Laplace's equation

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Template:Short description Script error: No such module "For". Template:Use American English Template:Complex analysis sidebar In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties in 1786. This is often written as 2f=0 or Δf=0, where Δ==2 is the Laplace operator,[note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and f(x,y,z) is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.

If the right-hand side is specified as a given function, h(x,y,z), we have Δf=h

This is called Poisson's equation, a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of elliptic partial differential equations. Laplace's equation is also a special case of the Helmholtz equation.

The general theory of solutions to Laplace's equation is known as potential theory. The twice continuously differentiable solutions of Laplace's equation are the harmonic functions,[1] which are important in multiple branches of physics, notably electrostatics, gravitation, and fluid dynamics. In the study of heat conduction, the Laplace equation is the steady-state heat equation.[2] In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.

Forms in different coordinate systems

In rectangular coordinates,[3] 2f=2fx2+2fy2+2fz2=0.

In cylindrical coordinates,[3] 2f=1rr(rfr)+1r22fϕ2+2fz2=0.

In spherical coordinates, using the (r,θ,φ) convention,[3] 2f=1r2r(r2fr)+1r2sinθθ(sinθfθ)+1r2sin2θ2fφ2=0.

More generally, in arbitrary curvilinear coordinates i)Script error: No such module "Check for unknown parameters"., 2f=ξj(fξkgkj)+fξjgjmΓmnn=0, or 2f=1|g|ξi(|g|gijfξj)=0,(g=det{gij}) where gijScript error: No such module "Check for unknown parameters". is the Euclidean metric tensor relative to the new coordinates and ΓScript error: No such module "Check for unknown parameters". denotes its Christoffel symbols.

Boundary conditions

File:Laplace's equation on an annulus.svg
Laplace's equation on an annulus (inner radius r = 2Script error: No such module "Check for unknown parameters". and outer radius R = 4Script error: No such module "Check for unknown parameters".) with Dirichlet boundary conditions u(r=2) = 0Script error: No such module "Check for unknown parameters". and u(R=4) = 4 sin(5 θ)Script error: No such module "Check for unknown parameters".

Script error: No such module "Labelled list hatnote". The Dirichlet problem for Laplace's equation consists of finding a solution φScript error: No such module "Check for unknown parameters". on some domain Template:Mvar such that φScript error: No such module "Check for unknown parameters". on the boundary of Template:Mvar is equal to some given function. Since the Laplace operator appears in the heat equation, one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain does not change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.

The Neumann boundary conditions for Laplace's equation specify not the function φScript error: No such module "Check for unknown parameters". itself on the boundary of Template:Mvar but its normal derivative. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of DScript error: No such module "Check for unknown parameters". alone. For the example of the heat equation it amounts to prescribing the heat flux through the boundary. In particular, at an adiabatic boundary, the normal derivative of φScript error: No such module "Check for unknown parameters". is zero.

Solutions of Laplace's equation are called harmonic functions; they are all analytic within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the principle of superposition, is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.

In two dimensions

Laplace's equation in two independent variables in rectangular coordinates has the form 2ψx2+2ψy2ψxx+ψyy=0.

Analytic functions

The real and imaginary parts of a complex analytic function both satisfy the Laplace equation. That is, if z = x + iyScript error: No such module "Check for unknown parameters"., and if f(z)=u(x,y)+iv(x,y), then the necessary condition that f(z)Script error: No such module "Check for unknown parameters". be analytic is that uScript error: No such module "Check for unknown parameters". and Template:Mvar be differentiable and that the Cauchy–Riemann equations be satisfied: ux=vy,vx=uy where uxScript error: No such module "Check for unknown parameters". is the first partial derivative of uScript error: No such module "Check for unknown parameters". with respect to Template:Mvar. It follows that uyy=(vx)y=(vy)x=(ux)x. Therefore uScript error: No such module "Check for unknown parameters". satisfies the Laplace equation. A similar calculation shows that vScript error: No such module "Check for unknown parameters". also satisfies the Laplace equation. Conversely, given a harmonic function, it is the real part of an analytic function, f(z)Script error: No such module "Check for unknown parameters". (at least locally). If a trial form is f(z)=φ(x,y)+iψ(x,y), then the Cauchy–Riemann equations will be satisfied if we set ψx=φy,ψy=φx. This relation does not determine ψScript error: No such module "Check for unknown parameters"., but only its increments: dψ=φydx+φxdy. The Laplace equation for φScript error: No such module "Check for unknown parameters". implies that the integrability condition for ψScript error: No such module "Check for unknown parameters". is satisfied: ψxy=ψyx, and thus ψScript error: No such module "Check for unknown parameters". may be defined by a line integral. The integrability condition and Stokes' theorem implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called conjugate harmonic functions. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if Template:Mvar and Template:Mvar are polar coordinates and φ=logr, then a corresponding analytic function is f(z)=logz=logr+iθ.

However, the angle Template:Mvar is single-valued only in a region that does not enclose the origin.

The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a power series, at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the wave equation, which generally have less regularityScript error: No such module "Unsubst"..

There is an intimate connection between power series and Fourier series. If we expand a function fScript error: No such module "Check for unknown parameters". in a power series inside a circle of radius Template:Mvar, this means that f(z)=n=0cnzn, with suitably defined coefficients whose real and imaginary parts are given by cn=an+ibn. Therefore f(z)=n=0[anrncosnθbnrnsinnθ]+in=1[anrnsinnθ+bnrncosnθ], which is a Fourier series for fScript error: No such module "Check for unknown parameters".. These trigonometric functions can themselves be expanded, using multiple angle formulae.

Fluid flow

Script error: No such module "Labelled list hatnote". Let the quantities uScript error: No such module "Check for unknown parameters". and vScript error: No such module "Check for unknown parameters". be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that ux+vy=0, and the condition that the flow be irrotational is that ×𝐕=vxuy=0. If we define the differential of a function ψScript error: No such module "Check for unknown parameters". by dψ=udyvdx, then the continuity condition is the integrability condition for this differential: the resulting function is called the stream function because it is constant along flow lines. The first derivatives of ψScript error: No such module "Check for unknown parameters". are given by ψx=v,ψy=u, and the irrotationality condition implies that ψScript error: No such module "Check for unknown parameters". satisfies the Laplace equation. The harmonic function φScript error: No such module "Check for unknown parameters". that is conjugate to ψScript error: No such module "Check for unknown parameters". is called the velocity potential. The Cauchy–Riemann equations imply that φx=ψy=u,φy=ψx=v. Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.

Electrostatics

According to Maxwell's equations, an electric field (u, v)Script error: No such module "Check for unknown parameters". in two space dimensions that is independent of time satisfies ×(u,v,0)=(vxuy)𝐤^=𝟎, and (u,v)=ρ, where ρScript error: No such module "Check for unknown parameters". is the charge density. The first Maxwell equation is the integrability condition for the differential dφ=udxvdy, so the electric potential φScript error: No such module "Check for unknown parameters". may be constructed to satisfy φx=u,φy=v. The second of Maxwell's equations then implies that φxx+φyy=ρ, which is the Poisson equation. The Laplace equation can be used in three-dimensional problems in electrostatics and fluid flow just as in two dimensions.

In three dimensions

Fundamental solution

A fundamental solution of Laplace's equation satisfies Δu=uxx+uyy+uzz=δ(xx,yy,zz), where the Dirac delta function δScript error: No such module "Check for unknown parameters". denotes a unit source concentrated at the point (x′, y′, z′)Script error: No such module "Check for unknown parameters".. No function has this property: in fact it is a distribution rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see weak solution). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a positive operator. The definition of the fundamental solution thus implies that, if the Laplacian of uScript error: No such module "Check for unknown parameters". is integrated over any volume that encloses the source point, then VudV=1.

The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance Template:Mvar from the source point. If we choose the volume to be a ball of radius Template:Mvar around the source point, then Gauss's divergence theorem implies that 1=VudV=SdudrdS=4πa2dudr|r=a.

It follows that dudr=14πr2, on a sphere of radius Template:Mvar that is centered on the source point, and hence u=14πr.

Note that, with the opposite sign convention (used in physics), this is the potential generated by a point particle, for an inverse-square law force, arising in the solution of the Poisson equation. A similar argument shows that in two dimensions u=log(r)2π. where log(r)Script error: No such module "Check for unknown parameters". denotes the natural logarithm. Note that, with the opposite sign convention, this is the potential generated by a pointlike sink (see point particle), which is the solution of the Euler equations in two-dimensional incompressible flow.

Green's function

A Green's function is a fundamental solution that also satisfies a suitable condition on the boundary Template:Mvar of a volume Template:Mvar. For instance, G(x,y,z;x,y,z) may satisfy G=δ(xx,yy,zz)in V, G=0if(x,y,z)on S.

Now if uScript error: No such module "Check for unknown parameters". is any solution of the Poisson equation in Template:Mvar: u=f,

and uScript error: No such module "Check for unknown parameters". assumes the boundary values gScript error: No such module "Check for unknown parameters". on Template:Mvar, then we may apply Green's identity, (a consequence of the divergence theorem) which states that

V[GuuG]dV=V[GuuG]dV=S[GunuGn]dS.

The notations un and Gn denote normal derivatives on SScript error: No such module "Check for unknown parameters".. In view of the conditions satisfied by uScript error: No such module "Check for unknown parameters". and GScript error: No such module "Check for unknown parameters"., this result simplifies to

u(x,y,z)=VGfdVSGngdS.

Thus the Green's function describes the influence at (x′, y′, z′)Script error: No such module "Check for unknown parameters". of the data fScript error: No such module "Check for unknown parameters". and gScript error: No such module "Check for unknown parameters".. For the case of the interior of a sphere of radius aScript error: No such module "Check for unknown parameters"., the Green's function may be obtained by means of a reflection Script error: No such module "Footnotes".: the source point PScript error: No such module "Check for unknown parameters". at distance ρScript error: No such module "Check for unknown parameters". from the center of the sphere is reflected along its radial line to a point P' that is at a distance

ρ=a2ρ.

Note that if PScript error: No such module "Check for unknown parameters". is inside the sphere, then P′ will be outside the sphere. The Green's function is then given by 14πRa4πρR, where Template:Mvar denotes the distance to the source point Template:Mvar and RScript error: No such module "Check for unknown parameters". denotes the distance to the reflected point P′. A consequence of this expression for the Green's function is the Poisson integral formula. Let Template:Mvar, Template:Mvar, and Template:Mvar be spherical coordinates for the source point PScript error: No such module "Check for unknown parameters".. Here Template:Mvar denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values gScript error: No such module "Check for unknown parameters". inside the sphere is given by Script error: No such module "Footnotes". u(P)=14πa3(1ρ2a2)02π0πg(θ,φ)sinθ(a2+ρ22aρcosΘ)32dθdφ where cosΘ=cosθcosθ+sinθsinθcos(φφ) is the cosine of the angle between (θ, φ)Script error: No such module "Check for unknown parameters". and (θ′, φ′)Script error: No such module "Check for unknown parameters".. A simple consequence of this formula is that if uScript error: No such module "Check for unknown parameters". is a harmonic function, then the value of uScript error: No such module "Check for unknown parameters". at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.

Laplace's spherical harmonics

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File:Rotating spherical harmonics.gif
Real (Laplace) spherical harmonics YmScript error: No such module "Check for unknown parameters". for = 0, ..., 4Script error: No such module "Check for unknown parameters". (top to bottom) and m = 0, ..., Script error: No such module "Check for unknown parameters". (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics Ym would be shown rotated about the zScript error: No such module "Check for unknown parameters". axis by 90/m with respect to the positive order ones.)

Laplace's equation in spherical coordinates is:[4]

2f=1r2r(r2fr)+1r2sinθθ(sinθfθ)+1r2sin2θ2fφ2=0.

Consider the problem of finding solutions of the form f(r, θ, φ) = R(r) Y(θ, φ)Script error: No such module "Check for unknown parameters".. By separation of variables, two differential equations result by imposing Laplace's equation:

1Rddr(r2dRdr)=λ,1Y1sinθθ(sinθYθ)+1Y1sin2θ2Yφ2=λ.

The second equation can be simplified under the assumption that YScript error: No such module "Check for unknown parameters". has the form Y(θ, φ) = Θ(θ) Φ(φ)Script error: No such module "Check for unknown parameters".. Applying separation of variables again to the second equation gives way to the pair of differential equations

1Φd2Φdφ2=m2 λsin2θ+sinθΘddθ(sinθdΘdθ)=m2

for some number mScript error: No such module "Check for unknown parameters".. A priori, mScript error: No such module "Check for unknown parameters". is a complex constant, but because ΦScript error: No such module "Check for unknown parameters". must be a periodic function whose period evenly divides 2πScript error: No such module "Check for unknown parameters"., mScript error: No such module "Check for unknown parameters". is necessarily an integer and ΦScript error: No such module "Check for unknown parameters". is a linear combination of the complex exponentials e±imφScript error: No such module "Check for unknown parameters".. The solution function Y(θ, φ)Script error: No such module "Check for unknown parameters". is regular at the poles of the sphere, where θ = 0, πScript error: No such module "Check for unknown parameters".. Imposing this regularity in the solution ΘScript error: No such module "Check for unknown parameters". of the second equation at the boundary points of the domain is a Sturm–Liouville problem that forces the parameter λScript error: No such module "Check for unknown parameters". to be of the form λ = ( + 1)Script error: No such module "Check for unknown parameters". for some non-negative integer with ≥ |m|Script error: No such module "Check for unknown parameters".; this is also explained below in terms of the orbital angular momentum. Furthermore, a change of variables t = cos θScript error: No such module "Check for unknown parameters". transforms this equation into the Legendre equation, whose solution is a multiple of the associated Legendre polynomial Pm(cos θ)Script error: No such module "Check for unknown parameters". . Finally, the equation for RScript error: No such module "Check for unknown parameters". has solutions of the form R(r) = A r + B r − 1Script error: No such module "Check for unknown parameters".; requiring the solution to be regular throughout R3Script error: No such module "Check for unknown parameters". forces B = 0Script error: No such module "Check for unknown parameters"..[note 2]

Here the solution was assumed to have the special form Y(θ, φ) = Θ(θ) Φ(φ)Script error: No such module "Check for unknown parameters".. For a given value of Script error: No such module "Check for unknown parameters"., there are 2 + 1Script error: No such module "Check for unknown parameters". independent solutions of this form, one for each integer mScript error: No such module "Check for unknown parameters". with mScript error: No such module "Check for unknown parameters".. These angular solutions are a product of trigonometric functions, here represented as a complex exponential, and associated Legendre polynomials: Ym(θ,φ)=NeimφPm(cosθ) which fulfill r22Ym(θ,φ)=(+1)Ym(θ,φ).

Here YmScript error: No such module "Check for unknown parameters". is called a spherical harmonic function of degree Template:Mvar and order Template:Mvar, PmScript error: No such module "Check for unknown parameters". is an associated Legendre polynomial, NScript error: No such module "Check for unknown parameters". is a normalization constant, and Template:Mvar and Template:Mvar represent colatitude and longitude, respectively. In particular, the colatitude Template:Mvar, or polar angle, ranges from 0Script error: No such module "Check for unknown parameters". at the North Pole, to π/2Script error: No such module "Check for unknown parameters". at the Equator, to πScript error: No such module "Check for unknown parameters". at the South Pole, and the longitude Template:Mvar, or azimuth, may assume all values with 0 ≤ φ < 2πScript error: No such module "Check for unknown parameters".. For a fixed integer Template:Mvar, every solution Y(θ, φ)Script error: No such module "Check for unknown parameters". of the eigenvalue problem r22Y=(+1)Y is a linear combination of YmScript error: No such module "Check for unknown parameters".. In fact, for any such solution, r Y(θ, φ)Script error: No such module "Check for unknown parameters". is the expression in spherical coordinates of a homogeneous polynomial that is harmonic (see below), and so counting dimensions shows that there are 2 + 1Script error: No such module "Check for unknown parameters". linearly independent such polynomials.

The general solution to Laplace's equation in a ball centered at the origin is a linear combination of the spherical harmonic functions multiplied by the appropriate scale factor rScript error: No such module "Check for unknown parameters"., f(r,θ,φ)==0m=fmrYm(θ,φ), where the fmScript error: No such module "Check for unknown parameters". are constants and the factors r YmScript error: No such module "Check for unknown parameters". are known as solid harmonics. Such an expansion is valid in the ball r<R=1lim sup|fm|1/.

For r>R, the solid harmonics with negative powers of r are chosen instead. In that case, one needs to expand the solution of known regions in Laurent series (about r=), instead of Taylor series (about r=0), to match the terms and find fm.

Electrostatics and magnetostatics

Let 𝐄 be the electric field, ρ be the electric charge density, and ε0 be the permittivity of free space. Then Gauss's law for electricity (Maxwell's first equation) in differential form states[5] 𝐄=ρε0.

Now, the electric field can be expressed as the negative gradient of the electric potential V, 𝐄=V, if the field is irrotational, ×𝐄=𝟎. The irrotationality of 𝐄 is also known as the electrostatic condition.[5]

𝐄=(V)=2V 2V=𝐄

Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,[5] 2V=ρε0.

In the particular case of a source-free region, ρ=0 and Poisson's equation reduces to Laplace's equation for the electric potential.[5]

If the electrostatic potential V is specified on the boundary of a region , then it is uniquely determined. If is surrounded by a conducting material with a specified charge density ρ, and if the total charge Q is known, then V is also unique.[6]

For the magnetic field, when there is no free current, ×𝐇=𝟎.We can thus define a magnetic scalar potential, ψScript error: No such module "Check for unknown parameters"., as 𝐇=ψ.With the definition of HScript error: No such module "Check for unknown parameters".: 𝐁=μ0(𝐇+𝐌)=0, it follows that 2ψ=𝐇=𝐌.

Similar to electrostatics, in a source-free region, 𝐌=0 and Poisson's equation reduces to Laplace's equation for the magnetic scalar potential , 2ψ=0

A potential that does not satisfy Laplace's equation together with the boundary condition is an invalid electrostatic or magnetic scalar potential.

Gravitation

Let 𝐠 be the gravitational field, ρ the mass density, and G the gravitational constant. Then Gauss's law for gravitation in differential form is[7] 𝐠=4πGρ.

The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential: 𝐠=V,𝐠=(V)=2V,2V=𝐠.

Using the differential form of Gauss's law of gravitation, we have 2V=4πGρ, which is Poisson's equation for gravitational fields.[7]

In empty space, ρ=0 and we have 2V=0, which is Laplace's equation for gravitational fields.

In the Schwarzschild metric

S. Persides[8] solved the Laplace equation in Schwarzschild spacetime on hypersurfaces of constant Template:Mvar. Using the canonical variables Template:Mvar, Template:Mvar, Template:Mvar the solution is Ψ(r,θ,φ)=R(r)Yl(θ,φ), where Yl(θ, φ)Script error: No such module "Check for unknown parameters". is a spherical harmonic function, and R(r)=(1)l(l!)2rsl(2l)!Pl(12rrs)+(1)l+12(2l+1)!(l)!2rsl+1Ql(12rrs).

Here PlScript error: No such module "Check for unknown parameters". and QlScript error: No such module "Check for unknown parameters". are Legendre functions of the first and second kind, respectively, while rsScript error: No such module "Check for unknown parameters". is the Schwarzschild radius. The parameter Template:Mvar is an arbitrary non-negative integer.

See also

Notes

  1. The delta symbol, Δ, is also commonly used to represent a finite change in some quantity, for example, Δx=x1x2. Its use to represent the Laplacian should not be confused with this use.
  2. Physical applications often take the solution that vanishes at infinity, making A = 0Script error: No such module "Check for unknown parameters".. This does not affect the angular portion of the spherical harmonics.

References

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  1. Stewart, James. Calculus : Early Transcendentals. 7th ed., Brooks/Cole, Cengage Learning, 2012. Chapter 14: Partial Derivatives. p. 908. Template:ISBN.
  2. Zill, Dennis G, and Michael R Cullen. Differential Equations with Boundary-Value Problems. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. Template:ISBN.
  3. a b c Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Inner front cover. Template:ISBN.
  4. The approach to spherical harmonics taken here is found in Script error: No such module "Footnotes"..
  5. a b c d Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Chapter 2: Electrostatics. p. 83-4. Template:ISBN.
  6. Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Chapter 3: Potentials. p. 119-121. Template:ISBN.
  7. a b Script error: No such module "Citation/CS1".
  8. Script error: No such module "Citation/CS1".

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Sources

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Further reading

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External links