The spectral representation of two-point boundary-value problems for third-order linear evolution partial differential equations

Abstract

We use a spectral transform method to study general boundary-value problems for third-order, linear, evolution partial differential equations with constant coefficients, posed on a finite space domain. We show how this method yields a simple characterization of the discrete spectrum of the associated spatial differential operator, and discuss the obstructions that arise when trying to represent the solution of such a problem as a series of exponential functions. We first review the theory for second-order two-point boundary-value problems, and present an alternative way to derive the classical series representation, as well as an equivalent integral representation, which generally involves complex contours. We illustrate the advantages of the integral representation by studying in some detail the case where Robin-type boundary conditions are prescribed. We then consider the third-order case and show that the integral representation is in general not equivalent to a discrete series representation, justifying a posteriori the failure of some of the classical approaches. We illustrate the third-order case in detail, using the example of the equation q t + q xxx =0 for various types of boundary conditions. In contrast with the second-order case, the qualitative properties of the spectrum of the associated spatial differential operator depend in this case not only on the equation but also on the type of boundary conditions. In particular, the solution appears to admit a series representation only when the prescribed boundary conditions couple the two endpoints of the interval.