数学物理方法 08 分离变量法

$\color{blue}{第八章 分离变量法}$

$\color{blue}{\S 8.1 有界弦的自由震动}$

$\color{blue}{8.1.1 定解问题}$

$\left \lbrace \begin{array}{l} u_{tt} = a^2 u_{xx}, 0 < x < l \quad (1) \\ u | _{x=0} = 0, u | _{x=l} = 0 \quad (2) \\ u | _{t=0} = \varphi(x), u_t | _{t=0} = \psi(x) \quad (3) \end{array} \right.$

$\color{blue}{8.1.2 求解}$

$思路：两端固定的弦形成驻波，故可用驻波法(即分离变量法)求解。$
$1. 分离变量:$
$令 u(x, t) = X(x) T(t) \quad (4)$
$则(1) \to \left \lbrace \begin{array}{l} T^{\prime \prime} - a^2 \mu T = 0 \quad (5) \\ X^{\prime \prime} - \mu X = 0 \quad (6) \end{array} \right.$
$(2) \to X(0) = 0, X(l) = 0 \quad (7)$

$2.解本征值问题：$
$\left \lbrace \begin{array}{l} X^{\prime \prime} - \mu X = 0 \quad (6) \\ X(0) = 0, X(l) = 0 \quad (7) \end{array} \right.$
$定义:$
$本征值：(6)中\mu 不能任意取值只能依据边界条件$
$(7)取某些特定值称为本征值$
$本征函数：对于不同的\mu值方程(6)所对应的解$
$本征值问题：求齐次方程带有齐次边界条件的本征值和本征函数的问题$

$二阶常微分方程的解：$
$对于 y^{\prime \prime}(x) + py^{\prime}(x) + qy(x) = 0$
$其特征方程为 r^2 + pr + q = 0$
$特征方程的解为: r = \dfrac{-p \pm \sqrt{p^2 - 4q}}{2} = \left \lbrace \begin{array}{l} r_1 \\ r_2 \end{array} \right.$
$①若r_1 \neq r_2(实数),则y = c_1 e^{r_1x} + c_2e^{r_2x};$
$②若r_1 = r_2 = a(实数),则y = (c_1x + c_2)e^{ax};$
$③若r_1 = a + ib, r_2 = a - ib, 则y = e^{ax}(c_1 \cos bx + c_2 \sin bx)$

$本征值:\mu = -\dfrac{n^2 \pi^2}{l^2}, n = 1, 2, 3, \cdots \quad (8)$
$本征函数: X_n(x) = C_n \sin \dfrac{n \pi}{l} x \quad (9)$

$3.求解T_n(t)的方程$
$T_n^{\prime \prime}(t) + \dfrac{a^2 n^2 \pi^2}{l^2} T_n(t) = 0$
$T_n(t) = A_n^{\prime} \cos \dfrac{n \pi a}{l} t +B_n^{\prime} \sin \dfrac{n \pi a}{l} t \quad (10)$

$4.叠加，用初始条件定系数$
$u(x, t) = \sum \limits _{n=1}^{\infty}(A_n \cos \dfrac{n \pi a}{l}t + B_n \sin \dfrac{n \pi a}{l}t) \sin \dfrac{n \pi}{l} x \quad (11)$
$A_n = \dfrac{2}{l} \int_0^l \varphi(\alpha) \sin \dfrac{n \pi}{l} \alpha d \alpha, B_n = \dfrac{2}{n \pi \alpha} \int_0^l \psi(\alpha) \sin \dfrac{n \pi}{l} \alpha d \alpha \quad (12)$

$周期函数的傅里叶展开$
$设以2l为周期的函数在[-l, l]上可以展开为三角函数:$
$f(x) = \dfrac{a_0}{2} + \sum \limits_{n=l}^{\infty}(a_n \cos \dfrac{n \pi}{l}x + b_n \sin \dfrac{n \pi}{l} x)$
$则\left \lbrace \begin{array}{l}a_n = \dfrac{1}{l}\int_{-l}^{l} f(x) \cos \dfrac{n \pi}{l} x dx, n = 0, 1, \cdots \\ b_n = \dfrac{1}{l} \int_{-l}^{l} f(x) \sin \dfrac{n \pi}{l} x dx, n = 1, 2, \cdots \end{array} \right.$

$若f(x)为奇函数,则$
$f(x) = \sum \limits _{n=1}^{\infty} b_n \sin \dfrac{n \pi x}{l}, b_n = \dfrac{2}{l} \int_0^l f(x) \sin \dfrac{n \pi}{l} x dx, n = 1, 2, \cdots$
$若f(x)为偶函数,则$
$f(x) = \dfrac{a_0}{2} + \sum \limits _{n=1}^{\infty} a_n \cos \dfrac{n \pi x}{l}, a_n = \dfrac{2}{l} \int_0^l f(x) \cos \dfrac{n \pi}{l} x dx, n = 0, 1, \cdots$

$\color{blue}{8.1.3 分析解答}$

$1.存在性:$
$当\varphi \in c^2, \psi \in c^l,且满足边界条件(2),则(11),(12)给出的解存在.$
$2.物理意义: A_n = N_n \cos \delta_n, B_n = N_n \sin \delta_n$
$即\omega_n = \dfrac{n \pi a}{l}, u(x, t) = \sum \limits _{n=l}^{\infty} u_n = \sum \limits _{\infty}N_n \cos(\omega_nt - \delta_n) \sin \dfrac{n \pi}{l} x -- 驻波叠加$
$振幅：N_n \sin \dfrac{n \pi}{l} x$
$频率：\omega_n$
$初相位：\delta_n$
$波节：x_m = \dfrac{m}{n}l, m = 0, 1, \cdots, n(共n + 1个)$
$波腹：x_k = \dfrac{2k-1}{2n}l, k=1, 2, \cdots, n(n个)$

$\color{blue}{8.1.4 小结}$
$1.(1)-(3)式的解，由(11),(12)式给出;$
$\left \lbrace \begin{array}{l} u_{tt} = a^2 u_{xx}, 0 < x < l \quad (1) \\ u | _{x=0} = 0, u | _{x=l} = 0 \quad (2) \\ u | _{t=0} = \varphi(x), u_t | _{t=0} = \psi(x) \quad (3) \end{array} \right.$
$u(x, t) = \sum \limits _{n=1}^{\infty}(A_n \cos \dfrac{n \pi a}{l} t + B_n \sin \dfrac{n \pi a}{l} t) \sin \dfrac{n \pi}{l} x \quad (11)$
$A_n = \dfrac{2}{l} \int_0^l \varphi(\alpha) \sin \dfrac{n \pi}{l} \alpha d \alpha, B_n = \dfrac{2}{n \pi a}\int_0^l \psi(\alpha) \sin \dfrac{n \pi}{l} \alpha d \alpha \quad (12)$

$2.驻波法也适于求其它的齐次有界问题，又叫分离变量法。$
$3.分离变量法要领是，令u(x, y, z, \cdots, t) = X(x)Y(y)Z(z) \cdots T(t),从而将偏微分\\ 方程变成常微分方程求解。$
$4.分离变量法的解题步骤为:$
$①对齐次方程和齐次边界条件分离变量$
$②解常微分方程的本征值问题$
$③解其它变量的常微分方程$
$④叠加，用初始条件(或非齐次边界条件)定系数$

$\color{blue}{8.1.5 例题}$
$考察在矩形薄板内稳定状态的温度分布，板的两对边绝热，而其余的两边一边温度\\ 保持为零，另一边的温度由f(x)规定.$
$解:其定解问题可表示为:$
$\left \lbrace \begin{array}{l} u_{xx} + u_{yy} = 0, 0 < x < a, 0 < y < b \quad (13) \\ \left. \begin{array}{l} u_x | _{x=0} = 0 \\ u_x | _{x=a} = 0 \end{array} \right \rbrace \quad (14) \\ u | _{y=b} = 0 \quad (15) \\ u | _{y=0} = f(x) \quad (16) \end{array} \right.$
$1.分离变量：令u(x, y) = X(x)Y(y)$
$则(13) \to \left \lbrace \begin{array}{l} X^{\prime \prime} - \mu X = 0 \quad (17) \\ Y^{\prime \prime} + \mu Y = 0 \quad (18) \end{array} \right.$
$(14) \to \left \lbrace \begin{array}{l} X^{\prime}(0) = 0 \\ X^{\prime}(a) = 0 \end{array} \right. \quad (19)$
$(15) \to Y(b) = 0 \quad (20)$

$2.解本征值问题(17),(19):$
$本征值：\mu = - \dfrac{n^2 \pi^2}{a^2}, n = 0, 1, 2, \cdots$
$本征函数：X_n(x) = A_n \cos \dfrac{n \pi}{a} x$

$3.求解关于Y的方程：Y^{\prime \prime} - \dfrac{n^2 \pi^2}{a^2} Y = 0 \quad (18)^{\prime}$
$Y_n(y) = \left \lbrace \begin{array}{l} C_0 y +D_0, (n = 0) \\ C_n \cosh \dfrac{n \pi}{a} y + D_n \sinh \dfrac{n \pi}{a} y = E_n \sinh \dfrac{n \pi}{a} (y +F_n), (n \neq 0) \end{array} \right.$
$E_n = \sqrt{D_n^2 - C_n^2}, F_n = \dfrac{a}{n \pi} th^{-1}\dfrac{C_n}{D_n}$
$由Y_n(b) = 0有:C_0 = -\dfrac{D_0}{b}, F_n = -b \quad (E_n \neq 0)$
$Y_n(y) = \left \lbrace \begin{array}{l} D_0 \dfrac{b -y}{b} \quad (n = 0) \\ E_n sh \dfrac{n \pi}{a}(y - b) \quad (n \neq 0) \end{array} \right.$

$4.叠加用非齐次边界条件定系数$
$u(x, y) = \sum \limits _{n=0}^{\infty} X_n(x)Y_n(y)$
$= \dfrac{a_0}{2} \dfrac{b - y}{b} + \sum \limits _{n=1}^{\infty} a_n \cos \dfrac{n \pi}{a} x sh \dfrac{n \pi}{a}(y - b)$
$u | _{y=0} = f(x) \quad (16) \to f(x) = \dfrac{a_0}{2} + \sum \limits _{n=1}^{\infty} a_n \cos \dfrac{n \pi}{a} x sh(-\dfrac{n \pi b}{a})$
$记a_n^* = \dfrac{2}{a} \int _0^a f(x) \cos \dfrac{n \pi x}{a} dx$
$则u(x, y) = \dfrac{a_0^*}{2} \dfrac{b-y}{b} + \sum \limits _{n=1}^{\infty} a_n^{*} \dfrac{sh \dfrac{n \pi}{a}(b-y)}{sh \dfrac{n \pi b}{a}} \cos \dfrac{n \pi}{a} x$

$\color{blue}{\S 8.2 非齐次方程--纯强迫震动}$

$\color{blue}{8.2.1 定解问题}$

$\left \lbrace \begin{array}{l} u_{tt} = a^2 u_{xx} + f(x, t), 0 < x < l, t > 0 \quad (1) \\ u | _{x=0} = 0, u | _{x=l} = 0 \quad (2) \\ u | _{t=0} = 0, u_t | _{t=0} = 0 \quad (3) \end{array} \right.$

$\color{blue}{8.2.2 求解}$

$思路1:\left \lbrace \begin{array}{l} u_{tt} = a^2 u_{xx} + f(x, t) \\ u |_{t=0} = 0 \\ u_t | _{t=0} = 0 \end{array} \right. \to \left \lbrace \begin{array}{l} v_{tt} - a^2 v_{xx} = 0 \\ v | _{t = \tau} = 0 \\ v_t | _{t=\tau} = f(x, \tau) \end{array} \right.$
$u(x, t) = \int_0^t v(x, t; \tau) d \tau$

$思路2：考虑二阶非齐次的常微分方程的求解:$
$对于y^{\prime \prime}(x) + p(x) y^{\prime} + Q(x) y = f(x) \quad (A)$
$考虑齐次 y^{\prime \prime}(x) + p(x) y^{\prime} + Q(x) y = 0 \quad (B)$
$若(B)有通解: y_g(x) = C_1y_1(x) + C_2y_2(x)$
$则由：常数变易法可令(A)有特解$
$y_s(x) = C_1(x)y_1(x) + C_2(x)y_2(x) \quad (C)$
$将(C)式代入(A)并补充条件:$
$C_1^{\prime}(x)y_1(x) + C_2^{\prime}(x)y_2(x) = 0$
$则有：C_1^{\prime}(x)y_1^{\prime}(x) + C_2^{\prime}(x)y_2^{\prime}(x) = f(x)$
$于是可求得：C_1(x)和C_2(x), \to y_s(x)$

$1.对应的齐次问题:$
$\left \lbrace \begin{array}{l}u_{tt} = a^2 u_{xx} \\ u | _{x=0} = 0, u | _{x=l} = 0 \end{array} \right.$
$令u(x, t) = X(x)T(t)则可得:$
$\left \lbrace \begin{array}{l}X^{\prime \prime} - \mu X = 0 \quad \mu = -(\dfrac{n \pi}{l})^2, n = 1, 2, \cdots \\ X(0) = 0 \\ X(l) = 0 \quad X_n(x) = C_n \sin \dfrac{n \pi x}{l} \end{array} \right.$

$2.求对应的T_n(t)方程的解$
$令u(x, t) = \sum \limits _{n=1}^{\infty}T_n(t) \sin \dfrac{n \pi x}{l}$
$\left \lbrace \begin{array}{l}\sum \limits _{n=1}^{\infty}[T_n^{\prime \prime}(t) + (\dfrac{an \pi}{l})^2 T_n(t)] \sin \dfrac{n \pi x}{l} = f(x, t) \\ \left \lbrace \begin{array}{l} \sum \limits _{n=1}^{\infty} T_n(0) \sin \dfrac{n \pi x}{l} = 0 \\ \sum \limits _{n=1}^{\infty} T_n^{\prime}(0) \sin \dfrac{n \pi x}{l} = 0 \end{array} \right. \quad \left \lbrace \begin{array}{l} T_n^{\prime \prime}(t) + (\dfrac{an \pi}{l})^2 T_n(t) = f_n(t) \\ \left \lbrace \begin{array}{l}T_n(0) = 0 \\ T_n^{\prime}(0) = 0 \end{array} \right. \end{array} \right. \end{array} \right.$
$f_n(t) = \dfrac{2}{l} \int_0^l f(\alpha, t) \sin \dfrac{n \pi \alpha}{l} d \alpha$

$T_n(t) = \dfrac{l}{n \pi a} \int _0^t f_n(\tau) \sin \dfrac{n \pi a}{l}(t - \tau) d \tau \quad (4)$

$3.有界弦(杆)的纯强迫震动的解:$
$u(x, t) = \sum \limits _{n=1}^{\infty}[\dfrac{l}{n \pi a} \int_0^t f_n(\tau) \sin \dfrac{n \pi a}{l}(t - \tau) d\tau] \sin \dfrac{n \pi}{l} x \quad (5)$

$\color{blue}{8.2.3 小结}$

$1.定解问题(1) ~ (3)的解由(5)式给出。$
$2.本征函数法：以上求解非齐次方程的方法，显然也使用于求解带有其它齐次边界\\ 条件的各类方程。其中主要步骤为：$
$①用分离变量法求得对应的齐次问题的本征函数。$
$②将位置函数按求得的本征函数展开，其展开系数为另一变量的函数，代入非齐次方程和\\ 初始条件(或另一变量的边界条件)，得到另一单元函数的非齐次常微分方程的定解问题。$
$③用常数变易法或拉氏变换法解非齐次常微分方程的定解问题，从而可求得原定解问题\\ 的解。此即本征函数法。$
$3.对于一般的两端固定的弦的强迫震动:$
$\left \lbrace \begin{array}{l} u_{tt} = a^2 u_{xx} + f(x, t) \\ u |_{x=0} = 0, u |_{x = l} = 0 \\ u | _{t=0} = \varphi(x), u_t | _{t=0} = \psi(x) \end{array} \right.$
$令 u = u^{i} + u^{ii},使：$
$\S8.1:\left \lbrace \begin{array}{l} u_{tt}^{i} = a^2 u_{xx}^{i} \\ u^{i} | _{x=0} = 0, u^{i} | _{x=l} = 0 \\ u^{i} | _{t=0} = \varphi(x), u_t^{i} | _{t=0} = \psi(x) \end{array} \right. \quad \S8.2 \left \lbrace \begin{array}{l}u_{tt}^{ii} = a^2 u_{xx}^{ii} + f(x, t) \\ u^{ii} | _{x=0} = 0, u^{ii} | _{x=l} = 0 \\ u^{ii} | _{t=0} = 0, u_t^{ii} | _{t=0} = 0 \end{array} \right.$

$\color{blue}{8.2.4 例题}$

$求解定解问题：\left \lbrace \begin{array}{l} u_t - a^2 u_{xx} = A \sin \omega t \\ u_x | _{x=0} = 0, u_x | _{x = l} = 0 \\ u | _{t=0} = 0 \end{array} \right.$
$解:①对应的齐次方程的本征值问题为$
$\left \lbrace \begin{array}{l}X^{\prime \prime} - \mu X = 0 \\ X^{\prime}(0) = 0, X^{\prime}(l) = 0 \end{array} \right. \to \mu = - \dfrac{n^2 \pi ^2}{l^2},$
$X_n(x) = C_n \cos \dfrac{n \pi x}{l}, n = 0, 1, 2, \cdots$
$②u(x, t) = \sum \limits _{n=0}^{\infty} T_n(t) \cos \dfrac{n \pi x}{l}, n = 0, 1, 2, \cdots$
$\left \lbrace \begin{array}{l}\sum \limits _{n=0}^{\infty}[T_n^{\prime}(t) + (\dfrac{an \pi}{l})^2 T_n(t)] \cos \dfrac{n \pi x}{l} = A \sin \omega t \\ \sum \limits _{n=0}^{\infty} T_n(0) \cos \dfrac{n \pi x}{l} = 0 \end{array} \right.$

$\left \lbrace \begin{array}{l}T_0^{\prime}(t) = A \sin \omega t \\ T_0(0) = 0 \end{array} \right. , n = 0 \quad \left \lbrace \begin{array}{l} T_n^{\prime}(t) + (\dfrac{n \pi a}{l})^2 T_n(t) = 0 \\ T_n(0) = 0 \end{array} \right. , n \neq 0$
$T_0(t) = \dfrac{A}{\omega}(1 - \cos \omega t); T_n(t) = 0 (n = 1, 2, 3, \cdots)$
$u(x, t) = \dfrac{A}{\omega}(1 - \cos \omega t)$

$\color{blue}{\S 8.3 非齐次边界条件的处理}$

$\color{blue}{8.3.1 定解问题}$

$\left \lbrace \begin{array}{l}u_{tt} - a^2 u_{xx} = 0, 0 < x < l, t > 0 \quad (1) \\ u | _{x=0} = g(t), u | _{x=l} = h(t) \quad (2) \\ u | _{t=0} = \varphi(x), u_{t} | _{t=0} = \psi(x) \quad (3) \end{array} \right.$

$\color{blue}{8.3.2 求解}$

$1.思路：若令u(x, t) = X(x)T(t)$
$(2)式 \to \left \lbrace \begin{array}{l}X(0)T(t) = g(t) \\ X(l)T(t) = h(t) \end{array} \right. \to \left \lbrace \begin{array}{l}X(0) = g(t)/T(t) \\ X(l) = h(t)/T(t) \end{array} \right.$

$2.求解:$
$(1)边界条件齐次化：$
$令u(x, t) = v(x, t) + w(x, t) \quad (4)$
$使\left \lbrace \begin{array}{l} w |_{x=0} = u |_{x=0} = g(t) \quad (5) \\ w |_{x=l} = u |_{x=l} = h(t) \quad (6) \end{array} \right.$

$(2)确定辅助函数w(x, t)$
$令w(x, t) = A(t)x + B(t)$
$则w(x, t) = \dfrac{h(t) - g(t)}{l}x + g(t) \quad (7)$

$(3)求解v(x, t)的定解问题$
$(1)-(3)式\to \left \lbrace \begin{array}{l} v_{tt} - a^2 v_{xx} = -(w_{tt} - a^2 w_{xx}) \quad (8) \\ v|_{x=0} = 0, v|_{x =l} = 0 \quad (9) \\ \left. \begin{array}{l} v|_{t=0} = \varphi(x) - w(x, 0) \\ v_t | _{t=0} = \psi(x) - w_t(x, 0) \end{array} \right \rbrace \quad (10) \end{array} \right.$

$(4)定解问题(1)-(3)式的解$
$\color{blue}{u(x, t) = v(x, t) + \dfrac{h(t) - g(t)}{l}x + g(t)}$

$\color{blue}{8.3.3 小结}$

$1.以上介绍的方法也适用于带有其它非齐次边界条件的定解问题，其基本做法是：$
$①作变换：令u(x, t) = v(x, t) + w(x, t),$
$选择 w(x, t) = A(t)x + B(t)$
$或w(x, t) = A(t)x^2 + B(t)x \quad (当两端均为第2类非齐次边界条件时)$
$确定A(t), B(t)使关于v(x, t)的边界条件齐次化。$
$②解关于v(x, t)的定解问题，从而最后求得: u(x, t) = v(x, t) + w(x, t)$
$2.边界条件的齐次化，一般将导致方程的非齐次化$

$\color{blue}{8.3.4 例题}$

$试研究一端固定，一端做周期运动\sin \omega t的弦运动。$
$\left \lbrace \begin{array}{l} u_{tt} - a^2 u_{xx} = 0, 0 < x < l \quad (1) \\ u(0, t) = 0, u(l, t) = \sin \omega t \quad (2) \\ u(x, 0) = 0, u_t(x, 0) = 0, 0 \leq x \leq l \quad (3) \end{array} \right.$
$①令u(x, t) = v(x, t) + w(x, t) \quad (4)$
$选w(x, t) = \dfrac{\sin \omega t}{l} x + 0 = \dfrac{x}{l} \sin \omega t \quad (5)$
$\to \left \lbrace \begin{array}{l} v_{tt} - a^2 v_{xx} = \dfrac{\omega^2}{l} x \sin \omega t \quad (6) \\ v(0, t) = v(l, t) = 0 \quad (7) \\ v(x, 0) = 0, v_t(x, 0) = -\dfrac{\omega}{l} x \quad (8) \end{array} \right.$
$②令v(x, t) = v^{i}(x, t) + v^{ii}(x, t) \quad (9)$
$\left \lbrace \begin{array}{l} v_{tt}^{i} - a^2 v_{xx}^{i} = 0 \\ v^{i}(0, t) = v^{i}(l, t) = 0 \\ v^{i}(x, 0) = 0, v_t^{i}(x, 0) = - \dfrac{\omega}{l} x \end{array} \right. (10) \quad \left \lbrace \begin{array}{l}v_{tt}^{ii} - a^2 v_{xx}^{ii} = \dfrac{\omega^2}{l}x \sin \omega t \\ v^{ii}(0, t) = v^{ii}(l, t) = 0 \\ v^{ii}(x, 0) = v_t^{ii}(x, 0) = 0 \end{array} \right. (11)$

$③求解\left \lbrace \begin{array}{l} v_{tt}^{i} - a^2 v_{xx}^{i} = 0 \\ v^{i}(0, t) = v^{i}(l, t) = 0 \\ v^{i}(x, 0) = 0, v_t^{i}(x, 0) = - \dfrac{\omega}{l} x \end{array} \right. (10)$
$v^{i}(x, t) = \sum \limits _{n=1}^{\infty} [A_n \cos \dfrac{n \pi a}{l} t + B_n \sin \dfrac{n \pi a}{l} t] \sin \dfrac{n \pi}{l} x$
$A_n = 0, B_n = \dfrac{2}{n \pi a} \int_0^l -\dfrac{\omega}{l} \alpha \sin \dfrac{n \pi \alpha}{l} d \alpha = \dfrac{2 \omega l (-1)^n}{(n \pi)^2 a}$
$\color{blue}{v^{i}(x, t) = \dfrac{2 \omega l}{\pi^2 a} \sum \limits _{n=1}^{\infty} \dfrac{(-1)^n}{n^2} \sin \dfrac{n \pi a}{l} t \sin \dfrac{n \pi}{l} x \quad (12)}$

$④令v^{ii}(x, t) = \sum \limits _{n=1}^{\infty} T_n(t) \sin \dfrac{n \pi}{l} x$
$(11) \to \left \lbrace \begin{array}{l} \sum \limits _{n=1}^{\infty}[T_n^{\prime \prime}(t) + \dfrac{(an \pi)^2}{l^2} T_n(t)] \sin \dfrac{n \pi x}{l} = \dfrac{\omega^2}{l} x \sin \omega t \\ \sum \limits _{n=1}^{\infty} T_n(0) \sin \dfrac{n \pi x}{l} = 0 \\ \sum \limits _{n=1}^{\infty} T_n^{\prime}(0) \sin \dfrac{n \pi x}{l} = 0 \end{array} \right.$
$\to \left \lbrace \begin{array}{l} T_n^{\prime \prime}(t) + \dfrac{a^2 n^2 \pi^2}{l^2} T_n(t) = f_n(t) \\ T_n(0) = 0 \\ T_n^{\prime}(0) = 0 \end{array} \right. (13)$
$f_n(t) = \dfrac{2}{l} \int_0^l \dfrac{\omega^2}{l} \alpha \sin \omega t \sin \dfrac{n \pi \alpha}{l} d \alpha = \dfrac{2 \omega^2}{n \pi} \sin \omega t(-1)^n \quad (14)$
$T_n(t) = \dfrac{l}{n \pi a} \int_0^l f_n(\tau) \sin \dfrac{n \pi a}{l}(t - \tau) d \tau$
$\omega_n = \dfrac{n \pi a}{l}$
$T_n(t) = \dfrac{l}{n \pi a} \int _0^l \dfrac{2 \omega^2(-1)^{n+1}}{n \pi} \sin \omega \tau \sin \dfrac{n \pi a(t - \tau)}{l} d \tau$
$=\dfrac{\omega^2 l (-1)^{n+1}}{a(n \pi)^2}[\dfrac{\sin \omega_n t + \sin \omega t}{\omega_n + \omega} - \dfrac{\sin \omega_n t - \sin \omega t}{\omega_n - \omega}] \quad (15)$
$v^{ii}(x, t) = \sum \limits _{n=1}^{\infty} T_n(t) \sin \dfrac{n \pi}{l} x \quad w(x, t) = \dfrac{x}{l} \sin \omega t \quad (5)$
$v^{i}(x, t) = \dfrac{2 \omega l}{\pi^2 a} \sum \limits _{n=1}^{\infty} \dfrac{(-1)^n}{n^2} \sin \dfrac{n \pi a}{l} t \sin \dfrac{n \pi}{l} x \quad (12)$
$u(x, t) = v^{i}(x, t) + v^{ii}(x, t) + w(x, t)$

$\color{blue}{\S 8.4 正交曲线坐标系}$

$\color{blue}{8.4.1 正交曲线坐标系}$

$由三族互相正交的曲面而定义的坐标系。$
$1.柱坐标(\rho, \varphi, z): 0 \leq \rho < \infty, -\infty < \varphi < \infty, -\infty < z < \infty$
$\left \lbrace \begin{array}{l} x = \rho \cos \varphi \\ y = \rho \sin \varphi \\ z = z \end{array} \right. \left \lbrace \begin{array}{l} r = \sqrt{x^2 + y^2} \\ \varphi = tg^{-1} \dfrac{y}{x} \\ z = z \end{array} \right.$

$2.极坐标(\rho, \varphi):0 \leq \rho < \infty, -\infty < \varphi < \infty$
$\left \lbrace \begin{array}{l} \rho \cos \varphi \\ y = \rho \sin \varphi \end{array} \right. \left \lbrace \begin{array}{l} \rho = \sqrt{x^2 + y^2} \\ \varphi = tg^{-1} \dfrac{y}{x} \end{array} \right.$

$3.球坐标系(r, \theta, \varphi):0 \leq r < \infty, 0 < \theta < \pi, -\infty < \varphi < \infty$
$\left \lbrace \begin{array}{l} x = r \sin \theta \cos \varphi \\ y = r \sin \theta \cos \varphi \\ z = r \cos \theta \end{array} \right. \left \lbrace \begin{array}{l} r = \sqrt{x^2 + y^2 + z^2} \\ \theta = tg^{-1} \dfrac{\sqrt{x^2 +y^2}}{z} \\ \varphi = tg^{-1} \dfrac{y}{x} \end{array} \right.$

$\color{blue}{8.4.2 坐标系的选择}$

$选择的坐标系使所研究问题的边界面和一个做表面重合。$

边界	坐标
长方形	直
球	球
圆柱	柱
圆锥	球

$\color{blue}{8.4.3 正交曲线坐标系中的\Delta u}$

$1.在柱坐标系中$
$\dfrac{\partial u}{\partial \rho} = \dfrac{\partial u}{\partial x} \cos \varphi + \dfrac{\partial u}{\partial y} \sin \varphi \quad (1)$
$\dfrac{\partial ^2 u}{\partial \rho^2} = \dfrac{\partial ^2 u}{\partial x^2} \cos ^2 \varphi + 2 \dfrac{\partial ^2 u}{\partial x \partial y} \sin \varphi \cos \varphi + \dfrac{\partial ^2 u}{\partial y^2} \sin ^2 \varphi \quad (2)$
$\dfrac{\partial u}{\partial \varphi} = -\dfrac{\partial u}{\partial x} \rho \sin \varphi + \dfrac{\partial u}{\partial y} \rho \cos \varphi \quad (3)$
$\dfrac{\partial ^2 u}{\partial \varphi^2} = \dfrac{\partial ^2 u}{\partial x^2} \rho^2 \sin ^2 \varphi - 2 \dfrac{\partial ^2 u}{\partial x \partial y} \rho^2 \sin \varphi \cos \varphi + \dfrac{\partial ^2 u}{\partial y^2} \rho^2 \cos^2 \varphi - (\dfrac{\partial u}{\partial x} \cos \varphi + \dfrac{\partial u}{\partial y} \sin \varphi) \rho \quad (4)$
$\color{blue}{\Delta u = \dfrac{1}{\rho} \dfrac{\partial}{\partial \rho}(\rho \dfrac{\partial u}{\partial \rho}) + \dfrac{1}{\rho^2} \dfrac{\partial^2 u}{\partial \varphi^2} + \dfrac{\partial^2 u}{\partial z^2}}$

$2.在极坐标系中$
$\color{blue}{\Delta u = \dfrac{1}{\rho} \dfrac{\partial}{\partial \rho}(\rho \dfrac{\partial u}{\partial \rho}) + \dfrac{1}{\rho^2} \dfrac{\partial^2 u}{\partial \varphi^2}}$

$3.在球坐标系中$
$\color{blue}{\Delta u = \dfrac{1}{\rho} \dfrac{\partial}{\partial r}(r^2 \dfrac{\partial u}{\partial r}) + \dfrac{1}{r^2 \sin \theta} \dfrac{\partial}{\partial \theta}(\sin \theta \dfrac{\partial u}{\partial \theta}) + \dfrac{1}{r^2 \sin^2 \theta} \dfrac{\partial^2 u}{\partial \varphi^2}}$

$\color{blue}{\S 8.5 正交曲线坐标系中的分离变量}$

$\color{blue}{8.5.1 \Delta u + \lambda u = 0(\Delta u = 0)在物理学中的重要地位}$

$令u(x, y, z; t) = T(t)v(x, y, z)$
$u_{tt} = a^2 \Delta u \to \left \lbrace \begin{array}{l} T^{\prime \prime} + a^2 \lambda T = 0 \\ \Delta v + \lambda v = 0 \end{array} \right.$
$u_t = D \Delta u \to \left \lbrace \begin{array}{l} T^{\prime} + \lambda D T = 0 \\ \Delta v + \lambda v = 0 \end{array} \right.$
$\Delta u = 0$

$\color{blue}{8.5.2 柱坐标系中亥姆霍兹方程的分离变量}$

$1.\Delta u + \lambda u = 0$
$\dfrac{1}{\rho}(\rho \dfrac{\partial u}{\partial \rho}) + \dfrac{1}{\rho^2}\dfrac{\partial^2 u}{\partial \varphi^2} + \dfrac{\partial^2 u}{\partial z^2} + \lambda u = 0$
$令u(\rho, \varphi, z) = R(\rho) \Phi(\varphi) Z(z)$
$\to \left \lbrace \begin{array}{l}Z^{\prime \prime} + \mu Z = 0 \\ \Phi^{\prime \prime} + n^2 \Phi = 0 \\ \rho^2 R^{\prime \prime} + \rho R^{\prime} + (k^2 \rho^2 - n^2)R = 0 \end{array} \right.$
$本征值：\mu, n^2, k^2$
$本征函数：Z, \Phi, R$

$设\lambda - \mu \geq0 x = k\rho, y(x) = R(\rho), 记\lambda - \mu = k^2$
$x^2 y^{\prime \prime} + xy^{\prime} + (x^2 - n^2)y = 0 \quad n阶Bessel$

$2.\Delta u = 0$
$\Delta u + \lambda u = 0$
$令u(\rho, \varphi, z) = R(\rho)\Phi(\varphi)Z(z)$
$当\lambda = 0时, \Delta u = 0$
$\to \left \lbrace \begin{array}{l}Z^{\prime \prime} + \mu Z = 0 \\ \Phi^{\prime \prime} + n^2 \Phi = 0 \\ \rho^2 R^{\prime \prime} + \rho R^{\prime} + (k^2 \rho^2 - n^2) R = 0 \quad (-\mu = k^2) \end{array} \right.$
$x = k\rho, y(x) = R(\rho)$
$\color{blue}{x^2 y^{\prime \prime} + xy^{\prime} + (x^2 - n^2)y = 0}$

$3.例：一个半径为a薄圆盘，上下两面绝热。若已知圆盘边温度，求圆盘上的稳定温度分布。$
$\left \lbrace \begin{array}{l} \Delta u = 0, \rho < a \\ u |_{\rho = a} = f(\varphi) \end{array} \right.$
$(1)令u(\rho, \varphi) = R(\rho)\Phi(\varphi) \to \left \lbrace \begin{array}{l} \Phi^{\prime \prime} + n^2 \Phi = 0 \\ \rho^2 R^{\prime \prime}(\rho) + \rho R^{\prime}(\rho) - n^2 R = 0 \end{array} \right.$
$(2)解\left \lbrace \begin{array}{l}\Phi^{\prime \prime} +n^2 \Phi = 0, \quad n = 0, 1, 2, \cdots \\ \Phi(\varphi + 2 \pi) = \Phi(\varphi) \end{array} \right.$
$\Phi_n(\varphi) = A_n^{\prime} \cos n \varphi + B_n^{\prime} \sin n \varphi$

$(3)解\left \lbrace \begin{array}{l} \rho^2 R^{\prime \prime}(\rho) + \rho R^{\prime}(\rho) - n^2 R = 0 \\ R(\rho) | _{\rho = 0} \to 有限 \end{array} \right. \to R_n(\rho) = C_n \rho^n$

$(4) u(\rho, \varphi) = \sum \limits _{n=0}^{\infty} \rho^n(A_n \cos n \varphi + B_n \sin n \varphi)$
$\sum \limits _{n=0}^{\infty} (A_n a^n \cos n \varphi + B_n a^n \sin n \varphi) = f(\varphi)$
$\alpha_0 = A_0 a^0 = \dfrac{1}{2 \pi} \int _{- \pi}^{\pi} f(\varphi) d \varphi, \alpha_n = A_n a^n = \dfrac{1}{\pi} \int_{-\pi}^{\pi} f(\varphi) \cos \varphi d \varphi$
$\beta_n = B_n a^n = \dfrac{1}{\pi} \int_{-\pi}^{\pi} f(\varphi) \sin \varphi d \varphi$
$\color{blue}{u(\rho, \varphi) = \sum \limits _{n=0}^{\infty} (\dfrac{\rho}{a})^n(\alpha_n \cos n \varphi + \beta_n \sin n \varphi)}$

$\color{blue}{8.5.3 柱坐标系中亥姆霍兹方程的分离变量}$

$1.\Delta u + \lambda u = 0$
$\dfrac{1}{r^2} \dfrac{\partial }{\partial r}(r^2 \dfrac{\partial u}{\partial r}) + \dfrac{1}{r^2 \sin \theta} \dfrac{\partial}{\partial \theta}(\sin \theta \dfrac{\partial u}{\partial \theta}) + \dfrac{1}{r^2 \sin^2 \theta} \dfrac{\partial ^2 u}{\partial \varphi^2} + \lambda u = 0 \quad (1)$
$令 u(r, \theta, \varphi) = R(r) y(\theta, \varphi)$
$\to \left \lbrace \begin{array}{l} r^2 \dfrac{d^2 R}{d r^2} + 2r \dfrac{d R}{d r} + [k^2 r^2 - l(l + 1)]R = 0 \quad (2) \\ \dfrac{1}{\sin \theta} \dfrac{\partial}{\partial \theta}(\sin \theta \dfrac{\partial y}{\partial \theta}) + \dfrac{1}{\sin^2 \theta} \dfrac{\partial ^2 y}{\partial \varphi^2} + l(l+1) y = 0 \quad (3) \end{array} \right.$

$(3) \to \left \lbrace \begin{array}{l} y(\theta, \varphi) = \Theta(\theta) \Phi(\varphi) \\ \Phi^{\prime \prime} + m^2 \Phi = 0, m = 0, 1, 2, \cdots \quad (4) \\ \dfrac{1}{\sin \theta} \dfrac{d}{d \theta}(\sin \theta \dfrac{d \Theta}{d \theta}) + [l(l+1) - \dfrac{m^2}{\sin^2 \theta}] \Theta = 0 \quad (5) \end{array} \right.$

$u(r, \theta, \varphi) = R(r)\Theta(\theta)\Phi(\varphi), (\lambda = k^2)$
$\left \lbrace \begin{array}{l} r^2 \dfrac{d^2 R}{d r^2} + 2r \dfrac{d R}{d r} + [k^2r^2 - l(l+1)]R = 0 \quad (2) \\ \Phi^{\prime \prime} + m^2 \Phi = 0, m = 0, 1, 2, \cdots \quad (4) \\ \dfrac{1}{\sin \theta} \dfrac{d}{d \theta}(\sin \theta \dfrac{d \Theta}{\theta}) + [l(l+1) - \dfrac{m^2}{\sin^2 \theta}]\Theta = 0 \quad (5) \end{array} \right.$

$本征值：l(l+1); m^2; l(l+1), m^2$
$本征函数：R(r), \Phi, \Theta$

$令：x = kr, y(x)/\sqrt{x} = R(r)$
$(2) \to x^2y^{\prime \prime} + xy^{\prime} + [x^2 - (l+\dfrac{1}{2})^2]y = 0 \quad (2)^{\prime}$
$x = \cos \theta, y(x) = \Theta(\theta)$
$(5) \to (1-x^2)y^{\prime \prime} - 2x y^{\prime} + [l(l+1)] - \dfrac{m^2}{1-x^2}]y = 0 \quad (5)^{\prime}$
$(2),(2)^{\prime}-球Bessel; (5),(5)^{\prime} -缔合Legender$

$2.\Delta u = 0$
$\Delta u + \lambda u = 0,令u(r, \theta, \varphi) = R(r)\Theta(\theta)\Phi(\varphi)$
$当\lambda = 0时,\Delta u = 0$
$\to \left \lbrace \begin{array}{l}\Phi^{\prime \prime} + m^2 \Phi = 0, m = 0, 1, 2, \cdots \quad (4) \\ \dfrac{1}{\sin \theta}\dfrac{d}{d \theta}(\sin \theta \dfrac{d \Theta}{d \theta}) + [l(l+1) - \dfrac{m^2}{\sin^2 \theta}] \Theta = 0 \quad (5) \\ r^2 \dfrac{d^2 R}{d r^2} + 2r \dfrac{d R}{d r} - l(l+1)R = 0 \quad (6) \end{array} \right. - Euler方程$

$x = \cos \theta, y(x) = \Theta(\theta)$
$(5) \to (1-x^2)y^{\prime \prime} - 2xy^{\prime} + [l(l+1) - \dfrac{m^2}{1-x^2}]y = 0 \quad (5)^{\prime} -缔合Legendre方程$

$\color{blue}{8.5.4 小结}$

$1.在柱坐标系中$
$\color{blue}{\Delta u = \dfrac{1}{\rho} \dfrac{\partial}{\partial \rho}(\rho \dfrac{\partial u}{\partial \rho}) + \dfrac{1}{\rho^2} \dfrac{\partial ^2 u}{\partial \varphi^2} + \dfrac{\partial^2 u}{\partial z^2}}$

$2.在极坐标系中$
$\color{blue}{\Delta u = \dfrac{1}{\rho}\dfrac{\partial}{\partial \rho}(\rho \dfrac{\partial u}{\partial \rho}) + \dfrac{1}{\rho^2} \dfrac{\partial^2 u}{\partial \varphi^2}}$

$3.在球坐标系中$
$\color{blue}{\Delta u = \dfrac{1}{r^2} \dfrac{\partial}{\partial r}(r^2 \dfrac{\partial u}{\partial r}) + \dfrac{1}{r^2 \sin \theta} \dfrac{\partial}{\partial \theta}(\sin \theta \dfrac{\partial u}{\partial \theta}) + \dfrac{1}{r^2 \sin^2 \theta} \dfrac{\partial^2 u}{\partial \varphi^2}}$

$4.在柱坐标系中$
$令u(\rho, \varphi, z) = R(\rho)\Phi(\varphi)Z(z)$
$\left. \begin{array}{r} \Delta u + \lambda u = 0 \\ \Delta u = 0 \end{array} \right. \to \left \lbrace \begin{array}{l}Z^{\prime \prime} + \mu Z = 0 \\ \Phi^{\prime \prime} + n^2 \Phi = 0 \quad 0 \leq k^2 = \left \lbrace \begin{array}{l}\lambda - \mu \\ - \mu \end{array} \right. \\ \rho^2 R^{\prime \prime} + \rho R^{\prime} + (k^2 \rho^2 - n^2)R = 0 \end{array} \right.$
$x =k \rho, y(x) = R(\rho)$
$x^2 y^{\prime \prime} + xy^{\prime} + (x^2 - n^2) y = 0$
$本征值：\mu, n, k^2$
$本征函数: Z, \Phi, R$

$5.在球坐标系中$
$令u(r, \theta, \varphi) = R(r)\Theta(\theta)\Phi(\varphi)$
$\Delta u + \lambda u = 0 \to \left \lbrace \begin{array}{l} r^2 \dfrac{d^2 R}{d r^2} + 2r \dfrac{d R}{d r} + [k^2 r^2 - l(l+1)]R = 0 \\ \Phi^{\prime \prime} + m^2 \Phi = 0, m = 0, 1, 2, \cdots \\ \dfrac{1}{\sin \theta} \dfrac{d}{d \theta}(\sin \theta \dfrac{d \Theta}{d \theta}) + [l(l+1) - \dfrac{m^2}{\sin^2 \theta}]\Theta = 0 \end{array} \right.$

$\Delta u = 0 \to \left \lbrace \begin{array}{l} \Phi^{\prime \prime} + m^2 \Phi = 0, m = 0, 1, 2, \cdots \\ \dfrac{1}{\sin \theta} \dfrac{d}{d \theta}(\sin \theta \dfrac{d \Theta}{d \theta}) + [l(l+1) - \dfrac{m^2}{\sin^2 \theta}]\Theta = 0 \\ r^2 \dfrac{d^2 R}{d r^2} + 2r \dfrac{d R}{d r} - l(l+1)R = 0 \end{array} \right.$
$本征值：l(l+1), m^2, l(l+1),m^2$
$本征函数：R(r), \Phi, \Theta$
$(1-x^2)y^{\prime \prime} - 2xy^{\prime} + [l(l+1) - \dfrac{m^2}{1-x^2}]y = 0 \quad (5)^{\prime}$