‘Topics to Review Fourier series (Sections 2.1-2.4) and the separation of variables method (Section 3.3) are crucial in Wis chapter. Section 4.1 is self-contained. It presents the Laplacian in polar, ¢ylindri- cal, and spherical coordinates. Sections 4.2 and 4.3. deal with the vibrating circular membrane. "These require knowledge of Bessel functions (Sections 4.7, 4.8) and Fourier series. Section 4.4 re- quires Fourier series. For Section 4.5, further properties of Bessel functions from Sections 4.7 and 48 are needed. Section 4.6 devel- ‘ops the eigenfunction expanstons method on the disk. For this sec- tion, it is recommended to review the material of Section 3.9. Looking Ahead You recall from Section 3.6 how by varying the boundary condi tions we were led to new types of series expansions. Tn this chap- ter we will solve boundary value problems over cirenlar and cylin- drieal domains. It should not surprise you that the solutions will entail new series expansions, for exumple, Bessel series, ‘These series Jook quite complicated at first, but with the help of a com- puter system, yon will be able to plot them and sce that they be- have very much like Fourier se- ries. The ideas of this chap- ter will be developed further in Chapter 5, where we will con- sider problems in spherical coor- dinates, giving rise to new fami- lies of special functions. 4 PARTIAL DIFFERENTIAL EQUATIONS IN POLAR AND CYLINDRICAL COORDINATES One cannot understand ... the universality of laws of nature, the re- lationship of things, without an understanding of mathemaiics. There is no other way to do it. -RICHARD P. FEYNMAN In the previous chapter we used our knowledge of Fourier series to solve several interesting boundary value problems by the method of separation of variables. ‘The success of our method depended to a large extent on the fact that the domains under consideration were easily described in Cartesian coordinates. In this chapter we address problems where the domains are easily described in polar and eylin- drical coordinates. Specifically, we consider boundary value problems for the wave, heat, Laplace, and Poisson equations over disks or cylin- ders. Upon restating these problems in suitable coordinate systerns and separating variables, we will encounter new ordinary differential equations, Bessel’s equation, whose solutions are called Bessel func- tions. The full implementation of the separation of variables method will lead us to study expansions of functions in terms of Bessel fune- tions in ways analogous to Fourier series expansions. ‘You do not need to know about Bessel series to start the chapter. As needed, we will refer to Sections 4.7 and 4.8, where you will find a comprehensive treatment of these special series expansions. Section 4.9 contains mostly proofs of interesting properties of Bessel functions, with surprising connections to Fourier series. ‘This section can be omitted without affecting the rest of the chapter.194 Chapter 4 Partial Differential Equations in Polar and Cylindrical Coordinates 4.1 The Laplacian in Various Coordinate Systems The two dimensional Laplacian and its higher dimensional versions are of paramount importance in applications. ‘They appear, for example, in the wave and heat equations, and also in Laplace’s equation. In previous sec- tions we solved these equations over rectangular and box shaped regions. To extend our applications to regions such as the disk, the sphere or the cylinder, it is to our advantage to use new coordinate systems in which the region and its boundary have simple expressions, For example, for problems over a disk we change to polar coordinates, where the equation of a circle centered at the origin reduces to r = a. Similarly, problems over spheres are simplified by a change to spherical coordinates, For later applications, in this section we express the Laplacian in various coordinate systems. The Laplacian in Polar Coordinates We recall the relationship between rectangular and polar coordinates v=reost, — y=rsind, Parsy, — tand Z (Since the inverse tangent takes its values in the interval (7/2, 7/2), we have @ = tan7! (#) + kn, where k = 0,1, or —1, depending on whether x >0,20, ore <0 andy <0. Also, if x= 0, then 0 = x/2 if y > Oand —7/2 if y <0. See Figure 1.) Differentiating r? = x? + y? with respect to x, we obtain ash or or Sh =F, Oe as Differentiating a second time with respect to « and simplifying, we obtain a Differentiating 6 = tan~* 4 + m with respect to a yields os ( is . -—_,(- Figure 1 Polar coordinates ar yy ay? Differentiating a second time with respect to x and simplifying yields 88 2y Ar _ 2xy a2 Oe Differentiating now with respect to y, we obtain in a similar way er a? Be YO 2 ag Ore OO __ tay ay © 8 By’Section 4.1. The Laplacian in Various Coordinate Systems 195 (Check these identities.) From what we have done so far, it is easy to derive the following interesting identities 0 00 () oe top and 06 ar | 80 ar (2) ies * Spay 7° We are now ready to change to polar coordinates in the Laplacian. Using the chain rule in two dimensions, we have Ou _dudr | uae Ox Or dz” |B 9x" Applying the product rule for differentiation and the chain rule, we obtain Pu 8 (du, dr dudr a 80, bu HO Bel = da (dr) Bet Brae? * Seo) ae + BO Oe _ (Ze oe Pu 28) or Or | duer Or? Ba” BrB6 Ox Or Ox? (2 or, Bu 36 a 4 Ou He 3786 Oz * 08 Ox) Bx * 89 Bx? _ Su ( On)? Pu 80 Or | Bue r ~ Ox) "8r88 Bx Be * Gr Oa? ou any Ou 06 an) * 60 a Changing 2 to y, we obtain Pu _ Puy ry? Pu 86 Or Ou Or U 86)? au 870 aye = aay) *2aran ay ay * Bray? * eo) + 30 TE Adding and simplifying with the help of (1) and (2), we get ae oo or((te) +5) } 2a (are * 95) Bela ah ol) * () aol op) = BEC (yd arta : +p (Be) * (35) }196 Chapter 4 Paetial Differential Equations in Polar and Cylindrical Coordinates Figure 2 Cylindrical coordi- nates. We should note that there is no unanimity about. whick spherical coordinates to call @ and which to call . Calculus texts tend to use 6 for longi- tude and ¢ for colatitude. Our notation is more common in physics texts and hence more convenient for the physical ap- plications of Chapter 5. Replacing the partial derivatives with respect to x and y by their expressions. in terms of r and 6, we arrive at Pu Pu Pua? y? Ouse? Pua? y* ) ost) (a+%) oat t OP = al att et) t ars + Bee Simplifying with the help of the identity 2? + y? form of the Laplacian , we get the polar (3) The Laplacian in Cylindrical Coordinates If u is a function of three variables x, y, and z, the Laplacian is Pu Pu, Pu a vty = Fu Pu Bu Ava Vu 932 * aye * Oe ‘The relationships between rectangular and cylindrical coordinates are z= pcos, y=psing, 2=2, where we now use p and @ to denote polar coordinates in the «y-plane as illustrated in Figure 2. ‘The cylindrical form of the Laplacian is now evident from (3) Bu Lu, eu, de Op? pdp pag? © Az (4) Aus Vue The Laplacian in Spherical Coordinates We will use (r, 6, 4) to denote the spherical coordinates of tie point (x,y, 2). We have n= rcosdsin8, y=rsindsind, z=rcos8, Pat yet ot From the geometry in Figure 3, we have p=rsin8, r=pcosd, y=psing,Figure 3 Spherical coordi- nates. Section 4.1 The Laplacian in Various Coordinate Systems 197 Our goal is to express Vu in terms of r, 0, and ¢. From the polar form of the Laplacian. (3), we have Pu Pu_ Pu ldu, 1 du ®) dat Be ~ apt * pap * pa Observe that the relations z cosé, p= are analogous to those between polar and rectangular coordinates. So, by using again the polar form of the Laplacian with = and p (in place of x and ‘y), we get from (3) (6) Adding 3% to (5) and using (6) gives ou, Ou uu 100, 10a Ld, 1 dx? * Op * D2 = Gr? FOr’ 25R* pd POF It remains to express Ju/dp in spherical coordinates. From the relation @ = tan“"(p/z), we get ae z Op 1+(o/2F2 2+ 9% Differentiating p = rsin® with respect to p, we get 0) cos or. 00 _ ar 2 La sind +r cos = 5 sind + cos?0. Hence Or _ 1 cos? op sind Now note that @ and p are polar coordinates in the xy-plane, hence 6/8 = 0. Using the chain rule, we get Ou _ Ou Ou 09 _ dup | ducosd ap Or 39 8p — Substituting this in (7) and simplifying, we get the spherical form of the Laplacian: = sind. 2du 1 2 4 2du 1 (au ar 2, toot #2 + osc? o). =v? (8) Au=V?u= 3 ae198 Chapter 4 Partial Differential Equations in Polar and Cylindrical Coordinates EXAMPLE 1 Use spherical coordinates to compute the Laplacian of S(ey,2) = In(a? +9? +24), (#,4y 3) # (0,0,0) Solution In spherical coordinates, we have J(r,0,6) = Inr? = 2Inr. Since f is independent of @ and ¢, all partial derivatives in these variables are zero. From (8) we get. ef 20f_ 2 T= ot ror Exercises 4.1 In Exercises 1-8, compute the Laplacian in an appropriate coordinate system and decide if the given function satisfies Laplace’s equation Vu = 0. The appropriate dimension is indicated by the number of variables. 1. u(zy) = aie 2. u(z,y) = tan*(2) 3. u(z,y) = yee 4 ulen= Fa B. ula ye) = (2? + +P)? 6. u(z,y) = In(x? + y). T. ula,yz) = (2? +42), 8. u(x.y) = tan "(4 (a) Show that if u(r, 8,4) depends only on r, then the Laplacian takes the form gol” = Fy 4 208 (b) What is the form of the Laplacian ifthe funetion 1 depends only on r and 6? 10. Supply all the details to derive (8) from (7) 11. Project Problem: Harmonic functions. Recall from Section 3.1 that u(x; y) is called harmonic function if it satisfies Laplace’s equation (a) Show that if u and v are harmonic and @ and 8 are numbers, then au + Sv is harmonic. (b) Give an example of two harmonic functions u and v such that. wv is not harmonic. {c) Show that if u and u? are both harmonic, then u must be constant. [Hint: Write down what it means for u and u? to be harmonic in terms of their partial derivatives.] (4) Show that if u, v and u? +v? are harmonic, then wand v must be constant, 4.2 Vibrations of a Circular Membrane: Symmetric Case In this and the next section we study the vibrations of a thin circular mem- brane with uniform mass density, clamped along its circumference. We place the center of the membrane at the origin, and we denote the radius by a. The vibrations of the membrane are governed by the two-dimensional wave equation, which will be expressed in polar coordinates, because these are the coordinates best suited to this problem. Using the polar form of the Lapla-