CHAPTER 8

Laplace’s Equation and Poisson’s Equation

In this chapter, we consider Laplace’s equation and its inhomogeneous counterpart, Pois-

son’s equation, which are prototypical elliptic equations.1 They may be thought of as time-

independent versions of the heat equation, with and without source terms:

u(x) = 0 (Laplace’s equation)

u(x) = f (x) (Poisson’s equation).

We consider these equations in a domain U ⇢ Rn , n 2, but also on all of Rn . Applications of

these equations include the classical field of potential theory, of importance in electrostatics

and steady incompressible fluid flow. In electrostatics, f (x) in Poisson’s equation represents

a charge density distribution, inducing the electric potential u(x). In two-dimensional steady

fluid flow, u is the velocity potential or stream function, both of which satisfy Laplace’s

equation.

Several properties of solutions of Laplace’s equation parallel those of the heat equation: maxi-

mum principles, solutions obtained from separation of variables, and the fundamental solution

to solve Poisson’s equation in Rn .

1Pierre-Simon Laplace, 1749-1827, made many contributions to mathematics, physics and astronomy.

Simon Denis Poisson, 1781-1840, was a mathematician and physicist known for his contributions to the theory

of electricity and magnetism.

183
184 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

8.1. The Fundamental Solution

To solve Poisson’s equation, we begin by deriving the fundamental solution (x) for the

Laplacian. This fundamental solution is rather di↵erent from the fundamental solution for

the heat equation, which is designed to solve initial value problems, and consequently has

a singularity at the initial time t = 0. The fundamental solution for the Laplacian, being

time-independent, is used to represent solutions in space alone. To do this, (x) is chosen to

have a singularity at a point x0 in the domain; since the Laplacian is translation invariant,

we can take x0 = 0. Moreover, the Laplacian is invariant under rotations, so we can seek a

rotationally invariant fundamental solution.

Motivated by the above discussion, we seek rotationally symmetric solutions u(x) = v(r), r =

|x|, of Laplace’s equation. Then

n 1
(1.1) u(x) = v 00 (r) + v 0 (r) = 0.
r

Therefore,

v 00 n 1
= .
v0 r

A
Integrating, we obtain log v 0 = (n 1) log r + C. That is, v 0 = rn 1
, where A = log C is the

constant of integration. Integrating again, we get a two-parameter family of solutions

8
>
> a
>
< rn 2 + b, if n 3
v(r) =
>
>
>
: a log r + b, if n = 2.
 8.2. SOLVING POISSON’S EQUATION IN Rn 185

The fundamental solution (x) is defined by setting b = 0, and choosing the constant a to

normalize (x) depending on the volume ↵(n) of the unit ball:

8
>
> 1 1
>
< n(n 2)↵(n) |x|n 2
, if n 3
(1.2) (x) =
>
>
>
: 1
log |x|, if n = 2.
2⇡

The purpose of the normalization is to make the formula for the solution of Poisson’s equation

on Rn as simple as possible. (See (2.3) below.) Note that although has an integrable

singularity at the origin ( is integrable on bounded sets, even though it is not defined at

x = 0), we will see that the singularity of is not integrable, and is in fact the singular

distribution , which we define carefully in §9.2.

We say a function u is harmonic in an open set U ⇢ Rn if u 2 C 2 (U ) and u(x) = 0 for each

x 2 U. By construction, (x) is harmonic in every open set not containing the origin.

8.2. Solving Poisson’s equation in Rn

In this section, we establish a formula for the solution of Poisson’s equation in all space Rn

using the fundamental solution, much as we used the heat kernel to solve the Cauchy problem

for the heat equation.

Let f 2 C 2 (Rn ) have compact support and define

Z
(2.3) u(x) = ( ⇤ f )(x) = (x y)f (y) dy,
Rn

the convolution product of with f .

186 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

Remark: Note that (x) has a non-integrable singularity at the origin. Therefore, we

cannot di↵erentiate under the integral sign in this formula. If we could, we would have

u(x) = 0, since is harmonic away from the origin. However, as we now show, the non-

integrable singularity makes the convolution product work to solve Poisson’s equation.

Theorem 8.1. If f 2 C 2 (Rn ) has compact support and u(x) is given by (2.3), then

u(x) = f (x), x 2 Rn .

Proof. Changing variables in (2.3), we have

Z
u(x) = (y)f (x y) dy.
Rn

Therefore,
Z Z
u(x) = (y) y f (x y) dy = (y) y f (x y) dy.
Rn Rn

In this integral, and in subsequent calculations, we use subscripts to indicate the variable of

di↵erentiation or integration. Thus y indicates that the Laplacian is taken with respect to

the y variables. We would like to integrate by parts to put back on (y). However, (y)

has a singularity at y = 0, so we have to treat the integral as an improper integral. For ✏ > 0,

let U✏ = Rn B(0, ✏), where B(x, r) denotes the open ball of radius r centered at x 2 Rn .

Then
Z Z
u(x) = (y) x f (x y) dy + (y) y f (x y) dy.
B(0,✏) U✏

The first integral approaches zero as ✏ ! 0, since is integrable at the origin. We use Green’s

second identity on the second integral, observing that (since f has compact support) the
 8.3. PROPERTIES OF HARMONIC FUNCTIONS 187

integrand is identically zero outside a large enough ball centered at x. Thus,

Z
(y) y f (x y) dy =
U✏
Z ✓ ◆ Z
@f @
(y) (x y) f (x y) (y) dSy + (y)f (x y) dy.
@B(0,✏) @⌫y @⌫y U✏

Incidentally, there is no contribution from the boundary of the support of f, since the integrand

is zero there. The final integral is zero since is harmonic in U✏ . The integral on the boundary

has two terms. The first term converges to zero as ✏ ! 0, since is integrable at the origin.

We need to prove that the second integral converges to f (x).

Since the unit normal ⌫ is outward with respect to U✏ , on the sphere @B(0, ✏) we have ⌫ = y/✏.

Therefore, since (y) is a function of r = |y|,

@ @ 1
(y) = (y) = .
@⌫ @r n↵(n)✏n 1
|y|=✏

Note that this formula holds for n 2 even though the formula for is di↵erent for n = 2.

Thus,
Z Z
@ 1
f (x y) (y) dSy = f (x y) dSy ,
@B(0,✏) @⌫y @B(0,✏) |@B(0, ✏)|

where |@B(0, ✏)| = n↵(n)✏n 1

denotes the measure of the sphere in Rn . This integral converges

to f (x) because f is continuous.

8.3. Properties of Harmonic Functions

188 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

In this section, we state and prove the mean value property of harmonic functions, and use it

to prove the maximum principle, leading to a uniqueness result for boundary value problems

for Poisson’s equation. We state the mean value property in terms of integral averages.

Theorem 8.2. (Mean Value Property) Suppose u 2 C 2 (U ). Then u is harmonic in U if and

only if it has the mean value property:

Z Z
(3.4) u(x) = u(y)dS = u(y)dy,
@B(x,r) B(x,r)

for every ball B(x, r) ⇢ U.

Proof: Suppose u is harmonic. Then, for B(x, r) ⇢ U,

Z Z Z
@u y x
0= u(y)dy = dS = ru(y) · dSy .
B(x,r) @B(x,r) @⌫ @B(x,r) r

Now let
Z
(3.5) (r) = u(y)dSy .
@B(x,r)

Since limr!0 (r) = u(x), we complete the proof by using (3.5) to show that (r) is constant.
0
To do so, we calculate directly that (r) = 0. Let y = x + rz, z 2 B(0, 1), to facilitate

di↵erentiating the integral. Then

Z
0 d
(r) = u(x + rz) dSz
dr @B(0,1)
Z
= ru(x + rz) · z dSz
@B(0,1)
Z
y x
= ru(y) · dSy = 0, by (3.5)
@B(x,r) r

Thus, (r) is constant, so that (r) = lims!0 (s) = u(x).

 8.3. PROPERTIES OF HARMONIC FUNCTIONS 189

U
r
x ∆ u =0

Figure 8.1. A bounded region U.

We use this result to obtain the integral average over the ball B(x, r) :

Z Z rZ
u(y)dy = u(y) dS d⇢
B(x,r) 0 @B(x,⇢)
Z r
= u(x) n↵n ⇢n 1
d⇢ = ↵n rn u(x).
0

Conversely, suppose u has the mean value property. Then, as above, we get

Z
0 r
(r) = u(y)dy = 0, since (r) = u(x) is constant.
n B(x,r)

R
Thus, B(x,r)
u(y)dy ⌘ 0, and letting r ! 0, we obtain u(x) = 0, since u is continuous in

U. This completes the proof of the theorem.

The mean value property of harmonic functions is peculiar to solutions of Laplace’s equation,

and has no counterpart for more general elliptic equations. However, it simplifies the proofs

of key results that do generalize, in particular the Maximum Principle, which we now state in

both weak and strong form:

190 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

Theorem 8.3. Let U ⇢ Rn be open and bounded, and suppose u 2 C 2 (U ) \ C(U ) is harmonic

in U . Then

1. Weak form: max u(x) = max u(x).

x2U x2@U

2. Strong form: If U is connected, then either u = constant in U , or

u(x) < max u(y) for all x 2 U.

y2@U

Proof: We prove the strong form first. The weak form then follows easily. Suppose U is

connected and there is a point x0 2 U such that

u(x0 ) = max u(x) = M.

x2U

Choose r so that B(x, r) ⇢ U. Then by the mean value property,

Z
u(x0 ) = M = u(y) dy.
B(x0 ,r)

But u(y)  M everywhere, so equality implies that u(y) = M throughout B(x0 , r). Thus,

the set S = {x 2 U : u(x) = M } is non-empty and open. However, S is also relatively

closed in U: Let xn 2 S converge to x 2 U as n ! 1. Then, by continuity of u, we have

u(x) = limn!1 u(xn ) = M, so x 2 S. But the only non-empty open and closed set in U is U

itself, so we have S = U, implying that u is constant in U . The weak form (1) follows from

(2).

Remarks: 1. The corresponding Minimum Principle follows by applying the maximum

principle to u.
 8.3. PROPERTIES OF HARMONIC FUNCTIONS 191

2. If U is not connected, i.e., U = U1 [ U2 with U1 , U2 disjoint open sets in Rn , then the weak

maximum principle holds but the strong maximum principle breaks down. To see this, define

u(x) = k, for x 2 Uk , k = 1, 2. Then u(x) is harmonic, but fails to satisfy either conclusion of

part (2).

We can apply the maximum principle to the Dirichlet Problem, which is the following boundary

value problem on a bounded open set U ⇢ Rn :

u(x) = 0, x2U
(3.6)
u(x) = g(x), x 2 @U.

Theorem 8.4. Suppose g is continuous and u 2 C 2 (U ) \ C(U ) is a solution of the Dirichlet

problem. If U is connected and g satisfies: g(x) 0 for all x 2 @U, and g(x) > 0, for some

x 2 @U, then

u(x) > 0 for all x 2 U.

Proof: From the weak minimum principle, we have min@U u = min@U g. But the strong

version gives either u(x) > min@U g, for all x 2 U, or u(x) = constant. In either case, the

conclusion follows.

8.3.1. Uniqueness of Solutions of Boundary Value Problems. As with the heat

equation, we can prove uniqueness of solutions of boundary value problems from the maximum

principle, or from energy considerations. Let U ⇢ Rn be open and bounded. Consider the
192 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

boundary value problem with Dirichlet boundary conditions:

u = f in U
(3.7)
u = g on @U,

where f 2 C(U ), g 2 C(@U ).

Theorem 8.5. There is at most one solution u 2 C 2 (U )\C(U ) of the boundary value problem

(3.7).

Proof: Let u1 , u2 be solutions. Applying the weak maximum principle to u1 u2 and to

u2 u1 , both of which satisfy (3.7) with f = 0; g = 0, we deduce that u1 = u2 .

Alternatively, the energy approach sets u = u1 u2 and applies a version of Green’s identity:

Z Z Z
@u
0= u u dx = u dS |ru|2 dx.
U @U @⌫ U

Thus, ru = 0 in U, so that u is constant. Since u = 0 on @U, we conclude that u = 0 in U ,

so that u1 = u2 .

8.4. Separation of Variables for Laplace’s Equation.

If the domain U ⇢ Rn has special geometry, then separation of variables can work on Laplace’s

equation. Examples include rectangular domains, spheres and cylinders. Here, we treat two

examples to illustrate di↵erences from the heat and wave equations, and then make some

remarks about other domains.

 8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 193

Of course, if the boundary conditions are homogeneous, then u = 0 is a solution, generally the
@u
only solution. So, it is more natural to consider linear boundary conditions ↵u + = g on
@⌫
@U that are non-homogeneous over at least part of the boundary. If ↵ 6= 0, then the energy

method above can be used to prove that this problem has at most one solution.

8.4.1. Laplace’s equation in a rectangle. We consider Laplace’s equation u = 0 in a

rectangular domain U = (0, a) ⇥ (0, b) ⇢ R2 with a mixture of Dirichlet and Neumann bound-

ary conditions, representing parts of the boundary where we specify either the temperature u

or the heat flux, which is proportional to the normal derivative.

u=
ν f2
b

u = f1
∆u = 0 u = f3

0
u = f4 a x

Figure 8.2. Example of a boundary value problem for Laplace’s equation.

In this problem, we can formulate an eigenvalue problem if boundary conditions on opposite

sides of the rectangular boundary are homogeneous. We use this observation to implement

a solution strategy. We split the boundary value problem into four problems, setting the

boundary condition to zero on three sides in each problem. To illustrate the process, consider
194 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

the example of Figure 8.2. For j = 1, 2, 3, 4, let (Pj ) be the problem with fk = 0, k 6= j, and

let uj be the solution of (Pj ) Then by linearity, the solution of the full problem is

u = u1 + u2 + u 3 + u 4 .

We solve (P4 ) in detail to illustrate this approach.

Let u = u4 = v(x)w(y). From the boundary conditions, we guess v(x) = sin n⇡x
a
, so that

u4 (x, y) = sin n⇡x

a
w(y). Then u(x, y) = 0 leads to an ODE for w(y) :

⇣ n⇡ ⌘2
w00 (y) w(y) = 0,
a

with general solution

n⇡y n⇡y
wn (y) = An cosh + Bn sinh .
a a

Now we need to satisfy a homogeneous boundary condition at y = b,

✓ ◆
@u n⇡ n⇡b n⇡b
(x, b) = 0 : wn0 (0) = An sinh + Bn cosh = 0.
@⌫ a a a

Thus,
n⇡b
Bn = tanh An .
a

Now we can form a series to satisfy the nonzero boundary condition at y = 0 :

1
X ✓ ◆
n⇡x n⇡y n⇡b n⇡y
(4.8) u4 (x, y) = An sin cosh tanh sinh .
n=1
a a a a

On y = 0,
1
X n⇡x
u(x, 0) = f4 (x) = An sin ,
n=1
a
 8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 195

from which we get formulae for the coefficients An :

2
Ra
An = a 0
f4 (x) sin n⇡x
a
dx.

The solution u4 is then given by the series (4.8). Similarly, we can obtain u1 , u2 , u3 , and finally

put these series together to get the solution u of the original problem. Note that the series

for u2 is a sine series like (4.8), but the series for u1 and u3 have the form

P1
u(x) = n=0 vn (x) sin(n + 12 ) ⇡y
b

because of the combination of homogeneous boundary conditions at y = 0, b.

8.4.2. Laplace’s equation on spherical and cylindrical domains. In spherical and

cylindrical domains, it is natural to use curvilinear coordinates, i.e., polar coordinates and

cylindrical coordinates, respectively. Since the Laplacian in these coordinates has non-constant

coefficients, the ODE’s that result will also have non-constant coefficients. Moreover, the

dimension of the space makes a di↵erence to the type of equation that results. This leads to the

study of special functions, specifically Legendre functions (solutions of Legendre’s equation)

and Bessel functions (solutions of Bessel’s equation). These special functions are typically

expressed as series solutions of ODEs, using the method of Frobenius. Some details may be

found in the PDE book of Strauss [45], in Engineering Mathematics books, such as Je↵ery

[26], Kreyszig [30], and in texts typically named PDEs and Boundary Value Problems.

Here, we give the detailed solution of Laplace’s equation in a disk, leading to Poison’s formula,

a representation of the solution as an integral, which we eventually interpret in terms of

196 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

Green’s functions. The disk has the advantage that we do not need special functions to solve

the eigenvalue problem.

Consider the Dirichlet problem in a disk of radius a > 0 :

u = 0 in U = B(0, a) ⇢ R2
(4.9)
u = f on @U

In plane polar coordinates,

x = r cos ✓; y = r sin ✓,

we have the problem for u = u(r, ✓) :

urr + 1r ur + 1
u
r2 ✓✓
= 0 0  ✓  2⇡, 0 < r < a
(4.10)
u(a, ✓) = f (✓), 0  ✓  2⇡.

The boundary @U is the circle r = a, whereas the boundaries for the variables r, ✓ also include

r = 0, ✓ = 0, 2⇡. At the disk center, r = 0, we exclude non-physical solutions by insisting

that solutions remain bounded as r ! 0+ . The boundaries ✓ = 0, 2⇡ represent the same line

within the disk, across which the solution should be as smooth as elsewhere in the domain.

These boundaries are accommodated by making the solution 2⇡ periodic in ✓. Similarly, the

boundary function f is treated as a 2⇡ periodic function of ✓.

Let

u(r, ✓) = R(r)H(✓).
 8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 197

Substituting into the PDE, we obtain

r2 (R00 (r) + 1r R0 (r)) H 00 (✓)

+ = 0,
R(r) H(✓)

whence, separating r from ✓,

H 00 (✓) r2 (R00 (r) + 1r R0 (r))

= ; = .
H(✓) R(r)

We then have an eigenvalue problem for H, in which the boundary condition is that H(✓) is

2⇡ periodic:

(4.11) H 00 (✓) + H(✓) = 0, H(0) = H(2⇡).

The corresponding equation for R(r) is

(4.12) r2 R00 (r) + rR0 (r) = R(r).

We can solve the eigenvalue problem (4.11), with the result H = H0 = A0 /2 = constant, for

= 0, and

(4.13) H = Hn (✓) = An cos n✓ + Bn sin n✓, n = 1, 2, ..., with = n = n2 .

Note that each eigenvalue n, n 1, has two independent eigenfunctions.

Setting = n2 in (4.12), we get

(4.14) r2 R00 (r) + rR0 (r)) = n2 R(r), 0 < r < a.

For n = 0, the general solution of (4.14) is

R(r) = C0 + D0 log r.
198 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

However, we seek solutions that are bounded as r ! 0, so we set D0 = 0, and consider only

the solution

R = R0 (r) = 1.

The arbitrary multiple C0 will be incorporated into A0 .

For n 1, we seek solutions R(r) = r↵ . Substituting into (4.14), we find ↵ = ±n. However,
n
r is unbounded at the origin, so we retain only

Rn = r n , n 1.

Again, the arbitrary coefficient multiplying this solution will be incorporated into Hn (✓).

So far, we have solutions

A0
u0 (r, ✓) = ; un (r, ✓) = rn (An cos n✓ + Bn sin n✓), n 1.
2

These functions are harmonic in the ball B(0, a), and they reduce to functions of ✓ alone for

r = a.

P1
We form a series u = n=1 un :

1
A0 X n
(4.15) u(r, ✓) = + r (An cos n✓ + Bn sin n✓),
2 n=1

and set r = a to satisfy the boundary condition u(a, ✓) = f (✓). Thus,

1
A0 X n
f (✓) = + a (An cos n✓ + Bn sin n✓).
2 n=1
 8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 199

Consequently, an An , an Bn are Fourier coefficients of the 2⇡ periodic function f :

0 1 0 1
Z 2⇡ B cos n✓ C
B An C 1 B C
(4.16) B C= f (✓) B C d✓, n 0.
@ A an ⇡ @ A
0
Bn sin n✓

If we substitute the coefficients given by (4.16) back into the series (4.15), we get the solution

u in terms of the data, and we can sum the series, just as we summed the series to get the

Dirichlet kernel in proving pointwise convergence. Thus,

Z 2⇡ X1 ⇣ ⌘
1 r n
u(r, ✓) = f ( )(1 + 2 (cos n✓ cos n + sin n✓ sin n )) d
2⇡ 0 n=1
a

Z 2⇡ 1 ⇣ ⌘
X
1 r n
= f ( )(1 + 2 cos n(✓ )) d .
2⇡ 0 n=1
a
P1 r n in(✓ )
After some manipulation of the sum of the geometric series n= 1 a
e , we obtain

Poisson’s Formula for the solution of the Dirichlet problem in a disk:

Z 2⇡
1 a2 r 2
(4.17) u(r, ✓) = f( ) d .
2⇡ 0 a2 2ar cos(✓ ) + r2

This integral has the form of a convolution product of the Poisson kernel

1 a2 r 2
P (r, ) =
2⇡ a2 2ar cos + r2

with the boundary data f ( ) = u(a, ). The formula reduces to the mean value property of

harmonic functions when r = 0. In the special case f ⌘ 1, we have the solution u = 1 from

which we conclude that

Z 2⇡
P (r, ) d = 1.
0

Note that you could also guess this by integrating the series term-by-term.
200 8. LAPLACE’S EQUATION AND POISSON’S EQUATION

Just as for fundamental solutions, which are singular integral kernels, the Poisson kernel,

P (r, ✓ ) is singular at the very place the function u(r, ✓) is to be evaluated on the boundary:

r = a, ✓ = . The singularity is needed in order for the convolution to converge to the boundary

data: for f continuous,

lim u(r, ✓) = f ( ).
(r,✓)!(a, )

A more geometric interpretation of Poisson’s formula generalizes to higher dimensions. Con-

sider polar coordinates for

x = (r cos ✓, r sin ✓) 2 B(0, a), and x0 = (a cos , a sin ) 2 @B(0, a).

x'

a |x-x'|

ϕ
x
r
θ
0

Figure 8.3. Geometric Interpretation of Poisson’s Formula.

Then (see Fig. 8.3) a2 r2 = |x0 |2 |x|2 , and |x0 x|2 = r2 + a2 2ar cos(✓ ).

Thus,
Z
|x0 |2 |x|2
u(x) = u(x0 ) ds(x0 ), |x| < a.
|x0 |=a |x0 x|2
 8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 201

The Poisson kernel is an example of a Green’s function, which we study in detail in the next

chapter.

Problems

1. Prove the weak maximum principle using an argument similar to the proof for the heat

equation.

2. Prove the weak maximum principle from the strong form.

3. Consider Poisson’s equation on a bounded open set U 2 Rn with Robin boundary condi-

tions:

@u
u(x) = f (x), x 2 U, (x) + ↵u(x) = g(x), x 2 @U.
@⌫

(a) Prove that if ↵ > 0, then the energy method can be used to show uniqueness of solutions

u 2 C 2 (U ) \ C(U ).

(b) For ↵ = 0, show that solutions are unique up to a constant.

(c) Design an example to show that uniqueness can fail if ↵ < 0. (Hint: Choose n = 1.)

4. Derive Poisson’s formula (4.17) by summing the series for u(r, ✓). Provide the details.

5. In Rn let Vr = |B(0, r)| = ↵(n)rn , Sr = |@B(0, r)|. Explain why

r
Vr = Sr .
n

6. Suppose u 2 C 2 (U ) has the mean value property:

202 8. LAPLACE’S EQUATION AND POISSON’S EQUATION
R
For all x 2 U, u(x) = @B(x,r)
u(y) dSy for all r > 0 such that B(x, r) ⇢ U.

Write a careful proof by contradiction that u = 0 in U.

7. Suppose U ⇢ Rn is open, bounded and connected, and u 2 C 2 (U ) \ C(U ) satisfies

u = 0 in U, u|@U = g.

Prove: If g 2 C(@U ), g(x) 0 for all x, and g(x) > 0 for some x 2 @U, then

u(x) > 0 for all x 2 U.