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Contents
1
Introduction
1.1
Ordinary differential equations
1.2
PDE’s
2
Classification of partial differential equations.
2.1
Examples of PDE
2.2
Second order PDE
2.2.1
Reason behind names
2.3
Quiz
2.4
More than 2D
3
Boundary and Initial Conditions
3.1
Explicit boundary conditions
3.1.1
Dirichlet boundary condition
3.1.2
von Neumann boundary conditions
3.1.3
Mixed (Robin’s) boundary conditions
3.2
Implicit boundary conditions
3.3
A slightly more realistic example
3.3.1
A string with fixed endpoints
3.3.2
A string with freely floating endpoints
3.3.3
A string with endpoints fixed to strings
4
Fourier Series
4.1
Taylor series
4.2
Introduction to Fourier Series
4.3
Periodic functions
4.4
Orthogonality and normalisation
4.5
When is it a Fourier series?
4.6
Fourier series for even and odd functions
4.7
Convergence of Fourier series
5
Separation of variables on rectangular domains
5.1
Cookbook
5.2
parabolic equation
5.3
hyperbolic equation
5.4
Laplace’s equation
5.5
More complex initial/boundary conditions
5.6
Inhomogeneous equations
6
D’Alembert’s solution to the wave equation
6.1
Background
6.2
New variables
6.2.1
Infinite String
6.2.2
Finite String
6.3
Examples
7
Polar and spherical coordinate systems
7.1
Polar coordinates
7.2
spherical coordinates
8
Separation of variables in polar coordinates
8.1
Example
8.1.1
Periodic BC
8.2
Three cases for
λ
8.3
Putting it all together
9
Series solutions of O.D.E.
9.1
Singular points
9.2
*Special cases
9.2.1
Two equal roots
9.2.2
Two roots differing by an integer
9.2.3
Example 1
9.2.4
Example 2
10
Bessel functions
10.1
Temperature on a disk
10.2
Bessel’s equation
10.3
Gamma function
10.4
Bessel functions of general order
10.5
Properties of Bessel functions
10.6
Sturm-Liouville theory
10.7
Our initial problem and Bessel functions
10.8
Fourier-Bessel series
10.9
Back to our initial problem
11
Separation of variables in three dimensions
11.1
Modelling the eye
11.2
Properties of Legendre polynomials
11.2.1
Generating function
11.2.2
Rodrigues’ Formula
11.2.3
A table of properties
11.3
Fourier-Legendre series
11.4
Modelling the eye–revisited
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