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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:
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
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
183
184 8. LAPLACE’S EQUATION AND POISSON’S EQUATION
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
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
Motivated by the above discussion, we seek rotationally symmetric solutions u(x) = v(r), r =
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
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
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
x 2 U. By construction, (x) is harmonic in every open set not containing the origin.
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
Z
(2.3) u(x) = ( ⇤ f )(x) = (x y)f (y) dy,
Rn
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 .
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
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.
Since the unit normal ⌫ is outward with respect to U✏ , on the sphere @B(0, ✏) we have ⌫ = 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, ✏)|
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.
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
U
r
x ∆ u =0
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
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
Theorem 8.3. Let U ⇢ Rn be open and bounded, and suppose u 2 C 2 (U ) \ C(U ) is harmonic
in U . Then
Proof: We prove the strong form first. The weak form then follows easily. Suppose U is
But u(y) M everywhere, so equality implies that u(y) = M throughout B(x0 , r). Thus,
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).
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
u(x) = 0, x2U
(3.6)
u(x) = g(x), x 2 @U.
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
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.
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
u = f in U
(3.7)
u = g on @U,
Theorem 8.5. There is at most one solution u 2 C 2 (U )\C(U ) of the boundary value problem
(3.7).
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
so that u1 = u2 .
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
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.
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
u=
ν f2
b
u = f1
∆u = 0 u = f3
0
u = f4 a x
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 .
Let u = u4 = v(x)w(y). From the boundary conditions, we guess v(x) = sin n⇡x
a
, so that
⇣ n⇡ ⌘2
w00 (y) w(y) = 0,
a
✓ ◆
@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
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
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
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
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,
Green’s functions. The disk has the advantage that we do not need special functions to solve
u = 0 in U = B(0, a) ⇢ R2
(4.9)
u = f on @U
x = r cos ✓; y = r sin ✓,
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
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
Let
u(r, ✓) = R(r)H(✓).
8.4. SEPARATION OF VARIABLES FOR LAPLACE’S EQUATION. 197
We then have an eigenvalue problem for H, in which the boundary condition is that H(✓) is
2⇡ periodic:
We can solve the eigenvalue problem (4.11), with the result H = H0 = A0 /2 = constant, for
= 0, and
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.
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 (✓).
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
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
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
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
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
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
lim u(r, ✓) = f ( ).
(r,✓)!(a, )
x'
a |x-x'|
ϕ
x
r
θ
0
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.
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 ).
(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.
r
Vr = Sr .
n
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