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Unformatted text preview: Chapter 18 Partial Differential Equations in ThreeDimensional Space At last we have ascended the dimensional ladder to its ultimate rung (at least for those of us living in a three-dimensional universe): partial differential equations in physical space. As in the one and two-dimensional settings developed in the preceding chapters, the three key examples are the three-dimensional Laplace equation, modeling equilibrium configurations of solid bodies, the three-dimensional wave equation, governing vibrations of solids, liquids, gasses, and electromagnetic waves, and the three-dimensional heat equation, modeling basic spatial diffusion processes. Fortunately, almost everything of importance has already appeared in the one- and two-dimensional situations, and appending a third dimension is, for the most part, sim- ply a matter of appropriately adapting the constructions. We have already seen the basic underlying solution techniques: separation of variables and Greens functions or fundamen- tal solutions. (Unfortunately, the most powerful of our planar tools, conformal mapping, does not carry over to higher dimensions.) In three-dimensional problems, separation of variables is applicable in rectangular, cylindrical and spherical coordinates. The first two do not produce anything fundamentally new, and are therefore relegated to the exercises. Separation in spherical coordinates leads to spherical harmonics and spherical Bessel func- tions, whose properties are investigated in some detail. These new special functions play important roles in a number of physical systems, including the quantum theory of atomic structure that underlies the spectral and chemical properties of atoms. The Greens function for the three-dimensional Poisson equation in space can be identified as the classic Newtonian (and Coulomb) 1 /r potential. The fundamental so- lution for the three-dimensional heat equation can be easily guessed from its one- and two-dimensional versions. The three-dimensional wave equation, surprisingly, has an ex- plicit, although more intricate, solution formula of dAlembert form, due to Poisson. Para- doxically, the best way to treat the two-dimensional version is by descending from the simpler three-dimensional formula. This result highlights a remarkable difference between waves in planar and spacial media. In three-dimensions, Huygens principle states that waves emanating from a localized initial disturbance remain localized as they propagate through space. In contrast, in two dimensions, initially concentrated pulses leave a slowly decaying remnant that never entirely disappears. 18.1. The Laplace and Poisson Equations. We begin our investigations, as usual, with systems in equilibrium, deferring dynamics 2/25/07 985 c circlecopyrt 2006 Peter J. Olver until later. The prototypical equilibrium system is the three-dimensional Laplace equation u = 2 u x 2 + 2 u y 2 + 2 u z 2 = 0 , (18 . 1) in which x = ( x,y,z...
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