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| 文件名: An Introduction to Partial Differential Equations.pdf | |
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属Springer Texts in Applied Mathematics 系列,研究生PDE入门教材,对PDE作了全面介绍。
目录如下: 1 Introduction 1 1.1 BasicMathematical Questions . . . . . . . . . . . . . . . 2 1.1.1 Existence . . . . . . . . . . . . . . . . . . . . . . . 2 1.1.2 Multiplicity . . . . . . . . . . . . . . . . . . . . . 4 1.1.3 Stability . . . . . . . . . . . . . . . . . . . . . . . 6 1.1.4 Linear Systems of ODEs and Asymptotic Stability 7 1.1.5 Well-Posed Problems . . . . . . . . . . . . . . . . 8 1.1.6 Representations . . . . . . . . . . . . . . . . . . . 9 1.1.7 Estimation . . . . . . . . . . . . . . . . . . . . . . 10 1.1.8 Smoothness . . . . . . . . . . . . . . . . . . . . . 12 1.2 Elementary Partial Differential Equations . . . . . . . . 14 1.2.1 Laplace’s Equation . . . . . . . . . . . . . . . . . 15 1.2.2 The Heat Equation . . . . . . . . . . . . . . . . . 24 1.2.3 TheWave Equation . . . . . . . . . . . . . . . . . 30 2 Characteristics 36 2.1 Classification and Characteristics . . . . . . . . . . . . . 36 2.1.1 The Symbol of a Differential Expression . . . . . 37 2.1.2 Scalar Equations of Second Order . . . . . . . . . 38 2.1.3 Higher-Order Equations and Systems . . . . . . . 41 2.1.4 Nonlinear Equations . . . . . . . . . . . . . . . . 44 2.2 The Cauchy-Kovalevskaya Theorem . . . . . . . . . . . . 46 2.2.1 Real Analytic Functions . . . . . . . . . . . . . . 46 2.2.2 Majorization . . . . . . . . . . . . . . . . . . . . . 50 2.2.3 Statement and Proof of the Theorem . . . . . . . 51 2.2.4 Reduction of General Systems . . . . . . . . . . . 53 2.2.5 A PDE without Solutions . . . . . . . . . . . . . 57 2.3 Holmgren’s Uniqueness Theorem . . . . . . . . . . . . . 61 2.3.1 An Outline of theMain Idea . . . . . . . . . . . . 61 2.3.2 Statement and Proof of the Theorem . . . . . . . 62 2.3.3 TheWeierstra┈ Approximation Theorem . . . . . 64 3 Conservation Laws and Shocks 67 3.1 Systems in One Space Dimension . . . . . . . . . . . . . 68 3.2 Basic Definitions and Hypotheses . . . . . . . . . . . . . 70 3.3 Blowup of Smooth Solutions . . . . . . . . . . . . . . . . 73 3.3.1 Single Conservation Laws . . . . . . . . . . . . . 73 3.3.2 The p System . . . . . . . . . . . . . . . . . . . . 76 3.4 Weak Solutions . . . . . . . . . . . . . . . . . . . . . . . 77 3.4.1 The Rankine-Hugoniot Condition . . . . . . . . . 79 3.4.2 Multiplicity . . . . . . . . . . . . . . . . . . . . . 81 3.4.3 The Lax Shock Condition . . . . . . . . . . . . . 83 3.5 Riemann Problems . . . . . . . . . . . . . . . . . . . . . 84 3.5.1 Single Equations . . . . . . . . . . . . . . . . . . 85 3.5.2 Systems . . . . . . . . . . . . . . . . . . . . . . . 86 3.6 Other Selection Criteria . . . . . . . . . . . . . . . . . . 94 3.6.1 The Entropy Condition . . . . . . . . . . . . . . . 94 3.6.2 Viscosity Solutions . . . . . . . . . . . . . . . . . 97 3.6.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . 99 4 Maximum Principles 101 4.1 Maximum Principles of Elliptic Problems . . . . . . . . . 102 4.1.1 TheWeakMaximumPrinciple . . . . . . . . . . . 102 4.1.2 The StrongMaximumPrinciple . . . . . . . . . . 103 4.1.3 A Priori Bounds . . . . . . . . . . . . . . . . . . . 105 4.2 An Existence Proof for the Dirichlet Problem . . . . . . 107 4.2.1 The Dirichlet Problemon a Ball . . . . . . . . . . 108 4.2.2 Subharmonic Functions . . . . . . . . . . . . . . . 109 4.2.3 The Arzela-Ascoli Theorem . . . . . . . . . . . . 110 4.2.4 Proof of Theorem4.13 . . . . . . . . . . . . . . . 112 4.3 Radial Symmetry . . . . . . . . . . . . . . . . . . . . . . 114 4.3.1 Two Auxiliary Lemmas . . . . . . . . . . . . . . . 114 4.3.2 Proof of the Theorem . . . . . . . . . . . . . . . . 115 4.4 MaximumPrinciples for Parabolic Equations . . . . . . . 117 4.4.1 TheWeakMaximumPrinciple . . . . . . . . . . . 117 4.4.2 The StrongMaximumPrinciple . . . . . . . . . . 118 5 Distributions 122 5.1 Test Functions and Distributions . . . . . . . . . . . . . 122 5.1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . 122 5.1.2 Test Functions . . . . . . . . . . . . . . . . . . . . 124 5.1.3 Distributions . . . . . . . . . . . . . . . . . . . . 126 5.1.4 Localization and Regularization . . . . . . . . . . 129 5.1.5 Convergence of Distributions . . . . . . . . . . . . 130 5.1.6 Tempered Distributions . . . . . . . . . . . . . . 132 5.2 Derivatives and Integrals . . . . . . . . . . . . . . . . . . 135 5.2.1 Basic Definitions . . . . . . . . . . . . . . . . . . 135 5.2.2 Examples . . . . . . . . . . . . . . . . . . . . . . 136 5.2.3 Primitives and Ordinary Differential Equations . 140 5.3 Convolutions and Fundamental Solutions . . . . . . . . . 143 5.3.1 The Direct Product of Distributions . . . . . . . 143 5.3.2 Convolution of Distributions . . . . . . . . . . . . 145 5.3.3 Fundamental Solutions . . . . . . . . . . . . . . . 147 5.4 The Fourier Transform . . . . . . . . . . . . . . . . . . . 151 5.4.1 Fourier Transforms of Test Functions . . . . . . . 151 5.4.2 Fourier Transforms of Tempered Distributions . . 153 5.4.3 The Fundamental Solution for the Wave Equation 156 5.4.4 Fourier Transformof Convolutions . . . . . . . . 158 5.4.5 Laplace Transforms . . . . . . . . . . . . . . . . . 159 5.5 Green’s Functions . . . . . . . . . . . . . . . . . . . . . . 163 5.5.1 Boundary-Value Problems and their Adjoints . . 163 5.5.2 Green’s Functions for Boundary-Value Problems . 167 5.5.3 Boundary Integral Methods . . . . . . . . . . . . 170 6 Function Spaces 174 6.1 Banach Spaces and Hilbert Spaces . . . . . . . . . . . . . 174 6.1.1 Banach Spaces . . . . . . . . . . . . . . . . . . . . 174 6.1.2 Examples of Banach Spaces . . . . . . . . . . . . 177 6.1.3 Hilbert Spaces . . . . . . . . . . . . . . . . . . . . 180 6.2 Bases in Hilbert Spaces . . . . . . . . . . . . . . . . . . . 184 6.2.1 The Existence of a Basis . . . . . . . . . . . . . . 184 6.2.2 Fourier Series . . . . . . . . . . . . . . . . . . . . 188 6.2.3 Orthogonal Polynomials . . . . . . . . . . . . . . 190 6.3 Duality andWeak Convergence . . . . . . . . . . . . . . 194 6.3.1 Bounded Linear Mappings . . . . . . . . . . . . . 194 6.3.2 Examples of Dual Spaces . . . . . . . . . . . . . . 195 6.3.3 The Hahn-Banach Theorem . . . . . . . . . . . . 197 6.3.4 The Uniform Boundedness Theorem . . . . . . . 198 6.3.5 Weak Convergence . . . . . . . . . . . . . . . . . 199 7 Sobolev Spaces 203 7.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . 204 7.2 Characterizations of Sobolev Spaces . . . . . . . . . . . . 207 7.2.1 Some Comments on the Domain ヘ . . . . . . . . 207 7.2.2 Sobolev Spaces and Fourier Transform . . . . . . 208 7.2.3 The Sobolev Imbedding Theorem . . . . . . . . . 209 7.2.4 Compactness Properties . . . . . . . . . . . . . . 210 7.2.5 The Trace Theorem . . . . . . . . . . . . . . . . . 214 7.3 Negative Sobolev Spaces and Duality . . . . . . . . . . . 218 7.4 Technical Results . . . . . . . . . . . . . . . . . . . . . . 220 7.4.1 Density Theorems . . . . . . . . . . . . . . . . . . 220 7.4.2 Coordinate Transformations and Sobolev Spaces on Manifolds. . . . . . 221 7.4.3 Extension Theorems . . . . . . . . . . . . . . . . 223 7.4.4 Problems . . . . . . . . . . . . . . . . . . . . . . . 225 8 Operator Theory 228 8.1 Basic Definitions and Examples . . . . . . . . . . . . . . 229 8.1.1 Operators . . . . . . . . . . . . . . . . . . . . . . 229 8.1.2 Inverse Operators . . . . . . . . . . . . . . . . . . 230 8.1.3 Bounded Operators, Extensions . . . . . . . . . . 230 8.1.4 Examples of Operators . . . . . . . . . . . . . . . 232 8.1.5 Closed Operators . . . . . . . . . . . . . . . . . . 237 8.2 The OpenMapping Theorem . . . . . . . . . . . . . . . 241 8.3 Spectrumand Resolvent . . . . . . . . . . . . . . . . . . 244 8.3.1 The Spectra of Bounded Operators . . . . . . . . 246 8.4 Symmetry and Self-adjointness . . . . . . . . . . . . . . . 251 8.4.1 The Adjoint Operator . . . . . . . . . . . . . . . 251 8.4.2 The Hilbert Adjoint Operator . . . . . . . . . . . 253 8.4.3 Adjoint Operators and Spectral Theory . . . . . . 256 8.4.4 Proof of the Bounded Inverse Theorem for Hilbert Spaces. . . . . 257 8.5 Compact Operators . . . . . . . . . . . . . . . . . . . . . 259 8.5.1 The Spectrum of a Compact Operator . . . . . . 265 8.6 Sturm-Liouville Boundary-Value Problems . . . . . . . . 271 8.7 The FredholmIndex . . . . . . . . . . . . . . . . . . . . 279 9 Linear Elliptic Equations 283 9.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . 283 9.2 Existence and Uniqueness of Solutions of the Dirichlet Problem . . . . . .. . 287 9.2.1 The Dirichlet Problem.Types of Solutions . . . 287 9.2.2 The Lax-MilgramLemma . . . . . . . . . . . . . 290 9.2.3 Gⅹarding’s Inequality . . . . . . . . . . . . . . . . 292 9.2.4 Existence ofWeak Solutions . . . . . . . . . . . . 298 9.3 Eigenfunction Expansions . . . . . . . . . . . . . . . . . 300 9.3.1 FredholmTheory . . . . . . . . . . . . . . . . . . 300 9.3.2 Eigenfunction Expansions . . . . . . . . . . . . . 302 9.4 General Linear Elliptic Problems . . . . . . . . . . . . . 303 9.4.1 The Neumann Problem . . . . . . . . . . . . . . . 304 9.4.2 The Complementing Condition for Elliptic Systems 306 9.4.3 The Adjoint Boundary-Value Problem . . . . . . 311 9.4.4 Agmon’s Condition and Coercive Problems . . . . 315 9.5 Interior Regularity . . . . . . . . . . . . . . . . . . . . . 318 9.5.1 Difference Quotients . . . . . . . . . . . . . . . . 321 9.5.2 Second-Order Scalar Equations . . . . . . . . . . 323 9.6 Boundary Regularity . . . . . . . . . . . . . . . . . . . . 324 10 Nonlinear Elliptic Equations 335 . . . . . . . . . . . . . . . . . . . . . |
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