MA 201, Mathematics III, July-November 2022,

Part II: Partial Differential Equations

PDEs in Different Coordinate Systems

Lecture 15

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Solutions in different types of domains

For a two-dimensional problem in u(x, y), the Laplacian:

∂2u ∂2u
∇2 u(x, y) = + 2.
∂x2 ∂y

For a three-dimensional problem in u(x, y, z), the Laplacian:

∂2u ∂2u ∂2u
∇2 u(x, y, z) = + 2 + 2.
∂x2 ∂y ∂z

For a two-dimensional problem in u(r, θ), that is, in polar coordinates, the
Laplacian:
∂ 2 u 1 ∂u 1 ∂2u
∇2 u(r, θ) = + + .
∂r 2 r ∂r r 2 ∂θ 2

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Solution in different types of domains

For a three-dimensional problem in u(r, θ, z), that is, in cylindrical coordinates,

the Laplacian:
∂ 2 u 1 ∂u 1 ∂2u ∂2u
∇2 u(r, θ, z) = 2
+ + 2 2 + 2.
∂r r ∂r r ∂θ ∂z

For a three-dimensional problem in u(r, θ, φ), that is, in spherical coordinates,

the Laplacian:
∂ 2 u 2 ∂u 1 ∂ 2 u cot θ ∂u 1 ∂2u
∇2 u(r, θ, φ) = 2
+ + 2 2 + 2 + 2 2 .
∂r r ∂r r ∂θ r ∂θ r sin θ ∂φ2

Lecture 15 MA 201, PDE (2022) 3 / 24

Laplace’s equation in polar coordinates
For a problem involving a circular disk, polar coordinates are more appropriate
than rectangular coordinates.

Let us formulate the steady-state heat flow problem in polar coordinates r, θ,

where x = r cos θ, y = r sin θ.

A circular plate of radius a can be simply represented by

r < a with 0 ≤ θ ≤ 2π with r = a as its boundary.

The unknown temperature inside the plate is now u = u(r, θ).

The given temperature on the boundary of the plate is considered as

u(a, θ) = f (θ), where f is a known function.

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Laplace’s equation in polar coordinates
Now we have the following boundary value problem:

1 1
urr + ur + 2 uθθ = 0, 0 ≤ r ≤ a, 0 ≤ θ ≤ 2π, (1)
r r
u(a, θ) = f (θ), 0 ≤ θ ≤ 2π. (2)

There is a periodic boundary condition which is implicit in nature:

u(r, θ) = u(r, θ + 2π). (3)

Using the separation of variables method, assume a solution:

u(r, θ) = R(r)T (θ).

Using this in equation (1),

R′′ R′ T ′′
r2 +r + = 0. (4)
R R T
Lecture 15 MA 201, PDE (2022) 5 / 24
Laplace’s equation in polar coordinates
Separating the variables
R′′ R′ T ′′
r2 +r =− = k, (5)
R R T

which gives rise to the following ODEs:

r 2 R′′ + rR′ − kR = 0, (6)

′′
T + kT = 0. (7)

We cannot consider negative values of k, since if k is negative,

then the ODE in T (θ) has exponential solutions, and exponential solutions cannot
satisfy periodicity conditions.

Since we are looking for a periodic solution in θ,

we must take k = λ2 .

But we should keep in mind that λ = 0, corresponding to k = 0, is also an

eigenvalue with corresponding eigenfunction u0 (r, θ) = constant.

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Laplace’s equation in polar coordinates
Hence the equations reduce to

r 2 R′′ + rR′ − λ2 R = 0, (8)

′′ 2
T + λ T = 0. (9)

(9) has the general solution

T (θ) = A cos(λθ) + B sin(λθ). (10)

The Dirichlet periodic boundary condition (3) will give us

cos(2πλ) = 1,

i.e., λn = n.

Lecture 15 MA 201, PDE (2022) 7 / 24

Laplace’s equation in polar coordinates

Tn (θ):

Tn (θ) = An cos(nθ) + Bn sin(nθ). (11)

Equation (8) takes the form

r 2 R′′ + rR′ − n2 R = 0, (12)

which is of Cauchy-Euler form and the solution is

Rn = Cn r −n + Dn r n . (13)

We set Cn = 0 since we are seeking a bounded solution in 0 ≤ r ≤ a,

and r −n is not bounded when r → 0.

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Laplace’s equation in polar coordinates
Solution to the BVP:
∞
A0 X n
u(r, θ) = + r [An cos(nθ) + Bn sin(nθ). (14)
2
n=1

Using the given boundary condition (2),

∞
A0 X n
f (θ) = + a [An cos(nθ) + Bn sin(nθ)]. (15)
2
n=1

The coefficients are given by

Z 2π
1
An = n
f (θ) cos(nθ) dθ, n = 0, 1, 2, 3, . . . , (16a)
πa 0
Z 2π
1
Bn = f (θ) sin(nθ) dθ, n = 1, 2, 3, . . . (16b)
πan 0

(14) is the solution of Laplace’s equation with the coefficients given by (16a) and
(16b).

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Laplace’s equation in polar coordinates
What we have just solved is called
an Interior Dirichlet problem for a circle since we have used Dirichlet condition in the
region r ≤ a.

If we change the boundary condition to Neumann,

we have what is called an Interior Neumann problem for a circle.

Now if we change the region to r > a with Dirichlet condition

we have what is called an Exterior Dirichlet problem for a circle.

If in above, the condition is replaced by Neumann,

we have what is called an Exterior Neumann problem for a circle.

Lecture 15 MA 201, PDE (2022) 10 / 24

Time-dependent diffusion in a disk
Consider a circular planar disk of radius a for which
• initial temperature is a function of the radial distance r alone,
• the boundary is held at zero degree Celcius.

Intuition tells that

the temperature u in the disk depends only on time and the distance r from the centre.

To be precise, the initial temperature u will be the same for some r = rn irrespective
of what value of θ is assigned.

That is, if the initial temperature u is, say, u1 for some r = r1 , then it is imperative
that the temperature is same for that specific r.

Consider now that the initial temperature u is, say, u2 for some r = r2 , then it is
imperative that the temperature is same for that specific r.

This, in turn means that

the heat flow will take place either from r = r1 to r = r2 or from r = r2 to r = r1
depending on which has a higher temperature.

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Diffusion in a disk
It then allows us to consider u simply as
u = u(r, t) although the originally equation seemed to contain r, θ, t as the
independent variables.

This assumption looks perfectly all right

because there is nothing in the initial condition or boundary condition to cause heat to
diffuse in an angular direction.

Heat will flow only along the rays emanating from the origin.

Now it is obvious that

the diffusion equation looks simpler than what it was originally.

Lecture 15 MA 201, PDE (2022) 12 / 24

Diffusion in a disk
Diffusion equation is now as simple as follows:
 
1
ut = α urr + ur , 0 ≤ r ≤ a, t > 0. (17)
r

Boundary condition:

u(a, t) = 0, t ≥ 0. (18)

Initial condition:

u(r, 0) = f (r), 0 ≤ r < a, (19)

where f is a given initial radial temperature distribution.

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Diffusion in a disk
Assume a solution in the form:

u(r, t) = R(r)T (t).

From the given equation,

R′′ 1 R′ T′
+ = = k.
R rR αT

k = −λ2 gives rise to the following pair of ODEs:

r 2 R′′ + rR′ + λ2 r 2 R = 0, (20)

T ′ + αλ2 T = 0. (21)

Equation (21) can be easily solved to write as

2
T (t) = Ce−αλ t . (22)

Can you recognize equation (20)??

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Diffusion in a disk

Equation (20) is Bessel’s equation of order 0.

Its solution can be written as

R(r) = AJ0 (λr) + BY0 (λr), (23)

where
J0 and Y0 are, respectively, Bessel’s function of first kind and second kind of order zero.

We are looking for a bounded solution as r → 0,

we must take B = 0 as Y0 (λr) → −∞ as r → 0.

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Diffusion in a disk

Solution u(r, t) can be written as

2
u(r, t) = AJ0 (λr)e−αλ t . (24)

Applying boundary condition (18), we get

0 = AJ0 (λa) implying
J0 (λa) = 0.

Hence λn a = νn ,
where νn are the zeros of J0 .

Hence the eigenvalues are given by

νn
λn = . (25)
a

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Diffusion in a disk
This gives us
ν  2
νn
n
un (r, t) = An J0 r e−α a2 t .
a

The solution u(r, t) is

∞
X
u(r, t) = un (r, t)
n=1
∞ ν  2
νn
n
r e−α a2 t .
X
= An J0 (26)
a
n=1

Now using the initial condition (19):

∞ ν 
n
X
f (r) = An J0 r . (27)
a
n=1

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Diffusion in a disk
Note the difference between the orthogonal properties of sine/cosine functions
and Bessel functions.

Bessel functions {Jµ (λn r)} form an orthogonal set with respect to
the weight function r.

νn


For finding the coefficient An , we multiply (27) by rJ0 a
r
and then integrate with respect to r from 0 to a to get

Ra νn


rf (r)J0 a r dr
An = R0a

2 . (28)
νn
0 r J0 a r dr

The following orthogonality property is used:

Z a ν  ν 
n m
rJ0 r J0 r dr = 0, n 6= m.
0 a a

(26) gives the solution of the given problem with An given by (28).

Lecture 15 MA 201, PDE (2022) 18 / 24

Steady-state heat conduction in a circular cylinder
Consider a right circular cylinder of radius a and height L having
(a) its convex surface and base in the xy-plane at temperature 00 C,
(b) the top surface z = L kept at temperature f (r)0 C.

To find the steady-state temperature at any point of the cylinder.

The governing equation for this problem will be Laplace’s equation in r, θ, z:

∂ 2 u 1 ∂u 1 ∂2u ∂2u
∇2 u(r, θ, z) ≡ 2
+ + 2 2 + 2 =0
∂r r ∂r r ∂θ ∂z

For simplicity, we will consider Radially Symmetric Solution for the Laplace’s
equation.
Radially symmetric solution means that u(r, θ, z) = u(r, z), that is, the solution does
not depend on the polar angle θ.
In other sense, solutions are symmetric under rotation.
Lecture 15 MA 201, PDE (2022) 19 / 24
Steady-state heat conduction in a circular cylinder
By assuming that the cylinder is symmetrical about its axis, Laplace’s equation
takes the form:
1
urr + ur + uzz = 0, 0 ≤ r ≤ a, 0 ≤ z ≤ L. (29)
r

The boundary conditions are

(on the surface) u(a, z) = 0, 0 ≤ z ≤ L, (30a)

(on the bottom) u(r, 0) = 0, 0 ≤ r ≤ a, (30b)
(on the top) u(r, L) = f (r), 0 ≤ r ≤ a. (30c)

Assume a solution in the form

u(r, z) = R(r)Z(z).

Applying it to the governing equation (29):

R′′ 1 R′ Z ′′
+ + = 0.
R rR Z
Lecture 15 MA 201, PDE (2022) 20 / 24
Steady-state heat conduction in a circular cylinder
By separating the variables:
R′′ 1 R′ Z ′′
+ =− = k.
R rR Z

Observing that only the negative value of the separation constant will give rise to
non-trivial solutions,
we get the following ODEs by considering k = −λ2 :

Z ′′ − λ2 Z = 0, (31)
1
R′′ + R′ + λ2 R = 0. (32)
r

The solutions of the above equations are, respectively, given by

Z(z) = A cosh(λz) + B sinh(λz), (33)

R(r) = CJ0 (λr) + DY0 (λr). (34)

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Steady-state heat conduction in a circular cylinder

The solution u(r, z):

u(r, z) = [A cosh(λz) + B sinh(λz)][CJ0 (λr) + DY0 (λr)]. (35)

We are looking for a bounded solution in 0 ≤ r ≤ a,

we must take D = 0 since Y0 → −∞ as r → 0.

Equation (35) can be written as

u(r, z) = J0 (λr)[A cosh(λz) + B sinh(λz)]. (36)

Now applying the boundary condition (30a), we get 0 = AJ0 (λa)

implying
J0 (λa) = 0.

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Steady-state heat conduction in a circular cylinder
Hence

λn a = νn ,

where νn are the zeros of J0 .

The eigenvalues are given by

νn
λn = giving us (37)
a

ν  ν  ν  ν 
n n n n
un (r, z) = An J0 r cosh z + Bn J0 r sinh z .
a a a a

Using the boundary condition (30b),

we get An = 0 thereby reducing the solution to

ν  ν 
n n
un (r, z) = Bn J0 r sinh z .
a a
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Steady-state heat conduction in a circular cylinder

The solution u(r, z) is

∞ ν  ν 
n n
X
u(r, z) = Bn J0 r sinh z . (38)
n=1
a a

The coefficient Bn can be obtained by using the boundary condition (30c):

∞ ν  ν 
n n
X
f (r) = Bn J0 r sinh L (39)
n=1
a a

giving us
Ra zn


0 rf (r)J0 a r dr
Bn =
Ra

2 . (40)
νn
sinh a L 0 r J0 zan r dr

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