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Wave Equation

1) The document describes the derivation of the wave equation that models small vibrations of a string. It assumes the string is homogeneous, gravity and external forces have no effect, and vibration occurs in a plane. 2) Using Newton's second law and trigonometric relationships, the wave equation utt = c2uxx is derived, where c is the wave speed dependent on string properties. 3) Uniqueness of the wave equation's solution is proved using a technique that shows any difference between two possible solutions must be zero.

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0% found this document useful (0 votes)
166 views18 pages

Wave Equation

1) The document describes the derivation of the wave equation that models small vibrations of a string. It assumes the string is homogeneous, gravity and external forces have no effect, and vibration occurs in a plane. 2) Using Newton's second law and trigonometric relationships, the wave equation utt = c2uxx is derived, where c is the wave speed dependent on string properties. 3) Uniqueness of the wave equation's solution is proved using a technique that shows any difference between two possible solutions must be zero.

Uploaded by

Bibek
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MODULE 6: THE WAVE EQUATION 2

Lecture 1 Mathematical Formulation and Uniqueness Result

We begin by studying the one-dimensional wave equation, which describe the transverse
vibrations of a string. Consider the small vibrations of a string that is fastened at each
end (see, Fig. 6.1). We now make the following assumptions:

• The string is made of a homogeneous material (i.e., the mass/unit length of the
string is constant).

• There is no effect of gravity and external forces.

• The vibration takes place in a plane.

The mathematical model equation under these assumptions describe small vibrations of
the string. Let the forces acting on a small portion P Q of the string. Since the string

Figure 6.1: Vibrations of a string problem

does not offer resistance to bending, the tension is tangential to the curve of the string at
each point. Let T1 and T2 , respectively, be the tensions at the endpoints P and Q. Since
there is no motion in horizontal direction, the horizontal components of the tension must
be constant. From the Fig. 6.1, we obtain

T1 cos θ1 = T2 cos θ2 = T = constant. (1)

Let −T1 sin θ1 and T2 sin θ2 be two components of T1 and T2 , respectively in the vertical
direction. The minus sign indicates that component at P is directed downward. By
Newton’s second law, the resultant of these two forces is equal to the mass ρ∆x of the
portion times the acceleration utt , evaluated at some point between x and x + ∆x. If ρ is
the mass of the undeflected string per unit length and ∆x is length of the portion of the
undeflected string then we have

T2 sin θ2 − T1 sin θ1 = ρ∆xutt .


MODULE 6: THE WAVE EQUATION 3

In view of (1), we obtain

T2 sin θ2 T1 sin θ1 ρ∆x


− = tan θ2 − tan θ1 = utt . (2)
T2 cos θ2 T1 cos θ1 T
Note that tan θ1 and tan θ2 are the slopes of the curve of the string at x and x + ∆x, i,e.,

tan θ1 = (ux )P , tan θ2 = (ux )Q .

Here, partial derivatives are used because u also depends on t. Dividing (2) by ∆x, we
have
1 ρ
[ux (x + ∆x, t) − ux (x, t)] = utt .
∆x T
Letting ∆x → 0, we obtain
utt = c2 uxx , (3)
T
where c2 = ρ.

NOTE: The notation c2 (instead of c) for the physical constant T /ρ has been chosen to
indicate that this constant is positive. The constant c2 depends on the density and tension
of the string.

As the problem is linear, it is enough to prove the uniqueness of solution. The unique-
ness result is proved in the following theorem.
THEOREM 1. Let u1 (x, t) and u2 (x, t) be two solutions of

PDE: utt = c2 uxx , 0 ≤ x ≤ L, −∞ < t < ∞,


BC: u(0, t) = a(t), u(L, t) = b(t),
IC: u(x, 0) = f (x), ut (x, 0) = g(x).

Then u1 (x, t) = u2 (x, t) for all 0 ≤ x ≤ L, −∞ < t < ∞.

Proof. Let v(x, t) = u1 (x, t) − u2 (x, t). Note that v satisfies

vtt = c2 vxx , 0 ≤ x ≤ L, −∞ < t < ∞,


v(0, t) = 0, v(L, t) = 0,
v(x, 0) = 0, vt (x, 0) = 0.

with homogeneous BC and IC. Observe that v(x, 0) = 0 and vt (x, 0) = 0. We need to
show that v(x, t) = 0 for all t. We write
∫ t
v(x, t) = v(x, t) − v(x, 0) = vt (x, t)dt. (4)
0
MODULE 6: THE WAVE EQUATION 4

We now claim that vt (x, t) = 0 for all x in [0, L] and for all t. Construct the function
∫ L
H(t) = {c2 vx2 (x, t) + vt2 (x, t)}dx. (5)
0

Differentiating with respect to t and using vtt = c2 vxx , we obtain


∫ L

H (t) = {c2 2vx vxt + 2vt vtt }dx
0
∫ L
= 2c 2
{vx vxt + vt vxx }dx
0
∫ L
2 ∂
= 2c (vx vt )dx
0 ∂x
L
= 2c2 {vx (x, t)vt (x, t)} 0
= 0,

d
where in the last step we have used vt (0, t) = dt v(0, t) = 0 and, similarly vt (L, t) = 0.
Thus,
H ′ (t) = 0 =⇒ H(t) = C,

where C is an arbitrary constant. Since H(0) = 0, we have C = 0 and, hence H(t) = 0.


Thus, (5) becomes
∫ L
{c2 vx2 (x, t) + vt2 (x, t)}dx = 0
0
=⇒ vt (x, t) = 0 ∀x ∈ [0, L], ∀t ∈ R.

In view of (4), we obtain


∫ t
v(x, t) = vt (x, t)dt = 0 =⇒ u1 (x, t) = u2 (x, t).
0

This completes the proof.


MODULE 6: THE WAVE EQUATION 5

Lecture 2 The Infinite String Problem

In this lecture, we shall show that the solution of the wave equation

utt = c2 uxx

can be immediately obtained with suitable transformation of the independent variables.


We shall derive D’Alembert formula for the solution of the wave equation for an infinite
string (−∞ < x < ∞) with IC u(x, 0) = f (x) and ut (x, 0) = g(x).

Consider the following IVP:

PDE: utt = c2 uxx , −∞ < x < ∞, t ≥ 0, (1)


IC: u(x, 0) = f (x) (initial displacement), (2)
ut (x, 0) = g(x) (initial velocity).

Step 1.(Transforming to its canonical form): Introducing the transformation

ξ = x + ct η = x − ct,

we note that
ux = uξ ξx + uη ηx = uξ + uη .

uxx = (uξ + uη )x
= (uξ + uη )ξ ξx + (uξ + uη )η ηx
= uξξ + 2uξη + uηη .

Similarly,
utt = c2 (uξξ − 2uξη + uηη ).

Substituting the expression for uxx and utt in utt = c2 uxx yields

uξη = 0, (3)

which is known as canonical form of (1).

Step 2. (Solving the transformed equation (3)): Integrate (3) with respect to ξ to have

uη (ξ, η) = Φ(η) + ψ(ξ),


MODULE 6: THE WAVE EQUATION 6

where Φ(η) is the antiderivative of ϕ(η), and ψ(ξ) is any function of ξ. Thus, the general
solution of uξη = 0 is
u(ξ, η) = ϕ(η) + ψ(ξ), (4)

where ϕ(η), ψ(ξ) are arbitrary functions of η and ξ, respectively.

Step 3. (Transforming back to the original variables x and t): Substituting ξ = x + ct


and η = x − ct in (4) we get

u(x, t) = ϕ(x − ct) + ψ(x + ct). (5)

This is the general solution of the wave equation. We may interpret (5) as the sum of any
two moving waves, each moving in opposite directions with velocity c.

Step 4. (Applying IC to the general solution): In order to solve IVP (1)-(2), the general
solution u(x, t) is required to satisfy the two initial conditions

u(x, 0) = f (x), ut (x, 0) = g(x).

These conditions lead to the following equations:

ϕ(x) + ψ(x) = f (x) (6)


−cϕ′ (x) + cψ ′ (x) = g(x). (7)

Integrating (7) from x0 to x, we obtain


∫ x
−cϕ(x) + cψ(x) = g(τ ) dτ + K. (8)
x0

Solving for ϕ(x) and ψ(x) from (6) and (8), we obtain

1 1 x
ϕ(x) = f (x) − g(τ ) dτ (9)
2 2c x0
∫ x
1 1
ψ(x) = f (x) + g(τ ) dτ (10)
2 2c x0

Thus, the solution to IVP (1)-(2) is given by


∫ x+ct
1 1
u(x, t) = [f (x − ct) + f (x + ct)] + g(τ ) dτ. (11)
2 2c x−ct

The equation (11) is known as D’Alembert solution to the IVP (1)-(2). This formula is
of great interest in itself, and it avoids the problem of convergence of infinite series in the
Fourier series approach.
MODULE 6: THE WAVE EQUATION 7

REMARK 1. D’Alembert’s formula yields a number of properties of solutions of the wave


problem for the infinite string.

• Disturbances propagate with speed c.

The value u(x0 , t0 ) depends only on the values of g in the interval [x0 − ct0 , x0 + ct0 ]
and on the values of f at the endpoints of this interval. Geometrically, this is the
interval cut out by the characteristic lines that pass through the point (x0 , t0 ). The
interval [x0 − ct0 , x0 + ct0 ] is called the interval of dependence for the point (x0 , t0 )
(since u(x0 , t0 ) depends only on the values u(x, 0) and ut (x, 0) for x in this interval).

• Odd initial data yields odd solution and even initial data yields even solution.

If f (x) and g(x) are odd, then u(x, t) is odd in the x-variable, since

1 1 −x+ct
u(−x, t) = [f (−x + ct) + f (−x − ct)] + g(r) dr
2 2c −x−ct

1 1 x−ct
= [−f (x − ct) − f (x + ct)] − g(−s)ds
2 2c x+ct

1 1 x−ct
= − [f (x − ct) + f (x + ct)] + g(s)ds
2 2c x+ct
∫ x+ct
1 1
= − [f (x + ct) + f (x − ct)] − g(s)ds
2 2a x−ct
= −u(x, t).

Similarly, we can show that if f (x) and g(x) are even then u(x, t) is even i.e.,
u(−x, t) = u(x, t).

• Periodic initial data yield periodic solutions.

If f (x + 2L) = f (x) and g(x + 2L) = g(x), then u(x + 2L, t) = u(x, t). That is, if f
and g are periodic of period 2L then u(x, t) is also periodic of period 2L in x. This
follows easily from D’Alembert’s formula. This fact is useful in dealing with finite
strings.

It can be shown that if f (x) and g(x) are periodic of period 2L and
∫ L
g(x)dx = 0,
−L

then u(x, t) is not only periodic in x of period 2L, but also periodic in t of period
2L/c.
MODULE 6: THE WAVE EQUATION 8

Special cases of D’Alembert’s formula:

CASE I. (Initial velocity zero). Suppose the string has IC

u(x, 0) = f (x)
ut (x, 0) = 0.

The D’Alembert solution is


1
u(x, t) = [f (x − ct) + f (x + ct)].
2
Thus, the solution u at a point (x0 , t0 ) can be interpreted as the average of the initial
displacement f (x) at a point (x0 − ct0 , 0) and (x0 + ct0 , 0) found by backtracking the
characteristic curves x − ct = x0 − ct0 and x + ct = x0 + ct0 .

CASE 2. (Initial displacement zero) Suppose the string has the following IC:

u(x, 0) = 0
ut (x, 0) = g(x).

In this case, the solution is


∫ x+ct
1
u(x, t) = g(τ ) dτ.
2c x−ct

The solution u at (x, t) may be interpreted as integrating the initial velocity between x−ct
and x + ct on the initial line t = 0.

Let us consider the following examples.


EXAMPLE 2. (Zero initial velocity) Solve the IVP:

PDE: utt = c2 uxx , −∞ < x, t < ∞,


IC: u(x, 0) = sin(x),
ut (x, 0) = 0.

Solution: Applying D’Alembert’s formula (11) with f (x) = sin(x) and g(x) = 0, we
obtain
1
u(x, t) =[sin(x − ct) + sin(x + ct)] .
2
EXAMPLE 3. (Zero initial displacement) Consider the IVP:

PDE: utt = c2 uxx , −∞ < x, t < ∞


I.C. u(x, 0) = 0,
ut (x, 0) = sin(x).
MODULE 6: THE WAVE EQUATION 9

Solution: Here the string is initially straight (u(x, 0) = 0), but has a variable velocity
at t = 0 (ut (x, 0) = sin(x)). Thus, applying D’Alembert’s formula (11) with f (x) = 0 and
g(x) = sin(x), we obtain
∫ x+ct
1 1
u(x, t) = sin(τ )dτ = − [cos(x + ct) − cos(x − ct)] .
2c x−ct 2c

Practice Problems

1. Solve the following IVP:

utt = 9uxx , −∞ < x < ∞, t > 0,


u(x, 0) = sin x, ut (x, 0) = cos x, −∞ < x < ∞.

2. Solve the following IVP:

utt = c2 uxx , −∞ < x < ∞, t > 0,


u(x, 0) = 0, ut (x, 0) = sin2 (x), −∞ < x < ∞.

3. Let u(x, t) be the solution of

utt = c2 uxx , 0 < x < ∞, t > 0,


u(x, 0) = f (x), ut (x, 0) = g(x), −∞ < x < ∞.

Use D’Alembert’s formula to show that u is even in x.


MODULE 6: THE WAVE EQUATION 10

Lecture 3 The Semi-Infinite String Problem

Before we introduce the semi-infinite string problem, let us look at some special cases of
D’Alembert’s formula derived in the previous lecture.
EXAMPLE 1. Consider the problem for the semi-infinite string (0 ≤ x < ∞) with fixed
end at x = 0:

PDE: utt = c2 uxx , 0 ≤ x < ∞, −∞ < t < ∞


BC: u(0, t) = 0
IC: u(x, 0) = f (x), ut (x, 0) = 0.

Solution. Note that f (x) is defined for x ≥ 0. Consider the odd extension f0 (x),
−∞ < x < ∞ as follows:
{
f (x) for x ≥ 0,
f0 (x) =
−f (−x) for x ≤ 0.

The related extended problem is

PDE: utt = c2 uxx , −∞ ≤ x, t < ∞


I.C. u(x, 0) = f0 (x), ut (x, 0) = 0.

By D’Alembert’s formula, the solution of this problem is


1
u(x, t) = [f0 (x + ct) + f0 (x0 − ct)].
2
Note that u(x, t) is odd in x, since f0 (x) is odd. Thus, u(0, t) = 0 and so u(x, t) satisfies
the BC.

Moreover,
1
u(x, 0) = [f0 (x + c · 0) + f0 (x − c · 0)] = f0 (x),
2
which is the same as f (x) when x ≥ 0.

Semi-infinite string problem: We shall find the solution of the following wave equation
whose left end fixed at zero and has given initial conditions:

PDE: utt = c2 uxx , 0 < x < ∞, 0 < t < ∞


BC: u(0, t) = 0, 0 < t < ∞,
IC: u(x, 0) = f (x), ut (x, 0) = 0, 0 < x < ∞.
MODULE 6: THE WAVE EQUATION 11

Recall that the solution of the PDE (1) is given by (see (5), Lecture 2 of this module)

u(x, t) = ϕ(x − ct) + ϕ(x + ct). (1)

Substitute the general solution into the initial conditions, we arrive at (cf. (9)-(10), Lecture
2 of this module)
∫ x−ct
1 1
ϕ(x − ct) = f (x − ct) − g(ξ) dξ. (2)
2 2c x0
∫ x+ct
1 1
ψ(x + ct) = f (x + ct) + g(ξ) dξ. (3)
2 2c x0

Since we are looking for the solution u(x, t) everywhere in the first quadrant (x > 0, t > 0)
of the xt-plane, we must find ϕ(x−ct) ∀ −∞ < x−ct < ∞ and ψ(x+ct) ∀ 0 < x+ct < ∞.

Using (1), (2) and (3), for x − ct ≥ 0, it follows that

u(x, t) = ϕ(x − ct) + ψ(x + ct)



1 1 x+ct
= [f (x − ct) + f (x + ct)] + g(ξ)dξ.
2 2c x−ct
When x < ct, use of BC u(0, t) = 0 leads to

ϕ(−ct) = −ψ(ct)

and hence, ∫ ct−x


1 1
ϕ(x − ct) = − f (ct − x) − g(ξ) dξ + K.
2 2c x0
Substituting this value of ϕ into the general solution

u(x, t) = ϕ(x − ct) + ψ(x + ct).

yields ∫ x+ct
1 1
u(x, t) = [f (x + ct) − f (ct − x)] + g(ξ) dξ, 0 < x < ct.
2 2c ct−x
Thus, for x < ct and x > ct, we have
{ ∫ x+ct
2 [f (x − ct) + f (x + ct)] + g(ξ) dξ x ≥ ct
1 1
u(x, t) = 2c
∫x−ct
x+ct
2 [f (x + ct) − f (ct − x)] +
1 1
2c ct−x g(ξ) dξ x < ct.

EXAMPLE 2. Find the solution of the following IBVP:

utt = uxx , 0 < x < ∞, t > 0,


u(x, t) = 0, t > 0,
u(x, 0) = | sin x|, ut (x, 0) = 0, 0 < x < ∞.
MODULE 6: THE WAVE EQUATION 12

Solution. For x > t,


1
u(x, t) = (f (x + t) + f (x − t))
2
1
= (| sin(x + t)| + | sin(x − t)|).
2
For x < t,
1
u(x, t) = (f (x + t) − f (t − x))
2
1
= (| sin(x + t)| − | sin(t − x)|).
2
Observe that u(0, t) = 0 is satisfied by u(x, t) for x < t. Thus,
{
2 (| sin(x + t)| + | sin(x − t)|) x > t
1
u(x, t) =
2 (| sin(x + t)| − | sin(t − x)|) x < t.
1

Practice Problems

1. Solve the following IBVP:

utt = uxx , 0 < x < ∞, t > 0,


ux (0, t) = 0, t ≥ 0,
u(x, 0) = cos x, ut (x, 0) = 0, 0 ≤ x < ∞.

2. Solve the following IBVP:

utt = c2 uxx , 0 < x < ∞, t > 0,


u(0, t) = 0, t ≥ 0,
u(x, 0) = x2 , ut (x, 0) = 0, 0 ≤ x < ∞.
MODULE 6: THE WAVE EQUATION 13

Lecture 4 The Finite Vibrating String Problem

In this lecture, we shall study the transverse vibrations of a finite string. If u(x, t) repre-
sents the displacement (deflection) of the string and the ends of the string are held fixed,
then the motion of the string is described by the following initial-boundary value problem
(IBVP):

PDE: utt = c2 uxx , 0 < x < L, 0 < t < ∞, (1)


BC: u(0, t) = 0; u(L, t) = 0, 0 < t < ∞. (2)
IC: u(x, 0) = f (x); ut (x, 0) = g(x), 0 ≤ x ≤ L. (3)

While studying the wave equation in a bounded region of space 0 < x < L, it is to be
noted that the waves no longer appear to be moving due to their repeated interaction with
boundaries. These waves are known as standing waves (e.g., a guitar string fixed at both
ends). The boundary condition in (2) reflect the fact the string is held fixed at the two
end points x = 0 and x = L.

We shall apply the method of separation of variables to solve this problem.

Step 1. (Reducing to a system of ODEs): We seek solutions of the form

u(x, t) = X(x)T (t). (4)

Substituting (4) into utt = c2 uxx and separating variables, we get

X(x)T ′′ (t) = c2 X ′′ (x)T (t).

or
T ′′ (t) X ′′ (x)
= = k,
c2 T (t) X(x)
where the constant k can now be any number −∞ < k < ∞. This leads to two ODEs:

T ′′ (t) − c2 kT (t) = 0, (5)


X ′′ (x) − kX(x) = 0. (6)

The ODE X ′′ − kX = 0 is solved for X(x) in a manner similar to that of heat equation
(see, Lecture 3 of Module 5), but the solution of the ODE T ′′ − c2 kT = 0 for T (t) are
different, because of the second-order time derivative.

Step 2. (Solving the ODEs): Investigating the solutions of these two ODEs for all different
values of k lead into the following cases.
MODULE 6: THE WAVE EQUATION 14

Case I : Let k > 0. Set k = λ2 . The soultions are given by

T (t) = Ae(cλ)t + Be−(cλ)t ,


X(x) = Ce(λ)x + De−(λ)x .

Application of BC yields u ≡ 0.

Case II : Let k = 0. In this case, the solutions are linear and given by

T (t) = At + B, X(x) = Cx + D.

This case is of no interest because use of BC yields trivial solution u ≡ 0. Hence, for
nontrival solution, we are left with the possibility of choosing k < 0.

Case III : Let k < 0. Set k = −λ2 for some λ ∈ R and λ ̸= 0.

The solutions of T ′′ (t) + c2 λT (t) = 0 is given by

T (t) = A sin(cλt) + B cos(cλt).

The solutions of X ′′ (x) + λ2 X(x) = 0 is

X(x) = C sin(λx) + D cos(λx),

where A, B, C and D are constants. Then

u(x, t) = [A sin(cλt) + B cos(cλt)][C sin(λx) + D cos(λx)].

Our goal is to find the constants A, B, C and D and the negative separation constant λ
so that the expression

u(x, t) = [C sin(λx) + D cos(λx)][A sin(cλt) + B cos(cλt)] (7)

satisfies the BC. As u(x, t) has to satisfy the BC (2), substituting (7) into u(0, t) =
u(L, t) = 0 gives

u(0, t) = X(0)T (t) = D[A sin(cλt) + B cos(cλt)] = 0


=⇒ D = 0.

u(L, t) = 0 =⇒ X(L)T (t) = 0


= C sin(λL)[A sin(cλt) + B cos(cλt)] = 0
=⇒ sin(λL) = 0
=⇒ λL = nπ, n = 0, 1, 2, . . .

or λn = , n = 0, 1, 2, . . . .
L
MODULE 6: THE WAVE EQUATION 15

Note that the choice of C = 0 in (7) would lead to X(x)T (t) = 0. Thus, the sequence of
solutions given by

un (x, t) = Xn (x)Tn (t)


[ ]
nπx nπct nπct
= sin( ) an sin( ) + bn cos( ) , n = 1, 2, 3, · · ·
L L L

As the PDE is linear, by superposition principle we write



∑ [ ]
nπx nπct nπct
u(x, t) = sin( ) an sin( ) + bn cos( ) . (8)
L L L
n=1


These solutions are called eigenfunctions and the values λn = L are called the eigenvalues
of the vibrating string.

Step 3. (Applying IC): Substituting (8) into IC u(x, 0) = f (x), ut (x, 0) = g(x) yields the
two equations:

∑ nπx
bn sin( ) = f (x),
L
n=1
∑∞
nπc nπx
an ( ) sin( ) = g(x),
L L
n=1

which represent the Fourier sine expansion of f (x) and g(x), respectively. The coefficients
an and bn are given by
∫ L
2 nπx
an = g(x) sin( )dx, (9)
nπc 0 L

2 L nπx
bn = f (x) sin( )dx. (10)
L 0 L

Thus, the solution is



∑ [ ]
nπx nπct nπct
u(x, t) = sin( ) an sin( ) + bn cos( ) , (11)
L L L
n=1

where an and bn are given by (9) and (10), respectively.


REMARK 1. • The function u(x, t) given by (11) with coefficients (9) and (10), is a
solution of (1) that satisfies the conditions (2) and (3), provided that the series (11)
converges and also that the series obtained by differentiating (11) twice (term-wise)
with respect to x and t, converge and have the sums uxx and utt , respectively, which
are continuous.
MODULE 6: THE WAVE EQUATION 16

• Note that each un in (8) represents a harmonic motion having the frequency λn /2π =
cn/2L cycles per unit time. This motion is called the nth normal mode of the string.
The first normal mode is known as the fundamental mode (n = 1), and the others
are known as overtones.

Practice Problems

1. Solve the following IBVP:

utt = uxx , 0 < x < 1, t > 0,


u(0, t) = u(1, t) = 0, t > 0,
u(x, 0) = x(1 − x), ut (x, 0) = 0, 0 ≤ x ≤ 1.

2. Solve the following IBVP:

utt = 4uxx , 0 < x < π, t > 0,


u(0, t) = u(π, t) = 0, t > 0,
u(x, 0) = 0, ut (x, 0) = sin x, 0 ≤ x ≤ π.
MODULE 6: THE WAVE EQUATION 17

Lecture 5 The Inhomogeneous Wave Equation

Recall the Duhamel’s principle for inhomogeneous heat equations that arises due to in-
ternal heat sources. We solve the inhomogeneous heat equation by solving a family of
related problems in which the sources appears in the initial conditions instead of the dif-
ferential equation. The same idea works for inhomogeneous wave equations. To illustrate
the procedure, let us consider the following infinite string problem:

PDE: utt = c2 uxx + h(x, t), −∞ < x, t < ∞, (1)


IC: u(x, 0) = 0, ut (x, 0) = 0. (2)

To motivate the method of Duhamel for the string problem, let the acceleration h(x, s) be
applied to the string at t = s − ∆s and let the acceleration be turned off at t = s. The
string will then acquire a velocity of h(x, s)∆s, and its position change is h(x, s)(∆s)2 /2.
Assuming ∆s to be small enough, the change in position can be neglected. The effect of
the imposed acceleration is v(x, t; s)∆s, where v(x, t; s) is the solution of

PDE: vtt = c2 vxx , −∞ < x < ∞, t ≥ s, (3)


IC: v(x, s; s) = 0, vt (x, s; s) = h(x, s). (4)

This problem has initial conditions given at the arbitrary time t = s, instead of t = 0. We
can write v(x, t; s) = ṽ(x, t − s; s), where ṽ(x, t; s) solves

PDE: ṽtt = c2 ṽxx , −∞ < x < ∞, t ≥ 0 (5)


IC: ṽ(x, s; s) = 0, ṽt (x, s; s) = h(x, s). (6)

By D’Alembert’s formula, the solution of (5) is given by



1 x+ct
ṽ(x, t; s) = h(r, s)dr, (7)
2c x−ct
and hence, the solution of (3) is
∫ x+c(t−s)
1
v(x, t; s) = ṽ(x, t − s; s) = h(r, s)dr.
2c x−c(t−s)

THEOREM 1. (Duhamel’s principle for the wave equation[1]) Let h(x, t) be a C 1


function, −∞ < x, t < ∞. Then the unique solution of the problem (1) satisfying the
conditions (2) is given by
∫ t ∫ t ∫ t∫ x+c(t−s)
1
u(x, t) = v(x, t; s)ds = ṽ(x, t − s; s)ds = h(r, s)drds. (8)
0 0 2c 0 x−c(t−s)
MODULE 6: THE WAVE EQUATION 18

Proof. By D’Alembert’s formula, we know



1 x+ct
ṽ(s, t; s) = h(r, s)ds.
2c x−ct

Note that ṽ(s, t; s) is in C 2 since h(x, t) is assumed to be in C 1 . Differentiate twice with


respect to t to obtain
∫ t ∫ t
ut (x, t) = ṽ(x, 0; s) + ṽt (x, t − s; s)ds = ṽt (x, t − s; s)ds, (9)
0 0

and
∫ t
utt (x, t) = ṽt (x, 0; t) + ṽtt (x, t − s; s)ds
0
∫ t
= h(x, t) + c2 ṽxx (x, t − s; s)ds
0
= h(x, t) + c2 uxx (x, t),

where we have used (5). This shows that u(x, t) is a C 2 solution of (1). By (8), we have
u(x, 0) = 0. The equation (9) yields ut (x, 0) = 0.

To prove the uniqueness, let u1 and u2 be two solutions of (1)-(2). Now, the function
v = u1 − u2 satisfies vtt = c2 vxx with IC v(x, 0) = 0 and vt (x, 0) = 0. Hence, v ≡ 0 =⇒
u1 = u2 . This completes the proof.
EXAMPLE 2. Solve

PDE: utt − uxx = x − t, −∞ < x, t < ∞, (10)


IC: u(x, 0) = x4 , ut (x, 0) = sin(x).

Solution. Splitting the problem (10) into two problems with u1 (x, t) and u2 (x, t)
solve
(u1 )tt − (u1 )xx = 0,
u1 (x, 0) = x4 ,
(u1 )t (x, 0) = sin(x),
and
(u2 )tt − (u2 )xx = x − t,
u2 (x, 0) = 0,
(u2 )t (x, 0) = 0.
respectively. The solution of (8) is then u(x, t) = u1 (x, t) + u2 (x, t). By D’Alembert’s
formula
1 1
u1 (x, t) = [(x + t)4 + (x − t)4 ] − [cos(x + t) − cos(x − t)].
2 2
MODULE 6: THE WAVE EQUATION 19

Applying Theorem 1 we compute u2 (x, t) as follows:


∫ t∫ x+(t−s) ∫ t[ ]x+t−s
1 1 r2
u2 (x, t) = (r − s)drds = − sr ds
2 0 x−(t−s) 2 0 2 x−t+s
∫ [ ]
1 t (x + t − s)2 (x + s − t)2
= − − s(x + t − s) + s(x + s − t) ds
2 0 2 2
∫ [ ]
1 t (x + t)2 (x − t)2
= 2s − 2s(x + t) +
2
− ds
2 0 2 2
t3 t2 (x + t) t3 t2 x
= − + t2 x = − + .
3 2 6 2
The solution u(x, t) = u1 (x, t) + u2 (x, t) can easily be verified.
REMARK 3. Duhamel’s principle also applies in the case of a finite string. As in Example
2, one can handle the case where both the differential equation and BC are inhomogeneous.
This is done by splitting the problem into two parts and then adding the solutions of the
two parts to obtain the desired solution.

Practice Problems

1. Solve the following nonhomogeneous IBVP:

utt = uxx + x sin t, 0 < x < 1, t > 0,


u(x, 0) = x(1 − x), ut (x, 0) = 0, 0 ≤ x ≤ 1,
u(0, t) = u(1, t) = 0, t > 0.

2. Solve the following nonhomogeneous IBVP:

utt = uxx + 2, 0 < x < 1, t > 0,


u(x, 0) = x, ut (x, 0) = 0, 0 ≤ x ≤ 1,
u(0, t) = 0, ux (1, t) = t, t ≥ 0.

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