Partial Differential Equations

Methods and Applications

Robert C. McOwen
Northeastern University

Prentice Hall
Upper Saddle River, New Jersey
07458
 Contents

Preface iii
Introduction 1
Basic Definitions and Notation 7
Organization and Numeration 10
Chapter 1. First-Order Equations 11
1.1 The Cauchy Problem for Quasilinear Equations 11
a. An Example: The Transport Equation, b. The Method of Char-
acteristics, c. Semilinear Equations, d. Quasilinear Equations.
e. General Solutions.
1.2 Weak Solutions for Quasilinear Equations 23
a. Conservation Laws and Jump Conditions, b. Fans and Rar-
efaction Waves, c. Application to Traffic Flow.
1.3 General Nonlinear Equations 29
a. The Method of Characteristics, b. Complete Integrals and Gen-
eral Solutions, c. Application to Geometrical Optics.
1.4 Concluding Remarks on First-Order Equations
Chapter 2. Principles for Higher-Order Equations 43
2.1 The Cauchy Problem 43
a. The Normal Form. b. Power Series and the Cauchy-Kovaievski
Theorem, c. The Lewy Example.
2.2 Second-Order Equations in Two Variables 49
a. Classification by Characteristics, b. Canonical Forms and Gen-
eral Solutions, c. First-Order Systems, d. Application to the
Telegraph System.
2.3 Linear Equations and Generalized Solutions 59
a. Adjoints and Weak Solutions. b. Transmission Conditions.
c. Distributions. d. Convolutions and Fundamental Solutions.
Chapter 3. The Wave Equation 74
3.1 The One-Dimensional Wave Equation 74
a. The Initial Value Problem. b. Weak Solutions. c. Initial/
Boundary Value Problems. d. The Nonhomogeneous Equation.
3.2 Higher Dimensions 83
a. Spherical Means, b. Application to the Cauchy Problem, c. The
Three-Dimensional Wave Equation, d. The Two-Dimensional
Wave Equation, e. Huygens' Principle.
3.3 Energy Methods 91
a. Conservation of Energy, b. The Domain of Dependence.
3.4 Lower-order Terms 95
a. Dispersion, b. Dissipation, c. The Domain of Dependence.

vii
viii Contents

Chapter 4. The Laplace Equation 100

4.1 Introduction to the Laplace Equation 100
a. Separation of Variables. b. Boundary Values and Physics.
c. Green's Identities and Uniqueness. d. Mean Values and the
Maximum Principle.
4.2 Potential Theory and Green's Functions 108
a. The Fundamental Solution and Potentials. b. Green's Func-
tion and the Poisson Kernel. c. The Dirichlet Problem on a
Half-Space. d. The Dirichlet Problem on a Ball. e. Properties
of Harmonic Functions.
4.3 General Existence Theory 120
a. Subharmonic Functions, b. Perron's Method.
4.4 Eigenvalues of the Laplacian 126
a. Eigenvalues and Eigenfunction Expansions, b. Application to
the Wave Equation.
Chapter 5. The Heat Equation 134
5.1 The Heat Equation in a Bounded Domain 134
a. Existence by Eigenfunction Expansion, b. The Maximum Prin-
ciple and Uniqueness.
5.2 The Pure Initial Value Problem 138
a. Fourier Transform, b. Solution of the Pure Initial Value Prob-
lem, c. The Fundamental Solution, d. The Nonhomogeneous
Equation.
5.3 Regularity and Similarity 146
a. Smoothness of Solutions, b. Scale Invariance and the Similarity
Method.
Chapter 6. Linear Functional Analysis 152
6.1 Function Spaces and Linear Operators 152
a. Banach and Hilbert Spaces, b. Sobolev Spaces, c. Linear Op-
erators and Functionals. d. The Hahn-Banach and Riesz Repre-
sentation Theorems.
6.2 Application to the Dirichlet Problem 163
a. Weak Solutions of the Poisson Equation, b. Weak Solutions of
the Stokes Equations, c. More General Operators in Divergence
Form. d. The Lax-Milgram Theorem.
6.3 Duality and Compactness 171
a. Dual Spaces, b. Weak Convergence, c. Compactness.
6.4 Sobolev Imbedding Theorems 176
a. The Sobolev Inequality for p < n. b. The Sobolev Imbedding
Theorem for p < n. c. The Sobolev Inequality and Imbedding
Theorem for p > n. d. Proof of the Sobolev Inequality for p < n.
6.5 Generalizations and Refinements 183
a. Holder Continuity, b. Mollifiers and Smooth Approximations.
c. Compact Imbeddings of H0'F(£l). d. Imbeddings of Hl'p(Cl).
e. Higher-Order Sobolev Spaces and Strong Solutions.
 Contents ix

Chapter 7. Differential Calculus Methods 199

7.1 Calculus of Functionals and Variations 199
a. The Dervative and Critical Points of a Functional, b. Coercive
Functionals and Absolute Extrema. c. Convexity and Uniqueness.
d. Mountain Passes and Saddle Points.
7.2 Optimization with Constraints 209
a. Lagrange Multipliers, b. Application to Eigenvalues of the
Laplacian. c. The Maximin Characterization of Eigenvalues.
7.3 Calculus of Maps between Banach Spaces 218
a. The Method of Successive Approximations, b. The Inverse
Function Theorem, c. The Implicit Function Theorem, d. C1-
maps on Sobolev spaces, e. Application to Small Mean Curva-
ture.
Chapter 8. Linear Elliptic Theory 225
8.1 Elliptic Operators on a Torus 225
a. Fourier Analysis. b. A Priori Estimates and Regularity.
c. Lp and Holder Estimates.
8.2 Estimates and Regularity on Domains 233
a. Interior Estimates, b. Difference Quotients, c. Interior Regu-
larity of Weak Solutions, d. Global Estimates and Regularity.
8.3 Maximum Principles 241
a. The Weak Elliptic Maximum Principle. b. Application to a
Priori Estimates. c. The Strong Elliptic Maximum Principle.
d. Application to the Principal Eigenvalue.
8.4 Solvability 248
a. Uniqueness and Solvability. b. Fredholm Solvability.
Chapter 9. Two Additional Methods 258
9.1 Schauder Fixed Point Theory 258
a. The Brouwer Fixed Point Theorem. b. The Schauder Fixed
Point Theorem. c. The Leray-Schauder Fixed Point Theorem.
d. Application to Stationary Navier-Stokes.
9.2 Semigroups and Dynamics 264
a. Finite-Dimensional Dynamics. b. Linear Evolution on Ba-
nach Spaces, c. The Nonhomogeneous Equation, d. Weak Solu-
tions and Energy Methods, e. Nonlinear Dynamics.
Chapter 10. Systems of Conservation Laws 283
10.1 Local Existence for Hyperbolic Systems . . 283
a. Linear Systems. b. Nonlinear Systems.
10.2 Quasilinear Systems of Conservation Laws 287
a. Examples and Applications, b. Simple Waves and Rarefaction.
c. Shocks and the Entropy Condition. d. Riemann Problems.
10.3 Systems of Two Conservation Laws 301
a. Riemann Invariants. b. The Hodograph Transformation.
c. Application to Gas Dynamics.
x Contents

Chapter 11. Linear and Nonlinear Diffusion 308

11.1 Parabolic Maximum Principles 308
a. The Weak Parabolic Maximum Principle, b. The Strong Para-
bolic Maximum Principle. c. Comparison Principles.
11.2 Local Existence and Regularity 314
a. Pure Initial Value Problems, b. Initial/Boundary Value Prob-
lems, c. Additional Smoothness.
11.3 Global Behavior 321
a. The Comparison Method, b. Energy Methods for Large Time
Existence, c. Energy Methods for Asymptotic Behavior.
11.4 Applications to Navier-Stokes . . . 327
a. Local Existence by the Semigroup Method, b. Weak Solutions
of Navier-Stokes. c. A Priori Estimates. d. Existence of a
Weak Solution: Galerkin's Method. e. Further Remarks.
Chapter 12. Linear and Nonlinear Waves 337
12.1 Symmetric Hyperbolic Systems 337
a. Energy Estimates for Linear Systems, b. Existence for Linear
Systems, c. Local Existence for Quasilinear Systems, d. Applica-
tion to Gas Dynamics.
12.2 Linear Wave Dynamics 350
a. The Wave Equation in Rn. b. The Klein-Gordon Equation
in Rn. c. Equations on Bounded Domains, d. The Schrodinger
Equation.
12.3 Semilinear Wave Dynamics 356
a. Local Existence, b. Global Behavior for Conservative Systems.
Chapter 13. Nonlinear Elliptic Equations 362
13.1 Perturbations and Bifurcations 362
a. Nonlinear Eigenvalue Problems, b. The Method of Lyapunov-
Schmidt. c. Bifurcation from a Simple Eigenvalue.
13.2 The Method of Sub- and Supersolutions 366
a. Barriers for a Semilinear Equation. b. Monotone Iteration.
c. Application with Uniformly Bounded f(x,u). d. Application
with f(x,u), Nondecreasing in u.
13.3 The Variational Method 372
a. A Semilinear Equation and Weak Solutions. b. Application
of Lagrange Multipliers. c. Application of the Mountain Pass
Theorem. d. Regularity and Positivity.
13.4 Fixed Point Methods 379
a. Semilinear Equations. b. Quasilinear Equations. c. Local
Barriers and Boundary Gradient Estimates. d. Holder Esti-
mates of De Giorgi and Nash. e. Application to the Minimal
Surface Equation.
 Contents xi

Hints &c Solutions for Selected Exercises 391

References 410
Index 415
Index of Symbols 420
 / 11 I rnd II rlio 11

attd f lw .,, 111il111rnr 11 1n11r rr¡11t1/u111

,\ SJH'c-iíic im,f a11c-.- of ( 1 (i) is t lw ro11/on11nl .',rnlnr r1tr11n/urc cqualion

( Hla) �11 + ld.r)r 211 = O (n = 2),

( 1 Hh) ó 1/ + ,,· ( . ) " " - ' = o

r ( 11 > 3) '

whid 1 orc11rs ¡ 11 <liffor<'nl j;1l gcomct ry whcn slu<lying the scalar curvaturc
of n it•11 1a11 11ia11 111rl rics whicl1 are conformally E11clidean: for n = 2 thc
11 1dric c '.!14 (d:r1 + ,11¡1) will havc Gauss curvature K(x, y) if u satisfies (19a).
Spí'cilir i 11 sta 11crs of ( 18) are lhe semilincar /(lein-Gordon cqualion

(20) (p an integer > 2),

wlaich ariscs in quantum ficld thcory with 1 denoting a "coupling constant,"
and tite sinc-Gordon equation

(21) Utt - c2 óu + sin u= O,

which also arises in quantum field theory, but was first studied in differential
geomctry in connection with surfaces of constant curvature. If we allow
dissipation in (20) or (21), we get the dissipative /(lein-Gordon or dissipative
sinc-Gordon equations

(22)
I

(23) u.u - c2 �u + ou, + sin u= O.

A semiLinear version oí (15) is the cubic Schrodinger equation

(24) u, = i(�u + o-ju¡ 2 u) (1 = ±1,

which arises in non1inear optics, and also the study of deep water waves.
Equations also arise in applications which are not serniJínear. For ex­
ample, in differential geometry the minimal surface equatitm

(25) d'iv ( ( 'vu

1 + l'vul2)1/2
)= O

is a second-order quasilinear equation for a graph z = u(x, y) which has

the smallest surface atea for a given boundary curve; for example, soap
films are minimaJ surfaces. In (25), "div" denotes the divergence of the