where is the Laplace operator,[note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and is a twice-differentiable real-valued function. The Laplace operator therefore maps a scalar function to another scalar function.
If the right-hand side is specified as a given function, , we have
The general theory of solutions to Laplace's equation is known as potential theory. The twice continuously differentiable solutions of Laplace's equation are the harmonic functions, which are important in multiple branches of physics, notably electrostatics, gravitation, and fluid dynamics. In the study of heat conduction, the Laplace equation is the steady-stateheat equation. In general, Laplace's equation describes situations of equilibrium, or those that do not depend explicitly on time.
The Dirichlet problem for Laplace's equation consists of finding a solution φ on some domain D such that φ on the boundary of D is equal to some given function. Since the Laplace operator appears in the heat equation, one physical interpretation of this problem is as follows: fix the temperature on the boundary of the domain according to the given specification of the boundary condition. Allow heat to flow until a stationary state is reached in which the temperature at each point on the domain doesn't change anymore. The temperature distribution in the interior will then be given by the solution to the corresponding Dirichlet problem.
The Neumann boundary conditions for Laplace's equation specify not the function φ itself on the boundary of D but its normal derivative. Physically, this corresponds to the construction of a potential for a vector field whose effect is known at the boundary of D alone. For the example of the heat equation it amounts to prescribing the heat flux through the boundary. In particular, at an adiabatic boundary, the normal derivative of φ is zero.
Solutions of Laplace's equation are called harmonic functions; they are all analytic within the domain where the equation is satisfied. If any two functions are solutions to Laplace's equation (or any linear homogeneous differential equation), their sum (or any linear combination) is also a solution. This property, called the principle of superposition, is very useful. For example, solutions to complex problems can be constructed by summing simple solutions.
The real and imaginary parts of a complex analytic function both satisfy the Laplace equation. That is, if z = x + iy, and if
then the necessary condition that f(z) be analytic is that u and v be differentiable and that the Cauchy–Riemann equations be satisfied:
where ux is the first partial derivative of u with respect to x.
It follows that
Therefore u satisfies the Laplace equation. A similar calculation shows that v also satisfies the Laplace equation.
Conversely, given a harmonic function, it is the real part of an analytic function, f(z) (at least locally). If a trial form is
then the Cauchy–Riemann equations will be satisfied if we set
This relation does not determine ψ, but only its increments:
The Laplace equation for φ implies that the integrability condition for ψ is satisfied:
and thus ψ may be defined by a line integral. The integrability condition and Stokes' theorem implies that the value of the line integral connecting two points is independent of the path. The resulting pair of solutions of the Laplace equation are called conjugate harmonic functions. This construction is only valid locally, or provided that the path does not loop around a singularity. For example, if r and θ are polar coordinates and
then a corresponding analytic function is
However, the angle θ is single-valued only in a region that does not enclose the origin.
The close connection between the Laplace equation and analytic functions implies that any solution of the Laplace equation has derivatives of all orders, and can be expanded in a power series, at least inside a circle that does not enclose a singularity. This is in sharp contrast to solutions of the wave equation, which generally have less regularity.
There is an intimate connection between power series and Fourier series. If we expand a function f in a power series inside a circle of radius R, this means that
with suitably defined coefficients whose real and imaginary parts are given by
which is a Fourier series for f. These trigonometric functions can themselves be expanded, using multiple angle formulae.
Let the quantities u and v be the horizontal and vertical components of the velocity field of a steady incompressible, irrotational flow in two dimensions. The continuity condition for an incompressible flow is that
and the condition that the flow be irrotational is that
If we define the differential of a function ψ by
then the continuity condition is the integrability condition for this differential: the resulting function is called the stream function because it is constant along flow lines. The first derivatives of ψ are given by
and the irrotationality condition implies that ψ satisfies the Laplace equation. The harmonic function φ that is conjugate to ψ is called the velocity potential. The Cauchy–Riemann equations imply that
Thus every analytic function corresponds to a steady incompressible, irrotational, inviscid fluid flow in the plane. The real part is the velocity potential, and the imaginary part is the stream function.
where the Dirac delta functionδ denotes a unit source concentrated at the point (x′, y′, z′). No function has this property: in fact it is a distribution rather than a function; but it can be thought of as a limit of functions whose integrals over space are unity, and whose support (the region where the function is non-zero) shrinks to a point (see weak solution). It is common to take a different sign convention for this equation than one typically does when defining fundamental solutions. This choice of sign is often convenient to work with because −Δ is a positive operator. The definition of the fundamental solution thus implies that, if the Laplacian of u is integrated over any volume that encloses the source point, then
The Laplace equation is unchanged under a rotation of coordinates, and hence we can expect that a fundamental solution may be obtained among solutions that only depend upon the distance r from the source point. If we choose the volume to be a ball of radius a around the source point, then Gauss' divergence theorem implies that
It follows that
on a sphere of radius r that is centered on the source point, and hence
A Green's function is a fundamental solution that also satisfies a suitable condition on the boundary S of a volume V. For instance,
Now if u is any solution of the Poisson equation in V:
and u assumes the boundary values g on S, then we may apply Green's identity, (a consequence of the divergence theorem) which states that
The notations un and Gn denote normal derivatives on S. In view of the conditions satisfied by u and G, this result simplifies to
Thus the Green's function describes the influence at (x′, y′, z′) of the data f and g. For the case of the interior of a sphere of radius a, the Green's function may be obtained by means of a reflection (Sommerfeld 1949): the source point P at distance ρ from the center of the sphere is reflected along its radial line to a point P' that is at a distance
Note that if P is inside the sphere, then P′ will be outside the sphere. The Green's function is then given by
where R denotes the distance to the source point P and R′ denotes the distance to the reflected point P′. A consequence of this expression for the Green's function is the Poisson integral formula. Let ρ, θ, and φ be spherical coordinates for the source point P. Here θ denotes the angle with the vertical axis, which is contrary to the usual American mathematical notation, but agrees with standard European and physical practice. Then the solution of the Laplace equation with Dirichlet boundary values g inside the sphere is given by(Zachmanoglou 1986, p. 228) harv error: no target: CITEREFZachmanoglou1986 (help)
is the cosine of the angle between (θ, φ) and (θ′, φ′). A simple consequence of this formula is that if u is a harmonic function, then the value of u at the center of the sphere is the mean value of its values on the sphere. This mean value property immediately implies that a non-constant harmonic function cannot assume its maximum value at an interior point.
Real (Laplace) spherical harmonics Yℓm for ℓ = 0, ..., 4 (top to bottom) and m = 0, ..., ℓ (left to right). Zonal, sectoral, and tesseral harmonics are depicted along the left-most column, the main diagonal, and elsewhere, respectively. (The negative order harmonics would be shown rotated about the z axis by with respect to the positive order ones.)
Consider the problem of finding solutions of the form f(r, θ, φ) = R(r) Y(θ, φ). By separation of variables, two differential equations result by imposing Laplace's equation:
The second equation can be simplified under the assumption that Y has the form Y(θ, φ) = Θ(θ) Φ(φ). Applying separation of variables again to the second equation gives way to the pair of differential equations
for some number m. A priori, m is a complex constant, but because Φ must be a periodic function whose period evenly divides 2π, m is necessarily an integer and Φ is a linear combination of the complex exponentials e±imφ. The solution function Y(θ, φ) is regular at the poles of the sphere, where θ = 0, π. Imposing this regularity in the solution Θ of the second equation at the boundary points of the domain is a Sturm–Liouville problem that forces the parameter λ to be of the form λ = ℓ (ℓ + 1) for some non-negative integer with ℓ ≥ |m|; this is also explained below in terms of the orbital angular momentum. Furthermore, a change of variables t = cos θ transforms this equation into the Legendre equation, whose solution is a multiple of the associated Legendre polynomialPℓm(cos θ) . Finally, the equation for R has solutions of the form R(r) = A rℓ + B r−ℓ − 1; requiring the solution to be regular throughout R3 forces B = 0.[note 2]
Here the solution was assumed to have the special form Y(θ, φ) = Θ(θ) Φ(φ). For a given value of ℓ, there are 2ℓ + 1 independent solutions of this form, one for each integer m with −ℓ ≤ m ≤ ℓ. These angular solutions are a product of trigonometric functions, here represented as a complex exponential, and associated Legendre polynomials:
Here Yℓm is called a spherical harmonic function of degree ℓ and order m, Pℓm is an associated Legendre polynomial, N is a normalization constant, and θ and φ represent colatitude and longitude, respectively. In particular, the colatitudeθ, or polar angle, ranges from 0 at the North Pole, to π/2 at the Equator, to π at the South Pole, and the longitudeφ, or azimuth, may assume all values with 0 ≤ φ < 2π. For a fixed integer ℓ, every solution Y(θ, φ) of the eigenvalue problem
is a linear combination of Yℓm. In fact, for any such solution, rℓ Y(θ, φ) is the expression in spherical coordinates of a homogeneous polynomial that is harmonic (see below), and so counting dimensions shows that there are 2ℓ + 1 linearly independent such polynomials.
The general solution to Laplace's equation in a ball centered at the origin is a linear combination of the spherical harmonic functions multiplied by the appropriate scale factor rℓ,
where the fℓm are constants and the factors rℓ Yℓm are known as solid harmonics. Such an expansion is valid in the ball
For , the solid harmonics with negative powers of are chosen instead. In that case, one needs to expand the solution of known regions in Laurent series (about ), instead of Taylor series (about ), to match the terms and find .
Let be the electric field, be the electric charge density, and be the permittivity of free space. Then Gauss's law for electricity (Maxwell's first equation) in differential form states
Now, the electric field can be expressed as the negative gradient of the electric potential ,
if the field is irrotational, . The irrotationality of is also known as the electrostatic condition.
Plugging this relation into Gauss's law, we obtain Poisson's equation for electricity,
In the particular case of a source-free region, and Poisson's equation reduces to Laplace's equation for the electric potential.
If the electrostatic potential is specified on the boundary of a region , then it is uniquely determined. If is surrounded by a conducting material with a specified charge density , and if the total charge is known, then is also unique.
A potential that doesn't satisfy Laplace's equation together with the boundary condition is an invalid electrostatic potential.
^Zill, Dennis G, and Michael R Cullen. Differential Equations with Boundary-Value Problems. 8th edition / ed., Brooks/Cole, Cengage Learning, 2013. Chapter 12: Boundary-value Problems in Rectangular Coordinates. p. 462. ISBN978-1-111-82706-9.