How is the Laplacian defined in multiple dimensions?
Conditions
- is a twice-differentiable scalar function of variables.
- The coordinates form an orthogonal system (implied by the simple sum).
- The definition applies to any dimension .
Reasoning, step by step
- Identify the number of dimensions .
- List the independent variables .
- For each variable , compute the second partial derivative .
- Sum all these second partial derivatives.
- Denote the result as or .
- Set for the Laplace equation in dimensions.
Example
The lecturer writes the general formula , explaining that one takes the double derivative on each dimension and sums them up. This generalizes the 2D case where .
Common misconceptions
- Including mixed partial derivatives (e.g., ) in the sum; the Laplacian only includes pure second derivatives.
- Assuming the definition changes for non-Cartesian coordinates without adding metric scale factors; the simple sum applies to Cartesian coordinates.
- Thinking the Laplacian is a vector; it is a scalar quantity.
- Believing that must be 3; the definition holds for any .
Watch the explanation
Connected concepts
Explore next
Related questions
By substituting the ansatz into the SDE and applying Itô's lemma, the coefficients of and are matched. This yields the system of PDEs: and .
Conditions: is the assumed solution form.; is the defining SDE.; Itô's lemma is applied to .
The symbol represents the Laplacian of the scalar field . It is a compact notation for the sum of the unmixed second partial derivatives of with respect to all coordinate directions.
Conditions: is a scalar function of multiple variables.; The coordinates are orthogonal Cartesian coordinates (implied by the simple sum of second derivatives).; The notation generalizes the 2D case to dimensions.
The two-dimensional Laplace equation is defined as the sum of the second partial derivatives of a scalar function with respect to the spatial coordinates and equaling zero. It is presented on a rectangular domain defined by and .
Conditions: The function is a scalar field depending on two independent spatial variables and .; The domain is an open rectangle in the -plane.; The equation is homogeneous (equals zero).
Itô's lemma expresses the differential of a function as . This formula includes a second-order partial derivative term with respect to multiplied by , which arises from the non-zero quadratic variation of Brownian motion.
Conditions: is a sufficiently smooth function of and .; is a standard Brownian motion.
To find the total differential of , compute the partial derivatives with respect to x and y, then substitute them into the total differential formula. The result is xy^.
Conditions: The function is .; Standard rules of partial differentiation apply.
Answers are generated from source material and independently checked. Consult the original video or creator if something is unclear.