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Tranter C.J. Integral Transforms in Mathematical Physics

mathematical physics

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914 views126 pages

Tranter C.J. Integral Transforms in Mathematical Physics

mathematical physics

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TanmayKabra
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INTEGRAL TRANSFORMS IN MATHEMATICAL PHYSICS by C. J. TRANTER, M.A. ASSOCIATE PROFESSOR OF MATHEMATICS, MILITARY COLLEGE OF SCIENCE, SHRIVENHAM WITH 7 DIAGRAMS LONDON: METHUEN & CO. LTD. NEW YORK: JOHN WILEY & SONS, INC. First published in 1951 CATALOGUE NO. 4050/U PRINTED IN GREAT BRITAIN CONTENTS CHAPTER INTRODUCTION I INTEGRAL TRANSFORMS AND THEIR INVERSION FORMULAE Integral transforms. Fourier’s integral formula. Inversion formulae. Summary. Examples. Il THE LAPLACE TRANSFORM Application of Laplace transform to ordinary differential equations. A simple problem in heat conduction. On the evaluation of the contour integral of the inversion formula. An example in the radial flow of heat. Special solutions for small values of the time. Verification of solution. Examples. III FOURIER TRANSFORMS Sine and cosine transforms. The heat conduc- tion problem of § 2.3 solved by a sine transform. An example of the repeated use of transforms. The complex Fourier transform. The motion of a very long string. Stresses in a long circular cylinder. Examples. IV HANKEL AND MELLIN TRANSFORMS The problem of Boussinesq. The electrified disc. An application of the Mellin transform. Examples. V THE NUMERICAL EVALUATION OF INTEGRALS IN SOLUTIONS Values at end points. Asymptotic series. Filon’s method for trigonometrical integrals. A worked example. Examples. Ve PAGE vii 18 32 60 vi TRANSFORMS IN MATHEMATICAL PHYSICS CHAPTER VI FINITE TRANSFORMS Finite Fourier transforms. Example of the use of the finite sine transform. Example of the repeated use of finite transforms. Example of the use of the finite cosine transform. Example in heat conduction with radiation boundary condi- tion. The finite Hankel transform. The problem of §2.5 solved by a finite Hankel transform. Heat flow in a cylinder with radiation at the surface. Motion of viscous fluid between con- centric cylinders. Extension to other kernels. Legendre transforms. Electrified disc solved by a Legendre transform. Examples. VII THE COMBINED USE OF RELAXATION METHODS AND INTEGRAL TRANSFORMS Introduction. The finite cylinder. The semi- infinite cylinder. Examples. BIBLIOGRAPHY INDEX PAGE 77 104 Ii! 116 INTRODUCTION THE classical methods of solution of the boundary-value problems of mathematical physics may be said to be derived from Fourier’s pioneer work. Another technique, that of integral transforms, which had its origin in Heavi- side’s work, has been developed during the last few years and has certain advantages over the classical method. It is the purpose of this monograph to give an outline of the use of integral transforms in obtaining solutions to problems governed by partial differential equations with assigned boundary and initial conditions. Heaviside (about 1890) was originally interested in the solution of the ordinary differential equations with con- stant coefficients occurring in the theory of electric cir- cuits. Later he extended his method to the partial differential equations occurring in problems of electro- magnetism and heat conduction. The power of his method was such that he solved many hitherto intractable problems and obtained solutions to problems already solved in a form better adapted for numerical compu- tation. Later investigations by Bromwich, Carson and van der Pol placed the Heaviside calculus on a sound foundation. The theory developed by Heaviside, Bromwich and Carson has been unified in recent work by Doetsch (and others) on the Laplace transformation. The solu- tion found from Heaviside’s calculus is obtained from Laplace’s integral equation and the contour integral appearing in Bromwich’s work is the integral in the inversion theorem for the Laplace transform. The use of an integral transform will often reduce a partial differential equation in ” independent variables to one in (”-1) variables, thus reducing the difficulty of the problem under discussion. Successive operations of this type can sometimes ultimately reduce the problem to the vil vill TRANSFORMS IN MATHEMATICAL PHYSICS solution of an ordinary differential equation, the theory of which has been extensively developed. Successive operations could, in fact, reduce the problem to the solu- tion of an ordinary algebraic equation, but this is only sometimes worth while. Although the Laplace transform has been more widely used, and is particularly suitable for problems governed by ordinary differential equations and for problems in heat conduction, other integral transforms can be very useful in the solution of the boundary-value problems of mathematical physics. Several different integral trans- forms so far have been successfully used in the solution of this type of problem, and there is no reason why the method should not be extended by the use of other kernels. As already stated, the aim of the present monograph is to outline the procedure to be followed in using an integral transform in the solution of boundary-value problems. It is proposed also to show that a similar technique can be employed whatever the kernel or range of integration of the transform. Once the technique has been mastered, this method of solution is really more direct and straightforward than the classical method, which often demands great ingenuity in assuming at the outset the correct form for the solution. The technique can be reduced almost to a “ drill”. The point of view adopted is one which may perhaps be regarded as adequate for most investigations in mathe- matical physics. In applying an integral transform in this type of work, assumptions as to the commutability of certain limiting operations have to be made and often the derivation of the solution is not rigorous. Strictly speak- ing, it should be verified that the solution obtained by a purely formal procedure does in fact satisfy the differ- ential equation and its boundary conditions. It is usually possible to do this, although in some cases the verification process is somewhat laborious. I am greatly indebted to many friends who read the INTRODUCTICN ix manuscript, to the Quarterly Journal of Mechanics and Applied Mathematics and the Delegates of the Clarendon Press for permission to include Figures 3-7. Cole ae MILITARY COLLEGE OF SCIENCE, SHRIVENHAM. October, 1949. CHAPTER I INTEGRAL TRANSFORMS AND THEIR INVERSION FORMULAE 1.1. We define the integral transform /(p) of a function f(x) by the integral equation He)={'f0K(e, ») ds, pees (ot) K(p, «) being a known function of p and x, called the Rernel of the transform. When the limits a, b are both finite we shall speak of f(p) as the finite transform of f(x). Such transforms and their applications are discussed in Chapter VI. At present we shall consider only transforms in which a is zero and b infinite except for the case of the transform given in (1.4) below where both limits are infinite. In the application of integral transforms to the solution of boundary-value problems, use has so far been made of five different kernels. The general method could doubt- less be extended by the use of other kernels. The five transforms considered here are :— Laplace transform. T(r) )-|" f(xjer2 dx. . . (1.2) Fourier sine and cosine transforms. fief) 22 sas... (23) Complex Fourier transform. fie)-[" flaerede. . . . (1.4) -—~o I 2 TRANSFORMS IN MATHEMATICAL PHYSICS Hankel transform. He)={" fodstulps) ds, . (25) where J,,(px) is the Bessel function of the first kind of order n. Mellin transform. Hey={"foresds. 5 (18) As will be seen later, the effect of applying an integral transform to a partial differential equation is to exclude temporarily a chosen independent variable and to leave for solution a partial differential equation in one less variable. The solution of this equation will be a function of p and the remaining variables. When this solution has been obtained, it has to be “inverted” to recover the “Jost” variable: thus if x is the variable eliminated and F(p) is one of the transforms given above, we first obtain auxiliary equations giving f in terms of p and the remain- ing independent variables, solve for f and then invert to obtain f(x). The inversion process means, in effect, the solution of one of the integral equations (1.2), .. . , (1.6), f(p) being supposed known and f(x) to be found. Such solutions are known and can be obtained formally from Fourier’s integral theorem which is given in the next paragraph. 1.2. FOURIER’S INTEGRAL FORMULA As a preliminary to obtaining the inversion formulae, we shall require what is often known as Fourier’s integral formula. A formal derivation is given below. Suppose a function f(x), of period 27, is given by the Fourier series oO Hla)=hagt lan cos (nx/A)+b, sin (nx/A)]. n=1 TRANSFORMS AND INVERSION FORMULAE 3 The coefficients a, an, 6, are obtained by multiplying successively by unity, cos (”x/A), sin (nx/A) and integrat- ing with respect to x between —zA, 7A. Since the circular functions are orthogonal, that is, na ore (ee — na 008 7A sin nx Cos mx cos A sin 4 4*-% _ cos Asi 7A sin nx sin mx | =0, m+n, > > dx cos A cos 2 "=A, m=n, o0 and to zero for x0 and zero for xo0, the integral taken round a semi-circle, centre the origin and lying below the real axis in the p-plane, tends to zero as the radius of the circle tends to infinity. The integral can wo e—izp -« TRANSFORMS AND INVERSION FORMULAE 9 therefore be replaced by —277 times the residue at the only pole (at p=—7) within this contour, the negative sign being affixed since the direction round the contour is clockwise. Thus f(x)=-2d e~ 9 /[(d/dp)(14+p*)]p= i =e—*, Similarly, for x0 and to zero for x0, =0, ¥<0, . (1.16) 10 TRANSFORMS IN MATHEMATICAL PHYSICS giving o [i felipe dunanf(s), #>0, —0« =0, Xx0, —0 =27f(x), x

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