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Errata

Partial Differential Equations: Analytical and


Numerical Methods
Second Edition
Mark S. Gockenbach
(SIAM 2010)

February 3, 2015

Note: Positive line numbers start at the top of the page, negative line numbers
start at the bottom.
1. Page 19, line 11: The display should read

∂u ∂2u
ρc − κ 2 = 0, 0 < x < `, −∞ < t < ∞.
∂t ∂x
instead of
∂u ∂2u
ρc − κ 2 = 0, 0 < x < `, −∞ < x < ∞.
∂t ∂x

2. Page 22, line 9: “(2.2)” should be “(2.13)”.


3. Page 23, line -9: “(2.2)” should be “(2.13)”.

4. Page 29, lines 5, 8, 16, 18, 19: For each integral, the variable of integration
is s, not t; thus, replace ds by dt throughout this page (seven integrals).
5. Page 57, Exercise 5: The given polynomials are linearly independent and
therefore do form a basis of P2 .

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6. Page 107: Equation (4.42) should read

dk u dk−1 u du
k
+ ak−1 k−1 + · · · + a1 + a0 u = 0,
dt dt dt
u(0) = 0,
du
(0) = 0,
dt
.. ..
. .
k−2
d u
(0) = 0,
dtk−2
dk−1 u
(0) = c,
dtk−1

7. Page 107: Equation (4.43) should read

dk u dk−1 u du
k
+ ak−1 k−1 + · · · + a1 + a0 u = f (t),
dt dt dt
u(0) = 0,
du
(0) = 0,
dt
.. ..
. .
dk−2 u
(0) = 0,
dtk−2
dk−1 u
(0) = 0
dtk−1

8. Page 108: Equation (4.45) should read

dk u dk−1 u du
k
+ ak−1 (t) k−1
+ · · · + a1 (t) + a0 (t)u = 0,
dt dt dt
u(s) = 0,
du
(s) = 0,
dt
.. ..
. .
dk−2 u
(s) = 0,
dtk−2
dk−1 u
(s) = f (s)
dtk−1

2
9. Page 108: Equation (4.46) should read

dk u dk−1 u du
k
+ ak−1 (t) k−1
+ · · · + a1 (t) + a0 (t)u = f (t),
dt dt dt
u(0) = 0,
du
(0) = 0,
dt
.. ..
. .
dk−2 u
(0) = 0,
dtk−2
dk−1 u
(0) = 0
dtk−1

10. Page 193, Exercise 9: The ODE should include the interval: 0 < x < 1.
11. Page 301, line -5: In (7.44), the second occurrence of ψ(xi ) should be
ψ(xi+1 ). That is, (7.44) should be

c2 ∆t2 c2 ∆t2 ∆t2


 
(1)
ui = 1 − ψ(x i )+∆tγ(x i )+ (ψ(x i−1 ) + ψ(x i+1 ))+ f (xi , 0).
∆t2 2∆t2 2

12. Page 322, Exercise 1(b): Should read “Describe the set of all (x, t), t > 0,
for which the solution is uniquely defined.”
13. Page 333, Exercise 3: Part (b), as stated, is not true. It should be changed
to: “Solve the IVP.”
14. Page 333, Exercise 4: The initial condition (Line -9) should read

u(x, 0) = φ(x), −∞ < x < ∞.

15. Page 350, line -2: “solves” should be “solve”.


16. Page 353, Equation (9.23): The ODE (the first line of (9.23)) should read
 
d du
− P (x) + R(x)u = 0, a < x < b.
dx dx

17. Page 356, Line 14: “holds for all φ ∈ C 1 [−1, 1] satisfying φ(−1) = φ(1) =
0” should be “holds for all φ ∈ D(R)”.
18. Page 361, Exercise 5: The exercise should read: Consider the BVP

d2 u du 1
−x + (x + 3) − 3u = f (x), < x < 1,
dx2 dx 2
u(1/2) = 0,
du
(1) = 0.
dx

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Find the Green’s function for this BVP and solve the BVP for f (x) = x.
Two solutions to the homogeneous version of the ODE are

u1 (x) = ex , u2 (x) = 6 + 6x + 3x2 + x3 .

19. Page 361, Exercise 7: “Let G by the . . . ” should be “Let G be the . . . ”.


20. Page 363: (9.35) should read

dk u dk−1 u du
k
+ ak−1 k−1 + · · · + a1 + a0 u = 0,
dt dt dt
u(0) = 0,
du
(0) = 0,
dt
.. ..
. .
dk−2 u
(0) = 0,
dtk−2
dk−1 u
(0) = f (s),
dtk−2

21. Page 364: (9.36) should read

dk u dk−1 u du
k
+ ak−1 k−1 + · · · + a1 + a0 u = f (t),
dt dt dt
u(0) = 0,
du
(0) = 0,
dt
.. ..
. .
dk−2 u
(0) = 0,
dtk−2
dk−1 u
(0) = 0
dtk−1

22. Page 366, Exercise 1: The first initial condition should be “u(0) = u0 ”.
23. Page 383, Exercise 1:
Z tZ x+c(t−s)
u(x, t) = f (y, s) dy ds
0 x−c(t−s)

should be Z tZ x+c(t−s)
1
u(x, t) = f (y, s) dy ds
2c 0 x−c(t−s)

24. Page 383, Exercise 3: Add: “(The two formulas for G differ when c(t−s) =
|x − y|, but this does not affect integrals involving G.)”

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25. Page 516, Equation (11.108): Poisson’s integral formula is stated incor-
rectly (the factor in front of the integral should be 1/(2π), not 1/(2πR).
The correct equation is
Z 2π
1 R2 − r 2
u(r, θ) = 2 2
φ(ψ) dψ.
2π 0 R + r − 2Rr cos (ψ − θ)

26. Page 517, Exercise 13: The final sentence “. . . if we identify Ω as (a, b).”
should be changed to “. . . if we identify Ω as (a, b) and take P (x) = 1 in
(9.23).”
27. Page 522, Lines 6–7: The limits of integration on the second integral are
incorrect; the correct formula is
Z
f (x + c(t − s)y, s) dσy
∂B1 (0)
1 Z √1−y12
f (x1 + c(t − s)y1 , x2 + c(t − s)y2 , s)
Z
= 2 √ p dy2 dy1 .
−1 − 1−y12 1 − y12 − y22

28. Page 530, Exercise 3: The boundary condition should read

u(x, t) = 0, x ∈ ∂Ω, 0 < t < T.

Also, the hint should read “Define v(x, t) = u(x, T − t) . . . .


29. Page 531, Exercise 5: The last integral is over ∂Ω, not over Ω:
Z TZ     
∂v ∂u
u − k∆v − v − − k∆u dx dt
0 Ω ∂t ∂t
Z Z TZ  
∂u ∂v
= (u(x, T )v(x, T ) − u(x, 0)v(x, 0)) dx + k v −u dσx dt.
Ω 0 ∂Ω ∂n ∂n

30. Page 627, Exercise 2: There is a small typo (missing parenthesis) in the
formula; it should read “. . . of the operator −∇ · (k(x)∇u) . . . .

31. Page 652 (index): The three sub-entries under “Pascal” should be listed
under “partial differential equation (PDE)”.

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