An Elementary Course in

Partial Differential Equations

Second Edition

T. Amaranath

Alpha Science International Ltd.

Oxford, U.K.
Contents

Preface vii

Preface to the Second Edition ix

1 First Order P.D.E. 1

1.1 Curves and Surfaces 1

1.2 Genesis of First Order P.D.E 3

1.3 Classification of Integrals 8

1.4 Linear Equations of the First Order 13

1.5 Pfaffian Differential Equations 18

1.6 Compatible Systems 23

1.7 Charpit's Method 26

1.8 Jacobi's Method 35

1.9 Integral Surfaces Through a Given Curve 40

1.10 Quasi-Linear Equations 47

1.11 Non-linear First Order P.D.E 57

2 Second Order P.D.E. 75

2.1 Genesis of Second Order P.D.E 75

2.2 Classification of Second Order P.D.E 78

2.3 One Dimensional Wave Equation 83

2.3.1 Vibrations of an Infinite String 84

2.3.2 Vibrations of a Semi-infinite String 88

2.3.3 Vibrations of a String of Finite Length 90

2.3.4 Riemann's Method 92

2.3.5 Vibrations ofString of Finite Length

a

(Method of Separation of Variables) 97

2.4 Laplace's Equation 101

2.4.1 Boundary Value Problems 101

2.4.2 Maximum and Minimum Principles 102

xi
xii CONTENTS

2.4.3 The Cauchy Problem 104

2.4.4 Upper Half Plane

The Dirichlet Problem for the .
106

2.4.5 The Neumann Problem for the Upper Half Plane 107
2.4.6 The Dirichlet Problem for a Circle 108
2.4.7 The Dirichlet Exterior Problem for a Circle ...
112
2.4.8 The Neumann Problem for a Circle 112

2.4.9 The Dirichlet Problem for a Rectangle 114

2.4.10 Harnack's Theorem 115

2.4.11 Green's Function 116

Laplace's Equation -

2.4.12 The Dirichlet Problem for a Half Plane 118

2.4.13 The Dirichlet Problem for a Circle 119

2.5 Heat Conduction Problem 120
2.5.1 Heat Conduction -
Infinite Rod Case 120

2.5.2 Heat Conduction -

Finite Rod Case 121

2.6 Duhamel's Principle 125

2.6.1 Wave Equation 125

2.6.2 Heat Conduction Equation 127

2.7 Classification in the Case of n-Variables 128

2.8 Families of Equipotential Surfaces 134

2.9 Kelvin's Inversion Theorem 135

A Fourier Transforms and Integrals 139

A.l Fourier Integral Theorem 139
A.2 Properties of the Fourier Transform 139

A.3 Examples 140

A.4 Convolution Theorem 141

A. 5 Vibrations of an Infinite String 141

B Additional Problems 143

149
Suggested Reading

Index 151