√ R∞

Math 257-316 PDE Formula sheet - final exam m(m − 1)(m − 2) · · · 21 π. In general, Γ(m + 1) = 0 tm e−t dt for real
q
2
m ≥ 0. Special case: J1/2 (x) = πx sin x.
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
sin(α ± β) = sin α cos β ± sin β cos α sin2 t + cos2 t = 1
in powers of x − x0 with radius R > 0, 2
cos(α ± β) = cos α cos β ∓ sin β sin α. sin t = 12 (1 − cos(2t))
1
P∞
f (x) = n=0 an (x − x0 )n , |x − x0 | < R, R > 0. sin α cos β = 2 [sin(α − β) + sin(α + β)] cos2 t = 12 (1 + cos(2t))
1
cos α cos β = 2 [cos(α − β) + cos(α + β)] sin(2t) = 2 sin t cos t
The sum and product of analytic functions are still analytic. Their quotient is sin α sin β = 2 [cos(α − β) − cos(α + β)],Z cos(2t) = 2 cos2 t − 1 = 1 − 2 sin2 t
Z
1

also analytic if the denominator is nonzero. The new function has a radius of x sin ωx cos ωx x cos ωx sin ωx
x cos ωx dx = + 2
, x sin ωx dx = − +
convergence no smaller than the minimum of those of the original functions. ω ω ω ω2
Z 2
x cos ωx 2x sin ωx 2 cos ωx
1
P∞ m
P∞ 1 k
et = k=0 k! x2 sin ωx dx = − + +
1−t = m=0 t , t . ω ω2 ω3
P∞ (−1)m 2m eit +e−it
P∞ (−1)m 2m+1 eit −e−it Fourier, sine and cosine series
cos t = m=0 (2m)! t = 2 , sin t = m=0 (2m+1)! t = 2i .
Suppose f (x) is a function defined in [−L, L]. Its Fourier series is
et +e−t et −e−t
P∞ 1 2m
P∞ 1 2m+1
cosh t = m=0 (2m)! t = 2 , sinh t = m=0 (2m+1)! t = 2 . ∞ n
X nπx nπx o
ix
e = cos x + i sin x, cos t = cosh(it), i sin t = sinh(it). F f (x) = a0 + an cos( ) + bn sin( )
n=1
L L
P∞ k−1 P∞
ln(1 + t) = k=1 (−1)k tk , ln(1 − t) = − k=1 k1 tk . 1
RL
where a0 = 2L −L
f (x) dx,

Basic linear ODE’s with real coefficients

Z L Z L
1 nπx 1 nπx
an = f (x) cos( ) dx, bn = f (x) sin( ) dx (n ≥ 1).
L −L L L −L L
constant coefficients Euler eq
ODE ay 00 + by 0 + cy = 0 ax y + bxy 0 + cy = 0
2 00
F f (x) is defined for all real x and is a 2L-periodic function.
indicial eq. ar2 + br + c = 0 ar(r − 1) + br + c = 0 Theorem (Pointwise convergence) If f (x) and f 0 (x) are piecewise con-
r1 6= r2 real y = Aer1 x + Ber2 x y = Axr1 + Bxr2 tinuous, then F f (x) converges for every x to 21 [f (x−) + f (x+)].
r1 = r2 = r y = Aerx + Bxerx y = Axr + Bxr ln |x| Theorem (Square norm convergence) If f (x) is square integrable,
λx λ RL
r = λ ± iµ e [A cos(µx) + B sin(µx)] x [A cos(µ ln |x|) + B sin(µ ln |x|)] 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
Bessel equations of order p (useful in polar coordinates) −L
of F f (x). Moreover, (Parseval’s indentity)
Eq:
L ∞
x2 y 00 + xy 0 + (x2 − p2 )y = 0.
Z
1 X
|f (x)|2 dx = 2|a0 |2 + |an |2 + |bn |2 .


L −L
Bessel function of first kind of order p, n=1

1
RL
P (−1)k x 2k+p

For f (x) defined in [0, L], its cosine and sine series are (a0 = f (x) dx)
Jp (x) = k=0 k! Γ(k+p+1) 2 . L 0

∞ Z L
Here Γ is the Gamma function, which generalizes the factorial function. If
X nπx 2 nπx
Cf (x) = a0 + an cos( ), an = f (x) cos( ) dx,
m is an integer, Γ(m + 1) = m!; If m − 1/2 is an integer, Γ(m + 1) = n=1
L L 0 L

1
 ∞ L
Wave eq. utt = c2 (uxx + uyy ), u(t = 0) = f , ut (t = 0) = g and 0-BC:
Z
X nπx 2 nπx
Sf (x) = bn sin( ), bn = f (x) sin( ) dx.
n=1
L L 0 L ∞
X mπx nπy
The coefficients are those for Fourier series multiplied by 2, and the integra- u(x, y, t) = sin sin (Am,n cos µm,n t + Bm,n sin µm,n t)
a b
tion is over [0, L]. Both Cf (x) and Sf (x) are defined for all real x and are m,n=1
2L-periodic. Cf (x) is even while Sf (x) is odd. q
4 mπx m2 n2
Sine series on [0, L]: 1 =
X
sin , µm,n = cπ a2 + b2 , Am,n = sin[f, m, n] and µm,n Bm,n = sin[g, m, n].
mπ L
m is odd
d’Alembert’s formula
∞
X 2L mπx X 8L2 mπx
x= (−1)m+1 sin , x(L − x) = sin . The solution to utt = c2 uxx , u(t = 0) = f , ut (t = 0) = g is
m=1
mπ L (mπ)3 L
m is odd Z x+ct
1 1
u(x, t) = [f (x + ct) + f (x − ct)] + g(s) ds
Heat and wave equations on a line [0, L] 2 2c x−ct

For f (x) defined for x ∈ [0, L], let sin[f, n] and cos[f, n] denote its sine series = Uleft (x + ct) + Uright (x − ct)
and cosine series coefficients, respectively. Ry
Heat eq. ut = c2 uxx , u(x, 0) = f (x) and 0-BC: where Uleft (y), Uright (y) = 21 f (y) ± 1
2c 0
g(s) ds.
∞
X nπx −c2 n2 π2 t/L2 Laplace equation and Poisson equation
u(x, t) = bn sin e , bn = sin[f, n].
n=1
L The solution u(x, y) for ∆u = 0 in Ω = {(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
Heat eq. ut = c2 uxx , u(x, 0) = f (x) and 0-flux BC:
∞
!
∞ X nπy sinh nπx sinh nπ(a−x)
X nπx −c2 n2 π2 t/L2 u(x, y) = sin Bn b
+ B̃n b
u(x, t) = a0 + an cos e , an = cos[f, n]. b sinh nπa sinh nπa
n=1
L n=1 b b

Wave eq. utt = c2 uxx , u(x, 0) = f (x), ut (x, 0) = g(x) and 0-BC: where Bn and B̃n are coefficients of sine series of fR and fL , respectively.
The eigenfunctions and eigenvalues for −∆u = λu in Ω with 0-BC are
∞  
X nπx cnπt cnπt
u(x, t) = sin An cos + Bn sin mπx nπy
L L L φm,n = sin sin , λm,n = (mπ/a)2 + (nπ/b)2 .
n=1 a b
cnπ P∞
where An = sin[f, n] and L Bn = sin[g, n]. If f (x, y) = m,n=1 Am,n φm,n in Ω, the solution for ∆u = f in Ω with 0-BC
P∞ −Am,n
is u = m,n=1 λm,n φm,n .
Heat and wave equations on a rectangle [0, a] × [0, b]
Let sin[f, m, n] denote the double sine series coefficents of f (x, y), Sturm-Liouville Eigenvalue Problems

4
Z aZ b
mπx nπy ODE: [p(x)y 0 ]0 + [q(x) + λr(x)]y = 0, a < x < b.
sin[f, m, n] = f (x, y) sin sin dy dx. BC: c1 y(a) + c2 y 0 (a) = 0, d1 y(b) + d2 y 0 (b) = 0.
ab 0 0 a b
Hypothesis: p, p0 , q, r continuous on [a, b]. p(x) > 0 and r(x) > 0 for
Heat eq. ut = c2 (uxx + uyy ), u(x, y, 0) = f (x, y) and 0-BC: 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
X mπx nπy −c2 π2 ( m22 + n22 )t in the sense that (f, Lg) = (Lf, g) for all f, g satisfying the BC, where (f, g) =
u(x, y, t) = Bm,n sin sin e a b , Bm,n = sin[f, m, n]. Rb
m,n=1
a b f (x)g(x) dx. (2) All eigenvalues are real and can be ordered as λ1 < λ2 <
a

2
· · · < λn < · · · with λn → ∞ as n → ∞, and each eigenvalue admits a unique
(up to a scalar factor) eigenfunction φn .
Rb
(3) Orthogonality: (φm , rφn ) = a φm (x)φn (x)r(x) dx = 0 if λm 6= λn .
(4) Expansion: If f (x) : [a, b] → R is square integrable, then
∞ Rb
X
a
f (x)φn (x)r(x) dx
f (x) = cn φn (x), a < x < b , cn = Rb , n = 1, 2, . . .
n=1 φ2 (x)r(x) dx
a n

PDE in polar coordinates

∆u = uxx + uyy = urr + 1r ur + r12 uθθ .
Let Ba denote a ball of radius a centered at the origin.
Let αmn denote the n-th positive root of Jm (r) = 0. Let
αmn αmn
φm,n (r, θ) = Jm ( r) cos mθ, ψm,n (r, θ) = Jm ( r) sin mθ.
a a
• Heat eq ut = c2 ∆u on Ba with 0-BC and u(r, θ, 0) = u0 (r, θ)
∞ X
∞
X αmn   2 2 2
u(r, θ, t) = Jm ( r) Am,n cos mθ + Bm,n sin mθ e−c αmn t/a
m=0 n=1
a
R a R 2π R a R 2π
u (r,θ)φ (r,θ)rdrdθ u (r,θ)ψ (r,θ)rdrdθ
where Am,n = 0 R a0 R 2π0[φ (r,θ)]
m,n
2 rdrdθ , Bm,n = 0 R a0 R 2π0[ψ (r,θ)]
m,n
2 rdrdθ ,
0 0 m,n 0 0 m,n
B0,n ≡ 0.
• Wave eq utt = c2 ∆u on Ba with 0-BC and u(r, θ, 0) = u0 , ut (r, θ, 0) = u1
∞ X
∞
[Am,n cos mθ + Bm,n sin mθ] cos cαmn t
 
X αmn a
u(r, θ, t) = Jm ( r) ·
a +[A∗m,n cos mθ + Bm,n
∗
sin m] sin cαmn
a
t
m=0 n=1

Am,n , Bm,n and A∗m,n cαamn , Bm,n

∗ cαmn
a are the coefficents of u0 and u1 .
(Am,n , Bm,n have the same formulas as for heat eq.)
• Laplace eq ∆u = 0 on Ba with BC u(a, θ) = f (θ):
P∞  r n  
u(r, θ) = a0 + n=1 an cos nθ + bn sin nθ
a
where an and bn are Fourier series coefficients of f (θ).