4.7.15Partial Differential Equations

Laplace on disk — polar coordinates, Bessel functions connection

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1. WHAT problem are we solving?

The Bessel connection is the heart of this note, so we focus on 2u+λ2u=0\nabla^2 u+\lambda^2 u=0, and recover plain Laplace as the λ=0\lambda=0 special case.


2. HOW: deriving the polar Laplacian from scratch

We need 2u=uxx+uyy\nabla^2 u = u_{xx}+u_{yy} in (r,θ)(r,\theta), with x=rcosθ,y=rsinθ,r=x2+y2,θ=arctanyx.x=r\cos\theta,\quad y=r\sin\theta,\quad r=\sqrt{x^2+y^2},\quad \theta=\arctan\tfrac yx.

Step 1 — basic derivatives. Why? The chain rule needs rx,ry,θx,θyr_x,r_y,\theta_x,\theta_y. rx=xr=cosθ,ry=sinθ,θx=sinθr,θy=cosθr.r_x=\frac{x}{r}=\cos\theta,\quad r_y=\sin\theta,\quad \theta_x=-\frac{\sin\theta}{r},\quad \theta_y=\frac{\cos\theta}{r}.

Step 2 — first derivatives via chain rule. Why? Convert x\partial_x into r,θ\partial_r,\partial_\theta. ux=cosθursinθruθ,uy=sinθur+cosθruθ.u_x=\cos\theta\,u_r-\frac{\sin\theta}{r}u_\theta,\qquad u_y=\sin\theta\,u_r+\frac{\cos\theta}{r}u_\theta.

Step 3 — apply the operator again and add uxx+uyyu_{xx}+u_{yy}. The cross terms cancel (that's the magic of orthogonal coordinates), leaving the standard result: 2u=urr+1rur+1r2uθθ\boxed{\nabla^2 u=u_{rr}+\frac1r u_r+\frac1{r^2}u_{\theta\theta}}


3. HOW: separation of variables

Seek u(r,θ)=R(r)Θ(θ)u(r,\theta)=R(r)\,\Theta(\theta) for 2u+λ2u=0\nabla^2 u+\lambda^2 u=0.

Plug in and divide by RΘ/r2R\Theta/r^2 (multiply through carefully): RΘ+1rRΘ+1r2RΘ+λ2RΘ=0.R''\Theta+\frac1r R'\Theta+\frac1{r^2}R\Theta''+\lambda^2 R\Theta=0. Divide by RΘR\Theta and multiply by r2r^2: r2R+rRR+λ2r2depends on r=ΘΘdepends on θ=n2.\underbrace{\frac{r^2R''+rR'}{R}+\lambda^2 r^2}_{\text{depends on }r}=\underbrace{-\frac{\Theta''}{\Theta}}_{\text{depends on }\theta}=n^2. Why a constant? LHS depends only on rr, RHS only on θ\theta; equal only if both equal a constant. We call it n2n^2.

Angular ODE: Θ+n2Θ=0\Theta''+n^2\Theta=0. Why must nn be a non‑negative integer? Because θ\theta and θ+2π\theta+2\pi are the SAME point — periodicity Θ(θ)=Θ(θ+2π)\Theta(\theta)=\Theta(\theta+2\pi) forces n=0,1,2,n=0,1,2,\dots with Θn(θ)=Acosnθ+Bsinnθ.\Theta_n(\theta)=A\cos n\theta+B\sin n\theta.

Radial ODE: r2R+rR+(λ2r2n2)R=0.r^2R''+rR'+(\lambda^2 r^2-n^2)R=0.


4. The Bessel connection (the WHY of this whole subtopic)

Substitute s=λrs=\lambda r (so ddr=λdds\frac{d}{dr}=\lambda\frac{d}{ds}). Why? To kill the λ\lambda and reach a universal form. s2R(s)+sR(s)+(s2n2)R=0.s^2R''(s)+sR'(s)+(s^2-n^2)R=0.

So the disk radial solution is R(r)=c1Jn(λr)+c2Yn(λr).R(r)=c_1 J_n(\lambda r)+c_2 Y_n(\lambda r). Physical pruning: the center r=0r=0 must stay finite ⇒ c2=0c_2=0 (drop YnY_n). Hence R(r)=Jn(λr).\boxed{R(r)=J_n(\lambda r)}.

Deriving J0J_0 by series (Derivation-from-scratch)

For n=0n=0: sy+y+sy=0s y''+y'+s y=0. Try y=k0aks2ky=\sum_{k\ge0}a_k s^{2k} (only even powers, by symmetry). Plugging in and matching powers gives ak=ak1(2k)2a_k=-\dfrac{a_{k-1}}{(2k)^2}, so J0(s)=k=0(1)k(k!)2(s2)2k=1s24+s464J_0(s)=\sum_{k=0}^{\infty}\frac{(-1)^k}{(k!)^2}\Big(\frac s2\Big)^{2k}=1-\frac{s^2}{4}+\frac{s^4}{64}-\cdots Why this matters: you can literally generate J0J_0 from the ODE — no table needed.


5. Boundary condition fixes the eigenvalues

For a vibrating drum clamped at the rim (u(a,θ)=0u(a,\theta)=0): Jn(λa)=0  λa=αn,m  λn,m=αn,ma,J_n(\lambda a)=0\ \Rightarrow\ \lambda a=\alpha_{n,m}\ \Rightarrow\ \lambda_{n,m}=\frac{\alpha_{n,m}}{a}, where αn,m\alpha_{n,m} is the mm-th positive zero of JnJ_n. Why discrete? JnJ_n crosses zero at fixed places; only those λ\lambda satisfy the clamp. The full modes: un,m(r,θ)=Jn ⁣(αn,mar)(Acosnθ+Bsinnθ).u_{n,m}(r,\theta)=J_n\!\Big(\frac{\alpha_{n,m}}{a}r\Big)(A\cos n\theta+B\sin n\theta).


6. Pure Laplace (λ=0\lambda=0): no Bessel

With λ=0\lambda=0 the radial ODE is equidimensional: r2R+rRn2R=0r^2R''+rR'-n^2R=0, solutions R=r±nR=r^{\pm n} (and lnr,  \ln r,\;const for n=0n=0). Finiteness at 00 keeps rnr^{|n|}: u(r,θ)=a02+n1rn(ancosnθ+bnsinnθ),u(r,\theta)=\frac{a_0}{2}+\sum_{n\ge1}r^n(a_n\cos n\theta+b_n\sin n\theta), matched to boundary data u(a,θ)=f(θ)u(a,\theta)=f(\theta) by Fourier coefficients (this is the Poisson-kernel interior problem). Why rnr^n here but JnJ_n before? No λ2r2\lambda^2 r^2 term ⇒ Bessel's equation degenerates to Euler's equation.


7. Worked examples


8. Common mistakes


Recall Feynman: explain to a 12-year-old

Imagine a round drum. When you hit it, the skin ripples in rings and pie-slices. The "pie-slice" pattern is just nice waves around the circle (that's the cosnθ\cos n\theta). The "ring" pattern — how high the skin bounces as you move from center to edge — is a special wiggly curve called a Bessel function. It wiggles like a wave but gets a bit flatter as you go out, because the skin spreads over more space. The drum can only ring at certain pitches: exactly where that wiggly curve hits zero at the clamped rim.


9. Connections

  • Separation of Variables — engine that splits rr and θ\theta.
  • Bessel FunctionsJn,YnJ_n, Y_n, their series, recurrences, zeros.
  • Fourier Series — expanding boundary data f(θ)f(\theta) in cosnθ,sinnθ\cos n\theta,\sin n\theta.
  • Sturm-Liouville Theory — orthogonality 0aJn(λmr)Jn(λkr)rdr=0\int_0^a J_n(\lambda_m r)J_n(\lambda_k r)\,r\,dr=0.
  • Poisson Kernel and Mean Value Property — pure-Laplace disk problem.
  • Vibrating Membrane Wave Equation — where drum eigenmodes live.
  • Euler-Cauchy Equation — the λ=0\lambda=0 radial reduction.

Flashcards

Polar Laplacian formula
urr+1rur+1r2uθθu_{rr}+\frac1r u_r+\frac1{r^2}u_{\theta\theta}
Why does 1rur\frac1r u_r appear?
Area element rdrdθr\,dr\,d\theta; geometric spreading of circles.
Separation constant for the angular part is called?
n2n^2, with periodicity forcing n=0,1,2,n=0,1,2,\dots
Angular equation and its solution
Θ+n2Θ=0Acosnθ+Bsinnθ\Theta''+n^2\Theta=0\Rightarrow A\cos n\theta+B\sin n\theta.
Radial ODE after separation (Helmholtz)
r2R+rR+(λ2r2n2)R=0r^2R''+rR'+(\lambda^2r^2-n^2)R=0.
Substitution turning it into Bessel
s=λrs=\lambda r, giving s2y+sy+(s2n2)y=0s^2y''+sy'+(s^2-n^2)y=0.
Two solutions of Bessel's equation
JnJ_n (finite at 0) and YnY_n (singular at 0).
Which is dropped on a full disk and why?
YnY_n, since it blows up at r=0r=0 (unphysical center).
Eigenvalue condition for clamped drum
Jn(λa)=0λn,m=αn,m/aJ_n(\lambda a)=0\Rightarrow \lambda_{n,m}=\alpha_{n,m}/a, α\alpha = zeros of JnJ_n.
First zero of J0J_0 (fundamental drum)
2.405\approx2.405.
J0J_0 series
(1)k/(k!)2(s/2)2k=1s2/4+s4/64\sum (-1)^k/(k!)^2 (s/2)^{2k}=1-s^2/4+s^4/64-\cdots
Pure Laplace (λ=0\lambda=0) bounded radial solutions
rnr^{|n|} (Euler equation), not Bessel.
General bounded Laplace solution on disk
a02+rn(ancosnθ+bnsinnθ)\frac{a_0}2+\sum r^n(a_n\cos n\theta+b_n\sin n\theta).
Orthogonality weight for Bessel modes
weight rr: 0aJn(λmr)Jn(λkr)rdr=0\int_0^a J_n(\lambda_m r)J_n(\lambda_k r)r\,dr=0, mkm\ne k.

Concept Map

fits geometry

chain rule derivation

1/r and 1/r^2 terms

generalize to eigenvalue

separation of variables

separation constant n^2

separation constant n^2

periodicity 2pi

is precisely

solutions

special case lambda equals 0

causes

Laplace on disk

Polar coordinates r theta

Polar Laplacian

Variable coefficient radial ODE

Helmholtz problem lambda^2 u

u equals R times Theta

Angular ODE

Radial ODE

n non-negative integer

Bessel equation

Bessel functions Jn lambda r

Pure Laplace r^n powers

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, jab domain ek disk ho (gol plate ya drum), to Cartesian x,yx,y use karna bekaar hai kyunki edge curved hai. Isliye hum polar coordinates (r,θ)(r,\theta) lete hain. Polar mein Laplacian ban jaata hai urr+1rur+1r2uθθu_{rr}+\frac1r u_r+\frac1{r^2}u_{\theta\theta}. Yeh 1r\frac1r wala extra term isliye aata hai kyunki area element rdrdθr\,dr\,d\theta hota hai — bahar ke circles lambe hote hain.

Ab separation of variables karo: u=R(r)Θ(θ)u=R(r)\Theta(\theta). Angular part nice nikalta hai — cosnθ,sinnθ\cos n\theta,\sin n\theta, aur periodicity ki wajah se nn integer hona zaroori hai. Lekin radial part ka ODE variable-coefficient hai, aur substitution s=λrs=\lambda r ke baad woh ban jaata hai Bessel's equation. Iski solution hai Bessel function Jn(λr)J_n(\lambda r) — yeh ek aisi wavy curve hai jo sine jaisi hilti hai par disk pe spread hone ki wajah se thodi flatten hoti jaati hai.

Center r=0r=0 pe solution finite hona chahiye, isliye doosri solution YnY_n (jo center pe infinite ho jaati hai) ko hata dete hain. Drum clamped at rim ka matlab Jn(λa)=0J_n(\lambda a)=0, yaani λa\lambda a ko JnJ_n ke zeros ke barabar hona padta hai — yeh zeros equally spaced nahi hote, isliye drum ki frequencies string jaisi simple nahi hotin. Aur agar pure Laplace ho (λ=0\lambda=0), to Bessel nahi banta, sirf rnr^n powers aate hain. Yeh poora concept drum vibrations, heat on a disk, aur image processing tak use hota hai — isliye important hai.

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