Wave Equation
Wave Equation
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).
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
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
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
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
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
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,
In this lecture, we shall show that the solution of the wave equation
utt = c2 uxx
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)
Step 2. (Solving the transformed equation (3)): Integrate (3) with respect to ξ to have
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)
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
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
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
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).
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
u(x, 0) = f (x)
ut (x, 0) = 0.
CASE 2. (Initial displacement zero) Suppose the string has the following IC:
u(x, 0) = 0
ut (x, 0) = g(x).
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.
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:
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
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:
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.
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:
Recall that the solution of the PDE (1) is given by (see (5), Lecture 2 of this module)
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 < ∞.
ϕ(−ct) = −ψ(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.
Practice Problems
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):
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.
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:
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
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.
Our goal is to find the constants A, B, C and D and the negative separation constant λ
so that the expression
satisfies the BC. As u(x, t) has to satisfy the BC (2), substituting (7) into u(0, t) =
u(L, t) = 0 gives
Note that the choice of C = 0 in (7) would lead to X(x)T (t) = 0. Thus, the sequence of
solutions given by
nπ
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
• 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
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:
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
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
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
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
Practice Problems