MATH 301: Notes on Fourier Series, Wave Equation, and Separation of Variables, Summaries of Differential Equations

These notes cover various topics in advanced mathematics, including the solution of second order differential equations using fourier series and sin/cos series, the derivation and application of the d'alembert solution to the wave equation, and the application of separation of variables to the heat equation and the laplace equation. The notes also include exercises on energy conservation and green's theorem.

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MATH 301 Notes
Max Christie
November 15, 2017
Things To Know
ZZq(θ) = 2
θcot θ∂θ1
4cot2θ+1
2sin2θ+mcos θ
sin2θm2
sin2θq(θ) = k2q(θ) (1)
ZZ p(θ) = 2
θcot θ∂θ1
4cot2θ+1
2sin2θmcos θ
sin2θm2
sin2θq(θ) = k2p(θ) (2)
1. Fourier Series and Sin/Cos Series
Solve second order DE using the characteristic equation. Solve boundary value problem of the
form y00 +λy = 0 by finding the eigenvalues/vectors and turning the solution into a Fourier
series.
2. Wave Equation and d’Alembert Solution
How to derive the d’Alembert solution, and apply it to the wave equation.
3. Separation of variables
Will focus only on the heat equation for separation of variables.
Find total energy E(t)=1/2R(ρu2
t+T u2
x)dx and show that it is conserved with dE/dt = 0 or
E(t) = E(0), or that it is always increasing/decreasing with dE/dt /0. This will require
some integration by parts. Show that the energy solution is unique using the assumption that
there exist two solutions u1and u2whose superposition w=u1+u2is also a solution.
4. Laplace Equation
Neumann boundary conditions.
Green’s Theorem (integration by parts in two dimensions)
Iδf ·g=I(f·n)g ·∇f· g
Can use this theorem to prove uniqueness of the solution to the Laplace equation.
1

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MATH 301 Notes

Max Christie

November 15, 2017

Things To Know

Z†Zq(θ) =

−∂ θ^2 − cot θ∂θ −

4 cot

(^2) θ +^1 2 sin

(^2) θ + m^ cos^ θ sin^2 θ

m^2 sin^2 θ

q(θ) = k^2 q(θ) (1)

ZZ†p(θ) =

−∂ θ^2 − cot θ∂θ −

4 cot

(^2) θ +^1 2 sin

(^2) θ − m^ cos^ θ sin^2 θ

m^2 sin^2 θ

q(θ) = k^2 p(θ) (2)

  1. Fourier Series and Sin/Cos Series Solve second order DE using the characteristic equation. Solve boundary value problem of the form y′′^ + λy = 0 by finding the eigenvalues/vectors and turning the solution into a Fourier series.
  2. Wave Equation and d’Alembert Solution How to derive the d’Alembert solution, and apply it to the wave equation.
  3. Separation of variables Will focus only on the heat equation for separation of variables. Find total energy E(t) = 1/ 2

(ρu^2 t +T u^2 x)dx and show that it is conserved with dE/dt = 0 or E(t) = E(0), or that it is always increasing/decreasing with dE/dt ≥ / ≤ 0. This will require some integration by parts. Show that the energy solution is unique using the assumption that there exist two solutions u 1 and u 2 whose superposition w = u 1 + u 2 is also a solution.

  1. Laplace Equation Neumann boundary conditions. Green’s Theorem (integration by parts in two dimensions) ∮ δf · g =

(∇f · n)g − ·∇f · ∇g

Can use this theorem to prove uniqueness of the solution to the Laplace equation.