Professional Documents
Culture Documents
T. Muthukumar
tmk@iitk.ac.in
November 13, 2015
ii
Contents
Notations
vii
1 Introduction
1.1 Multi-Index Notations . . . . . . . . . . . . . . . . . . . . . .
1.2 Classification of PDE . . . . . . . . . . . . . . . . . . . . . . .
1
1
4
2 Introduction Continued...
2.1 Solution of PDE . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Well-posedness of PDE . . . . . . . . . . . . . . . . . . . . . .
7
7
9
17
29
29
29
31
33
33
34
35
iii
iv
CONTENTS
8 The
8.1
8.2
8.3
Laplacian
41
Properties of Laplacian . . . . . . . . . . . . . . . . . . . . . . 41
Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . 43
Harmonic Functions . . . . . . . . . . . . . . . . . . . . . . . 45
55
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77
77
78
80
82
82
84
CONTENTS
18 Travelling Waves
105
18.1 Domain of Dependence and Influence . . . . . . . . . . . . . . 108
Appendices
109
A Divergence Theorem
111
113
C Duhamels Principle
115
Bibliography
117
Index
119
CONTENTS
vi
Notations
Symbols
N
Rn
i=1 x2i
1
x1 1
Function Spaces
C(X) is the class of all continuous functions on X
C k (X) is the class of C k functions which admit a continuous extension to
the boundary of X
C k (X) is the class of all k-times (k 1) continuously differentiable functions
on X
C (X) is the class of all infinitely differentiable functions on X
C j,k (X Y ) is the class of all j-times (j 0) continuously differentiable
functions on X and k-times (k 0) continuously differentiable functions on Y
vii
NOTATIONS
viii
Cc (X) is the class of all infinitely differentiable functions on X with compact support
General Conventions
x , x or Dx2 When a PDE involves both the space variable x and time variable t, the quantities like , , D2 , etc. are always taken with respect
to the space variable x only. This is a standard convention. Sometimes the suffix, like x or x , is used to indicate that the operation
is taken w.r.t x.
BVP Boundary value problem
IVP
Lecture 1
Introduction
A partial differential equation (PDE) is an equation involving an unknown
function u of two or more variables and some or all of its partial derivatives.
The partial differential equation is a tool to analyse the models of nature. The
process of understanding natural system can be divided in to three stages:
(i) Modelling the problem or deriving the mathematical equation (formulating a PDE) describing the natural system. The derivation process is
a result of physical laws such as Newtons law, momentum, conservation
laws, balancing forces etc.
(ii) Solving the equation (PDE). What constitutes as a solution to a PDE?
(iii) Studying the properties of a solution. Most often the solution of a PDE
may not have a nice formula or representation. How much information
about the solution can one extract without any representation of a
solution? In this text, one encounters similar situation while studying
harmonic functions.
1.1
Multi-Index Notations
u0 (x) := lim
LECTURE 1. INTRODUCTION
provided the limit exists. Now, let be an open subset of Rn . The directional
derivative of u : R, at x and in the direction of a given vector
Rn , is defined as
u(x + h) u(x)
u
(x) := lim
h0
h
provided the limit exists. Let the n-tuple ei := (0, 0, . . . , 1, 0, . . . , 0), where 1
is in the i-th place, denote the standard basis vectors of Rn . The i-th partial
derivative of u at x is the directional derivative of u, at x and along the
direction ei , and is denoted as
uxi (x) =
u
u(x + hei ) u(x)
(x) = lim
.
h0
xi
h
n
||
1
.
.
.
=
.
x1 1
xn n
x1 1 . . . xn n
One adopts the convention that, among the similar components of , the
order in which differentiation is performed is irrelevant. This is not a restrictive convention because the independence of order of differentiation is
valid for smooth1 functions. For instance, if = (1, 1, 2) then one adopts the
convention that
4
4
=
.
x1 x2 x3 2
x2 x1 x3 2
1
LECTURE 1. INTRODUCTION
The normal derivative is the directional derivative along the normal direction
(x), at x, with respect to the surface in which x lies. The divergence of a
vector function u = (u1 , . . . , un ), denoted as div(u), is defined as div(u) :=
u. The k = 2 case is
2 u(x)
2 u(x)
.
.
.
2
x1 xn
x1
2 u(x)
2 u(x)
. . . x
2
x2 x1
2 xn
.
D u(x) =
..
..
..
.
.
.
2 u(x)
xn x1
...
2 u(x)
x2n
nn
The matrix D2 u is called the Hessian matrix. Observe that the Hessian
matrix is symmetric due to the independence hypothesis of the order in
which partial derivatives are taken. The Laplace operator,
as , is
P denoted
2
.
Note
that
defined as the trace of the Hessian operator, i.e., := ni=1 x
2
i
= . Further, for a k-times differentiable function u, the nk -tensor
k
Dk u(x) := {D u(x) | || = k} may be viewed as a map from Rn to Rn .
Thus, the magnitude of Dk u(x) is
12
|Dk u(x)| :=
|D u(x)|2 .
||=k
P
1
In particular, |u(x)| = ( ni=1 u2xi (x)) 2 or |u(x)|2 = u(x) u(x) and
P
1
|D2 u(x)| = ( ni,j=1 u2xi xj (x)) 2 .
LECTURE 1. INTRODUCTION
D u=
uxx uyx
uxy uyy
=
2a 0
0 2b
.
2
1.2
Classification of PDE
k1
LECTURE 1. INTRODUCTION
(ii) A k-th order PDE is semilinear if F is linear only in the highest (k-th)
order, i.e., F has the form
X
a (x)D u(x) + f (Dk1 u(x), . . . , Du(x), u(x), x) = 0.
||=k
LECTURE 1. INTRODUCTION
Lecture 2
Introduction Continued...
2.1
Solution of PDE
On integrating both sides w.r.t x we obtain uy (x, y) = F (y), for any arbitrary
integrable function F : R R. Now, integrating both sides w.r.t y, u(x, y) =
f (y)+g(x) for an arbitrary g : R R and a f C 1 (R)1 . But the u obtained
above is not a solution to uyx (x, y) = 0 if g is not differentiable. Since we
assume mixed derivatives to be same we need to assume f, g C 1 (R) for the
solution to exist.
Example 2.4. Consider the first order equation ux (x, y) = uy (x, y) in R2 .
On first glance, the PDE does not seem simple to solve. But, by change
of coordinates, the PDE can be rewritten in a simpler form. Choose the
coordinates w = x + y and z = x y and, by chain rule, ux = uw + uz
and uy = uw uz . In the new coordinates, the PDE becomes uz (w, z) = 0
which is in the form considered in Example 2.1. Therefore, its solution is
u(w, z) = f (w) for any arbitrary f : R R and, hence, u(x, y) = f (x + y).
But now an arbitrary f cannot be a solution. We impose that f C 1 (R).
The family of solutions, obtained in the above examples, may not be
the only family that solves the given PDE. Following example illustrates a
situation where three different family of solutions exist (more may exist too)
for the same PDE.
Example 2.5. Consider the second order PDE ut (x, t) = uxx (x, t).
(i) Note that u(x, t) = c is a solution of the PDE, for any constant c R.
This is a family of solutions indexed by c R.
2
2.2
Well-posedness of PDE
It has been illustrated via examples that a PDE has a family of solutions.
The choice of one solution from the family of solutions is made by imposing
boundary conditions (boundary value problem) or initial conditions (initial
value problem). If too many initial/boundary conditions are specified, then
the PDE may have no solution. If too few initial/boundary conditions are
specified, then the PDE may have many solutions. Even with right amount
of initial/boundary conditions, but at wrong places, the solution may fail
to be stable, i.e., may not depend continuously on the initial or boundary
data. It is, usually, desirable to solve a well-posed problem, in the sense of
Hadamard. A PDE, along with the boundary condition or initial condition,
is said to be well-posedness if the PDE
(a) has a solution (existence);
(b) the solution is unique (uniqueness);
(c) and the solution depends continuously on the data given (stability).
Any PDE not meeting the above criteria is said to be ill-posed. If the PDE
(with boundary/initial conditions) is viewed as a map then the well-posedness
of the PDE is expressed in terms of the surjectivity, injectivity and continuity
of the inverse map. The existence and uniqueness condition depends on the
notion of solution in consideration. There are three notions of solution, viz.,
classical solutions, weak solutions and strong solutions. This textbook, for
the most part, is in the classical situation. Further, the stability condition
means that a small change in the data reflects a small change in the
solution. The change is measured using a metric or distance in the function
space of data and solution, respectively. Though in this text we study only
well-posed problems there are ill-posed problems which are also of interest.
The following example illustrates the idea of continuous dependence of
solution on data in the uniform metric on the space of continuous functions.
Example 2.6. The initial value problem (IVP)
10
has the trivial solution u(x, t) = 0. Consider the IVP with a small change in
data,
ut (x, 0) = sin x
which has the unique2 solution u (x, t) = 2 sin(x/) sin(t/). The change in
solution of the IVP is measured using the uniform metric as
sup{|u (x, t) u(x, t)|} = 2 sup {|sin(x/) sin(t/)|} = 2 .
(x,t)
(x,t)
Thus, a small change in data induces a small enough change in solution under
the uniform metric3 .
Example 2.7 (Ill-posed). The IVP
utt (x, t) = uxx (x, t) in R (0, )
u(x, 0) = ut (x, 0)
=0
has the trivial solution u(x, t) = 0. Consider the IVP with a small change in
data,
ut (x, 0) = sin x
which has the unique solution u (x, t) = 2 sin(x/) sinh(t/). The solution
of the IVP is not stable because the data change is small, i.e.,
sup{|ut (x, 0) ut (x, 0)|} = sup {|sin(x/)|} =
x
Lecture 3
First Order PDE
The aim of this chapter is to find the general solution and to solve the Cauchy
problem associated with the first order PDE of the form
F (u(x), u(x), x) = 0 x Rn .
3.1
(x, t) R (0, )
11
12
13
14
with b R. As before, we obtain u(x, t) = g(x bt) where g(x) = u(x, 0). If
b > 0 then the problem is well-posed when the data given on x and t axes.
If b < 0 then the problem is well-posed when the data is given on x-axis and
(L, t)-axis.
3.2
Method of Characteristics
(3.2.1)
Solving for u(x, y) in the above equation is equivalent to finding the surface
S {(x, y, u(x, y))} generated by u in R3 . If u is a solution of (3.2.1), at
each (x, y) in the domain of u, then
A(x, y, u)ux + B(x, y, u)uy
A(x, y, u)ux + B(x, y, u)uy C(x, y, u)
(A(x, y, u), B(x, y, u), C(x, y, u)) (ux , uy , 1)
(A(x, y, u), B(x, y, u), C(x, y, u)) (u(x, y), 1)
=
=
=
=
C(x, y, u)
0
0
0.
But (u(x, y), 1) is normal to S at the point (x, y) (cf. Appendix B).
Hence, the coefficients (A(x, y, u), B(x, y, u), C(x, y, u)) are perpendicular to
the normal and, therefore, (A(x, y, u), B(x, y, u), C(x, y, u)) lie on the tangent
plane to S at (x, y, u(x, y)).
Definition 3.2.1. A smooth curve in Rn is said to be an integral or characteristic curve w.r.t a given vector field, if the vector field is tangential to the
curve at each of its point.
Definition 3.2.2. A smooth surface in Rn is said to be an integral surface
w.r.t a given vector field, if the vector field is tangential to the surface at each
of its point.
In the spirit of above definition and arguments, finding a solution u to
(3.2.1) is equivalent to determining an integral surface S corresponding to the
15
coefficient vector field V (x, y) = (A(x, y, u), B(x, y, u), C(x, y, u)) of (3.2.1).
Let s denote the parametrization of the characteristic curves w.r.t V . For
convenience, let z(s) := u(x(s), y(s)). Then the characteristic curves can be
found by solving the system of ODEs
dy
dz
dx
= A(x(s), y(s), z(s)),
= B(x(s), y(s), z(s)),
= C(x(s), y(s), z(s)).
ds
ds
ds
(3.2.2)
The three ODEs obtained are called characteristic equations. The union of
these characteristic (integral) curves give us the integral surface S. The union
is in the sense that every point in the integral surface belongs to exactly one
characteristic.
Example 3.4 (Linear Transport Equation). The linear transport equation is
already solved earlier using elementary method. Let us solve the same using
the method of characteristics. Consider the linear transport equation in two
variable,
ut + bux = 0, x R and t (0, ),
where the constant b R is given. Thus, the given vector field V (x, t) =
(b, 1, 0). The characteristic equations are
dx
= b,
ds
dt
dz
= 1, and
= 0.
ds
ds
Note that solving the system of ODEs requires some initial condition. We
have already observe that the solution of the transport equation depended
on the value of u at time t = 0, i.e., the value of u on the curve (x, 0) in
the xt-plane. Thus, the problem of finding a function u solving a first order
PDE such that u is known on a curve in the xy-plane is called the Cauchy
problem.
Example 3.5. Let g be given (smooth enough) function g : R R. Consider
the linear transport equation
ut + bux = 0
x R and t (0, )
(3.2.3)
u(x, 0) = g(x) x R.
16
dt(r, s)
dz(r, s)
= 1, and
=0
ds
ds
t(r, s) = s + c2 (r)
Lecture 4
Method of Characteristics:
Continued...
Let us study the Example 3.5 with a different data curve .
Example 4.1. Consider the linear transport equation
ut + bux = 0
x R and t (0, )
u(bt, t) = g(t) t (0, ).
(4.0.1)
dt(r, s)
dz(r, s)
= 1, and
=0
ds
ds
t(r, s) = s + c2 (r)
18
Therefore,
x(r, s) = b(s + r),
(r)
(r)
1
2
=
6= 0.
J(r, 0) =
xs (r, 0) ys (r, 0)
A(x0 , y0 , z0 ) B(x0 , y0 , z0 )
The quantity J(r, 0) 6= 0 means that the vectors (A(x0 , y0 , z0 ), B(x0 , y0 , z0 ))
and (10 (r), 20 (r)) are not parallel.
What happens in the case of J(r, 0) = 0, i.e., when the associated vectors
are parallel? The condition given on is u(1 (r), 2 (r)) = g(r). If u is a C 1
solution to the Cauchy problem then on differentiation, w.r.t r, the Cauchy
19
condition yields g 0 (r) = ux (1 (r), 2 (r))10 (r) + uy (1 (r), 2 (r))20 (r). Since u
is solution, at (x0 , y0 , z0 ), of the algebraic system
A(x0 , y0 , z0 ) B(x0 , y0 , z0 )
ux (x0 , y0 )
C(x0 , y0 , z0 )
=
10 (r)
20 (r)
uy (x0 , y0 )
g 0 (r)
a necessary condition is that
A(x0 , y0 , z0 ) B(x0 , y0 , z0 ) C(x0 , y0 , z0 )
= 1.
rank
g 0 (r)
20 (r)
10 (r)
If the above rank condition is satisfied then the data curve is said to be a
characteristic at (x0 , y0 , z0 ). Thus, we have the following possibilities:
(a) J(r, 0) 6= 0 for all r I. Note that, when J(r, 0) 6= 0, then the rank
condition is not satisfied1 and, hence, the data curve does not have
any characteristic points ( is not parallel at all points). Then, in a
neighborhood of , there exists a unique solution u = u(x, y) of the
Cauchy problem given by the system of ODEs.
(b) J(r0 , 0) = 0, for some r0 I, and is characteristic at the point P0 =
(1 (r0 ), 2 (r0 ), g(r0 )). Then a C 1 solution may exist in a neighborhood
of P0 .
(c) J(r0 , 0) = 0 for some r0 I and is not characteristic at P0 . There are
no C 1 solutions in a neighborhood of P0 . There may exist less regular
solutions.
(d) If is a characteristic then there exists infinitely many C 1 solutions in
a neighborhood of .
Example 4.2. Consider the Burgers equation given as
ut + uux = 0
x R and t (0, )
u(x, 0) = g(x) x R.
The parametrization of the curve with r-variable, i.e., = {1 (r), 2 (r)} =
{(r, 0)}. The characteristic equations are:
dx(r, s)
= z,
ds
1
dt(r, s)
dz(r, s)
= 1, and
=0
ds
ds
20
t(r, s) = s + c2 (r)
dt(r, s)
dz(r, s)
= 1, and
=1
ds
ds
21
s2
+ rs + c1 (r),
2
t(r, s) = s + c2 (r)
s2
+ rs + r2 ,
2
dt(r, s)
dz(r, s)
= 1, and
=1
ds
ds
22
r2
,
2
s2
+ rs + c1 (r),
2
t(r, s) = s + c2 (r)
r2
and t(r, 0) = c2 (r) = r.
2
Therefore,
x(r, s) =
s2 + r 2
+ rs,
2
Lecture 5
Classification of Second Order
PDE
A general second order PDE is of the form F (D2 u(x), Du(x), u(x), x) = 0,
for each x Rn and u : R is the unknown. A Cauchy problem is:
given the knowledge of u on a smooth hypersurface , can one find the
solution u of the PDE? The knowledge of u on is said to be the Cauchy
data.
What should be the minimum required Cauchy data for the Cauchy problem to be solved? Viewing the Cauchy problem as an initial value problem
corresponding to ODE, there is a unique solution to the second order ODE
00
y (x) + P (x)y 0 (x) + Q(x)y(x) = 0 x I
y(x0 ) = y0
y 0 (x0 ) = y00 .
where P and Q are continuous on I (assume I closed interval of R) and for
any point x0 I. This motivates us to define the Cauchy problem for second
order PDE as:
x
F (D2 u(x), Du(x), u(x), x) = 0
u(x) = g(x) x
(5.0.1)
5.1
24
Semilinear
Consider the Cauchy problem for the second order semilinear PDE in two
variables (x, y) R2 ,
+2Buxy
+Cuyy
=D
0
+2 (r)uxy
= h01 (r)
10 (r)uxy
+20 (r)uyy = h02 (r).
twice differentiable
25
normal to at each point, the above definition says that the curve is noncharacteristic if
2
X
i,j=1
dy
B B 2 AC
=
.
dx
A
Thus, we have three situations arising depending on the sign of the discriminant, B 2 AC. This classifies the given second order PDE based on
the sign of its discriminant d = B 2 AC.
Definition 5.1.2. We say a second order PDE is of
(a) hyperbolic type if d > 0,
(b) parabolic type if d = 0 and
(c) elliptic type if d < 0.
The hyperbolic PDE have two families of characteristics, parabolic PDE
has one family of characteristic and elliptic PDE have no characteristic. We
caution here that these names are no indication of the shape of the graph of
the solution of the PDE.
Note that the classification depends on the determinant of the coefficient
matrix
A B
B C
For every (x, y) , the matrix is symmetric and hence diagonalisable.
If 1 , 2 are the diagonal entries, then d = 1 2 . Thus, a equation is
hyperbolic at a point (x, y) if the eigen values have opposite sign. It is ellipic
if the eigenvalues have same sign and is parabolic if, at least, one of the
eigenvalue is zero.
26
dy
B B 2 AC
c2
1
=
=
=
.
2
dx
A
c
c
Thus, cy x = a constant is the equation for the two characteristic
curves. Note that the characteristic curves y = x/c + y0 are boundary
of two cones in R2 with vertex at (0, y0 ).
27
(ii) For any given c R, consider uy cuxx = 0. We have already noted that
the equation is parabolic and, hence, should admit one characteristic
curve. The characteristic curve is given by the equation
dy
B B 2 AC
=
= 0.
dx
A
Thus, y = a constant is the equation of the characteristic curve. i.e.,
any horizontal line in R2 is a charateristic curve.
(iii) We have already noted that the equation uxx + uyy = 0 is elliptic and,
hence, will have no real characteristics.
(iv) The equation uxx + xuyy = 0 is of mixed type. In the region x > 0, the
characteristic curves are y 2x3/2 /3 = a constant.
28
Lecture 6
Classification of SOPDE:
Continued
6.1
Quasilinear
The notion of classification of second order semilinear PDE could be generalised to quasilinear PDE A(x, u(x), Du(x)), non-linear PDE and system
of ODE. However, in these cases the classification may also depend on the
solution u. The solutions to characteristic equation for a quasilinear equation
depends on the solution considered.
Example 6.1. Consider the quasilinear PDE uxx uuyy = 0. The discriminant
is d = u. The eigenvalues are 1, u(x). It is hyperbolic for {u > 0}1 , elliptic
when {u < 0} and parabolic when {u = 0}.
Example 6.2. Consider the quasilinear PDE
(c2 u2x )uxx 2ux uy uxy + (c2 u2y )uyy = 0
where c > 0. Then d = B 2 AC = c2 (u2x + u2y c2 ) = c2 (|u|2 c2 ). It is
hyperbolic if |u| > c, parabolic if |u| = c and elliptic if |u| < c.
6.2
29
30
can have other types of boundary conditions, in addition to the initial (or
Cauchy) condition
y(x0 ) = y0 and y 0 (x0 ) = y00 ,
such as, if I = (a, b) then
(a) Dirichlet condition
y(a) = y0 and y(b) = y1 .
(b) Neumann condition
y 0 (a) = y0 and y 0 (b) = y1 .
(c) Periodic condition
y(a) = y(b) and y 0 (a) = y 0 (b).
(d) Robin condition
y(a) + y 0 (a) = y0 and y(b) + y 0 (b) = y1 .
In contrast to Initial (Cauchy boundary) condition, boundary value problems
may be ill-posed. These boundary conditions also can be generalised to
second order PDE. The classification described tells us the right amount
of initial/boundary condition to be imposed for a second order PDE to be
well-posed.
For hyperbolic, which has two real characteristics, requires as many initial condition as the number of characteristics emanating from initial time
and as many boundary conditions as the number of characteristics that pass
into the spatial boundary. Thus, hyperbolic equations will take the Cauchy
boundary conditions on an open surface. For parabolic, which has exactly
one real characteristic, we need one boundary condition at each point of the
spatial boundary and one initial condition at initial time. Thus, parabolic
equation will take either Dirichlet or Neumann on an open surface. For elliptic, which has no real characteristic curves, we need one boundary condition
at each point of the spatial boundary. Thus, elliptic equations will take either
Dirichlet or Neumann in a closed surface enclosing the domain of interest.
6.3
31
Recall that for a second order Cauchy problem we need to know both u
and its normal derivative on a data curve contained in . However, the
Cauchy problem for Laplacian (more generally for elliptic equations) is not
well-posed. In fact, the Cauchy problem for Laplace equation on a bounded
domain is over-determined.
Example 6.3 (Hadamard). Consider the Cauchy problem for Laplace equation
uxx + uyy = 0
u(0, y)
= cosk2ky
ux (0, y)
= 0,
where k > 0 is an integer. It is easy to verify that there is a unique solution
uk (x, y) =
cosh(kx) cos(ky)
k2
cosh(kx0 )
.
k2
uxx + uyy = 0
u(x, 0)
=0
uy (x, 0)
= k 1 sin kx,
where k > 0, is not well-posed. (Hint: Compute explicit solution using separation of variable. Note that, as k , the Cauchy data tends to zero
uniformly, but the solution does not converge to zero for any y 6= 0. Therefore, a small change from zero Cauchy data (with corresponding solution
being zero) may induce bigger change in the solution.)
This issue of ill-posedness of the Cauchy problem is very special to second
order elliptic equations. In general, any hyperbolic equation Cauchy problem
is well-posed, as long as the hyperbolicity is valid in the full neighbourhood
of the data curve.
32
Example 6.4. Consider the Cauchy problem for the second order hyperbolic
equation
2
y uxx yuyy + 21 uy = 0 y > 0
u(x, 0)
= f (x)
uy (x, 0)
= g(x).
The general solution to this problem can be computed as
2 3/2
2 3/2
+G x y
.
u(x, y) = F x + y
3
3
On y = 0 u(x, 0) = F (x) + G(x) = f (x). Further,
2 3/2
2 3/2
1/2 0
1/2 0
uy (x, y) = y F x + y
y G x y
3
3
and uy (x, 0) = 0. Thus, the Cauchy problem has no solution unless g(x) = 0.
If g 0 then the solution is
2 3/2
2 3/2
2 3/2
u(x, y) = F x + y
F x y
+f x y
3
3
3
for arbitrary F C 2 . Therefore, when g 0 the solution is not unique.
The Cauchy problem is not well-posed because the equation is hyperbolic
(B 2 AC = y 3 ) not in the full neighbourhood of the data curve {y = 0}.
Lecture 7
Classification of SOPDE:
Continued
7.1
Invariance of Discriminant
34
=
=
=
=
=
uw wx + uz zx ,
uw wy + uz zy ,
uww wx2 + 2uwz wx zx + uzz zx2 + uw wxx + uz zxx
uww wy2 + 2uwz wy zy + uzz zy2 + uw wyy + uz zyy
uww wx wy + uwz (wx zy + wy zx ) + uzz zx zy + uw wxy + uz zxy
(7.1.2)
(7.1.3)
(7.1.4)
7.2
35
uXX uY Y = D(X,
Y, u, uX , uY ).
If the given second order PDE (7.1.1) is such that A = B = 0, then
(7.1.1) is of parabolic type and a division by C (since C 6= 0) gives
y, u, ux , uy )
uyy = D(x,
= D/C. The above form is the standard form of second order
where D
parabolic equation.
If the given second order PDE (7.1.1) is such that A = C and B = 0,
then (7.1.1) is of elliptic type and a division by A (since A 6= 0) gives
y, u, ux , uy )
uxx + uyy = D(x,
= D/A. The above form is the standard form of second order
where D
elliptic equation.
Note that the standard forms of the PDE is an expression with no mixed
derivatives.
7.3
Consider the second order semilinear PDE (7.1.1) not in standard form. We
look for transformation w = w(x, y) and z = z(x, y), with non-vanishing
Jacobian, such that the reduced form is the standard form.
If B 2 AC > 0, we have two characteristics. We are looking for the
coordinate system w and z such that a = c = 0. This implies from equation
(7.1.2) and (7.1.4) that we need to find w and z such that
B B 2 AC
zx
wx
=
= .
wy
A
zy
36
Therefore, we need to find w and z such that along the slopes of the characteristic curves,
dy
B B 2 AC
wx
=
=
.
dx
A
wy
This means that, using the parametrisation of the characteristic curves,
wx 10 (r) + wy 20 (r) = 0 and w0 (r) = 0. Similarly for z. Thus, w and z
are chosen such that they are constant on the characteristic curves.
The characteristic curves are found by solving
dy
B B 2 AC
=
dx
A
and the coordinates are then chosen such that along the characteristic curve
w(x, y)
= a constant
and z(x, y) = a constant. Note that wx zy wy zx =
2
2
wy zy A B AC 6= 0.
Example 7.1. For a non-zero constant c R, let us reduce to canonical
form the PDE uxx c2 uyy = 0. Note that A = 1, B = 0, C = c2 and
B 2 AC = c2 and the equation is hyperbolic. The characteristic curves are
given by the equation
B B 2 AC
dy
=
= c.
dx
A
Solving we get y cx = a constant. Thus, w = y + cx and z = y cx. Now
writing
uxx =
=
uyy =
=
2
c uyy =
37
B 2 AC
= x y.
A
z = x2 /2 2 y. Now writing
ux = uw wx + uz zx = x(uw + uz )
1
uy = uw wy + uz zy = (uw uz )
y
uxx = uww wx2 + 2uwz wx zx + uzz zx2 + uw wxx + uz zxx
= x2 (uww + 2uwz + uzz ) + uw + uz
uyy = uww wy2 + 2uwz wy zy + uzz zy2 + uw wyy + uz zyy
1
1
(uww 2uwz + uzz ) (uw uz )
=
y
2y y
x2
x2 yuyy = x2 (uww 2uwz + uzz ) + (uw uz )
2 y
Substituting into the given PDE, we get
2 y + x2
2 y x2
0 = 4x uwz +
uw +
uz
2 y
2 y
38
Example 7.3. Let us reduce the PDE e2x uxx + 2ex+y uxy + e2y uyy = 0 to its
canonical form. Note that A = e2x , B = ex+y , C = e2y and B 2 AC = 0.
The PDE is parabolic. The characteristic curves are given by the equation
dy
B
ey
=
= x.
dx
A
e
Solving, we get ey ex = a constant. Thus, w = ey ex . Now, we
choose z such that wx zy wy zx 6= 0. For instance, z = x is one such choice.
Then
ux
uy
uxx
uyy
uxy
=
=
=
=
=
ex uw + uz
ey uw
e2x uww + 2ex uwz + uzz ex uw
e2y uww + ey uw
ey (ex uww uwz )
w
uw .
1 + wez
=
=
=
=
uw /x
uz /y
uw /x2 + uww /x2
uz /y 2 + uzz /y 2
39
=
=
=
=
=
uw + 2uz
uw
uww + 4uwz + 4uzz
uww
(uww + 2uwz )
40
Lecture 8
The Laplacian
We introducedPin Lecture 1 the Laplacian to be the trace of the Hessain
2
matrix, := ni=1 x
2 . The Laplace operator usually appears in physical
i
models associated with dissipative effects (except wave equation). The importance of Laplace operator can be realised by its appearance in various
physical models. For instance, in the
(a) heat equation
2
t2
+ .
(c) and the Schrodingers equation i t
8.1
Properties of Laplacian
2
i=1 x2i .
Pn
Note
1 2
:=
r
+ 2 2,
r r
r
r
where r is the magnitude component (0 r < ) and is the direction
component (0 < 2). The direction component is also called the azimuth
angle or polar angle. This is easily seen by using the relation x = r cos and
41
42
y = r sin . Then
x
r
= cos ,
y
r
= sin and
u
r
= cos u
+ sin u
. Also,
x
y
2
2
2u
2u
2 u
2 u
.
= cos 2 + sin 2 + 2 cos sin
r2
x
y
xy
Similarly,
= r sin ,
= r cos ,
= r cos u
r sin u
and
y
x
2
2
1 2u
1 u
2u
2 u
2 u
.
=
sin
+
cos
2
cos
sin
2
2
2
2
r
x
y
xy r r
Therefore,
2u
r2
1 2u
r2 2
2u
x2
2u
y 2
1 u
r r
and, hence,
1 2 u 1 u
2u
.
u = 2 + 2 2 +
r
r
r r
Further, in three dimension cylindrical coordinates, the Laplacian is given as
1
1 2
2
:=
r
+ 2 2+ 2
r r
r
r
z
where r [0, ), [0, 2) and z R. In three dimension spherical
coordinates, the Laplacian is given as
2
1
1
1
2
r
+ 2
sin
+ 2 2
:= 2
r r
r
r sin
r sin 2
where r [0, ), [0, ] (zenith angle or inclination) and [0, 2)
(azimuth angle).
Theorem 8.1.1. Let n 2 and u be a radial function, i.e., u(x) = v(r)
where x Rn and r = |x|, then
d2 v(r) (n 1) dv(r)
u(x) =
+
.
dr2
r
dr
Proof. Note that
p
( x21 + . . . + x2n )
r
|x|
1
xi
=
=
= (x21 + . . . + x2n )1/2 (2xi ) = .
xi
xi
xi
2
r
43
Thus,
n
n
X
X
u(x)
dv(r) xi
u(x) =
=
xi
xi
xi
dr r
i=1
i=1
n
X
1 dv(r)
n dv(r)
=
+
xi
xi r dr
r dr
i=1
n
X
x2i d dv(r) 1
n dv(r)
=
+
r dr
dr r
r dr
i=1
n
X
x2i 1 d2 v(r)
1 dv(r)
n dv(r)
=
+
r r dr2
r2 dr
r dr
i=1
1 dv(r)
n dv(r)
r2 1 d2 v(r)
2
+
=
2
r r dr
r dr
r dr
2
d v(r) 1 dv(r) n dv(r)
=
+
dr2
r dr
r dr
d2 v(r) (n 1) dv(r)
=
+
.
dr2
r
dr
Hence the result proved.
More generally, the Laplacian in Rn may be written in polar coordinates
as
2
n1
1
:= 2 +
+ 2 Sn1
r
r r r
where Sn1 is a second order differential operator in angular variables only.
The angular part of Laplacian is called the Laplace-Beltrami operator acting
on Sn1 (unit sphere of Rn ) with Riemannian metric induced by the standard
Euclidean metric in Rn .
8.2
Boundary Conditions
44
u =
(Using GDT)
f =
g.
The second equality is called the compatibility condition. Thus, for an inhomogeneous Laplace equation with Neumann boundary condition, the given
data f, g must necessarily satisfy the compatibility condition. Otherwise, the
Neumann problem does not make any sense.
The aim of this chapter is to solve, for any open bounded subset Rn ,
u(x) = f (x)
one of the above
in
inhomogeneous boudary condition on .
v(x)
one of
=0
the above
and w is a solution of
w(x) = f (x)
one of
the above
in
inhomogeneous boudary condition on ,
in
homogeneous boudary condition on .
45
8.3
Harmonic Functions
2
d
The one dimensional Laplace equation is an ODE ( dx
2 ) and is solvable with
solutions u(x) = ax + b for some constants a and b. But in higher dimensions
solving Laplace equation is not so simple. For instance, a two dimensional
Laplace equation
uxx + uyy = 0
46
Lecture 9
Properties of Harmonic
Functions
In this section we shall study properties of harmonic functions. We shall assume the divergence theorems from multivariable calculus (cf. Appendix A).
Also, note that if u is a harmonic function on then, by Gauss divergence
theorem (cf. Theorem A.0.4),
Z
u
d = 0.
47
48
The above inequality is true for all > 0. Thus, u(x) maxx u(x), for all
x . Therefore, max u maxx u(x). and hence we have equality.
9.0.1
49
(b) (Stability) |u1 (x) u2 (x)| maxy |g1 (y) g2 (y)| for all x .
Proof. The fact that there is atmost one solution to the Dirichlet problem
follows from the Theorem 9.0.2. Let w = u1 u2 . Then w is harmonic.
(a) Note that w = g1 g2 0 on . Since g1 (x0 ) > g2 (x0 ) for some
x0 , then w(x) > 0 for all x . This proves the comparison
result.
(b) Again, by maximum principle, we have
w(x) max |g1 (y) g2 (y)|x .
y
We remark that the uniqueness result is not true for unbounded domains.
Example 9.1. Let u C 2 () C() be a solution of the Dirichlet problem
u(x) = 0
x
(9.0.1)
u(x)
= g(x) x .
Let = {x Rn | |x| > 1} and g 0. Obviously, u = 0 is a solution. But
we also have a non-trivial solution
(
ln |x|
n=2
u(x) =
2n
|x|
1 n 3.
Example 9.2. Consider the problem (9.0.1) with g 0 and = {x Rn |
xn > 0}. Obviously, u = 0 is a solution. But we also have a non-trivial
solution u(x) = xn .
We have shown above that if a solution exists for (9.0.1) then it is unique
(cf. Theorem 9.0.2). So it only remains to show the existence of solution
of (9.0.1), for any given domain . In the modern theory, there are three
different methods to address the question of existence, viz., Perrons Method,
Layer Potential (Integral Equations) and L2 methods which are beyond the
scope of this course.
50
where u
:= u and = (1 , . . . , n ) is the outward pointing unit normal
Lecture 10
Sturm-Liouville Problems
10.1
compare an EVP with the notion of diagonalisation of matrices from Linear Algebra
51
52
10.2
Sturm-Liouville Problems
53
We say the S-L problem is singular if either the interval (a, b) is unbounded or one (or both) of the regularity condition given above fails.
We say the S-L problem is periodic if p(a) = p(b) and the separated
boundary conditions are replaced with the periodic boundary condition y(a) =
y(b) and y 0 (a) = y 0 (b).
Example 10.2. Examples of regular S-L problem:
(a)
cy(a) + y 0 (a) = 0,
where c > 0 is a constant.
(d)
0
(x2 y 0 (x)) = y(x) x (1, a)
y(1) = 0
y(a) = 0,
where p(x) = x2 , q 0 and r 1.
Remark 10.2.2. In a singular Sturm-Liouville problem, the boundary condition at an (or both) end(s) is dropped if p vanishes in (or both) the corresponding end(s). This is because when p vanishes, the equation at that
point is no longer second order. Note that dropping a boundary condition
corresponding to a end-point is equivalent to taking both constants zero (for
instance, c1 = c2 = 0, in case of left end-point).
Example 10.3. Examples of singular S-L problem:
54
y 00 (x) = y(x) x (, )
y() = y()
0
y () = y 0 ().
Lecture 11
Spectral Results
We shall now state without proof the spectral theorem for regular S-L problem. Our aim, in this course, is to check the validity of the theorem through
some examples.
Theorem 11.0.1. For a regular S-L problem, there exists an increasing sequence of eigenvalues 0 < 1 < 2 < 3 < . . . < k < . . . with k , as
k .
Exercise 4. Let Wk = Wk be the eigen space corresponding k . Show that
for regular S-L problem Wk is one dimensional, i.e., corresponding to each
k , there cannot be two or more linearly independent eigen vectors.
Example 11.1. Consider the boundary value problem,
y 00 + y = 0 x (0, a)
y(0) = y(a) = 0.
This is a second order ODE with constant coeffcients.
Its characteristic
equation is m2 + = 0. Solving for m, we get m = . Note that
the can be either zero, positive or negative. If = 0, then y 00 = 0 and
the general solution is y(x) = x + , for some constants and . Since
y(0) = y(a) = 0 and a 6= 0, we get = = 0. Thus, we have no non-trivial
solution corresponding to = 0.
56
57
58
Lecture 12
Singular Sturm-Liouville
Problem
Singular S-L, in general, have continuous spectrum. However, the examples
we presented viz. Bessels equation and Legendre equation have a discrete
spectrum, similar to the regular S-L problem.
12.0.1
2 dy
(1 x )
+ y = 0 for x [1, 1].
dx
60
The end points x = 1 are regular singular point. The coefficients P (x) =
and R(x) = 1x
2 are analytic at x = 0, with radius of convergence 1.
P
k
We look for power series form of solutions y(x) =
k=0 ak x . Differentiating
(twice) the series term by term, substituting in the Legendre equation and
1
0
, a3 = (2)a
and for k 2,
equating like powers of x, we get a2 = a
2
6
2x
1x2
ak+2 =
(k(k + 1) )ak
.
(k + 2)(k + 1)
Thus, the constants a0 and a1 can be fixed arbitrarily and the remaining
constants are defined as per the above relation. For instance, if a1 = 0, we
get the non-trivial solution of the Legendre equation as
y 1 = a0 +
a2k x2k
k=1
a2k+1 x2k+1 ,
k=1
provided the series converge. Note from the recurrence relation that if a
coefficient is zero at some stage, then every alternate coefficient, subsequently,
is zero. Thus, there are two possibilities of convergence here:
(i) the series terminates after finite stage to become a polynomial
(ii) the series does not terminate, but converges.
Suppose the series does not terminate, say for instance, in y1 . Then
a2k 6= 0, for all k. Consider the ratio
a2(k+1) x2(k+1)
2k(2k + 1)x2
2kx2
= x2 .
lim
= lim
lim
= k
k
a2k x2k
(2k + 2)(2k + 1) k (2k + 2)
The term involving tends to zero. Therefore, by ratio test, y1 converges in
x2 < 1 and diverges in x2 > 1. Also, it can be shown that when x2 = 1 the
series diverges (beyond the scope of this course).
Since, Legendre equation is a singular S-L problem, we try to find solution
y such that y and its derivative y 0 are continuous in the closed interval [1, 1].
61
Thus, the only such possible solutions will be terminating series becoming
polynomials.
Note that, for k 2,
ak+2 =
(k(k + 1) )ak
.
(k + 2)(k + 1)
Hence, for any n 2, if = n(n+1), then an+2 = 0 and hence every alternate
term is zero. Also, if = 1(1 + 1) = 2, then a3 = 0. If = 0(0 + 1) = 0, then
a2 = 0. Thus, for each n N {0}, we have n = n(n + 1) and one of the
solution y1 or y2 is a polynomial. Thus, for each n N {0}, we have the
eigen value n = n(n + 1) and the Legendre polynmial Pn of degree n which
is a solution to the Legendre equation.
12.0.2
(xy 0 (x)) +
n2
y(x) = 0
x
or equivalently,
x2 y 00 (x) + xy 0 (x) n2 y(x) = 0.
The above second order ODE with variable coefficients can be converted to
an ODE with constant coefficients by the substitution x = es (or s = ln x).
Then, by chain rule,
dy
dy ds
dy
y0 =
=
= es
dx
ds dx
ds
1
needs proof
62
and
00
y =e
s dy
ds
=e
d
ds
s dy
ds
2s
=e
d2 y dy
ds2
ds
.
Therefore,
y 00 (s) n2 y(s) = 0,
where y is now a function of the new variable s. For n = 0, the general
solution is y(s) = s+, for some arbitrary constants. Thus, y(x) = ln x+
. The requirement that both y and y 0 are continuous on [0, a] forces = 0.
Thus, y(x) = . But y(a) = 0 and hence = 0, yielding the trivial solution.
Now, let n > 0 be positive integers. Then the general solution is y(s) =
ens + ens . Consequently, y(x) = xn + xn . Since y and y 0 has to be
continuous on [0, a], = 0. Thus, y(x) = xn . Now, using the boundary
condition y(a) = 0, we get = 0 yielding the trivial solution. Therefore,
= 0 is not an eigenvalue for all n = 0, 1, 2, . . ..
When > 0, the given ODE reduces to
x2 y 00 (x) + xy 0 (x) + (x2 n2 )y(x) = 0.
Lecture 13
Orthogonality of Eigen
Functions
Observe that for a regular S-L problem the differential operator can be written as
1 d
d
q(x)
L=
.
p(x)
r(x) dx
dx
r(x)
Let V denote the set of all solutions of (10.2.1). Necessarily, 0 V and
V C 2 (a, b). We define the inner product 1 h, i : V V R on V as,
Z
hf, gi :=
63
64
a
Z b
d
dyj
=
yi (x)
p(x)
+ p(b)yj0 (b)yi (b) p(a)yj0 (a)yi (b)
dx
dx
a
Z b
0
0
[p(b)yi (b)yj (b) p(a)yi (a)yj (b)]
q(x)yi yj dx
a
= hyi , Lyj i + p(b) yj0 (b)yi (b) yi0 (b)yj (b)
p(a) yj0 (a)yi (a) yi0 (a)yj (a)
= j hyi , yj i + p(b) yj0 (b)yi (b) yi0 (b)yj (b)
p(a) yj0 (a)yi (a) yi0 (a)yj (a) .
Thus,
(i j )hyi , yj i = p(b) yj0 (b)yi (b) yi0 (b)yj (b) p(a) yj0 (a)yi (a) yi0 (a)yj (a) .
For regular S-L problem, the boundary condition corresponding to the endpoint b is the system of equations
d1 yi (b) + d2 yi0 (b) = 0
d1 yj (b) + d2 yj0 (b) = 0
such that d21 + d22 = 0. Therefore, the determinant of the coefficient matrix
yi (b)yj0 (b) yj (b)yi0 (b) = 0. Similar, argument is also valid for the boundary
condition corresponding to a. Thus, (i j )hyi , yj i = 0. But i j 6= 0,
hence hyi , yj i = 0.
For periodic S-L problem, p(a) = p(b), yk (a) = yk (b) and yk0 (a) = yk0 (b),
for k = i, j. Then the RHS vanishes and hyi , yj i = 0.
For singular S-L problems such that either p(a) = 0 or p(b) = 0 or both
happens, then again RHS vanishes. This is because if p(a) = 0, we drop the
boundary condition corresponding to the end-point a.
65
kx
a
(ii)
(
, for m = n
sin nt sin mt dt =
0, for m 6= n.
(iii)
Z
sin nt cos mt dt = 0.
cos
kt
and
sin
kt
(13.0.1)
(13.0.2)
and
66
But
cos kt dt =
1
sin kt| = 0, for k 6= 0.
k
Thus,
(
, for m = n
cos nt cos mt dt =
0, for m 6= n.
Z
Further,
cos
kt
is of unit length.
(ii) Subtract (13.0.1) from (13.0.2) and use similar arguments as above.
(iii) Arguments are same using the identities (13.0.1) and (13.0.2) corresponding to sin.
Exercise 6. Show that
Z
(
2, for m = n
eimt eint dt =
0,
for m 6= n.
Example 13.2. We computed in Example 11.2 the eigenvalues and eigenvectors of the periodic S-L problem,
00
in (, )
y + y = 0
y() = y()
0
y () = y 0 ()
to be, for each k N {0}, (yk , k ) where
yk (x) = k cos kx + k sin kx,
and k = k 2 . Again r 1 and the orthogonality follows from the exercise
above.
67
if m 6= n
if m = n
where zni is the i-th positive zero of the Bessel function (of order n) Jn .
13.1
ak y k ,
k=0
68
Lecture 14
Fourier Series
At the end of previous chapter, we introduced the Fourier series of a function
f . A natural question that arises at this moment is: what classes of functions
admit a Fourier series expansion? We attempt to answer this question in this
chapter.
14.1
Periodic Functions
We isolate the properties of the trigonometric functions, viz., sin, cos, tan
etc.
Definition 14.1.1. A function f : R R is said to be periodic of period
T , if T > 0 is the smallest number such that
f (t + T ) = f (t)
t R.
70
14.2
X
a0 +
(ak cos kt + bk sin kt)
k=1
(14.2.1)
k=1
X
(ak cos kt + bk sin kt) dt
f (t) dt =
a0 +
k=1
= a0 (2) +
X
(ak cos kt + bk sin kt) dt
k=1
1
2
k=1
71
k N.
cos kt dt = 0,
Hence,
1
a0 =
2
f (t) dt.
Z
X
+
Z
j=1
ak cos kt cos kt dt = ak .
Similar argument, after multiplying by sin kt, gives the formula for bk . Thus,
we have derived , for all k N,
Z
1
ak =
f (t) cos kt dt
Z
1
bk =
f (t) sin kt dt
Z
1
a0 =
f (t) dt.
2
These are the formulae for Fourier coefficients of a 2-periodic functions f ,
in terms of f . Similarly, if f is a T -periodic function extended to R, then its
Fourier series is
X
2kt
2kt
f (t) = a0 +
ak cos
+ bk sin
,
T
T
k=1
where
2
ak =
T
f (t) cos
2kt
T
dt
(14.2.2a)
72
2
bk =
T
f (t) sin
2kt
T
dt
(14.2.2b)
Z
1 T
a0 =
f (t) dt.
(14.2.2c)
T 0
The above discussion motivates us to give the following definition.
Definition 14.2.1. If f : R R is any T -periodic integrable function then
we define the Fourier coefficients of f , a0 , ak and bk , for all k N, by (14.2.2)
and the Fourier series of f is given by
X
2kt
2kt
+ bk sin
.
(14.2.3)
f (x) a0 +
ak cos
T
T
k=1
Note the use of symbol in (14.2.3). This is because we have the
following issues once we have the definition of Fourier series of f , viz.,
(a) Will the Fourier series of f always converge?
(b) If it converges, will it converge to f ?
(c) If so, is the convergence point-wise or uniform3 .
Answering these question, in all generality, is beyond the scope of this
course. However, we shall state some results, in the next section, that will
get us in to working mode. We end this section with some simple examples
on computing Fourier coefficients of functions.
Example 14.2. Consider the constant function f c on (, ). Then
Z
1
c dt = c.
a0 =
2
For each k N,
and
1
ak =
1
bk =
c cos kt dt = 0
c sin kt dt = 0.
because our derivation of formulae for Fourier coefficients assumed uniform convergence of the series
73
1
ak =
and
1
bk =
sin t cos kt dt = 0
(
0 k 6= 1
sin t sin kt dt =
1 k = 1.
Similarly, for f (t) = cos t on (, ), all Fourier coefficients are zero, except
a1 = 1.
Example 14.4. Consider the function f (t) = t on (, ). Then
Z
1
t dt = 0.
a0 =
2
For each k N,
Z
Z
1
1
t cos kt dt =
ak =
X
(1)k+1
t2
sin kt
k
k=1
Example 14.5. Let us consider the same function f (t) = t, as in previous
example, but defined on (0, ). Viewing this as -periodic function, we compute
Z
1
a0 =
t dt = .
0
2
74
For each k N,
ak
Z
Z
2
2
=
t cos 2kt dt =
and
bk
Z
Z
2
2
=
t sin 2kt dt =
cos 2kt dt ( cos 2k 0)
0
2k 0
1
1 1
(sin 2k sin(0)) =
.
=
k 2k
k
X1
t
sin 2kt.
2 k=1 k
Note that difference in Fourier expansion of the same function when the
periodicity changes.
Exercise 9. Find the Fourier coefficients and Fourier series of the function
(
0 if t (, 0]
f (t) =
t if t (0, ).
Theorem 14.2.2 (Riemann-Lebesgue Lemma). Let f be a continuous function in [, ]. Show that the Fourier coefficients of f converges to zero,
i.e.,
lim ak = lim bk = 0.
k
Proof. Observe that |ak | and |bk | are bounded sequences, since
Z
{|ak |, |bk |}
|f (t)| dt < +.
75
bk =
/k
f (t) sin kt dt =
f (x + /k) sin(kx + ) dx
/k
/k
/k
/k
f (t + /k) sin kt dt +
/k
Z
f (t) sin kt dt
/k
= I1 + I2 + I3 .
Thus, |2bk | |I1 | + |I2 | + |I3 |. Consider
Z
|I3 | =
f (t) sin kt dt
/k
Z
|f (t)| dt
/k
M
=
.
max |f (t)|
t[,]
k
k
Similar estimate is also true for I1 . Let us consider,
Z
/k
|I2 | =
(f (t) f (t + /k)) sin kt dt
76
Lecture 15
Fourier Series: Continued...
15.1
Definition 15.1.1. A function f : [a, b] R is said to be piecewise continuously differentiable if it has a continuous derivative f 0 in (a, b), except at
finitely many points in the interval [a, b] and at each these finite points, the
right-hand and left-hand limit for both f and f 0 exist.
Example 15.1. Consider f : [1, 1] R defined as f (t) = |t| is continuous.
It is not differentiable at 0, but it is piecewise continuously differentiable.
Example 15.2. Consider the function f : [1, 1] R defined as
0,
for t = 0, 1, 1.
It is not continuous, but is piecewise continuous. It is also piecewise continuously differentiable.
Exercise 10 (Riemann-Lebesgue Lemma). Let f be a piecewise continuous
function in [, ] such that
Z
|f (t)| dt < +.
77
78
1
ak =
Z
0
c
c dt = .
2
c cos kt dt = 0
0
and
1
bk =
Z
0
c 1
c(1 + (1)k+1 )
c sin kt dt =
( cos k + cos(0)) =
.
k
k
Therefore,
f (t)
c X c(1 + (1)k+1 )
+
sin kt.
2 k=1
k
15.2
et + et
,
2
sin t =
et et
.
2i
79
f (t) =
a0 X
+
(ak cos kt + bk sin kt)
2
k=1
a0 X
+
f (t) =
(ak cos kt + bk sin kt)
2
k=1
bk kt
a0 X ak kt
kt
kt
+
e +e
e e
=
2
2
2
k=1
a0 X
ak bk kt
ak + bk kt
f (t) =
+
e +
e
2
2
2
k=1
= c0 +
ck ekt + ck ekt
k=1
ck ekt .
k=
ck ekt ,
(15.2.1)
k=
where the convergence is uniform. Use the integral formulae from Exercise 6
to show that, for all k Z,
Z
1
f (t)ekt dt.
ck =
2
Proof. Fix a k. To find the coefficient ck , multiply both sides of (15.2.1) by
ekt and integrate from to .
Using the real Fourier coefficients one can write down the complex Fourier
coefficients using the relations
c0 =
a0
,
2
ck =
ak bk
ak + bk
and ck =
2
2
80
and if one can compute directly the complex Fourier series of a periodic
function f , then one can write down the real Fourier coefficients using the
formula,
a0 = 2c0 , ak = ck + ck and bk = (ck ck ).
Exercise 12. Find the complex Fourier coefficients (directly) of the function
f (t) = t for t (, ] extended to R periodically with period 2. Use the
complex Fourier coefficients to find the real Fourier coefficients of f .
Proof. We use the
1
ck =
2
tekt dt.
Z
kt
1
t kt
=
e
e
dt
2
k
k
1 h k k i
=
e
+ e
= cos k = (1)k .
2 k
k
k
k
15.3
(1)k+1
.
k
Orthogonality
81
hf, gi =
f (t)g(t) dt
cos kt
sin kt
ek (t) = and fk (t) = .
Example 15.4. e0 , ek and fk are all of unit length. he0 , ek i = 0 and he0 , fk i =
0. Also, hem , en i = 0 and hfm , fn i = 0, for m 6= n. Further, hem , fn i = 0
for all m, n. Check and compare these properties with the standard basis
vectors of Rn !
In this new formulation, we can rewrite the formulae for the Fourier
coefficients as:
1
a0 = hf, e0 i,
2
1
1
ak = hf, ek i and bk = hf, fk i.
1
1 X
f (t) = hf, e0 i +
(hf, ek i cos kt + hf, fk i sin kt) .
k=1
2
82
15.3.1
15.4
X
k=1
bk sin
kt
T
where
(15.4.1)
83
bk =
=
=
=
Z
1
kt
1 T
kt
fo , sin
=
fo (t) sin
dt
T
T
T T
T
Z 0
Z T
kt
kt
1
f (t) sin
f (t) sin
dt +
dt
T T
T
T
0
Z 0
Z T
kt
kt
1
f (t) sin
f (t) sin
dt +
dt
T T
T
T
0
Z
2 T
kt
f (t) sin
dt.
T 0
T
Example 15.6. Let us consider the function f (t) = t on (0, ). To compute the
Fourier sine series of f , we extend f to (, ) as an odd function fo (t) = t
on (, ). For each k N,
Z
Z
2
2
t sin kt dt =
cos kt dt ( cos k 0)
bk =
0
k 0
2 1
(1)k+1 2
k+1
=
(sin k sin(0)) + (1)
.
=
k k
k
Therefore, the Fourier sine series expansion of f (t) = t on (0, ) is
t2
X
(1)k+1
k=1
sin kt
X
k=1
ak cos
kt
T
(15.4.2)
84
where
2
ak =
T
f (t) cos
kt
T
dt
and
Z
1 T
a0 =
f (t) dt.
T 0
Example 15.7. Let us consider the function f (t) = t on (0, ). To compute
the Fourier cosine series of f , we extend f to (, ) as an even function
fe (t) = |t| on (, ). Then,
Z
1
t dt = .
a0 =
0
2
For each k N,
ak
Z
Z
2
2
=
t cos kt dt =
sin kt dt + ( sin k 0)
0
k
0
2 1
2[(1)k 1]
=
(cos k cos(0)) =
.
k k
k2
X
(1)k 1
t +2
cos kt.
2
2
k
k=1
Compare the result with the Fourier series of the function f (t) = |t| on
(, ).
15.5
Recall that we had computed the Fourier series expansion of periodic functions. The periodicity was assumed due to the periodicity of sin and cos
functions. The question we shall address in this section is: Can we generalise
the notion of Fourier series of f , to non-periodic functions?
The answer is a yes! Note that the periodicity of f is captured by the
integer k appearing in the arguments of sin and cos. To generalise the notion
of Fourier series to non-periodic functions, we shall replace k, a positive
integer, with a real number . Note that when we replace k with , the
sequences ak , bk become functions of , a() and b() and the series form is
replaced by an integral form over R.
85
where
Z
1
a() =
f (t) cos t dt
Z
1
b() =
f (t) sin t dt.
86
Lecture 16
Standing Waves: Separation of
Variable
The method of separation of variables was introduced by dAlembert (1747)
and Euler (1748) for the wave equation. This technique was also employed
by Laplace (1782) and Legendre (1782) while studying the Laplace equation
and also by Fourier while studying the heat equation.
Recall the set-up of the vibrating string given by the equation utt = uxx ,
we have normalised the constant c. Initially at time t, let us say the string
has the shape of the graph of v, i.e., u(x, 0) = v(x). The snapshot of the
vibrating string at each time are called the standing waves. The shape of
the string at time t0 can be thought of as some factor (depending on time)
of v. This observation motivates the idea of separation of variable, i.e.,
u(x, t) = v(x)w(t), where w(t) is the factor depending on time, which scales
v at time t to fit with the shape of u(x, t).
The fact that endpoints are fixed is given by the boundary condition
u(0, t) = u(L, t) = 0.
We are also given the initial position u(x, 0) = g(x) (at time t = 0) and initial
velocity of the string at time t = 0, ut (x, 0) = h(x). Given g, h : [0, L] R
such that g(0) = g(L) = 0 and h(0) = h(L), we need to solve the initial value
87
problem
u(x, 0)
ut (x, 0)
u(0, t)
u(L, t)
=0
= g(x)
= h(x)
= (t)
= (t)
in
in
in
in
in
(0, L) (0, )
[0, L]
[0, L]
(0, )
(0, ),
88
(16.0.1)
v 00 (x)
w00 (t)
=
.
c2 w(t)
v(x)
89
x
x
If > 0, then v(x) = e
+ e
. Equivalently,
ckt
L
+ bk sin
ckt
L
.
90
T /
c 1
1 c
c
=
=
=
.
2
2 L
2L
2L
The frequency of higher modes are integer multiples of the fundamental frequency. Note that the frequency of the vibration is related to eigenvalues of
the second order differential operator.
The general solution of (16.0.1), by principle of superposition, is
u(x, t) =
X
k=1
ak cos
ckt
L
+ bk sin
ckt
L
sin
kx
L
.
Note that the solution is expressed as series, which raises the question of
convergence of the series. Another concern is whether all solutions of (16.0.1)
have this form. We ignore these two concerns at this moment.
Since we know the initial position of the string as the graph of g, we get
g(x) = u(x, 0) =
X
k=1
ak sin
kx
L
.
This expression is again troubling and rises the question: Can any arbitrary
function g be expressed as an infinite sum of trigonometric functions? Answering this question led to the study of Fourier series. Let us also, as
usual, ignore this concern for time being. Then, can we
find the the conlx
stants ak with knowledge of g. By multiplying sin L both sides of the
expression of g and integrating from 0 to L, we get
#
Z L
Z L "X
lx
lx
kx
g(x) sin
sin
dx =
ak sin
dx
L
L
L
0
0
k=1
Z L
X
kx
lx
=
sin
dx
ak
sin
L
L
0
k=1
91
X
ck
k=1
ckt
ckt
kx
bk cos
ak sin
sin
.
L
L
L
X
bk kc
k=1
and hence
2
bk =
kc
16.1
h(x) sin
sin
kx
L
kx
L
.
Elliptic Equations
v 00 (x)
w00 (y)
=
.
v(x)
w(y)
Since LHS is function of x and RHS is function y, they must equal a constant,
say . Thus,
v 00 (x)
w00 (y)
=
= .
v(x)
w(y)
92
93
k sin
k=1
kx
a
sinh
ky
a
.
The constant k are obtained by using the boundary condition u(x, b) = h(x)
which yields
h(x) = u(x, b) =
X
k=1
k sinh
kb
a
sin
kx
a
.
Since h(0) = h(a) = 0, the function h admits a Fourier Sine series. Thus
k sinh kb
is the k-th Fourier sine coefficient of h, i.e.,
a
1 Z a
kx
kb
2
h(x) sin
k = sinh
.
a
a 0
a
1 2
:=
r
+ 2 2
r r
r
r
94
U (R, ) = G()
on
where U (r, ) = u(r cos , r sin ), G : [0, 2) R is G() = g(cos , sin ).
Note that both U and G are 2 periodic w.r.t . We will look for solution
U (r, ) whose variables can be separated, i.e., U (r, ) = v(r)w() with both
v and w non-zero. Substituting it in the polar form of Laplacian, we get
dv
v d2 w
w d
r
+ 2 2 =0
r dr
dr
r d
and hence
r d
v dr
dv
1 d2 w
r
=
.
dr
w d2
w() = e + e .
If either of and is non-zero, then w() as , which contradicts the periodicity of w. Thus, = = 0 and w 0, which cannot be a
solution. If < 0, then set = and the equation becomes
00
w () + 2 w() = 0
R
w( + 2)
= w()
95
U (r, ) =
a0 X
+
ak rk cos(k) + bk rk sin(k) .
2
k=1
To find the constants, we must use U (R, ) = G(). If G C 1 [0, 2], then G
admits Fourier series expansion. Therefore,
a0 X k
G() =
+
R ak cos(k) + Rk bk sin(k)
2
k=1
where
1
ak = k
R
G() cos(k) d,
96
Z
1
G() sin(k) d.
bk = k
R
Using this in the formula for U and the uniform convergence of Fourier series,
we get
"
#
Z
1
1 X r k
U (r, ) =
+
G()
(cos k cos k + sin k sin k) d
2 k=1 R
"
#
Z
1 X r k
1
+
G()
cos k( ) d.
=
2 k=1 R
Using the relation
X
r k
k=1
"
cos k( ) = Re
X
r
k=1
2
ei()
k
"
= Re
r i()
e
R
Rr ei()
R rR cos( )
1
+ r2 2rR cos( )
rR cos( ) r2
=
R2 + r2 2rR cos( )
=
R2
in U (r, ) we get
R2 r 2
U (r, ) =
2
G()
d.
R2 + r2 2rR cos( )
Note that the formula derived above for U (r, ) can be rewritten in Cartesian coordinates and will have the form
Z
R2 |x|2
g(y)
dy.
u(x) =
2
2R
SR (0) |x y|
This can be easily seen, by setting y = R(x10 cos +x20 sin ), we get dy = Rd
and |x y|2 = R2 + r2 2rR cos( ). This is called the Poisson formula.
More generally, the unique solution to the Dirichlet problem on a ball of
radius R centred at x0 in Rn is given by Poisson formula
Z
R2 |x x0 |2
g(y)
u(x) =
dy.
n
n R
SR (x0 ) |x y|
We will derive this general form later (cf. (??)).
97
1
2
1
2
r
+ 2
sin
+ 2 2
:= 2
.
r r
r
r sin
r sin 2
where r is the magnitude component, is the inclination (zenith or elevation)
in the vertical plane and is the azimuth angle (in the direction in horizontal
plane). Solving for u in (9.0.1) is equivalent to finding U (r, , ) : R
such that
U
1
1
2 U
r2 r r r + r2 sin sin
1
2U
(16.1.3)
=0
in
+ r2 sin
2 2
U (1, , ) = G(, ) on
where U (r, , ) and G(, ) are appropriate spherical coordinate function
corresponding to u and g. We will look for solution U (r, , ) whose variables
can be separated, i.e., U (r, , ) = v(r)w()z() with v, w and z non-zero.
Substituting it in the spherical form of Laplacian, we get
vz
dw
vw d2 z
wz d
d
2 dv
=0
r
+
sin
+
r2 dr
dr
r2 sin d
d
r2 sin2 d2
and hence
1 d
v dr
1 d
dw
1 d2 z
2 dv
r
=
sin
.
dr
w sin d
d
z sin2 d2
dx
d
(0, )
= sin .
w0 () = sin
dw
d2 w
dw
and w00 () = sin2 2 cos
dx
dx
dx
98
Uk (r, , ) = ak rk Pk (cos ).
The general solution is
U (r, , ) =
ak rk Pk (cos ).
k=0
ak Pk (cos ).
k=0
Lecture 17
Parabolic: Heat Equation
Theorem 17.0.1 (Heat Flow on a Bar). Let = (0, L) be a homogeneous
rod of length L insulated along sides and its ends are kept at zero temperature.
The temperature zero at the end points of the rod is given by the Dirichlet
boundary condition u(0, t) = u(L, t) = 0. The initial temperature of the rod,
at time t = 0, is given by u(x, 0) = g(x), where g : [0, L] R be such that
g(0) = g(L) = 0. Then there is a solution u of
in (0, L) (0, )
ut (x, t) c2 uxx (x, t) = 0
u(0, t) = u(L, t) = 0
in (0, )
100
X
X
kx (kc/L)2 t
e
.
u(x, t) =
uk (x, t) =
k sin
L
k=1
k=1
We now use the initial temperature of the rod, given as g : [0, L] R to
compute the constants. Since u(x, 0) = g(x),
X
kx
k sin
g(x) = u(x, 0) =
.
L
k=1
Further, g(0) = g(L) = 0. Thus, g admits a Fourier Sine expansion and
hence its coefficients k are given as
Z
2 L
kx
k =
g(x) sin
.
L 0
L
Theorem 17.0.2 (Circular Wire). Let be a circle (circular wire) of radius
one insulated along its sides. Let the initial temperature of the wire, at time
t = 0, be given by a 2-periodic function g : R R. Then there is a solution
u(r, ) of
in R (0, )
ut (, t) c2 u (, t) = 0
u( + 2, t) = u(, t) in R (0, )
u(, 0) = g()
on R {t = 0}
where c is a constant.
101
2 c2 t
u(, t) =
a0 X
2 2
[ak cos(k) + bk sin(k)] ek c t .
+
2
k=1
We now use the initial temperature on the circle to find the constants. Since
u(, 0) = g(),
g() = u(, 0) =
a0 X
[ak cos(k) + bk sin(k)] .
+
2
k=1
1
bk =
g() sin(k) d.
102
17.1
Inhomogeneous Equation
u(x, 0) = 0
in (0, T )
in (0, T )
in .
(17.1.1)
As a first step, for each s (0, ), consider w(x, t; s) as the solution of the
homogeneous problem (auxiliary)
s
wt (x, t) c2 ws (x, t) = 0
ws (x, t) = 0
ws (x, s) = f (x, s)
in (s, T )
in (s, T )
on {s}.
wt (x, r) c2 w(x, r) = 0
w(x, r) = 0
w(x, 0) = f (x, s)
in (0, T s)
in (0, T s)
on .
w(x, t s) ds
w (x, t) ds =
0
solves (17.1.1).
103
wt (x, t s) ds + w(x, 0)
=
0
=
0
Similarly,
Z
w(x, t s) ds.
u(x, t) =
0
Thus,
Z
ut c u = f (x, t) +
0
= f (x, t).
wt (x, t s) c2 w(x, t s) ds
104
Lecture 18
Travelling Waves
Consider the wave equation utt = c2 uxx on R (0, ), describing the vibration of an infinite string. We have already seen in Chapter 5 that the equation
is hyperbolic and has the two characteristics x ct= a constant. Introduce
the new coordinates w = x + ct, z = x ct and set u(w, z) = u(x, t). Thus,
we have the following relations, using chain rule:
ux = uw wx + uz zx = uw + uz
ut = uw wt + uz zt = c(uw uz )
uxx = uww + 2uzw + uzz
utt = c2 (uww 2uzw + uzz )
105
106
Now that we have derived the general form of the solution of wave equation, we return to understand the physical system of a vibrating infinite
string. The initial shape (position at initial time t = 0) of the string is given
as u(x, 0) = g(x), where the graph of g on R2 describes the shape of the
string. Since we need one more data to identify the arbitrary functions, we
also prescribe the initial velocity of the string, ut (x, 0) = h(x).
Another interesting property that follows from the general solution is
that for any four points A, B, C and D that form a rectangle bounded by
characteristic curves in R R+ then u(A) + u(C) = u(B) + u(D) because
u(A) = F () + G(), u(C) = F () + G(), u(B) = F () + G() and u(D) =
F () + G().
Theorem 18.0.1. Given g C 2 (R) and h C 1 (R), there is a unique C 2
solution u of the Cauchy initial value problem (IVP) of the wave equation,
in R (0, )
utt (x, t) c2 uxx (x, t) = 0
u(x, 0) = g(x) in R
(18.0.1)
ut (x, 0) = h(x) in R,
which is given by the dAlemberts formula
1
1
u(x, t) = (g(x + ct) + g(x ct)) +
2
2c
x+ct
h(y) dy.
(18.0.2)
xct
assuming they are integrable and the integral of their derivatives is itself
107
and
1
G(x) =
2
1
g(x)
c
h(y) dy + c2 .
+c
c
u = utt c2 uxx = 0.
t
x
t
x
c x
u(x, t) and hence
We set v(x, t) = t
vt (x, t) + cvx (x, t) = 0
in R (0, ).
Notice that the above first order PDE obtained is in the form of homogeneous
linear transport equation (cf. (??)), which we have already solved. Hence,
for some smooth function ,
v(x, t) = (x ct)
and (x) := v(x, 0). Using v in the original equation, we get the inhomogeneous transport equation,
ut (x, t) cux (x, t) = (x ct).
Recall the formula for inhomogenoeus transport equation (cf. (??))
Z t
u(x, t) = g(x at) +
(x a(t s), s) ds.
0
Since u(x, 0) = g(x) and a = c, in our case the solution reduces to,
Z t
u(x, t) = g(x + ct) +
(x + c(t s) cs) ds
0
Z t
= g(x + ct) +
(x + ct 2cs) ds
0
Z
1 xct
= g(x + ct) +
(y) dy
2c x+ct
Z
1 x+ct
= g(x + ct) +
(y) dy.
2c xct
108
But (x) = v(x, 0) = ut (x, 0) cux (x, 0) = h(x) cg 0 (x) and substituting
this in the formula for u, we get
Z
1 x+ct
(h(y) cg 0 (y)) dy
u(x, t) = g(x + ct) +
2c xct
1
= g(x + ct) + (g(x ct) g(x + ct))
2
Z
1 x+ct
+
h(y) dy
2c xct
Z
1 x+ct
1
(g(x ct) + g(x + ct)) +
=
h(y) dy
2
2c xct
18.1
Note that the solution u(x, t) depends only on the interval [x ct, x + ct]
because g takes values only on the end-points of this interval and h takes
values between this interval. The interval [x ct, x + ct] is called the domain
of dependence. Thus, the region of R (0, ) on which the value of u(x, t)
depends forms a triangle with base [x ct, x + ct] and vertex at (x, t). The
domain of dependence of (x, t) is marked in x-axis by the characteristic curves
passing through (x, t).
Given a point p on the x-axis what values of u on (x, t) will depend on
the value of g(p) and h(p). This region turns out to be a cone with vertex
at p and is called the domain of influence. The domain of influence is the
region bounded by the characteristic curves passing through p.
If the initial data g and h are supported in the interval Bx0 (R) then the
solution u at (x, t) is supported in the region Bx0 (R + ct). Consequently, if g
and h have compact support then the solution u has compact support in R
for all time t > 0. This phenomenon is called the finite speed of propagation.
Appendices
109
Appendix A
Divergence Theorem
Definition A.0.1. For an open set Rn , its boundary is said to be C k
(k 1) if, for every point x , there is a r > 0 and a C k diffeomorphism1
: Br (x) B1 (0) such that
1. ( Br (x)) B1 (0) {x Rn | xn = 0} and
2. ( Br (x)) B1 (0) {x Rn | xn > 0}
The boundary is said to be C if is C k , for all k N, and is
analytic if is analytic.
Equivalently, is C k if, for every point x , there exists a neighbourhood Ux of x and a C k function : Rn1 R such that
Bx = {x Bx | xn > (x1 , x2 , . . . , xn1 )}.
Theorem A.0.2. Let be an open bounded subset of Rn with C 1 boundary.
If v C 1 () then
Z
Z
v
dx =
vi d
xi
111
112
xi
Hint. Set v := uv in the theorem above.
Theorem A.0.4 (Gauss). Let be an open bounded subset of Rn with C 1
boundary. If V = (v1 , . . . , vn ) on is a vector field such that vi C 1 (), for
all 1 i n, then
Z
Z
V dx =
V d.
(A.0.1)
Z
(vu + v u) dx =
where
u
d,
:= u ;
(ii)
Z
Z
(vu uv) dx =
u
v
v
u
d.
Appendix B
Normal Vector of a Surface
Let S(x, y, z) = 0 be the equation of a surface G in R3 . Fix p0 = (x0 , y0 , z0 )
G. What is the normal vector at p0 ? Fix an arbitrary curve C lying on G
and passing through p0 . Let r(t) = (x(t), y(t), z(t)) be the parametric form
of C with r(t0 ) = p0 . Since C lies on G, S(r(t)) = S(x(t), y(t), z(t)) = 0, for
all t. Differentiating w.r.t t (using chain rule),
S dx(t) S dy(t) S dz(t)
+
+
= 0
x dt
y dt
z dt
(Sx , Sy , Sz ) (x0 (t), y 0 (t), z 0 (t)) = 0
S(r(t)) r0 (t) = 0.
In particular, S(p0 ) r0 (t0 ) = 0. Since r0 (t0 ) is the slope of the tangent,
at t0 , to the curve C, the vector S(p0 ) is perpendicular to the tangent vector
at p0 . Since the argument is valid for any curve in G that passes through
p0 , S(p0 ) is normal vector to the tangent plane at p0 . If, in particular,
the equation of the surface is given as S(x, y, z) = u(x, y) z, for some
u : R2 R, then
S(p0 ) = (Sx (p0 ), Sy (p0 ), Sz (p0 ))
= (ux (x0 , y0 ), uy (x0 , y0 ), 1) = (u(x0 , y0 ), 1).
113
114
Appendix C
Duhamels Principle
Consider the first order inhomogeneous ODE
0
x (t) + ax(t) = f (t) in (0, )
x(0) = x0 .
(C.0.1)
x(t) = e
Notice that x0 eat is a solution of the homogeneous ODE. Thus, the solution
x(t) can be given as
Z t
x(t) = S(t)x0 +
S(t s)f (s) ds
0
where S(t) is a solution operator of the linear equation, given as S(t) = eat .
Consider the second order inhomogeneous ODE
00
x (t) + a2 x(t) = f (t) in (0, )
x(0) = x0
(C.0.2)
0
x (0) = x1 .
115
116
f (t)
ax(t)
a
and the second order ODE can be rewritten as a system of first order ODE
y 0 (t) =
At
Z
+
Notice that X0 eAt is a solution of the homogeneous ODE. Thus, the solution
X(t) can be given as
Z t
X(t) = S(t)X0 +
S(t s)F (s) ds
0
where S(t) is a solution operator of the linear equation, given as S(t) = eAt .
Bibliography
117
BIBLIOGRAPHY
118
Index
characteristic curve, 14
method of characteristics, 14
directional derivative, 2
divergence, 3
elliptic PDE, 25
equation
velocity potential, 26
heat, 26
Laplace, 26
tricomi, 26
wave, 26
parabolic PDE, 25
tensor, 3