//本节详细介绍球坐标、柱坐标下的分离变量法,并引入贝塞尔方程和勒让德方程。

//前段时间事情实在太多,鸽了很久不好意思...我当然是没有忘记这里笔记没有更完的

//这个系列的定位仅仅是学习笔记,所以可能不会完整覆盖所有相关细节,而是注重对整体思路的把握。

I 球坐标的拉普拉斯方程

在球坐标系,拉普拉斯方程%5Cnabla%5E2%20u%20%3D0应写为如下形式:

%5Cfrac%7B1%7D%7Br%5E2%7D%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20r%7D(r%5E2%5Cfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20r%7D)%20%2B%20%5Cfrac%7B1%7D%7Br%5E2%5Csin%5Ctheta%7D%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20%5Ctheta%7D(%5Cfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%20%5Ctheta%7D%20%5Csin%20%5Ctheta)%0A%2B%5Cfrac%7B1%7D%7Br%5E2%5Csin%5E2%5Ctheta%7D%5Cfrac%7B%5Cpartial%5E2%20u%20%7D%7B%5Cpartial%20%5Cphi%5E2%7D%3D0

尝试对其进行分离变量:

u(r%2C%5Ctheta%2C%5Cphi)%3DR(r)Y(%5Ctheta%2C%5Cphi)

代入整理得到

%5Cfrac%7B1%7D%7BR%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7D%20r%7D%5Cleft(r%5E%7B2%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20r%7D%5Cright)%3D-%5Cfrac%7B1%7D%7BY%5Csin%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20%5Ctheta%7D%5Cleft(%20%5Cfrac%7B%5Cpartial%20%7BY%7D%7D%7B%5Cpartial%20%5Ctheta%7D%5Csin%20%5Ctheta%5Cright)-%20%5Cfrac%7B1%7D%7BY%5Csin%20%5E%7B2%7D%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%5E%7B2%7D%20%7BY%7D%7D%7B%5Cpartial%20%5Cphi%5E%7B2%7D%7D

两边自变量不同但恒等,说明它们等于同一个常数。不妨设常数为l(l%2B1).

%5CRightarrow%20r%5E2%5Cfrac%7B%5Cmathrm%7Bd%7D%5E%7B2%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20r%5E%7B2%7D%7D%2B2%20r%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20r%7D-l(l%2B1)%20R%3D0

这是欧拉方程,只需作变量代换r%3De%5Et就不难解出其通解:

R(r)%3DCr%5El%2BDr%5E%7B-(l%2B1)%7D

对于Y(%5Ctheta%2C%5Cphi)满足的方程,即球函数方程:

%5Cfrac%7B1%7D%7B%5Csin%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20%5Ctheta%7D%5Cleft(%20%5Cfrac%7B%5Cpartial%20%7BY%7D%7D%7B%5Cpartial%20%5Ctheta%7D%5Csin%20%5Ctheta%5Cright)%2B%5Cfrac%7B1%7D%7B%5Csin%20%5E%7B2%7D%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%5E%7B2%7D%20%7BY%7D%7D%7B%5Cpartial%20%5Cphi%5E%7B2%7D%7D%2Bl(l%2B1)Y%3D0

再次分离变量:

Y(%5Ctheta%2C%5Cphi)%3D%5CTheta(%5Ctheta)%5CPhi(%5Cphi)

整理得到

%5Cfrac%7B%5Csin%20%5Ctheta%7D%7B%5CTheta%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7D%20%5Ctheta%7D%5Cleft(%5Csin%20%5Ctheta%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20%5CTheta%7D%7B%5Cmathrm%7Bd%7D%20%5Ctheta%7D%5Cright)%2Bl(l%2B1)%20%5Csin%20%5E%7B2%7D%20%5Ctheta%3D-%5Cfrac%7B1%7D%7B%5CPhi%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%5E%7B2%7D%7B%5CPhi%7D%7D%7B%5Cmathrm%7Bd%7D%20%5Cvarphi%5E%7B2%7D%7D%3Dm%5E2

从而得到

%5CPhi''%2Bm%5E2%5CPhi%3D0%20%5CRightarrow%20%5CPhi(%5Cphi%20)%3DA%5Ccos%20m%5Cphi%20%2BB%5Csin%20m%5Cphi%20

%7B%5Csin%20%5Ctheta%7D%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7D%20%5Ctheta%7D%5Cleft(%5Csin%20%5Ctheta%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20%5CTheta%7D%7B%5Cmathrm%7Bd%7D%20%5Ctheta%7D%5Cright)%2B%5Bl(l%2B1)%20%5Csin%20%5E%7B2%7D%20%5Ctheta-m%5E2%5D%5CTheta%3D0

作变量代换x%3D%5Ccos%20%5Ctheta,得到l阶连带勒让德方程:

(1-x%5E2)%5Cfrac%7B%5Cmathrm%7Bd%7D%5E2%20%5CTheta%7D%7B%5Cmathrm%7Bd%7D%20x%5E2%7D-2x%5Cfrac%7B%5Cmathrm%7Bd%7D%5CTheta%7D%7B%5Cmathrm%7Bd%7Dx%7D%2B%5Bl(l%2B1)-%5Cfrac%7Bm%5E2%7D%7B1-x%5E2%7D%5D%5CTheta%3D0

如取m%3D0,则得到l阶勒让德方程

(1-x%5E2)%5Cfrac%7B%5Cmathrm%7Bd%7D%5E2%20%5CTheta%7D%7B%5Cmathrm%7Bd%7D%20x%5E2%7D-2x%5Cfrac%7B%5Cmathrm%7Bd%7D%5CTheta%7D%7B%5Cmathrm%7Bd%7Dx%7D%2Bl(l%2B1)%5CTheta%3D0

(事实上,前面讨论中的l%2Cm是薛定谔方程解中的角量子数和磁量子数。)

II 柱坐标的拉普拉斯方程

在柱坐标系下,拉普拉斯方程为

%5Cfrac%7B1%7D%7B%5Crho%7D%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%5Crho%7D(%5Crho%5Cfrac%7B%5Cpartial%20u%7D%7B%5Cpartial%5Crho%7D)%2B%20%5Cfrac%7B1%7D%7B%5Crho%5E2%7D%5Cfrac%7B%5Cpartial%5E2u%7D%7B%5Cpartial%5Cphi%5E2%7D%2B%5Cfrac%7B%5Cpartial%5E2%20u%7D%7B%5Cpartial%20z%5E2%7D%3D0

仍然分离变量:

u(%5Crho%2C%20%5Cphi%2C%20z)%3D%20R(%5Crho)%5CPhi(%5Cphi)Z(z)

代入方程并化简得到

%5Cfrac%7B%5Crho%5E%7B2%7D%7D%7BR%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%5E%7B2%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20%5Crho%5E%7B2%7D%7D%2B%5Cfrac%7B%5Crho%7D%7BR%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20%5Crho%7D%2B%5Crho%5E%7B2%7D%20%5Cfrac%7BZ%5E%7B%5Cprime%20%5Cprime%7D%7D%7BZ%7D%3D-%5Cfrac%7B%5CPhi%5E%7B%5Cprime%20%5Cprime%7D%7D%7B%5CPhi%7D%3Dm%5E2

类似操作,得到:

%5CPhi(%5Cphi)%3DA%5Ccos%20m%5Cphi%20%2B%20B%20%5Csin%20m%5Cphi

再令Z''-%5Cmu%20Z%20%3D0 并按以下分类讨论:

① %5Cmu%3D0

则可以解得

Z(z)%3DC%2BDz

R(%5Crho)%3D%5Cleft%5C%7B%5Cbegin%7Barray%7D%7Bl%7D%0A%20%20%20%20E%2BF%5Cln%20%5Crho%2C%5C%3Bm%3D0%5C%5C%0A%20%20%20%20E%5Crho%5Em%20%2B%20F%5Crho%5E%7B-m%7D%2C%5C%3B%20m%3D1%2C2%2C3%2C...%0A%5Cend%7Barray%7D%5Cright.

② %5Cmu%20%3E0

则可以进行变换x%3D%5Csqrt%20%5Cmu%20%5Crho%20,并推出m阶贝塞尔方程:

x%5E2%5Cfrac%7B%5Cmathrm%7Bd%7D%5E2R%7D%7B%5Cmathrm%7Bd%7Dx%5E2%7D%2Bx%5Cfrac%7B%5Cmathrm%7Bd%7DR%7D%7B%5Cmathrm%7Bd%7Dx%7D%2B(x%5E2-m%5E2)R%3D0

③ %5Cmu%20%3C0

则改为x%3D%5Csqrt%7B-%5Cmu%7D%5Crho,得到虚宗量贝塞尔方程:

x%5E2%5Cfrac%7B%5Cmathrm%7Bd%7D%5E2R%7D%7B%5Cmathrm%7Bd%7Dx%5E2%7D%2Bx%5Cfrac%7B%5Cmathrm%7Bd%7DR%7D%7B%5Cmathrm%7Bd%7Dx%7D-(x%5E2%2Bm%5E2)R%3D0

至此我们从球坐标和柱坐标引出了两个重要常微分方程,勒让德方程和贝塞尔方程。接下来我们的讨论表明,波动、输运、稳定场三类PDE的求解都是可以归结到勒让德、贝塞尔方程的。

III 波动方程

对于波动方程u_%7Btt%7D-a%5E2%20%5CDelta%20u%3D0,我们首先尝试分离出时间:

u%3DT(t)v(%5Cvec%20r)

%5CRightarrow%20%5Cfrac%7BT''%7D%7Ba%5E2T%7D%3D%5Cfrac%7B%5CDelta%20v%7D%7Bv%7D%3D-k%5E2

从而解出

T%3DC%5Ccos%7Bkat%7D%2BD%5Csin%7Bkat%7D%2C%5C%3Bk%5Cneq%200%5C%3B(%7B%5Crm%20or%7D%5C%3BC%2BDt%20%5C%3B%7B%5Crm%20when%20%5C%3Bk%3D0%7D)\

并得到亥姆霍兹方程:

%5CDelta%20v%20%2Bk%5E2%20v%20%3D0

IV 输运方程

对于输运方程u_t-a%5E2%5CDelta%20u%3D0, 类似分析我们可以得到

u%3Dv(%5Cvec%20r)T(t)

T%3DCe%5E%7B-k%5E2a%5E2%20t%7D

%5CDelta%20v%20%2Bk%5E2%20v%20%3D0

V 亥姆霍兹方程

经过前面讨论,波动、输运方程将时间分离后均归结为亥姆霍兹方程。

接下来尝试对亥姆霍兹方程进行分离变量:

在球坐标,亥姆霍兹方程的形式为

%5Cfrac%7B1%7D%7Br%5E%7B2%7D%7D%20%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20r%7D%5Cleft(r%5E%7B2%7D%20%5Cfrac%7B%5Cpartial%20v%7D%7B%5Cpartial%20r%7D%5Cright)%2B%5Cfrac%7B1%7D%7Br%5E%7B2%7D%20%5Csin%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20%5Ctheta%7D%5Cleft(%5Csin%20%5Ctheta%20%5Cfrac%7B%5Cpartial%20v%7D%7B%5Cpartial%20%5Ctheta%7D%5Cright)%2B%5Cfrac%7B1%7D%7Br%5E%7B2%7D%20%5Csin%20%5E%7B2%7D%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%5E%7B2%7D%20v%7D%7B%5Cpartial%20%5Cvarphi%5E%7B2%7D%7D%2Bk%5E%7B2%7D%20v%3D0

v(r%2C%5Ctheta%2C%5Cphi)%3DR(r)Y(%5Ctheta%2C%20%5Cphi), 则经过计算可知Y(%5Ctheta%2C%5Cphi)仍然满足球函数方程:

%5Cfrac%7B1%7D%7B%5Csin%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%7D%7B%5Cpartial%20%5Ctheta%7D%5Cleft(%5Csin%20%5Ctheta%20%5Cfrac%7B%5Cpartial%20%5Cmathrm%7BY%7D%7D%7B%5Cpartial%20%5Ctheta%7D%5Cright)%2B%5Cfrac%7B1%7D%7B%5Csin%20%5E%7B2%7D%20%5Ctheta%7D%20%5Cfrac%7B%5Cpartial%5E%7B2%7D%20%5Cmathrm%7BY%7D%7D%7B%5Cpartial%20%5Cvarphi%5E%7B2%7D%7D%2Bl(l%2B1)%20%5Cmathrm%7BY%7D%3D0

而另一个方程是l阶球贝塞尔方程

%5Cfrac%7B%5Cmathrm%7Bd%7D%7D%7B%5Cmathrm%7Bd%7D%20r%7D%5Cleft(r%5E%7B2%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20r%7D%5Cright)%2B%5Cleft%5Bk%5E%7B2%7D%20r%5E%7B2%7D-l(l%2B1)%5Cright%5D%20R%3D0%0A

如作变量代换x%3Dkr%2C%20%5C%3B%20y(x)%3D%5Csqrt%7B%5Cfrac%7B2x%7D%7B%5Cpi%7D%7D%20R(r)则可以得到l%2B%5Cfrac12阶贝塞尔方程:

x%5E%7B2%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%5E%7B2%7D%20y%7D%7B%5Cmathrm%7B~d%7D%20x%5E%7B2%7D%7D%2Bx%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20y%7D%7B%5Cmathrm%7B~d%7D%20x%7D%2B%5Cleft%5Bx%5E%7B2%7D-%5Cleft(l%2B%5Cfrac%7B1%7D%7B2%7D%5Cright)%5E%7B2%7D%5Cright%5D%20y%3D0

而在柱坐标,类似地分离变量,得到

v%3DR(%5Crho)%5CPhi(%5Cphi)Z(z)

%5Cbegin%7Barray%7D%7Bl%7D%0A%5CPhi%5E%7B%5Cprime%20%5Cprime%7D%2B%5Clambda%20%5CPhi%3D0%20%5C%5C%0AZ%5E%7B%5Cprime%20%5Cprime%7D%2B%5Cnu%5E%7B2%7D%20Z%3D0%20%5C%5C%0A%5Cfrac%7B%5Cmathrm%7Bd%7D%5E%7B2%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20%5Crho%5E%7B2%7D%7D%2B%5Cfrac%7B1%7D%7B%5Crho%7D%20%5Cfrac%7B%5Cmathrm%7Bd%7D%20R%7D%7B%5Cmathrm%7B~d%7D%20%5Crho%7D%2B%5Cleft(k%5E%7B2%7D-%5Cnu%5E%7B2%7D-%5Cfrac%7B%5Clambda%7D%7B%5Crho%5E%7B2%7D%7D%5Cright)%20R%3D0%0A%5Cend%7Barray%7D

结合自然边界条件得%5CPhi%20%3D%20A%5Ccos%20m%5Cphi%20%2B%20B%20%5Csin%20m%20%5Cphi,而对R仿照前面的讨论仍可以得到m阶贝塞尔方程。

总之,通过以上讨论,我们从几类PDE的求解中归类出了勒让德方程与贝塞尔方程两类重要的ODE,接下来将基于此研究球、柱坐标中的PDE求解。