Beruflich Dokumente
Kultur Dokumente
1, 1304 (2013)
www.sbfisica.org.br
In this work, Green’s functions for the two-dimensional wave, Helmholtz and Poisson equations are calculated
in the entire plane domain by means of the two-dimensional Fourier transform. New procedures are provided
for the evaluation of the improper double integrals related to the inverse Fourier transforms that furnish these
Green’s functions. The integrals are calculated by using contour integration in the complex plane. The method
consists basically in applying the correct prescription for circumventing the real poles of the integrand as well as
in using well-known integral representations of some Bessel functions.
Keywords: Green’s function, Helmholtz equation, two dimensions.
Neste trabalho, as funções de Green para as equações bidimensionais da onda, Helmholtz e Poisson são cal-
culadas na totalidade do domı́nio plano por meio da transformada de Fourier bidimensional. São apresentados
novos modos de se efetuarem as integrais duplas impróprias relacionadas às transformadas de Fourier inversas
que fornecem essas funções de Green. As integrais são calculadas a partir de integrais no plano complexo. O
método consiste basicamente em determinar o caminho de integração que se desvia corretamente dos polos reais
do integrando bem como em usar representações integrais bem conhecidas de algumas funções de Bessel.
Palavras-chave: função de Green, equação de Helmholtz, duas dimensões.
where T is the stretching force per unit length (uni- state - horizontally and at rest - in accordance with the
form and isotropic) and σ is the mass per unit area. causality principle.
We admit that the membrane has always been (since To solve the problem defined by Eqs. (2) and (3),
t → −∞) lying at rest on the xy-plane until the source we Fourier transform (2), both in the spatial and time
of vibrations f starts generating waves. variables - according to the definitions
The associated Green’s function G(r, t | r′ , t′ ) is the
solution of (1) with a unit, point, instantaneous source Fr {G(r, t | r′ , t′ )} ≡
∫
at the point r′ at the time t′ 1
d 2 r eik·r G(r, t | r′ , t′ ) ≡ Ḡ(k, t | r′ , t′ ) (4)
2π R2
∇2 G(r, t | r′ , t′ ) − c−2 Gtt = −T −1 δ(r − r′ ) δ(t − t′ )
[ ]
r and r′ in R2 , t and t′ in R . (2)
F
∇2 G(r, t | r′ , t′ ) − c−2 Gtt = −T −1 δ(r − r′ ) δ(t − t′ ) r
=⇒
′ F
−k 2 Ḡ(k, t | r′ , t′ ) − c−2 d 2 Ḡ/dt2 = [−T −1 eik·r /(2π)] δ(t − t′ ) t
=⇒
We then calculate the inverse Fourier transforms, approaching both poles from above (which is equivalent
Ft−1 {Ḡ
˜ } = Ḡ first [carried out below, in Eq. (5)]. This to calculate the limit as ϵ → 0+ of the Fourier integral
is an integral of the type discussed in Ref. [6], whose with both poles shifted of −iϵ), thus leaving both poles
evaluation as part of a contour integral in the ω-plane outside the contour and leading to the expected null
imposes the need of prescribing the way to circumvent result. For t > t′ , we adopt this same prescription in-
the two real poles at ω = ±kc. dicating how the path along the real axis circumvents
For t < t′ , in closing the contour with a semicircle the poles, but, because of Jordan’s lemma, we close the
CR of radius R → ∞, we obtain a vanishing integral contour as in Fig. 1(b), with CR in the lower half-
along CR if we let it lying in the upper half-plane (as plane, thus enclosing both poles, at which the residues
Fig. 1(a) shows), according to Jordan’s lemma. There- now contribute to the result.
fore, fulfillment of Eq. (3) necessitates the path of in- In the notation of Ref. [6], such a way of calculating
tegration along the real axis to be that in Fig. 1(a), the improper integral leads to its D−− -value3
∫ ∞ −iω(t−t′ )
−c2 T −1 ik·r′ e
′ ′
Ḡ(k, t | r , t ) = Ft−1 {Ḡ
˜ (k, ω | r′ , t′ )}
= e D−− 2 − k 2 c2
dω = (5)
(2π)2 −∞ ω
0 (t < t′ )
c2 T −1
′ c ′ sin kcτ
eik·r · 2πi · Res(−kc) + Res(kc) ′ = ei k·r U(τ ) ,
(2π) 2
| {z } | {z }
(t > t ) 2πT k
eikcτ /(−2kc) e−ikcτ /(2kc)
where τ ≡ t − t′ and U(τ ) is the unit step function (equal to 0 for τ < 0 and to 1 for τ > 0).
3“ D
−− ” means that, in applying the iϵ-prescription method, both the left and right poles are shifted of −iϵ. Cauchy’s P-value as
well as the D++ -, D+− - and D−+ -value of the improper integral are not physically acceptable, because they do not vanish for t < t′
and are thus inconsistent with the causality principle.
Green’s functions for the wave, Helmholtz and Poisson equations in a two-dimensional boundless domain 1304-3
- plane
(a) t " t ! kc kc
CR
CR
(b) t # t !
kc kc
Figure 1 - The contours used to evaluate the integral in Eq. (5) for (a) t < t′ and (b) t > t′ .
Now evaluating Fr−1 of the result above, we obtain The brackets in this equation enclose an integral repre-
sentation of the Bessel function J0 (kρ), which also ad-
G(r, t | r′ , t′ ) = Fr−1 {Ḡ(k, t | r′ , t′ )} =
∫ mits another well-known integral representation; that
c U(τ ) ′ sin kcτ
is,4
2
d2 k e−ik·(r−r ) . (6)
(2π) T R2 k
∫2π ∫∞
ky 1 2 sin kρu
dφ e ikρ cos φ
= J0 (kρ) = du √ . (8)
k 2π π u2 − 1
0 1
k
Therefore, with the substitution of this latter integral
representation of J0 (kρ) for the former one in Eq. (7),
! r"r
we can continue the calculation as follows
kx [ ∫∞ ]
∫∞
c U(τ ) 2 sin kρu
G(r, t | r′ , t′ ) = dk sin kcτ du √
Figure 2 - The axes of the Cartesian coordinates kx and ky of the 2πT π u2 − 1
0 1
vector k used to evaluate the double integrals in Eqs. (6), (14),
∫∞ [ ∫∞ ]
(19) and (25).
c U(τ ) du 2
This double integral becomes easier to perform if we = √ dk sin kρu sin kcτ . (9)
2πT u2 − 1 π
express the area element of the k-plane in the polar co- 1 0
ordinates, d 2 k = k dk dφ (instead of the Cartesian ones,
d 2 k = dkx dky ), and choose the kx -axis in the opposite Now recognizing that the last pair of brackets en-
direction of the vector ρ ≡ r − r′ , as shown in Fig. 2. closes an integral representation of the delta function
In addition, noticing that k · (r − r′ ) = kρ cos(π − φ), δ(ρu − cτ ) [8, 9] and then changing the variable of inte-
we can write gration from u to ξ = ρu − cτ , we can write
∫2π∫∞ ∫∞
′ ′ c U(τ ) ′ ′ c U(τ ) du δ(ρu − cτ )
G(r, t | r , t ) = eikρ cos φ sin kcτ dk dφ G(r, t | r , t ) = √ =
(2π)2 T 2πT u2 − 1
0 0 1
∫∞ [ ∫2π ] ∫∞
c U(τ ) 1 c U(τ ) dξ δ(ξ)
= dk sin kcτ dφ eikρ cos φ
. (7) √( ) .
2πT 2π 2πT ρ ξ+cτ 2
−1
0 0 ρ−cτ ρ
This integral is easily evaluated by using the sifting property of the delta function;5 we obtain
{
c U(τ ) √( 0 ) if ρ − cτ > 0 (i.e. τ − ρ/c < 0)
′ ′
G(r, t | r , t ) = × cτ 2
2πT ρ 1/ ρ −1 if ρ − cτ < 0 (i.e. τ − ρ/c > 0)
{
U(τ ) 0 if τ − ρ/c < 0 U(τ ) U(τ − ρ/c)
= √ × = √ .
2πT τ 2 − (ρ/c)2 1 if τ − ρ/c > 0 2πT τ 2 − (ρ/c)2
| {z }
U (τ −ρ/c)
4 The first integral representation, by bisecting the range of integration and making the changing of variable φ → 2π − φ in the latter
part, becomes the Eq. (2) in Ref. [7], §2.3, with n = 0 and z = kρ. The second one is also found in this reference, §6.13, Eq. (3), with
ν = 0 and x = kρ.
∫
5 That is, b dx δ(x) f (x) is equal to f (0) if a < 0 < b and is zero otherwise.
a
1304-4 Toscano Couto
But, in the product U(τ ) U(τ − ρ/c), we can drop the first unit step function without altering the result (this is
readily seen by plotting them both). We then obtain the final result
1 U(τ − ρ/c)
G(r, t | r′ , t′ ) = G(ρ, τ ) = √ [ ρ ≡ | r − r′ | , τ ≡ t − t ′ ] .
2πT τ 2 − (ρ/c)2
Γ (r | r′ ) =
(d) D [ ]
T −1 ∫∞ cos kx ρ ∫k cos kx ρ
! ! 2π k0dkx √ ± 2πi 0 0dkx √ 2 .
(2π)2 kx − k0
2 2 k0 − kx2
Figure 4 - Four ways of circumventing the real poles in the evalua-
tion of the integral I(kx ) defined in Eq. (15) for |kx | < k0 . These
The first integral, with the change of variable given
are the possible iϵ-prescriptions; for each one, the corresponding
D-value (D−+ , etc) is indicated. by kx = k0 u, becomes a known integral representation
of the Neumann function of order zero6
(√ ) ∫ ∞ ∫ ∞
1 cos kx ρ cos k0 ρu π
I(kx ) = 2πi Res i kx2 − k02 = 2πi √ dkx √ = du √ = − N0 (k0 ρ).
2i kx2 − k02 k0 kx − k0
2 2
1 u −1
2 2
π
= √ [ |kx | > k0 ] . (16) The second integral, with the change of variable kx =
kx − k02
2
k0 cos ϑ, also becomes a known integral representation7
For |kx | < k0 , that denominator in the form ∫ ∫
( ) k0
cos kx ρ π/2
π
ky2 − k02 − kx2 = dkx √ 2 = dϑ cos(k0 ρ cos ϑ) = J0 (k0 ρ).
( √ )( √ ) 0 k0 − kx2 0 2
ky + k02 − kx2 ky − k02 − kx2
We thus get
clearly
√ shows the existence of the two real poles
± k02 √ − kx2 . Since the residues at them are given by T −1 [ π π ]
( ) ( √ 2 ) Γ (r | r′ ) = − N0 (k0 ρ) ± i J0 (k0 ρ) =
Res ± k0 − kx = ± 1/ 2 k0 − kx2 , we can deduce
2 2 2π 2 2
that ± i T −1
/√ [± i N0 (k0 ρ) + J0 (k0 ρ)] ,
4
I(kx ) = ± πi k02 − kx2 [ |kx | < k0 ] (17)
which is equal to (i T −1/4) H0 (k0 ρ) for the plus sign
(1)
are possible values for I(kx ). In fact, the + and − signs
and to (−i T −1/4) H0 (k0 ρ) for the minus sign.
(2)
correspond, in the notation of Ref. [6], to the D−+ - and
However, the stationary membrane motion
D+− -value of I(kx ), obtained with the first and second
Γ (r | r′ ) e−iω0 t , according to the radiation condition
prescriptions shown in Fig. 4. The D++ - and D−− -value
(see Ref. [10], p. 471), must be a wave moving away
(obtained with the third and fourth prescriptions) as
from the unit point source (i.e., from the harmonic
well as the Cauchy P-value of I(kx ) all vanish. We
force of unit amplitude at r′ ). This imposes the choice
proceed with both signs in Eq. (17), because only at
of the first Hankel function.8 The final result is then
the end, by physically analyzing the two corresponding
solutions, we will be able to take the correct sign. i
Γ (r | r′ ) = Γ (ρ) = [ ρ ≡ | r − r′ | ] .
(1)
Let us now perform the integral with respect to kx H (k0 ρ)
4T 0
in Eq. (15). In view of the distinct results in Eq. (16) (18)
6 Ref. [7], §6.21, Eq. (15), where this function is denoted by Y0 instead of N0 .
7 Ref. [7], §2.2, Eq. (9), with n = 0 and z = k ρ.
0
8 A good explanation of the representation of outgoing and incoming cylindrical waves by means of the Hankel functions is given
in Ref. [10], Sec. 9.12, p. 470. Notice, however, that, in this reference, the outward-traveling wave is formed with the second Hankel
function H0 , because the time factor used there is eiω0 t , instead of the e−iω0 t used here.
(2)
1304-6 Toscano Couto
To evaluate the integral S(u) defined above, we write it in a more appropriate form
∫∞ ( ) [ ∫ ∞ ]
1 k eikρu − e−ikρu E + (u) − E − (u) ± k e±ikρu
S(u) = dk = E (u) ≡ dk 2 .
2 2i (k 2 − k02 ) 4i −∞ k − k02
−∞
The residues of the integrands in E + (u) and E − (u) (denoted by Res+ and Res− , respecively) at the poles ±k0
are
Res+ (±k0 ) = e±ik0 ρu /2 and Res− (±k0 ) = e∓ik0 ρu /2 .
Therefore, referring to the contours shown in Fig. 5 (which are closed with infinite semicircles that, according to
Jordan’s lemma, do not contribute to the integrals), we calculate the four possible D-values of S(u) as follows
[ ]
D−+ S(u) = D−+ E + (u) − D−+ E − (u) /(4i) = [2πiRes+ (k0 ) − (−2πi)Res− (−k0 )] /(4i)
[ ]
= (π/2) eik0 ρu /2 + eik0 ρu /2 = (π/2) eik0 ρu (20)
[ ]
D+− S(u) = D+− E + (u) − D+− E − (u) /(4i) = [2πiRes+ (−k0 ) − (−2πi)Res− (k0 )] /(4i)
[ ]
= (π/2) e−ik0 ρu /2 + e−ik0 ρu /2 = (π/2) e−ik0 ρu (21)
0
[ z }| { ]
D++ S(u) = D++ E + (u) − D++ E − (u) /(4i) = 2πi [Res+ (−k0 ) + Res+ (k0 )] /(4i)
[ ]
= (π/2) e−ik0 ρu /2 + eik0 ρu /2 = (π/2) cos(k0 ρu) (22)
0
[ z }| { ]
D−− S(u) = D−− E + (u) −D−− E − (u) /(4i) = −(−2πi) [2πiRes− (−k0 ) + Res− (k0 )] /(4i)
[ ]
= (π/2) eik0 ρu /2 + e−ik0 ρu /2 = (π/2) cos(k0 ρu) (23)
In order to determine the P-value of S(u), let us first calculate the P-values of E + (u) and E − (u) employing
the contours in Figs. 5(c) and 5(h), respectively. Denoting the semicircles of radius r → 0 used to circumvent the
poles at ±k0 by (±k0 , r) and the semicircle of radius R → ∞ centered at the origin by (0, R), we can write
[ I ∫ ∫ ∫ 0]
k e±ik0 ρu dk
PE ± (u) = lim − − − 7
r→0 k 2 − k02
R→∞
C± (−k0 ,r) (+k0 ,r) (0,R)
from which [ ]
PS(u) = PE + (u) − PE − (u) = (π/2) cos(k0 ρu). (24)
Green’s functions for the wave, Helmholtz and Poisson equations in a two-dimensional boundless domain 1304-7
Among the several results for S(u) calculated above, and then calculate the inverse Fourier transform:
given by Eqs. (20) to (24), it is its D−+ -value, given ∫
1 e−ik·ρ 2
by Eq. (20), which is to be taken and substituted in Ω (r | r′ ) = − d k [ ρ ≡ r − r′ ]. (25)
Eq. (19), because, by doing so, we obtain the correct 2π R2 k 2
result, that given by Eq. (18)
To evaluate this integral, we act as in the case of the
∫
T −1 ∞ du (π/2) eik0 ρu i wave equation, that is, we choose the kx -axis in the op-
Γ (r | r′ ) = 2
(1)
√ = H0 (k0 ρ). posite direction of the vector ρ, as in Fig. 2, and adopt
π u2−1 4T
1
the polar coordinates k and φ of k. Next, we recognize
Here, in the last step, we used the integral repre- the integral with respect to φ as the first integral rep-
sentation of the first
∫ ∞ Hankel function of order zero resentation of J0 (kρ) given in Eq. (8). The result is the
(1) √
H0 (x) = (−2i/π) 1 du eiux / u2 −1 , given in Ref. [7], following function of ρ only
§6.13, Eq. (1).
∫2π∫∞
1 eikρ cos φ
Ω (r | r′ ) = − k dk dφ =
4. Poisson equation 2π k2
0 0
To calculate Green’s function for the Poisson equation ∫∞ ∫2π ∫∞
dk 1 J0 (kρ)
in an unbounded two-dimensional domain, that is, the − e ikρ cos φ
= − dk = Ω (ρ).
solution of k 2π k
0 0 0
[ ] | {z }
∇2 Ω (r | r′ ) = 2π δ(r − r′ ) r and r′ in R2 , J0 (kρ)
we again take the Fourier transform defined in Eq. (4), The integral with respect to k becomes straightfor-
obtaining ward if we differentiate it with respect to ρ and then
′ ′
use the chain rule to change to a derivative with respect
−k 2 Ω̄ (k | r′ ) = eik·r =⇒ Ω̄ (k | r′ ) = −eik·r/k 2 , to k
k -plane r
k0
k0 r
!
D !E R D !E
R
r (a)
k0 (e)
k0
r
(b)
D! E
! D! E
(f)
D!!E
! (c) D!!E
(g)
! (d) D E
D E
(h)
Figure 5 - The contours in the k-plane associated to the four possible D-values of the integrals E + (u) (at the left) and E − (u) (at the
right).
1304-8 Toscano Couto
As said in the Introduction, the Green’s functions con- [7] G.N. Watson, A Treatise on the Theory of Bessel Func-
sidered here have well known expressions, which are tions (Cambridge University Press, London, 1944), 2nd
ed.
obtained in a number of ways (e.g., by descenting from
the easier three-dimensional case). Therefore, we did [8] G.B. Arfken and H.J. Weber, Mathematical Methods
not aimed at presenting new results but new meth- for Physicists (Harcourt Academic Press, San Diego,
ods. In this respect, concerning the footnote in the first 2001), 5th ed., Prob. 1.15.24.
page, we should say that, for the Helmholtz equation, [9] R. Toscano Couto, TEMA Tend. Mat. Apl. Comput.
the procedure adopted here differs considerably from 11, 57 (2010).
that in Ref. [1], where that equation is converted into [10] F.B. Hildebrand, Advanced Calculus for Applications
an ordinary differential equation (in the y variable) by (Prentice-Hall, Englewood Cliffs, 1976), 2nd ed.