Laplace equation in cylindrical

coordinates

bloftin

2013-03-21 21:28:44
1 Laplace Equation in Cylindrical Coordinates
Solutions to the Laplace equation in cylindrical coordinates have wide applica-
bility from uid mechanics to electrostatics. Applying the method of separation
of variables to Laplaces partial dierential equation and then enumerating the
various forms of solutions will lay down a foundation for solving problems in this
coordinate system. Finally, the use of Bessel functions in the solution reminds
us why they are synonymous with the cylindrical domain.
1.1 Separation of Variables
Beginning with the Laplacian in cylindrical coordinates, apply the operator to
a potential function and set it equal to zero to get the Laplace equation

2
=
1
r

+
1
r
2

2
+

2

z
2
= 0. (1)
First expand out the terms

2
=
1
r

r
+

2

r
2
+
1
r
2

2
+

2

z
2
= 0. (2)
Then apply the method of separation of variables by assuming the solution
is in the form
(r, , z) = R(r)P()Z(z).
Plug this into (2) and note how we can bring out the functions that are not
aected by the derivatives

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1
PZ
r
dR
dr
+PZ
d
2
R
dr
2
+
RZ
r
2
d
2
P
d
2
+RP
d
2
Z
dz
2
= 0.
Divide by R(r)P()Z(z) and use short hand notation to get
1
Rr
dR
dr
+
1
R
d
2
R
dr
2
+
1
Pr
2
d
2
P
d
2
+
1
Z
d
2
Z
dz
2
= 0.
Separating the z term to the other side gives
1
Rr
dR
dr
+
1
R
d
2
R
dr
2
+
1
Pr
2
d
2
P
d
2
=
1
Z
d
2
Z
dz
2
.
This equation can only be satised for all values if both sides are equal to a
constant, , such that

1
Z
d
2
Z
dz
2
= (3)
1
Rr
dR
dr
+
1
R
d
2
R
dr
2
+
1
Pr
2
d
2
P
d
2
= . (4)
Before we can focus on solutions, we need to further separate (4), so multiply
(4) by r
2
r
R
dR
dr
+
r
2
R
d
2
R
dr
2
+
1
P
d
2
P
d
2
= r
2
.
Separate the terms
r
R
dR
dr
+
r
2
R
d
2
R
dr
2
r
2
=
1
P
d
2
P
d
2
.
As before, set both sides to a constant,

1
P
d
2
P
d
2
= (5)
r
R
dR
dr
+
r
2
R
d
2
R
dr
2
r
2
= . (6)
Now there are three dierential equations and we know the form of these
solutions. The dierential equations of (3) and (5) are ordinary dierential
equations, while (6) is a little more complicated and we must turn to Bessel
functions.
2
1.2 Axial Solutions (z)
Following the guidelines setup in [Etgen] for linear homogeneous dierential
equations, the rst step in solving
d
2
Z
dz
2
+Z = 0
is to nd the roots of the characteristic polynomial
C(r) = r
2
+ = 0
r =

.
Although, one can go forward using the square root, here we will introduce
another constant, to imply the following cases. So if we want real roots, then
we want to ensure a negative constant
=
2
and if we want complex roots, then we want to ensure a positive constant
=
2
,
Case 1: 0 and real roots ( =
2
).
For every real root, there will be an exponential in the general solution. The
real roots are
r
1
=
r
2
=
r
3
= 0.
Therefore, the solutions for these roots are
h
1
(z) = C
1
e
z
h
2
(z) = C
2
e
z
h
3
(z) = C
3
ze
0
= C
3
z.
Combining these using the principle of superposition, gives the general so-
lution,
Z

(z) = C
1
e
z
+C
2
e
z
+C
3
z +C
4
. (7)
Case 2: > 0 and complex roots ( =
2
).
The roots are
r
4
= i
r
5
= i
3
and the corresponding solutions
h
4
(z) = C
5
e
0
cos(z) = C
5
cos(z)
h
5
(z) = C
6
e
0
sin(z) = C
6
sin(z).
Combining these into a general solution yields
Z

(z) = C
5
cos(z) +C
6
sin(z) +C
7
.
1.3 Azimuthal Solutions ()
Azimuthal solutions for
d
2
P
d
2
+P = 0
are in the most general sense obtained similarly to the axial solutions with
the characteristic polynomial
C(r) = r
2
+ = 0
r =

.
Using another constant, to ensure positive or negative constants, we get
two cases.
Case 1: 0 and real roots ( =
2
).
The solutions for these roots are then
h
1
(z) = C
1
e

h
2
(z) = C
2
e

h
3
(z) = C
3
e
0
= C
3
.
Combining these for the general solution,
P

() = C
1
e

+C
2
e

+C
3
+C
4
. (8)
Case 2: > 0 and complex roots ( =
2
).
The roots are
r
4
= i
r
5
= i
and the corresponding solutions
h
4
() = C
5
e
0
cos() = C
5
cos()
h
5
() = C
6
e
0
sin() = C
6
sin().
4
Combining these into a general solution
P

() = C
5
cos() +C
6
sin() +C
7
.
For the rst glimpse at simplication, we will note a restriction on that
is used when it is required that the solution be periodic to ensure P is single
valued
P() = P( + 2n).
Then we are left with either the periodic solutions that occur with complex
roots or the zero case. So not only
( =
2
)
but also must be an integer, i.e.
P

() = C
5
cos() +C
6
sin() +C
7
= 0, 1, 2, ... (9)
Note, that = 0, is still a solution, but to be periodic we can only have a
constant
P() = C
4
.
1.4 Radial Solutions (r)
The radial solutions are the more dicult ones to understand for this problem
and are solved using a power series. The two types of solutions generated based
on the choices of constants from the and z solutions (excluding non-periodic
solutions for P) leads to the Bessel functions and the modied Bessel functions.
The rst step for both these cases is to transform (6) into the Bessel dierential
equation.
Case 1: < 0 ( =
2
), > 0 ( =
2
).
Substitute and into the radial equation (6) to get
r
R
dR
dr
+
r
2
R
d
2
R
dr
2
+
2
r
2

2
= 0. (10)
Next, use the substitution
x = r
r =
x

.
Therefore, the derivatives are
dx = dr
dr =
dx

5
and make a special note that
d
2
dx
2
=
d
dx
d
dx
so
dx
2
= dx dx =
2
dr
2
dr
2
=
dx
2

2
.
Substituting these relationships into (10) gives us
x
R
dR
dx
+
x
2

2
R
d
2
R
dx
2
+x
2

2
= 0.
Finally, multiply by R/x
2
to get the Bessel dierential equation
d
2
R
dx
2
+
1
x
dR
dx
+

1

2
x
2

R = 0. (11)
Delving into all the nuances of solving Bessels dierential equation is beyond
the scope of this article, however, the curious are directed to Watsons in depth
treatise [Watson]. Here, we will just present the results as we did for the previous
dierential equations. The general solution is a linear combination of the Bessel
function of the rst kind J

(r) and the Bessel function of the second kind Y

(r).
Remebering that is a positive integer or zero.
R

(r) = C
1
J

(r) +C
2
Y

(r) +C
3
(12)
Bessel function of the rst kind:
J

(x) =

m=0
(1)
m
(
1
2
x)
+2m
m!(m+)!
.
Bessel function of the second kind (using Hankels formula):
Y

(x) = 2J

(x)

+ln

x
2

x
2

m=0
( m1)!
m!

x
2

2m

m=0
(1)
m
(
x
2
)
+2m
m!( +m)!

1
1
+
1
2
+... +
1
m
+
1
1
+
1
2
+... +
1
+m

.
For the unfortunate person who has to evaluate this function, note that when
m = 0, the singularity is taken care of by replacing the series in brackets by

1
1
+
1
2
+... +
1

.
6
Some solace can be found since most physical problems need to be analytic
at x = 0 and therefore Y

(x) breaks down at ln(0). This leads to the choice of

constant C
2
to be zero.
Case 2: > 0 ( =
2
), > 0 ( =
2
).
Using the previous method of substitution, we just get the change of sign
d
2
R
dx
2
+
1
x
dR
dx

1 +

2
x
2

R = 0. (13)
This leads to the modied Bessel functions as a solution, which are also
known as the pure imaginary Bessel functions. The general solution is denoted
R

(r) = C
1
I

(r) +C
2
K

(r) +C
3
(14)
where I

is the modied Bessel function of the rst kind and K

is the
modied Bessel function of the second kind
I

(r) = i

(ir)
K

(r) =

2
i
+1
(J

(ir) +iY

(ir)) .
1.5 Combined Solution
Keeping track of all the dierent cases and choosing the right terms for boundary
conditions is a daunting task when one attempts to solve Laplaces equation.
The short hand notation used in [Kusse] and [Arfken] will be presented here to
help organize the choices as a reference. It is important to remember that these
solutions are only for the single valued azimuth cases ( =
2
).
Once the separate solutions are obtained, the rest is simple since our solution
is separable
(r, , z) = R(r)P()Z(z).
So we just combine the individual solutions to get the general solutions to
the Laplace equation in cylindrical coordinates.
Case 1: < 0 ( =
2
), > 0 ( =
2
).
(r, , z) =

e
z
e
z

cos()
sin()

(r)
Y

(r)
(15)
Case 2: > 0 ( =
2
), > 0 ( =
2
).
(r, , z) =

cos(z)
sin(z)

cos()
sin()

(r)
K

(r)
(16)
Interpreting the short hand notation is as simple as expanding terms and not
forgetting the linear solutions, i.e. ( = 0) . As an example, case 1, expanded
out while ignoring the linear terms would give
7
(r, , z) =

e
z
cos()J

(r)
+B

e
z
cos()Y

(r)
+C

e
z
sin()J

(r)
+D

e
z
sin()Y

(r)
+E

e
z
cos()J

(r)
+F

e
z
cos()Y

(r)
+G

e
z
sin()J

(r)
+H

e
z
sin()Y

(r)

. (17)
References
[1] Arfken, George, Weber, Hans, Mathematical Physics. Academic Press, San
Diego, 2001.
[2] Etgen, G., Calculus. John Wiley & Sons, New York, 1999.
[3] Guterman, M., Nitecki, Z., Dierential Equations, 3rd Edition. Saunders
College Publishing, Fort Worth, 1992.
[4] Jackson, J.D., Classical Electrodynamics, 2nd Edition. John Wiley & Sons,
New York, 1975.
[5] Kusse, Bruce, Westwig, Erik, Mathematical Physics. John Wiley & Sons,
New York, 1998.
[6] Lebedev, N., Special Functions & Their Applications. Dover Publications,
New York, 1995.
[7] Watson, G.N., A Treatise on the Theory of Bessel Functions. Cambridge
University Press, New York, 1995.
8