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    8 views23 pages

    PersLaplace Strauss

    Uploaded by

    Rossy Dinda Pratiwi
    PPD

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    © All Rights Reserved
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    oo HARMONIC FUNCTIONS This chapter is devoted to the Laplace equation. We introduce two of its important properties, the maximum principle and the rotational invariance. Then we solve the equation in series form in rectangles, circles, and related shapes. The case of a circle leads to the beautiful Poisson formula. 6.1 LAPLACE’S EQUATION If a diffusion or wave process is stationary (independent of time), then u, = 0 and u,, = 0. Therefore, both the diffusion and the wave equations reduce to the Laplace equation: Uy. =0 in one dimension V+ Vu=Au= uy, + Uy =0 in two dimensions V+ Vu=Au= uy t uy + u,,=0 in three dimensions. A solution of the Laplace equation is called a harmonic function. In one dimension, we have simply u,,, = 0, so the only harmonic functions in one dimension are u(x) = A + Bx. But this is so simple that it hardly gives us a clue to what happens in higher dimensions. The inhomogeneous version of Laplace’s equation Au=f, a) with fa given function, is called Poisson’s equation. Besides stationary diffusions and waves, some other instances of Laplace’s and Poisson’s equations include the following. 146 6.1 LAPLACE’S EQUATION 147 Electrostatics. From Maxwell’s equations, one has curlE=0 and divE = 4zp, where p is the charge density. The first equation implies E = —grad @ for a scalar function ¢ (called the electric potential). Therefore, Ad = div(grad d) = — divE = —4zp, which is Poisson’s equation (with f= — 4p). Steady fluid flow. Assume that the flow is irrotational (no eddies) so that curly = 0, where v = v(x, y, 2) is the velocity at the position (x, y, z), as- sumed independent of time. Assume that the fluid is incompressible (e.g., water) and that there are no sources or sinks. Then div v = 0. Hence v = —grad ¢ for some ¢ (called the velocity potential) and Ad = — div v = 0, which is Laplace’s equation. Analytic functions of a complex variable. Write z= x + iy and S(z) = u(z) + iv(z) = u(x + iy) + io(x + iy), where wand vare real-valued functions. An analytic function is one that is expressible as a power series in z. This means that the powers are not xy” but 2" = (x + iy)". Thus s@)= 5 ae (a, complex constants). That is, u(x + iy) + iv(x+ iy) = Yay (x + iy. 0 ie Formal differentiation of this series shows that ou _ ov ou __ ov ax ay My ax (see Exercise 1). These are the Cauchy- Riemann equations. If we differen- tiate them, we find that Dy = Uy 5 so that Au = 0. Similarly Av = 0, where Ais the two-dimensional laplacian. Thus the real and imaginary parts of an analytic function are harmonic. Brownian motion. Imagine brownian motion ina container D. Thismeans that particles inside D move completely randomly until they hit the boundary, when they stop. Divide the boundary arbitrarily into two pieces, C, and C, (see Figure 1). Let u(x, y, z) be the probability that a particle which begins at the point (x, y, z) stops at some point of C,. Then it can be deduced that Ug = Vy = Au=0inD u=lonC, u=0onC,. Thus w is the solution of a Dirichlet problem. 148 CHAPTER 6 HARMONIC FUNCTIONS Figure 1 As we discussed in Section 1.4, the basic mathematical problem is to solve Laplace’s or Poisson’s equation in a given domain D witha condition on bdy D: Au=f inD ou u=h or ne or gn tua h on bdy D. In one dimension the only connected domain is an interval {a = x = 5}. Wewill see that what is interesting about the two- and three-dimensional cases is the geometry. MAXIMUM PRINCIPLE We begin our analysis with the maximum principle, which is easier for La- place’s equation than for the diffusion equation. By an open set we mean a set that includes none of its boundary points (see Section A.1). Maximum Principle. Let D bea connected bounded open set (in either two- or three-dimensional space). Let either u(x, y) or u(x, y, z) be a harmonic function in D that is continuous on D = D U (bdy D). Then the maximum and the minimum values of u are attained on bdy D and nowhere inside (unless u= constant). In other words, a harmonic function is its biggest somewhere on the boundary and its smallest somewhere else on the boundary. To understand the maximum principle, let us use the vector shorthand x = (x, y) in two dimensions or x = (x, y, z) in three dimensions. Also, the radial coordinate is written as |x|= (x? + y?)!/2 or [x|= (x2 + yp? + 22)12, The maximum principle asserts that there exist points x,y and x, on bdy D such that U(X) S U(X) S u(y) (2) for all x € D (see Figure 2). Also, there are no points inside D with this property (unless u = constant). There could be several such points on the boundary. 6.1 LAPLACE’S EQUATION 149 * Figure 2 The idea of the maximum principle is as follows, in two dimensions, say. At a maximum point inside D, if there were one, we'd have u,, = 0 and uy, = 0. (This is the second derivative test of calculus.) So u,, + uy = 0. At most maxi- mum points, u,. <0 and Uyy <0. So we’d get a contradiction to Laplace’s equation. However, since it is possible that u,,=0=u,, at a maximum point, we have to work a little harder to get a proof. Here we go. Let € > 0. Let v(x) = u(x) + €|x|2. Then, still in two dimen- sions, say, Av=Aut+eA(x?+y2)=0+4e>0 inD. But Av=v,, + vy, <0 at an interior maximum point, by the second deriva- tive test in calculus! Therefore, v(x) has no interior maximum in D. Now v(x), being a continuous function, has to have a maximum some- where in the closure D = D U bdy D. Say that the maximum of v(x) is attained at Xp € bdy D. Then, for all x € D, u(x) < v(x) = v(x) = u(Xp) + €|Xo|? = max ut €l?, bay D where /is the greatest distance from bdy D to the origin. Since this is true for any €> 0, we have u(x)Smaxu —forallxe D. (3) bdy D Now this maximum is attained at some point xy, € bdy D. So u(x) = u(x,4) for all x € D, which is the desired conclusion. The existence of a minimum point x,, is similarly demonstrated. (The absence of points inside D will be proved by a different method in Section 6.3.) a UNIQUENESS OF THE DIRICHLET PROBLEM To prove the uniqueness, suppose that Au=f inD Av=f inD u=h onbdyD v=h onbdyD. 150 CHAPTER 6 HARMONIC FUNCTIONS We want to show that u =v in D. So we simply subtract equations and let w=u-— v. Then Aw=0 in Dand w= 0 on bdy D. By the maximum principle 0 = W(X) = W(X) = wW(Xyy) = 0 for all x € D. Therefore, both the maximum and minimum of w(x) are zero. This means that w=Oandu=v. INVARIANCE IN TWO DIMENSIONS The Laplace equation is invariant under all rigid motions. A rigid motion in the plane consists of translations and rotations. A translation in the plane is a transformation x’=xt+a yv=ytsb. Invariance under translations means simply that u,, + Uyy = Ux + Uyy, A rotation in the plane through the angle a is given by x’ =xcosatysina ; j (4) y’ =-xsinat+ycosa. By the chain rule we calculate Ux, = Uys COS O — Uyr SID Uy = Uys SID A + Uy COS Ux = (Ux: COS O — Uy SiN O)y/ COS & — (Uy COS A — Uy Sin Q),, Sin a Uyy = (Uy Sin a + Uy, COS @),/ Sin & + (Ux, SiN O& + Uy COS C)yr COS OL, Adding, we have Urge F Uyy = (Urges + Uyy) (Costar + sin2a) + Uyey + (0) = Upigs + Uy. This proves the invariance of the Laplace operator. In engineering the laplacian Ais a model for isotropic physical situations, in which there is no preferred direction. The rotational invariance suggests that the two-dimensional laplacian a2 a2 = 24" 2x2” ay? should take a particularly simple form in polar coordinates. The transformation x=rcos@ y=rsin@ has the jacobian matrix ax ay or dr} _( cos@ sin@ ax ay —rsin@ rcos@ 00 (00 $= 6.1 LAPLACE’S EQUATION 151 with the inverse matrix or 36 —sin 6 St cos @ ——— pls Ox ox ae r or 36 sing £2 @ oy oy, r (Beware, however, that dr/ax # (8x/dr)—!.) So by the chain rule we have oO 9 sind a ae a ae 8 ing 8 4 £088 8 oy or r 3" These operators are squared to give [ogg 9 2 sind ap axe [8 a 88 a sin 0cos@\ 02 = cos? 92 — 2 (SBP SOs’ ose or a ( r ) or a0 sin? @ 8? | 2sin @cos 0 oy sin? 6 9 v2 ag r 00 r or a2 ~ 9 , cos@\ (a \? = (snod+ : ) (3) 2 i 2 = sin? 925 +2 sin @cos@\ @ or? r or 40 cos? @ 6? _2sinA@cos@ a | cos? a. r2 ag? r 00 ror’ Adding these operators, we get (lo and behold!) a2 a2 _ a? 10,1 & 2 Gxt ay? dr? rar r2 ag (5) It is also natural to look for special harmonic functions that themselves are rotationally invariant. In two dimensions this means that we use polar coordi- nates (r, @) and look for solutions depending only on r. Thus by (5) i OF Ue + Uyy = Upp + Uy if u does not depend on @. This ordinary differential equation is easy to solve: (ru,), = 0, ru, =, u=c,logr+cp. The function log r will play a central role later. 152 CHAPTER 6 HARMONIC FUNCTIONS INVARIANCE IN THREE DIMENSIONS The three-dimensional laplacian is invariant under all rigid motions in space. To demonstrate its rotational invariance we repeat the preceding proof using vector-matrix notation. Any rotation in three dimensions is given by x’ = Bx, where B is an orthogonal matrix (‘8B = B‘B = J). The laplacian is Au = Shai ui = EPj—1 5,aij where the subscripts on w denote partial derivatives. Therefore, Au=5) (z busyby er => Sa ther Kl Nii kl => Men k because the new coefficient matrix is DY Puidyby = LPribu= (BBs = Fa- a i So in the primed coordinates Au takes the usual form AU = Uggs + Uyy FH Uyegr For the three-dimensional laplacian 2 a2 g2 ~ ax” yh” az? it is natural to use spherical coordinates (r, 0, @) (see Figure 3). We'll use the notation 43 r= x24 y2 + 72 = vst $22 s=vx2+yi x=scosé z=rcosé y=ssing s=rsin 0. Figure 3 6.1 LAPLACE'S EQUATION 153 (Watch out: In some calculus books the letters @ and 6 are switched.) The calculation, which is a little tricky, is organized as follows. The chain of vari- ables is (x, y, z) (8, 6, z) > (7, @, 8). By the two-dimensional Laplace calcu- lation, we have both 1 1 Ugg + Uys = Ure + Ur + 5 Mog and a 1 1 Ug + Uy = igs Ts + Uae, We add these two equations, and cancel w,,, to get Ag = Ug, + Uyy + Use ae 1 1 F Ure Fo Uy a Moa + Us + a Mag In the last term we substitute s? = r? sin? @ and in the next-to-last term ou or 06 ab aoe Us a5 — Mr as M095 + 95 =u Stuy 24 uy +0 r This leaves us with 1 gu = ty +2 0, +S [vor (ot ue + 5 apt), (6) which may also be written as a 20 1 a. a 1 a2 =Stisct+aaa sta a Agu a rar sind 00. : 00 + 1 sin? 6 62 Finally, let’s look for the special harmonic functions in three dimensions which don’t change under rotations, that is, which depend only on r. By (7) they satisfy the ODE (7) O= Ayu= uy +2 u,. So (r?u,), = 0. It has the solutions r2u, = c,. That is, w= —c,r—! + cy. This important harmonic function i- (x2 + y2 $ 22)-172 is the analog of the special two-dimensional function log(x? + y2)!/2 found before. Strictly speaking, neither function is finite at the origin. In electrostatics 154 CHAPTER 6 HARMONIC FUNCTIONS the function u(x) = r~! turns out to be the electrostatic potential when a unit charge is placed at the origin. For further discussion, see Section 12.2. EXERCISES 1. Show that a function which is a power series in the complex variable x+ iy must satisfy the Cauchy-Riemann equations and therefore La- place’s equation. 2. Find the solutions that depend only on r of the equation u,. + uy, + Uzz = k2u, where k is a positive constant. (Hint: Substitute u = v/r.) 3. Find the solutions that depend only on r of the equation 1, + yy = k?u, where k is a positive constant. (Hint: Look up Bessel’s differential equa- tion in [MF] or in Section 10.5.) 4, Solve u, + uyy + uz, = 0 in the spherical shell O 0 for some n. The Y equation has exponential solutions. As usual it is convenient to write them as Y(y) =A cosh £,y + B sinh B,y. So 0= Y’0)+ Y(O) = BB, +A. Without losing any information we may pick B = —1, so that A = £,. Then Y(y) = B, cosh B,y — sinh By. (4) Therefore, the sum u(x, Y) = A, sin B,x (By cosh £,y — sinh By) (5) n= is a harmonic function in D that satisfies all three homogeneous BCs. The remaining BC is u(x, b) = g(x). It requires that e(xy= > A, (B, cosh £,b — sinh £,5) - sin B,x n=0 for0

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