) (

:
( ) .1
: .

2. Partial Differential Equations for Scientists and Engineer

Stanly J. Farlow

3. Linear Partial Differential Equations for Scientists and Engineers

Tyn Myint-U, Lokenath Debnath, Fourth Edition

4. Methods of Applied Mathematics

Francis B. Hildebrand, 2nd Edition

5. Advanced Modern Engineering Mathematics

Glyn James, 3rd Edition

.6
:

.7
:
2
 :

.1 ...

.2 ...

.3

.4

3
 : ...

4

) (Partial Differential Equations PDE

... .

:PDE
PDE . -
-
.
. -

) ( 5

PDE :2
A u xx B u xy C u yy Du x Eu y Fu G )(1

) (1 G .

) (1 :

PDE B 2 4 AC 0 : .1

PDE B 2 4 AC 0 : .2

PDE B 2 4 AC 0 : .3

) ( 6

.
T0 . T1 T2
. PDE . initial
) boundary value problem (IBVP . ) boundary conditions(BCs
) initial condition(IC .

PDE : ut 2 u xx 0 x l, 0 t

BCs : u (0, t ) T1 0t
u (l , t ) T2

IC : u ( x,0) T0 0 xl

) ( 7
 PDE BC
PDE .

:
ut 2 u xx (u u0 ) 0
) ut 2 u xx f ( x, t
ut 2 ( x) u xx

.
. ) g(t

) u g (t . .

) u x u g (t
) u x g (t

) ( 8

) (
4 . .
u x (0, t ) u (0, t ) 0
u x (l , t ) u (l , t ) 0

:
PDE : ut 2 u xx 0 x 1, 0 t
BCs : u (0, t ) 0 0t
u (1, t ) 0
IC : u ( x ,0 ) ( x ) 0 x 1

PDE :
) u ( x , t ) X ( x ) T (t )(2

) ( 9

) T (t )X ( x
) u ( x, t ) X ( x) T (t ) X ( x) T (t ) 2 X ( x ) T (t
) 2 T (t ) X ( x
t x )(k
. PDE 2 ODE .

T X T k 2 T 0
2
k
T X X k X 0
k )
( . :

T 2 2 T 0
k 2
X 2 X 0

) ( 10
 )(
) (2 :
2 2
T (t ) A1 e t 2 2

])u ( x, t ) e t [ A sin ( x) B cos ( x

) X ( x) A2 sin ( x) B2 cos ( x

B A .
:
u (0, t ) 0 B 0
2 2
u (1, t ) 0 A e sin 0 sin 0 , 2 , ..., n n 1,2,3,...

( n ) 2 t 2
un ( x, t ) An e )sin (n x) u ( x, t ) un ( x, t ) An e ( n ) t sin (n x
n 1 n 1

) ( 11
 )(
:

u ( x,0) ( x) ) A sin (n x) ( x
n 1
n ( x) A1 sin ( x) A2 sin (2 x) ...

sin mx 0 1 :
1 1

( x) sin (m x) dx A sin (n x) sin (m x) dx

0 n 1 0
n )(3

1
0 mn
0 sin ( n x ) sin ( m x ) dx )(4
1 mn

) ( 12
 )(
:
1 1
2 Am
(3), (4) ( x ) sin ( m x ) dx Am (m x) dx
sin
0 0
2
1
An 2 ( x) sin (n x) dx
0 :
1 ( n ) 2 t
u ( x, t ) 2 ( ) sin (n ) d e
)sin (n x
n 1 0

.
.

) ( 13

. PDE
.
. :
ut 2 u xx 0 x L, 0 t
u (0, t ) k1 0t
u ( L, t ) k 2
u ( x ,0 ) ( x ) 0 x L

k1 k2 . u
:
x
) u ( x, t ) steady state transient k1 (k 2 k1 ) U ( x, t
L

) ( 14

PDE

U t 2 U xx 0 x L, 0 t :
U (0, t ) 0 0t
U ( L, t ) 0
x
U ( x,0) ( x ) [k1 ) ( k 2 k1 )] ( x 0 x L
L
) :(
1 ( n ) 2 t
( U ( x, t ) 2 ( ) sin
n ) d e ) sin (n x
n 1 0
L L

) u (0, t ) g1 (t
) u ( L , t ) g 2 (t :
x
u ( x, t ) [ g1 (t ) )( g 2 (t ) g1 (t ))] U(x,t
L
) ( 15

ut 2 u xx 0 x L, 0 t PDE :
u (0, t ) g1 (t ) 0 t
) u x ( L, t ) h u ( L, t ) g 2 (t
u ( x ,0 ) ( x ) 0 x L
:
x x
) u ( x, t ) A(t )[1 ] B(t )[ ] U ( x,t
L L
:
x x
] [) S ( x, t ) A(t )[1 ] B(t
L L

U ) (5 A B :
) A(t ) g1 (t
S ( 0, t ) g 1 (t )
(5) ) g1 (t ) Lg 2 (t
) S x ( L, t ) h S ( L, t ) g 2 (t B (t )
1 L h
) ( 16

x g (t ) g 2 (t ) x
u ( x, t ) g1 (t )[1 ] 1 ) [ ] U ( x,t )(6
L 1 L h L

) PDE (6 PDE

.
2
U t U xx St 0 x L, 0 t
U (0, t ) 0 0t
U x ( L, t ) h U ( L, t ) 0
) U ( x ,0 ) ( x ) S ( x ,0 0 x L

) ( 17

PDE PDE .

ut 2 u xx u 0 x 1, 0 t .
u (0, t ) 0 0t
u (1, t ) 0
u ( x ,0 ) ( x ) 0 x 1

w PDE
PDE .

t t wt 2 wxx 0 x 1, 0 t
ut e w e wt
w(0, t ) 0 0t
u ( x, t ) e t w( x, t ) u x e t w x
t w(1, t ) 0
u
xx e w xx w( x,0) ( x ) 0 x 1

) ( 18

) (7 ) (8 ) .(

( x t / 2 ) / 2 2
u ( x, t ) e ) w( x, t
ut 2 u xx u x ) (7 wt 2 wxx )(8

) ( 19

.

. .

2
:
ut u xx 0 x L, 0 t
u (0, t ) 0 0t
u x ( L, t ) h u ( L, t ) 0
u ( x ,0 ) ( x ) 0 x L

:
) T (t ) X ( x
u ( x, t ) X ( x ) T (t ) 2 2
) T (t ) X ( x

) ( 20

T 2 2 T 0
2 2
T (t ) A1 e t

X 2 X 0 X ( x) A2 sin ( x) B2 cos ( x)
2 2
u ( x, t ) e t [ A sin ( x) B cos ( x)]

u (0, t ) 0 B 0 :
2 2 t 2 2 t
u x ( L, t ) h u ( L, t ) A e cos L h A e sin L

cos L h sin L tan L
h
)1/(Lh) L z tan z z L
: .(

( n ) 2 t ( n ) 2 t
u n ( x, t ) e sin (n x) u ( x, t ) An u n ( x, t ) An e sin (n x)
n 1 n 1

( ) 21

:

u ( x,0) ( x) ) A sin ( x) ( x
n 1
n n

)) ( (x
.
.
.

) ( 22

} {sin nx .
.
.
:1 {n(x)} n1, 2, 3, ) (a,b
.
b
0 mn
a m ( x)n ( x) dx 0 mn
:2 n
b ) (a,b .
2

a
n ( x) dx 1

) ( 23

. }) {n(x
) (1 ) (2 .
b
2 )1 ( x) 2 ( x) 3 ( x
n ( x) dx kn
a
)(1
k1
,
k2
,
k3
, ... )(2

:3 {n(x)} ) (a,b
) p(x .
b
0 mn
a p ( x ) m ( x ) n ( x ) dx
0 mn
) p(x ) (1 .
) p(x ) .(p(x)>0

) ( 24
 -
.
- .
- : ) (3 :
]d [ r ( x ) y
[q ( x ) p( x)] y 0 )(3
dx
r(x) ) p(x ] [a,b ) q(x ) (a,b .
... 3 2 1
) (4 b2 b1 a2 a1
a2 a1 b2 b1 . ... y3 y2 y1
}){yn(x ) p(x )(a,b
.
a1 y(a) a2 y(a) 0
)(4
b1 y(b) b2 y(b) 0
) ( 25


)(5
X 2 X 0 ) (6.

A n )sin (n x ) ( x )(5 X (0) 0 )(6
n 1 X ( L) h X ( L) 0

- . 2
r ( x) 1 q ( x) 0 p ( x) 1 a0 bL :
a1 1 a2 0 b1 h b2 1
} {sin nx ) p(x ) (0,L .
) (5 sin nx L
.

) ( 26


} {sin nx
L
sin2 nx .:
( x) sin ( x) dx
0
n

An L
2
(n x) dx
sin
0
) (7 :

)tan z n z n (7

L
2 L 1 L 1
(n x) dx
sin
0

2 4n
sin 2n L
2 4n
[ (2n L )] cos 2n L

L L L
) cos 2n L (1 cos 2 zn
2 2 2

) ( 27


L
2
An ( x) sin (n x) dx
L(1 cos 2 z n ) 0

*****************************************

.
.

) ( 28
 :

: ) (8 :

]d 2[r ( x) y
2
[q( x) p ( x)] y 0 )(8
dx
r(x) ) p(x ] [a,b ) q'(x ) (a,b .
... 3 2 1
) (9
. ... y3 y2 y1 }){yn(x
) p(x ) (a,b .

a1 y(a) 1 (r y) xa 0 a2 y(a) 2 (r y) xa 0
)(9
b1 y(b) 1 (r y) xb 0 a2 y(b) 2 (r y) xb 0

) ( 29

L .

)u ( x,0) f ( x )(10 .
)ut ( x,0) g ( x )(11 (
( simply support

2
) :(
utt a u xxxx 0 )(12

) ( 30

)(
u (0, t ) 0 ) (13 :
u (0, t ) 0
t
)(13
u xx ( L, t ) 0
u xxx ( L, t ) 0
)( ) (14 ) :(
u (0, t ) 0
u ( L, t ) 0

)(14
u xx (0, t ) 0
u xx ( L, t ) 0
.
k .

) ( 31


)X iv ( x
2 ) T(t
u ( x, t ) X ( x ) T (t ) k 2
)X ( x ) T (t

) T (t ) A sin ( t ) B cos ( t
T 2 T 0

iv 2 ( X ( x) C sin ( x) D cos x)
X 2 X 0 a a
a
E sinh ( x ) F cosh ( )x
a a

. 1 3 .

) ( 32

.
.
.
:

PDE utt 2 u xx 0 x L, 0 t
u (0, t ) 0
BCS 0t
u ( L, t ) 0
)u ( x,0) f ( x
ICs 0 x L
)ut ( x,0) g ( x

) ( 33
 :

T 2 2 T 0 T (t ) A sin ( t ) B cos ( t ) :()

X 2 X 0 X ( x) C sin ( x) D cos ( x)
u ( x, t ) [ A sin ( t ) B cos ( t )][C sin ( x) D cos ( x)]

u (0, t ) 0 D 0 :
n
u ( L, t ) 0 sin L 0 n L n 0,1, 2, ...
L
n t n t n x
un ( x, t ) [an sin ( ) bn cos ( )] sin ( ) (1)
L L L

n t n t n x
u ( x, t ) un ( x, t ) [an sin ( ) bn cos ( )] sin ( ) (2)
n 1 n 1 L L L

( ) 34
 :

:

n x
u ( x,0) f ( x) ( bn sin
n 1 L
)) f ( x

n n x
ut ( x,0) g ( x) ( an
n 1 L
( ) sin
L
)) g ( x
:

L L
2 n x 2 n x
an ( bn f ( x) sin
n 0
g ( x ) sin ( ) dx ) dx
L L0 L

) (2 .
.

) ( 35
 :

PDE utt 2 u xx x , 0 t
) u ( x,0) f ( x
ICs x
)ut ( x,0) g ( x
:

x ct u x u u u xx u 2u u x
2
u 0
x ct ) ut c(u u ) utt c (u 2u u x

) u 0 u ( ) u ( ) ( ) u ( x, t ) ( x ct ) ( x ct

) ( 36
 :

.
:
) ( x) ( x ) f ( x
) u ( x,0) f ( x x

) ut ( x,0) g ( x c ( x ) c ( x) g ( x) c ( x) c ( x) g ( ) d K
x0
x
1 1
( x) f ( x) g ( ) d
2 2c x 0
x
1
( x) f ( x) 1
2 2 c x g ( ) d
0

:
x c t
1 1
u ( x, t ) [ f ( x ct ) f ( x ct )] g ( ) d
2 2c x c t

) ( 37


.
. .
.
.
:
:1
.
.

) ( 38


:2 y+P(x)y+Q(x)y=0 P Q x = x0 x0
.
P Q x = x0 x = x0 x0
.
x = x0 x0 .

)( x x0 ) P ( x), ( x x0 ) 2 Q( x
x = 0 x = 1 )(.
2 3
y y y0
x x ( x 1) 3

) ( 39


:1 x = x0 y+P(x)y+Q(x)y=0
. x0
.
2
y a0 a1 ( x x0 ) a2 ( x x0 ) ...

:2 x = x0 y+P(x)y+Q(x)y=0
R x0
.
r 2
y x x0 [ a0 a1 ( x x0 ) a2 ( x x0 ) ...] 0 x x0 R

:3 x = x0 y+P(x)y+Q(x)y=0
x-x0.

) ( 40


y P ( x) y Q( x) y 0 )(3
x = 0 ) (3 . ) xP(x ) x2Q(x

2 :
xP( x ) p0 p1 x p2 x ...
x 2Q ( x ) q0 q1 x q2 x 2 ...
) (3 x2 :
)x 2 y x( p0 p1 x p2 x 2 ...) y ( q0 q1 x q2 x 2 ...) y 0 (4
2 ) (5:
)y x r ( a0 a1 x a2 x 2 ... a0 0 )(5
) (5 ) (4 :

) ( 41


x 2 [ a0 r ( r 1) x r 2 a1 ( r 1) rx r 1 a2 ( r 2)( r 1) x r ...]
x ( p0 p1 x p2 x 2 ...)[a0 rx r 1 a1 ( r 1) x r a2 (r 2) x r 1 ...]
( q0 q1 x q2 x 2 ...)( a0 x r a1 x r 1 a2 x r 2 ...) 0
::
a0 [ r ( r 1) p0 r q0 ]x r
{a1[(r 1) r p0 ( r 1) q0 ] a0 [ p1r q1 ]}x r 1 ( 6)
{a2 [(r 2)( r 1) p0 ( r 2) q0 ] a1[ p1 (r 1) q1 ] a0 [ p2 r q2 ]}x r 2 ... 0

: ( 6)
a0 [ r ( r 1) p0 r q0 ] 0
a1[(r 1) r p0 ( r 1) q0 ] a0 [ p1r q1 ] 0 (7 )
a2 [(r 2)( r 1) p0 ( r 2) q0 ] a1[ p1 (r 1) q1 ] a0 [ p2 r q2 ] 0
...................................
( ) 42


a0 0 ) (7 ) (8
.
r 2 ( p0 1)r q0 0 )(8

) (8 .
) (5 ) (3
. ) (7 .
) (
) (9 y1 . ) (x
.
)y ( x ) y1 ( x )(9

) ( 43


) (10:

x 2 y xy (2 x 2 u 2 ) y 0 )(10
u .

.
)t x (11 ) (11 ) (10 ) (12 u .
2d2y dy 2 2
t 2
t (t u )y 0 )(12
dt dt ) (10 :
t 2 2 1
Q (t ) 2
, P (t )
t t
)( t .

) ( 44


r 2 u 2 0 :
) (13 )r=u (u >=0 .

.
y ak t k )(13
k 0 ) (13 ) (12 :

k 2 k 1
t 2
ak ( k )( k 1)t t ak ( k ) t (t ) ak t k 0
2 2

k 0 k 0 k 0

k
a [( k )( k 1) ( k )
k
2
]t ak t k 2 0
k 0 k 0

k
a k (2 k ) t
k ak t k 2 0
k 1 k 0

) ( 45


:

1 k k
a
1

( 2 1) t
k 2
a k k ( 2 k ) t k 2

k 2
a t 0

1
a1 ( 2 1) t [k (2 k ) ak ak 2 ] t k 0
k 2

t .:

a1 (2 1) 0 )(14
ak 2
k (2 k ) ak ak 2 0 ak k 2, 3, ... )(15
) k (2 k

a0 0 ) (14 u :

) ( 46


a3 a5 ... a2 m 1 ...0 ) (15 :

a0 a
a2 2 0
)2(2 2 )2 .1!( 1 ) (15 :
a2 a a0
a4 2 2 4
)4(2 4 )2 .2( 2) 2 .2!( 2)( 1
a4 a a0
a6 2 4 6
)6(2 6 )2 .3( 3 )2 .3!( 3)( 2)( 1
:
( 1) m a0
a2 m 2m m 1, 2, 3, ...
)2 m!( m)( m 1)...( 2)( 1
tu+2m :
(1) m
a2 m 2m ) ( 2 a0
2 )m!( m)( m 1)...( 2)( 1

) ( 47


) (16 ) (17 :

(1) m
a2 m 2m ) ( 2 ( 1)a0
2 )m!( m)( m 1)...( 2)( 1)( 1

)(v 1) (v 1) ( 2 )(3 16
( 1) m
a2 m 2m ) ( 2 ( 1) a0 )(3 17
2 )m!( m 1

1 a0 ) (18 :
a0
)2 ( 1

) ( 48

( 1) m
a2 m 2m m 0,1, 2, ... )(3 18
2 )m!( m 1
) (13 u 0 yu

m 2m u Ju ) ) (19 ):((20
(1) t
J (t ) 2m
)(3 19
m 0 2 )m!( m 1

1 t2 t4
J (t ) t 2 4 ... )(3 20
2 ( 1) 2 ( 2 ) 2 ( 3)

) (19 ) (19 t
. ) t (19 .
1 .

) ( 49


u Ju =0 .
.

) ( 50


.
) .(r = -u 0 u )(3-19
u -u .
u . u ) (4-1

( 1) m t 2 m u.
J (t ) 2 m )(4 1
m 0 2 )m!( m 1
) (4-1 ) (3-19 t u
.
u :

) y (t ) c1 J (t ) c2 J (t )( 4 2

) ( 51


u ) (4-2 u .
J-u ) (4-3 . )(4-3
u .
) (4-4 u .
) cos J (t ) J (t
Y (t ) )( 4 3 )y (t ) c1 J (t ) c2Y (t ) ( 4 4
sin

) ( 52


) H 1 (t ) J (t ) i Y (t ):(4-5
2 )( 4 5
) H (t ) J (t ) i Y (t
u

1 2 ) (4-6:
) y (t ) c1 H (t ) c2 H (t )( 4 6

u Ju J-u
) (4-2 . .
u u .

) ( 53


: u u
x 2 y xy (2 x 2 2 ) y 0

1 2
)y ( x ) c1 J (x) c2Y (x , ) y ( x ) c1 H (x ) c2 H (x

. u :

)y ( x ) c1 J (x) c2 J (x

Ju J-u Yu . u Ju x J-u
Yu . x Hu 1 Hu 2 .

) ( 54