球坐标下求解拉普拉斯方程（Laplace equation）

一、Laplace’s equation

  数学和物理学中，拉普拉斯方程是一个二阶偏微分方程，通常表示为：
$$\begin{array}{c}{\nabla }^{2}f=0\end{array}$$或者$$\begin{array}{c}\Delta f=0\end{array}$$其中，$\Delta =\nabla \cdot \nabla ={\nabla }^2$表示拉普拉斯算子（Laplace operator），$\nabla \cdot$表示散度算子（divergence operator），$\nabla$表示梯度算子（gradient operator），$f(x,y,z)$是一个二阶可微的实函数。如果该方程的右边项是一个给定的函数$h(x,y,z)$，则可以得到泊松方程（Possion’s equation）：
$$\begin{array}{c}{\nabla }^{2}f=h\end{array}$$  不论是拉普拉斯方程还是泊松方程，它们都是最简形式的椭圆形偏微分方程，同时拉普拉斯方程还是亥姆霍兹方程（Helmholtz equation）的一种特殊形式。

不同坐标系下的拉普拉斯方程的形式

1、在直角坐标系下：

$$\begin{array}{c}{\nabla }^{2}f=\frac{{\partial }^{2}f}{\partial x^2}+\frac{{\partial }^{2}f}{\partial y^2}+\frac{{\partial }^{2}f}{\partial z^2}=0\end{array}$$

2、在柱坐标系下：

$$\begin{array}{c}{\nabla }^{2}f=\frac{1}{r}\frac{\partial }{\partial r}\left(r\frac{\partial f}{\partial r}\right)+\frac{1}{r^2}\frac{{\partial }^{2}f}{\partial {\varphi }^2}+\frac{{\partial }^{2}f}{\partial z^2}=0\end{array}$$

3、在球坐标系下：

  由于本文着重讨论球坐标系下的拉普拉斯方程的解，所以球坐标下的拉普拉斯方程作详细讨论：

球坐标与直角坐标的关系

求解目的：就是将${\left[\begin{array}{c}\frac{\partial f}{\partial x^2},\frac{\partial f}{\partial y^2},\frac{\partial f}{\partial z^2}\end{array}\right]}^{{}^{\prime }}$用$f$对$\left(r,\theta ,\varphi \right)$的一阶和二阶偏微分的线性组合表示出来。
在球坐标$\left(r,\theta ,\varphi \right)$中，$r$表示径向距离，$\theta$表示方位角，$\varphi$表示极角。
易得：
$$\begin{array}{c}\begin{array}{rl}& x=r\sin \theta \cos \varphi \\ & y=r\sin \theta \sin \varphi \\ & z=r\cos \theta \end{array}\end{array}$$
①求出一阶偏导数$\frac{\partial f}{\partial x},\frac{\partial f}{\partial y},\frac{\partial f}{\partial z}$的球坐标形式：
根据上式分别对$\left(r,\theta ,\varphi \right)$求导，再应用链式求导法则，可得：$$\begin{array}{c}\begin{array}{rl}\frac{\partial f}{\partial r}& =\frac{\partial f}{\partial x}\frac{\partial x}{\partial r}+\frac{\partial f}{\partial y}\frac{\partial y}{\partial r}+\frac{\partial f}{\partial z}\frac{\partial z}{\partial r}\\ & =\frac{\partial f}{\partial x}\left[\sin \theta \cos \varphi \right]+\frac{\partial f}{\partial y}\left[\sin \theta \sin \varphi \right]+\frac{\partial f}{\partial z}\left[\cos \theta \right]\\ \frac{\partial f}{\partial \theta }& =\frac{\partial f}{\partial x}\frac{\partial x}{\partial \theta }+\frac{\partial f}{\partial y}\frac{\partial y}{\partial \theta }+\frac{\partial f}{\partial z}\frac{\partial z}{\partial \theta }\\ & =\frac{\partial f}{\partial x}\left[r\cos \theta \cos \varphi \right]+\frac{\partial f}{\partial y}\left[r\cos \theta \sin \varphi \right]+\frac{\partial f}{\partial z}\left[-r\sin \theta \right]\\ \frac{\partial f}{\partial \varphi }& =\frac{\partial f}{\partial x}\frac{\partial x}{\partial \varphi }+\frac{\partial f}{\partial y}\frac{\partial y}{\partial \varphi }+\frac{\partial f}{\partial z}\frac{\partial z}{\partial \varphi }\\ & =\frac{\partial f}{\partial x}\left[-r\sin \theta \sin \varphi \right]+\frac{\partial f}{\partial y}\left[r\sin \theta \cos \varphi \right]+\frac{\partial f}{\partial z}\left[0\right]\end{array}\end{array}$$上述方程组写成矩阵形式，可得：
$$\begin{array}{c}\left[\begin{array}{ccc}\sin \theta \cos \varphi & \sin \theta \sin \varphi & \cos \theta \\ r\cos \theta \cos \varphi & r\cos \theta \sin \varphi & -r\sin \theta \\ -r\sin \theta \sin \varphi & r\sin \theta \cos \varphi & 0\end{array}\right]\cdot \left[\begin{array}{c}\frac{\partial f}{\partial x}\\ \frac{\partial f}{\partial y}\\ \frac{\partial f}{\partial z}\end{array}\right]=\left[\begin{array}{c}\frac{\partial f}{\partial r}\\ \frac{\partial f}{\partial \theta }\\ \frac{\partial f}{\partial \varphi }\end{array}\right]\end{array}$$
记$A=\left[\begin{array}{ccc}\sin \theta \cos \varphi & \sin \theta \sin \varphi & \cos \theta \\ r\cos \theta \cos \varphi & r\cos \theta \sin \varphi & -r\sin \theta \\ -r\sin \theta \sin \varphi & r\sin \theta \cos \varphi & 0\end{array}\right]$，如若要得到矩阵${\left[\begin{array}{c}\frac{\partial f}{\partial x},\frac{\partial f}{\partial y},\frac{\partial f}{\partial z}\end{array}\right]}^{{}^{\prime }}$，则需要求取左式$A$的矩阵逆$A^{-1}$，利用MATLAB符号求解器可得：
$$\begin{array}{c}{A}^{-1}=\left[\begin{array}{ccc}\sin \theta \cos \varphi & \frac{\cos \theta \cos \varphi }{r}& -\frac{\sin \varphi }{r\sin \theta }\\ \sin \theta \sin \varphi & \frac{\cos \theta \sin \varphi }{r}& \frac{\cos \varphi }{r\sin \theta }\\ \cos \theta & -\frac{\sin \theta }{r}& 0\end{array}\right]\end{array}$$至此我们得到了：
$$\begin{array}{c}\left[\begin{array}{c}\frac{\partial f}{\partial x}\\ \frac{\partial f}{\partial y}\\ \frac{\partial f}{\partial z}\end{array}\right]=A^{-1}\cdot \left[\begin{array}{c}\frac{\partial f}{\partial r}\\ \frac{\partial f}{\partial \theta }\\ \frac{\partial f}{\partial \varphi }\end{array}\right]\end{array}$$据此，再利用复合函数求导法则，求取$f$在直角坐标系$\left(x,y,z\right)$下的各个二阶偏导数如下：
在次过程中，需要反复使用$r,\sin \theta ,\cos \theta ,\sin \varphi ,\cos \varphi$对$x,y,z$的偏导数，使得最终结果是含有与球坐标系有关的参数$\left(r,\sin \theta ,\cos \theta ,\sin \varphi ,\cos \varphi \right)$和$f$对球坐标参数$\left(r,\theta ,\varphi \right)$的各阶偏导数的多项式，如何求取呢？
笔者利用求导法则的计算结果如下：
$$\begin{array}{c}\begin{array}{rl}{x}^2+y^2+z^2& =r^2\\ \frac{\partial }{\partial x}\left(x^2+y^2+z^2\right)& =\frac{\partial }{\partial x}{r}^2\\ 2x& =2r\frac{\partial r}{\partial x}\\ \frac{\partial r}{\partial x}& =\frac{x}{r}\\ & =\frac{r\sin \theta \cos \varphi }{r}\\ & =\sin \theta \cos \varphi \end{array}\end{array}$$同理可得：
$$\begin{array}{c}\begin{array}{rl}\frac{\partial r}{\partial y}& =\frac{y}{r}=\frac{r\sin \theta \sin \varphi }{r}=\sin \theta \sin \varphi \\ \frac{\partial r}{\partial z}& =\frac{z}{r}=\frac{r\cos \varphi }{r}=\cos \varphi \end{array}\end{array}$$接下来求取$\sin \varphi$,$\cos \varphi$的偏导数：$$\begin{array}{c}\begin{array}{rl}x& =r\sin \theta \cos \varphi \\ y& =r\sin \theta \sin \varphi \\ \frac{y}{x}& =\tan \varphi \\ \frac{\partial }{\partial y}\frac{y}{x}& =\frac{\partial }{\partial y}\tan \varphi \\ \frac{1}{x}& ={\tan }^{{}^{\prime }}\varphi \frac{\partial \varphi }{\partial y}\\ & =\frac{1}{{\cos }^2\varphi }\frac{\partial \varphi }{\partial y}\\ \frac{\partial \varphi }{\partial y}& =\frac{{\cos }^2\varphi }{x}\\ & =\frac{{\cos }^2\varphi }{r\sin \theta \cos \varphi }\\ & =\frac{\cos \varphi }{r\sin \theta }\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \varphi }{\partial y}& =\frac{\partial \sin \varphi }{\partial \varphi }\frac{\partial \varphi }{\partial y}=\cos \varphi \frac{\partial \varphi }{\partial y}=\frac{{\cos }^2\varphi }{r\sin \theta }\\ \frac{\partial \cos \varphi }{\partial y}& =\frac{\partial \cos \varphi }{\partial \varphi }\frac{\partial \varphi }{\partial y}=-\sin \varphi \frac{\partial \varphi }{\partial y}=-\frac{\sin \varphi \cos \varphi }{r\sin \theta }\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{y}{x}& =\tan \varphi \\ \frac{\partial }{\partial x}\frac{y}{x}& =\frac{\partial }{\partial x}\tan \varphi \\ -\frac{y}{x^2}& ={\tan }^{{}^{\prime }}\varphi \frac{\partial \varphi }{\partial x}\\ & =\frac{1}{{\cos }^2\varphi }\frac{\partial \varphi }{\partial x}\\ \frac{\partial \varphi }{\partial x}& =-\frac{y{\cos }^2\varphi }{x^2}\\ & =\frac{r\sin \theta \sin \varphi {\cos }^2\varphi }{r^2\sin {\theta }^2\cos {\varphi }^2}\\ & =\frac{\sin \varphi }{r\sin \theta }\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \varphi }{\partial x}& =\frac{\partial \sin \varphi }{\partial \varphi }\frac{\partial \varphi }{\partial x}=\cos \varphi \frac{\partial \varphi }{\partial x}=\frac{\sin \varphi \cos \varphi }{r\sin \theta }\\ \frac{\partial \cos \varphi }{\partial x}& =\frac{\partial \cos \varphi }{\partial \varphi }\frac{\partial \varphi }{\partial x}=-\sin \varphi \frac{\partial \varphi }{\partial x}=-\frac{\sin {\varphi }^2}{r\sin \theta }\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \varphi }{\partial z}& =0\\ \frac{\partial \cos \varphi }{\partial z}& =0\end{array}\end{array}$$接下来求取$\sin \theta$,$\cos \theta$的偏导数：$$\begin{array}{c}\begin{array}{rl}x& =r\sin \theta \cos \varphi \\ y& =r\sin \theta \sin \varphi \\ z& =r\cos \theta \\ x^2& =r^2{\sin }^2{\theta }^2{\cos }^2{\varphi }^2\\ y^2& =r^2{\sin }^2{\theta }^2{\sin }^2{\varphi }^2\\ x^2+y^2& =r^2{\sin }^2\theta \\ \sqrt{x^2+y^2}& =r\sin \theta \\ \frac{\sqrt{x^2+y^2}}{z}& =\tan \theta \\ \frac{\partial }{\partial z}\frac{\sqrt{x^2+y^2}}{z}& =\frac{\partial }{\partial z}\tan \theta \\ -\frac{\sqrt{x^2+y^2}}{z^2}& ={\tan }^{{}^{\prime }}\theta \frac{\partial \theta }{\partial z}\\ & =\frac{1}{{\cos }^2\theta }\frac{\partial \theta }{\partial z}\\ \frac{\partial \theta }{\partial z}& =-\frac{r\sin \theta {\cos }^2\theta }{r^2{\cos }^2\theta }\\ & =-\frac{\sin \theta }{r}\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \theta }{\partial z}& =\frac{\partial \sin \theta }{\partial \theta }\frac{\partial \theta }{\partial z}=\cos \theta \frac{\partial \theta }{\partial z}=-\frac{\sin \theta \cos \theta }{r}\\ \frac{\partial \cos \theta }{\partial z}& =\frac{\partial \cos \theta }{\partial \theta }\frac{\partial \theta }{\partial z}=-\sin \theta \frac{\partial \theta }{\partial z}=-\frac{\sin {\theta }^2}{r}\end{array}\end{array}$$同理，在这里不作赘述，可得：
$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \theta }{\partial x}& =\frac{{\cos }^2\theta \cos \varphi }{r}\\ \frac{\partial \cos \theta }{\partial x}& =-\frac{\sin \theta \cos \theta \cos \varphi }{r}\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\frac{\partial \sin \theta }{\partial y}& =\frac{{\cos }^2\theta \sin \varphi }{r}\\ \frac{\partial \cos \theta }{\partial y}& =-\frac{\sin \theta \cos \theta \sin \varphi }{r}\end{array}\end{array}$$$$\begin{array}{c}\begin{array}{rl}\partial (\partial f/\partial x)/\partial x& =(\sin \theta {)}^2(\cos \varphi {)}^2\partial \partial f/\partial r/\partial r\\ & +r^{-1}\sin \theta \cos \theta (\cos \varphi {)}^2\partial \partial f/\partial r/\partial \theta \\ & +\partial f/\partial r{r}^{-1}(\cos \theta {)}^2(\cos \varphi {)}^2\\ & +\partial f/\partial r{r}^{-1}(\sin \varphi {)}^2\\ & -r^{-1}\sin \varphi \cos \varphi \partial \partial f/\partial r/\partial \varphi \\ & +r^{-1}\sin \theta \cos \theta (\cos \varphi {)}^2\partial \partial f/\partial \theta /\partial r\\ & +r^{-2}(\cos \theta {)}^2(\cos \varphi {)}^2\partial \partial f/\partial \theta /\partial \theta \\ & +\partial f/\partial \theta r^{-2}(\sin \theta {)}^{-1}\cos \theta (\sin \varphi {)}^2\\ & -r^{-2}(\sin \theta {)}^{-1}\cos \theta \sin \varphi \cos \varphi \partial \partial f/\partial \theta /\partial \varphi \\ & -\partial f/\partial \theta r^{-2}\sin \theta \cos \theta (\cos \varphi {)}^2\\ & -\partial f/\partial \theta r^{-2}\sin \theta \cos \theta (\cos \varphi {)}^2\\ & +r^{-2}(\sin \theta {)}^{-2}(\sin \varphi {)}^2\partial \partial f/\partial \varphi /\partial \varphi \\ & +\partial f/\partial \varphi r^{-2}(\sin \theta {)}^{-2}(\cos \theta {)}^2\sin \varphi \cos \varphi \\ & +\partial f/\partial \varphi r^{-2}(\sin \theta {)}^{-2}\sin \varphi \cos \varphi \\ & +\partial f/\partial \varphi r^{-2}\sin \varphi \cos \varphi \\ & -r^{-1}\sin \varphi \cos \varphi \partial \partial f/\partial \varphi /\partial r\\ & -r^{-2}(\sin \theta {)}^{-1}\cos \theta \sin \varphi \cos \varphi \partial \partial f/\partial \varphi /\partial \theta \end{array}\end{array}$$同理可以得到其他的二阶偏导数，这里不作展示，会在本文结尾附上。
得到的最终结果如下：
$$\begin{array}{c}\begin{array}{rl}& \frac{{\partial }^{2}f}{\partial x^2}+\frac{{\partial }^{2}f}{\partial x^2}+\frac{{\partial }^{2}f}{\partial x^2}\\ =& \frac{{\partial }^{2}f}{\partial r^2}+\frac{1}{r^2}\frac{{\partial }^{2}f}{\partial {\theta }^2}+\frac{1}{r^2{\sin }^2\theta }\frac{{\partial }^{2}f}{\partial {\varphi }^2}+\frac{2}{r}\frac{\partial f}{\partial r}+\frac{\cos \theta }{r^2\sin \theta }\frac{\partial f}{\partial \theta }=0\end{array}\end{array}$$先将上式两边同时乘以$r^2$，再将上式的第1、4项，第2、5项进行合并将得到我们一般常见的拉普拉斯方程在球坐标下的形式如下：
$$\begin{array}{c}{\nabla }^{2}f=\frac{\partial }{\partial r}\left(r^2\frac{\partial f}{\partial r}\right)+\frac{1}{\sin \theta }\frac{\partial }{\partial \theta }\left(\sin \theta \frac{\partial f}{\partial \theta }\right)+\frac{1}{{\sin }^2\theta }\frac{{\partial }^{2}f}{\partial {\varphi }^2}=0\end{array}$$至此我们完成了拉普拉斯算子球坐标形式的转化工作。