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Lecture 8: The Laplace and Poisson equations

Now we consider boundary-value problems.

Mathematically, a boundary-value problem is finding a function which satisfies a given partial differential equation and particular boundary conditions.

Physically speaking, the problem is independent of time, involving only space coordinates.

Just as initial-value problems are associated with hyperbolic PDE, boundary value problems are associated with PDE of elliptic type. In contrast to initial-value problems, boundary-value problems are considerably more difficult to solve.

The main model example of an elliptic type PDE is the Laplace equation

example of an elliptic type PDE is the Laplace equation where harmonic functions. This equation can

where

harmonic functions. This equation can also be thought as the wave equation

This equation can also be thought as the wave equation and is a domain in .

and

is a domain inThis equation can also be thought as the wave equation and . Solutions of this equation

can also be thought as the wave equation and is a domain in . Solutions of

. Solutions of this equation are called

with infinite `sound velocity’

.
.

There are two main modifications of the Laplace equation: the Poisson equation (a non- homogeneous Laplace equation):

Poisson equation (a non- homogeneous Laplace equation): and the eigenvalue problem (the Helmholtz equation ) All

and the eigenvalue problem (the Helmholtz equation)

and the eigenvalue problem (the Helmholtz equation ) All above equations are of elliptic type (there

All above equations are of elliptic type (there are no characteristics).

Definition. A function is said to be harmonic in a domain

and if it and its first two derivatives are continuous in

.
.
and if it and its first two derivatives are continuous in . if it satisfies the

if it satisfies the Laplace equation

Variational derivation of the Laplace equation

Derivation of an equation which contains the Laplacian (Laplace operator ) usually is con- cerned with minimization problems. For instance, if we minimize the Dirichlet integral

For instance, if we minimize the Dirichlet integral among all smooth enough functions with given boundary
For instance, if we minimize the Dirichlet integral among all smooth enough functions with given boundary

among all smooth enough functions

the Dirichlet integral among all smooth enough functions with given boundary values, say then we arrive

with given boundary values, say

all smooth enough functions with given boundary values, say then we arrive at the Dirichlet problem

then we arrive at the Dirichlet problem for the Poisson equation. We give below an heuristic argument how to derive the Laplace equation (that is if ).

problem for the Poisson equation. We give below an heuristic argument how to derive the Laplace

A non-trivial component of any variational problem is to establish the existence of solution. If we know, however, that a solution does exist we can apply the standard variational argument which dates back to Pierre de Fermat. In our case, let us assume that is a solution, that is for `any’ such that the boundary condition (1) is satisfied. This means that for any and any function with zero boundary data the linear combination

any function with zero boundary data the linear combination satisfies (1). Then the above inequality yields
any function with zero boundary data the linear combination satisfies (1). Then the above inequality yields
any function with zero boundary data the linear combination satisfies (1). Then the above inequality yields
any function with zero boundary data the linear combination satisfies (1). Then the above inequality yields
any function with zero boundary data the linear combination satisfies (1). Then the above inequality yields

satisfies (1). Then the above inequality yields for any

satisfies (1). Then the above inequality yields for any Simplifying we find This inequality immediately yields:
satisfies (1). Then the above inequality yields for any Simplifying we find This inequality immediately yields:

Simplifying we find

Then the above inequality yields for any Simplifying we find This inequality immediately yields: rem together

This inequality immediately yields:

rem together with the zero boundary condition ( on we obtain

rem together with the zero boundary condition ( on we obtain , and applying the divergence

, and applying the divergence theo-

condition ( on we obtain , and applying the divergence theo- The equality in follows now

The equality

we obtain , and applying the divergence theo- The equality in follows now from the fundamental

in

follows now from the fundamental lemma of calculus of variations.obtain , and applying the divergence theo- The equality in Remark. When , any harmonic function

Remark. When , any harmonic function (locally) is the real part of some holomorphic function. This fact has many applications in hydrodynamics.

function. This fact has many applications in hydrodynamics. Potential theoretic interpretations Similar, if we minimize

Potential theoretic interpretations

Similar, if we minimize

tion. We briefly mention the potential interpretation of the Poisson equation.

the potential interpretation of the Poisson equation. among all which satisfy (1), we obtain the Poisson

among all

potential interpretation of the Poisson equation. among all which satisfy (1), we obtain the Poisson equa-

which satisfy (1), we obtain the Poisson equa-

The function

ty of masses distributed in the body

(
(

denotes as usually the area of the unit sphere in

the body ( denotes as usually the area of the unit sphere in produced the potential

produced the potential

the area of the unit sphere in produced the potential ) is the densi- inside the
the area of the unit sphere in produced the potential ) is the densi- inside the

) is the densi-

inside the body:

in produced the potential ) is the densi- inside the body: - the gravitational force Outside
in produced the potential ) is the densi- inside the body: - the gravitational force Outside

- the gravitational force

Outside the body, the potential is a harmonic function – a solution of a homogeneous Laplace

equation. Similarly, one can consider a potential electric field with the gradient charge density

and the

Laplace equation. Similarly, one can consider a potential electric field with the gradient charge density and
.
.

The well-known inverse problem in potential theory asks whether there exist two different bodies in having the same potentials outside the union of bodies.

in having the same potentials outside the union of bodies. Separation of variables Problem 1 .

Separation of variables

Problem 1. Solve the two-dimensional Laplace equation

in the rectangle

Solve the two-dimensional Laplace equation in the rectangle with the boundary conditions: where . Solution. It
Solve the two-dimensional Laplace equation in the rectangle with the boundary conditions: where . Solution. It

with the boundary conditions:

equation in the rectangle with the boundary conditions: where . Solution. It is natural to apply
equation in the rectangle with the boundary conditions: where . Solution. It is natural to apply
equation in the rectangle with the boundary conditions: where . Solution. It is natural to apply

where

.
.

Solution. It is natural to apply the Fourier method of separation of variables described earli- er for the wave equation. Namely, consider solutions given by the ansatz

This implies

Namely, consider solutions given by the ansatz This implies and due to independency of and we
Namely, consider solutions given by the ansatz This implies and due to independency of and we

and due to independency of

given by the ansatz This implies and due to independency of and we find that where
given by the ansatz This implies and due to independency of and we find that where

and

by the ansatz This implies and due to independency of and we find that where is

we find that

where

implies and due to independency of and we find that where is some constant. Then the

is some constant. Then the boundary conditions above imply

is some constant. Then the boundary conditions above imply Consider the first equation: since , say
is some constant. Then the boundary conditions above imply Consider the first equation: since , say

Consider the first equation: since

conditions above imply Consider the first equation: since , say and , we have either or

, say

above imply Consider the first equation: since , say and , we have either or .
and
and

, we have either

the first equation: since , say and , we have either or . The resulting equation

or

. The resulting equation

gives then a series of solutions with

zero-boundary condition:

then a series of solutions with zero-boundary condition: The corresponding . Using the found , we
then a series of solutions with zero-boundary condition: The corresponding . Using the found , we

The corresponding

of solutions with zero-boundary condition: The corresponding . Using the found , we have for the

. Using the found

, we have for the second componentzero-boundary condition: The corresponding . Using the found , that is the solution is found by

,
,

that is the solution is found by means of the hyperbolic functions:

the solution is found by means of the hyperbolic functions: The boundary condition yields . In

The boundary condition

yields . In summary, we have the series of solutions
yields
. In summary, we have the series of solutions

Let us assume that our solution can be found as a (formal) sum of the ansatz-solutions found above, that is

Applying the remained boundary condition we find The numbers now can be found by the

Applying the remained boundary condition

Applying the remained boundary condition we find The numbers now can be found by the Fourier

we find

Applying the remained boundary condition we find The numbers now can be found by the Fourier

The numbers

now can be found by the Fourier expansion ofApplying the remained boundary condition we find The numbers . Problem 2. Let be the unit

.
.

Problem 2. Let

can be found by the Fourier expansion of . Problem 2. Let be the unit disk.

be the unit disk. Solve the following problem:

2. Let be the unit disk. Solve the following problem: Solution . Here is some continuous
2. Let be the unit disk. Solve the following problem: Solution . Here is some continuous
2. Let be the unit disk. Solve the following problem: Solution . Here is some continuous

Solution. Here is some continuous function on the unit circle (where is the polar angle, i.e. ). Rewriting the Laplacian in the polar coordinates yields (verify this!)

the Laplacian in the polar coordinates yields (verify this!) for and takes then the form .
the Laplacian in the polar coordinates yields (verify this!) for and takes then the form .
for and takes then the form
for
and
takes then the form
yields (verify this!) for and takes then the form . Here is the polar radius. The

. Here

is the polar radius. The boundary conditionyields (verify this!) for and takes then the form . Here The new change of variables,

the form . Here is the polar radius. The boundary condition The new change of variables,

The new change of variables,

radius. The boundary condition The new change of variables, , readily yields This reduces our original

, readily yields

condition The new change of variables, , readily yields This reduces our original boundary problem in
condition The new change of variables, , readily yields This reduces our original boundary problem in

This reduces our original boundary problem in the disk to the rectangular boundary prob- lem:

problem in the disk to the rectangular boundary prob- lem: Applying the product form: cause we
problem in the disk to the rectangular boundary prob- lem: Applying the product form: cause we
problem in the disk to the rectangular boundary prob- lem: Applying the product form: cause we

Applying the product form:

cause we are looking for a continuous solution. Thus

Applying the product form: cause we are looking for a continuous solution. Thus we see that

we see that

Applying the product form: cause we are looking for a continuous solution. Thus we see that

must be

Applying the product form: cause we are looking for a continuous solution. Thus we see that
Applying the product form: cause we are looking for a continuous solution. Thus we see that
Applying the product form: cause we are looking for a continuous solution. Thus we see that

-periodic, be-

The constant

must be positive to be consistent with the fact thatThe constant is a periodic function. Taking into account that is actually -periodic, we write We

must be positive to be consistent with the fact that is a periodic function. Taking into

is a periodic function.

Taking into account that is actually -periodic, we write
Taking into account that
is actually
-periodic, we write
Taking into account that is actually -periodic, we write We find then and this yields a

We find then

We find then and this yields a relation for : We have

and this yields a relation for

:
:

We have

We find then and this yields a relation for : We have Since
We find then and this yields a relation for : We have Since

Since

and this yields a relation for : We have Since we obtain the final form of

we obtain the final form of solution:

We have Since we obtain the final form of solution: On the other hand, taking into
We have Since we obtain the final form of solution: On the other hand, taking into

On the other hand, taking into account that the desired solution must be continuous in the unit disk, we conclude that all , hence

continuous in the unit disk, we conclude that all , hence This yields and , we
continuous in the unit disk, we conclude that all , hence This yields and , we

This yields

in the unit disk, we conclude that all , hence This yields and , we apply
and , we apply the boundary condition:
and
, we apply the boundary condition:

In order to determine

Hence

formula that

and
and

are the Fourier coefficients of .

Hence formula that and are the Fourier coefficients of . . Notice that it follows from

. Notice that it follows from the above

coefficients of . . Notice that it follows from the above Remark 1. Applying Abel’s theorem

Remark 1. Applying Abel’s theorem on power series, we conclude that the series con- verges in the open unit disk.

Some corollaries

We encounter here a new phenomenon: as it is seen from the previous examples, the Laplace equation in a bounded domain may be overdetermined, that is one can not

specify both

may be overdetermined , that is one can not specify both and along the boundary. •

and

be overdetermined , that is one can not specify both and along the boundary. • The

along the boundary.

The first type of boundary problem,

,
,

second,

boundary. • The first type of boundary problem, , second, , is called the Neumann problem

, is called the Neumann problem

is called the Dirichlet problem, the

Sometimes one considers a mixed problem, by prescribing both the Dirichlet and the Neumann data on some pieces of the boundary.

Green’s identities

First we recall two simple corollaries of the divergence theorem for functions where is a bounded open set in with piecewise smooth boundary. Namely,

bounded open set in with piecewise smooth boundary. Namely, and its skew-symmetric analogue: Now we list
bounded open set in with piecewise smooth boundary. Namely, and its skew-symmetric analogue: Now we list
bounded open set in with piecewise smooth boundary. Namely, and its skew-symmetric analogue: Now we list
bounded open set in with piecewise smooth boundary. Namely, and its skew-symmetric analogue: Now we list

and its skew-symmetric analogue:

smooth boundary. Namely, and its skew-symmetric analogue: Now we list some important corollaries of the Green

Now we list some important corollaries of the Green identities.

Theorem (Uniqueness of solution of the Dirichlet problem). Let and be harmonic functions with equal boundary values: on , where is some bounded open set. Then

boundary values: on , where is some bounded open set. Then in . Proof. Let in
boundary values: on , where is some bounded open set. Then in . Proof. Let in
boundary values: on , where is some bounded open set. Then in . Proof. Let in
boundary values: on , where is some bounded open set. Then in . Proof. Let in
boundary values: on , where is some bounded open set. Then in . Proof. Let in

inboundary values: on , where is some bounded open set. Then . Proof. Let in .

.
.

Proof. Let

inon , where is some bounded open set. Then in . Proof. Let . Then substitution

, where is some bounded open set. Then in . Proof. Let in . Then substitution

. Then substitution of

open set. Then in . Proof. Let in . Then substitution of into the first Green’s

into the first Green’s identity implies

substitution of into the first Green’s identity implies Observe that the latter integral is strictly positive

Observe that the latter integral is strictly positive unless

on the boundary ofObserve that the latter integral is strictly positive unless follows that is proved. ■ , then

follows that is proved.

, then

. Hence the left hand side of the above integral identity is zero. It

The theorem

side of the above integral identity is zero. It The theorem is a constant. Set on

is a constant. Set

on

identity is zero. It The theorem is a constant. Set on , hence in , hence

, hence

is zero. It The theorem is a constant. Set on , hence in , hence .
is zero. It The theorem is a constant. Set on , hence in , hence .
is zero. It The theorem is a constant. Set on , hence in , hence .

in

is zero. It The theorem is a constant. Set on , hence in , hence .

, hence

. ButIt The theorem is a constant. Set on , hence in , hence Remark 2. If

The theorem is a constant. Set on , hence in , hence . But Remark 2.
The theorem is a constant. Set on , hence in , hence . But Remark 2.

Remark 2. If one applies the above argument to the Neumann problem, then the constant in the proof may not be zero. Thus the Neumann problem determines the solution uniquely up to an additive constant.

the solution uniquely up to an additive constant . Moreover, taking in the first Green’s identity

Moreover, taking

in the first Green’s identity we obtain the followinguniquely up to an additive constant . Moreover, taking Theorem (Necessary condition for the Neumann condition).

Theorem (Necessary condition for the Neumann condition). Let

with the Neumann boundary condition

Neumann condition). Let with the Neumann boundary condition . Then be a harmonic function i.e. the

. Then

condition). Let with the Neumann boundary condition . Then be a harmonic function i.e. the average

be a harmonic function

the Neumann boundary condition . Then be a harmonic function i.e. the average of over the

i.e. the average of

over the boundary equals zero:condition . Then be a harmonic function i.e. the average of . Remark 3. The latter

.function i.e. the average of over the boundary equals zero: Remark 3. The latter theorem shows

Remark 3. The latter theorem shows that the Neumann condition

ly (cf. Problem 2 above,

Remark 3. The latter theorem shows that the Neumann condition ly (cf. Problem 2 above, ).

).

Remark 3. The latter theorem shows that the Neumann condition ly (cf. Problem 2 above, ).

can’t be chosen arbitrari-