14 Boson OPERATORS Ly wwhere L is a differential operator given by . Lee be 83, operate, then the ad jot ies edjond oper ag +0460) +4,(2)4 (Sach Hhect : ax” eet ‘One way of introducing the adjoint differential preduct vLu and integrate it ove on LF ys ville "| Fh ex, which if obtained aft repeated’ nigh \ fe std it Pi en Spesated frern—9 Wien ‘Consider the 4 lensar= forts tends rt However, Fan he ‘dx = swat an = oul, = [esas fovea) wav} stu (ar yg [atonal - du " *, bya =tu(bvayt = | u(bvyfas frontar =t nef. Piecinnar= fiaternasComparing this equation with Eq. (1.17). we get cv) = av" + (2a = Consider the partial different bw. uy + Fueg 1. C,-. @ are functions of x apdly Which is valid in a region S of the xy-plane: where Ay In addition, linear boundary conditions of the general form au + Buy are prescribed over the boundary.curve 0S pf the region S. Let | | {J vadort(ie fuerte | H evaluated over JS, the boundary of S, they 1 where the integrated part {_} is line integra is called the adjoint. operator Ty linear partial differential operafor, L is denoted by Compact farm isfadjoint operators defined by z ; dow l Teli Fee o/ 2 \ J 7 _ (av) — 9 (Bu) + Cv (20) eZ Here it is assumed that Aj €C1) and B,€G", For any pair-of functions u,veC®). if ebn | be shown that This is known as[Lagrange’s identity.EXAMPLE 11 Construct an adjoint 10 the Laplace operay : : Ln) Chou, Solution “Comparing Eq. (1.22) with the general linea 1A From Eq, (1.20); the adjoint’of (1.22 ZOVR Marty TK eg | Hence, the Laplace operator is afgelEadjoint operator) Fi , ‘Therelore, EXAMPLE 1.12 Find the adjoint of the diffetential operator LU) 5 tgs = 23) Solution Comparing Eq. (1.23) with the{ general second order PDE (1.19), we hav Ay =1 B= =I. Frpm Eq, (1.20), the adjoint of (1.23) is given by We always change she 2, Sign with: G 1022S y-Zeyav OOH erder aeratey +y, L*u)=uy +4, N may be noted that the [diffusion operator}is not a self-adjoint operator. / L 1.5 RIEMANN’S METHOD In Section 1.2, we have noted with interest that a linear second order PDE Lu) = G(x, y) is classified as hyperbolic if in the sy-plane whose equ For Hupertg ? > 4AC, and it has two families of real characteristic curves ye get Awo chavacterishe C4 4")) As ah, HgiO Here, (7) are the natural coordinates for the hyperbolic system. In the xy-plane. the curves (x, y) =e and n(x, y) > are the haracteriq Ics of the given PDE as shown in ig. 1.1(a). while in the £7-plané, the curves € =, and 1 ‘cj. are farnilies of straight lines:parallel 1 the axes as shown in Fig. 1.1(b): = iePartial, DIFFERENTIAL EQUATION = te ‘n= const @ Fig. 1.1. FAiiies of characteristic tines. A linear second order partial differfhtial equation in two variables. once classi hyperbolic equation, can always be redlfeed to the canonical form | di | In particular. consider an equation which is n in the variables x: y operator and a, b, ¢. F are functions of x and y only and are where Lis a linesr differ differentiable in some domain IR Let v(x, y) be an arbitrary function having continuous second order partial de| ivptives 1 defined by Z ok odluaiys hay a (ayy - Zo) ten PCT RY i. ary en) ay ) P (1.25) Now we introduce fe hd —aiy—u dy Ox (1.26) then M+ Ny = uy(ai) 4 ular), 3 Hy, — Wy 444, (bv) +40), +515 + VI,Gait Gi ae Dyas eee) ae { vbw SuLty= iM, +N, | foperator L is a self aol if and only if L= L*. Now we shal attempt t6 solve Cauchy problem which is described! as follows: Let § i Lu)= F(,y) =— P.O (128) with the condition (Cau patessebs BLA Te | eral () w= FG) ona curve in the xy-plane; | ty 2h gc on F CS Weormal to the, cw. Hat is u, and its normal deriVatives are prescribed on a curve I which is nota characteristic line Let F be a smooth initial curve which is also continuous as shown in Fig. 1.2. Since ‘Eq. (1.24) is in canonical form, x and y are the characteristic coordifiates. We also assume that ns the tangent to T is nowhere parallel to the coordinate axes. e constant 4 f aliy 2 ae gcles ish Ned characte Pee.) le * 2 = Constont du=0 Daa curve = “Fig. 12 very ft Let P¢é,7).be a point at which the selution to the!Cauchy problem is sought: Let us draw he characteristics PQ and PR throngh P to mect the curve [> al O and R. We assume that uy, are prescribed along T. Let dIR be a closéd contour. PORP bounding IR. Since Jready.in canonical form, the characteristics are lines parallel to x and y axes. ay 72 is | sing Green's theorem] we have be ffs, + ra%ay E aq (M ay = Navyh 74 — inrnopucriON To Panna Ieee Bayanic the surf this theorem to th \ where dIR is the boundary of IR. Applying we obtain Joga a) [Jpzeo—uesonnaeay In other words. [ (ay-Neo= ul (u) — ub * Vee dy jd-Ndey te) (Mdy- Nae) + ff (ont) ue doles ay on PQ and dr=0 on PR, we have J ray Nas f i i ies | les ‘ From Eq. (1.26), we find that © Cady = Vlaurfutes * Spp tats fp buvar [Pa = ty yy paris the second ee hand side and grouping, the abpvg equation Now using the fact that dy= a.3i) (ade [uv [,ae=tong + fair vas Substitwting’this résult into Eq: (1 40. we obiain 0 Am we v)dy ET gt a J pple" =f, dys) ff 20 ot aed po taboo tabla? De oirm; f Now vo tabo bali Arcamoshons to solve ouy 2 Let us choose 144, ¥e$/) 10 be & solution of the adjoint equation and at the same time satisfy the following conditions: bv when y=7,ie,0n PQ { when We call this function v(x, y:,1) at ihe Riemann function or the Riemann-Grel F Eq, (1.32)-reduces to, SWmpH ONS egy Vr 3h we. net || nya (C Aff -0' dadys ~ | Since Liu) ; Yy pudding bsFunbane (Jp =tuvy, — — Livy — [tn (aver, Wuy-vewturasieff Wray” 35) Digs is called the| Riemann Pe. : 5 1-Green solution|for the Cauchy proble when wv and ie, scribed by Eq. (1.28) TE Pisseribed on T. Equation (1.35) can also be writen as 5 when We Ws i Mp =tuvy J, ay—basy +f (ws, Hy — vids) + ff Fav dy > c.36) This relation gives jon elation gives Ws the value of w ata poim P when u and are prescribed on T. But when wand 1, are prescribed on [, we obtain MOMemier ie ‘| / estos fp tady—b anf tom deo, 4) for deat aan) By adding Eqs. (1.36) and (1.37). the value of u at P is given by ' 1 Up = tury atergl =f, wo ba or, de=vy dy) vor] | Af vee acm ans ff onan | 038) Thug, we ean seb thatthe solution io whe Cauchy problem at a point (£,nY depends only on the Cauchy data on T. The knowledge of the Riemann-Green function therefore enables aco verey (2 Jeera PGreel at a rneceretslanerrerctiasctcrisic evry EXAM PL PAA) Obtain the Riemsnnsolaion Tor He easton 32) OD 32, \ gray SM given | agp @ w= fl) on ees an pt bee { 3 als a) Here, the given PDE is 34e)] Pu Oo (1.39)76 — InrmopucTion 10 PARMA, DIFTERE:TIAL EQUATIONS We construct the adjoint L* of Las follows: setti N= buv-+ vi, and comparing the given equation (1.39) with te standard Eanonical form| equation (1.24), we have | a=b=c=0 Therefore N=, vy = Lu) — ub *(0) ay Los Oa =L* and is a self-adjoinj operator: Using Green's theorem fffor tn raedy =f, oray-as) [fiGellan oniteay= fcr ay a x But dy-Nae=| (otdy-Ndxy+ | CM dy Nav ay Nd Sai onan al Mere Nae) Jon Ma Na+] OM dy E a From Fig. 1.3, we have on I, xy. Therefore, dx dy. HehceFig. 1.3 Aniustvation ot Example 1.13, = constant: Therefore, dy = 0. Thus, Sop May —M de) = Jp Nas ie vat de x vas) Similarly, on PR, x= constant. Hence, dr =0. Thus, M dy ~ Nae) = = Se Ae Intnl a, f46 pstituting Eqs. (1.44)-(1.46) into’Eq, (1.43), we obiain from Eq, (1.42), the telation q a WP =k wide dy= (<1 Mae Jfter-ra.+ 0 ae ay Lf 35 cs jerefore. +g +f} (4) G vale (-vu}q x, 5,1) as the solution ee the adjoit equation such that throughout the xy-plane when y=, ice. on OP78 — Intronycrion ro PanriaL DurrenenmiaL EQuAr Equation (1.47) becom: (p= tng + f | Sede» Stan) ff wr Dp Jide dy yvdy uve However are 4 2 (Uap ‘ 3 9 -Wwe=f deny [ene Zima] rE ro Oren de vat “am =), uv det uy de buy dy-+uv, ay) WE We! Cu avanaly ges & ow Eq. (1.48) can be iewnuen ag Sava s SC Beaty fy dy tu0y i) [Jorae | ally, adding Eqs. (1.48) bnd (149), we get 1 (p= Fie g + 00rQ) Vf coun, troy de +1 wvarein, b9- ff orrandy EXAMPLE 1-14 Verity tha the Green function for the equation Vv ay 2 (% an Oxy x+y Ee oy|= Subject 10. w= 0; Ju/dx=3x? oh yey, is given by x+y) 12x (E= my cy 2, v4 9B) = \e x+y) [2ay 4 (E Bee Mte yt 26n) 4 (+n) and obtain the solution oF the equi . in the form. ¥) (2x? =v 4 2y2)Solution. Thi the given problem au 2: 2s du , REFERS) BEST. oe Comparing this equation with the standaid eanoni ies) hyperbolic equation (1.2 have anb- = c=o lis adjoint equation is 2*()=0, where r at4 " sal) 3 throughout the x9-plae i Gi, on'PQ, ie. on y=n 4 Gi) on PR, ie., on ee ql ae (iv) v= at P(é.1) Z Firv is derined by E Bayt {E-m (x— 9) +28 (53) +n PThen | : 5 ” ay =m (e- ») #2En ou sty mo | ax +n) een Be Day g2y? dani 26m an ox cay (1.56)TO PARTIAL DFFERENTIAL EQUATIO! ribed by Eqs, (1,53)=(1.56), Eq. (1.51 ay Bee epee oe Gen? Geneon 4x49) 4049) +ny Hence condition (i) of Eq. (1:52) is satisfied, Also, on y=7. yl4an-+2n? +2x(€ —m)+2En) any av} ne, = Syl?’ + 2x (E +9) + 2En Bile lea ieee Also, 2uix+ y) at y=m.is given by | Ww 2 xan $y Fy appa et E=md(x- 0) + 2En] ry x4 (Gan ape 2g 02m From Eqs. (1.57) and (1.58), we get = ays Ox Fy Saul Thus, propeny (ii) in (1.52) has been verified. Similarly, prope verified, Also, at ty Gill) nm g+n +n? Thus properly (iv) in‘Eq. (1:52) hds also been verified { ae 126A (my? + 26) = EME a (g+ny ah also’ beFrom Eqs. (1.50) and (1.51), we t (yay 24 Oxay vE(u) ue du oy ay" ax Now using Green's theorem, we have Jfree-aesonaearaf. os byw an = [2 ca dyn a0) ® = a ” (MM dy—N dx) + Md —N dx) 0 , (see Fig. 1.3) on QP, y=C. Hence. dy=0; on PR, x=C. Therefore, dx =0 = 2 || 212 ay- [22a a [Ley ry | f(s ue [foe 3h] Duy du 1 ° a (2 lanl aad ar+ wy? Jou wean Now, using the condition u=0 0n-y= 2, Eq.(1.59):becomes J {ot a= ub *naedy= f° (Sr 2\,y ie However, (i eae +(e ay arty lh ayfonditions (ii)-Civ) of E¢ IN Sv erive ded iuiag li (p= die Now using the given condition, viz Sifax on ko (Wp oom 1) +36nE? +n?) = (8 =n) (26? ~En + 2n?) U(X, Y= (X= y) (2x? ~ xy + 2y?) Hence the result, EXAMPLE 1.15. Show that the Green's function for the equation vs ¥i5.) ¥ Jo 2 = EMy=m) where Jo denotes Bessel’s function of the first kind of order zero { Solution Comparing with the stan{lard canonical hyperbolic equation (1.24), w a=b=0, c=1 It is a self-adjoint equation and, therefore, the Green's function » can be:obtained friFunpanentat Concerts 83 subject to Therefore, pe -k o 2 -mter ‘om However, ay k ‘Therefore, a 1m [igs += e" Nese “ot aox ay” By, git } gee OE te aaa te 7 ca, tot oho g Bet''=2, a4. Then th. above equation reduces 10 OV" + gus v= ls solu vty (Bessel’s equation) on is known to be of the form = Jol) = Jo Hx = I= ‘his the desired Green's function, whi! EQUATIONS WITH CONSTANT 1.6. LINEAR PARTIAL UD COEFFICIENTS An mh order line: ar PDE with constant Cocffiients can be written in the form % where a. a, (66 are independe ame consions: wis the Mependent variable; x andy Variables. Introducing the Sanderd dilferegtial operator notation, such asp) <2. ox” é the above equation can be rewritten a . PUD. D-= (a_D" ¥ @,D""'D' + myb"Ap? Ft aD = fix)