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Boyar 20d od Rew ed of: Pagtalditerantia! equations and Youndary value problems, Bcd Upper Sadie iver "eatin renn Ha, cai WSN o3-tebo00-0 ee Diorentit eat Paresh anoren ‘Qasrr ass 2004 Sis ssecaeae ‘mo sse0 Catatoging-ie-Publication Date Souitions snd Boundary value prem. Tile With affection, I dedicate this book to my parents Habib and Mounira, my wife Gracia, and my children Julia and Thomas. Executive Acauisslons Editor: Googe Lael Eiichi Sl vage Stnlor Managing Editar” Linde Mibolow Berens Bxerutive Managing Bitar” Kothlen Scheu Vise Prshlene)Drcctor of Production td Mfamefactrings David W. Ricnrds imstcconas Manager, Maly Ducat Marketing Assistant: Rachel Beckman Pils Stat Jefe Brady Director of Creative Services: Paut Betfont Cover Designer" Bru Keser Shunogens Cover Vial Research and Pecmisions: Karen Sonor TRowee at Sanea Graz de Toneife in the Canary Tanda dominated by 4 Durg/Olves Shel, Paladino Photodesism, Cologne fo Culatrava'r per ‘wingine canopy 300 feet tal Photo {Q1008, 2000 Pearson Eaton, Ine Bearson Education, Ine. Upper Saadie Rives NO 758 2 ght naar Mo pas is Doak may Be sprodvee, I8 ay frm hy Any mean, without pernon Peacson Prentice Hall® lem trademark of Pearson Eau Peintd in the United States of America tooeresasat ISBN 0-13-148096-0 Peaibrn lgestion LED. London ears feleation Aastialia PRY, Limited, Spine Pearson Falgction Masia, Pon, LedContents Preface vii | A Preview of Applications and Techniques 1 1.1 What is a Partial Differential Equation? 2 1.2 Solving and Interpreting a Partial Differential Equation 7 2. Fourier Series 7 2.1 Periodic Functions 18 2.2 Fourier Series 26 2.3 Fourier Series of Functions with Arbitrary Periods 38. 2.4 Half-Range Expansions: The Cosine and Sine Series 50 2.5 Mean Square Approximation and Parseval’s Identity 53 2.6 Complex Form of Fourier Series 60. 2.7 Forced Oscillations 69 Supplement on Convergence 2.8 Proof of the Fourier Series Representation Theorem 77 2.9 Uniform Convergence and Fourier Series 85 2.10 Dirichlet Test and Convergence of Fourier Series 94 3 Partial Differential Equations in Rectangular Coordinates 103 3.1 Partial Differential Equations in Physics and Engineering 104 8.2 Modeling: Vibrating Strings and the Wave Equation 109 3.3 Solution of the One Dimensional Wave Equation ‘The Method of Separation of Variables 114 3.4 D’Alembert’s Method 126 8.5 The One Dimensional Heat Equation 135 8.6 Heat Conduction in Bars: Varying the Boundary Conditions 146iv Contents 3.7 The Two Dimensional Wave and Heat Equations 155 3.8 Laplace's Equation in Rectangular Coordinates 163 3.9 Poisson's Equation: The Method of Eigenfunction Expansions 170 3.10 Neumann and Robin Conditions 180 3.11 The Maximum Principle 187 4 Partial Differential Equations in Polar and Cylindrical Coordinates 193 4.1 The Laplacian in Various Coordinate Systems 194 4.2 Vibrations of a Circular Membrane: Symmetric Case 198 4.3 Vibrations of a Circular Membrane: General Case 207 4.4 Laplace’s Equation in Circular Regions 216 4.5 Laplace’s Equation in a Cylinder 228 4.6 The Helmholtz and Poisson Equations 232 Supplement on Bessel Functit ns 4.7 Bessel’s Equation and Bessel Functions 237 4.8 Bessel Series Expansions 248 4.9 Integral Formulas and Asymptotics for Bessel Functions 261 5 Partial Differential Equations in Spherical Coordinates 269 5.1 Preview of Problems and Methods 270 5.2 Dirichlet Problems with Symmetry 274 5.3 Spherical Harmonies and the General Dirichlet Problem 281 5.4 The Helmholtz Equation with Applications to the Poisson, Heat, and Wave Equations 291 Supplement on Legendre Functions 5.5 Legendre’s Differential Equation 300 5,6 Legendre Polynomials and Legendre Series Expansions 308 5.7 Associated Legendre Functions and Series Expansions 19 6 Sturm-Liouville Theory with Engineering Applications 325 6.1 Orthogonal Functions 326 6.2 Sturm-Liouville Theory 333 6.3 The Hanging Chain 346 6.4 Fourth Order Sturm-Liouville Theory 353, 6.5 Blastic Vibrations and Buckling of Beams 360 6.6 The Bikacionic Operator 371 6.7 Vibrations of Circular Plates 37710 ll The Fourier Transform and Its Applications 7.1 The Fourier Integral Representation 390 7.2 The Fourier Transform 398 7.8 The Fourier Transform Method 411 7.4 The Heat Equation and Gauss’s Kernel 420 7.5 A Dirichlet Problem and the Poisson Integral Formula 7.6 The Fourier Cosine and Sine Transforms 433 7.7 Problems Involving Semi-Infinite Intervals 440. 7.8 Generalized Functions 445 7.9 The Nonhomogeneous Heat Equation 461 7.10 Duhamel's Principle 471 ‘The Laplace and Hankel Transforms with Applications 8.1 The Laplace Transform 480 8.2 Further Properties of the Laplace Transform 491 8.3 The Laplace Transform Method 502 8.4 The Hanke! Transform with Applications 508 Finite Difference Numerical Methods Contents ¥ 389 429 479 s & 9.1 The Finite Difference Method for the Heat Equation 516 9.2 The Finite Difference Method for the Wave Equation 525 9.3 The Finite Difference Method for Laplace's Equation 533 9.4 Iteration Methods for Laplace’s Equation 541 Sampling and Discrete Fourier Analysis with Applications to Partial Differential Equations 10.1 The Sampling Theorem 547 10.2 Partial Differential Equations und the Sampling Theorem 10.3 The Discrete and Fast Fourier Transforms 559 10.4 The Fourier and Discrete Fourier Transforms 567, An Introduction to Quantum Mechanics 114 Schrodinger's Equation 574 11.2 The Hydrogen Atom 581 11.8 Heisenberg’s Uncertainty Principle 590 Supplement on Orthogonal Polynomials 11.4 Hermite and Laguerre Polynomials 597 546 555 573