Laplace on a Rectangle
This is the payoff moment. You've built
separation of variables
and the
Fourier series
machinery to solve time-dependent problems like the heated rod. Now watch the exact same toolkit
crack a problem with no time in it at all:
Laplace's equation
on a rectangular plate. Find the steady temperature inside a square metal sheet once its four edges
are clamped at fixed temperatures and everything inside has settled down for good. It's a genuinely
satisfying full-circle moment: the same sines, the same coefficient-matching trick, applied to a
completely different kind of problem.
The setup, in its cleanest form: on the square [0, \pi] \times [0, \pi],
hold three sides at 0 and let the top edge carry a specified profile
u(x, \pi) = f(x). That looks like a very special case — real plates
rarely have three edges sitting at exactly zero — but it's a standard, deliberate simplification.
Once you can solve this one problem, the
superposition principle
lets you build the general four-hot-edges plate for free: solve the "only the top edge is nonzero"
problem four times, once with each edge playing the "hot" role in turn, and add the four solutions
together. Solve u_{xx} + u_{yy} = 0 for this one-edge case by separation
of variables.
Separation, with a twist in y
Seek u = X(x)Y(y). Separation gives
X'' = -\lambda X and Y'' = +\lambda Y — note
the opposite sign. The zero conditions on the left and right edges make
X the familiar sines \sin(nx) with
\lambda = n^2. But the Y equation now has
hyperbolic solutions \sinh(ny), \cosh(ny); the zero
condition on the bottom edge picks \sinh(ny).
Superposing and matching the top edge,
u(x, y) = \sum_{n=1}^{\infty} b_n\,\frac{\sinh(ny)}{\sinh(n\pi)}\,\sin(nx),
where the b_n are the
Fourier sine coefficients
of f. The \sinh(ny)/\sinh(n\pi) factor is
1 on the hot top edge and decays into the cool interior — the boundary
heat soaks inward exactly as intuition demands.
- Separation gives \sin(nx) across the zero side-edges and \sinh(ny) rising to the hot edge.
- The solution is \sum b_n \frac{\sinh(ny)}{\sinh(n\pi)}\sin(nx), with b_n the Fourier sine coefficients of the edge data.
- Hyperbolic functions appear in the unbounded direction; trigonometric ones across the zero-edges.
Worked example: how fast does the heat fade with distance?
Take the simplest possible edge profile, f(x) = \sin(x), so only the
n = 1 term survives and b_1 = 1. The solution
collapses to
u(x, y) = \frac{\sinh(y)}{\sinh(\pi)}\sin(x).
Plug in three heights and watch the \sinh(y)/\sinh(\pi) factor — the
fraction of the boundary heat that survives at height y:
- At the hot edge, y = \pi: the factor is exactly 1 — full strength, by construction.
- Halfway down, y = \pi/2: \sinh(\pi/2)/\sinh(\pi) \approx 2.301/11.549 \approx 0.20 — only about a fifth of the edge temperature is left.
- A quarter of the way up from the bottom, y = \pi/4: \sinh(\pi/4)/\sinh(\pi) \approx 0.869/11.549 \approx 0.075 — down to under 8%.
Each step down roughly multiplies the remaining fraction by the same small factor — exactly what an
exponential decay looks like (indeed \sinh(y) \approx e^{y}/2 once
y is away from 0, so the ratio
\sinh(y)/\sinh(\pi) behaves like e^{y - \pi}).
This matches plain physical intuition: a point deep in the interior, far from the one hot edge,
should barely feel it — and the maths says precisely how fast that feeling fades.
Heat soaking in from one edge
The plate's steady temperature with the top edge held at u = 1 and the
other three at 0. Warm shades crowd against the top and fade smoothly
downward — no interior hot spot, just a gentle harmonic gradient set entirely by the boundary.
Match the picture against the numbers from the worked example above: the warm band hugging the top
edge is exactly that \approx 100\%-strength region near
y = \pi, the mid-height band has already faded to roughly the
20\% level computed for y = \pi/2, and by the
time you reach the bottom edge the colour has washed out almost completely, consistent with the
boundary condition u(x, 0) = 0 forcing it all the way to zero. The full
sum over every n looks a little richer than the single-mode estimate —
higher harmonics bend the contours near the corners — but the overall exponential fade with depth is
unmistakable at a glance.
It's tempting to reach for the same recipe you used on the heated rod: sines multiplying a
decaying exponential in time, \sin(nx)\,e^{-\alpha n^2 t}. That
pattern was correct there — but it simply cannot appear here, because Laplace's equation has no
t at all. There is nothing to decay over time. Instead, the
second spatial direction pairs sines with hyperbolic sine and cosine:
\sinh(ny) and \cosh(ny). These look deceptively
similar to their circular cousins — same names, same-looking symbols — but they behave completely
differently: \sinh and \cosh grow (roughly)
exponentially rather than oscillating, and neither one decays anywhere on its own. It's an easy slip
to write "sinh" when you mean "sin" (or vice versa) halfway through a calculation — always check
which boundary condition forced which choice: the zero conditions gave the trigonometric
functions, and the direction with no natural period (the one running off to the hot edge) gave the
hyperbolic ones.
This rectangular hot-plate problem isn't a textbook invention dreamed up for practice — it's
essentially the exact question that launched the whole subject. In the early 1800s, Jean-Baptiste
Joseph Fourier was studying heat flow in solid bodies (partly motivated by, of all things, questions
about the Earth's internal temperature) and needed to represent an arbitrary boundary temperature
profile as a sum of sines — the object we now call a Fourier series. Pierre-Simon Laplace, his
contemporary and sometime rival at the French Academy, was simultaneously working out the equation
for gravitational and electrostatic potentials that now carries his name. Bolt the two together —
Fourier's series expansions plus Laplace's equation — and you get precisely the rectangle-plate
solution above. A thoroughly practical 19th-century engineering question — how does heat spread
through a solid object? — ended up seeding some of the deepest and most widely used pure mathematics
of the next two centuries, from signal processing to quantum mechanics.
The two men weren't distant strangers, either. Laplace sat on the very examining committee that
reviewed Fourier's 1807 memoir on heat, and reportedly wasn't fully convinced at first that an
arbitrary function could really be built out of infinitely many sines and cosines — a doubt that
took years, and other mathematicians' scrutiny, to fully settle. It's a nice reminder that even the
giants whose names now sit side by side on this very page once argued over whether the maths in
front of you was even valid.