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Dirichlet Problem With Series

1) The document describes solving the Dirichlet problem for the Laplace equation in a disk using separation of variables. This leads to ordinary differential equations that are solved to obtain a general solution. 2) The solution is expressed as a Fourier series involving the Fourier coefficients of the boundary condition function. 3) Two examples are given to demonstrate solving interior and exterior Dirichlet problems for the disk. Practice problems are also presented.

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157 views

Dirichlet Problem With Series

1) The document describes solving the Dirichlet problem for the Laplace equation in a disk using separation of variables. This leads to ordinary differential equations that are solved to obtain a general solution. 2) The solution is expressed as a Fourier series involving the Fourier coefficients of the boundary condition function. 3) Two examples are given to demonstrate solving interior and exterior Dirichlet problems for the disk. Practice problems are also presented.

Uploaded by

Diego
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MODULE 7: THE LAPLACE EQUATION 26

Lecture 6 The Dirichlet Problem for the Disk

The Dirichlet problem in a disk of radius r0 and center at (0, 0) can be expressed as

Ur Uθθ
PDE: Urr + + 2 = 0, 0 < r < r0 , −π ≤ θ ≤ π, (1)
r r
BC: U (r0 , θ) = f (θ), −π ≤ θ ≤ π,

where f (θ) is a given periodic, continuous function of period 2π (f (θ + 2π) = f (θ)). To


solve the above problem, we use the method of separation of variables.

Step 1.(Writing the ODEs): Seek solutions of the form

U (r, θ) = R(r)T (θ),

where 0 ≤ r ≤ r0 and −π ≤ θ ≤ π. Substituting into (1) and separating variables yield

R′′ (r)T (θ) + r−1 R′ (r)T (θ) + r−2 R(r)T ′′ (θ) = 0.


r2 R′′ (r) + rR′ (r) T ′′ (θ)
=⇒ =− = k.
R(r) T (θ)

Which leads to the following two ODEs:

T ′′ (θ) + kT (θ) = 0, (2)


r2 R′′ (r) + rR′ (r) − kR(r) = 0. (3)

Step 2.(Solving the ODEs):

Case (a): When k < 0, the general solution to (2) is the sum of two exponentials.
Hence we have only trivial 2π-periodic solutions (see, Lecture 5).

Case (b): When k = 0, we find that T (θ) = Aθ + B is the solution to (2). This linear
function is periodic only when A = 0, that is, T0 (θ) = B is the only 2π-periodic solution
corresponding to k = 0.

Case (c): When k > 0, the general solution to (2) is


√ √
T (θ) = A cos( kθ) + B sin( kθ).
√
In this case we get a nontrivial 2π-periodic solution only when k = n, n = 1, 2, . . ..
Hence, we obtain the nontrivial 2π-periodic solutions

Tn (θ) = An cos(nθ) + Bn sin(nθ) (4)


MODULE 7: THE LAPLACE EQUATION 27
√
corresponding to k = n, n = 1, 2, . . . .

Now for k = n2 , n = 0, 1, 2, . . ., equation (3) is the Cauchy-Euler equation

r2 R′′ (r) + rR′ (r) − n2 R(r) = 0. (5)

When n = 0, the general solution is

R0 (r) = C + D ln r.

Since ln r → ∞ as r → 0+ , this solution is unbounded near r = 0 when D ̸= 0. Therefore,


we must choose D = 0 if U (r, θ) is to be continuous at r = 0. We now have R0 (r) = C
and so U0 (r, θ) = R0 (r)T0 (θ) = CB. For convenience, we write U0 (r, θ) in the form

A0
U0 (r, θ) = , (6)
2
where A0 is an arbitrary constant.

When k = n2 , n = 1, 2, . . . , the general solution of (3) is given by

Rn (r) = Cn rn + Dn r−n .

Since r−n → ∞ as r → 0+ , we must set Dn = 0 in order for u(r, θ) to be bounded at


r = 0. Thus
Rn (r) = Cn rn

Now for each n = 1, 2, . . . , we have the solutions

U (r, θ) = Rn (r)Tn (θ) = Cn rn [An cos(nθ) + Bn sin(nθ)].

By superposition principle, we write


∞
A0 ∑
U (r, θ) = + Cn rn [An cos(nθ) + Bn sin(nθ)].
2
n=1

This series may be written in the equivalent form


∞ ( )n
A0 ∑ r
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)], (7)
2 r0
n=1

where the An ’s and bn ’s are constants. These constants can be determined from the
boundary condition. With r = r0 in (7), we have
∞
A0 ∑
f (θ) = + [An cos(nθ) + Bn sin(nθ)].
2
n=1
MODULE 7: THE LAPLACE EQUATION 28

Since f (θ) is 2π-periodic, we recognize that An , Bn are Fourier coefficients. Thus


∫
1 π
An = f (θ) cos(nθ)dθ, n = 0, 1, . . . , (8)
π −π
∫
1 π
Bn = f (θ) sin(nθ)dθ, n = 1, . . . , (9)
π −π

We now summarize the Dirichlet problem for a disk as follows.


In the Dirichlet problem(1), if
∞
A0 ∑
f (θ) = + [An cos(nθ) + Bn sin(nθ)],
2
n=1

then the solution is given by


∞ ( )
A0 ∑ r n
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)],
2 r0
n=1

where An and Bn are given by (8) and (9), respectively.


EXAMPLE 1. Solve the following BVP
Ur Uθθ
PDE: Urr + + 2 = 0, 0 ≤ r < 1,
r r
BC: U (1, θ) = f (θ),

r3
where f (θ) = 1 + r sin θ + 2 sin(3θ) + r4 cos(4θ).

Solution. Here r0 = 1. Note that f (θ) is already in the form of Fourier series, with

{ 

2 for n = 0 and 1 for n = 4  1 n=1
An = Bn = 1
 2 n=3
0 for other n 
 0 for other n

The solution of the BVP is


∞ ( )n
A0 ∑ r
U (r, θ) = + [An cos(nθ) + Bn sin(nθ)]
2 r0
n=1
r3
= 1 + r sin θ + sin(3θ) + r4 cos(4θ).
2

Exterior Dirichlet Problem: We shall discuss the exterior Dirichlet problem i.e., the
Dirichlet problem outside the circle. The exterior Dirichlet problem is given by
Ur Uθθ
PDE: Urr + + 2 = 0, 1 ≤ r < ∞,
r r
BC: U (1, θ) = f (θ), 0 ≤ θ ≤ 2π.
MODULE 7: THE LAPLACE EQUATION 29

This problem is solved exactly in a manner similar to the interior Dirichlet problem. We
assume that the solutions are bounded as r → ∞. Basically, we throw out the solutions

rn cos(nθ), rn sin(nθ), ln r

that are unbounded as r → ∞.

The solution is given by


∞
∑
U (r, θ) = r−n [An cos(nθ) + Bn sin(nθ)], (10)
n=0

where An and Bn are given by


∫ 2π
1
A0 = f (θ)dθ,
2π 0
∫
1 2π
An = f (θ) cos(nθ)dθ,
π 0
∫
1 2π
Bn = f (θ) sin(nθ)dθ.
π 0

The detail procedure is thus left as an exercise.

Practice Problems

1. Solve the Dirichlet problem

Uxx + Uyy = 0, (x2 + y 2 < 1), (11)


u(1, θ) = sin2 θ, −π ≤ θ ≤ π,

for the disk r ≤ 1.

2. Solve the BVP


Ur Uθθ
Urr + + 2 = 0 0 ≤ r < 2, −π < θ < π,
r r
U (2, θ) = 1 + 8 sin θ − 32 cos(4θ) − π < θ < π.

3. Show that the exterior Dirichlet problem


Ur Uθθ
Urr + + 2 = 0 1 ≤ r < ∞,
r r
U (1, θ) = 1 + sin θ + cos(3θ) 0 < θ < 2π,

has the solution


1 1
U (r, θ) = 1 + sin θ + 3 sin(3θ).
r r

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