Partial Differential Equations: An Introduction with Mathematica and MAPLE, Second Edition

Chapter 2: Second-order Partial Differential Equations

2.1 Linear Equations

The general form of a linear second-order equation in two independent variables x, y is

(2.1)

where a, b, c, d, e, f, g ? C 2 ( ?), ? ? R 2 and a 2+ b 2+ c 2 ? 0 in ?. If we consider the partial differential operator

(2.2)

then the equation (2.1) is written as


while the homogeneous equation corresponding to (2.1) is

(2.3)

The operator L is linear since the condition (1.2) is satisfied for every pair of functions u 1, u 2 ? C 2 ( ?) and any constants c 1, c 2 ? R. From the linearity of the operator it follows that if


are solutions of the homogeneous equation (2.3), then for every choice of constants c 1 , ..., c n the function


is also a solution of (2.3). Furthermore, if u p is a particular solution of Eq. (2.1), then


Thus


is also a solution of Eq. (2.1) for every choice of constants c 1, ..., c n.

We shall now consider the simplest case when the coefficients in Eq. (2.1) are real constants. Assume also that the given function g is a real-valued analytic function in ?. Then in some cases we can obtain the general solution of Eq. (2.3), i.e. a relation involving two arbitrary

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