Boundary Value Problems in Cylindrical Coordinates: Y. K. Goh

Boundary Value Problems in Cylindrical
Coordinates
Y. K. Goh
2009
Y. K. Goh
Boundary Value Problems in Cylindrical Coordinates
Outline
Dierential Operators in Various Coordinate Systems
Laplace Equation in Cylindrical Coordinates Systems
Bessel Functions
Wave Equation the Vibrating Drumhead
Heat Flow in the Innite Cylinder
Heat Flow in the Finite Cylinder

Y. K. Goh
Dierential Operators in Various Coordinates
Dierential Operators in Various
Coordinates
Y. K. Goh
Dierential Operators in Polar Coordinates
Polar Coordinates
x = r cos , y = r sin
r
2
= x
2
+ y
2
, tan =
y
x
Dierential relations
r
x
=
x
r
,

x
=
y
r
2
, and

2
r
x
2
=
y
2
r
3
,

2
x
2
=
2xy
r
4
r
y
=
y
r
,

y
=
x
r
2
, and

2
r
y
2
=
x
2
r
3
,

2
y
2
=
2xy
r
4
x
2
+

2
y
2
= 0, and

x
r
x
+

y
r
y
= 0
Dierential operators
u
x
= cos
u
r

sin
r
u
, and
u
y
= sin
u
r
+
cos
r
u

2
u =

2
u
x
2
+

2
u
y
2
=

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
Y. K. Goh
Laplacian in Various Coordinates
Polar Coordinates
(r, ) : x = r cos , y = r sin

2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
Cylindrical Coordinates
(, , z) : x = cos , y = sin, z = z

2
u =
1
_
+
1
2
u
2
+

2
u
z
2
Spherical Coordinates
(r, , ) : x = r cos sin, y = r sinsin, z = r cos

2
u =
1
r
2
r
_
r
2
u
r
_
+
1
r
2
sin
_
sin
u
_
+
1
r
2
sin
2
2
u
2
Y. K. Goh
Laplace Equation on Cylindrical Coordinates
Laplace Equation on Cylindrical
Coordinates
Y. K. Goh
Dirichlet Problems on a Disk or inside Inf Cylinder
A Dirichlets problem inside a Disk or Innite Cylinder
Variables u(, , z) = u(r, ).
PDE
2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, 0 < r < L, 0 < 2.
Periodic Boundary Conditions
u(r, ) = u(r, + 2), 0 < r < L, 0 < 2;
u(L, ) = f(), 0 < 2.
Regularity Conditions: |u| is nite in 0 < r < L.

Y. K. Goh
Separation of variables
u(r, ) = R(r)() =
R
R
+
1
r
R
R
=
= .
Sturm-Liouville Eq. associated to is Harmonic Eq.

_
+ = 0, 0 < 2,
(0) = (2),
(0) =
(2).
Eigenvalue and eigenfunction for the Sturm-Liouville Eq.
n
= n
2
, n = 0, 1, 2, . . .
n
() =
_
A
0
, n = 0;
A
n
cos n + B
n
sin n, n = 1, 2, . . . .
Y. K. Goh
ODE associated to R is a Euler Equation

r
2
R
+ rR
R = 0, 0 < r < L.
R(r) =
_
C
0
+ D
0
ln r for = 0;
C
n
r
n
+ D
n
r
n
, for
n
= 0, n = 1, 2, . . . .
Regularity condition: |u| is nite in 0 < r < L requires

that D
0
= D
n
= 0, because ln r and r
n
as r 0.
A general solution 0 < r < L and 0 < 2 is

u(r, ) =
a
0
2
+
n=1
(a
n
r
n
cos n+b
n
r
n
sin n), n = 1, 2, . . .
Y. K. Goh
Coecients
a
0
=
1
2
_
2
0
f() d
a
n
L
n
=
1
2
_
2
0
f() cos nd
b
n
L
n
=
1
2
_
2
0
f() sinnd
A complex form of the general solution is
u(r, ) =
n=
c
n
r
|n|
e
in
, 0 < r < L, 0 < 2.
c
0
L
n
=
1
2
_

0
f()e
in
d, n = 0, 1, 2, . . .
Y. K. Goh
Neumann Problems on a Disk or inside Inf Cylinder
A Neumanns problem on a Disk or inside Innite Cylinder
PDE
2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, 0 < r < L, 0 < 2.
u(r, ) = u(r, + 2), 0 < r > L, 0 < 2;
u
r
(L, ) = f(), 0 < 2.
Regularity Conditions: |u| is nite in 0 < r < L.

Y. K. Goh
Neumann Problems on a Disk or inside Inf Cylinder
General solution
u(r, ) =
a
0
2
+
n=0
(a
n
r
n
cos n + b
n
r
n
sin n)
Boundary condition
u
r
r=L
=
n=1
_
a
n
nL
n1
cos n + b
n
nL
n1
sin n
_
= f()
Coecients
a
n
nL
n1
=
1
2
_
2
0
f() cos nd
b
n
nL
n1
=
1
2
_
2
0
f() sinnd
Note that the B.C. must satises

_
2
0
f() d = 0
Y. K. Goh
Dirichlet Problems outside a Disk or Inf. Cylinder
A Dirichlets problem outside a Disk or Innite Cylinder
PDE
2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, r > L, 0 < 2.
u(r, ) = u(r, + 2), r > L, 0 < 2;
u(L, ) = f(), 0 < 2.
Regularity Conditions u and

_
L
|u| dr is nite for r > L
and u 0 as r .
Y. K. Goh
Dirichlet Problems outside a Disk or Inf. Cylinder
Similar to the Laplace equation inside a disk:
Eigenvalue: = n
2
, n = 0, 1, 2, . . .
Eigenfunction:
n
() =
_
A
0
, n = 0;
A
n
cos n + B
n
sinn, n = 1, 2, . . . .
Solution for Euler Eq:

R(r) =
_
C
0
+ D
0
lnr for = 0;
C
n
r
n
+ D
n
r
n
, for
n
= 0, n = 1, 2, . . . ,
and D
0
= C
n
= 0 as R(r) must be nite when r .
General solution
u(r, ) =
a
0
2
+
n=0
(a
n
r
n
cos n + b
n
r
n
sin n)
Y. K. Goh
Neumann Problems outside a Disk or Inf Cylinder
A Neumanns problem outside a Disk or Innite Cylinder
PDE
2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, r > L, 0 < 2.
u(r, ) = u(r, + 2), r > L, 0 < 2;
u
r
(L, ) = f(), 0 < 2.
Regularity Conditions u and

_
L
|u| dr is nite for r > L
and u 0 as r .
Y. K. Goh
Neumann Problem outside a Disk or Inf Cylinder
General solution
u(r, ) =
a
0
2
+
n=0
(a
n
r
n
cos n + b
n
r
n
sin n)
Boundary condition
u
r
r=L
=
n=1
_
a
n
nL
n1
cos n b
n
nL
n1
sin n
_
= f()
Coecients
a
n
nL
n1
=
1
2
_
2
0
f() cos nd
b
n
nL
n1
=
1
2
_
2
0
f() sinnd
Note that the B.C. must satises

_
2
0
f() d = 0
Y. K. Goh
Dirichlet Problem on a Ring
A Dirichlets problem on a ring
PDE + B.C.

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, A < r < B, 0 < 2.
u(r, ) = u(r, + 2), A < r < B, 0 < 2;
u(A, ) = f
A
(), u(B, ) = f
B
(), 0 < 2.
General solution
u(r, ) = a
0
+ b
0
ln r +
n=1
_
(a
n
r
n
+ b
n
r
n
) cos n + (a
n
r
n
+ b
n
r
n
) sin n
_
Y. K. Goh
Robins Problem on a Wedge
A Robins problem on a wedge
PDE + B.C..

2
u =

2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
= 0, 0 < r < L, 0 < .
u(r, 0) = u(r, ) = 0, 0 < r < L;

r
u(L, ) = u(L, ) , 0 < .
Solution u(r, ) =
n=1
b
n
r
n
sin
n
where
b
n
=
2
2
(1)
n
nL( + n)
Y. K. Goh
Bessel Functions
Bessels functions have wide application in mathematics,
especially when dealing with cylindrical symmetry or cylindrical
coordinate systems.
Denition (Bessels functions & Bessels equation)
Bessels functions J
or Y
are solutions to the Bessels

equation of order
x
2
y
+ xy
+ (x
2
2
)y = 0. (1)
Y. K. Goh
Bessel Functions
If we seek a series solution about x = 0 for the Bessels

equation, then
y(x) =
n=
a
n
x
n+r
, a
n
= 0 for n < 0,
as x = 0 is a regular singular point.
Substitute into the Bessels equation, we obtain
Indicial equation r
2
2
= 0, = r =
r
1
r
2
= 2, and if 2 is integer, we need to nd
another linearly independent series solution
Recurrence relation: a
1
= 0, and
n(n 2)a
n
= a
n2
, n 2.
Y. K. Goh
Bessel Functions
If 2 is not an integer,
two linearly independent solutions for Eq.(1)are
y
1
(x) = x
_
1
x
2
2(2+2)
+
x
4
2(4)(2+2)(4+2)
+ . . .
_
y
2
(x) = x
_
1
x
2
2(22)
+
x
4
2(4)(22)(42)
+ . . .
_
After normalizing the solutions, we obtain
the general solution to the Bessels equation

y(x) = c
1
J
(x) + c
2
J
(x), where
(x) y
1
(x); and
(x) y
2
(x); and
(x) is called the Bessels functions of the rst kind.

Y. K. Goh
Bessel Functions
Denition (Bessels functions of the rst kind)
The Bessels function of the rst kind of order is dened as
J
(x) =
n=0
(1)
n
_
x
2
_
+2n
n!(n + )!
=
1
!
(
1
2
x)
_
1
(
x
2
)
2
+ 1
+
(
x
2
)
4
2( + 1)( + 2)
+ . . .
_
.
Denition (Gamma/factorial function)
For is not an integer, ! is dened as
! ( + 1)
_

0
t
e
t
dt.
Y. K. Goh
Bessel Functions
If 2 is an integer, and
= N +
1
2
, for some integer N 0,
the resulting functions are called spherical Bessels

functions
j
N
(x) = (/2x)
1/2
J
N+1/2
(x)
(We will come back to speherical Bessels function later)
= N, for some integer N 0,
J
N
(x) = (1)
N
J
N
(x) is linearly dependent to J
N
(x);
a linearly independent second solution is Y

N
(x) and it is
called the Bessels function of the second kind; now
the general solution of Eq.(1) is

y(x) = c
1
J
N
(x) + c
2
Y
N
(x).
Y. K. Goh
Bessel Functions
Denition (Bessels functions of the second kind)
The Bessels function of the second kind of order is dened
as
Y
(x) =
J
(x) cos() J
(x)
sin()
.
If = N, for some integer N 0, then
Y
N
(x) = lim
N
Y
(x).
Y. K. Goh
Bessel Functions
A variation of Bessels equation of order is of the form,

x
2
y
+ xy
+ (
2
x
2
2
)y = 0 (2)
Eq.(2) can be converted to the standard Bessels

Equation by dening new variable t = x.
The general solution is

y(x) = c
1
J
(x) + c
2
Y
(x).
Y. K. Goh
Bessel Functions
A modied Bessels Equation is of the form
x
2
y
+ xy
(x
2
+
2
)y = 0. (3)
The general solution to modied Bessels equation is
y(x) = c
1
J
(ix) + c
2
Y
(ix); or
y(x) = c
1
I
(x) + c
2
K
(x).
Denition (Modied Bessels functions)
First kind I
(x) = i
(ix) =
n=0
(
x
2
)
+2n
n!(n + )!
;
Second kind K
(x) = lim
r
I
r
(x) cos r I
r
(x)
sin r
.
Y. K. Goh
Bessel Functions
A variation of modied Bessels Equation is of the form
x
2
y
+ xy
(
2
x
2
+
2
)y = 0, (4)
with the general solution
y(x) = c
1
I
(x) + c
2
K
(x).
Y. K. Goh
Bessel Functions
Figure: Bessels functions of the
rst kind, J
n
(x).
Figure: Bessels functions of the
second kind, Y
n
(x).
Y. K. Goh
Bessel Functions
Figure: Modied Bessels
functions of the rst kind, I
n
(x).
Figure: Modied Bessels
functions of the second kind,
K
n
(x).
Y. K. Goh
Bessel Functions
Another representation of the Bessels functions for integer
values of = N is in the integral form
J
N
(x) =
1
_

0
cos(N x sin ) d
Y
N
(x) =
1
_

0
sin(x sin N) d
1
_

0
_
e
N
+ (1)
N
e
N
e
xsinh
d
Y. K. Goh
Bessel Functions
Also the Bessels functions could be generated from the
generating function
e
(x/2)(t1/t)
=
n=
J
n
(x)t
n
e
iz cos
=
n=
i
n
J
n
(z)e
in
Y. K. Goh
Bessel Functions
Recursion relations of Bessels functions
d
dx
[x
(x)] = x
J
1
(x)
d
dx
[x
(x)] = x
J
+1
(x)
J
1
(x) + J
+1
(x) =
2
x
J
(x)
J
1
(x) J
+1
(x) = 2J
(x)
(x) =
x
J
(x) + J
1
(x) =

x
J
(x) J
+1
(x)
Y. K. Goh
Bessel Functions
Orthogonality properties of Bessels functions:
If and are two roots of J
, then
_
1
0
xJ
(x)J
(x) dx =

,
2
J
2
+1
()
=

,
2
J
2
()
Thus, the generalized Fourier series in terms of J
is
f(x) =
n=1
c
n
J
(
n
x), and where the coecient is given
by c
n
=
R
1
0
xf(x)J
(
n
x) dx
R
1
0
xJ
2
(
n
x) dx
=
2
J
2
+1
(
n
)
_
1
0
xf(x)J
(
n
x) dx.
Y. K. Goh
The Vibrating Drumhead (Radial Symmetric I.C.)
The vibrating of a thin circular membrane with uniform density
with radial symmetric initial conditions is given by
PDE:

2
u
t
2
= c
2
_
2
u
r
2
+
1
r
u
r
_
, 0 < r < , t > 0.
B.C.: u(, t) = 0, t 0;
I.C.: u(r, 0) = f(r),

u
r
(r, 0) = g(r), 0 < r < .
The initial conditions are said to be radial symmetric as

f and g are depend only on r but not .
Y. K. Goh
Separation of variables:
u(r, t) = R(r)T(t) =
T
c
2
T
=
1
R
(R
+
1
r
R
) =
2
.
The ODEs and corresponding B.C.

rR
+ R
+
2
rR = 0, R() = 0 (5)
T
+ c
2
2
T = 0 (6)
Solutions to ODEs R(r) = c

1
J
0
(r) + Y
0
(r)
Since u is bounded near r = 0, this gives c

2
= 0;
B.C. R() = 0 = J
0
() = 0;
Let
n
, n = 1, 2, . . . be the roots of J
0
, then
=
n
=

n
, n = 1, 2, . . . .
Y. K. Goh
Non-trivial solutions to the ODEs

R
n
(r) = J
0
(
n
r) = J
0
_
r
_
, n = 1, 2, . . . ,
T
n
(t) = A
n
cos c
n
t + B
n
sin c
n
t
General solution and coecients

u(r, t) =
n=1
(A
n
cos c
n
t + B
n
sin c
n
t)J
0
(
n
r) ,
A
n
=
2
2
J
2
1
(
n
)
_

0
f(r)J
0
(
n
r)r dr,
c
n
B
n
=
2
2
J
2
1
(
n
)
_

0
g(r)J
0
(
n
r)r dr.
Y. K. Goh
The Vibrating Drumhead (Asymmetric I.C.)
The vibrating of a thin circular membrane with uniform density
with asymmetric initial conditions is given by
PDE:

2
u
t
2
= c
2
_
2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
_
,
0 < r < , 0 < 2, t > 0.
B.C.: u(, , t) = 0, 0 < 2, t 0;
I.C.: u(r, , 0) = f(r, ),

u
r
(r, , 0) = g(r, ),
0 < r < , 0 < 2.
The initial conditions are said to be asymmetric as f

and g are depend on r and .
Y. K. Goh
Separation of variables: u(r, , t) = R(r)()T(t) =

T
c
2
T
=
R
R
+
R
rR
+

r
2
=
2
; and
r
2
R
+rR
+r
2
R
R
=
=
2
.
+
2
= 0, (0) = (2),
(0) =
(2)
r
2
R
+ rR
+ (
2
r
2
2
)R = 0, R() = 0
T
+ c
2
2
T = 0
Solutions to ODEs
mn
=

mn
and
mn
is n
th
root of J
m
.
() =
m
() = A
m
cos m + B
m
sin m, m = 0, 1, 2, . . .
R(r) = R
mn
(r) = J
m
(
mn
r), m = 0, 1, 2, . . . , n = 1, 2, . . .
T(t) = T
mn
(t) = A
mn
cos c
mn
t + B
mn
sin c
mn
t.
Y. K. Goh
General solution u(r, , t) and coecients
u =
m=0
n=1
J
m
(
mn
r)(a
mn
cos m + b
mn
sin m) cos c
mn
t
+
m=0
n=1
J
m
(
mn
r)(a
mn
cos m + b
mn
sin m) sin c
mn
t
a
0n
=
1
2
J
2
1
(
0n
)
_

0
_
2
0
f(r, )J
0
(
0n
r) r dr d
a
mn
=
2
2
J
2
m+1
(
mn
)
_

0
_
2
0
f(r, ) cos mJ
m
(
mn
r) r dr d
b
mn
=
2
2
J
2
m+1
(
mn
)
_

0
_
2
0
f(r, ) sin mJ
m
(
mn
r) r dr d
Y. K. Goh
a
0n
=
1
2
J
2
1
(
0n
)
_

0
_
2
0
g(r, )J
0
(
0n
r) r dr d
a
mn
=
2
2
J
2
m+1
(
mn
)
_

0
_
2
0
g(r, ) cos mJ
m
(
mn
r) r dr d
b
mn
=
2
2
J
2
m+1
(
mn
)
_

0
_
2
0
g(r, ) sin mJ
m
(
mn
r) r dr d
Y. K. Goh
Heat Flow in the Innite Cylinder (Radial Sym.)
The radial ow of heat in a innite cylinder or on a disk with
lateral surface is kept at zero temperature is given by
PDE:
u
t
= c
2
_
2
u
r
2
+
1
r
u
r
_
, 0 < r < , t > 0.
B.C.: u(, t) = 0, t 0;
I.C.: u(r, 0) = f(r), 0 < r < .
The initial conditions are said to be radial symmetric as

f is depend only on r.
Y. K. Goh
Separation of variables:
u(r, t) = R(r)T(t) =
T
c
2
T
=
1
R
(R
+
1
r
R
) =
2
.

rR
+ R
+
2
rR = 0, R() = 0
T
+ c
2
2
T = 0.
Solutions to ODEs
R
n
(r) = A
n
J
0
(
n
r)
T
n
(t) = C
n
e
c
2
2
n
t
n
=
n
/, n = 1, 2, . . . ,
n
are roots of J
0
.
Y. K. Goh
General solution and coecients

u(r, t) =
n=1
a
n
J
0
(
n
r)e
c
2
2
n
t
,
a
n
=
2
2
J
2
1
(
n
)
_

0
f(r)J
0
(
n
r)r dr.
Y. K. Goh
Heat Flow in a Finite Cylinder
The heat ow in a nite cylinder of radius and height 2h
with lateral surface and bases are kept at zero temperature is
given by
PDE:
u
t
= c
2
_
2
u
r
2
+
1
r
u
r
+
1
r
2
2
u
2
+

2
u
z
2
_
,
0 < r < , 0 < 2, h < z < h, t > 0.
B.C.: u(, , z, t) = u(r, , h, t) = u(r, , h, t) = 0,
I.C.: u(r, , z, 0) = f(r, , z).

Y. K. Goh
Heat Flow in a Finite Cylinder
Separation of variables: u(r, , z, t) = R(r)()Z(z)T(t)
The general solution

u(r, , z, t) =
m=0
n=1
k=1
{ e
c
2
(
2
mn
+
2
k
)t
J
m
(
mn
r) sin
k
(z + h)
(A
mnk
cos m + B
mnk
sin m) }
Y. K. Goh

Boundary Value Problems in Cylindrical Coordinates: Y. K. Goh

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Boundary Value Problems in Cylindrical

Dierential Operators in Various Coordinate Systems

Laplace Equation in Cylindrical Coordinates Systems

Wave Equation the Vibrating Drumhead

Heat Flow in the Innite Cylinder

Heat Flow in the Finite Cylinder

(r, ) : x = r cos , y = r sin

(r, , ) : x = r cos sin, y = r sinsin, z = r cos

Variables u(, , z) = u(r, ).

Periodic Boundary Conditions

u(r, ) = u(r, + 2), 0 < r < L, 0 < 2;

u(L, ) = f(), 0 < 2.

Regularity Conditions: |u| is nite in 0 < r < L.

Sturm-Liouville Eq. associated to is Harmonic Eq.

Eigenvalue and eigenfunction for the Sturm-Liouville Eq.

ODE associated to R is a Euler Equation

Regularity condition: |u| is nite in 0 < r < L requires

A general solution 0 < r < L and 0 < 2 is

A complex form of the general solution is

Variables u(, , z) = u(r, ).

Periodic Boundary Conditions

u(r, ) = u(r, + 2), 0 < r > L, 0 < 2;

Regularity Conditions: |u| is nite in 0 < r < L.

Note that the B.C. must satises

Variables u(, , z) = u(r, ).

Periodic Boundary Conditions

u(r, ) = u(r, + 2), r > L, 0 < 2;

u(L, ) = f(), 0 < 2.

Regularity Conditions u and

Similar to the Laplace equation inside a disk:

Solution for Euler Eq:

Variables u(, , z) = u(r, ).

Periodic Boundary Conditions

u(r, ) = u(r, + 2), r > L, 0 < 2;

Regularity Conditions u and

Note that the B.C. must satises

Variables u(, , z) = u(r, ).

u(r, ) = u(r, + 2), A < r < B, 0 < 2;

Variables u(, , z) = u(r, ).

u(r, 0) = u(r, ) = 0, 0 < r < L;

are solutions to the Bessels

If we seek a series solution about x = 0 for the Bessels

Substitute into the Bessels equation, we obtain

two linearly independent solutions for Eq.(1)are

After normalizing the solutions, we obtain

the general solution to the Bessels equation

(x) is called the Bessels functions of the rst kind.

the resulting functions are called spherical Bessels

(We will come back to speherical Bessels function later)

= N, for some integer N 0,

a linearly independent second solution is Y

the general solution of Eq.(1) is

A variation of Bessels equation of order is of the form,

Eq.(2) can be converted to the standard Bessels

The general solution is

If and are two roots of J

Thus, the generalized Fourier series in terms of J

I.C.: u(r, 0) = f(r),