant. § + 2 § = ¨ 2 (¤ ) at ¥ =¦ . .2. . ¥ . .2. © 2002 by Chapman & Hall/CRC . ) + . ) (¤ . ) = 2 ¥ (¥ ) =1 ( ) 2! exp " −! 2 |¤ − | # . − ( . Boundary conditions are prescribed: § − 1 § = ¨ 1 (¤ ) at ¥ = 0. Domain: − £ < ¤ < £ . the ! are positive roots of the transcendental equation tan(! ¦ )= 1 + 2) 2− 1 2 ! . 2 = 1 ! ( 2 2 + 1 ) $%¦ + ( 1 + 2 )(! + 1 2 ) . ¥ .2-6 where 1 (¤ . 7. ¥ ) is determined by the formula in Paragraph 7. ¥ . The solution § (¤ . 0 ≤ ¥ ≤ ¦ . 2 )( ! 2 + 2 ) & (! 2 + 1 2 ( ! 2 Here. ) = 1 1 1 1 ln + ln . An inﬁnite strip is considered.2-7. (¤ .

0 ≤ ¥ ≤ ¦ .2. ¥ § An inﬁnite strip is considered. Boundary conditions are prescribed: § = ¨ 1 (¤ ) at = ¨ 2 (¤ ) at ¥ =¦ .2-8. Domain: − £ < ¤ < £ . Mixed boundary value problem. ¥ ) = .7. = 0. Solution: § (¤ .

− .

. ) & ' =0 + . ¥ . ¨ 1 ( )$ (¤ .

¥ . − ¨ 2 ( ) (¤ . . ¦ ) + where 0 .

2¦ 7. ¥ (¤ . ¥ ) = . − ( . = 0. = § ¨ A semiinﬁnite strip is considered. ¥ .2-9. ) (¤ . ¥ . Solution: § (¤ . ! = (2( + 1) . 0 ≤ ¥ ≤ ¦ . ) . ) = 1 ¦ 1 =0 ! exp " −! |¤ − | # sin(! ) sin(! ). . First boundary value problem. § = ¨ 3 (¤ ) at ¥ =¦ . . Boundary conditions are prescribed: § = ¨ 1 (¥ ) at ¤ 2 (¤ ) at ¥ = 0.2. Domain: 0 ≤ ¤ < £ .

0 ¨ 1 ( ) $ (¤ . ¥ . . ) & ) =0 + .

) & ' =0 − . . 0 ¨ 2 ( ) $ (¤ . ¥ .

) & ' = + . . ¥ . 0 ¨ 3 ( )$ (¤ .

0 .

2. Boundary conditions are prescribed: − 1 § = ¨ 1 (¥ ) at ¤ = 0. Butkovskiy (1979). Third boundary value problem. Lebedev. A. . sin( ) sin( * ). . 7. ) = 1 ¦ * 1 =1 exp " − |¤ − | # − exp " − |¤ + | #-. ) = ln − ln . ¥ . 4 cosh[ (¤ − ) ¦ ] − cos[ (¥ − ) ¦ ] 4 cosh[ (¤ + ) ¦ ] − cos[ (¥ − ) ¦ ] Alternatively. Uﬂyand (1955). N. ¥ . § + 3 § = ¨ 3 (¤ ) at ¥ =¦ . 0≤ ¥ § ≤ ¦ . the Green’s function can be represented in the series form + * * * ¥ (¤ . Solution: § (¤ . − § A semiinﬁnite strip is considered. 0 ( . § . Domain: 0 ≤ ¤ < £ . ) (¤ . I. S. where 1 cosh[ (¤ − ) ¦ ] − cos[ (¥ + ) ¦ ] 1 cosh[ (¤ + ) ¦ ] − cos[ (¥ + ) ¦ ] (¤ . .2-10. ¥ . 2 = ¨ 2 (¤ ) at ¥ = 0. and Ya. G. P. References: N. * = ¦ ( . ¥ ) = . Skal’skaya. ) .

0 .

) (¤ . ) − . ¥ . 0 ¨ ( . .

) − . ¨ 0 ¨ 1 ( ) ( ¤ . ¥ . 0.

0 2 ( ) ( ¤ . 0) + . . ¥ .

¥ . ¦ ) . 0 3 ( ) (¤ . © 2002 by Chapman & Hall/CRC . .

the ! are positive roots of the transcendental equation tan(! ¦ for ¤ > . ). Here. 2 )( ! 2 + 2 ) (! 2 + 2 3 & / (¤ . Mixed boundary value problems. ). ( 2 + 3 )! )= ! 2 . − .2-11. for > ¤ . § 1 1 . − 2 3 7. (¥ ) = ! cos(! ¥ )+ 0 ! 2 sin( ¥ ¤ ). ¥ .2. ) = exp(−! exp(−! )+ ! ) ! ! cosh( cosh(! sinh(! ! 1 sinh( 1 ). A semiinﬁnite strip is considered. . + 2 = ¤ 1 ! ( 2 )+ )+ 2 2 + 2 ) $% ¦ + ¤ ( 2 + 3 )(! 2 + 2 3 ) . Boundary conditions are prescribed: = ¨ 1 (¥ ) at ¤ = 0. 0≤ ¥ ≤ ¦ .where (¤ . ) = (¥ ) 2! =1 (! ( ) + 1) / (¤ . Domain: 0 ≤ ¤ < £ § . = ¨ 2 (¤ ) at ¥ = 0.

¥ ) = . § = ¨ 3 (¤ ) at ¥ =¦ . Solution: § (¤ .

0) + . . ) & ) =0 0 ¨ 2 ( ) ( ¤ . 0 ¨ 1 ( ) $ (¤ . ¥ . ¥ . .

where 0 ¨ 3 ( ) (¤ . ¥ . . ¦ ) * + + .

0 .

) = 2¦ exp " − * |¤ − | # − exp " − * |¤ + | #-. 0 ( . § = ¨ 1 (¥ ) at ¤ = 0. ¥ . ¥ . Solution: § (¤ . . 2 for ( ≠ 0. ) ¥ . cos( * * ) cos( * ). ¥ ) = − . = 3 . . ) (¤ . § = ¨ 2 (¤ ) at ¥ = 0. 1 for ( = 0. A semiinﬁnite strip is considered. 1 (¤ . Boundary conditions are prescribed: 2 = ( ¦ =0 2 . 2 1 . § = ¨ 3 (¤ ) at ¥ =¦ .

¥ . 0. ) + . 0 ¨ 1 ( 3 ( ¨ ) ( ¤ .

0 ¨ 2 ( )$ (¤ . ) & ' =0 − . . ¥ .

0 ) + $ (¤ . ¥ . ) & ' = + . .

0 .

0 ( . ¥ . = 0. =1 7. * = ¦ ( .2. Boundary conditions are prescribed: = ¨ 1 (¥ ) at ¨ = ¨ 2 (¤ ) at ¥ = 0. ¥ ) = 4 ¤ ¥ . . ) = 1 ¦ 1 * exp " − * |¤ − | # + exp " − * |¤ + | #-. ) (¤ .2-12. Domain: 0 ≤ ¤ < £ § . ) ¥ . ¨ 2( ) 2 ) + ¥ 2][(¤ Solution: § (¤ . sin( * ) sin( * ). where (¤ . § A quadrant of the plane is considered. . ¥ . 0≤ ¥ < £ ¤ . First boundary value problem.

0 [¤ .

2 + (¥ − 1( ) )2][¤ 2 + (¥ 4 4 + )2] + 4 ¤ ¥ .

0 [(¤ − + )2 + ¥ 2] . + 1 2 .

V. ) ln ( ¤ − )2 + ( ¥ + ) 2 ( ¤ + )2 + ( ¥ − ) 2 ( ¤ − )2 + ( ¥ − ) 2 ( ¤ + )2 + ( ¥ + ) 2 4 4 References: V. Mikhailov. G. et al. Butkovskiy (1979). (1974). P. 0 0 ( . A. A. Vasharin. © 2002 by Chapman & Hall/CRC . S. A. Vladimirov.

First boundary value problem.7.2-13.2. Domain: 0 ≤ ¤ ≤ ¦ . =5. 0 ≤ ¥ § § ≤ 5 . ¥ ) = . § § = ¨ ¨ 2 (¥ 4 (¤ ) at ¤ ¥ =¦ . = ) at Solution: § (¤ . ¤ ¥ A rectangle is considered. Boundary conditions are prescribed: = ¨ ¨ 1 (¥ 3 (¤ ) at = 0. = ) at = 0.

0 .

. ¥ . 06 ¨ ( . ) (¤ . ) + .

¥ . 06 ¨ 1 ( ) $ 3 ( (¤ . . ) & ) =0 − .

¥ . ) & ) = + . . ¨ 06 ¨ 2 ( ) $ (¤ .

¥ . ) & ' =0 − . 0 )$ (¤ . .

= 3 ( ¤ ) at . Butkovskiy (1979). where = ¦ 8 ( . * 8 = 5 . 0 ≤ ¥ . ≥ > ¥ ≥ 0. ¥ . ) = 0 8 sinh(7 sinh(7 0 ) sinh[7 ) sinh[7 ( 5 − ¥ )] ( 5 − )] for for ≥ ¥ > ≥ 0. . . ) = ¦ 4 5 ¤ ) sin( * 8 7 ¥ =1 8 =1 2 ) sin(7 8 +* 2 ) sin( * 8 ) . =5.2. ( ¦ : sinh( * 8 ) sinh[ * 8 ( ¦ − ¤ )] for sinh( * 8 ¤ ) sinh[ * 8 ( ¦ − )] for 5 9 The Green’s function can be written in form of a double series: * = . G. (¤ . ¥ . § § ≤ 5 . 7.2-14. 0 4 ( )$ (¤ . = 6 Two forms of representation of the Green’s function: (¤ . : / (¥ . Third boundary value problem. § § + + 2 4 § § = ¨ ¨ 2 (¥ ) at ¤ ¥ =¦ . ≥ ¤ > ≥ 0. = . ) = sin(7 (¤ . ¤ ¥ A rectangle is considered. ≥ > ¤ ≥ 0. ) & ' . Boundary conditions are prescribed: − − § 1 3 § § = ¨ ¨ 1 (¥ ) at = 0. . ) = 2 8 5 sin( * 8 * =1 8 ) sin( * 8 ) sinh( * 8 ¦ ) 9 ¥ 8 5 5 ¦ ¦ 7 (¤ . . Reference: A. = 0. ). ) = 7 2 ¦ sin(7 =1 7 ) sin(7 ) sinh(7 5 ) / ¤ ¥ (¥ . Domain: 0 ≤ ¤ ≤ ¦ . ¥ .

= 4 ( ¤ ) at Solution: (¤ . ¥ ) = − .

0 .

) 06 + . ) (¤ . ¨ 06 1 ( 3 ( ¨ ( . 0. ¥ . . ) ) ( ¤ . ¥ .

) − . 06 ¨ 2 ( 4 ( ¨ ) (¤ . ¦ . ¥ .

. ¥ . 0) + . 0 ) ( ¤ . Here.

0 ) (¤ . 8 ( ) . ) = ! (¤ ) ( ). 2 (! 2 + < 2 8 ) 8 sin(! ¤ ). 5 ) . (¤ . ¥ . . . 8 2 2< + + 2< 2 1+ . ¥ = = 2! 2 2 4 2 8 2 < < + + 2 8 2 8 2 1 2 2 + 2 3 2 4 2! + 1 2 © + 3 2 8 ¦ 2 + 5 1+ ! © 2 1 2 < . . 8 ! ! 2 (¤ ) = cos(! ¤ . 8 )+ ¥ 1 =1 8 =1 2 2 (¥ ). © 2002 by Chapman & Hall/CRC . 2 3 2 8 (¥ ) = cos( < 8 )+ < 8 3 sin( < 8 ). ¥ . .

0 ≤ ¥ ≤ 5 . Boundary conditions are prescribed: § § = = ¨ ¨ 1 (¥ ) at 3 ( ¤ ) at = ¨ 2 (¥ ) at = ¨ 4 (¤ ) at ¤ ¥ =¦ .2. = 0. § A rectangle is considered.where the ! and < 8 are positive roots of the transcendental equations tan(! ¦ ! ) = ! 1 2 + 2 . − 1 2 tan( < 5 ) < = < 3 2 + 4 . ¤ ¥ § . Solution: § (¤ . − 3 4 7.2-15. = 0. Domain: 0 ≤ ¤ ≤ ¦ . ¥ ) = . Mixed boundary value problem. =5.

0 .

¥ . ) (¤ . ¨ 06 1 ( 3 ( ¨ ( . . ) + .

06 ) $ (¤ . ) & ) =0 + . . ¥ .

¦ . 06 ¨ 2 ( 4 ( ¨ ) (¤ . ¥ . ) + .

. ) & ' =0 + . ¥ . 0 )$ (¤ .

0≤ ≤ 2 . = = = 4 ¤ 2 + ¥ 2. ¥ . First boundary value problem.2. 7. ¥ . Two forms of representation of the Green’s function: (¤ . ) = 0. ) = 2 8 5 sin( * 8 * =0 8 ) sin( * 8 ) cosh( * 8 ¦ ) 9 ¥ 8 (¤ . / (¥ . ) = 7 ¦ 4 5 sin(7 ¤ ) sin( * 8 7 ¥ =0 8 = (2( + 1) . . where 7 = 8 (2( + 1) (2 : ¦ . ≥ > ¥ ≥ 0.3-1. ¦ ¦ * = + 1) 5 . ≥ > ¤ ≥ 0. ¥ . 0 ) (¤ . Domain: 0 ≤ ≤ > . . 8 = (2 7. ) = 2 ¦ sin(7 =0 7 ) sin(7 ) cosh(7 5 ) / ¤ (¥ . ) = sinh( * sinh( * ( ¦ − ¤ )] for ( ¦ − )] for ≥ ¤ > ≥ 0. 2¦ * =0 2 : ) sin(7 8 +* 2 + 1) 25 . 5 ) . (¤ . ) = 0 8 9 sinh(7 sinh(7 0 ¥ 8 8 ¤ ) cosh[7 ) cosh[7 ) cosh[ * ) cosh[ * ( 5 − ¥ )] ( 5 − )] 8 8 for for 5 5 ≥ ¥ > ≥ 0.3. = A circle is considered. ). Problems in Polar Coordinate System The two-dimensional Poisson equation in the polar coordinate system is written as 1 = = © = § = = = + 1 2 2§ 2 + ( . ) sin( * 8 ) .2. A boundary condition is prescribed: § = ¨ ( ) at = > . . The Green’s function can be written in form of a double series: (¤ . © 2002 by Chapman & Hall/CRC .

)= 2 .Solution: § 1 ( .

= = 2? ¨ 0 ( ) = = > 2 − 2> − 2 cos( − ) + > 2 2 + .

2? .

. )= > 2? . = 0 0@ ( .0≤ A § ≤ 2 . ¥ }. G. = A circle is considered. Butkovskiy (1979). B. ¥ 0 }. 0 = cos . Domain: 0 ≤ ≤ > . . ) . ¤ = cos . Third boundary value problem. . Solution: = § ( . Babich. ) ( . . = 7. A.2. G. Mikhlin. . where = ( . 0 = sin . . we obtain 2 2 − 2¦ 5 cos( − ) + 5 2 2 1 ( . (1964). A boundary condition is prescribed: + § = ¨ ( ) at = > . r0 = {¤ 0 . M.3-2. Kapilevich. = ¤ = > 2 0 |( > = 0 ) r0 − r| ¥ = sin . Thus. M. ) = ln 4 > = = = 2 2 − 2> 2 = cos( − )+> 4 . 2 [ 2 − 2 cos( − ) + 2 ] = References: V. = = ¦ The magnitude of a vector difference is calculated as | ¦ r − 5 r 0 |2 = ( ¦ and 5 are any scalars). ¥ . et al. S. ) = 1 1 1 − ln ln 2 |r − r0= | 2 r = {¤ .

> . ) C + . ¨ = 0 ( ) ( . .

2? .

8 C ).3-3. . Solution: = § = ( .0≤ ≤ 2 . A boundary condition is prescribed: § = ¨ ( ) at = > . the B B ( ) are the Bessel functions the ! C and F ! are positive roots of the transcendental equation (! > (! > )+ ) = 0. ) . = 7. . where = ( . = 0 = 8 0@ C C ( . =2 (( = 1. C = 1. . = The exterior of a circle is considered. Domain: > ≤ < £ . . ) ( .2. ) = 1 (! > B 2 =0 8 =1 0 (! 28 + 2> (! 8 ) 2 − ( 2 )[ (! 8 > DEDED ) )]2 cos[( ( − )]. First boundary value problem. 2. Here. )= 1 2 .

2? ¨ 0 ( ) = = 2 − 2> = −> 2 cos( − ) + > 2 2 + .

2? .

) . G. deﬁned by the formula where the Green’s function ( . . Reference: A. ) ( . = 0 ( . ) is @ presented in Paragraph 7. Butkovskiy (1979).3-1.2. © 2002 by Chapman & Hall/CRC . . . .

= 7. )= > 2? 1 .2. § = ¨ 2( ) at 2? = > 2. Domain: > 1 ≤ = ≤ > 2. Solution: = § ( .3-4. First boundary value problem. 0≤ ≤ 2 . = > An annular domain is considered. Boundary conditions are prescribed: = = § ¨ 1( ) at = = 1.

. ) & ) = @ −> 2 . . ¨ = 0 2 1 ( )$ ( .

. ¨ 1 0 2 ( )$ ( . . ) & ) = @ 2 + .

2? 0 .

© Here.2. Budak. . 2 1 (> (> 2) 1) 2J 2 2 J +2 = 2 . ) = . 1 > > ( ) = for for ( ( 2 2 + (I ) − 2 H I 2 cos( − ). Tikhonov (1980). First boundary value problem. = 7.0≤ = > ≤ . . N. Reference: B. . @ 1 ( . A. M. . and A. Samarskii. Domain: 0 ≤ § ≤ > . = § § A semicircle is considered. = H I > I where = = = 2 = 2 +I I 2 −2 = 0 cos( − ). Boundary conditions are prescribed: = = = ¨ 1( ) at ? . ) ( . ) = 2 = I ln =0 = H = 1 − ln H > = 1 H . = 2 + 1. A. = .3-5. @ 1 ( .

. Solution: = § ( . . ¨ . ) & ) = @ + . = = = ¨ 2( ) at = 0. = ¨ 3( ) at = = . ) =−> 0 ¨ 1 ( )$ ( .

) & ' =0 − . . 0@ ? ¨ 2 ( ) 1 $ = ( . .

. ) & = ' =? + . 0@ 3 ( ) 1 $ ( . .

0 .

A.0≤ . A. = 7. N. V. Boundary conditions are prescribed:= = = = ¨ 1( ) at ? K . where = = ( . B. (1974).2. M. 2( ¨ A quadrant of a circle is considered. Domain: 0 ≤ § ≤ > . ) ( . and A. et al. Vasharin. .4-2. S. − 2 cos( + ) + 2 ] See also Example 2 in Paragraph 7. P. Samarskii. A. Budak. ) = . Vladimirov. 0@ = ( . Tikhonov (1980). . First boundary value problem. > § ≤ 2. .3-6. Mikhailov. References: V. . ) = 1 ln 4 > 2 2 = 2[ 2 − 2> 2 = cos( − )+> 4 1 − ln − 2 cos( − ) + 2 ] 4 > 2 2 = 2[ 2 − 2> 2 = cos( + )+> 4 . A.2.

. = 2 ¨ = = ) at = 0. ) =−> 0 ¨ 1 ( )$ $ = ( . Solution: = § ( . § = ¨ 3( ) at = = 2. ) & ) = @ + . .

0@ ? K .

. . ¨ 2 ( 2 ) 1 $ ( . ) & = ' =0 − .

. . 0@ 3 ( ) 1 ( . ) & ' =? K 2 + 0 .

) . ) ( . © 2002 by Chapman & Hall/CRC . . . 0@ ( .

=. A.3-7.2. Samarskii. .where = = = = = References: V. V. Vasharin. M. 7. P. (1974). Mikhailov.2. A. = = = ¨ 2( ) at = 0. . S. 4 > [ − 2 cos( − ) + 2 ] See also Example 3 in Paragraph 7. Vladimirov. . . = § A circular sector is considered. A. Boundary conditions are prescribed: = = = ¨ 1( ) at . B.4-2. . Domain: 0 ≤ § ≤ > . ) = ln 2 2 . Solution: = § ( . . . ) = 1( . and A. Budak. + ). et al. § = ¨ 3( ) at = =L . . First boundary value problem. A. Tikhonov (1980).0≤ = > ≤ L . N. 1( . ) − 1 ( . . = 1 ( . . ( . )=−> . − ) + = 2 2 2 1 = − 2> = cos( − )+> 4 . 2 − ) − = 1 ( .

. . 0M ¨ ¨ 1 ( )$ ( . ) & ) = @ + .

. ) & ' =0 − . . 0@ ¨ 2 ( ) 1 $ = ( .

. ) & ' = + . 0@ 3 ( ) 1 $ ( . .

0M .

. = 0. )= . 0@ ( .3-8. =0 1( . ) = 1 ln 4 > 2 2 − 2> 2 = cos( − )+> 4 . 1 = Solution: = § ( .0≤ ¨ ≤ L . ) . ) ( . . = 7. = Boundary conditions are prescribed: = = 1 1( $ ) at = ¨ 2( ) at =L . and V 2 = −1. For arbitrary L . ¯= ? K NPO ? K M N N O M − ¯? Q − ? K Q > K M M N N N N > N N N N 2? K 2? K M M − ( ¯ )? Q − ( O )? K O Q K M N N M N N . . First boundary value problem. Budak. . .2. 2 L − ). = 2 1 . 2 L = + )− = 1( . = − ' . Samarskii. . where ( is a positive integer. ) = = −1 + J = = 1( . theM Green’s function is expressed as = ( . Tikhonov (1980). ) = ln 2 R S N Q . where O = . 2 [ 2 − 2 cos( − ) + 2 ] = Reference: B. A. . § = & ' A wedge domain is considered. . the Green’s function is given by = R SUT Q R S ' 1 ( . N. . A. Domain: 0 ≤ § < £ . For L = ( . and A. . . . 1 1 . M. .

0 ¨ 1 ( ) = ( . . . ) =0 = − .

. . ) & ' = M + . 0 ¨ 2 ( ) $ ( .

0M = .

. ) ( . where 2? K 1 − 2(= ) ? K cos[ ( + ) L ] + = ( . V 2 = −1. = . . . S R − ' . . ) = . 0 ( . ) = ln 2 ? K ? K 4 − ) L ] + M − 2( ) M cos[ ( Alternatively. © 2002 by Chapman & Hall/CRC . . ) = ln N ? K N . the Green’s function can be represented in the complex form M M Q SUT S = = R R ? K − ¯? K ' Q Q 1 ( . ¯= Q NPO 2 M − ? K M N N NWO M N N M O 2? K K 2? M M . . = .

Table 22 presents conformal mappings of some domains [ in the complex plane onto the upper it is assumed half-plane Im a + ≥ 0 in the complex plane a . N N O r rtr r © 2002 by Chapman & Hall/CRC . Then the Green’s function of the ﬁrst boundaryO value O problem in [ for the Laplace equation is given by Q y Q 1 − a ¯ ( )a ( ) 1 Q (\ . g ≥ 0}. The conformal mapping of the domain onto the upper half-plane is performed 2 2 with the function i ( j ) = −( jE h lm ) − ( h lm j ) (see the seventh row of Table 22). and Ya. ] ) −N Vd_ (\ . Tikhonov (1974). The solution of the ﬁrst boundary value problem for the Poisson equation is determined by the O O above Green’s function in accordance with formula (2) speciﬁed in Paragraph 7. ] ) and a ¯ ( N ) =O ^ (\ . The domain is conformally mapped onto the upper half-plane by the function i ( j ) = −( jElmh + h lmj ) (see the sixth row in Table 22). In the relations involving square roots. A large number of conformal mappings (mappings deﬁned by analytic functions) of various domains onto the upper half-plane or a unit circle can be found. General formula for the Green’s function. as well as the function ` in the boundary condition. Then the Green’s function of the ﬁrst boundaryO value problem in [ for the Poisson (Laplace) equation is expressed as Q Q a ( ) − a¯( ) 1 Q (\ . ] . 2 2 Table 23 presents conformal mappings of some domains [ in the complex plane onto the unit circle |a | ≤ 1 in the complex plane a . N.. Tables of conformal mappings. Arbitrary Shape Domain. o .2. The function that maps this strip onto the upper half-plane has the form i ( j ) = exp(k jE h lm ) (see the second row of Table 22). in Lavrik and Savenkov (1970).e. Uﬂyand (1955). z .2. ] . { ) = ln N = \ + Vd] . s r . Example 1. j = f + vUg . = o + vUp . A. we obtain the Green’s function 1 cosh[ k (f − o ) lmh ] − cos[ k (g + p ) lmh ] n (f . Lebedev.2. with an appropriate conformal mapping. Skal’skaya. Sveshnikov and N N O I. the ﬁrst branch of b is taken). g . Substituting this expression into (1) yields 2 − s¯ 2 h 4 − j 2 s¯ 2 j n s 1 (f . we arrive at the Green’s function s 2 − j s¯ j − ¯ h n s 1 (f . Conformal Mappings Method 7. ] ) + Vd_ (\ . and Ivanov and Trubetskov (1994). f ≥ 0. s rtr j − 2k h 2 − j q r rur r Example 3. o . g .3). Example boundary value problems. Lavrent’ev and Shabat (1973). a Poisson equation in the \ ] -plane transforms into a Poisson equation in the ^ _ -plane.4-2. 4k cosh[ k (f − o ) lmh ] − cos[ k (g − p ) lmh ] Example 2. O 2c N a ( )− a ( ) N O N N where a ( ) = ^ (\ .2. S.2. respectively.7. ) = ln N = \ + Vd] . Consider the ﬁrst boundary value problem for the Poisson equation in a quadrant of a circle of radius h . = + Vd . p ) = ln r j = f + vUg .2. .4: N. so q that = { f 2 + g 2 ≤ h 2 . = o + vUp . Description of the method. p ) = ln r 2 s 2 rtr 4 r . A. Consider the ﬁrst boundary value problem for the Poisson equation in a semicircle of radius h such that q = {f 2 + g 2 ≤ h 2 . what is changed is the function . O 2c N a ( )− a ( ) N |} References for Subsection 7.2 and 7. The latter problems are considered above (see Subsections 7. 0 ≤ g ≤ h . Under a conformal mapping. (2) N. N. P. .2. Consider the ﬁrst boundary value problem for the Poisson equation in the strip − e < f < e . for example. o . onto the upper half-plane or into a unit circle in a ^ _ -plane. O Q Q Q Q 1 # + V sin " #-. Any simply connected domain [ in the \ ] -plane with a piecewise smooth boundary can be mapped in a mutually unique way. (1) N. Substituting this expression into (1).4. O 7. s j h 2k − −j 2 2 q 3 1 . = z + Vd{ . Substituting this expression into relation (1) and performing elementary transformations. ] ). g . G. g ≥ 0}. to a ﬁrst and a second boundary value problem for the upper half-plane or a unit circle. p ) = ln .4-1. Let a function a = a ( ) deﬁne a conformal mapping of a domain [ in the complex plane onto the upper half-plane inO the complex plane a . where that b = b | | cos " 1 = arg (i. Let a function a = a ( ) deﬁne a conformal mapping of a domain [ in the complex plane onto the unit circle wxa w ≤ 1 in the complex plane a . a ﬁrst and a second boundary value problem for the plane domain [ can be reduced. Consequently.1-1.

thermal. any elliptic equation with constant coefﬁcients can be reduced to the Helmholtz equation. 5 are real O numbers First quadrant: 0≤\ < ~ .3. electromagnetic. 0 ≤ ] ≤ a = exp(c O ) Semiinﬁnite strip of width : 0≤\ < ~ . ] ≥ 0 a =− O 2 − − O 2 2 O M O ? K Sector of a circle of radius with angle L : 2 \ + ] 2 ≤ 2 . Some deﬁnitions. The Helmholtz equation is called homogeneous if = 0 and nonhomogeneous if ≠ 0.0≤] ≤ a = cosh(c O a ) Plane with the cut in the real axis Interior of an inﬁnite sector with angle L : 0 ≤ arg ≤ L .0≤] < ~ Inﬁnite strip of width : −~ < \ < ~ .1.3. a particular solution of a homogeneous boundary value problem is = 0. \ ≥ 0. this equation describes mass transfer processes with volume chemical reactions of the ﬁrst order. Helmholtz Equation 2 + = – (x) Many problems related to steady-state oscillations (mechanical. 7.TABLE 22 Conformal mapping of some domains [ in the -plane onto the upper half-plane Im a ≥ 0 in the a -plane. \ 2 + ] 2 ≥ 2 Exterior of a parabola: 2 ] − 27 \ ≥ 0 a O = − O + 1 2 O = − - 1 2 1 2 Interior of a parabola: 2 − 2 ≤ 0 O = cosh c O − 1 4 7. and Formulas 7. For < 0. Notation: = + Vd] and a = ^ + Vd_ O \ O No 1 2 3 4 5 6 7 8 9 10 11 Domain [ in the -plane O Transformation a = 2 2+5 . etc.1-1.acoustical. 0 ≤ | | < ~ (0 < L ≤ 2c ) a = b O = O ? K M Upper half of a circle of radius : 2 \ + ] 2 ≤ 2. Moreover. General Remarks. . ] ≥ 0 a O O =− O − 2 Quadrant of a circle of radius : 2 \ + ] 2 ≤ 2 .) lead to the two-dimensional Helmholtz equation. Results. 0 ≤ arg ≤ L a = − O a ? K M Upper half-plane with a circular domain or radius removed: ] ≥ 0. The values of the parameter for which there are nontrivial solutions (solutions other © 2002 by Chapman & Hall/CRC . A homogeneous boundary value problem is a boundary value problem for the homogeneous Helmholtz equation with homogeneous boundary conditions.3.

second. = . The eigenvalues tend to inﬁnity as the number ® increases. 1 < 2 < 3 < EE . For the third boundary value problem with the boundary condition ¥ ¥ ¦ +§ = 0 for r ¨ ¤ . Properties of eigenvalues and eigenfunctions. © ª © « is the derivative along the outward normal to the contour ¤ . ¯ ° 4c where £ 2 is the area of the two-dimensional domain under study. and third boundary value problems for the two-dimensional Helmholtz equation in a ﬁnite two-dimensional domain £ with boundary ¤ are considered. }. it is assumed that § > 0. We number the eigenvalues in order of increasing magnitudes. O − O ¯0 is a realO number O R SU − 0 = .0≤ < 2 3 4 5 6 7 A circle of unit radius: 2 + 2 ≤1 − 0 . are called eigenfunctions of the boundary value problem. 0 ≤ arg ≤ = (1 + (1 + O = t O t ) 2 − (1 − ) 2 + (1 − O t O t )2 )2 Exterior of an ellipse with semiaxes and : ( )2 + ( ) 2 ≥ 1 O O O 1 ( − ) + 2 ¡ + ¢ than identical zero) of the homogeneous boundary value problem are called eigenvalues and the corresponding solutions. There are inﬁnitely many eigenvalues { for the given boundary value problem. O − ¯ O0 1 is a real number O O = R SU Exterior of a circle of radius : 2 + 2 ≥ 2 Inﬁnite strip of width : − < < .TABLE 23 Conformal mapping of some domains in the -plane onto the unit circle | | ≤ 1. 0 = O 0 + 0 . 0 ≤ ≤ = exp(c = exp(c O O ) − exp(c 0 ) ) − exp(c O ¯0 ) − − O O O Semicircle of radius : 2 + 2 ≤ 2. ≥ 0 = 2 O O + 2 2 − 2 2 2 O Sector of a unit circle with angle : | | ≤ 1. 1 ¬ . }. and 7.3. and ¯0 = 0 − 0 O O O No 1 − Domain in -plane O Transformation Upper half-plane: < < . © 2002 by Chapman & Hall/CRC .1-2. Notation: = + . the set of eigenvalues forms a discrete spectrum 2 ¬ . the ﬁrst. 3 ¬ . r = { . All eigenvalues are positive. The following asymptotic estimate holds: ® £ 2 lim = . = + d . In what follows. Here. except for the eigenvalue 0 = 0 existing in the second boundary value problem (the corresponding eigenfunction is 0 = const).

M. ) are deﬁned up to a constant multiplier. The eigenvalues of the ﬁrst boundary value problem do not increase if the domain is extended.4 ¬ . Ê Ê Reference : V. É Ê = · 1 · Ì Ê ² ³ Í Ì ´ Ê £ 2 . ( . Ê © 2002 by Chapman & Hall/CRC .Æ . without loss of generality. In this case the system is expressed as ± Ì = · ¶ −1 Ë =1 É ³ Ê Ì ² Ë ± − Ê Ë ± Ì Ê + ¶ ° Ë = ± +1 É Ê − Ê Ë ± Ì Ê +Î Ì ± . G. 2. and Î Ê is an arbitrary constant. Nonhomogeneous Helmholtz equation with homogeneous boundary conditions. Any two eigenfunctions corresponding to different eigenvalues. then exists only if the function is orthogonal to Ì ± . If µ is square summable. 5 ¬ . If is equal to Ê some Í eigenvalue. ÁEÁEÁ . we assume that all the eigenfunctions are orthogonal. ÁEÁEÁ . Kapilevich. Mikhlin. B. Reference: V. These functions can always be many linearly independent eigenfunctions ( replaced by their linear combinations Ã ) ¯( = Ä Ã . then there exists the series solution Ë = ¶ ° Ë =1 É − Ê Ë Ì Ê . et al. Kapilevich.1 (1) + EE +Ä Ã . (1) (2) (Â ) 7. 6 ¬ . ÁEÁEÁ .Ã −1 (Ã −1) + (Ã ) . (1964). ¯ . where µ = · 1 · ² ³ =1 2 µ ´ £ . where 3 ¬ . et al. are orthogonal: ² ³ ± ´ £ = 0. Three cases are possible. Æ ) correspond to Ê ² ³ Ò Ì = ¶ ° ¶ ÂEÐ Ë Ê É (Ã ) Ê Ê =1 Ã ÇÈ =1 − Ë Ì (Ã ) Ê . M. then the boundary value problem for the nonhomogeneous ) equation does not have solutions. ¸ ¹mº » ¼¾½ ¿ À In a two-dimensional problem. G. Ñ · Ì ÁEÁEÁ . M. · · ² ³ 2 = 2 ´ £ . ¸ ¹mº » ¼¾½ Ï À If Æ mutually orthogonal eigenfunctions Ì (Ã Ë Ë Ë each eigenvalue . for ≠ . The eigenfunctions = ( . ² ³ Í Ì ± ´ £ = 0. Ê the solution of the nonhomogeneous problem 2 ¬ . ± ´ £ = and ≠ 0. ÇÈ so that the new eigenfunctions ¯ . S. where Ë É ÊË = · 1 · Ì ² ³ Í Ì ´ Ê £ 2 .. Babich. (1964). Therefore. B. = ± . . If the equation parameter is not equal to any one of the eigenvalues. 1 ¬ .3. ¯ now are pairwise orthogonal. · Ì Ê · ² ³ 2 = Ì 2 ´ Ê £ .1-3. generally correspond to each eigenvalue ﬁnitely 1) 2) Â ) . Any twice continuously differentiable function µ = µ (r) that satisﬁes the boundary conditions of a boundary value problem can be expanded into a uniformly convergent series in the eigenfunctions of the boundary value problem: µ = ¶ ° µ . ( . the solution is written as Ì (Å = 1. 2.e. where É Ê (Ã ) Ê = · 1 · Ì ² ³ Í Ì Ê (Ã ) 2 (Ã ) ´ Ê (Ã ) · 2 Ê = (Ã ) 2 ´ Ê Ó Ñ . Å = 1. i. then the series converges in mean. Babich. ≠ ± . If Ë · Ì Ê ² 2 Ê = 2 ´ Ê ³ £ Í Ì . then. S. M. Mikhlin.

Samarskii (1990). the function 1 Ø . Ý ) = ¶ ë · Ì Ì and where the Ì value problem. In what follows. − ) Ë ≠ Ë . the radiation conditions (Sommerfeld conditions) at inﬁnity are used. which involves the Ë eigenfunctions Ì and eigenvalues of the homogeneous third boundary value problem. ðmñ lim í ó â â Ì í +ô ò Ë Ì õ = 0. A. where the Green’s function is deﬁned by series (2). 2 Ø .3. Ê (2) are the eigenfunctions of the homogeneous ﬁrst boundary Ê and eigenvalues Ê Ê Ê 2 Ø .1-4. Boundary conditions Í at inﬁnity in the case of an inﬁnite domain. < 0. r = {ä .7. ç } (r Ù Ñ . 3 Ø . In two-dimensional problems. the term corresponding to the zero eigenvalue 0 = 0 (Ì 0 = const) is singled out in (4). © 2002 by Chapman & Hall/CRC . Ý Ù Ñ ). To identify a single solution. Tikhonov and A. these conditions are written as ðmñ lim í Ì = const. − ) Ë ≠ Ë . Ý ) Þ Ú ß . 1 Ø . N. ö÷ ë ò ë ò where ô 2 = −1. è denotes the derivative along the outward normal è é ê to the contour Ú with respect to the variables æ and ç . Ý ) Þ Ñ y ß −Û à á (Ý ) â â ã y ß (r. and the and Ì are the Ê Ê Ê positive eigenvalues and the corresponding eigenfunctions of the homogeneous second boundary Ë Ê Ê value problem. Ý ) Þ 1 Ñ ¶ ë · Ì Ì +Û à á ( Ý ) (r. Ë is assumed to be ﬁnite or sufﬁciently rapidly decaying as í î ï . Ê Ê 7. The solution of the second boundary value problem with the boundary condition â Ì = á (r) for r Ù y Ñ ß Ú can be written as Í Ì â ã (r) = Û Ü ( Ý ) (r. the vanishing condition of the solution at inﬁnity is Ì î Ë 0 as í î ï . The solution of the ﬁrst boundary value problem for the Helmholtz equation with the boundary condition Ì = µ (r) for r Ù Ú can be represented in the form Í Ì (r) = Û Ü ( Ý ) (r. The Green’s function is given by the series y (r. the principle of limit absorption and the principle of limit amplitude are also used. the Green’s function is given by the series y (r. (1) Here.3. Reference: A. For clarity. Ý ) Þ Ú y ß . Solution of nonhomogeneous boundary value problem of general form. if the domain is unbounded. Ê Ë (4) where Ñ 2 is the area of the two-dimensional domain under consideration. For > 0. Ý ) = − 2 Ë + =1 Ê (r)Ì · Ë 2( Ê (Ý ) Ë . in the case of an inﬁnite domain.1-5. Ê Ë =1 Ê (r)Ì · Ë 2( Ê (Ý ) Ë . For set. The solution of the third boundary value problem for the Helmholtz equation with the boundary condition Ì â + ì Ì = á (r) for r Ù Ú â ã is given by formula (3). å } and Ý = {æ . (3) Here.

2å =ù = −ù û 2 1 2 1 +ù 2 2. = −ù 2 .7. § å + ¦ 2 ). ü ü 2 = (− ä + ¦ 1 . is given by 21 ln 1 ð . 2 1 2 1 + ø sinh ù )( Î cos ù +ù 2 2. â 7. û =ù û û + ú sinh ù + ú sin ù 2å 2å 2å ).2-1. 2å + ø sinh ù 1ä 1ä )( Î + ú ). 0 ( ¤ ) and 0 (¤ ) are the Hankel functions of the ﬁrst and second kind of order 0. 0 ( ì í ) if û = ì 4 £ ¢ ¢ (1) (2) where í = ä 2 + å 2 . þ 4 ô ¢ if = ì 2 > 0. −ù 2 2. å ) = Û ë 2ÿ − 2 © . ¦ 2 . å ) = − 3 Ø . Problems in Cartesian Coordinate System A two-dimensional nonhomogeneous Helmholtz equation in the rectangular Cartesian system of coordinates has the form Í â â 2Ì ä 2 + â 2Ì å 2 + Ë Ì = − (ä . å = ù 2. Suppose ü = ü (ä . and ô 2 = −1. å ) is a solution of the homogeneous Helmholtz equation. ä 0 and å 0 are arbitrary constants. as í î 0. Î = ( ý cosh ù 1 ä + ø sinh ù 1 ä )( Î cosh ù . )Þ æ 2 < 0: 1 ü (ä . Samarskii (1990). Particular solutions of the homogeneous equation ( ≡ 0): Ì = ( ä + ø )( Î cos ù å + ú sin ù å ). ü = ü (ä cos ¨ + å sin ¨ + ¦ 1 . (2) 2 > 0.3. where ¦ 1 .2-2.3. ¥ (ä . û = ( ý cos ù = ( ý cosh ù = ( ý cos ù = ( ý cos ù = ( ý cosh ù + ø sin ù + ø sin ù + ø sin ù 1ä )( Î å ä + ú ). å ). 7. Then the functions ü ü 1 = ( ä + ¦ 1 . Domain: − ï 1 © . where ý . A. and ú are arbitrary constants. ü ü ü ü ü ü ü = ( ýÉ ä + ø )( Î cosh ù å ä ä + ú sinh ù å ä ). û û = −ù 2 . Í 1 Ø . ø . ö÷ 3 Reference: A. Solution for û = − ¡ < ä < ï . are also solutions of the equation. Fundamental solutions: þ (ä .3. = −ù 2 Ø . The leading term of the asymptotic expansion of the fundamental solutions. −ä sin ¨ + å cos ¨ + ¦ 2 ). Particular solutions and some relations. 0 ( ¤ ) is the modiﬁed Bessel function of the second kind. and ¨ are arbitrary constants. þ + ú sinh ù ). −ù 2 2. å ) = (ä . § å + ¦ 2 ). 2å 2å 2å 1ä 1ä )( Î cos ù )( Î cosh ù 1ä + ú sin ù ). −ï Û <å < ï .2. Tikhonov and A. ). Solution for û = ì 2 >. å ) = 1 2ÿ ô ¢ 0 ( ¡-í (1) 0 (ì í ) ) if û = −¡ û 2 < 0. N. û = ù 2.

0: ë .

N. Tikhonov and A. ) (ä . £ ( − )2 + ( − ) 2 . å ) = − ô (2) 0 ( ) . Samarskii. and A. = £ ( ä − æ )2 + ( å − ç ) 2 . ç ) ¢ 0(¡ Þ ç . Item 2 © ). A. M. = References: B. A. Samarskii (1990).3. Tikhonov (1980). © 2002 by Chapman & Hall/CRC . ü − ë ë (æ . ö÷ ( . A. Budak. N. A.1-5. 4 − − The radiation conditions (Sommerfeld conditions) at inﬁnity were used to obtain this solution (see Paragraph 7.

3. Domain: − ï < < ï . Solution: . First boundary value problem. 0≤ < ï .7. A half-plane is considered.2-3. A boundary condition is prescribed: ü = ( ) at = 0.

ü .

.

. Domain: − ï < < ï . Tikhonov (1980). .3. ) . . ) = − ( ) ( . Samarskii. and A. 7. ( . Second boundary value problem. Budak. The Green’s function for û = − ¡ < 0: 0 (¡ 1 = £ 1 2ÿ ( − )2 + ( − ) 2 . M. Solution: .2-4. . A. Item 2 © ).3. ö÷ Reference: B. ( . A boundary condition is prescribed: ü = ( ) at = 0. . ) = 1) £ − 0(¡ 2 ) . . N. The radiation conditions at inﬁnity were used to obtain this relation (see Paragraph 7. 1 © . The Green’s function for û = 2 > 0: ¢ ( . ) =0 2 + 0 − ( . . A half-plane is considered. ) ( . . ) = − 4 (2) 0 ( 1) − ¢ (2) 0 ( 2 ) .1-5. 2 © . 2 = ( − )2 + ( + ) 2 . A. 0≤ < ï .

ü .

.

.3. . A. . 2 © . . The radiation conditions at inﬁnity were used to obtain this relation (see Paragraph 7. Item 2 © ). The Green’s function for û = − ¡ 2 < 0: 0 (¡ 1 = £ 1 2ÿ ( − )2 + ( − ) 2 . . . The Green’s function for û = 2 > 0: ¢ ( . ) ( . 0) + 0 − ( . Budak. ( . 1 © . 2 = ( − )2 + ( + ) 2 . and A. ) = 1) £ + 0(¡ 2 ) . . N. © 2002 by Chapman & Hall/CRC . ) . M. A. ö÷ Reference: B. Tikhonov (1980). ) = − 4 (2) 0 ( 1) + ¢ (2) 0 ( 2 ) .1-5. Samarskii. . ) = − − ( ) ( . ( .

3. ü = 2 ( ) at = 0. A quadrant of the plane is considered. 0≤ < ï . First boundary value problem.7.2-5. Domain: 0 ≤ < ï . Boundary conditions are prescribed: ü = 1 ( ) at = 0. Solution: .

ü .

.

) ! . ( . . ) = + 0 1 ( ) ( . .

A quadrant of the plane is considered. ) ( .2-6. . 2 4 = = £ £ ( − )2 + ( + ) 2 . ( + )2 + ( + ) 2 . 2 © . 0≤ < ï . 0 2 ( ) ( . 7. ü = 2 ( ) at = 0. . . Solution: . The Green’s function for û = − ¡ ( .3. Boundary conditions are prescribed: ü # = 1 ( ) at = 0. Domain: 0 ≤ < ï . =0 + . ) = − 4 2 ¢ > 0: (2) 0 ( 1) − ¢ (2) 0 ( 2) − ¢ (2) 0 ( 3) + ¢ (2) 0 ( 4 ) . . ) 1 © . . ) =0 0 0 ( . Second boundary value problem. 2) − 0(¡ 3) + 0(¡ 4 ) . ( + )2 + ( − ) 2 . . ) = 2 < 0: 0 (¡ 1 3 = = £ £ 1 0(¡ 1) − 2ÿ " ( − )2 + ( − ) 2 . . . The Green’s function for û = ( .

ü .

.

. ) − . ) = − + 0 1 ( ) ( . ( . 0.

The Green’s function for û = ( . 2) + 0(¡ 3) + 0(¡ 4 ) . ( + )2 + ( − ) 2 . ) ( . 2 4 = = £ £ ( − )2 + ( + ) 2 . The Green’s function for û = − ¡ ( . . 0) 0 0 2 ( . ) = − 4 2 ¢ > 0: (2) 0 ( 1) + ¢ (2) 0 ( 2) + ¢ (2) 0 ( 3) + ¢ (2) 0 ( 4 ) . ( + )2 + ( + ) 2 . © 2002 by Chapman & Hall/CRC . . ) . 0 2 ( ) ( . . . . . . 2 © . . ) = < 0: 0 (¡ 1 3 = = £ £ 1 0(¡ 1) + 2ÿ " 2 2 ( − ) + ( − ) . 1 © .

7. Domain: − ï < < ï . Boundary conditions are prescribed: ü = 1 ( ) at = 0. Solution: .2-7. An inﬁnite strip is considered. ü = 2 ( ) at =$ . 0 ≤ ≤ $ .3. First boundary value problem.

ü .

% .

) = . ( .

. . 0 ≤ ≤ $ . . $ . the Green’s function for 0 = − 1 ( . . 2 ) sin( . Second boundary value problem.2-8. . ) = < 0 can be represented as ' ' ' 3 1 2 . . 2 −0 . . ). 1 = 4 ( − )2 + ( − − 2 < )2 . . An inﬁnite strip is considered. Alternatively. ) = 1 $ &(' ) 1 ' ' ' ' ' ' ' exp * − ) | − | + sin( . Domain: − ï < ï . − 2 ( ) ( . ) ( . $ ' & =− "2 3 ' 0(1 3 1 )− 2 0 (1 3 2 ) . 7. . − 1 ( ) ( . . Boundary conditions are prescribed: 5 = 1 ( ) at = 0. = - =1 $ . ) =% + 0 − ( . . ) Green’s function: ( . 5 = . . ) =0 − . ) = / . 2 = 4 ( − )2 + ( + + 2 )2 .3.

Solution: . 2 ( ) at =$ .

% .

5 ( . ) = − .

&(' ' ) ' ' ' ' exp * − 7 / . = )2 . − . A. $ $ + . Tikhonov (1980). . . $ ) + Green’s function: 0 − 6 ( . M. Budak. =0 = - $ . 1 2 = 4 4 ( − )2 + ( − ( − )2 + ( − 1) 2 2. ) = 2 −0 . and A. . . A. . = 8 7 ) cos( . ). . . . . ) = ' 3 3 9: ' < 0 can be represented as ' 1 2 - ' & =− "' 2 ' 0(1 3 1 )+ ' ' 2 0 (1 3 2 ) . Reference: B. ) ' . . . . ' Alternatively. ≠ 0. . − 1 ( ) ( . the Green’s function for 0 = − 1 ( . 1 ( . © 2002 by Chapman & Hall/CRC . ) ( . 0) + − 2 ( ) ( . ) = 2$ ' . 1 2 =2 =2 . N. . ' ) | − | + cos( . 2 1 for 2 for = 0. Samarskii.

' The solution (< .2-10. Domain: − . B . ). 2 )( ù 2 + > 2 ) J (ù 2 + > 1 2 (> ù E Here. C ) J A B M =0 N B +L . = 5 ? A semiinﬁnite strip is considered. = N O ' (< . = . 0 ≤ = ≤ H . C ) = 2 ' ' ù &' F D (= ) F ' =1 E 2 E ) (C ) ' F ' exp * − F ) |< − B | + . = . = @ 5 An inﬁnite strip is considered. ) sin( . = . . C ) J B M . 7. 2 −0 . C ) (< . Boundary conditions are prescribed: 5 = ? 1 (= ) at < = 0. = ) = L ? −D DO L 1 (B )G @ @ C A (< . B . C ) J ? M =0 N 0D 3 (B )G (< . ' ) = / ' ù 2 −0 . C ) = 1 H &' ) D 1 ' Q ' ' ' exp * − ' . 5 = ? 3 (< ) at = =H . ' ' ' E = (= ) = E ' cos(ù = )+> 1 sin(ù ). C ) N ' ) ' C N A (< .2-9. . B . ) = / . B . © 2002 by Chapman & Hall/CRC . = . = ) sin( . 2 (< ) at = = 0. 2H ) = / . the ù are positive roots of the transcendental equation tan(ù H )= 1 + > 2 )ù 2−> > 1 2 . = . = . Mixed boundary value problem. B . = @ An inﬁnite strip is considered.3.7. Solution: 5 (< . . B . << < . H ) B N A +L where 0 −D D 6 (B . Boundary conditions are prescribed: 5 = ? 1 (< ) at K 5 = ? 2 (< ) at = =H . Boundary conditions are prescribed: 1 5 = ? 1 (< ) at +> ' 2 5 = ? 2 (< ) at = ' =$ . −> 5 < < < . =1 = - . C ) B N A C N B +L −L O ? 0 1 (C )G @ @ B @ @ C A (< . . B . 7. B . . Domain: 0 ≤ < < . = . Third boundary value problem. 0 ≤ = ≤ $ . H ) |< + B | +SR sin( . C ) (< .3. C ) = 1 H &(' ) D 1 ' ' = ' ' C ' exp * − |< − B | + sin( . 0≤ = ≤ H . = . 2 = 1 (ù 2 2 2 +> 1 ) GIH + ( > 1 + > 2 )(ù 2 + > 1 > 2 ) . B . First boundary value problem. = - =0 (2 + 1) .2-8 where ' ' 5 A ' 1 (< .3. Solution: 5 (< . ) |< − B | + − exp * − ' ' . = 0.2-11. = 0. = ) is determined by the formula in Paragraph 7. = ) = L O L 0 0D ? 6 (B .3. = . Domain: − . ? −D D 2 (B ) (< . 2 −0 . C ) J A C P =0 N +L where A 0D 2 (B )G @ @ C A (< . = . B . C ).

3. Z Z (= ) = ù E cos(ù = Z )+> d 2 sin( ù Z [ ). e h e 1 g . y = | = 0.2-12 where A Z Z (< .n . the ù are positive roots of the transcendental equation tan(ù e )= (> ù 2 + > 3 )ù 2−> > 2 3 7. j K h = i e 3( ) at = =k . n . Boundary conditions are prescribed: @ X 5 −> 1 5 = ? 1 (= 5 ) at < = 0.l ) = 2k x ^ w(x t [ x z exp \ − y x [ | − n | ] − exp \ − x b ^ | + n | ]S{ cos( ^ 1 for 2 for ` ` ) cos( ^ l ).3. > . ≠ 0. = . B ). Solution: 5 (< . @ K 2 (< ) at = = 0.3. . Z The solution (< . = . ≠ 0. Domain: 0 ≤ < < . Boundary conditions are prescribed: = i 1 (= e h ) at = 0. 0≤ = ≤ H . = . C ) = Z YZ F D Z F Z E E e = Z B (= ) 2 [ Z =1 (C ) [ ( + > 1) a E Z F F (< . A semiinﬁnite strip eis considered. 0≤ = ≤ H . B . =0 = _ k ` .n . B . =0 _ H ` = . e Here. . 0≤ = ≤ H . x 1 ( . = . . l ) o x [ e l . 0) oe n r n r x = r +s where e o 0 ) ( . n . Mixed boundary value problems. [ = 2 −0 . 0) B N Z Z Q A +L 0D ) (< .2-12. = . B ) = exp(− [ exp(− )Q [ ) [ Z E cosh( [ cosh( [ Z e ( > 2 + > 3 )(ù 2 + > 2 > 3 ) . Domain: 0 ≤ < < .2-14. Z [ = b Z ù 2 −c . B .= ) = L O i 0 t i 1 (l 3 (n )m j j ne o ( . = . Third boundary value problem. = . 7.k ) o x +s u s 0 0 v (n . C ) C N B N A −L where 0D 2 (B Z ) ( < .= . = . = . = 5 ? A A semiinﬁnite strip is considered. −> = 5 ? Z A semiinﬁnite strip is considered.3. Z Z = A 1 (< . C ) (< . n . B .7.2-13. @ K 5 Z +> 3 5 = ? Z 3 (< ) at = =H . 7 = 8 = 0. @ K 5 = ? 3 (< ) at = =H .= . C ) B N C N ? −L 3 (B O ? 0 A 1 (C ) ( < . = ) is determined by theZ formula in Paragraph 7. H ) Z . Domain: 0 ≤ h < f . 0. Solution: ( . l )p q n r x e l =0 r −s t t i 0 2 (n ) ( . l ) ( . Second boundary value problem. B . j K = i e 2( ) at = = 0. 2 )( ù 2 + > 2 ) J (ù 2 + e > 2 3 for for B sinh( [ 1 sinh( 1 )R )R H >B . Z Q 2 Z= B 1 (ù 2 )+> )+> 2 2 +> 2 ) GIZ H + [ Z B e Z a (< . [ = 2 −c . = ) = L O L 0 0D ? 6 (B . © 2002 by Chapman & Hall/CRC . @ K 5 2 2 (< ) at = Z = 0. C ) = 2H Z ^ Y(Z [ D exp \ − 7 Z [ |< − B | ] + exp \ − Z / ^ [ |< + B | ]SR cos( ^ 1 for 2 for ` ` ) cos( ^ C ). Boundary conditions are prescribed: @ X 5 = ? 1 (= ) at < = 0.

References: V. M. ) = sinh( ) sinh[ ( − )] x Alternatively. l ) ( . ≥ 0. Boundary conditions are prescribed: e e h h = i 1 (= ) at = 0. = i 4 ( ) at = = . ≥ 0. the Green’s function can be writtenx as the double series x = _ ` . . . M. l ) = x [ x 2 w t sin( ^ ( .n . l )p ~ t n e =0 r 0 )m ( . 0≤ ≤ . Budak.n . l )p e =0 r ~ −s n i 0 u i 2 (l 4 (n )m j j n j j l o o ( .= ) =− s −s u i 0 t i 1 (l 3 (n ) ( . . n . n . = ^ 2 − .2 g . . = . =1 = _ = . . = i 3 ( ) at e e e Solution: = h e e e =k . ` = 1. Domain: 0 ≤ ≤k . First boundary value problem. 2. G. 2. 2 g . B. = . [ = 2 − . Tikhonov (1980). Babich. n . x = 1. Boundary conditions are prescribed: h h h j } = i 1 (= ) at = 0. [ = b ^ 2 −c . l ) ( . ≥ ≥ ≥ ≥ > > > > = ^ _ =1 x [ x ^ sinh( ) sinh[ ( − )] [ [ sinh( ) sinh[ ( − )] sinh( ) sinh[ ( − )] = _ . n . ( . (1964). n ). Mikhlin. . et al. Samarskii. . A. ( . n . l )p z x e n = r u +s u s 0 x [ 0 v e (n . = . n . = i 2 ( ) at = = 0. Kapilevich. N. h h = i 3 ( ) at = = 0. 0. l )p ) sin( ^ l ) sinh( k ) n . ≥ 0. n . . = i 2 (= ) at =k . ( . M. l ) o n r x = x l r . ) = s 0 i 0 v (n . S. Eigenvalues of the one-dimensional problem (it is convenient to label them with a double x subscript): c = _ 2 2 ` k 2 + 2 e 2 . e e A rectangle is considered. . e 7. and x A. © 2002 by Chapman & Hall/CRC . Solution ≠ e for h : e u s ( . = . A. where e o ( . A semiinﬁnite strip is considered. 1 g . ) = 4 wx t w t sin( ) sin( ^ x =1 =1 2 ) sin( +^ 2 − ) sin( ^ ) .= . h 2 = k 4 . Eigenfunctions and the x norm squared: h = sin ` _ k sin _ = .2-15.l ) = 1 k wx t [ 1 x exp \ − x ^ [ | − n | ] + exp \ − x x ` k | + n | ]S{ sin( ^ ) sin( ^ l ). l )p q e l = r u ~ 0 )m ( .l ) = x 2 k w(x t sin( [ x =1 x ) sin( n ) [ sinh( ) x ( . ( . .3. = r x e x Two eforms of representation of the Green’s function: x o x where ( . B. = _ ` . ) = for for for for ≥ 0. l )p x =0 r −s 0 )m ( . l ) o l r q e n r l e +s +s 0 u i 1 (l 3 (n )m j j n j j l o o ( . l ) o l r e j j l o +s t i 0 ~ 2 (n )m j j l o ( . n .

3.2-16. Boundary conditions are prescribed: ¨ © ¨ © ¨ . A rectangle is considered.7. 0 ≤ ¦ ≤ § . Domain: 0 ≤ ¤ ≤ ¥ . Second boundary value problem.

= 1 (¦ ) at ¨ .

# ) % # + 0 − 3 ( " ) $ ( ¤ . M. 0 = 1 for = 0. § ) % " . ! using formulas The solutions of the corresponding nonhomogeneous problems can be constructed presented in Paragraphs 7. ¥ + (¦ . 2 − ) = . = 0. Tikhonov (1980). " . ¦ . Babich. Mikhlin. . cosh(. ) 2 +. # ) = / cosh( # ) cosh[ ( § − ¦ )] * * cosh( ¦ ) cosh[ ( § − # )] * * for ¦ > # . ¦ .2-17 through 7. and A. ¦ . N. In Paragraphs 7. ¦ . 1 . S. 1. M. B. (¤ . B. # ) = sinh( § ) + § & =0 cos( . ( ¦ ) cos( .( ¥ − ¤ )] = . 2." ) cosh[. ¥ . for # > ¦ . ¦ ) = 0 0 − 0 1 ( # ) $ ( ¤ . ¦ = 0. 0. ¦ =§ . ¥ . for " > ¤ . A. 2. # ) (¤ . ¦ . M. " . " . " ) = / § . = 3 (¤ ) at ¤ = 0. # ) % # (¤ .3. 0 0 Two forms of representation of the Green’s function: $ (¤ . 1. # ) . " . # ) = ¥ § & 1 ' ( & cos() ( ¤ ) cos( . " .1-3 and 7.¥ ) . A.2-20. for ¤ > " . Samarskii. " ). cosh(. Eigenfunctions and the norm squared: ¤ ¦ = cos cos . Budak. # ) = 1 ' ¥ & =0 cos() ( 1' ¤ ) cos() " ) * * (¦ . ¥ § 2 = ¥ § 4 (1 + 0 )(1 + 0 ). 0 for ≠ 0. Solution for ≠ : (" . =0 .3.¤ ) cosh[. et al. = . ¦ ) cos() " ) cos( . Kapilevich. only the eigenvalues and eigenfunctions of homogeneous boundary value problems for the homogeneous Helmholtz equation (with ≡ 0) are given.( ¥ − " )] * 1 for =0 ) 2 − . ≠ 0. 2 . 1 © 2002 by Chapman & Hall/CRC . (1964). = 0. where ) . = 0.1-4. = § . ¦ . 2 − . ¦ . 0) % " + 4 ( " ) $ ( ¤ .3. G. sinh(. # ) $ (¤ .3. Eigenvalues of the homogeneous problem: = 2 ¥ 2 2 + § 2 2 . = 2 for ( ' =0 =0 The Green’s function can also be written as the double series $ (¤ . References: V. = 2 (¦ ) at = 4 (¤ ) at ¤ =¥ . . # ) % # % " ! 2 (# ) $ (¤ .

Boundary conditions are prescribed: ¨ © − 2 1 = 0 at ¨ .2-17. Third boundary value problem.7. Domain: 0 ≤ ¤ ≤ ¥ . A rectangle is considered. 0 ≤ ¦ ≤ § .3.

¨ © + 2 2 = 0 at ¨ . − 2 3 = 0 at Eigenvalues: where the ¤ = 0. ¦ = 0.

Boundary conditions are prescribed: ¨ .2 − 2 12 2 tan( 3 § ) = (2 3 3 + 2 4)3 2−2 2 3 4 . Mixed boundary value problems. 7. 0 ≤ ¦ ≤ § . A rectangle is considered.2 + 2 1 2 2 ) ( 2 3 + 2 4 )( 3 2 + 2 3 2 4 ) 2 2 )( 3 2 + 2 3 ) 45¥ + . A. A. are positive roots of the transcendental equations ( 2 1 + 2 2 ). ¦ =§ . M. N. tan(. Tikhonov (1980). and A. Budak.¥ ) = .2 +3 2 . and 3 =. Domain: 0 ≤ ¤ ≤ ¥ . The square of the norm of an eigenfunction: 2 = 1 . + 2 4 = 0 at ¤ =¥ . Eigenfunctions: = (- cos - ¤ +2 1 sin - ¤ )( 3 cos 3 ¦ +2 3 sin 3 ¦ ).2 + 2 2 ) 6 2 )( 3 2 + 2 2 ) 6 4 ( +2 1 (3 2 + 2 3 2 4 Reference: B.2 ( 2 1 + 2 2 )(.2-18. Samarskii.3.2 5 4 § + . 1 . ( +2 1 2 )( .

¦ = 0. = 0 at = 0 at 2 2 ¤ = 0. ¨ .

= 0 at = 0 at ¤ =¥ . 2. Eigenfunctions and the norm squared: ¤ ¦ = sin cos . Boundary conditions are prescribed: = 0 at = 0 at Eigenvalues: 2 ¤ = 0. Eigenvalues: = 2 ¥ 2 + § 2 . ¨ © ¨ . 2. A rectangle is considered. ¦ =§ . ≠ 0. 0 = 1 for 0 for = 0. . ¥ § 2 = ¥ § 4 (1 + 0 ). 3. 2 . ¦ = 0. = 1. = 0. 1.

1. S. M. et al. References: V. Mikhlin. 2. 2 = ¥ § 4 . Budak. = 0 at = 0 at ¤ =¥ . A. N. Kapilevich. (1964). B. ¦ =§ . = 0. . A. © 2002 by Chapman & Hall/CRC . B. G. 2. = 4 4 (2 + 1)2 ¥ 2 + (2 + 1)2 § 2 6 . Samarskii. Eigenfunctions and the norm squared: = sin 4 (2 + 1)¤ 2¥ 6 sin 4 (2 + 1)¦ 2§ 6 . M. Babich. 1. M. and A. = 0. Tikhonov (1980).

¦ = 0. The normal derivative of the unknown quantity for these sides is zero.3. = −. Babich. are arbitrary constants. 1.3. 7. = 0.2. B. S. ¦ = 0.3.3. .2 .3-2 through 7. ¦ = ¥ −¤ . 1 ). + B ). Eigenfunctions: = cos 4 ¥ ( + )¤ 6 cos ¥ ¦ − (−1) cos ¥ ¤ cos 4 ( + )¦ .) + ? @ D @ 0 ( 9 9 )]( A : : + B ). et al.3.2-20. ? . and the C (. Eigenfunctions: = sin 4 ¥ ( + )¤ 6 sin ¦ ¥ − (−1) sin ¥ ¤ sin 4 ¥ ( + )¦ 6 .7. = 0. Eigenvalues: = ¥ 2 2 2 7 ( + ) + 28 . © 2002 by Chapman & Hall/CRC . A .1-4.2-19.3. . 2.1-3 and 7. Reference: V. 1. Problems in Polar Coordinate System A two-dimensional nonhomogeneous Helmholtz equation in the polar coordinate system is written as ¨ ¨ 9 ¨ 9 9 : 9 9 9 91 2 1 ¨ ¨ = − ( .2. 2. G. = . = 1.) and D ( ) are the modiﬁed Bessel functions. The sides of the triangle are deﬁned by the equations ¤ = 0.9 )]( A cos D ( )]( A cos )]( 9 A + B sin + B sin ).3-1. ).3. = 1. First boundary value problem for a triangular domain. = < ¤ 2 + ¦ 2. . The unknown quantity is zero for these sides. . : : ! 0( (.3. Kapilevich. + 2 ¨ : 2 + ! 7.) are the Bessel In Paragraphs 7. ¥ 6 7.3. 2. = . M. . where = 1. = −. B functions. only the eigenvalues and eigenfunctions of homogeneous boundary value problems for the homogeneous Helmholtz equation (with ≡ 0) are given. Particular solutions of the homogeneous equation ( ≡ 0): 9 = [= > 0 ( 9 ) + ? = [ = C 0 (. ! using formulas The solutions of the corresponding nonhomogeneous problems can be constructed presented in Paragraphs 7.2 . M.3-11. Second boundary value problem for a triangular domain. The sides of the triangle are deﬁned by the equations ¤ = 0. the > ( ) and @ (. (1964). ¦ = ¥ −¤ .) 9 +? = [= > ( 9 ) + ? = [ = C (. : : = . Mikhlin. Eigenvalues: = ¥ 2 2 2 7 ( + ) + 28 .

3.2 N J . 2. B. 2. Domain: 0 ≤ ≤ E .N J )]2 . N 2. Eigenvalues: Here. Samarskii. Tikhonov (1980).9 7. where 2 = 1.N J are roots of the transcendental equation > N P (. for Y = 0. 9 N 2J ) = > N ( < K ( I N J ) sin Y : . N M J) LK ( 2 = 1 2O E 2 (1 + N 0 )[ > N P (. Kapilevich. First boundary value problem.2 . A. Eigenvalues: = .3. for Y ≠ 0. 0 G .3. 9 7. Babich. . Domain: 0 ≤ ≤ E . Reference: B. Eigenfunctions: 9 N 1J ) = > N ( < K ( I N J ) cos Y : . 1. A. 0 for U ≠ V . Mikhlin. Samarskii. et al. A.) = 0. ( 2 ) => F 9 < F G (1) Eigenfunctions possessing the axial symmetry property: 0 => The square of the norm of an eigenfunction is given by 9 H I sin 0J : . and A. Y = 0. 2. 2. the parameter [ assumes the values [ = 1. = 1. F G (1) Eigenfunctions possessing the axial symmetry property: K 0 J = > 0 . M. B.2 ( N J − Y 2 )[ > N (. S. RQTS = / 1 for U = V . ZZZ .00 = 0 (the corresponding eigenfunction is K 00 = 1). M. 2 = 1. Here. and A. 9 A circle is considered. M.) = 0. 9 H I a root . References: V. 1. Budak. ZZZ . ( 1 ) => F 9 < G cos : . E 2 = . 2. are positive zeros of the Bessel functions. the Eigenfunctions: = 0. ] QTS = / ^_ 1 for U = V . 3. M. (1964).3-3. N.N J )]2 . W X K I N J 9 A circle is considered. G. Budak. Tikhonov (1980). 2.2 \ J 2 K 00 \ 2 =O E 2 . © 2002 by Chapman & Hall/CRC .3-2. 0 for U ≠ V . 0J The square of the norm of an eigenfunction is given by \ \ N M J) K ( 2 = O 2 E (1 + ] N 0 ) . A boundary condition is prescribed: = 0 at =E . Second boundary value problem. A boundary condition is prescribed: = 0 at =E . A. E 2 where the . N. > (.

N.N J E 1) − > N ( N J E 1) − > N ( N J E 9 : . Eigenfunctions: K K ( N 1) ( N 2) J J 9 . 1)@ N ( N J The square of the norm of an eigenfunction is given by \ ^_ N 1J ) K ( \ 2 N 2J ) = K ( \ \ 2 = 2(1 + ] N 0 ) > N 2 (. = 0.2 Y = 0. 3. 2. N J . Budak.N J ) @ N (. [ = 1.2 N J E 2 .2 2 N J − Y 2 )[ > N (. The square of the norm of an eigenfunction is given by \ ^_ N 1J ) K ( \ 2 N 2J ) = K ( \ \ 2 E = O 2 (1 + ] N 0 ) 2 (2 E N J 2. B. Mikhlin. M. 1. 3. S. ZZZ . 2.N J is the [ th root of the transcendental equation .3-4. M. =.E 1) = 0.N N ( J 9 )] cos Y . B. Samarskii. Eigenfunctions: N 1J ) = > N K ( F 9 I < N J G cos Y : .3.3. and A.> N P (. ZZZ © 2002 by Chapman & Hall/CRC .3-5. and A. 2.N J E > N2 ( N J E 2) 1) 2) . W X K 9 A circle is considered. 1. Samarskii. Kapilevich.N N = [ > ( J 9 ) @ N (.N J E .E 1)@ Eigenvalues: I N (. ZZZ Here.) + 2 E > N (. et al. 1. et al. Eigenvalues: I N J = . 2. Domain: E 1 ≤ W X K ≤E 2. M.) = 0.3-6. Babich. 1.2 O N J − > N 2 (. 2. the . =. N. Boundary conditions are prescribed: = 0 at N J . 1)@ : )] sin Y .2 =E 1. (1964). M. A boundary condition is prescribed: + 2 K = 0 at =E . K = 0 at =E 2. 9 W X K 9 An annular domain is considered. [ = 1.9 7. G. Mikhlin. Domain: E 1 ≤ ≤E 2. A. First boundary value problem.E 2) − > N (.N J E = [ > N (. B. M. S. Boundary conditions are prescribed: K = 0 at =E 1. the J are positive roots of the transcendental equation N J > N (. N 2J ) = > N K ( F 9 I < N J G sin Y : . +. Tikhonov (1980). Domain: 0 ≤ ≤ E . (1964).E 2 )@ N (. Y = 0. Third boundary value problem. ZZZ N Here. References: V. A.N J )]2 . ]QTS = / 1 for U = V . = 0 at [ =E 2. ZZZ . Eigenvalues: I N J Y = 0. 0 for U ≠ V . Babich. 9 9 An annular domain is considered. A. G. Budak. Second boundary value problem. M.3.2 ]QTS = / 1 for U = V . B. 9 7. A. 0 for U ≠ V . Tikhonov (1980). 2. Kapilevich. ZZZ . 9 7. References: V.

Eigenvalues: where the e =e 2 | J . 1 for s ≠ t . and A. i )= ( i ) + | ( i ). 2.E 1)@ N P (. 2 2 N J 2e f N P (e N J i g h N P (e N J i h 1) 2) j 2 − d 1− i Y 2 2 2 N J 1e f k . 7. 1 ) : h The square of the norm of an eigenfunction is given by ( = 1. 9 N 1J ) = [ > N (. | uv J (w ) = 1 ( J i 1) ( | J w )− | J i 1 ) ( J w ).Here. 2) l K ( ) | J l 2 = 1 2m −1 2m 2 2r 2 1r | | | h J (i J (i 2 ) 1 ) 2 + 1− + 1− 1 ( } 2| 2 i 2 2 J i 2 2 J 1 2 } | 2 f f | | | | 2 J (i J (i 2) k k 2 1) . 9 : )] sin Y . ( i ). M. 1. | i )= | Eigenfunctions: K K (1) (2) | | J J = [ = [ | i | i | 1 ( 1 ( | J i | ( | J w ) − J i 1 ) h ( J w ) − 1) 1 ( 1 ( | J i | ( | J w )] cos } . the .N J ) @ N P (. | z z | Here. A. A. N.E 1) = 0. Samarskii. Reference: B. Budak.3-7. © 2002 by Chapman & Hall/CRC . are positive roots of the transcendental equation 1 (e i 1 ) 2 (e i | 2) − 2 (e i 2) 1 (e i 1) = 0.N J E K ( N 2J ) = [ > N (.N J )] cos Y . and A. 2. = 1.E 2) − > N P (. Third boundary value problem. Tikhonov (1980). 1 (e i ) = 2 ( | | ( i ) − ( i ) + | | ( i ). 0 for s ≠ t . : J i 1 ) ( J w )] sin } .N J E K ( 9 : N (.N J are roots of the transcendental equation > N P (. 1)@ N ( N J The square of the norm of an eigenfunction is given by \ l K uv N 1J ) K ( \ 2 N 2J ) = K ( 2 2 \ \ 2 = 2 1 ). (1) 00 If Y = 0. M.E 2 )@ N P (. 2 for s = t . Tikhonov (1980). ~~~ .N J 9 ) @ N P (. + z K = 0 at w =i 2. oTq = r Reference: B. Domain: i x y K 1 ≤w ≤i 2.N J E 1) − > N P ( N J E 1) 1)@ = 1. Budak.2 O N J npoTq = r / d 1− E Y 2 (1) l 2 00 = m (i −i 1 for s = t . Boundary conditions are prescribed: − z K = 0 at { | J | J 1.3. Samarskii. w =i x y K An annular domain is considered. 2(1 + ] N 0 ) . ~~~ . N. } = 0. we use the notation 1 (e i ) = 2 ( | h | h (e i ) − e z | z h h | (e i ). A. A. there is a root Eigenfunctions: 00 = 0 and the corresponding eigenfunction is K − > N P (. 3.

3. 00 = i 2 2 . 3. Boundary conditions are prescribed: K = 0 at w = i .3. K = 0 at = 0. K 2 00 Eigenfunctions: | = | cos } m | = 1. A. 2. | 2 i 2 +z 2 h Here. = 1. 3. 1. 7. Samarskii. Boundary conditions are prescribed: x y x x K = 0 at w = i . K = 0 at = 0. N. and A.7. N. Domain: 0 ≤ w ≤ i . 2. and A. A. Tikhonov 4 (1 + n 0) 1 − }| 2 2 J f ( | J ) . 0 ≤ ≤ . Mikhlin. B. A. are positive roots of the transcendental equation tan( ) = 2 − z 2z 3 Eigenfunctions: | | | | | w cos( ) + z 2 sin( ) K J = J . 2 )( 2 + z 2 ) ¡ 4 2 ( 2 + z 2 £ 3 © 2002 by Chapman & Hall/CRC . Domain: 0 ≤ w ≤ i . K − z 2 K = 0 at = 0. the J are positive zeros of the Bessel functions. A circular sector is considered. Third boundary value problem. = 2 h et al. G. 1. ( ) = 0. Second boundary value problem. Domain: 0 ≤ w ≤ i . and References: V. 0 ≤ ≤ . } = 0. A circular sector is considered. ~~~ . Here. 3. the | J J = 2 are roots of the transcendental equation | K J 2 i 2 J . | = 1. } = 1. Babich. ~~~ ( ) = 0. A. Kapilevich.3-9. 2. l K l 2 The square of the norm of anh eigenfunction is given by l uv K J | l 2 = i h (1980). ~~~ = l | | J i w h The square of the norm of an eigenfunction is given by 2 i f sin | | } m f 2 . A. ~~~ . Samarskii.3-10. ~~~ | uv Reference: B. 7. 3. A. M. N. } = 1. J are positive roots of the transcendental equation ( ) + z 1 i ( ) = 0. ~~~ .3. | | J i w h = 0. (1964). B. 2. Boundary conditions are prescribed: x y x x K + z 1 K = 0 at w = i . the | J = 2 i 2 J . Tikhonov (1980). M. S. the (z 2 + z h 3) h . Budak. A. M. Here. Tikhonov (1980). Reference: B. 2. 0 ≤ ≤ . K + z 3 K = 0 at Eigenvalues: | { | = . M. Eigenfunctions: h | | K J l uv K J | J = 2 i 2 J . . 4 ( J ) . K = 0 at Eigenvalues: | { | = . Samarskii. A circular sector is considered. M. 2. The square of the norm of an eigenfunction | is given by | | | ¢ 2 2 2 2 l l 2 ( z 2| + z 3 )( 2 | + z 2 z 3 ) z 1 − | ¢ 2 K J = + 1 + ( ).3-8. Budak. Budak. First boundary value problem. K = 0 at Eigenvalues: | { | = .

4-1 and 7. w = 2. The general solutions of these equations are given by ¬ ¬ ª (¦ ) = 1 ® −1 ¯ 2 ( ° ¦ )+ 2 ® Here. et al. (1964). W. G. (1977). A.7. M. and A. Babich. where z is the separation constant. M. Mikhlin. 2. ~~~ . where ( ± ) = (−1) exp ² ± 2 ³ · exp ² − ± 2 ³ . ³ ² −1 2 ³ ± µ ² ´ ² −2 ´ | 2 − ® −1 ¯ 2 (− ° § ). ° = (−4 )1 ¯ 4 .3. 0 ≤ ≤ .4-1. 2± − 2 1³ 2 2³ + 2−1 ¯ | ¶ 2 1 2 1 2³ − 2. 1 ) = 0. B.3.3. Tikhonov (1980). Jr. 1|. we arrive at the following linear ordinary differential equations for ª = ª (¦ ) { { and « = « (§ ): ª + ( ¦ 2 + z ) ª = 0. 1. References: M. the Helmholtz equation has the form¤ ¤ x ¦ + x 2 § 2 + (¦ +§ ) 2 = 0. 7. Eigenvalues: where the | ¢ = 2 | ¢ are positive roots of the transcendental equation £ ( 1 ) ( 2 ) − ( Eigenfunctions: ¤ | ¢ £ 2 ) ( | | ¢ | ¢ = } m . 2 ± ¡ | | ± ´ For = } = 0. Abramowitz and I. Domain: 1 ≤w ≤ ¤ 2. B. and 2 are arbitrary constants. Parabolic coordinate system. M. Stegun (1964). First boundary value problem.4-2. © 2002 by Chapman & Hall/CRC . = . Setting = ª (¦ )« (§ ). 2. = 2. = m 2 2 | ¢ ( £ 2 ( 1 ) | −¢ £ 2 ( 2 ) 2 ) . In the parabolic coordinates that are introduced by the relations ¥ = 1 2 2 (¦ − § 2 ). Miller. Elliptic Domain In Paragraphs 7. S. References: V. 1 2. « (§ ) = 1 − ® −1 ¯ 2 ( ° § ) + { (− )−1 ¯ 2 . N. A. 3 . ¤ w = 1. Kapilevich.4. and ( ± ) is the parabolic cylinder function. 2 −1 ¯ 2 (−{ ° 1 2z ¦ ). Boundary conditions are prescribed: ¤ = 0 at = 0 at ¤ = 0. Budak. Other Orthogonal Coordinate Systems. two other orthogonal systems of coordinates are described in which the homogeneous Helmholtz equation admits separation of variables. £ 7.3. Samarskii. we have | uv 2 ³ ¶ ( ± ) = 2− ¯ 2 exp ² − 1 4± ² 2−1 ¯ 2 ± ³ .3-11. 1.3. | = ( £ ¤ | ¢ l | ¢ w ) ( | ¢ 1) − ( £ | ¢ The square of the norm of an eigenfunction is given by l uv 2 1) ( | ¢ w ) sin( 2 ). { | ¢ = 0 at = 0 at . « + ( § 2 − z )« = 0. ² | ²´ 1 2 1¯ (± ) = 2 2³ exp ² − 1 4± 1 ³ µ ² −2. − © ¤ { ¤ 2 < § < © ). x 2 ¨ =¦ § x 2 (0 ≤ ¦ < © .

Ï ) = Í 1( È 1 2 . Akulenko and S. The unknown quantity is zero at the boundary of the elliptic domain: ¤ = 0 if (¥ Æ ¸ )2 + (¨ Æ Ç )2 = 1 ( ¸ ≥ Ç ). we arrive at the following linear ordinary differential equations for = (¹ ) and ¼ = ¼ (º ): ½¬½ + ² 1 2¾ 2¸ cosh 2¹ − ¿ ³À = 0. 3 + Ç 2Ê . È È The above relations were obtained using the generalized (nonorthogonal) polar coordinates Ì . ) cos Ï . (1977). ¼ (º ) = Á ce Â (º . i. se Â (º .3. Reference: L. ¤ the Helmholtz equation is expressed as¤ ¤ x ¤ x 2 x ¦ 2 + x 2 § 2 +¸ 2 { (cosh2 ¹ − cos2 º ) = 0. È È Æ Î 2 Í 0 ( 10 ) = 0 and Í 1 ( 11 ) = 0. ¼ ½¬½ − ² 1 2¾ 2¸ cos 2º − ¿ ³ ¼ = 0. Ò = Ç Ì sin Ï (0 ≤ Ì ≤ 1. ÄÅ © 2002 by Chapman & Hall/CRC . 0 ≤ Ï ≤ 2Ó ) and the variational method. V. Elliptic coordinate system. the above formulas are exact. In the elliptic coordinates that are introduced by the relations ¥ = ¸ cosh ¹ cos º . For Ô ≤ 0.8317 are the ﬁrst roots of the Bessel functions Í 0 and Í 1 .9. Abramowitz and I.3. Ï deﬁned by Ñ = Î Ì cos Ï . Ã ) are the modiﬁed Mathieu functions.4-3. ÄÅ where Ce Â (¹ .4-2. For Ô = Ð 1 − ( ÇÆ Î )2 ≤ 0. ¸ > 0). Jr.7. Ì = Ð (Ñ ) + ( Ò Æ Ç )2 .. ¨ = ¸ sinh ¹ sin º (0 ≤ ¹ < © . Ë Ë Ë 1 (Ì ) = Í 0( È 10 Ì 11 Ì ). 7. Ã ) and Se Â (¹ . where ¿ is the separation constant. Ã ). Nesterov (2000). Se Â (¹ . First boundary value problem. (c) 2 (Ì (s) 2 (Ì . Ï ) = Í 1( È 11 Ì where 10 = 2. Ã ) are the Mathieu functions.4048 and 11 = 3. Ã ). Ã ) and se Â (º . Domain: (¥ Æ ¸ )2 + (¨ Æ Ç )2 ≤ 1. Setting = (¹ ) ¼ (º ). Stegun (1964). Ã ). to each value of Ã there is a corresponding ¿ = ¿ Â ( Ã ). The solutions of these equations periodic in º are given by À (¹ ) = Á Ce Â (¹ . Ã ). References: M. D. ) sin Ï . the errors in calculating 1 and 2 do not exceed 0. The ﬁrst three eigenvalues and eigenfunctions are given by the approximate relations ¾ ¾ ¾ 1 (c) 2 (s) 2 = È = È = È 2 É ¸ 4 É Î 4 É Î 2 11 2 11 2 10 1 2 1 + Ç 2Ê . Ã = 1 2¾ 4¸ .12%. In the limit case Ô = 0 that corresponds to a circular domain. Miller. and the maximum error in determining ¾ (s) 2 is 0. and ce Â (º . W. 3 2 1 + Ç 2Ê . 0 ≤ º < 2» .e.5.01%. the above formulas provide an accuracy of 1% for ¾ 1 and 2% for ¾ (c) 2 ¾ ¾ (c) and ¾ (s) 2 .

æ 2ç The transformation ë æ è 2 + æ 2ç æ é 2 =ê ( è 2 + é 2 )ç . Other Equations ¨ 7. Table 24 presents transformations that reduce this equation to the Helmholtz equation that is discussed in Subsection 7. Û 4. æ 2ç 2 + æ 2ç This is a special case of equation 7. Ú = à ¿ +1 ¿ +1 Ñ = cos Ï .3. Ú = arctan Ñ 2 Ò Ù =− Ñ = Ù = Ñ +Ò . 2.1. Ý 2 = −1. Stationary Schrodinger Equation á 2â = ã ( ä . Ú = Ñ Ò 2 +Ò 2 1 2 2 (Ù − Ú 2 ). © 2002 by Chapman & Hall/CRC . í ì =Ñ 2 Ò − 1 3 3Ò leads to the Helmholtz equation í ëË 2 2 2 Ë + í 2 − Î Ë = 0. = 1 2 (Ñ í í ëË 2 2 − Ò 2 ). ì which is discussed in Subsection 7.4.4.2.2.3. ì which is discussed in Subsection 7.1.1. å )â 1. Ú = Ñ Ò − Ñ Ò 2. ÜÜÜ ¿ is any ( ¿ ≠ −1) (Ñ + ÝÞÒ ) ß ß + (Ñ − ÝÞÒ ) ß 2( ¿ + 1) +1 +1 Ç =Î Ç =Î Ù = à +1 ß +1 sin[( ¿ + 1) Ï ] cos[( ¿ + 1) Ï ] .7 for ï (ð ) = Î ð ß .4.4. 3. Ò = sin Ï à à 7. = 1 3Ñ í 3 − Ñ Ò 2. Ò = Ù Ú . í ì =Ñ Ò leads to the Helmholtz equation 2 2 Ë + í 2 − Î Ë = 0.2. Ú = Ñ 2 Ò − 1 3Ò 2 Ç =Î Ç =Î Ç =Î Ç = 2Î +1 ln(Ñ Ñ 2 + Ò 2 ).TABLE 24 2Ö 2Ö Transformations reducing equation 7. Ú = (Ñ + ÝÞÒ ) ß +1 − (Ñ − ÝÞÒ ) ß 2( ¿ + 1)Ý ¿ = Û 3.3 to the Helmholtz equation Õ 2 + Õ 2 = Ç Ë Õ× Õ Ø No 1 2 3 4 5 6 7 Exponent ¿ ¿ =1 ¿ =2 ¿ = −1 ¿ = −2 1 ¿ = −2 Transformation Ù = Ù = Ù = 1 3 3Ñ 1 2 1 2 2 (Ñ Factor Ç Ç =Î 3 − Ò 2 ). æ 2ç 2 + æ 2ç The transformation ë æ è æ é 2 =ê ( è 2 + é 2 2ç ) . æ è æ é 2 =ê ( è 2 + é 2 )î ç .3. the sixth row involves the imaginary unit.

ÿ where ¥ 1 . 5.4. which is discussed in Subsection 7. Ò ) = exp ô 1 2õ æ è 2 + æ 2ç æ é 2 =ê ñ ò ó ç . Ï (Ñ = cos Ï .9 for £ (ð ) = 0. Ò ) = exp ô 1 2õ Ñ ö sin ô 1 2õ Ò ö leads to the Helmholtz equation í 2 Ë í í Ë + = 4Î õ ð 2 ÷ 2 −2 Ë . Ñ ö cos ô í 2 1 2õ Ò ö . æ 2ç The transformation ð (Ñ .4: í 2 2 Ë í Ë + í 2 = Î 2 Ú Ù 2 ÿ +ý 2 × Ë . à à à Particular solution: Ë (Ñ . ¥ 2 . æ 2ç This is a special case of equation 7.2. æ 2ç 2 + æ 2ç The transformation æ è æ é 2 ú û ç . æ 2ç 1 . 6.1. Ò ) = .4. and the function Ï = Ï (Ù ) is determined by the ordinary ÿ differential equation 1 Ï §¨§ − © Î 2 ï ( Ù ) + 2 Ï = 0. and are arbitrary constants. 1 cos[ ( ýþÑ − Î Ò )] + ¥ ÿ 2 sin[ ( ýþÑ − Î Ò )] ¦ Ï ( Î Ñ + ýþÒ ). ×× ÿ +ý 2 7.1. Particular solutions: Ë (Ñ .4. Ò = sin Ï ).3. = ø ñ ù ó +ü Î Ù = Ñ + ýþÒ . Ò ) = ¤ ¥ æ è 2 + æ 2ç æ é 2 = (ê è ¡ + ¢ é )ç . í Î Ú = ýþÑ − Ò leads to an equation of the form 7. This equation admits separation of variables in the polar coordinates . ÷ (Ñ .

¥ 1 cos( Ï ) + ¥ 2 sin( Ï ) ( ). where ¥ 1 . ¥ 2 . and the function = ( ) is determined by the ordinary ÿ à differential equation ( § ) § − . and are arbitrary constants.

In the special case ï (ð ) = 2 Î .1 with (ð ) = 4 ýþð . 2 . (ð ) = ï (2 ð ) 2 ð 3 . ð . For ï (ð ) = ýþð . 2 + 2 ï ( 2 ) = 0.4.1. we have (ð ) = Î form 7. ÿ ÿ à à à ÿ à à ë = 1 2 (Ñ ë 2 − Ò 2 ). we obtain an equation of the © 2002 by Chapman & Hall/CRC . The transformation leads to a similar equation í í ëË 2 æ è 2 + æ 2ç æ é 2 = ( è ¡ 2 + é 2 )ç . ì =Ñ Ò 2 2 Ë + í 2 = í ì ( 2 + ì 2 )Ë .

where ¥ is an arbitrary constant. æ 2ç A particular separable solution: æ è 2 + æ 2ç æ é 2 = [ ( ) + ( )]ç . 1 . This occurs. where the functions Ï (Ñ ) and (Ò ) are determined by the second-order ordinary differential equations Ï §¨§ − [ ï (Ñ ) − ¥ ] Ï = 0. 7. Ò related to the characteristic length (for a ﬂat plate of length 2 . the characteristic length is taken to be ). Ò ) = exp ô 1 2 æ è æ é 2 = æ ç æ è . © 2002 by Chapman & Hall/CRC .1.1.8. it models convective-molecular heat transfer from a heated ﬂat plate in a ﬂow of a thermal-transfer ideal ﬂuid moving along the plate. ¡ è é (Ñ . Ú = ýþÑ − Î Ò Î Ù = Ñ + ýþÒ . In particular. 9.8: í 2ç 2ç 2 í Ù 2 + 2 í 2 Ú 2 = © Î 2 ï (Ù ) +ý 2 (Ú ) + Î 2 2 +ý £ . ì =Ñ Ò = 1 2 (Ñ í í − Ò 2 ). Ò ) = Ï (Ñ ) (Ò ). í leads to an equation of the form 7. æ 2ç The transformation æ è 2 + æ 2ç æ é 2 = [ (ê è ¡ + ¢ é ) + (¢ è –ê é )]ç . Convective Heat and Mass Transfer Equations 1. it is assumed that the equation is written in dimensionless variables Ñ .2. §¨§ − [£ (Ò ) + ¥ ] = 0. æ The transformation ë æ è 2 + æ æ é 2 =( è 2 + é 2 )[ ( è ¡ – é 2 )+ ( 2 è é )]ç . ë leads to an equation of the form 7.3. Ñ ö (Ñ . for example. Particular solutions of this equation in Cartesian and polar coordinates can be found in Subsections 7. Ò ) brings the original equation to the Helmholtz í í í 2 Ñ 2 + í 2 Ò 2 = 1 4 2 .8: í í ë 2 2 + 2 ì 2 = [ ï (2 ) + £ ( ì )] . It describes a stationary temperature (concentration) ﬁeld in a continuous medium moving with a constant velocity along the Ñ -axis.3. The substitution equation (Ñ . if a liquid-metal coolant ﬂows past a ﬂat plate or if a plate is in a seepage ﬂow through a granular medium. 10.3.4.2 and 7. æ 2ç 2 + æ 2ç This is a convective heat and mass transfer equation.4.4. In the sequel.

A. − $ ) ce2 ) (0. 2. In the elliptic coordinates Ñ = cosh ì cos Ú .1 through 7. Fer! (0. 16 (2 ) ) (2 ) +1) Here. Fek ! ( ( . = 0. 2 . © 2002 by Chapman & Hall/CRC . −1 (/ ) exp 0 (% − / )23 0 4 1 21 5 ( 6 − / )2 + 7 2 8 9 / . 1 . = 0. & ) = . 0 ≤ & < ). Ò = sinh ì sin Ú a wide class of particular solutions (vanishing as ì the original equation is represented in series form as ) can be indicated. − $ ). Cherpakov (1975). 1 * =0 ' where 2) ' =2 ce2 ) (0. − $ ) ´ lyi (1955)].g.2 .=< − 1 . 7 ) = exp 0 1 2 ( 1 6 + F 7 )2 G ( 6 .3. |% | < 1. " 4 . these can be found in McLachlan (1947). |% | < 1. which is discussed in Subsections 7. We assume that a thermal ﬂux is prescribed on the surface of a plate of ﬁnite length and the medium has a constant temperature far away from the plate: + + = . V. % as 1 21 2 +& 2 . $ ) 2 ) +1 =− 1 ce2 ) +1(0. |% | > 1. the 0 and * 1 are the coefﬁcients in the series expansions of the Mathieu functions. see McLachlan (1947) and Bateman and Erd e " 3 . ì ) = +( 0 − ) exp ô (2 ) ) 0 . |% | > 1. (% ) = 0 for for & & = 0. # (see Item 2 ) has the form (# . Cherepanov (1978). − $ ) Fek ! ( ì . − $ ) are the Mathieu functions. The substitution E (6 . − $ ) =− $ The solution of this problem in the elliptic coordinates ì . provided there is volume release heat (or absorption) proportional to temperature. − $ ) 2 ce2 ) +1(0. − $ ) . this class of solutions of 1 = − 16 $ = exp ô 1 2 Ñ ö ! ! ce ! (# . 0 ≤ & < ). 2? > > A ? B > > @ ? > > A References: P. Consider the ﬁrst boundary value problem in the upper half-plane (− < % < . − $ ) (2 ) +1) . and the Fek ! ( ì . The solution of this problem in the Cartesian coordinates has the form (% .. Borzykh and G. Consider the second boundary value problem in the upper half-plane (− < % < .3. 7 ) brings the original equation to the Helmholtz equation H H 6 2 G H 2 + H 2 G 7 2 = IKJ + 1 2 41 + 1 2L 4F G . $ ) 1 2 . are the modiﬁed Mathieu functions [e. =0 " where the ! are arbitrary constants. A. % for 2 +& 2 . 2 + 2 = +C +D ? . plate of ﬁnite length is maintained at a constant temperature We assume that the surface of a 0 and the medium has a temperature = const far away from the plate: í = 0 = 0 for for & & = 0. P. This equation describes a stationary temperature ﬁeld in a medium moving with a constant velocity.3. the ce ! (# . " ' 1 2 cos # cosh ì ö ! ! ce ! (# . where 3 2? > > @ 0(: ) is the modiﬁed Bessel function of the second kind.

uvuvu ). V V V are deﬁned by Here. [ (~ ) = cos by zst − 1 (t = 1. ). whose maximum error is less than 0. It governs steady-state heat exchange in a laminar ﬂuid ﬂow with a parabolic velocity proﬁle in a plane channel. 7 ) = 2 =1 2L 7 Y _ \ I 1 Pe (7 ). Due to the symmetry of the problem about the 6 -axis. > 0.1%. 7 ) = E E UWV 0 ] S exp X j V UWV ] R 2 =1 Pe 6 Z k V (7 ) V for 6 < 0. because they are of secondary importance in applications. The walls of the channel correspond to 7 = P 1.V provided that the Y For Pe h 0. } = © 2002 by Chapman & Hall/CRC . the function V the transcendental equation [ \ Isr 0. and Y V V V V are arbitrary constants. o <0 − npo q 0. 2 Q . 7 ) n (6 .2%. The equation is written in terms of the dimensionless Cartesian coordinates 6 . V 6 Z [ (6 . where the eigenvalues 1 2. Let the walls of the channel be maintained at a constant temperature. > 2? 2 > @ + > 2? 2 > A = Pe (1 – A 2 )> > ? . R [ . 0 ≤ 7 ≤ 1. 7 ) = 12 R V V V + R Pe (67 exp X − Y 2 − 7 4) +S . 1 = 1 4 − 1 4 Y − E 1 4 Y 3 Pe−2 . 0. 7 ) = 0 l 1− exp X − Y 2 =1 Pe 6 Z [ ( 7 )m for The series coefﬁcients must satisfy the matching conditions at the boundary: E E H V o E (6 . 1 Q . o >0 q = 0. / ) = 1 + _ ] =1 ` ( c +1) ababa (c +_ −1) ( +1) ababa ( + −1) ` ` is the degenerate hypergeometric function. Y L are roots of V . > 0. Pe. it is convenient to use the following approximate relation to identify the 1 4Y − uvuvu 1 4 Y 3 Pe−2 . Y : (2) The error of this formula does not exceed 0. Y 7 2L . the following asymptotic relations hold: V V V Y are calculated by (2). 7 = 1. = 0. Particular solutions: E E (7 ) = R E +S 7 6 V UWV T R . The corresponding numerical values of the V V V coefﬁcients R are rather well approximated by the relations R V Y = 4(t − 1) + 1. R = 2. 3. = 0 for 6 < 0 and = 0 for 6 > 0. E = 0. 2. V V Y (6 .27 (−1) −1 −7 w 6 Y V for t = 2. and the functions [ 1 (7 ) = exp I − 2 ^ c . 2. @ The Graetz–Nusselt equation. it sufﬁces to consider only half of the domain. h V boundary conditions is sought in the form The solution of the original equation under these V V E (6 . where r = 1 4 − For Pe h i V . 7 ) n H o E For 6 > 0. o >0 V (7 ) is deﬁned by relation (1). 3. F . E 6 h i = g 0 E E 0 0. E (1) E where \ ( 1 .2. = 0. V (6 . for for 6 6 < 0. 4. Pe = G M N O is the Peclet number and G is the ﬂuid velocity at the channel axis (7 = 0). . S . = x y z{t − 1 2 | No results for 4(−1) −1 . 7 ) n V npo q npo q 0. uvuvu . The boundary conditions are written as E H E H E 6 h 7 h 7 = 0. −i .68 (t = 1. 6 (6 . R . o <0 − (6 . 7 ) n V npo 0. 1 = 1. 2| ~ 2 (2 t − 1)2 y < 0 are given here. 3.3. 7 related to the channel half-width M . _ dfe ! 1 2.

: ) = 16 } + } Pe (4 exp − 2 − 4) + . the asymptotic behavior of the solution (as follows: 1 9 39 3 3 ( . C. Kazenin (2001). Deavours (1974). Particular solutions: ( ) = } + ln . = g 0 for for < 0. 0 = 0. ) £ § ¤ ( . where = 1 2 − 1 4 − 1 3 4 Pe−2 . the functions ( ) are deﬁned by relations (1). where the eigenvalues the transcendental equation \ zs are roots of . £¨¤¦¥ For > 0. A. 1. are deﬁned by Here. D. . 2 + 1 + 2 2 = Pe (1 – 2 ) . ~ = 1. and the functions ( ) = exp z − 1 2 2 \ | zs . = 0. ( . ) £ 0. 2 2 Pe 4 8 280 4 Pe = 2 ) is as References: L. A. ) = 0 ¡ 1− exp − 2 =1 Pe ( )¢ for The series coefﬁcients must satisfy the matching conditions at the boundary. ¤ <0 − ( . } . : ) = W } 2 =1 Pe ( ). > 0.3 . the walls be insulated from heat and the temperature vanishes as h − i . } . and D. = 1. Let a constant thermal ﬂux be prescribed at the walls for > 0 and let.4. 4. A. © 2002 by Chapman & Hall/CRC . Polyanin. h 0. ) = 0 ] exp ] } 2 =1 Pe ( ) for < 0. 2 . V.3. 2 | . A.2. The equation is written in terms of the dimensionless cylindrical coordinates . > 0. W. Kutepov. Nusselt (1910). ) £ £¨¤¦¥ 0. ~ ) = + ~ 2− ~ 4+ − . ( . ¤ >0 0. ~ related to the tube radius . . and are arbitrary constants. M. Graetz (1883). = 1 2 − 1 4 − 1 3 4 Pe−2 . 0. This equation governs steady-state heat exchange in a laminar ﬂuid ﬂow with parabolic (Poiseuille’s) velocity proﬁle in a circular tube. Then the boundary conditions have the form H ~ H ~ H H ~ = 0. The solution of the original equation under these boundary conditions is sought in the form ( . h i In the domain of thermal stabilization. = 0 0 for for − . Item 1 ). Pe = is the Peclet number and is the ﬂuid velocity at the tube axis (at = 0). ¤ >0 = 0. < 0 and (1) = where \ ( . = 0. 1. ¤ <0 − ( . ) £ £p¤¦¥ § ¤ £¨¤¦¥ 0. | = 0. A. ) is the degenerate hypergeometric function (see equation 7. for < 0. ( . h −i . . 0. Let the tube wall be maintained at a constant temperature such that for > 0. : ( . The boundary conditions are written as H H = 0 for < 0. > 0. Vyazmin. 1 . = 0. The walls of the tube correspond to = 1.

− . } . À 1 = À 1 (´ . 2 « 5. 2 + 2 2 ¬ = ( ) ¬ . = 1. and the functions µ by the second-order linear ordinary differential equation ± ± ¸ (° ) are determined 2 µ ° 2 + ¶· (° ) + 2 µ = 0. In the domain of thermal stabilization. D. 3.85 (−1) −1 −2 ª 3 for ¨ = 1. « This equation describes steady-state heat exchange in a laminar ﬂuid ﬂow with an arbitrary velocity proﬁle = (~ ) in a plane channel. 0. for < 0. = 0. and are arbitrary constants. A. (1) (2) (´ . A. ² . M. Solution (1) describes the temperature distribution far away from the inlet section of the tube. ° ) are the components of the ﬂuid velocity that are assumed to be known from the solution of the hydrodynamic problem. Deavours (1974). ° ) = + } ¯ exp(− ´ )µ (° ). Particular solutions: ( . = 0 for for < 0. 1 . Polyanin.7 (¨ = 1. and D.3%. Pe 4 24 Pe = ) is as References: C. 3 . it is convenient to use the following approximate relation to identify the : (2) = 4 (¨ − 1) + 2. A. whose maximum error is 0. } . . ) = 4 + 2 − 4 + 2 − . since they are of secondary importance in applications. ° 0 . No results for < 0 are given here. 6. 2 ¹ . ¬ This is an equation of steady-state convective heat and mass transfer in the Cartesian coordinate system. provided that a constant thermal ﬂux is prescribed at the channel walls. The error of this formula does not exceed 0. A.5%. The corresponding numerical values of the coefﬁcients } are rather well approximated by the relations } = 2. ) ¼ « ¬ ¼ ½ + ¿ 2( . Then the boundary conditions have the form § § § § = 0. =µ =1 Here. 2. ) ¼ « ¬ « ¼ ½ . ©v©v© ). ~ ) = } ³ +} ® ¯ 0 (° − ) ( ) ± + ° +² . A. ©v©v© . Kutepov. ° ) and À 2 = À 2 (´ . 3. º 2½ » ¼ ¼ « 2 + ¼ 2½ 2 ¾ ¼ ¬ = ¿ 1( . in the domain of thermal stabilization. © 2002 by Chapman & Hall/CRC . Kazenin (2001).For Pe . > 0. the tube surface be insulated from heat and the temperature vanishes as − . the asymptotic behavior of the solution (as follows: 1 8 7 ( . Vyazmin. Let a constant thermal ﬂux be prescribed at the wall for > 0 and let. Here. 2. V.

Polyanin. P. In plane problems of convective heat exchange in liquid metals modeled by an ideal ﬂuid. P. Cherepanov (1978). 1 2 ½ ¼ Ç + Ç Ø Ú Ø Ø ³ Ø (Ð . ° ) can be expressed in terms of the potential Á = Á (´ . as well as in describing seepage (ﬁltration) streams employing the model of potential ﬂows. Ê ) as 1 Ì Â 1 Ì Â À É = 2 . and D. 2 ¹ . simultaneously with the reduction of the original equation to the form (2). the heat transfer problem of a potential ﬂow about this contour is reduced to the heat exchange problem of a longitudinal ﬂow of an ideal ﬂuid past a ﬂat plate (see equation 7.9. The Legendre polynomials Ø ( Ý ) are given by Ø Þ Û Å=Æ (Ü ) = 1 !2 Ø ß ß Ø Ú Ø Ð Ò +1 2 Ü (Ü 2 − 1) . Kazenin (2001). and À Ë = − sin Ê .. the ﬂuid velocity components À 1 (´ . Vyazmin. A. ° to the new variables Á . and bubbles with a ﬂow of a viscous incompressible ﬂuid. see Lavrent’ev and Shabat (1973) and Sedov (1980)]. By passing in the convective heat exchange equation from ´ . 2Ô = Ò 1Õ 2 Ó Ð Ô exp Ò − Ð 2Ô à =0 (Þ + á )! (Þ − á )! á ! Ð à . Cherpakov (1975). Asymptotic analyses of plane problems on heat/mass exchange of bodies of various shape with laminar translational and shear ﬂows of a viscous (and ideal) incompressible ﬂuid for large and small Peclet numbers were carried out in the references cited below. ¯¯ The general solution satisfying the decay condition (³ Ï 0 as Ð Ï Ñ ) is expressed as Ç ¼ Ç » Ç Å=Æ 7. Gupalo.1: § § § ³ 2³ 2³ Ä 1 § § § + = . M. À É = cos Ê . drops. A. P. Rimmer (1968). G. (2) 2 2 Á Â Á The Boussinesq transformation brings any plane contour in a potential ﬂow to a cut in the Á -axis. The ﬂuid velocity components À É = À É (Ð . 1 ¼ » Ç 2 ½ ¼ + © 2002 by Chapman & Hall/CRC . Item 3 ¹ . A. D. Borzykh and G. Ê ) and À Ë = À Ë (Ð . Consequently.4. Levich (1962). (Ü ) and the modiﬁed Bessel Ø × where the functions Ø Ú Ø Ù +1 2 are arbitrary constants. Ryazantsev (1985).1.2. This equation is obtained from the equation Ì Í Í ³ + Ì ³ + Ì ÎfÎ ³ = Ì Í ³ by the passage to the spherical coordinate system in the axisymmetric case. Kutepov. ° ) and À 2 (´ . Ê ) can be expressed in terms of the stream function Â = Â (Ð . À Ë =− . À 2 = = § Â ´ .2.1. A. In speciﬁc problems. Â (Boussinesq transformation) and taking into account (1). V.1. A. Items 3 ¹ and 4 ¹ ). A.4.g. S. ° ) as follows: § À § Á § ´ § Â ° § Á § ° 1 = =−§ . L. Ç 2 Ç Ç Ç 2 Ç Ç ¾ ¾ ä sin È È È È ¼ ¼ ¼ ¼ ¼ ¼ This equation is often encountered in axisymmetric problems of convective heat and mass exchange of solid particles. Polyanin. V. the potential Á and stream function Â may be identiﬁed by invoking the complex variable theory [e. the solution of the heat exchange problem for a ﬂat plate in a longitudinal translational ﬂow of a viscous incompressible ﬂuid at large Reynolds numbers is presented in 1. Ê ) = Ò 1Õ 2 Ó Ð Ô exp Ò Ð cos Ê 2 Ô ×WØ Ð Ö =0 Ù +1 2 Ò 2Ô Û Ø Û (cos Ê ). ° ) and stream function Â = Â (´ . Ç Ç 2 ¾ 2 sin È ¾ È È Ä È ¼ ¼ ¼ ¼ ¼ ¼ This is a special case of equation 7. (1) The function Á is determined by solving the Laplace equation Ã Á = 0. Reference: P. (1) Ð sin Ê Ì Ê Ð sin Ê Ì Ð 8. Yu. A. D. In the thermal boundary layer approximation.1 ¹ . â ã ½ ½ ½ 1 ¿ æ ¼ » sin È ¼ = ¿ å ¼ + ¼ . References: V. and Yu. we arrive a simpler equation with constant coefﬁcients of the form 7.4. ½ ½ ½ 1 sin È ¼ » sin È ¼ = cos È ¼ – ¼ .8 with = 1.4.

. drops. î is the unperturbed ﬂuid velocity in the incident ﬂow. the stream function is expressed as ë 1 ï ( ì . the unperturbed ﬂuid velocity far away from the particle in the case of translation ﬂow). and the thermal conductivity or diffusion coefﬁcient . the solution of the convective heat/mass transfer equation with the boundary conditions (2) for Pe = î ï ñfò ó 1 in the diffusion boundary layer approximation is given by ô (ì . where erf ö is the error function. ö = ÷ 3 8 Pe ø ì ï − 1ù ú 1 − cos í 2 − cos í . The convective terms on the right-hand side are partially preserved—the ﬂuid velocity components are approximated by their leading terms of the asymptotic expansion near the phase surface. ï the bubble radius (the value í = ð corresponds to the front critical point at the bubble surface). and ê the temperature ê ê far away from the particle ( 0 and are constant). the stream function is expressed as ë 2 ì ( ì − ï ) sin í . in this case.Asymptotic analyses for a wide class of axisymmetric problems on heat/mass exchange of Ä solid particles. í ) = ô 0 + (ô õ −ô 0 ) erf ö . Ö Convective mass transfer problems are characterized by large Peclet numbers. The following boundary conditions are usually speciﬁed: ê = ê 0 at Ð = è . For the translational Stokes ﬂow of a viscous incompressible ﬂuid about a spherical bubble. ö ) = £ ¤ 0 . Example 2. the left-hand side of the equation takes into account only the diffusion mass transfer in the normal direction to the particle surface (the tangential mass transfer is neglected). í ) = ô 0 + (ô õ −ô 0 ) ûpü ý 1 3 þ ÿ −1 ¡ ý 1 . í ) = 1 2î Here.g. ê 0 the temperature at the particle surface. Presented below are some important results obtained by solving the original equation under the boundary conditions (2) in the diffusion boundary layer approximation. The Peclet number is written in terms of the characteristic velocity ç (e. Example 1.ö 3 þ . the solution of the convective heat/mass transfer equation with the boundary conditions (2) for Pe = ï ñfò ó 1 in the diffusion boundary layer approximation is given by î ô (ì . where ü (¢ ) is the gamma function and ¡ (¢ . In this case.g. For the translational Stokes ﬂow of a viscous incompressible ﬂuid about a solid spherical particle. the radius for a spherical particle). the notation is the same as in the case of a bubble above. the diffusion boundary layer approximation is often used. 4 ì Here.. (ì . ê Ï ê as Ð Ï Ñ . í ) = î ( ì − ï )2 ø 2 + ù sin2 í . (2) Ö where è is the particle radius. For a solid particle. To solve such Ö problems. ö = Pe ( ì − ï )3 sin3 í 3ï 3 ý ð − í + 1 sin 2 í 2 þ . and bubbles of various shape with a laminar translational or straining ﬂow of a viscous incompressible ﬂuid at large and small Peclet numbers Pe = ç è é are performed in the books cited below. Ä è the characteristic size of the particle (e.

D. ¥ − ¦¨§ © −1 ¨§ is the incomplete gamma function. M. Kazenin (2001). A. Polyanin. Equations of Heat and Mass Transfer in Anisotropic Media â 1. G. A. 7. Gupalo. 1 ( ) = and 2 ( ) = are the principal thermal diffusivities. S. A. and D. © 2002 by Chapman & Hall/CRC . Ryazantsev (1985). Kutepov. References: V.4. + = 0.3. A. V. P. This is a two-dimensional equation of the heat and mass transfer theory in a inhomogeneous anisotropic medium. D. Here. Levich (1962). and Yu. Vyazmin. Polyanin. A. Yu.

the solutions of some boundary value problems may be obtained by separation of variables. ( . = 1. The solution of equation (3) is given by 2 ( ) = 67 79 8 1− 2 1− 2 2− 2 2− 2 2− 2 2− 2 (3) (4) : " 1 . + ( # . < ( G ) and A < ( G ) are the Bessel functions. = 0.. Particular solutions ( . . > 0. ( 3 5 . H =¨I : " 1 C¨H =?I 2− 2 2− 2 @ + " 2 A H =?I @ + " 2 D H =?I I = 2− 2 2− 2 @ B @ B 1| for for 1 1 < 0. 4 . ! . where " 1 and " 2 are arbitrary constants. The sum of solutions of the form (2) corresponding to different values of the parameter 1 is also a solution of the original equation. # 3 . 2− (2 − & ) ' (2 − % ) − +! .4 = − 1 2 . (1) The general solution of equation (1) is given by # (( ) = 0 " 1 ( 1− 1 + " 2 " 1 ln ( + " 2 where " 1 and " 2 are arbitrary constants. and C < ( G ) and D < ( G ) are the modiﬁed Bessel functions. ) = 2 ( )3 ( ). The solution of equation (4) is expressed as 3 ( ) = 67 79 8 1− 2 1− 2 : " 1 . There are multiplicatively separable particular solutions in the form ( . The function # = # (( ) is determined by the ordinary differential equation # . ) = 1− + ! 1− $ 2− +" . = 4−% & . < 0. For % ≠ 2 and & # ≠ 2.3. See equation 7. " are arbitrary constants): # # # ( . < =?> : " 1 C?< =¨> E @ + " 2 A < =?> @ + " 2D > < =?> @ B @ B 1| for for 1 1 > 0. for K = 0. 2 . ) . (2) where 2 ( ) and 3 ( ) are determined by the following second-order linear ordinary differential equations ( 1 is an arbitrary constant): ( 2 4. 1+ 2 ( = ) (2 − & )2 2− + (2 − % )2 2− * . . (2 − % )(2 − & ) for for ≠ 1. ) . ) = ( . 2−% = 2 2−% F | . J = |1 − & | . Item 4 ./ .1 . where " 1 and " 2 are arbitrary constants.3. © 2002 by Chapman & Hall/CRC . 2−& 2 2−& F | . = |1 − % | .-. there are particular solutions of the form = # (( ). ) = 1− 1− +! .5 = 1 3 .4.

4. L This is a two-dimensional equation of the heat and mass transfer theory with a linear source in an inhomogeneous anisotropic medium. h = g (2 − ] )(2 − & ) (2 − ] )2 (2 − & )2 The general solution of equation (1) is given by Y = ^ ^ (_ ) = _ (_ ) = _ 1− i 2 1− i 2 jlk 1 m n o _ p jlk 1 t?n o _ u h |h | q + k 2r n o_ p | h | q s q s for h for h < 0. L This is a two-dimensional equation of the heat and mass transfer theory with constant volume release of heat in an inhomogeneous anisotropic medium. # 2 . Q W = 0. = 1. © 2002 by Chapman & Hall/CRC . > 0. 1 and 2 are arbitrary constants. 3. q + k 2v n o _ u h k k where w = 1 2 |1 − g |. + ( # . Y ordinary differential equation The function ^ = ^ (_ ) is determined by the ^ f/ e-e f + g _ ^ fe =h ^ . =! . (2 − % )(2 − & ) (2 − % )2 (2 − & )2 The general solution of equation (2) is given by = # (( ) = 67 " 79 8 " 1 ( 1− 1 + " 2 + 2( 1 S +1) ( 2 1 for for for ≠ T 1. 1 . and t?n ( x ) and v n ( x ) are the modiﬁed Bessel functions. The substitution ( . 1+ 2 ( = ) (2 − & )2 2− + (2 − % )2 2− * ..1: V V N [ N L Q L [ W V U W + V X . m n ( x ) and r n ( x ) are the Bessel functions. 1 \ .3. 1 ( ) = and 2 ( ) = are the principal thermal diffusivities../ . = −1. ) + V V K (2 − % ) X Z N Y V U V X 2− leads to a homogeneous equation of the form 7. Here. ) = U ( . (1) where 4−] & 4K . ≠ 2. X Z c 1d 2 _ = ` (2 − & )2 a 2− b + (2 − ] )2 2− . For % ≠ 2 and & # L M N O M P L Q L M + L L N L Q L =R . (2) (3) where 4−% & 4K . For ] ≠ 2 and & ^ L M N O M P L Q L M W + L L [ =R ≠ 2. (1) The function # = # (( ) is determined by the ordinary differential equation # . ! = . there are particular solutions of the form = ^ (_ ). . 2. there are particular solutions of the form = # (( ). . ln ( + " 2 2 + 1 2! " 1( +" 2 + 1 4! ( 2 ( 2 ln ( where " 1 and " 2 are arbitrary constants.

£ ) = ¤ (¢ )¥ (£ ). There are multiplicatively separable particular solutions of the form ¡ (¢ . where ¤ (¢ ) and ¥ (£ ) are determined by the following second-order linear ordinary differential equations ( ¦ 1 is an arbitrary constant): ( § ¢ ¨ ¤ © ) © = ¦ 1¤ .2 . ( .

( . Item 3 .1. (2) The solutions of equations (2) are expressed in terms of the Bessel functions (or modiﬁed Bessel functions).4. see equation 7. where (¢ ) and (£ ) are determined by the following second-order linear ordinary differential equations ( ¦ 2 is an arbitrary constant): ( § ¢ ¨ © ) © − = ¦ 2.£ ¥ © ) © = ( − ¦ 1 )¥ . 3 . There are additively separable particular solutions of the form ¡ (¢ .3. £ ) = (¢ ) + (£ ).

£ © ) © − .

which admits separable solutions of the form ¡ ( . ( + ) " + # ( + s)% =& . ) = ) 2 ( ). = − ¦ 2. 4. The transformation (speciﬁed by A. I.2: ' ! + $ # ¡ § ' ¨ ' . 4 .4. (3) The solutions of equations (3) are expressed in terms of the Bessel functions (or modiﬁed Bessel functions). + ! # ) " + . Zhurov. £ 2− 2 = sin . leads to the equation 2¡ 2 4− 1 ¡ 1 2¡ 2 ( + + 2 2 − 2 (2 − )(2 − ) ! $ # ! # " − − ) cos 2 + ( − ) ¡ (2 − )(2 − ) sin 2 1 ( = 4 ¡ . where ¦ 2 = § (2 − )2 and 2 = (2 − )2 . 2001) ¢ 2− 2¨ = ¦ cos . ) = £ + * leads to an equation of the form 7. The transformation ' = ¢ + ( .3.

4. 5. + ) + . ) = £ + * leads to an equation of the form 7. The transformation ' = ¢ + ( .3: ' .. ( + ) " + # ( + s)% =& . + § ' ¨ ¡ ' .) ! ¡ ) .3. =. / ! + .

© 2002 by Chapman & Hall/CRC .) ¡ ) . § 1 (¢ ) = § 243 and § 2 (£ ) = 5 2 6 are the principal thermal diffusivities. This is a two-dimensional equation of the heat and mass transfer theory in an inhomogeneous anisotropic medium. Here.0 1 ! + # . $ . + # = 0. = ¡ . 6.

£ ) = ¦ § 8 2 + 2 −6 − 6 +7 .1 . . ( 8 ¢ + 1) 2 − 3 + . Particular solutions ( ¦ . 7 are arbitrary constants): ¡ ¡ ¡ ( ¢ . − ¦ 9 2 . £ ) = ¦ 2 −3 (¢ .

2< . The solution of equation (3) is given by ¥ (£ ) = : . is 6 where * = −(2 D 9 ) E | ¦ 1 | D . 1 7. $ .4.3. © 2002 by Chapman & Hall/CRC . 7 1 and 7 2 are arbitrary constants. 2< . 2 ?5A − .0 1 ! + # . 2? 2 −3 7 1 B 1 > ( 2 −3 +7 +7 2@ 1 > ( 2 2C 1> ( 2 − . 2? 2 −6 7 1 B 1 > *G2 − 6 +7 +7 2 @ 1 > *G2 2C 1 > *G2 − . + # =& ! . + § 2 3 H ¢ . The sum of solutions of the form (1) corresponding to different values of the parameter ¦ also a solution of the original equation. £ ) = ¤ (¢ )¥ (£ ). = 0. This is a two-dimensional equation of the heat and mass transfer theory with constant volume release of heat in an inhomogeneous anisotropic medium. See equation 7.3. The substitution ¡ (¢ . 2? 2 −6 7 1 = 1 > *G2 − 6 .. Item 3 . £ ) = ¦ 2 −3 2 . 2< . £ ) − ( 8 ¢ + 1) 2 − 3 2 § 8 leads to a homogeneous equation of the form 7. and B 1 ( F ) and C 1 ( F ) are the modiﬁed Bessel functions. . for = 0. 3 .4.. > 0.6: ¢ . 2 ?5A 3 for ¦ for ¦ 1 1 > 0. Here. / ! + . The solution of equation (2) is given by ¤ (2) (3) (¢ ) = : . 8. ( 9 £ + 1) 2 − 6 + . ( ¢ . 7 1 and 7 2 are arbitrary constants. This is a two-dimensional equation of the heat and mass transfer theory with a linear source in an inhomogeneous anisotropic medium. 2? 2 −3 7 1 = 1 > ( 2 −3 . 2 ?5A 6 for ¦ for ¦ 1 1 < 0. + £ + 52 6 H £ . ( 52 6 ¥ © ) © = ¦ 1 ¥ . 2 ?5A − . = 1 ( F ) and @ 1 ( F ) are the Bessel functions. 3 where ( = −(2 D 8 ) E | ¦ 1 | D § . § 1 (¢ ) = § 2 3 and § 2 (£ ) = 52 6 are the principal thermal diffusivities. There are multiplicatively separable particular solutions of the form ¡ (¢ . < 0. $ . + # =& . / ! + . 2< . (1) where ¤ (¢ ) and ¥ (£ ) are determined by the following second-order linear ordinary differential equations ( ¦ 1 is an arbitrary constant): ( § 2 3 ¤ © ) © = − ¦ 1 ¤ .8. £ ) = H (¢ .0 1 ! + # .

2 2 I = > . = . I The function ¡ = ¡ (I ) is determined by the ordinary differential equation 1¡ K 4 ¡ KLK ¡ ©J© − © = .1 . For 8 9 ≠ 0. there are particular solutions of the form ¡ = ¡ (I ).

Zhurov. see 7. 2 . . 2001) 2 − . 3 .4. For the solution of this equation. I. 2 § .12 with (¢ ) = § 2 3 and (£ ) = 52 6 . The original equation admits multiplicatively (and additively) separable solutions.4.3. The transformation (speciﬁed by A. See equation 7.3 (Item 1 for ¦ = −1).3.9 2 − 2 3 +§ 8 2 − 2 6 )1 2 .

. For ≠ 2 and 8 ≠ 0. 2¡ ¡ 2 − + 2 2 − 2 cot 2 = 4 ¡ . 2 − . which admits separable solutions of the form ¡ ( . ! $ . + # =& . + . 1 ! ! 9. § (2 − )2 .8 9 3 = ¦ cos . = + . 1 . 2 6 = sin . there are particular solutions of the form ¢ 2− ¨ 2 −3 ¡ 2 = ¡ ( ). ) = 1 ( ) 2 ( ). + .

2 2− where ¦ 2 =§ 8 2 and 2 = .8 2 The function ¡ = ¡ ( ) is determined by the ordinary differential equation 2¡ 1 ¡ + = 4 ¡ .

3. 3 .3 (Item 1 ).4.4. ) = 1 ( ) 2 ( ). = § (2 − ) and 2¡ 2 ! 2 2 = . Zhurov. The transformation (speciﬁed by A. 2 . The original equation admits multiplicatively (and additively) separable solutions. 2¡ 2 2 ¡ 1 2 −23 = sin . where ¦ 2 2 (1 − ) cos 2 + 1 ¡ 2− 2 (2 − ) sin 2 which admits separable solutions of the form ( . See equation 7. 2001) 1 ¢ 1− 2 ¨ = ¦ cos . = 4 ¡ .12 with (¢ ) = § ¢ ¨ and (£ ) = 52M3 . I. see 7.9 . leads to the equation 2¡ 2 1 ¡ 2 1 For the solution of this equation.3.

8 . leads to the equation 1 ¡ 2 + + 1 − ON 10. V 3. ( ) " + ¡ ¡ ¡ ¡ 2 3 2! # 2 = 0. (¢ ) = P S Q ¢ (¢ ) . V 4. 7 1¢ + 7 3 ¢ (¢ ) Q (¢ ) + 7 (¢ ) + 7 and V +7 2 3R 3R (¢ ) + 7 (¢ ) + 7 4. 1R +7 4 −2P 1 P [7 (¢ ) (¢ ) + 7 2] Q ¢ T Q U . Particular solutions: =7 =7 = [7 = [7 1£ 1£ 1R 1R +7 +7 2£ 2£ −2P − 6£ P 2 ]£ 2 ]£ 5 +7 +7 R 4. © 2002 by Chapman & Hall/CRC . are arbitrary constants. 4. where V 1. 7 1¢ + 7 3 ¢ (¢ ) Q 1 . V 2.

and ] are arbitrary constants. c i ( )=k U )=h ( )+j U − 2 m (2 m − 1) k . U where V 1 . where h 11. j . Particular solutions with odd powers of a : e e U = c ( )a U 2 +1 . 1). A linear combination of these solutions is also a solution of the original equation. Particular solutions: X X X e e ( . ( . Separable particular solution: X = (V 1Y Z [ +V 2Y − Z [ )\ ( ). where the functions g e e e g g c −1 ( = ( )=h U U g ( ) are deﬁned by the recurrence relations U e c i i ( )+j U e . where h and j are arbitrary constants ( m = o .a ) = h 2 k 3 k U l U ^ ( ) U ^ l U 2 k ( ) U l (a ) +j 3. Particular solutions with even powers of a : X e e U dfe e e = c =0 g ( )a U 2 . X 3 W . 2. and V 1 are arbitrary constants. c i ( )=k U )=h ( )+j U − 2 m (2 m + 1) k . ppp . Separable particular solution: U = \ ( ) is determined by the ordinary U = [V 1 sin( ] a ) + V 2 cos( ] a )] b ( ). The functions ^ = ^ ( ) and z = z (a ) are the principal thermal U diffusivities. 1). V 2 .2 W . ( ) U 1 k ^ ( )n ^ l U ) U e ( ) U l U T l U . ppp .a ) = h U U U 1 k ^ l U ( ) U +j −h k z 1k z a z a l a (a ) (a ) l a +V +j 1. 1 W .a ) = h ( . where the h . U where V 1 . ( ) U 1 k ^ ( )n ^ l U U g e e ( ) U l U T l U . and the function \ differential equation [ ^ ( ) \ ` _ ] `_ + ] 2 \ = 0. This is a two-dimensional sourceless equation of the heat and mass transfer theory in an inhomogeneous anisotropic medium. 4 W . X de e ) =0 5 W . q q r and j r are arbitrary constants ( m = o . V 2 . © 2002 by Chapman & Hall/CRC . and the function b = b ( ) is determined by the ordinary U differential equation [ ^ ( ) b ` _ ] _` − ] 2 b = 0. and ] are arbitrary constants. where the functions ) e e e ) ) c −1 ( = ) ( ) are deﬁned by the recurrence relations ( )=h U U e c i i ( )+j U e . + q v q w syx ( )q u sOt q r ( )q u w q w v = 0.

^ [ [ = ^ ( ). U U (1) where { ( ) and | (a ) are determined by the following second-order linear ordinary differential U equations ( h is an arbitrary constant): ( ^ { _` ) _` = h { . There are multiplicatively separable X ( . (2) The sum of solutions of the form (1) corresponding to different values of the parameter h in (2) is also a solution of the original equation (the solutions of some boundary value problems may be obtained by separation of variables). a ) = ( ) + (a ). There are additively separable particular X ( . q q r sOt ( )q u r q r v + q q w syx ( )q u w q w v =} u . 2. a ) = { ( )| (a ). (a ) = − V (a ) where h 1. the solutions of these equations can be represented as ( )=V k i U U l U +h 1k ^ ( ) U a a k l +h 2k z (a ) ^ l U l z ( ) U a +j +j 1. U U (1) where { ( ) and | (a ) are determined by the following second-order linear ordinary differential U equations ( h is an arbitrary constant): ( ^ { _` ) _` = h { . There are multiplicatively separable X ( . a ) = { ( )| (a ). (z | _ ) _ = ( ~ − h ) | . i i _ _ (z ) − ~ = − V . (2) The sum of solutions of the form (1) corresponding to different values of the parameter h in (2) is also a solution of the original equation. U = z (a ). © 2002 by Chapman & Hall/CRC .particular solutions of the form 2 W . solutions of the form 2 W . and j 2 are arbitrary constants. ^ [ [ = ^ ( ). U i U where ( ) and (a ) are determined by the following second-order linear ordinary differential U equations i ( V is an arbitrary constant): ( ^ `_ ) _` − ~ =V . ^ z [ [ = ^ ( ). j 1. The functions ^ = ^ ( ) and z = z (a ) are the principal thermal U diffusivities. particular solutions of the form 1 W . U z = z (a ). 12. h 2. In the special case ~ = 0. the solutions of some boundary value problems may be obtained by separation of variables. U z = z ( a ). This is a two-dimensional equation of the heat and mass transfer theory with a linear source in an inhomogeneous anisotropic medium. (z | _ ) _ = − h | .

j . a ) = yh sin(3 ] U U U y ) a yV 1 3 (2 ] a 3 2 ) + 1 3 (2 ] a 3 2 ) . w 2 q q r u 2 + q 2 u q w 2 = 0. and ] are arbitrary constants. 1). (1964). j . X X 1 W . V . Babich. et al. j . l where h and j are arbitrary constants ( m = o . B. 1 W . V . e where the functions { e { c ={ a c (a ) are e deﬁned bye the recurrence relations e . and −a )+j ( U U +V a + . Kapilevich. X de U 2 W . and +V a + . V . w q q r u 2 + q u q w 2 = 0. For a < 0. Particular solutions: where h . e where the functions | e | c =| a c (a ) are e deﬁned bye the recurrence relations e . ) + j cos(3 ] U Reference: V. see also equation 7. the change of variable a = − leads to an equation of the form 4. Particular solutions with even powers of : e e = c { =0 (a ) U 2 . X and j are arbitrary constants ( m = o . ppp . . For a > 0. G.4. 3 3 − a 3 ) + V (6 a U U e e 2 − a 4 ).7.4. | c −1 ( a (a ) e =h +j )=h a +j − 2 m (2 m + 1) k [ 0 (a − )| ( ) . are arbitrary constants.4. 2 2 U ) a yV 1 3 (2 ] a 3 2 ) + 1 3 (2 ] a 3 2 ) . U (o + 1)(o + 2) U c X 2h =h a 2− a +3 . U (o + 2)(o + 3) c are arbitrary constants. 1). Tricomi equation. Other Equations Arising in Applications 1. where h . It is used to describe near-sonic ﬂows of gas. M. and 1 3 ( F ) and 1 3 ( F ) are the modiﬁed Bessel functions. ) + j cosh(3 ] U X Separable particular solutions: ( . ppp . l where h 4W . 2.4. 1 3 ( F ) and 1 3 ( F ) are the Bessel functions. a ) = yh sinh(3 ] ( . X U d e e | =0 3 W . U (o + 1)(o + 2) c X 6h +2 =h 3− a . { c −1 ( a (a ) e =h +j )=h a +j − 2 m (2 m − 1) k [ 0 (a − ){ ( ) . M. S. Mikhlin.2 with o = 1. Particular solutions: X X =h U a U +j 2 = h (3 where h .11 with o = 1. 2h =h 2− a +2 .3.3. U a U =h +j © 2002 by Chapman & Hall/CRC . Particular solutions with odd powers of : e e e = c (a ) U 2 +1 . 5 W .

y The solutions of some boundary value problems can be found in the ﬁrst book cited below. 2 − 2~ . 0 . Particular solutions with odd powers of : = where the functions | e | de e (a ) U 2 +1 . M. l where h and j are arbitrary constants ( m = . . Separable X X ( . is any number. . G. M. − ¤ 0¥ 2 ¡ . 2 1 Here. ppp . ( F ) and ( F ) are the Bessel functions. = 2 2 2 ( 2 − . ¤ 0 > 0). and ] are arbitrary constants. where h . j . B. et al. and ( F ) and ( F ) are the modiﬁed Bessel functions. 1). a 0 ) = m 1 ( 1 ) (~ . (1964). =| a (a ) are deﬁned by the recurrence relations e e e e [ (a ) = h e +j . Polyanin (2001a). 0 and ¤ 0 are arbitrary constants. ( . . a 0 ) = m 2 ( 1 ) (1 − )1−2 (1 − ~ . a . Particular solutions with even powers of : X e e U = { =0 dfe e e (a ) U 2 . 1). A. D. 5 W . Mikhlin. (2 − 2~ ) 2 £ £ £ 2 (1 − ~ where (~ ) is the gamma function. . The fundamental solutions satisfy the conditions ¦ § 1 ¨ =0 ¨ § = 0. ) a V (] a ) + ( ] a ) . © 2002 by Chapman & Hall/CRC . particular solutions: 4 W . ppp . 1 − ). = 1 2 ( o + 2). 1 − ~ . ~ . 1 − ). l where h and j are arbitrary constants ( m = . where the functions { e { ={ a (a ) are deﬁned by the recurrence relations e e e e [ (a ) = h e +j . a . 2~ . S. a ) = h sinh( ] ( . 2 ¨ =0 ¨ § =0 ( and 0 are any. X e e U e | =0 3 W . Kapilevich. Babich.2 W . Fundamental solutions (for a > 0): X 1 ( 2 − . V . 0 . +2 +2 m 1 m 2 = = 1 4 4¢ o + 2 ¡ 1 4 4¢ o +2¡ 2 £ 2 £ 2 (~ ) . | −1 ( a )=h a +j − 2 m (2 m + 1) k (a − ) | c ( ) . is any number. ~ = o 2(o + 2) . ) is the hypergeometric function and 2 1 2 = ( − 0 )2 + = ( − 0 )2 + 4 a (o + 2)2 c 4 (o + 2)2 ¤ ¥ +2 2 +2 2 + a 0c 2 ¡ . Reference: V. a ) = h sin( ] U U U U ) + j cosh( ] ) + j cos( ] U U ) a V 1 2 1 2 (] a ) + 1 2 1 2 ( ] a ) . (2~ ) ) . { −1 ( a )=h a +j − 2 m (2 m − 1) k (a − ) { c ( ) .

3 ¬ .1.2 and 8.4. Then the functions ¯ ® deﬁned by the relations ¯ ® ¯ ® ¯ ® ¦ 2 ¦ 2 ¤ = 0. Aksenov (2001). = = = 2 F ¦ ® ¦ . For ≠ 1. Suppose ® = ® ( . ¤ = 1− ® leads to an equation of the form 7. − 2 + (F 2 ¦ ® ) ¦ F + F ® are also solutions of this equation. q u q r 2 + ( )q t r ¸ ¸ 2 u q w 2 = 0. ± 2. 4 4´ − 2± − 6± 4¤ 1² ² ³ (´ − µ ) ¶ (µ ) · µ + ± ³ 5. Elliptic analogue of the Euler–Poisson–Darboux equation. F ) is a solution of the equation in question for a ﬁxed value of the parameter . 1 ¬ . q 2 u q © 2 + ª © q u q © + q 2 u q « 2 = 0.4.2. is any number. Particular solutions: =± =± =± = (± 1 ¤ 1¤ 1¤ 1´ 2 +± +± +± +± 2¤ 2 ¤ 2´ ¤ 2 )¤ 3 3¤ 3¤ +± +± +± 4. ± 5. − 2 2 = ( = = 1 F ¦ ® ¦ ¦ ¦ −F ¦ ® ) ¦ ¦ ® ¦ F + ( − 1) F ® . V. F ) is a solution of the equation in question for a ﬁxed value of the parameter . +± +± +± 2 1 ¬ . 3 1¤ 5´ (´ − µ ) ¶ (µ ) · µ + ± 1µ +± 3´ ¤ 6 +± +± − 2 ² ³ (´ − µ )( ± +± 2)¶ (µ ) · µ + ± 6.1: ¤ 2® 1− ® ¦ 2 ¦ 2 + 2 ¬ . . see Subsections 8. For = 1. Reference: A. one can construct solutions of the equation with other values of the parameter by the formulas y 2− ® = ® = = ® −2 ® −2 ® −2 ® +2 ® +2 ® +2 −1 ® ¦ ® ¦ ¦ ® F ¦ 2 . + ( − 1) ® .3. the transformation = (1 − ) F . F ¦ ® ¦ ¦ ¦ + ® ¦ ® F ¦ F . ± 3. F ). and ± are arbitrary constants. where ± 1. ¦ ® ¦ F + 2F + ® . 2 + 2 ¦ ® F ¦ F + ° 2 − ( − 1) F 2 ® . ± 4. 5. Using this ® . 2 4. ® − = ¦ 2−F 2 ® ¦ ¦ ® ¦ F . Suppose ® = ® ( .3 with = ( . © 2002 by Chapman & Hall/CRC .

and is any number. Equations of the Form Ö (× ) Ø Ø 2Ù × 2 + Ø 2Ù Ø Ú 2 + Û (× ) Ø Ø Ù × + Ü ( × )Ù = – Ý (× . and ¼ are arbitrary constants. Separable particular ¸ = [± 1 sin( ¼ ¤ ) + ± 2 cos( ¼ ¤ )] ¾ (´ ). É −1 ( ´ )=Ä ´ +Å − 2 Æ (2 Æ + 1) ² ³ ( ´ − µ ) ¶ ( µ ) É (µ ) · µ . where Ä 5. )q Ì + q Í q Î ÊOË 2( r ÔyÕ This equation is encountered in the theory of vibration of inhomogeneous membranes. V.4. q q r ÊOË and Å 1( are arbitrary constants ( Æ = Ç . D. Ú ) 7. ³ ³ solution: 3 ¬ . where the functions Á À = Á ´ Ã (´ ) are deﬁned by the recurrence relations À À À À (´ ) = Ä Á Ã À +Å Ã . Statements of boundary value problems. where ± 1 . Akulenko and S. Nesterov (1999). is any number. Reference: L. 1). 1). where Ä and Å are arbitrary constants ( Æ = Ç . ³ even powers of ¤ : 4 ¬ . 7. ppp . ppp . Separable particular solution: ¸ = (± § 1¹ º +± 2¹ − § º ) » (´ ). The article cited below presents an algorithm Á É for accelerated convergence of solutions to eigenvalue boundary value problems for this equation.5. Its separable solutions are sought in the form ¸ (´ .4. Consider two-dimensional boundary value problems for the equation Þ 2¸ 2¸ (´ ) ß ß ´ 2 + ß ß Â 2 + à (´ ) ß ß ¸ ´ + á (´ )¸ = − â (´ . Â ) (1) © 2002 by Chapman & Hall/CRC . where the functions É À = É ´ Ã (´ ) are deﬁned by the recurrence relations À À À À (´ ) = Ä É Ã À +Å Ã . and the function » differential equation » ½J½ + ¼ 2 ¶ (´ ) » = 0. Relations for the Green’s function. and ¼ are arbitrary constants.2 ¬ . Particular solutions³ with ¸ À À ¿fÀ À À = ¥ =0 Á (´ )Â 2 . Particular solutions with odd powers of Â : ¸ À À = Ã =0 É (´ )Â 2 +1 .5-1. q r Î )q Ì q Î Í + Ï ÐÒÑ 1 ( ) + Ñ 2 ( )Ó r Î Ì = 0. ± 2 . ¿À À À 5 È . and the function ¾ = ¾ (´ ) is determined by the ordinary differential equation ¾ ½J½ − ¼ 2 ¶ (´ ) ¾ = 0. Â ) = (´ ) (Â ). Á −1 ( ´ )=Ä ´ +Å − 2 Æ (2 Æ − 1) ² ³ ( ´ − µ ) ¶ ( µ ) Á (µ ) · µ . = » (´ ) is determined by the ordinary where ± 1 . ± 2 .

the ﬁrst inequality in (9) holds if á (í ) ≤ 0. (3) Here. ò (í ) = − Þ ) exp (í ) Þ ÊOì à (í ) í (í ) î Í . (7) possesses the following properties: 1 È . ppp are real and ð 2 È . à (´ ). | ã 2 | + | Æ 2 | > 0. | ã 1 | + | Æ 1 | > 0. 2 as Ç Ã ó ô ó ô . there are no negative eigenvalues. ¼ Ã ). the Green’s function can be represented as ä (´ . ð 2 . in this case. ï Ã Equation (5) can be rewritten in self-adjoint form as [ñ (í ) ½ ] ½ + [ ð ç (í ) − ò (í )] = 0. ½ é 1 ã ï ï ½ 2é ï ã (5) (6) (7) −Æ + Æ 2é 1é = 0 at í í ï= 0 at =é í 1 . We assume that the coefﬁcients of equation (1) and the boundary conditions (2) meet the requirement Þ (´ ). Â . ppp } is orthogonal on the interval í (í ) í = 0 for Ç ≠ ö . î ≤í ≤í 2 with é é ç (í ) é ò (í Ã (í ) é õ ã 3 È . = í 2. æ ) = ç (å ) è Ã =1 é ¿ (´ ) Ã ê ê é Ã é (å ) Ã2 ë Ã (Â . for é example. The system of eigenfunctions { 1 (í ). All eigenvalues ð 1 . the summation in (3) must start with Ç = 0. Þ > 0. æ . If the conditions ì ï 1 ï ) ≥ 0. (6). å . é where the functions ñ (í ) and ò (í ) are given by ï ï ñ é á (í (8) (í ) = exp Þ ÊOì à (í ) í (í ) î Í . 1 2 (í ). (2) and different boundary conditions in Â . ç 1 (´ ) = Þ exp (´ ) Þ ÊOì à (í ) í (í ) î Í . 1Æ 1 ≥ 0. © 2002 by Chapman & Hall/CRC . weight ç (í ). î (4) and the ð and (í ) are the eigenvalues and eigenfunctions of the homogeneous boundary value ï Ã problem for differential equation Ã the ordinary é Þ Ã (í ) ½J½ + à (í ) ½ + [ ð + á (í )] = 0. The eigenvalue problem (8). ã ã ß ³ ¸ 2 ß ³ 1 ¸ − Æ 1 ¸ = ¶ 1 (Â ) at + Æ 2 ¸ = ¶ 2 (Â ) at ´ = ´ 1. á (´ ) are continuous functions (´ 1 ≤ ´ ≤ ´ 2 ). é é The functions ë for various boundary conditions in Â are speciﬁed in Table 25. In the other cases. ã 2Æ 2 ≥0 (9) are satisﬁed. that is. and ç (í ) is deﬁned in (4).with general boundary conditions in ´ . if conditions (9) are satisﬁed. If ò ≡ 0 and Æ 1 = Æ 2 = 0. then the least eigenvalue is ð 0 = 0 and the corresponding eigenfunction is 0 = const. ê é Ã ê 2 = ì 1 2 ç ï (í ) é 2 (í ) í . In the general case. ´ = ´ 2. all eigenvalues are positive.

cosh(÷ ¢ ) cosh[÷ ¢ ( ¥ − æ )] for æ > = 0. sinh(÷ ¢ ) for æ > cosh(÷ ¢ æ ) for > æ . ð Ã ) <Â < ô ô 1 −û ü | þ − ÿ | 2û ü ý ¡ û ü 1 0≤ < 0≤ < ô ß þ ù ß ô ù = 0 for = 0 þ ù ý −û üGþ −û üGÿ −û üGþ ¡ ý ý ý sinh(÷ ¢ æ ) for > æ . é Green’s function of the two-dimensional third boundary value problem (1)–(2) augmented The by the boundary conditions ß ß ù − £ 3 ù = 0 at = 0. sinh(÷ ¢ ) cosh[÷ ¢ ( ¥ − æ )] for æ > Subsection 1.9 presents some relations for estimating the eigenvalues ð ¢ and eigenfunctions ¢ (í ). sinh(÷ ¢ ) sinh[÷ ¢ ( ¥ − æ )] for æ > cosh(÷ ¢ æ ) cosh[÷ ¢ ( ¥ − )] for > æ . =¥ = 0.8. ß ù ß + £ 4 ù = 0 at =¥ is given by relation (3) with . æ . [÷ ¢ cosh(÷ ¢ ) + £ 3 sinh(÷ ¢ )] for æ > sinh(÷ ¢ æ ) sinh[÷ ¢ ( ¥ − )] for > æ .* Notation: ÷ Ã =ø ð Ã Domain − ô Boundary conditions |ù | < for Â ô ó ù ú ô Function ë Ã (Â . cosh(÷ ¢ ) for æ > = 0 for = 0 ¡ ý ý û ü 1 −û üGÿ 0≤ < 0≤ ≤ ¥ 0≤ ≤ ¥ − £ 3 ù = 0 for = 0 û ü (û 1 ü +¤ = 0 at ù = 0 at ß ß þ ù þ ù ù −û üGþ −û üGÿ 3) [÷ ¢ cosh(÷ ¢ æ ) + £ 3 sinh(÷ ¢ æ )] for > æ . =¥ ¡ ¦ ) 1 û ü sinh(û ü = 0 at = 0 at ¡ 1 û ü sinh(û ü§¦ ) 0≤ ≤ ¥ ß = 0 at þ ù = 0 at ¡ 1 û ü cosh(û ü ¦ ) sinh(÷ ¢ æ ) cosh[÷ ¢ ( ¥ − )] for > æ .The functions ë Ã TABLE 25 in (3) for various boundary conditions. =¥ = 0.

ð ¢ ) = ¨©© © ©© © . ë ¢ ( . æ .

÷ ¢ ÷ ¢ cosh(÷ ¢ ) + £ 3 sinh(÷ ¢ ) ÷ ¢ cosh[÷ ¢ ( ¥ − )] + £ 4 sinh[÷ ¢ ( ¥ − )] .

÷ ¢ ÷ ¢ ( £ 3 + £ 4) cosh(÷ ¢ ¥ ) + (÷ ¢2 + £ 3 £ 4) sinh(÷ ¢ ¥ ) cosh(÷ ¢ ) + £ 3 sinh(÷ ¢ ) ÷ ¢ cosh[÷ ¢ ( ¥ − )] + £ 4 sinh[÷ ¢ ( ¥ − )] .

÷ ¢ ÷ ¢ ( £ 3 + £ 4) cosh(÷ ¢ ¥ ) + (÷ ¢2 + £ 3 £ 4) sinh(÷ ¢ ¥ ) for > . 7.5-2. the condition of boundedness of the solution as omitted. = 4 (í ) at * For unbounded domains.4. Representation of solutions to boundary value problems using the Green’s function. in Table 25. 1 . ù ù = 2 ( ) at í = í 2. =¥ = 3 (í ) at = 0. is set. The solution of the ﬁrst boundary value problem for equation (1) with the boundary conditions ù ù = 1 ( ) at í = í 1. this condition is © 2002 by Chapman & Hall/CRC . for < .

3 . " . ) ( . ) # =¦ 2 . . . " . ) # −! =0 2 ¦ +! ! ( . The solution of the second boundary value problem for equation (1) with boundary conditions % & % = 1 (" ) at = 1. " . 1 0 $ 1 1 = 2 2 4( ) ( . The solution of the third boundary value problem for equation (1) in terms of the Green’s function is represented in the same way as the solution of the second boundary value problem (the Green’s function is now different). . " . . ) . " . " . " . ) = (í 1 ) +! 2 ¦ ì 0 1 ( ) ( . . © 2002 by Chapman & Hall/CRC . " . ) 3( ) ( . 0) +! 1 2 ¦ +! ! ( . ) = − ( 1 2) ! ¦ 0 2 ( ) ( . ) ( .is expressed in terms of the Green’s function as ù (í . ) + ( 2 ) ! ¦ 0 2 ( ) ( . 1 . . ) 1 0 $ 2 1 2 4 ( ) ( . " ) = − ( 1 ) ! ¦ 0 1 ( ) ( . ¥ ) . = 3 ( ) at " = 0. = 4 ( ) at is expressed in terms of the Green’s function as % ( . " . & % % = 2 (" ) at = " =¥ 2. . . 2. . ) −! 3 ( ) ( .

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