Solving Laplace Equation

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    Laplaces Equation

    Separation of variables two examples

    Laplaces Equation in Polar Coordinates

    Derivation of the explicit form

    An example from electrostatics A surprising application of Laplaces eqn

    Image analysis

    This bit is NOT examined

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    0

    yx 2

    2

    2

    2

    =

    +

    02 =

    Laplaces Equation

    In the vector calculus course, this appears as where

    =

    y

    x

    Note that the equation has no dependence on time, just on the spatial

    variables x,y. This means that Laplaces Equation describes steady state

    situations such as:

    steady state temperature distributions

    steady state stress distributions

    steady state potential distributions (it is also called thepotential equation

    steady state flows, for example in a cylinder, around a corner,

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    Steady state stress analysis problem, which satisfies Laplacesequation; that is, a stretched elastic membrane on a rectangular formerthat has prescribed out-of-plane displacements along the boundaries

    y

    x

    w = 0

    w = 0w = 0

    axsinww 0 =

    a

    bw(x,y) is the displacement inz-direction

    x

    yz

    0

    y

    w

    x

    w2

    2

    2

    2

    =

    +

    Stress analysis example: Dirichlet conditions

    Boundary conditions

    To solve:

    axxa

    wbxw

    byyaw

    axxw

    byyw

    =

    =

    ==

    0sin),(

    00),(

    00)0,(

    00),0(

    0 for,

    for,

    for,

    for,

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    Solution by separation of variables

    kY

    Y

    X

    X

    Y

    Y

    X

    X

    YXYX

    yYxXyxw

    =

    =

    =

    +

    =+

    =

    0

    0

    )()(),(

    from which

    and so

    as usual

    where kis a constant that is either equal to, >, or < 0.

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    Case k=0)()(),()( DCyyYBAxxX +=+=

    )(),(:0

    0),(0)(0

    000),0(

    DCyAxyxwB

    yxwyYDC

    DCByw

    +==

    ==

    ====

    withContinue

    so,then,if

    or

    ACxyyxw

    DwA

    ADxxw

    =

    ==

    ==

    ),(

    0)00

    00)0,(

    withContinue

    or(soEither

    0),(0000),( ==== yxwCAACayyaw or

    That is, the case k=0is not possible

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    Case k>0

    )sincos)(sinhcosh(),(

    ,2

    yDyCxBxAyxw

    k

    ++=

    =

    thatsothatSuppose

    )sincos(sinh),(0

    0),(0

    0)sincos(0),0(

    00sinh,10cosh

    yDyCxByxwA

    yxwDC

    yDyCAyw

    +==

    ==

    =+=

    ==

    withContinue

    thatRecall

    yxBDyxwC

    yxwB

    xBCxw

    sinsinh),(0

    0),(0

    0sinh0)0,(

    ==

    =

    ==

    withContinue

    0),(00

    0sinsinh0),(

    ==

    ==

    yxwDB

    yaBDyaw

    oreitherso

    Again, we find that the case k>0is not possible

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    Final case k

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    Solution

    a

    yn

    a

    xnKyxw

    n

    n

    sinhsin),(

    1

    =

    =Applying the first three

    boundary conditions, we

    have

    a

    bsinh

    wK 01

    =We can see from this that n must take only one value, namely 1, so that

    which gives: a

    bn

    a

    xn

    Ka

    x

    w n n

    sinhsinsin 10

    =

    =

    and the final solution to the stress distribution is

    a

    y

    a

    x

    a

    b

    wyxw

    sinhsin

    sinh),( 0=

    a

    xsinw)b,x(w 0

    =The final boundary condition is:

    Check out: http://mathworld.wolfram.com/HyperbolicSine.html

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    abn

    axnKxfw

    n

    n sinhsin)(1

    0

    ==

    Then

    and as usual we use orthogonality formulae/HLT to find the Kn

    y

    x

    w = 0

    w = 0w = 0

    )x(fww 0=

    a

    b

    More general boundary condition

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    Types of boundary condition1. The value is specified at each point on

    the boundary: Dirichlet conditions2. The derivative normal to the boundary is

    specified at each point of the boundary:

    Neumann conditions3. A mixture of type 1 and 2 conditions is specified

    ),( yx

    ),( yxn

    Johann Dirichlet (1805-1859)

    http://www-gap.dcs.st-and.ac.uk/~history/Mathematicians/Dirichlet.html

    Carl Gottfried Neumann (1832 -1925)

    http://www-history.mcs.st-

    andrews.ac.uk/history/Mathematicians/Neumann_Carl.html

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    A mixed condition problemy

    x

    w = 0

    w = 0

    xa

    ww2

    sin0

    =

    a

    b

    0=

    x

    w

    0y

    w

    x

    w2

    2

    2

    2

    =

    +

    To solve:

    Boundary conditions

    axxawbxw

    byx

    waxxw

    byyw

    ax

    =

    =

    =

    =

    =

    02sin),(

    00

    00)0,(

    00),0(

    0 for,

    for,

    for,

    for,

    A steady state heat transfer

    problem

    There is no flow of heat across

    this boundary; but it does not

    necessarily have a constant

    temperature along the edge

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    Solution by separation of variables

    kY

    Y

    X

    X

    Y

    Y

    X

    X

    YXYX

    yYxXyxw

    =

    =

    =

    +

    =+

    =

    0

    0

    )()(),(

    from which

    and so

    as usual

    where kis a constant that is either equal to, >, or < 0.

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    Case k=0)()(),()( DCyyYBAxxX +=+=

    )(),(:0

    0),(0)(0

    000),0(

    DCyAxyxwB

    yxwyYDC

    DCByw

    +==

    ==

    ====

    withContinue

    so,then,if

    or

    ACxyyxw

    DwA

    ADxxw

    =

    ==

    ==

    ),(

    0)00

    00)0,(

    withContinue

    or(soEither

    0),(0000 ====

    =

    yxwCAACyx

    w

    ax

    or

    That is, the case k=0is not possible

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    Case k>0

    )sincos)(sinhcosh(),(

    ,2

    yDyCxBxAyxw

    k

    ++=

    =

    thatsothatSuppose

    )sincos(sinh),(0

    0),(0

    0)sincos(0),0(

    00sinh,10cosh

    yDyCxByxwA

    yxwDC

    yDyCAyw

    +==

    ==

    =+=

    ==

    withContinue

    thatRecall

    yxBDyxwC

    yxwB

    xBCxw

    sinsinh),(0

    0),(0

    0sinh0)0,(

    ==

    =

    ==

    withContinue

    0),(00

    0sincosh0

    ==

    ==

    =

    yxwDB

    yaBDx

    w

    ax

    oreitherso

    Again, we find that the case k>0is not possible

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    Final case k

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    Solutiony

    a

    nx

    a

    nKyxw

    n

    n2

    )12(sinh

    2

    )12(sin),(

    1

    =

    =

    Applying the first three

    boundary conditions, we

    have

    ba

    wK

    2sinh

    01 =We can see from this that n must take only one value, namely 1, so that

    which gives: ba

    nx

    a

    nK

    a

    xw

    nn 2

    )12(sinh

    2

    )12(sin

    2sin

    10

    =

    =

    and the final solution to the stress distribution is

    a

    y

    a

    x

    a

    b

    wyxw

    sinhsin

    sinh),( 0=

    a

    xwbxw

    2sin),( 0

    =The final boundary condition is:

    Check out: http://mathworld.wolfram.com/HyperbolicSine.html

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    PDEs in other coordinates

    In the vector algebra course, we find that it

    is often easier to express problems incoordinates other than (x,y), for example

    in polar coordinates (r,)

    Recall that in practice, for example for

    finite element techniques, it is usual to use

    curvilinear coordinates but we wont gothat far

    We illustrate the solution of Laplaces Equation using polar

    coordinates**Kreysig, Section 11.11, page 636

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    A problem in electrostatics

    Thin strip of insulating material

    0V

    r

    Radius a

    halfupperon the

    ),,( UzrV =

    011

    2

    2

    2

    2

    22

    22 =

    +

    +

    +

    =

    z

    VV

    rr

    V

    rr

    VV

    I could simply TELL you that LaplacesEquation in cylindrical polars is:

    This is a cross section of a

    charged cylindrical rod.

    brief time out while

    I DERIVE this

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    2D Laplaces Equation in Polar Coordinates

    y

    r

    x

    cosrx=

    sinry=

    22yxr +=

    =

    x

    ytan

    1

    02

    2

    2

    22 =

    +

    =

    y

    u

    x

    uu ),,( rxx= ),r(yy =where

    0),(

    ),(),(2 =

    =

    ru

    ruyxu

    So, Laplaces Equation is

    We next derive the explicit polar form of Laplaces Equation in 2D

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    x

    u

    x

    r

    r

    u

    x

    u

    +

    =

    x

    u

    xx

    u

    x

    r

    r

    u

    xx

    r

    r

    u

    x

    u

    +

    +

    +

    =

    2

    2

    2

    2

    2

    2

    Use the product rule to differentiate again

    and the chain rule again to get these derivatives

    xr

    u

    x

    r

    r

    u

    rr

    u

    x

    +

    =

    xr

    u

    x

    r

    r

    u

    +

    =

    2

    2

    2

    x

    u

    x

    ru

    r

    u

    x

    +

    =

    x

    u

    x

    r

    r

    u

    +

    =

    2

    22

    (*)

    Recall the chain rule:

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    cosrx= sinry=22

    yxr +=

    =

    x

    ytan

    1The required partial derivatives

    rx

    xrx

    xrryxr =

    =

    += 22222

    ry

    yr=

    Similarly,

    42

    2

    42

    2

    22

    3

    2

    2

    2

    3

    2

    2

    2

    2,

    2

    ,

    ,

    r

    xy

    yr

    xy

    x

    r

    x

    yr

    y

    x

    r

    x

    y

    r

    r

    y

    x

    r

    =

    =

    =

    =

    =

    =

    in like manner .

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    011

    0

    2

    2

    22

    2

    2

    2

    2

    2

    =+

    +

    =

    +

    u

    rr

    u

    rr

    u

    y

    u

    x

    u

    toequivalentis

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    Example of Laplace in Cylindrical Polar Coordinates (r,, z)

    Consider a cylindrical capacitor

    y

    r

    z

    x

    zP(r,,z)

    011

    2

    2

    2

    2

    22

    22 =

    +

    +

    +

    =

    z

    VV

    rr

    V

    rr

    VV

    Laplaces Equation in

    cylindrical polars is:

    Thin strip of insulating material

    0V

    r

    Radius ahalfupperon the

    ),,( UzrV =

    In the polar system, note that thesolution must repeat itself every =2

    2:0),a(V

    0:U),a(V

    =

    =

    Boundary conditions

    V should remain finite at r=0

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    There is no variation in Vin the z-direction, so

    0=

    z

    V

    0V

    r

    1

    r

    V

    r

    1

    r

    V2

    2

    22

    2

    =

    +

    +

    Using separation of variables( ) ( )rRV=

    0R

    r

    1R

    r

    1R

    2

    =++

    2rR

    rRR +=

    As before, this means

    constanta,krR

    rRR=

    +=

    2

    This means we can treat it as a 2D problem

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    The case k=0

    ( )

    ( )DrCbarV

    DrCrRr

    RR

    ba

    ++=

    +==+

    +==

    ln)(),(

    ln)(0

    )(0

    soand

    The solution has to be periodic in 2: a=0

    The solution has to remain finite as r0: c=0

    constanta,gbdrV ==),(

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    The case k

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    The case k>0

    ( )

    ( )nnnnnn

    n

    n

    n

    n

    nn

    rDrCnBnArV

    rDrCrRRr

    n

    r

    RR

    nBnAn

    nk

    ++=

    +==+

    +==+

    =

    )sincos(),(

    )(0

    )sincos()(0

    2

    2

    2

    2

    thatSuppose

    Evidently, this is periodic with period 2

    To remain finite as r0 0=nD

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    The solution( ) ++=

    n

    nn

    n nBnArgrV sincos),(

    ( )