= x
,
.
.
.
,
. Equivalently, the Laplacian of
x
1
n
age value of f over spheres centered at p, deviates from
is
the
sum
of
all
the
unmixed
second partial derivatives in
f(p) as the radius of the sphere grows. In a Cartesian
the
Cartesian
coordinates
x
:
i
coordinate system, the Laplacian is given by the sum of
second partial derivatives of the function with respect to
each independent variable. In other coordinate systems
such as cylindrical and spherical coordinates, the Laplacian also has a useful form.
As a second-order dierential operator, the Laplace opk
k2
The Laplace operator is named after the French math- erator maps C -functions to C -functions for k 2. The
expression
(1)
(or
equivalently
(2)) denes an operator
ematician Pierre-Simon de Laplace (17491827), who
k
n
k2
n
:
C
(R
)
C
(R
),
or
more
generally an operator :
rst applied the operator to the study of celestial mechank
k2
C
()
C
()
for
any
open
set
.
ics, where the operator gives a constant multiple of the
mass density when it is applied to a given gravitational
potential. Solutions of the equation f = 0, now called
Laplaces equation, are the so-called harmonic functions,
and represent the possible gravitational elds in free
space.
2 Motivation
2.1 Diusion
The Laplacian occurs in dierential equations that describe many physical phenomena, such as electric and
gravitational potentials, the diusion equation for heat
and uid ow, wave propagation, and quantum mechanics. The Laplacian represents the ux density of the
gradient ow of a function. For instance, the net rate at
which a chemical dissolved in a uid moves toward or
away from some point is proportional to the Laplacian of
the chemical concentration at that point; expressed symbolically, the resulting equation is the diusion equation.
For these reasons, it is extensively used in the sciences for
modelling all kinds of physical phenomena. The Laplacian is the simplest elliptic operator, and is at the core
of Hodge theory as well as the results of de Rham cohomology. In image processing and computer vision, the
Laplacian operator has been used for various tasks such
as blob and edge detection.
In the physical theory of diusion, the Laplace operator (via Laplaces equation) arises naturally in the mathematical description of equilibrium.[1] Specically, if u
is the density at equilibrium of some quantity such as a
chemical concentration, then the net ux of u through the
boundary of any smooth region V is zero, provided there
is no source or sink within V:
u n dS = 0,
V
div u dV =
u n dS = 0.
V
d
E(f + u) =
d =0
div u = u = 0.
COORDINATE EXPRESSIONS
f u dx =
uf dx
U
The left-hand side of this equation is the Laplace operator. The Laplace operator itself has a physical interpretation for non-equilibrium diusion as the extent to which
a point represents a source or sink of chemical concentration, in a sense made precise by the diusion equation.
where the last equality follows using Greens rst identity. This calculation shows that if f = 0 , then E is
stationary around f. Conversely, if E is stationary around
f, then f = 0 by the fundamental lemma of calculus of
variations.
2.2
3 Coordinate expressions
E n dS =
n dS =
where the rst equality uses the fact that the electrostatic
eld is the gradient of the electrostatic potential. The divergence theorem now gives
(
)
1
f
1 2f
f =
r
+ 2 2
r r
r
r
2
f
1 f
1 2f
=
+
+
.
r2
r r
r2 2
q dV,
V
dV =
q dV,
V
In three dimensions, it is common to work with the LaplaThe same approach implies that the Laplacian of the cian in a variety of dierent coordinate systems.
gravitational potential is the mass distribution. Often the
charge (or mass) distribution are given, and the associ- In Cartesian coordinates,
ated potential is unknown. Finding the potential function
subject to suitable boundary conditions is equivalent to
2f
2f
2f
solving Poissons equation.
+ 2 + 2.
f =
2
x
y
z
2.3
Energy minimization
In cylindrical coordinates,
(
)
Another motivation for the Laplacian appearing in
f
1 2f
2f
1
+ 2
+ 2.
physics is that solutions to f = 0 in a region U are func- f =
2
z
tions that make the Dirichlet energy functional stationary:
In spherical coordinates:
1
(
)
(
)
f 2 dx.
E(f ) =
f
1
f
1
1
2f
2 U
r2
+ 2
sin
+ 2 2
.
f = 2
r r
r
r sin
r sin 2
To see this, suppose f : U R is a function, and
u : U R is a function that vanishes on the boundary (here represents the azimuthal angle and the zenith
of U. Then
angle or co-latitude).
3
In general curvilinear coordinates ( 1 , 2 , 3 ):
5 Generalizations
2 = m n m n + 2 m m ,
where summation over the repeated indices is implied.
3.3
N dimensions
f =
1
2f
N 1 f
+ 2 S N 1 f
+
r2
r r
r
The Laplacian also can be generalized to an elliptic operIn spherical coordinates in N dimensions, with the ator called the LaplaceBeltrami operator dened on
parametrization x = r RN with r representing a posi- a Riemannian manifold. The d'Alembert operator gentive real radius and an element of the unit sphere S N1 , eralizes to a hyperbolic operator on pseudo-Riemannian
manifolds. The LaplaceBeltrami operator, when applied to a function, is the trace of the functions Hessian:
f = tr(H(f ))
where S N 1 is the LaplaceBeltrami operator on the
(N1)-sphere, known as the spherical Laplacian. The two where the trace is taken with respect to the inverse of the
metric tensor. The LaplaceBeltrami operator also can
radial derivative terms can be equivalently rewritten as
be generalized to an operator (also called the Laplace
Beltrami operator) which operates on tensor elds, by a
similar formula.
(
)
1 N 1 f
r
.
Another generalization of the Laplace operator that
rN 1 r
r
is available on pseudo-Riemannian manifolds uses the
As a consequence, the spherical Laplacian of a function exterior derivative, in terms of which the geometers
dened on S N1 RN can be computed as the ordinary Laplacian is expressed as
Laplacian of the function extended to RN \{0} so that it is
constant along rays, i.e., homogeneous of degree zero.
f = d df
Here d is the codierential, which can also be expressed
using the Hodge dual. Note that this operator diers in
sign from the analysts Laplacian dened above, a point
See also: Hearing the shape of a drum and Dirichlet which must always be kept in mind when reading papers
eigenvalue
in global analysis. More generally, the Hodge Laplacian
is dened on dierential forms by
The spectrum of the Laplace operator consists of all
eigenvalues for which there is a corresponding eigen = d d + dd .
function with
Spectral theory
f = f.
This is known as the Helmholtz equation. If is a
bounded domain in Rn then the eigenfunctions of the
Laplacian are an orthonormal basis for the Hilbert space
L2 (). This result essentially follows from the spectral
theorem on compact self-adjoint operators, applied to
the inverse of the Laplacian (which is compact, by
the Poincar inequality and Kondrakov embedding theorem).[2] It can also be shown that the eigenfunctions
are innitely dierentiable functions.[3] More generally,
these results hold for the LaplaceBeltrami operator on
any compact Riemannian manifold with boundary, or indeed for the Dirichlet eigenvalue problem of any elliptic
operator with smooth coecients on a bounded domain.
When is the n-sphere, the eigenfunctions of the Laplacian are the well-known spherical harmonics.
5.2 D'Alembertian
The Laplacian can be generalized in certain ways to nonEuclidean spaces, where it may be elliptic, hyperbolic, or
ultrahyperbolic.
In the Minkowski space the LaplaceBeltrami operator
becomes the d'Alembert operator or d'Alembertian:
1 2
2
2
2
.
c2 t2
x2
y 2
z 2
8 References
9 External links
See also
The vector Laplacian operator, a generalization of
the Laplacian to vector elds.
The Laplacian in dierential geometry.
The discrete Laplace operator is a nite-dierence
analog of the continuous Laplacian, dened on
graphs and grids.
The Laplacian is a common operator in image processing and computer vision (see the Laplacian of
Gaussian, blob detector, and scale space).
The list of formulas in Riemannian geometry contains expressions for the Laplacian in terms of
Christoel symbols.
Weyls lemma (Laplace equation)
Earnshaws theorem which shows that stable static
gravitational, electrostatic or magnetic suspension is
impossible
Other situations in which a laplacian is dened are:
analysis on fractals, time scale calculus and discrete
exterior calculus.
Notes
EXTERNAL LINKS
10
10.1
10.2
Images
10.3
Content license