16 Poisson PDE in Cartesian coordinates

16.1 Poisson equation in a rectangle, all boundaries are zero
16.2 Dirichlet problem for the Poisson equation in a rectangle

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16.1 Poisson equation in a rectangle, all boundaries are zero

problem number 124

Added March 13, 2019.

Solve for \(u(x,y) \)

\begin {align*} \frac {u_{xx}}{A} + \frac {u_{xx}}{B} = -2 \theta \end {align*}

Where \(A,B,\theta \) are constants, and the boundary conditions are

\begin {align*} u(x, -b) &= 0\\ u(x, b) &= 0\\ u(-a, y) &= 0\\ u(a, y) &= 0 \end {align*}

Mathematica

ClearAll[a, b, A, B, theta, x, y, u]; 
 pde = D[u[x, y], {x, 2}]/A + D[u[x, y], {y, 2}]/B == -2*theta; 
 bc = {u[x, -b] == 0, u[x, b] == 0, u[-a, y] == 0, u[a, y] == 0}; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc}, u[x, y], {x, y}], 60*10]];
 

\[ \text {Failed} \]

Maple

 
x:='x'; y:='y'; u:='u';A:='A';B:='B';theta:='theta';a:='a';b:='b'; 
pde:=diff(u(x,y),x$2)/A+diff(u(x,y),y$2)/B=-2*theta; 
bc:=u(x,-b)=0, 
    u(x,b)=0, 
    u(-a,y)=0, 
    u(a,y)=0; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,bc],u(x,y))),output='realtime'));
 

\[ \text { sol=() } \]

Hand solution

solve \begin {align*} \frac {u_{xx}}{A}+\frac {u_{yy}}{B} & =-2\theta \\ Bu_{xx}+Au_{yy} & =-2\theta AB\\ & =C \end {align*}

Where \(C=-2\theta AB\) is a new constant. With boundary conditions\begin {align*} u\left ( x,-b\right ) & =0\\ u\left ( x,b\right ) & =0\\ u\left ( -a,y\right ) & =0\\ u\left ( a,y\right ) & =0 \end {align*}

To simplify solution, shift the rectangle so its lower left corner on the origin. Let \(\tilde {x}=x+a\), and \(\tilde {y}=y+b\). The boundary conditions becomes\begin {align*} u\left ( \tilde {x},0\right ) & =0\\ u\left ( \tilde {x},2b\right ) & =0\\ u\left ( 0,\tilde {y}\right ) & =0\\ u\left ( 2a,\tilde {y}\right ) & =0 \end {align*}

And the pde becomes \(Bu_{\tilde {x}\tilde {x}}+Au_{\tilde {y}\tilde {y}}=C\). Instead of keep writing \(\tilde {x},\tilde {y}\), will use \(x,y\), but remember that these are shifted version. At the end, we shift back.

Hence the PDE to solve is  \(Bu_{xx}+Au_{yy}=C\) with BC\begin {align*} u\left ( x,0\right ) & =0\\ u\left ( x,2b\right ) & =0\\ u\left ( 0,y\right ) & =0\\ u\left ( 2a,y\right ) & =0 \end {align*}

Using eigenfunction expansion method. Let \begin {equation} u\left ( x,y\right ) =\sum _{n=1}^{\infty }b_{n}\left ( y\right ) X_{n}\left ( x\right ) \tag {1} \end {equation} Where \(X_{n}\left ( x\right ) \) is eigenfunctions for \(X^{\prime \prime }\left ( x\right ) +\lambda _{n}X\left ( x\right ) =0\) with boundary conditions \(X\left ( 0\right ) =X\left ( 2a\right ) =0\). This has eigenfunctions as \(X_{n}\left ( x\right ) =\sin \left ( \sqrt {\lambda _{n}}x\right ) \) with eigenvalues \(\lambda _{n}=\left ( \frac {n\pi }{2a}\right ) ^{2}\)  for \(n=1,2,\cdots \).

Substituting (1) into the PDE \(Bu_{xx}+Au_{yy}=C\) gives\[ B\sum _{n=1}^{\infty }b_{n}\left ( y\right ) X_{n}^{\prime \prime }\left ( x\right ) +A\sum _{n=1}^{\infty }b_{n}^{\prime \prime }\left ( y\right ) X_{n}\left ( x\right ) =C \] Expanding \(C\) (a constant) as Fourier sine series the above becomes\[ B\sum _{n=1}^{\infty }b_{n}\left ( y\right ) X_{n}^{\prime \prime }\left ( x\right ) +A\sum _{n=1}^{\infty }b_{n}^{\prime \prime }\left ( y\right ) X_{n}\left ( x\right ) =\sum _{n=1}^{\infty }q_{n}X_{n}\left ( x\right ) \] But \(X_{n}^{\prime \prime }\left ( x\right ) =-\lambda _{n}X_{n}\left ( x\right ) \), hence the above becomes\begin {align} -B\sum _{n=1}^{\infty }\lambda _{n}b_{n}\left ( y\right ) X_{n}\left ( x\right ) +A\sum _{n=1}^{\infty }b_{n}^{\prime \prime }\left ( y\right ) X_{n}\left ( x\right ) & =\sum _{n=1}^{\infty }q_{n}X_{n}\left ( x\right ) \nonumber \\ Ab_{n}^{\prime \prime }\left ( y\right ) -B\lambda _{n}b_{n}\left ( y\right ) & =q_{n}\tag {1A} \end {align}

But \begin {align*} C & =\sum _{n=1}^{\infty }q_{n}X_{n}\left ( x\right ) \\ \int _{0}^{2a}CX_{n}\left ( x\right ) dx & =q_{n}\int _{0}^{2a}X_{n}^{2}\left ( x\right ) dx\\ \int _{0}^{2a}C\sin \left ( \sqrt {\lambda _{n}}x\right ) dx & =q_{n}\int _{0}^{2a}\sin ^{2}\left ( \sqrt {\lambda _{n}}x\right ) dx\\ \frac {-C}{\sqrt {\lambda _{n}}}\left ( \left ( -1\right ) ^{n}-1\right ) & =q_{n}a\\ q_{n} & =\frac {-C}{a\sqrt {\lambda _{n}}}\left ( \left ( -1\right ) ^{n}-1\right ) \end {align*}

Hence (1A) becomes\[ Ab_{n}^{\prime \prime }\left ( y\right ) -B\lambda _{n}b_{n}\left ( y\right ) =\frac {-C}{a\sqrt {\lambda _{n}}}\left ( \left ( -1\right ) ^{n}-1\right ) \] This is standard second order linear ODE. The solution is\[ b_{n}\left ( y\right ) =D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}+\frac {C}{aB\lambda _{n}^{\frac {3}{2}}}\left ( \left ( -1\right ) ^{n}-1\right ) \] Using the above in (1) gives the solution\begin {equation} u\left ( x,y\right ) =\sum _{n=1}^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}+\frac {C}{aB\lambda _{n}^{\frac {3}{2}}}\left ( \left ( -1\right ) ^{n}-1\right ) \right ) X_{n}\left ( x\right ) \tag {1A} \end {equation} We now need to find \(D_{n},E_{n}\).

Case \(n\) even

When \(n\) is even \(\left ( \left ( -1\right ) ^{n}-1\right ) =0\) and the solution (1A) becomes\[ u\left ( x,y\right ) =\sum _{n=1}^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}\right ) X_{n}\left ( x\right ) \] At \(y=0\) the above gives\[ 0=\sum _{n=1}^{\infty }\left ( D_{n}+E_{n}\right ) \sin \left ( \sqrt {\lambda _{n}}x\right ) \] Therefore\begin {equation} D_{n}+E_{n}=0\tag {2} \end {equation} And at \(y=2b\)\[ 0=\sum _{n=1}^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}2b}\right ) \sin \left ( \sqrt {\lambda _{n}}x\right ) \] Therefore\begin {equation} D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}2b}=0\tag {3} \end {equation} From (2,3) we see that \(D_{n}=E_{n}=0\), Hence \(u\left ( x,y\right ) =0\) when \(n\) even.

Case \(n\) odd

When \(n\) is odd \(\left ( \left ( -1\right ) ^{n}-1\right ) =-2\) and the solution (1A) becomes\[ u\left ( x,y\right ) =\sum _{n=1}^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) X_{n}\left ( x\right ) \] At \(y=0\) the above gives\[ 0=\sum _{n=1}^{\infty }\left ( D_{n}+E_{n}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}x\right ) \] Therefore\begin {equation} D_{n}+E_{n}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}=0\tag {4} \end {equation} And at \(y=2b\)\[ 0=\sum _{n=1}^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}2b}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}x\right ) \] Therefore\begin {equation} D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}2b}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}=0\tag {5} \end {equation} Solving (4,5) for \(D_{n},E_{n}\) gives\begin {align*} D_{n} & =\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {1}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\\ E_{n} & =\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}} \end {align*}

Therefore the final solution from (1A) becomes\begin {align*} u\left ( x,y\right ) & =\sum _{n=1,3,5,\cdots }^{\infty }\left ( D_{n}e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+E_{n}e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) X_{n}\left ( x\right ) \\ & =\sum _{n=1,3,5,\cdots }^{\infty }\left ( \left ( \frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {1}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{\sqrt {\frac {B}{A}\lambda _{n}}y}+\left ( \frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{-\sqrt {\frac {B}{A}\lambda _{n}}y}-\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}x\right ) \end {align*}

Where \(\lambda _{n}=\left ( \frac {n\pi }{2a}\right ) ^{2}\). Switching back to original coordinates using \(\tilde {x}=x+a\), and \(\tilde {y}=y+b\), then the above is\[ u\left ( x,y\right ) =\sum _{n=1,3,5,\cdots }^{\infty }\left ( \left ( \frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {1}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{\sqrt {\frac {B}{A}\lambda _{n}}\left ( y+b\right ) }+\left ( \frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\frac {e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e\left ( ^{-\sqrt {\frac {B}{A}\lambda _{n}}y+b}\right ) -\frac {2C}{aB\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}\left ( x+a\right ) \right ) \] Where \(C=-2\theta AB\), hence\begin {align*} u\left ( x,y\right ) & =\sum _{n=1,3,5,\cdots }^{\infty }\left ( \left ( \frac {-4\theta AB}{aB\lambda _{n}^{\frac {3}{2}}}\frac {1}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{\sqrt {\frac {B}{A}\lambda _{n}}\left ( y+b\right ) }+\left ( \frac {-4\theta AB}{aB\lambda _{n}^{\frac {3}{2}}}\frac {e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{-\sqrt {\frac {B}{A}\lambda _{n}}\left ( y+b\right ) }+\frac {4\theta AB}{aB\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}\left ( x+a\right ) \right ) \\ & =\sum _{n=1,3,5,\cdots }^{\infty }\left ( \left ( \frac {-4\theta A}{a\lambda _{n}^{\frac {3}{2}}}\frac {1}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{\sqrt {\frac {B}{A}\lambda _{n}}\left ( y+b\right ) }+\left ( \frac {-4\theta A}{a\lambda _{n}^{\frac {3}{2}}}\frac {e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}{1+e^{\sqrt {\frac {B}{A}\lambda _{n}}2b}}\right ) e^{-\sqrt {\frac {B}{A}\lambda _{n}}\left ( y+b\right ) }+\frac {4\theta A}{a\lambda _{n}^{\frac {3}{2}}}\right ) \sin \left ( \sqrt {\lambda _{n}}\left ( x+a\right ) \right ) \end {align*}

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16.2 Dirichlet problem for the Poisson equation in a rectangle

problem number 125

Taken from Mathematica DSolve help pages.

Solve for \(u\left ( x,y\right ) \)

\begin {align*} \frac {\partial ^{2}u}{\partial x^{2}} +\frac {\partial ^{2}u}{\partial y^2} & = 6x - 6y \end {align*}

Boundary conditions

\begin {align*} u(x, 0) &= 1 + 11 x + x^3\\ u(x, 2) &= -7 + 11 x + x^3\\ u(0, y) &= 1 - y^3\\ u(4, y) &= 109 - y^3 \end {align*}

Mathematica

ClearAll[u, x, y]; 
 pde = Laplacian[u[x, y], {x, y}] == 6*x - 6*y; 
 bc = {u[x, 0] == 1 + 11*x + x^3, u[x, 2] == -7 + 11*x + x^3, u[0, y] == 1 - y^3, u[4, y] == 109 - y^3}; 
 sol = AbsoluteTiming[TimeConstrained[DSolve[{pde, bc}, u[x, y], {x, y}], 60*10]];
 

\[ \left \{\left \{u(x,y)\to x^3+11 x-y^3+1\right \}\right \} \]

Maple

 
x:='x'; y:='y'; u:='u'; 
pde:=diff(u(x,y),x$2)+diff(u(x,y),y$2)=6*x-6*y; 
bc:=u(x,0)=1+11*x+x^3, 
    u(x,2)=-7+11*x+x^3, 
    u(0,y)=1-y^3, 
    u(4,y)=109-y^3; 
cpu_time := timelimit(60*10,CodeTools[Usage](assign('sol',pdsolve([pde,bc],u(x,y))),output='realtime'));
 

\[ u \left ( x,y \right ) ={x}^{3}-{y}^{3}+11\,x+1 \]