Partial Differential Equations

Methods and Applications

Robert C. McOwen
Northeastern University

Prentice Hall
Upper Saddle River, New Jersey
07458

Contents
Preface
Introduction

iii
1

Basic Definitions and Notation

Organization and Numeration

7
10

Chapter 1. First-Order Equations

11

1.1 The Cauchy Problem for Quasilinear Equations

11
a. An Example: The Transport Equation, b. The Method of Characteristics, c. Semilinear Equations, d. Quasilinear Equations.
e. General Solutions.
1.2 Weak Solutions for Quasilinear Equations
23
a. Conservation Laws and Jump Conditions, b. Fans and Rarefaction Waves, c. Application to Traffic Flow.
1.3 General Nonlinear Equations
29
a. The Method of Characteristics, b. Complete Integrals and General Solutions, c. Application to Geometrical Optics.
1.4 Concluding Remarks on First-Order Equations

Chapter 2. Principles for Higher-Order Equations

43

2.1 The Cauchy Problem

43
a. The Normal Form. b. Power Series and the Cauchy-Kovaievski
Theorem, c. The Lewy Example.
2.2 Second-Order Equations in Two Variables
49
a. Classification by Characteristics, b. Canonical Forms and General Solutions, c. First-Order Systems, d. Application to the
Telegraph System.
2.3 Linear Equations and Generalized Solutions
59
a. Adjoints and Weak Solutions.
b. Transmission Conditions.
c. Distributions.
d. Convolutions and Fundamental Solutions.

Chapter 3. The Wave Equation

3.1 The One-Dimensional Wave Equation
a. The Initial Value Problem.
b. Weak Solutions.
c. Initial/
Boundary Value Problems.
d. The Nonhomogeneous Equation.
3.2 Higher Dimensions
a. Spherical Means, b. Application to the Cauchy Problem, c. The
Three-Dimensional Wave Equation, d. The Two-Dimensional
Wave Equation, e. Huygens' Principle.
3.3 Energy Methods
a. Conservation of Energy, b. The Domain of Dependence.
3.4 Lower-order Terms
a. Dispersion, b. Dissipation, c. The Domain of Dependence.
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Contents

Chapter 4. The Laplace Equation

100

4.1 Introduction to the Laplace Equation

100
a. Separation of Variables.
b. Boundary Values and Physics.
c. Green's Identities and Uniqueness.
d. Mean Values and the
Maximum Principle.
4.2 Potential Theory and Green's Functions
108
a. The Fundamental Solution and Potentials.
b. Green's Function and the Poisson Kernel.
c. The Dirichlet Problem on a
Half-Space.
d. The Dirichlet Problem on a Ball. e. Properties
of Harmonic Functions.
4.3 General Existence Theory
120
a. Subharmonic Functions, b. Perron's Method.
4.4 Eigenvalues of the Laplacian
126
a. Eigenvalues and Eigenfunction Expansions, b. Application to
the Wave Equation.

Chapter 5. The Heat Equation

134

5.1 The Heat Equation in a Bounded Domain

134
a. Existence by Eigenfunction Expansion, b. The Maximum Principle and Uniqueness.
5.2 The Pure Initial Value Problem
138
a. Fourier Transform, b. Solution of the Pure Initial Value Problem, c. The Fundamental Solution, d. The Nonhomogeneous
Equation.
5.3 Regularity and Similarity
146
a. Smoothness of Solutions, b. Scale Invariance and the Similarity
Method.

Chapter 6. Linear Functional Analysis

6.1 Function Spaces and Linear Operators
a. Banach and Hilbert Spaces, b. Sobolev Spaces, c. Linear Operators and Functionals. d. The Hahn-Banach and Riesz Representation Theorems.
6.2 Application to the Dirichlet Problem
a. Weak Solutions of the Poisson Equation, b. Weak Solutions of
the Stokes Equations, c. More General Operators in Divergence
Form. d. The Lax-Milgram Theorem.
6.3 Duality and Compactness
a. Dual Spaces, b. Weak Convergence, c. Compactness.
6.4 Sobolev Imbedding Theorems
a. The Sobolev Inequality for p < n. b. The Sobolev Imbedding
Theorem for p < n. c. The Sobolev Inequality and Imbedding
Theorem for p > n. d. Proof of the Sobolev Inequality for p < n.
6.5 Generalizations and Refinements
a. Holder Continuity, b. Mollifiers and Smooth Approximations.
c. Compact Imbeddings of H0'F(l).
d. Imbeddings of Hl'p(Cl).
e. Higher-Order Sobolev Spaces and Strong Solutions.

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Chapter 7. Differential Calculus Methods

ix

199

7.1 Calculus of Functionals and Variations

199
a. The Dervative and Critical Points of a Functional, b. Coercive
Functionals and Absolute Extrema. c. Convexity and Uniqueness.
d. Mountain Passes and Saddle Points.
7.2 Optimization with Constraints
209
a. Lagrange Multipliers, b. Application to Eigenvalues of the
Laplacian. c. The Maximin Characterization of Eigenvalues.
7.3 Calculus of Maps between Banach Spaces
218
a. The Method of Successive Approximations,
b. The Inverse
Function Theorem, c. The Implicit Function Theorem, d. C1maps on Sobolev spaces, e. Application to Small Mean Curvature.

Chapter 8. Linear Elliptic Theory

225

8.1 Elliptic Operators on a Torus

225
a. Fourier Analysis.
b. A Priori Estimates and Regularity.
c. Lp and Holder Estimates.
8.2 Estimates and Regularity on Domains
233
a. Interior Estimates, b. Difference Quotients, c. Interior Regularity of Weak Solutions, d. Global Estimates and Regularity.
8.3 Maximum Principles
241
a. The Weak Elliptic Maximum Principle.
b. Application to a
Priori Estimates.
c. The Strong Elliptic Maximum Principle.
d. Application to the Principal Eigenvalue.
8.4 Solvability
248
a. Uniqueness and Solvability.
b. Fredholm Solvability.

Chapter 9. Two Additional Methods

258

9.1 Schauder Fixed Point Theory

258
a. The Brouwer Fixed Point Theorem.
b. The Schauder Fixed
Point Theorem.
c. The Leray-Schauder Fixed Point Theorem.
d. Application to Stationary Navier-Stokes.
9.2 Semigroups and Dynamics
264
a. Finite-Dimensional Dynamics.
b. Linear Evolution on Banach Spaces, c. The Nonhomogeneous Equation, d. Weak Solutions and Energy Methods, e. Nonlinear Dynamics.

Chapter 10. Systems of Conservation Laws

283

10.1 Local Existence for Hyperbolic Systems . .

283
a. Linear Systems.
b. Nonlinear Systems.
10.2 Quasilinear Systems of Conservation Laws
287
a. Examples and Applications, b. Simple Waves and Rarefaction.
c. Shocks and the Entropy Condition.
d. Riemann Problems.
10.3 Systems of Two Conservation Laws
301
a. Riemann Invariants.
b. The Hodograph Transformation.
c. Application to Gas Dynamics.

Contents

Chapter 11. Linear and Nonlinear Diffusion

308

11.1 Parabolic Maximum Principles

308
a. The Weak Parabolic Maximum Principle, b. The Strong Parabolic Maximum Principle.
c. Comparison Principles.
11.2 Local Existence and Regularity
314
a. Pure Initial Value Problems, b. Initial/Boundary Value Problems, c. Additional Smoothness.
11.3 Global Behavior
321
a. The Comparison Method, b. Energy Methods for Large Time
Existence, c. Energy Methods for Asymptotic Behavior.
11.4 Applications to Navier-Stokes . . .
327
a. Local Existence by the Semigroup Method, b. Weak Solutions
of Navier-Stokes.
c. A Priori Estimates.
d. Existence of a
Weak Solution: Galerkin's Method.
e. Further Remarks.

Chapter 12. Linear and Nonlinear Waves

337

12.1 Symmetric Hyperbolic Systems

337
a. Energy Estimates for Linear Systems, b. Existence for Linear
Systems, c. Local Existence for Quasilinear Systems, d. Application to Gas Dynamics.
12.2 Linear Wave Dynamics
350
a. The Wave Equation in Rn. b. The Klein-Gordon Equation
in Rn. c. Equations on Bounded Domains, d. The Schrodinger
Equation.
12.3 Semilinear Wave Dynamics
356
a. Local Existence, b. Global Behavior for Conservative Systems.

Chapter 13. Nonlinear Elliptic Equations

13.1 Perturbations and Bifurcations
a. Nonlinear Eigenvalue Problems, b. The Method of LyapunovSchmidt.
c. Bifurcation from a Simple Eigenvalue.
13.2 The Method of Sub- and Supersolutions
a. Barriers for a Semilinear Equation.
b. Monotone Iteration.
c. Application with Uniformly Bounded f(x,u).
d. Application
with f(x,u), Nondecreasing in u.
13.3 The Variational Method
a. A Semilinear Equation and Weak Solutions.
b. Application
of Lagrange Multipliers.
c. Application of the Mountain Pass
Theorem.
d. Regularity and Positivity.
13.4 Fixed Point Methods
a. Semilinear Equations.
b. Quasilinear Equations.
c. Local
Barriers and Boundary Gradient Estimates.
d. Holder Estimates of De Giorgi and Nash.
e. Application to the Minimal
Surface Equation.

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Contents

Hints &c Solutions for Selected Exercises

References
Index
Index of Symbols

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