SEC. 12.11 Laplace’s Equation in Cylindrical and Spherical Coordinates.

Potential 593

12.11 Laplace’s Equation in Cylindrical and

Spherical Coordinates. Potential
One of the most important PDEs in physics and engineering applications is Laplace’s
equation, given by

(1) ⵜ2u ⫽ u xx ⫹ u yy ⫹ u zz ⫽ 0.

Here, x, y, z are Cartesian coordinates in space (Fig. 167 in Sec. 9.1), u xx ⫽ 0 2u>0x 2, etc.
The expression ⵜ2u is called the Laplacian of u. The theory of the solutions of (1) is
called potential theory. Solutions of (1) that have continuous second partial derivatives
are known as harmonic functions.
Laplace’s equation occurs mainly in gravitation, electrostatics (see Theorem 3, Sec. 9.7),
steady-state heat flow (Sec. 12.5), and fluid flow (to be discussed in Sec. 18.4).
Recall from Sec. 9.7 that the gravitational potential u(x, y, z) at a point (x, y, z) resulting
from a single mass located at a point (X, Y, Z) is

c c
(2) u (x, y, z) ⫽ r ⫽ (r ⬎ 0)
2(x ⫺ X) ⫹ (y ⫺ Y)2 ⫹ (z ⫺ Z)2
2

and u satisfies (1). Similarly, if mass is distributed in a region T in space with density
r (X, Y, Z), its potential at a point (x, y, z) not occupied by mass is

r (X, Y, Z)
(3) u (x, y, z) ⫽ k 冮冮冮 r dX dY dZ.
T

It satisfies (1) because ⵜ (1>r) ⫽ 0 (Sec. 9.7) and r is not a function of x, y, z.

2

Practical problems involving Laplace’s equation are boundary value problems in a

region T in space with boundary surface S. Such problems can be grouped into three types
(see also Sec. 12.6 for the two-dimensional case):
(I) First boundary value problem or Dirichlet problem if u is prescribed on S.
(II) Second boundary value problem or Neumann problem if the normal
derivative u n ⫽ 0u>0n is prescribed on S.
(III) Third or mixed boundary value problem or Robin problem if u is prescribed
on a portion of S and u n on the remaining portion of S.
In general, when we want to solve a boundary value problem, we have to first select
the appropriate coordinates in which the boundary surface S has a simple representation.
Here are some examples followed by some applications.

Laplacian in Cylindrical Coordinates

The first step in solving a boundary value problem is generally the introduction of
coordinates in which the boundary surface S has a simple representation. Cylindrical
symmetry (a cylinder as a region T ) calls for cylindrical coordinates r, u, z related to
x, y, z by

(4) x ⫽ r cos u, y ⫽ r sin u, z⫽z (Fig. 311).

594 CHAP. 12 Partial Differential Equations (PDEs)

z z

(r, θ , z) φ (r, θ , φ )

r
z

θ y θ y
r
x x

Fig. 311. Cylindrical coordinates Fig. 312. Spherical coordinates

(r ⭌ 0, 0 ⬉ u ⬉ 2p) (r ⭌ 0, 0 ⬉ u ⬉ 2p, 0 ⬉ ␸ ⬉ p)

For these we get ⵜ2u immediately by adding u zz to (5) in Sec. 12.10; thus,

0 2u 1 0u 1 0 2u 0 2u
(5) ⵜ2u ⫽ ⫹ ⫹ ⫹ .
0r 2 r 0r r 2 0u2 0z 2

Laplacian in Spherical Coordinates

Spherical symmetry (a ball as region T bounded by a sphere S) requires spherical
coordinates r, u, ␾ related to x, y, z by

(6) x ⫽ r cos u sin ␾, y ⫽ r sin u sin ␾, z ⫽ r cos ␾ (Fig. 312).

Using the chain rule (as in Sec. 12.10), we obtain ⵜ2u in spherical coordinates

0 2u 2 0u 1 0 2u cot ␾ 0u 1 0 2u
(7) ⵜ2u ⫽ ⫹ ⫹ ⫹ ⫹ .
0r 2 r 0r r 2 0␾2 r 2 0␾ r 2 sin2 ␾ 0u2

We leave the details as an exercise. It is sometimes practical to write (7) in the form

0 2 0u 0 0u 0 2u
c ar b asin b d.
1 1 1
(7 r ) ⵜ2u ⫽ ⫹ ␾ ⫹
r 2 0r 0r sin ␾ 0␾ 0␾ sin2 ␾ 0u2

Remark on Notation. Equation (6) is used in calculus and extends the familiar notation
for polar coordinates. Unfortunately, some books use u and ␾ interchanged, an extension
of the notation x ⫽ r cos ␾, y ⫽ r sin ␾ for polar coordinates (used in some European
countries).

Boundary Value Problem in Spherical Coordinates

We shall solve the following Dirichlet problem in spherical coordinates:

0 2 0u 0 0u
c ar b⫹ asin ␾ b d ⫽ 0.
1 1
(8) ⵜ2u ⫽
r 2 0r 0r sin ␾ 0␾ 0␾

(9) u (R, ␾) ⫽ f (␾)

(10) lim u (r, ␾) ⫽ 0.

r :⬁
SEC. 12.11 Laplace’s Equation in Cylindrical and Spherical Coordinates. Potential 595

The PDE (8) follows from (7) or (7 r ) by assuming that the solution u will not depend on
u because the Dirichlet condition (9) is independent of u. This may be an electrostatic
potential (or a temperature) f (␾) at which the sphere S: r ⫽ R is kept. Condition (10)
means that the potential at infinity will be zero.

Separating Variables by substituting u (r, ␾) ⫽ G (r)H (␾) into (8). Multiplying (8) by
r 2, making the substitution and then dividing by GH, we obtain

ar 2 b⫽⫺ asin ␾ b.
1 d dG 1 d dH
G dr dr H sin ␾ d ␾ d␾

By the usual argument both sides must be equal to a constant k. Thus we get the two
ODEs

d 2G
ar 2 b⫽k
1 d dG dG
(11) or r2 2
⫹ 2r ⫽ kG
G dr dr dr dr

and

asin ␾ b ⫹ kH ⫽ 0.
1 d dH
(12)
sin ␾ d␾ d␾

The solutions of (11) will take a simple form if we set k ⫽ n (n ⫹ 1). Then, writing
G r ⫽ dG>dr, etc., we obtain

(13) r 2G s ⫹ 2rG r ⫺ n (n ⫹ 1) G ⫽ 0.

This is an Euler–Cauchy equation. From Sec. 2.5 we know that it has solutions G ⫽ r a.
Substituting this and dropping the common factor r a gives

a (a ⫺ 1) ⫹ 2a ⫺ n (n ⫹ 1) ⫽ 0. The roots are a ⫽ n and ⫺n ⫺ 1.

Hence solutions are

1
(14) Gn (r) ⫽ r n and G*n(r) ⫽ n⫹1
.
r

We now solve (12). Setting cos ␾ ⫽ w, we have sin2 ␾ ⫽ 1 ⫺ w 2 and

d d dw d
⫽ ⫽ ⫺sin ␾ .
d␾ dw d␾ dw

Consequently, (12) with k ⫽ n (n ⫹ 1) takes the form

c (1 ⫺ w ) d ⫹ n (n ⫹ 1)H ⫽ 0.
d 2 dH
(15)
dw dw

This is Legendre’s equation (see Sec. 5.3), written out

596 CHAP. 12 Partial Differential Equations (PDEs)

d 2H dH
(15ⴕ) (1 ⫺ w 2) 2 ⫺ 2w ⫹ n (n ⫹ 1)H ⫽ 0.
dw dw

For integer n ⫽ 0, 1, Á the Legendre polynomials

H ⫽ Pn (w) ⫽ Pn (cos ␾) n ⫽ 0, 1, Á ,

are solutions of Legendre’s equation (15). We thus obtain the following two sequences
of solution u ⫽ GH of Laplace’s equation (8), with constant An and Bn, where
n ⫽ 0, 1, Á ,

Bn
(16) (a) u n (r, ␾) ⫽ Anr nPn (cos ␾), (b) u*n (r, ␾) ⫽ Pn (cos ␾)
r n⫹1

Use of Fourier–Legendre Series

Interior Problem: Potential Within the Sphere S. We consider a series of terms from
(16a),

ⴥ
(17) u(r, ␾) ⫽ a Anr nPn(cos ␾) (r ⬉ R).
n⫽0

Since S is given by r ⫽ R, for (17) to satisfy the Dirichlet condition (9) on the sphere S,
we must have
ⴥ
(18) u (R, ␾) ⫽ a AnR nPn (cos ␾) ⫽ f (␾);
n⫽0

that is, (18) must be the Fourier–Legendre series of f (␾). From (7) in Sec. 5.8 we get
the coefficients

1
2n ⫹ 1
(19*) AnR ⫽n
2 冮
ⴚ1
苲
f (w) Pn (w) dw

苲
where f (w) denotes f (␾) as a function of w ⫽ cos ␾. Since dw ⫽ ⫺sin ␾ d␾, and the limits
of integration ⫺1 and 1 correspond to ␾ ⫽ p and ␾ ⫽ 0, respectively, we also obtain

p
2n ⫹ 1
(19) An ⫽
2R n 冮 0
f (␾)Pn (cos ␾) sin ␾ d␾, n ⫽ 0, 1, Á .

If f (␾) and f r (␾) are piecewise continuous on the interval 0 ⬉ ␾ ⬉ p, then the series
(17) with coefficients (19) solves our problem for points inside the sphere because it can
be shown that under these continuity assumptions the series (17) with coefficients (19)
gives the derivatives occurring in (8) by termwise differentiation, thus justifying our
derivation.
SEC. 12.11 Laplace’s Equation in Cylindrical and Spherical Coordinates. Potential 597

Exterior Problem: Potential Outside the Sphere S. Outside the sphere we cannot use
the functions u n in (16a) because they do not satisfy (10). But we can use the u n* in (16b),
which do satisfy (10) (but could not be used inside S; why?). Proceeding as before leads
to the solution of the exterior problem

ⴥ Bn
(20) u(r, ␾) ⫽ a n⫹1
Pn (cos ␾) (r ⭌ R)
n⫽0 r

satisfying (8), (9), (10), with coefficients

p
2n ⫹ 1 n⫹1
(21) Bn ⫽
2
R 冮0
f (␾)Pn(cos ␾) sin ␾ d␾.

The next example illustrates all this for a sphere of radius 1 consisting of two hemispheres
that are separated by a small strip of insulating material along the equator, so that these
hemispheres can be kept at different potentials (110 V and 0 V).

EXAMPLE 1 Spherical Capacitor

Find the potential inside and outside a spherical capacitor consisting of two metallic hemispheres of radius 1 ft
separated by a small slit for reasons of insulation, if the upper hemisphere is kept at 110 V and the lower is
grounded (Fig. 313).
Solution. The given boundary condition is (recall Fig. 312)

110 if 0 ⬉ ␾ ⬍ p>2
f (␾) ⫽ e
0 if p>2 ⬍ ␾ ⬉ p.

Since R ⫽ 1, we thus obtain from (19)

p>2
2n ⫹ 1
An ⫽
2
ⴢ 110 冮0
Pn(cos ␾) sin ␾ d␾

1
2n ⫹ 1
⫽
2
ⴢ 110 冮0
Pn (w) dw

where w ⫽ cos ␾. Hence Pn(cos ␾) sin ␾ d␾ ⫽ ⫺Pn(w) dw, we integrate from 1 to 0, and we finally get rid of
the minus by integrating from 0 to 1. You can evaluate this integral by your CAS or continue by using (11) in
Sec. 5.2, obtaining
M
(2n ⫺ 2m)! 1
An ⫽ 55 (2n ⫹ 1) a (⫺1)m
m⫽0 2nm!(n ⫺ m)!(n ⫺ 2m)!
冮
0
w nⴚ2m dw

where M ⫽ n>2 for even n and M ⫽ (n ⫺ 1)>2 for odd n. The integral equals 1>(n ⫺ 2m ⫹ 1). Thus

110 volts

x y

Fig. 313. Spherical capacitor in Example 1

598 CHAP. 12 Partial Differential Equations (PDEs)

55 (2n ⫹ 1) M
(2n ⫺ 2m)!
(22) An ⫽ n
m
a (⫺1) m!(n ⫺ m)!(n ⫺ 2m ⫹ 1)! .
2 m⫽0

Taking n ⫽ 0, we get A0 ⫽ 55 (since 0! ⫽ 1). For n ⫽ 1, 2, 3, Á we get

165 2! 165
A1 ⫽ ⴢ ⫽ ,
2 0!1!2! 2

a b ⫽ 0,
275 4! 2!
A2 ⫽ ⫺
4 0!2!3! 1!1!1!

a b⫽⫺
385 6! 4! 385
A3 ⫽ ⫺ , etc.
8 0!3!4! 1!2!2! 8

Hence the potential (17) inside the sphere is (since P0 ⫽ 1)

165 385
(23) u (r, ␾) ⫽ 55 ⫹ r P1 (cos ␾) ⫺ r 3P3(cos ␾) ⫹ Á (Fig. 314)
2 8

with P1, P3, Á given by (11 r ), Sec. 5.21. Since R ⫽ 1, we see from (19) and (21) in this section that Bn ⫽ An,
and (20) thus gives the potential outside the sphere

55 165 385
(24) u (r, ␾) ⫽ ⫹ P1(cos ␾) ⫺ P3(cos ␾) ⫹ Á .
r 2r 2 8r 4

Partial sums of these series can now be used for computing approximate values of the inner and outer potential.
Also, it is interesting to see that far away from the sphere the potential is approximately that of a point charge,
namely, 55>r . (Compare with Theorem 3 in Sec. 9.7.) 䊏

110

0 π π t
–
2

Fig. 314. Partial sums of the first 4, 6, and 11 nonzero terms of (23) for r ⫽ R ⫽ 1

EXAMPLE 2 Simpler Cases. Help with Problems

The technicalities encountered in cases that are similar to the one shown in Example 1 can often be avoided.
For instance, find the potential inside the sphere S: r ⫽ R ⫽ 1 when S is kept at the potential f (␾) ⫽ cos 2␾.
(Can you see the potential on S? What is it at the North Pole? The equator? The South Pole?)
Solution. w ⫽ cos ␾, cos 2␾ ⫽ 2 cos2 ␾ ⫺ 1 ⫽ 2w 2 ⫺ 1 ⫽ 43P2(w) ⫺ 13 ⫽ 43 (32w 2 ⫺ 12 ) ⫺ 13 . Hence the
potential in the interior of the sphere is

u ⫽ 43 r 2P2(w) ⫺ 13 ⫽ 43 r 2P2(cos ␾) ⫺ 1
3 ⫽ 23 r 2(3 cos2 ␾ ⫺ 1) ⫺ 13 . 䊏

PROBLEM SET 12.11

1. Spherical coordinates. Derive (7) from ⵜ2u in 3. Sketch Pn(cos u), 0 ⬉ u ⬉ 2p, for n ⫽ 0, 1, 2. (Use
spherical coordinates. (11 r ) in Sec. 5.2.)
2. Cylindrical coordinates. Verify (5) by transforming 4. Zero surfaces. Find the surfaces on which u 1, u 2, u 3
ⵜ2u back into Cartesian coordinates. in (16) are zero.
SEC. 12.11 Laplace’s Equation in Cylindrical and Spherical Coordinates. Potential 599

5. CAS PROBLEM. Partial Sums. In Example 1 in the 21. Point charge. Show that in Prob. 17 the potential exterior
text verify the values of A0, A1, A2, A3 and compute to the sphere is the same as that of a point charge at the
A4, Á , A10. Try to find out graphically how well the origin.
corresponding partial sums of (23) approximate the 22. Exterior potential. Find the potentials exterior to the
given boundary function. sphere in Probs. 16 and 19.
6. CAS EXPERIMENT. Gibbs Phenomenon. Study the 23. Plane intersections. Sketch the intersections of the
Gibbs phenomenon in Example 1 (Fig. 314) graphically. equipotential surfaces in Prob. 16 with xz-plane.
7. Verify that u n and u*n in (16) are solutions of (8). 24. TEAM PROJECT. Transmission Line and Related
PDEs. Consider a long cable or telephone wire (Fig. 315)
8–15 POTENTIALS DEPENDING ONLY ON r
that is imperfectly insulated, so that leaks occur along the
8. Dimension 3. Verify that the potential u ⫽ c>r, r ⫽ entire length of the cable. The source S of the current
2x 2 ⫹ y 2 ⫹ z 2 satisfies Laplace’s equation in spherical i (x, t) in the cable is at x ⫽ 0, the receiving end T at
coordinates. x ⫽ l. The current flows from S to T and through the
9. Spherical symmetry. Show that the only solution load, and returns to the ground. Let the constants R, L,
of Laplace’s equation depending only on r ⫽ C, and G denote the resistance, inductance, capacitance
2x 2 ⫹ y 2 ⫹ z 2 is u ⫽ c>r ⫹ k with constant c and k. to ground, and conductance to ground, respectively, of
the cable per unit length.
10. Cylindrical symmetry. Show that the only solution of
Laplace’s equation depending only on r ⫽ 2x 2 ⫹ y 2
S T
is u ⫽ c ln r ⫹ k.
11. Verification. Substituting u (r) with r as in Prob. 9 into
u xx ⫹ u yy ⫹ u zz ⫽ 0, verify that u s ⫹ 2u r >r ⫽ 0, in
Load
agreement with (7).
12. Dirichlet problem. Find the electrostatic potential
between coaxial cylinders of radii r1 ⫽ 2 cm and
x=0 x=l
r2 ⫽ 4 cm kept at the potentials U1 ⫽ 220 V and
U2 ⫽ 140 V, respectively. Fig. 315. Transmission line
13. Dirichlet problem. Find the electrostatic potential
between two concentric spheres of radii r1 ⫽ 2 cm (a) Show that (“first transmission line equation”)
and r2 ⫽ 4 cm kept at the potentials U1 ⫽ 220 V and
0u 0i
U2 ⫽ 140 V, respectively. Sketch and compare the ⫺ ⫽ Ri ⫹ L
equipotential lines in Probs. 12 and 13. Comment. 0x 0t
14. Heat problem. If the surface of the ball r 2 ⫽ where u (x, t) is the potential in the cable. Hint: Apply
x 2 ⫹ y 2 ⫹ z 2 ⬉ R2 is kept at temperature zero and the Kirchhoff’s voltage law to a small portion of the cable
initial temperature in the ball is f (r), show that the between x and x ⫹ ¢x (difference of the potentials at
temperature u (r, t) in the ball is a solution of u t ⫽ x and x ⫹ ¢x ⫽ resistive drop ⫹ inductive drop).
c2(u rr ⫹ 2u r>r) satisfying the conditions u (R, t) ⫽ (b) Show that for the cable in (a) (“second transmis-
0, u (r, 0) ⫽ f (r). Show that setting v ⫽ ru gives sion line equation”),
vt ⫽ c2vrr, v (R, t) ⫽ 0, v (r, 0) ⫽ rf (r). Include the 0i 0u
condition v (0, t) ⫽ 0 (which holds because u must be ⫺ ⫽ Gu ⫹ C .
0x 0t
bounded at r ⫽ 0), and solve the resulting problem by
separating variables. Hint: Use Kirchhoff’s current law (difference of the
currents at x and x ⫹ ¢x ⫽ loss due to leakage to
15. What are the analogs of Probs. 12 and 13 in heat
ground ⫹ capacitive loss).
conduction?
(c) Second-order PDEs. Show that elimination of i
or u from the transmission line equations leads to
16–20 BOUNDARY VALUE PROBLEMS
IN SPHERICAL COORDINATES r, U, ␾ u xx ⫽ LCu tt ⫹ (RC ⫹ GL)u t ⫹ RGu,
Find the potential in the interior of the sphere r ⫽ R ⫽ 1 i xx ⫽ LCi tt ⫹ (RC ⫹ GL)i t ⫹ RGi.
if the interior is free of charges and the potential on the (d) Telegraph equations. For a submarine cable, G
sphere is is negligible and the frequencies are low. Show that
16. f (␾) ⫽ cos ␾ 17. f (␾) ⫽ 1 this leads to the so-called submarine cable equations
18. f (␾) ⫽ 1 ⫺ cos2 ␾ 19. f (␾) ⫽ cos 2␾ or telegraph equations
20. f (␾) ⫽ 10 cos3 ␾ ⫺ 3 cos2 ␾ ⫺ 5 cos ␾ ⫺ 1 u xx ⫽ RCu t, i xx ⫽ RCi t.
600 CHAP. 12 Partial Differential Equations (PDEs)

Find the potential in a submarine cable with ends Solve the first of them, assuming that the initial
(x ⫽ 0, x ⫽ l) grounded and initial voltage distribution potential is
U0 ⫽ const. U0 sin (px>l),
(e) High-frequency line equations. Show that in the
and u t (x, 0) ⫽ 0 and u ⫽ 0 at the ends x ⫽ 0 and x ⫽ l
case of alternating currents of high frequencies the
for all t.
equations in (c) can be approximated by the so-called
high-frequency line equations 25. Reflection in a sphere. Let r, u, ␾ be spherical
coordinates. If u (r, u, ␾) satisfies ⵜ2u ⫽ 0, show that
u xx ⫽ LCu tt, i xx ⫽ LCi tt. v (r, u, ␾) ⫽ u (1>r, u, ␾)>r satisfies ⵜ2v ⫽ 0.

12.12 Solution of PDEs by Laplace Transforms

Readers familiar with Chap. 6 may wonder whether Laplace transforms can also be used
for solving partial differential equations. The answer is yes, particularly if one of the
independent variables ranges over the positive axis. The steps to obtain a solution are
similar to those in Chap. 6. For a PDE in two variables they are as follows.
1. Take the Laplace transform with respect to one of the two variables, usually t. This
gives an ODE for the transform of the unknown function. This is so since the
derivatives of this function with respect to the other variable slip into the
transformed equation. The latter also incorporates the given boundary and initial
conditions.
2. Solving that ODE, obtain the transform of the unknown function.
3. Taking the inverse transform, obtain the solution of the given problem.
If the coefficients of the given equation do not depend on t, the use of Laplace transforms
will simplify the problem.
We explain the method in terms of a typical example.

EXAMPLE 1 Semi-Infinite String

Find the displacement w (x, t) of an elastic string subject to the following conditions. (We write w since we need
u to denote the unit step function.)
(i) The string is initially at rest on the x-axis from x ⫽ 0 to ⬁ (“semi-infinite string”).
(ii) For t ⬎ 0 the left end of the string (x ⫽ 0) is moved in a given fashion, namely, according to a single
sine wave

sin t if 0 ⬉ t ⬉ 2p
w (0, t) ⫽ f (t) ⫽ e (Fig. 316).
0 otherwise

(iii) Furthermore, xlim w (x, t) ⫽ 0 for t ⭌ 0.

:⬁

f(t)

π 2π t
–1

Fig. 316. Motion of the left end of the string in Example 1 as a function of time t