Two–dimensional linear partial differential equations in a convex polygon

A method is introduced for solving boundary‐value problems for linear partial differential equations (PDEs) in convex polygons. It consists of three algorithmic steps. (1) Given a PDE, construct two compatible eigenvalue equations. (2) Given a polygon, perform the simultaneous spectral analysis of these two equations. This yields an integral representation in the complex k‐plane of the solution q(x1,x2) in terms of a function q(k), and an integral representation in the (x1, x2)‐plane of q(k) in terms of the values of q and of its derivatives on the boundary of the polygon. These boundary values are in general related, thus only some of them can be prescribed. (3) Given appropriate boundary conditions, express the part of q(k) involving the unknown boundary values in terms of the boundary conditions. This is based on the existence of a simple global relation formulated in the complex k‐plane, and on the invariant properties of this relation. As an illustration, the following integral representations are obtained: (a) q(x, t) for a general dispersive evolution equation of order n in a domain bounded by a linearly moving boundary; (b) q(x,y) for the Laplace, modified Helmholtz and Helmholtz equations in a convex polygon. These general formulae and the analysis of the associated global relations are used to discuss typical boundary‐value problems for evolution equations and for elliptic equations.

[1]  B. Noble,et al.  Methods Based on the Wiener-Hopf Technique. , 1960 .

[2]  A. Fokas,et al.  The Fundamental Differential Form and Boundary‐Value Problems , 2002 .

[3]  I. Stakgold Green's Functions and Boundary Value Problems , 1979 .

[4]  A. S. Fokas,et al.  A unified transform method for solving linear and certain nonlinear PDEs , 1997, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[5]  A. Fokas Lax pairs and a new spectral method for linear and integrable nonlinear PDEs , 1998 .

[6]  A. Fokas On the integrability of linear and nonlinear partial differential equations , 2000 .

[7]  Fokas,et al.  Method for solving moving boundary value problems for linear evolution equations , 2000, Physical review letters.

[8]  A. S. Fokas,et al.  The Inverse Spectral Method for Colliding Gravitational Waves , 1998 .

[9]  P. Deift,et al.  A steepest descent method for oscillatory Riemann–Hilbert problems. Asymptotics for the MKdV equation , 1993 .

[10]  Athanassios S. Fokas,et al.  On a transform method for the Laplace equation in a polygon , 2003 .

[11]  A. Fokas,et al.  Two-point boundary value problems for linear evolution equations , 2001, Mathematical Proceedings of the Cambridge Philosophical Society.

[12]  The Solution of the modified Helmholtz equation in a wedge and an application to diffusion-limited coalescence , 1999, cond-mat/9906351.

[13]  Israel M. Gelfand,et al.  Integrability of linear and nonlinear evolution equations and the associated nonlinear fourier transforms , 1994 .

[14]  Jan Drewes Achenbach,et al.  Acoustic and Electromagnetic Waves , 1986 .

[15]  P. Deift Orthogonal Polynomials and Random Matrices: A Riemann-Hilbert Approach , 2000 .

[16]  B. Friedman Principles and Techniques of Applied Mathematics , 1956 .

[17]  P. Deift,et al.  A steepest descent method for oscillatory Riemann–Hilbert problems. Asymptotics for the MKdV equation , 1992, math/9201261.

[18]  A. Fokas,et al.  Complex Variables: Introduction and Applications , 1997 .

[19]  A. S. Fokas,et al.  Integrability and Self-Similarity in Transient Stimulated Raman Scattering , 1999 .