David L. Powers - Boundary Value Problems - and Partial Differential Equations-Academic Press (2009)

Contents
Preface ix
CHAPTER O Ordinary Differential Equations 1
0.1. Homogeneous linear EQuations 1
0.2. Nonhomogeneous linear EQuations 14
0.3. Boundary Value Problems 25
0.4. Singular Boundary Value Problems 38
Chapter Review 44
Miscellaneous Exercises 44
CHAPTER 1 Fourier Series and Integrals 51

1.1. Periodic Functions and Fourier Series 51
1.2. Arbitrary Period and Half-Range Expansions 56
1.3. Convergence of Fourier Series 65
1.4. Uniform Convergence 72
1.5. Operations on Fourier Series 78
1.6. Mean ElTor and Convergence in Mean 84
1.7. Proof of Convergence 88
1.8. Numerical Determination of Fourier Coefficients 94
1.9. Fourier Integral 99
1.10. Complex Methods 106
1.11. Applications of Fourier Series and Integrals 11 O
1.12. Comments and References 117
Chapter Review 118
Miscellaneous Exercises 118
V
Ordinary Differential
Equations
0.1 Homogeneous Linear Equations

The subject of most of this book is partial differential equations: their physical
meaning, problems in which they appear, and their solutions. Our principal
solution technique will involve separating a partial differential equation into
ordinary differential equations. Therefore, we begin by reviewing some facts
about ordinary differential equations and their solutions.
We are interested mainly in linear differential equations of first and second
orders, as shown here:
du
= k(t)u + f (t), (1)
dt
d2 u du
2 + k(t) d + p(t)u = f (t). (2)
dt t
In either equation, if f (t) is 0, the equation is homogeneous. (Another test: if
the constant function u(t) = 0 is a solution, the equation is homogeneous.)
In the rest of this section, we review homogeneous linear equations.
A. First-Order Equations
The most general first-order linear homogeneous equation has the form
du
-
d = k(t)u. (3)
t
@ 2010 Elsevier, Inc. All rights reserved. 1
doi: I 0.1016/8978•0-12-374719·8.00001-3.
0.2 Nonhomogeneous Linear Equations 15
Theorem l. The general solution of a nonhomogeneous linear equation has the

form u(t) = u p (t) + u,(t), u p (t) is any particular solution of the nonhomoge
neous equation and u,(t) is the general solution of the corresponding homoge
neous equation. □
Theorem 2. If U pJ (t) and u p2(t) are particular solutions of a linear differen
tial equation with inhomogeneities f 1 (t) and fi(t), respectively, then k 1 u p 1 (t) +
k2 u p2 is a particular solution of the differential equation with inhomogeneity
k i fJ (t) + kif2 (t) (k 1 , k2 are constants). □
Example.
Find the solution of the differential equation
d2u -t
-+u=l-e
dt
2
The corresponding homogeneous equation is
with general solution u,(t) = c 1 cos(t) + c 2 sin(t) (found in Section 1). A par
ticular solution of the equation with the inhomogeneity f1 (t) = 1, that is, of
the equation
d2 u
dt2 + u = 1,
is u p 1 (t) = 1. A particular solution of the equation
is u p2(t) = ½e-t. (Later in this section, we will review methods for con
structing these particular solutions.) Then, by Theorem 2, a particular solu
tion of the given nonhomogeneous Eq. (5) is u p (t) = 1 - ½e-t. Finally, by
Theorem 1, the general solution of the given equation is
1
u(t) = 1 - -e-t + C J cos(t) + c 2 sin(t).
2
If two initial conditions are given, then C J and c 2 are available to satisfy them.
Of course, an initial condition applies to the entire solution of the given differ
ential equation, not just to u,(t). D
Now we turn our attention to methods for finding particular solutions of
nonhomogeneous linear differential equations.
240 Chapter 3 The Wave Equation
where s, s', q, and p are continuous, and s and p are positive for l ::= x ::=
r. (Note that we have a rather general differential equation, but very special
boundary conditions.)
If <PI is the eigenfunction corresponding to the smallest eigenvalue Ai, then
</) 1 satisfies Eq. (1) for A = A I . Alternatively, we can write
Multiplying through this equation by </) 1 and integrating from I to r, we obtain
If the first integral is integrated by parts, it becomes
But <PI (I) <PI (r) = 0, so the first term vanishes and we are left with the
1' J' J'

equality
s [¢J�] 2dx + q¢Jfdx = Af p</Jfdx.
Because p(x) is positive for l ::= x ::= r, the integral on the right is positive
and we may define Ai as
(3)
It can be shown that, if y(x) is any function with two continuous derivatives
(I ::= x ::= r) that satisfies y(I) = y(r) = O, then
N(y)
A2 < ° (4)
I - D(y)
By choosing any convenient function y that satisfies the boundary conditions,

we obtain from the ratio N(y)/ D(y) an upper bound on Ai- Usually this
bound is quite a good estimate. One should keep in mind that the graph of the
eigenfunction </) 1 (x) does not cross the x-axis between I and r, so the graph of
y(x) should not cross the axis either.
Example.
Estimate the first eigenvalue of
</) 11 + A 2 (/J = 0, 0 < X < I

</J(O) = </J(l) = 0.

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Contents

CHAPTER 1 Fourier Series and Integrals 51

0.1 Homogeneous Linear Equations

Theorem l. The general solution of a nonhomogeneous linear equation has the

The corresponding homogeneous equation is

is u p 1 (t) = 1. A particular solution of the equation

Multiplying through this equation by </) 1 and integrating from I to r, we obtain

If the first integral is integrated by parts, it becomes

1' J' J'

By choosing any convenient function y that satisfies the boundary conditions,

</) 11 + A 2 (/J = 0, 0 < X < I

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