Fisika Matematika III

Elliptic Partial Differential Equations

- Method of Separation of Variables for Laplace
Equation

Irwan Ary Dharmawan

http://phys.unpad.ac.id/jurusan/staff/dharmawan/kuliah
 After this lecture …..

∂ 2u ∂ 2u
+ 2 =0 With IC and BC
∂x 2
∂y

Separation of Variables

u ( x, t ) ??
 Laplace Equation inside a Rectangle

u = f 2 ( x) u1 = 0 u2 = 0 u3 = f 2 ( x ) u4 = 0

u = g 2 ( y) u1 = 0 u2 = g 2 ( y) u3 = 0 u4 = 0

∇ 2u = 0 = ∇ 2u1 = 0 + ∇ 2u 2 = 0 + ∇ 2 u3 = 0 + ∇ 2u 4 = 0

u = g1 ( y ) u1 = 0 u2 = 0 u3 = 0 u4 = g1 ( y )

u = f1 ( x ) u1 = f1 ( x ) u2 = 0 u3 = 0 u4 = 0
Laplace Equation inside a Rectangle

∂ 2u ∂ 2u ∂ 2u 4 ∂ 2u 4
+ 2 =0 + 2 =0
∂x 2
∂y ∂x 2
∂y

u (0, y ) = g1 ( y ) u4 (0, y ) = g1 ( y )

u ( L, y ) = g 2 ( y ) u 4 ( L, y ) = 0

u ( x,0) = f1 ( x) u4 ( x,0) = 0
u ( x, H ) = f 2 ( x ) u 4 ( x, H ) = 0
 Separation of Variables
Separation of Variables u4 ( x, y ) = h( x)φ ( y )
h( L) = 0
φ ( 0) = 0
φ (H ) = 0
d 2h d 2φ
Plug in to Laplace Eqn φ ( y ) 2 + h( x ) 2 = 0
dx dy

1 d 2h 1 d 2φ
Equating
=−
h dx 2
φ dy 2

1 d 2h 1 d 2φ
=− =λ Separation constant
h dx 2 φ dy 2
 Separation of Variables
1 d 2h 1 d 2φ
=− =λ
h dx 2
φ dy 2

d 2h d 2φ
2
= λh 2
= −λφ
dx dy
h( L ) = 0 φ ( 0) = 0
φ (H ) = 0

d 2 h  nπ 
2

2
=  h
dx H 
 nπ 
2

nπ nπ
λ = 
h( x) = a1 cosh ( x − L) + a2 sinh ( x − L) H 
H H
nπy
nπ φ ( y ) = sin
h( x) = a2 sinh ( x − L) H
H
 Product Solution
u4 ( x, y ) = h( x)φ ( y )
nπy nπ
u4 ( x, y ) = A sin sinh ( x − L)
H H
∝
nπy
u4 ( x, y ) = ∑ An sin sinh( x − L)
n =1 H
∝
nπy nπ
x=0 g1 ( y ) = ∑ An sin sinh (− L)
n =1 H H

nπ nπy
H
2
An sinh
H
(− L) =
H ∫ g1 ( y) sin
0
H
dy

nπy
H
2
An =
H sinh nπ (− L) / H ∫ g1 ( y) sin
0
H
dy
Laplace Equation for a Circular Disk

1 ∂  ∂u  1 ∂ 2
u
∇ u=
2
r  + 2 =0
u (a,θ ) = f (θ ) r ∂r  ∂r  r ∂θ 2

u (a, θ ) = f (θ )
a
∇ 2u = 0 Boundedness at origin u (0,θ ) <∝

∂u ∂u
(r ,−π ) = (r , π )
periodicity
∂θ ∂θ
u (r ,−π ) = u (r , π )
 Separation of Variables
Separation of Variables u (r , θ ) = φ (θ )G (r )
φ (−π ) = φ (π )
Plug in to Periodic BC dφ dφ
(−π ) = (π )
dθ dθ

Plug in to Laplace Eqn 1 d  dG  1 d 2θ

r φ (θ ) + 2 G ( r ) 2 = 0
r dr  dr  r dθ

Equating r d  dG  1 d 2φ
r =− =λ
G dr  dr  φ dθ 2
 Separation of Variables
r d  dG  1 d 2φ
r =− =λ
G dr  dr  φ dθ 2

d 2φ
= −λφ d 2
G dG
dθ 2
r2 2 + r − n 2G = 0
dr dr
φ (−π ) = φ (π )
u (0,θ ) <∝
dφ dφ
(−π ) = (π )
dθ dθ It follows that

 nπ 
2

λ =   = n2 Since L =π G (0) <∝

 L 
sin nθ cos nθ
 The Solution (homework !!)
∝ ∝ 0≤r <a
u (r , θ ) = ∑ An r cos nθ + ∑ Bn r sin nθ
n n
−π < θ ≤ π
n =0 n =1

π u (a,θ ) = f (θ )
1
A0 =
2π ∫π f (θ )dθ ∝ ∝
− f (θ ) = ∑ An a cos nθ + ∑ Bn a n sin nθ
n

n =0 n =1
π
1
An a n =
π ∫π f (θ ) cos nθ dθ −π < θ ≤ π
−

π
n ≥1
1
Bn a n =
π −
∫π f (θ ) sin nθ dθ