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 ().