
Partial Differential Equations in Action
From Modelling to Theory
By:Â Sandro Salsa
Paperback | 17 December 2007
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576 Pages
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The main purpose is on the one hand to train the students to appreciate the interplay between theory and modelling in problems arising in the applied sciences; on the other hand to give them a solid theoretical background for numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first one has a rather elementary character with the goal of developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. Ideas and connections with concrete aspects are emphasized whenever possible, in order to provide intuition and feeling for the subject. For this part, a knowledge of advanced calculus and ordinary differential equations is required. Also, the repeated use of the method of separation of variables assumes some basic results from the theory of Fourier series, which are summarized in an appendix.
The main topic of the second part is the development of Hilbert space methods for the variational formulation and analysis of linear boundary and initial-boundary value problemsemph{. }%. Given the abstract nature of these chapters, an effort has been made to provide intuition and motivation for the various concepts and results. The understanding of these topics requires some basic knowledge of Lebesgue measure and integration, summarized in another appendix.
At the end of each chapter, a number of exercises at different level of complexity is included. The most demanding problems are supplied with answers or hints. The exposition if flexible enough to allow substantial changes without compromising the comprehension and to facilitate a selection of topics for a one or two semester course.
Industry Reviews
From the reviews:
"This book reflects several years of the author's teaching experience ... on partial differential equations taught to students in applied mathematics, physics and engineering. ... The book is well-organized and is written in a lucid and rigorous manner. ... This highly recommended book is a good resource for a solid course on modern methods and applications of partial differential equations at the advanced undergraduate or introductory graduate level." (Yuri V. Rogovchenko, Zentralblatt MATH, Vol. 1146, 2008)
| Preface | p. v |
| Introduction | p. 1 |
| Mathematical Modelling | p. 1 |
| Partial Differential Equations | p. 2 |
| Well Posed Problems | p. 5 |
| Basic Notations and Facts | p. 7 |
| Smooth and Lipschitz Domains | p. 10 |
| Integration by Parts Formulas | p. 11 |
| Diffusion | p. 13 |
| The Diffusion Equation | p. 13 |
| Introduction | p. 13 |
| The conduction of heat | p. 14 |
| Well posed problems (n = 1) | p. 16 |
| A solution by separation of variables | p. 19 |
| Problems in dimension n > 1 | p. 27 |
| Uniqueness | p. 30 |
| Integral method | p. 30 |
| Maximum principles | p. 31 |
| The Fundamental Solution | p. 34 |
| Invariant transformations | p. 34 |
| Fundamental solution (n = 1) | p. 36 |
| The Dirac distribution | p. 39 |
| Fundamental solution (n > 1) | p. 42 |
| Symmetric Random Walk (n = 1) | p. 43 |
| Preliminary computations | p. 44 |
| The limit transition probability | p. 47 |
| From random walk to Brownian motion | p. 49 |
| Diffusion, Drift and Reaction | p. 52 |
| Random walk with drift | p. 52 |
| Pollution in a channel | p. 54 |
| Random walk with drift and reaction | p. 57 |
| Multidimensional Random Walk | p. 58 |
| The symmetric case | p. 58 |
| Walks with drift and reaction | p. 62 |
| An Example of Reaction-Diffusion (n = 3) | p. 62 |
| The Global Cauchy Problem (n = 1) | p. 68 |
| The homogeneous case | p. 68 |
| Existence of a solution | p. 69 |
| The non homogeneous case. Duhamel's method | p. 71 |
| Maximum principles and uniqueness | p. 74 |
| An Application to Finance | p. 77 |
| European options | p. 77 |
| An evolution model for the price S | p. 77 |
| The Black-Scholes equation | p. 80 |
| The solutions | p. 83 |
| Hedging and self-financing strategy | p. 88 |
| Some Nonlinear Aspects | p. 90 |
| Nonlinear diffusion. The porous medium equation | p. 90 |
| Nonlinear reaction. Fischer's equation | p. 93 |
| Problems | p. 97 |
| The Laplace Equation | p. 102 |
| Introduction | p. 102 |
| Well Posed Problems. Uniqueness | p. 103 |
| Harmonic Functions | p. 105 |
| Discrete harmonic functions | p. 105 |
| Mean value properties | p. 109 |
| Maximum principles | p. 110 |
| The Dirichlet problem in a circle. Poisson's formula | p. 113 |
| Harnack's inequality and Liouville's theorem | p. 117 |
| A probabilistic solution of the Dirichlet problem | p. 118 |
| Recurrence and Brownian motion | p. 122 |
| Fundamental Solution and Newtonian Potential | p. 124 |
| The fundamental solution | p. 124 |
| The Newtonian potential | p. 126 |
| A divergence-curl system. Helmholtz decomposition formula | p. 128 |
| The Green Function | p. 132 |
| An integral identity | p. 132 |
| The Green function | p. 133 |
| Green's representation formula | p. 135 |
| The Neumann function | p. 137 |
| Uniqueness in Unbounded Domains | p. 139 |
| Exterior problems | p. 139 |
| Surface Potentials | p. 141 |
| The double and single layer potentials | p. 142 |
| The integral equations of potential theory | p. 146 |
| Problems | p. 150 |
| Scalar Conservation Laws and First Order Equations | p. 156 |
| Introduction | p. 156 |
| Linear Transport Equation | p. 157 |
| Pollution in a channel | p. 157 |
| Distributed source | p. 159 |
| Decay and localized source | p. 160 |
| Inflow and outflow characteristics. A stability estimate | p. 162 |
| Traffic Dynamics | p. 164 |
| A macroscopic model | p. 164 |
| The method of characteristics | p. 165 |
| The green light problem | p. 168 |
| Traffic jam ahead | p. 172 |
| Integral (or Weak) Solutions | p. 174 |
| The method of characteristics revisited | p. 174 |
| Definition of integral solution | p. 177 |
| The Rankine-Hugoniot condition | p. 179 |
| The entropy condition | p. 183 |
| The Riemann problem | p. 185 |
| Vanishing viscosity method | p. 186 |
| The viscous Burger equation | p. 189 |
| The Method of Characteristics for Quasilinear Equations | p. 192 |
| Characteristics | p. 192 |
| The Cauchy problem | p. 194 |
| Lagrange method of first integrals | p. 202 |
| Underground flow | p. 205 |
| General First Order Equations | p. 207 |
| Characteristic strips | p. 207 |
| The Cauchy Problem | p. 210 |
| Problems | p. 214 |
| Waves and Vibrations | p. 221 |
| General Concepts | p. 221 |
| Types of waves | p. 221 |
| Group velocity and dispersion relation | p. 223 |
| Transversal Waves in a String | p. 226 |
| The model | p. 226 |
| Energy | p. 228 |
| The One-dimensional Wave Equation | p. 229 |
| Initial and boundary conditions | p. 229 |
| Separation of variables | p. 231 |
| The d'Alembert Formula | p. 236 |
| The homogeneous equation | p. 236 |
| Generalized solutions and propagation of singularities | p. 240 |
| The fundamental solution | p. 244 |
| Non homogeneous equation. Duhamel's method | p. 246 |
| Dissipation and dispersion | p. 247 |
| Second Order Linear Equations | p. 249 |
| Classification | p. 249 |
| Characteristics and canonical form | p. 252 |
| Hyperbolic Systems with Constant Coefficients | p. 257 |
| The Multi-dimensional Wave Equation (n > 1) | p. 261 |
| Special solutions | p. 261 |
| Well posed problems. Uniqueness | p. 263 |
| Two Classical Models | p. 266 |
| Small vibrations of an elastic membrane | p. 266 |
| Small amplitude sound waves | p. 270 |
| The Cauchy Problem | p. 274 |
| Fundamental solution (n = 3) and strong Huygens' principle | p. 274 |
| The Kirchhoff formula | p. 277 |
| Cauchy problem in dimension 2 | p. 279 |
| Non homogeneous equation. Retarded potentials | p. 281 |
| Linear Water Waves | p. 282 |
| A model for surface waves | p. 282 |
| Dimensionless formulation and linearization | p. 286 |
| Deep water waves | p. 288 |
| Interpretation of the solution | p. 290 |
| Asymptotic behavior | p. 292 |
| The method of stationary phase | p. 293 |
| Problems | p. 296 |
| Elements of Functional Analysis | p. 302 |
| Motivations | p. 302 |
| Norms and Banach Spaces | p. 307 |
| Hilbert Spaces | p. 311 |
| Projections and Bases | p. 316 |
| Projections | p. 316 |
| Bases | p. 320 |
| Linear Operators and Duality | p. 326 |
| Linear operators | p. 326 |
| Functionals and dual space | p. 328 |
| The adjoint of a bounded operator | p. 331 |
| Abstract Variational Problems | p. 334 |
| Bilinear forms and the Lax-Milgram Theorem | p. 334 |
| Minimization of quadratic functionals | p. 339 |
| Approximation and Galerkin method | p. 340 |
| Compactness and Weak Convergence | p. 343 |
| Compactness | p. 343 |
| Weak convergence and compactness | p. 344 |
| Compact operators | p. 348 |
| The Fredholm Alternative | p. 350 |
| Solvability for abstract variational problems | p. 350 |
| Fredholm's Alternative | p. 354 |
| Spectral Theory for Symmetric Bilinear Forms | p. 356 |
| Spectrum of a matrix | p. 356 |
| Separation of variables revisited | p. 357 |
| Spectrum of a compact self-adjoint operator | p. 358 |
| Application to abstract variational problems | p. 360 |
| Problems | p. 362 |
| Distributions and Sobolev Spaces | p. 367 |
| Distributions. Preliminary Ideas | p. 367 |
| Test Functions and Mollifiers | p. 369 |
| Distributions | p. 373 |
| Calculus | p. 377 |
| The derivative in the sense of distributions | p. 377 |
| Gradient, divergence, lapacian | p. 379 |
| Multiplication, Composition, Division, Convolution | p. 382 |
| Multiplication. Leibniz rule | p. 382 |
| Composition | p. 384 |
| Division | p. 385 |
| Convolution | p. 386 |
| Fourier Transform | p. 388 |
| Tempered distributions | p. 388 |
| Fourier transform in S' | p. 391 |
| Fourier transform in L[superscript 2] | p. 393 |
| Sobolev Spaces | p. 394 |
| An abstract construction | p. 394 |
| The space H[superscript 1] ([Omega]) | p. 396 |
| The space H[superscript 1 subscript 0] ([Omega]) | p. 399 |
| The dual of H[superscript 1 subscript 0]([Omega]) | p. 401 |
| The spaces H[superscript m] ([Omega]), m > 1 | p. 403 |
| Calculus rules | p. 404 |
| Fourier Transform and Sobolev Spaces | p. 405 |
| Approximations by Smooth Functions and Extensions | p. 406 |
| Local approximations | p. 406 |
| Estensions and global approximations | p. 407 |
| Traces | p. 411 |
| Traces of functions in H[superscript 1] ([Omega]) | p. 411 |
| Traces of functions in H[superscript m] ([Omega]) | p. 414 |
| Trace spaces | p. 415 |
| Compactness and Embeddings | p. 418 |
| Rellich's theorem | p. 418 |
| Poincare's inequalities | p. 419 |
| Sobolev inequality in R[superscript n] | p. 420 |
| Bounded domains | p. 422 |
| Spaces Involving Time | p. 424 |
| Functions with values in Hilbert spaces | p. 424 |
| Sobolev spaces involving time | p. 425 |
| Problems | p. 428 |
| Variational Formulation of Elliptic Problems | p. 431 |
| Elliptic Equations | p. 431 |
| The Poisson Problem | p. 433 |
| Diffusion, Drift and Reaction (n = 1) | p. 435 |
| The problem | p. 435 |
| Dirichlet conditions | p. 435 |
| Neumann, Robin and mixed conditions | p. 439 |
| Variational Formulation of Poisson's Problem | p. 444 |
| Dirichlet problem | p. 444 |
| Neumann, Robin and mixed problems | p. 447 |
| Eigenvalues of the Laplace operator | p. 451 |
| An asymptotic stability result | p. 453 |
| General Equations in Divergence Form | p. 454 |
| Basic assumptions | p. 454 |
| Dirichlet problem | p. 455 |
| Neumann problem | p. 461 |
| Robin and mixed problems | p. 463 |
| Weak Maximum Principles | p. 465 |
| Regularity | p. 467 |
| Equilibrium of a plate | p. 473 |
| A Monotone Iteration Scheme for Semilinear Equations | p. 475 |
| A Control Problem | p. 478 |
| Structure of the problem | p. 478 |
| Existence and uniqueness of an optimal pair | p. 480 |
| Lagrange multipliers and optimality conditions | p. 481 |
| An iterative algorithm | p. 483 |
| Problems | p. 485 |
| Weak Formulation of Evolution Problems | p. 492 |
| Parabolic Equations | p. 492 |
| Diffusion Equation | p. 493 |
| The Cauchy-Dirichlet problem | p. 493 |
| Faedo-Galerkin method (I) | p. 496 |
| Solution of the approximate problem | p. 497 |
| Energy estimates | p. 498 |
| Existence, uniqueness and stability | p. 500 |
| Regularity | p. 503 |
| The Cauchy-Neuman problem | p. 505 |
| Cauchy-Robin and mixed problems | p. 507 |
| A control problem | p. 509 |
| General Equations | p. 512 |
| Weak formulation of initial value problems | p. 512 |
| Faedo-Galerkin method (II) | p. 514 |
| The Wave Equation | p. 517 |
| Hyperbolic Equations | p. 517 |
| The Cauchy-Dirichlet problem | p. 518 |
| Faedo-Galerkin method (III) | p. 520 |
| Solution of the approximate problem | p. 521 |
| Energy estimates | p. 522 |
| Existence, uniqueness and stability | p. 525 |
| Problems | p. 528 |
| Fourier Series | p. 531 |
| Fourier coefficients | p. 531 |
| Expansion in Fourier series | p. 534 |
| Measures and Integrals | p. 537 |
| Lebesgue Measure and Integral | p. 537 |
| A counting problem | p. 537 |
| Measures and measurable functions | p. 539 |
| The Lebesgue integral | p. 541 |
| Some fundamental theorems | p. 542 |
| Probability spaces, random variables and their integrals | p. 543 |
| Identities and Formulas | p. 545 |
| Gradient, Divergence, Curl, Laplacian | p. 545 |
| Formulas | p. 547 |
| References | p. 549 |
| Index | p. 553 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9788847007512
ISBN-10: 8847007518
Series: Universitext
Published: 17th December 2007
Format: Paperback
Language: English
Number of Pages: 576
Audience: College, Tertiary and University
Publisher: Springer Nature B.V.
Country of Publication: IT
Dimensions (cm): 23.39 x 15.6 x 2.97
Weight (kg): 0.82
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