Purdue, Mathematics Area Examination 学习笔记(2)

本文探讨了欧拉方程的解法,当特征根为实数、相等及复数时的解的形式。同时,详细阐述了热传导方程的边界条件,如Dirichlet、Neumann和Robin条件,以及初值条件。通过特征函数展开法求解热方程,并给出了不同边界条件下解的具体形式和系数计算。
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Euler equation

t 2 x ¨ ( t ) + a t x ˙ ( t ) + b x ( t ) = 0 t^2 \ddot x(t) + a t \dot x(t)+bx(t) = 0 t2x¨(t)+atx˙(t)+bx(t)=0
let x ( t ) = t λ x(t) = t^\lambda x(t)=tλ
λ ( λ − 1 ) + a λ + b = 0 \lambda(\lambda-1) + a \lambda + b = 0 λ(λ1)+aλ+b=0
λ = λ 1 , λ 2 \lambda = \lambda_1,\lambda_2 λ=λ1,λ2
if λ 1 ≠ λ 2 \lambda_1 \ne \lambda_2 λ1=λ2 are real numbers
x ( t ) = c 1 t λ 1 + c 2 t λ 2 x(t) = c_1 t^{\lambda_1}+c_2 t^{\lambda_2} x(t)=c1tλ1+c2tλ2

if λ 1 = λ 2 \lambda_1 = \lambda_2 λ1=λ2 are real numbers
x ( t ) = c 1 t λ + c 2 t λ l o g ( t ) x(t) = c_1 t^{\lambda}+c_2 t^{\lambda} log(t) x(t)=c1tλ+c2tλlog(t)

if λ 1 , λ 2 = α + − β i \lambda_1, \lambda_2 = \alpha +-\beta_i λ1,λ2=α+βi
x ( t ) = c 1 t α c o s ( β l o g ( t ) ) + c 2 t α s i n ( β l o g ( t ) ) x(t) = c_1 t^\alpha cos(\beta log(t))+c_2 t^\alpha sin(\beta log(t)) x(t)=c1tαcos(βlog(t))+c2tαsin(βlog(t))

Heat equation

∂ u ∂ t = D ∂ 2 u ∂ x 2 \frac{\partial u}{\partial t} = D \frac{\partial^2 u }{\partial x^2 } tu=Dx22u
Boundary condition at x = 0 x=0 x=0 and x = L x=L x=L.

  • Dirichlet B.C.: u ( 0 , t ) = 0 , u ( L , t ) = 0 u(0,t)=0, u(L,t)=0 u(0,t)=0,u(L,t)=0
  • Neumann B.C.: u x ( 0 , t ) = 0 , u ( L , t ) = 0 u_x(0,t)=0, u(L,t)=0 ux(0,t)=0,u(L,t)=0
  • Robin B.C.: u x ( 0 , t ) = α u ( 0 , t ) , u x ( L , t ) = − β u ( 0 , t ) u_x(0,t) = \alpha u(0,t),u_x(L,t) = -\beta u(0,t) ux(0,t)=αu(0,t),ux(L,t)=βu(0,t)
    Initial Condition at t=0: u ( x , 0 ) = f ( x ) u(x,0)=f(x) u(x,0)=f(x)
    Expansion Using Eigenfunctions:
    u ( x , t ) = ∑ n = 1 ∞ c n ( 0 ) e λ n ( t ) ϕ n ( x ) u(x,t) =\sum_{n=1}^{\infty} c_n(0)e^{\lambda_n(t)}\phi_n(x) u(x,t)=n=1cn(0)eλn(t)ϕn(x)
    f ( x ) = ∑ n = 1 ∞ c n ( 0 ) ϕ n ( x ) f(x) = \sum_{n=1}^{\infty} c_n(0)\phi_n(x) f(x)=n=1cn(0)ϕn(x)
    c n ( 0 ) = < f 1 , ϕ n > ∣ ∣ ϕ n ∣ ∣ 2 c_n(0) = \frac{<f_1,\phi_n>}{||\phi_n||^2} cn(0)=ϕn2<f1,ϕn>
    ϕ ( x ) = A c o s ( − λ D x ) + B s i n ( − λ D x ) \phi(x) = A cos(\sqrt \frac{-\lambda}{D}x)+Bsin(\sqrt \frac{-\lambda}{D}x) ϕ(x)=Acos(Dλ x)+Bsin(Dλ x)
  • Dirichlet B.C.: ϕ ( 0 ) = 0 , ϕ ( L ) = 0 \phi(0) = 0,\phi_(L) = 0 ϕ(0)=0,ϕ(L)=0
    λ n = − D n 2 π 2 L 2 , ϕ n ( x ) = s i n ( n π x L ) n = 1 , 2 , . . . \lambda_n = \frac{-D n^2 \pi^2}{L^2},\phi_n(x) = sin(\frac{n\pi x}{L}) \quad n = 1,2,... λn=L2Dn2π2,ϕn(x)=sin(Lnπx)n=1,2,...
    u ( x , t ) = ∑ n = 1 ∞ c n e − D n 2 π 2 L 2 t s i n ( n π x L ) u(x,t) = \sum_{n=1}^\infty c_n e^{-\frac{Dn^2\pi^2}{L^2}t}sin(\frac{n\pi x}{L}) u(x,t)=n=1cneL2Dn2π2tsin(Lnπx)
    c n = 2 L ∫ 0 L f ( x ) s i n ( n π x L ) d x c_n = \frac{2}{L} \int_0^L f(x) sin(\frac{n\pi x}{L}) dx cn=L20Lf(x)sin(Lnπx)dx
  • Newmann B.C.: ϕ ( 0 ) = 0 , ϕ x ( L ) = 0 \phi(0) = 0,\phi_x(L) = 0 ϕ(0)=0,ϕx(L)=0
    λ n = − D n 2 π 2 L 2 , ϕ n ( x ) = c o s ( n π x L ) n = 0 , 1 , 2 , . . . \lambda_n = \frac{-D n^2 \pi^2}{L^2},\phi_n(x) = cos(\frac{n\pi x}{L}) \quad n = 0,1,2,... λn=L2Dn2π2,ϕn(x)=cos(Lnπx)n=0,1,2,...
    u ( x , t ) = c 0 2 + ∑ n = 1 ∞ c n e − D n 2 π 2 L 2 t c o s ( n π x L ) u(x,t) =\frac{c_0}{2} + \sum_{n=1}^\infty c_n e^{-\frac{Dn^2\pi^2}{L^2}t}cos(\frac{n\pi x}{L}) u(x,t)=2c0+n=1cneL2Dn2π2tcos(Lnπx)
    c n = 2 L ∫ 0 L f ( x ) c o s ( n π x L ) d x c_n = \frac{2}{L} \int_0^L f(x) cos(\frac{n\pi x}{L}) dx cn=L20Lf(x)cos(Lnπx)dx
  • Mixed B.C.: ϕ ( 0 ) = 0 , ϕ x ( L ) = 0 \phi(0) = 0,\phi_x(L) = 0 ϕ(0)=0,ϕx(L)=0
    λ n = − D ( 2 n − 1 ) 2 π 2 4 L 2 , ϕ n ( x ) = s i n ( ( 2 n − 1 ) π x 2 L ) n = 1 , 2 , . . . \lambda_n = \frac{-D (2n-1)^2 \pi^2}{4L^2},\phi_n(x) = sin(\frac{(2n-1)\pi x}{2L}) \quad n = 1,2,... λn=4L2D(2n1)2π2,ϕn(x)=sin(2L(2n1)πx)n=1,2,...
    u ( x , t ) = ∑ n = 1 ∞ c n e − D ( 2 n − 1 ) 2 π 2 4 L 2 t s i n ( ( 2 n − 1 ) π x 2 L ) u(x,t) = \sum_{n=1}^\infty c_n e^{-\frac{D(2n-1)^2\pi^2}{4L^2}t}sin(\frac{(2n-1)\pi x}{2L}) u(x,t)=n=1cne4L2D(2n1)2π2tsin(2L(2n1)πx)
    c n = 2 L ∫ 0 L f ( x ) s i n ( ( 2 n − 1 ) π x 2 L ) d x c_n = \frac{2}{L} \int_0^L f(x) sin(\frac{(2n-1)\pi x}{2L}) dx cn=L20Lf(x)sin(2L(2n1)πx)dx
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