Lesson 33 (9.7-2): Laplace's Equation (part 2)

A coordinate system with an x-axis and y-axis. A rectangle is drawn in the first quadrant, bounded by the x-axis, y-axis, the vertical line x=a, and the horizontal line y=b. This represents the domain for the Laplace equation problems.

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:

The homogeneous BCs are for the $X$ function:

And for the $Y$ function:

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 $X'(x) = C_1$.

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 $X'(x) = -\lambda C_1 \sin(\lambda x) + \lambda C_2 \cos(\lambda x)$.

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:

$$Y(y) = C_1 \cosh\left(\frac{n\pi y}{a}\right) + C_2 \sinh\left(\frac{n\pi y}{a}\right)$$

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:

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)

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:

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 $n \ge 1$:

$$c_n = \frac{2}{a}\int_{0}^{a}f(x)\cos\left(\frac{n\pi x}{a}\right) dx$$