g,g>.

^)K

g,g>.^)K
X V=
February 1, 2008

X V= g,g>.^)K
 g,g>.^)K

lC{
)k.5)K,
~^{;
n: 5U\nSturm-Liouville
kK;
g r=z)~, r
UkmL2Fourier?;
": )km
/"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
`ugd, 8Be)K:
2u 2
= a2 xu2 , 0 < x < `, t > 0

t 2
u(x, t)|x=0 = 0, u(x, t)|x=` = 0,
u(x, t)|t=0 = (x), u t |t=0 = (x), 0 < x < `.

(x)(x)OLu"
)KA:>.^g5
k^g"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
1v = a >.^ 2u 2 2u

u(x, t)| = 0, u(x, t)| = 0, )

t 2 x 2

u(x, t) = X (x)T (t)lCk")"

x=0 x=`

X (x)T (t) = a X (x)T (t) XX (x)

(x) 00
T (t) 00
00 2 00
= = ,
2
a T (t)

~"
X 00 (x) + X (x) = 0, T 00 (t) + a2 T (t) = 0.

r u(x, t) = X (x)T (t) \>.^ X (0)T (t) = 0,

X (`)T (t) = 0, X (x) T (t) v
 00
X (x) + X (x) = 0 (0 < x < `)
T 00 (t) + a2 T (t) = 0.
X (0) = X (`) = 0

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
1 kK
X 00 (x) + X (x) = 0 (0 < x < `), X (0) = X (`) = 0.

kkAk"
 < 0 X (x) + X (x) = 0)
00

x
X (x) = C1 e + C2 e x

C C ~.
1 2

C1 + C2 = 0
X (0) = X (`) = 0
C1 e ` + C2 e ` = 0.

C1 = C2 = 0 X (x) 0 kK3 < 0S3

kk"
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd

kK XX (0)(x)=+XX(`)(x)= 0.= 0 (0 < x < `),

00


 = 0 X (x) + X (x) = 0)
00

X (x) = C1 x + C2

X (0) = X (`) = 0 C2 = 0, C1 ` + C2 = 0 C1 = C2 = 0
X (x) 0 = 0 k"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
kKX (x) + X (x) = 0 (0 < x < `), X (0) = X (`) = 0.
00

 > 0 X (x) + X (x) = 0 )

00

X (x) = C1 cos x + C2 sin x

X (0) = X (`) = 0 C1 = 0, C1 cos ` + C2 sin ` = 0.

)
yk")
C1 = 0, C2 sin ` = 0. C2 6= 0
"d
sin ` = 0 ` = n, (n = 1, 2, 3, )
2 2
n = n `2
kKk")k
(n = 1, 2, 3, )
nx
Xn (x) = Cn sin , n = 1, 2, 3, .
`

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
11n
X 00 (x) + X (x) = 0 (0 < x < `)

T 00 (t) + a2 T (t) = 0
X (0) = X (`) = 0,

n2 2
n = (n = 1, 2, 3, )
kK")X (x) = C
`2
nx
n n sin ` , n = 1, 2, 3, .
nat nat
Tn (t) = an cos + bn sin ` , n = 1, 2, 3,
lCk")=v1lC
`

)
 nat nat  nx
un (x, t) = Xn (x)Tn (t) = An cos + An sin sin ,
` ` `
n = 1, 2, 3, , A n = an Cn , Bn = bn Cn "
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd
1n )U\v>K)"
2u 2
= a2 xu2 , 0 < x < `, t > 0

t 2
u(x, t)|x=0 = 0, u(x, t)|x=` = 0,
u(x, t)|t=0 = (x), u t |t=0 = (x), 0 < x < `.

5U\n>.^g5 ??


X
u(x, t) = un (x, t)
n=1

X nat nat  nx
= An cos + Bn sin sin .
` ` `
n=1

v>.^" A B v^: n n
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd

X nx
u(x, t)|t=0 = An sin = (x), 0 < x < `
`
n=1

u X na nx
|t=0 = Bn sin = (x), 0 < x < `.
t ` `
n=1
Z `
2 nx
An = (x) sin dx
` 0 `
Z `
2 nx
Bn = (x) cos dx.
na 0 `

X nat nat  nx
u(x, t) = An cos + Bn sin sin
` ` `
>K)"
n=1

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f
~. ^lC{)

vtt 4vxx = 0, 0 < x < 2, t > 0
vx (0, t) = 0, v (2, t) = 0,
v (x, 0) = 10 cos( x4 ), vt (x, 0) = 0.

) 1: v (x, t) = X (x)T (t)\

X 00 (x) T 00 (t)
X (x)T 00 (t) = a2 X 00 (x)T (t) = 2 = ,
X (x) a T (t)

\>.^ X (0)T (t) = 0, X (2)T (t) = 0, X (x)T (t)

0

v
X 00 (x) + X (x) = 0 (0 < x < 2)

T 00 (t) + a2 T (t) = 0.
X 0 (0) = X (2) = 0

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f
1: ?kK XX (0) 00

(x) + X (x) = 0, 0 < x < 2
0
= 0, X (2) = 0
 < 0 X (x) + X (x) = 0)
00

x
X (x) = C1 e + C2 e x

C C ~.
1 2

X 0 (0) = 0 C1 C2 = 0

2
X (2) = 0 C1 e + C2 e 2
= 0.

C1 = C2 = 0 X (x) 0

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f

kK XX (0) 00

(x) + X (x) = 0 (0 < x < 2),
0
= X (2) = 0.
 = 0 X (x) + X (x) = 0)
00

X (x) = C1 x + C2

X 0 (0) = X (2) = 0 C1 = 0, 2C1 + C2 = 0 C1 = C2 = 0

X (x) 0 = 0 k"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f
kKX (x) + X (x) = 0 (0 < x < 2), X (0) = X (2) = 0.
00 0

 > 0 X (x) + X (x) = 0 )

00

X (x) = C1 cos x + C2 sin x

X 0 (0) = X (`) = 0 C2 = 0, C1 cos 2 + C2 sin 2 = 0.

) C2 =

0, C1 cos 2 = 0. yk") C1 6= 0
"
cos 2 = 0 2 = (n 1/2), (n = 1, 2, 3, )
d kKk")k
 2
n = (2n1) (n = 1, 2, 3, )

4

(2n 1)x
Xn (x) = cn cos , n = 1, 2, 3, .
4

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f
11n
X 00 (x) + X (x) = 0 (0 < x < 2)

T 00 (t) + a2 T (t) = 0
X 0 (0) = X (2) = 0,

n = (n = 1, 2, 3, )
2n1 2
4

kK")X (x) = c cos n n

(2n1)x
4 , n = 1, 2, 3, .
(2n1)t (2n1)t
Tn (t) = an cos + bn sin , n = 1, 2, 3,
lCk")=v1lC
2 2

)
(2n 1)t (2n 1)t (2n 1)x
vn (x, t) = [An cos + Bn sin ] cos ,
2 2 4
n = 1, 2, 3, , A n = an Cn , Bn = bn Cn "
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

gd~f

vtt 4vxx = 0, 0 < x < 2, t > 0
)K : vx (0, t) = 0, v (2, t) = 0,
0) = 10 cos( x4 ), vt (x, 0) = 0.
v (x, P
1n

: v (x, t) = n=1 vn (x, t) =
P
n=1 [An cos
(2n1)t
+ Bn sin (2n1)t ] cos (2n1)x , v9>
^  9 v^
,
2
An Bn
2
,
4

x X (2n 1)x x
v (x, 0) = 10 cos( ) An cos = 10 cos ,
4 4 4
n=1

X Bn (2n 1) (2n 1)x
vt (x, 0) = 0 cos = 0.
2 4
n=1

)A 1 = 10, An = 0(n = 2, 3, ), Bn = 0(n = 1, 2, ).

t x
v (x, t) = 10 cos( ) cos( ).
2 4
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK

`, 9g)9" ,
9k.\, G8(
2
u

= a2 xu2 , 0 < x < `, t > 0
t

u(x, t)|x=0 = 0, u(x,t)

x |x=` = 0,
u(x, t)|
t=0 = (x), 0 < x < `.

(x)"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
2
u

= a2 xu2 , 0 < x < `, t > 0
t

u(x, t)|x=0 = 0, u(x,t)

x |x=` = 0,
u(x, t)| = (x), 0 < x < `.
t=0
1 vgg>.^
u(x, t) = X (x)T (t)lCk"
)"u(x, t) = X (x)T (t) \g = a u
t
2 2u
x 2
X (x) T 0 (t)
X (x)T 0 (t) = a2 X 00 (x)T (t) = 2 = ,
X (x) a T (t)
X (x) T (t) Ov
X 00 (x) + X (x) = 0, T 0 (t) + a2 T (t) = 0.
u(x, t) = X (x)T (t) \>.^u(x, t)| x=0 = 0, u(x,t)
x |x=` =0
X (0)T (t) = 0, X 0 (`)T (t) = 0, X (0) = X (`) = 0. 0

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK

dd X (x) T (t) Ov
X 00 (x) + X (x) = 0,

T 0 (t) + a2 T (t) = 0.
X (0) = X 0 (`) = 0.

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
X 00 (x) + X (x) = 0,

T 0 (t) + a2 T (t) = 0.
X (0) = X 0 (`) = 0.
1 kKX (x) + X (x) = 0, 00

X (0) = X (`) = 0 kkk"

0

I  < 0 )X (x) = C e

+C e x x .
1 2

X (0) = 0 C1 + C2 = 0

X 0 (`) = 0 C1 e ` + C2 e ` = 0.

C1 = C2 = 0 X (x) = 0 k")"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
kK
X 00 (x) + X (x) = 0, X (0) = X 0 (`) = 0.

I  = 0)X (x) = C x + C , 1 2

X (0) = X 0 (`) = 0 C2 = 0, C1 = 0 C1 = C2 = 0 X (x) = 0

kKk")"

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
X 00 (x) + X (x) = 0

T 0 (t) + a2 T (t) = 0
X (0) = X 0 (`) = 0
I  > 0 )X (x) = C 1 cos

x + C2 sin x

X (0) = 0 C1 = 0,

X 0 (`) = 0 C1 sin ` + C2 cos ` = 0.

C1 = 0, C2 cos ` = 0 (C2 6= 0) cos ` = 0
` = (n 1/2), (n = 1, 2, 3, )
2 2
"
B n = (n1/2)
`2
B Xn (x) = Cn sin (n1/2)x
` ,
(n1/2)2 2 a2
t
B Tn (t) = an e `2 ,

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
B Xn (x) = Cn sin (n1/2)x
` ,
(n1/2)2 2 a2
t
B Tn (t) = an e ,
g>.^
`2

( 2
u
t= a2 xu2 , 0 < x < `, t > 0
u(x, t)|x=0 = 0, u(x,t)
x |x=` = 0,

kUCl"): (n1/2)2 2 a2
B un (x, t) = Xn (x)Tn (t) = An e `2
t
sin (n1/2)x
`
(n = 1, 2, 3, )

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

9 k.\9DK
(n1/2)2 2 a2
un (x, t) = Xn (x)Tn (t) = An e t
sin (n1/2)x
1n U\n>.^g5
`2
`

(n1/2)2 2 a2 (n 1/2)x
t
X X
u(x, t) = un (x, t) = An e `2 sin
`
n=1 n=1

vg9>.^. A Uv^

n

X (n 1/2)x
u(x, t)|t=0 = (x) An sin = (x),
`
n=1

`
(n 1/2)x
Z
2
An = (x) sin dx, n = 1, 2, 3,
` 0 `

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)

a e9 >
(x, y ), S)9,Lm 
 u(x, y )?

2u 2
u 2 2 2
+ y 2 = 0, x + y a ,

x 2
|u(x, y )| < +, x 2 + y 2 a2 ,
u(x, y ) = (x, y ), x 2 + y 2 = a2 .

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
(
2u 2
u 2 2 2
x 2
+ y 2 = 0, |u(x, y )| < +, x + y a ,

u(x, y ) = (x, y ), x 2 + y 2 = a2 .
?4Ix = r cos , y = r sin ,
u(r , ) = u(x, y ), () = (a cos , a sin ),
2u 2u 1 u 1 2u
+ = (r ) + ,
x 2 y 2 r r r r 2 2
1 u 2
(r ) + r12 u2 = 0, 0 < r < a, 0 < 2,
r r r


|u(r , )| < +, 0 < r < a, 0 < 2,


u(r , ) = u(r , + 2), 0 < r < a, 0 < 2,

u(r , )|r =a = ().

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
1 u 2
+ r12 u2 = 0, 0 < r < a, 0 < 2,
r r (r r )

|u(r , )| < +, u(r , ) = u(r , + 2),

u(r , )|r =a = ().
1 vg^ |u(r , )| < +
9  lC
u(r , ) = u(r , + 2) u(r , ) = R(r )H()
k")" \g u(r , ) = R(r )H()

(rR 0 (r ) + r 2 R 00 (r ))H() + H 00 ()R(r ) = 0

00 () 0 2 R 00 (r )
HH() = rR (r )+rR(r ) = ,

R(r ) H()Ov
H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0.

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
R(r ) H()Ovo>.^?
u(r , ) = u(r , + 2) R(r )H() = R(r )H( + 2)
H() = H(2 + ),
|u(r , )| < + R(r )H() < + |R(r )| < +.

d R(r ) H() Ov
H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0, 0 r a
 

H() = H(2 + ), |R(r )|k. , 0 r a.

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0, 0 r a
 

H() = H(2 + ), |R(r )| k. , 0 r a.

1 kKH () + H() = 0, 00

H() = H(2 + ) kkk"

I  < 0 )H() = C e d^

+C e .

H() = H(2 + )
1 2

C1 (1 e 2 )e + C2 (1 e 2
)e
=0
C1 = C2 = 0 H() = 0 k")

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)

H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0, 0 r a
 

H() = H(2 + ), |R(r )|k. , 0 r a.

I  = 0 )H() = C + C , d^
H() = H(2 + ) 2C = 0 C = 0, C ?"k
1 2

Kkk = 0, kH () = C , C ?
1 1 2

"~"
0 0 0 0

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
kKH () + H() = 0, H() = H(2 + )k
00

kk"
I  > 0 )H() = C cos + C sin , d^

H() = H(2 + ) = n (n = 1, 2, 3, ), C C ?
1 2
2

"~. kk
1 2

= n2 , Hn () = Cn cos(n) + Dn sin(n), n = 1, 2, 3, .

n: kKH () + H() = 0, H() = H(2 + )k

00

kk:
k = n (n = 0, 1, 2, 3, )
2

kH () = C cos(n) + D sin(n) (n = 0, 1, 2, 3, )

n

n n n

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0, 0 r a
 

H() = H(2 + ), |R(r )|k. , 0 r a.

n = n2 (n = 0, 1, 2, 3, )H()k")
Hn () = Cn cos(n) + Dn sin(n),
R(r )Ek") ?
2 00 0 2

r R (r ) + rR (r ) + n R(r ) = 0, 0 r a
|R(r )|k., 0 r a.
.. Cr = e , R(r ) = R(t), t

r 2 R 00 (r ) + rR 0 (r ) + n2 R(r ) = 0 R 00 (t) + n2 R(t) = 0


a0 + b0 t, n = 0
Rn (t) =
an e nt + bn e nt , n = 1, 2,
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)

H 00 () + H() = 0, r 2 R 00 (r ) + rR 0 (r ) + R(r ) = 0, 0 r a
 

H() = H(2 + ), |R(r )| k. , 0 r a.

r 2 R 00 (r ) + rR 0 (r ) + n2 R(r ) = 0 R 00 (t) + n2 R(t) = 0


a0 + b0 ln r , n = 0
Rn (r ) =
an r n + bn r n , n = 1, 2,

d |R(r )| < + R (r ) = a r , n = 0, 1, 2, ,
n n
n

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
1 u 2
+ r12 u2 = 0, 0 < r < a, 0 < 2,
r r (r r )
|u(r , )| < +, u(r , ) = u(r , + 2),

u(r , )|r =a = ().
 n
= n2 (n = 0, 1, 2, ) ,

Hn () = Cn cos(n) + Dn sin(n), Rn (r ) = an r n ,

n: vg^ |u(r , )| < +

9u(r , ) = u(r , + 2)klC")
un (r , ) = r n (An cos(n) + Bn sin(n)), n = 0, 1, 2, 3, ,

A B ?"~"
n n

X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
1 u 2
+ r12 u2 = 0, 0 < r < a, 0 < 2,
r r (r r )
|u(r , )| < +, u(r , ) = u(r , + 2),

u(r , )|r =a = ().
1n)U\v>K)"5U\
n9^ |u(r , )| < +9u(r , ) = u(r , + 2)\5,

X
u(r , ) = un (r , )
n=0

X
= A0 + r n (An cos(n) + Bn sin(n)),
n=1

v |u(r , )| < + 9u(r , ) = u(r , + 2)^"

 A B v^ u(a, ) = ()
n n
X V= g,g>.^)K
 gd
g,g>.^)K 9 k.\9DK
S..d(Laplace)

S..d(Laplace)
^ u(a, ) = ()

X
A0 + an (An cos(n) + Bn sin(n)) = (),
n=1

`X a A a B () 3m [0, 2]
n n

Fourier mX
n n

Z 2
1
A0 = ()d
2 0
1 2
Z
An = () cos(n)d
0
1 2
Z
Bn = () sin(n))d
0
r \>K)"
n = 1, 2, , An Bn
X V= g,g>.^)K