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Chapter 1

Elliptic problems

An eective method for solving boundary value problems for the Laplace and
Helmoltz equations (in domains possessing a denite symmetry) is the method of
separation of variables. The general idea of this method is to nd a set of solutions
of the homogeneous partial dierential equation in question that satisfy certain
boundary conditions. These solutions then serve as atoms, from which, based
on the linear superposition principle, one constructs the general solution. Since
each of these atoms is a solution of the corresponding homogeneous equation,
their linear combination is also
a solution of the same equation. The solution of our
problem is given by a series n=1 cn un (x) (where un (x) are the atom solutions,
x = (x1 , . . . , xN ) is the current point of the domain of space under consideration,
and cn are arbitrary constants). It remains to nd constants cn such that the
boundary conditions are satised.

1.1. The Dirichlet problem for the Laplace equation in an annulus


Suppose that we are required to solve the Dirichlet problem for the Laplace equa-
tion u = 0 in the domain bounded by two concentric circles L1 and L2 centered
at the origin, of radii R1 and R2 :

uxx + uyy = 0, R12 < x2 + y 2 < R22 ,
u|L1 = f1 , u|L2 = f2 .

Introducing polar coordinates (, ), this Dirichlet problem can be recast as




2 u + u + u = 0, R1 < < R2 , 0 < 2,

u(R1 , ) = f1 (), (1.1)

0 < 2.
u(R , ) = f (),
2 2

The boundary functions f1 () and f2 () will be assumed to be 2-periodic.


To solve the problem we will apply Fouriers method. Namely, we will seek the
solution in the form u(, ) = R()(). Substituting this expression in equation
(1.1), we obtain
2 R + R + R = 0.
Next, dividing both sides of this equation by R we get

2 R + R 
= . (1.2)
R

V.P. Pikulin and S.I. Pohozaev, Equations in Mathematical Physics: A practical course, 7
Modern Birkhuser Classics, DOI 10.1007/978-3-0348-0268-0_2,
Springer Basel AG 2001
8 CHAPTER 1. ELLIPTIC PROBLEMS

One says that in equation (1.2) the variables are separated, since the left-
[resp., right-] hand side of the equation depends only on [resp., ]. Since the
variables and do not depend of one another, each of the two sides of equation
(1.2) must be a constant. Let us denote this constant by . Then
2 R + R 
= = . (1.3)
R
It is clear that when the angle varies by 2 the single-valued function u(, ) must
return to the initial value, i.e., u(, ) = u(, + 2). Consequently, R()() =
R()( + 2), whence () = ( + 2), i.e., the function () is 2-periodic.

From the equation  + = 0 it follows that () = A cos( ) + B sin( )
(with A and B arbitrary constants), and in view of the periodicity of () we
necessarily have = n2 , where n 0 is an integer.
Indeed, the equality

A cos( ) + B sin( ) = A cos[ ( + 2)] + B sin[ ( + 2)]
implies that
sin( + ) = sin( + + 2 ),
where we denote
A B
sin = , cos = .
2
A +B 2 A + B2
2

Therefore, sin( ) cos( + + ) = 0, i.e., = n, or = n2 ,
where n 0 is an integer. Now equation (1.3) yields
2 R + R n2 R = 0. (1.4)
If n = 0, then we seek the solution of this equation in the form R() = .
Substituting this expression in equation (1.4) and simplifying by , we get
2 = n2 , or = n (n > 0).
For n = 0 equation (1.4) has two solutions: 1 and ln . Thus, we now have an
innite set of functions (atom solutions)
1, ln , n cos(n), n sin(n),
n cos(n), n sin(n), n = 1, 2 . . . ,
which satisfy the given partial dierential equation. Since a sum of such solutions
is also a solution, we conclude that in our case the general solution of the Laplace
equation has the form
u(, ) = a0 + b0 ln +

   (1.5)
+ an n + bn n cos(n) + cn n + dn n sin(n) .
n=1
1.1. DIRICHLET PROBLEM FOR LAPLACE EQUATION IN ANNULUS 9

It remains only to nd all the coecients in the sum (1.5) so that the bound-
ary conditions u(R, ) = f1 (), u(R2 , ) = f2 () will be satised. Setting = R1
and then = R2 in (1.5) we obtain



u(R1 , ) = an R1n + bn R1n cos(n)+
n=1
 
+ cn R1n + dn R1n sin(n) + a0 + b0 ln R1 ,



u(R2 , ) = an R2n + bn R2n cos(n)+
n=1
 
+ cn R2n + dn R2n sin(n) + a0 + b0 ln R2 .

Recalling the expressions for the Fourier coecients of a trigonometric series,


we arrive at the following systems of equations:
2

1

a0 + b0 ln R1 = f1 (s) ds,
2 0
2 (1.61 )

1
a0 + b0 ln R2 = f2 (s) ds,
2 0

(to be solved for a0 and b0 );




n 1 2

n 1
a R n
+ b R
n 1 = f1 (s) cos(ns) ds,
0
(1.62 )

1 2
an R2n + bn R2n = f2 (s) cos(ns) ds,
0

(to be solved for an and bn ); and




n 1 2
n
cn R1 + dn R1 = f1 (s) sin(ns) ds,
0
(1.63 )

1 2
cn R2n + bdn R2n = f2 (s) sin(ns) ds,
0

(to be solved for cn and dn ).


Thus, from these systems one can nd all the unknown coecients a0 , b0 , an ,
bn , cn , dn . Now the problem (1.1) is completely solved. The solution is given by
the expression (1.5), in which the coecients are obtained from the systems (1.6).
10 CHAPTER 1. ELLIPTIC PROBLEMS

1.2. Examples of Dirichlet problem in an annulus


Example 1. Let us assume that the potential is equal to zero on the inner circle,
and is equal to cos on the outer circle. Find the potential in the annulus.
We have to solve the problem

u = 0, 1 < < 2, 0 < 2,
u(1, ) = 0, u(2, ) = cos , 0 2,

in order to nd determine the potential u(, ) in the annulus.


Generally speaking, to solve this problem we have to calculate all the integrals
in the formulas (1.6), and then solve the corresponding systems of equations to nd
the coecients a0 , b0 , an , bn , cn , dn . However, in the present case it is simpler to
try to choose particular solutions such that a linear combination of them will satisfy
the boundary conditions. Here such a role is played by the linear combination
u(, ) = a1 cos + b1 1 cos . The boundary conditions yield the system of
equations
a1 + b1 = 0,
2a1 + b1 = 1,
2
from which we nd a1 = 2/3, b1 = 2/3. Therefore, the solution is
2 
u(, ) = 1 cos .
3
Example 2. Let us consider the following problem with constant potentials on the
boundaries of the annulus:

u = 0, 1 < < 2, 0 < 2,
u(1, ) = 2, u(2, ) = 1, 0 < 2.

In this case we will seek the solution as a function that does not depend on ,
i.e., u() = a0 + b0 ln . Substituting this expression in the boundary conditions
we obtain the system of equations

a0 + b0 ln 1 = 2,
a0 + b0 ln 2 = 1,

which yields a0 = 2, b0 = log2 e. Therefore, the sought solution is the function


ln
u() = 2 .
ln 2
Example 3. Let us solve the following Dirichlet problem

u = 0, 1 < < 2, 0 < 2,
u(1, ) = cos , u(2, ) = sin , 0 2.
1.3. THE INTERIOR AND EXTERIOR DIRICHLET PROBLEMS 11

One can verify that here all the coecients a0 , b0 , an , bn , cn , dn with n > 1
are equal to zero, while the coecients a1 , b1 , c1 , d1 are determined from the
systems of equations

a1 + b1 = 1, c1 + d1 = 0,
2a1 + b1 = 0, 2c1 + d1 = 1.
2 2
Solving these systems we obtain
1 4 2 2
a1 = , b1 = , c1 = , d1 = .
3 3 3 3
Thus, the solution of our problem is the function
   
1 4 2 1
u(, ) = + cos + sin .
3 3 3
Since the Dirichlet problem for the Laplace equation in a bounded domain
has a unique solution, in examples 13 there are no other solutions besides the
ones found.

1.3. The interior and exterior Dirichlet problems


Let us consider the two very important cases in which the annulus becomes a disc
or the exterior of a disc. The interior Dirichlet problem (R1 = 0, R2 = R)

2 u + u + u = 0, 0 < R, 0 < 2,
u(R, ) = f (), 0 2,

is solved in exactly the same manner as the Dirichlet problem for the annulus,
with the only dierence that now we must discard the solution atoms that are
not bounded when approaches 0:
ln , n cos(n), n sin(n), n = 1, 2, . . .
Hence, the solution is given by the remaining terms, i.e.,
 n

u(, ) = [an cos(n) + bn sin(n)] ,
n=0
R

where the coecients an and bn are calculated by means of the formulas


2
1

a0 = f () d,

2 0

2

1
an = f () cos(n) d, n > 0, (1.7)
0

2



n > 0.
1
bn = f () sin(n) d,
0
12 CHAPTER 1. ELLIPTIC PROBLEMS

In other words, we simply expand the function f () in a Fourier series




f () = [an cos(n) + bn sin(n)] ,
n=0

n
and then multiply each term of the series by the factor R . For example, the
interior problem

u = 0, 0 < 1, 0 < 2,
u(1, ) = cos2 , 0 < 2,

has the solution


1 1 2
u(, ) = + cos(2).
2 2
The exterior Dirichlet problem (R1 = R, R2 = )

2 u + u + u = 0, R < , 0 < 2,
u(R, ) = f (), 0 2,

is solved in much the same way as the preceding problem, with the dierence than
now we discard the solution atoms that are not bounded when goes to innity:

ln , n cos(n), n sin(n), n = 1, 2, . . .

Accordingly, the solution is taken in the form


 n

u(, ) = [an cos(n) + bn sin(n)] ,
n=0
R

where the coecients an and bn are calculated by means of formulas (1.7). For
example, the exterior problem

u = 0, 1 < , 0 < 2,
u(1, ) = sin3 , 0 2

has the solution


3 1 1 1
u(, ) = sin 3 sin 3.
4 4
Let us note that the Dirichlet problem for the Laplace equations in an un-
bounded two-dimensional domain has only one bounded solution.
We conclude this section by examining another example, one exercise (the
Poisson integral), and a problem connected with the Poisson integral.
1.3. THE INTERIOR AND EXTERIOR DIRICHLET PROBLEMS 13

Example [1]. Find the steady temperature distribution in a homogeneous sector


0 a, 0 , which satises the boundary conditions u(, 0) = u(, ) =
0, u(a, ) = A, where A is a constant (see Figure 1.1).

0
=

u(
)

a,
)
,
u(

=
u = 0

0 u(, 0) = 0 a x

Figure 1.1.

Solution. Finding the steady temperature distribution reduces to solving the Di-
richlet problem
2

u + u + u = 0, 0 < a, 0 < < < 2,
u(, 0) = u(, ) = 0, 0 a,


u(a, ) = A, 0 .

Setting u(, ) = R()() and separating variables, we obtain two ordinary


dierential equations:
2 R + R R = 0,
(1.8)
 + = 0.
The conditions 0 = u(, 0) = R()(0) and 0 = u(, ) = R()() yield (0) =
() = 0. The separation constant is determined by solving the Sturm-Liouville

 + = 0, 0 < < ,
(0) = () = 0.

n 2
We get n = and
 n 2
( 1) + = 0,

whence
n
= .

14 CHAPTER 1. ELLIPTIC PROBLEMS

Using the fact that the function R() is bounded (according to the meaning
of the problem at hand), we write Rn () = n/ . The atoms from which our
solution is built are the functions
 n 
un (, ) = n/ sin , n = 1, 2, . . .

Thus, the solution itself is

 n 
u(, ) = cn n/ sin .
n=1

The constants cn (n = 1, 2, . . . ) are found from the condition u(a, ) = A. Since



 n 
u(a, ) = cn an/ sin .
n=1

it follows that  n 
n/ 2
cn a = A sin d,
0
and so  n 
2A 2A
cn = sin d = (1)n+1 .
an/ 0 n
Finally, the solution of our problem is written in the form
 n 
2A  n/ sin
u(, ) = (1)n+1 .
n=1 n

Notice that the solution has a singularity in the boundary point = a, =


because of the incompatibility of the boundary values.

1.4. The Poisson integral for the disc. Complex form.


Solution of the Dirichlet problem when the
boundary condition is a rational function R(sin , cos )
Recall that the solution of the interior and exterior Dirichlet problem is can be
presented in integral form (the Poisson integral):
2
1 R2 2
u(, ) = f () d, < R,
2 0 R 2R cos( ) + 2
2

2
1 2 R2
u(, ) = f () d, > R.
2 0 R 2R cos( ) + 2
2

Let us show that these formulas are a consequence of the general superposition
method.
1.4. POISSON INTEGRAL. RATIONAL BOUNDARY CONDITION 15

For the sake of deniteness we shall consider the interior problem, and then
write the result for the exterior problem by analogy.
Substituting the expression for the Fourier coecients in the formula

 n

u(, ) = [an cos(n) + bn sin(n)] ,
n=0
R

we obtain
 
1  n
2
1
u(, ) = f () + (cos(n) cos(n) + sin(n) sin(n)) =
0 2 n=0 R

 
1  n
2
1
= f () + cos(n( )) d.
0 2 n=0 R

Further, using the relation cos(n( )) = 12 ein() + ein() , the fact that
q = /R < 1 and the formula for the sum of an innite decreasing geometric
progresion, we get

1 1 n  in() 

1 n
+ q cos(n( )) = + q e + ein() =
2 n=1 2 2 n=1

 

1 n  n 
= 1+ qein() + qein() =
2 n=1
 
1 qein() qein()
= 1+ + =
2 1 qein() 1 qein()

1 1 q2 1 R2 2
= = .
2 1 2q cos( ) + q 2 2 R2 2R cos( ) + 2
Therefore,
2
1 R2 2
u(, ) = f () d, < R.
2 0 R2 2R cos( ) + 2

Let us recast the Poisson formula in a dierent form (complex notation).


Note that

R2 2 R2 |z|2 Rei + z
= = Re i
R2 2R cos( ) + 2 |Re z|
i 2 Re z
16 CHAPTER 1. ELLIPTIC PROBLEMS

because
i 
Rei + z Re + ei (Rei ei )
Re = Re
Rei z (Rei ei ) (Rei ei )

R2 |z|2 + R ei() ei() R2 |z|2
= Re 2
= .
|Re z|
i |Rei z|2
It follows that the Poisson integral can be written in the form
2
1 Rei + z
u(z) = Re f () d.
2 0 Rei z

If in this integral we set = Rei and, accordingly, d = d/i, we nally obtain


2
1 +z d
u(z) = Re f () , |z| < R. (1.9)
2i 0 z

If the boundary function f () is a rational function of sin and cos , then the
integral in formula (1.9) can be calculated by means of residues.
Example. Solve the Dirichlet problem

u = 0, |z| < 2,
2 sin
u||z|=2 = .
5 + 3 cos

Solution. We shall use formula (1.9). Let = 2ei ; then


   
1 2 1 2
sin = cos = +
2i 2 2 2
and the boundary function becomes

1 2 4
2
2 sin 2i 2
u() = =  =
5 + 3 cos 3 2
5+ +
2 2

2 2 4 2 2 4
= 2 =  .
i 3 + 20 + 12 i 2
3( + 6) +
3
Let us compute the integral

1 2( 2 4)( + z)
J= d
2i ||=2 2
i 3( + 6)( + )( z)
3
1.4. POISSON INTEGRAL. RATIONAL BOUNDARY CONDITION 17

where the circle || = 2 is oriented counter- clockwise. In our case the integrand
F () has in the domain || > 2 only one nite singular point = 6 a pole
of order one and the removable singular point = . By the Cauchy residue
theorem,
J = res[F ()]=6 res[F ()]= .

First let us nd the residue at the point = 6;

2 32 z6 4 z6 2 6z
res[F ()]=6 = 16  = = .
3i 3 (z + 6) 6 i (z + 6) 6 3i 6 + z

Next let us expand F () in a series in the neighborhood of the point = :

  
4 z
1 1+
2 2 1 1 2 1
F () =    z = + ... ,
3i 6 2 1 3i
1+ 1+
3

whence
2
res[F ()]= = .
3i
Therefore,
2 z6 2 2 2z 4z
J= + = = =
3i z + 6 3i 3i z + 6 3i(z + 6)

4 x + iy 4 (x + iy)(6 + x iy)
= = ,
3i 6 + x + iy 3i (6 + x)2 + y 2

which yields
8y
Re J = ,
36 + 12x + x2 + y 2
or
8 sin
Re J = .
36 + 12 cos + 2

We conclude that the solution of our Dirichlet problem is given by the ex-
pression
8 sin
u(, ) = .
36 + 12 cos + 2
18 CHAPTER 1. ELLIPTIC PROBLEMS

1.5. The interior and exterior Neumann problems for a disc


It is clear that in the case of a disc of radius R centered at the origin the exterior
normal derivative is u/n|=R = u/|=R . Accordingly, the solution of the
interior Neumann problem is sought in the form of a series
 n

u(, ) = [an cos(n) + bn sin(n)] .
n=0
R

The coecients an and bn of this series are determined from the boundary condi-
tion u/|=R = f (), i.e., we have
2
R
an = f () cos(n) d,
n 0
2 n = 1, 2, . . . (1.10)
R
bn = f () sin(n) d,
n 0

Similarly, the solution of the exterior Neumann problem is sought in the form
of a series  n

u(, ) = [an cos(n) + bn sin(n)] .
n=0
R

whose coecients an and bn , determined from the boundary condition u/|=R =


f (), are calculated by means of the same formulas (1.10) (here we use the fact
that u/n|=R = u/|=R ).
Example. Find the steady temperature inside of an unbounded cylinder of radius
R if on the lateral surface S there is given the heat ux u/n|S = cos3 .
Solution. We have to solve the interior Neumann problem


u = 0, 0 < < R, 0 < 2,

u 

 = cos3 , 0 2.
=R

First of all we need to verify that


 the condition for the solvability of the Neumann
u
problem is satised, i.e., that C n ds = 0, where C is the circle bounding our
disc.
Indeed, we have
2
u
ds = cos3 R d =
C n 0

2 2
R R
= cos d + [cos(3) + cos ] d = 0.
2 0 4 0
1.6. POISSON EQUATION IN DISC AND ANNULUS 19

Next, since cos3 = 34 cos + 14 cos(3), it follows that a1 = 34 R, a3 = 12


1
R, and all
the remaining coecients in the series giving the solution of the interior Neumann
problem are equal to zero. Hence, the solution has the form

3 3
u(, ) = C + cos + cos(3),
4 12R2
where C is an arbitrary constant.
Remark. The Neumann problem can also be solved for an annulus. In this case
the boundary conditions specify the exterior normal derivative:

u u
(R1 , ) = f1 (), (R2 , ) = f2 ().

Here the solution exists only if the condition


2 2
R1 f1 () d = R2 f2 () d
0 0

is satised, and is uniquely determined up to an arbitrary constant.

1.6. Boundary value problems for the Poisson equation


in a disc and in an annulus
When we solve the Dirichlet or Neumann problem (or a problem of mixed type) we
need rst to nd some particular solution u1 of the Poisson equation u = f (x, y)
and then use the change of dependent variables u = u1 + v to reduce the task to
that of solving the corresponding boundary value problem for the Laplace equation
v = 0.
Example 1 [18]. Solve the Poisson equation

2u 2u
+ 2 = xy
x2 y

in the disc of radius R centered at the origin, under the condition u(R, ) = 0.
Solution. Passing to polar coordinates we obtain the problem

2 u + u + u = 1 4 sin(2), 0 < R, 0 < 2,

2 (1.11)
u(R, ) = 0, 0 2.

We shall seek a particular solution in the form

u1 (, ) = w() sin(2).
20 CHAPTER 1. ELLIPTIC PROBLEMS

Substituting this expression in equation (1.11) and simplifying by sin(2) we ob-


tain the equation
1
2 w + w 4w = 4 . (1.12)
2
The substitution = et transforms (1.12) into the equation with constant coe-
cients
1
w 4w = e4t , (1.13)
2
where the dot denotes dierrentiation with respect to t. A particular solution of
1 4t 1 4
equation (1.13) is w(t) = 24 e . Hence, w() = 24 is a particular solution
1 4
of equation (1.12). Therefore, we can choose u1 (, ) = 24 sin(2).
Now let us introduce the function v(, ) = u(, ) u1 (, ). Clearly, to
determine the function v(, ) we must solve the following Dirichlet problem for
the Laplace equation:
2
u + v + v = 0, 0 < < R, 0 < 2,
v(R, ) = 1 R4 sin(2), 0 2.
24
But we already know the solution of this equation:
 2 1 1 2 4
v(, ) = R4 sin(2) = R sin(2).
R 24 24
Therefore, the solution of our problem is given by
1 2 4
u(, ) = (R 2 ) sin(2).
24
Example 2. Find the distribution of the electric potential in the annulus a < < b
if in its interior there are electrical charges with density (x, y) = A(x2 y 2 ), the
inner circle is maintained at the potential 1 and the intensity of the electric eld
on the outer circle is 0.
Solution. The problem reduces to that of solving the Poisson equation u =
A(x2 y 2 ) in the annulus a < < b with the boundary conditions u|=a = 1,
u/|=b = 0. Passing to polar coordinates we obtain the problem
 
1 u 1 2u

+ 2 = A2 cos(2) a < < b, 0 < 2,
2

u
u(a, ) = 1, (b, ) = 0, 0 2.

Let us seek the solution of this problem in the form u(, ) = v(, )+w(), where
the function w() is a solution of the auxiliary problem
 

1 w = 0, a < < b,
(1.14)

w(a) = 1, w (b) = 0,
1.6. POISSON EQUATION IN DISC AND ANNULUS 21

and the function v(, ) is a solution of the problem

 
1 v 1 2v

+ 2 = A2 cos(2) a < < b, 0 < 2,
2
(1.15)

v
v(a, ) = 0, (b, ) = 0, 0 2.

Obviously, the solution of problem (1.14) is w() 1. We will seek the


solution of problem (1.15) in the form v(, ) = R() cos(2). Substituting this
expression for v(, ) in the equation (1.15) we obtain

1 d 4
cos(2) (R ) 4 R cos(2) = A2 cos(2),
d

or, simplifying by cos(2),

2 R + R 4R = A4 ,

with the additional conditions R(a) = 0, R (b) = 0. The substitution = et


transform this equation into the equation with constant coecients

R 4R = Ae4 t,

where the dot denotes dierentiation with respect to t. The general solution of this
1
last equation is R(t) = C1 e2t + C2 e2t + 12 Ae4t . Back to the variable we have

C2 1
R() = C1 2 + + Ae4t .
2 12

The constants C1 and C2 are found from the conditions R(a) = 0, R (b) = 0,
namely
A(a6 + 2b6 ) Aa4 b4 (2b2 a2 )
C1 = , C2 =
12(a4 + b4 ) 6(a4 + b4 )

Hence, the sought solution is

 
A(a6 + 2b6 ) 2 Aa4 b4 (2b2 a2 ) 1 A 4
u(, ) = 1 + + + cos(2).
12(a4 + b4 ) 6(a4 + b4 ) 2 12
22 CHAPTER 1. ELLIPTIC PROBLEMS

1.7. Boundary value problems for the Laplace and


Poisson equations in a rectangle
Example 1 [18]. Find the distribution of the electrostatic eld u(x, y) inside the
rectangle OACB for which the potential along the side B is equal to V , while the
three other sides and grounded. There are no electric charges inside the rectangle
(Figure 1.2).

u=0
B(0, b) C(a, b)

u=V u = 0 u=0

0 u=0 A(a, 0) x

Figure 1.2.

Solution. The problem reduces to that of solving the Laplace equation uxx +uyy = 0
in the interior of the rectangle with the boundary conditions

u(0, y) = V, u(a, y) = 0, u(x, 0) = 0, u(x, b) = 0.

First we will seek nontrivial particular solutions of the Laplace equation which
satisfy only the boundary conditions

u(x, 0) = u(x, b) = b

in the form u(x, y) = X(x)Y (y). Substituting this expression in the equation
uxx + uyy = 0 we get X  Y + XY  = 0, which upon dividing by XY gives

X  Y 
= = 2 .
X Y
Using the fact that Y (0) = Y (b) = 0, we obtain the Sturm-Liouville problem
 
Y + 2 Y = 0, 0 < y < b,
Y (0) = Y (b) = 0,

which yields the eigenvalues and eigenfunctions of our problem. We have


 n 2  n 
2n = , Yn (y) = sin y , n = 1, 2, . . .
b b
1.7. LAPLACE AND POISSON EQUATIONS IN RECTANGLE 23

The corresponding functions Xn (x) are solutions of the equation X  2 X = 0,


and so  n   n 
Xn (x) = an cosh x + bn sinh x
b b
where an and bn are arbitrary constants. It follows that the notrivial particular
solutions (atoms) have the form
  n   n   n 
un (x, y) = an cosh x + bn sinh x sin y , n = 1, 2, . . .
b b b
Now for the sought solution of our problem we take the series

  n   n   n 
u(x, y) = an cosh x + bn sinh x sin y . (1.16)
n=0
b b b

The constants an and bn (n = 1, 2, . . . ) are found from the conditions u(0, y) = V ,


u(a, y) = 0. Setting x = a in (1.16) we obtain

  n   n   n 
0= an cosh a + bn sinh a sin y ,
n=0
b b b

whence  n   n 
an cosh a + bn sinh a = 0, n = 1, 2, . . .
b b
Next, setting x = 0 in (1.16) we obtain

 n 
V = an sin y ,
n=0
b

which gives
b  n  
2 0, if n is even,
an = V sin y dy, or an = 4V
b 0 b n , if n is odd.

Therefore, the solution has the form


   
(2k + 1)(a x) (2k + 1)y
sinh sin
4V b b
u(x, y) =   .
(2k + 1)a
k=0 (2k + 1)sinh
b

Example 2 [18]. Suppose that two sides, AC and BC, of a rectangular homogeneous
plate (see Figure 1.2) are covered with a heat insulation, and the other two sides
are maintained at temperature zero. Find the stationary temeperature distribution
in the plate under the assumption that a quantity of heat Q = const is extracted it.
24 CHAPTER 1. ELLIPTIC PROBLEMS

Solution. We are dealing with a boundary value problem for the Poisson equation
with boundary conditions of mixed type;

Q
uxx + uyy = k ,
0 < x < a, 0 < y < b,
u(0, y) = 0, ux (a, y) = 0, 0 y b, (1.17)



u(x, 0) = 0, uy (x, b) = 0, 0xa

(here k is the internal heat conduction coecient).


The eigenvalues and eigenfunctions of the problem are found by solving the
auxiliary boundary value problem (Sturm-Liouville problem)

X  + 2 X = 0, 0 < x < a,

X(0) = 0 = X (a) = 0.

 2  
We get 2n = (2n+1)
2a and Xn (x) = sin (2n+1)
2a x , n = 0, 1, . . . We will seek
the solution of the above problem in the form of an expansion in eigenfunctions

 
(2n + 1)
u(x, y) = Yn (y) sin x ,
n=0
2a

where the functions Yn (y) are subject to determination. Substituting this expres-
sion of the solution in equation (1.17) we obtain

   
(2n + 1)2 2 (2n + 1)  (2n + 1)
Yn (y) sin x + Y (y) sin x =
n=0
4a2 2a n=0
n
2a


 
(2n + 1)
= n sin x ,
n=0
2a

where the Fourier coecients n of the function Q/k are equal to


a    
2 Q (2n + 1) 4Q
n = sin x dx = .
a 0 k 2a k(2n + 1)

This yields the following boundary value problem for the determination of
the function Yn (y), n = 0, 1, 2, . . . :

2 2

Y  (2n + 1) Y (y) = 4Q
n 2 n , 0 < y < b,
4a k(2n + 1)

Y (0) = 0,
n Yn (b) = 0.
1.7. LAPLACE AND POISSON EQUATIONS IN RECTANGLE 25

Solving this problem, we obtain


   
(2n + 1) (2n + 1) 16Qa2
Yn (y) = an cosh y + bn sinh y + 3 ,
2a 2a k (2n + 1)3

where
16Qa2
an = ,
k 3 (2n + 1)3
and  
16Qa2 (2n + 1)b
bn = tanh y .
k 3 (2n + 1)3 2a
The nal expression of the solution is
 

2 cosh (2n+1)(by)  
16Qa 1 1 2a (2n + 1)
u(x, y) =   sin x .
k 3 n=0
(2n + 1)3 cosh (2n+1)b 2a
2a

Example 3 [18]. Find the solution of the Laplace equation in the strip 0 x a,
0 y < which satises the boundary conditions
 x
u(x, 0) = 0, u(a, y) = 0, u(x, 0) = A 1 , u(x, ) = 0.
a

Solution. Thus, we need to solve the boundary value problem



uxx + uyy = 0, 0 < x < a, 0 < y < ,


u(0, y) = u(a, y) = 0, 0 y < , (1.18)
 

u(x, 0) = A 1 x
, u(x, ) = 0, 0xa
a

Let us begin by nding the solution of the auxiliary problem



vxx + vyy = 0, 0 < x < a, 0 < y < ,
v(0, y) = v(a, y) = 0, 0 y < ,

in the form v(x, y) = X(x)Y (y). We obtain two ordinary dierential equations:
(1) X  + X = 0, and (2) Y  Y = 0.
From the conditions v(0, y) = 0, v(a, y) = 0 it follows that X(0) = X(a) = 0.
Hence, the Sturm-Liouville problem

X  + X = 0, 0 < x < a,
X(0) = X(a) = 0
26 CHAPTER 1. ELLIPTIC PROBLEMS

2 
yields n = n a and Xn (x) = sin n a x , n = 1, 2, . . . . Then the corresponding
solutions of the equation Y  Y = 0 are
n n
Yn (y) = An e a y
+ Bn e a y
.

We conclude that
n n   n 
vn (x, y) = An e a y + Bn e a y sin x .
a
Therefore, the solution of problem (1.18) is given by a series

n n   n 
u(x, y) = An e a y
+ Bn e a y
sin x . (1.19)
n=1
a

From the condition u(x, ) it follows that Bn = 0, n = 1, 2, . . . . Setting


y = 0 in (1.19) we get
 x
 n 
A 1 = An sin x ,
a n=1
a

i.e.,
2 a  x  n  2A
An = A 1 sin x dx = .
a 0 a a n
We conclude that

2A 1 n y  n 
u(x, y) = e a sin x .
n=1 n a

Remark 1. The boundary value problem for the Laplace (Poisson) equation in a
rectangular parallelepiped is solved in a similar manner.
Remark 2. Let us assume that the mathematical model of a given physical phe-
nomenon is such that both the equation itself and the boundary conditions are
inhomogeneous. Then by using the superposition principle the original boundary
value problem can be decomposed into subproblems; one then solves the subprob-
lems and adds their solutions to obtain the solution of the original problem.
For example, the solution of the Dirichlet problem

u = f in the domain ,
u = on the boundary ,

is the sum of the solutions of the following simpler problems:


 
u = f in the domain , u = 0 in the domain ,
(1) (2)
u = 0 on the boundary , u = on the boundary .
1.8. LAPLACE AND POISSON EQUATIONS IN A BOUNDED CYLINDER 27

1.8. Boundary value problems for the Laplace and


Poisson equations in a bounded cylinder
To treat the problems mentioned in the title we must resort to special functions,
more precisely, to Bessel functions.
First let us consider a boundary value problem for the Laplace equation in a
cylinder.
Example 1 [4, Ch. IV, no. 110]. Find the potential of the electrostatic eld of a
cylindrical wire of section a, 0 z l, such that both bases of the cylinder
are grounded and its lateral surface is charged at a potential V0 . Calculate the
eld intensity on the axis (Figure 1.3).

z
u=0

u = 0 u = V0
l

a
0 y
u=0
x

Figure 1.3.

Solution. We need to solve the Laplace equation inside the cylinder with given
boundary conditions:
 

1 u 2u

+ 2 = 0, 0 < < a, 0 < z < l,
z

u(, 0) = u(, l) = 0, 0 a,


u(a, z) = V0 , 0zl

(the solution u(, z) does not depend on since the boundary values are indepen-
dent of ). Using the method of separation of variables, we represent the solution in
the form u(, z) = R()Z(z). Substituting this expression in the Laplace equation
 
1 u 2u
+ 2 =0
z
28 CHAPTER 1. ELLIPTIC PROBLEMS

we get

Z (R ) + RZ  = 0

whence, upon dividing both sides by RZ,


(R )
Z 
+ = 0,
R Z
or

(R )
Z 
= = , (1.20)
R Z
where is the separation constant. Clearly, on physical grounds > 0: otherwise
the function Z(z), and together with it the potential, would not vanish on the
upper and bottom bases of the cylindrical wire.
Equation (1.20) yields two ordinary dierential equations:

(1) Z  + Z = 0,

and
1 d
(2) (R ) R = 0.
d
Using the fact that Z(0) = Z(l) = 0, we obtain the standard Sturm-Liouville
problem:  
Z + Z = 0, 0 < z < l,
Z(0) = Z(l) = 0.

This problem has the eigenfunctions Zn (z) = sin n z , corresponding to the
2 l
eigenvalues n = n
l , n = 1, 2, . . . . The function R() is determinded from the
equation
1 d  n 2
(R ) R = 0, (1.21)
d l
which is recognized to be the Bessel equation of index zero and imaginary argu-
ment. Indeed, from equation (1.21) it follows that
 n 2
2 R + R 2 R = 0.
l

Passing in this equation to the new independent variable x = n


l and using
the relations
dR n d2 R  n 2
R = , R = ,
dx l dx2 l
1.8. LAPLACE AND POISSON EQUATIONS IN A BOUNDED CYLINDER 29

we arrive at the equation


d2 R dR
x2 +x x2 R = 0.
dx2 dx
Its general solution is written in the form
R(x) = C1 I0 (x) + C2 K0 (x),
where I0 (x) and K0 (x) are the Bessel functions of index zero and imaginary ar-
gument, of the rst and second kind, respectively, and C1 and C2 are arbitrary
constants. Since (the Macdonald) function K0 (x) when x 0, we must set
C2 = 0 (otherwise the solution of our problem will be unbounded on the axis of
the cylinder). Therefore,  n 
Rn () = CI0 .
l
The atoms from which the solution of the original problem will be con-
structed are the functions
 n   n 
I0 sin z , n = 1, 2, . . .
l l
Thus, the solution of our has the series representation

 n   n 
u(, z) = cn I0 sin z .
n=1
l l

The constants cn are found from the boundary condition u(a, z) = V0 . We


have

 n   n 
V0 = cn I0 a sin z ,
n=1
l l
whence
 4V
 n  2 l  n  0
, n is odd,
cn I0 a = V0 sin z dz = n
l l 0 l 0, n is even.
We conclude that
 (2k + 1)   (2k + 1) 
I0 sin z
4V0 l l
u(z, ) =
 (2k + 1)  2k + 1
.
k=0 I0 a
l
The eld on the axis of the cylinder is
 (2k + 1) 

u 4V0 cos l
z
Ez (0, z) = (0, z) =  (2k + 1) 
.
z l
k=0 I0 a
l
30 CHAPTER 1. ELLIPTIC PROBLEMS

Example 2 [18]. Consider a cylinder with base of radius R and height h. Assume
that the temperature of the lower base and of the lateral surface is equal to zero,
while the temperature of the upper base is a given function of . Find the steady
temperature distribution in the interior of the cylinder.
Solution. The mathematical formulation of the problems is as follows:
 

1 u 2u

+ 2 = 0, 0 < < R, 0 < z < h,
z

u(, 0) = 0, u(, h) = f (), 0 R,


u(R, z) = 0, 0 z h.

Setting, as before, u(, z) = r()Z(z) and substituting this expression in the


Laplace equation, we obtain two ordinary dierential equations:

1 d
(1) (r ) + r = 0;
d (1.22)
(2) Z  Z = 0.

We note that here > 0 (this will be clear once we nd the solution). The
boundary condition u(R, z) = 0 implies r(R) = 0. Equation (1.22) can be rewritten
as
2 r + r + 2 r = 0. (1.23)

Passing to the new independent variable x = we obtain the Bessel equation
of order zero
d2 r dr
x2 2 + x + x2 r = 0,
dx dx
whose general solution has the form

r(x) = C1 J0 (x) + C2 B0 (x),

where J0 (x) and B0 (x) are the Bessel function of order zero of rst and second
kind, respectively, and C1 , C2 are arbitrary constants.
Returning to the old variable we have

r() = C1 J0 ( ) + C2 B0 ( ).

Thus, in the present case solving the Sturm-Liouville problem


 2 
r + r + 2 r = 0, 0 < < R,
|r(0)| < , r(R) = 0

reduces to the solution


of the Bessel equation with the indicated boundary con-
ditions. Since B0 ( ) as 0, we must set C2 = 0, and so r() =
1.8. LAPLACE AND POISSON EQUATIONS IN A BOUNDED CYLINDER 31

CJ0 ( ). From the condition r(R) = 0 it follows that J0 ( R) = 0. Denoting by
1 , 2 , . . . , n , . . . the positive roots of the Bessel function J0 (x) (Figure 1.4), we
2 
obtain the eigenvalues n = Rn and the corresponding eigenfunctions J0 Rn ,
2
n = 1, 2, . . . . Further, from the equation (2) in (1.22) with = n = Rn we
obtain    
n n
Zn (x) = An cosh z + Bn sinh z ,
R R
where An and Bn are arbitrary constants. From the boundary condition u(, 0) = 0
it follows that Z(0) = 0, i.e., An = 0 for all n. Therefore, the atoms of the sought
solution are the functions
   
n n
J0 sinh z , n = 1, 2 . . . .
R R

y
1
0.8
0.6
0.4 J0 (x)

0.2
2.4 5.5 8.7
2 4 6 8 10 x
0.2
0.4

Figure 1.4.

The solution of our problem is given by a series



   
n n
u(, z) = Bn J0 sinh z .
n=1
R R

The constants Bn are found from the boundary condition u(, h) = f (). Indeed,
we have
   
n n
u(, h) = Bn J0 sinh h ,
n=1
R R
or

   
n n
f () = Bn J0 sinh h .
n=1
R R
32 CHAPTER 1. ELLIPTIC PROBLEMS
m 
Multiplying both sides of this equality by J0 R and integrating the result
over the segment [0, R] we get
R     R  
J02
m m m
f ()J0 d = Bm sinh h d.
0 R R 0 R

But R   R2 2
J02
m
d = J (m ),
0 R 2 1
where J1 (x) is the Bessel function of rst kind and order one. Therefore, the
solution of the problem has the form
   

n n R  
2 sinh R z J0 R
u(, z) = 2   f ()J0
n
d.
R n=1 sinh n h J12 (n ) 0 R
R
Example 3. Find the potential in the interior points of a grounded cylinder of
height h and with base of radius R, given that in the cylinder there is a charge
distribution with density = AzJ0 R3 (where A is a constant).
Solution. We must solve the Poisson equation with null boundary conditions:
   
1 u 2u 3

+ 2 = 4AzJ0 ,

z R

0 < < R, 0 < z < h, (1.24)



u(, 0) = u(, h) = 0, 0 R,


u(R, z) = 0, 0 z h.

Let us seek the solution in the form u(, z) = J0 R3 f (z), where the func-
tion f (z) is subject to determination. Substituting this expression of u(, z) in
equation (1.24) we get
      
1 d d 3 3 3
J0 f (z) + J0 f  (z) = 4AzJ0 . (1.25)
d d R R R

Now let us observe that the function J0 R3 is an eigenfunction of the
Bessel equation, i.e.,
   2  
1 d d 3 3
J0 + 32 J0 = 0.
d d R R R

Consequently, (1.25) gives


 2      
3 3 3 3
J0 f (z) + J0 f  (z) = 4AzJ0 ,
R R R R
1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 33

which in turn yields the following ordinary dierential equation for the determi-
nation of f (z):
 3
3
f  f = 4Az, 0 < z < h,
R
with f (0) = f (h) = 0. Solving this boundary value problem we nd that
 
3
4AR2 h sinh R z 4AR2
f (z) =  3  + z.
23 sinh h 23
R
Thus, the solution of our problem is given by the expression
 
3
  4AR2 sinh z
3 h
u(, z) = J0  R  z .
R 23 sinh
3
h
R

1.9. Boundary value problems for the Laplace and


Poisson equations in a ball
To deal with the problem mentioned in the title we need to use spherical functions
and solid spherical harmonics.
Recall that the general solution of the Laplace equation has the following
form (in spherical coordinates (, , )):

n
(1) u(, , ) = n=0 a Yn (, ) in the interior the sphere of radius a;

(n+1)
(2) u(, , ) = n=0 a Yn (, ) in the exterior of the sphere of radius a;

 
(3) u(, , ) = n=0 An n + B n
n+1 Yn (, ) in a spherical layer.
Here

n
Yn (, ) = [Anm cos(m) + Bnm sin(m)]Pn(m) (cos ),
m=0

(m)
where Pn (x) are the so-called associated Legendre functions.
Example 1. Find the solution u(, , ) of the interior Dirichlet problem for the
Laplac equation with the boundary condition u(a, , ) = sin(3) cos .
Solution. In spherical coordinates the problem is written as follows:
   

1 2 u 1 u 1 2u

2 + 2
sin + 2 2 = 0,
sin sin 2
(1.26)

0 < < a, 0 < < , 0 < 2,


u(a, , ) = sin(3) cos , 0 , 0 2.
34 CHAPTER 1. ELLIPTIC PROBLEMS

Setting u(, , ) = R()Y (, ) and substituting this expression in equation


(1.26), we obtain
   
d 2  1 Y 1 2Y
Y ( R ) + R sin + = 0,
d sin sin2 2
which upon dividing both sides by RY yields
 
d 2  1 Y 1 2Y
( R ) sin +
d sin sin2 2
+ = 0,
R Y
or  
d 2  1 Y 1 2Y
( R ) sin +
d sin sin2 2
= = ,
R Y
where is the separation constant. This yields two equations:

(1) 2 R + 2R R = 0,


 
1 Y 1 2Y (1.27)
(2) sin + + Y = 0;
sin sin2 2

here the function Y (, ) must be restricted to the sphere.


Moreover, the function Y (, ) satises the conditions

Y (, ) = Y (, + 2),
(1.28)
|Y (0, )| < , |Y (, )| < .

As is known, the bounded solutions of equation (1.27) that have continuous


derivatives up to and including order two are called spherical functions.
The solution of problem (1.27),(1.28) for Y (, ) will also be sought via sep-
aration of variables, setting Y (, ) = T ()(). Susbtituting this expression in
equation (1.27), we get

1 d 1
(sin T  ) + T  + T = 0,
sin d sin2
whence
d
sin (sin T  ) 
d + sin2 = = .
T
Thus, the function () is found by solving the problem
 
+ = 0,
() = ( + 2).
1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 35

We have already solved such a problem when we considered the Laplace


equation in a disc, and found that = m2 and m () = C1 cos(m)+C2 sin(m),
where C1 and C2 are arbitrary constants and m = 0, 1, . . .
The function T () is found from the equation
 
1 d m2
(sin T  ) + T =0 (1.29)
sin d sin2

and the conditions that T be bounded at = 0 and = . Introducing the new


variable x = cos and observing that

dT dx dT
T = = ( sin ),
dx d dx

d2 T dT
T  = 2
sin2 cos ,
dx dx
equation (1.29) yields the following boundary value problem for eigenvalues and
eigenfunctions:
2
 2

(1 x2 ) d T 2x dT + m T = 0, 1 < x < 1,
dx2 dx 1 x2

|T (1)| < , |T (+1)| < .

The eigenfunctions of this problem,

dm
Tn(m) (x) = Pn(m) (x) = (1 x2 )m/2 Pn (x),
dxm

are the associated Legendre functions. Hence, the solutions of equation (1.29) are
(m) (m)
the functions Tn (x) = Pn (cos ).
Combining the solutions of equation (1.29) with the solutions of the equation
 + = 0, we obtain the 2n + 1 spherical functions

Pn (cos ), Pn(m) (cos ) cos(m), Pn(m) (cos ) sin(m),


n = 0, 1, . . . ; m = 1, 2, . . .

The general solution of equation (1.27) for = n(n + 1) is written in the


form

n
Yn (, ) = [Anm cos(m) + Bnm sin(m)] Pn(m) (cos ).
m=0

Now let us return to the search for the function R(). Setting R() =
and substituting this expression in the equation 2 R + 2R R = 0, we obtain
36 CHAPTER 1. ELLIPTIC PROBLEMS

( + 1) n(n+ 1) = 0, whence 1 = n, 2 = (n+ 1). Thus, the solution atoms


are the functions

n Pn(m) (cos ) cos(m), n Pn(m) (cos ) sin(m),


(n+1) Pn(m) (cos ) cos(m), (n+1) Pn(m) (cos ) sin(m).

(m) (m)
However, the solutions (n+1) Pn (cos ) cos(m), (n+1) Pn (cos ) sin(m)
must be discarded because they are not bounded when 0. Hence, the so-
lution of our problem is given by a series


n
u(, , ) = n [Anm cos(m) + Bnm sin m] Pn(m) (cos ).
n=0 m=0

It remains to choose the constants Anm and Bnm so that the boundary con-
dition
u(a, , ) = sin(3) cos

will be satised. We have



n
u(a, , ) = an [Anm cos(m) + Bnm sin m] Pn(m) (cos ),
n=0 m=0

i.e., we must satisfy the equality


n
sin(3) cos = an [Anm cos(m) + Bnm sin m] Pn(m) (cos ).
n=0 m=0


n
It follows that in the sum m=0 we must retain only the term corresponding
to m = 1. This yields



sin(3) = an An1 Pn(1) (cos ).
n=1

The coecients An1 can be found from the general formula: if



f () = bn Pn(1) (cos ),
n=1

then
2n + 1 (n 1)!
bn = f ()Pn(1) (cos ) sin d.
2 (n + 1)! 0
1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 37

However, it is more convenient to proceed as follows: we have


dPn (cos )
sin(3) = sin (4 cos2 1), Pn(1) (cos ) = sin ,
d(cos )
1
P1 (x) = x, P3 (x) = (5x3 3x).
2
Therefore,
 
2 3 1 2
(4 cos 1) sin = sin a A11 1 + a A31 (15 cos 3) ,
2
which gives
1 8
A11 = , A31 = , An1 = 0, n = 2, 4, 5, . . .
5a 15a3
We conclude that the solution of our problem has the form
 1 8  3 (1)
(1)
u(, , ) = P1 (cos ) cos + P3 (cos ) cos .
5 a 15 a
Example 2. Find a function u, harmonic inside the spherical layer R1 < < R2 ,
and such that
(1) (3)
u|=R1 = P2 (cos ) sin , u|=R2 = P5 (cos ) cos(3).
Solution. The mathematical formulation of the problem is

u = 0, R1 < < R2 , 0 < < , 0 < < 2,

(1)
u(R1 , , ) = P2 (cos ) sin ,

0 , 0 2
(3)
u(R2 , , ) = P5 (cos ) cos(3),
(see Figure 1.5).

z
(3)
P5 (cos ) cos(3)

u = 0

R1 R2
O y

x
(1)
P2 (cos ) sin

Figure 1.5.
38 CHAPTER 1. ELLIPTIC PROBLEMS

The solution of this problem is written in the form

n  
n Bnm
u(, , ) = Anm + n+1 cos(m) +
n=0 m=0

  
Dnm
+ Cnm n + n+1 sin(m) Pn(m) (cos ),

where the numbers Anm , Bnm , Cnm and Dnm are subject to determination. The
boundary conditions yield the following systems of equations for the coecients
of the expansion:

2 D21 5 B53

C21 R1 + R3 = 1,
A53 R1 + R6 = 0,





1

1

B
D

2 21
5 53
A21 R1 + R3 = 0, C53 R1 + R6 = 0,
1 1
(1) (2)

2 D21
5 B53

C21 R2 + 3 = 0,
A53 R2 + 6 = 1,

R2
R2




B
D

A21 R22 + 21 = 0,
C53 R25 + 53 = 0,
R23 R26

All the remaining coecients are equal to zero. Solving the above systems
we obtain

R13
A21 = B21 = 0, C53 = D53 = 0, C21 = ,
R22 (R25 R15 )

(R1 R2 )3 R26 (R1 R2 )6


D21 = , A53 = , B53 = .
R25 R15 R15 (R211 R111 ) R211 R111
Therefore, the harmonic function sought has the form
 
D21 (1)
u(, , ) = C21 + P2 (cos ) sin +
2
 
B53 (3)
+ A53 5 + 6 P5 (cos ) cos(3).

Example 3 [6, 16.25(1)]. Find a function u, harmonic inside the spherical layer
1 < < 2, such that
 
u 
3u + = 5 sin2 sin(2) and u|=2 = cos .
=1
1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 39

Solution. The problem is formulated mathematically as follows:



u = 0, 1 < < 2, 0 < < , 0 < 2,



u 
3u +  = 5 sin2 sin(2), 0 , 0 2,




=1
u|=2 = cos , 0 , 0 < 2.

We have



Bnm
u(, , ) = Anm n + cos(m)+
n=0 m=0
n+1
  
Dnm
+ Cnm + n+1 sin(m) Pn(m) (cos ).
n

From the boundary conditions it follows that in this sum we must retain only
the terms with the indices n = 2, m = 2 and n = 1, m = 0. In other words, it is
convenient to seek the solution in the form
   
b d
u(, , ) = a + 2 cos + c2 3 sin2 sin(2).

Using the boundary conditions we obtain the following system of equations for the
determination of the coecients a, b, c, d:

4a + b = 0,


5c = 5,

2a + b/4 == 1,


4c d/8 = 0.

Solving this system, we obtain a = 1, b = 4, c = 1, d = 32. Hence, the solution


has the expression
   
4 32
u(, , ) = + 2 cos + 2 3 sin2 sin(2).

Example 4 [4, Ch. IV, no. 125]. Find the solution of the Neumann problem for the
Laplace equation in the interior of the sphere of radius a with the condition

u
(a, , ) = A cos (A = const).
n
Solution. We are dealing with the case of an axially-symmetric solution of the
Neumann problem for the Laplace equation, since the boundary condition does not
depend on , and consequently the solution also does not depend of : u = u(, ).
40 CHAPTER 1. ELLIPTIC PROBLEMS

First of all, it is readily veried that the necessary condition for the solvability
of our problem is satised. Indeed
2 2
u
ds = 0, or d A cos sin a2 d = 0.
0 0 n 0 0

In the present case the Laplace equation has the form


   
u 1 u
2 + sin = 0, 0 < a, 0 .
sin

Setting u(, ) = R()T () and substituting this expression in the equation,


we obtain, after separation of variables, two ordinary dierential equations:

2 R + 2R R = 0, (1.30)

and
1 d
(sin T  ) + T = 0. (1.31)
sin d
If in the equation (1.31) we pass to the new variable x = cos we arrive at
the Legendre equation
 
d dT
(1 x2 ) + T = 0, 1 < x < 1, (1.32)
dx dx

under the condition |T (1)| < . The bounded solutions of the Legendre equation
(1.32) on the interval (1, 1) are the Legendre polynomials Pn (x) for n = n(n+1).
Hence, the bounded solutions of equation (1.31) on the interval (0, ) are the
functions Pn (cos ). The bounded solutions of equation (1.30) are the functions
Rn () = n (n = 0, 1, 2, . . . ). It follows that


u(, ) = Cn n Pn (cos ),
n=0

where the constants Cn are to be determined from the boundary condition u/ =


A cos . We have
u
(, ) = nCn an1 Pn (cos ),
n=0

or, setting = a,


A cos = nCn an1 Pn (cos )
n=0

whence, upon applying the formula



2n + 1
Cn = A cos Pn (cos ) sin d,
2nan1 0
1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 41

we nd that C1 = 1 and Cn = 0 for n = 2, 3, . . . . We conclude that

u(, ) = C + A cos ,

where C is an arbitrary constant.


Example 3. Solve the following Dirichlet problem for the Poisson equation in a ball
of radius a centered at the origin:

u = xz in the interior of the ball,
u|=a = 1.

Solution. Passing to spherical coordinates, we will seek the solution as a sum

u(, , ) = v(, , ) + w(),

where the function v(, , ) is dened as the solution of the equation


   
1 2 v 1 1 v

+ 2 sin +

2 sin


1 1 2v 2
+ 2 2 2
= cos sin(2), (1.33)

sin 2



0 < < a, 0 < < a, 0 < 2,


v(a, , ) = 0,

and the function w() is dened as the solution of the problem



1 d (2 w ) = 0, 0 < < a,
2 d (1.34)

w(a) = 1, |w(0)| < .

Let us solve rst problem (1.33), seeking the solution in the form
(1)
v(, , ) = R()P2 (cos ) cos ,
(1)
where P2 (x) is the associated Legendre function with indices n = 2, m = 1.
Substituting this expression of v(, , ) in the equation of problem (1.33) and
(1) (1)
denoting P2 (cos ) cos = Y2 (, ) we get the equation
& '
(1) (1)
(1) d 2  1 Y2 1 2 Y2 4 (1)
Y2 ( R ) + R sin +R = Y (, ).
d sin 2
sin 2 6 2

(1)
But by the denition of the spherical function Y2 (, ) one has the identity
& '
(1) (1)
1 Y2 1 2 Y2 (1)
sin + 2 2
+ 6Y2 = 0, 0 < < , 0 < < 2.
sin sin
42 CHAPTER 1. ELLIPTIC PROBLEMS

Therefore,
d 2  (1) (1) 4 (1)
( R )Y2 6RY2 = Y ,
d 6 2
which yields the equation
d 2  4
( R ) 6R = , 0 < < a,
d 6
together with the boundary conditions |R(0)| < , R(a) = 0. Therefore, the
function R() is determined by solving the problem

2  4
R + 2R 6R = , 0 < < a,
6

|R(0)| < , R(a) = 0.
1 2 2
Its solution is R() = 84 ( a2 ). The solution of problem (1.34) is w() = 1.
We conclude that
1 2 2 (1)
w(, , ) = 1 + ( a2 )P2 (cos ) cos .
84
Remark 1. In the general case, when one solves the interior Dirichlet problem for
the Laplace equation with the condition u| = f (, ) (where is the ball of
radius a centered at the origin and is its boundary), one can write

n
f (, ) = an [Anm cos(m) + Bnm sin(m)] Pn(m) (cos ),
n=0 m=0

where the coecients Anm and Bnm are given by the formulas
2
f (, )Pn(m) (cos ) cos(m) sin d d
0 0
Anm = (m)
Yn 2 an
and
2
f (, )Pn(m) (cos ) sin(m) sin d d
0 0
Bnm = (m) 2 n
;
Yn a
also, 
2m (n + m)! 2, if m = 0,
Yn(m) 2 = , where m =
2n + 1 (n m)! 1, if m > 0.
Remark 2. The solution of the aforementioned interior Dirichlet problem for the
Laplace equation at a point (0 , 0 , 0 ) admits the integral representation (Poisson
integral)
2
a a2 2
u(0 , 0 , 0 ) = f (, ) 2 sin d d,
4 0 0 (a 2a0 cos + 20 )3/2
where cos = cos cos 0 + sin sin 0 cos( 0 ).
1.10. PROBLEMS FOR THE HELMHOLTZ EQUATIONS 43

1.10. Boundary value problems for the Helmholtz equations


The Helmholtz equations u + k2 u = f and u k2 u = f , alongside with the
Laplace and Poisson equations, are an important form of second-order elliptic
equation. The homogeneous equation (f = 0), for example, arises naturally (in
the multi-dimensional case) when the method of separation of variables is ap-
plied to hyperbolic and parabolic problems. Finding eigenvalues and eigenfunc-
tions reduced to the solvability of the corresponding boundary value problem for
a Helmholtz equation with f 0.
Example 1 [4, Ch. VII, no. 29(a)]. Find the natural oscillations of a membrane that
has the shape of a annular sector (a b, 0 0 ), with free boundary.
Solution. The problem is formulated mathematically as follows:
 

1 u 1 2u

+ 2 + u = 0, a < < b, 0 < < 0 ,

2


u u
(a, ) = (b, ) = 0, 0 0 , (1.35)





u u

(, 0) = (, 0 ) = 0, a b.

We will seek the solution of this problem in the form

u(, ) = R()().

Inserting this expression in equation (1.35) and separating the variables we obtain
two ordinary dierential equations:

(1)  + = 0,

and
d
(2) (R ) + (2 )R = 0.
d
To determine we have the Sturm-Liouville problem
 
+ = 0, 0 < < 0 ,
 (0) = 0,  (0 ) = 0.
 2  
This yields n = n
0 , n = 0, 1, . . . , and n () = cos n
0 . The function R()
is obtained from the following boundary value problem for the Bessel equation

d (R ) + (2 R) = 0, a < < b,
d (1.36)

R (a) = R (b) = 0.
44 CHAPTER 1. ELLIPTIC PROBLEMS

The general solution of equation (1.36) has the form



R() = C1 J n

( ) + C2 N n

( ),
0 0


where C1 and C2 are arbitrary constants and N n 0
( ) is the Bessel function of
second kind. The values of are determined by means of the boundary conditions
in (1.36); namely, they provide the system of equations

C1 J n ( a) + C2 N n ( a) = 0,
0 0

C1 J n ( b) + C2 N n ( b) = 0.
0 0

This system has a nontrivial solution if and only if its determinant


  
 J n ( a) N n ( a) 
 0 0

  
 J n ( b) N n ( b) 
0 0

(n) 2 (n)
is equal to zero. In other words, m,n = m , where m are the roots of the
equation
J n
0
( a) N n
0
( a)
=  .
J n

( b) N n

( b)
0 0

We see that the radial function has the form

Rm,n () = J n

((n) 
m )N n

((n) 
m a) J n

((n) (n)
m a)N (m ).
n
0 0 0 0

Thus, the natural oscillations of our plate are described by the functions

um,n (, ) = Rm,n ()n () =


   
(n)  (n)  (n) (n) n
= J n
0
(m )N n (
m a) J n (
m a)N n (
0 m ) cos .
0 0 0

1.11. Boundary value problem for the Helmoltz equation


in a cylinder
Example [4, Ch. VII, no. 10]. Find the steady distribution of the concentration
of an unstable gas inside an innite cylinder of circular section assuming that a
constant concentration u0 is maintained on the surface of the cylinder.
Solution. It is know that the problem of diusion of an unstable gas that decom-
poses during the diusion proces is described by the equation

u 2 u = 0 ( > 0).
1.11. HELMOLTZ EQUATION IN A CYLINDER 45

Hence, in polar coordinates the problem is formulated as


  2
1 u + 1 u 2 u = 0, 0 < < a, 0 < < 2,
2
2
(1.37)

u(a, ) = u0 , 0 2,

where a denotes the radius of the cylinder.


Let us seek the solution in the form u(, ) = R()(). Substituting this
expression in equation (1.37) we obtain

1 d R
(R ) + 2  2 R = 0,
d
or
1 d
(R )
d 
2 2 = = .
R
This yields two ordinary dierrential equations:

(1)  + = 0,

and
d
(2) (R ) ( 2 2 + )R = 0.
d
From equation (1), by using the fact that () = ( + ), we obtain = n2
(n = 0, 1, 2, . . . ) and n () = An cos(n) + Bn sin(n), where An and Bn are
arbitrary constants.
Further, equation (2) yields

2 R + R ( 2 2 + n2 )R = 0.

After the change of variables x = we obtain the equation

d2 R dR
x2 +x (x2 + n2 )R = 0.
dx2 dx

This is recognized as being the Bessel equation of imaginary argument of


order n. Its general solution has the form

R(x) = C1 In (x) + C2 Kn (x),

where In (x) and Kn (x) are the cylindrical functions of imaginary argument of rst
and second kind, respectively. Clearly, we must put C2 = 0 because the solution
46 CHAPTER 1. ELLIPTIC PROBLEMS

is required to be bounded on the axis of the cylinder (Kn (x) has a logarithmic
singularity as x 0). Returning to the original variable we write

R() = CIn (),

where C is an arbitrary constant.


Thus,

u(, ) = [An cos(n) + Bn sin(n)] In (),
n=0

where the constants An are determined from the boundary condition. Namely, we
have

u(a, ) = [An cos(n) + Bn sin(n)] In (),
n=0

and since u(a, ) = u0 , we see that A0 = u0 /I0 (a), while all the remaining terms
of the series are equal to zero. Hence, the solution is
I0 ()
u(, ) = u0 .
I0 (a)

1.12. Boundary value problems for the Helmoltz equation in a disc


Example 1. Solve the following boundary value problem for the Helmholtz equation
in a disc: 
u + k2 u = 0, 0 < 2, 0 < < a,
u(a, ) = f (), 0 2;
here one assumes that k2 is not equal to any of the eigenvalues of the homoge-
neous Dirichlet problem for the equation u + u = 0.
Solution. Using again separation of variables, we write u(, ) = R()(), which
upon substitution in the Helmoltz equation yields
1 d 1
(R ) + R 2  + k2 R = 0.
d
Hence,
d
(R )
d 
+ k2 2 = = ,
R
where is the separation constant.
The eigenvalues and corresponding eigenfunctions are obtained as the solu-
tions of the already familiar problem
 
+ = 0, < < ,
() = ( + 2).
1.12. HELMOLTZ EQUATION IN A DISC 47

Hence, = n2 and n () = C1 cos(n) + C2 sin(n), n = 0, 1, 2, . . . . Since

d
(R )
d
+ k2 2 = ,
R

we obtain the following equation for the determination of R():

d
(R ) + (k2 2 n2 )R = 0. (1.38)
d

Denoting x = k, we rewrite (1.38) in the form

d2 R dR
x2 +x + (x2 n2 )R = 0.
dx2 dx

This is the Bessel equation of order n and has the general solution

R(x) = C1 Jn (x) + C2 Yn (x),

where Jn (x) and Yn (x) are the nth order Bessel functions of the rst and second
kind, respectively, and C1 , C2 are arbitrary constants.
Therefore, the solution of equation (1.38) has the form

R() = C1 Jn (k) + C2 Yn (k).

Since Yn (k) as 0 and we are interested in bounded solutions, we mus


take C2 = 0. Thus, Rn () = Jn (k) and the solution of our problem is represented
as a series


u(, ) = [An cos(n) + Bn sin(n)] Jn (k). (1.39)
n=0

The constants An and Bn are found from the boundary conditions. Setting
= a in (1.39), we obtain


f () = [An cos(n) + Bn sin(n)] Jn (ka),
n=0

whence 2
1
An = f () cos(n) d, n = 0, 1, . . . ,
2Jn (ka) 0

and 2
1
Bn = f () sin(n) d, n = 1, 2, . . . .
2Jn (ka) 0
48 CHAPTER 1. ELLIPTIC PROBLEMS

In particular, if f () = A sin(3), we have


A
B3 = , An = 0, n = 0, 1, . . . ; Bn = 0, n = 3,
J3 (ka)
and the solution has the expression
A
u(, ) = J3 (k) sin(3).
J3 (ka)
Problem 2. Solve the following Dirichlet problem for the Helmoltz equation:

u + k2 u = 0, 0 < 2, > a,

u|=a = f (), 0 2,

1/2
u + ik = o( ) as .
Solution. Here, as in the preceding example, we will use separation of variables to
nd the solution. The only dierence is that in the present case, in order to make
the solution unique, we must impose for n = 2 the radiation condition (Sommerfeld
condition)
u
+ ik = o(1/2 ), .

The solution of problem (1.38) takes now . the form
R() = C1 Hn(1) (k) + C2 Hn(2) (k),
(1) (2)
where Hn (x) and Hn (x) are the Hankel functions of index n of the rst and
second kind, respectively. The behavior of the Hankel functions at innity )
is given by the asymptotic formulas
(   
(1) 2 i(x n ) 1
Hn (x) e 2 4 1+O ,
x x
and (   
(2) 2 i(x n
2 4) 1 + O
1
Hn (x) e .
x x
It readily checked directly that the radiation condition is satsied by the function
(2)
Hn (k).
We see that the solution of the above exterior Dirichlet problem for the the
Helmholtz equation is given by the series

u(, ) = [An cos(n) + Bn sin()] Hn(2) (k),
n=0
where the coecients An and Bn are given by the formulas
2
1
An = (2)
f () cos(n) d, n = 0, 1, . . .
2Hn (ka) 0
and 2
1
An = (2)
f () sin(n) d, n = 1, 2, . . .
2Hn (ka) 0
1.13. HELMOLTZ EQUATION IN A BALL 49

1.13. Boundary value problems for the Helmoltz equation in a ball


Let us consider several examples of solutions for the interior and exterior Dirichlet
and Neumann boundary value problems in a ball.
Example 1 [4, Ch. VII, no. 12]. Find the steady distribution of the concentration
of an unstable gas inside a sphere of radius a if on the surface of the sphere one
maintains the concentration u| = u0 cos (u0 = const).
Solution. The problem is formulated mathematically as follows:
   

1 2 u 1 u

2 + sin 2 u = 0,
2 sin
(1.40)

0 < < a, 0 < < ,


u(a, ) = u0 cos , 0 .

As before, let us seek the solution in the form

u(, ) = R()T ().

Substituting this expression in equation (1.40) we obtain

1 2  1 1
2
( R ) T + 2 R (sin T  ) 2 RT = 0
sin

whence, upon dividing both sides by RT ,

2  1

( R ) (sin T  )
2 2
= sin = .
R T

This yields two ordinary dierential equations:

d 2 
(1) ( R ) ( 2 2 + )R = 0,
d

and
1
(2) (sin T  ) + T = 0.
sin
Performing the change of variables x = cos in equation (2) (and using the
conditions |T (0)| < , |T ()| < ), we nd the eigenvalues and eigenfunctions

n = n(n + 1), Tn () = Pn (cos ), n = 0, 1 . . . ,

where Pn (x) are the Legendre polynomials.


50 CHAPTER 1. ELLIPTIC PROBLEMS


Equation (1) is readily reduced, via the substitution v() = R(), to the
form (for each n)

  2
1 
2 v  + v  ()2 + n + v = 0.
2

The corresponding bounded solutions of this equations are

vn () = CIn+1/2 (),

where In+1/2 (x) are the Bessel functions of half-integer order and imaginary ar-
gument. Then
In+1/2 ()
Rn () = .

Therefore, the solution of our problem is given by the series

In+1/2 ()
u(, ) = Cn Pn (cos ),
n=0

where the constants Cn are determined from the boundary conditions. Specically,

In+1/2 (a)
u0 cos = Cn Pn (cos ).
n=0
a

This yields C1 = u0 a/I3/2 (a) (the remaining coecients are equal to zero).
Finally,
a I3/2 ()
u(, ) = u0 cos .
I3/2 (a)
Example 2 [6, Ch. IV, 18.51]. Solve the Neumann problem for the equation u +
k2 u = 0 in the interior as well as in the exterior of the sphere = R, under the
condition u/n|=R = A, where A is a constant.
Solution. (a) The interior Neumann problem can be written as follows:
 
1 u
2 + k2 u = 0, 0 < < R, 0 < < , 0 < 2, (1.41)
2

u 
= A, 0 , 0 < 2. (1.42)
n =R
 
Since 12

2 u 
= (u) , equation (1.41) can be recast as

v  + k2 v = 0, v() = u().
1.13. HELMOLTZ EQUATION IN A BALL 51

The general solution of this equation is

v() = C1 cos(k) + C2 sin(k),

and consequently
cos(k) sin(k)
u() = C1 + C2 .

Since the solution must be bounded at the center of the ball, we must put C1 = 0,
and so
sin(k)
u() = C .

Now let us calculate the normal derivative:
u u k cos(k) sin(k)
= =C .
n 2

Further, using the boundary condition (1.42) we obtain

Rk cos(kR) sin(kR)
C = A,
R2
whence
AR2
C= .
kR cos(kR) sin(kR)
We conclude that the solution of the interior problem has the form

AR2 sin(k)
u() = .
kR cos(kR) sin(kR)

(b) The exterior Neumann problem reads:


 
1 2 u
+ k2 u = 0, > R, 0 , 0 < 2, (1.43)
2

u 
= A, 0 , 0 < 2, (1.44)
n =R

u iku = o(1 ) as . (1.45)


As in item (a), equation (1.43) can be recast as

v  + k2 v = 0, v() = u().

The general solution of this equation is

v() = C1 eik + C2 eik , .


52 CHAPTER 1. ELLIPTIC PROBLEMS

Therefore,
eik eik
u() = C1 + C2 .

eik
Let us verify that the function u1 () = satises the Sommerfeld condition

u1
iku1 = o(1 ) ( ),

i.e., that   
u
lim iku1 = 0.

Indeed,
     ik 
u 1 eik e  1
iku1 = iku1 u1 iku1 =  


and   .

ik
It follows that to pick a unique solution we must set C2 = 0, and then u() = C e .
Now let us calculate the normal derivative:
 ik 
u u e
= = C .
n

We have
u Ceik
= (1 ik),
n 2
and the boundary condition (1.44) yields

AR2
C= .
eikR (1 ikR)

Thus, the solution of the exterior Neumann problem is given by the formula

AR2 eik
u() = .
eikR (1 ikR)

Example 3 [6, Ch. V, 18.53]. Solve the Dirichlet problem for the equation u
k2 u = 0 in the interior and in the exterior of the sphere of radius = R with the
condition u|=R = A, where A is a constant.
Solution. (a) First let us solve the interior Dirichlet problem

u k2 u = 0, 0 < < R, 0 < < , 0 < 2,
u|=R = A, 0 , 0 < 2.
1.13. HELMOLTZ EQUATION IN A BALL 53

By analogy with Example 2, we must solve the equation v  k2 v = 0, where


v() = u(), which has the general solution

v() = C1 sinh(k) + C2 cosh(k).

Therefore,
sinh(k) cosh(k)
u() = C1 + C2 .

where C1 and C2 are arbitrary constants.
Note that cosh(k)/ as 0. Hence, we must put C2 = 0, and the
solution has the expression

sinh(k)
u() = C .

The constant C is determined from the boundary condition u(R) = A, i.e.,


C sinh(kR)/R = A, which yields C = A R/ sinh(kR). We conclude that the solu-
tion of our problem is
R sinh(k)
u() = A .
sinh(kR)

(b) Now let us solve the exterior Dirichlet problem


2
u k u = 0,
> R, 0 < < , 0 < 2,
u|=R = A, 0 , 0 < 2,


u() 0 as .

In this case
ek ek
u() = C1 + C2 .

Since the solution of the exterior problem must satisfy u() 0 when , we
must put C1 = 0. Therefore,
ek
u() = C .

The boundary condition u|=R = A yields C = AR/ekR . We conclude that the


solution of our problem is
R ek
u() = A .
ekR
54 CHAPTER 1. ELLIPTIC PROBLEMS

1.14. Guided electromagnetic waves


In this section we will conisder problem connected with steady processes of prop-
agation of electromagnetic waves in systems that have the property of producing
conditions under which waves propagate essentially in a given direction. Such waves
are know as guided waves, and the systems that guide them are called waveguides.
The basic tool that we will use to simplify the analysis of such problems is
the representation of elecctromagnetic waves as a superposition of waves of several
types.
Let us assume that the x3 -axis coincides with the direction of wave prop-
agation. The electromagnetic eld of the wave is described by six components,
E1 , E2 , E3 , H1 , H2 , H3 , of the electric and magnetic eld vectors. Let us write
them in matrix form:
   
0 E2 0 E1 0 E3
A= , B= .
H1 0 H3 0 H2 0
It is clear that the electric eld vector (0, E2 , 0) is orthogonal to the direction
of propagation of the wave, whereas the magnetic eld vector (H1 , 0, H2 ) has a
nonzero component along that direction. In the matrix B the vector (E1 , 0, E3 ) has
a nonzero component along the x3 -axis, whereas the vector (0, H2 , 0) is orthogonal
to the x3 -axis. In connection with this circumstance the waves characterized by
the matrix A are referred to as transversally-electric (TE-waves), while those char-
acterized by the matrix B are referred to as transversally-magnetic (TM-waves).
It is convenient to consider that an electromagnetic wave is a TE-wave [resp.,
TM-wave] if E3 = 0 [resp., H3 = 0].
There exists also waves of a third type, characterized by the matrix
 
E1 E2 0
C= .
H1 H2 0
These are called transversally- electromagnetic waves, or TEM-waves.
Example. TM-waves in a waveguide of circular cross section.
Let us consider the propagation of TM-waves in an innitely long cylinder
of radius a. It is known that this problem is connected with the solvability of the
following Dirichlet problem for the Helmholtz equation:
  2
1 E3 + 1 E3 + 2 E = 0, 0 < < a, 0 < 2,
3
2
2

E3 (a, ) = 0, 0 2,
where 2 is a real constant.
Separating the variables by means of the substitution E3 = R()(), we
arrive at the equations
 
+ = 0,
(1.46)
2 R + R + ( 2 2 )R = 0,
1.15. METHOD OF CONFORMAL MAPPINGS 55

where is the separation constant. Since () = (+2), it follows that = n2 ,


n = 0, 1, 2, . . .
The change of variables x = takes the second equation in(1.46) into the
Bessel equation of order n in the new variable x. Since |R(0)| < and R(a) = 0,
we have
R() = Jn (nm ).
Here nm = nm /a, where nm is the mth positive root of the nth order Bessel
function Jn (x).
Therefore, our problem admits the following particular solutions:

E3,nm = Jn (nm ) [Anm cos(n) + Bnm sin(n)] ,

where Anm and Bnm are arbitrary constants. Each of these solutions corresponds to
a certain TM-wave, which can propagate without damping in the given waveguide.
Remark 1. The propagation of a TE-wave in an innitely long cylinder is associated
with the solvability of the Neumann problem for the Helmoltz equation:
 

1 H3 1 2 H3
+ 2 + 2 H3 = 0, 0 < < a, 0 < 2,
2

H3
(a, ) = 0, 0 2;
n
here n is the unit outer normal of the cylindrical waveguide.
By analogy with the preceding example, we obtain

H3,nm = Jn (nm ) [Anm cos(n) + Bnm sin(n)] ,

where now nm = nm/a, with nm being the mth positive root of the equation
dJn (x)/dx = 0, n = 0, 1, 2, . . .
Remark. 2 If the component E3 (or H3 ) is known, then the other components of
the electric and magnetic eld vectors can be found by only one dierentiation
(this follows from the Maxwell equations for the electromagnetic eld).

1.15. The method of conformal mappings


(for the solution of boundary value problems in the plane)
Methods of the theory of functions of a complex variables found wide and eec-
tive application in solving a large number of mathematical problems that arise
in various elds of science. In particular, in many cases the application of com-
plex functions yields simple methods for solving boundary value problems for the
Laplace equation. This is the result of the intimate connection between analytic
functions of a complex variable and harmonic functions of two real variables, and
also of the invariance of the Laplace equation under conformal mappings.
56 CHAPTER 1. ELLIPTIC PROBLEMS

Suppose one wants to solve the Laplace equation uxx + uyy = 0 with some
boundary condition in a domain of complicated shape in the plane of the variables
x, y. This boundary value problem can be transformed into a new boundary value
problem, in which one is required to solve the Laplace quation u ) = 0 in a
) + u
simpler domain of the variables , , and such that the second domain is obtained
from the rst one via a comformal mapping = f (z), where z = x + iy, = + i,
and u)() = u(z) for = f (z) (Figure 1.6).

y Original boundary
condition New bounary
condition
Domain
of complex
shape Domain
uxx + uyy = 0 Conformal of simple
mapping shape
u + u = 0

0 x 0

Figure 1.6.

Once the solution u )(, ) of the Laplace equation in a simple domain (disc,
half-space, rectangle) is found, it suces to substitute in that solution the expres-
sions = (x, y), = (x, y) in order to obtain the solution u(x, y) of the original
problem, expressed in the original variables.
Let us give several examples to show how to solve boundary value problems
for the Laplace equation (in the plane) by means of conformal mappings.

Example 1 [6, Ch. V, 17.13(4)]. Find the solution of the equation u = 0 in the rst
quadrant x > 0, y > 0, with the boundary conditions u|x=0 = 0, u|y=0 = (x 1),
where (x) = 1 if x > 0, (x) = 0 if x 0 is the Heaviside function.

z = x + iy = + i
4 = z2
4
3 2
2 3

6

1 x 3 0 1

Figure 1.7.
1.15. METHOD OF CONFORMAL MAPPINGS 57

Solution. Clearly, the function = z 2 , dened in the rst quadrant of the complex
z-plane, maps this domain into the entire half-plane > 0 of the complex -plane
(Figure 1.7), in such a manner that:
the positive x-semiaxis is mapped into the positive real -semiaxis;
the positive y-semiaxis is mapped into the negative real -semiaxis.
Thus, we arrive at the following conclusion:

Boundary value problem Boundary value problem


in the plane (x, y) in the plane (, )



u = 0, x > 0, y > 0,
)u = 0, > 0,

u|x=0 = 0, y 0, 
1 if > 1,

u| u)|=0 =
y=0 = (x 1), x 0, 0 if < 1.

Notice also that from the equality = z 2 , i.e., + i = (x + iy)2 , it follows


that = x2 y 2 and = 2xy.
The solution of the Dirichlet problem in the (, )- plane is given by the
Poisson integral
u )(t, 0) dt
)(, ) =
u .
(t )2 + 2
)(, 0), we obtain
Imposing the boundary condition on u


dt 1 t 
)(, ) =
u = arctan =
(t )2 + 2 1
 
1 1 1 1 1
= arctan = arctan .
2 2
If we now write x2 y 2 instead of and 2xy instead of , we obtain the solution
of the original problem in the form

1 1 y 2 x2 + 1
u(x, y) = arctan .
2 2xy

Example 2 [6, Ch. V, 17.14(2)]. Find the solution of the Dirichlet problem for
the equation u = 0 in the strip 0 < y < , with the boundary conditions
u|y=0 = (x), u|y= = 0.
Solution. The complex function = ez , dened in the strip 0 < y < , maps this
strip into the entire half-plane > 0 of the complex -plane (Figure 1.8), in such
a manner that:
the positive x-semiaxis is mapped into the positive -semiaxis [1, );
the negative x-semiaxis is mapper into the interval (0, 1);
the line y = is mapped into the negative -semiaxis.
58 CHAPTER 1. ELLIPTIC PROBLEMS

z = x + iy = + i
= ez
u = 0

u = 0
1
u = (x) 0 x u = 0 u = 1

Figure 1.8.

Thus, we arrive at the following conclusion:

Boundary value problem Boundary value problem


in the plane (x, y) in the plane (, )

u = 0, < x < , 0 < y < , )u = 0, > 0,



u|y=0 = (x), < x < , 
1 if > 1,

u)|=0 =
u|y= = 0, < x < , 0 if < 1.

Notice also that = ex cos y and = ex sin y. As in Example 1, we have

1 1 1
)(, ) =
u arctan ,
2

and so the solution has the form

1 1 ex cos y
u(x, y) = arctan .
2 sin y

Example 3 [6, Ch. V, 17.18]. Find the solution of the Dirichlet problem

u = 0, Re z > 0, |z 5| > 3,
u|Re z=0 = 0, u||z5|=3 = 1.

Solution. First let us draw the domain D where we must solve the Dirichlet problem
(Figure 1.9). It can be regarded as a eccentric annulus (indeed, a line is a circle of
innite radius). Let us nd a conformal mapping of D onto a concentric annulus.
To this purpose let us nd two points that are simultaneously symmetric with
respect to the line Re z = 0 and with respect to the circle |z 5| = 3. Clearly, such
points must lie on the common perpendicular to the line and the circle, i.e., on
the real axis. From the symmetry with respect to the line Re z = 0 it follows that
these are precisely the points x1 = a and x2 = a with a > 0. The symmetry with
1.15. METHOD OF CONFORMAL MAPPINGS 59

Figure 1.9. Figure 1.10

respect to the circle |z 5| = 3 translates into the equation (5 + a)(5 a) = 9,


which yields a = 4.
Let us show that the conformal transformation we are seeking is given by the
linear-fractional function
z4
= . (1.47)
z+4
Indeed, this mapping takes the line Re z = 0 into a circle . Since symmetry must
be preserved, the points z1 = 4 and z2 = 4 are taken into the points = 0
and = , respectively, which are symmetric with respect to the circle . Hence,
= 0 is the center of . Further, since the point z = 0 is taken into the point
= 1, is the circle || = 1 (Figure 1.10).
Now let us show than under the above mapping the circle |z 5| = 3 goes into
the circle || = 1/3. Indeed, the linear-fractional-transformation (1.47) takes the
circle |z 5| = 3 into a circle, of radius || = |(2 4)/(2 + 4)| = 1/3. We see that
(1.47) maps the domain D conformally onto the concentric annulus 13 < || < 1.
We conclude that the given boundary value problem in the plane (x, y)


u = 0, Re z > 0, |z 5| = 3,
u|Re z=0 = 0,


u||z5|=3 = 1,

is transformed into the following boundary value problem in the plane (, ):

1
(
u = 0, < || < 1, (1.48)
3

(|||=1 = 0,
u (|||= 13 = 1.
u (1.49)
60 CHAPTER 1. ELLIPTIC PROBLEMS

Let us solve the problem in the annulus 1/3 < || < 1 (in the plane (, )).
Since the boundary conditions (1.49) do not depend on the polar angle , it is
natural to assume that the solution u )() depends only on the variable (here
= cos,  = sin ). To nd this solution, we rewrite the equation )
u in the

form u) = 0. The general solution of this equation is

)() = c1 + c2 ln ,
u

where c1 and c2 are arbitrary constants. Imposing the conditions (1.49), we obtain
c1 = 0, c2 = 1/ ln 3. Therefore,

1
)() =
u ln ||, because = ||.
ln 3
To nd the solution of the original problem it suces to return to the variable z,
using (1.47), which nally yields
 
1 z + 4
u(z) = ln  .
ln 3  z 4 

1.16. The Green function method


Denition of the Green function. Let us consider the boundary value problem

u

=f in the domain ,

u (1.50)
1 u + 2 = g on the boundary .
n

We shall assume that the function u(x) is continuous together with it rst-
order derivatives in the closed domain Rn , bounded by a suciently smooth
hypersurface , and has second-order derivatives that are square integrable in
. Here n is the outward unit normal to and 1 , 2 are given real numbers
satisfying 12 + 22 = 0; x = (x1 , . . . , xn ).
The Green function method for solving such problems consists in the follow-
ing. First we solve the auxiliary problem (see [1])


G = (x, x0 ), x0 ,
 
G  (1.51)
1 G + 2 n  = 0,

where = (x, x0 ) is the -function, which can formally be dened by the relations
 
0, if x = x0 , 1, if x0 ,
(x, x0 ) = , (x, x0 )dx =
, if x = x0 , 0, if x0
/ ,
1.16. THE GREEN FUNCTION METHOD 61

where x0 = (x01 , . . . , xn0 ) (the notation dx is obvious). The main property of the
-function is expressed by the equality

f (x0 ), if x0 ,
(x, x0 )f (x)dx =
0, if x0
/ ,

where f (x) is an arbitrary continuous function of the point x.


Denition. The solution of problem (1.51) is called the Green function of problem
(1.50).
We will require that the Green function G(x, x0 ) be continuous (together
with its rst-order partial derivatives) everywhere in the closed domain , except
for the point x0 , at which G(x, x0 ) may have a singularity.
Once the function G(x, x0 ) is found, one can use it to easily nd the solution
of the original problem (1.50). To that end we will use the second Green formula
 
u v
(vu uv)dx = v u ds. (1.52)
n n

This formula is readily obtained from the Gauss-Ostrogradski formula



(a, n)ds = div a dx

(where a is a vector eld and (a, n) denotes the scalar product of the vectors a
and n) if one puts successively a = vu and a = uv and subtract the results
from one another. Indeed, we have

v(u, n)ds = div(vu)dx, (1.53)

and
u(v, n)ds = div(uv)dx. (1.54)

Since (u, n) = u/n, (v, n) = v/n, div(vu) = (u, v) + vu and
div(uu) = (u, v) + uv, subtracting (1.54) from (1.53) we get the second
Green formula.
Now let us put v = G in (1.52). Then, since u = f (x) and G = (x, x0 ),
we obtain
 
u G
G(x, x0 )f (x)dx + u(x)(x, x0 )dx = G u ds.
n n

But, by the main property of the -function,



u(x)(x, x0 )dx = u(x0 ),

62 CHAPTER 1. ELLIPTIC PROBLEMS

and so the last equality yields


 
u G
u(x0 ) = G u ds G(x, x0 )f (x)dx.
n n

From this formula we obtain:


(a) the solution of the Dirichlet problem for

1 = 1, 2 = 0, G| = 0, u| = g

in the form
G
u(x0 ) = g ds G(x, x0 )f (x)dx;
n

(b) the solution of the Neumann problem for


 
G  u 
1 = 0, 2 = 1, = 0, =g
n  n 

in the form
u(x0 ) = Gg ds G(x, x0 )f (x)dx.

Remark 1. The integral


G(x, x0 )f (x)dx

admits the following physical interpretation: the right-hand side of the equation is
regarded as an external action on the system and is decomposed into a continual
contribution of source distributed over the domain . Then one nds the response
of the system to each such source and one sums all these responses.

Construction of the Green function. One of the methods for constructing the Green
function is the reection method . For example, the Green function for the Poisson
equation in the case of the half-space (z > 0) has the form

1 1
G(M, M0 ) = ,
4RM M0 4RM M1

where RAB denotes the distance between the points A and B, M0 (x0 , y0 , z0 ) is a
point lying in the uper half-plane z > 0, M1 (x0 , y0 , z0 ) is the point symmetric
to M0 (x0 , y0 , z0 ) with respect to the plane z = 0, and M (x, y, z) is an arbitrary
point of the half-plane z > 0.
Physically the Green function can be interpreted as the potential of the eld
produced by point-like charges placed at the point M0 (over the grounded plane
z = 0) and the point M1 (Figure 1.11).
1.16. THE GREEN FUNCTION METHOD 63

M0 (x0 , y0 , z0 )

M (x, y, z)
RM M 0

0
y
RM M 1

x
M1 (x0 , y0 , z0 )

Figure 1.11. The potential at the point M (x, y, z) equals


G(M, M0 ) = 4R1M M 4R1M M
0 1
(z = 0 is a grounded conducting plane)

Notice that in the case of a half-plane (y > 0) the Green function has the
form (Figure 1.12)
1 1 1 1
G(M, M0 ) = ln ln .
2 RM M0 2 RM M1

M0 (x0 , y0 )

M (x, y)

0 x

M1 (x0 , y0 )

Figure 1.12. The potential at the point M (x, y) equals


1
G(M, M0 ) = 2 ln RM1M 2
1
ln RM1M
0 1
64 CHAPTER 1. ELLIPTIC PROBLEMS

Examples of problems solved by means of the Green function. Suppose we want


to solve the Dirichlet problem for the Laplace equation in a half-plane

u = 0, < x < , y > 0,
u(x, 0) = f (x), < x < .

The solution of this problem is



y
G 
u(x, y) = f (s) ds
t t=0

(we put M0 = M0 (x, y), M = M (s, t)), where


1 1 1 1
G(x, y; s, t) = * * .
2 (x s)2 + (y t)2 2 (x s)2 + (y + t)2

Calculating G/t|t=0 , we obtain



y f (s)
u(x, y) = ds. (1.55)
(s x)2 + y 2

Example 1 [3, no. 244]. Find a function u(x, y), harmonic in the half-plane y > 0,
if it is known that
x
u(x, 0) = 2 .
x +1
Solution. We must calculate the integral

y s
u(x, y) = ds.
(1 + s2 )[(s x)2 + y 2 ]
Apparently, the easiest way to do this is to use the method of residues, namely,
the following formula:

s
2 2 2
ds = 2i[res[f (z)]z=i + res[f (z)]z=x+iy ,
(1 + s )[(s x) + y ]

where f (z) = z/ (1 + z 2 )[(z x)2 + y 2 ] .
Since
1 x + iy
res[f ]z=i = , res[f (z)]z=x+iy = ,
2[(i x)2 + y 2 ] 2iy[1 + (x + iy)2 ]
it follows that

y s iy x + iy
ds = + =
(1 + s2 )[(s x)2 + y 2 ] [(i x)2 + y 2 ] [1 + (x + iy)2 ]
iy x + iy
= + =
[(i x) + iy][(i x) iy] (x + iy 1)(x + iy + 1)
1.16. THE GREEN FUNCTION METHOD 65
   
1 1 1 1 1 1
= + + =
2 i x iy i x + iy 2 x + iy 1 x + iy + 1
 
1 1 1 1 1
= + + =
2 i(1 y) x i(1 + y) x i(y 1) + x i(1 + y) + x
 
1 1 1
= =
2 i(1 + y) + x i(1 + y) x
 
1 x i(1 + y) x + i(1 + y) x
= + = 2 .
2 x2 + (1 + y)2 x2 + (1 + y)2 x + (1 + y)2
Therefore, the solution of the problem is given by
x
u(x, y) = .
x2 + (1 + y)2

Remark 2. The solution of the problem considered above,



u = 0, < x < , y > 0,
x
u|y=0 = 2 ,
x +1

can also be obtained without resorting to the Green function.


1
Indeed, one can use the fact that the function u = 2 ln 1
, where
x2 +(y+a)2
a 0, is a solution of the Laplace equation in the upper half-plane y > 0, i.e.,

1
ln * = 0.
x + (y + a)2
2

Dierentiating this equality with respect to x, we obtain

1 1
ln * = 0, or ln * = 0,
x x2 + (y + a)2 x x2 + (y + a)2
*
i.e., (x/r2 ) = 0, where r = x2 + y 2 .
Thus, the function u = x/[x2 + (y + a)2 ] is harmonic in the upper half-plane.
Imposing the boundary condition, we conclude that the solution of our Dirichlet
problem is the function
x
u(x, y) = 2 .
x + (y + 1)2
Example 2 [6, Ch. V, 17.4(2)]. Find the solution of the Dirichlet problem

u = 0, < x, y < , z > 0,
u|z=0 = cos x cos y, < x, y < .
66 CHAPTER 1. ELLIPTIC PROBLEMS

Solution. It is known that the harmonic function we are asked to nd is given by


formula

z cos cos d d
u(x, y, z) = .
2 [( x)2 + ( y)2 + z 2 ]3/2

To calculate this integral we will make change the variables x = u, y = v,


the Jacobian of which is 1. We obtain


z cos(u + x) cos(v + y) du dv
u(x, y, z) = =
2 (u2 + v 2 + z 2 )3/2


z (cos u cos x sin u sin x)(cos v cos y sin v sin y) du dv
= =
2 (u2 + v 2 + z 2 )3/2


z cos u cos v du dv
= cos x cos y
2 (u2 + v 2 + z 2 )3/2

because the other three integrals vanish thanks to the fact that their integrands
are odd functions.
Now let us calculate the integral


cos u cos v du dv
J= =
(u2 + v 2 + z 2 )3/2


[cos(u + v) + sin u sin v]du dv cos(u + v) du dv
= = ,
(u2 + v 2 + z 2 )3/2 (u2 + v 2 + z 2 )3/2

because the other integral is equal to zero.


Let us make the change of variables

1 1
p = (u + v), q = (u v),
2 2

which correspond to a counter-clockwise rotation of the plane by 45 . Then we


have


cos( 2p) dp dq dq
= cos( 2p) dp .
(p2 + q 2 + z 2 )3/2 (p2 + q 2 + z 2 )3/2

1.16. THE GREEN FUNCTION METHOD 67
*
But the substitution q = p2 + z 2 tan t transforms the integral

dq
J1 =
(p2 + q 2 + z 2 )3/2

into /2
| cos t| 2
J1 = 2 2
dt = 2 .
/2 p +z p + z2
Finally, the resulting integral


cos( 2p) dp
J =2
p2 + z 2

is calculated using the Cauchy residue theorem as follows:


 

ei 2p dp ei 2p
J = 2 Re 2 2
= 4i res 2 =
p +z p + z2
p=zi


e 2z 2 2z
= 4i = e .
2zi z
Therefore the solution is

u(x, y, z) = e 2z
cos x cos y.

Remark 3. Since y/[(t x)2 + y 2 ] = Re[1/(i(t z))], where z = x + iy, the Poisson
formula (1.55) can be recast as

1 u(t) dt
u(z) = Re . (1.56)
i tz

Now let us consider the Dirichlet problem for the Laplace equation in the
half-plane Im z > 0 (i.e., for y > 0):

u = 0, < x < , y > 0,
u|y=0 = R(x), < x < ,

where the rational function R(z) is real, has no poles on the real axis, and R(z) 0
when z . By (1.56), the solution of this problem is the function

1 R(t) dt
u(z) = Re .
i tz
68 CHAPTER 1. ELLIPTIC PROBLEMS

This integral can be calculated by using Cauchys residue theorem:


 
R()
u(z) = 2 Re res , (1.57)
z =k
Im k <0

where the residues are taken for all poles of the function R(z) in the lower half-
plane Im z < 0.
Example 3. Solve the Dirichlet problem

u = 0, < x < , y > 0,
k
u|y=0 = , k = const, < x < .
1 + x2
Solution. Using formula (1.57), we have
 
k k k(y + 1)
u(z) = 2 Re res = 2 Re = 2 .
(1 + 2 )( z) =i 2i(z + i) x + (y + 1)2

1.17. Other methods


In this section we will consider methods for solving boundary value problems for
the biharmonic equation and the equations 2 u = f , as well as boundary value
problemd for the Laplace and Poisson equations (without employing the Green
function).

Biharmonic equation.
Example 1. Solve the following boundary value problem in the disc {(, ) : 0
a, 0 < 2}:

2

u = 0 in the disc,

u 

u|=a = 0, = A cos on the boundary of the disc.
n 
=a

Here n is the unit outward normal to the boundary of the disc.


Solution. What we have is the Dirichlet problem for the biharmonic equation. It
is known that it has a unique solution, given by the formula
 2
1 2 2 2 1 g d
u(, ) = ( a ) +
2a 2 0 2 + a2 2a cos( )
2 
f [a cos( )] d
+ (1.58)
0 [2 + a2 2a cos( )]2
(here f = u|=a and g = u/n|=a .)
1.17. OTHER METHODS 69

In our case f = 0, g = A cos , and so the solution is


  2
1 2 2 2 1 A cos d
u(, ) = ( a ) 2 + a2 2a cos( )
=
2a 2 0

A(2 a2 )2 2 cos d
= 2 2
,
4a 0 + a 2a cos( )
or 2
A 2 1 (a2 2 ) cos d
u(, ) = (a 2 ) .
2a 2 0 2 + a2 2a cos( )
To compute the last integral we remark that it yields a solution of the fol-
lowing Dirichlet problem for the Laplace equation in the disc:

v = 0 in the disc,
v|=a = cos on the boundary of the disc.

But the solution of this problem is clearly v = a cos . Then, by the uniqueness of
the solution of the Dirichlet problem for the Laplace equation, we have the identity
2
1 (a2 2 ) cos d
= cos .
2 0 + a2 2a cos( )
2 a
Therefore, the solution of our problem is
A(2 a2 )
u(, ) = cos .
2a2
Example 2. Solve the following boundary value problem in the disc {(, ) : 0
a, 0 < 2}:
2

u = 1 in the disc,

u 

=a
u| = 0, =0 on the boundary of the disc.
n =a

Solution. One can consider that the solution of the problem depends only on the
variable , i.e., u = u(). Next, let us remark that
 4 
2 2 3 1 2 1 u
u= + 2 u+ 3 ,
4 3 2
and so we obtain a boundary value problem for an ordinary dierential equation:


4u 2 3u 1 2u 1 u

4 + 3 2 2 + 3 = 1, 0 < < a, (1.61)


du 

u|=a = 0, = 0. (1.62)
d =a
70 CHAPTER 1. ELLIPTIC PROBLEMS

Equation (1.61) can be rewritten in the form

3 u + 22 u u + u = 3 .

du
Let us denote v = d . Then we obtain a third-order equation for the function
v = v():
3 v  + 22 v  v  + v = 3 ,
which is recongnized to be the well-known Euler equation. Its general solution is
given by the function

1 3
v() = C1 1 + C2 ln + A + .
16

We must take C1 = 0 and C2 = 0, because otherwise the function v  () would


become innite at the center of the disc (i.e., when 0). Therefore, u =
1 3
A + 16 , and so
A2 1
u() = + 4 + B.
2 64
The constants A and B are found from the boundary conditions (1.62). We con-
clude that the solution is
1 2
u() = (a 2 )2 ,
64
or 
a4  2 2
u() = 1 .
64 a
Example 3. Solve the following boundary value problem in the half-plane {(x, y) :
< x < , y > 0}:

2 u = e2y sin x in the half-plane, (1.63)



u 
u|y=0 = 0, =0 on the boundary of the half-plane. (1.64)
y y=0

Let us rewrite the equation(1.63) in the form

4u 4u 4u
4
+ 2 2 2 + 4 = e2y sin x. (1.65)
x x y y

We shall seek for u(x, y) in the form u(x, y) = f (y) sin x, where the function
f (y) is subject to determination. Substituting this expression in equation (1.65)
we obtain

f (y) sin x + 2f  (y)( sin x) + f (iv) (y) sin x = e2y sin x,


1.17. OTHER METHODS 71

whence
f (iv) 2f  + f = e2y . (1.66)
The general solution of equation (1.66) has the form

1 2y
f (y) = C1 ey + C2 yey + C3 ey + C4 yey + e .
9
The constants C1 and C2 are equal to zero: otherwise, f (y) as y .
Hence,
1
f (y) = C3 ey + C4 yey + e2y .
9
The constants C3 and C4 are found from the boundary conditions (1.64), which
translate into f (0) = 0 and f  (0) = 0. We have

1 1 1
f (y) = ey + yey + e2y .
9 9 9
Thus, the solution of our problem is

1 2y
u(x, y) = (e ey + yey ) sin x.
9
The Laplace and Poisson equations.
Example 4. Solve the following boundary value problem in the half-space {(x, y, z) :
< x, y < , z > 0}:

u = zez sin x sin y in the half-space,
u|z=0 = 0.

Solution. We will seek the function u = u(x, y, z) in the form

u = f (z) sin x sin y,

where the function f (z) needs to be determined. Then we get

2u 2u 2u
u = + 2 + 2 = f sin x sin y f sin x sin y + f  sin x sin y,
x2 y y

and so our equation becomes

2f sin x sin y + f  sin x sin y = zez sin x sin y.

Hence, to nd f (z) we must solve the ordinary dierential equation

f  2f = zez .
72 CHAPTER 1. ELLIPTIC PROBLEMS

Its general solution is



2z
f (z) = C1 e + C2 e 2z
+ ez (2 z).
The constants C1 and C2 are found from the boundary conditions. First
notice that C1 = 0, because otherwise f (z) when z . Therefore,

f (z) = C2 e 2z
+ ez (2 z).
Putting here z = 0 we nd f (0) = C2 + 2, and since f (0) = 0, it follows that
C2 = 2.
Therefore, the solution of our problem is

u(x, y, z) = [ez (2 z) 2e 2z
] sin x sin y.
Example 3. Solve the boundary problem in the half-space {(x, y, z) : < x, y <
, z > 0}

u = 0 in the half-space,
x2 + y 2 2
u|z=0 = .
(1 + x2 + y 2 )5/2
Solution. Notice that the function
1
u(x, y, z) = *
x2 + y 2 + (z + 1)2
satises the Laplace equation in the whole half-space z > 0 (is a fundamental
solution), i.e.,
1
* = 0.
x2 + y 2 + (z + 1)2
Now let us dierentiate both sides of this equality with respect to z. We get
z+1
= 0.
[x2 + y 2 + (z + 1)2 ]3/2
Dierentiating one more time with respect to z we have
x2 + y 2 2(z + 1)2
= 0.
[x2 + y 2 + (z + 1)2 ]5/2
This suggests to consider the function
x2 + y 2 2(z + 1)2
u(x, y, z) = .
[x2 + y 2 + (z + 1)2 ]5/2
This function is harmonic in the whole half-space z > 0 (since u = 0, as we just
showed), and for z = 0 we have
x2 + y 2 2
u|z=0 = ,
(1 + x2 + y 2 )5/2
which proves that u(x, y, z) is the sought solution.
1.18. PROBLEMS FOR INDEPENDENT STUDY 73

1.18. Problems for independent study

1. Find the distribution of the potential of an innitely long ( < z < )


long cylindrical capacitor if its interior plate = a [resp., exterior plate = b]
is charged at the potential u1 [resp., u2 ].
2. Find the distribution of the potential inside a spherical capacitor if the sphere
= a [resp., = b] is maintained at the potential u1 [resp., u2 ].
3. One side of a right-angle parallelepiped is subject to a potential V , while the
remaining sides are grounded. Find the distribution of the potential inside
the parallelepiped.
4. An innite ( < z < ) conducting cylinder is charged at the potential

1, if 0 < < ,
V =
0, if < < 2.

Find the distribution of the potential inside the cylindrical cavity.


5. Find the temperature distribution in an innitely long ( < z < )
circular cylinder if the a heat ux Q = q cos per unit of length is given on
its surface.
6. A constant current J passes through an innite ( < z < ) coaxial
cyclindrical cable (a < < b). Find the temperature distribution inside the
cable if its inner surface = a is kept at temperature zero and the outer
surface is thermally insulated.
7. Find the distribution of the potential in a thin plate shaped as a half-disc
when the diameter of the half-disc is charged at potential V1 , while the re-
maining part of the boundary is charged at potential V2 .
8. Find the temperature distribution inside a thin rectangular plate if a constant
heat ux Q is introduced through one of its sides, whereas the other three
sides are kept at temperature zero.
9. Find the temperature distribution inside an innite ( < z < ) circular
cylinder if its surface is mantained at the temperature A cos +B sin , where
A and B are constants.
10. Find the distribution of the potential inside an empty cylinder of radius R
and height h whose two bases are grounded, whereas the lateral surface has
the potential V .
11. Determine the steady temperature distribution inside a circular cylinder of
nite length is a constant heat ux q is introduced through the lower base
z = 0, whereas the lateral surface = a and the upper base are maintained
at temperature zero.
74 CHAPTER 1. ELLIPTIC PROBLEMS

12. Find the steady temperature distribution inside a homogeneous and isotropic
ball if its surface is maintained at the temperature A sin2 (A = const).
13. Find the distribution of the potential in a spherical capacitor 1 < r < 2 if the
inner and outer plates have the potential V1 = cos2 and V2 = 18 (cos2 + 1),
respectively.
14. Find the temperature distribution inside a spherical layer 1 < r < 2 if the
inner sphere is maintained at the temperature T1 = sin sin , whereas the
outer sphere is maintained at the temperature of melting ice.
15. Solve the Dirichlet problem for the Poisson equation u = ey sin x in the
square 0 x , 0 y , with null boundary condition.
16. Solve the Dirichlet problem for the Poisson equation u = x4 y 4 in the
disc of radius one, with null boundary condition.
17. Solve the Dirichlet problem for the Poisson equation u = z in the ball of
radius one, with null boundary condition.

18. Solve the Dirichlet problem for the Poisson equation u = J0 R1 in a
cylinder of radius R and height h, with null boundary conditions.
19. Find the eigenoscillations of a rectangular membrane when two opposite edges
are clamped and the other two are free.
20. Find the eigenoscillations of a circular cylinder under null boundary condi-
tions of the rst kind.
21. Find the steady concentration distribution of an unstable gas inside a sphere
of radius a if a constant concentration u0 is maintained at the surface of the
sphere.
22. Solve the Dirichlet problem for the equation u + k2 u = 0 in the interior
and in the exterior of the sphere = R under the condition u|=R = A
(A = const).
23. Solve the Neumann problem for the equation u k2 u = 0 in the interior
and in the exterior of the sphere = R under the condition u/n|=R = A
(A = const).
24. Find the steady distribution of potential in the rst quadrant x > 0, y > 0 if
the half-line y = 0 is grounded while the half-line x = 0 is maintained at the
potential V .
25. Find the steady temperature distribution in the strip 0 < y < if the
temperature on the lower boundary y = 0 equals A cos x while the upper
boundary is kept at the temperature of melting ice (A = const).
26. Find the steady distribution of potential in the strip 0 < y < , x > 0 if
the horizontal sides of the strip are grounded and the vertical side has the
potential V .
1.18. PROBLEMS FOR INDEPENDENT STUDY 75

27. Find the distribution of potential in an innitely long eccentric cylindrical


capacitor if the inner plate |z + 1| = 9 has the potential 1 while the outer
plate |z + 6| = 16 is grounded.
28. Find the solution of the Dirichlet problem u = 0 in the domain Im z < 0,
|z + 5i| > 3 if
u|Im z=0 = 0, u||z+5i|=3 = 1.
29. Find the temperature distribution in the lower half-plane y < 0 if its bound-
ary y = 0 is maintained at the temperature A sin x (A = const).
30. Find the temperature distribution in the upper half-plane y > 0 if its bound-
ary y = 0 is maintained at the temperature (x), where (x) is Heaviside
function.
31. Find the distribution of potential in the upper half-space z > 0 if its boundary
z = 0 has the potential (1 + x2 + y 2 )3/2 .
32. Solve the Dirichlet problem for the Poisson equation u = ez sin x cos y
in the half-space z > 0 with null boundary condition.
33. Find the steady temperature distribution in the exterior of a bounded circular
cylinder ( > 1, < z < ) if the lateral surface ( = 1) is maintained at
the temperature u|=1 = A cos(2) + B cos(5) + C cos(10), where A, B, C
are constants.
34. Solve the Dirichlet problem

u = 0, 0 < < 1, 0 2,
sin
u|=1 = 0 2.
5 + 4 cos

35. Solve the following Neumann problem for the Laplace equation in the spher-
ical layer 1 < < 2:
u = 0 inside the layer,



u 

 = P2 (cos ),
n =1



u 

= P3 (cos ).
n =2

36. Solve the following boundary value problem in the disc {0 a, 0 <
2}: 2
u = x2 + y 2
in the disc,

u 

u|=a = 0, n  = 0.
=a
76 CHAPTER 1. ELLIPTIC PROBLEMS

37. Solve the following boundary value problem in the disc {0 a, 0 <
2}: 2

u = 0 in the disc,

u 

=a
u| = 1, = sin3 .
n  =a

38. Solve the following boundary value problem in the ball {0 a}:
2 2 2 2

u = x + y + z inside the ball,
u 

u|=a = 0, n  = 0.
=a

39. Solve the following boundary value problem in the half-space:


2 z

u = e sin x cos y < x, y < , z > 0,

u 

u|z=0 = 0, = 0.
z  z=0

40. Solve the following boundary value problem in the lower half-plane (y < 0):

u = 0 < x < , y < 0,
2x
u|y=0 = .
(1 + x2 )2

1.19. Answers
ln b/
1. u1 = u2 + (u1 u2 ) .
ln b/a

1/r 1/b
2. u = u2 + (u1 u2 ) .
1/a 1/b
& ( '

 m   n  n2 m2
3. u = Anm sin x sin y sinh + 2 z , where
n=1 m=1
a b a2 b

16V

 +  , if n and m are odd,
2 m2
Anm = 2 nm sinh na2 + b2 c



0, if n or m is even,

and a, b, c are the sides of the parallelepiped.


1.19. ANSWERS 77

1 1 2a sin
4. u = + arctan 2 , where a is the radius of the cylinder.
2 a 2
q
5. u = cos + c, where k is the heat conduction coecient of the cylinder.
k

q qb2
6. u = (2 a2 ) ln , where q = q0 /k, q0 = 0.24J 2 R, R is the re-
4 2 a
sistance per unit of length of the conductor, and k is the heat conduction
coecient.
2 a sin
7. u = V1 + (V2 V1 ) arctan 2 .
a2
   
(2m+1)

4qa sin a x sinh (2m+1)
a y
8. u = 2  .
k m=0 (2m + 1)2 cosh (2m+1) b
a


9. u = A cos + B sin , where a is the radius of the cylinder.
a a
   
(2n+1)

4V sin h z I0 (2n+1)
h
10. u =  .
n=0 2n + 1 I (2n+1) R 0 h

 

sinh z)
m
a (l
 
  J0 , where Am = k2 2aq
m
11. u = Am , k is the
m a m J1 (m )
m=0 cosh l z
heat conduction coecient, and m is the mth positive root of the equation
J0 (x) = 0.
 2
2 r2 3 cos2 1
12. u = AA , where a is the radius of the ball.
3 a 3

1 3 cos2 1
13. u = + .
3r 3r3
 
1 8
14. u = r + 2 sin sin .
7 r

1
15. u = (yey sinh e sinh y) sin x.
2 sinh
1 2 4
16. u = ( 1) cos(2).
32
78 CHAPTER 1. ELLIPTIC PROBLEMS

1 3
17. u = (r r) cos .
10
 
, R2     R2    sin R1 z -  
1 1 1
18. u = cosh z 1 + 2 1 cosh h   J0 .
21 R 1 R sin 1 h R
R

 
2m2 n2
19. m,n = + 2 , m = 1, 2 . . . , n = 1, 2, . . . , where a and b are the side
a2 b  m   n 
lengths of the membrane; um,n = sin x cos y .
a a
 2 & (n) '2
k m (n)
20. m,n,k = + , n = 0, 1, . . . , m, k = 1, 2, . . . , where m is the
h a
mth positive root of the equation Jn (x) = 0, h is the height of the cylinder,
and a is its radius;
  & (n) ' 
k m cos(n)
vn,m,k = sin z Jn .
h a sin(n)

a sinh(k)
21. u = u0 , where k is taken from the equation u k2 u = 0.
sinh(ka)

AR sin(k) AR eik
22. u = if R, and u = if R.
sin(kR) eikR

AR2 sinh(k) aR2 ek(R)


23. u = if R, and u = if R.
[kR cosh(kR) sinh(kR)] 1 + kR

2V y
24. u = arctan .
x
A
25. u = cos x sinh( y).
sinh
 
V 2 sinh x sin y
26. u = arctan .
sinh2 x sin2 y
  
1  z2 
27. u = ln 2 + ln   .
ln(2/3) z 26 
 
1  z + 4i 
28. u = ln  .
ln 3 z 4i 
1.19. ANSWERS 79

29. u = Aey sin x.


1 1 x
30. u = arctan .
2 y

z+1
31. u = .
[x2 + (z + 1)2 + y 2 ]3/2

32. u = (e 2z
ez ) sin x cos y.

A B C
33. u = cos(2) + 5 cos(5) + 10 cos(10).
2

sin
34. u = .
2 + 4 cos + 4
   
1 2 32 1 1 3
35. u = + 3 P2 (cos ) + 43 + 4 P3 (cos ) + C,
31 2 2 47
where C is an arbitrary constant.
 
a6  6  2
36. u = 3 +2 .
576 a a
 
a2 2 3   1  3
37. u = 1 sin sin(3) .
2a 4 a 4 a
 
a6  6  2
38. u = 3 +2 .
840 a a
 
2+ 2z 2 2z z
39. u = Ae + (1 A)e e sin x cos y, where

. .
1 1 1 1 1
A= 1+ + 1 .
2 2 2 2 2

2x(1 y)
40. u = .
[x2 + (1 y)2 ]2
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