Laplace Equation

Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
LAPLACE EQUATION
MATH 491
Graduation Project I
Asist Prof. Dr. Fahd JARAD & Gamze DARAKCI & Rabia
ERYILMAZ
Cankaya University
Department of Mathematics and Computer Science
January 21, 2011
Calculus Cankaya Univ.
1
Introduction
Intro
2
LAPLACE EQUATION
The Dirichlet Problem for the Upper Half Plane
The Neumann Problem for the Upper Half Plane
The Dirichlet Problem for a Circle
The Dirichlet Exterior Problems for a Circle
The Neumann Problem for a Circle
The Dirichlet Problem for a Rectangle
3
Our Contributions
Laplace on a Wedge
Laplace Equation on an Annulus
4
Conculusion
5
Appendix
Fourier Integral Theorem
Properties of Fourier Transform
Convolution Theorem
Intro
Introduction
Our aim in this Project is to study the basic properties of solutions
of 2 dimensionall Laplace equation. We also give the explicit
solutions of the Laplace equation on dierent regions.
The Laplaces equation in two dimensions is,
2
u =

2
u
x
2
+

2
u
y
2
0 (1)
A solution of (1) is called a two-dimensional harmonic function.
Consider the following problem
u
xx
+ u
yy
= 0, < x < , y > 0, (2)
u(x, 0) = f(x), < x < (3)
with the conditions that u is bounded as y , u and u
x
vanish
as | x |. Observe that this is a Dirichlet problem for the upper
half plane
Suppose U(, y) is the Fourier transform of u(x, y) in the variable
x. Then by denition
U(, y) =
1
u(x, y)e
ix
dx.
Then by applying the Fourier transform to (2), it becomes
U
yy
2
U = 0,
whose solution is of the form U = A()e
y
+ B()e
y
.
Since we require that u be bounded as y , U(, y) must also
be bounded as y .
Hence for > 0, A() = 0 and for < 0, B() = 0. Therefore
U(, y) = U(, 0)e
||y
,
U(, 0) = F[u(x, 0)] = F[f(x)] = F().
Therefore
U(, y) = F()e
||y
,
We have
F
1
(e
||y
) =
y
y
2
+x
2
Therefore by Convolution theorem

u(x, y) = f(x)
y
y
2
+x
2
=
1
f()
y
y
2
+ (x )
2
d,
=
y
f()
y
2
+ (x )
2
d. (4)
u
xx
+ u
yy
= 0, < x < , y > 0, (5)
u
y
(x, 0) = g(x), < x < , (6)
with the conditions that u is bounded as y , u and u
x
vanish
as | x | and
g(x)dx = 0,
which is the necessary condition for the solution to exit. We now
nd the solution to this problem by introducing a new variable
v(x, y) as v(x, y) = u
y
(x, y). Then
u =
y
a
v(x, )d.
The problem when reformulated in terms of v is stated as follows
2
v(x, y) =
2
u
y
=

y
(
2
u) = 0,
v(x, 0) = u
y
(x, 0) = g(x).
Therefore, from equation (4), we get
v(x, y) =
y
g()
y
2
+ ( x)
2
d.
Hence
u(x, y) =
1
y
a
g()
2
+ ( x)
2
dd.
1
2
g() log
( x)
2
+ y
2
( x)
2
+ a
2
d. (7)
We now nd the solution of the Dirichlet problem for a circle of
radius a. The problem is to solve for u from
2
u = u
rr
+
1
r
u
r
+
1
r
2
u
= 0, r < a, (8)
subject to the boundary condition
u(a, ) = f(). (9)
As equation (8) is linear and homogeneous, we assume a variable
seperable solution of the form
u(r, ) = R(r)H().
Then Equation (8) yields
r
2
R
R
+ r
R
R
=
H
H
= ,
where is a constant.
This implies that
r
2
R
+ rR
R = 0,
H
+ H = 0.
< 0 does not give any acceptable solution, since
H( + 2) = H() is not met in this case.
= 0 gives the solution in the form
u(r, ) = (A + B log r)(C + D).
The periodicity of H gives C = 0, r = 0 is a point in the domain
and since u must be bounded there, we must have B = 0.
Therefore, in this case, u=constant.
Let > 0. Assume =
2
. Then
H() = Acos + B sin .
The periodicity condition implies = 1, 2, 3... Then
R(r) = Cr
+ Dr

Since r
as r 0, D must be zero. Thus the general

solution of Equation (8) is
u(r, ) =
a
0
2
+
n=1
r
a
n
(a
n
cos n + b
n
sin n), (10)
where a
0
, a
n
and b
n
are constants. Then the boundary conditions
u(a, ) = f() gives
a
n
=
1
2
0
f() cos nd, n=0,1,2,.....
and
b
n
=
1
2
0
f() sin nd, n=0,1,2,.....
Consider
u(, ) =
1
2
2
0
f()d +
1
n=1
2
0
f()[cos n cos n +
sin n sin n]d,
1
2
2
0
[1 + 2
n=1
n
cos n( )]f()d.
Here, due to the uniform convergence of the series, the interchange
of summation and integration is allowed. For 0 < 1,
[1 + 2
n=1
n
cos n( )] = 1 +
n=1
[
n
e
in()
+
n
e
in()
],
= 1 +
e
i()
1 e
i()
+
e
i()
1 e
i()
=
1
2
1 e
i()
e
i()
+
2
,,
=
1
2
1 2 cos( ) +
2
.
Hence,
u(, ) =
1
2
2
0
1
2
1 2 cos( ) +
2
f()d, (11)
which is called the Poisson integral formula.
Here we want to nd a harmonic function u in the region r > a if
u is given on r = a. Here u must be bounded as r . Such a
general solution is
u(r, ) =
a
0
2
+
n=1
r
a
n
(a
n
cos n + b
n
sin n). (12)
Applying the boundary condition u(a, ) = f(), we obtain
f() =
a
0
2
+
n=1
(a
n
cos n + b
n
sin n),
Hence
a
n
=
1
2
0
f() cos nd, n = 0, 1, 2, ...,
b
n
=
1
2
0
f() sin nd, n = 0, 1, 2, ...,
On substituting for a
n
and b
n
in (12) Equation ,
u(, ) =
1
2
2
0
[1 + 2
n=1
n
cos n( )]f()d,
1
2
2
0
2
1
1 2 cos( ) +
2
f()d. (13)
where =
r
a
Solve
2
u = 0, r < a,
subject to the boundary condition
u
n
=
u
r
= f() on r = a,
where
2
0
f()d = 0.
By the same argument as in Dirichlets problem
u(r, ) =
a
0
2
+
n=1
r
a
n
(a
n
cos n + b
n
sin n), (14)
Now applying the boundary condition, we get
u
r
(a, ) =
n=1
n
a
(a
n
cos n + b
n
sin n) = f().
So
a
n
=
a
n
2
0
f() cos nd, n = 1, 2, 3, ...,
b
n
=
a
n
2
0
f() sin nd, n = 1, 2, 3, ...,
a
0
is not determined. Substituting for a
n
and b
n
in (1.17), we get
u(r, ) =
a
0
2
+
a
2
0
n=1
1
n
r
a
n
cos n( )f()d().
2
u = u
xx
+ u
yy
= 0, 0 < x < a, 0 < y < b, (15)
with the boundary conditions
u(x, 0) = f(x), 0 x a, (16)
u(x, b) = 0, 0 x a, (17)
u(0, y) = 0, 0 x b, (18)
u(a, y) = 0, 0 x b, (19)
Note: Here, we wiil derive the solution with one of the boundary
conditions being non-homogeneous. By superposing the solutions
thus obtained, i.e., by considering one of the boundary conditions
to be non-homogeneous at a time, we can solve the general case as
the equations are linear.
By assuming a variable separable solution of the form
u = X(x)Y (y), we get
X
X = 0, Y
+ Y = 0.
The conditions (18) and (19) give X(0) = Y (0) = 0. Therefore
the eigenvalues are
n
= (n
2
2
)/a
2
and the corresponding
eigenfunctions are X
n
= B
n
sin
nx
a
. The corresponding values

of Y
n
(y) are
Y
n
(y) = E
n
sinh
n(yb)
a
,
as we require Y
n
(b) = 0 satisfy the boundary condition (17).
Therefore
u(x, y) =
n=1
X
n
Y
n
,
=
n=1
a
n
sin
nx
a
sinh
n(y b)
a
,
where a
n
= B
n
E
n
. Using the bounadary condition (16) we get
f(x) =
n=1
a
n
sin
nx
a
sinh
nb
a
.
Hence
a
n
=
2
a sinh
nb
a
a
0
f(x) sin
nx
a
dx.
Therefore
u(x, y) =
n=1
a
n
sinh
n(yb)
a
sinh
nb
a
sin
nx
a
(20)
where
a
n
=
2
a
a
0
f(x) sin
nx
a
dx. (21)
Laplace on a Wedge
We consider the following problem
U
rr
+
U
r
r
+
U
r
2
0 r < a 0 < <
U(r, 0) = U(r, ) = 0 r < a
U(a, ) = f().
Let U(r, ) = R(r)H(). Then we have
H
+ H = 0; r
2
R
+ rR
R = 0
Laplace on a Wedge
The homogeneous boundary conditions leads to H(0) = H() = 0
i) = 0, H() = c
1
+ c
2
The conditions H(0) = H() = 0 gives that H 0

ii) < 0, H() = c
1
e
+
+ c
2
e
The conditions H(0) = H() = 0 gives that H 0

iii) > 0, H() = c
1
cos
+ c
2
sin
H(0) = c
1
= 0
H() = c
2
sin
= 0
= n n = 1, 2, 3, ...
=
n
2
2
H
n
() = sin
are eigenfunctions.
Laplace on a Wedge
Now r
2
R
+ rR
+
n
2
2
R = 0
This is an ODE with the solutions R(r) = r
where = +
n
OR
=
n
.
The negative exponent in rejected because the solution U is
continuous on the wedge and its boundary but r
is innite at
the origin. Thus R(r) = r
n

Laplace on a Wedge
Hence U(r, ) =
n=1
A
n
r
n
sin
n
Upon using the inhomogeneous boundary condition we get

U(a, ) =
n=1
A
n
a
n
sin
n
= f()
This is the Fourier Sine Series of f() and hence.
A
n
a
n
=
2

0
f() sin
n
d
from which we can nd A
n
Here we consider the following problem
r
2
U
rr
+ rU
r
+ U
= 0 0 < a < r < b

U(a, ) = g(); U(b, ) = h() 0 < < 2
We set U(r, ) = R(r)H() where H( + 2) = H()
Thus r
2
R
+ rR R = 0; H
+ H = 0
i) = 0, H() = d
1
+ d
2
, periodicity of H gives d
1
= 0
R(r) = c
1
+ c
2
ln r
ii) < 0, H() = d
1
e
+
+ d
2
e
, periodicity of H gives
d
1
= d
2
= 0
iii) H() = d
1
cos
+d
2
cos
, the peridicity of H gives that
= 1, 2, 3, ...
R(r) = c
1
r
+ c
2
r

Hence
U(r, ) =
A
0
+ a
0
ln r +
n=1
(A
n
r
n
+ a
n
r
n
) cos n + (B
n
r
n
+ b
n
r
n
) sin n
Boundary conditions gives the following
A
0
+ a
0
ln a =
1
2
g()d, A
0
+ a
0
ln b =
1
2
h()d.
A
n
a
n
+ a
n
a
n
=
1
g() cos nd,

A
n
b
n
+ a
n
b
n
=
1
g() cos nd.

A
n
b
n
+ b
n
b
n
=
1
h() sin nd,

B
n
b
n
+ b
n
b
n
=
1
g() sin nd.

Laplace equation is one of the basc partial dierential equations in
which scientists working on many elds were interested. In this
project we presented the basic properties of the 2 dimensional
Laplace equation and studied their solutions on various regions.
Fourier Integral Theorem
Theorem: Let f(x) be a continuous and absolutely integrable
function in (, ). Then F(f) = F() called the Fourier
transform of f(x) is dened as
F() = F(f) =
1
f(x)e
ix
dx.
Then
f(x) = F
1
(F) =
1
F()e
ix
d,
is called the inverse Fourier transform of F().
Properties of Fourier Transform
1. F(af + bg) = aF(f) + bF(g), where a and b are constants.
2. F(f(x c)) = e
ic
F(f(x)), where c is a real constant.
3. F(f(cx)) =
1
|c|
F
a
c
for c = 0, where c is a real constant.

4. If f and f
are absolutely integrable and f
is continuous, then
F(f
(x)) = iF(f(x)) (provided that f 0 as | x |).

5. If f is such that its n-th derivative is continuous and f and its
rst n derivatives are absolutely integrable then
F(f
(n)
(x)) = (i)
n
F(f(x)) (provided that f and its (n 1)
derivatives tend to zero as | x |).
6. F(
x
f(s)ds) =
iF()
.
Convolution Theorem
Theorem: Let f(x) and g(x) posses Fourier transforms. Dene
(f g)(x) =
1
f(x )g()d,
called the convolution of the function f and g over the interval
(, ). Then
F(f g) = F(f)F(g).
Convolution Theorem
References
W.A.Strauss, Partial Dierential Equations, John Wiley,
Newyork, 1992.
R. Dennemeyer, Introduction to Partial Dierential Equations
and Boundary Value Problems,McGrawHill, Newyork, 1968.
R.C McOwen, Partial Dierential Equations,Pearson Education
NewJersey,2003.
T.Amaranath, An Elementary Course in Partial Dierential
Equations,Alpha Science International htd, Harrow, U.K, 2003.
L.C Evans, Partial Dierential Equations,American
Mathematical Society,1990.

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Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix

Therefore by Convolution theorem

Calculus Cankaya Univ.

as r 0, D must be zero. Thus the general

. The corresponding values

The conditions H(0) = H() = 0 gives that H 0

The conditions H(0) = H() = 0 gives that H 0

Calculus Cankaya Univ.

Upon using the inhomogeneous boundary condition we get

= 0 0 < a < r < b

, the peridicity of H gives that

Calculus Cankaya Univ.

g() cos nd,

g() cos nd.

h() sin nd,

g() sin nd.

for c = 0, where c is a real constant.

are absolutely integrable and f

(x)) = iF(f(x)) (provided that f 0 as | x |).

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