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Laplace's equation

In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties. This is often written as

or
where is the Laplace operator,[note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.

If the right-hand side is specified as a given function, , we have

This is called Poisson's equation, a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of elliptic partial differential equations. Laplace's equation is also a special case of the Helmholtz equation.

The general theory of solutions to Laplace's equation is known as potential theory. The twice continuously differentiable solutions of Laplace's equation are the harmonic functions,[1] which are important in multiple branches of physics, notably electrostatics, gravitation, and fluid dynamics. In the study of heat conduction, the Laplace equation is the steady-state heat equation.[2] In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.

Forms in different coordinate systems

In rectangular coordinates,[3]

 

In cylindrical coordinates,[3]

 

In spherical coordinates, using the   convention,[3]

 

More generally, in arbitrary curvilinear coordinates i),

 
or
 
where gij is the Euclidean metric tensor relative to the new coordinates and Γ denotes its Christoffel symbols.

Boundary conditions

 
Laplace's equation on an annulus (inner radius r = 2 and outer radius R = 4) with Dirichlet boundary conditions u(r=2) = 0 and u(R=4) = 4 sin(5 θ)

The Dirichlet problem for Laplace's equation consists of finding a solution φ on some domain D such that φ on the boundary of D is equal to some given function. Since the Laplace operator appears in the heat equation, one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain doesn't change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.

The Neumann boundary conditions for Laplace's equation specify not the function φ itself on the boundary of D but its normal derivative. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of D alone. For the example of the heat equation it amounts to prescribing the heat flux through the boundary. In particular, at an adiabatic boundary, the normal derivative of φ is zero.

Solutions of Laplace's equation are called harmonic functions; they are all analytic within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the principle of superposition, is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.

In two dimensions

Laplace's equation in two independent variables in rectangular coordinates has the form

 

Analytic functions

The real and imaginary parts of a complex analytic function both satisfy the Laplace equation. That is, if z = x + iy, and if

 
then the necessary condition that f(z) be analytic is that u and v be differentiable and that the Cauchy–Riemann equations be satisfied:
 
where ux is the first partial derivative of u with respect to x. It follows that
 
Therefore u satisfies the Laplace equation. A similar calculation shows that v also satisfies the Laplace equation. Conversely, given a harmonic function, it is the real part of an analytic function, f(z) (at least locally). If a trial form is
 
then the Cauchy–Riemann equations will be satisfied if we set
 
This relation does not determine ψ, but only its increments:
 
The Laplace equation for φ implies that the integrability condition for ψ is satisfied:
 
and thus ψ may be defined by a line integral. The integrability condition and Stokes' theorem implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called conjugate harmonic functions. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if r and θ are polar coordinates and
 
then a corresponding analytic function is
 

However, the angle θ is single-valued only in a region that does not enclose the origin.

The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a power series, at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the wave equation, which generally have less regularity[citation needed].

There is an intimate connection between power series and Fourier series. If we expand a function f in a power series inside a circle of radius R, this means that

 
with suitably defined coefficients whose real and imaginary parts are given by
 
Therefore
 
which is a Fourier series for f. These trigonometric functions can themselves be expanded, using multiple angle formulae.

Fluid flow

Let the quantities u and v be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that

 
and the condition that the flow be irrotational is that
 
If we define the differential of a function ψ by
 
then the continuity condition is the integrability condition for this differential: the resulting function is called the stream function because it is constant along flow lines. The first derivatives of ψ are given by
 
and the irrotationality condition implies that ψ satisfies the Laplace equation. The harmonic function φ that is conjugate to ψ is called the velocity potential. The Cauchy–Riemann equations imply that
 
Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.

Electrostatics

According to Maxwell's equations, an electric field (u, v) in two space dimensions that is independent of time satisfies

 
and
 
where ρ is the charge density. The first Maxwell equation is the integrability condition for the differential
 
so the electric potential φ may be constructed to satisfy
 
The second of Maxwell's equations then implies that
 
which is the Poisson equation. The Laplace equation can be used in three-dimensional problems in electrostatics and fluid flow just as in two dimensions.

In three dimensions

Fundamental solution

A fundamental solution of Laplace's equation satisfies

 
where the Dirac delta function δ denotes a unit source concentrated at the point (x′, y′, z′). No function has this property: in fact it is a distribution rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see weak solution). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a positive operator. The definition of the fundamental solution thus implies that, if the Laplacian of u is integrated over any volume that encloses the source point, then
 

The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance r from the source point. If we choose the volume to be a ball of radius a around the source point, then Gauss' divergence theorem implies that

 

It follows that

 
on a sphere of radius r that is centered on the source point, and hence
 

Note that, with the opposite sign convention (used in physics), this is the potential generated by a point particle, for an inverse-square law force, arising in the solution of Poisson equation. A similar argument shows that in two dimensions

 
where log(r) denotes the natural logarithm. Note that, with the opposite sign convention, this is the potential generated by a pointlike sink (see point particle), which is the solution of the Euler equations in two-dimensional incompressible flow.

Green's function

A Green's function is a fundamental solution that also satisfies a suitable condition on the boundary S of a volume V. For instance,

 
may satisfy
 
 

Now if u is any solution of the Poisson equation in V:

 

and u assumes the boundary values g on S, then we may apply Green's identity, (a consequence of the divergence theorem) which states that

 

The notations un and Gn denote normal derivatives on S. In view of the conditions satisfied by u and G, this result simplifies to

 

Thus the Green's function describes the influence at (x′, y′, z′) of the data f and g. For the case of the interior of a sphere of radius a, the Green's function may be obtained by means of a reflection (Sommerfeld 1949): the source point P at distance ρ from the center of the sphere is reflected along its radial line to a point P' that is at a distance

 

Note that if P is inside the sphere, then P′ will be outside the sphere. The Green's function is then given by

 
where R denotes the distance to the source point P and R denotes the distance to the reflected point P′. A consequence of this expression for the Green's function is the Poisson integral formula. Let ρ, θ, and φ be spherical coordinates for the source point P. Here θ denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values g inside the sphere is given by(Zachmanoglou 1986, p. 228)
 
where
 
is the cosine of the angle between (θ, φ) and (θ′, φ′). A simple consequence of this formula is that if u is a harmonic function, then the value of u at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.

Laplace's spherical harmonics

 
Real (Laplace) spherical harmonics Ym for = 0, ..., 4 (top to bottom) and m = 0, ..., (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics   would be shown rotated about the z axis by   with respect to the positive order ones.)

Laplace's equation in spherical coordinates is:[4]

 

Consider the problem of finding solutions of the form f(r, θ, φ) = R(r) Y(θ, φ). By separation of variables, two differential equations result by imposing Laplace's equation:

 

The second equation can be simplified under the assumption that Y has the form Y(θ, φ) = Θ(θ) Φ(φ). Applying separation of variables again to the second equation gives way to the pair of differential equations

 
 

for some number m. A priori, m is a complex constant, but because Φ must be a periodic function whose period evenly divides 2π, m is necessarily an integer and Φ is a linear combination of the complex exponentials e±imφ. The solution function Y(θ, φ) is regular at the poles of the sphere, where θ = 0, π. Imposing this regularity in the solution Θ of the second equation at the boundary points of the domain is a Sturm–Liouville problem that forces the parameter λ to be of the form λ = ( + 1) for some non-negative integer with ≥ |m|; this is also explained below in terms of the orbital angular momentum. Furthermore, a change of variables t = cos θ transforms this equation into the Legendre equation, whose solution is a multiple of the associated Legendre polynomial Pm(cos θ) . Finally, the equation for R has solutions of the form R(r) = A r + B r − 1; requiring the solution to be regular throughout R3 forces B = 0.[note 2]

Here the solution was assumed to have the special form Y(θ, φ) = Θ(θ) Φ(φ). For a given value of , there are 2 + 1 independent solutions of this form, one for each integer m with m. These angular solutions are a product of trigonometric functions, here represented as a complex exponential, and associated Legendre polynomials:

 
which fulfill
 

Here Ym is called a spherical harmonic function of degree and order m, Pm is an associated Legendre polynomial, N is a normalization constant, and θ and φ represent colatitude and longitude, respectively. In particular, the colatitude θ, or polar angle, ranges from 0 at the North Pole, to π/2 at the Equator, to π at the South Pole, and the longitude φ, or azimuth, may assume all values with 0 ≤ φ < 2π. For a fixed integer , every solution Y(θ, φ) of the eigenvalue problem

 
is a linear combination of Ym. In fact, for any such solution, r Y(θ, φ) is the expression in spherical coordinates of a homogeneous polynomial that is harmonic (see below), and so counting dimensions shows that there are 2 + 1 linearly independent such polynomials.

The general solution to Laplace's equation in a ball centered at the origin is a linear combination of the spherical harmonic functions multiplied by the appropriate scale factor r,

 
where the fm are constants and the factors r Ym are known as solid harmonics. Such an expansion is valid in the ball
 

For  , the solid harmonics with negative powers of   are chosen instead. In that case, one needs to expand the solution of known regions in Laurent series (about  ), instead of Taylor series (about  ), to match the terms and find  .

Electrostatics

Let   be the electric field,   be the electric charge density, and   be the permittivity of free space. Then Gauss's law for electricity (Maxwell's first equation) in differential form states[5]

 

Now, the electric field can be expressed as the negative gradient of the electric potential  ,

 
if the field is irrotational,  . The irrotationality of   is also known as the electrostatic condition.[5]
 
 

Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,[5]

 

In the particular case of a source-free region,   and Poisson's equation reduces to Laplace's equation for the electric potential.[5]

If the electrostatic potential   is specified on the boundary of a region  , then it is uniquely determined. If   is surrounded by a conducting material with a specified charge density  , and if the total charge   is known, then   is also unique.[6]

A potential that doesn't satisfy Laplace's equation together with the boundary condition is an invalid electrostatic potential.

Gravitation

Let   be the gravitational field,   the mass density, and   the gravitational constant. Then Gauss's law for gravitation in differential form is[7]

 

The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential:

 

Using the differential form of Gauss's law of gravitation, we have

 
which is Poisson's equation for gravitational fields.[7]

In empty space,   and we have

 
which is Laplace's equation for gravitational fields.

In the Schwarzschild metric

S. Persides[8] solved the Laplace equation in Schwarzschild spacetime on hypersurfaces of constant t. Using the canonical variables r, θ, φ the solution is

 
where Yl(θ, φ) is a spherical harmonic function, and
 

Here Pl and Ql are Legendre functions of the first and second kind, respectively, while rs is the Schwarzschild radius. The parameter l is an arbitrary non-negative integer.

See also

Notes

  1. ^ The delta symbol, Δ, is also commonly used to represent a finite change in some quantity, for example,  . Its use to represent the Laplacian should not be confused with this use.
  2. ^ Physical applications often take the solution that vanishes at infinity, making A = 0. This does not affect the angular portion of the spherical harmonics.

References

  1. ^ Stewart, James. Calculus : Early Transcendentals. 7th ed., Brooks/Cole, Cengage Learning, 2012. Chapter 14: Partial Derivatives. p. 908. ISBN 978-0-538-49790-9.
  2. ^ Zill, Dennis G, and Michael R Cullen. Differential Equations with Boundary-Value Problems. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. ISBN 978-1-111-82706-9.
  3. ^ a b c Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Inner front cover. ISBN 978-1-108-42041-9.
  4. ^ The approach to spherical harmonics taken here is found in (Courant & Hilbert 1966, §V.8, §VII.5).
  5. ^ a b c d Griffiths, David J. Introduction to Electrodynamics. Fourth ed., Pearson, 2013. Chapter 2: Electrostatics. p. 83-4. ISBN 978-1-108-42041-9.
  6. ^ Griffiths, David J. Introduction to Electrodynamics. Fourth ed., Pearson, 2013. Chapter 3: Potentials. p. 119-121. ISBN 978-1-108-42041-9.
  7. ^ a b Chicone, C.; Mashhoon, B. (2011-11-20). "Nonlocal Gravity: Modified Poisson's Equation". doi:10.1063/1.3702449. {{cite journal}}: Cite journal requires |journal= (help)
  8. ^ Persides, S. (1973). "The Laplace and poisson equations in Schwarzschild's space-time". Journal of Mathematical Analysis and Applications. 43 (3): 571–578. Bibcode:1973JMAA...43..571P. doi:10.1016/0022-247X(73)90277-1.

Further reading

  • Evans, L. C. (1998). Partial Differential Equations. Providence: American Mathematical Society. ISBN 978-0-8218-0772-9.
  • Petrovsky, I. G. (1967). Partial Differential Equations. Philadelphia: W. B. Saunders.
  • Polyanin, A. D. (2002). Handbook of Linear Partial Differential Equations for Engineers and Scientists. Boca Raton: Chapman & Hall/CRC Press. ISBN 978-1-58488-299-2.
  • Sommerfeld, A. (1949). Partial Differential Equations in Physics. New York: Academic Press.
  • * Zachmanoglou, E. C.; Thoe, Dale W. (1986). Introduction to Partial Differential Equations with Applications. New York: Dover. ISBN 9780486652511.

External links

  • "Laplace equation", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
  • Laplace Equation (particular solutions and boundary value problems) at EqWorld: The World of Mathematical Equations.
  • using Laplace's equation from exampleproblems.com.
  • Weisstein, Eric W. "Laplace's Equation". MathWorld.
  • Find out how boundary value problems governed by Laplace's equation may be solved numerically by boundary element method

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For Laplace s tidal equations see Theory of tides Laplace s tidal equations In mathematics and physics Laplace s equation is a second order partial differential equation named after Pierre Simon Laplace who first studied its properties This is often written as 2 f 0 displaystyle nabla 2 f 0 or D f 0 displaystyle Delta f 0 where D 2 displaystyle Delta nabla cdot nabla nabla 2 is the Laplace operator note 1 displaystyle nabla cdot is the divergence operator also symbolized div displaystyle nabla is the gradient operator also symbolized grad and f x y z displaystyle f x y z is a twice differentiable real valued function The Laplace operator therefore maps a scalar function to another scalar function If the right hand side is specified as a given function h x y z displaystyle h x y z we haveD f h displaystyle Delta f h This is called Poisson s equation a generalization of Laplace s equation Laplace s equation and Poisson s equation are the simplest examples of elliptic partial differential equations Laplace s equation is also a special case of the Helmholtz equation The general theory of solutions to Laplace s equation is known as potential theory The twice continuously differentiable solutions of Laplace s equation are the harmonic functions 1 which are important in multiple branches of physics notably electrostatics gravitation and fluid dynamics In the study of heat conduction the Laplace equation is the steady state heat equation 2 In general Laplace s equation describes situations of equilibrium or those that do not depend explicitly on time Contents 1 Forms in different coordinate systems 2 Boundary conditions 3 In two dimensions 3 1 Analytic functions 3 2 Fluid flow 3 3 Electrostatics 4 In three dimensions 4 1 Fundamental solution 4 2 Green s function 4 3 Laplace s spherical harmonics 4 4 Electrostatics 5 Gravitation 6 In the Schwarzschild metric 7 See also 8 Notes 9 References 10 Further reading 11 External linksForms in different coordinate systems EditIn rectangular coordinates 3 2 f 2 f x 2 2 f y 2 2 f z 2 0 displaystyle nabla 2 f frac partial 2 f partial x 2 frac partial 2 f partial y 2 frac partial 2 f partial z 2 0 In cylindrical coordinates 3 2 f 1 r r r f r 1 r 2 2 f ϕ 2 2 f z 2 0 displaystyle nabla 2 f frac 1 r frac partial partial r left r frac partial f partial r right frac 1 r 2 frac partial 2 f partial phi 2 frac partial 2 f partial z 2 0 In spherical coordinates using the r 8 f displaystyle r theta varphi convention 3 2 f 1 r 2 r r 2 f r 1 r 2 sin 8 8 sin 8 f 8 1 r 2 sin 2 8 2 f f 2 0 displaystyle nabla 2 f frac 1 r 2 frac partial partial r left r 2 frac partial f partial r right frac 1 r 2 sin theta frac partial partial theta left sin theta frac partial f partial theta right frac 1 r 2 sin 2 theta frac partial 2 f partial varphi 2 0 More generally in arbitrary curvilinear coordinates 3i 2 f 3 j f 3 k g k j f 3 j g j m G m n n 0 displaystyle nabla 2 f frac partial partial xi j left frac partial f partial xi k g kj right frac partial f partial xi j g jm Gamma mn n 0 or 2 f 1 g 3 i g g i j f 3 j 0 g det g i j displaystyle nabla 2 f frac 1 sqrt g frac partial partial xi i left sqrt g g ij frac partial f partial xi j right 0 qquad g det g ij where gij is the Euclidean metric tensor relative to the new coordinates and G denotes its Christoffel symbols Boundary conditions Edit Laplace s equation on an annulus inner radius r 2 and outer radius R 4 with Dirichlet boundary conditions u r 2 0 and u R 4 4 sin 5 8 See also Boundary value problem The Dirichlet problem for Laplace s equation consists of finding a solution f on some domain D such that f on the boundary of D is equal to some given function Since the Laplace operator appears in the heat equation one physical interpretation of this problem is as follows fix the temperature on the boundary of the domain according to the given specification of the boundary condition Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain doesn t change anymore The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem The Neumann boundary conditions for Laplace s equation specify not the function f itself on the boundary of D but its normal derivative Physically this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of D alone For the example of the heat equation it amounts to prescribing the heat flux through the boundary In particular at an adiabatic boundary the normal derivative of f is zero Solutions of Laplace s equation are called harmonic functions they are all analytic within the domain where the equation is satisfied If any two functions are solutions to Laplace s equation or any linear homogeneous differential equation their sum or any linear combination is also a solution This property called the principle of superposition is very useful For example solutions to complex problems can be constructed by summing simple solutions In two dimensions EditLaplace s equation in two independent variables in rectangular coordinates has the form 2 ps x 2 2 ps y 2 ps x x ps y y 0 displaystyle frac partial 2 psi partial x 2 frac partial 2 psi partial y 2 equiv psi xx psi yy 0 Analytic functions Edit The real and imaginary parts of a complex analytic function both satisfy the Laplace equation That is if z x iy and iff z u x y i v x y displaystyle f z u x y iv x y then the necessary condition that f z be analytic is that u and v be differentiable and that the Cauchy Riemann equations be satisfied u x v y v x u y displaystyle u x v y quad v x u y where ux is the first partial derivative of u with respect to x It follows that u y y v x y v y x u x x displaystyle u yy v x y v y x u x x Therefore u satisfies the Laplace equation A similar calculation shows that v also satisfies the Laplace equation Conversely given a harmonic function it is the real part of an analytic function f z at least locally If a trial form is f z f x y i ps x y displaystyle f z varphi x y i psi x y then the Cauchy Riemann equations will be satisfied if we set ps x f y ps y f x displaystyle psi x varphi y quad psi y varphi x This relation does not determine ps but only its increments d ps f y d x f x d y displaystyle d psi varphi y dx varphi x dy The Laplace equation for f implies that the integrability condition for ps is satisfied ps x y ps y x displaystyle psi xy psi yx and thus ps may be defined by a line integral The integrability condition and Stokes theorem implies that the value of the line integral connecting two points is independent of the path The resulting pair of solutions of the Laplace equation are called conjugate harmonic functions This construction is only valid locally or provided that the path does not loop around a singularity For example if r and 8 are polar coordinates and f log r displaystyle varphi log r then a corresponding analytic function is f z log z log r i 8 displaystyle f z log z log r i theta However the angle 8 is single valued only in a region that does not enclose the origin The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders and can be expanded in a power series at least inside a circle that does not enclose a singularity This is in sharp contrast to solutions of the wave equation which generally have less regularity citation needed There is an intimate connection between power series and Fourier series If we expand a function f in a power series inside a circle of radius R this means thatf z n 0 c n z n displaystyle f z sum n 0 infty c n z n with suitably defined coefficients whose real and imaginary parts are given by c n a n i b n displaystyle c n a n ib n Therefore f z n 0 a n r n cos n 8 b n r n sin n 8 i n 1 a n r n sin n 8 b n r n cos n 8 displaystyle f z sum n 0 infty left a n r n cos n theta b n r n sin n theta right i sum n 1 infty left a n r n sin n theta b n r n cos n theta right which is a Fourier series for f These trigonometric functions can themselves be expanded using multiple angle formulae Fluid flow Edit Main article Laplace equation for irrotational flow Let the quantities u and v be the horizontal and vertical components of the velocity field of a steady incompressible irrotational flow in two dimensions The continuity condition for an incompressible flow is thatu x v y 0 displaystyle u x v y 0 and the condition that the flow be irrotational is that V v x u y 0 displaystyle nabla times mathbf V v x u y 0 If we define the differential of a function ps by d ps v d x u d y displaystyle d psi v dx u dy then the continuity condition is the integrability condition for this differential the resulting function is called the stream function because it is constant along flow lines The first derivatives of ps are given by ps x v ps y u displaystyle psi x v quad psi y u and the irrotationality condition implies that ps satisfies the Laplace equation The harmonic function f that is conjugate to ps is called the velocity potential The Cauchy Riemann equations imply that f x u f y v displaystyle varphi x u quad varphi y v Thus every analytic function corresponds to a steady incompressible irrotational inviscid fluid flow in the plane The real part is the velocity potential and the imaginary part is the stream function Electrostatics Edit According to Maxwell s equations an electric field u v in two space dimensions that is independent of time satisfies u v 0 v x u y k 0 displaystyle nabla times u v 0 v x u y hat mathbf k mathbf 0 and u v r displaystyle nabla cdot u v rho where r is the charge density The first Maxwell equation is the integrability condition for the differential d f u d x v d y displaystyle d varphi u dx v dy so the electric potential f may be constructed to satisfy f x u f y v displaystyle varphi x u quad varphi y v The second of Maxwell s equations then implies that f x x f y y r displaystyle varphi xx varphi yy rho which is the Poisson equation The Laplace equation can be used in three dimensional problems in electrostatics and fluid flow just as in two dimensions In three dimensions EditFundamental solution Edit A fundamental solution of Laplace s equation satisfiesD u u x x u y y u z z d x x y y z z displaystyle Delta u u xx u yy u zz delta x x y y z z where the Dirac delta function d denotes a unit source concentrated at the point x y z No function has this property in fact it is a distribution rather than a function but it can be thought of as a limit of functions whose integrals over space are unity and whose support the region where the function is non zero shrinks to a point see weak solution It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions This choice of sign is often convenient to work with because D is a positive operator The definition of the fundamental solution thus implies that if the Laplacian of u is integrated over any volume that encloses the source point then V u d V 1 displaystyle iiint V nabla cdot nabla u dV 1 The Laplace equation is unchanged under a rotation of coordinates and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance r from the source point If we choose the volume to be a ball of radius a around the source point then Gauss divergence theorem implies that 1 V u d V S d u d r d S 4 p a 2 d u d r r a displaystyle 1 iiint V nabla cdot nabla u dV iint S frac du dr dS left 4 pi a 2 frac du dr right r a It follows thatd u d r 1 4 p r 2 displaystyle frac du dr frac 1 4 pi r 2 on a sphere of radius r that is centered on the source point and hence u 1 4 p r displaystyle u frac 1 4 pi r Note that with the opposite sign convention used in physics this is the potential generated by a point particle for an inverse square law force arising in the solution of Poisson equation A similar argument shows that in two dimensionsu log r 2 p displaystyle u frac log r 2 pi where log r denotes the natural logarithm Note that with the opposite sign convention this is the potential generated by a pointlike sink see point particle which is the solution of the Euler equations in two dimensional incompressible flow Green s function Edit A Green s function is a fundamental solution that also satisfies a suitable condition on the boundary S of a volume V For instance G x y z x y z displaystyle G x y z x y z may satisfy G d x x y y z z in V displaystyle nabla cdot nabla G delta x x y y z z qquad text in V G 0 if x y z on S displaystyle G 0 quad text if quad x y z qquad text on S Now if u is any solution of the Poisson equation in V u f displaystyle nabla cdot nabla u f and u assumes the boundary values g on S then we may apply Green s identity a consequence of the divergence theorem which states that V G u u G d V V G u u G d V S G u n u G n d S displaystyle iiint V left G nabla cdot nabla u u nabla cdot nabla G right dV iiint V nabla cdot left G nabla u u nabla G right dV iint S left Gu n uG n right dS The notations un and Gn denote normal derivatives on S In view of the conditions satisfied by u and G this result simplifies tou x y z V G f d V S G n g d S displaystyle u x y z iiint V Gf dV iint S G n g dS Thus the Green s function describes the influence at x y z of the data f and g For the case of the interior of a sphere of radius a the Green s function may be obtained by means of a reflection Sommerfeld 1949 the source point P at distance r from the center of the sphere is reflected along its radial line to a point P that is at a distancer a 2 r displaystyle rho frac a 2 rho Note that if P is inside the sphere then P will be outside the sphere The Green s function is then given by1 4 p R a 4 p r R displaystyle frac 1 4 pi R frac a 4 pi rho R where R denotes the distance to the source point P and R denotes the distance to the reflected point P A consequence of this expression for the Green s function is the Poisson integral formula Let r 8 and f be spherical coordinates for the source point P Here 8 denotes the angle with the vertical axis which is contrary to the usual American mathematical notation but agrees with standard European and physical practice Then the solution of the Laplace equation with Dirichlet boundary values g inside the sphere is given by Zachmanoglou 1986 p 228 harv error no target CITEREFZachmanoglou1986 help u P 1 4 p a 3 1 r 2 a 2 0 2 p 0 p g 8 f sin 8 a 2 r 2 2 a r cos 8 3 2 d 8 d f displaystyle u P frac 1 4 pi a 3 left 1 frac rho 2 a 2 right int 0 2 pi int 0 pi frac g theta varphi sin theta a 2 rho 2 2a rho cos Theta frac 3 2 d theta d varphi where cos 8 cos 8 cos 8 sin 8 sin 8 cos f f displaystyle cos Theta cos theta cos theta sin theta sin theta cos varphi varphi is the cosine of the angle between 8 f and 8 f A simple consequence of this formula is that if u is a harmonic function then the value of u at the center of the sphere is the mean value of its values on the sphere This mean value property immediately implies that a non constant harmonic function cannot assume its maximum value at an interior point Laplace s spherical harmonics Edit Main article Spherical harmonics Laplace s spherical harmonics Real Laplace spherical harmonics Yℓm for ℓ 0 4 top to bottom and m 0 ℓ left to right Zonal sectoral and tesseral harmonics are depicted along the left most column the main diagonal and elsewhere respectively The negative order harmonics Y ℓ m displaystyle Y ell m would be shown rotated about the z axis by 90 m displaystyle 90 circ m with respect to the positive order ones Laplace s equation in spherical coordinates is 4 2 f 1 r 2 r r 2 f r 1 r 2 sin 8 8 sin 8 f 8 1 r 2 sin 2 8 2 f f 2 0 displaystyle nabla 2 f frac 1 r 2 frac partial partial r left r 2 frac partial f partial r right frac 1 r 2 sin theta frac partial partial theta left sin theta frac partial f partial theta right frac 1 r 2 sin 2 theta frac partial 2 f partial varphi 2 0 Consider the problem of finding solutions of the form f r 8 f R r Y 8 f By separation of variables two differential equations result by imposing Laplace s equation 1 R d d r r 2 d R d r l 1 Y 1 sin 8 8 sin 8 Y 8 1 Y 1 sin 2 8 2 Y f 2 l displaystyle frac 1 R frac d dr left r 2 frac dR dr right lambda qquad frac 1 Y frac 1 sin theta frac partial partial theta left sin theta frac partial Y partial theta right frac 1 Y frac 1 sin 2 theta frac partial 2 Y partial varphi 2 lambda The second equation can be simplified under the assumption that Y has the form Y 8 f 8 8 F f Applying separation of variables again to the second equation gives way to the pair of differential equations1 F d 2 F d f 2 m 2 displaystyle frac 1 Phi frac d 2 Phi d varphi 2 m 2 l sin 2 8 sin 8 8 d d 8 sin 8 d 8 d 8 m 2 displaystyle lambda sin 2 theta frac sin theta Theta frac d d theta left sin theta frac d Theta d theta right m 2 for some number m A priori m is a complex constant but because F must be a periodic function whose period evenly divides 2p m is necessarily an integer and F is a linear combination of the complex exponentials e imf The solution function Y 8 f is regular at the poles of the sphere where 8 0 p Imposing this regularity in the solution 8 of the second equation at the boundary points of the domain is a Sturm Liouville problem that forces the parameter l to be of the form l ℓ ℓ 1 for some non negative integer with ℓ m this is also explained below in terms of the orbital angular momentum Furthermore a change of variables t cos 8 transforms this equation into the Legendre equation whose solution is a multiple of the associated Legendre polynomial Pℓm cos 8 Finally the equation for R has solutions of the form R r A rℓ B r ℓ 1 requiring the solution to be regular throughout R3 forces B 0 note 2 Here the solution was assumed to have the special form Y 8 f 8 8 F f For a given value of ℓ there are 2ℓ 1 independent solutions of this form one for each integer m with ℓ m ℓ These angular solutions are a product of trigonometric functions here represented as a complex exponential and associated Legendre polynomials Y ℓ m 8 f N e i m f P ℓ m cos 8 displaystyle Y ell m theta varphi Ne im varphi P ell m cos theta which fulfill r 2 2 Y ℓ m 8 f ℓ ℓ 1 Y ℓ m 8 f displaystyle r 2 nabla 2 Y ell m theta varphi ell ell 1 Y ell m theta varphi Here Yℓm is called a spherical harmonic function of degree ℓ and order m Pℓm is an associated Legendre polynomial N is a normalization constant and 8 and f represent colatitude and longitude respectively In particular the colatitude 8 or polar angle ranges from 0 at the North Pole to p 2 at the Equator to p at the South Pole and the longitude f or azimuth may assume all values with 0 f lt 2p For a fixed integer ℓ every solution Y 8 f of the eigenvalue problemr 2 2 Y ℓ ℓ 1 Y displaystyle r 2 nabla 2 Y ell ell 1 Y is a linear combination of Yℓm In fact for any such solution rℓ Y 8 f is the expression in spherical coordinates of a homogeneous polynomial that is harmonic see below and so counting dimensions shows that there are 2ℓ 1 linearly independent such polynomials The general solution to Laplace s equation in a ball centered at the origin is a linear combination of the spherical harmonic functions multiplied by the appropriate scale factor rℓ f r 8 f ℓ 0 m ℓ ℓ f ℓ m r ℓ Y ℓ m 8 f displaystyle f r theta varphi sum ell 0 infty sum m ell ell f ell m r ell Y ell m theta varphi where the fℓm are constants and the factors rℓ Yℓm are known as solid harmonics Such an expansion is valid in the ball r lt R 1 lim sup ℓ f ℓ m 1 ℓ displaystyle r lt R frac 1 limsup ell to infty f ell m 1 ell For r gt R displaystyle r gt R the solid harmonics with negative powers of r displaystyle r are chosen instead In that case one needs to expand the solution of known regions in Laurent series about r displaystyle r infty instead of Taylor series about r 0 displaystyle r 0 to match the terms and find f ℓ m displaystyle f ell m Electrostatics Edit Let E displaystyle mathbf E be the electric field r displaystyle rho be the electric charge density and e 0 displaystyle varepsilon 0 be the permittivity of free space Then Gauss s law for electricity Maxwell s first equation in differential form states 5 E r e 0 displaystyle nabla cdot mathbf E frac rho varepsilon 0 Now the electric field can be expressed as the negative gradient of the electric potential V displaystyle V E V displaystyle mathbf E nabla V if the field is irrotational E 0 displaystyle nabla times mathbf E mathbf 0 The irrotationality of E displaystyle mathbf E is also known as the electrostatic condition 5 E V 2 V displaystyle nabla cdot mathbf E nabla cdot nabla V nabla 2 V 2 V E displaystyle nabla 2 V nabla cdot mathbf E Plugging this relation into Gauss s law we obtain Poisson s equation for electricity 5 2 V r e 0 displaystyle nabla 2 V frac rho varepsilon 0 In the particular case of a source free region r 0 displaystyle rho 0 and Poisson s equation reduces to Laplace s equation for the electric potential 5 If the electrostatic potential V displaystyle V is specified on the boundary of a region R displaystyle mathcal R then it is uniquely determined If R displaystyle mathcal R is surrounded by a conducting material with a specified charge density r displaystyle rho and if the total charge Q displaystyle Q is known then V displaystyle V is also unique 6 A potential that doesn t satisfy Laplace s equation together with the boundary condition is an invalid electrostatic potential Gravitation EditLet g displaystyle mathbf g be the gravitational field r displaystyle rho the mass density and G displaystyle G the gravitational constant Then Gauss s law for gravitation in differential form is 7 g 4 p G r displaystyle nabla cdot mathbf g 4 pi G rho The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential g V g V 2 V 2 V g displaystyle begin aligned mathbf g amp nabla V nabla cdot mathbf g amp nabla cdot nabla V nabla 2 V implies nabla 2 V amp nabla cdot mathbf g end aligned Using the differential form of Gauss s law of gravitation we have 2 V 4 p G r displaystyle nabla 2 V 4 pi G rho which is Poisson s equation for gravitational fields 7 In empty space r 0 displaystyle rho 0 and we have 2 V 0 displaystyle nabla 2 V 0 which is Laplace s equation for gravitational fields In the Schwarzschild metric EditS Persides 8 solved the Laplace equation in Schwarzschild spacetime on hypersurfaces of constant t Using the canonical variables r 8 f the solution isPS r 8 f R r Y l 8 f displaystyle Psi r theta varphi R r Y l theta varphi where Yl 8 f is a spherical harmonic function and R r 1 l l 2 r s l 2 l P l 1 2 r r s 1 l 1 2 2 l 1 l 2 r s l 1 Q l 1 2 r r s displaystyle R r 1 l frac l 2 r s l 2l P l left 1 frac 2r r s right 1 l 1 frac 2 2l 1 l 2 r s l 1 Q l left 1 frac 2r r s right Here Pl and Ql are Legendre functions of the first and second kind respectively while rs is the Schwarzschild radius The parameter l is an arbitrary non negative integer See also Edit6 sphere coordinates a coordinate system under which Laplace s equation becomes R separable Helmholtz equation a general case of Laplace s equation Spherical harmonic Quadrature domains Potential theory Potential flow Bateman transform Earnshaw s theorem uses the Laplace equation to show that stable static ferromagnetic suspension is impossible Vector Laplacian Fundamental solutionNotes Edit The delta symbol D is also commonly used to represent a finite change in some quantity for example D x x 1 x 2 displaystyle Delta x x 1 x 2 Its use to represent the Laplacian should not be confused with this use Physical applications often take the solution that vanishes at infinity making A 0 This does not affect the angular portion of the spherical harmonics References Edit Stewart James Calculus Early Transcendentals 7th ed Brooks Cole Cengage Learning 2012 Chapter 14 Partial Derivatives p 908 ISBN 978 0 538 49790 9 Zill Dennis G and Michael R Cullen Differential Equations with Boundary Value Problems 8th edition ed Brooks Cole Cengage Learning 2013 Chapter 12 Boundary value Problems in Rectangular Coordinates p 462 ISBN 978 1 111 82706 9 a b c Griffiths David J Introduction to Electrodynamics 4th ed Pearson 2013 Inner front cover ISBN 978 1 108 42041 9 The approach to spherical harmonics taken here is found in Courant amp Hilbert 1966 V 8 VII 5 harv error no target CITEREFCourantHilbert1966 help a b c d Griffiths David J Introduction to Electrodynamics Fourth ed Pearson 2013 Chapter 2 Electrostatics p 83 4 ISBN 978 1 108 42041 9 Griffiths David J Introduction to Electrodynamics Fourth ed Pearson 2013 Chapter 3 Potentials p 119 121 ISBN 978 1 108 42041 9 a b Chicone C Mashhoon B 2011 11 20 Nonlocal Gravity Modified Poisson s Equation doi 10 1063 1 3702449 a href Template Cite journal html title Template Cite journal cite journal a Cite journal requires journal help Persides S 1973 The Laplace and poisson equations in Schwarzschild s space time Journal of Mathematical Analysis and Applications 43 3 571 578 Bibcode 1973JMAA 43 571P doi 10 1016 0022 247X 73 90277 1 Further reading EditEvans L C 1998 Partial Differential Equations Providence American Mathematical Society ISBN 978 0 8218 0772 9 Petrovsky I G 1967 Partial Differential Equations Philadelphia W B Saunders Polyanin A D 2002 Handbook of Linear Partial Differential Equations for Engineers and Scientists Boca Raton Chapman amp Hall CRC Press ISBN 978 1 58488 299 2 Sommerfeld A 1949 Partial Differential Equations in Physics New York Academic Press Zachmanoglou E C Thoe Dale W 1986 Introduction to Partial Differential Equations with Applications New York Dover ISBN 9780486652511 External links Edit Laplace equation Encyclopedia of Mathematics EMS Press 2001 1994 Laplace Equation particular solutions and boundary value problems at EqWorld The World of Mathematical Equations Example initial boundary value problems using Laplace s equation from exampleproblems com Weisstein Eric W Laplace s Equation MathWorld Find out how boundary value problems governed by Laplace s equation may be solved numerically by boundary element method Retrieved from https en wikipedia org w index php title Laplace 27s equation amp oldid 1131201186, wikipedia, wiki, book, books, library,

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