Acquiring Editor Tim Petscher Senor Project Eton” Soran Fos Corer Design: Denise Caig Typesetting TeciType Works Matting Manager: Sis Carise Dirt Manketing Manager Becky MéBIdowacy Library of Congress Cataloging-in-Fubliction Data Kyte, Prem K Paral eferevilequtons and Narbenatica/ Prem K. Kt, Prt Pri Mitac! FS tnd tibtngrphalrefeences ad inde IS os93 7804 all ype {Petal suns, Pana, 2, Maberatea (Computer fe) 1 be ratap, 938 Seba, Michael 1988. Il. Tale Qu74K97 1996 so.360u8 518-3832) cr This book contains informiton otcined from authentic and highly regarded sources Re ined meri i quoted with pemissio, an sources are iadizae. A wile vasiy of eerencss relisted. Reasoable efons fave been made > publish rile data and infomatioe, but be author andthe publisher zane! assume responsiblity for be vality of ll maeralso foe be ‘either this bok nor any pat may be epmdced or transite in any Form by ay mens, cleasonie ae mechanical neluding phxocopying. microfilming, and recadingo by ay infer. ‘maton storage of retnealsytr, wiboot por permission in wating fom the pubis. [CRC Press, e's consent does not exten to copying fer gene dstbuto, for pomaticn for eating new work, 9 for ale Specific pemaion rt be obained in writing fom CRC Pros for auch copying. Direct all ingaies to CRC Press ae, 2000 Corporate Blvd, NAW, Bocs Raton, Florida a8 (© 1097 by CRC Pres, ne, Noch w orginal US. Goverment works Intematiogal Standard Book Nersber 08393-78532 Liar of Congnss Cad Naber 9636546 ined ithe Usted Stes ofAmena 123.4.5.6.7 8.90 Contents Preface, Intreduction to Mathematica, xi Chapter 1: Introduction, 1 LL. Notation and Definitions, 1 1.2. Initial and Boundary Conditions, 3 1.3. Classification of Second Order Equatons, 4 1.4. Some Known Equations, 7 1.5. Superposition Principle, 17 15. Exercises, 19 Chapter 2: Method of Characteristics, 22 Fst Onler Equaticns, 22 21, Linear Equations wit Constant Coefiviens, 22 2.2. Linear Equations with Variable Coeffcients, 28 23. First Order Quasi-tinear Equations, 33 24. First Order Nonlneer Equations, 38 25. Geometrical Considerations, 46 25, Some Theorem on Charac:ristcs, 47 Second Order Equations, 49 2. Lincar and Quasi-linear Equations, 49 28. Exercises, 56w CONTENTS Chapter 3: Linear Equations with Constant Coefiicients, 63 3.1. Inverse Operators, 63 3.2, Homozenecus Equations, 72 3.3. Nonhemogeneous Equstions. 74 3.4, Exercises, 79 Chapter 4: Orthogonal Expansions, 82 4.1, Orthogonality, 82 4.2. Orthogonal Polynomials, 85 4.3. Series of Orthogonal Functions. 88 4.4, Trigonomet=c Foxier Series, 90 4.5. Eigen‘unction Expansions, 103 4.6 Bessel Functions, 106 47. Exercises, 110 Chapter 5: Separation of Variables, 117 ‘5.1 Introduction, 117 5.2. Hyperbolic Equation, 118 5.3. Parabelic Equation, 125 5.4. Blliptic Equation, 132 5.5. Cylindrical Coordinates, 142 5.6. Spherical Coordirates, Le 5.7. Nonhomogeneous Problems, 146 5.8. Exercises, 152 Chapter 6: Integral Transforms. 160 Laplece Transforms, 162 6.1. Notation, 1€2 6.2, Basic Laplace Transforms, 164 6.3. Inversion Thorem. 183 64. Exercises, 189 Fourier Transforms, I 6.5. Fourie Integral Tr20rems, 195 6.6. Properties of Fourier Transfo-ms, 196 6.7. Fourie Sine and Cosine “ransforms, 204 6.8. Finite Fourier Transforms, 210 6.9, Exercises, 213, Chapter 7: Green's Functions, 217 7.1. Definitions, 217 7.2. Parabolic Equations, 231 7.3. Elliptic Equations, 238 7.4, Hyperolic Equaticns, 244 conTENTS: 75. Applications, 249 76, Exercises, 252 Chapter 8: Weighted Residual Methods, 266 8.1, Line Integrals, 267 82. Variational Netation, 270 83, Multiple Integrals, 273, 84. Weak Veriational Fermul: 85. Galerkin Method, 279 86. Rayleigh-Ritz Method, 283 87. Choice of Test Functions, 287 88, Transient Protlems, 292 89. Other Methods, 295 8.10. Exercises, 296 ion, 274 Chapter 9: Perturbation Methods, 305 911. Taylor Series Expansions, 306 92. Successive Approximations, 305 93. Boundary Perturbations, 311 94, Exercises, 314 Chapter 10: Finite Differences, $21 10.1. Finite Difference Schernes, 321 1022, First Order Equations, 325 10.3, Second Order Equations, 328 10.4, Byercises, 343 Appendix A: Green’s Identities, 350 AL Green's Identities, 350 A2, Exercises, 352 Appendix Tables of Transform Pairs, 354 Appendix Glossary of Mathematica Functions, 361 Appendix Mathematica Packages and Notebooks, 368 Bibliography, 369 Index, 373Authors Prem Kishore Kythe (Ku'sarestha), born in India, 1930; Naturalized US. citizen; received Ph.D. (Math) from the Aligarh Muslim University, India, in 1961; Professce of Mathematics at the University of New Orleans since 1974; Author of An Intreduction to Boundary Element Methods (CRC Press, 1995); Fundamental Solutions for Differential Operators and Applications (Birkhiuser, 1996): Over 40 research publicetions in the areas of univalent functions, boundary value problems in contiauum mechanics, differensial equations, Laplace transferm, wave theory, wave structure in roiating flows; Numerous citations in research articles and graduate texUmonographs; Listed in American Men and Women of Science Pratap Puri, born in India, 1938; Naturalzed U.S. citizen; got Ph.D. (Math) irom the Incian Institue of Technology, Kharagpur, Indi, in 1962; Professor of Mathematics atthe University of New Orleanssince 1976; Over 40 research articles published in boundary value problems in continuum ‘mechanics and integral transforras; Numerous citations in research aricles; Listed in American Men and Wemen of Science, Michael Richard Schitferkotter, born in Mississippi, 1955; U.S. citi= zen; MS. (Math) from the Lousiana State University in Baton Rouge, 1984; Instructor in Mathematics atthe University of New Orleans, 1988-1998; cur- rently workirg at she Sverdrup Technology, Inc., Stennis Space Center, Mississippi. Two researc’ articles published in topological semigrours and linear programming Preface Overview ‘Why another introductery textbook on partial differential equations when so many are already available? The question i righ'ly asked, andthe justification is in order, ‘We have fourd that every year an increasing number of students enter advanced coursesinvolving bound:ry value problems, which deal mostly with ‘numerical technicues, such as finite difference, finite element, or boundary clement methods. At the same tim: they are irtroduced to partial differential equations as graduate studenis, allnough a few do manage to acquire some ‘knowledge of the subject through other courses in engineering and physics. Its a pity than en opportunity to learn this subject at undergraduate level is lost, because tre students encounter textbooks that are graded strictly for _araduate level courses. Even when ihe textbooks are written for undergraduste students, quite often that may not be the ease for a majority of students, Most of these textbooks, though written with quality material, are generally based fon hani analysis. Our textbook, written for a two-semester course, is aimed at attracting junicr and senior undergraduate students, so they get an carly taining in the subject and do not miss out on elementary techniques and simple beauty of the subject. Inthe pedazogical spit of moderation we have avoided the extreme situation where a beginner's course is so advanced and