[Math] Analytical solution of Laplace’s equation with robin/third boundary condition

partial differential equations

I'm new to PDE solution, and feel difficult to solve the Laplace's equation with robin boundary conditions.
The equation $\Delta u=0$ with boundary conditions shown in the picture:
picture of problem.

Does this problem has an analytical solution? if so, what is it?

Best Answer

Using separation of variables $u = X(x)Y(y)$, we obtain the ODEs

\begin{align} X'' &= -\lambda X \\ Y'' &= \lambda Y \end{align}

where we used $-\lambda$ for our separation constant, with associated boundary conditions

\begin{align} u(L,y) &= 0 \implies X(L) = 0 \\ u_{x}(0,y) &= 0 \implies X'(0) = 0 \\ u_{y}(x,0) - hu(x,0) &= 0 \implies Y'(0) - hY(0) = 0 \end{align}

Solving the ODE in $X$, we find non-trivial solutions only if $\lambda > 0$ which yields

$$X = A \cos \sqrt{\lambda} x + B \sin \sqrt{\lambda} x$$

Now

\begin{align} X'(0) &= \sqrt{\lambda} B \\ &= 0 \\ \implies B &= 0 \quad \text{(why?)} \\ \therefore X(L) &= A \cos \sqrt{\lambda} L \\ &= 0 \\ \implies \sqrt{\lambda} L &= \frac{(2n + 1) \pi}{2}, \quad n \ge 0 \quad \text{($A \ne 0$ for non-trivial solutions)} \\ \implies \lambda &= \frac{(2n + 1)^{2} \pi^{2}}{4L^{2}}, \quad n \ge 0 \quad(*) \end{align}

and hence

$$X_{n} = A \cos \left( \frac{(2n + 1) \pi x}{2L} \right)$$

Using the eigenvalue $(*)$ and solving the ODE in $Y$ yields

$$Y = \frac{1}{h} \cdot \frac{(2n + 1) \pi }{2L} \cosh \left(\frac{(2n + 1) \pi y}{2L} \right) + \sinh \left(\frac{(2n + 1) \pi y}{2L} \right)$$

and so the general solution is given by

$$u(x,y) = \sum_{n \ge 0} A_{n} \cos \left( \frac{(2n + 1) \pi x}{2L} \right) \left[ \frac{1}{h} \cdot \frac{(2n + 1) \pi }{2L} \cosh \left(\frac{(2n + 1) \pi y}{2L} \right) + \sinh \left(\frac{(2n + 1) \pi y}{2L} \right)\right]$$

Applying the inhomogeneous condition, we find

\begin{align} u(x,L) &= u_{0} \\ &= \sum_{n \ge 0} A_{n} \cos \left( \frac{(2n + 1) \pi x}{2L} \right) \left[ \frac{1}{h} \cdot \frac{(2n + 1) \pi }{2L} \cosh \left(\frac{(2n + 1) \pi}{2} \right) + \sinh \left(\frac{(2n + 1) \pi}{2} \right)\right] \\ &= \sum_{n \ge 0} C_{n} \cos \left( \frac{(2n + 1) \pi x}{2L} \right) \end{align}

where

$$C_{n} = A_{n} \left[ \frac{1}{h} \cdot \frac{(2n + 1) \pi }{2L} \cosh \left(\frac{(2n + 1) \pi}{2} \right) + \sinh \left(\frac{(2n + 1) \pi}{2} \right)\right]$$

You can now solve for the coefficients $C_{n}$ using orthogonality relations. Note that when doing the integrals, a change of variable might help.

Related Question