Preface |
|
ix | |
Acknowledgments |
|
xi | |
Author |
|
xiii | |
|
1 Preliminary concepts and background material |
|
|
1 | (44) |
|
1.1 Notations and definitions |
|
|
2 | (4) |
|
|
6 | (2) |
|
1.3 First order PDE and the concept of characteristics |
|
|
8 | (1) |
|
1.4 Quasi-linear first order equation: Method of characteristics |
|
|
9 | (9) |
|
|
18 | (1) |
|
|
19 | (2) |
|
1.7 Cauchy problem for second order linear PDEs |
|
|
21 | (6) |
|
1.8 Hamilton-Jacobi equation |
|
|
27 | (1) |
|
1.9 Canonical transformation |
|
|
28 | (3) |
|
1.10 Concept of generating function |
|
|
31 | (2) |
|
1.11 Types of time-dependent canonical transformations |
|
|
33 | (5) |
|
1.11.1 Type I Canonical transformation |
|
|
33 | (1) |
|
1.11.2 Type II Canonical transformation |
|
|
34 | (1) |
|
1.11.3 Type III Canonical transformation |
|
|
35 | (1) |
|
1.11.4 Type IV Canonical transformation |
|
|
35 | (3) |
|
1.12 Derivation of Hamilton-Jacobi equation |
|
|
38 | (4) |
|
|
42 | (3) |
|
2 Basic properties of second order linear PDEs |
|
|
45 | (36) |
|
|
45 | (2) |
|
2.2 Reduction to normal or canonical form |
|
|
47 | (13) |
|
2.3 Boundary and initial value problems |
|
|
60 | (10) |
|
2.4 Insights from classical mechanics |
|
|
70 | (3) |
|
2.5 Adjoint and self-adjoint operators |
|
|
73 | (2) |
|
2.6 Classification of PDE in terms of eigenvalues |
|
|
75 | (2) |
|
|
77 | (4) |
|
|
81 | (28) |
|
3.1 Solving through separation of variables |
|
|
83 | (7) |
|
|
90 | (2) |
|
3.3 Maximum-minimum principle for Poisson's and Laplace's equations |
|
|
92 | (1) |
|
3.4 Existence and uniqueness of solutions |
|
|
93 | (1) |
|
3.5 Normally directed distribution of doublets |
|
|
94 | (3) |
|
3.6 Generating Green's function for Laplacian operator |
|
|
97 | (3) |
|
3.7 Dirichlet problem for circle, sphere and half-space |
|
|
100 | (6) |
|
|
106 | (3) |
|
|
109 | (28) |
|
4.1 D'Alembert's solution |
|
|
110 | (3) |
|
4.2 Solving by Riemann method |
|
|
113 | (4) |
|
4.3 Method of separation of variables |
|
|
117 | (4) |
|
4.4 Initial value problems |
|
|
121 | (11) |
|
|
132 | (5) |
|
|
137 | (28) |
|
5.1 Reaction-diffusion and heat equations |
|
|
137 | (3) |
|
5.2 Cauchy problem: Uniqueness of solution |
|
|
140 | (1) |
|
5.3 Maximum-minimum principle |
|
|
141 | (2) |
|
5.4 Method of separation of variables |
|
|
143 | (11) |
|
|
154 | (3) |
|
|
157 | (2) |
|
|
159 | (6) |
|
6 Solving PDEs by integral transform method |
|
|
165 | (56) |
|
6.1 Solving by Fourier transform method |
|
|
165 | (7) |
|
6.2 Solving by Laplace transform method |
|
|
172 | (7) |
|
|
179 | (6) |
|
|
185 | (18) |
|
|
203 | (10) |
|
|
213 | (8) |
Bibliography |
|
221 | (2) |
Index |
|
223 | |