Analytic Methods for Partial Differential Equations

This is the practical introduction to the analytical approach taken in Volume 2. Based upon courses in partial differential equations over the last two decades, the text covers the classic canonical equations, with the method of separation of variables introduced at an early stage. The characteristic method for first order equations acts as an introduction to the classification of second order quasi-linear problems by characteristics. Attention then moves to different co-ordinate systems, primarily those with cylindrical or spherical symmetry. Hence a discussion of special functions arises quite naturally, and in each case the major properties are derived. The next section deals with the use of integral transforms and extensive methods for inverting them, and concludes with links to the use of Fourier series.

Contenu

1. Mathematical Preliminaries.- 1.1 Introduction.- 1.2 Characteristics and Classification.- 1.3 Orthogonal Functions.- 1.4 Sturm-Liouville Boundary Value Problems.- 1.5 Legendre Polynomials.- 1.6 Bessel Functions.- 1.7 Results from Complex Analysis.- 1.8 Generalised Functions and the Delta Function.- 1.8.1 Definition and Properties of a Generalised Function.- 1.8.2 Differentiation Across Discontinuities.- 1.8.3 The Fourier Transform of Generalised Functions.- 1.8.4 Convolution of Generalised Functions.- 1.8.5 The Discrete Representation of the Delta Function.- 2. Separation of the Variables.- 2.1 Introduction.- 2.2 The Wave Equation.- 2.3 The Heat Equation.- 2.4 Laplace's Equation.- 2.5 Homogeneous and Non-homogeneous Boundary Conditions.- 2.6 Separation of variables in other coordinate systems.- 3. First-order Equations and Hyperbolic Second-order Equations.- 3.1 Introduction.- 3.2 First-order equations.- 3.3 Introduction to d'Alembert's Method.- 3.4 d'Alembert's General Solution.- 3.5 Characteristics.- 3.6 Semi-infinite Strings.- 4. Integral Transforms.- 4.1 Introduction.- 4.2 Fourier Integrals.- 4.3 Application to the Heat Equation.- 4.4 Fourier Sine and Cosine Transforms.- 4.5 General Fourier Transforms.- 4.6 Laplace transform.- 4.7 Inverting Laplace Transforms.- 4.8 Standard Transforms.- 4.9 Use of Laplace Transforms to Solve Partial Differential Equations.- 5. Green's Functions.- 5.1 Introduction.- 5.2 Green's Functions for the Time-independent Wave Equation.- 5.3 Green's Function Solution to the Three-dimensional Inhomogeneous Wave Equation.- 5.4 Green's Function Solutions to the Inhomogeneous Helmholtz and Schrödinger Equations: An Introduction to Scattering Theory.- 5.5 Green's Function Solution to Maxwell's Equations and Time-dependent Problems.- 5.6 Green's Functions and Optics: Kirchhoff Diffraction Theory.- 5.7 Approximation Methods and the Born Series.- 5.8 Green's Function Solution to the Diffusion Equation.- 5.9 Green's Function Solution to the Laplace and Poisson Equations.- 5.10 Discussion.- A. Solutions of Exercises.