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Exploring Laplace's Equation: An In-Depth Analysis in Physics

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A graphical representation of Laplace's Equation

Laplace’s equation is a fundamental partial differential equation encountered frequently in the fields of physics, particularly after the heat and wave equations:

Illustration of the Laplacian operator

The operator symbolized by ?² is referred to as the Laplacian operator. Previous discussions have focused on Laplace’s equation in the context of the relaxation algorithm, a numerical method for solving this equation. Now, we will shift our attention to analytical solutions.

The exploration of solutions to Laplace’s equation, along with the Poisson equation ?²?=<i>f</i>, is termed potential theory. This area of study is significant as these equations emerge in conservative vector fields, which can be expressed as the gradient of a scalar function known as potential.

Potentials and Conservative Fields

Conservative vector fields derive their name from conservative force fields. In such fields, the total work done to move a particle from point A to B is independent of the path taken. Alternatively, a force field is considered conservative if no net work is done when a particle travels along any closed path within that field.

Let <b>F</b> represent a conservative vector field, <i>C</i> be any closed path, and d<b><i>l</i></b> the differential length element of <i>C</i> in the tangent direction at each point. Therefore:

Mathematical representation of work done in a conservative field

Let <i>S</i> be any surface whose boundary is <i>C</i>, and d<b><i>a</i></b> denote the differential area element vector directed normal to the surface. According to Stokes’ theorem:

Illustration of Stokes' theorem in conservative vector fields

Consequently:

Resultant from Stokes' theorem

This must hold true for any choice of the path <i>C</i> and surface <i>S</i>, implying that ?×<b>F</b>=0. Thus, if <b>F</b> is a conservative force field, then ?×<b>F</b>=0. Conversely, if ?×<b>F</b>=0, then for any selection of <i>S</i> and <i>C</i>:

Mathematical condition for conservative fields

In summary, a force field <b>F</b> is conservative if and only if ?×<b>F</b>=0. Notably, the curl of a gradient is always zero. Focusing on the x-component of ?×?<i>f</i> for some scalar function <i>f</i> yields:

The relationship between curl and gradients in vector fields

The last line follows from the equality of mixed partial derivatives. The proof for the other two components is analogous. This leads us to consider writing a conservative vector field as the gradient of a function, contingent upon proving that such a function exists.

Let <i>C<b> </b></i> be any path from A to B, <b>F</b> be a conservative force field, and U(A) and U(B) be the potential energies at points A and B respectively. According to the work-energy theorem, W=U(A)-U(B), thus:

Work-energy theorem applied to conservative fields

Since the work only depends on points A and B, this integral can be expressed as:

Integral representation of work in conservative fields

By the fundamental theorem of calculus, we can express:

Fundamental theorem of calculus in the context of potential energy

Let <b>t</b> represent the tangent vector to <i>C</i>, leading to d<b><i>l</i></b>=<b>t</b>d<i>l</i>. Thus:

Tangent vector representation in conservative fields

Parameterizing the curve with <b>r</b>(<i>l</i>)=[x(<i>l</i>),y(<i>l</i>),z(<i>l</i>)], we express the tangent vector as:

Parameterization of the curve in conservative fields

Expanding dU/d<i>l</i> using the chain rule results in:

Chain rule application to potential energy

Finally, substituting into <b>F</b>?<b>t</b>=-dU/d<i>l</i> yields:

Result of the gradient expression for conservative force fields

Thus, if <b>F</b> is indeed a conservative force field, it can be represented as a gradient.

While this has primarily focused on mechanical work, the same principle applies to any vector field <b>V</b>, regardless of its nature. The following statements are equivalent for any vector field <b>V</b>:

  • <b>V</b> is a conservative vector field
  • The line integral of <b>V</b> from A to B is path-independent
  • The line integral of <b>V</b> around any closed path equals zero
  • ?×<b>V</b>=0
  • <b>V</b> can be expressed as the gradient of a scalar function, known as potential

In many cases, while it may be feasible to compute <b>V</b> directly for simpler physical problems, it is often more practical to determine the potential first, then derive <b>V</b> by calculating the gradient of the potential. This serves as the primary objective of Laplace’s equation.

Laplace’s Equation

Even when <b>V</b> is unknown, the divergence of <b>V</b> is frequently known. A prime example is the electrostatic potential described by Laplace’s equation, which is directly derived from Gauss’s and Faraday’s laws:

Mathematical representation of Laplace's equation

Given that ?×<b>E</b>=0, we can express <b>E</b>=-??, where ? denotes the electrostatic potential. The negative gradient ensures the electric force is correctly oriented. This expression can then be substituted into Gauss’s law to yield Poisson’s equation:

Poisson's equation derived from Gauss's law

If the potential results solely from charges located at the boundary or outside the area of interest, then ?=0, leading to Laplace’s equation ?²?=0.

Another significant example arises in the examination of incompressible and irrotational fluid flows. Let <b>V</b> signify the fluid's velocity field and ? its density. All fluid flows adhere to the continuity equation:

Continuity equation in fluid dynamics

This equation implies that the amount of fluid at a given point can only change when fluid enters or exits that point.

A fluid is classified as incompressible when its density remains constant. For such fluids, ??/?t=0, allowing ? to be factored out of the divergence, resulting in ??<b>V</b>=0.

In a previous article discussing the Navier-Stokes equations, I elaborated on how fluid motion can be characterized as an infinitesimal fluid parcel at each point, with each parcel's motion being decomposed into pure translation, rotation, and deformation:

Fluid motion decomposition into translation, rotation, and deformation

The vector <b>?</b> denotes the rotational motion of the fluid parcel:

Representation of rotational motion in fluid parcels

Here, u, v, and w represent the components of <b>V</b> in the x, y, and z directions, respectively. Thus, <b>?</b> is equivalent to half the curl of <b>V</b>. If this quantity equals zero, it signifies an absence of rotational motion, implying ?×<b>V</b>=0 for irrotational flows. Consequently, the velocity vector field is conservative, permitting us to express <b>V</b> as ?? for some function ?. It is important to note that the <i>flow</i> is irrotational while the <i>velocity field</i> is conservative. Given that ??<b>V</b>=0 for incompressible fluids, this indicates that the potential adheres to Laplace’s equation.

Since both irrotational and incompressible flows can be described through a potential, they are often referred to as potential flows.

General Solution

The approach to solving Laplace’s equation mirrors the strategies utilized for the heat and wave equations: finding a complete set of orthogonal functions and determining the coefficients through inner products or alternative methods. For simplicity, we will focus on the two-dimensional case, although the ensuing discussion is equally applicable in three dimensions.

We will also bypass the formal proof of existence and uniqueness using a physical rationale. A harmonic potential represents a physical field, and the configuration of such a field is influenced by its sources. Since sources invariably create a field, a solution to Laplace’s equation must exist. The principles of physics dictate that a singular configuration of field sources cannot yield multiple distinct fields; the configuration of these sources determines the field by establishing boundary conditions (assuming the sources are at the boundary). Hence, solutions to Laplace’s equation are both existent and unique.

With this foundation established, we will now pursue the general solution. Utilizing separation of variables, we assume that ?=X(x)Y(y). Thus:

Separation of variables in Laplace's equation

As X and Y are single-variable functions, the partial derivatives simplify to ordinary derivatives. Dividing through by XY leads to:

Reduced form of Laplace's equation after separation of variables

Because X?/X and Y?/Y depend on different variables, their sum can only equal zero if each is set to a constant:

Conditions derived from separation of variables

As ? denotes a physical field, it must be real-valued, necessitating that <i>u</i>² and <i>v</i>² are real numbers. The condition <i>u</i>²+<i>v</i>²=0 implies that one of the constants must be real while the other is imaginary. The eigenfunctions are:

Eigenfunctions derived from Laplace's equation

Thus, the general solution can be expressed as:

General solution representation in Laplace's equation

We do not necessarily assume that <i>u</i> and <i>v</i> are discrete, indicating that this summation may indeed be an integral.

We will also derive the general solution using polar coordinates. In polar coordinates, the Laplacian is expressed as:

Laplacian in polar coordinates

Assuming that ?(r,?)=R(r)?(?), after expanding the derivatives, dividing by R?, and rearranging, we arrive at:

Rearranged form of Laplacian in polar coordinates

The left side is solely a function of r, while the right side is exclusively a function of ?. For both functions to be identically equal, they must both equate to the same constant <i>k</i>:

Conditions derived from polar coordinate solutions

We have the freedom to select k as we wish, and the eigenfunctions take an aesthetically pleasing form when we assign k=n²:

Eigenfunctions in polar coordinates

Regarding the radial aspect, the differential equation resembles a second-order Cauchy-Euler equation:

Cauchy-Euler equation related to Laplace's equation

Thus, the general solution is:

General solution of Cauchy-Euler equation

Demonstration: A Charged Patch on a Conducting Plate

Two extensive (effectively infinite) parallel conducting plates are grounded and separated by a distance <i>d</i>. A square patch on one plate, with a side length of 2<i>a</i>, is maintained at a constant potential <i>V</i>. We aim to determine the potential between these plates.

Diagram of the conducting plates with a charged patch

The general solution is:

General solution representation for the potential

The potential should approach zero as <i>x</i> tends to infinity, which implies A?=0. The potential must also be zero outside the region between the plates, leading to C?=0. Since potentials are defined only up to an additive constant, we can assume the remaining constant term B?D? is also zero. This simplifies to:

Simplified potential equation for the charged patch

Given that the boundary condition is an even function of <i>x</i>, ? must also be even, which can be achieved by setting <i>A</i>?=<i>B</i>?.

Consequently, <i>A</i>? can be factored out of the <i>x</i> portion, leading to a re-labeling of the constants:

Factored equation for potential representation

It is crucial to remember that one of <i>u</i> and <i>v</i> is real while the other is imaginary. If <i>u</i> is real, the <i>x</i> component of the function becomes unbounded as <i>x</i> approaches infinity, which is not permissible. Thus, <i>u</i> must be a pure imaginary number, <i>u=ip</i>, and <i>v</i> is real. This results in:

Resulting form of potential in the conducting plates setup

For clarity, we have incorporated the factor of 2 into the <i>A</i>? coefficient. We can now define <i>v</i>=<i>p</i> since <i>u²+v²=0</i> and <i>u</i>=<i>ip</i>, simplifying the expression to:

Simplified expression for potential

Next, we need to apply the boundary conditions to determine <i>a</i>? and <i>b</i>?.

We can express the boundary condition at <i>y</i>=0 using the Heaviside function:

Boundary condition using the Heaviside function

Thus, the boundary conditions are:

Boundary conditions for the charged patch

These conditions do not provide a straightforward solution. However, we can utilize a technique known as the method of images.

Let’s examine the potential field produced if the upper plate were absent:

Potential field without the upper plate

Assuming we know the solution ?, and reflecting this system across the dashed line gives us:

Reflection of the potential field system

It is intuitively clear that the solution for this mirrored system will simply be ? inverted. Denote this mirrored solution as ??. By symmetry, ??=? along the dashed line. If we now change <i>V</i> to -<i>V</i> in the reflected system, the only effect is to replace ?? with -??. While this can be mathematically proven, a physical understanding is more accessible. If the patch is at potential <i>+V</i>, the force on a positive test charge is identical to the force on a negative test charge of equal magnitude at potential -<i>V</i>. Thus, altering the patch’s potential sign solely changes the resulting electric field's direction, leaving the potential's sign unchanged.

By combining the original and mirrored systems with the potential sign reversed, we ensure the potential along the dashed line equals zero:

Combined system ensuring zero potential along the dashed line

This presents an equivalent set of boundary conditions in a more manageable form:

New boundary conditions for the combined system

We will use these boundary conditions to generate two equations involving the unknowns <i>a</i>? and <i>b</i>?:

Equations generated from boundary conditions

First, we eliminate <i>b</i>?:

Elimination of variable b from the equations

Next, we simplify the expression for ?(<i>x</i>,0):

Simplified expression for potential at boundary

The term in the brackets is solely a function of <i>p</i>, allowing us to incorporate it into the <i>a</i>? coefficient. Therefore:

Final expression for potential after simplification

This function is non-periodic, and since the domain is the entire real line, the Fourier series will manifest as an integral, leading to <i>a</i>? being a continuous function of <i>p</i>. Thus:

Continuous function representation for potential

Fortunately, a continuous adaptation of the orthogonality rule from the discrete scenario exists:

Continuous orthogonality rule derived from Dirac delta function

The ?(p-q) function is identified as the Dirac delta function, characterized by the sampling property:

Sampling property of the Dirac delta function

We can now determine <i>a</i>(<i>p</i>):

Calculation for coefficients a in potential representation

Now that we have derived the coefficients:

Coefficients derived from Laplace's equation

The resulting solution is:

Final solution expression for potential

Integrals involving terms like sin(ap)/p are categorized as sine integrals, and these integrals cannot be computed in terms of elementary functions. Thus, we will leave it in its current form. Fortunately, this problem can be easily solved numerically using the relaxation algorithm, making it straightforward to visualize the resulting solution. The outcome is illustrated below, as well as at the top of this article:

Visualization of potential between conducting plates

The two plates are depicted at the top and bottom of the image, with the patch located at the center of the lower plate. The plot illustrates the contour lines of the potential, with warmer colors indicating higher potential levels. The electric field lines, shown in red, overlay the contour plot, emanating from the potential patch and terminating at one of the plates. The sharply curved field lines at the edges of the graph are not artifacts; they illustrate the transition of field lines from returning to the lower plate to heading toward the upper plate.

Demonstration: Potential Flow Around a Cylinder

The potential flow surrounding a circular cylinder represents a fundamental problem in potential theory.

Consider a cylinder of radius <i>a</i> centered at the origin, with its axis perpendicular to the xy-plane. An incompressible, inviscid fluid flows toward the cylinder from the left with uniform velocity <b>V</b>?=<i>u</i>?<b>x</b>. We seek to analyze the flow near the cylinder by determining the fluid's velocity through its potential and gradient. As usual, we will begin by establishing our boundary conditions.

At points far from the cylinder, the velocity should equal <b>V</b>?=<i>u</i>?<b>x</b>, indicating that the potential approaches ??=<i>u</i>?<i>x</i> far from the origin. In polar coordinates, this is expressed as ?=<i>u</i>?<i>r</i>cos?. Though this may initially appear to contradict the requirement for the potential to be finite everywhere, we are positing that the flow's sources are located at a finite distance from the cylinder, far enough that the cylinder's presence does not significantly alter the fluid's motion in the vicinity of these sources. Therefore, our first boundary condition states that when <i>r</i> is much larger than <i>a</i>, the potential limits to <i>u</i>?<i>r</i>cos?.

The cylinder’s boundary prevents fluid from passing through, so the flow's velocity component normal to the boundary surface must equal zero. The normal vector is the radial unit vector, leading to <b>r?V</b>=??/?<i>r</i>=0 when <i>r</i>=<i>a</i>.

When <i>r</i> is significantly large, the <i>r</i>?? terms in the general solution vanish, yielding:

General solution for the potential flow around a cylinder

To equate this to <i>u</i>?<i>r</i>cos?, we must set <i>a</i>?=<i>b</i>?=<i>c</i>?=<i>d</i>?=0, while also ensuring <i>a</i>?=0 for all <i>n</i>&gt;1, leading to:

Simplified representation of potential around a cylinder

Thus, we need to set <i>a</i>?<i>c</i>?=<i>u</i>? and <i>d</i>?=0. Plugging this back into the general solution while setting <i>A</i>?=<i>b</i>?<i>c</i>? and <i>B</i>?=<i>b</i>?<i>d</i>? provides:

Velocity field derived from potential around the cylinder

This results in a velocity field whose radial component is:

Radial component of the velocity field around a cylinder

If we set <i>A</i>?=<i>u</i>?a² and <i>A</i>?=<i>B</i>?=0 for all <i>n</i>&gt;1, then ??/?<i>r </i> will equal zero for all ? when <i>r</i>=<i>a</i>. Therefore, the solution is:

Solution representation for velocity around the cylinder

The velocity is simply the gradient of this function. Below are the velocity vectors illustrated:

Velocity vector field representation around a cylinder

The background contour plot of the vector plot depicts the pressure distribution.

The following animation illustrates the flow itself, with the streamlines and pressure also displayed:

Animation of potential flow around a cylinder

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