Chapter 3 Special Techniques

Differential Equations of Theoretical Physics

(Ref: Chapter 8, Arfken’s Mathematical Methods for Physics, Third Edition)
1. Laplace’s equation ∇ 2V = 0 . It is used in studies of electromagnetic
phenomena, gravitation, heat flow…
ρ
2. Poisson’s equation ∇ 2V = −
ε0
3. The wave and time-independent diffusion function, ∇ 2ψ ± k 2ψ = 0
h2 2 ∂ψ
4. The Schrodinger equation, − ∇ ψ + Vψ = ih = Eψ
2m ∂t
Integral Equations (Chapter 16)
d2y
Starting from the linear oscillator equation: 2
+ ω 2 y = 0 with y (0 ) = 0 and
dx
y (b ) = 0 .
x' x x' x
y ' ( x') = −ω 2 ∫ ydx + y ' (0) , y ( x ) = −ω 2 ∫ ∫ ydxdx' + y ' (0 )x = −ω 2 ∫ ( x − t ) y (t )dt + y ' (0 )x
0 0 0 0

Take the boundary condition of y (b ) = 0 , so we have

x b x b
y ( x ) = −ω 2 ∫ ( x − t ) y (t )dt + ω 2 (b − t ) y (t )dt = ω 2 ∫ t (b − x ) y(t )dt + ω 2 ∫ x (b − t ) y(t )dt
x
0
b0∫ 0
b x
b

t
b (b − x), x > t
y ( x ) = ω ∫ K ( x, t ) y (t )dt , where K ( x, t ) =
2 b
0
x
(b − t ), x < t
b
The same as the scalar potential function:
r
r ρ (r ') r r r
V (r ) = ∫ r r dτ ' = ∫ ρ (r ')G (r , r ')dτ '
1 1
ε 0 4π r − r ' ε0

r r or K ( x, t ) ) relate the observing position to the

1
The Green functions (
4π r − r '
charge position (or previous position).

3.1 Laplace’s Equation

3.1.1 Introduction
Integral equation:
 ( ) ( )
r r Π
ˆ r r 1 r
EΠ =
1
∫ ρ (r ' )dτ ' , V Π =
1
∫ ρ (r ')dτ '
4πε 0 Π 2
4πε 0 Π
Recast the problem in differential form.
Differential equation:
ρ
∇ 2V = − - Poisson’s equation (We do not solve it in this text book.)
ε0
We are confining our attention to places where there is no charge.
∇ 2V = 0 - Laplace’s equation (its solution is harmonic functions)
∂ 2V ∂ 2V ∂ 2V
∇ 2V = 2 + 2 + 2 = 0
∂x ∂y ∂z

What’s that solutions of harmonic functions?

What’s the situation when there is no charge?

3.1.2 Laplace’s Equation in One Dimension

Suppose V depends on x only.
d 2V
= 0 Æ The general solution is V ( x ) = mx + b
dx 2
Remain two undetermined constants (m and b), which can be determined by the
boundary conditions.
e.g. V (1) = 4 and V (5) = 0 Æ V ( x ) = − x + 5

1. Laplace’s equation is a kind of averaging instruction.

2. Laplace’s equation tolerates no local maxima or minima. (no charge inside)

3.1.3 Laplace’s Equation in Two Dimension

∂ 2V ∂ 2V
+ = 0 partial differential equation
∂x 2 ∂y 2
1. The value of V at a point (x, y) is the average of those around the point.

V ( x, y ) =
1
∫ Vdl
2πR circle
2. V has no local maxima or minima

3.1.4 Laplace’s Equation in Three Dimension

r
1. The value of V at point r is the average value of V over a spherical surface of
 z
r r
radius R centered at r : V (r ) =
1
4πR 2 ∫ Vda
Sphere _ surface
z
q

2. As a consequence, V can have no local maxima or minima. R

Example: We only care about the space without charge. y
1 q x
V at the origin is
4πε 0 z

r π 2π
1 q 1
V ( 0) =
4πR 2 ∫ ∫ 4πε
0 0 0 z 2 + R 2 − 2 zR cosθ
R sin θdφRdθ

Example: Find the general solution to Laplace’s eq in spherical coordinate, for the
case where V depends only on r.
1 d  2 dV  2 dV dV c1 c
r  = 0, r = c, = 2 -> V = c2 − 1
r dr  dr 
2
dr dr r r
It is similar to the problem of capacitor of two concentric spherical shells.
Example: The two plates of a parallel-plate capacitor are y
separated by a distance d and maintained at potentials 0 and V0.
Assuming negligible fringing effects at the edges, determine (a)
the potential, and (b) the surface charge densities. O
dV2
V r dV V
(a) 2
=0 Æ V = 0 y Æ E=− = − 0 yˆ
dy d dy d
r ρ   V  ε V
(b) ∇ ⋅ E = , Eoutside = 0 , Æ σ = ε 0  0 −  − 0   = 0 0
ε0   d  d
r
Example: Determine the E field both inside and outside a spherical cloud of
electron with a uniform volume charge density − ρ 0 for 0 ≤ R ≤ b and ρ = 0 for
R > b by solving Poisson’s and Laplace’s equation for V.
ρ 1 d  2 dV  ρ 0 dV ρ C r dV ˆ
∇ 2V = 0 , 2 R = Æ = 0 R+ 2 , E =− R can not be
ε 0 R dR  dR  ε 0 dR 3ε 0 R dR
r ρR
infinite at R = 0 , so C = 0 . E = − 0 Rˆ
3ε 0
1 d  2 dV  dV C
Outside the sphere: ∇ 2V = 0 , R =0 Æ = 2
R dR  dR 
2
dR R
r C C ρb ρ b3
E = − 2 Rˆ The continuity of electric field at R = b Æ 2 = 0 , C = 0
R b 3ε 0 3ε 0
r ρ b3 1 ˆ
E=− 0 R
3ε 0 R 2
The symmetry of the space will determine the function that you use to solve the
problem.
3.1.5 Boundary Conditions and Uniqueness Theorem
The proof that a proposed set of boundary conditions will suffice to determine the
electric potential is usually presented in the form of a uniqueness theorem.

First uniqueness theorem: The solution to Laplace’s equation in some volume τ is

uniquely determined if V is specified on the boundary surface S.

Proof: ∇ 2V1 = 0 and ∇ 2V2 = 0 , let V3 = V1 − V2 Æ ∇ 2V3 = 0

Since V1 and V2 are the same on the boundary surface, V3 will be zero on the

boundary. If V3 = 0 on the boundary surface and ∇ 2V3 = 0 , the solution of V3

must be zero all over the space. We finally get V1 = V2 .

From the uniqueness theorem we can also show that the potential is constant inside an
enclosure completely surrounded by conducting material.

It doesn’t matter how to get your solution. Once you got it, it is the only solution.

The argument is the same even if we throw in some charge.

Corollary: The potential in a volume τ is uniquely determined if (a) the charge
density throughout the region, and (b) the value of V on all boundaries, are specified.
3.1.6 Conductors and the Second Uniqueness Theorem
Second uniqueness theorem: In a volume τ surrounded by conductors and
containing a specified charge density ρ , the electric field is uniquely determined if
the total charge on each conductor is given.

r ρ r ρ r r Qi r r Q
Proof: ∇ ⋅ E1 = 1 and ∇ ⋅ E2 =
ε0
Æ
ε0 ∫ 1 ⋅ da = and
E
ith _ conducting
ε0 ∫ 2 ⋅ da = i
E
ith _ conducting
ε0
surface surface

r r r
E3 = E1 − E2
r r r
∇ ⋅ E3 = 0 , ∫E 3 ⋅ da = 0 , and V3 is constant on the conducting surface
conducting _ surface

( )
r r r
∇ ⋅ V3 E3 = ∇V3 ⋅ E3 +V 3∇ ⋅ E3 = − E32
 r r
∫ 3 ⋅ da = −∫ E3 dτ . Since V3 is a constant,
2
integrate to obtain: V3 E
surface
r r r r
∫ 3 ⋅ da = V3
V3 E
surface
∫ 3 ⋅ da = 0 Æ E3 = 0
E
surface

r r
Consequently, E1 = E2

Exercise: 3