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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.

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 .

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

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

0 < 2.

u(R , ) = f (),

2 2

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 .

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

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

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

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

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,

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,

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.

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

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

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,

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, . . .

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

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

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 .

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

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

because of the incompatibility of the boundary values.

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

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

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

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 ()]= .

2 32 z6 4 z6 2 6z

res[F ()]=6 =
16 = = .

3i 3 (z + 6) 6 i (z + 6) 6 3i 6 + z

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

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

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

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

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 ().

2 2

R1 f1 () d = R2 f2 () d

0 0

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.

u1 (, ) = w() sin(2).

20 CHAPTER 1. ELLIPTIC PROBLEMS

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

1 v 1 2v

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

2

(1.15)

v

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

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

2 R + R 4R = A4 ,

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 )

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

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

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,

n 2 n

2n = , Yn (y) = sin y , n = 1, 2, . . .

b b

1.7. LAPLACE AND POISSON EQUATIONS IN RECTANGLE 23

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

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.

(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

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

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

(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

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

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

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 ,

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

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

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

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

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.

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

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 ( ).

2

r + r + 2 r = 0, 0 < < R,

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

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.

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

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

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

(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 Y 1 2Y (1.27)

(2) sin + + Y = 0;

sin sin2 2

Moreover, the function Y (, ) satises the conditions

Y (, ) = Y (, + 2),

(1.28)

|Y (0, )| < , |Y (, )| < .

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

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

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)| < .

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

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

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

are the functions

(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

n

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

n=0 m=0

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

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

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

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 )

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

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.

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

u 1 u

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

sin

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

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

A cos . We have

u

(, ) = nCn an1 Pn (cos ),

n=0

or, setting = a,

A cos = nCn an1 Pn (cos )

n=0

2n + 1

Cn = A cos Pn (cos ) sin d,

2nan1 0

1.9. LAPLACE AND POISSON EQUATIONS IN A BALL 41

u(, ) = C + A cos ,

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.

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,

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

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.

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

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

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

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

(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

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

2

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

2

2

(1.37)

u(a, ) = u0 , 0 2,

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.

d2 R dR

x2 +x (x2 + n2 )R = 0.

dx2 dx

order n. Its general solution has the form

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

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)

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

d

(R )

d

+ k2 2 = ,

R

d

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

d

d2 R dR

x2 +x + (x2 n2 )R = 0.

dx2 dx

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

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

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

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

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 .

1 2 1 1

2

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

sin

2 1

( R ) (sin T )

2 2

= sin = .

R T

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

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

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

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

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)

1 2 u

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

2

u

= A, 0 , 0 < 2, (1.44)

n =R

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

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

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

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

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 .

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)

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 .

solution of our problem is

R ek

u() = A .

ekR

54 CHAPTER 1. ELLIPTIC PROBLEMS

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

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:

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

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).

(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:

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.

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.

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.

1 1 1

)(, ) =

u arctan ,

2

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

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,

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

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

/ ,

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

(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

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

62 CHAPTER 1. ELLIPTIC PROBLEMS

u G

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

n n

(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

G u

1 = 0, 2 = 1, = 0, =g

n n

in the form

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

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 )

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 )

1

G(M, M0 ) = 2 ln RM1M 2

1

ln RM1M

0 1

64 CHAPTER 1. ELLIPTIC PROBLEMS

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

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

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

y

G

u(x, y) = f (s) ds

t t=0

1 1 1 1

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

2 (x s)2 + (y t)2 2 (x s)2 + (y + t)2

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

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

x

u|y=0 = 2 ,

x +1

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

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

formula

z cos cos d d

u(x, y, z) = .

2 [( x)2 + ( y)2 + z 2 ]3/2

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

Let us make the change of variables

1 1

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

2 2

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

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

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

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

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

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

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

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}:

u

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

y y=0

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

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.

2u 2u 2u

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

x2 y y

f 2f = zez .

72 CHAPTER 1. ELLIPTIC PROBLEMS

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

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.

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

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

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,

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

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

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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