数学物理方程学习笔记5

数学物理方程学习笔记5

2.热传导方程

2.2Cauchy问题的解

Cauchy问题：

n=1
$$\{\begin{array}{l}{u}_t-a^2{u}_{xx}=0,x\in R,t>0\\ u(x,0)=\phi (x),x\in R\end{array}$$
方法：

Flourier变换法
$$\begin{gathered} step1：对方程和初始条件关于x进行Flourier变换 \\ \{\begin{array}{l}{\hat{u}}_t-a^2(i\lambda {)}^2\hat{u}=0\\ \hat{u}(\lambda ,0)=\hat{\phi }(\lambda )\end{array} \\ PDE\to ODE \\ step2:求解ODE方程 \\ \hat{u}=\hat{\phi }(\lambda )e^{-a^2{\lambda }^{2}t} \\ step3:对\hat{u}进行反演 \\ 若\hat{g}(\lambda )=e^{-a^2{\lambda }^{2}t},此时\hat{u}=\hat{\phi }(\lambda )\hat{g}(\lambda ) \\ 根据卷积的性质：(\phi \ast g{)}^{\wedge }=\sqrt{2\pi }\hat{\phi }\hat{g} \\ u=(\hat{\phi }(\lambda )\hat{g}(\lambda ){)}^{\vee }=\frac{1}{\sqrt{2\pi }}\phi \ast g \\ step4:求g,使\hat{g}(\lambda )=e^{-a^2{\lambda }^{2}t} \\ 根据之前的结论：(e^{-A{x}^2}{)}^{\wedge }=\frac{1}{\sqrt{2A}}{e}^{-\frac{{\lambda }^2}{4A}} \\ 令A=\frac{1}{4a^{2}t},g=\sqrt{2A}{e}^{-A{x}^2}=\frac{1}{a\sqrt{2t}}{e}^{-\frac{x^2}{4a^{2}t}} \\ u=\frac{1}{\sqrt{2\pi }}\phi \ast g=\frac{1}{\sqrt{2\pi }}{\int }_{-\infty }^{+\infty }\phi (\xi )\frac{1}{a\sqrt{2t}}{e}^{-\frac{(x-\xi {)}^2}{4a^{2}t}}d\xi =\frac{1}{2a\sqrt{\pi t}}{\int }_{-\infty }^{+\infty }\phi (\xi )e^{-\frac{(x-\xi {)}^2}{4a^{2}t}}d\xi \end{gathered}$$
非齐次
$$\{\begin{array}{l}{u}_t-a^2{u}_{xx}=f(x,t),x\in R,t>0\\ u(x,0)=\phi (x),x\in R\end{array}$$
使用常数变易法$\phi (\xi )\to f(\xi ,\tau ),t\to t-\tau ,并对\tau 在(0,t)上积分$
$$\begin{gathered} u=\frac{1}{2a\sqrt{\pi t}}{\int }_{-\infty }^{+\infty }\phi (\xi )e^{-\frac{(x-\xi {)}^2}{4a^{2}t}}d\xi +{\int }_0^t\frac{1}{2a\sqrt{\pi (t-\tau )}}{\int }_{-\infty }^{+\infty }f(\xi ,\tau )e^{-\frac{(x-\xi {)}^2}{4a^2(t-\tau )}}d\xi dt \\ =\frac{1}{2a\sqrt{\pi t}}{\int }_{-\infty }^{+\infty }\phi (\xi )e^{-\frac{(x-\xi {)}^2}{4a^{2}t}}d\xi +{\int }_0^t{\int }_{-\infty }^{+\infty }\frac{1}{2a\sqrt{\pi (t-\tau )}}f(\xi ,\tau )e^{-\frac{(x-\xi {)}^2}{4a^2(t-\tau )}}d\xi dt \\ K(x,t)=\{\begin{array}{l}\frac{1}{2a\sqrt{\pi t}}{e}^{-\frac{x^2}{4a^{2}t}},t>0\\ 0,t\le 0\end{array}--基本解 \\ u={\int }_{-\infty }^{+\infty }\phi (\xi )K(x-\xi ,t)d\xi +{\int }_0^{t}d\tau {\int }_{-\infty }^{+\infty }f(\xi ,\tau )K(x-\xi ,t-\tau )d\xi --Possion公式 \end{gathered}$$
巩固：用Flourier变换法求解弦振动方程

问题：
$$\{\begin{array}{l}{u}_{tt}-a^2{u}_{xx}=0,x\in R,t>0\\ u(x,0)=\phi (x),x\in R\\ u_t(x,0)=\psi (x),x\in R\end{array}$$
解答：
$$\begin{gathered} step1：对方程和初始条件关于x进行Flourier变换 \\ \{\begin{array}{l}{\hat{u}}_{tt}-a^2(i\lambda {)}^2\hat{u}=0\\ \hat{u}(\lambda ,0)=\hat{\phi }(\lambda )\\ \hat{u}{|}_t(\lambda ,0)=\hat{\psi }(\lambda )\end{array} \\ PDE\to ODE \\ step2:求解ODE方程 \\ \hat{u}=c_1{e}^{ia\lambda t}+c_2{e}^{-ia\lambda t} \\ {c}_1+c_2=\hat{\phi }(\lambda ) \\ ia\lambda (c_1-c_2)=\hat{\psi }(\lambda ) \\ \hat{u}=\frac{1}{2}(\hat{\phi }(\lambda )-i\frac{\hat{\psi }(\lambda )}{a\lambda })e^{ia\lambda t}+\frac{1}{2}(\hat{\phi }(\lambda )+i\frac{\hat{\psi }(\lambda )}{a\lambda })e^{-ia\lambda t} \\ step3:对\hat{u}进行反演 \\ (\hat{\phi }(\lambda )e^{ia\lambda t}{)}^{\vee }=\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\hat{\phi }(\lambda )e^{ia\lambda t}{e}^{i\lambda x}d\lambda \\ =\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\hat{\phi }(\lambda )e^{i\lambda (x+at)}d\lambda =\phi (x+at) \\ 同理：(\hat{\phi }(\lambda )e^{-ia\lambda t}{)}^{\vee }=\phi (x-at) \\ [\frac{\hat{\psi }(\lambda )}{\lambda }(e^{ia\lambda t}-e^{-ia\lambda t}){]}^{\vee }=\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\frac{\hat{\psi }(\lambda )}{\lambda }(e^{ia\lambda t}-e^{-ia\lambda t})e^{i\lambda x}d\lambda \\ =\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\frac{\hat{\psi }(\lambda )}{\lambda }(e^{i\lambda (x+at)}-e^{-i\lambda (x-at)})d\lambda \\ =\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\frac{\hat{\psi }(\lambda )}{\lambda }{e}^{i\lambda \xi }{|}_{x-at}^{x+at}d\lambda \\ =\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\frac{\hat{\psi }(\lambda )}{\lambda }{\int }_{x-at}^{x+at}{e}^{i\lambda \xi }i\lambda d\xi d\lambda \\ =i{\int }_{x-at}^{x+at}\frac{1}{\sqrt{2\pi }}\underset{N\to +\infty }{\lim }{\int }_{-N}^{+N}\hat{\psi }(\lambda )e^{i\lambda \xi }d\lambda d\xi \\ =i{\int }_{x-at}^{x+at}\psi (\xi )d\xi \\ u=\frac{1}{2}(\phi (x+at)+\phi (x-at))+\frac{1}{2a}{\int }_{x-at}^{x+at}\psi (\xi )d\xi \end{gathered}$$
解的性质：

基本解$K(x,t)$
$$K(x,t)=\{\begin{array}{l}\frac{1}{2a\sqrt{\pi t}}{e}^{-\frac{x^2}{4a^{2}t}},t>0\\ 0,t\le 0\end{array}--基本解$$
(1)$K(x,t)$是$(x,t)$的解析函数，即无穷次可微

(2)非负性：$K(x,t)>0,\forall t>0$

(3)$\underset{|x|\to +\infty }{\lim }K(x,t)=0,\underset{|x|\to +\infty }{\lim }\frac{{\partial }^{m}K(x,t)}{\partial x^m}=0,\forall t>0$

(4)$\underset{t\to 0}{\lim }K(x,t)=0,\forall \delta >0,|x|<\delta$

(5)规范性：${\int }_{-\infty }^{+\infty }K(x,t)dx=1$

Possion公式

$u={\int }_{-\infty }^{+\infty }\phi (\xi )K(x-\xi ,t)d\xi +{\int }_0^{t}d\tau {\int }_{-\infty }^{+\infty }f(\xi ,\tau )K(x-\xi ,t-\tau )d\xi$

(1)有界性
$$\phi \in C^1(R),f=0⟶u是Cauchy问题的有界解$$
证明：
$$\begin{gathered} 设|\phi (x)|\le M \\ |u|=|{\int }_{-\infty }^{+\infty }\phi (\xi )K(x-\xi ,t)d\xi |\le {\int }_{-\infty }^{+\infty }|\phi (\xi )||K(x-\xi ,t)|d\xi \\ \le M{\int }_{-\infty }^{+\infty }K(x-\xi ,t)d\xi =M\cdot 1 \end{gathered}$$
(2)奇偶性、周期性

$\phi 是x$的奇/偶/周期函数，则$u是x$的奇/偶/周期函数。

(3)无限传播速度

$\forall x\in (x_0-\delta ,x_0+\delta ),\phi (x)>0,则u(x,t)>0,t>0$

解释：在顷刻之间，热量传递到杆上的任意一点，在$x_0$附近的点受到的影响较大，离$x_0$较远的点受到的影响较小。

对于弦振动方程来说，有“影响已达到的点”和“影响未达到的点”之分，这是两者的本质区别。

(4)无穷次可微

$\phi 连续有解，则u(x,t)\in C^{\infty }(R_{+}^2)$