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Math 257-316 PDE Formula Sheet - Final Exam: M It It M It It

1. This document provides formulas and concepts related to partial differential equations (PDEs) and Fourier series. It covers topics like analytic functions, trigonometric identities, Fourier series, heat equations, wave equations, Laplace's equation, Bessel functions, and PDEs in polar coordinates. 2. Formulas are given for power series representations of common functions like exponentials, logarithms, trigonometric functions, and hyperbolic functions. Properties of analytic functions are described. 3. Fourier series concepts covered include representing functions on intervals using sine and cosine series and theorems regarding pointwise and square norm convergence. 4. PDE solution techniques presented involve separation of variables for heat, wave,

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Hari Krishna
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57 views3 pages

Math 257-316 PDE Formula Sheet - Final Exam: M It It M It It

1. This document provides formulas and concepts related to partial differential equations (PDEs) and Fourier series. It covers topics like analytic functions, trigonometric identities, Fourier series, heat equations, wave equations, Laplace's equation, Bessel functions, and PDEs in polar coordinates. 2. Formulas are given for power series representations of common functions like exponentials, logarithms, trigonometric functions, and hyperbolic functions. Properties of analytic functions are described. 3. Fourier series concepts covered include representing functions on intervals using sine and cosine series and theorems regarding pointwise and square norm convergence. 4. PDE solution techniques presented involve separation of variables for heat, wave,

Uploaded by

Hari Krishna
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Math 257-316 PDE

m(m 1)(m 2) 21 . In general, (m + 1) = 0 tm et dt for real


q
2
m 0. Special case: J1/2 (x) = x
sin x.

Formula sheet - final exam

Power series and analytic functions:

(t can be a complex number)

Trigonometric identities

A function f (x) is analytic at a point x0 if it has a power series expansion


in powers of x x0 with radius R > 0,
P
f (x) = n=0 an (x x0 )n , |x x0 | < R, R > 0.

sin( ) = sin cos sin cos


sin2 t + cos2 t = 1
2
cos( ) = cos cos sin sin .
sin t = 12 (1 cos(2t))
1
cos2 t = 12 (1 + cos(2t))
sin cos = 2 [sin( ) + sin( + )]
1
cos cos = 2 [cos( ) + cos( + )]
sin(2t) = 2 sin t cos t
1
sin sin = 2 [cos( ) cos( + )],Z cos(2t) = 2 cos2 t 1 = 1 2 sin2 t
Z
x cos x sin x
x sin x cos x
,
x sin x dx =
x cos x dx =
+
+
2

2
Z
2
x cos x 2x sin x 2 cos x
+
+
x2 sin x dx =

2
3

The sum and product of analytic functions are still analytic. Their quotient is
also analytic if the denominator is nonzero. The new function has a radius of
convergence no smaller than the minimum of those of the original functions.
P
P 1 k
1
m
et = k=0 k!
t .
m=0 t ,
1t =
cos t =

(1)m 2m
m=0 (2m)! t

cosh t =

1
2m
m=0 (2m)! t

eit +eit
,
2

sin t =

et +et
,
2

sinh t =

(1)m 2m+1
m=0 (2m+1)! t

1
2m+1
m=0 (2m+1)! t

Fourier, sine and cosine series

eit eit
.
2i

Suppose f (x) is a function defined in [L, L]. Its Fourier series is

et et
.
2

F f (x) = a0 +

ix

= cos x + i sin x,
cos t = cosh(it),
i sin t = sinh(it).
k1
P
P
tk ,
ln(1 t) = k=1 k1 tk .
ln(1 + t) = k=1 (1)k

Basic linear ODEs with real coefficients

ODE
indicial eq.
r1 6= r2 real
r1 = r2 = r
r = i

constant coefficients
ay 00 + by 0 + cy = 0
ar2 + br + c = 0
y = Aer1 x + Ber2 x
y = Aerx + Bxerx
x
e [A cos(x) + B sin(x)]

Bessel equations of order p

1
2L

where a0 =
an =

Euler eq
ax y + bxy 0 + cy = 0
ar(r 1) + br + c = 0
y = Axr1 + Bxr2
y = Axr + Bxr ln |x|

x [A cos( ln |x|) + B sin( ln |x|)]


2 00

1
L

RL
L

n
X
nx
nx o
an cos(
) + bn sin(
)
L
L
n=1

f (x) dx,

f (x) cos(
L

nx
) dx,
L

bn =

1
L

(useful in polar coordinates)

x2 y 00 + xy 0 + (x2 p2 )y = 0.

1
L

Bessel function of first kind of order p,


(1)k
k=0 k! (k+p+1)


x 2k+p
2

f (x) sin(
L

nx
) dx (n 1).
L

F f (x) is defined for all real x and is a 2L-periodic function.


Theorem (Pointwise convergence) If f (x) and f 0 (x) are piecewise continuous, then F f (x) converges for every x to 21 [f (x) + f (x+)].
Theorem (Square norm convergence) If f (x) is square integrable,
RL
i.e., L |f (x)|2 dx < . Then F f (x) converge to f (x) in square norm, i.e.
RL
|f (x) Fn f (x)|2 dx 0 as n , here Fn f (x) denotes the partial sum
L
of F f (x). Moreover, (Parsevals indentity)

Eq:

Jp (x) =

|f (x)|2 dx = 2|a0 |2 +


|an |2 + |bn |2 .

n=1

For f (x) defined in [0, L], its cosine and sine series are (a0 =

Here is the Gamma function, which generalizes the factorial function. If


m is an integer, (m + 1) = m!; If m 1/2 is an integer, (m + 1) =

Cf (x) = a0 +

X
n=1

an cos(

nx
),
L

an =

2
L

f (x) cos(
0

1
L

RL
0

f (x) dx)

nx
) dx,
L

Sf (x) =

bn sin(

n=1

nx
),
L

bn =

2
L

f (x) sin(
0

Wave eq. utt = c2 (uxx + uyy ), u(t = 0) = f , ut (t = 0) = g and 0-BC:

nx
) dx.
L

u(x, y, t) =

The coefficients are those for Fourier series multiplied by 2, and the integration is over [0, L]. Both Cf (x) and Sf (x) are defined for all real x and are
2L-periodic. Cf (x) is even while Sf (x) is odd.
X
mx
4
sin
,
Sine series on [0, L]: 1 =
m
L
2L
mx
x=
(1)m+1 sin
,
m
L
m=1

m,n = c

x(L x) =

m is odd

mx
8L2
sin
.
(m)3
L

bn sin

n=1

nx c2 n2 2 t/L2
e
,
L

an cos

n=1

cn
L Bn

nx c2 n2 2 t/L2
e
,
L

an = cos[f, n].

m,n=1

x+ct

g(s) ds
xct

1
2c

Ry
0

g(s) ds.

n are coefficients of sine series of fR and fL , respectively.


where Bn and B
The eigenfunctions and eigenvalues for u = u in with 0-BC are
m,n = sin

ny
mx
sin
,
a
b

m,n = (m/a)2 + (n/b)2 .

P
If f (x, y) = m,n=1 Am,n m,n in , the solution for u = f in with 0-BC
P
Am,n
is u = m,n=1 m,n
m,n .

= sin[g, n].

mx
ny c2 2 ( m22 + n22 )t
a
b
sin
e
,
a
b

The solution u(x, y) for u = 0 in = {(x, y)| 0 x a, 0 y b} with


BC u(a, y) = fR (y), u(0, y) = fL (y), u(x, 0) = 0 = u(x, b) is
!

X
sinh nx
sinh n(ax)
ny
b
b

u(x, y) =
sin
Bn
+ Bn
b
sinh na
sinh na
b
b
n=1

Sturm-Liouville Eigenvalue Problems

Heat eq. ut = c2 (uxx + uyy ), u(x, y, 0) = f (x, y) and 0-BC:


Bm,n sin

1
1
[f (x + ct) + f (x ct)] +
2
2c

Laplace equation and Poisson equation

bn = sin[f, n].

Let sin[f, m, n] denote the double sine series coefficents of f (x, y),
Z aZ b
mx
4
ny
f (x, y) sin
sin
dy dx.
sin[f, m, n] =
ab 0 0
a
b

Am,n = sin[f, m, n] and m,n Bm,n = sin[g, m, n].

where Uleft (y), Uright (y) = 21 f (y)

Heat and wave equations on a rectangle [0, a] [0, b]

u(x, y, t) =

n2
b2 ,

= Uleft (x + ct) + Uright (x ct)

Wave eq. utt = c2 uxx , u(x, 0) = f (x), ut (x, 0) = g(x) and 0-BC:



X
cnt
cnt
nx
An cos
+ Bn sin
u(x, t) =
sin
L
L
L
n=1
where An = sin[f, n] and

u(x, t) =

Heat eq. ut = c2 uxx , u(x, 0) = f (x) and 0-flux BC:


u(x, t) = a0 +

m2
a2

The solution to utt = c2 uxx , u(t = 0) = f , ut (t = 0) = g is

For f (x) defined for x [0, L], let sin[f, n] and cos[f, n] denote its sine series
and cosine series coefficients, respectively.
Heat eq. ut = c2 uxx , u(x, 0) = f (x) and 0-BC:
u(x, t) =

mx
ny
sin
(Am,n cos m,n t + Bm,n sin m,n t)
a
b

dAlemberts formula
X

Heat and wave equations on a line [0, L]

sin

m,n=1

m is odd

Bm,n = sin[f, m, n].

ODE: [p(x)y 0 ]0 + [q(x) + r(x)]y = 0, a < x < b.


BC:
c1 y(a) + c2 y 0 (a) = 0, d1 y(b) + d2 y 0 (b) = 0.
Hypothesis: p, p0 , q, r continuous on [a, b]. p(x) > 0 and r(x) > 0 for
x [a, b]. c21 + c22 > 0. d21 + d22 > 0.
Properties (1) The differential operator Ly = [p(x)y 0 ]0 + q(x)y is symmetric
in the sense that (f, Lg) = (Lf, g) for all f, g satisfying the BC, where (f, g) =
Rb
f (x)g(x) dx. (2) All eigenvalues are real and can be ordered as 1 < 2 <
a

< n < with n as n , and each eigenvalue admits a unique


(up to a scalar factor) eigenfunction n .
Rb
(3) Orthogonality: (m , rn ) = a m (x)n (x)r(x) dx = 0 if m 6= n .
(4) Expansion: If f (x) : [a, b] R is square integrable, then
f (x) =

Rb
cn n (x), a < x < b , cn =

n=1

f (x)n (x)r(x) dx
, n = 1, 2, . . .
Rb
2 (x)r(x) dx
a n

PDE in polar coordinates


u = uxx + uyy = urr + 1r ur + r12 u .
Let Ba denote a ball of radius a centered at the origin.
Let mn denote the n-th positive root of Jm (r) = 0. Let
m,n (r, ) = Jm (

mn
r) cos m,
a

m,n (r, ) = Jm (

mn
r) sin m.
a

Heat eq ut = c2 u on Ba with 0-BC and u(r, , 0) = u0 (r, )


u(r, , t) =

X
m=0 n=1
R a R 2

Jm (

 2 2
2
mn 
r) Am,n cos m + Bm,n sin m ec mn t/a
a

u (r,)

(r,)rdrd

R a R 2

u (r,)

(r,)rdrd

m,n
m,n
, Bm,n = 0 R a0 R 20[ (r,)]
,
where Am,n = 0 R a0 R 20[ (r,)]
2 rdrd
2 rdrd
m,n
m,n
0
0
0
0
B0,n 0.
Wave eq utt = c2 u on Ba with 0-BC and u(r, , 0) = u0 , ut (r, , 0) = u1



t
mn
[Am,n cos m + Bm,n sin m] cos cmn
a
u(r, , t) =
Jm (
r)
t

+[Am,n cos m + Bm,n


sin m] sin cmn
a
a
m=0 n=1
cmn

Am,n , Bm,n and Am,n camn , Bm,n


are the coefficents of u0 and u1 .
a
(Am,n , Bm,n have the same formulas as for heat eq.)
Laplace eq u = 0 on Ba with BC u(a, ) = f ():

P  r n 
u(r, ) = a0 + n=1
an cos n + bn sin n
a

where an and bn are Fourier series coefficients of f ().

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