Laplace operator

In mathematics and physics, the Laplace operator or Laplacian, denoted by Δ, is a differential operator, specifically an important case of an elliptic operator (or a hyperbolic operator when defined on pseudoRiemannian manifolds), with many applications in mathematics and physics. In physics, it is used in modeling of wave propagation and heat flow; it occurs in the Helmholtz equation; it is central in electrostatics and represents the kinetic energy term of the Schrödinger equation. In mathematics, functions with vanishing Laplacian are called harmonic functions; the Laplacian is at the core of Hodge theory and the results of de Rham cohomology.
Contents 
Definition
The Laplace operator is a second order differential operator, defined as the divergence of the gradient:
 <math>\Delta = \nabla^2 = \nabla \cdot \nabla <math>
In the ndimensional Euclidean space, it is the sum of all the unmixed second partial derivatives:
 <math>\Delta = \sum_{i=1}^n \frac {\partial^2}{\partial x^2_i}<math>.
Here, it is understood that the <math>x_i<math> are Cartesian coordinates on the space; the equation takes a different form in spherical coordinates and cylindrical coordinates, as shown below.
In the threedimensional space the Laplacian is commonly written as
 <math>\Delta =
\frac{\partial^2} {\partial x^2} + \frac{\partial^2} {\partial y^2} + \frac{\partial^2} {\partial z^2}. <math>
The Laplacian can be generalized to nonEuclidean spaces, where it may be elliptic or hyperbolic. For example, in the Minkowski spacetime the Laplacian becomes the d'Alembert operator or d'Alembertian
 <math>\square =
{\partial^2 \over \partial x^2 } + {\partial^2 \over \partial y^2 } + {\partial^2 \over \partial z^2 }  \frac {1}{c^2}{\partial^2 \over \partial t^2 } <math>
This operator is often used to express the KleinGordon equation and the fourdimensional wave equation. The sign in front of the fourth term is negative, while it would have been positive in the Euclidean space. The additional factor of c is required because space and time are usually measured in different units; a similar factor would be required if, for example, the x direction was measured in inches, and the y direction was measured in centimeters. Indeed, physicists usually work in units such that c=1 in order to simplify the equation.
Coordinate expressions
In three dimensions, it is common to work with the Laplacian in a variety of different coordinate systems. Given a function f, in cylindrical coordinates, one has:
 <math> \Delta f
= {1 \over r} {\partial \over \partial r}
\left( r {\partial f \over \partial r} \right)
+ {1 \over r^2} {\partial^2 f \over \partial \phi^2} + {\partial^2 f \over \partial z^2 }. <math>
 <math> \Delta f
= {1 \over r^2} {\partial \over \partial r}
\left( r^2 {\partial f \over \partial r} \right)
+ {1 \over r^2 \sin \theta} {\partial \over \partial \theta}
\left( \sin \theta {\partial f \over \partial \theta} \right)
+ {1 \over r^2 \sin^2 \theta} {\partial^2 f \over \partial \phi^2}. <math>
The spherical coordinates Laplacian can also be written in this form:
 <math> \Delta f
= {1 \over r} {\partial^2 \over \partial r^2}
\left( rf \right)
+ {1 \over r^2 \sin \theta} {\partial \over \partial \theta}
\left( \sin \theta {\partial f \over \partial \theta} \right)
+ {1 \over r^2 \sin^2 \theta} {\partial^2 f \over \partial \phi^2}. <math>
See also the article Nabla in cylindrical and spherical coordinates.
Identities
If f and g are functions, then the Laplacian of the product is given by
 <math>\Delta(fg)=(\Delta f)g+2(\nabla f)\cdot(\nabla g)+f(\Delta g).<math>
LaplaceBeltrami operator
The Laplacian can also be defined on curved surfaces, or more generally, on Riemannian and pseudoRiemannian manifolds. One defines this operator, as before, as the divergence of the gradient. To be able to find a formula for this operator, one will need to first write the divergence and the gradient on the manifold.
If <math>g<math> denotes the (pseudo)metric tensor on the manifold, one finds that the volume form in local coordinates is given by
 <math>\mathrm{vol}_n := \sqrt{g} \;dx^1\wedge \ldots \wedge dx^n<math>
where the <math>dx^i<math> are the 1forms forming the dual basis to the basis vectors
 <math>\partial_i := \frac {\partial}{\partial x^i}<math>
for the local coordinate system, and <math>\wedge<math> is the wedge product. Here <math>g:=\det g<math> is the absolute value of the determinant of the metric tensor. The divergence of a vector field X on the manifold can then be defined as
 <math>\mathcal{L}_X \mathrm{vol}_n = (\mbox{div} X) \; \mathrm{vol}_n<math>
where <math>\mathcal{L}_X<math> is the Lie derivative along the vector field X. In local coordinates, one obtains
 <math>\mbox{div} X = \frac{1}{\sqrt{g}} \partial_i \sqrt {g} X^i
<math> Here (and below) we use the Einstein notation, so the above is actually a sum in i.
The gradient of a scalar function f may be defined through the inner product <math>\langle\cdot,\cdot\rangle<math> on the manifold, as
 <math>\langle \mbox{grad} f(x) , v_x \rangle = df(x)(v_x)<math>
for all vectors <math>v_x<math> anchored at point x in the tangent bundle <math>T_xM<math> of the manifold at point x. Here, df is the exterior derivative of the function f; it is a 1form taking argument <math>v_x<math>. In local coordinates, one has
 <math> \left(\mbox{grad} f\right)^i =
\partial^i f = g^{ij} \partial_j f<math>
Combining these, one can express the Laplacian of a scalar function f in local coordinates as
 <math>\Delta f = \mbox{div grad} \; f =
\frac{1}{\sqrt {g}} \partial_i \sqrt{g} \partial^i f<math>.
Here, <math>g^{ij}<math> are the components of the inverse of the metric tensor <math>g<math>, so that <math>g^{ij}g_{jk}=\delta^i_k<math> with <math>\delta^i_k<math> the Kronecker delta.
When defined in this way, the Laplacian is more commonly called the LaplaceBeltrami operator. Note that the above definition is, by construction, valid only for scalar functions <math>f:M\rightarrow \mathbb{R}<math>. One may want a more general definition of a Laplacian, valid for kforms as well as scalar functions; for this, one must turn to the LaplacedeRham operator, defined in the next section.
One may show that the LaplaceBeltrami operator reduces to the ordinary Laplacian in Euclidean space by noting that it can be rewritten using the chain rule as
 <math>\Delta f = \partial_i \partial^i f + (\partial^i f) \partial_i \ln \sqrt{g}.<math>
When <math>g = 1<math>, such as in the case of Euclidean space, one then easily obtains
 <math>\Delta f = \partial_i \partial^i f<math>
which is the ordinary Laplacian. Using the Minkowski metric with signature (+++), one regains the D'Alembertian given previously. Note also that by using the metric tensor for spherical and cylindrical coordinates, one can similarly regain the expressions for the Laplacian in spherical and cylindrical coordinates. The LaplaceBeltrami operator is handy not just in curved space, but also in ordinary flat space endowed with a nonlinear coordinate system.
Note that the exterior derivative d and div are adjoint:
 <math>\int_M df(X) \;\mathrm{vol}_n =  \int_M f \mbox{div} X \;\mathrm{vol}_n <math> (proof)
where the last equality is an application of Stokes theorem. Note also, the LaplaceBeltrami operator is symmetric:
 <math>\int_M f\Delta h \;\mathrm{vol}_n =
\int_M \langle \mbox{grad} f, \mbox{grad} h \rangle \;\mathrm{vol}_n = \int_M h\Delta f \;\mathrm{vol}_n<math>
for functions f and h.
Laplacede Rham operator
In the general case of differential geometry, one defines the Laplacede Rham operator as the generalization of the Laplacian. It is a differential operator on the exterior algebra of a differentiable manifold. On a Riemannian manifold it is an elliptic operator, while on a pseudoRiemannian manifold it is hyperbolic. The Laplacede Rham operator is defined by
 <math>\Delta= \mathrm{d}\delta+\delta\mathrm{d} = (\mathrm{d}+\delta)^2,\;<math>
where d is the exterior derivative or differential and δ is the codifferential. When acting on scalar functions, the codifferential may be defined as δ = −*d*, where * is the Hodge star; more generally, the codifferential may include a sign that depends on the order of the kform being acted on.
One may prove that the Laplacede Rahm operator is equivalent to the previous definition of the LaplaceBeltrami operator when acting on a scalar function f; see the Laplace operator article proofs for details. Notice that the Laplacede Rham operator is actually minus the LaplaceBeltrami operator; this minus sign follows from the conventional definition of the properties of the codifferential. Unfortuanatly, Δ is used to denote both; which can sometimes be a source of confusion.
Properties
Given scalar functions f and h, and a real number a, the Laplacede Rham operator has the following properties:
 <math>\Delta(af + h) = a\Delta f + \Delta h\!<math>
 <math>\Delta(fh) = f \Delta h + 2 \partial_i f \partial^i h + h \Delta f<math> (proof)
See also
 Christoffel symbols
 The discrete Laplace operator is an analog of the continuous Laplacian, defined on graphs and grids.
External links
 MathWorld: Laplacian (http://mathworld.wolfram.com/Laplacian.html)
References
 Charles W. Misner, Kip S. Thorne, John Archibald Wheeler, Gravitation, (1970) W.H. Freeman, New York; ISBN 0716703440. (Provides a basic review of differential geometry in the special case of fourdimensional spacetime.)
 Jurgen Jost, Riemannian Geometry and Geometric Analysis, (2002) SpringerVerlag, Berlin ISBN 354042672 . (Provides a general introduction to curved surfaces).de:LaplaceOperator
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