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Separation of Variables

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Essential Partial Differential Equations

Abstract

This chapter describes a classical technique for constructing series solutions of linear PDE problems. Classical examples like the heat equation, the wave equation and Laplace’s equations are studied in detail.

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Notes

  1. 1.

    The eigenfunctions \(\{X_{n}(x)\}_{n=1}^\infty \) are orthogonal with respect to the inner product (5.17) with \(L=1\), see Example 5.8.

  2. 2.

    The eigenvalues of S–L problems are necessarily positive, see Theorem 5.11, so \(\sqrt{\lambda }\) is a positive real number.

  3. 3.

    The case where f is the sum of separable functions naturally arises when we consider inhomogeneous boundary conditions later in the section.

  4. 4.

    In order to produce graphical solutions the sums in (8.46) need to be truncated to a finite number of terms. Although convergence of the series is assured—see the discussion following Definition 8.3—it is not uniform. As x approaches a discontinuity more and more terms are required in the summation (8.46a) in order to achieve any particular level of accuracy (in Fig. 8.6 we have used 100 terms).

  5. 5.

    This series converges much more rapidly than that associated with (8.58). Taking only the first 5 terms in (8.60) gives an accuracy of three significant digits!

  6. 6.

    We have denoted the general eigenvalue by \(\mu \) rather than \(\lambda \) in order to avoid confusion with the solutions of the corresponding one-dimensional eigenvalue problem.

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Correspondence to David F. Griffiths .

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Griffiths, D.F., Dold, J.W., Silvester, D.J. (2015). Separation of Variables. In: Essential Partial Differential Equations. Springer Undergraduate Mathematics Series. Springer, Cham. https://doi.org/10.1007/978-3-319-22569-2_8

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