Laplace operator

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In mathematics, the Laplace operator or Laplacian is a differential operator given by the divergence of the gradient of a scalar function on Euclidean space. It is usually denoted by the symbols Template:Tmath, 2 (where is the nabla operator), or Template:Tmath. In a Cartesian coordinate system, the Laplacian is given by the sum of second partial derivatives of the function with respect to each independent variable. In other coordinate systems, such as cylindrical and spherical coordinates, the Laplacian also has a useful form. Informally, the Laplacian Δf (p)Script error: No such module "Check for unknown parameters". of a function fScript error: No such module "Check for unknown parameters". at a point pScript error: No such module "Check for unknown parameters". measures by how much the average value of fScript error: No such module "Check for unknown parameters". over small spheres or balls centered at pScript error: No such module "Check for unknown parameters". deviates from f (p)Script error: No such module "Check for unknown parameters"..

The Laplace operator is named after the French mathematician Pierre-Simon de Laplace (1749–1827), who first applied the operator to the study of celestial mechanics: the Laplacian of the gravitational potential due to a given mass density distribution is a constant multiple of that density distribution. Solutions of Laplace's equation Δf = 0Script error: No such module "Check for unknown parameters". are called harmonic functions and represent the possible gravitational potentials in regions of vacuum.

The Laplacian occurs in many differential equations describing physical phenomena. Poisson's equation describes electric and gravitational potentials; the diffusion equation describes heat and fluid flow; the wave equation describes wave propagation; and the Schrödinger equation describes the wave function in quantum mechanics. In image processing and computer vision, the Laplacian operator has been used for various tasks, such as blob and edge detection. The Laplacian is the simplest elliptic operator and is at the core of Hodge theory as well as the results of de Rham cohomology.

Definition

The Laplace operator is a second-order differential operator in the n-dimensional Euclidean space, defined as the divergence (Template:Tmath) of the gradient (Template:Tmath). Thus if f is a twice-differentiable real-valued function, then the Laplacian of f is the real-valued function defined by: Template:NumBlk where the latter notations derive from formally writing: =(x1,,xn). Explicitly, the Laplacian of fScript error: No such module "Check for unknown parameters". is thus the sum of all the unmixed second partial derivatives in the Cartesian coordinates xiScript error: No such module "Check for unknown parameters".: Template:NumBlk

As a second-order differential operator, the Laplace operator maps [[Continuously differentiable|CTemplate:I sup]]Script error: No such module "Check for unknown parameters". functions to CTemplate:I supScript error: No such module "Check for unknown parameters". functions for k ≥ 2Script error: No such module "Check for unknown parameters".. It is a linear operator Δ : CTemplate:I sup(Rn) → CTemplate:I sup(Rn)Script error: No such module "Check for unknown parameters"., or more generally, an operator Δ : CTemplate:I sup(Ω) → CTemplate:I sup(Ω)Script error: No such module "Check for unknown parameters". for any open set Ω ⊆ RnScript error: No such module "Check for unknown parameters"..

Alternatively, the Laplace operator can be defined as: 2f(x)=limR02nR2(fshellRf(x))=limR02nAn1R1+nshellRf(r)f(x)drn1 where n is the dimension of the space, fshellR is the average value of f on the surface of an n-sphere of radius Template:Tmath, shellRf(r)drn1 is the surface integral over an nScript error: No such module "Check for unknown parameters".-sphere of radius Template:Tmath, and An1 is the hypervolume of the boundary of a unit nScript error: No such module "Check for unknown parameters".-sphere.[1]

Analytic and geometric Laplacians

There are two conflicting conventions as to how the Laplace operator is defined:

  • The "analytic" Laplacian, which could be characterized in n as Δ=2=j=1n(xj)2, which is negative-definite in the sense that nφ(x)Δφ(x)dx=n|φ(x)|2dx<0 for any smooth compactly supported function φCc(n) that is not identically zero);
  • The "geometric", positive-definite Laplacian defined by Δ=2=j=1n(xj)2.

Motivation

Diffusion

In the physical theory of diffusion, the Laplace operator arises naturally in the mathematical description of equilibrium.[2] Specifically, if uScript error: No such module "Check for unknown parameters". is the density at equilibrium of some quantity such as a chemical concentration, then the net flux of uScript error: No such module "Check for unknown parameters". through the boundary VScript error: No such module "Check for unknown parameters". (also called SScript error: No such module "Check for unknown parameters".) of any smooth region VScript error: No such module "Check for unknown parameters". is zero, provided there is no source or sink within VScript error: No such module "Check for unknown parameters".: Su𝐧dS=0, where nScript error: No such module "Check for unknown parameters". is the outward unit normal to the boundary of VScript error: No such module "Check for unknown parameters".. By the divergence theorem, VdivudV=Su𝐧dS=0.

Since this holds for all smooth regions VScript error: No such module "Check for unknown parameters"., one can show that it implies: divu=Δu=0. The left-hand side of this equation is the Laplace operator, and the entire equation Δu = 0Script error: No such module "Check for unknown parameters". is known as Laplace's equation. Solutions of the Laplace equation, i.e. functions whose Laplacian is identically zero, thus represent possible equilibrium densities under diffusion.

The Laplace operator itself has a physical interpretation for non-equilibrium diffusion as the extent to which a point represents a source or sink of chemical concentration, in a sense made precise by the diffusion equation. This interpretation of the Laplacian is also explained by the following fact about averages.

Averages

Given a twice continuously differentiable function f:n and a point Template:Tmath, the average value of f over the ball with radius h centered at p is:[3] fB(p,h)=f(p)+Δf(p)2(n+2)h2+o(h2)forh0

Similarly, the average value of f over the sphere (the boundary of a ball) with radius h centered at p is: fS(p,h)=f(p)+Δf(p)2nh2+o(h2)forh0.

Density associated with a potential

If φScript error: No such module "Check for unknown parameters". denotes the electrostatic potential associated to a charge distribution qScript error: No such module "Check for unknown parameters"., then the charge distribution itself is given by the negative of the Laplacian of φScript error: No such module "Check for unknown parameters".: q=ε0Δφ, where ε0Script error: No such module "Check for unknown parameters". is the electric constant.

This is a consequence of Gauss's law. Indeed, if VScript error: No such module "Check for unknown parameters". is any smooth region with boundary VScript error: No such module "Check for unknown parameters"., then by Gauss's law the flux of the electrostatic field EScript error: No such module "Check for unknown parameters". across the boundary is proportional to the charge enclosed: V𝐄𝐧dS=Vdiv𝐄dV=1ε0VqdV. where the first equality is due to the divergence theorem. Since the electrostatic field is the (negative) gradient of the potential, this gives: Vdiv(gradφ)dV=1ε0VqdV.

Since this holds for all regions Template:Mvar, we must have div(gradφ)=1ε0q

The same approach implies that the negative of the Laplacian of the gravitational potential is the mass distribution. Often the charge (or mass) distribution are given, and the associated potential is unknown. Finding the potential function subject to suitable boundary conditions is equivalent to solving Poisson's equation.

Energy minimization

Another motivation for the Laplacian appearing in physics is that solutions to Δf = 0Script error: No such module "Check for unknown parameters". in a region UScript error: No such module "Check for unknown parameters". are functions that make the Dirichlet energy functional stationary: E(f)=12Uf2dx.

To see this, suppose f : URScript error: No such module "Check for unknown parameters". is a function, and u : URScript error: No such module "Check for unknown parameters". is a function that vanishes on the boundary of Template:Mvar. Then: ddε|ε=0E(f+εu)=Ufudx=UuΔfdx where the last equality follows using Green's first identity. This calculation shows that if Δf = 0Script error: No such module "Check for unknown parameters"., then EScript error: No such module "Check for unknown parameters". is stationary around fScript error: No such module "Check for unknown parameters".. Conversely, if EScript error: No such module "Check for unknown parameters". is stationary around fScript error: No such module "Check for unknown parameters"., then Δf = 0Script error: No such module "Check for unknown parameters". by the fundamental lemma of calculus of variations.

Coordinate expressions

Two dimensions

The Laplace operator in two dimensions is given by:

In Cartesian coordinates, Δf=2fx2+2fy2 where Template:Mvar and Template:Mvar are the standard Cartesian coordinates of the xyScript error: No such module "Check for unknown parameters".-plane.

In polar coordinates, Δf=1rr(rfr)+1r22fθ2=2fr2+1rfr+1r22fθ2, where Template:Mvar represents the radial distance and Template:Mvar the angle.

Three dimensions

Script error: No such module "Labelled list hatnote". In three dimensions, it is common to work with the Laplacian in a variety of different coordinate systems.

In Cartesian coordinates, Δf=2fx2+2fy2+2fz2.

In cylindrical coordinates, Δf=1ρρ(ρfρ)+1ρ22fφ2+2fz2, where ρ represents the radial distance, φScript error: No such module "Check for unknown parameters". the azimuth angle and zScript error: No such module "Check for unknown parameters". the height.

In spherical coordinates: Δf=1r2r(r2fr)+1r2sinθθ(sinθfθ)+1r2sin2θ2fφ2, or Δf=1r2r2(rf)+1r2sinθθ(sinθfθ)+1r2sin2θ2fφ2, by expanding the first and second term, these expressions read Δf=2fr2+2rfr+1r2sinθ(cosθfθ+sinθ2fθ2)+1r2sin2θ2fφ2, where φScript error: No such module "Check for unknown parameters". represents the azimuthal angle and θScript error: No such module "Check for unknown parameters". the zenith angle or co-latitude. In particular, the above is equivalent to Δf=2fr2+2rfr+1r2ΔS2f, where ΔS2f is the Laplace-Beltrami operator on the unit sphere.

In general curvilinear coordinates (ξ1, ξ2, ξ3Script error: No such module "Check for unknown parameters".): Δ=ξmξn2ξmξn+2ξmξm=gmn(2ξmξnΓmnlξl), where summation over the repeated indices is implied, gmnScript error: No such module "Check for unknown parameters". is the inverse metric tensor and Γl mnScript error: No such module "Check for unknown parameters". are the Christoffel symbols for the selected coordinates.

N dimensions

In arbitrary curvilinear coordinates in NScript error: No such module "Check for unknown parameters". dimensions (ξ1, ..., ξNScript error: No such module "Check for unknown parameters".), we can write the Laplacian in terms of the inverse metric tensor, Template:Tmath: Δ=1detgξi(detggijξj), from the Voss-Weyl formula[4] for the divergence.

In spherical coordinates in Template:Mvar dimensions, with the parametrization x = RNScript error: No such module "Check for unknown parameters". with Template:Mvar representing a positive real radius and Template:Mvar an element of the unit sphere SN−1Script error: No such module "Check for unknown parameters"., Δf=2fr2+N1rfr+1r2ΔSN1f where ΔSN−1Script error: No such module "Check for unknown parameters". is the Laplace–Beltrami operator on the (N − 1)Script error: No such module "Check for unknown parameters".-sphere, known as the spherical Laplacian. The two radial derivative terms can be equivalently rewritten as: 1rN1r(rN1fr).

As a consequence, the spherical Laplacian of a function defined on SN−1RNScript error: No such module "Check for unknown parameters". can be computed as the ordinary Laplacian of the function extended to RNTemplate:MsetScript error: No such module "Check for unknown parameters". so that it is constant along rays, i.e., homogeneous of degree zero.

Euclidean invariance

The Laplacian is invariant under all Euclidean transformations: rotations and translations. In two dimensions, for example, this means that: Δ(f(xcosθysinθ+a,xsinθ+ycosθ+b))=(Δf)(xcosθysinθ+a,xsinθ+ycosθ+b) for all θScript error: No such module "Check for unknown parameters"., aScript error: No such module "Check for unknown parameters"., and bScript error: No such module "Check for unknown parameters".. In arbitrary dimensions, Δ(fρ)=(Δf)ρ whenever ρScript error: No such module "Check for unknown parameters". is a rotation, and likewise: Δ(fτ)=(Δf)τ whenever τScript error: No such module "Check for unknown parameters". is a translation. (More generally, this remains true when ρScript error: No such module "Check for unknown parameters". is an orthogonal transformation such as a reflection.)

In fact, the algebra of all scalar linear differential operators, with constant coefficients, that commute with all Euclidean transformations, is the polynomial algebra generated by the Laplace operator.

Spectral theory

Script error: No such module "Labelled list hatnote". The spectrum of the Laplace operator consists of all eigenvalues λScript error: No such module "Check for unknown parameters". for which there is a corresponding eigenfunction fScript error: No such module "Check for unknown parameters". with: Δf=λf.

This is known as the Helmholtz equation.

If ΩScript error: No such module "Check for unknown parameters". is a bounded domain in RnScript error: No such module "Check for unknown parameters"., then the eigenfunctions of the Laplacian are an orthonormal basis for the Hilbert space L2(Ω)Script error: No such module "Check for unknown parameters".. This result essentially follows from the spectral theorem on compact self-adjoint operators, applied to the inverse of the Laplacian (which is compact, by the Poincaré inequality and the Rellich–Kondrachov theorem).[5] It can also be shown that the eigenfunctions are infinitely differentiable functions.[6] More generally, these results hold for the Laplace–Beltrami operator on any compact Riemannian manifold with boundary, or indeed for the Dirichlet eigenvalue problem of any elliptic operator with smooth coefficients on a bounded domain. When ΩScript error: No such module "Check for unknown parameters". is the [[N-sphere|Template:Mvar-sphere]], the eigenfunctions of the Laplacian are the spherical harmonics.

Vector Laplacian

The vector Laplace operator, also denoted by Template:Tmath, is a differential operator defined over a vector field.[7] The vector Laplacian is similar to the scalar Laplacian; whereas the scalar Laplacian applies to a scalar field and returns a scalar quantity, the vector Laplacian applies to a vector field, returning a vector quantity. When computed in orthonormal Cartesian coordinates, the returned vector field is equal to the vector field of the scalar Laplacian applied to each vector component.

The vector Laplacian of a vector field 𝐀 is defined as 2𝐀=(𝐀)×(×𝐀). This definition can be seen as the Helmholtz decomposition of the vector Laplacian.

In Cartesian coordinates, this reduces to the much simpler expression 2𝐀=(2Ax,2Ay,2Az), where Ax, Ay, and Az are the components of the vector field 𝐀, and 2 just on the left of each vector field component is the (scalar) Laplace operator. This can be seen to be a special case of Lagrange's formula; see Vector triple product.

For expressions of the vector Laplacian in other coordinate systems see Del in cylindrical and spherical coordinates.

Generalization

The Laplacian of any tensor field 𝐓 ("tensor" includes scalar and vector) is defined as the divergence of the gradient of the tensor: 2𝐓=()𝐓.

For the special case where 𝐓 is a scalar (a tensor of degree zero), the Laplacian takes on the familiar form.

If 𝐓 is a vector (a tensor of first degree), the gradient is a covariant derivative which results in a tensor of second degree, and the divergence of this is again a vector. The formula for the vector Laplacian above may be used to avoid tensor math and may be shown to be equivalent to the divergence of the Jacobian matrix shown below for the gradient of a vector: 𝐓=(Tx,Ty,Tz)=[TxxTxyTxzTyxTyyTyzTzxTzyTzz], where TuvTuv.

And, in the same manner, a dot product, which evaluates to a vector, of a vector by the gradient of another vector (a tensor of 2nd degree) can be seen as a product of matrices: 𝐀𝐁=[AxAyAz]𝐁=[𝐀Bx𝐀By𝐀Bz]. This identity is a coordinate dependent result, and is not general.

Use in physics

An example of the usage of the vector Laplacian is the Navier-Stokes equations for a Newtonian incompressible flow: ρ(𝐯t+(𝐯)𝐯)=ρ𝐟p+μ(2𝐯), where the term with the vector Laplacian of the velocity field μ(2𝐯) represents the viscous stresses in the fluid.

Another example is the wave equation for the electric field that can be derived from Maxwell's equations in the absence of charges and currents: 2𝐄μ0ϵ02𝐄t2=0.

This equation can also be written as: 𝐄=0, where 1c22t22, is the D'Alembertian, used in the Klein–Gordon equation.

Some properties

First of all, we say that a smooth function u:ΩN is superharmonic whenever Template:Tmath.

Let u:Ω be a smooth function, and let KΩ be a connected compact set. If u is superharmonic, then, for every xK, we have u(x)infΩu+cuL1(K), for some constant c>0 depending on Ω and Template:Tmath.[8]

Generalizations

A version of the Laplacian can be defined wherever the Dirichlet energy functional makes sense, which is the theory of Dirichlet forms. For spaces with additional structure, one can give more explicit descriptions of the Laplacian, as follows.

Laplace–Beltrami operator

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The Laplacian also can be generalized to an elliptic operator called the Laplace–Beltrami operator defined on a Riemannian manifold. The Laplace–Beltrami operator, when applied to a function, is the trace (trScript error: No such module "Check for unknown parameters".) of the function's Hessian: Δf=tr(H(f)) where the trace is taken with respect to the inverse of the metric tensor. The Laplace–Beltrami operator also can be generalized to an operator (also called the Laplace–Beltrami operator) which operates on tensor fields, by a similar formula.

Another generalization of the Laplace operator that is available on pseudo-Riemannian manifolds uses the exterior derivative, in terms of which the "geometer's Laplacian" is expressed as Δf=δdf.

Here Template:Mvar is the codifferential, which can also be expressed in terms of the Hodge star and the exterior derivative. This operator differs in sign from the "analyst's Laplacian" defined above. More generally, the "Hodge" Laplacian is defined on differential forms Template:Mvar by Δα=δdα+dδα.

This is known as the Laplace–de Rham operator, which is related to the Laplace–Beltrami operator by the Weitzenböck identity.

D'Alembertian

The Laplacian can be generalized in certain ways to non-Euclidean spaces, where it may be elliptic, hyperbolic, or ultrahyperbolic.

In Minkowski space the Laplace–Beltrami operator becomes the D'Alembert operator or D'Alembertian: =1c22t22x22y22z2.

It is the generalization of the Laplace operator in the sense that it is the differential operator which is invariant under the isometry group of the underlying space and it reduces to the Laplace operator if restricted to time-independent functions. The overall sign of the metric here is chosen such that the spatial parts of the operator admit a negative sign, which is the usual convention in high-energy particle physics. The D'Alembert operator is also known as the wave operator because it is the differential operator appearing in the wave equations, and it is also part of the Klein–Gordon equation, which reduces to the wave equation in the massless case.

The additional factor of cScript error: No such module "Check for unknown parameters". in the metric is needed in physics if space and time are measured in different units; a similar factor would be required if, for example, the Template:Mvar direction were measured in meters while the Template:Mvar direction were measured in centimeters. Indeed, theoretical physicists usually work in units such that c = 1Script error: No such module "Check for unknown parameters". in order to simplify the equation.

The d'Alembert operator generalizes to a hyperbolic operator on pseudo-Riemannian manifolds.

See also

Notes

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References

Further reading

External links

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