Alternative derivations for the Poisson integral formula

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J. T. CHEN* and C. S. WU. Department of Harbor and River Engineering,. National Taiwan Ocean University, Keelung, Taiwan. (Received 23 February 2004).
International Journal of Mathematical Education in Science and Technology, Vol. 37, No. 2, 2006, 165–185

Alternative derivations for the Poisson integral formula J. T. CHEN* and C. S. WU Department of Harbor and River Engineering, National Taiwan Ocean University, Keelung, Taiwan (Received 23 February 2004) Poisson integral formula is revisited. The kernel in the Poisson integral formula can be derived in a series form through the direct BEM free of the concept of image point by using the null-field integral equation in conjunction with the degenerate kernels. The degenerate kernels for the closed-form Green’s function and the series form of Poisson integral formula are also derived. Two and threedimensional cases are considered. Also, interior and exterior problems are both solved. Even though the image concept is required, the location of image point can be determined straightforward through the degenerate kernels instead of the method of reciprocal radii.

1. Introduction Integral representation for the solution of partial differential equation is important in both science and engineering. Green’s identity and Somigliani identity for the Laplace and Navier problems provide the integral representation, respectively. Based on the integral representation, the boundary integral equation method (BIEM) [11] and the boundary element method (BEM) [1] have been developed to be powerful tools for engineering problems. By choosing the appropriate Green’s function, the Poisson integral formulae for the disc and sphere domains subject to the Dirichlet condition were found [9]. How to find the Green’s function is not trivial. In the literature, the image point was found in a semi-inverse method in priori through reciprocal radii in the Sommerfeld’s book [12] as shown in figure 1. Sommerfeld and Greenberg [9] both utilized the concept of reciprocal radii of William Thomson [13] to derive the Poisson integral formula. To determine the location of image point in a straightforward way is the main concern of the present paper. Also, the possible derivation without employing an image point is also addressed. Fundamental solutions are expanded into degenerate kernels in constructing the Green’s function. Since a degenerate kernel separates the source and field points for the closed-form fundamental solution, it plays an important role in studying the rank-deficiency problems analytically in BEM, e.g., degenerate scale [4, 6], spurious eigenvalues [5, 8, 10] and fictitious frequencies [2, 3]. Also, it can study the order of pseudo-differential operator [7]. In this paper, the degenerate kernels for the closed-form Green’s function and the series form of Poisson integral formula are both derived. The image point is

*Corresponding author. Email: [email protected] International Journal of Mathematical Education in Science and Technology ISSN 0020–739X print/ISSN 1464–5211 online # 2006 Taylor & Francis http://www.tandf.co.uk/journals DOI: 10.1080/00207390500226028

166

J. T. Chen and C. S. Wu

x=(r, f) r′

ρ

r o

a

R

s′=(R′ ,q′)

s=(R, q) R′

Figure 1.

Geometry of reciprocal radii.

u(x) = f(f), x ∈ B

a

∇2 u (x) = 0, x ∈ Ω

Figure 2.

Two-dimensional interior Laplace problem.

determined in a different way to derive the Poisson integral formula by using the degenerate kernels. The closed-form Green’s function is expanded into degenerate kernels. Furthermore, the null-field integral equation in conjunction with the degenerate kernel provides us with another approach to derive the Poisson integral formula without using the concept of the image point. Both the two and three dimensional Laplace problems for the exterior problem as well as the interior problem are solved.

2. Derivation of the Poisson integral formula by using the degenertae scale (two-dimensional problem) Let us consider the two-dimensional Laplace equation, r2 uðxÞ ¼ 0,

x2

ð1Þ

where r2 is the Laplacian operator, u(x) is the potential and  is the circular domain with radius a. For simplicity, we consider the Dirichlet boundary condition, u ¼ fðÞ, as shown in figure 2. By using the fundamental solution as an auxiliary system, Green’s identity yields Z Z 2uðsÞ ¼ TF ðx, sÞuðxÞdBðxÞ  UF ðx, sÞtðxÞdBðxÞ, x 2  ð2Þ B

B

Alternative derivations for the Poisson integral formula

167

where u(x) and t(x) are the potential and flux, s and x are the source point and field point, respectively, B is the boundary of the domain, UF and TF kernels are @UF ðx, sÞ , ð3Þ UF ðx, sÞ ¼ lnðrÞ, TF ðx, sÞ ¼ @nx in which nx denotes the normal vector of x, r2 UF ðx, sÞ ¼ ðx  sÞ and r ¼ jx  sj. By expanding the fundamental solution into the degenerate kernel, the image point can be determined naturally and straightforward to match the homogeneous Dirichlet boundary condition for the Green’s function, UG ðx; s, s0 Þ with an image source. Then, we employ the boundary integral equation method (BIEM) to derive the Poisson integral formula. In constructing the Green’s function to satisfy the homogeneous Dirichlet boundary condition, image source is required and must be distributed outside the domain. By replacing the UF with UG, equation (2) simplifies to Z 2uðsÞ ¼ TG ðx; s, s0 ÞuðxÞdBðxÞ, x 2 B, ð4Þ B

due to the homogeneous Dirichlet condition of UG ðx; s, s0 Þjx2B ¼ 0, where TG ðx; s, s0 Þ ¼

@UG ðx; s, s0 Þ : @nx

ð5Þ

Equation (4) indicates that the integral representation solution is expressed in terms of boundary integrals since the kernel of TG and the boundary data of u(x) are both known. 2.1. 2-D interior problem Now, we use the degenerate kernels to derive the Green’s function and Poisson integral formula in a different way from that of the conventional one [9, 12, 13]. The fundamental solution UF in equation (3) is expanded into UF ðx, sÞ ¼ lnðrÞ ¼ ln jx  sj 8 1 1   m P > I > cos½mð  Þ,   R > < UF ðx, sÞ ¼ lnðRÞ  m¼1 m R   ð6Þ ¼ 1 1 R m P > > E > U ðx, sÞ ¼ lnðÞ  cos½mð  Þ,   R : F m¼1 m  where x ¼ ð, Þ and s ¼ ðR, Þ for the polar coordinate in figure 3, the superscripts I and E denote the interior and exterior problems, respectively. Then, we use the method of images and degenerate kernels to derive the closedform and series-form Green’s functions. By employing the image method, we locate the image source outside the domain to satisfy the boundary condition as shown in figure 4. Since s is inside the circle and x is on the boundary to match the boundary condition, we have   1 X 1 R m ln jx  sj ¼ lnðÞ  cos½mð  Þ,  > R ð7Þ m  m¼1 Since s0 is outside the boundary, we have ln jx  s0 j ¼ lnðR0 Þ 

1 X 1   m cos½mð0  Þ, 0 m R m¼1

 < R0

ð8Þ

168

J. T. Chen and C. S. Wu

y

s = (R, q) r R

x = (r, f) ρ

θ φ

x Polar coordinate for the two-dimensional problem.

Figure 3.

x

B s′

s ∇2UG(x;s,s′) = d(x−s) − d(x−s′), x ∈Ω UG(x;s,s′) = 0, x ∈B Figure 4.

Green’s function for the two-dimensional case.

where s0 ¼ ðR0 , 0 Þ is the polar coordinate for the image source s0 outside the disc as shown in figure 4. In order to cancel out the  term since  is arbitrary in the boundary condition, we choose the collinear points s and s0 , i.e.,  ¼ 0 . By equating the mth term in the series of equations (7) and (8), we have R  2 a2 ¼ 0 ) R0 ¼ ¼  R R R

ð9Þ

By subtracting equation (7) with equation (8), we have ln jx  sj  ln jx  s0 j ¼ lnðaÞ  lnðR0 Þ

ð10Þ

Since Green’s function satisfies the homogeneous Dirichlet boundary conditions, the closed-form Green’s function is adjusted to UG ðx; s, s0 Þ ¼ ln jx  sj  ln jx  s0 j  lnðaÞ þ lnðR0 Þ ¼ ln jx  sj  ln jx  s0 j þ lnðaÞ  lnðRÞ

ð11Þ

where ln(a) can be understood as a rigid body term and ln(R) is the function of s only. The Green’s function in equation (11) satisfies rx2 UG ðx; s, s0 Þ ¼ ðx  sÞ  ðx  s0 Þ,

x2

ð12Þ

169

Alternative derivations for the Poisson integral formula

(a)

s = (R, q)

s′ = (R′, q′)

x = (r, f) s = (R, q)

s′ = (R′, q′)

x = (r, f) a

(b)

a

Figure 5. (a) Green’s function for the interior problem (core area 0 <  < R). (b) Green’s function for the interior problem (annular area R <  < a).

subject to the boundary condition UG ðx; s, s0 Þjx2B ¼ 0. For the circular core (0 <  < R) in figure 5(a), the closed-form Green’s function is expanded into UG ðx; s, s0 Þ ¼ ln jx  sj  ln jx  s0 j þ lnðaÞ  lnðRÞ  2 1 X 1   m a ¼ ln R  cos½mð  Þ  ln m R R m¼1   m 1 X 1 R cos½mð  Þ þ lnðaÞ  lnðRÞ þ m a2 m¼1       X 1 R 1   m R m ¼ ln  2 cos½mð  Þ,  a m R a m¼1

0 >   ln cos½mð  Þ, 0 <   R > < a m R a2 m¼1 UG ðx; s,s0 Þ ¼  m  m  M  X > 1 R R > >   2 cos½mð  Þ, R   < a: > ln : a m  a m¼1

The closed-form and series-form Green’s functions are plotted in figures 6(a) and 6(b), respectively. The series solution using 50 terms in equations (13) and (14) match well with the closed-form solution in equation (11). By substituting equation (11) into equation (4), we obtain the Poisson integral formula   Z 1 2 a2 uðR, Þ ¼ TG R, ; , ; ,  fðÞa d 2 0 R Z 1 2 ða2  R2 Þ fðÞd ð15Þ ¼ 2 0 ½a2 þ R2  2aR cosð  Þ

Alternative derivations for the Poisson integral formula

.

171

s = (R, q)

x = (r, f) R s′ = (R′, q′)

a

R′

∇2u(x) = 0, x ∈ Ω

Figure 7.

2-D exterior Laplace problem.

with 0 < R < a, 0 <  < 2, where f() is the specified boundary condition. From equation (14), the series-form for the Poisson integral formula is 1 uðR, Þ ¼ 2

Z

2

" 1þ2

0

1  m X R m¼1

a

# cosðmð  ÞÞ fðÞd,

0 < R < a, 0 <  < 2 ð16Þ

due to R <  in equation (2). 2.2. 2-D exterior problem According to the successful experience of the interior problem, we extend it to the exterior problem as shown in figure 7. In a similar way, we have the closed-form Green function for the exterior problem as UG ðx; s, s0 Þ ¼ ln jx  sj  ln jx  s0 j þ lnðaÞ  lnðRÞ:

ð17Þ

The Green’s function satisfies equation (12) and the series form is expressed in two parts. The degenerate kernel for the Green’s function (figure 8(a)) in the annular region is UG ðx; s, s0 Þ ¼ ln jx  sj  ln jx  s0 j þ lnðaÞ  lnðRÞ    X  2 m  1 a 1   m a ¼ ln  cos½mð  Þ,   m R R m¼1

a <   R:

ð18Þ

R