Laplace’s Equation with Cauchy data

cauchy problemlaplace transformlaplace-methodpartial differential equations

I have been given this problem, where we need to use separation of variables to derive the solution u which is already provided in the question.
I am not sure how to approach the problem or how to use separation of variables here.

Consider Laplace's equation $\nabla^2u =0$ in 2D, with Cauchy data:
\begin{equation}
u = 0, \dfrac{\partial u }{\partial x_2} = \frac{1}{n} \sin(n,x_1)
\end{equation}

on $x_2 = 0.$ Use separation of variables to derive the solution:
\begin{equation}
u = \frac{1}{n^2} \sin(nx_1) \sinh(nx_2).
\end{equation}

What happens as $n \to \infty$? Is the Cauchy problem for Laplace's equation well-posed?

Best Answer

Separate variables as $u(x_1,x_2) = F(x_1)G(x_2)$. Laplace's equation becomes (upon division by $FG$): \begin{equation} \frac{F''}{F} =- \frac{G''}{G} = \lambda \in \mathbb{R}. \end{equation} This gives two possibilities depending on the sign of $\lambda$: oscillatory or exponential behaviour. From the data, $F(x_1)G'(0) = \frac{1}{n} \sin(nx_1)$, so we may absorb constants and WLOG take $G'(0)= 1$, $F(x_1) = \frac{1}{n} \sin(nx_1) $.

This then determines the value $\lambda = -1/n^2$. Then, you obtain a general solution for $G$: \begin{equation} G(x_2) = A \cosh(nx_2) + B \sinh(nx_2). \end{equation} You have two boundary conditions $G(0) = 0$, $G'(0) = 1$ which tell you that $A=0$, $B = 1/n$ as needed.

As $n \to \infty$ the solution blows up ( take $x_2 \neq 0, x_1 = \pi / 2n$). In general, Cauchy problems are only posed for hyperbolic equations and Laplace's equation is an elliptic equation. In this case, as $n \to \infty$ the initial data approaches $u=0, u_{x_2}=0$ at $x_2 = 0$, which gives rise to the solution $\tilde{u} \equiv 0$. However, $|u-\tilde u|$ can be made arbitrarily large as $n \to \infty$ (take $x_1 = \pi /2 n$). Thus, there is no continuous dependence on the data (perturbing one boundary condition gives a very different solution), so the problem is not well-posed.