) (

:
( ) .1
: .
2. Partial Differential Equations for Scientists and Engineer
Stanly J. Farlow
3. Linear Partial Differential Equations for Scientists and Engineers
Tyn Myint-U, Lokenath Debnath, Fourth Edition
4. Methods of Applied Mathematics
Francis B. Hildebrand, 2nd Edition
5. Advanced Modern Engineering Mathematics
Glyn James, 3rd Edition

.6
:
.7
:

 :
.1 ...
.2 ...
.3
.4

 : ...


) (Partial Differential Equations PDE

... .
:PDE
-

PDE .

.
.

) (


PDE :2

)(1

A u xx B u xy C u yy Du x Eu y Fu G

) (1 G .
) (1 :
.1

B 2 4 AC 0

PDE

.2

B 2 4 AC 0

PDE

.3

B 2 4 AC 0

PDE

) (


.
T0 . T1 T2
. PDE . initial

) boundary value problem (IBVP . ) boundary conditions(BCs

) initial condition(IC .

0 x l, 0 t

PDE : ut 2 u xx

0t

BCs : u (0, t ) T1
u (l , t ) T2

0 xl

) (

u ( x,0) T0

IC :

 PDE BC
PDE .

:

ut 2 u xx (u u0 ) 0
) ut 2 u xx f ( x, t
ut 2 ( x) u xx
.
. ) g(t
. .

) u g (t
) u x u g (t
) u x g (t

) (


) (
4 . .

u x (0, t ) u (0, t ) 0
u x (l , t ) u (l , t ) 0

0 x 1, 0 t

PDE : ut 2 u xx

0t

BCs : u (0, t ) 0

u (1, t ) 0
u ( x ,0 ) ( x ) 0 x 1
PDE :

) (

)(2

IC :

) u ( x , t ) X ( x ) T (t


) T (t
)X ( x

) 2 T (t ) X ( x

) X ( x) T (t ) 2 X ( x ) T (t

) u ( x, t ) X ( x) T (t

t x )(k
. PDE 2 ODE .

T k 2 T 0

X k X 0

k
2
T X

k )
( . :

T 2 2 T 0

X 2 X 0

10

) (

k 2

 )(
) (2 :
2

])u ( x, t ) e t [ A sin ( x) B cos ( x

T (t ) A1 e t

) X ( x) A2 sin ( x) B2 cos ( x

B A .
:

u (0, t ) 0 B 0
2

u (1, t ) 0 A e sin 0 sin 0 , 2 , ..., n n 1,2,3,...

2

)sin (n x) u ( x, t ) un ( x, t ) An e ( n ) t sin (n x
n 1

11

n 1

) (

( n ) 2 t

un ( x, t ) An e

 )(
:

( x) A1 sin ( x) A2 sin (2 x) ...

) A sin (n x) ( x
n

u ( x,0) ( x)

n 1

sin mx 0 1 :
1

)(3

( x) sin (m x) dx A sin (n x) sin (m x) dx

n

n 1 0

)(4

12

) (

mn
mn

0
sin
(
n

x
)
sin
(
m

x
)
dx

0
1

 )(
:

Am
2

(
x
)
sin
(
m

x
)
dx

A
sin
m

(m x) dx
0

(3), (4)

0
1

An 2 ( x) sin (n x) dx
0

1
( n ) 2 t

u ( x, t ) 2 ( ) sin (n ) d e
)sin (n x
n 1 0

.
.

13

) (


. PDE

.
. :

0 x L, 0 t

ut 2 u xx

0t

u (0, t ) k1
u ( L, t ) k 2

u ( x ,0 ) ( x ) 0 x L
k1 k2 . u
:

) u ( x, t ) steady state transient k1 (k 2 k1 ) U ( x, t

L

14

) (


PDE
:

0 x L, 0 t

U t 2 U xx

0t

U (0, t ) 0
U ( L, t ) 0

x
) ( k 2 k1 )] ( x
L

0 x L
) :(

U ( x,0) ( x ) [k1

1
( n ) 2 t
n

( U ( x, t ) 2 ( ) sin
) d e
) sin (n x
L
L
n 1 0

) u (0, t ) g1 (t
:

15

) (

x
)( g 2 (t ) g1 (t ))] U(x,t
L

) u ( L , t ) g 2 (t

u ( x, t ) [ g1 (t )


PDE :

0 x L, 0 t

ut 2 u xx

u (0, t ) g1 (t ) 0 t
) u x ( L, t ) h u ( L, t ) g 2 (t
:
:

u ( x ,0 ) ( x ) 0 x L

x
x
) u ( x, t ) A(t )[1 ] B(t )[ ] U ( x,t
L
L
x
x
] [) S ( x, t ) A(t )[1 ] B(t
L
L

U ) (5 A B :

16

) A(t ) g1 (t
S
(
0
,
t
)

g
(
t
)

1
(
5
)

) g1 (t ) Lg 2 (t

B
(
t
)

) S x ( L, t ) h S ( L, t ) g 2 (t

1 L h

) (


)(6

x g (t ) g 2 (t ) x
u ( x, t ) g1 (t )[1 ] 1
) [ ] U ( x,t
L
1 L h
L

) PDE (6 PDE

.

0 x L, 0 t

U t U xx St

0t

U (0, t ) 0

U x ( L, t ) h U ( L, t ) 0
0 x L

17

) (

) U ( x ,0 ) ( x ) S ( x ,0


PDE PDE .
.

0 x 1, 0 t

ut 2 u xx u

0t

u (0, t ) 0

u (1, t ) 0
u ( x ,0 ) ( x ) 0 x 1
w PDE
PDE .

wt 2 wxx
0 x 1, 0 t
wt

0t
w(0, t ) 0

w(1, t ) 0
w( x,0) ( x ) 0 x 1

18

) (

ut e w e

u ( x, t ) e t w( x, t ) u x e t w x

t
u

e
w xx
xx


) (7 ) (8 ) .(

) w( x, t
)(8

19

wt 2 wxx

) (

( x t / 2 ) / 2 2

u ( x, t ) e

) (7

ut 2 u xx u x


.

. .
:

0 x L, 0 t

ut u xx

0t

u (0, t ) 0

u x ( L, t ) h u ( L, t ) 0
u ( x ,0 ) ( x ) 0 x L
:

) T (t
) X ( x
u ( x, t ) X ( x ) T (t ) 2

2
) T (t ) X ( x

20

) (


T 2 2 T 0

X 2 X 0

T (t ) A1 e t

X ( x) A2 sin ( x) B2 cos ( x)

u ( x, t ) e t [ A sin ( x) B cos ( x)]

:

u (0, t ) 0 B 0
u x ( L, t ) h u ( L, t ) A e

2 2 t

cos L h A e

2 2 t

sin L

cos L h sin L tan L

)1/(Lh) L z tan z z L

u n ( x, t ) e

( n ) 2 t

: .(

sin (n x) u ( x, t ) An u n ( x, t ) An e
n 1

( n ) 2 t

sin (n x)

n 1

( )

21

) A sin ( x) ( x
n

u ( x,0) ( x)

n 1

)) ( (x
.
.
.

22

) (


} {sin nx .
.
.
:1 {n(x)} n1, 2, 3, ) (a,b
.

mn
mn

0
a m ( x)n ( x) dx 0

:2 n
) (a,b .

( x) dx 1

2
n

23

) (


. }) {n(x
) (1 ) (2 .

)(2

)1 ( x) 2 ( x) 3 ( x
,
,
, ...
k1
k2
k3

b
2

n ( x) dx kn

)(1

:3 {n(x)} ) (a,b
) p(x .

mn
mn

0
p
(
x
)

(
x
)

(
x
)
dx

m
n
a
0

) p(x ) (1 .
) p(x ) .(p(x)>0

24

) (

 -
.
- .
- : ) (3 :

)(3

]d [ r ( x ) y
[q ( x ) p( x)] y 0
dx

r(x) ) p(x ] [a,b ) q(x ) (a,b .

... 3 2 1
) (4 b2 b1 a2 a1
a2 a1 b2 b1 . ... y3 y2 y1
}){yn(x ) p(x )(a,b
.

)(4

25

) (

a1 y(a) a2 y(a) 0

b1 y(b) b2 y(b) 0


)(5
) (6.

)(6

X 2 X 0

X (0) 0
X ( L) h X ( L) 0

)(5

)sin (n x ) ( x

n 1

- . 2
:

a0 bL

r ( x) 1
q ( x) 0
p ( x) 1
a1 1 a2 0 b1 h b2 1

} {sin nx ) p(x ) (0,L .

) (5 sin nx L
.

26

) (


} {sin nx
L

sin2 nx .:

( x) sin ( x) dx
n

0
L

) (7 :

An

2
sin
(n x) dx
0

)tan z n z n (7

L
1
L
1

sin 2n L
[ (2n L )] cos 2n L
2 4n
2 4n
L L
L

) cos 2n L (1 cos 2 zn
2
2
2

27

) (

L
2
sin
(n x) dx
0


:
L

2
An
( x) sin (n x) dx

L(1 cos 2 z n ) 0
*****************************************
.
.

28

) (

 :
: ) (8 :

)(8

]d 2[r ( x) y
[q( x) p ( x)] y 0
2
dx

r(x) ) p(x ] [a,b ) q'(x ) (a,b .

... 3 2 1
) (9
. ... y3 y2 y1 }){yn(x
) p(x ) (a,b .

)(9

29

a2 y(a) 2 (r y) xa 0
a2 y(b) 2 (r y) xb 0

) (

a1 y(a) 1 (r y) xa 0

b1 y(b) 1 (r y) xb 0


L .
.

)(10

)u ( x,0) f ( x

)(11

)ut ( x,0) g ( x

( simply support
:
) :(

)(12

utt a u xxxx 0

30

) (


)(
) (13 :

)(13
)( ) (14 ) :(

)(14

u (0, t ) 0
u (0, t ) 0
t

u xx ( L, t ) 0
u xxx ( L, t ) 0
u (0, t ) 0
u ( L, t ) 0

u xx (0, t ) 0
u xx ( L, t ) 0

.
k .

31

) (


)X iv ( x
) T(t
u ( x, t ) X ( x ) T (t )

k 2
)X ( x
) T (t
2

) T (t ) A sin ( t ) B cos ( t

T 2 T 0

( X ( x) C sin
( x) D cos
x)
iv 2
a
a
X 2 X 0

E
sinh
(
x
)

F
cosh
(
)x

a
a

. 1 3 .

32

) (


.
.
.
:

0 x L, 0 t

utt 2 u xx

PDE

0t

u (0, t ) 0

u ( L, t ) 0

BCS

)u ( x,0) f ( x

)ut ( x,0) g ( x

ICs

0 x L

33

) (

 :
.

T 2 2 T 0
T (t ) A sin ( t ) B cos ( t )

X 2 X 0
X ( x) C sin ( x) D cos ( x)
u ( x, t ) [ A sin ( t ) B cos ( t )][C sin ( x) D cos ( x)]
u (0, t ) 0 D 0

:()

n
n 0,1, 2, ...
L
n t
n t
n x
un ( x, t ) [an sin (
) bn cos (
)] sin (
)
L
L
L

n t
n t
n x
u ( x, t ) un ( x, t ) [an sin (
) bn cos (
)] sin (
)
L
L
L
n 1
n 1

u ( L, t ) 0 sin L 0 n L

( )

(1)
(2)

34

 :
:

n x
)) f ( x
L

( bn sin

n
n x
( ) sin
)) g ( x
L
L
L

2
n x
( bn f ( x) sin
) dx
L0
L

u ( x,0) f ( x)

n 1

( an

ut ( x,0) g ( x)

n 1

2
n x
an
g
(
x
)
sin
(
) dx
n 0
L

) (2 .
.

35

) (

 :
:

utt 2 u xx

PDE

) u ( x,0) f ( x

)ut ( x,0) g ( x

ICs

x , 0 t
x
:

u xx u 2u u x
u x u u
x ct


u 0

2
) ut c(u u
) utt c (u 2u u x
x ct
:

) u 0 u ( ) u ( ) ( ) u ( x, t ) ( x ct ) ( x ct

36

) (

 :
.
:

) ( x) ( x ) f ( x
) u ( x,0) f ( x

) ut ( x,0) g ( x
c ( x ) c ( x) g ( x) c ( x) c ( x) g ( ) d K
x0

1
1
g ( ) d
( x) f ( x)

2
2c x 0

x
1
1
( x) f ( x)
x g ( ) d

2
2
c
0

:
x c t

1
1
u ( x, t ) [ f ( x ct ) f ( x ct )]
g ( ) d

2
2c x c t

37

) (



.
. .
.
.
:
:1
.
.

38

) (


:2 y+P(x)y+Q(x)y=0 P Q x = x0 x0
.
P Q x = x0 x = x0 x0
.
x = x0 x0 .

)( x x0 ) P ( x), ( x x0 ) 2 Q( x
x = 0 x = 1 )(.

2
3
y
y0
x
x ( x 1) 3
.

39

) (


:1 x = x0 y+P(x)y+Q(x)y=0
. x0
.

y a0 a1 ( x x0 ) a2 ( x x0 ) ...

:2 x = x0 y+P(x)y+Q(x)y=0
R x0
.

y x x0 [ a0 a1 ( x x0 ) a2 ( x x0 ) ...] 0 x x0 R

:3 x = x0 y+P(x)y+Q(x)y=0
x-x0.

40

) (


y P ( x) y Q( x) y 0

)(3

x = 0 ) (3 . ) xP(x ) x2Q(x
:

xP( x ) p0 p1 x p2 x ...

) (3 x2 :

x 2Q ( x ) q0 q1 x q2 x 2 ...

)x 2 y x( p0 p1 x p2 x 2 ...) y ( q0 q1 x q2 x 2 ...) y 0 (4
2 ) (5:

)(5
) (5 ) (4 :

41

) (

a0 0

)y x r ( a0 a1 x a2 x 2 ...


x 2 [ a0 r ( r 1) x r 2 a1 ( r 1) rx r 1 a2 ( r 2)( r 1) x r ...]
x ( p0 p1 x p2 x 2 ...)[a0 rx r 1 a1 ( r 1) x r a2 (r 2) x r 1 ...]
( q0 q1 x q2 x 2 ...)( a0 x r a1 x r 1 a2 x r 2 ...) 0

a0 [ r ( r 1) p0 r q0 ]x r

::

{a1[(r 1) r p0 ( r 1) q0 ] a0 [ p1r q1 ]}x r 1

( 6)

{a2 [(r 2)( r 1) p0 ( r 2) q0 ] a1[ p1 (r 1) q1 ] a0 [ p2 r q2 ]}x r 2 ... 0

: ( 6)

a0 [ r ( r 1) p0 r q0 ] 0
a1[(r 1) r p0 ( r 1) q0 ] a0 [ p1r q1 ] 0

(7 )

a2 [(r 2)( r 1) p0 ( r 2) q0 ] a1[ p1 (r 1) q1 ] a0 [ p2 r q2 ] 0

...................................

( )

42


a0 0 ) (7 ) (8
.

)(8

r 2 ( p0 1)r q0 0

) (8 .
) (5 ) (3
. ) (7 .
) (
) (9 y1 . ) (x
.

43

) (

)(9

)y ( x ) y1 ( x


) (10:

x 2 y xy (2 x 2 u 2 ) y 0

)(10

u .

.
) (11 ) (10 ) (12 u .

d2y
dy
2
2
t

(
t

u
)y 0
2
dt
dt
2

)(12

) (10 :

1
t

P (t )

)( t .

44

) (

)t x (11

t 2 2
Q (t )
,
2
t


r 2 u 2 0 :
) (13 )r=u (u >=0 .
.

y ak t k

)(13

) (13 ) (12 :

k 0

(t ) ak t k 0
2

k 1

k 0

t ak ( k ) t

k 2

k 0

ak ( k )( k 1)t

k 0

]t

a [( k )( k 1) ( k )
k

ak t k 2 0
k 0

45

k 0

) (

k 0

ak t k 2 0

a k (2 k ) t
k

k 1

1
k
k
a
(
2

1
)
t

a
k
(
2

k
)
t

a
t
0

k
1
k 2
k 2

k 2

[k (2 k ) ak ak 2 ] t k 0

a1 ( 2 1) t

k 2

t .:

)(14
)(15

ak 2
k 2, 3, ...
) k (2 k

) (14 u :

46

) (

a1 (2 1) 0

k (2 k ) ak ak 2 0 ak

a0 0


) (15 :

a3 a5 ... a2 m 1 ...0

a0
a
2 0
)2(2 2
)2 .1!( 1
) (15 :
a0
a2
a
a4
2 2
4
)4(2 4
)2 .2( 2) 2 .2!( 2)( 1
a4
a
a0
a6
2 4
6
)6(2 6
)2 .3( 3
)2 .3!( 3)( 2)( 1
a2

( 1) m a0
2m
m 1, 2, 3, ...
)2 m!( m)( m 1)...( 2)( 1

a2 m

tu+2m :

(1) m
2m
) ( 2 a0
2
)m!( m)( m 1)...( 2)( 1

47

) (

a2 m




) (16 ) (17 :

(1) m
2m
) ( 2 ( 1)a0
2
)m!( m)( m 1)...( 2)( 1)( 1
)(3 16

)(3 17

48

) (

)(v 1) (v 1) ( 2

( 1) m
2m
) ( 2 ( 1) a0
2
)m!( m 1

a0 ) (18 :

a2 m

1
)2 ( 1

a2 m

a0


( 1) m
2m
m 0,1, 2, ...
2
)m!( m 1

)(3 18

a2 m

) (13 u 0 yu
u Ju ) ) (19 ):((20

)(3 19

)(3 20

m 2m

(1) t
2m
)m!( m 1
m 0 2

J (t )

1
t2
t4
J (t ) t
2
4
...
2

1
)
2

2
)
2

3
)

) (19 ) (19 t
. ) t (19 .
1 .

49

) (

u Ju =0 .
.

50

) (


.
) .(r = -u 0 u )(3-19
u -u .
u . u ) (4-1
u.

( 1) m t 2 m
J (t ) 2 m
)m!( m 1
m 0 2

)(4 1

) (4-1 ) (3-19 t u
.
u :

)( 4 2

51

) (

) y (t ) c1 J (t ) c2 J (t


u ) (4-2 u .
J-u ) (4-3 . )(4-3
u .
) (4-4 u .

)y (t ) c1 J (t ) c2Y (t ) ( 4 4

52

) (

)( 4 3

) cos J (t ) J (t
sin

Y (t )

) H 1 (t ) J (t ) i Y (t
):(4-5
)( 4 5
2
) H (t ) J (t ) i Y (t
u
) (4-6:

)( 4 6

) y (t ) c1 H (t ) c2 H (t

u Ju J-u
) (4-2 . .
u u .

53

) (


: u u

x 2 y xy (2 x 2 2 ) y 0

2

) y ( x ) c1 H (x ) c2 H (x

)y ( x ) c1 J (x) c2Y (x

. u :

)y ( x ) c1 J (x) c2 J (x
Ju J-u Yu . u Ju x J-u
Yu . x Hu 1 Hu 2 .

54

) (