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18.02 Multivariable Calculus

Fall 2007

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 V7. Laplace's Equation
and Harmonic Functions

In this section, we will show how Green's theorem is closely connected with solutions to
Laplace's partial differential equation in two dimensions:

where w(x, y) is some unknown function of two variables, assumed to be twice differentiable.
Equation (1) models a variety of physical situations, as we discussed in Section P of these
notes, and shall briefly review.

1. The Laplace operator and harmonic functions.

The two-dimensional Laplace operator, or laplacian as it is often called, is denoted by
V2 or lap, and defined by

The notation V2 comes from thinking of the operator as a sort of symbolic scalar product:

In terms of this operator, Laplace's equation (1) reads simply

Notice that the laplacian is a linear operator, that is it satisfies the two rules

(3) v2(u + v) = v2u + v2v , v2(cu) = c(v2u),

for any two twice differentiable functions u(x, y) and v(x, y) and any constant c.
Definition. A function w(x, y) which has continuous second partial derivatives and
solves Laplace's equation (1) is called a harmonic function.

In the sequel, we will use the Greek letters q5 and $ to denote harmonic functions;
functions which aren't assumed to be harmonic will be denoted by Roman letters f,g, u, v,
etc.. According to the definition,

(4) 4(x, y) is harmonic H v2q5 = 0.

By combining (4) with the rules (3) for using Laplace operator, we see

(5) q5 and $ harmonic + q5 + $ and cq5 are harmonic (c constant).

Examples of harmonic functions. Here are some examples of harmonic functions.

The verifications are left to the Exercises.
2 V. VECTOR INTEGRAL CALCLUS

A. Harmonic homogeneous polynomials1 in two variables.

Degree 0: all constants c are harmonic.
+
Degree 1: all linear polynomials ax by are harmonic.
Degree 2: the quadratic polynomials x2 - y 2 and xy are harmonic; all other harmonic
homogeneous quadratic polynomials are linear combinations of these:

q5(x, y) = a(x2 - Y2) bxy, + (a, b constants).

Degree n: the real and imaginary parts of the complex polynomial (x + are harmonic.
(Check this against the above when n = 2.)
B. Functions with radial symmetry. Letting r = d m ,
the function given by
$(r) = In r is harmonic, and its constant multiples c l n r are the only harmonic functions
with radial symmetry, i.e., of the form f (r).
C. Exponentially growing or decaying oscillations. For all k the functions
ekx sin ky and ekx cos ky are harmonic.
In general, harmonic functions cannot be written down explicitly in terms of elementary
functions. Nevertheless, we will be able to prove things about them, by using Green's
theorem.

2. Harmonic functions and vector fields.

The relation between harmonic functions and vector fields rests on the simple identity

(6) div Vf = v2f,

which is easily verified, since

its truth is suggested symbolically by

There is an important connection between harmonic functions and conservative fields

which follows immediately from (6):

(7) Let F = V f . Then div F = 0 f is harmonic.

Another way to put this is to say: in a simply-connected region,

(7') curl F = 0 and div F = 0 F = Vq5. where q5 is harmonic.

This is just (7), combined with the criterion for gradient fields (Section V5, X).

In other words, from the vector field viewpoint, the theory of harmonic functions
and Laplace's equation is the same as the theory of conservative vector fields with
zero divergence. Where do such functions and fields occur?
'A homogeneous polynomial in several variables is one in which all the terms have the same total degree,
+
like x 2 y 2y3 or x5 - 6xZy3+ 4xy4.
 V7. LAPLACE'S EQUATION AND HARMONIC FUNCTIONS

One place is in heat flow problems. Imagine a thin uniform metal plate which
is insulated on the faces so no heat can enter or escape on the faces, and imagine
that some temperature distribution is maintained along the edge of the plate.
Then when the temperature distribution on the plate has reached steady-state,
it will be given by a harmonic function $(x, y); namely, it must satisfy the heat
equation (see Section P of these notes): q5,, +
$,, = a2gt, but gt = 0 since the
temperature is not changing with time, by assumption.
Harmonic functions also occur as the potential functions for two-dimensional
gravitational, electrostatic, and electromagnetic fields, in regions of space which
are respectively free of mass, static charge, or moving charges. (Here, "two-
dimensional" means not that the fields lie in the xy-plane, but rather that as
fields in three-space, the vectors all lie in horizontal planes, and the field looks the
same no matter what horizontal plane it is viewed in. A typical example would
be the field arising from a uniform mass or charge distribution on a set of vertical
wires, or from uniform currents on vertical wires.)

3. Boundary-value problems.
As the example given above of a temperature distribution on a uniform insulated metal
plate suggests, the typical problem in solving Laplace's equation would be to find a harmonic
function satisfying given boundary conditions.
That is, we are given a region R of the xy-plane, bounded by a simple closed curve C.
The problem is to find a function g(x, y) which is defined and harmonic on R , and which
takes on prescribed boundary values along the curve C.
The boundary values are commonly given in one of two ways:
(i) as the values of q5 along C ;

(ii) as the values of the normal derivative - 84 of q5 along C.

drl
To explain this last, the normal derivative is just the directional derivative in the direction
of the (outward-pointing) unit normal vector n:

84 =
-
drl
2In = g .n (normal derivative)

The tangential derivative is defined similarly, using the unit tangent vector t instead of n .
For heat flow problems, boundary values of the first type (i) would be most common -
you are maintaining a definite temperature distribution q5 along C and want to know what
the temperature will look like in R.
For conservative force field problems, with F = Vq5, one could also get boundary values
of the second type (ii). For example, if you were given the field vector F at each point of
C , then you would know Vq5. n and Vq5. t - the normal derivative and the tangential
derivative - at each point of C. Knowing the tangential derivative however is equivalent
to knowing g5 itself on C , for

(s = arclength along C) ,
ds
and therefore $(s) can be obtained by integrating the tangential derivative. So, to prescribe
F on the boundary is equivalent to prescribing both (i) and (ii) above for its potential
function.
4 V . VECTOR INTEGRAL CALCLUS

The basic problems are now these:

A. Existence. Does there exist a $(x, y) harmonic in some region containing C and
its interior R , and taking on the prescribed boundary values?
B. Uniqueness. If it exists, is there only one such 4(x, y)?
C. Solving. If there is a unique $(x, y), determine it by some explicit formula, or
approximate it by some numerical method.

We shall now show how Green's theorem sheds some light on both the existence and the
uniqueness questions.

4. Existence and uniqueness for harmonic functions.

In general, if the curve C is reasonable (sufficiently smooth, of finite length, and not too
wiggly), the values of 4 on the boundary can be prescribed more or less arbitrarily as long
as they form a twice differentiable function on C. It can then be proved that the harmonic
function 4 taking on those boundary values will exist in the interior of C.
This is not so however for the second type of boundary condition, which cannot be
prescribed arbitrarily, as the following theorem shows; its proof uses Green's theorem in the
normal (flux) form.
Theorem 1. If 4 exists and is harmonic everywhere inside the closed curve C bounding
the region R, then

Proof. We use (8), then Green's theorem in the normal form:

the double integral is zero since 4 is harmonic (cf. (7)).

One can think of the theorem as a "non-existence" theorem, since it gives
condition under which no harmonic 4 can exist. For example, if C is the unit
circle, and the normal derivative is prescribed to be 1 everywhere on C , then no
harmonic 4 can exist satisfying this condition, since the integral in (10) will have
the value 27r, not 0.

As far as uniqueness goes, physical considerations suggest that if a harmonic function

exists in R having given values on the boundary curve C , it should be unique. Namely, if
the given temperature distribution is maintained on C , then the corresponding temperature
distribution inside will approach a unique steady-state as t -+oo.

This argument however assumes that our model of heat flow is complete, i.e.,
that Laplace's equation is all that determines the heat flow. But maybe there are
some other conditions we don't know about and it is these that make the solution
unique.

We will prove the uniqueness of 4 by a purely mathematical argument. It depends on

the following theorem.
 V7. LAPLACE'S EQUATION AND HARMONIC FUNCTIONS 5

Theorem 2. Green's first identity. If $ is harmonic in a region containing R, and

f (x,y) is continuously differentiable in R, then

Proof. As before, we use first (B), then Green's theorem in normal form:

div (f V4) = (f $x)x+ (f $,) = fX$, + f,$, + f ($, + )$,,

= V f . V$, since $
,, + ,$, = 0 .
Substituting this into the double integral in (12) gives us (11).

The essential step in proving the uniquess of 4 is to prove it when the prescribed boundary
values are 0. We consider both types of boundary values.

Theorem 3. Let $ be harmonic in a region containing R . Then

(13) $ = 0 onC + $=0 onR;

(14) "
- - O on C + 4 = e on R (c is a constant).
877

Proof. We use Green's first identity (ll),taking f = 4. This gives

+ Iv$I2 = 0 everywhere in R,

since it is continuous and 2 0 everywhere, being a square;

+ V$ = 0 in R, since its magnitude is 0;

+ 4, = 0 and 4, = 0 in R,
+ $ = c inR.
This proves (14); it also proves (13)' for in this case we know that since $ = 0 on the
boundary C , the constant c must be 0.
6 V. VECTOR INTEGRAL CALCLUS

Corollary. Uniqueness Theorem.

Let 4 and be two functions harmonic in a region containing R.

&P -
- on C * 4 = $ +c on R, c constant .
arl arl

Proof. Consider the difference 4 - $. It is a harmonic function, by ( 5 ) . The two

hypotheses in (16) and (17) say respectively that

Therefore, by theorem 3, we conclude respectively that

4-$ = 0 onR, or 4-$ = c onR;

these are respectively the conclusions of (16) and (17).

Exercises: Section 41