Green's functions. Construction and applications (Q409650)

This monograph aims at providing the reader with fundamental techniques related to Green's functions applied to partial differential equations of elliptic and parabolic type. The framework for the study of Green's functions is given by domains in two or three dimensions but the methods presented by the authors are suitable to extension to domains in any dimension larger than three. The material is organized into eight chapters. Chapter 1 provides an introduction to Green's functions for linear ODEs. Here two alternative construction techniques are presented: the first technique stems from the theoretical aspects of Green's functions while the second technique uses the relationship between homogeneous and nonhomogeneous linear ODEs. Chapter 2 deals with the Laplace equation. Here a detailed discussion on procedures for the construction of Green's functions is presented. It includes the method of images, method of conformal mapping, method of eigenfunction expansion and method of potential fields. Chapter 3 is concerned with the stationary Klein-Gordon equation in two and three dimensions. Chapter 4 extends the study of the previous two chapters to higher order elliptic equations. This includes the construction of Green's function for the biharmonic equation subject to various boundary conditions or to some fourth order elliptic equations arising in the analysis of the stress-strain state of thin elastic plates. Chapters 5 and 6 of the book are concerned with multipoint-posed problems for both ODEs and PDEs. Here the notion of matrix of Green's type is introduced and gradually developed to study many boundary value problems including the Poisson-Kirchhoff equation. Chapter 7 discusses the construction of Green's functions for diffusion equations where the Laplace transform is extensively used. The last chapter of the monograph contains an approach to the Black-Scholes equation, which was introduced as a model in financial mathematics. The construction of Green's functions in this setting relies on the Laplace transform combined with the method of eigenfunction expansion. Some numerical implementations are also presented at the end of this chapter. Each chapter is complemented with many relevant exercises which illustrate the theoretical material. Answers and helpful hints to most of the exercises are also presented in the Appendix of the book. The monograph is a valuable source to any researcher or postgraduate student working in applied sciences or engineering that concern practical solutions of partial or ordinary differential equations.