Chapter 5

Fourier Expansions and Separation of

Variables in Rectangular Coordinates
Eigenfunctions come naturally in the treatment of vibrations in a confined space. Electromagnetic eigenmodes arise in the same way as their mechanical counterpart, such as sound
waves in organ pipes. The basic equation for waves of speed c is
2
1 2
= 2 2
x2
c t

(5.1)

in one dimension. An eigenmode is sinusoidal in time, so that the wave equation becomes
2
+ k 2 = 0,
x2

(5.2)

where c |k| is the angular frequency (usually called ). The solutions are plane waves
exp(ikx), with positive and negative k.

5.1

Convergence

If the waves are confined to a ring of length L, the eigenfunctions are simply plane waves
with k taking the special values (eigenvalues)
kn = 2n/L,
The expansion
f (x) =
with

Cn =

X
n=

L/2

L/2

n integer.

Cn exp(ikn x),

exp(ikn x)f (x)dx/L,

32

(5.3)

(5.4)

(5.5)

is the basic Fourier expansion. It converges uniformly for any continuous periodic function
of period L. If f (x) is discontinuous or not periodic (i.e. if f (0) 6= f (L)), or worse if it is
singular, the convergence is slow, not uniform, and likely to cause problems in numerical
evaluations. At a simple jump of f from 0 to 1, for instance, any partial sum S(x) of
the Fourier series will overshoot up to 1.179 and show some wiggles. The overshoot and
wiggles occur over a narrower range as more terms are included in S, but never die outthis
is known as the Gibbs phenomenon. One should be wary when using Fourier expansions
near jumps and even near cusps. On the other hand for any square-integrable f there is
convergence in the mean, i.e. the mean square error
Z

M=

L/2

L/2

|f (x) S(x)|2 dx

(5.6)

can be made arbitrarily small. In practice, this means that most integrals involving f can
also be evaluated with arbitrarily small error.

5.2

Normalization

The eigenfunctions exp(ikn x) are mutually orthogonal but are normalized to L:

Z

L/2

L/2

[exp(ikm x)] exp(ikn x) dx =

L/2

L/2

exp(2i(n m)x/L) dx = Lnm .

(5.7)

This is not a problem, it simply entails that we must use dx/L in integrals such as (5.5). On
the other hand, we may prefer to introduce normalized eigenfunctions
1
un (x) = exp(ikn x)
L

(5.8)

and obtain, in place of (5.4) and (5.5), the more symmetric pair
f (x) =
Z

an =

X
n=

L/2

L/2

an un (x),

un (x)f (x) dx.

(5.9)

(5.10)

Often one deals with functions defined over all space, i.e. with the limit a .
The limit can be tricky and sometimes it is better to keep a finite until the very end of the
calculation. But usually one can simply make the replacements kn k and
L Z

dk.
2
n=

33

(5.11)

The most usual way to write the resulting Fourier-integral transform pair is
Z

f (x) =
Z

F (k) =

dk
,
2

(5.12)

f (x) eikx dx,

(5.13)

F (k) eikx

where f (k) corresponds to LC

n of Eq. (5.5). Mathematicians (and Jackson, at times) have
the habit of using a factor 1/ 2 in front of each integral, instead of leaving the entire 1/2
attached to the k integral.

5.3

Other boundary conditions

In place of the basis functions exp(ikn x) one can use cos(kn x) and sin(kn x) with kn 0.
This serves only to produce messier formulas.
On the other hand, there are cases where the functions of interest are required to
vanish at the boundaries (L/2, L/2) or (0, L). The relevant normalized eigenfunctions in
(0, L) are
s
2
Un (x) =
(5.14)
sin(qn x),
L
with
qn = n/L, n positive integer.
(5.15)
The transform pair (5.9), (5.10) is still valid in this case and is in fact entirely general
for expansions in orthonormal eigenfunctions, with appropriate modifications. One obvious
modification is that for fixed boundary conditions the sum over n runs from 1 to , while
for periodic boundary conditions it runs from to . The comments about convergence
apply to the general case as well.

5.4

Higher dimensions

In 3 dimensions, the wave equation leads to the Helmholtz equation

2 = k 2 ,

(5.16)

which has plane wave solutions exp(ik x). Periodic boundary conditions on a box of sides
Lx , Ly , Lz are not physically attainable in this case, but they are mathematically convenient.
They lead to the set of orthogonal functions exp(ik x), with the j Cartesian component of
k given by
(5.17)
(k)j = 2nj /Lj , nj integer.
The expansion of a function f (x) is
f (x) =

nx = ny = nz =

34

Cnx ,ny ,nz exp(ik x),

(5.18)

with

Cnx ,ny ,nz =

Lx /2

Lx /2

dx Z Ly /2 dy Z Lz /2 dz
exp(ik x)f (x).
Lx Ly /2 Ly Lz /2 Lz

(5.19)

In the continuum limit we obtain the Fourier integral representation

Z

f (x) =
Z

F (k) =
by the replacements

d3 k
,
(2)3

(5.20)

f (x) eikx d3 x,

(5.21)

F (k) eikx

V Z 3

d k,
(2)3
nz =

nx = ny =

V Cn f (k),

(5.22)
(5.23)

where V = Lx Ly Lz is the volume of the quantization box and the integrals are over all
space. Similar formulae apply in two dimensions.

5.5

The Dirac delta function

This is a particularly important singular function. In one dimension, it has the general
expression
X
un (x0 )un (x)
(5.24)
(x x0 ) =
n

for any complete set of eigenfunctions Un . For the plane waves exp(ikn x) this becomes

1 X
(x x ) =
exp [ikn (x x0 )] ,
L n=
0

and in the continuum limit

(5.25)

dk
.
(5.26)
2
The three-dimensional generalization is the usual (x) = (x)(y)(z), so that, for instance
0

(x x ) =

(x x0 ) =

eik(xx )

eik(xx )

d3 k
.
(2)3

(5.27)

It is worth noting that the partial sum SN of (5.25) has a central peak that becomes higher
and narrower for larger N , but also a lot of side wiggles that never go away:
1 ei2N x/L ei2N x/L
sin [(2N + 1)x/L]
SN (x) =
.
=
i2x/L
a
1e
L sin(x/L)

35

(5.28)

5.6

Application to electrostatics

How do we use all this math in electrostatics, where in the simplest case we need solutions
of Laplaces equation, corresponding to k = 0 in the Helmholtz equation, with appropriate
boundary conditions?

5.6.1

Rectangular box

Suppose the potential is assigned on the sides of an empty conducting rectangular box of
sides Lx , Ly , Lz . It is enough to consider the case where is not zero on one face only:
the general case can be built by superposition. Suppose then that = V (x, y) on the face
z = Lz , and vanishes on the other faces. We Fourier-expand in the dimensions x and y,
cleverly picking eigenfunctions that vanish on the lateral faces:
(x, y, z) =

X
nx ny

sin(nx x/Lx ) sin (ny y/Ly ) Anx ny (z).

(5.29)

The expansion coefficients are now functions of z, to be determined by using Laplaces

equation and the remaining boundary conditions on the top and bottom faces.
From 2 = 0 for all x and y it follows that

nx

Lx

2

ny

Ly

!2

2
+ 2 Anx ny (z) = 0,
z

(5.30)

which has the solutions exp(nx ny z), with

nx ny =

v
u
u nx 2
t

Lx

ny
+
Ly

!2

(5.31)

To satisfy = 0 on the z = 0 face, we pick the combination

Anx ny (z) = Anx ny sinh(nx ny z).

(5.32)

To satisfy the condition on the z = Lz face, which is

X
nx ny

sin(nx x/Lx ) sin (ny y/Ly ) Anx ny sinh(nx ny Lz ) = V (x, y),

(5.33)

we use Fouriers theorem and find

Anx ny =

Z Lx
Z Ly
4
dx
dy V (x, y) sin(nx x/Lx ) sin (ny y/Ly ) .
Lx Ly sinh(nx ny Lz ) 0
0
(5.34)

36

 The complete solution was easily obtained because:

The starting equation (Laplaces equation in this case) is completely separable
in the chosen variables x, y, z. That means that there are solutions of the form
X(x)Y (y)Z(z). In our case the differential operator is the sum of three separate
pieces that depend only on x, y and z respectively. This is the simplest case of
separability.
The boundary conditions are also separable in the same variables x, y, z.
Even partial separability may help. For instance, we may be able to expand in one
dimension only, thus reducing the problem to a two-dimensional one.
We are still left with an infinite double sum that must usually be evaluated numerically,
with all the caveats about the behavior at discontinuities. It is worthwhile to look for
approximations that permit the series to be evaluated analytically near singular points.

5.6.2

Rectangular trough

This is a two-dimensional problem: nothing depends on z. The boundary conditions are

that vanishes at x = 0 and x = L, as well as at y = , and it has an assigned value V (x)
at y = 0 (Fig. 2.10). The solution is

(x, y) =

n=1

An sin(nx/L) exp(ny/L),

(5.35)

with

2ZL
V (x) sin(nx/L) dx.
L 0
For instance, if V (x) is constant, we have
An =

An =

4V
n

for odd n,

(5.36)

(5.37)

and 0 otherwise. In simple cases like this the series can be summed. As in most twodimensional problems, it is convenient to work with the complex variable
z = x + iy

(5.38)

instead of x and y. In our case we note that

=

X 1
4V
Im
exp(inz/a).

n odd n

37

(5.39)

We put Z = eiz/L and recall that

X
1

(1)n+1 Z n ,
n
n=1

X
1 n
ln(1 Z) =
Z ,
n=1 n
ln(1 + Z) =

so that by subtracting,
ln
Then

(5.40)

X 1
1+Z
=2
Z n.
1Z
n
n odd

2V
1+Z
=
Im ln

1Z

(5.41)
!

2V
2 Im Z
=
.
arctan

1 |Z|2

(5.42)

With Im Z = ey/L sin(x/L) and |Z|2 = e2y/L , we obtain finally

"

2V
sin(x/L)
.
=
arctan

sinh(y/L)

(5.43)

Plots of the equipotentials and field lines are shown in the figure.

=0

=0

x=0

= V

x=L

In the corner near the origin, ' V (1 2/), where = arctan(y/x) as usual.
The field is azimuthal, E = 2V /. The energy density diverges as 1/2 and the total
energy for > 0 also diverges as 0 0, although only logarithmically. More generally, it
costs infinite energy to join two plates at any angle when there is a potential difference V
between them. In practice, a small gap must be left and the energy of the adjoining plates
38

goes like (V /)2 ln w per unit length of the common edge, where w the width of the gap.
This logarithmic divergence also occurs for adjoining edges that are not straight.
Jackson has many problems and examples of adjoining plates and shells at different
potentials. Such problems are not very realistic, for the reason discussed above.

5.6.3

Polar coordinates

Some problems in electrostatics are best solved in polar coordinates (, ). Laplaces equation
in polar coordinates is
!
1

1 2
2
=

+ 2 2 = 0.
(5.44)

Lets assume that the solution is separable in these coordinates, so that (, ) = R()Q().
Substituting this into Laplaces equation, and multiplying by 2 /RQ, we obtain
!

dR
1 d2 Q
d

+
= 0.
R d
d
Q d2

(5.45)

The first term is only a function of and the second term is only a function of , so they
must both be equal to a constant which we will call 2 . Therefore,
1 d2 Q
= 2 ,
2
Q d

(5.46)

Q() = A cos() + B sin().

(5.47)

with the solution

The radial function R() is a solution of

d
dR

2 = 0.
R d
d

(5.48)

To solve this, seek solutions of the form R() = a . Substituting into Eq. (5.6.3), we find
solutions for = . We must treat = 0 separately; in this case Q() = A0 + B0 , and
R() = a0 + b0 ln(/R), with R some scale factor. Therefore, our general solution is
(, ) = [a0 + b0 ln(/R)](A0 + B0 ) + (a + b )(A cos + B sin ).

(5.49)

This result is quite general. Suppose that we now permit the full range of , so that (, +
2) = (, ); in this case B0 = 0, and = n, with n a non-negative integer:
(, ) = a0 + b0 ln(/R) +


X
n=1

an n + bn n (An cos n + Bn sin n) .

(5.50)

As an example, lets consider a grounded conducting cylinder placed in a uniform

electric field perpendicular to its axis. For , to produce a uniform field we must have
(, ) = E0 cos ; the solution is then of the form
(, ) = a0 E0 cos +

X
n=1

n (An cos n + Bn sin n) .

39

(5.51)

On the cylinder we have ( = a, ) = 0, so that a0 = 0 and A1 = E0 a2 , with all of the

other An s and Bn s zero. The solution is therefore
!

(, ) = E0

a2

cos ,

which we also obtained using the method of images.

40

(5.52)