Arab Academy for Science, Technology & Maritime

Transport

Math 5 (BA323)
Boundary Value Problem

Fall 2020-2021
Chapter 2 Partial Differential Equation

Chapter 3

Partial Differential Equations

Wave Equation

Introduction

The wave equation is an important second-order linear partial differential equation for the description
of waves as they occur in classical physics such as mechanical waves (e.g. water waves, sound
waves and seismic waves) or light waves. It arises in fields like acoustics, electromagnetics, and fluid
dynamics.

The wave equation in one space dimension can be written as follows:

𝜕 2𝑢 2
𝜕 2𝑢
= 𝑎 or 𝑢𝑡𝑡 = 𝑎2 𝑢𝑥𝑥
𝜕𝑡 2 𝜕𝑥 2
This equation is typically described as having only one space dimension 𝑥, because the only
other independent variable is the time 𝑡. Nevertheless, the dependent variable 𝑢 may represent a second
space dimension, if, for example, the displacement u takes place in y-direction, as in the case of a string that
is located in the 𝑥𝑦 plane

The General Solution of Wave Equation

u
If we have a string has length 𝐿 fixed at the end points
as shown in opposite figure. The vibration of this string
controlled by the wave equation
x
𝜕 2𝑢 2
𝜕 2𝑢 x0 xL
=𝑎
𝜕𝑡 2 𝜕𝑥 2
-1-
Chapter 2 Partial Differential Equation
where 𝑢 is the deflection of the string. The deflection at the ends of the string equal zero because it fixed at
the two ends. Then the boundary condition is

𝑢(0, 𝑡) = 𝑢(𝐿, 𝑡) = 0.

The initial displacement and the initial velocity are

𝑢(𝑥, 0) = 𝑓(𝑥) initial displacement
𝑢𝑡 (𝑥, 0) = 𝑔(𝑥) initial velocity

To get the general solution of wave equation, we use the separation method. Assume the displacement
is

𝑢(𝑥, 𝑡) = 𝑈(𝑥)𝑇(𝑥).

The second partial derivative of 𝑢 with respect to 𝑥 and 𝑡 are

𝜕 2𝑢 𝜕 2𝑢
= 𝑢𝑥𝑥 (𝑥, 𝑡) = 𝑈 ′′ (𝑥)𝑇(𝑡), = 𝑢𝑡𝑡 (𝑥, 𝑡) = 𝑈(𝑥)𝑇 ′′ (𝑡).
𝜕𝑥 2 𝜕𝑡 2

By substituting into wave equation, we get

1
𝑈 ′′ (𝑥)𝑇(𝑥) = 𝑈(𝑥)𝑇 ′′ (𝑡)
𝑎2

By dividing 𝑈(𝑥)𝑇(𝑥) to the both sides, yields

𝑈 ′′ (𝑥) 1 𝑇 ′′ (𝑡)
= 2 = −𝜆2
𝑈(𝑥) 𝑎 𝑇(𝑡)
𝑥 − problem:
𝑈 ′′ (𝑥)
= −𝜆2 ⇒ 𝑈 ′′ (𝑥) = −𝜆2 𝑈(𝑥) ⇒ 𝑈 ′′ (𝑥) + 𝜆2 𝑈(𝑥) = 0
𝑈(𝑥)

∴ 𝑚2 + 𝜆2 = 0 ⇒ 𝑚 = ±𝜆 𝑖

∴ 𝑈(𝑥) = 𝑐1 cos 𝜆𝑥 + 𝑐2 sin 𝜆𝑥

𝑢(0, 𝑡) = 0 ⇒ 𝑈(0) = 0 ⇒ 0 = 𝑐1 ⇒ 𝑐1 = 0

𝑢(𝐿, 𝑡) = 0 ⇒ 𝑈(𝐿) = 0 ⇒ 0 = 𝑐2 sin 𝜆𝐿 ⇒ sin 𝜆𝐿 = 0

𝑛𝜋
∴ 𝜆𝐿 = 𝑛 𝜋 ⇒ 𝜆 = 𝐿

𝑛𝜋
∴ 𝑈(𝑥) = 𝑐2 sin ( 𝑥)
𝐿
𝑡 − problem:
1 𝑇 ′′ (𝑡)
= −𝜆2 ⇒ 𝑇 ′′ (𝑡) = −𝐴2 𝜆2 𝑇(𝑡) ⇒ 𝑇 ′′ (𝑡) + 𝑎2 𝜆2 𝑇(𝑡) = 0
𝑎2 𝑇(𝑡)
∴ 𝑚2 + 𝑎2 𝜆2 = 0 ⇒ 𝑚 = ±𝑎𝜆 𝑖
𝑎𝑛𝜋 𝑎𝑛𝜋
∴ 𝑇(𝑡) = 𝑐3 cos ( 𝑡) + 𝑐4 sin ( 𝑡)
𝐿 𝐿

-2-
Chapter 2 Partial Differential Equation

𝑛𝜋 𝑎𝑛𝜋 𝑎𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = (𝑐2 sin ( ) 𝑥) [𝑐3 cos ( 𝑡) + 𝑐4 sin ( 𝑡)]
𝐿 𝐿 𝐿
𝑎𝑛𝜋 𝑎𝑛𝜋 𝑛𝜋
∴ 𝑢𝑛 (𝑥, 𝑡) = (𝐴𝑛 cos ( 𝑡) + 𝐵𝑛 sin ( 𝑡)) sin ( 𝑥)
𝐿 𝐿 𝐿
∞
𝑎𝑛𝜋 𝑎𝑛𝜋 𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = ∑ (𝐴𝑛 cos ( 𝑡) + 𝐵𝑛 sin ( 𝑡)) sin ( 𝑥)
𝐿 𝐿 𝐿
𝑛=1

and
∞
𝑎𝑛𝜋 𝑎𝑛𝜋 𝑎𝑛𝜋 𝑎𝑛𝜋 𝑛𝜋
𝑢𝑡 (𝑥, 𝑡) = ∑ (−𝐴𝑛 ( ) sin ( 𝑡) + 𝐵𝑛 ( ) cos ( 𝑡)) sin ( 𝑥)
𝐿 𝐿 𝐿 𝐿 𝐿
𝑛=1

∞
𝑛𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) ⇒ 𝑓(𝑥) = ∑ 𝐴𝑛 sin ( 𝑥)
𝐿
𝑛=1

2 𝐿 𝑛𝜋
∴ 𝐴𝑛 = ∫ 𝑓(𝑥) sin ( 𝑥) 𝑑𝑥
𝐿 0 𝐿
∞
𝑎𝑛𝜋 𝑛𝜋
𝑢𝑡 (𝑥, 0) = 𝑔(𝑥) ⇒ 𝑔(𝑥) = ∑ 𝐵𝑛 ( ) sin ( 𝑥)
𝐿 𝐿
𝑛=1

𝐿
2 𝑛𝜋
∴ 𝐵𝑛 = ∫ 𝑔(𝑥) sin ( 𝑥) 𝑑𝑥
𝑎𝑛𝜋 0 𝐿

-3-
Chapter 2 Partial Differential Equation

Example 1 Find the displacement 𝒖(𝒙, 𝒕) of a vibrating string of length 𝑳 = 𝟐𝒎. Both ends of the
string are fixed at 𝒙 = 𝟎 and 𝒙 = 𝟐. The initial displacement is given by
𝒙, 𝟎 ≤ 𝒙 < 𝟏
𝒇(𝒙) = {
𝟐 − 𝒙, 𝟏 ≤ 𝒙 ≤ 𝟐
The string starts vibrations from the rest. (take 𝒂𝟐 = 𝟗)
Solution:
𝑎2 = 9, 𝐿 = 2 u

𝟏
𝒖𝒙𝒙 = 𝒖
𝟗 𝒕𝒕 x

x0 xL
Boundary conditions:
𝒖(𝟎, 𝒕) = 𝒖(𝟐, 𝒕) = 𝟎
Initial conditions:
𝒙, 𝟎≤𝒙<𝟏
𝒖(𝒙, 𝟎) = 𝒇(𝒙) = {
𝟐 − 𝒙, 𝟏≤𝒙≤𝟐
𝒖𝒕 (𝒙, 𝟎) = 𝟎
The Separation Method:

Assume the displacement 𝑢(𝑥, 𝑡) is

𝑢(𝑥, 𝑡) = 𝑈(𝑥)𝑇(𝑥)

The second partial derivative of 𝑢 with respect to 𝑥 and 𝑡 are

𝑢𝑥𝑥 (𝑥, 𝑡) = 𝑈 ′′ (𝑥)𝑇(𝑡), 𝑢𝑡𝑡 (𝑥, 𝑡) = 𝑈(𝑥)𝑇 ′′ (𝑡)

then we can write the wave equation in the form

1
𝑈 ′′ (𝑥)𝑇(𝑥) = 𝑈(𝑥)𝑇 ′′ (𝑡)
9
By dividing U(x)T(x) to the both sides, we get

𝑈 ′′ (𝑥) 1 𝑇 ′′ (𝑡)
= = −𝜆2
𝑈(𝑥) 9 𝑇(𝑡)
𝒙 − problem:

𝑈 ′′ (𝑥)
= −𝜆2 ⇒ 𝑈 ′′ (𝑥) = −𝜆2 𝑈(𝑥) ⇒ 𝑈 ′′ (𝑥) + 𝜆2 𝑈(𝑥) = 0
𝑈(𝑥)

∴ 𝑚2 + 𝜆2 = 0 ⇒ 𝑚 = ±𝜆 𝑖

∴ 𝑈(𝑥) = 𝑐1 cos 𝜆𝑥 + 𝑐2 sin 𝜆𝑥

𝑢(0, 𝑡) = 0 ⇒ 𝑈(0) = 0 ⇒ 0 = 𝑐1 ⇒ 𝑐1 = 0

𝑢(2, 𝑡) = 0 ⇒ 𝑈(2) = 0 ⇒ 0 = 𝑐2 sin 2𝜆 ⇒ sin 2𝜆 = 0

𝑛𝜋
∴ 2𝜆 = 𝑛 𝜋 ⇒ 𝜆 = 2

𝑛𝜋
∴ 𝑈(𝑥) = 𝑐2 sin ( 𝑥)
2
-4-
Chapter 2 Partial Differential Equation
𝒕 − problem:

1 𝑇 ′′ (𝑡)
= −𝜆2 ⇒ 𝑇 ′′ (𝑡) = −9𝜆2 𝑇(𝑡) ⇒ 𝑇 ′′ (𝑡) + 9𝜆2 𝑇(𝑡) = 0
9 𝑇(𝑡)
∴ 𝑚2 + 9𝜆2 = 0 ⇒ 𝑚 = ±3𝜆 𝑖
3𝑛 𝜋 3𝑛 𝜋
∴ 𝑇(𝑡) = 𝑐3 cos ( 𝑡) + 𝑐4 sin ( 𝑡)
2 2

𝑛𝜋 3𝑛 𝜋 3𝑛 𝜋
∴ 𝑢(𝑥, 𝑡) = (𝑐2 sin ( 𝑥)) [𝑐3 cos ( 𝑡) + 𝑐4 sin ( 𝑡)]
2 2 2

3𝑛 𝜋 3𝑛 𝜋 𝑛𝜋
∴ 𝑢𝑛 (𝑥, 𝑡) = (𝐴𝑛 cos ( 𝑡) + 𝐵𝑛 sin ( 𝑡)) sin ( 𝑥)
2 2 2
∞
3𝑛 𝜋 3𝑛 𝜋 𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = ∑ (𝐴𝑛 cos ( 𝑡) + 𝐵𝑛 sin ( 𝑡)) sin ( 𝑥)
2 2 2
𝑛=1
∞
3𝑛 𝜋 3𝑛 𝜋 3𝑛 𝜋 3𝑛 𝜋 𝑛𝜋
∴ 𝑢𝑡 (𝑥, 𝑡) = ∑ (−𝐴𝑛 ( ) sin ( 𝑡) + 𝐵𝑛 ( ) cos ( 𝑡)) sin ( 𝑥)
2 2 2 2 2
𝑛=1
∞
𝑛𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) ⇒ 𝑓(𝑥) = ∑ 𝐴𝑛 sin ( 𝑥)
2
𝑛=1

2
𝑛𝜋
∴ 𝐴𝑛 = ∫ 𝑓(𝑥) sin ( 𝑥) 𝑑𝑥
0 2

1 2
𝑛𝜋 𝑛𝜋
∴ 𝐴𝑛 = ∫ 𝑥 sin ( 𝑥) 𝑑𝑥 + ∫ (2 − 𝑥) sin ( 𝑥) 𝑑𝑥
0 2 1 2

𝑥 𝑛𝜋 2−𝑥 𝑛𝜋
+ sin ( 𝑥) + sin ( 𝑥)
2 2
1 2 𝑛𝜋 −1 2 𝑛𝜋
− − ( ) cos ( 𝑥) − − ( ) cos ( 𝑥)
𝑛𝜋 2 𝑛𝜋 2
2 2 𝑛𝜋 2 2 𝑛𝜋
+∫ − ( ) sin ( 𝑥) +∫ − ( ) sin ( 𝑥)
0 𝑛𝜋 2 0 𝑛𝜋 2

2 1 2 2
2 𝑛𝜋 2 𝑛𝜋 2 𝑛𝜋 2 𝑛𝜋
∴ 𝐴𝑛 = [− (𝑛𝜋) 𝑥 cos ( 2 𝑥) + (𝑛𝜋) sin ( 2 𝑥) ] + [− (𝑛𝜋) (2 − 𝑥) cos ( 2 𝑥) − (𝑛𝜋) sin ( 2 𝑥) ]
0 1

2 𝑛𝜋 2 2 𝑛𝜋 2 𝑛𝜋 2 2 𝑛𝜋
∴ 𝐴𝑛 = − (𝑛𝜋) cos ( 2 ) + (𝑛𝜋) sin ( 2 ) + (𝑛𝜋) cos ( 2 ) + (𝑛𝜋) sin ( 2 )

8 𝑛𝜋
∴ 𝐴𝑛 = 𝑛2 𝜋2 sin ( 2 )

∞
𝑎3𝜋 𝑛𝜋
𝑢𝑡 (𝑥, 0) = 0 ⇒ 0 = ∑ 𝐵𝑛 ( ) sin ( ) 𝑥 ⇒ 𝐵𝑛 = 0
2 2
𝑛=1

∞
8 𝑛𝜋 3𝑛 𝜋 𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = ∑ [ sin ( ) ] cos ( 𝑡) sin ( 𝑥)
𝑛2 𝜋 2 2 2 2
𝑛=1

-5-
Chapter 2 Partial Differential Equation
Example 2 Find the displacement 𝒖(𝒙, 𝒕) of a vibrating string of length 𝑳 = 𝟐 𝒎. Both ends of the string
are fixed at 𝒙 = 𝟎 and 𝒙 = 𝟐. The initial displacement is given by 𝒖(𝒙, 𝒕) = 𝐬𝐢𝐧 𝟒𝝅𝒙 −
𝟔𝐬𝐢𝐧 𝟔𝝅𝒙, 𝟎 ≤ 𝒙 ≤ 𝟐. The string starts vibrations from the rest. (take 𝒂𝟐 = 𝟒)
Solution:
u
𝟏
𝒖𝒙𝒙 = 𝒖𝒕𝒕
𝟒
Boundary conditions: x

𝒖(𝟎, 𝒕) = 𝒖(𝟐, 𝒕) = 𝟎 x0 xL

Initial conditions:

𝒖(𝒙, 𝟎) = 𝒇(𝒙) = 𝐬𝐢𝐧 𝟒𝝅𝒙 − 𝟔𝐬𝐢𝐧 𝟔𝝅𝒙

𝒖𝒕 (𝒙, 𝟎) = 𝟎

The Separation Method:

Assume the displacement is
𝑢(𝑥, 𝑡) = 𝑈(𝑥)𝑇(𝑥),

𝑢𝑥𝑥 (𝑥, 𝑡) = 𝑈 ′′ (𝑥)𝑇(𝑡), 𝑢𝑡𝑡 (𝑥, 𝑡) = 𝑈(𝑥)𝑇 ′′ (𝑡)

then we can write the wave equation in the form

𝑈 ′′ (𝑥)𝑇(𝑥) = 𝑈(𝑥)𝑇 ′′ (𝑡)

By dividing 𝑈(𝑥)𝑇(𝑥) to the both sides, yields

𝑈 ′′ (𝑥) 𝑇 ′′ (𝑡)
= = −𝜆2
𝑈(𝑥) 𝑇(𝑡)
𝒙 − problem:

𝑈 ′′ (𝑥)
= −𝜆2 ⇒ 𝑈 ′′ (𝑥) = −𝜆2 𝑈(𝑥) ⇒ 𝑈 ′′ (𝑥) + 𝜆2 𝑈(𝑥) = 0
𝑈(𝑥)
∴ 𝑚2 + 𝜆2 = 0 ⇒ 𝑚 = ±𝜆 𝑖

∴ 𝑈(𝑥) = 𝑐1 cos 𝜆𝑥 + 𝑐2 sin 𝜆𝑥

𝑢(0, 𝑡) = 0 ⇒ 𝑈(0) = 0 ⇒ 0 = 𝑐1 ⇒ 𝑐1 = 0

𝑢(2, 𝑡) = 0 ⇒ 𝑈(2) = 0 ⇒ 0 = 𝑐2 sin 2𝜆 ⇒ sin 2𝜆 = 0

𝑛𝜋
∴ 2𝜆 = 𝑛 𝜋 ⇒ 𝜆 = 2

𝑛𝜋
∴ 𝑈(𝑥) = 𝑐2 sin ( 𝑥)
2

𝒕 − problem:

1 𝑇 ′′ (𝑡)
= −𝜆2 ⇒ 𝑇 ′′ (𝑡) = −4𝜆2 𝑇(𝑡) ⇒ 𝑇 ′′ (𝑡) + 4𝜆2 𝑇(𝑡) = 0
4 𝑇(𝑡)

-6-
Chapter 2 Partial Differential Equation

∴ 𝑚2 + 4𝜆2 = 0 ⇒ 𝑚 = ±2𝜆 𝑖

∴ 𝑇(𝑡) = 𝑐3 cos 𝑛𝜋𝑡 + 𝑐4 sin 𝑛𝜋𝑡

𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = (𝑐2 sin ( 𝑥)) (𝑐3 cos 𝑛𝜋𝑡 + 𝑐4 sin 𝑛𝜋𝑡)
2
𝑛𝜋
∴ 𝑢𝑛 (𝑥, 𝑡) = (𝐴𝑛 cos 𝑛𝜋𝑡 + 𝐵𝑛 sin 𝑛𝜋𝑡) sin ( 𝑥)
2
∞
𝑛𝜋
∴ 𝑢(𝑥, 𝑡) = ∑(𝐴𝑛 cos 𝑛𝜋𝑡 + 𝐵𝑛 sin 𝑛𝜋𝑡) sin ( 𝑥)
2
𝑛=1

𝑛𝜋
∴ 𝑢𝑡 (𝑥, 𝑡) = ∑∞
𝑛=1(−𝑛𝜋 𝐴𝑛 sin 𝑛𝜋𝑡 + 𝑛𝜋 𝐵𝑛 cos 𝑛𝜋𝑡) sin ( 𝑥)
2

∞
𝑛𝜋
𝑢(𝑥, 0) = 𝑓(𝑥) ⇒ 𝑓(𝑥) = ∑ 𝐴𝑛 sin ( 𝑥)
2
𝑛=1
𝜋 3𝜋
sin4π𝑥 − 6sin6π𝑥 = 𝐴1 sin ( 𝑥) + 𝐴2 sin(𝜋𝑥) + 𝐴3 sin ( 𝑥) + ⋯
2 2

at 𝑛 = 8 ∶ 𝐴8 = 1.
at 𝑛 = 12 ∶ 𝐴12 = −6.
Otherwise 𝐴𝑛 = 0, 𝐵𝑛 = 0

∴ 𝑢(𝑥, 𝑡) = 𝐴8 cos 8𝜋𝑡 sin 4𝑛𝑥 + 𝐴12 cos 12𝜋𝑡 sin 6𝑛𝑥

∴ 𝑢(𝑥, 𝑡) = cos 8𝜋𝑡 sin 4𝑛𝑥 − 6 cos 12𝜋𝑡 sin 6𝑛𝑥

Sheet 5
Boundary Value Problem
Wave Equation

1. Solve the following boundary value problem

4𝑢𝑥𝑥 = 𝑢𝑡𝑡
where
𝑢(0, 𝑡) = 𝑢(1, 𝑡) = 0
and
𝑢𝑡 (𝑥, 0) = 0 , 𝑢(𝑥, 𝑡) = 𝑥(1 − 𝑥), 0 ≤ 𝑥 ≤ 1

2. Find the displacement 𝑢(𝑥, 𝑡) of a vibrating string of length 𝐿 = 𝜋 𝑚. Both ends of the string are fixed
at 𝑥 = 0 and 𝑥 = 𝜋. The initial displacement is given by 𝑢(𝑥, 𝑡) = sin 𝑥, 0 ≤ 𝑥 ≤ 𝜋. The string starts
vibrations from the rest. (take 𝑎2 = 1)

-7-
Chapter 2 Partial Differential Equation
3. Solve the following boundary value problem
𝑢𝑥𝑥 = 𝑢𝑡𝑡
Boundary conditions:
𝑋(0) = 𝑋(3) = 0
Initial conditions:
𝑥, 0 ≤ 𝑥 ≤ 1
𝑢(𝑥, 0) = { 1, 1 ≤ 𝑥 ≤ 2, 𝑢𝑡 (𝑥, 0) = 0
3 − 𝑥, 2 ≤ 𝑥 ≤ 3
and 𝐿 = 3, 𝑎 = 1

4. Find the displacement 𝑢(𝑥, 𝑡) of a vibrating string of length 𝐿 = 1 and 𝑎2 = 1 when the initial velocity
is zero and the initial deflection is as follows
(i) 0.01𝑥(1 − 𝑥) (ii) 0.01𝑥(1 − 𝑥 2 )
1
(iii) 0.01sin 2𝜋𝑥 (iv) 0.01(sin 𝜋𝑥 − 3 sin 3𝜋𝑥)

(v) (vi)

(vii) (viii)

(ix) (x)

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