Green's Function For The Three-variable Laplace Equation
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In
physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...
, the Green's function (or
fundamental solution In mathematics, a fundamental solution for a linear partial differential operator is a formulation in the language of distribution theory of the older idea of a Green's function (although unlike Green's functions, fundamental solutions do not a ...
) for Laplace's equation in three variables is used to describe the response of a particular type of physical system to a
point source A point source is a single identifiable ''localised'' source of something. A point source has negligible extent, distinguishing it from other source geometries. Sources are called point sources because in mathematical modeling, these sources ca ...
. In particular, this
Green's function In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential operator defined on a domain with specified initial conditions or boundary conditions. This means that if \operatorname is the linear differenti ...
arises in systems that can be described by
Poisson's equation Poisson's equation is an elliptic partial differential equation of broad utility in theoretical physics. For example, the solution to Poisson's equation is the potential field caused by a given electric charge or mass density distribution; with t ...
, a partial differential equation (PDE) of the form : \nabla^2u(\mathbf) = f(\mathbf) where \nabla^2 is the Laplace operator in \mathbb^3, f(\mathbf) is the source term of the system, and u(\mathbf) is the solution to the equation. Because \nabla^2 is a linear differential operator, the solution u(\mathbf) to a general system of this type can be written as an integral over a distribution of source given by f(\mathbf): : u(\mathbf) = \int_ G(\mathbf,\mathbf)f(\mathbf)d\mathbf' where the
Green's function In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential operator defined on a domain with specified initial conditions or boundary conditions. This means that if \operatorname is the linear differenti ...
for Laplace's equation in three variables G(\mathbf,\mathbf) describes the response of the system at the point \mathbf to a point source located at \mathbf: :\nabla^2 G(\mathbf,\mathbf) = \delta(\mathbf-\mathbf) and the point source is given by \delta(\mathbf-\mathbf), the Dirac delta function.


Motivation

One physical system of this type is a charge distribution in electrostatics. In such a system, the electric field is expressed as the negative gradient of the
electric potential The electric potential (also called the ''electric field potential'', potential drop, the electrostatic potential) is defined as the amount of work energy needed to move a unit of electric charge from a reference point to the specific point in ...
, and
Gauss's law In physics and electromagnetism, Gauss's law, also known as Gauss's flux theorem, (or sometimes simply called Gauss's theorem) is a law relating the distribution of electric charge to the resulting electric field. In its integral form, it sta ...
in differential form applies: :\mathbf = - \mathbf \phi(\mathbf) :\mathbf \cdot \mathbf = \frac Combining these expressions gives us
Poisson's equation Poisson's equation is an elliptic partial differential equation of broad utility in theoretical physics. For example, the solution to Poisson's equation is the potential field caused by a given electric charge or mass density distribution; with t ...
: -\mathbf^2 \phi(\mathbf) = \frac We can find the solution \phi(\mathbf) to this equation for an arbitrary charge distribution by temporarily considering the distribution created by a point charge q located at \mathbf: :\rho(\mathbf) = q \delta(\mathbf-\mathbf) In this case, :-\frac \mathbf^2\phi(\mathbf) = \delta(\mathbf-\mathbf) which shows that G(\mathbf, \mathbf) for -\frac \nabla^2 will give the response of the system to the point charge q. Therefore, from the discussion above, if we can find the Green's function of this operator, we can find \phi(\mathbf) to be : \phi(\mathbf) = \int_ G(\mathbf,\mathbf)\rho(\mathbf)d\mathbf' for a general charge distribution.


Mathematical exposition

The free-space
Green's function In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential operator defined on a domain with specified initial conditions or boundary conditions. This means that if \operatorname is the linear differenti ...
for Laplace's equation in three variables is given in terms of the reciprocal distance between two points and is known as the "
Newton kernel In mathematics, the Newtonian potential or Newton potential is an operator in vector calculus that acts as the inverse to the negative Laplacian, on functions that are smooth and decay rapidly enough at infinity. As such, it is a fundamental obje ...
" or "
Newtonian potential In mathematics, the Newtonian potential or Newton potential is an operator in vector calculus that acts as the inverse to the negative Laplacian, on functions that are smooth and decay rapidly enough at infinity. As such, it is a fundamental object ...
". That is to say, the solution of the equation : \nabla^2 G(\mathbf,\mathbf) = \delta(\mathbf-\mathbf) is : G(\mathbf,\mathbf)=-\frac\cdot\frac, where \mathbf=(x,y,z) are the standard Cartesian coordinates in a three-dimensional space, and \,\!\delta is the Dirac delta function. The ''algebraic expression'' of the Green's function for the three-variable Laplace equation, apart from the constant term \,\!-1/(4\pi) expressed in Cartesian coordinates shall be referred to as :\frac= x-x^\prime)^2+(y-y^\prime)^2+(z-z^\prime)^2. Many expansion formulas are possible, given the algebraic expression for the Green's function. One of the most well-known of these, the
Laplace expansion In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression of the determinant of an matrix as a weighted sum of minors, which are the determinants of some submatrices of . Spec ...
for the three-variable Laplace equation, is given in terms of the generating function for
Legendre polynomials In physical science and mathematics, Legendre polynomials (named after Adrien-Marie Legendre, who discovered them in 1782) are a system of complete and orthogonal polynomials, with a vast number of mathematical properties, and numerous applica ...
, : \frac = \sum_^\infty \frac P_l(\cos\gamma), which has been written in terms of spherical coordinates \,\!(r,\theta,\varphi). The less than (greater than) notation means, take the primed or unprimed spherical radius depending on which is less than (greater than) the other. The \,\!\gamma represents the angle between the two arbitrary vectors (\mathbf,\mathbf) given by :\cos\gamma=\cos\theta\cos\theta^\prime + \sin\theta\sin\theta^\prime\cos(\varphi-\varphi^\prime). The free-space circular cylindrical Green's function (see below) is given in terms of the reciprocal distance between two points. The expression is derived in Jackson's ''Classical Electrodynamics''. Using the Green's function for the three-variable Laplace equation, one can integrate the
Poisson equation Poisson's equation is an elliptic partial differential equation of broad utility in theoretical physics. For example, the solution to Poisson's equation is the potential field caused by a given electric charge or mass density distribution; with t ...
in order to determine the potential function. Green's functions can be expanded in terms of the basis elements (harmonic functions) which are determined using the separable
coordinate systems In geometry, a coordinate system is a system that uses one or more numbers, or coordinates, to uniquely determine the position of the points or other geometric elements on a manifold such as Euclidean space. The order of the coordinates is sign ...
for the
linear partial differential equation In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similarly to ...
. There are many expansions in terms of special functions for the Green's function. In the case of a boundary put at infinity with the boundary condition setting the solution to zero at infinity, then one has an infinite-extent Green's function. For the three-variable Laplace equation, one can for instance expand it in the rotationally invariant coordinate systems which allow
separation of variables In mathematics, separation of variables (also known as the Fourier method) is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to rewrite an equation so that each of two variables occurs ...
. For instance: : \frac = \frac \sum_^\infty e^ Q_(\chi) where : \chi = \frac and \,\!Q_(\chi) is the odd-half-integer degree Legendre function of the second kind, which is a toroidal harmonic. Here the expansion has been written in terms of cylindrical coordinates \,\!(R,\varphi,z). See for instance
Toroidal coordinates Toroidal coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional bipolar coordinate system about the axis that separates its two foci. Thus, the two foci F_1 and F_2 in bipolar coordina ...
. Using one of the
Whipple formulae In the theory of special functions, Whipple's transformation for Legendre functions, named after Francis John Welsh Whipple, arise from a general expression, concerning associated Legendre functions. These formulae have been presented previously ...
for toroidal harmonics we can obtain an alternative form of the Green's function : \frac = \sqrt \sum_^\infty \frac P_^m \biggl(\frac\biggr) e^ in terms for a toroidal harmonic of the first kind. This formula was used in 1999 for astrophysical applications in a paper published in ''The Astrophysical Journal'', published by Howard Cohl and Joel Tohline.''The Astrophysical Journal'', 527, 86–101, published by Howard Cohl and Joel Tohline The above-mentioned formula is also known in the engineering community. For instance, a paper written in the ''Journal of Applied Physics'' in volume 18, 1947 pages 562-577 shows N.G. De Bruijn and C.J. Boukamp knew of the above relationship. In fact, virtually all the mathematics found in recent papers was already done by Chester Snow. This is found in his book titled ''Hypergeometric and Legendre Functions with Applications to Integral Equations of Potential Theory'', National Bureau of Standards Applied Mathematics Series 19, 1952. Look specifically on pages 228-263. The article by Chester Snow, "Magnetic Fields of Cylindrical Coils and Annular Coils" (National Bureau of Standards, Applied Mathematical Series 38, December 30, 1953), clearly shows the relationship between the free-space Green's function in cylindrical coordinates and the Q-function expression. Likewise, see another one of Snow's pieces of work, titled "Formulas for Computing Capacitance and Inductance", National Bureau of Standards Circular 544, September 10, 1954, pp 13–41. Indeed, not much has been published recently on the subject of toroidal functions and their applications in engineering or physics. However, a number of engineering applications do exist. One application was published; the article was written by J.P. Selvaggi, S. Salon, O. Kwon, and M.V.K. Chari, "Calculating the External Magnetic Field From Permanent Magnets in Permanent-Magnet Motors-An Alternative Method," IEEE Transactions on Magnetics, Vol. 40, No. 5, September 2004. These authors have done extensive work with Legendre functions of the second kind and half-integral degree or toroidal functions of zeroth order. They have solved numerous problems which exhibit circular cylindrical symmetry employing the toroidal functions. The above expressions for the Green's function for the three-variable Laplace equation are examples of single summation expressions for this Green's function. There are also single-integral expressions for this Green's function. Examples of these can be seen to exist in rotational cylindrical coordinates as an integral
Laplace transform In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace (), is an integral transform that converts a function of a real variable (usually t, in the '' time domain'') to a function of a complex variable s (in the ...
in the difference of vertical heights whose kernel is given in terms of the order-zero Bessel function of the first kind as : \frac = \int_0^\infty J_0 \biggl( k\sqrt\biggr) e^\,dk, where \,\!z_> (z_<) are the greater (lesser) variables \,\!z and \,\!z^\prime. Similarly, the Green's function for the three-variable Laplace equation can be given as a Fourier integral
cosine transform In mathematics, the Fourier sine and cosine transforms are forms of the Fourier transform that do not use complex numbers or require negative frequency. They are the forms originally used by Joseph Fourier and are still preferred in some application ...
of the difference of vertical heights whose kernel is given in terms of the order-zero modified Bessel function of the second kind as : \frac = \frac \int_0^\infty K_0 \biggl( k\sqrt\biggr) \cos\,dk.


Rotationally invariant Green's functions for the three-variable Laplace equation

Green's function expansions exist in all of the rotationally invariant coordinate systems which are known to yield solutions to the three-variable Laplace equation through the separation of variables technique. *
cylindrical coordinates A cylindrical coordinate system is a three-dimensional coordinate system that specifies point positions by the distance from a chosen reference axis ''(axis L in the image opposite)'', the direction from the axis relative to a chosen reference d ...
*
spherical coordinates In mathematics, a spherical coordinate system is a coordinate system for three-dimensional space where the position of a point is specified by three numbers: the ''radial distance'' of that point from a fixed origin, its ''polar angle'' meas ...
* Prolate spheroidal coordinates *
Oblate spheroidal coordinates Oblate spheroidal coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional elliptic coordinate system about the non-focal axis of the ellipse, i.e., the symmetry axis that separates the fo ...
* Parabolic coordinates *
Toroidal coordinates Toroidal coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional bipolar coordinate system about the axis that separates its two foci. Thus, the two foci F_1 and F_2 in bipolar coordina ...
*
Bispherical coordinates Bispherical coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional bipolar coordinate system about the axis that connects the two foci. Thus, the two foci F_ and F_ in bipolar coordinate ...
* Flat-ring cyclide coordinates * Flat-disk cyclide coordinates * Bi-cyclide coordinates * Cap-cyclide coordinates


See also

*
Newtonian potential In mathematics, the Newtonian potential or Newton potential is an operator in vector calculus that acts as the inverse to the negative Laplacian, on functions that are smooth and decay rapidly enough at infinity. As such, it is a fundamental object ...
*
Laplace expansion In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression of the determinant of an matrix as a weighted sum of minors, which are the determinants of some submatrices of . Spec ...


References

{{DEFAULTSORT:Green's Function For The Three-Variable Laplace Equation Partial differential equations