A solution to the Laplace equation

In summary, the conversation involves a person looking for the solution to the quadrant problem of the Laplace equation in 2 dimensions with Dirichlet boundary conditions. They found a general solution in a book and attempted to use computer algebra software to do the integration, but the results did not satisfy the boundary conditions. A summary of the conversation is provided, along with the two forms of the indefinite integral that were attempted. The conversation also includes a comparison of the numerical and analytical solutions, which show that the solution does satisfy the boundary condition for y=0.
  • #1
Gribouille
8
0
Moved from technical math section, so missing the homework template
Hi,
I am looking for the solution to the quadrant problem of the Laplace equation in 2 dimensions with Dirichlet boundary conditions
\begin{equation}
\frac{\partial^2 f}{\partial x^2} + \frac{\partial^2 f}{\partial y^2} = 0
\end{equation}
in the first quadrant ## x, y \geq 0 ## with boundary conditions ## f = \ln(1+x)## at ##y=0## and ##f=0## at ##x=0##.

I have looked at the solution in the book "Handbook of linear partial differential equations for engineers and scientists, 2nd edition, p. 800" but doing the integration with online algebra software (Mathematica, Maxima) gives nonsensical results that do not satisfy the boundary conditions.

Can you help me out with the solution?
 
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  • #2
Please show us what you have done so far. Since you are using computer algebra software, a screen shot would be helpful.
 
  • #3
From the book, the general solution is
\begin{equation}
f(x,y) = \frac{4}{\pi} x y \int_0^{\infty} \frac{g_1 (\eta) \eta \, \mathrm{d} \eta}{\left[ (y-\eta)^2 + x^2 \right] \left[ (y+\eta)^2 + x^2 \right]} + \frac{4}{\pi} x y \int_0^{\infty} \frac{g_2 (k) k \, \mathrm{d} k}{\left[ (x-k)^2 + y^2 \right] \left[ (x+k)^2 + y^2 \right]}
\end{equation}
where ##f = g_1(y)## at ##x=0## and ##f=g_2(x)## at ##y=0##. In my case, ## g_1 = 0## and ## g_2(x) = \ln(1+x)##.

I don't know how to insert screenshots, so here is the Latex code of the indefinite integral (the definite integral could not be computed)
\begin{eqnarray}
\dfrac{1}{8xy} \mathrm{i}\left(-\ln\left(-\mathrm{i}y-x+1\right)\ln\left(\left|k+\mathrm{i}y+x\right|\right)+\ln\left(-\mathrm{i}y+x+1\right)\ln\left(\left|k+\mathrm{i}y-x\right|\right)+\ln\left(\mathrm{i}y-x+1\right)\ln\left(\left|k-\mathrm{i}y+x\right|\right)-\ln\left(\mathrm{i}y+x+1\right)\ln\left(\left|k-\mathrm{i}y-x\right|\right)+\operatorname{Li}_2\left(\frac{k+\mathrm{i}y+x}{\mathrm{i}y+x-1}\right)-\operatorname{Li}_2\left(\frac{k+\mathrm{i}y-x}{\mathrm{i}y-x-1}\right)-\operatorname{Li}_2\left(-\frac{k-\mathrm{i}y+x}{\mathrm{i}y-x+1}\right)+\operatorname{Li}_2\left(-\frac{k-\mathrm{i}y-x}{\mathrm{i}y+x+1}\right)\right)
\end{eqnarray}
Another form of this result apparently is
\begin{eqnarray}
-\dfrac{1}{8xy} \left(\operatorname{arctan2}\left(\frac{y\left(k+1\right)}{y^2+\left(x-1\right)^2}, -\frac{\left(x-1\right)\left(k+1\right)}{y^2+\left(x-1\right)^2}\right)\ln\left(\left(k+x\right)^2+y^2\right)-\operatorname{arctan2}\left(\frac{y\left(k+1\right)}{y^2+\left(x+1\right)^2}, \frac{\left(x+1\right)\left(k+1\right)}{y^2+\left(x+1\right)^2}\right)\ln\left(\left(k-x\right)^2+y^2\right)+\operatorname{arctan2}\left(k-x, y\right)\ln\left(\frac{\left(k+1\right)^2}{y^2+\left(x+1\right)^2}\right)-\operatorname{arctan2}\left(k+x, y\right)\ln\left(\frac{\left(k+1\right)^2}{y^2+\left(x-1\right)^2}\right)+\mathrm{i}\left(\operatorname{Li}_2\left(\frac{\mathrm{i}\left(k+x\right)+y}{y+\mathrm{i}\left(x-1\right)}\right)-\operatorname{Li}_2\left(-\frac{\mathrm{i}\left(k+x\right)-y}{y-\mathrm{i}\left(x-1\right)}\right)-\operatorname{Li}_2\left(\frac{\mathrm{i}\left(k-x\right)+y}{y-\mathrm{i}\left(x+1\right)}\right)+\operatorname{Li}_2\left(-\frac{\mathrm{i}\left(k-x\right)-y}{y+\mathrm{i}\left(x+1\right)}\right)\right)+2\ln\left(k+1\right)\left(\arctan\left(\frac{k+x}{y}\right)-\arctan\left(\frac{k-x}{y}\right)\right) \right)
\end{eqnarray}
This was done using an online integral calculator based on Maxima. Wolfram Alpha gives similar results.

What I find suprising is that setting ##y=0## cancels all the terms in the first representation of the integral even without considering the limits of integration and in the second case the boundary condition is not recovered either.
 
  • #4
Gribouille said:
From the book, the general solution is
\begin{equation}
f(x,y) = \frac{4}{\pi} x y \int_0^{\infty} \frac{g_1 (\eta) \eta \, \mathrm{d} \eta}{\left[ (y-\eta)^2 + x^2 \right] \left[ (y+\eta)^2 + x^2 \right]} + \frac{4}{\pi} x y \int_0^{\infty} \frac{g_2 (k) k \, \mathrm{d} k}{\left[ (x-k)^2 + y^2 \right] \left[ (x+k)^2 + y^2 \right]}
\end{equation}
where ##f = g_1(y)## at ##x=0## and ##f=g_2(x)## at ##y=0##. In my case, ## g_1 = 0## and ## g_2(x) = \ln(1+x)##.

I don't know how to insert screenshots, so here is the Latex code of the indefinite integral (the definite integral could not be computed)
\begin{eqnarray}
\dfrac{1}{8xy} \mathrm{i}\left(-\ln\left(-\mathrm{i}y-x+1\right)\ln\left(\left|k+\mathrm{i}y+x\right|\right)+\ln\left(-\mathrm{i}y+x+1\right)\ln\left(\left|k+\mathrm{i}y-x\right|\right)+\ln\left(\mathrm{i}y-x+1\right)\ln\left(\left|k-\mathrm{i}y+x\right|\right)-\ln\left(\mathrm{i}y+x+1\right)\ln\left(\left|k-\mathrm{i}y-x\right|\right)+\operatorname{Li}_2\left(\frac{k+\mathrm{i}y+x}{\mathrm{i}y+x-1}\right)-\operatorname{Li}_2\left(\frac{k+\mathrm{i}y-x}{\mathrm{i}y-x-1}\right)-\operatorname{Li}_2\left(-\frac{k-\mathrm{i}y+x}{\mathrm{i}y-x+1}\right)+\operatorname{Li}_2\left(-\frac{k-\mathrm{i}y-x}{\mathrm{i}y+x+1}\right)\right)
\end{eqnarray}
Another form of this result apparently is
\begin{eqnarray}
-\dfrac{1}{8xy} \left(\operatorname{arctan2}\left(\frac{y\left(k+1\right)}{y^2+\left(x-1\right)^2}, -\frac{\left(x-1\right)\left(k+1\right)}{y^2+\left(x-1\right)^2}\right)\ln\left(\left(k+x\right)^2+y^2\right)-\operatorname{arctan2}\left(\frac{y\left(k+1\right)}{y^2+\left(x+1\right)^2}, \frac{\left(x+1\right)\left(k+1\right)}{y^2+\left(x+1\right)^2}\right)\ln\left(\left(k-x\right)^2+y^2\right)+\operatorname{arctan2}\left(k-x, y\right)\ln\left(\frac{\left(k+1\right)^2}{y^2+\left(x+1\right)^2}\right)-\operatorname{arctan2}\left(k+x, y\right)\ln\left(\frac{\left(k+1\right)^2}{y^2+\left(x-1\right)^2}\right)+\mathrm{i}\left(\operatorname{Li}_2\left(\frac{\mathrm{i}\left(k+x\right)+y}{y+\mathrm{i}\left(x-1\right)}\right)-\operatorname{Li}_2\left(-\frac{\mathrm{i}\left(k+x\right)-y}{y-\mathrm{i}\left(x-1\right)}\right)-\operatorname{Li}_2\left(\frac{\mathrm{i}\left(k-x\right)+y}{y-\mathrm{i}\left(x+1\right)}\right)+\operatorname{Li}_2\left(-\frac{\mathrm{i}\left(k-x\right)-y}{y+\mathrm{i}\left(x+1\right)}\right)\right)+2\ln\left(k+1\right)\left(\arctan\left(\frac{k+x}{y}\right)-\arctan\left(\frac{k-x}{y}\right)\right) \right)
\end{eqnarray}
This was done using an online integral calculator based on Maxima. Wolfram Alpha gives similar results.

What I find suprising is that setting ##y=0## cancels all the terms in the first representation of the integral even without considering the limits of integration and in the second case the boundary condition is not recovered either.

Your solution does seem to satisfy the boundary condition for ##y=0##. Using a small non-zero value ##y = 0.001## we can plot the value of the solution
$$f(x,y) = \frac{4 x y}{\pi} \int_0^{\infty} \frac{u \ln(1+u)}{[(x-u)^2+y^2)] [(x+u)^2+y^2]}$$
as a function of ##x## and compare it with the graph of ##\ln(1+x)##. I did this using Maple, and the results are given below. I just left the integral unevaluated and let Maple compute it numerically, but the same result was obtained if Maple did it symbolically.

The two graphs ##f(x,0.001)## in blue and ##\log(1+x)## in red coincide, and just look like a single blue plot. I also (separately) plotted ##f(x,0.001)_{\text{numerical}}## and ##f(x,0.001)_{\text{analytical}}## together, and they likewise coincide.

upload_2018-8-5_17-57-54.png
 

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  • #5
Gribouille said:
Hi,
I am looking for the solution to the quadrant problem of the Laplace equation in 2 dimensions with Dirichlet boundary conditions
\begin{equation}
\frac{\partial^2 f}{\partial x^2} + \frac{\partial^2 f}{\partial y^2} = 0
\end{equation}
in the first quadrant ## x, y \geq 0 ## with boundary conditions ## f = \ln(1+x)## at ##y=0## and ##f=0## at ##x=0##.

I have looked at the solution in the book "Handbook of linear partial differential equations for engineers and scientists, 2nd edition, p. 800" but doing the integration with online algebra software (Mathematica, Maxima) gives nonsensical results that do not satisfy the boundary conditions.

Can you help me out with the solution?
Here is a 3d-plot of the solution
$$f(x,y) = \frac{4 x y}{\pi} \int_0^{\infty} \frac{u \ln(1+u)}{[(x-u)^2+y^2)] [(x+u)^2+y^2]}\, du,$$
as done using Maple. In plotting, if the integral is "tricky" to do analytically, Maple will just evaluate it numerically.

Poisson_Soln3d.jpg
 

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FAQ: A solution to the Laplace equation

What is the Laplace equation?

The Laplace equation is a partial differential equation that describes the variation of a physical quantity (such as temperature or electric potential) in a given space or region.

What are some real-world applications of the Laplace equation?

The Laplace equation has many applications in physics and engineering, such as modeling heat flow, electrostatics, and fluid dynamics. It is also used in image processing and computer vision, as well as in financial mathematics to model stock prices.

What is a solution to the Laplace equation?

A solution to the Laplace equation is a function that satisfies the equation and describes the behavior of the physical quantity being studied in a given space or region. It is often used to determine the equilibrium state of a system.

How is the Laplace equation solved?

The Laplace equation can be solved using various methods, such as separation of variables, Fourier series, or numerical methods. The choice of method depends on the specific problem being solved and the boundary conditions given.

What are some challenges in finding a solution to the Laplace equation?

One of the main challenges in finding a solution to the Laplace equation is determining the appropriate boundary conditions for the specific problem. In some cases, the geometry of the region may also make it difficult to find an analytical solution, requiring the use of numerical methods. Additionally, the complexity of the equation itself can make it challenging to solve in certain situations.

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