CONTENTS xv
14.3 Properties and Particular Solutions of Linear Equations . . . . . . . . . . . . . . . . . . . . 1144
14.3.1 Homogeneous Linear Equations. Basic Properties of Particular
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1144
14.3.2 Separable Solutions. Solutions in the Form of Infinite Series . . . . . . . . 1147
14.3.3 Nonhomogeneous Linear Equations and Their Properties . . . . . . . . . . . 1150
14.3.4 General Solutions of Some Hyperbolic Equations . . . . . . . . . . . . . . . . . . 1150
15 S ep aration of Variables and Integral Transform Methods 1153
15.1 Separation of Variables (Fourier Method) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1153
15.1.1 Description of Separation of Variables. General Stage of Solution . . . 1153
15.1.2 Problems for Parabolic Equations: Final Stage of Solution . . . . . . . . . . 1157
15.1.3 Problems for Hyperbolic Equations: Final Stage of Solution . . . . . . . . 1159
15.1.4 Solution of Boundary Value Problems for Elliptic Equations . . . . . . . . 1160
15.1.5 Solution of Boundary Value Problems for Higher-Order Equations . . . 1163
15.2 Integral Transform Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1165
15.2.1 Laplace Transform and Its Application in Mathematical Physics . . . . . 1165
15.2.2 Fourier Transform and Its Application in Mathematical Physics . . . . . 1170
15.2.3 Fourier Sine and Cosine Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1173
15.2.4 Mellin, Hankel, and Other Integral Transforms . . . . . . . . . . . . . . . . . . . . 1177
16 Cauchy Problem. Fundamental Solutions 1181
16.1 Dirac Delta Function. Fundamental Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1181
16.1.1 Dirac Delta Function and Its Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 1181
16.1.2 Fundamental Solutions. Constructing Particular Solutions . . . . . . . . . . 1182
16.2 Representation of the Solution of the Cauchy Problem via the Fundamental
Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1185
16.2.1 Cauchy Problem for Ordinary Differential Equations . . . . . . . . . . . . . . . 1185
16.2.2 Cauchy Problem for Parabolic Equations . . . . . . . . . . . . . . . . . . . . . . . . . 1187
16.2.3 Cauchy Problem for Hyperbolic Equations . . . . . . . . . . . . . . . . . . . . . . . 1190
16.2.4 Higher-O rder Linear PDEs. Generalized Cauchy P roblem . . . . . . . . . . 1193
17 Boundary Value Problems. Green’s Fu nction 1199
17.1 Boundary Value Problems for Parabolic Equations with One Space Variable.
Green’s Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1199
17.1.1 Representation of Solutions via the Green’s Function . . . . . . . . . . . . . . 1199
17.1.2 Problems for Equation s(x)
∂w
∂t
=
∂
∂x
p(x)
∂w
∂x
−q(x)w +Φ(x, t) . . . 1202
17.2 Boundary Value Problems for Hyperbolic Equations with One Space Variable.
Green’s Function. Goursat Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1205
17.2.1 Representation of Solutions via the Green’s Function . . . . . . . . . . . . . . 1205
17.2.2 Problems for Equation s(x)
∂
2
w
∂t
2
=
∂
∂x
p(x)
∂w
∂x
−q(x)w +Φ(x, t) . . . 1207
17.2.3 Problems for Equation
∂
2
w
∂t
2
+ a(t)
∂w
∂t
=
b(t)
∂
∂x
p(x)
∂w
∂x
−q(x)w
+Φ(x, t) . . . . . . . . . . . . . . . . . . . . . . . . . . . 1208
17.2.4 Generalized Cauchy Problem with Initial Conditions Set along a
Curve. Riemann Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1210
17.2.5 Goursat Problem (a Problem with Initial Data on Characteristics) . . . . 1212
17.3 Boundary Value Problems for Elliptic Equations with Two Space Variables . . 1214
17.3.1 Problems and the Green’s Functions for Equation
a(x)
∂
2
w
∂x
2
+
∂
2
w
∂y
2
+b(x)
∂w
∂x
+c(x)w = −Φ(x, y) . . . . . . . . . . . . . . . . . . . . 1214
17.3.2 Representation of Solutions of Boundary Value Problems via Green’s
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1216