A transform method for linear evolution PDEs on a finite interval |
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Authors: | Fokas, A. S. Pelloni, B. |
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Affiliation: | 1 Department of Applied Mathematics and Theoretical Physics, Cambridge University, Cambridge CB3 0WA, UK, 2 Department of Mathematics, University of Reading, Reading RG6 6AX, UK |
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Abstract: | We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series. |
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Keywords: | boundary value problems evolution PDEs generalized Fourier transforms spectal transforms. |
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