Lesson 33 (9.7-2): Laplace's Equation (part 2)
The Governing Equation and Domain
We are solving **Laplace's Equation** in a rectangular domain \(0 < x < a\) and \(0 < y < b\):
$$u_{xx} + u_{yy} = 0$$
The standard procedure is the **separation of variables**, assuming a solution of the form $u(x,y) = X(x)Y(y)$.
$$u_{xx} = X''Y \quad u_{yy} = XY''$$
Substituting into Laplace's equation gives:
$$X''Y + XY'' = 0 \quad \rightarrow \quad \frac{X''}{X} = -\frac{Y''}{Y} = c$$
This separates the problem into two ordinary differential equations (ODEs):
$$X'' - cX = 0 \quad \text{and} \quad Y'' + cY = 0$$
Problem 1: Homogeneous Conditions on Three Sides
Boundary Conditions (BCs)
The boundary conditions are defined on the four sides of the rectangle:
- Bottom: $u(x,0) = 0$ (held at zero)
- Top: $u(x,b) = f(x)$ (condition we decide)
- Left (Insulated): $u_x(0,y) = 0$
- Right (Insulated): $u_x(a,y) = 0$
The homogeneous BCs are for the $X$ function:
- $u_x(0,y) = 0 \quad \rightarrow \quad X'(0) = 0$
- $u_x(a,y) = 0 \quad \rightarrow \quad X'(a) = 0$
And for the $Y$ function:
- $u(x,0) = 0 \quad \rightarrow \quad Y(0) = 0$
Solving for $X(x)$ (Eigenvalue Problem)
We solve $X'' - cX = 0$ with $X'(0) = 0$ and $X'(a) = 0$.
Case 1: $c = 0$
The ODE is $X'' = 0$, giving $X(x) = C_1x + C_2$. The derivative is $X'(x) = C_1$.
- $X'(0) = C_1 = 0$
- $X'(a) = C_1 = 0$
This gives a non-trivial solution $X(x) = C_2$. We choose $X_0 = 1$.
This corresponds to the **eigenvalue** $\lambda_0 = c = 0$ and **eigenfunction** $X_0 = 1$.
Case 2: $c < 0$ (Let $c = -\lambda^2$, where $\lambda > 0$)
The ODE is $X'' + \lambda^2 X = 0$, giving $X(x) = C_1 \cos(\lambda x) + C_2 \sin(\lambda x)$.
The derivative is $X'(x) = -\lambda C_1 \sin(\lambda x) + \lambda C_2 \cos(\lambda x)$.
- $X'(0) = \lambda C_2 \cos(0) = \lambda C_2 = 0 \quad \rightarrow \quad C_2 = 0$
- $X'(a) = -\lambda C_1 \sin(\lambda a) = 0$
For a non-trivial solution ($C_1 \neq 0$), we must have $\sin(\lambda a) = 0$.
Therefore, $\lambda a = n\pi$, where $n = 1, 2, 3, \ldots$.
The **eigenvalues** are $c_n = -\lambda_n^2$, where $\lambda_n = \frac{n\pi}{a}$.
The **eigenfunctions** are $X_n(x) = \cos\left(\frac{n\pi x}{a}\right)$ for $n = 1, 2, 3, \ldots$.
Combining both cases, the eigenvalues and eigenfunctions for $n = 0, 1, 2, 3, \ldots$ are:
$$\lambda_n = \left(\frac{n\pi}{a}\right)^2 \quad \text{and} \quad X_n(x) = \cos\left(\frac{n\pi x}{a}\right)$$
Solving for $Y(y)$
We solve $Y'' + cY = 0$ with $Y(0) = 0$. Since $c = \lambda_n^2$,
the equation is $Y'' + \lambda_n^2 Y = 0$ for $n=0$ and $Y'' -
\lambda_n^2 Y = 0$ for $n \ge 1$.
Case 1: $n = 0$ (where $c_0 = 0$)
The ODE is $Y'' = 0$, giving $Y(y) = C_1y + C_2$.
Thus, $Y_0(y) = y$.
Case 2: $n = 1, 2, 3, \ldots$ (where $c_n = (n\pi/a)^2$)
The ODE is $Y'' - \left(\frac{n\pi}{a}\right)^2 Y = 0$. The general solution uses hyperbolic functions:
$$Y(y) = C_1 \cosh\left(\frac{n\pi y}{a}\right) + C_2 \sinh\left(\frac{n\pi y}{a}\right)$$
- $Y(0) = C_1 \cosh(0) + C_2 \sinh(0) = C_1(1) + C_2(0) = C_1 = 0$.
Thus, $Y_n(y) = \sinh\left(\frac{n\pi y}{a}\right)$.
General Solution and Final Boundary Condition
The product solutions $u_n(x,y) = X_n(x)Y_n(y)$ are:
- $n=0$: $u_0(x,y) = (1)(y) = y$
- $n \ge 1$: $u_n(x,y) = \cos\left(\frac{n\pi x}{a}\right)\sinh\left(\frac{n\pi y}{a}\right)$
The general solution is a linear combination of all $u_n$:
$$u(x,y) = \frac{1}{2}c_0 y +
\sum_{n=1}^{\infty} c_n \sinh\left(\frac{n\pi y}{a}\right)
\cos\left(\frac{n\pi x}{a}\right)$$
Applying the last BC, $u(x,b) = f(x)$:
$$f(x) = \frac{1}{2}[c_0 b] +
\sum_{n=1}^{\infty} [c_n \sinh\left(\frac{n\pi b}{a}\right)]
\cos\left(\frac{n\pi x}{a}\right)$$
This is a **Fourier Cosine Series** for $f(x)$ over $[0, a]$. The
coefficients are found using the Euler-Fourier formulas. Let the full
coefficients be $A_n$.
Determining Coefficients
For $n=0$:
$$c_0 b = \frac{2}{a}\int_{0}^{a}f(x) dx \quad \rightarrow \quad c_0 = \frac{2}{ab}\int_{0}^{a}f(x) dx$$
For $n \ge 1$:
$$c_n \sinh\left(\frac{n\pi b}{a}\right) = \frac{2}{a}\int_{0}^{a}f(x)\cos\left(\frac{n\pi x}{a}\right) dx$$
$$c_n = \frac{2}{a \sinh\left(\frac{n\pi b}{a}\right)}\int_{0}^{a}f(x)\cos\left(\frac{n\pi x}{a}\right) dx$$
Problem 2: Semi-Infinite Domain
This problem models a long strip of plate where the domain is $0 < x < a$ and $y > 0$ (i.e., $y \to \infty$).
Boundary Conditions (BCs)
- Left (Insulated): $u_x(0,y) = 0$
- Right (Insulated): $u_x(a,y) = 0$
- Bottom: $u(x,0) = f(x)$
- Condition at $y \to \infty$: The temperature $u(x,y)$ must be bounded.
Solution for $X(x)$
The BCs for $X(x)$ are $X'(0) = 0$ and $X'(a) = 0$, which are the
same as in Problem 1. Thus, the eigenvalues and eigenfunctions are the
same:
$$\lambda_n = \left(\frac{n\pi}{a}\right)^2
\quad \text{and} \quad X_n(x) = \cos\left(\frac{n\pi x}{a}\right) \quad
\text{for } n = 0, 1, 2, 3, \ldots$$
Solution for $Y(y)$
We solve $Y'' - \lambda_n^2 Y = 0$.
Case 1: $n = 0$ (where $\lambda_0 = 0$)
The ODE is $Y'' = 0$, giving $Y_0(y) = C_1y + C_2$. For $u(x,y)$ to
be bounded as $y \to \infty$, $C_1$ must be 0. Thus, $Y_0(y) = 1$ (by
setting $C_2=1$).
Case 2: $n = 1, 2, 3, \ldots$ (where $\lambda_n > 0$)
The general solution in exponential form is:
$$Y(y) = C_1 e^{\frac{n\pi}{a}y} + C_2 e^{-\frac{n\pi}{a}y}$$
The term $e^{\frac{n\pi}{a}y}$ goes to $\infty$ as $y \to \infty$.
Since the temperature must be **bounded** at $y=\infty$, we set $C_1 =
0$.
Thus, $Y_n(y) = e^{-\frac{n\pi y}{a}}$.
General Solution and Final Boundary Condition
The product solutions $u_n(x,y) = X_n(x)Y_n(y)$ are:
- $n=0$: $u_0(x,y) = (1)(1) = 1$
- $n \ge 1$: $u_n(x,y) = e^{-\frac{n\pi y}{a}} \cos\left(\frac{n\pi x}{a}\right)$
The general solution is:
$$u(x,y) = \frac{1}{2}c_0 \cdot 1 + \sum_{n=1}^{\infty} c_n e^{-n\pi y/a} \cos\left(\frac{n\pi x}{a}\right)$$
Applying the last BC, $u(x,0) = f(x)$:
$$f(x) = \frac{1}{2}c_0 + \sum_{n=1}^{\infty}
c_n e^{0} \cos\left(\frac{n\pi x}{a}\right) = \frac{1}{2}c_0 +
\sum_{n=1}^{\infty} c_n \cos\left(\frac{n\pi x}{a}\right)$$
This is again a **Fourier Cosine Series** for $f(x)$ over $[0, a]$.
The coefficients $c_n$ are the standard Fourier cosine coefficients:
Determining Coefficients
For $n=0$:
$$\frac{1}{2}c_0 = \frac{1}{a}\int_{0}^{a}f(x) dx \quad \rightarrow \quad c_0 = \frac{2}{a}\int_{0}^{a}f(x) dx$$
For $n \ge 1$:
$$c_n = \frac{2}{a}\int_{0}^{a}f(x)\cos\left(\frac{n\pi x}{a}\right) dx$$