Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
MA 201: Partial Differential Equations
Lecture - 13
The Laplace Equation (contd.)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace Equation in Polar Coordinates
Two-dimensional Laplace equation in cartesian coordinates:
uxx + uyy = 0. (1)
In cases when boundary is not rectangular, other curvilinear
coordinates are appropriate in many cases. For example, for two
dimensional problems if the boundary is a circle, then one uses
polar coordinates: x = r cos θ, y = r sin θ. Then,
sin θ cos θ
rx = cos θ, ry = sin θ, θx = − , θx = .
r r
Assume u = u(r , θ). Then,
sin θ
ux = ur rx + uθ θx = ur cos θ − uθ
r
sin θ
uy = ur ry + uθ θy = ur sin θ + uθ
r
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace Equation in Polar Coordinates
Therefore,
uxx = (ux )r rx + (ux )θ θx
∂ sin θ ∂ sin θ sin θ
= ur cos θ − uθ cos θ + ur cos θ − uθ −
∂r r ∂θ r r
sin θ sin θ
= urr cos θ − uθr + uθ 2 cos θ
r r
sin θ cos θ sin θ
+ urθ cos θ − ur sin θ − uθθ − uθ − .
r r r
Similarly,
cos θ cos θ
uyy = urr sin θ + uθr − uθ 2 sin θ
r r
cos θ sin θ cos θ
+ urθ sin θ + ur cos θ + uθθ − uθ .
r r r
Thus, uxx + uyy = 0 gives
1 1
urr + ur + 2 uθθ = 0 (2)
r r
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace Equation in Cylindrical Coordinates
Three-dimensional Laplace equation in cartesian coordinates:
uxx + uyy + uzz = 0. (3)
Cylindrical coordinates: (r , θ, z) are linked to the cartesian
coordinates by
x = r cos θ, y = r sin θ, z = z.
Exercise. Show that in cylindrical coordinates (3) transforms to
1 1
urr + ur + 2 uθθ + uzz = 0 (4)
r r
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace Equation in Spherical Coordinates
Spherical coordinates: (r , θ, φ) are linked to the cartesian
coordinates by
x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ.
In spherical coordinates the three-dimensional Laplace equation (3)
transforms to
1 ∂2u
∂ 2 ∂u 1 ∂ ∂u
r + sin θ + = 0. (5)
∂r ∂r sin θ ∂θ ∂θ sin2 θ ∂φ2
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in polar coordinates: Solutions
• For a problem involving circular disk, polar coordinates are
more appropriate than rectangular coordinates.
• Let us formulate the steady-state heat flow problem in polar
coordinates r , θ, where x = r cos θ, y = r sin θ.
• A circular plate of radius a can be simply represented by r ≤ a
with 0 ≤ θ ≤ 2π.
• The unknown temperature inside the plate is now u = u(r , θ).
• The given temperature on the boundary of the plate is
u(a, θ) = f (θ), where f is a known function.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in polar coordinates: solutions
we have the following equation:
1 1
urr + ur + 2 uθθ = 0, r ≥ 0, 0 ≤ θ ≤ 2π, (6)
r r
There is a periodic boundary condition which is implicit in nature:
u(r , θ) = u(r , θ + 2π). (7)
Using the separation of variables method, assume a solution:
u(r , θ) = R(r )T (θ).
Using this in equation (6),
1 1 R 00 R 0 T 00
R 00 T + R 0 T + 2 RT 00 = 0, i.e., r 2 +r + = 0. (8)
r r R R T
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in polar coordinates: solutions
Separating the variables
R 00 R0 T 00
r2 +r =− =k (9)
R R T
which give rise to the ODEs:
r 2 R 00 + rR 0 − kR = 0, (10)
00
T + kT = 0. (11)
If k is negative, then the ODE in T (θ) has exponential solutions
which cannot satisfy periodicity conditions.
Therefore, choose k = λ2 , λ ≥ 0.
Note that k = 0 will produce linear solutions for (11) out of which
the constant solutions are acceptable.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in polar coordinates: solutions
Hence the equations reduce to
r 2 R 00 + rR 0 − λ2 R = 0, (12)
T 00 + λ2 T = 0. (13)
(13) has the general solution
T (θ) = A cos λθ + B sin λθ. (14)
The periodic boundary condition (7) gives T (2π + θ) = T (θ)
which gives
2πλ = 2nπ, i.e., λ = n, n = 0, 1, 2, . . . .
We get solutions for T (θ):
Tn (θ) = An cos nθ + Bn sin nθ. (15)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
The Cauchy-Euler ODEs of second order
The second order Cauchy-Euler Equation is:
d 2y dy
ax 2
+ bx + cy = 0. (16)
dx 2 dx
Substitution x = e t transforms it into a second order linear ODE
with constant coefficients. Suppose α and β are the roots of its
auxiliary (or characteristic) equation
aΛ2 + (b − a)Λ + c = 0 (17)
Then the solutions of (16) are:
α β
c1 x + c2 x ,
if α, β are real and distinct,
y= α
x c1 + c2 ln x , if α = β ∈ R,
γ
x c1 cos(δ ln x) + c2 sin(δ ln x) , if γ ± i δ are the roots.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in polar coordinates: solutions
With λ = n, (12) ia the Cauchy-Euler equation
r 2 R 00 + rR 0 − n2 R = 0 (18)
with auxiliary equation Λ2 − n2 = 0.
The equation (18) therefore has solutions:
Rn = Cn r −n + Dn r n (19)
Using superpositions we get the general solution of (6) as
∞
X
u(r , θ) = (Cn r −n + Dn r n )(An cos nθ + Bn sin nθ). (20)
n=0
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Interior Dirichlet problem for a circle
Here, we have the following BVP:
1 1
urr + ur + 2 uθθ = 0, 0 ≤ r ≤ a, 0 ≤ θ ≤ 2π, (21)
r r
u(a, θ) = f (θ), 0 ≤ θ ≤ 2π. (22)
Consider the general solution (20). To get a bounded solution in
the circle 0 ≤ r ≤ a, we must have Cn = 0 for n ≥ 1. We write the
solution as
∞
A0 X n
u(r , θ) = + r (An cos nθ + Bn sin nθ). (23)
2
n=1
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Interior Dirichlet problem for a circle
Using the given boundary condition (22),
∞
A0 X n
f (θ) = + a (An cos nθ + Bn sin nθ), (24)
2
n=1
The coefficients are given by
Z 2π
1
An = f (θ) cos nθ dθ, n = 0, 1, 2, 3, . . . (25a)
πan 0
Z 2π
1
Bn = f (θ) sin nθ dθ, n = 1, 2, 3, . . . (25b)
πan 0
(23) with the coefficients given by (25) is the solution of the
Interior Dirichlet Problem.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Exterior Dirichlet problem for a circle
Here, we have the following BVP:
1 1
urr + ur + 2 uθθ = 0, a ≤ r < ∞, 0 ≤ θ ≤ 2π, (26)
r r
u(a, θ) = f (θ), 0 ≤ θ ≤ 2π. (27)
Consider the general solution (20). To get a bounded solution in
the exterior of the circle r = a, we must have Dn = 0 for n ≥ 1.
We write the solution as
∞
A0 X −n
u(r , θ) = + r (An cos nθ + Bn sin nθ). (28)
2
n=1
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Exterior Dirichlet problem for a circle
Using the given boundary condition (27),
∞
A0 X −n
f (θ) = + a (An cos nθ + Bn sin nθ), (29)
2
n=1
The coefficients are given by
an 2π
Z
An = f (θ) cos nθ dθ, n = 0, 1, 2, 3, . . . (30a)
π 0
an 2π
Z
Bn = f (θ) sin nθ dθ, n = 1, 2, 3, . . . (30b)
π 0
(28) with the coefficients given by (30) is the solution of the
Exterior Dirichlet Problem.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Interior Neumann problem for a circle
Exercise. Solve the Neumann problem for the interior of a circle:
PDE: ∇2 u = 0, u = u(r , θ), 0 ≤ r ≤ a, 0 ≤ θ ≤ 2π,
BC: ur (a, θ) = g (θ), r = a.
∞
X
Answer. u(r , θ) = r n (An cos nθ + Bn sin nθ),
n=0
where An and Bn are given by
1 2π
Z
n−1
na An = g (θ) cos nθdθ,
π 0
1 2π
Z
n−1
na Bn = g (θ) sin nθdθ.
π 0
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Laplace equation in cylindrical coordinates
We have the equation
1 1
urr + ur + 2 uθθ + uzz = 0. (31)
r r
Any solution of (31) is said to be cylindrical harmonic.
We seek for a separable solution
u(r , θ, z) = R(r )H(θ)Z (z).
Then, (31) becomes
1 1
R 00 HZ + R 0 HZ + 2 RH 00 Z + RHZ 00 = 0. (32)
r r
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
We have from (32)
1 1
R 00 HZ + R 0 HZ + 2 RH 00 Z + RHZ 00 = 0
r r
R 00 1R 0 Z 00 1 H 00
i.e., + + =− 2
R r R Z r H
R 00 rR 0 2
r Z 00 H 00
i.e., r2 + + =− = µ2
R R Z H
R 00 rR 0 r 2 Z 00
i.e., r2 + + − µ2 = 0 , H 00 + µ2 H = 0 (i)
R R Z
The first equation is further separable:
R 00 1 R 0 µ2 Z 00
i.e., + − 2 =− = −λ2
R r R r Z
R 00 1 R 0 µ2 Z 00
+ − 2 =− = −λ2
R r R r Z
i.e., r 2 R 00 + rR 0 + (λ2 r 2 − µ2 )R = 0, (ii) Z 00 − λ2 Z = 0. (iii)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Equations (i) and (iii) have solutions
H(θ) = A cos µθ + B sin µθ
Z (z) = Ce λz + De −λz .
Equation (ii) is of very special kind. It is called Bessel’s Equation
of order µ with parameter λ.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Bessel’s Equation and Bessel’s functions
The Bessel’s equation of order n
x 2 y 00 + xy 0 + (x 2 − n2 )y = 0. (33)
∞
X
Assuming a series solution y = x n bk x k , a solution of (33) is
k=0
obtained as ∞
x n X (−1)k x 2k
y1 (x) = . (34)
2 k!(n + k)! 2
k=0
For any ν ∈ C, the Bessel function of the first kind Jν is defined by
∞
x ν X (−1)k x 2k
Jν (x) = . (35)
2 Γ (k + 1)Γ (ν + k + 1) 2
k=0
Then, y1 (x) in (34) is Jn (x). The solution corresponding to −n is
J−n = (−1)n Jn . So, Jn and J−n are not independent.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Bessel’s Equation and Bessel’s functions
The Bessel function of the second kind Yν is defined by
cos(νπ)Jν − J−ν (x)
Yν (x) = , (36)
sin(νπ)
for ν 6∈ Z. For n ∈ Z, define Yn (x) = limν→n Yν (x).
The general solution of the Bessel’s equation (33) is given by
y (x) = c1 Jn (x) + c2 Yn (x).
The general solution of the Bessel’s equation
x 2 y 00 + xy 0 + (λ2 x 2 − n2 )y = 0
is given by
y (x) = c1 Jn (λx) + c2 Yn (λx).
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Thus, the general solution of the Laplace equation in cylindrical
coordinates is
u(r , θ, z) = (A cos µθ+B sin µθ)(Ce λz +De −λz )(c1 Jn (λr )+c2 Yn (λr )).
For specific problems, the coefficients are determined by the given
boundary conditions, boundedness and periodicity of solutions.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Steady-state heat conduction in a circular cylinder
Consider a right circular cylinder of radius a and height l having
(a) its convex surface and base in the xy -plane at temperature 00 C,
(b) the top end z = l is kept at temperature f (r )0 C.
To find the steady-state temperature at any point of the cylinder.
The governing equation for this problem will be Laplace’s
equation in r , θ, z.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
But assuming that the cylinder is symmetrical about its axis,
Laplace’s equation takes the form:
1
urr + ur + uzz = 0, 0 < r ≤ a, 0 ≤ z ≤ l . (37)
r
The boundary conditions are:
u(a, z) = 0, 0 ≤ z ≤ l (38a)
u(r , 0) = 0, 0 < r ≤ a (38b)
u(r , l ) = f (r ), 0 < r ≤ a. (38c)
Assume a solution in the form
u(r , z) = R(r )Z (z)
Applying it to the governing equation (37):
R 00 1 R 0 Z 00
+ + = 0.
R r R Z
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Steady-state heat conduction in a circular cylinder
By separating the variables:
R 00 1 R 0 Z 00
+ =− = k.
R r R Z
Observing that only the negative value of the separation constant
will give rise to nontrivial solutions, we get the following ODEs by
considering k = −λ2 :
Z 00 − λ2 Z = 0, (39)
1
R 00 + R 0 + λ2 R = 0, (40)
r
The solutions of the above equations are, respectively, given by
Z (z) = A cosh λz + B sinh λz, (41)
R(r ) = CJ0 (λr ) + DY0 (λr ), (42)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Steady-state heat conduction in a circular cylinder
The solution u(r , z):
u(r , z) = (A cosh λz + B sinh λz)(CJ0 (λr ) + DY0 (λr )) (43)
We are looking for a bounded solution in 0 ≤ r ≤ a, we must
take D = 0 since Y0 → −∞ as r → 0. Equation (43) can be
written as
u(r , z) = J0 (λr )(A cosh λz + B sinh λz). (44)
Now applying the boundary condition (38a), we get
J0 (λa) = 0.
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Steady-state heat conduction in a circular cylinder
Hence
λn a = νn ,
where νn are the zeros of J0 . The eigenvalues are given by
νn
λn = . (45)
a
ν
νn ν νn
n n
un (r , z) = An J0 r cosh z + Bn J0 r sinh z.
a a a a
By superimposing all the solutions,
∞ ν
X n νn ν
n νn
u(r , z) = A n J0 r A cosh z + Bn J0 r sinh z .
a a a a
n=1
(46)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Steady-state heat conduction in a circular cylinder
Using the boundary condition (38b), we get An = 0 thereby
reducing the solution to
∞ ν
X n νn
u(r , z) = B n J0 r sinh z. (47)
a a
n=1
The coefficient Bn can be obtained by using the boundary
condition (38c):
∞ ν
X n νn
f (r ) = B n J0 r sinh l (48)
a a
n=1
i.e.,
Z a ν ∞ ν Z a ν ν
m n m n
X
f (r )rJ0 r dr = Bn sinh l rJ0 r J0 r dr
0 a a 0 a a
n=1
(49)
MA201(2015):PDE
Laplace equation in Curvilinear Coordinates
Laplace equation in polar coordinates
Laplace equation in cylindrical coordinates
Orthogonality Property:
(
a
0, if m 6= n
Z ν ν
n n
rJ0 r J0 r dr = a2 2 νn
.
0 a a 2 J1 a if m = n
Thus,
Z a ν ν a2 ν
m n n
r f (r )J0 r dr = Bm sinh l J12
0 a a 2 a
i.e., Z a ν
m
2r f (r )J0 r dr
0 a
Bm = ν ν . (50)
n n
a2 sinh l J12
a a
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