Introduction to Boundary Value Problems
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Chapter 2. Steady States and Boundary Value Problems
“rjlfdm” 2007/4/10 i i page 13 i i Copyright ©2007 by the Society for Industrial and Applied Mathematics This electronic version is for personal use and may not be duplicated or distributed. Chapter 2 Steady States and Boundary Value Problems We will first consider ordinary differential equations (ODEs) that are posed on some in- terval a < x < b, together with some boundary conditions at each end of the interval. In the next chapter we will extend this to more than one space dimension and will study elliptic partial differential equations (ODEs) that are posed in some region of the plane or Q5 three-dimensional space and are solved subject to some boundary conditions specifying the solution and/or its derivatives around the boundary of the region. The problems considered in these two chapters are generally steady-state problems in which the solution varies only with the spatial coordinates but not with time. (But see Section 2.16 for a case where Œa; b is a time interval rather than an interval in space.) Steady-state problems are often associated with some time-dependent problem that describes the dynamic behavior, and the 2-point boundary value problem (BVP) or elliptic equation results from considering the special case where the solution is steady in time, and hence the time-derivative terms are equal to zero, simplifying the equations. 2.1 The heat equation As a specific example, consider the flow of heat in a rod made out of some heat-conducting material, subject to some external heat source along its length and some boundary condi- tions at each end. -
Solving the Boundary Value Problems for Differential Equations with Fractional Derivatives by the Method of Separation of Variables
mathematics Article Solving the Boundary Value Problems for Differential Equations with Fractional Derivatives by the Method of Separation of Variables Temirkhan Aleroev National Research Moscow State University of Civil Engineering (NRU MGSU), Yaroslavskoe Shosse, 26, 129337 Moscow, Russia; [email protected] Received: 16 September 2020; Accepted: 22 October 2020; Published: 29 October 2020 Abstract: This paper is devoted to solving boundary value problems for differential equations with fractional derivatives by the Fourier method. The necessary information is given (in particular, theorems on the completeness of the eigenfunctions and associated functions, multiplicity of eigenvalues, and questions of the localization of root functions and eigenvalues are discussed) from the spectral theory of non-self-adjoint operators generated by differential equations with fractional derivatives and boundary conditions of the Sturm–Liouville type, obtained by the author during implementation of the method of separation of variables (Fourier). Solutions of boundary value problems for a fractional diffusion equation and wave equation with a fractional derivative are presented with respect to a spatial variable. Keywords: eigenvalue; eigenfunction; function of Mittag–Leffler; fractional derivative; Fourier method; method of separation of variables In memoriam of my Father Sultan and my son Bibulat 1. Introduction Let j(x) L (0, 1). Then the function 2 1 x a d− 1 a 1 a j(x) (x t) − j(t) dt L1(0, 1) dx− ≡ G(a) − 2 Z0 is known as a fractional integral of order a > 0 beginning at x = 0 [1]. Here G(a) is the Euler gamma-function. As is known (see [1]), the function y(x) L (0, 1) is called the fractional derivative 2 1 of the function j(x) L (0, 1) of order a > 0 beginning at x = 0, if 2 1 a d− j(x) = a y(x), dx− which is written da y(x) = j(x). -
A Boundary Value Problem for a System of Ordinary Linear Differential Equations of the First Order*
A BOUNDARY VALUE PROBLEM FOR A SYSTEM OF ORDINARY LINEAR DIFFERENTIAL EQUATIONS OF THE FIRST ORDER* BY GILBERT AMES BLISS The boundary value problem to be considered in this paper is that of finding solutions of the system of differential equations and boundary con- ditions ~ = ¿ [Aia(x) + X£i£t(*)]ya(z), ¿ [Miaya(a) + Niaya(b)] = 0 (t - 1,2, • • • , »). a-l Such systems have been studied by a number of writers whose papers are cited in a list at the close of this memoir. The further details of references incompletely given in the footnotes or text of the following pages will be found there in full. In 1909 Bounitzky defined for the first time a boundary value problem adjoint to the one described above, and discussed its relationships with the original problem. He constructed the Green's matrices for the two problems, and secured expansion theorems by considering the system of linear integral equations, each in one unknown function, whose kernels are the elements of the Green's matrix. In 1918 Hildebrandt, following the methods of E. H. Moore's general analysis, formulated a very general boundary value problem containing the one above as a special case, and established a number of fundamental theorems. In 1921 W. A. Hurwitz studied the more special system du , dv r . — = [a(x) + \]v(x), — = - [b(x) + \]u(x), dx dx (2) aau(0) + ß0v(0) = 0, axu(l) + ßxv(l) = 0 and its expansion theorems, by the method of asymptotic expansions, and in 1922 Camp extended his results to a case where the boundary conditions have a less special form. -
Introduction to Finite Element Methods on Elliptic Equations
INTRODUCTION TO FINITE ELEMENT METHODS ON ELLIPTIC EQUATIONS LONG CHEN CONTENTS 1. Poisson Equation1 2. Outline of Topics3 2.1. Finite Difference Methods3 2.2. Finite Element Methods3 2.3. Finite Volume Methods3 2.4. Sobolev Spaces and Theory on Elliptic Equations3 2.5. Iterative Methods: Conjugate Gradient and Multigrid Methods3 2.6. Nonlinear Elliptic Equations3 2.7. Adaptive Finite Element Methods3 3. Physical Examples4 3.1. Gauss’ law and Newtonian gravity4 3.2. Electrostatics4 3.3. The heat equation5 3.4. Poisson-Boltzmann equation5 1. POISSON EQUATION We shall focus on the Poisson equation, one of the most important and frequently en- countered equations in many mathematical models of physical phenomena, and its variants in this course. Just as an example, the solution of the Poisson equation gives the electro- static potential for a given charge distribution. The Poisson equation is (1) − ∆u = f; x 2 Ω: Here ∆ is the Laplacian operator given by @2 @2 @2 ∆ = 2 + 2 + ::: + 2 @x1 @x2 @xd and Ω is a d-dimensional domain (e.g., a rod in 1d, a plate in 2d and a volume in 3d). The unknown function u represents the electrostatic potential and the given data is the charge distribution f. If the charge distribution vanishes, this equation is known as Laplace’s equation and the solution to the Laplace equation is called harmonic function. The Poisson equation also frequently appears in structural mechanics, theoretical physics, and many other areas of science and engineering. It is named after the French mathe- matician Simeon-Denis´ Poisson. When the equation is posed on a bounded domain with boundary, boundary conditions should be included as an essential part of the equation. -
12 Fourier Method for the Heat Equation
12 Fourier method for the heat equation Now I am well prepared to work through some simple problems for a one dimensional heat equation. Example 12.1. Assume that I need to solve the heat equation 2 ut = α uxx; 0 < x < 1; t > 0; (12.1) with the homogeneous Dirichlet boundary conditions u(t; 0) = u(t; 1) = 0; t > 0 (12.2) and with the initial condition u(0; x) = g(x); 0 ≤ x ≤ 1: (12.3) Let me start again with the ansatz u(t; x) = T (t)X(x): The equation implies T 0X = α2TX00; where the primes denote the derivatives with respect to the corresponding variables. Separating the variables implies that T 0 X00 = = −λ, α2T X where the minus sign I chose for notational reasons. Therefore, I now have two ODE, moreover the second ODE X00 + λX = 0 is supplemented with the boundary conditions X(0) = X(1) = 0, which follows from (12.2). Two lectures ago I analyzed a similar situation with periodic boundary conditions, and I considered all possible complex values of the separation constant. Here I will consider only real values of λ, a rigorous (and elementary!) general proof that they must be real will be given later. I start with the case λ = 0. This means X00 = 0 =) X(x) = Ax + B, where A and B are two real constants. The boundary conditions imply that A = B = 0 and hence for λ = 0 my boundary value problem has no nontrivial solution. Now assume that λ < 0. The general solution to my ODE in this case is p p X(x) = Ae −λx + Be− −λx; and the boundary conditions yield p p A + B = 0; Ae −λ + Be− −λ = 0; or p B(e2 −λ − 1) = 0; Math 483/683: Partial Differential Equations by Artem Novozhilov e-mail: [email protected]. -
On Some Elliptic Problems Involving Powers of the Laplace Operator
On Some Elliptic Problems Involving Powers of the Laplace Operator by Alejandro Ortega Garc´ıa in partial fulfillment of the requirements for the degree of Doctor in Ingenier´ıaMatem´atica Universidad Carlos III de Madrid Advisor(s): Pablo Alvarez´ Caudevilla Eduardo Colorado Heras Tutor: Pablo Alvarez´ Caudevilla Legan´es,December 19, 2018 This Doctoral Thesis has been supported by a PIPF Grant from Departamento de Matem´aticasof Universidad Carlos III de Madrid. Additionally, the author has been par- tially supported by the Ministry of Economy and Competitiveness of Spain and FEDER under Research Project MTM2016-80618-P. Some rights reserved. This thesis is distributed under a Creative Commons Reconocimiento- NoComercial-SinObraDerivada 3:0 Espa~naLicense. \Sometimes science is more art than science, Morty. A lot of people don't get that." Agradecimientos Gracias, en primer lugar, a mis directores, Pablo y Eduardo, por haber hecho posible este tra- bajo. Sobra, por supuesto, decir lo que he aprendido bajo vuestra direcci´on.Sobra tambi´en enumerar las horas de pizarra y tel´efonoque me hab´eissufrido para aprenderlas. Todo eso va ´ımplicto en estas p´aginas.Estoy muy orgulloso de haber trabajado bajo vuestra direcci´on y os agradecer´esiempre la paciencia, la cercan´ıay amistad que me hab´eismostrado en todo momento. Quisiera tambi´endar las gracias al profesor Arturo de Pablo, contigo empez´omi andadura en esta universidad y mis primeros pasos en el mundo de los laplacianos fraccionarios. Gracias a los profesores Jos´eCarmona y Tommaso Leonori por la paciencia que han tenido conmigo y el trato que me han dado. -
Boundary-Value Problems in Electrostatics I
Boundary-value Problems in Electrostatics I Karl Friedrich Gauss (1777 - 1855) December 23, 2000 Contents 1 Method of Images 1 1.1 Point Charge Above a Conducting Plane . 2 1.2 Point Charge Between Multiple Conducting Planes . 4 1.3 Point Charge in a Spherical Cavity . 5 1.4 Conducting Sphere in a Uniform Applied Field . 13 2 Green's Function Method for the Sphere 16 3 Orthogonal Functions and Expansions; Separation of Variables 19 3.1 Fourier Series . 22 3.2 Separation of Variables . 24 3.3 Rectangular Coordinates . 25 3.4 Fields and Potentials on Edges . 29 1 4 Examples 34 4.1 Two-dimensional box with Neumann boundaries . 34 4.2 Numerical Solution of Laplace's Equation . 37 4.3 Derivation of Eq. 35: A Mathematica Session . 40 In this chapter we shall solve a variety of boundary value problems using techniques which can be described as commonplace. 1 Method of Images This method is useful given su±ciently simple geometries. It is closely related to the Green's function method and can be used to ¯nd Green's functions for these same simple geometries. We shall consider here only conducting (equipotential) bounding surfaces which means the bound- ary conditions take the form of ©(x) = constant on each electrically isolated conducting surface. The idea behind this method is that the solution for the potential in a ¯nite domain V with speci¯ed charge density and potentials on its surface S can be the same within V as the solution for the potential given the same charge density inside of V but a quite di®erent charge density elsewhere. -
Chapter 12: Boundary-Value Problems in Rectangular Coordinates
Separation of Variables and Classical PDE’s Wave Equation Laplace’s Equation Summary Chapter 12: Boundary-Value Problems in Rectangular Coordinates 王奕翔 Department of Electrical Engineering National Taiwan University [email protected] December 21, 2013 1 / 50 王奕翔 DE Lecture 14 Separation of Variables and Classical PDE’s Wave Equation Laplace’s Equation Summary In this lecture, we focus on solving some classical partial differential equations in boundary-value problems. Instead of solving the general solutions, we are only interested in finding useful particular solutions. We focus on linear second order PDE: (A; ··· ; G: functions of x; y) Auxx + Buxy + Cuyy + Dux + Euy + Fu = G: @2u notation: for example, uxy := @x @y . Method: Separation of variables – convert a PDE into two ODE’s Types of Equations: Heat Equation Wave Equation Laplace Equation 2 / 50 王奕翔 DE Lecture 14 Separation of Variables and Classical PDE’s Wave Equation Laplace’s Equation Summary Classification of Linear Second Order PDE Auxx + Buxy + Cuyy + Dux + Euy + Fu = G: @2u notation: for example, uxy := @x @y . 1 Homogeneous vs. Nonhomogeneous Homogeneous () G = 0 Nonhomogeneous () G =6 0: 2 Hyperbolic, Parabolic, and Elliptic: A; B; C; ··· ; G: constants, Hyperbolic () B2 − 4AC > 0 Parabolic () B2 − 4AC = 0 Elliptic () B2 − 4AC < 0 3 / 50 王奕翔 DE Lecture 14 Separation of Variables and Classical PDE’s Wave Equation Laplace’s Equation Summary Superposition Principle Theorem If u1(x; y); u2(x; y);:::; uk(x; y) are solutions of a homogeneous linear PDE, then a linear combination Xk u(x; y) := cnun(x; y) n=1 is also a solution. -
Chapter 5: Boundary Value Problem
Chapter 5 Boundary Value Problem In this chapter I will consider the so-called boundary value problem (BVP), i.e., a differential equation plus boundary conditions. For example, finding a heteroclinic trajectory connecting two equilibria x^1 and x^2 is actually a BVP, since I am looking for x such that x(t) ! x^1 when t ! 1 and x(t) ! x^2 when t ! −∞. Another example when BVP appear naturally is the study of periodic solutions. Recall that the problem x_ = f(t; x), where f is C(1) and T -periodic with respect to t, has a T -periodic solution ϕ if and only if ϕ(0) = ϕ(T ). Some BVP may have a unique solution, some have no solutions at all, and some may have infinitely many solution. Exercise 5.1. Find the minimal positive number T such that the boundary value problem x00 − 2x0 = 8 sin2 t; x0(0) = x0(T ) = −1; has a solution. 5.1 Motivation I: Wave equation Arguably one of the most important classes of BVP appears while solving partial differential equations (PDE) by the separation of the variables (Fourier method). To motivate the appearance of PDE, I will start with a system of ordinary differential equations of the second order, which was studied by Joseph-Louis Lagrange in his famous \Analytical Mechanics" published first in 1788, where he used, before Fourier, the separation of variables1 technique. Consider a linear system of k + 1 equal masses m connected by the springs with the same spring constant (rigidity) c. Two masses at the ends of the system are fixed. -
Boundary Value Problems
Chapter 5 Introduction to Boundary Value Problems When we studied IVPs we saw that we were given the initial value of a function and a differential equation which governed its behavior for subsequent times. Now we consider a different type of problem which we call a boundary value problem (BVP). In this case we want to find a function defined over a domain where we are given its value or the value of its derivative on the entire boundary of the domain and a differential equation to govern its behavior in the interior of the domain; see Figure 5.1. In this chapter we begin by discussing various types of boundary conditions that can be imposed and then look at our prototype BVPs. A BVP which only has one independent variable is an ODE but when we consider BVPs in higher dimensions we need to use PDEs. We briefly review partial differentiation, classification of PDEs and examples of commonly encountered PDEs. We discuss the implications of discretizing a BVP as compared to an IVP and give examples of different types of grids. We will see that the solution of a discrete BVP requires the solution of a linear system of algebraic equations Ax = b so we end this chapter with a review of direct and iterative methods for solving Ax = b for a square invertible matrix A. 5.1 Types of boundary conditions In the sequel we will use Ω to denote the domain for a BVP and Γ to denote its boundary. In one dimension, the only choice for a domain is an interval. -
Partial Differential Equations
CHAPTER 3 Partial Differential Equations In Chapter 2 we studied the homogeneous heat equation in both one and two di- mensions, using separation of variables. Here we extend our study of partial differential equations in two directions: to the inclusion of inhomogeneous terms, and to the two other most common partial differential equations encountered in applications: the wave equation and Laplace’s equation. 3.1 Inhomogeneous problems: the method of particular solutions In this section we will study to inhomogeneous problems only for the one-dimensional heat equation on an interval, but the general principles we discuss apply to many other problems as well. The homogeneous version of the problem we consider is obtained by taking the general setup that we considered in Sections 2.2 and 2.3 but including more general boundary conditions of the kind we considered for Sturm-Liouville problems (see Section 7.7 of Greenberg): 2 PDE: ut(x,t) − ǫ uxx(x,t)=0, 0 <x<L, t> 0, α u(0,t) + β u (0,t) = 0 and BC: x t > 0 (3.1) γ u(L,t) + δ ux(L,t)=0, IC: u(x, 0) = f(x), 0 <x<L, where α and β are not both zero, and neither are γ and δ. Note that we are now denoting the thermal diffusivity by ǫ2 rather than as α2, to avoid conflict with the use of α in specifying the boundary conditions. We have discussed in Sections 2.2 and 2.3 the standard way to solve (3.1): by separation of variables. -
Numerical Solution and Spectrum of Boundary-Domain Integral Equations
NUMERICAL SOLUTION AND SPECTRUM OF BOUNDARY-DOMAIN INTEGRAL EQUATIONS A thesis submitted for the degree of Doctor of Philosophy by NURUL AKMAL BINTI MOHAMED School of Information Systems, Computing and Mathematics Brunel University June 2013 Abstract A numerical implementation of the direct Boundary-Domain Integral Equation (BDIE)/ Boundary-Domain Integro-Differential Equations (BDIDEs) and Localized Boundary-Domain Integral Equation (LBDIE)/Localized Boundary-Domain Integro-Differential Equations (LB- DIDEs) related to the Neumann and Dirichlet boundary value problem for a scalar elliptic PDE with variable coefficient is discussed in this thesis. The BDIE and LBDIE related to Neumann problem are reduced to a uniquely solvable one by adding an appropriate perturba- tion operator. The mesh-based discretisation of the BDIE/BDIDEs and LBDIE/LBDIDEs with quadrilateral domain elements leads to systems of linear algebraic equations (discretised BDIE/BDIDEs/LBDIE/BDIDEs). Then the systems obtained from BDIE/BDIDE (discre- tised BDIE/BDIDE) are solved by the LU decomposition method and Neumann iterations. Convergence of the iterative method is analyzed in relation with the eigen-values of the cor- responding discrete BDIE/BDIDE operators obtained numerically. The systems obtained from LBDIE/LBDIDE (discretised LBDIE/LBDIDE) are solved by the LU decomposition method as the Neumann iteration method diverges. i Contents 1 Research Introduction and Overview 1 Research Introduction and Overview 1 1.1 Introduction . 1 Introduction . 1 1.2 Research Objectives . 9 1.3 Research Rationale . 9 1.4 Scope of the Study . 10 1.5 Outline of Thesis . 11 2 Introduction to Boundary Integral Equations 13 2.1 Introduction . 13 2.2 Boundary Integral Equation .