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English reprint edition copyright © 2005 by Pearson Education Asia Limited and China Machine
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Original English language title: Applied Partial Differential Equations ; with Fourier Series and
Boundary Value Problems, Fourth Edition (ISBN 0-13-065243-I) by Richard Haberman, Copyright ©
2004. 1998, 1987, 1983.
All rights reserved.
Published by arrangement with the original publisher, Pearson Education, Inc., publishing as
Prentice Hall.
For sale and distribution in the People's Republic of China exclusively (except Taiwan, Hong Kong
SAR and Macau SAR).

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Contents

[Ill 125- iii


1 Heat Equation 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Derivation of the Conduction of Heat


in a One-Dimensional Rod . . . . . . . . . . . . . . . .. . . . . . . 2
1.3 Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Equilibrium Temperature Distribution . . . . . . . . . . . . . . . . 14
1.4.1 Prescribed Temperature . . . . . . . . . . . . . . . . . . . . 14
1.4.2 Insulated Boundaries . . . . . . . . . . . . . . .. . . . . .. 16
1.5 Derivation of the Heat Equation
in Two or Three Dimensions . . . . . . . . . . . . . . .. . . . . . . 21

2 Method of Separation of Variables 35


2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . 35
2.2 Linearity . . . . . . . . . . . . . . . . .
. . . . . . . . . . .
. . . . . 36
2.3 Heat Equation with Zero Temperatures at Finite Ends . . . . . . . 38
2.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . .. .. . . 38
2.3.2 Separation of Variables . . . . . . . . . . . . . . . . . . . . . 39
2.3.3 Time-Dependent Equation . . . . . . . . . . . . . . . . . . . 41
2.3.4 Boundary Value Problem . . . . . . . . . . . . . . . . . . . 42
2.3.5 Product Solutions and the Principle of Superposition . . . . 47
2.3.6 Orthogonality of Sines . . . . . . . . . . . . . . . . . .. . . 50
2 . 3 7 - Formulation , Solution , and Interpretation
.

of an Example . . . . . . . . . . . . . . . . . . . .. . ... . 51
2.3.8 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.4 Worked Examples with the Heat Equation: Other Boundary Value
Problems .. . . . . . . . .. . .. ..
. . . . . . . . . . . . . . . . . 59
2.4.1 Heat Conduction in a Rod with Insulated Ends . . . . . . . 59
2.4.2 Heat Conduction in a Thin Circular Ring . . . . . ... .. 63
2.4.3 Summary of Boundary Value Problems . . . . . . . .. ... 68
2.5 Laplace's Equation: Solutions and Qualitative Properties . . . ... 71
2.5.1 Laplace's Equation Inside a Rectangle . . . . . . . . . ... 71
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vi Contents
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2.5.2 Laplace's Equation for a Circular Disk . . . . . . . . . 76 . ..
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2.5.3 Fluid Flow Past a Circular Cylinder (Lift) . . . . . . 80 . . ..
2.5.4 Qualitative Properties of Laplace's Equation . . . . . . . . . 83

3 Fourier Series ...


89
3.1 Introduction . . . . . . . . . . . . . .
. . .. . . . . .. .. . . . 89
3.2 Statement of Convergence Theorem . . . . . . . . . ... . .. . . . 91
3.3 Fourier Cosine and Sine Series . . . . . . . . . . . . . . . .. . . . . 96
3.3.1 Fourier Sine Series . . . . . . . . . . . . . . . . . . . . . . . 96
3.3.2 Fourier Cosine Series . . . . . . . . . . . . . . . . . . . . . . 106
3.3.3 Representing f (x) by Both a Sine and Cosine Series . . . . 108
3.3.4 Even and Odd Parts . . . . . . . . .. .. .. . . . .... . 109
3.3.5 Continuous Fourier Series . . . . . . . . . . . . . . . . . . . 111
3.4 Term-by-Term Differentiation of Fourier Series . . . . . . . . . .. . 116
3.5 Term-By-Term Integration of Fourier Series . . . . . . . . . . . . . 127
3.6 Complex Form of Fourier Series . . . . . . . . . . . . . . . . . ... 131
4 Wave Equation: Vibrating Strings and Membranes 135
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . 135
4.2 Derivation of a Vertically Vibrating String . . . . . . . . . . . . . . 135
4.3 Boundary Conditions . . . . . . . . . . . . . . . . . . .
. . . . . . . 139
4.4 Vibrating String with Fixed Ends . . . . . . . . . . . . . . . . . . . 142
4.5 Vibrating Membrane . . . . . . . . . . . . . . . . . . . . . . . . . . 149
4.6 Reflection and Refraction of Electromagnetic
(Light) and Acoustic (Sound) Waves . . . . . . . . . . . . . . . . . 151
4.6.1 Snell's Law of Refraction . . . . . . . . . . . . . . .. .. .. 152
4.6.2 Intensity (Amplitude) of Reflected and Refracted Waves . . 154
4.6.3 Total Internal Reflection . . . . . . . . . . . . . . . . .. . . 155

5 Sturm-Liouville Eigenvalue Problems 157


5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . .
. . . 157 .. ..
5.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
. .

5.2.1 Heat Flow in a Nonuniform Rod . . . . . . . . . .. .. 158 ..


5.2.2 Circularly Symmetric Heat Flow . . . . . . . . . . . 159 . .. .

5.3 Sturm-Liouville Eigenvalue Problems . . . . . . . . . . . 161 .. .. ..


5.3.1 General Classification . . . . . . . . . . . 161 .. . .. . ... .

5.3.2 Regular Sturm-Liouville Eigenvalue Problem . . . . . . 162 ..


5.3.3 Example and Illustration of Theorems . . . . . . 164 .. .. ..
5.4 Worked Example: Heat Flow in a Nonuniform Rod without Sources 170
5.5 Self-Adjoint Operators and Sturm-Liouville Eigenvalue Problems . 174
5.6 Rayleigh Quotient . . . . . . . . . . . . . . . . . . . . . . . ... 189 ..
5.7 Worked Example: Vibrations of a Nonuniform String . . . . . . 195 ..
5.8 Boundary Conditions of the Third Kind . . . . . . . . . . 198 ..
5.9 Large Eigenvalues (Asymptotic Behavior) . . . . . . . . . . . . . . . 212
5.10 Approximation Properties . . . . . . . . . . . . . . . . . . . . 216 . ..

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