Recursive construction of a sequence of solutions to homogeneous linear partial differential equations with constant coefficients
For second order homogeneous partial differential equations with constant coefficients in n variables, it is always possible to construct a generating function of exponential form containing n-1 arbitrary parameters, from which a sequence of solutions \(P_{i_ 1,...,i_{n- 1}})\) can be derived recursively. The determination of a solution \(u=\sum...\sum a_{i_ 1,...,i_{n-1}}P_{i_ 1,...,i_{n-1}}\) that approximately satisfies given boundary conditions, for a given problem, is then possible by solving a linear least squares problem. Once the \(a_{i_ 1,...,i_{n-1}}\) are known, the evaluation of u and its partial derivatives can be done very easily, using a second recursion, that can be derived from the recursion used for the determination of the \(P_{i_ 1,...,i_{n-1}}\). Some classical examples will be treated, for which the relevant formulae are given completely.
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