000 06514nam a2200253 i 4500
008 130716s2013 si m b a001 0 eng d
020 _a9789814407564
020 _a9814407569
040 _aBAUN
_beng
_cBAUN
_erda
049 _aBAUN_MERKEZ
050 0 4 _aQA374
_b.H38 2013
100 1 _aHattori, Harumi.
245 1 0 _aPartial differential equations :
_bmethods, applications and theories /
_cHarumi Hattori.
264 1 _aSingapore :
_bWorld Scientific Publishing,
_c2013.
300 _a375 pages :
_billustrations ;
_c26 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references (pages 369-370) and index.
505 0 0 _tTable Of Contents:
_tPreface
_t1 First and Second Order Linear Equations - Preparation
_t1.1 Terminologies
_t1.2 Linearity
_t1.2.1 Superposition Principle
_t1.2.2 Linear Independence
_t1.3 First Order Linear Equations
_t1.3.1 Initial Value Problems
_t1.3.2 General Solutions
_t1.4 Classification of Second Order Linear Equations
_t1.5 Well-posedness
_t2 Heat Equation
_t2.1 Derivation of the Heat Equation
_t2.1.1 One-dimensional Case
_t2.1.2 Divergence Theorem
_t2.1.3 Multi-dimensional Case
_t2.2 Initial Boundary Value Problems
_t2.3 Homogeneous Boundary Conditions
_t2.3.1 Temperature is Fixed at Zero at Both Ends
_t2.3.2 Brief Discussion of the Fourier Series
_t2.3.3 Both Ends are Insulated
_t2.3.4 Temperature of One End is Zero and the Other End is Insulated
_t2.4 Non-homogeneous Boundary Conditions
_t2.4.1 Steady State Solutions
_t2.4.2 Non-homogeneous Boundary Conditions
_t2.5 Robin Boundary Conditions
_t2.6 Infinite Domain Problems
_t2.6.1 Initial Value Problems
_t2.6.2 Initial Value Problems via Fourier Transform
_t2.6.3 Semi-infinite Domains
_t2.7 Maximum Principle, Energy Method, and Uniqueness of Solutions
_t2.7.1 Maximum Principle
_t2.7.2 Energy Method
_t3 Wave Equation
_t3.1 Derivation of Wave Equation
_t3.1.1 One-dimensional Case
_t3.1.2 Multi-dimensional Case
_t3.2 Initial Value Problems
_t3.2.1 Homogeneous Wave Equation
_t3.2.2 Non-homogeneous Wave Equation
_t3.3 Wave Reflection Problems
_t3.3.1 Homogeneous Boundary Conditions
_t3.3.2 Non-homogeneous Boundary Conditions
_t3.4 Initial Boundary Value Problems
_t3.5 Energy Method
_t4 Laplace Equation
_t4.1 Motivations
_t4.2 Boundary Value Problems - Separation of Variables
_t4.2.1 Laplace Equation on a Rectangular Domain
_t4.2.2 Laplace Equation on a Circular Disk
_t4.3 Fundamental Solution
_t4.3.1 Green's Identity
_t4.3.2 Derivation of Fundamental Solution
_t4.3.3 Green's Identity and Fundamental Solution
_t4.4 Green's Function
_t4.4.1 Definition
_t4.4.2 Green's Function for a Half Space
_t4.4.3 Green's Function for a Ball
_t4.4.4 Symmetry of Green's Function
_t4.5 Properties of Harmonic Functions
_t4.5.1 Mean Value Property
_t4.5.2 The Maximum Principle and Uniqueness
_t4.6 Well-posedness Issues
_t4.6.1 Laplace Equation
_t4.6.2 Wave Equation
_t5 First Order Equations Revisited
_t5.1 First Order Quasilinear Equations
_t5.2 An Application of Quasilinear Equations
_t5.2.1 Scalar Conservation Law
_t5.2.2 Rankine-Hugoniot Condition
_t5.2.3 Weak Solutions
_t5.2.4 Entropy Condition and Admissibility Criterion
_t5.2.5 Traffic Flow Problem
_t5.3 First Order Nonlinear Equations
_t5.4 An Application of Nonlinear Equations - Optimal Control Problem
_t5.5 Systems of First Order Equations
_t5.5.1 2 x 2 System
_t5.5.2 n x n System
_t6 Fourier Series and Eigenvalue Problems
_t6.1 Even, Odd, and Periodic Functions
_t6.1.1 Even and Odd Functions
_t6.1.2 Periodic Functions
_t6.2 Fourier Series
_t6.2.1 Fourier Series
_t6.2.2 Fourier Sine and Cosine Series
_t6.3 Fourier Convergence Theorems
_t6.3.1 Mean-square Convergence
_t6.3.2 Pointwise Convergence
_t6.3.3 Uniform Convergence
_t6.4 Derivatives of Fourier Series
_t6.5 Eigenvalue Problems
_t6.5.1 The Sturm-Liouville Problems
_t6.5.2 Proofs
_t7 Separation of Variables in Higher Dimensions
_t7.1 Rectangular Domains
_t7.2 Eigenvalue Problems
_t7.2.1 Multidimensional Case
_t7.2.2 Gram-Schmidt Orthogonalization Procedure
_t7.2.3 Rayleigh Quotient
_t7.3 Eigenfunction Expansions
_t7.3.1 Non-homogeneous Boundary Conditions
_t7.3.2 Homogeneous Boundary Conditions
_t7.3.3 Hybrid Method
_t8 More Separation of Variables
_t8.1 Circular Domains
_t8.1.1 Initial Boundary Value Problems
_t8.1.2 Bessel and Modified Bessel Functions
_t8.2 Cylindrical Domains
_t8.2.1 Initial Boundary Value Problems
_t8.2.2 Laplace Equation
_t8.3 Spherical Domains
_t8.3.1 Initial Boundary Value Problems
_t8.3.2 Legendre Equation
_t8.3.3 Laplace Equation
_t9 Fourier Transform
_t9.1 Delta Functions
_t9.1.1 Classical Introduction
_t9.1.2 Modern Introduction
_t9.2 Fourier Transform
_t9.2.1 Complex Form of the Fourier Series
_t9.2.2 Fourier Transform and Inverse
_t9.3 Properties of Fourier Transform
_t9.3.1 Fourier Transform of Derivatives
_t9.3.2 Convolution
_t9.3.3 Plancherel Formula
_t9.4 Applications of Fourier Transform
_t9.4.1 Heat Equation
_t9.4.2 Wave Equation
_t9.4.3 Laplace Equation in a Half Space
_t9.4.4 Black-Scholes-Merton Equation
_t10 Laplace Transform
_t10.1 Laplace Transform and the Inverse
_t10.1.1 Laplace Transform
_t10.1.2 Inverse Transform
_t10.2 Properties of the Laplace Transform
_t10.2.1 Laplace Transform of Derivatives
_t10.2.2 Convolution Theorem
_t10.2.3 Relation with the Fourier Transform
_t10.3 Applications to Differential Equations
_t10.3.1 Applications to ODE's
_t10.3.2 Applications to PDE's
_t11 Higher Dimensional Problems - Other Approaches
_t11.1 Spherical Means and Method of Descent
_t11.1.1 Method of Spherical Means
_t11.1.2 The Method of Descent
_t11.2 Duhamel's Principle
_t11.2.1 Heat Equation
_t11.2.2 Wave Equation
_t12 Green's Functions
_t12.1 Green's Functions for the Laplace Equation
_t12.1.1 Eigenfunction Expansion
_t12.1.2 Modified Green's Function
_t12.2 Green's Functions for the Heat Equation
_t12.2.1 Initial Boundary Value Problems
_t12.2.2 Initial Value Problems
_t12.3 Green's Functions for the Wave Equation
_t12.3.1 Initial Boundary Value Problems
_t12.3.2 Initial Value Problems
_tAppendices
_tA.1 Exchanging the Order of Integration and Differentiation
_tA.2 Infinite Series
_tA.3 Useful Formulas in ODE's
_tA.3.1 First Order Linear Equations
_tA.3.2 Bernoulli Equations
_tA.3.3 Second Order Linear Constant Coefficient Equations
_tA.3.4 Variation of Parameters Formula
_tA.4 Linear Algebra
_tA.4.1 Solutions to Systems of Linear Equations
_tA.4.2 Eigenvalues, Eigenvectors, and Diagonalization
_tHints and Solutions to Selected Exercises
_tBibliography
_tIndex
650 0 _aDifferential equations, Partial.
900 _a34873
942 _2lcc
_cKT
999 _c32164
_d32164