Math 257-316 PDE Formula sheet - final exam

Fourier, sine and cosine series

Trigonometric and Hyperbolic Function identities Let f (x) be defined in [L, L]then
Pits 
Fourier series F f (x) is a 2L-periodic
function on R: F f (x) = a20 + n=1 an cos( nx ) + bn sin( nx

)
sin( ) = sin cos sin cos sin2 t + cos2 t = 1 RL 1 L
L L
where an = L1 L f (x) cos( nx nx
R
cos( ) = cos cos sin sin . 2
sin t = 12 (1 cos(2t)) L ) dx and bn = L L f (x) sin( L ) dx

sinh( ) = sinh cosh sinh cosh cosh2 t sinh2 t = 1 Theorem (Pointwise convergence) If f (x) and f 0 (x) are piecewise con-
cosh( ) = cosh cosh sinh sinh . 2
sinh t = 12 (cosh(2t) 1) tinuous, then F f (x) converges for every x to 21 [f (x) + f (x+)].
Parsevals indentity
Basic linear ODEs with real coefficients
1 L |a0 |2 X
Z
|f (x)|2 dx = |an |2 + |bn |2 .


constant coefficients Euler eq +
L L 2
ODE ay 00 + by 0 + cy = 0 ax2 y 00 + bxy 0 + cy = 0 n=1

indicial eq. ar2 + br + c = 0 ar(r 1) + br + c = 0 For f (x) defined in [0, L], its cosine and sine series are
r1 6= r2 real y = Aer1 x + Ber2 x y = Axr1 + Bxr2
2 L
Z
r1 = r 2 = r y = Aerx + Bxerx y = Axr + Bxr ln |x| a0 X nx nx
Cf (x) = + an cos( ), an = f (x) cos( ) dx,
r = i ex [A cos(x) + B sin(x)] x [A cos( ln |x|) + B sin( ln |x|)] 2 n=1
L L 0 L
Series solutions for y 00 + p(x)y 0 + q(x)y = 0 (?) around x = x0 . Z L
X nx 2 nx
Ordinary point x0 : Two linearly independent solutions of the form: Sf (x) = bn sin( ), bn = f (x) sin( ) dx.
n=1
L L 0 L
P
y(x) = n=0 an (x x0 )n
DAlemberts solution to the wave equation
Regular singular point x0 : Rearrange (?) as:
PDE: utt = c2 uxx , < x < , t > 0 IC: u(x, 0) = f (x), ut (x, 0) = g(x).
(x x0 )2 y 00 + [(x x0 )p(x)](x x0 )y 0 + [(x x0 )2 q(x)]y = 0 R x+ct
If r1 > r2 are roots of the indicial equation: r(r 1) + br + c = 0 where SOLUTION: u(x, t) = 12 [f (x + ct) + f (x ct)] + 2c
1
xct
g(s)ds
b = lim (x x0 )p(x) and c = lim (x x0 )2 q(x) then a solution of (?) is
xx0 xx0 Sturm-Liouville Eigenvalue Problems
P n+r1
y1 (x) = n=0 an (x x0 ) where a0 = 1. ODE: [p(x)y 0 ]0 q(x)y + r(x)y = 0, a < x < b.
BC: 1 y(a) + 2 y 0 (a) = 0, 1 y(b) + 2 y 0 (b) = 0.
The second linerly independent solution y2 is of the form:
Hypothesis: p, p0 , q, r continuous on [a, b]. p(x) > 0 and r(x) > 0 for
Case 1: If r1 r2 is neither 0 nor a positive integer:
x [a, b]. 12 + 22 > 0. 12 + 22 > 0.

X Properties (1) The differential operator Ly = [p(x)y 0 ]0 q(x)y is symmetric
y2 (x) = bn (x x0 )n+r2 where b0 = 1. in the sense that (f, Lg) = (Lf, g) for all f, g satisfying the BC, where (f, g) =
n=0 Rb
a
f (x)g(x) dx. (2) All eigenvalues are real and can be ordered as 1 < 2 <
Case 2: If r1 r2 = 0: < n < with n as n , and each eigenvalue admits a unique

X (up to a scalar factor) eigenfunction n .
Rb
y2 (x) = y1 (x) ln(x x0 ) + bn (x x0 )n+r2 for some b1 , b2... (3) Orthogonality: (m , rn ) = a m (x)n (x)r(x) dx = 0 if m 6= n .
n=1 (4) Expansion: If f (x) : [a, b] R is square integrable, then
Case 3: If r1 r2 is a positive integer: Rb
X f (x)n (x)r(x) dx
f (x) = cn n (x), a < x < b , cn = a R b , n = 1, 2, . . .
2 (x)r(x) dx
X
y2 (x) = ay1 (x) ln(x x0 ) + bn (x x0 )n+r2 where b0 = 1. n=1 a n
n=0