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Laplaces Equations
Similar to diffusion equation, the Laplace equation (as an elliptic PDE) possesses the
maximum principle:
Let be a connected bounded open set in n , and u C 2 () C 0 () be a
harmonic function in , i.e. u = 0 in .
v = v > 0
sup {u ( x)} + inf {v( x)} max {u ( x)} + max {v( x)}
x x x x
Since is arbitrary, the weak form sup {u ( x)} max {u ( x)} holds.
x x
Poissons Formula
u ( x) = 0 x B (0, a )
u ( x) = f ( x) x B (0, a )
has a unique solution:
2
a2 x f ( y)
u ( x) =
nn a
B (0, a ) yx
n
do( y )
where n is the volume of the n-dimensional unit ball, do( y ) is the volume
element of B (0, a ) . For example:
4 4
n = 3 , 3 = 13 = , do( y ) = dS is the area element on the sphere y =a
3 3
2 2
a2 x f ( y) a2 x 2 f ( a, , )
u ( x) =
4 a
y =a yx
3
dS =
4 a
0 0
yx
3
a 2 sin d d
1
Or equivalently, u ( x0 ) =
n r n
B ( x0 , r )
u ( y )dy (Ball Mean)
Proof:
Since the Laplace operator is invariant under translation, we can apply a translation
T : x x x0 to shift x0 to the origin, while u T 1 is still harmonic. Applying the
Poissons Formula to u T 1 at the origin yields
a2 u T 1 ( y )
u ( x0 ) = u T 1 (0) = a)
nn a B (0, y
n
do( y )
a2 u T 1 ( y )
= a ) a n do( y)
nn a B (0,
1
a ) u T ( y)do( y)
1
=
nn a n 1 B (0,
By u T 1 ( y ) = u ( y + x0 ) , and some change of variables, it yields the spherical mean
equation.
For all 0 < < r , it is true from the spherical mean equation that
nn n 1u ( x0 ) = u ( y )do( y )
B ( x0 , )
Multiply both sides with d and integrate w.r.t. from 0 to r , using the identity
r
0
B ( x0 , )
u ( y )do( y )d =
B ( x0 , )
u ( y )dy
4 r2 f ( )
u (r , ) =
4
4 + r 2 4r cos( )
2d
4 r2 1
=
2
0 4 + r 4r cos( )
2
d
4 r2 1
=
2
2
4 + r 4r cos
d (let = )
d 2 a+b
a b cos = arctan tan + C
(a + b)(a b) a b 2
For [0, ) :
2
4 r2 2+r 2 2+r
u (r , ) = 4 r 2 arctan 2 r tan 2 4 r 2 arctan 2 r tan 2
2
1 2+r 2+r
= arctan cot + arctan tan
2r 2 2r 2
For [ , 0) :
4 r2 2 2+r 2 2+r
u (r , ) = 2
+ arctan tan 2
arctan tan
2 4 r 2r 2 4 r 2r 2
1 2+r 2+r
= 1 + arctan cot + arctan tan
2r 2 2r 2
Supplementary Exercise
Solution
Assume that there are two solutions u1 and u2 to the same system of PDEs,
the function w = u1 u2 satisfies the following system:
w( x) = u 1 ( x) u2 ( x) = 0 x
w( x) = u1 ( x) u2 ( x) = 0 x
Hence w is a harmonic function in .
By Maximum and Minimum Principle of w ,
0 = min w = inf w w( x) sup w = max w = 0 x