version of 31 December 1995

X. PDEs on a disk †

Let us look again at potential equation of Laplace, but this time in polar coordinates. This
equation would apply to the equilibrium temperature distribution in a thin disk insulated on
its two flat faces, or to a long cylinder along the z-axis, provided that the temperature does
not depend on z. A temperature could be prescribed on the outside edge as a function of
the angular variable θ, producing a boundary-value problem of the form

∇⋅∇u = ∂ 2u + 1r ∂u 1 ∂2 u = 0.
2
+ (10.1)
∂r ∂r r 2 ∂θ2
with u(a,θ) = f(θ) (10.2)

The PDE (10.1) is what you get if you change variables using the 2-variable chain rule. I
shall leave this to the exercises, but notice at least that (10.1) is dimensionally consistent:
r has units of length and ∂ /∂r of length-1, whereas θ is dimensionless. Hence each term in
(10.1) has dimensions length-2.

If we try to find a product solution for (10.1) of the form

u(r, θ) = R(r) Q(θ) ,

we readily find

0 = ∇⋅∇u
R″(r) 1 R′(r) 1 Q″(θ)
u = R(r) + r R(r) + r 2 Q(θ) .

The equation for Q is the familiar one that gives sines and cosines, but what are the
boundary conditions? Answer: periodic BC. Since there is no physical difference between
θ and θ + 2π , we must have:

† Copyright © 1994,1995 by Evans M. Harrell II

140 Linear Methods of Applied Mathematics

Q(θ + 2π ) = Q(θ). (PBC)

In order to arrange periodicity, we take solutions in the form

Q(θ,m) = a(m) Cos(m θ) + b(m) Sin(m θ), (10.3)

where m is an integer, or, equivalently,

Q(θ,m) = c(m) Exp(i m θ) + c(-m) Exp(- i m θ). (10.4)

The function R satisfies the equidimensional, or Euler, equation:

R'' + (1/r) R' - (m2/r2) R = 0 (10.5)

Equidimensional equations can be solved by making the guess R = ra and figuring out what
the constant a has to be. In this case, a = ± m, forced by the periodicity of the solutions
(10.3), so the general solution is of the form:

∞
a0 + Σ r m a m cos(m θ) + b m sin(m θ)
m=1
∞
+ Σ
m =1
r –m a–m cos(m θ) + b –m sin(m θ) . (10.6)

If we are studying the equilibrium temperature (or potential, or equilibrium displacement of

a membrane) on a disk, the solutions containing r-m, m>0, are unphysical, so in this case
the general solution will be of the form:

∞
a0 + Σ
m=1
r m a m cos(m θ) + b m sin(m θ) (10.7)

where the sum now runs from m=1 to infinity. I have written a0 separately for the same
reasons as with Fourier series.

Model Problem X.1. Solve (10.1) with the boundary condition

u(1,θ) = (cos[θ])2.

Solution.
 PDEs on a disk 141

To find a solution in the interior, we need to determine the coefficients in (10.7). This is
done by substituting r = 1 and comparing:

a[0] + Sum(a[m] cos[m θ] + b[m] sin[m θ]) = (cos[θ])2.

In other words, the coefficients a[m] and b[m] are none other than the usual Fourier
coefficients for the function f, here (cos[θ])2. Rather than doing integrals here, the easiest
way to find these Fourier coefficients is to use the double-angle formula in the form:

cos[2θ] = 2 (cos[θ])2 - 1

Remember - if you can find Fourier coefficients by some trick, the answer is perfectly
correct, since the Fourier series is uniquely determined. This is great thing about
uniqueness theorems in mathematics - they allow you find an answer by the easiest method
available, without worrying that it might be a different answer from the one you would get
from a harder but more standard procedure.

We conclude that
cos θ 2 = 12 + 12 cos 2θ ,

or in other words that a0 = 1/2, a 2 = 1/2, and all other coefficients are 0.

That is the solution on the boundary of the disk (r=1); inside the disk the temperature is:

u(r,θ)= 12 + 12 r 2 cos 2θ .

------------------------------------------------------------
Next, let us look again at a time-dependent problem, such as the heat equation on a disk, in
polar coordinates.

Setting k=1 for convenience, the heat equation in takes on the form:

ut = ∇2 u = ∂ u2 + 1r ∂u 1 ∂ 2u .
2
+ (10.8)
∂r ∂r r2 ∂θ2
142 Linear Methods of Applied Mathematics

As before, we begin by searching for product solutions. Recall from Chapter IX that it is
convenient to separate vector variables one at a time in the product solution. If

u = T[t] V[r,θ],

then we find that

T'/T = (∇ 2 V)/V (10.9)

and we can make the usual argument that the left side is independent of space while the
right side is independent of time, hence both equal some constant, called -λ. The solutions
for T are of the form

T[t] = const. Exp[-λ t],

where λ should be determined from the boundary conditions in space.

Model Problem X.2. Suppose that a thin disk of radius A is insulated on its faces while
the round edge is held at temperature 0. Find the eigenfunctions and eigenvalues for the
spatial part of the separated equation (10.9).

Solution.

On the edge we have Dirichlet boundary conditions of the form

u[t,A,θ] = 0 (DBC)

This two-dimensional problem, resembles (10.1) except that in the eigenvalue equation,

–∇2 V(r,θ) = λ V(r,θ),

the eigenvalue λ need not be zero. The constant λ may be zero, in which case the disk is at
equilibrium and because of the boundary conditions at r=A, the equilibrium temperature is
0 throughout. This trivial solution is not considered an eigenfunction, since it is not useful
in building a series for a general solution.

Separating variables again by writing

 PDEs on a disk 143

V = R[r] Q[θ],

leads to the same eigenvalue equation for Q[θ] as before. The boundary conditions are also
the same, periodic, so the solutions are the same sines and cosines as in (10.3), indexed by
the integer m.

Something new occurs for the other part of the solution, R. Evaluating

∇2 V
λ= – V

with the knowledge that Q(θ) = sin(2 m θ) or cos(2 m θ), we get an ordinary differential
equation for R. In place of the Euler, equation 10.5), which was solved with power
functions, we get Bessel's equation,

R'' + (1/r) R' + (λ- m2/r2) R = 0, (10.10)

which no longer has elementary solutions. Just as with the equidimensional equation, near
r=0 the solutions can behave like either rm or r-m, but the latter are unphysical because the
temperature can't diverge at r=0. The regular solutions, behaving roughly like rm near r=0,
are called regular Bessel functions and, with a standard choice of the overall constant,
denoted Jm(λ 1/2 r). Mathematica uses the notation BesselJ. They are normalized so that
Jm(x) ~ xm/(2 m!) as x → 0:

In:= Plot[BesselJ[0,x],{x,0,25}]

Out=