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{{Short description|Second-order partial differential equation}}
{{For|Laplace's tidal equations|Theory of tides#Laplace's tidal equations}}
{{Use American English|date=March 2019}}
{{Use American English|date=March 2019}}
{{Complex analysis sidebar}}
{{Short description|Second order partial differential equation}}
In [[mathematics]] and [[physics]], '''Laplace's equation''' is a second-order [[partial differential equation]] named after [[Pierre-Simon Laplace]], who first studied its properties. This is often written as
{{For|Laplace's tidal equations|Theory of tides#Laplace's tidal equations}}
<math display="block"> \nabla^2\! f = 0 </math> or <math display="block"> \Delta f = 0,</math>
[[File:Laplace, Pierre-Simon, marquis de.jpg|thumb|Pierre-Simon Laplace]]
where <math> \Delta = \nabla \cdot \nabla = \nabla^2</math> is the [[Laplace operator]],<ref group="note">The delta symbol, Δ, is also commonly used to represent a finite change in some quantity, for example, <math>\Delta x = x_1 - x_2</math>. Its use to represent the Laplacian should not be confused with this use.</ref> <math>\nabla \cdot</math> is the [[divergence]] operator (also symbolized "div"), <math>\nabla</math> is the [[gradient]] operator (also symbolized "grad"), and <math>f (x, y, z)</math> is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.
In mathematics and physics, '''Laplace's equation''' is a second-order [[partial differential equation]] named after [[Pierre-Simon Laplace]] who first studied its properties. This is often written as

:<math> \nabla^2\! f = 0 \qquad\mbox{or}\qquad \Delta f = 0,</math>

where <math> \Delta = \nabla \cdot \nabla = \nabla^2</math>is the [[Laplace operator]],<ref group="note">The delta symbol, Δ, is also commonly used to represent a finite change in some quantity, for example, <math>\Delta x = x_1 - x_2</math>. Its use to represent the Laplacian should not be confused with this use.</ref> <math>\nabla \cdot</math> is the [[divergence]] operator (also symbolized "div"), <math>\nabla</math> is the [[gradient]] operator (also symbolized "grad"), and <math>f (x, y, z)</math> is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.


If the right-hand side is specified as a given function, <math>h(x, y, z)</math>, we have
If the right-hand side is specified as a given function, <math>h(x, y, z)</math>, we have
<math display="block">\Delta f = h</math>


This is called [[Poisson's equation]], a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of [[elliptic partial differential equation]]s. Laplace's equation is also a special case of the [[Helmholtz equation]].
:<math>\Delta f = h.</math>


The general theory of solutions to Laplace's equation is known as [[potential theory]]. The twice continuously differentiable solutions of Laplace's equation are the [[harmonic function]]s,<ref>Stewart, James. ''[https://books.google.com/books?id=QyOYWR9RLI8C&q=%22Laplace%27s+equation%22 Calculus : Early Transcendentals]''. 7th ed., Brooks/Cole, Cengage Learning, 2012. Chapter 14: Partial Derivatives. p. 908. {{ISBN|978-0-538-49790-9}}.</ref> which are important in multiple branches of physics, notably electrostatics, gravitation, and [[fluid dynamics]]. In the study of [[heat conduction]], the Laplace equation is the [[steady-state]] [[heat equation]].<ref>Zill, Dennis G, and Michael R Cullen. ''Differential Equations with Boundary-Value Problems''. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. {{ISBN|978-1-111-82706-9}}.</ref> In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.
This is called [[Poisson's equation]], a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of [[elliptic partial differential equation]]s. Laplace's equation is also a special case of the [[Helmholtz equation]].

The general theory of solutions to Laplace's equation is known as [[potential theory]]. The solutions of Laplace's equation are the [[harmonic function]]s,<ref>Stewart, James. ''[https://books.google.com/books?id=QyOYWR9RLI8C&printsec=frontcover&dq=isbn:9780538497909&hl=en&sa=X&ved=0ahUKEwiT1Lz75K3jAhWkds0KHZV8C_wQ6AEIKjAA#v=snippet&q=%22Laplace's%20equation%22&f=false Calculus : Early Transcendentals]''. 7th ed., Brooks/Cole, Cengage Learning, 2012. Chapter 14: Partial Derivatives. p. 908. {{ISBN|978-0-538-49790-9}}.</ref> which are important in multiple branches of physics, notably electrostatics, gravitation, and [[fluid dynamics]]. In the study of [[heat conduction]], the Laplace equation is the [[steady-state]] [[heat equation]].<ref>Zill, Dennis G, and Michael R Cullen. ''Differential Equations with Boundary-Value Problems''. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. {{ISBN|978-1-111-82706-9}}.</ref> In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.


==Forms in different coordinate systems==
==Forms in different coordinate systems==
In '''[[Cartesian coordinates|rectangular coordinates]],'''<ref name="Griffiths">Griffiths, David J. ''[https://books.google.com/books?id=ndAoDwAAQBAJ&printsec=frontcover&dq=isbn:9781108420419&hl=en&sa=X&ved=0ahUKEwiR9PCXocHjAhXjdc0KHexpCk0Q6AEIKjAA#v=snippet&q=%22Laplace's%20equation%22&f=false Introduction to Electrodynamics]''. 4th ed., Pearson, 2013. Inner front cover. {{ISBN|978-1-108-42041-9}}.</ref>
In '''[[Cartesian coordinates|rectangular coordinates]],'''<ref name="Griffiths">Griffiths, David J. ''[https://books.google.com/books?id=ndAoDwAAQBAJ&q=%22Laplace%27s+equation%22 Introduction to Electrodynamics]''. 4th ed., Pearson, 2013. Inner front cover. {{ISBN|978-1-108-42041-9}}.</ref>
<math display="block"> \nabla^2 f = \frac{\partial^2 f}{\partial x^2 } + \frac{\partial^2 f}{\partial y^2 } + \frac{\partial^2 f}{\partial z^2 } = 0.</math>

: <math> \nabla^2 f = \frac{\partial^2 f}{\partial x^2 } + \frac{\partial^2 f}{\partial y^2 } + \frac{\partial^2 f}{\partial z^2 } = 0.
</math>


In '''[[cylindrical coordinates]]''',<ref name="Griffiths"/>
In '''[[cylindrical coordinates]]''',<ref name="Griffiths"/>
<math display="block">\nabla^2 f=\frac{1}{r} \frac{\partial}{\partial r} \left( r \frac{\partial f}{\partial r} \right) + \frac{1}{r^2} \frac{\partial^2 f}{\partial \phi^2} + \frac{\partial^2 f}{\partial z^2} = 0.</math>


In '''[[spherical coordinates]]''', using the <math>(r, \theta, \varphi)</math> convention,<ref name="Griffiths"/>
:<math>\nabla^2 f=\frac{1}{r} \frac{\partial}{\partial r} \left( r \frac{\partial f}{\partial r} \right) + \frac{1}{r^2} \frac{\partial^2 f}{\partial \phi^2} + \frac{\partial^2 f}{\partial z^2} =0.</math>
<math display="block"> \nabla^2 f = \frac{1}{r^2}\frac{\partial}{\partial r} \left(r^2 \frac{\partial f}{\partial r}\right) + \frac{1}{r^2 \sin\theta} \frac{\partial}{\partial \theta} \left(\sin\theta \frac{\partial f}{\partial \theta}\right) + \frac{1}{r^2 \sin^2\theta} \frac{\partial^2 f}{\partial \varphi^2} =0.</math>

In '''[[spherical coordinates]]''', using the <math>(r, \theta, \varphi)</math>convention,<ref name="Griffiths"/>

:<math> \nabla^2 f = \frac{1}{r^2}\frac{\partial}{\partial r} \left(r^2 \frac{\partial f}{\partial r}\right) + \frac{1}{r^2 \sin\theta} \frac{\partial}{\partial \theta} \left(\sin\theta \frac{\partial f}{\partial \theta}\right) + \frac{1}{r^2 \sin^2\theta} \frac{\partial^2 f}{\partial \varphi^2} =0.</math>

More generally, in '''[[curvilinear coordinates]]''',


More generally, in arbitrary '''[[curvilinear coordinates]]''' {{math|(&xi;<sup>''i''</sup>)}},
: <math> \nabla^2 f =\frac{\partial}{\partial \xi^j}\left(\frac{\partial f}{\partial \xi^k}g^{kj}\right) + \frac{\partial f}{\partial \xi^j} g^{jm}\Gamma^n_{mn} =0,</math>
<math display="block"> \nabla^2 f =\frac{\partial}{\partial \xi^j}\left(\frac{\partial f}{\partial \xi^k}g^{kj}\right) + \frac{\partial f}{\partial \xi^j} g^{jm}\Gamma^n_{mn} =0,</math>
or
or
: <math> \nabla^2 f = \frac{1}{\sqrt{|g|}} \frac{\partial}{\partial \xi^i}\!\left(\sqrt{|g|}g^{ij} \frac{\partial f}{\partial \xi^j}\right) =0, \qquad (g=\mathrm{det}\{g_{ij}\}).</math>
<math display="block"> \nabla^2 f = \frac{1}{\sqrt{|g|}} \frac{\partial}{\partial \xi^i}\!\left(\sqrt{|g|}g^{ij} \frac{\partial f}{\partial \xi^j}\right) =0, \qquad (g=\det\{g_{ij}\})</math>
where {{math|''g''<sub>''ij''</sub>}} is the Euclidean [[metric tensor]] relative to the new coordinates and {{math|&Gamma;}} denotes its [[Christoffel symbols]].


==Boundary conditions==
==Boundary conditions==
[[File:Laplace's equation on an annulus.svg|thumb|right|Laplace's equation on an [[Annulus (mathematics)|annulus]] (inner radius ''r'' = 2 and outer radius ''R'' = 4) with Dirichlet boundary conditions ''u''(''r''=2) = 0 and ''u''(''R''=4) = 4 sin(5 ''θ'')|350px]]
[[File:Laplace's equation on an annulus.svg|thumb|right|Laplace's equation on an [[Annulus (mathematics)|annulus]] (inner radius {{math|1=''r'' = 2}} and outer radius {{math|1=''R'' = 4}}) with Dirichlet boundary conditions {{math|1=''u''(''r''=2) = 0}} and {{math|1=''u''(''R''=4) = 4 sin(5 ''θ'')}}|350px]]
{{See also|Boundary value problem}}
{{See also|Boundary value problem}}
The [[Dirichlet problem]] for Laplace's equation consists of finding a solution ''φ'' on some domain ''D'' such that ''φ'' on the boundary of ''D'' is equal to some given function. Since the Laplace operator appears in the [[heat equation]], one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain doesn't change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.
The [[Dirichlet problem]] for Laplace's equation consists of finding a solution {{math|''φ''}} on some domain {{mvar|D}} such that {{math|''φ''}} on the boundary of {{mvar|D}} is equal to some given function. Since the Laplace operator appears in the [[heat equation]], one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain does not change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.


The [[Neumann boundary condition]]s for Laplace's equation specify not the function ''φ'' itself on the boundary of ''D'', but its [[normal derivative]]. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of ''D'' alone.
The [[Neumann boundary condition]]s for Laplace's equation specify not the function {{math|''φ''}} itself on the boundary of {{mvar|D}} but its [[normal derivative]]. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of {{math|''D''}} alone. For the example of the heat equation it amounts to prescribing the heat flux through the boundary. In particular, at an adiabatic boundary, the normal derivative of {{math|''φ''}} is zero.


Solutions of Laplace's equation are called [[harmonic function]]s; they are all [[analytic function|analytic]] within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the [[Superposition principle|principle of superposition]], is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.
Solutions of Laplace's equation are called [[harmonic function]]s; they are all [[analytic function|analytic]] within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the [[Superposition principle|principle of superposition]], is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.
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==In two dimensions==
==In two dimensions==
Laplace's equation in two independent variables in rectangular coordinates has the form
Laplace's equation in two independent variables in rectangular coordinates has the form
:<math>\frac{\partial^2\psi}{\partial x^2} + \frac{\partial^2\psi}{\partial y^2} \equiv \psi_{xx} + \psi_{yy} = 0.</math>
<math display="block">\frac{\partial^2\psi}{\partial x^2} + \frac{\partial^2\psi}{\partial y^2} \equiv \psi_{xx} + \psi_{yy} = 0.</math>
===Analytic functions===<!-- This section is linked from [[Complex analysis]] -->
===Analytic functions===
<!-- This section is linked from [[Complex analysis]] -->
The real and imaginary parts of a complex [[analytic function]] both satisfy the Laplace equation. That is, if {{nowrap|1=''z'' = ''x'' + ''iy''}}, and if
The real and imaginary parts of a complex [[analytic function]] both satisfy the Laplace equation. That is, if {{math|1=''z'' = ''x'' + ''iy''}}, and if
:<math>f(z) = u(x,y) + iv(x,y),</math>
<math display="block">f(z) = u(x,y) + iv(x,y),</math>
then the necessary condition that ''f''(''z'') be analytic is that ''u'' and ''v'' be differentiable and that the [[Cauchy–Riemann equations]] be satisfied:
then the necessary condition that {{math|''f''(''z'')}} be analytic is that {{math|''u''}} and {{mvar|''v''}} be differentiable and that the [[Cauchy–Riemann equations]] be satisfied:
:<math>u_x = v_y, \quad v_x = -u_y.</math>
<math display="block">u_x = v_y, \quad v_x = -u_y.</math>
where ''u<sub>x</sub>'' is the first partial derivative of ''u'' with respect to ''x''.
where {{math|''u<sub>x</sub>''}} is the first partial derivative of {{math|''u''}} with respect to {{mvar|x}}.
It follows that
It follows that
:<math>u_{yy} = (-v_x)_y = -(v_y)_x = -(u_x)_x.</math>
<math display="block">u_{yy} = (-v_x)_y = -(v_y)_x = -(u_x)_x.</math>
Therefore ''u'' satisfies the Laplace equation. A similar calculation shows that ''v'' also satisfies the Laplace equation.
Therefore {{math|''u''}} satisfies the Laplace equation. A similar calculation shows that {{math|''v''}} also satisfies the Laplace equation.
Conversely, given a harmonic function, it is the real part of an analytic function, ''f''(''z'') (at least locally). If a trial form is
Conversely, given a harmonic function, it is the real part of an analytic function, {{math|''f''(''z'')}} (at least locally). If a trial form is
:<math>f(z) = \varphi(x,y) + i \psi(x,y),</math>
<math display="block">f(z) = \varphi(x,y) + i \psi(x,y),</math>
then the Cauchy–Riemann equations will be satisfied if we set
then the Cauchy–Riemann equations will be satisfied if we set
:<math>\psi_x = -\varphi_y, \quad \psi_y = \varphi_x.</math>
<math display="block">\psi_x = -\varphi_y, \quad \psi_y = \varphi_x.</math>
This relation does not determine ''ψ'', but only its increments:
This relation does not determine {{math|''ψ''}}, but only its increments:
:<math>d \psi = -\varphi_y\, dx + \varphi_x\, dy.</math>
<math display="block">d \psi = -\varphi_y\, dx + \varphi_x\, dy.</math>
The Laplace equation for ''φ'' implies that the integrability condition for ''ψ'' is satisfied:
The Laplace equation for {{math|''φ''}} implies that the integrability condition for {{math|''ψ''}} is satisfied:
:<math>\psi_{xy} = \psi_{yx},</math>
<math display="block">\psi_{xy} = \psi_{yx},</math>
and thus ''ψ'' may be defined by a line integral. The integrability condition and [[Stokes' theorem]] implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called '''conjugate harmonic functions'''. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if ''r'' and ''θ'' are polar coordinates and
and thus {{math|''ψ''}} may be defined by a line integral. The integrability condition and [[Stokes' theorem]] implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called '''conjugate harmonic functions'''. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if {{mvar|r}} and {{mvar|θ}} are polar coordinates and
<math display="block">\varphi = \log r,</math>

:<math>\varphi = \log r,</math>

then a corresponding analytic function is
then a corresponding analytic function is
<math display="block">f(z) = \log z = \log r + i\theta.</math>


However, the angle {{mvar|θ}} is single-valued only in a region that does not enclose the origin.
:<math>f(z) = \log z = \log r + i\theta.</math>

However, the angle ''θ'' is single-valued only in a region that does not enclose the origin.


The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a power series, at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the [[wave equation]], which generally have less regularity{{citation needed|date=July 2020}}.
The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a [[power series]], at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the [[wave equation]], which generally have less regularity{{citation needed|date=July 2020}}.


There is an intimate connection between power series and [[Fourier series]]. If we expand a function ''f'' in a power series inside a circle of radius ''R'', this means that
There is an intimate connection between power series and [[Fourier series]]. If we expand a function {{math|''f''}} in a power series inside a circle of radius {{mvar|R}}, this means that
:<math>f(z) = \sum_{n=0}^\infty c_n z^n,</math>
<math display="block">f(z) = \sum_{n=0}^\infty c_n z^n,</math>
with suitably defined coefficients whose real and imaginary parts are given by
with suitably defined coefficients whose real and imaginary parts are given by
:<math>c_n = a_n + i b_n.</math>
<math display="block">c_n = a_n + i b_n.</math>
Therefore
Therefore
:<math>f(z) = \sum_{n=0}^\infty \left[ a_n r^n \cos n \theta - b_n r^n \sin n \theta\right] + i \sum_{n=1}^\infty \left[ a_n r^n \sin n\theta + b_n r^n \cos n \theta\right],</math>
<math display="block">f(z) = \sum_{n=0}^\infty \left[ a_n r^n \cos n \theta - b_n r^n \sin n \theta\right] + i \sum_{n=1}^\infty \left[ a_n r^n \sin n\theta + b_n r^n \cos n \theta\right],</math>
which is a Fourier series for ''f''. These trigonometric functions can themselves be expanded, using [[De Moivre's formula#Formulas for cosine and sine individually|multiple angle formulae]].
which is a Fourier series for {{math|''f''}}. These trigonometric functions can themselves be expanded, using [[De Moivre's formula#Formulas for cosine and sine individually|multiple angle formulae]].


===Fluid flow===
===Fluid flow===
{{Main|Laplace equation for irrotational flow}}
{{Main|Laplace equation for irrotational flow}}
Let the quantities ''u'' and ''v'' be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that
Let the quantities {{math|''u''}} and {{math|''v''}} be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that
:<math>u_x + v_y=0,</math>
<math display="block">u_x + v_y=0,</math>
and the condition that the flow be irrotational is that
and the condition that the flow be irrotational is that
:<math>\nabla \times \mathbf{V}=v_x - u_y =0.</math>
<math display="block">\nabla \times \mathbf{V} = v_x - u_y = 0.</math>
If we define the differential of a function ''ψ'' by
If we define the differential of a function {{math|''ψ''}} by
:<math>d \psi = v dx - u dy,</math>
<math display="block">d \psi = u \, dy - v \, dx,</math>
then the continuity condition is the integrability condition for this differential: the resulting function is called the [[stream function]] because it is constant along [[Streamlines, streaklines and pathlines|flow lines]]. The first derivatives of ''ψ'' are given by
then the continuity condition is the integrability condition for this differential: the resulting function is called the [[stream function]] because it is constant along [[Streamlines, streaklines and pathlines|flow lines]]. The first derivatives of {{math|''ψ''}} are given by
:<math>\psi_x = v, \quad \psi_y=-u,</math>
<math display="block">\psi_x = -v, \quad \psi_y=u,</math>
and the irrotationality condition implies that ''ψ'' satisfies the Laplace equation. The harmonic function ''φ'' that is conjugate to ''ψ'' is called the [[velocity potential]]. The Cauchy–Riemann equations imply that
and the irrotationality condition implies that {{math|''ψ''}} satisfies the Laplace equation. The harmonic function {{math|''φ''}} that is conjugate to {{math|''ψ''}} is called the [[velocity potential]]. The Cauchy–Riemann equations imply that
:<math>\varphi_x=-u, \quad \varphi_y=-v.</math>
<math display="block">\varphi_x=\psi_y=u, \quad \varphi_y=-\psi_x=v.</math>
Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.
Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.


===Electrostatics===
===Electrostatics===
According to [[Maxwell's equations]], an electric field {{nowrap|(''u'', ''v'')}} in two space dimensions that is independent of time satisfies
According to [[Maxwell's equations]], an electric field {{math|(''u'', ''v'')}} in two space dimensions that is independent of time satisfies
:<math>\nabla \times (u,v,0) = (v_x -u_y)\hat{\mathbf{k}} = \mathbf{0},</math>
<math display="block">\nabla \times (u,v,0) = (v_x -u_y)\hat{\mathbf{k}} = \mathbf{0},</math>
and
and
:<math>\nabla \cdot (u,v) = \rho,</math>
<math display="block">\nabla \cdot (u,v) = \rho,</math>
where ''ρ'' is the charge density. The first Maxwell equation is the integrability condition for the differential
where {{math|''ρ''}} is the charge density. The first Maxwell equation is the integrability condition for the differential
:<math>d \varphi = -u\, dx -v\, dy,</math>
<math display="block">d \varphi = -u\, dx -v\, dy,</math>
so the electric potential ''φ'' may be constructed to satisfy
so the electric potential {{math|''φ''}} may be constructed to satisfy
:<math>\varphi_x = -u, \quad \varphi_y = -v.</math>
<math display="block">\varphi_x = -u, \quad \varphi_y = -v.</math>
The second of Maxwell's equations then implies that
The second of Maxwell's equations then implies that
:<math>\varphi_{xx} + \varphi_{yy} = -\rho,</math>
<math display="block">\varphi_{xx} + \varphi_{yy} = -\rho,</math>
which is the [[Poisson equation]]. The Laplace equation can be used in three-dimensional problems in electrostatics and fluid flow just as in two dimensions.
which is the [[Poisson equation]]. The Laplace equation can be used in three-dimensional problems in electrostatics and fluid flow just as in two dimensions.


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===Fundamental solution===
===Fundamental solution===
A [[fundamental solution]] of Laplace's equation satisfies
A [[fundamental solution]] of Laplace's equation satisfies
<math display="block"> \Delta u = u_{xx} + u_{yy} + u_{zz} = -\delta(x-x',y-y',z-z'),</math>
where the [[Dirac delta function]] {{math|''δ''}} denotes a unit source concentrated at the point {{math|(''x''′, ''y''′, ''z''′)}}. No function has this property: in fact it is a [[Distribution (mathematics)|distribution]] rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see [[weak solution]]). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a [[positive operator]]. The definition of the fundamental solution thus implies that, if the Laplacian of {{math|''u''}} is integrated over any volume that encloses the source point, then
<math display="block"> \iiint_V \nabla \cdot \nabla u \, dV =-1.</math>


The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance {{mvar|r}} from the source point. If we choose the volume to be a ball of radius {{mvar|a}} around the source point, then [[Gauss's divergence theorem]] implies that
:<math> \Delta u = u_{xx} + u_{yy} + u_{zz} = -\delta(x-x',y-y',z-z'),</math>
<math display="block"> -1= \iiint_V \nabla \cdot \nabla u \, dV = \iint_S \frac{du}{dr} \, dS = \left.4\pi a^2 \frac{du}{dr}\right|_{r=a}.</math>

where the [[Dirac delta function]] ''δ'' denotes a unit source concentrated at the point {{nowrap|(''x''′, ''y''′, ''z''′)}}. No function has this property: in fact it is a [[Distribution (mathematics)|distribution]] rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see [[weak solution]]). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a [[positive operator]]. The definition of the fundamental solution thus implies that, if the Laplacian of ''u'' is integrated over any volume that encloses the source point, then

:<math> \iiint_V \nabla \cdot \nabla u \, dV =-1.</math>

The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance ''r'' from the source point. If we choose the volume to be a ball of radius ''a'' around the source point, then [[Gauss' divergence theorem]] implies that

:<math> -1= \iiint_V \nabla \cdot \nabla u \, dV = \iint_S \frac{du}{dr} \, dS = \left.4\pi a^2 \frac{du}{dr}\right|_{r=a}.</math>


It follows that
It follows that
:<math> \frac{du}{dr} = -\frac{1}{4\pi r^2},</math>
<math display="block"> \frac{du}{dr} = -\frac{1}{4\pi r^2},</math>
on a sphere of radius {{mvar|r}} that is centered on the source point, and hence

<math display="block"> u = \frac{1}{4\pi r}.</math>
on a sphere of radius ''r'' that is centered on the source point, and hence

:<math> u = \frac{1}{4\pi r}.</math>


Note that, with the opposite sign convention (used in [[physics]]), this is the [[potential]] generated by a [[point particle]], for an [[inverse-square law]] force, arising in the solution of [[Poisson equation]]. A similar argument shows that in two dimensions
Note that, with the opposite sign convention (used in [[physics]]), this is the [[potential]] generated by a [[point particle]], for an [[inverse-square law]] force, arising in the solution of [[Poisson equation]]. A similar argument shows that in two dimensions
<math display="block"> u = -\frac{\log(r)}{2\pi}.</math>

where {{math|log(''r'')}} denotes the [[natural logarithm]]. Note that, with the opposite sign convention, this is the [[potential]] generated by a pointlike [[Potential flow|sink]] (see [[point particle]]), which is the solution of the [[Euler equations (fluid dynamics)|Euler equations]] in two-dimensional [[incompressible flow]].
:<math> u = -\frac{\log(r)}{2\pi}.</math>

where log(''r'') denotes the [[natural logarithm]]. Note that, with the opposite sign convention, this is the [[potential]] generated by a pointlike [[Potential flow|sink]] (see [[point particle]]), which is the solution of the [[Euler equations (fluid dynamics)|Euler equations]] in two-dimensional [[incompressible flow]].


===Green's function===
===Green's function===
A [[Green's function]] is a fundamental solution that also satisfies a suitable condition on the boundary ''S'' of a volume ''V''. For instance,
A [[Green's function]] is a fundamental solution that also satisfies a suitable condition on the boundary {{mvar|S}} of a volume {{mvar|V}}. For instance,
:<math>G(x,y,z;x',y',z')</math>
<math display="block">G(x,y,z;x',y',z')</math>

may satisfy
may satisfy
<math display="block"> \nabla \cdot \nabla G = -\delta(x-x',y-y',z-z') \qquad \text{in } V,</math>
<math display="block"> G = 0 \quad \text{if} \quad (x,y,z) \qquad \text{on } S.</math>


Now if {{math|''u''}} is any solution of the Poisson equation in {{mvar|V}}:
:<math> \nabla \cdot \nabla G = -\delta(x-x',y-y',z-z') \qquad \hbox{in } V,</math>
:<math> G = 0 \quad \hbox{if} \quad (x,y,z) \qquad \hbox{on } S.</math>
<math display="block"> \nabla \cdot \nabla u = -f,</math>


and {{math|''u''}} assumes the boundary values {{math|''g''}} on {{mvar|S}}, then we may apply [[Green's identities|Green's identity]], (a consequence of the divergence theorem) which states that
Now if ''u'' is any solution of the Poisson equation in ''V'':


<math display="block"> \iiint_V \left[ G \, \nabla \cdot \nabla u - u \, \nabla \cdot \nabla G \right]\, dV = \iiint_V \nabla \cdot \left[ G \nabla u - u \nabla G \right]\, dV = \iint_S \left[ G u_n -u G_n \right] \, dS. \,</math>
:<math> \nabla \cdot \nabla u = -f,</math>


The notations ''u<sub>n</sub>'' and ''G<sub>n</sub>'' denote normal derivatives on {{math|''S''}}. In view of the conditions satisfied by {{math|''u''}} and {{math|''G''}}, this result simplifies to
and ''u'' assumes the boundary values ''g'' on ''S'', then we may apply [[Green's identities|Green's identity]], (a consequence of the divergence theorem) which states that


:<math> \iiint_V \left[ G \, \nabla \cdot \nabla u - u \, \nabla \cdot \nabla G \right]\, dV = \iiint_V \nabla \cdot \left[ G \nabla u - u \nabla G \right]\, dV = \iint_S \left[ G u_n -u G_n \right] \, dS. \,</math>
<math display="block"> u(x',y',z') = \iiint_V G f \, dV + \iint_S G_n g \, dS. \,</math>


Thus the Green's function describes the influence at {{math|(''x''′, ''y''′, ''z''′)}} of the data {{math|''f''}} and {{math|''g''}}. For the case of the interior of a sphere of radius {{math|''a''}}, the Green's function may be obtained by means of a reflection {{harv| Sommerfeld| 1949}}: the source point {{math|''P''}} at distance {{math|''ρ''}} from the center of the sphere is reflected along its radial line to a point ''P''' that is at a distance
The notations ''u<sub>n</sub>'' and ''G<sub>n</sub>'' denote normal derivatives on ''S''. In view of the conditions satisfied by ''u'' and ''G'', this result simplifies to


:<math> u(x',y',z') = \iiint_V G f \, dV + \iint_S G_n g \, dS. \,</math>
<math display="block"> \rho' = \frac{a^2}{\rho}. \,</math>

Thus the Green's function describes the influence at {{nowrap|(''x''′, ''y''′, ''z''′)}} of the data ''f'' and ''g''. For the case of the interior of a sphere of radius ''a'', the Green's function may be obtained by means of a reflection {{harv| Sommerfeld| 1949}}: the source point ''P'' at distance ''ρ'' from the center of the sphere is reflected along its radial line to a point ''P''' that is at a distance

:<math> \rho' = \frac{a^2}{\rho}. \,</math>

Note that if ''P'' is inside the sphere, then ''P''' will be outside the sphere. The Green's function is then given by

:<math> \frac{1}{4 \pi R} - \frac{a}{4 \pi \rho R'}, \,</math>

where ''R'' denotes the distance to the source point ''P'' and ''R''′ denotes the distance to the reflected point ''P''′. A consequence of this expression for the Green's function is the '''[[Poisson integral formula]]'''. Let ''ρ'', ''θ'', and ''φ'' be [[spherical coordinates]] for the source point ''P''. Here ''θ'' denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values ''g'' inside the sphere is given by

:<math>u(P) =\frac{1}{4\pi} a^3\left(1-\frac{\rho^2}{a^2}\right) \int_0^{2\pi}\int_0^{\pi} \frac{g(\theta',\varphi') \sin \theta'}{(a^2 + \rho^2 - 2 a \rho \cos \Theta)^{\frac{3}{2}}} d\theta' \, d\varphi'</math> {{harv|Zachmanoglou|1986|loc=p. 228}}


Note that if {{math|''P''}} is inside the sphere, then ''P&prime;'' will be outside the sphere. The Green's function is then given by
<math display="block"> \frac{1}{4 \pi R} - \frac{a}{4 \pi \rho R'}, \,</math>
where {{mvar|R}} denotes the distance to the source point {{mvar|''P''}} and {{math|''R''′}} denotes the distance to the reflected point ''P''′. A consequence of this expression for the Green's function is the '''[[Poisson integral formula]]'''. Let {{mvar|ρ}}, {{mvar|θ}}, and {{mvar|φ}} be [[spherical coordinates]] for the source point {{math|''P''}}. Here {{mvar|θ}} denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values {{math|''g''}} inside the sphere is given by{{harv|Zachmanoglou|Thoe|1986|loc=p. 228}}
<math display="block">u(P) =\frac{1}{4\pi} a^3\left(1-\frac{\rho^2}{a^2}\right) \int_0^{2\pi}\int_0^{\pi} \frac{g(\theta',\varphi') \sin \theta'}{(a^2 + \rho^2 - 2 a \rho \cos \Theta)^{\frac{3}{2}}} d\theta' \, d\varphi'</math>
where
where
<math display="block"> \cos \Theta = \cos \theta \cos \theta' + \sin\theta \sin\theta'\cos(\varphi -\varphi')</math>

is the cosine of the angle between {{math|(''θ'', ''φ'')}} and {{math|(''θ''′, ''φ''′)}}. A simple consequence of this formula is that if {{math|''u''}} is a harmonic function, then the value of {{math|''u''}} at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.
:<math> \cos \Theta = \cos \theta \cos \theta' + \sin\theta \sin\theta'\cos(\varphi -\varphi')</math>

is the cosine of the angle between {{nowrap|(''θ'', ''φ'')}} and {{nowrap|(''θ''′, ''φ''′)}}. A simple consequence of this formula is that if ''u'' is a harmonic function, then the value of ''u'' at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.


=== Laplace's spherical harmonics ===
=== Laplace's spherical harmonics ===
{{Main|Spherical harmonics#Laplace's spherical harmonics}}
{{Main|Spherical harmonics#Laplace's spherical harmonics}}
[[File:Rotating_spherical_harmonics.gif|right|thumb|Real (Laplace) spherical harmonics {{math|''Y<sub>ℓ</sub><sup>m</sup>''}} for {{math|''ℓ'' {{=}} 0, , 4}} (top to bottom) and {{math|''m'' {{=}} 0, , ''ℓ''}} (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics <math>Y_{\ell}^{-m}</math> would be shown rotated about the ''z'' axis by <math>90^\circ/m</math> with respect to the positive order ones.)]]
[[File:Rotating_spherical_harmonics.gif|right|thumb|Real (Laplace) spherical harmonics {{math|''Y<sub>ℓ</sub><sup>m</sup>''}} for {{math|1=''ℓ'' = 0, ..., 4}} (top to bottom) and {{math|1=''m'' = 0, ..., ''ℓ''}} (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics <math>Y_{\ell}^{-m}</math> would be shown rotated about the {{math|''z''}} axis by <math>90^\circ/m</math> with respect to the positive order ones.)]]
Laplace's equation in [[Spherical coordinate system|spherical coordinates]] is:<ref>The approach to spherical harmonics taken here is found in {{harv|Courant|Hilbert|1966|loc=§V.8, §VII.5}}.</ref>
Laplace's equation in [[Spherical coordinate system|spherical coordinates]] is:<ref>The approach to spherical harmonics taken here is found in {{harv|Courant|Hilbert|1962|loc=§V.8, §VII.5}}.</ref>


: <math> \nabla^2 f = \frac{1}{r^2} \frac{\partial}{\partial r}\left(r^2 \frac{\partial f}{\partial r}\right)
<math display="block"> \nabla^2 f = \frac{1}{r^2} \frac{\partial}{\partial r}\left(r^2 \frac{\partial f}{\partial r}\right)
+ \frac{1}{r^2 \sin\theta} \frac{\partial}{\partial \theta}\left(\sin\theta \frac{\partial f}{\partial \theta}\right)
+ \frac{1}{r^2 \sin\theta} \frac{\partial}{\partial \theta}\left(\sin\theta \frac{\partial f}{\partial \theta}\right)
+ \frac{1}{r^2 \sin^2\theta} \frac{\partial^2 f}{\partial \varphi^2} = 0.</math>
+ \frac{1}{r^2 \sin^2\theta} \frac{\partial^2 f}{\partial \varphi^2} = 0.</math>


Consider the problem of finding solutions of the form {{math|''f''(''r'', ''θ'', ''φ'') {{=}} ''R''(''r'') ''Y''(''θ'', ''φ'')}}. By [[Separation of variables#pde|separation of variables]], two differential equations result by imposing Laplace's equation:
Consider the problem of finding solutions of the form {{math|1=''f''(''r'', ''θ'', ''φ'') = ''R''(''r'') ''Y''(''θ'', ''φ'')}}. By [[Separation of variables#pde|separation of variables]], two differential equations result by imposing Laplace's equation:


: <math>\frac{1}{R}\frac{d}{dr}\left(r^2\frac{dR}{dr}\right) = \lambda,\qquad \frac{1}{Y}\frac{1}{\sin\theta}\frac{\partial}{\partial\theta}\left(\sin\theta \frac{\partial Y}{\partial\theta}\right) + \frac{1}{Y}\frac{1}{\sin^2\theta}\frac{\partial^2Y}{\partial\varphi^2} = -\lambda.</math>
<math display="block">\frac{1}{R}\frac{d}{dr}\left(r^2\frac{dR}{dr}\right) = \lambda,\qquad \frac{1}{Y}\frac{1}{\sin\theta}\frac{\partial}{\partial\theta}\left(\sin\theta \frac{\partial Y}{\partial\theta}\right) + \frac{1}{Y}\frac{1}{\sin^2\theta}\frac{\partial^2Y}{\partial\varphi^2} = -\lambda.</math>


The second equation can be simplified under the assumption that {{math|''Y''}} has the form {{math|''Y''(''θ'', ''φ'') {{=}} Θ(''θ'') Φ(''φ'')}}. Applying separation of variables again to the second equation gives way to the pair of differential equations
The second equation can be simplified under the assumption that {{math|''Y''}} has the form {{math|1=''Y''(''θ'', ''φ'') = Θ(''θ'') Φ(''φ'')}}. Applying separation of variables again to the second equation gives way to the pair of differential equations


: <math>\frac{1}{\Phi} \frac{d^2 \Phi}{d\varphi^2} = -m^2</math>
<math display="block">\frac{1}{\Phi} \frac{d^2 \Phi}{d\varphi^2} = -m^2</math>
: <math>\lambda\sin^2\theta + \frac{\sin\theta}{\Theta} \frac{d}{d\theta} \left(\sin\theta \frac{d\Theta}{d\theta}\right) = m^2</math>
<math display="block">\lambda\sin^2\theta + \frac{\sin\theta}{\Theta} \frac{d}{d\theta} \left(\sin\theta \frac{d\Theta}{d\theta}\right) = m^2</math>


for some number {{math|''m''}}. A priori, {{math|''m''}} is a complex constant, but because {{math|Φ}} must be a [[periodic function]] whose period evenly divides {{math|2''π''}}, {{math|''m''}} is necessarily an integer and {{math|Φ}} is a linear combination of the complex exponentials {{math|''e''<sup>± ''imφ''</sup>}}. The solution function {{math|''Y''(''θ'', ''φ'')}} is regular at the poles of the sphere, where {{math|''θ'' {{=}} 0, ''π''}}. Imposing this regularity in the solution {{math|Θ}} of the second equation at the boundary points of the domain is a [[Sturm–Liouville problem]] that forces the parameter {{math|''λ''}} to be of the form {{math|''λ'' {{=}} ''ℓ'' (''ℓ'' + 1)}} for some non-negative integer with {{math|''ℓ'' ≥ {{!}}''m''{{!}}}}; this is also explained [[Spherical harmonics#Orbital angular momentum|below]] in terms of the [[Angular momentum operator|orbital angular momentum]]. Furthermore, a change of variables {{math|''t'' {{=}} cos ''θ''}} transforms this equation into the [[Associated Legendre function|Legendre equation]], whose solution is a multiple of the [[associated Legendre polynomial]] {{math|''P<sub>ℓ</sub><sup>m</sup>''(cos ''θ'')}} . Finally, the equation for {{math|''R''}} has solutions of the form {{math|''R''(''r'') {{=}} ''A r<sup>ℓ</sup>'' + ''B r''<sup>−''ℓ'' − 1</sup>}}; requiring the solution to be regular throughout {{math|'''R'''<sup>3</sup>}} forces {{math|''B'' {{=}} 0}}.<ref>Physical applications often take the solution that vanishes at infinity, making {{math|''A'' {{=}} 0}}. This does not affect the angular portion of the spherical harmonics.</ref>
for some number {{math|''m''}}. A priori, {{math|''m''}} is a complex constant, but because {{math|Φ}} must be a [[periodic function]] whose period evenly divides {{math|2''π''}}, {{math|''m''}} is necessarily an integer and {{math|Φ}} is a linear combination of the complex exponentials {{math|''e''<sup>±''imφ''</sup>}}. The solution function {{math|''Y''(''θ'', ''φ'')}} is regular at the poles of the sphere, where {{math|1=''θ'' = 0, ''π''}}. Imposing this regularity in the solution {{math|Θ}} of the second equation at the boundary points of the domain is a [[Sturm–Liouville problem]] that forces the parameter {{math|''λ''}} to be of the form {{math|1=''λ'' = ''ℓ'' (''ℓ'' + 1)}} for some non-negative integer with {{math|''ℓ'' ≥ {{!}}''m''{{!}}}}; this is also explained [[Spherical harmonics#Orbital angular momentum|below]] in terms of the [[Angular momentum operator|orbital angular momentum]]. Furthermore, a change of variables {{math|1=''t'' = cos ''θ''}} transforms this equation into the [[Associated Legendre function|Legendre equation]], whose solution is a multiple of the [[associated Legendre polynomial]] {{math|''P<sub>ℓ</sub><sup>m</sup>''(cos ''θ'')}} . Finally, the equation for {{math|''R''}} has solutions of the form {{math|1=''R''(''r'') = ''A r<sup>ℓ</sup>'' + ''B r''<sup>−''ℓ'' − 1</sup>}}; requiring the solution to be regular throughout {{math|'''R'''<sup>3</sup>}} forces {{math|1=''B'' = 0}}.<ref group=note>Physical applications often take the solution that vanishes at infinity, making {{math|1=''A'' = 0}}. This does not affect the angular portion of the spherical harmonics.</ref>

Here the solution was assumed to have the special form {{math|''Y''(''θ'', ''φ'') {{=}} Θ(''θ'') Φ(''φ'')}}. For a given value of {{math|''ℓ''}}, there are {{math|2''ℓ'' + 1}} independent solutions of this form, one for each integer {{math|''m''}} with {{math|−''ℓ'' ≤ ''m'' ≤ ''ℓ''}}. These angular solutions are a product of [[Trigonometric function|trigonometric functions]], here represented as a [[Euler's formula|complex exponential]], and associated Legendre polynomials:

: <math> Y_\ell^m (\theta, \varphi ) = N e^{i m \varphi } P_\ell^m (\cos{\theta} )</math>


Here the solution was assumed to have the special form {{math|1=''Y''(''θ'', ''φ'') = Θ(''θ'') Φ(''φ'')}}. For a given value of {{math|''ℓ''}}, there are {{math|2''ℓ'' + 1}} independent solutions of this form, one for each integer {{math|''m''}} with {{math|−''ℓ'' ≤ ''m'' ≤ ''ℓ''}}. These angular solutions are a product of [[trigonometric function]]s, here represented as a [[Euler's formula|complex exponential]], and associated Legendre polynomials:
<math display="block"> Y_\ell^m (\theta, \varphi ) = N e^{i m \varphi } P_\ell^m (\cos{\theta} )</math>
which fulfill
which fulfill
<math display="block"> r^2\nabla^2 Y_\ell^m (\theta, \varphi ) = -\ell (\ell + 1 ) Y_\ell^m (\theta, \varphi ).</math>


Here {{math|''Y<sub>ℓ</sub><sup>m</sup>''}} is called a spherical harmonic function of degree {{mvar|ℓ}} and order {{mvar|m}}, {{math|''P<sub>ℓ</sub><sup>m</sup>''}} is an [[associated Legendre polynomial]], {{math|''N''}} is a normalization constant, and {{mvar|θ}} and {{mvar|φ}} represent colatitude and longitude, respectively. In particular, the [[colatitude]] {{mvar|θ}}, or polar angle, ranges from {{math|0}} at the North Pole, to {{math|''π''/2}} at the Equator, to {{math|''π''}} at the South Pole, and the [[longitude]] {{mvar|φ}}, or [[azimuth]], may assume all values with {{math|0 ≤ ''φ'' < 2''π''}}. For a fixed integer {{mvar|ℓ}}, every solution {{math|''Y''(''θ'', ''φ'')}} of the eigenvalue problem
: <math> r^2\nabla^2 Y_\ell^m (\theta, \varphi ) = -\ell (\ell + 1 ) Y_\ell^m (\theta, \varphi ).</math>
<math display="block"> r^2\nabla^2 Y = -\ell (\ell + 1 ) Y</math>

Here {{math|''Y<sub>ℓ</sub><sup>m</sup>''}} is called a spherical harmonic function of degree {{math|''ℓ''}} and order {{math|''m''}}, {{math|''P<sub>ℓ</sub><sup>m</sup>''}} is an [[associated Legendre polynomial]], {{math|''N''}} is a normalization constant, and {{math|''θ''}} and {{math|''φ''}} represent colatitude and longitude, respectively. In particular, the [[colatitude]] {{math|''θ''}}, or polar angle, ranges from {{math|''0''}} at the North Pole, to {{math|''π''/2}} at the Equator, to {{math|''π''}} at the South Pole, and the [[longitude]] {{math|''φ''}}, or [[azimuth]], may assume all values with {{math|0 ≤ ''φ'' < 2''π''}}. For a fixed integer {{math|''ℓ''}}, every solution {{math|''Y''(''θ'', ''φ'')}} of the eigenvalue problem

: <math> r^2\nabla^2 Y = -\ell (\ell + 1 ) Y</math>

is a [[linear combination]] of {{math|''Y<sub>ℓ</sub><sup>m</sup>''}}. In fact, for any such solution, {{math|''r<sup>ℓ</sup> Y''(''θ'', ''φ'')}} is the expression in spherical coordinates of a [[homogeneous polynomial]] that is harmonic (see [[Spherical harmonics#Higher dimensions|below]]), and so counting dimensions shows that there are {{math|2''ℓ'' + 1}} linearly independent such polynomials.
is a [[linear combination]] of {{math|''Y<sub>ℓ</sub><sup>m</sup>''}}. In fact, for any such solution, {{math|''r<sup>ℓ</sup> Y''(''θ'', ''φ'')}} is the expression in spherical coordinates of a [[homogeneous polynomial]] that is harmonic (see [[Spherical harmonics#Higher dimensions|below]]), and so counting dimensions shows that there are {{math|2''ℓ'' + 1}} linearly independent such polynomials.


The general solution to Laplace's equation in a ball centered at the origin is a [[linear combination]] of the spherical harmonic functions multiplied by the appropriate scale factor {{math|''r<sup>ℓ</sup>''}},
The general solution to Laplace's equation in a ball centered at the origin is a [[linear combination]] of the spherical harmonic functions multiplied by the appropriate scale factor {{math|''r<sup>ℓ</sup>''}},
<math display="block"> f(r, \theta, \varphi) = \sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell f_\ell^m r^\ell Y_\ell^m (\theta, \varphi ), </math>

: <math> f(r, \theta, \varphi) = \sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell f_\ell^m r^\ell Y_\ell^m (\theta, \varphi ), </math>

where the {{math|''f<sub>ℓ</sub><sup>m</sup>''}} are constants and the factors {{math|''r<sup>ℓ</sup> Y<sub>ℓ</sub><sup>m</sup>''}} are known as [[solid harmonics]]. Such an expansion is valid in the [[Ball (mathematics)|ball]]
where the {{math|''f<sub>ℓ</sub><sup>m</sup>''}} are constants and the factors {{math|''r<sup>ℓ</sup> Y<sub>ℓ</sub><sup>m</sup>''}} are known as [[solid harmonics]]. Such an expansion is valid in the [[Ball (mathematics)|ball]]
<math display="block"> r < R = \frac{1}{\limsup_{\ell\to\infty} |f_\ell^m|^{{1}/{\ell}}}.</math>


For <math> r > R</math>, the solid harmonics with negative powers of <math>r</math> are chosen instead. In that case, one needs to expand the solution of known regions in [[Laurent series]] (about <math>r=\infty</math>), instead of [[Taylor series]] (about <math>r = 0</math>), to match the terms and find <math>f^m_\ell</math>.
: <math> r < R = \frac{1}{\limsup_{\ell\to\infty} |f_\ell^m|^{\frac{1}{\ell}}}.</math>


===Electrostatics and magnetostatics===
For <math> r > R</math>, the solid harmonics with negative powers of <math>r</math> are chosen instead. In that case, one needs to expand the solution of known regions in [[Laurent series]] (about <math>r=\infty</math>), instead of [[Taylor series]] (about <math>r=0</math>), to match the terms and find <math>f^m_\ell</math>.
Let <math>\mathbf{E}</math> be the electric field, <math>\rho</math> be the electric charge density, and <math>\varepsilon_0</math> be the permittivity of free space. Then [[Gauss's law]] for electricity (Maxwell's first equation) in differential form states<ref name="Griffiths-2">Griffiths, David J. ''Introduction to Electrodynamics''. 4th ed., Pearson, 2013. Chapter 2: Electrostatics. p. 83-4. {{ISBN|978-1-108-42041-9}}.</ref>

<math display="block">\nabla \cdot \mathbf{E} = \frac{\rho}{\varepsilon_0}.</math>
===Electrostatics===
Let <math>\mathbf{E}</math> be the electric field, <math>\rho</math> be the electric charge density, and <math>\varepsilon_0</math> be the permittivity of free space. Then Gauss's law for electricity (Maxwell's first equation) in differential form states<ref name="Griffiths-2">Griffiths, David J. ''Introduction to Electrodynamics''. Fourth ed., Pearson, 2013. Chapter 2: Electrostatics. p. 83-4. {{ISBN|978-1-108-42041-9}}.</ref>

<math>\nabla \cdot \mathbf{E} = \frac{\rho}{\epsilon_0}.</math>


Now, the electric field can be expressed as the negative gradient of the electric potential <math>V</math>,
Now, the electric field can be expressed as the negative gradient of the electric potential <math>V</math>,
<math display="block">\mathbf E=-\nabla V,</math>

<math>\mathbf E=-\nabla V,</math>

if the field is irrotational, <math>\nabla \times \mathbf{E} = \mathbf{0}</math>. The irrotationality of <math>\mathbf{E}</math> is also known as the electrostatic condition.<ref name="Griffiths-2"/>
if the field is irrotational, <math>\nabla \times \mathbf{E} = \mathbf{0}</math>. The irrotationality of <math>\mathbf{E}</math> is also known as the electrostatic condition.<ref name="Griffiths-2"/>


<math>\nabla\cdot\mathbf E=\nabla\cdot(-\nabla V)=-\nabla^2V</math>
<math display="block">\nabla\cdot\mathbf E = \nabla\cdot(-\nabla V)=-\nabla^2 V</math>
<math display="block">\nabla^2 V = -\nabla\cdot\mathbf E</math>

<math>\nabla^2V=-\nabla\cdot\mathbf E</math>


Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,<ref name="Griffiths-2"/>
Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,<ref name="Griffiths-2"/>
<math display="block">\nabla^2 V = -\frac{\rho}{\varepsilon_0}.</math>

<math>\nabla^2V = -\frac{\rho}{\varepsilon_0}.</math>


In the particular case of a source-free region, <math>\rho = 0</math> and Poisson's equation reduces to Laplace's equation for the electric potential.<ref name="Griffiths-2"/>
In the particular case of a source-free region, <math>\rho = 0</math> and Poisson's equation reduces to Laplace's equation for the electric potential.<ref name="Griffiths-2"/>


If the electrostatic potential <math>V</math> is specified on the boundary of a region <math>\mathcal{R}</math>, then it is uniquely determined. If <math>\mathcal{R}</math> is surrounded by a conducting material with a specified charge density <math>\rho</math>, and if the total charge <math>Q</math> is known, then <math>V</math> is also unique.<ref name="Griffiths-3">Griffiths, David J. ''Introduction to Electrodynamics''. Fourth ed., Pearson, 2013. Chapter 3: Potentials. p. 119-121. {{ISBN|978-1-108-42041-9}}.</ref>
If the electrostatic potential <math>V</math> is specified on the boundary of a region <math>\mathcal{R}</math>, then it is uniquely determined. If <math>\mathcal{R}</math> is surrounded by a conducting material with a specified charge density <math>\rho</math>, and if the total charge <math>Q</math> is known, then <math>V</math> is also unique.<ref name="Griffiths-3">Griffiths, David J. ''Introduction to Electrodynamics''. 4th ed., Pearson, 2013. Chapter 3: Potentials. p. 119-121. {{ISBN|978-1-108-42041-9}}.</ref>


For the magnetic field, when there is no free current, <math display="block">\nabla\times\mathbf{H} = \mathbf{0},</math>. We can thus define a [[Magnetic scalar potential]], {{math|''ψ''}}, as
A potential that doesn't satisfy Laplace's equation together with the boundary condition is an invalid electrostatic potential.
<math display="block">\mathbf{H} = -\nabla\psi.</math>


With the definition of {{math|'''H'''}}:
==Gravitation==
<math display="block">\nabla\cdot\mathbf{B} = \mu_{0}\nabla\cdot\left(\mathbf{H} + \mathbf{M}\right) = 0,</math>
{{Unreferenced section|date=December 2019}}
it follows that
Let <math>\mathbf{g}</math> be the gravitational field, <math>\rho</math> the mass density, and <math>G</math> the gravitational constant. Then Gauss's law for gravitation in differential form is
<math display="block">\nabla^2 \psi = -\nabla\cdot\mathbf{H} = \nabla\cdot\mathbf{M}.</math>


Similar to electrostatics, in a source-free region, <math>\mathbf{M} = 0</math> and Poisson's equation reduces to Laplace's equation for the magnetic scalar potential ,
:<math>\nabla\cdot\mathbf g=-4\pi G\rho.</math>
<math display="block">\nabla^2 \psi = 0</math>


A potential that does not satisfy Laplace's equation together with the boundary condition is an invalid electrostatic or magnetic scalar potential.
The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential:


==Gravitation==
:<math>\mathbf g=-\nabla V,</math>
Let <math>\mathbf{g}</math> be the gravitational field, <math>\rho</math> the mass density, and <math>G</math> the gravitational constant. Then Gauss's law for gravitation in differential form is<ref name=":0">{{Cite journal |last1=Chicone |first1=C. |last2=Mashhoon |first2=B. |date=2011-11-20 |title=Nonlocal Gravity: Modified Poisson's Equation |journal=Journal of Mathematical Physics |volume=53 |issue=4 |page=042501 |language=en |doi=10.1063/1.3702449|arxiv=1111.4702 |s2cid=118707082 }}</ref>
<math display="block">\nabla\cdot\mathbf g=-4\pi G\rho.</math>


The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential:
:<math>\nabla\cdot\mathbf g=\nabla\cdot(-\nabla V)=-\nabla^2V,</math>
<math display="block">\begin{align}

\mathbf g &= -\nabla V, \\
:<math>\implies\nabla^2V=-\nabla\cdot\mathbf g.</math>
\nabla\cdot\mathbf g &= \nabla\cdot(-\nabla V) = -\nabla^2 V, \\
\implies\nabla^2 V &= -\nabla\cdot\mathbf g.
\end{align}</math>


Using the differential form of Gauss's law of gravitation, we have
Using the differential form of Gauss's law of gravitation, we have
<math display="block">\nabla^2 V = 4\pi G\rho,</math>

which is Poisson's equation for gravitational fields.<ref name=":0" />
:<math>\nabla^2V=4\pi G\rho,</math>

which is Poisson's equation for gravitational fields.


In empty space, <math>\rho=0</math> and we have
In empty space, <math>\rho=0</math> and we have
<math display="block">\nabla^2 V = 0,</math>

:<math>\nabla^2V=0,</math>

which is Laplace's equation for gravitational fields.
which is Laplace's equation for gravitational fields.


==In the Schwarzschild metric==
==In the Schwarzschild metric==


S. Persides<ref>{{cite journal|last1=Persides|first1=S.|title=The Laplace and poisson equations in Schwarzschild's space-time|journal=Journal of Mathematical Analysis and Applications|date=1973|volume=43|issue=3|pages=571–578|doi=10.1016/0022-247X(73)90277-1 |doi-access=free}}</ref> solved the Laplace equation in [[Schwarzschild metric|Schwarzschild spacetime]] on hypersurfaces of constant ''t''. Using the canonical variables ''r'', ''θ'', ''φ'' the solution is
S. Persides<ref>{{cite journal|last1=Persides|first1=S.|title=The Laplace and poisson equations in Schwarzschild's space-time| journal=Journal of Mathematical Analysis and Applications|date=1973|volume=43|issue=3| pages=571–578| doi=10.1016/0022-247X(73)90277-1 | bibcode=1973JMAA...43..571P | doi-access=free}}</ref> solved the Laplace equation in [[Schwarzschild metric|Schwarzschild spacetime]] on hypersurfaces of constant {{mvar|t}}. Using the canonical variables {{mvar|r}}, {{mvar|θ}}, {{mvar|φ}} the solution is
<math display="block">\Psi(r,\theta,\varphi) = R(r)Y_l(\theta,\varphi),</math>

where {{math|''Y<sub>l</sub>''(''θ'', ''φ'')}} is a [[Spherical harmonics|spherical harmonic function]], and
:<math>
<math display="block">
\Psi(r,\theta,\varphi)=R(r)Y_l(\theta,\varphi),
R(r) = (-1)^l\frac{(l!)^2r_s^l}{(2l)!}P_l\left(1-\frac{2r}{r_s}\right)+(-1)^{l+1}\frac{2(2l+1)!}{(l)!^2r_s^{l+1}}Q_l\left(1-\frac{2r}{r_s}\right).
</math>

where {{nowrap|''Y<sub>l</sub>''(''θ'', ''φ'')}} is a [[Spherical harmonics|spherical harmonic function]], and

:<math>
R(r)=(-1)^l\frac{(l!)^2r_s^l}{(2l)!}P_l\left(1-\frac{2r}{r_s}\right)+(-1)^{l+1}\frac{2(2l+1)!}{(l)!^2r_s^{l+1}}Q_l\left(1-\frac{2r}{r_s}\right).
</math>
</math>


Here ''P<sub>l</sub>'' and ''Q<sub>l</sub>'' are [[Legendre functions]] of the first and second kind, respectively, while ''r<sub>s</sub>'' is the [[Schwarzschild radius]]. The parameter ''l'' is an arbitrary non-negative integer.
Here {{math|''P<sub>l</sub>''}} and {{math|''Q<sub>l</sub>''}} are [[Legendre functions]] of the first and second kind, respectively, while {{math|''r<sub>s</sub>''}} is the [[Schwarzschild radius]]. The parameter {{mvar|l}} is an arbitrary non-negative integer.


==See also==
==See also==
* [[6-sphere coordinates]], a coordinate system under which Laplace's equation becomes [[Separable partial differential equation|''R''-separable]]
* [[6-sphere coordinates]], a coordinate system under which Laplace's equation becomes [[Separable partial differential equation|''R''-separable]]
* [[Helmholtz equation]], a general case of Laplace's equation.
* [[Helmholtz equation]], a generalization of Laplace's equation
* [[Spherical harmonic]]
* [[Spherical harmonic]]
* [[Quadrature domains]]
* [[Quadrature domains]]
Line 301: Line 261:
* [[Earnshaw's theorem]] uses the Laplace equation to show that stable static ferromagnetic suspension is impossible
* [[Earnshaw's theorem]] uses the Laplace equation to show that stable static ferromagnetic suspension is impossible
* [[Vector Laplacian]]
* [[Vector Laplacian]]
*[[Fundamental solution]]
* [[Fundamental solution]]


==Notes==
==Notes==
Line 308: Line 268:
==References==
==References==
{{reflist}}
{{reflist}}

==Sources==
* {{Citation|first1=Richard|last1=Courant|author-link1=Richard Courant|first2=David|last2=Hilbert|author-link2=David Hilbert | title=Methods of Mathematical Physics, Volume I | publisher=Wiley-Interscience | year=1962}}.
* {{Cite book |first=A. |last=Sommerfeld |title=Partial Differential Equations in Physics |publisher=Academic Press |location=New York |year=1949 }}
* {{Cite book |isbn=9780486652511|title=Introduction to Partial Differential Equations with Applications |last1=Zachmanoglou |first1=E. C. |last2=Thoe |first2=Dale W. |year= 1986| publisher=Dover |location=New York }}


== Further reading ==
== Further reading ==
* {{Cite book |first=L. C. |last=Evans |title=Partial Differential Equations |publisher=American Mathematical Society |location=Providence |year=1998 |isbn=978-0-8218-0772-9 }}
* {{Cite book |first=L. C. |last=Evans |title=Partial Differential Equations |publisher=American Mathematical Society | location=Providence |year=1998 |isbn=978-0-8218-0772-9 }}
* {{Cite book |first=I. G. |last=Petrovsky |title=Partial Differential Equations |publisher=W. B. Saunders |location=Philadelphia |year=1967 }}
* {{Cite book |first=I. G. |last=Petrovsky |title=Partial Differential Equations |publisher=W. B. Saunders |location=Philadelphia |year=1967 }}
* {{Cite book |first=A. D. |last=Polyanin |title=Handbook of Linear Partial Differential Equations for Engineers and Scientists |publisher=Chapman & Hall/CRC Press |location=Boca Raton |year=2002 |isbn=978-1-58488-299-2 }}
* {{Cite book |first=A. D. |last=Polyanin |title=Handbook of Linear Partial Differential Equations for Engineers and Scientists |publisher=Chapman & Hall/CRC Press |location=Boca Raton |year=2002 |isbn=978-1-58488-299-2 }}
* {{Cite book |first=A. |last=Sommerfeld |title=Partial Differential Equations in Physics |publisher=Academic Press |location=New York |year=1949 }}
* {{Cite book |first=E. C. |last=Zachmanoglou |title=Introduction to Partial Differential Equations with Applications |publisher=Dover |location=New York |year=1986 }}


==External links==
==External links==
Line 324: Line 287:


[[Category:Elliptic partial differential equations]]
[[Category:Elliptic partial differential equations]]
[[Category:Eponymous equations of physics]]
[[Category:Harmonic functions]]
[[Category:Harmonic functions]]
[[Category:Equations]]
[[Category:Fourier analysis]]
[[Category:Fourier analysis]]
[[Category:Pierre-Simon Laplace|Equation]]
[[Category:Pierre-Simon Laplace|Equation]]

Latest revision as of 13:35, 19 November 2024

In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties. This is often written as or where is the Laplace operator,[note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.

If the right-hand side is specified as a given function, , we have

This is called Poisson's equation, a generalization of Laplace's equation. Laplace's equation and Poisson's equation are the simplest examples of elliptic partial differential equations. Laplace's equation is also a special case of the Helmholtz equation.

The general theory of solutions to Laplace's equation is known as potential theory. The twice continuously differentiable solutions of Laplace's equation are the harmonic functions,[1] which are important in multiple branches of physics, notably electrostatics, gravitation, and fluid dynamics. In the study of heat conduction, the Laplace equation is the steady-state heat equation.[2] In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.

Forms in different coordinate systems

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In rectangular coordinates,[3]

In cylindrical coordinates,[3]

In spherical coordinates, using the convention,[3]

More generally, in arbitrary curvilinear coordinates i), or where gij is the Euclidean metric tensor relative to the new coordinates and Γ denotes its Christoffel symbols.

Boundary conditions

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Laplace's equation on an annulus (inner radius r = 2 and outer radius R = 4) with Dirichlet boundary conditions u(r=2) = 0 and u(R=4) = 4 sin(5 θ)

The Dirichlet problem for Laplace's equation consists of finding a solution φ on some domain D such that φ on the boundary of D is equal to some given function. Since the Laplace operator appears in the heat equation, one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain does not change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.

The Neumann boundary conditions for Laplace's equation specify not the function φ itself on the boundary of D but its normal derivative. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of D alone. For the example of the heat equation it amounts to prescribing the heat flux through the boundary. In particular, at an adiabatic boundary, the normal derivative of φ is zero.

Solutions of Laplace's equation are called harmonic functions; they are all analytic within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the principle of superposition, is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.

In two dimensions

[edit]

Laplace's equation in two independent variables in rectangular coordinates has the form

Analytic functions

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The real and imaginary parts of a complex analytic function both satisfy the Laplace equation. That is, if z = x + iy, and if then the necessary condition that f(z) be analytic is that u and v be differentiable and that the Cauchy–Riemann equations be satisfied: where ux is the first partial derivative of u with respect to x. It follows that Therefore u satisfies the Laplace equation. A similar calculation shows that v also satisfies the Laplace equation. Conversely, given a harmonic function, it is the real part of an analytic function, f(z) (at least locally). If a trial form is then the Cauchy–Riemann equations will be satisfied if we set This relation does not determine ψ, but only its increments: The Laplace equation for φ implies that the integrability condition for ψ is satisfied: and thus ψ may be defined by a line integral. The integrability condition and Stokes' theorem implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called conjugate harmonic functions. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if r and θ are polar coordinates and then a corresponding analytic function is

However, the angle θ is single-valued only in a region that does not enclose the origin.

The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a power series, at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the wave equation, which generally have less regularity[citation needed].

There is an intimate connection between power series and Fourier series. If we expand a function f in a power series inside a circle of radius R, this means that with suitably defined coefficients whose real and imaginary parts are given by Therefore which is a Fourier series for f. These trigonometric functions can themselves be expanded, using multiple angle formulae.

Fluid flow

[edit]

Let the quantities u and v be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that and the condition that the flow be irrotational is that If we define the differential of a function ψ by then the continuity condition is the integrability condition for this differential: the resulting function is called the stream function because it is constant along flow lines. The first derivatives of ψ are given by and the irrotationality condition implies that ψ satisfies the Laplace equation. The harmonic function φ that is conjugate to ψ is called the velocity potential. The Cauchy–Riemann equations imply that Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.

Electrostatics

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According to Maxwell's equations, an electric field (u, v) in two space dimensions that is independent of time satisfies and where ρ is the charge density. The first Maxwell equation is the integrability condition for the differential so the electric potential φ may be constructed to satisfy The second of Maxwell's equations then implies that which is the Poisson equation. The Laplace equation can be used in three-dimensional problems in electrostatics and fluid flow just as in two dimensions.

In three dimensions

[edit]

Fundamental solution

[edit]

A fundamental solution of Laplace's equation satisfies where the Dirac delta function δ denotes a unit source concentrated at the point (x′, y′, z′). No function has this property: in fact it is a distribution rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see weak solution). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a positive operator. The definition of the fundamental solution thus implies that, if the Laplacian of u is integrated over any volume that encloses the source point, then

The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance r from the source point. If we choose the volume to be a ball of radius a around the source point, then Gauss's divergence theorem implies that

It follows that on a sphere of radius r that is centered on the source point, and hence

Note that, with the opposite sign convention (used in physics), this is the potential generated by a point particle, for an inverse-square law force, arising in the solution of Poisson equation. A similar argument shows that in two dimensions where log(r) denotes the natural logarithm. Note that, with the opposite sign convention, this is the potential generated by a pointlike sink (see point particle), which is the solution of the Euler equations in two-dimensional incompressible flow.

Green's function

[edit]

A Green's function is a fundamental solution that also satisfies a suitable condition on the boundary S of a volume V. For instance, may satisfy

Now if u is any solution of the Poisson equation in V:

and u assumes the boundary values g on S, then we may apply Green's identity, (a consequence of the divergence theorem) which states that

The notations un and Gn denote normal derivatives on S. In view of the conditions satisfied by u and G, this result simplifies to

Thus the Green's function describes the influence at (x′, y′, z′) of the data f and g. For the case of the interior of a sphere of radius a, the Green's function may be obtained by means of a reflection (Sommerfeld 1949): the source point P at distance ρ from the center of the sphere is reflected along its radial line to a point P' that is at a distance

Note that if P is inside the sphere, then P′ will be outside the sphere. The Green's function is then given by where R denotes the distance to the source point P and R denotes the distance to the reflected point P′. A consequence of this expression for the Green's function is the Poisson integral formula. Let ρ, θ, and φ be spherical coordinates for the source point P. Here θ denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values g inside the sphere is given by(Zachmanoglou & Thoe 1986, p. 228) where is the cosine of the angle between (θ, φ) and (θ′, φ′). A simple consequence of this formula is that if u is a harmonic function, then the value of u at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.

Laplace's spherical harmonics

[edit]
Real (Laplace) spherical harmonics Ym for = 0, ..., 4 (top to bottom) and m = 0, ..., (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics would be shown rotated about the z axis by with respect to the positive order ones.)

Laplace's equation in spherical coordinates is:[4]

Consider the problem of finding solutions of the form f(r, θ, φ) = R(r) Y(θ, φ). By separation of variables, two differential equations result by imposing Laplace's equation:

The second equation can be simplified under the assumption that Y has the form Y(θ, φ) = Θ(θ) Φ(φ). Applying separation of variables again to the second equation gives way to the pair of differential equations

for some number m. A priori, m is a complex constant, but because Φ must be a periodic function whose period evenly divides 2π, m is necessarily an integer and Φ is a linear combination of the complex exponentials e±imφ. The solution function Y(θ, φ) is regular at the poles of the sphere, where θ = 0, π. Imposing this regularity in the solution Θ of the second equation at the boundary points of the domain is a Sturm–Liouville problem that forces the parameter λ to be of the form λ = ( + 1) for some non-negative integer with ≥ |m|; this is also explained below in terms of the orbital angular momentum. Furthermore, a change of variables t = cos θ transforms this equation into the Legendre equation, whose solution is a multiple of the associated Legendre polynomial Pm(cos θ) . Finally, the equation for R has solutions of the form R(r) = A r + B r − 1; requiring the solution to be regular throughout R3 forces B = 0.[note 2]

Here the solution was assumed to have the special form Y(θ, φ) = Θ(θ) Φ(φ). For a given value of , there are 2 + 1 independent solutions of this form, one for each integer m with m. These angular solutions are a product of trigonometric functions, here represented as a complex exponential, and associated Legendre polynomials: which fulfill

Here Ym is called a spherical harmonic function of degree and order m, Pm is an associated Legendre polynomial, N is a normalization constant, and θ and φ represent colatitude and longitude, respectively. In particular, the colatitude θ, or polar angle, ranges from 0 at the North Pole, to π/2 at the Equator, to π at the South Pole, and the longitude φ, or azimuth, may assume all values with 0 ≤ φ < 2π. For a fixed integer , every solution Y(θ, φ) of the eigenvalue problem is a linear combination of Ym. In fact, for any such solution, r Y(θ, φ) is the expression in spherical coordinates of a homogeneous polynomial that is harmonic (see below), and so counting dimensions shows that there are 2 + 1 linearly independent such polynomials.

The general solution to Laplace's equation in a ball centered at the origin is a linear combination of the spherical harmonic functions multiplied by the appropriate scale factor r, where the fm are constants and the factors r Ym are known as solid harmonics. Such an expansion is valid in the ball

For , the solid harmonics with negative powers of are chosen instead. In that case, one needs to expand the solution of known regions in Laurent series (about ), instead of Taylor series (about ), to match the terms and find .

Electrostatics and magnetostatics

[edit]

Let be the electric field, be the electric charge density, and be the permittivity of free space. Then Gauss's law for electricity (Maxwell's first equation) in differential form states[5]

Now, the electric field can be expressed as the negative gradient of the electric potential , if the field is irrotational, . The irrotationality of is also known as the electrostatic condition.[5]

Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,[5]

In the particular case of a source-free region, and Poisson's equation reduces to Laplace's equation for the electric potential.[5]

If the electrostatic potential is specified on the boundary of a region , then it is uniquely determined. If is surrounded by a conducting material with a specified charge density , and if the total charge is known, then is also unique.[6]

For the magnetic field, when there is no free current, . We can thus define a Magnetic scalar potential, ψ, as

With the definition of H: it follows that

Similar to electrostatics, in a source-free region, and Poisson's equation reduces to Laplace's equation for the magnetic scalar potential ,

A potential that does not satisfy Laplace's equation together with the boundary condition is an invalid electrostatic or magnetic scalar potential.

Gravitation

[edit]

Let be the gravitational field, the mass density, and the gravitational constant. Then Gauss's law for gravitation in differential form is[7]

The gravitational field is conservative and can therefore be expressed as the negative gradient of the gravitational potential:

Using the differential form of Gauss's law of gravitation, we have which is Poisson's equation for gravitational fields.[7]

In empty space, and we have which is Laplace's equation for gravitational fields.

In the Schwarzschild metric

[edit]

S. Persides[8] solved the Laplace equation in Schwarzschild spacetime on hypersurfaces of constant t. Using the canonical variables r, θ, φ the solution is where Yl(θ, φ) is a spherical harmonic function, and

Here Pl and Ql are Legendre functions of the first and second kind, respectively, while rs is the Schwarzschild radius. The parameter l is an arbitrary non-negative integer.

See also

[edit]

Notes

[edit]
  1. ^ The delta symbol, Δ, is also commonly used to represent a finite change in some quantity, for example, . Its use to represent the Laplacian should not be confused with this use.
  2. ^ Physical applications often take the solution that vanishes at infinity, making A = 0. This does not affect the angular portion of the spherical harmonics.

References

[edit]
  1. ^ Stewart, James. Calculus : Early Transcendentals. 7th ed., Brooks/Cole, Cengage Learning, 2012. Chapter 14: Partial Derivatives. p. 908. ISBN 978-0-538-49790-9.
  2. ^ Zill, Dennis G, and Michael R Cullen. Differential Equations with Boundary-Value Problems. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. ISBN 978-1-111-82706-9.
  3. ^ a b c Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Inner front cover. ISBN 978-1-108-42041-9.
  4. ^ The approach to spherical harmonics taken here is found in (Courant & Hilbert 1962, §V.8, §VII.5).
  5. ^ a b c d Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Chapter 2: Electrostatics. p. 83-4. ISBN 978-1-108-42041-9.
  6. ^ Griffiths, David J. Introduction to Electrodynamics. 4th ed., Pearson, 2013. Chapter 3: Potentials. p. 119-121. ISBN 978-1-108-42041-9.
  7. ^ a b Chicone, C.; Mashhoon, B. (2011-11-20). "Nonlocal Gravity: Modified Poisson's Equation". Journal of Mathematical Physics. 53 (4): 042501. arXiv:1111.4702. doi:10.1063/1.3702449. S2CID 118707082.
  8. ^ Persides, S. (1973). "The Laplace and poisson equations in Schwarzschild's space-time". Journal of Mathematical Analysis and Applications. 43 (3): 571–578. Bibcode:1973JMAA...43..571P. doi:10.1016/0022-247X(73)90277-1.

Sources

[edit]
  • Courant, Richard; Hilbert, David (1962), Methods of Mathematical Physics, Volume I, Wiley-Interscience.
  • Sommerfeld, A. (1949). Partial Differential Equations in Physics. New York: Academic Press.
  • Zachmanoglou, E. C.; Thoe, Dale W. (1986). Introduction to Partial Differential Equations with Applications. New York: Dover. ISBN 9780486652511.

Further reading

[edit]
  • Evans, L. C. (1998). Partial Differential Equations. Providence: American Mathematical Society. ISBN 978-0-8218-0772-9.
  • Petrovsky, I. G. (1967). Partial Differential Equations. Philadelphia: W. B. Saunders.
  • Polyanin, A. D. (2002). Handbook of Linear Partial Differential Equations for Engineers and Scientists. Boca Raton: Chapman & Hall/CRC Press. ISBN 978-1-58488-299-2.
[edit]