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Separation of Variables for Partial Differential Equations
An Eigenfunction Approach 1st Edition George Cain
Digital Instant Download
Author(s): George Cain, Gunter H. Meyer
ISBN(s): 9781584884200, 1584884207
Edition: 1
File Details: PDF, 9.72 MB
Year: 2005
Language: english
 Separation
of Variables
for Partial
Differential
Equations
An Eigenfunction
Approach

STUDIES IN ADVANCED MATHEMATICS

Separation
of Variables
for Partial
Differential
Equations
An Eigenfunction
Approach
Studies in Advanced Mathematics

Titles Included in the Series

John P. D'Angelo, Several Complex Variables and the Geometry of Real Hypersurfaces
Steven R. Bell, The Cauchy Transform, Potential Theory, and Conformal Mapping
John J. Benedetto, Harmonic Analysis· and Applications
John J. Benedetto and Michael l¥. Fraz.ier, Wavelets: Mathematics and Applications
Albert Boggess, CR Manifolds and the Tangential Cauchy-Riemann Complex
Keith Bums and Marian Gidea, Differential Geometry and Topology: With a View to Dynamical Systems
George Cain and Gunter H. Meyer, Separation of Variables for Partial Differential Equations: An
Eigenfunction Approach
Goo11g Chen and Jianxi11 Zhou, Vibration and Damping in Distributed Systems
Vol. I: Analysis, Estimation, Attenuation, and Design
Vol. 2: WKB and Wave Methods, Visualization, and Experimentation
Carl C. Cowen and Barbara D. MacCluer, Composition Operators on Spaces of Analytic Functions
Jewgeni H. Dshalalow, Real Analysis: An Introduction to the Theory of Real Functions and Integration
Dean G. Duffy, Advanced Engineering Mathematics with MATLAB®, 2nd Edition
Dean G. Duffy, Green's Functions with Applications
Lawrence C. Evans and Ronald F. Gariepy, Measure Theory and Fine Properties of Functions
Gerald B. Folland, A Course in Abstract Harmonic Analysis
Josi Garcfa-Cuerva, Eugenio Hernd.ndez, Fernando Soria, and Josi-Luis Torrea,
Fourier Analysis and Partial Differential Equations
Peter 8. Gilkey. Invariance Theory, the Heat Equation,_and the Atiyah·Singer Index Theorem,
2nd Edition
Peter B. Gilke.v, John V. Leahy, and Jeonghueong Park, Spectral Geometry, Riemannian Submersions,
and the Gromov-Lawson Conjecture
Alfred Gray, Modem Differential Geometry of Curves and Surfaces with Mathematica, 2nd Edition
Eugenio Hemd.ndez and Guido Weiss. A First Course on Wavelets
Kenneth B. Howell, Principles of Fourier Analysis
Steven G. Krantz, The Elements of Advanced Mathematics, Second Edition
Steven G. Krantz., Partial Differential Equations and Complex Analysis
Steven G. Krantz. Real Analysis and Foundations, Second Edition
Kenneth L. Kurt/er, Modern Analysis
Michael Pedersen, Functional Analysis in Applied Mathematics and Engineering
Ciark Robinson, Dynamical Systems: Stability, Symbolic Dynamics, and Chaos, 2nd Edition
Jolm Rya11. Clifford Algebras in Analysis and Related Topics
Joh11 Sclierk. Algebra: A Computational Introduction
Pai·ei Soffn. Karel Segeth, and lvo Doletel, High-Order Finite Element Method
Andr<i Unterberger and Harald Upmeier, Pseudodifferential Analysis on Symmetric Cones
James S. lfolker, Fast Fourier Transforms, 2nd Edition
James S. H'Cilker, A Primer on Wavelets and Their Scientific Applications
Gilbert G. U'i?lter and Xiaoping Shen, Wavelets and Other Orthogonal Systems, Second Edition
Nik Weaver. Mathematical Quantization
Kehe Zhu. An Introduction to Operator Algebras
Separation
of Variables
for Partial
Differential
Equations
An Eigenfunction
Approach

George Cain
Georgia Institute of Technology
Atlanta, Georgia, USA
Gunter H. Meyer
Georgia Institute of Technology
A.r!anta, Georgia, USA

Boc<1 Raton London New York

Published in 2006 by
Chapman & HaIVCRC
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742

© 2006 by Taylor & Francis Group, LLC

Chapman & HalVCRC is an imprint of Taylor & Francis Group

No claim to original U.S. Government works

Printed in the United States of America on acid-free paper
10987654321

International Standard Book Number-IO: 1-58488-420-7 (Hardcover)

International Standard Book Number-13: 978-1-58488-420-0 (Hardcover)
Library of Congress Card Number 2005051950

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Library of Congress Cataloging-in-Publication Data

Cain, George L.
Separation of variables for partial differential equations : an eigenfunction approach I George Cain,
Gunter H. Meyer.
p. cm. -- (Studies in advanced mathematics)
Includes bibliographical references and index.
ISBN 1-58488-420-7 (alk. paper)
l. Separation of variables. 2. Eigenfunctions. L Meyer, Gunter H. IL Title. III. Series.

QA377.C247 2005
5 l 5'.353--dc22 2005051950

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Acknowledgments

\Ve would like to thank our editor Sunil Nair for welcoming the project and
for his willingness to stay with it as it changed its scope and missed promised
deadlines. ·
We also wish to express our gratitude to Ms. Annette Rohrs of the School
of Mathematics of Georgia Tech who transformed decidedly low-tech scribbles
into a polished manuscript. Without· her talents, and patience, we would· not
have completed the book.
Preface

3-=paration of variables is a solution method for partial differential equations.

\\liile its beginnings date back to work of Daniel Bernoulli (1753), Lagrange
, 1759), and d'Alembert (1763) on wave motion (see [2]), it is commonly asso-
,ciated with the name of Fourier (1822), who developed it for his research on
·:-Jnductive heat transfer. Since Fourier's time it has been an integral part of
e!:gineering mathematics, and in spite of its limited applicability and heavy com-
petition from numerical methods for partial differential equations, it remains a
-;;.·ell-known and widely used technique in applied mathematics.
Separation of variables is commonly considered an analytic solution
::nethod that yields the solution of certain partial differential equations in terms
cf an infinite series such as a Fourier series. While it may be straightforward to
·:uite formally the series solution, the question in what sense it solves the prob-
lem is not readily answered without recourse to abstract mathematical analysis.
A modern treatment focusing in part on the theoretical underpinnings of the
method and employing the language and concepts of Hilbert spaces to analyze
che infinite series may be fonnd in the text of MacCluer [15]. For many problems
•he formal series can be shown to represent an analytic solution of the differ-
ential equation. As a tool of analysis, however, separation of variables with its
:nfirtite series solutions is not needed. Other mathematical methods exist which
guarantee the existence and uniqueness of a solution of the problem under much
::nore general conditions than those required for the applicability of the method
;:,f separation of variables.
In this text we mostly ignore infinite series solutions and their theoretical
and practical complexities. We concentrate instead on the first N terms of the
series which are all that ever are computed in an engineering application. Such
a partial sum of the infinite series is an approximation to the analytic solution
c,f the original problem. Alternatively, it can be viewed as the exact analytic
solution of a new problem that approximates the given problem. This is the
point of view taken in this book.
Specifically, we view the method of separation of variables in the following
context: mathematical analysis applied to the given problem guarantees the
existence and uniqueness of a solution u in some infinite dimensional vector space
o:,f functions X, but in general provides no means to compute it. By modifying
the problem appropriately, however, an approximating problem results which
has a computable closed form solution UN in a subspace M of X. If fl!! is

vii
viii PREFACE

suitably chosen, then UN is a good approximation to the unknown solution u.

As we shall see, M will be defined such that UN is just the partial sum of the
first N terms of the infinite series traditionally associated with the method of
separation of variables.
The reader may recognize this view as identical to the setting of the finite
element, collocation, and spectral methods that have been developed for the
numerical solution of differential equations. All these methods differ in how the
subspace Mis chosen and in what sense the original problem is approximated.
These choices dictate how hard it is to compute the approximate solution UN
and how well it approximates the ai!alytic solution u.
Given the almost universal applicability of numerical methods for the solu-
tion of partial differential equations, the question arises whether separation of
variables with its severe restrictions on the type of equation and the geometry of
the problem is still a viable tool and deserves further exposition. The existence
of this text ·reflects our view that the method of separation of variables still
belongs to the core of applied mathematics. There are a number of reasons.
Closed form (approximate) solutions show structure and exhibit explicitly
the influence of the problem parameters on the solution. We think, for example,
of the decomposition of wave motion into standing waves, of the relationship
between driving frequency and resonance in sound waves, of the influence of
diffusivity on the rate of decay of temperature in a heated bar, or of the gen-
eration of equipotential and stream lines for potential flow. Such structure and
insight are not readily obtained frnm purely numerical solutions of the underly-
ing differential equation. Moreover, optimization, control, and inverse problems
tend to be easier to solve when an analytic representation of the (approximate)
solution is available. In addition, the method is not as limited in its applicability
as one might infer from more elementary texts on separation of variables. Ap-
proximate solutions are readily computable for problems with time-dependent
data, for diffusion with convection and wave motion with dissipation, problems
seldom seen in introductory textbooks. Even domain restrictions can sometimes
be overcome with embedding and domain decomposition techniques. Finally,
there is the class of singularly perturbed and of higher dimensional problems
where numerical methods are not easily applied while separation of variables
still yieltb an analytic approximate solution.
Our rationale for offering a new exposition of separation of variables is then
twofold. First, although quite common in more advanced treatments (such as
[15]), interpreting the separation of variables solution as an eigenfunction expan-
sion is a point of view r.arely taken when introducing the method to students.
Usually the formalism is based on a product solution for the partial differential
equation, and this limits the applicability of the method to homogeneous partial
differential equations. When source terms do appear, then a reformulation of
problems for the heat and wave equation with the help of Duhamel's superposi-
tion principle and an approximation of the source term in the potential equation
with the help of an eigenfunction approximation become necessary. In an expo-
sition based from the beginning on an eigenfunction expansion, the presence of
source terms in the differential equation is only a technical, but not a conceptual
PREFACE ix

complication, regardless of the type of equation under consideration. A concise

algorithmic approach results.
Equally important to us is the second reason for a new exposition of the
method of separation of variables. We wish to emphasize the power of the
method by solving a great variety of problems which often go well beyond the
usual textbook examples. Many of the applications ask questions which are
not as easily resolved with numerical methods as with analytic approximate
solutions. Of course, evaluation of these approximate solutions usually relies on
numerical methods to integrate, solve linear systems or nonlinear equations, and
to find values of special functions, but these methods by now may be considered
universally available "black boxes." We are, however, mindful of the gap between
the concept of a solution in principle and a demonstrably computable solution
and try .to convey our experience with how well the eigenfunction approach
actually solves the sample problems.
The method of separation of variables from a spectral expansion view is
presented in nine chapters.
Chapter 1 collects some background information on the three dominant equa-
tions of this text, the potential equation, the heat equation, and the wave equa-
tion. We refer to these results when applying and analyzing the method of
separation of variables.
Chapter 2 contains a discussion of orthogonal projections which are used time
and again to approximate given data functions in a specified finite-dimensional
but parameter-dependent subspace.
Chapter 3 introduces the subspace whose basis consists of the eigenfunctions
of a so-called Sturm-Liouville problem associated with the application under
consideration. These are the eigenfunctions of the title of this text. We cite
results from the Sturm-Liouville theory and provide a table of eigenvalues and
eigenfunctions that arise in the method of separation of variables.
Chapter 4 treats the case in which the eigenfunctions are sine and cosine
functions with a common period. In this case the projection into the subspace is
closely related to the Fourier series representation of the data functions. Precise
information about the convergence of the Fourier series is known. We cite those
results which are helpful later on for the application of separation of variables.
Chapter 5 constitutes the heart of the text. We consider a partial differen-
tial equation in two independent variables with a source term and subject to
boundary and initial conditions. We give the algorithm for approximating such
a problem and for solving it in a finite-dimensional space spanned by eigen-
functions determined by the "spacial part" of the equation and its boundary
conditions. We illustrate in broad outline the application of this approach to
the heat, wave, and potential equations.
Chapter 6 gives an expansive exposition of the algorithm for the one-dimen-
sional heat equation. It contains many worked examples with comments on
the numerical performance of the method, and concludes with a rudimentary
analysis of the error in the approximate solution.
Chapter 7 parallels the previous chapter but treats the wave equation.
x PREF...\ CE

Chapter 8 deals with the potential equation. It describes how one can pr~
condition the data of problems with smooth solutions in order not to introdi.:ce
artificial discontinuities into the separation of variables solution. We solve P'=-
tential problems with various boundary conditions and conclude with a calcu-
lation of eigenfunctions for the two-dimensional Laplacian.
Chapter 9 uses the eigenfunctions of the preceding chapter to find eigenfunc-
tion expansion solutions of two- and three-dimensional heat, wave, and potenti.a::
equations.
This text is written for advanced undergraduate and graduate students :.::.
science and engineering with previous exposure to a course in engineering math-
ematics, but not necessarily separation of variables. Basic prerequisites beyond
calculus are familiarity with linear algebra, the concept of vector spaces of func-
tions, norms and inner products, the ability to solve linear inhomogeneous first
and second order ordinary differential equations, and some contact with practi-
cal applications of partial differential equations.
The book contains more material than can (and should) be taught in a cour~
on separation of variables. We have introduced the eigenfunction approach to
our own students based on an early version of this text. We covered parts of
Chapters 2-4 to lay the groundwork for an extensive discussion of Chapter 5.
The remainder of the term was filled by working through selected examples
involving the heat, wave, and potential equation. We believe that by term ·s
end the students had an appreciation that they could solve realistic problems.
Since we view Chapters 2-5 as suitable for teaching separation of variables,
we have included exercises to help deepen the reader's understanding of the
eigenfunction approach. The examples of Chapters 6-8 and their exercise sets
generally lend themselves for project assignments.
This text will put a bigger burden on the instructor to choose topics and
guide students than more elementary texts on separation of variables that start
with product solutions. The instructor who subscribes to the view put forth
in Chapter 5 should find this text workable. The more advanced applications,
such as interface, inverse, and multidimensional problems, as well as the the
more theoretical topics require more mathematical sophistication and may be
skipped without breaking continuity.
The book is also meant to serve as a reference text for the method of separa-
tion of variables. We hope the many examples will guide the reader in deciding
whether and how to apply the method to any given problem. The examples
should help in interpreting computed solutions, and should give insight into
those cases in which formal answers are useless because of lack of convergence
or unacceptable oscillations. Chapters 1 and 9 are included to support the
reference function. They do not include exercises.
We hasten to add that this text is not a complete reference book. We
do not attempt to characterize the equations and coordinate systems where
a separation of variables is applicable. We do not even mention the various
coordinate systems (beyond cartesian, polar, cylindrical, and spherical) in which
the Laplacian is separable. We _have not scoured the literature for new and
innovative applications of separation of variables. Moreover, the examples we do
PREFACE xi

include are often meant to show structure rather than represent reality because
in general little attention is given to the proper scaling of the equations.
There does not appear to exist any other source that could serve as a prac-
tical reference book for the practicing engineer or scientist. We hope this book
will alert the reader that separation of variables has more to offer than may be
apparent from elementary texts.
Finally, this text does not mention the implementation of our formulas and
calculations on the computer, or do we provide numerical algorithms or pro-
grams. Yet the text, and in particular our numerical examples, could not
have been presented without access to symbolic and numerical packages such as
!viaple, Mathematica, and Matlab. We consider our calculations and the graph-
ical representation of their results routine and well within the competence of
today's students and practitioners of science and engineering.
Contents

Acknowledgments v

Preface vii

1 Potential, Heat, and Wave Equation 1

1.1 Overview . . . . . . . . . . . . . .
1.2 Classification of second order equations 2
1.3 Laplace's and Poisson's equation 3
1.4 The heat equation 11
1.5 The wave equation . 18

2 Basic Approximation Theory 25

2.1 Norms and inner products . . 26
2.2 Projection and best approximation 29
2.3 Important function spaces 34

3 Sturm-Liouville Problems 45
3.1 Sturm-Liouville problems for q/' = µ¢ 45
3.2 Sturm-Liouville problems for £¢ = µ¢ . . . 53
3.3 A Sturm-Liouville problem with an interface 59

4 Fourier Series 67
4.1 Introduction . 67
4.2 Convergence . 68
4.3 Convergence of Fourier series 74
4.4 Cosine and sine series . . . . 77
4.5 Operations on Fourier series . 80
4.6 Partial sums of the Fourier series and the Gibbs phenomenon 84

5 Eigenfunction Expansions for Equations in Two Independent

Variables 95
XiY CONTENTS

6 One-Dimensional Diffusion Equation 115

6.1 Applications of the eigenfunction expansion method 115
Example 6.1 How many terms of the series solution are enough? 115
Example 6.2 Determination of an unknown diffusivity from mea-
sured data .. 119
Example 6.3 Thermal waves 120.
Example 6.4 Matching a temperature history 125
Example 6.5 Phase shift for a thermal wave . 129
Example 6.6 Dynamic determination of a convective heat transfer
coefficient from measured data . . . . . . . . . . . . 131
Example 6.7 Radial heat flow in a sphere 134
Example 6.8 A boundary layer problem . 137
Example 6.9 The Black-Scholes equation 139
Example 6.10 Radial heat flow in a disk . 142
Example 6.11 Heat flow in a composite slab 146
Example 6.12 Reaction-diffusion with blowup 148
6.2 Convergence of UN(x, t) to the analytic solution : 151
6.3 Influence _of the boundary conditions and Duhamel 's solution 155

7 One-Dimensional Wave Equation 161

7.1 Applicatfons of the eigenfunction expansion method - : 161
Example 7.1 A vibrating string with initial displacement . 161
Example 7.2 A vibrating string with initial velocity . . 166
Example 7.3 A forced wave and resonance . 168
Example 7.4 Wave propagation in a resistive medium. 171
Example 7.5 Oscillations of a hanging chain 175
Example 7.6 Symmetric pressure wave in a sphere 177
Example 7.7 Controlling the shape of a wave . . . 180
Example 7.8 The natural frequencies. of a uniform beam 182
Example 7.9 A system of wave equations . . . . . 185
7.2 Convergence of UN(x, t) to the analytic solution . 188
7.3 Eigenfunction expansions and Duhamel's
principle . 190

8 Potential Problems in the Plane 195

8.1 Applications of the eigenfunction expansion method . 195
Example 8.1 The Dirichlet problem for the Laplacian on a rectanglel95
Example 8.2 Preconditioning for general boundary data . . 201
Example 8.3 Poisson's equation with Neumann boundary data 213
Example 8.4 A discontinuous potential 215
Example 8.5 Lubrication of a plane slider bearing . 218
Example 8.6 Lubrication of a step bearing . . 220
Example 8.7 The Dirichlet problem on an £-shaped domain 221
Example 8.8 Poisson's equation in polar coordinates . . . . 225
Example 8.9 Steady-state heat flow around an insulated pipe I 230
Example 8.10 Steady-state heat flow around an insulated pipe II 232
CONTENTS xv

Example 8.11 Poisson's equation on a triangle . 234

8.2 Eigenvalue problem for the two-dimensional Laplacian 237
Example 8.12 The eigenvalue problem for the Laplacian on a
rectangle . . . . . . . . . . 237
Example 8.13 The Green's function for the Laplacian on a square 239
Example 8.14 The eigenvalue problem for the Laplacian on a disk 243
Example 8.15 The .eigenvalue problem for the Laplacian on the
surface of a sphere . . . . . . . . . 244
8.3 Convergence of UN(x, y) to the analytic solution 247

9 Multidimensional Problems 255

9.1 Applications of the eigenfunction expansion method 255
Example 9.1 A diffusive pulse test . . . . . . . 255
Example 9.2 Standing waves on a circular membrane 258
Example 9.3 The potential inside a charged sphere 260
Example 9.4 Pressure in a porous slider bearing . . . 261
9.2 The eigenvalue problem for the Laplacian in ffi:. 3 . . . 265
Example 9.5 An eigenvalue problem for quadrilaterals 265
Example 9.6 An eigenvalue problem for the Laplacian in a cylinder266
Example 9. 7 Periodic heat flow in a cylinder 267
Example 9.8 An eigenvalue problem for the Laplacian in a sphere 269
Example 9.9 The eigenvalue problem for Schrodinger's equation
with a spherically symmetric potential well . . . . 271

Bibliography 277

Index 279
Chapter 1

Potential, Heat, and Wave

Equation

This chapter provides a quick look into the vast field of partial differential
equations. The main goal is to extract some qualitative results on the three
dominant equations of mathematical physics, the potential, heat, and wave
equation on which our attention will be focused throughout this text.

1.1 Overview
When processes that change smoothly with two or more independent variables
are modeled mathematically, then partial differential equations arise. Most
common are second order equations of the general form
M M
Lu= L aijUxix, +L biuxi +cu = F, xE DC IRM (1.1)
i,j=l i=l

where the coefficients and the source term may depend on the independent vari-
ables {x 1, ... , x M}, on u, and on its derivatives. D is a given set in !RM (whose
boundary will be denoted by [) D). The equation may reflect conservation and
balance laws, empirical relationships, or may be purely phenomenological. Its
solution is used to explain, predict, and control processes in a bewildering array
of applications ranging from heat, mass, and fluid flow, migration of biological
species, electrostatics, and molecular vibration to mortgage banking.
In (1.1) C. is known as a partial differential operator that maps a smooth
function u to the function C.u. Throughout this text a smooth function denotes
a function with as many continuous derivatives as are necessary to carry out
the operations to which it is subjected. lu = F is the equation to be solved.
Given a partial differential equation and side constraints on its solution,
typically initial and boundary conditions, it becomes a question of mathematical
analysis to establish whether the problem has a solution, whether the solution
2 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

is unique, and whether the solution changes continuously with the data of the
problem. If that is the case, then the given problem for (1.1) is said to be well
posed; if not then it is ill posed. We note here that the data of the problem are
the coefficients of£, the source term F, any side conditions imposed on u, and
the shape of D. However, dependence on the coefficients and on the shape of D
will be ignored. Only continuous dependence with respect to the source term
and the side conditions will define well posedness for our purposes.
The technical aspects of in what sense a function u solves the problem and
in what sense it changes with the data of the problem tend to be abstract and
complex and constitute the mathematical theory of partial differential equations
(e.g., [5]). Such theoretical studies are essential to establish that equation (1.1)
and its side conditions are a consistent description of the processes under consid-
eration and to characterize the behavior of its solution. Outside mathematics
the validity of a mathematical model is often taken on faith and its solution
is assumed to exist on "physical grounds." There the emphasis is entirely on
solving the equation, analytically if possible, or approximately and numerically
otherwise. Approximate solutions are the subject of this text.

1.2 Classification of second order equations

The tools for the analysis and solution of (1.1) depend on the structure of the
coefficient matrix
A= {aij}
in (1.1). By assuming that ux,x 1 = ux 1 x, we can always write A in such a way
that it is symmetric. For example, if the equation which arises in modeling a
process is

then it will be rewritten as

so that
A= G ~)
We can now introduce three broad classes of differential equations.

Definition The operator £ given by

M M
Lu =Li,j=l
aijUxtx) +L
i::::l
biuXi +cu

is
i) Elliptic at x = (x 1 , ••. , XM) if all eigenvalues of the symmetric matrix A are
nonzero and have the same algebraic sign,
1.3. LAPLACE'S AND POISSON'S EQUATION 3

ii) Hyperbolic at i if all eigenvalues of A are nonzero and one has a different
algebraic sign from all others,
ili) Parabolic at x if A has a zero eigenvalue.

If A depends on u and its derivatives, then £ is elliptic, etc. at a given point

relative to a specific function u. If the operator£ is elliptic at a point then (1.1)
is an elliptic equation at that point. (As mnemonic we note that for M = 2 the
level sets of
\AG~),(~~)) =constant,
where (i, if') denotes the dot product of x and y, are elliptic, hyperbolic, and
parabolic under the above conditions on the eigenvalues of A). The lower order
~erms in ( 1.1) do not affect the type of the equation, but in particular applica-
tions they can dominate the behavior of the solution of ( 1.1).
Each class of equations has its own admissible side conditions to make (Ll)
well posed, and all solutions of the same class have, broadly speaking, common
characteristics. We shall list some of them for the three dominant equations
of mathematical physics: Laplace's equation, the heat equation, and the wave
equation.

1.3 Laplace's and Poisson's equation

The most extensively studied example of an elliptic equation is Laplace's equa-
~ion
£u = \1 ·\Ju= 0
which arises in potential problems, steady-state heat conduction, irrotational
flow, minimal surface problems, and myriad other applications. The operator
£u is known as the Laplacian and is generally denoted by

£u = \1 ·\Ju= \7 2 u = 6.u.
The last form is common in the mathematical literature and will be used con-
sistently throughout this text. The Laplacian in cartesian coordinates
M

~u. = LUxixi
i=l

assumes the forms

i.i In polar coordinates (r, ())

ii) In cylindrical coordinates (r, (), z)

4 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

iii) In spherical coordinates (r, (), ¢)

2 1 1
f).u = Urr + -r Ur+ ~(sin</iuq,).p
rsm.,,
+ - 2- . -2-
rsm</i
uee.

For special applications other coordinate systems may be more advantageous

and we refer to the literature (see, 'e.g., [13]) for the representation of f).u in ad-
ditional coordinate systems. For cartesian coordinates we shall use the common
notation
x= (x,y), x=(x,y,z)
for i! E 1R2 and lR3, respectively.
The generalization of Laplace's equation to

f).u=F (1.2)

for a given source term Fis known as Poisson's equation. It will be the dominant
elliptic equation in this text.
In general equation (1.2) is to be solved for i! E D where D is an open set
in JRM. For the applications in this text D will usually be a bounded set with a
sufficiently smooth boundary 8D. On 8D the solution u has to satisfy boundary
conditions. We distinguish between three classes of boundary data for (1.2) and
its generalizations.
i) The Dirichlet problem (also known as a problem of the first kind)

u = g(i!), i! E 8D.

ii) The Neumann problem (also known as a problem of the second kind)

au
an=gx,
(-) i! E 8D

where ~ = 'Vu · ii.(i!) is the normal derivative of u, i.e., the directional

derivative of u in the direction of the outward unit normal ii.(i!) to D at
i! E 8D.
iii) The Robin problem (also known as a problem of the third kind):

au + a2u = g (-)
°''on x ' i! E 8D,

where, at least in this text, a 1 and a 2 are piecewise nonnegative constants.

We shall call general boundary value problems for (1.2) potential problems.
The differential equation and the boundary conditions are called homogeneous
if the function u(i!) = 0 can satisfy them. For example, (1.2) is homogeneous if
=
F(i!) 0, and the boundary data are homogeneous if g(i!) 0. =
If D is a bounded open set which has a well-defined outward normal at every
point of 8 D, then for continuous functions F on D and g on {) D a classical
solution of these three problems is a function u which is twice continuously
differentiable in D and satisfies (1.2) at every point of D. In addition, the
J.3. LAPLACE'S AND POISSON'S EQUATION 5

dassical solution of the Dirichlet problem is required to be continuous on the

dosed set fJ =DU oD and equal tog on oD. For problems of the second and
rhird kind the classical solution also needs continuous first derivatives on fJ in
order to satisfy the given boundary condition on oD.
The existence of classical solutions is studied in great generality in [6]. It is
known that for continuous F and g and smooth oD the Dirichlet problem has a
classical solution, and that the Robin problem has a classical solution whenever
F and g are continuous and
°'1°'2 > 0.
A classical solution for the Neumann problem is known to exist for continuous
F and g provided
f, F(x)dx
D
= (
lav
g(S)ds.

Why this compatibility condition arises is discussed below.

Considerable effort has been devoted in the mathematical literature to ex-
tending these existence results to domains with corners and edges where the
normal is not defined, and to deriving analogous results when F and g (and the
coefficients in ( 1.1)) are not necessarily continuous. Classical solutions no longer
exist but so-called weak solutions can be defined which solve integral equations
derived from (1.1) and the boundary conditions. This general existence theory
is also presented in [6].
In connection with separation of variables we shall be concerned only with
bounded elementary domains like rectangles, wedges, cylinders, balls, and shells
where the boundaries are smooth except at isolated corners and edges. At such
points the normal is not defined. Likewise, isolated discontinuities in the data
functions F and g may occur. We shall assume throughout the book (with
optimism, or on physical grounds) that the given problems have weak solutions
which are smooth and satisfy the differential equation and boundary conditions
at all points where the data are continuous.
Our separation of variables solution will be an approximation to the analytic
solution found by smoothing the data F and g. Such an approximation can only
be meaningful if the solution of the original boundary value problem depends
continuously on the data, in other words, if the boundary value problem is well
posed. We shall examine this question for the Dirichlet and Neumann problem.
Dirichlet problem: The Dirichlet problem for Poisson's equation is the
most thoroughly studied elliptic boundary value problem. We shall assume
that F is continuous for x E D and g is continuous for x E {) D so that the
problem
£::,.u = F(x), xE D
u=g(x), xEoD
has a classical solution. Any approximating problem formulated to solve the
Dirichlet problem analytically should likewise have a classical solution. As
discussed in Chapter 8, this may require preconditioning the problem before
applying separation of variables.
6 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

We remark that especially for establishing the existence of a solution it often

is advantageous to split the solution

where

b.u1 = 0, xED
U1 g(x),
= xE8D
b.u2 = F(x), xED
Uz = 0, xE8D

because different mathematical tools are available for Laplace's equation with
nonzero boundary data and for Poisson's equation with zero boundary data
(which, in an abstract sense, has a good deal in common with the matrix problem
Au= b). Splittings of this type will be used routinely in Chapter 8. Of course,
if g is defined and continuous on all of fJ and twice continuously differentiable
in the open set D, then it is usually advantageous to introduce the new function

w=u-g

and solve the Dirichlet problem

b.w = F - b.g, xE D
w =0, xE8D
without splitting.
Given a classical solution we now wish to show that it depends continuously
on F and g. To give meaning to this phrase we need to be able to measure
change in the functions F and g. Here this will be done with respect to the so-
called supremum norm. We recall from analysis that for any function G defined
on a set D c RM

sup [G(i7)[ =least upper bound on the set of values {[G(i7)[ : if ED}.
fjED

A common notation is
llGI[ =sup [G(i7)[
fjED

which is called the supremum norm of G and which is just one example of the
concept of a norm discussed in Chapter 2.
If fJ is a closed and bounded set and G is continuous in fJ, then G must
take on its maximum and minimum on fJ so that

llGI[ =sup [G(il)I = m8-2'[G(il)[.

fjED fjED
i!.3. LAPLACE'S AND POISSON'S EQUATION 7

Continuous dependence of a classical solution (with respect to the supremum

:?ODrm) is given if for every £ > 0, there is a J > 0 such that

whenever
llFll + llgll '.": J.
Here

!lull =ma!' iu(x)I, llFll =sup IF(x)I, and llgll = xrp.Eaaxo lg(x)l-
XED :lED

Continuous dependence on the data in this sense, and uniqueness follow from
foe maximum principle for elliptic equations. Since it is used later on and always
provides a quick check on computed or approximate solutions of the Dirichlet
problem, and since it is basically just the second derivative test of elementary
calculus, we shall briefly discuss it here.

Theorem 1.1 The maximum principle

Let u be a smooth solution of Poisson's equation

l::.u=F, xED. (1.3)

Assume that
F >0 for all x ED.
Then u(x) cannot assume a relative maximum in D.

Proof. If u has a relative maximum at some xo E D, then the second derivative

test requires that ux,x,(x0 ) '.":: 0 for all i which would contradict .6.u(x0 ) =
F(xo) > o.
We note that if fJ is bounded, then a classical solution u of the Dirichlet
problem must assume a maximum at some point in fJ. Since this point cannot
lie in D, it must lie on fJD. Hence u(x) '.":: max;;awg(iJ) for all x E fJ. We
also note that if F < 0, then -u satisfies the above maximum principle which
translates into u(x) ;:> min;;EaD g(iJ).
Stronger statements, extensions to the general elliptic equation (1.1), and
more general boundary conditions may be found in most texts on partial differ-
ential equations (see, e.g., [6]).

Theorem 1.2 A sobtion of the Dirichlet problem depends continuously on the

data F and g.

Proof. Suppose that D is such that a < .xk < b for some k, 1 < k < M where
a and b denote finite lower and upper bounds on the kth coordinate of E D. x
Define the function
¢(£) = (llFll + <) (xk; a) 2
8 CHAPTER l. POTENTIAL, HEAT, AND WAVE EQUATION

where E > 0 is arbitrary and where llFll = supxED JF(x)I and 11911 = maxxEi:W l9(i
are assumed to be finite. Then

6 [,P(:f) ± u(x)] ~ E >0

and by the maximum principle [¢ ± u] is bounded above by its value on 8D so
that
±u(x) :S .P(x) ± u(x) :S CllFll + E) (b-2 a) 2 + 11911-
Since E is arbitrary, it follows that for all xE D
lu(x)I :S llFll (b ~ a) 2 + 11911
which implies
(1.4)

This inequality establishes continuous dependence since llFll _, 0 and 11911 _, 0

imply that max 0 lu(x)I _, 0.

Corollary 1.3 The solution of the Dirichlet problem is unique.

Proof. The difference between two solutions satisfies the Dirichlet problem

b..u = 0 in D
u = 0 on 8D

which by Theorem 1.2 has only the zero solution.

Corollary 1.4 Let F ~ 0. Then the solution of the Dirichlet problem assumes
its maximum on 8D.

Proof. Let E > 0 be arbitrary. Then the solution u, of

b..u = F +E inD
u=9 on av

assumes its maximum on 8D by Theorem 1.1. By Theorem 1.2

(b - a) 2
lu,(x) - u(x)I :SE - 2- .

Since E is arbitrary, u cannot exceed maxyEiJD 9(iJ) by a nonzero amount at any

point in D; hence u(x) :S maxgEi:W 9(fj).
Similarly, if F :S 0, then u assumes its minimum on 8D. Consequently, the
solution of Laplace's equation

b..u=O, xED
1.3. LAPLACE'S AND POISSON'S EQUATION 9

:::nust assume its maximum and minimum on EJD.

Looking ahead, we see that in Chapter 8 the solution u of the Dirichlet
problem for (1.2) will be approximated by the computable solution UN of a
~elated Dirichlet problem

xE D (1.5)
x E EJD.
The existence of UN is given because it will be found explicitly. Uniqueness of
rhe solution guarantees that no other solution of (1.5) exists. It only remains
to establish in what sense UN approximates the analytic solution u. But it is
clear from Theorem 1.2 that for all x ED

(1.6)

wher~ the constant K depends only on the geometry of D. Thus the error in
the approximation depends on how well FN and 9N approximate the given data
F and g. These issues are discussed in Chapters 3 and 4.
When the Dirichlet problem does not have a classical solution because the
data are not smooth, then continuous dependence for weak solutions must be
established. It generally is possible to show that if the data tend to zero in a
mean square sense, then the weak solution of the Dirichlet problem tends to
zero in a mean square sense. This translates into mean square convergence of
UN to u. The analysis of such problems becomes demanding and we refer to [6]
for details. A related result for the heat equation is discussed in Section 6.2.
Neumann problem: In contrast to the Dirichlet problem, the Neumann
problem for Poisson's equation is not well posed because if u is a solution then
u + c for any constant c is also a solution, hence a solution is not unique. But
there may not be a solution at all if the data are inconsistent. Suppose that
u is a solution of the Neumann problem; then it follows from the divergence
theorem that

l F(X)dx = l t:,.udx = l '17. 'lludx

= r
./!'JD
'llu(S). n(S)ds= r
./8D
g(S)ds,

where ii is the outward unit normal on EJD. Hence a necessary condition for the
existence of a solution is the compatibility condition

{ F(x)dx = { g(S)ds. (1.7)

.Iv .!av
Ifwe interpret the Neumann problem for Poisson's equation as a (scaled) steady-
state heat transfer problem, then this compatibility condition simply states that
the energy generated (or destroyed) in D per unit time must be balanced exactly
by the energy flux across the boundary of D. Were this not the case D would
warm up or cool down and could not have a steady-state temperature. Equation
10 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION I

(1.7) implies that the solution does not change continuously with the data since.
F and g cannot be changed independently. If, however, (1.7) does hold, then the
Neumann problem is known to have a classical solution which is unique up to ,
an additive constant. In practice the solution is normalized by assigning a value
to the additive constant, e.g., by requiring u(x0 ) = 1 for some fixed x 0 E D.
The Neumann problems arise frequently in applications and can be solved with
separation of variables. This requires care in formulating the approximating
problem because it, too, must satisfy the compatibility condition (1.7) We shall
address these issues in Chapter 8.
We note that problems of the third kind formally include the Dirichlet and
Neumann problem. The examples considered later on are simply assumed (on
physical grounds) to be well posed. Uniqueness, however, is easy to show with
the maximum principle, provided

As stated above, in this case we have a classical solution. Indeed, if u 1 and u 2

are two classica! solutions of .the Robin problem, then

W = U1 - Uz

satisfies
~w =0, xE D
ow
0<1 on + 0<2W = 0, x E oD.
From the maximum principle we know that w must assume its maximum and
minimum.on oD. Suppose that w has a positive maximum at io E oD; then
the boundary condition implies that

ow
- (-
xo ) = --
°'2 w (-
xo ) < 0
on °'1
so that w has a strictly positive directional derivative along the inward unit
normal -ii. This contradicts that w(£0 ) is a maximum of w on D. Hence w
cannot have a positive maximum on D. An analogous argument rules out a
negative minimum so that w = 0 is the only possibility.
Finally, let us illustrate the danger of imposing the wrong kind of boundary
conditions on Laplace's equation.
For any positive integer k let us set

Ek = (2k + l)7r

and consider the problem

~u = 0, (x,y) E (0, 1) x (0, 1)

u =0 on x = 0, 1
IA. THE HEAT EQUATION 11

and
u(x,O) = 0 for x E (0, 1)

uy(x, 0) =Ek sin..:'.. for x E (0, 1).

Ek
We verify that
uk(x, y) = E% sin..:'.. sinh .!
Ek Ek
is a solution of this problem. By inspection we see that

while
lu G, I 1) = E~ sinh ~ _, oo ask-. oo.

Hence the boundary data tend to zero uniformly while the solution blows up.
Thus the problem cannot be well posed.
In general it is very dangerous to impose simultaneously Dirichlet and Neu-
mann data (called Cauchy data) on the solution of an elliptic problem on a
portion of 8D even if the application does furnish such data. The resulting
problem, even if formally solvable, tends to hav: an unstable solution.

1.4 The heat equation

The best known example of a parabolic equation is the 111-dimensional heat
equation
.Cu= Ll.u - u, = F(x, t), xED, t>to (1.8)
defined for the (M + 1)-dimensional variable (x, t) = (x 1 , .•. , XM, t). It is cus-
tomary to use t for the (111 + 1)st component because usually (but not always)
time is a natural independent variable in the derivation of (1.8). For example,
(1.8) is the mathematical model for the (scaled) temperature u in a homogeneous
body D which changes through conduction in space and time. F represents a
heat source when F :::; 0 and a sink when F > 0. In this application the equa-
tion follows from the principle of conservation of energy and Fourier's law of
heat conduction (sec, e.g., [7)). However, quite diverse applications lead to (1.8)
and to generalizations which formally look like (1.1). A parabolic equation like
(1.1) with variable coefficients and additional terms is usually called the dif-
'1sion equation. We shall consider here the heat equation (1.8) because the
qualitative behavior of its solution is generally a good guide to the behavior of
the solution of a general diffusion equation. -
We observe that a steady-state solution of (1.8) with a time-independent
source term is simply the solution of Poisson's equation (1.2). Hence it is consis-
tent to impose on (1.8) the same types of boundary conditions on 8D discussed
in Section 1.3 for Poisson's equation. Thus we speak of a Dirichlet, Neumann,
12 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

or Robin problem (also known as a reflection problem) for (1.8). In addition,

the application will usually provide an initial condition

u(x, to) = uo(i), x E fJ

at some time t 0 (henceforth set to t 0 = 0).
It is possible in applications that the domain D for the spacial variable
x changes with time. However, separation of variables will require a time-
independent domain. Hence D will be a fixed open set in IPl.M with boundary
&D. The general formulation of an initial/boundary value problem for ( 1.8) is

Cu= F(x,t), x ED, t>0 (1.9a)

with initial condition
u(x, O) = uo(i), xE fJ (i.9b)
and boundary condition
&u
oq &n + a2u = g (- )
x, t , x E &D, t>0 (1.9c)

for a1, 0<2 ;::: 0 and a1 + a2 > 0. Let us define the set

Qr={(x,t):xED, O<t'.'OT},

and the so-called parabolic boundary

&Qr = { (x, 0) : x E fJ} u { (x, t) : x E &D, 0 < t '.'OT},

where T > 0 is an arbitrary but fixed final time. Then a solution of (1.9) has
to satisfy (in some sense) (1.9a) in Qr and the boundary and initial conditions
on &Qr.
A classical solution of (1.9) is a function which is smooth in Qr, which is
continuous on Qr U &Qr (together with its spacial derivatives if a 1 f= 0) and
which satisfies the given data at every point of &Qr.
It is common for diffusion problems that the initial and boundary condi-
tions are not continuous at all points of the parabolic boundary. In this case
u cannot be continuous on &Qr and one again has to accept suitably defined
weak solutions which only are required to solve the diffusion equation and ini-
tial/boundary conditions in an integral equation sense.
First and foremost in the discussion of well posedness for the heat equation
is the question of existence of a solution. For the one-dimensional heat equation
one can sometimes exhibit and analyze a solution in terms of an exponential
integral - see the discussion of (1.13), (1.14) below - but in generirl~is
question is resolved with fairly abstract classical and functional analysis. As in
the case of Poisson's equation it is possible to split the problem by writing

where
(x,t) E Qr
1.4. THE HEAT EQUATION 13

°'1
8u1 + 0<2U1 =
Bn (- t ) ,
g X, xEaD, 0<t:5.T

u1(x,O) = 0, x E [J
and
.Cu2 = F(x, t), (x,t) E Qr

xECID, 0<t:5.T

u2(x, O) = uo(x),
and employ special techniques to establish the existence of u 1 and u 2 . In par-
ticular, the problem for Uz in an abstract sense has a lot in common with an
n-dimensional first order system
du
dt - A(t)u = G(t), u(O) = uo

and can be analyzed within the framework of (abstract) ordinary differential

equations. We refer to the mathematics literature, notably [14], for an exten-
sive discussion of classical and weak solutions of boundary value problems for
linear and nonlinear diffusion equations. In general, it" is safe to assume that if
the boundary and initial data are continuous on the parabolic boundary, then
all three types of initi!J-1/boundary value problems for the heat equation on a
reasonable domain have unique classical solutions. Note that for the Neumann
problem the heat equation does not require a compatibility condition linking
the source F and the flux g.
If the data are discontinuous only at t = 0 (such as instantaneously heating
an object at t > 0 on CID above its initial temperature), then the solution will
be discontinuous at t = 0 but be differentiable for t > 0. It is useful to visualize
such problems as the limit of problems with continuous but rapidly changing
data near t = 0.
Continuous dependence of classical solutions for initial/boundary value prob-
lems on the data, and the uniqueness of the solution can be established with
generalizations of the maximum principle discussed above for Poisson's equa-
tion. For example, we have the following analogues of Theorems 1.1 and 1.2.

Theorem 1.5 The maximum principle

Let u be a smooth solution of

.Cu= F, (x,t) E Qr .

If F > 0, then u cannot have a maximum in Qr.

Proof. If u had a maximum at some point (£0 , t 0 ) E Qr, i.e., £ 0 lies in the
open set D, then necessarily

ux,x,(£0 , t 0 ) :5. 0 and u,(£0 , to)= 0 if to< Tor u,(xo, to) 2: 0 if to= T.
14 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

In either case we could not satisfy

.Cu(xo, to) = F(xo, to) > 0.

Arguments analogous to those applied above to Poisson's equation establish

that if D is bounded and F ::'.: 0, then u must assume its maximum on iJQy and
if F :S 0, then u must assume its minimum on iJQy.
Continuous dependence of the solution of the Dirichlet problem for the heat
equation on the data with respect to the sup norm is now defined as before.
There is continuous dependence if for any f > 0, there exists a 6 > 0 such that

fluff :Sf

whenever ff Pff + max{ffgff, ffuoff} :S 6. Here

fluff = II!ax fu(x, t)f,

QT

ff Pff =sup fF(x, t)f, ffgff = ~~x fg(x, t)f, ffuoff = m11x fuo(x)f.
QT D
O:St~T

Theorem 1.6 The solution of the Dirichlet problem for (1.8) depends contin-
uously on the data F, g, and u 0 .

Proof. We again assume that the kth coordinate Xk satisfies a :S Xk :S b for all
x ED. For arbitrary f > 0 define

</J(x) = (ff Fii + E) (xk; a) 2 .

Then
£[¢(£) ±u(x,t)];::: f >o
and by Theorem 1.5 [4' ± u] is bounded by its maximum on iJQy. Hence

±u(x, t) :S <P(x) + u(x, t) :S (ff Fii + E) + max{ffgff, ffuoff}.

Continuous dependence now follows exactly as in the proof of Theorem 1.1 and
we have the following analogue of estimate ( 1.5):

(b a) 2
fluff :S ffFff ~ + max{ffgff, ffuoff}. (1.10)

~imilarly, we can conclude that the solution of the Dirichlet problem for the
heat equation is unique and that the solution of the heat equation with F 0 =
(the homogeneous heat equation) must take on-its maximum and minimum on
iJQy.
In addition to boundary value problems we also can consider a pure initial
value problem for the heat equation

.Cu= fi.u - u, = 0, XE !KM, t>O

J.4. THE HEAT EQUATION 15

u(x, O) = uo(x).
It can be verified that the problem is solved by the formula

u(x, t) = J.
IRM
s(x - fj, t)u0 (fj)dfj (1.11)

where
- 1 _jg!
s(x, t) = (47rt)M/2 e " -
Here (x,x) denotes the dot product for vectors in IRM- s(x, t) is known as the
fundamental solution of the heat equation. A simple calculation shows that s is
infinitely differentiable with respect to each component X; and t for t > 0 and
that
!is(x, t) - s,(x, t) = 0 fort> 0.
It follows from (Lll) that u(x, t) is infinitely differentiable with respect to all
variables for t > 0 provided only that the resulting integrals remain defined
and bounded. In particular, if u0 is a bounded piecewise continuous function
defined on IRM, then the solution to the initial value problem exists and is
infinitely differentiable for all X; and all t > 0. It is harder to show that u(x, t)
is continuous at (£0 , 0) at all points x 0 where u 0 is continuous and that u(x, t)
assumes the initial value u 0 (x0 ) as (x, t) _, (x0 , 0). We refer to [5) for a proof
of these results. Note that for discontinuous u 0 the expression (1.ll) is only a
weak solution because u(x, t) is not continuous at t = 0.
We see from (1.11) that if for any E > 0

( -) _ {1 for \\x\\::; E
uo x - 0 otherwise,
then u(x, t) > 0 for t > 0 at all x E !RM- In other words, the initial condition
spreads throughout space infinitely fast. This property is a consequence of the
mathematical model and contradicts the observation that heat does not flow
infinitely fast. But in fact, the change in the solution (1.11) at \\x\\ » E remains
unmeasurably small for a certain time interval before a detectable heat wave
arrives so that defacto the wave speed is finite. We shall examine this issue at
length in Example 6.3 where the speed of an isotherm is found numerically.
The setting of diffusion in all of IRM would seem to preclude the application of
(1.ll) to practical problems such as heat flow in a slab or bar. But (1.11) is not
as restrictive as it might appear. This is easily demonstrated if M = 1. Suppose
that u 0 is odd with respect to a given point x 0 • i.e., u 0 (x 0 + x) = -u 0 (x 0 - x);

u(x 0 1:
then with the obvious changes of variables

+ x, t) = s(x 0 +x - y, t)u 0 (y)dy = 1: s(x - z, t)u 0 (z + x 0 )dz

= -1
00
s(x - z, t)uo(xo - z)dz = 1-oo s(x - x 0 + y)u 0 (y)dy

=- 1:
-00

s(xo - x -y)uo(y)dy = -u(x 0

00

- x, t)
16 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION,

we see that u(x, t) is odd in x with respect to x 0 for all t. Since u(x, t) is
smooth for t > 0, this implies that u(x 0 , t) = 0. Furthermore, if uo is periodic
with period w, then a similar change of variables techniques establishes that
u(x, t) is periodic in x with period w. Hence if for an integer n
. mrx
u 0 (x ) =smy,

then u 0 is odd with respect to x 0 = 0 and x 0 = L and the corresponding solution

un(x, t) given by (1.ll) satisfies

Un(O, t) = Un(L, t) = 0 fort::: 0.

It follows by superposition that if

N
x = "
Uo () '' mrx
L.,°'nsiny (1.12)
n=l

for scaJars {&n}, then uN(x, t) given by (1.ll) is the unique classical solution
of the initial/boundary value problem

LU = Uxx - Ut = 0 - (1.13)
u(O, t) = u(L, t) = 0
u(x, 0) = ua(x).

Given any smooth function u 0 defined on [O, £] it can be approximated by a

finite sum (1.12) as discussed in Chapters 2 and 4. The corresponding solution
uN(x, t) will be an approximate solution of problem (1.13). It can be shown by
direct integration of (1.ll) that this approximate solution is in fact identical to
that obtained in Chapter 6 with our separation of variables approach. Note that
if ua(O) i= 0 or ua(L) i= 0, then (1.13) does not have a classical solution and the
maximum principle cannot be used to analyze the error u(x, t) - uN(x, t). Now
continuous dependence in a mean square sense must be employed to examine the
error. A simple version of the required arguments is given in Section 6.2 where
error bounds for the separation of variables solution for the one-dimensional heat
equation are considered. Of course, homogeneous boundary conditions are not
realistic, but as we show time and again throughout the text, nonhomogeneous
data can be made homogeneous at the expense of adding a source term to the
heat equation. Thus instead of (1.13) one might have the problem

LU= Uxx - Ut = F(x, t) (1.14)

u(O, t) = u(L, t) = 0
u(x,O) = 0.

We now verify by direct differentiation that if U(x, t, T) is a solution of

LU= Uxx(x,t,T)- U,(x,t,T) = 0

1.4. THE HEAT EQUATION 17

= U(L, t, r) = 0
U(O, t, r)
U(x,r,r) = -F(x,r),
where r is a nonnegative parameter, then

u(x, t) = 1' U(x, t, r)dr (1.15)

solves (1.14). The solution method leading to (1.15) is known as Duhamel's

principle and can be interpreted as the superposition of solutions to the heat
equation when the source is turned on only over a differential time interval dt
centered at r. The solution U(x, t, r) is given by (1.ll) as

U(x, t, r) = - I: s(x - y, t - r)F(y, r)dy.

If F(x, r) can be approximated by a sum of sinusoidal functions of period 2£,

then one can carry out all integrations analytically and obtain an approximate
solution of (1.14). It again is identical with that found in Chapter 6. Note that
the sum of the solutions of (1.13) and (1.14) solves the inhomogeneous heat
equation with nonzero initial condition.
Similar results can be derived for an even initial function u 0 which allows
the treatment of flux data at x = 0 or x = L. But certainly, this text promotes
the view that the approach presented in Chapter 6 provides an easier and more
general method for solving such boundary value problem than Duhamel's prin-
ciple because the integration of (1.ll) for a sinusoidal input and of (1.15) is
replaced by an elementary differential equations approach.
Let us conclude our discussion of parabolic problems with a quick look at
the so-called backward heat equation

£u = b.u + u, = 0.

u(x,O) =u 0 (£).
Suppose we wish to find u(:i', T) for T > 0. If we set r = T - t and w(x, r) =
u(x, T - r), then the problem is equivalent to finding w(x, 0) of the problem

£w =bow - w, = 0
w(x, T) = uo(x).
In a thermal setting this implies that from_ knowledge of the temperature at
some future time T we wish to find the temperature today. Intuition tells us
that if T is large and u 0 is near a steady-state temperature, then all initial
temperatures w(x, 0) will decay to near u 0 . In other words, small changes in u 0
could be consistent with large changes in w(£, 0), suggesting that the problem
is not well posed when the heat equation is integrated backward in time (or the
backward heat equation is integrated forward in time).
18 CHAPTER l. POTENTIAL, HEAT, AND WAVE EQUATION

A well-known example is furnished by the function

u(x, t) = ee'/' 2 sin(x/c), E > 0,

which solves the backward heat equation.
We see that
Jim u(x, 0)
,~o
=0
but
!~ u(7rc/2, t) = oo for any t > 0,

so there is no continuity with respect to the initial condition.

In general, any mathematical model leading to the backward heat equation
which is to be solved forward in time will need to be treated very carefully.
The comments at the end of Example 6.4 provide a further illustration of the
difficulty of discovering the past from the present. Of course, if the backward
heat equation is to be solved backward in time, as in the case of the celebrated
Black-Scholes equation for financial options, then a time reversal will yield the
usual well posed forward problem (see Example 6.9).

1.5 The wave equation

The third dominant equation of mathematical physics is the so-called wave
equation
1
£u =e 6u - ~Utt = 0, iEDCIRM, tE(-00,00). (1.16)

The equation is usually associated with oscillatory phenomena and shows mark-
edly different properties compared to Poisson's and the heat equation. Equation
(1.16) is an example of a hyperbolic equation. Here the (M + 1) x (M + 1) matrix
A has the form
A= c~ !1)
where IM is the M-dimensional i<lentity matrix.
It is easy to show that (1.16) allows wave-like solutions. For example, let f
be an arbitrary twice continuously differentiable function of a scalar variable y.
Let ii be a (Euclidean) unit vector in !RM and define

y = (ii,x) - ct

where (ii, x) is the dot product of n and x. Then differentiation shows that

u(x, t) = f( (n, x) - ct)

is a solution of (1.16). Suppose that c,t > 0, then the set {x : (n,x) -
ct = constant} is a plane in !RM traveling in the direction of ii with speed
J.5. THE WAVE EQUATION 19

c, and f( (ii., x) - ct) describes a wave with constant value on this plane. For
example, if
j(y) = eiY,

then
/((ii., x) - ct) = ei((n,x)-ct]
is known as a plane wave. Similarly, g( (ii., x) +ct) describes a wave traveling in
the direction of -n with speed c.
Our aim is to discuss again what constitutes well posed problems for (1.16).
We begin by exhibiting a solution which is somewhat analogous to the solution
of the one-dimensional heat equation discussed at the end of Section 1.4.
Ifwe set x = (ii.,x), then the solutions f(x-ct) and g(x+ct) of (1.16) solve
the one-dimensional wave equation
1
£u '=' Uxx - ;;2 Utt = 0 (1.17)

which, for example, describes the motion of a vibrating uniform string. Here
u(x, t) is the vertical displacement of the string from its equilibrium position.
We show next that any smooth solution of _(1.17) must be of the form

u(x, t) = f(x - ct)+ g(x +ct),

i.e., the superposition of a right and left traveling wave. This observation follows
if we introduce new variables
E=x-ct
1)=x+ct
and express the wave equation in the new variables. The chain rule shows that

so that by direct integration

u(E, 7J) = f(~) + g(7J) = f(x - ct)+ g(x +ct)

for arbitrary continuously differentiable functions f and g.

For a vibrating string it is natural to impose an initial displacement and
Yelocity of the string so that (1.17) is angmented with the initial conditions

u(x, 0) = uo(x) ( 1.18)

u,(x,O) = u 1 (x)
where u 0 and u 1 are given functions. Equations (1.18) constitute Cauchy data.
Let us suppose first that these functions are smooth and given on ( -oo, oo ).
Then we can construct a solution of (1.17), (1.18). We set

u(x, t) = f(x - ct) + g(x +ct)

20 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

and determine f and g so that u satisfies the initial conditions. Hence we need

u0 (x) = f(x) + g(x)

u 1 (x) = -cf'(x) + cg'(x).
Integration of the last equation leads to

-11"
c xo
ui(s)ds=-f(x)+g(x)+K

where xo is some arbitrary but fixed point in (-oo, oo) and f( = f(xo) - g(xo).
When we solve algebraically for f(x) and g(x), we obtain

f(x) = ~ [uo(x) -
.
~
C
{" u1(s)ds +
lxo
K]

Hence

u(x,t) = -l [uo(x- ct)+ uo(x +ct)]+ -1 [ - 1x-ct u (s)ds + 1x+ct u 1(s)dsl

1
2 2c xo xo

which simplifies to

u(x, t) =
1
2 [uo(x - ct)+ uo(x +ct)]+
1
2C
;·x+ct u (s)ds.
1 (1.19)
x-ct

The expression (1.19) is known as d'Alembert's solution for the initial value
problem of the one-dimensional wave equation. If u 0 is twice continuously dif-
ferentiable and u 1 is once continuonsly differentiable on ( -oo, oo), then the
d' Alembert solution is a classical solution of the initial value problem for all fi-
nite t and x. Moreover, it is unique because u has to be the superposition of two
traveling waves and the d'Alembert construction determines f and g uniquely.
Moreover, if we set

\\ukll = sup \uk(x)\, k = 0, 1,

(-00,00)

then
lu(x, t)i ~ lluoll + tllu1 I
which implies continuous dependence for all t ~ T where T is an arbitrary but
fixed time. Hence the initial value problem (1.17), (l.18) is well posed.
We observe from (1.19) that the value of u(x 0 , t 0 ) at a given point (x 0 , to)
depends only on the initial value u 0 at x 0 - ct 0 and x 0 + ct 0 and on the initial
value u 1 over the interval [xa - eta, xa +eta]. Thus, if
l.5. THE WAVE EQUATION 21

and xo > t, then regardless of the form of the data on the set lxl < e we have

u(x 0 , t) = {o ,
fort<=
c
..!..
2c J
-£
u 1 (s)ds for t > ~
c .
Hence these initial conditions travel with speed c to the point Xo but in general
~(xo, t) will not decay to zero as t ..... oo. This is a peculiarity of the M-
.iimensional wave equation for M = 1 and all even M [5]. If uo and u 1 do
not have the required derivatives but (1.19) remains well defined, then (1.19)
represents a weak solution of (1.17), (1.18). We shall comment on this aspect
when discussing a plucked string in Example 7.1.
As in the case of the heat kernel solution we can exploit symmetry properties
of the initial conditions to solve certain initial/boundary value problems for
the one-dimensional wave equation with d'Alembert's solution. For example,
suppose that u 0 and u 1 are smooth and odd with respect to the point x 0 ; then
the d'Alembert solution is odd with respect to x 0 •
To see this suppose that

u(x,t)= 1x+ct u (s)ds

x-ct
1

and that u 1 is odd with respect to the point x 0 , i.e., u 1 (x 0 +x) = -u 1 (x 0 -x).
Then with y = xo - s and r = Xo + y we obtain

u(xo + x, t) = 1xo+x+ct u, (s)ds 1-x-ct (xo - y)dy

xo+x-ct
= -
-x+ct
u1

= 1-x-ct u,(xo+y)dy= 1xo-x-ct u1(r)dr=-u(xo-x,t).

-x+ct xo-x+ct

Since by hypothesis

uo(xo +x - ct)+ uo(xo + x +ct)= -uo(xo - x +ct) - uo(xo - x.- ct),

we conclude that the d' Alembert solution is odd with respect to the point x 0 and
hence equal to zero at x 0 for all t. It follows that the boundary value problem
I
lu '= Uxx - ;::2" Utt = 0

u(O, t) = u(L, t) = 0
N
u(x, 0) = uo(x) = L &n sin n~x
n=l

N
u,(x, 0) = u1(x) = "'\"""' • mr
~ f3n sin L
n=l
22 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

for constant {&n} and {~n} is solved by the d'Alembert solution (1.19) because
u 0 an:d u 1 a.re defined on ( -oo, oo) and odd with respect to x = 0 and x = L.
As we remarked in Section 1.4, inhomogeneous boundary conditions can
often be made homogeneous at the expense of adding a source term to the
differential equation. This leads to problems of the type
1
LU= Uxx - - Utt = F(x, t)
C2

u(O, t) = u(L, t) = 0
u(x, 0) = u,(x, 0) = 0.
Now a Duhamel superposition principle can be applied. It is straightforward to

l
show that the function
u(x,t) = U(x,t,T)dT

solves our problem whenever U(x, t, T) is the solution of

1
[,U = Uxx - ;::2 Utt = 0

U(O, t, T) = U(L, t, T) = 0
U(x,T,T)=O
U,(x,T,T) = -c2 F(x,T)
where T is a parameter. It follows that if F is of the form

then the problem has the d' Alembert solution

U(x, t, T) = - -
C

2
1 x+c(t-T)

:L-C(l-T)
FN(s, T)ds.

All integrations can be carried out analytically and the resultant solution UN (x, t)
can be shown to be identical to the separation of variables solution found in
Chapter 7 when an arbitrary source term F is approximated by a trigonometric
sumFN.
Let us now turn to the general initial/boundary value problem of the form

l:.u - Utt= F(i, t), i ED, t>0 (1.20)

u(i, 0) = uo(i)
u,(i,0) = u 1 (i)
J.5. THE WAVE EQUATION 23

au + 0<2U = g (-X, t ),
0<1 [}n x E BD, t>0
where D is a given domain in !RM. For convenience we have set c = 1 which can
always be achieved by scaling time. We point out that if D = !RM and we have
a pure initial value problem, then it again is possible to give a formula for u(x, t)
analogous to the d'Alembert solution of the one-dimensional problem (see [5,
Chapter 2]), but for a true initial/boundary value problem the existence of a
solution will generally be based on abstract theory. (We note in this context
=
that if g 0 on [JD, then, again in a very general sense, the problem has a lot
in common with the ordinary differential equation
cf2u
dt 2 - A(t)u = G(t), u(O) = u0 , u'(O) = ui-)

We shall henceforth assume that the existence theory of [5] applies so that we
can concentrate on uniqueness of the solution and on its continuous dependence
on the data of the problem.
Uniqueness and continuous dependence follow from a so-called energy esti-
mate. If u is a smooth solution of (1.20) with g 0 on BD, then =
u,.Cu = Ut/:;.U - UtUtt = u,F(x, t)

so that
l [V' · u, V'u - V'u, · '\i'u - u,u,,] dx = l u,F di.

We now apply the divergence theorem and obtain

_dd { ~ [V'u· V'u+ut] dx- j u,~u dS= - { u,Fdx. (1.21)

tJD 2 hw vn JD
For a smooth solution the boundary data
Bu
°'1 [Jn + 0<2U = 0 with 0<1 + 0<2 =. 1

imply

so that
+ n2)u, Bu -0<2u,u - Bu (Bu) .
(n1
an = °'1
an an t
Since IUtl' I :S ¥- + t;-, we obtain from (1.21) the estimate
(1.22)

where
24 CHAPTER 1. POTENTIAL, HEAT, AND WAVE EQUATION

and
llF(.,t)ll = (L F (x,t)dxf
2
2

The inequality (1.22) can be written as

E'(t) = E(t) + llF(-, t)ll2 - g(t)

2
where g is some unknown nonnegative function. This differential equation has
the analytic solution

E(t) = E(O)e' + l et-r [llF(·;r)ll2 - g(r)] dr

from which we obtain the so-called Gronwall inequality

E(t) S E(O)e' + l et-r [llF(·;r)ll2] dr (1.23)

where

E(O) = ~ [L \luo · \luo + ui] di!+ ~ iD [a2u~ + a ~~) 1 (

2
] ds

is known from the initial data.

We have the following two immediate consequences of (1.23).

Theorem 1. 7 The solution of the initial/boundary value problem (1.20) is uniqw

Proof. The difference w of two solutions satisfies ((20) with

F = g = uo = u1 = 0.
This implies that E(O) = 0 so that (1.23) assures that E(t) = 0 for all t. Then
by Schwarz's inequality (see Theorem 2.4)

lw(x, t)l2 = Ila' 2

w 5 (x, .s)dsl St fa' w;(x, s)ds,
from which follows that

llw(., t)ll 2 = L w(x, t) 2 dx S 2t l E(s)ds = 0.

Hence w = 0 in the mean square sense for all t which implies that a classical
solution is identically zero.
Theorem l. 7 assures that the separation of variables solution constructed in
Section 7.1 is the only solution of the approximating problem. Similar argu-
ments are used in Section 7.2 to show for a vibrating string that this approxi-
mate solution converges to the analytic solution of the original problem as the
approximations of the data are refined.
Chapter 2

Basic Approximation
Theory

This chapter will review the abstract ideas of approximation that will be used
in the sequel. Let X be a linear space (sometimes called a vector space) over the
field S of real or complex numbers. The elements of X ~re called vectors and
those of S are called scalars. The vector spaces appearing in this book are Fl,,
and Cn with elements x = (x1, ... , Xn), jj, etc., or spaces of real- or complex-
valued functions/, g, etc. d-efined on a real interval or, more generally, a subset
of Euclidean n-space. In all spaces 0 denotes the zero vector. The scalars of S
are denoted by a., /3, or a, b, etc.
We now recall a few definitions from linear algebra which are central in our
discussion of the approximation of functions.

Definition Given a collection C = { ip 1, ip 2, ... , 'l'N} of vectors in a linear space

X, then
M='span{ip1, ... ,'f'N}
is the set of all linear combinations {a.1<p1 + · · · + O'.N'f'N} of the elements of C.

Note that M is a subspace of X because it is closed under vector addition

and scalar multiplication.

Definition A collection C {<p1, '1'2, ... , <p N} of vectors in a linear space is

linearly independent if
N
L O'.j'f'j =0 only if a. 1 = a. 2 = · · · = a.N = 0.
j=l

A sequence of vectors {'Pn} is linearly independent if any finite collection C

drawn from the sequence is linearly independent.
The definition implies that in a finite set of linearly independent vectors no
one element can be expressed as a linear combination of the remaining elements.

25
26 CHAPTER 2. BASIC APPROXIMATION THEORY

Definition Let C = { cp 1 , ... , 'PN} be a collection of N linearly independent

vectors of X with the property that every element of X is a linear combination
of the {'PJ} (i.e., span{cp 1 , ... ,cpN} = X). Then the set {cpJ} is a basis of X,
and X has dimension N.

The theorems of linear algebra assure that every basis of an N-dimensional

vector space consists of N elements, but not every vector space has a finite-
dimensional basis. Spaces containing sets of countably many linearly indepen-
dent vectors are called infinite dimensional.

2.1 Norms and inner products

Basic t 0 the idea of approximation is the concept of a distance between vectors
f and an approximation g, or the "size" of the vector f - g. This leads us to
the the idea of a norm for assessing the size of vectors.

Definition Let x· be a vector space. A norm on X is a real-valued function

F : X --+ R such that for every f, g E X and every scalar a E S, it is true that
i) F(f) # o if f # O;
ii) F(af) =Jal F(f);
iii) F(f + g) :0: F(f) + F(g).
Proposition 2.1 F(f) 2: 0.

Proof. From ii) with a= 0, we know that F(O) = 0. Thus

0 = F(f + (- f)) :0: F(f) + F(- f) = 2F(f).

In other words, F(f) 2: 0.

The value of the norm function F is almost always written as llfll · A vector
space X together with a norm on X is called a normed linear space. The
inequality iii) is commonly called the triangle inequality.
The concept of a norm is an abstraction of the usual length of a vector in
Euclidean three-space and provides a measure of the "distance" llf - 911 between
two vectors f, g E X. Thus in the space R3 of triples x = (x1, x2, X3) of real
numbers with the customary definitions of addition and scalar multiplication,
the function
11£11 = Jxi + x~ + x§
is a norm (see Example 2.6a). The distance induced by-this norm is the everyday
Euclidean distance.
In a linear space X, our approximation problem will be to find a member
fM of a given subspace JV[ C X that is closest to a given vector fin the sense
that II/ - /Mil :0: II/ - mil for all m E M. We shall be concerned only with
finite-dimensional subspaces M.
2.1. NORMS AND INNER PRODUCTS 27

We know from elementary geometry that in ordinary Euclidean three-space,

the closest point on a line or a plane containing the origin to a given point x in
the space is the perpendicular projection of x onto the line or plane. This is the
idea that we shall abstract to our general settin·g. For this, we need to extend
the notion of the "dot," or scalar, product.

Definition An inner product on a vector space X is a scalar-valued function

G : X x X --> S on ordered pairs of elements of X such that

i) G(f, f) ;:>- 0 and G(f, f) = 0 if and only if f = O;

ii) G(f, g) = G(g, f) [,6 denotes the complex conjugate of ,8];
iii) G(af,g) = aG(J,g); and

iv) G(f + g, h) = G(f, h) + G(g, h).

We shall usually denote G(f, g) by (f, g). A vector space together with .an
inner product defined on it is called an inner product space.
The next proposition is easy to verify.

Proposition 2.2 An inner product has the following properties:

i) (f, ag) =Ci. (f, g),

ii) (f,g + h) = (f,g) + (f, h),
iii) ( 0, g) = 0.
Definition Two vectors f and g in an inner product space are said to be
orthogonal if (f, g) = 0.

Example 2.3 a) In real Euclidean n-space Rn, the usual dot product

(x,fj) =x·iJ= L,xjyj,

j=l

where x = (x1, x2, ... , Xn) and iJ = (Y1, y2, ... , Yn) is an inner product.
b) In R2, for x = (x 1,x2) and iJ = (y 1,yz) define (x,fj) by (x,fj) =Ax· i],
where A is the matrix
A=(2 1)
. 1 2
and i1 · iJ is the usual dot product of i1 and ii. Then (x, fj) is an inner product.
First consider

(x,x) = Ax·x= (2x1 +x2,x1 +2x2) · (x1,x2) = 2 (xf +x2x1 +x~)

= 2 [(xi+ ~2 )2 + ~x~].
28 CHAPTER 2. BASIC APPROXIMATION THEORY

It is clear that (x, x) :'.'.: 0 and (x, x) = 0 if and only if x = (0, 0).
To see that (x, flJ = (y, x), simply compute both inner products. The re-
maining two properties are evident.
c) On the space of all continuous functions (real- or complex-valued) defined
on the reals having period 2£, it is easy to verify that
L

(f,g) = J f(t)g(t)dt
-L

is an inner product.

Theorem 2.4 In an inner product space, l(f,g)I '.::: j(f,J)~.

Proof. If(!, g) = 0, then the proposition is obviously true, so assume(!, g) of 0.

Let a be a complex number. Then

(f + ag, f + ag) :'.'.: 0.

Now
(f + ag, f + ag) = (!, f) +Ci(!, g) + a(g, f) + lnl 2 (g, g).
Next, let a= t(f,g), where tis any real number. Then-·

(f + ag, f + ag) = (!, f) +a(!, g) + o:(g,f) + (g, g)

= -u, !) + 2t l(f, g)l 2 + t 2 l(f,g)l 2 (g, g) ::=:: 0.

This expression is quadratic in t and so the fact that it is never negative means
that
4 l(f, g)l 4 - 4 l(f,g)l 2 (!, !) (g,g) ::; 0.
In other words,
l(f,g)l 2 ::; (!,!) (g,g),
which completes the proof.
The inequality
l(f,g)I < J(f,f) ~
is known as Schwarz's inequality.

Corollary 2.5 Suppose X is an inner product space. Then the function F

defined by F(f) = j(f,l) is a norm on X.

Proof. The proofs that F(f) :'.'.: 0 and F( a!) = lnl F(f) are simple and omitted.
We prove the triangle inequality.

F(f + g) 2 = (f +g,f +g) = (f,f) + (f,g) + (g,f) + (g,g)

= F(f) 2 + 2Re((f,g)) + F(g) 2 ::; F(f) 2 + 2 l(f, g)I + F(g) 2
'.::: F(/) 2 + 2F(f)F(g) + F(g) 2 = (F(f) + F(g)) 2 .
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Masters, and Mr. Hecht contribute, so long will it be cheap at any
price. And, who knows? I may yet learn from my friend Mr. Kaun the
hidden beauties of a singular subject with a plural verb.

The January-February Issue

On account of having no funds during January we have been
forced to combine the two issues. Subscriptions will be
extended accordingly.
 FINE ARTS THEATRE

For TWO WEEKS, Beginning

January 17, 1916

THE CHICAGO PLAYERS

with
MME. BORGNY HAMMER

Evenings (Except Wednesdays and Thursdays)

and Saturday Matinees

“AGNETE”
by
AMALIE SKRAM
(First Time in English)

Wednesday and Thursday Evenings

and Special Matinees
JANUARY 20, 21, 26 and 27

“THERESE RAQUIN”
by
EMILE ZOLA

FINE ARTS THEATRE

 BLACKSTONE HOTEL
French Room
Eight talks on Literature, Art and the Drama on
successive Saturday afternoons at half-past three,
during the entire months of January and February,
beginning January the eighth.
Lecturer

JESSE QUITMAN

Saturday, January 29th, 3:30—Subject to be announced.

Saturday, February 5th, 3:30—Subject to be announced.
Saturday, February 12th, 3:30—Subject to be announced.
Saturday, February 19th, 3:30—Subject to be announced.
Saturday, February 26th, 3:30—Subject to be announced.
An Invitation Cordially Extended
No Door Fee

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You can call it either charity or advertising, it makes no difference to us as long as we accomplish
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Last year we distributed 70,720 fifty-pound lots of Consumers coal. You

may call them advertising samples or charity just as you choose. In either
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 BUY YOUR BOOKS HERE

If you wish to assist The Little Review without cost to yourself you may
order books—any book—from the Gotham Book Society and The Little
Review will be benefitted by the sales. By this method The Little Review
hopes to help solve a sometimes perplexing business problem—whether
the book you want is listed here or not the Gotham will supply your needs.
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Department K. Here are some suggestions of the books the Gotham Book
Society is selling at publishers’ prices. All prices cover postage charges.

POETRY AND DRAMA

SEVEN SHORT PLAYS. By Lady Gregory. Contains the following plays by the
woman who holds one of the three places of most importance in the modern
Celtic movement, and is chiefly responsible for the Irish theatrical development
of recent years: “Spreading the News,” “Hyacinth Halvey,” “The Rising of the
Moon,” “The Jackdaw,” “The Workhouse Ward,” “The Traveling Man,” “The Gaol
Gate,” together with music for songs in the plays and explanatory notes. Send
$1.60.
THE MAN WHO MARRIED A DUMB WIFE. By Anatole France. Translated by
Curtis Hidden Page. Illustrated. Founded on the plot of an old but lost play
mentioned by Rabelais. Send 85c.
THE GARDENER. By Rabindranath Tagore. The famous collection of lyrics of
love and life by the Nobel Prizeman. Send $1.35.
DOME OF MANY-COLORED GLASS. New Ed. of the Poems of Amy Lowell.
Send $1.35.
SPOON RIVER ANTHOLOGY. By Edgar Lee Masters. Send $1.35.
DREAMS AND DUST. A book of lyrics, ballads and other verse forms in which
the major key is that of cheerfulness. Send $1.28.
SOME IMAGIST POETS. An Anthology. The best recent work of Richard
Aldington, “H. D.,” John Gould, Fletcher, F. S. Flint, D. H. Lawrence and Amy
Lowell. 83c, postpaid.
THE WAGES OF WAR. By J. Wiegand and Wilhelm Scharrelman. A play in
three acts, dedicated to the Friends of Peace. Life in Russia during Russo-
Japanese War. Translated by Amelia Von Ende. Send 95c.
THE DAWN (Les Aubes). A symbolic war play, by Emile Verhaeren, the poet of
the Belgians. The author approaches life through the feelings and passions.
Send $1.10.
CHILD OF THE AMAZONS, and other Poems by Max Eastman. “Mr. Eastman
has the gift of the singing line.”—Vida D. Scudder. “A poet of beautiful form and
feeling.”—Wm. Marion Reedy. Send $1.10.
THE POET IN THE DESERT. By Charles Erskine Scott Wood. A series of rebel
poems from the Great American Desert, dealing with Nature, Life and all phases
of Revolutionary Thought. Octavo gray boards. Send $1.10.
CHALLENGE. By Louis Untermeyer. “No other contemporary poet has more
independently and imperiously voiced the dominant thought of the times.”—
Philadelphia North American. Send $1.10.
ARROWS IN THE GALE. By Arturo Giovannitti, introduction by Helen Keller.
This book contains the thrilling poem “The Cage.” Send $1.10.
SONGS FOR THE NEW AGE. By James Oppenheim. “A rousing volume, full of
vehement protest and splendor.” Beautifully bound. Send $1.35.
AND PIPPA DANCES. By Gerhart Hauptmann. A mystical tale of the
glassworks, in four acts. Translated by Mary Harned. Send 95c.
AGNES BERNAUER. By Frederick Hebbel. A tragedy in five acts. Life in
Germany in 15th century. Translated by Loueen Pattie. Send 95c.
IN CHAINS (“Les Tenailles”). By Paul Hervieu. In three acts. A powerful
arraignment of “Marriage a La Mode.” Translated by Ysidor Asckenasy. Send 95c.
SONGS OF LOVE AND REBELLION. Covington Hall’s best and finest poems
on Revolution, Love and Miscellaneous Visions. Send 56c.
RENAISSANCE. By Holger Drachman. A melodrama. Dealing with studio life in
Venice, 16th century. Translated by Lee M. Hollander. Send 95c.
THE MADMAN DIVINE. By Jose Echegaray. Prose drama in four acts.
Translated by Elizabeth Howard West. Send 95c.
TO THE STARS. By Leonid Andreyieff. Four acts. A glimpse of young Russia in
the throes of the Revolution. Time: The Present. Translated by Dr. A. Goudiss.
Send 95c.
PHANTASMS. By Roberto Bracco. A drama in four acts, translated by Dirce St.
Cyr. Send 95c.
THE HIDDEN SPRING. By Roberto Bracco. A drama in four acts, translated by
Dirce St. Cyr. Send 95c.
THE DRAMA LEAGUE SERIES. A series of modern plays, published for the
Drama League of America. Attractively bound.
THE THIEF. By Henry Bernstein. (Just Out).
A FALSE SAINT. By Francois de Curel.
THE TRAIL OF THE TORCH. By Paul Hervieu.
MY LADY’S DRESS. By Edward Knoblauch.
A WOMAN’S WAY. By Thompson Buchanan.
THE APOSTLE. By Paul Hyacinthe Loyson.
Each of the above books 82c, postpaid.
DRAMATIC WORKS, VOLUME VI. By Gerhart Hauptmann. The sixth volume,
containing three of Hauptmann’s later plays. Send $1.60.
THE DAWN (Les Aubes). A symbolic war play, by Emile Verhaeren, the poet
of the Belgians. “The author approaches life through the feelings and passions.
His dramas express the vitality and strenuousness of his people.” Send $1.10.
THE GREEK COMMONWEALTH. By Alfred A. Zimmern. Send $3.00.
EURIPIDES: “Hippolytus,” “Bacchae,” Aristophanes’ “Frogs.” Translated by
Gilbert Murray. Send $1.75.
THE TROJAN WOMEN. Translated by Gilbert Murray. Send 85c.
MEDEA. Translated by Gilbert Murray. Send 85c.
ELECTRA. Translated by Gilbert Murray. Send 85c.
ANCIENT GREEK LITERATURE. By Gilbert Murray. Send $2.10.
EURIPIDES AND HIS AGE. By Gilbert Murray. Send 75c.

GENERAL

VAGRANT MEMORIES. By William Winter. Illustrated. The famous dramatic

critic tells of his associations with the drama for two generations. Send $3.25.
THE NEARING CASE. By Lightner Witmer. A complete account of the dismissal
of Professor Nearing from the University of Pennsylvania, containing the
indictment, the evidence, the arguments, the summing up and all the important
papers in the case, with some indication of its importance to the question of
free speech. 60c postpaid.
THE ART OF THE MOVING PICTURE. By Vachel Lindsay. Send $1.60.
WRITING AND SELLING A PLAY. By Fanny Cannon. A practical book by a
woman who is herself an actress, a playwright, a professional reader and critic
of play manuscripts, and has also staged and directed plays. Send $1.60.
GLIMPSES OF THE COSMOS. A Mental Autobiography. By Lester F. Ward. Vol.
IV. The fourth in the series of eight volumes which will contain the collected
essays of Dr. Ward. Send $2.65.
EVERYMAN’S ENCYCLOPEDIA is the cure for inefficiency. It is the handiest
and cheapest form of modern collected knowledge, and should be in every
classroom, every office, every home. Twelve volumes in box. Cloth. Send
$6.00.
Three Other Styles of Binding. Mail your order today.
NIETZSCHE. By Dr. Georg Brandes, the discoverer of Nietzsche. Send $1.25.
WAR AND CULTURE. By John Cowper Powys. Send 70c.
SHATTUCK’S PARLIAMENTARY ANSWERS. By Harriette R. Shattuck.
Alphabetically arranged for all questions likely to arise in Women’s
organizations. 16mo. Cloth. 67c postpaid. Flexible Leather Edition. Full Gilt
Edges. Net $1.10 postpaid.
EAT AND GROW THIN. By Vance Thompson. A collection of the hitherto
unpublished Mahdah menus and recipes for which Americans have been paying
fifty-guinea fees to fashionable physicians in order to escape the tragedy of
growing fat. Cloth. Send $1.10.
FORTY THOUSAND QUOTATIONS. By Charles Noel Douglas. These 40,000
prose and poetical quotations are selected from standard authors of ancient and
modern times, are classified according to subject, fill 2,000 pages, and are
provided with a thumb index. $3.15, postpaid.
THE CRY FOR JUSTICE. An anthology of the literature of social protest,
edited by Upton Sinclair. Introduction by Jack London. “The work is world-
literature, as well as the Gospel of a universal humanism.” Contains the writings
of philosophers, poets, novelists, social reformers, selected from twenty-five
languages, covering a period of five thousand years. Inspiring to every thinking
man and woman; a handbook of reference to all students of social conditions.
955 pages, including 32 illustrations. Cloth Binding, vellum cloth, price very
low for so large a book. Send $2.00. Three-quarter Leather Binding, a
handsome and durable library style, specially suitable for presentation. Send
$3.50.
MY CHILDHOOD. By Maxim Gorky. The autobiography of the famous Russian
novelist up to his seventeenth year. An astounding human document and an
explanation (perhaps unconscious) of the Russian national character.
Frontispiece portrait. 8vo. 308 pages. $2.00 net, postage 10 cents. (Ready Oct.
14).
AFFIRMATIONS. By Havelock Ellis. A discussion of some of the fundamental
questions of life and morality as expressed in, or suggested by, literature. The
subjects of the five studies are Nietzsche, Zola, Huysmans, Casanova and St.
Francis of Assisi. Send $1.87.

LITERATURE

COMPLETE WORKS. Maurice Maeterlinck. The Essays, 10 vols., per vol., net
$1.75. The Plays, 8 vols., per vol., net $1.50. Poems, 1 vol., net $1.50. Volumes
sold separately. In uniform style, 19 volumes. Limp green leather, flexible cover,
thin paper, gilt top, 12mo. Postage added.
INTERPRETATIONS OF LITERATURE. By Lafcadio Hearn. A remarkable
work. Lafcadio Hearn became as nearly Japanese as an Occidental can become.
English literature is interpreted from a new angle in this book. Send $6.50.
BERNARD SHAW: A Critical Study. By P. P. Howe. Send $2.15.
MAURICE MAETERLINCK: A Critical Study. By Una Taylor. 8vo. Send $2.15.
W. B. YEATS: A Critical Study. By Forest Reid. Send $2.15.
DEAD SOULS. Nikolai Gogol’s great humorous classic translated from the
Russian. Send $1.25.
ENJOYMENT OF POETRY. By Max Eastman. “His book is a masterpiece,” says
J. B. Kerfoot in Life. By mail, $1.35.
THE PATH OF GLORY. By Anatole France. Illustrated. 8vo. Cloth. An English
edition of a remarkable book that M. Anatole France has written to be sold for
the benefit of disabled soldiers. The original French is printed alongside the
English translation. Send $1.35.
THE PILLAR OF FIRE: A Profane Baccalaureate. By Seymour Deming. Takes
up and treats with satire and with logical analysis such questions as, What is a
college education? What is a college man? What is the aristocracy of intellect?—
searching pitilessly into and through the whole question of collegiate training for
life. Send $1.10.
IVORY APES AND PEACOCKS. By James Huneker. A collection of essays in
Mr. Huneker’s well-known brilliant style, of which some are critical discussions
upon the work and personality of Conrad, Whitman, Tolstoy, Dostoevsky, and
the younger Russians, while others deal with music, art, and social topics. The
title is borrowed from the manifest of Solomon’s ship trading with Tarshish.
Send $1.60.
INTERPRETATIONS OF ENGLISH LITERATURE. By Lafcadio Hearn. Two
volumes. Mr. Hearn, who was at once a scholar, a genius, and a master of
English style, interprets in this volume the literature of which he was a student,
its masterpieces, and its masters, for the benefit, originally, of the race of his
adoption. $6.50, postpaid.
IDEALS AND REALITIES IN RUSSIAN LITERATURE. By Prince Kropotkin.
Send $1.60.
VISIONS AND REVISIONS. By John Cowper Powys. A Book of Literary
Devotions. Send $2.10.
SIX FRENCH POETS. By Amy Lowell. First English book to contain a minute
and careful study of Verhaeren, Albert Samain, Remy de Gourmont, Henri de
Régnier, Francis Jammes and Paul Fort. Send $2.75.
LANDMARKS IN RUSSIAN LITERATURE. By Maurice Baring. Intimate
studies of Tolstoi, Turgenev, Gogol, Chekov, Dostoevsky. Send $2.00.

FICTION

THE TURMOIL. By Booth Tarkington. A beautiful story of young love and

modern business. Send $1.45.
SET OF SIX. By Joseph Conrad. Short stories. Scribner. Send $1.50.
AN ANARCHIST WOMAN. By H. Hapgood. This extraordinary novel points out
the nature, the value and also the tragic limitations of the social rebel. Published
at $1.25 net; our price, 60c., postage paid.
THE HARBOR. By Ernest Poole. A novel of remarkable power and vision in
which are depicted the great changes taking place in American life, business
and ideals. Send $1.60.
MAXIM GORKY. Twenty-six and One and other stories from the Vagabond
Series. Published at $1.25; our price 60c., postage paid.
SANINE. By Artzibashef. The sensational Russian novel now obtainable in
English. Send $1.45.
A FAR COUNTRY. Winston Churchill’s new novel is another realistic and
faithful picture of contemporary American life, and more daring than “The
Inside of the Cup.” Send $1.60.
BOON—THE MIND OF THE RACE. Was it written by H. G. Wells? He now
admits it may have been. It contains an “ambiguous introduction” by him.
Anyhow it’s a rollicking set of stories, written to delight you. Send $1.45.
NEVER TOLD TALES. Presents in the form of fiction, in language which is
simplicity itself, the disastrous results of sexual ignorance. The book is epoch-
making; it has reached the ninth edition. It should be read by everyone,
physician and layman, especially those contemplating marriage. Cloth. Send
$1.10.
PAN’S GARDEN. By Algernon Blackwood. Send $1.60.
THE CROCK OF GOLD. By James Stephens. Send $1.60.
THE INVISIBLE EVENT. By J. D. Beresford. Jacob Stahl, writer and weakling,
splendidly finds himself in the love of a superb woman. Send $1.45. The Jacob
Stahl trilogy: “The Early History of Jacob Stahl,” “A Candidate for Truth,” “The
Invisible Event.” Three volumes, boxed. Send $2.75.
OSCAR WILDE’S WORKS. Ravenna edition. Red limp leather. Sold separately.
The books are: The Picture of Dorian Gray, Lord Arthur Saville’s Crime, and the
Portrait of Mr. W. H., The Duchess of Padua, Poems (including “The Sphinx,”
“The Ballad of Reading Gaol,” and Uncollected Pieces), Lady Windermere’s Fan,
A Woman of No Importance, An Ideal Husband, The Importance of Being
Earnest, A House of Pomegranates, Intentions, De Profundis and Prison Letters,
Essays (“Historical Criticism,” “English Renaissance,” “London Models,” “Poems in
Prose”), Salome, La Sainte Courtisane. Send $1.35 for each book.
THE RAT-PIT. By Patrick MacGill. A novel by the navvy-poet who sprang
suddenly into attention with his “Children of the Dead End.” This story is mainly
about a boarding house in Glasgow called “The Rat-Pit,” and the very poor who
are its frequenters. Send $1.35.
THE AMETHYST RING. By Anatole France. Translated by B. Drillien. $1.85
postpaid.
CRAINQUEBILLE. By Anatole France. Translated by Winifred Stevens. The
story of a costermonger who is turned from a dull-witted and inoffensive
creature by the hounding of the police and the too rigorous measures of the law
into a desperado. Send $1.85.
VIOLETTE OF PERE LACHAISE. By Anna Strunsky Walling. Records the
spiritual development of a gifted young woman who becomes an actress and
devotes herself to the social revolution. Send $1.10.
THE “GENIUS.” By Theodore Dreiser. Send $1.60.
JERUSALEM. By Selma Lagerlof. Translated by Velma Swanston. The scene is a
little Swedish village whose inhabitants are bound in age-old custom and are
asleep in their narrow provincial life. The story tells of their awakening, of the
tremendous social and religious upheaval that takes place among them, and of
the heights of self-sacrifice to which they mount. Send $1.45.
BREAKING-POINT. By Michael Artzibashef. A comprehensive picture of
modern Russian life by the author of “Sanine.” Send $1.35.
RUSSIAN SILHOUETTES. By Anton Tchekoff. Translated by Marian Fell.
Stories which reveal the Russian mind, nature and civilization. Send $1.47.
THE FREELANDS. By John Galsworthy. Gives a large and vivid presentation of
English life under the stress of modern social conflict, centering upon a romance
of boy-and-girl love—that theme in which Galsworthy excels all his
contemporaries. Send $1.45.
FIDELITY. Susan Glaspell’s greatest novel. The author calls it “The story of a
woman’s love—of what that love impels her to do—what it makes of her.” Send
$1.45.
WOOD AND STONE. By John Cowper Powys. An Epoch Making Novel. Send
$1.60.
RED FLEECE. By Will Levington Comfort. A story of the Russian revolutionists
and the proletariat in general in the Great War, and how they risk execution by
preaching peace even in the trenches. Exciting, understanding, and
everlastingly true; for Comfort himself is soldier and revolutionist as well as
artist. He is our American Artsibacheff; one of the very few American masters of
the “new fiction.” Send $1.35.
THE STAR ROVER. By Jack London. Frontispiece in colors by Jay Hambidge. A
man unjustly accused of murder is sentenced to imprisonment and finally sent
to execution, but proves the supremacy of mind over matter by succeeding,
after long practice, in loosing his spirit from his body and sending it on long
quests through the universe, finally cheating the gallows in this way. Send
$1.60.
THE RESEARCH MAGNIFICENT. By H. G. Wells. Tells the story of the life of
one man, with its many complications with the lives of others, both men and
women of varied station, and his wanderings over many parts of the globe in
his search for the best and noblest kind of life. $1.60, postpaid.

SEXOLOGY

Here is the great sex book of the day: Forel’s THE SEXUAL QUESTION. A
scientific, psychological, hygienic, legal and sociological work for the cultured
classes. By Europe’s foremost nerve specialist. Chapter on “love and other
irradiations of the sexual appetite” a profound revelation of human emotions.
Degeneracy exposed. Birth control discussed. Should be in the hands of all
dealing with domestic relations. Medical edition $5.50. Same book, cheaper
binding, now $1.60.
Painful childbirth in this age of scientific progress is unnecessary. THE TRUTH
ABOUT TWILIGHT SLEEP, by Hanna Rion (Mrs. Ver Beck), is a message to
mothers by an American mother, presenting with authority and deep human
interest the impartial and conclusive evidence of a personal investigation of the
Freiburg method of painless childbirth. Send $1.62.
FREUD’S THEORIES OF THE NEUROSES. By Dr. E. Hitschmann. A brief and
clear summary of Freud’s theories. Price, $2.
PLAIN FACTS ABOUT A GREAT EVIL. By Christobel Pankhurst. One of the
strongest and frankest books ever written, depicting the dangers of promiscuity
in men. This book was once suppressed by Anthony Comstock. Send (paper)
60c, (cloth) $1.10.
SEXUAL LIFE OF WOMAN. By Dr. E. Heinrich Kisch (Prague). An epitome of
the subject. Sold only to physicians, jurists, clergymen and educators. Send
$5.50.
KRAFFT-EBING’S PSYCHOPATHIA SEXUALIS. Only authorized English
translation of 12th German Edition. By F. J. Rebman. Sold only to physicians,
jurists, clergymen and educators. Price, $4.35. Special thin paper edition, $1.60.
THE SMALL FAMILY SYSTEM: IS IT IMMORAL OR INJURIOUS? By Dr. C.
V. Drysdale. The question of birth control cannot be intelligently discussed
without knowledge of the facts and figures herein contained. $1.10, postpaid.
MAN AND WOMAN. By Dr. Havelock Ellis, the foremost authority on sexual
characteristics. A new (5th) edition. Send $1.60.
A new book by Dr. Robinson: THE LIMITATION OF OFFSPRING BY THE
PREVENTION OF PREGNANCY. The enormous benefits of the practice to
individuals, society and the race pointed out and all objections answered. Send
$1.05.
WHAT EVERY GIRL SHOULD KNOW. By Margaret Sanger. Send 55 cents.
WHAT EVERY MOTHER SHOULD KNOW. By Margaret Sanger. Send 30
cents.
THE THEORY OF PSYCHOANALYSIS. By Dr. C. Jung. A concise statement of
the present aspects of the psychoanalytic hypotheses. Price, $1.50.
SELECTED PAPERS ON HYSTERIA AND OTHER PSYCHONEUROSES. By
Prof. S. Freud, M.D. A selection of some of the more important of Freud’s
writings. Send $2.50.
THREE CONTRIBUTIONS TO SEXUAL THEORY. By John C. Van Dyke. Fully
illustrated. New edition revised and rewritten. Send $1.60.
THREE CONTRIBUTIONS TO SEXUAL THEORY. By Prof. Sigmund Freud.
The psychology of psycho-sexual development. Price, $2.
FUNCTIONAL PERIODICITY. An experimental study of the mental and motor
abilities of women during menstruation by Leta Stetter Hollingworth. Cloth,
$1.15. Paper, 85c.

ART

MICHAEL ANGELO. By Romain Rolland. Twenty-two full-page illustrations. A

critical and illuminating exposition of the genius of Michael Angelo. $2.65,
postpaid.
INTERIOR DECORATION: ITS PRINCIPLES AND PRACTICE. By Frank
Alvah Parsons. Illustrated. $3.25, postpaid.
THE BARBIZON PAINTERS. By Arthur Hoeber. One hundred illustrations in
sepia, reproducing characteristic work of the school. $1.90, postpaid.
THE BOOK OF MUSICAL KNOWLEDGE. By Arthur Elson. Illustrated. Gives in
outline a general musical education, the evolution and history of music, the lives
and works of the great composers, the various musical forms and their analysis,
the instruments and their use, and several special topics. $3.75, postpaid.
MODERN PAINTING: ITS TENDENCY AND MEANING. By Willard
Huntington Wright, author of “What Nietzsche Taught,” etc. Four color plates
and 24 illustrations. “Modern Painting” gives—for the first time in any language
—a clear, compact review of all the important activities of modern art which
began with Delacroix and ended only with the war. Send $2.75.
THE ROMANCE OF LEONARDO DA VINCI. By A. J. Anderson. Photogravure
frontispiece and 16 illustrations in half-tone. Sets forth the great artist as a man
so profoundly interested in and closely allied with every movement of his age
that he might be called an incarnation of the Renaissance. $3.95, postpaid.
THE COLOUR OF PARIS. By Lucien Descaves. Large 8vo. New edition, with
60 illustrations printed in four colors from paintings by the Japanese artist,
Yoshio Markino. By the members of the Academy Goncourt under the general
editorship of M. Lucien Descaves. Send $3.30.

SCIENCE AND SOCIOLOGY

CAUSES AND CURES OF CRIME. A popular study of criminology from the

bio-social viewpoint. By Thomas Speed Mosby, former Pardon Attorney, State of
Missouri, member American Institute of Criminal Law and Criminology, etc. 356
pages, with 100 original illustrations. Price, $2.15, postpaid.
THE PSYCHOLOGY OF RELAXATION. By G. T. W. Patrick. A notable and
unusually interesting volume explaining the importance of sports, laughter,
profanity, the use of alcohol and even war as furnishing needed relaxation to
the higher nerve centres. Send 88c.
PSYCHOLOGY OF THE UNCONSCIOUS. By Dr. C. G. Jung, of the University
of Zurich. Translated by Beatrice M. Hinkle, M.D., of the Neurological
Department of Cornell University and the New York Post-Graduate Medical
School. This remarkable work does for psychology what the theory of evolution
did for biology; and promises an equally profound change in the thought of
mankind. A very important book. Large 8vo. Send $4.40.
SOCIALIZED GERMANY. By Frederic C. Howe, author of “The Modern City
and Its Problems,” etc., etc.; Commissioner of Immigration at the Port of New
York. “The real peril to the other powers of western civilization lies in the fact
that Germany is more intelligently organized than the rest of the world.” This
book is a frank attempt to explain this efficiency. $1.00, postpaid.
SCIENTIFIC INVENTIONS OF TODAY. Illustrated. By T. W. Corbin. The
modern uses of explosives, electricity, and the most interesting kinds of
chemicals are revealed to young and old. Send $1.60.
THE HUNTING WASPS. By J. Henri Fabre. 12mo. Bound in uniform style with
the other books by the same author. In the same exquisite vein as “The Life of
the Spider,” “The Life of the Fly,” etc. Send $1.60.
SCHOOLS OF TOMORROW. By John Dewey and Evelyn Dewey. Illustrated. A
study of a number of the schools of this country which are using advanced
methods of experimenting with new ideas in the teaching and management of
children. The practical methods are described and the spirit which informs them
is analyzed and discussed. Send $1.60.
THE RHYTHM OF LIFE. By Charles Brodie Patterson. A discussion of harmony
in music and color, and its influence on thought and character. $1.60, postpaid.
THE FAITHFUL. By John Masefield. A three-act tragedy founded on a famous
legend of Japan. $1.35, postpaid.
INCOME. By Scott Nearing. An economic value is created amounting to, say,
$100. What part of that is returned to the laborer, what part to the manager,
what part to the property owner? This problem the author discusses in detail,
after which the other issues to which it leads are presented. Send $1.25.
THE STOIC PHILOSOPHY. By Gilbert Murray. An account of the greatest
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DREAMS AND MYTHS. By Dr. Karl Abraham. A lucid presentation of Freud’s
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WHAT WOMEN WANT. By Beatrice Forbes-Robertson Hale. $1.35 net;
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 THE BLAST

These days of great struggles urgently demand a militant labor voice to aid
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The time has come to gather together, so to speak, the scattered forces of
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I am planning to have for The Blast regular correspondences from the
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human problems; a Children’s Department, with the view of ultimately
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First issue of The Blast, January 15th, 1916.
The life of the paper and the success of its work will depend upon your
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Send subscriptions or contributions to The Blast, Box 661, San Francisco.

REVOLT
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HIPPOLYTE HAVEL, Editor. ROBERT MINOR, Cartoonist.

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You should know that in the February number of “THE
DRAMA” there will be published for the first time in English a
play by Artzibashef. It is a war drama which has stimulated
thinking people in Russia to think some more. A penetrating
study of Eugene Walter as the leader of dramatic realism in
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We should like to announce that we have on sale back numbers of “The
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These plays can be obtained by the sending of seventy-five cents to the
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 We do with Talking Machines what Ford did with Autos

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 THE
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Heretofore sold by subscription, only to physicians. Now offered to the public.
Written in plain terms. Former price $5.50. Now sent prepaid for $1.60. This is
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Ignorance Is the Great Curse!

Do you know, for instance, the scientific difference between love and passion?
Human life is full of hideous exhibits of wretchedness due to ignorance of sexual
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GOTHAM BOOK SOCIETY, DEPT. 564.

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 142 W. 23d St., New York City.

In answering this advertisement mention The Little Review.

 THE EGOIST
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 Transcriber’s Notes

There is obviously some text missing after the first line of the
“program” on page 6, between “... a different ...” and “... are the
most beautiful ...” (in “A Deeper Music”). This had to be left
uncorrected.

Advertisements were collected at the end of the text.

The table of contents on the title page was adjusted in order to

reflect correctly the headings in this issue of The Little Review.

The original spelling was mostly preserved. A few obvious

typographical errors were silently corrected. All other changes are
shown here (before/after):

... On the corner stands the novelist and the store-manager, still
talking. ...
... On the corner stand the novelist and the store-manager, still
talking. ...
*** END OF THE PROJECT GUTENBERG EBOOK THE LITTLE
REVIEW, JANUARY-FEBRUARY 1916 (VOL. 2, NO. 10) ***

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