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MODULE 7: THE LAPLACE EQUATION 26

Lecture 6 The Dirichlet Problem for the Disk

The Dirichlet problem in a disk of radius r0 and center at (0, 0) can be expressed as

Ur Uθθ
PDE: Urr + + 2 = 0, 0 < r < r0 , −π ≤ θ ≤ π, (1)
r r
BC: U (r0 , θ) = f (θ), −π ≤ θ ≤ π,

where f (θ) is a given periodic, continuous function of period 2π (f (θ + 2π) = f (θ)). To


solve the above problem, we use the method of separation of variables.

Step 1.(Writing the ODEs): Seek solutions of the form

U (r, θ) = R(r)T (θ),

where 0 ≤ r ≤ r0 and −π ≤ θ ≤ π. Substituting into (1) and separating variables yield

R′′ (r)T (θ) + r−1 R′ (r)T (θ) + r−2 R(r)T ′′ (θ) = 0.


r2 R′′ (r) + rR′ (r) T ′′ (θ)
=⇒ =− = k.
R(r) T (θ)

Which leads to the following two ODEs:

T ′′ (θ) + kT (θ) = 0, (2)


r2 R′′ (r) + rR′ (r) − kR(r) = 0. (3)

Step 2.(Solving the ODEs):

Case (a): When k < 0, the general solution to (2) is the sum of two exponentials.
Hence we have only trivial 2π-periodic solutions (see, Lecture 5).

Case (b): When k = 0, we find that T (θ) = Aθ + B is the solution to (2). This linear
function is periodic only when A = 0, that is, T0 (θ) = B is the only 2π-periodic solution
corresponding to k = 0.

Case (c): When k > 0, the general solution to (2) is


√ √
T (θ) = A cos( kθ) + B sin( kθ).

In this case we get a nontrivial 2π-periodic solution only when k = n, n = 1, 2, . . ..
Hence, we obtain the nontrivial 2π-periodic solutions

Tn (θ) = An cos(nθ) + Bn sin(nθ) (4)


MODULE 7: THE LAPLACE EQUATION 27

corresponding to k = n, n = 1, 2, . . . .

Now for k = n2 , n = 0, 1, 2, . . ., equation (3) is the Cauchy-Euler equation

r2 R′′ (r) + rR′ (r) − n2 R(r) = 0. (5)

When n = 0, the general solution is

R0 (r) = C + D ln r.

Since ln r → ∞ as r → 0+ , this solution is unbounded near r = 0 when D ̸= 0. Therefore,


we must choose D = 0 if U (r, θ) is to be continuous at r = 0. We now have R0 (r) = C
and so U0 (r, θ) = R0 (r)T0 (θ) = CB. For convenience, we write U0 (r, θ) in the form

A0
U0 (r, θ) = , (6)
2
where A0 is an arbitrary constant.

When k = n2 , n = 1, 2, . . . , the general solution of (3) is given by

Rn (r) = Cn rn + Dn r−n .

Since r−n → ∞ as r → 0+ , we must set Dn = 0 in order for u(r, θ) to be bounded at


r = 0. Thus
Rn (r) = Cn rn

Now for each n = 1, 2, . . . , we have the solutions

U (r, θ) = Rn (r)Tn (θ) = Cn rn [An cos(nθ) + Bn sin(nθ)].

By superposition principle, we write



A0 ∑
U (r, θ) = + Cn rn [An cos(nθ) + Bn sin(nθ)].
2
n=1

This series may be written in the equivalent form


∞ ( )n
A0 ∑ r
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)], (7)
2 r0
n=1

where the An ’s and bn ’s are constants. These constants can be determined from the
boundary condition. With r = r0 in (7), we have

A0 ∑
f (θ) = + [An cos(nθ) + Bn sin(nθ)].
2
n=1
MODULE 7: THE LAPLACE EQUATION 28

Since f (θ) is 2π-periodic, we recognize that An , Bn are Fourier coefficients. Thus



1 π
An = f (θ) cos(nθ)dθ, n = 0, 1, . . . , (8)
π −π

1 π
Bn = f (θ) sin(nθ)dθ, n = 1, . . . , (9)
π −π

We now summarize the Dirichlet problem for a disk as follows.


In the Dirichlet problem(1), if

A0 ∑
f (θ) = + [An cos(nθ) + Bn sin(nθ)],
2
n=1

then the solution is given by


∞ ( )
A0 ∑ r n
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)],
2 r0
n=1

where An and Bn are given by (8) and (9), respectively.


EXAMPLE 1. Solve the following BVP
Ur Uθθ
PDE: Urr + + 2 = 0, 0 ≤ r < 1,
r r
BC: U (1, θ) = f (θ),

r3
where f (θ) = 1 + r sin θ + 2 sin(3θ) + r4 cos(4θ).

Solution. Here r0 = 1. Note that f (θ) is already in the form of Fourier series, with

{ 

2 for n = 0 and 1 for n = 4  1 n=1
An = Bn = 1
 2 n=3
0 for other n 
 0 for other n

The solution of the BVP is


∞ ( )n
A0 ∑ r
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)]
2 r0
n=1
r3
= 1 + r sin θ + sin(3θ) + r4 cos(4θ).
2

Exterior Dirichlet Problem: We shall discuss the exterior Dirichlet problem i.e., the
Dirichlet problem outside the circle. The exterior Dirichlet problem is given by
Ur Uθθ
PDE: Urr + + 2 = 0, 1 ≤ r < ∞,
r r
BC: U (1, θ) = f (θ), 0 ≤ θ ≤ 2π.
MODULE 7: THE LAPLACE EQUATION 29

This problem is solved exactly in a manner similar to the interior Dirichlet problem. We
assume that the solutions are bounded as r → ∞. Basically, we throw out the solutions

rn cos(nθ), rn sin(nθ), ln r

that are unbounded as r → ∞.

The solution is given by




U (r, θ) = r−n [An cos(nθ) + Bn sin(nθ)], (10)
n=0

where An and Bn are given by


∫ 2π
1
A0 = f (θ)dθ,
2π 0

1 2π
An = f (θ) cos(nθ)dθ,
π 0

1 2π
Bn = f (θ) sin(nθ)dθ.
π 0

The detail procedure is thus left as an exercise.

Practice Problems

1. Solve the Dirichlet problem

Uxx + Uyy = 0, (x2 + y 2 < 1), (11)


u(1, θ) = sin2 θ, −π ≤ θ ≤ π,

for the disk r ≤ 1.

2. Solve the BVP


Ur Uθθ
Urr + + 2 = 0 0 ≤ r < 2, −π < θ < π,
r r
U (2, θ) = 1 + 8 sin θ − 32 cos(4θ) − π < θ < π.

3. Show that the exterior Dirichlet problem


Ur Uθθ
Urr + + 2 = 0 1 ≤ r < ∞,
r r
U (1, θ) = 1 + sin θ + cos(3θ) 0 < θ < 2π,

has the solution


1 1
U (r, θ) = 1 + sin θ + 3 sin(3θ).
r r

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