Partial Differential Equations

Notes by Robert Pich e, Tampere University of Technology

10 Solving Two-Dimensional Laplace Equations
Laplace equation boundary value problems in a disk, a rectangle, a wedge,
and in a region outside a circle
10.1 Dirichlet Problem in a disk
Consider the two dimensional Laplace equation in the disk x
2
+ y
2
< a
2
with
u = h on the boundary. The Laplace equation in polar coordinates (r, ) is
(ru
r
)
r
+
1
r
(u

= 0
A separation of variables trial solution u(r, ) = R(r)() gives
R

+
1
r
R

+
1
r
2
R

= 0
which can be rearranged to
r
2
R

R
+
rR

R
=

.
Equating both sides to the separation constant , we are left with two ODEs,

+ = 0 (1)
and
r
2
R

+ rR

R = 0. (2)
For = 0, the general solution of (1) is () = Acos

+B sin

. Sub-
stituting this into the periodic boundary conditions (0) = (2) and

(0) =

(2) gives the homogeneous equations

A(1 + cos(2

)) + B sin(2

) = 0
A

sin(2

) + B

(1 + cos(2

)) = 0
This system of equations has a nontrivial solution (that is, a solution other than
A = B = 0) if the determinant of the coefcient matrix is zero. The determinant
is 2

(1cos(2

)), and the nonzero values of that give a nontrivial solution

are
n
= n
2
with n = 1, 2, . . .
For = 0, the general solution of (1) is () = A + B, and the only
nontrivial periodic solution is () = A (nonzero constant).
Consider now the equation (2). For = 0, a trial solution of the form R(r) =
r

gives
(
2
)r

= 0,
which implies the solutions =

= n. For = 0, (2) reduces to r(rR

=
0, which has the general solution R(r) = c
1
ln r + c
2
.
1
Writing the solution as a linear combination of the solutions found above, we
have
u(r, ) = c
1
ln r + c
2
+

n1
(A
n
cos n + B
n
sin n)r
n
+

n1
(

A
n
cos n +

B
n
sin n)r
n
(3)
To ensure continuity and boundedness at the origin, we set c
1
=

A
n
=

B
n
= 0,
leaving us with
u(r, ) =
1
2
A
0
+

n1
(A
n
cos n + B
n
sin n)r
n
where the constant term c
2
has been renamed
1
2
A
0
. At the boundary r = a we
have
u(a, ) =
1
2
A
0
+

n1
(A
n
cos n + B
n
sin n)a
n
= h()
and the coefcents are determined by equating A
n
a
n
and B
n
a
n
with the Fourier
series coefcients of h:
u(r, ) =
1
2
_

h(

) d

n1
__
1

h(

) cos n

_
cos n
+
_
1

h(

) sin n

_
sin n
_
_
r
a
_
n
(4)
Example 1 Find the steady-state temperature in a long cylinder of radius a if
the upper half is kept at u = 100 and the lower half is kept at u = 0.
Solution. The boundary function is h() = 50 + 50f() where
f() =
_
_
_
1 < < 0
0 = 0
1 0 < < .
!
-1
1
-! "
In section 8 we derived the Fourier series
f() =

n1
2(1 (1)
n
)
n
sin(n),
so the PDE solution can be written directly as
u(r, ) = 50+50

n1
2(1 (1)
n
)
n
_
r
a
_
n
sin(n)
Plotting the sum of a large number of terms gives the above gure. 2
The series solution (4) for the Dirichlet problem in the disk can be written as
u(r, ) =
1
2
_

h(

)
_
1 + 2

n1
_
r
a
_
n
cos n(

)
_
d

(5)
2
Letting z =
r
a
e
i(

)
, the term in brackets can be written
1 +

n1
z
n
+ z
n
= 1 +
z
1 z
+
z
1 z
=
1 z z
(1 z)(1 z)
=
1 |z|
2
1 +|z|
2
(z + z)
=
1 (r/a)
2
1 + (r/a)
2
2(r/a) cos(

)
Substituting this into (5) gives the Poisson integral formula
u(r, ) =
1
2
_

h(

)
_
a
2
r
2
a
2
+ r
2
2ar cos(

)
_
d

.
One application of this formula is to provide an alternative derivation of the mean
value property: the value at r = 0 is
1
2
_

h(

) d

, which is the average of u on

the circumference r = a.
10.2 Dirichlet Problem in a rectangle
a
b
y
x
u = g
u = 0
u = 0 u = 0 u
xx
+ u
yy
= 0
Consider the two dimensional Laplace equation u = 0 in
the rectangle (0, a) (0, b) with u(x, b) = g(x) and u = 0 on
the rest of the boundary. Substituting a solution of the form
u(x, y) = X(x)Y (y) into u
xx
+ u
yy
= 0 gives
X

Y + XY

= 0,
which can be rearranged to
X

X
=
Y

Y
.
Equating both sides to the separation constant , we are left with two ODEs,
X

+ X = 0 (6)
and
Y

Y = 0. (7)
For = 0, the general solution of (6) is X = Acos

x + B sin

x. Substi-
tuting this into the boundary conditions X(0) = 0 and X(a) = 0 gives A = 0
and B sin(

a) = 0, and the nonzero values of that give a nontrivial solution

are
n
= (n/a)
2
with n = 1, 2, . . .. For = 0, the general solution of (6)
is X(x) = A + Bx, and there is no nontrivial solution satisfying the boundary
conditions.
The general solution of (7) with = (n/a)
2
is Y (y) = Acosh(ny/a) +
B sinh(ny/a). The boundary condition Y (0) = 0 is satised by setting A = 0.
Writing the solution as a linear combination of the solutions found above, we
have
u(x, y) =

n1
B
n
sin(nx/a) sinh(ny/a)
At the boundary y = b, this is
u(x, b) =

n1
B
n
sin(nx/a) sinh(nb/a) = g(x).
The coefcients are obtained by equating B
n
sinh(nb/a) with the Fourier sine
series coefcients of g(x):
u(x, y) =

n1
_
2
a
_
a
0
g(x

) sin(nx

/a) dx

_
sin(nx/a) sinh(ny/a)
sinh(nb/a)
(8)
3
Example 2 Find the steady-state temperature in a long prismatic tube with square
a a cross-section if the top face is kept at u = 1 and other three faces are kept
at u = 0.
Solution. The boundary function is g(x) = 1, whose Fourier sine series was found
in section 8 to be
g(x) =

n1
2(1 (1)
n
)
n
sin(nx/a).
The Dirichlet problem solution is then
u(x, y) =

n1
2(1 (1)
n
)
n
sin(nx/a) sinh(ny/a)
sinh(n)
Plotting the sum of a large number of terms gives the above gure. 2
The solution for the general Dirichlet problem in the rectangle is found by
superposition of (8) and solutions of similar problems:
For u(x, 0) = h(x), and u = 0 elsewhere
0 0
0
h
, the solution is
u(x, y) =

n1
_
2
a
_
a
0
h(x

) sin(nx

/a) dx

_
sin(nx/a) sinh(n(b y)/a)
sinh(nb/a)
This is found by replacing y by by [the laplacian is invariant to reection]
and g by h in (8).
For u(a, y) = k(y), and u = 0 elsewhere
0
0
0
k
, the solution is
u(x, y) =

n1
_
2
b
_
b
0
k(y

) sin(ny

/b) dy

_
sin(ny/b) sinh(nx/b)
sinh(na/b)
which is found by swapping x y and a b and replacing g by k in (8).
for u(0, y) = j(y), and u = 0 elsewhere
0
0
0
j
, the solution is
u(x, y) =

n1
_
2
b
_
b
0
j(y

) sin(ny

/b) dy

_
sin(ny/b) sinh(n(a x)/b)
sinh(na/b)
.
10.3 Dirichlet-Neumann Problem in a wedge
u
r
= h
u = 0
u = 0
!
Consider the two dimensional Laplace equation in the sector
{(r, ) : 0 < < , r < a}, with boundary conditions
u = 0 on the rays = 0 and = and a Neumann condition
u
r
= h on the perimeter r = a. Assuming a solution of the
form u(r, ) = R(r)() and proceeding as for the disk, we
4
obtain the ODEs (1) and (2). From the boundary conditions (0) = () = 0
we obtain () = sin(n/) with n = 1, 2, . . . and R(r) = r
n/
. Writing the
solution as a linear combination, we have
u(r, ) =

n1
B
n
sin(n/)r
n/
+

B
n
sin(n/)r
n/
To ensure boundedness at the origin, we set

B
n
= 0, leaving
u(r, ) =

n1
B
n
sin(n/)r
n/
Substituting this into the Neumann boundary condition gives
h() = u
r
(a, ) =

n1
n

B
n
sin(n/)a
n

1
and the coefcients are determined by equating
n

B
n
a
n

1
with the Fourier sine
coefcients of h(), leading nally to
u(r, ) =

n1
a
n
_
2

_

0
h(

) sin(n

/) d

_
sin(n/)
_
r
a
_
n/
In a nonconvex sector having > , the term r

1
in the rst term of
the series for u
r
is unbounded as r 0, and so this solution does not, strictly
speaking, satisfy the PDE in fact, the problem does not have a solution (having
second derivatives continuous up to the boundary) in this case.
Example 3 Solve u = 0 in a = /2 sector with u = 0 on the rays and
u
r
= 1 on the perimeter r = a.
Solution. We have
2

_

0
h(

) sin(n

/) d

=
2(1 (1)
n
)
n
and so
u(r, ) =

n1
(1 (1)
n
)a
n
2

sin(2n)
_
r
a
_
2n
.
Notice that Gibbs oscillation is not visible in the
plot of the solution surface. 2
10.4 Dirichlet Problem in the region outside a circle
Consider the two dimensional Laplace equation in the region x
2
+ y
2
> a
2
with
u = h on the boundary and u bounded at innity.
We can proceed as in section 10.1 up to formula (3). To ensure the solution is
bounded at innity, we set c
1
, A
n
and B
n
to zero, leaving
u(r, ) =
1
2

A
0
+

n1
(

A
n
cos n +

B
n
sin n)r
n
5
Imposing the boundary condition on the circle perimeter gives
h() = u(a, ) =
1
2

A
0
+

n1
(

A
n
cos n +

B
n
sin n)a
n
The coefcients are determined by equating a
n

A
n
and and a
n

B
n
to the Fourier
coefcients of h, leading to
u(r, ) =
1
2
_

h(

) d

n1
__
1

h(

) cos n

_
cos n
+
_
1

h(

) sin n

_
sin n
_
_
a
r
_
n
. (9)
An alternative derivation is to use the change of variables r

= a
2
/r and u

(r

, ) =
u(a
2
/r

, ). By the chain rule,

u

r
=
u

=
u
r
r
r

=
a
2
(r

)
2
u
r
and
1
r

(r

r
)
r
=
1
r

(
a
2
r

u
r
)
r
=
r
a
2
(ru
r
)
r
r
r

=
_
r
a
_
4
1
r
(ru
r
)
r
and so

=
1
r

(r

r
)
r
+
1
(r

)
2
(u

=
_
r
a
_
4
u.
Thus, if

= 0 inside the circle then u = 0 outside it. The solution inside

the circle is (4) written with u

and r

, and applying the change of variables to this

solution gives (9). Similarly, the Poisson integral formula for the disk interior is
transformed to
u(r, ) =
1
2
_

h(

)
_
r
2
a
2
a
2
+ r
2
2ar cos(

)
_
d

.
for the exterior.
Example 4: Stationary ow past a circular cylinder The steady-state two-
dimensional velocity eld for the irrotational ow of an incompressible inviscid
constant-density uid is given by
y
i
x
j, where is a harmonic function called
the stream function. Because the velocity is orthogonal to , the lines of con-
stant (called streamlines) are tangential to the velocity eld.
Find the streamlines for ow past a long circular cylinder of radius a whose
axis is the z axis, assuming the ow far from the cylinder to be constant in the x
direction, that is, = Uy.
Solution. The stream function satises the two dimensional Laplace equation on
the exterior of the circle r = a. The radial component of the velocity is zero on
the cylinder boundary, that is, the cylinder boundary is a streamline, which gives
the boundary condition =constant (say, zero) for r = a. Substituting this into
the general solution (3) we nd
c
1
ln a + c
2
= 0
A
n
a
n
+

A
n
a
n
= 0
B
n
a
n
+

B
n
a
n
= 0
6
so that
(r, ) = c
1
ln
r
a
+

n1
_
r
n

a
2n
r
n
_
(A
n
cos n + B
n
sin n)
In order to satisfy the condition = Uy = Ur sin at r we set B
1
= U
and the remaining A
n
and B
n
coefcients to zero, leaving
(r, ) = c
1
ln
r
a
+ U
_
1
a
2
r
2
_
r sin .
Here are streamlines for various c
1
values, which correspond to different cylinder
clockwise rotation speeds:
c
1
= 0 c
1
= Ua
c
1
= 2Ua c
1
= 2.1Ua
The closely spaced streamlines correspond to regions of low pressure and indicate
the presence of a net lift force in the y direction (Magnus effect).
7