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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.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for the Upper Half Plane
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
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The 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 .
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for the Upper Half Plane
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
y
y
2
+x
2
=
1
f()
y
y
2
+ (x )
2
d,
=
y
f()
y
2
+ (x )
2
d. (4)
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Neumann Problem for the Upper Half Plane
Consider the following problem
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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Neumann Problem for the Upper Half Plane
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)
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Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Circle
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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Circle
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
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,.....
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Circle
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,
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Circle
[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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Exterior Problems for a Circle
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, ...,
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Exterior Problems for a Circle
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
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Neumann Problem for a Circle
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)
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Neumann Problem for a Circle
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().
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Rectangle
Consider the following problem
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)
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Rectangle
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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Rectangle
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
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
.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
The Dirichlet Problem for a Rectangle
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)
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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
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Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
Laplace on a Wedge
The homogeneous boundary conditions leads to H(0) = H() = 0
i) = 0, H() = c
1
+ c
2
+ c
2
e
+ 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.
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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
n=1
A
n
r
n
sin
n
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
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Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
Laplace Equation on an Annulus
Here we consider the following problem
r
2
U
rr
+ rU
r
+ U
+ 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
= 1, 2, 3, ...
R(r) = c
1
r
+ c
2
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
f(x)e
ix
dx.
Then
f(x) = F
1
(F) =
1
F()e
ix
d,
is called the inverse Fourier transform of F().
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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
is continuous, then
F(f
x
f(s)ds) =
iF()
.
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Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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).
Calculus Cankaya Univ.
Introduction LAPLACE EQUATION Our Contributions Conculusion Appendix
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.
Calculus Cankaya Univ.