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Students’ Solutions Manual
PARTIAL DIFFERENTIAL
EQUATIONS
with FOURIER SERIES and
BOUNDARYVALUEPROBLEMS
Third Edition
´
NAKHLEH.ASMAR
University of Missouri
Contents
1 APreview of Applications and Techniques 1
1.1 What Is a Partial Differential Equation? 1
1.2 Solving and Interpreting a Partial Differential Equation 3
2 Fourier Series 9
2.1 Periodic Functions 9
2.2 Fourier Series 15
2.3 Fourier Series of Functions with Arbitrary Periods 21
2.4 Half-Range Expansions: The Cosine and Sine Series 29
2.5 Mean Square Approximation and Parseval’s Identity 32
2.6 Complex Form of Fourier Series 36
2.7 Forced Oscillations 41
Supplement on Convergence
2.9 Uniform Convergence and Fourier Series 47
2.10 Dirichlet Test and Convergence of Fourier Series 48
3 Partial Differential Equations in Rectangular Coordinates 49
3.1 Partial Differential Equations in Physics and Engineering 49
3.3 Solution of the One Dimensional Wave Equation:
The Method of Separation of Variables 52
3.4 D’Alembert’s Method 60
3.5 The One Dimensional Heat Equation 69
3.6 Heat Conduction in Bars: Varying the Boundary Conditions 74
3.7 The Two Dimensional Wave and Heat Equations 87
3.8 Laplace’s Equation in Rectangular Coordinates 89
3.9 Poisson’s Equation: The Method of Eigenfunction Expansions 92
3.10 Neumann and Robin Conditions 94
Contents iii
4 Partial Differential Equations in
Polar and Cylindrical Coordinates 97
4.1 The Laplacian in Various Coordinate Systems 97
4.2 Vibrations of a Circular Membrane: Symmetric Case 99
4.3 Vibrations of a Circular Membrane: General Case 103
4.4 Laplace’s Equation in Circular Regions 108
4.5 Laplace’s Equation in a Cylinder 116
4.6 The Helmholtz and Poisson Equations 119
Supplement on Bessel Functions
4.7 Bessel’s Equation and Bessel Functions 124
4.8 Bessel Series Expansions 131
4.9 Integral Formulas and Asymptotics for Bessel Functions 141
5 Partial Differential Equations in Spherical Coordinates 142
5.1 Preview of Problems and Methods 142
5.2 Dirichlet Problems with Symmetry 144
5.3 Spherical Harmonics and the General Dirichlet Problem 147
5.4 The Helmholtz Equation with Applications to the Poisson, Heat,
and Wave Equations 153
Supplement on Legendre Functions
5.5 Legendre’s Differential Equation 156
5.6 Legendre Polynomials and Legendre Series Expansions 162
6 Sturm–Liouville Theory with Engineering Applications 167
6.1 Orthogonal Functions 167
6.2 Sturm–Liouville Theory 169
6.3 The Hanging Chain 172
6.4 Fourth Order Sturm–Liouville Theory 174
6.6 The Biharmonic Operator 176
6.7 Vibrations of Circular Plates 178
iv Contents
7 The Fourier Transform and Its Applications 179
7.1 The Fourier Integral Representation 179
7.2 The Fourier Transform 184
7.3 The Fourier Transform Method 193
7.4 The Heat Equation and Gauss’s Kernel 201
7.5 A Dirichlet Problem and the Poisson Integral Formula 210
7.6 The Fourier Cosine and Sine Transforms 213
7.7 Problems Involving Semi-Infinite Intervals 217
7.8 Generalized Functions 222
7.9 The Nonhomogeneous Heat Equation 233
7.10 Duhamel’s Principle 235
8 The Laplace and Hankel Transforms with Applications 238
8.1 The Laplace Transform 238
8.2 Further Properties of the Laplace transform 246
8.3 The Laplace Transform Method 258
8.4 The Hankel Transform with Applications 262
12 Green’s Functions and Conformal Mappings 268
12.1 Green’s Theorem and Identities 268
12.2 Harmonic Functions and Green’s Identities 272
12.3 Green’s Functions 274
12.4 Green’s Functions for the Disk and the Upper Half-Plane 276
12.5 Analytic Functions 277
12.6 Solving Dirichlet Problems with Conformal Mappings 286
12.7 Green’s Functions and Conformal Mappings 296
A OrdinaryDifferential Equations:
Review of Concepts and Methods A298
A.1 Linear Ordinary Differential Equations A298
A.2 Linear Ordinary Differential Equations
with Constant Coefficients A308
A.3 Linear Ordinary Differential Equations
with Nonconstant Coefficients A322
A.4 The Power Series Method, Part I A333
A.5 The Power Series Method, Part II A340
A.6 The Method of Frobenius A348
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