MAT 2165 Mathematics for Engineers 3: Lecture 6:

Modeling vibrating string: Wave equation

Lydie Mpinganzima
June 27, 2022

Contents
1 Learning outcomes 1

2 Modeling a vibrating String 1

3 Separation of variables 3
3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

4 D’Alembert solution of the wave equation 6

4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1 Learning outcomes
Upon completion of this lecture, you should
1. Identify physical problem that can be modeled by the wave equation
2. Solve the wave equation using the separation of variables technique
3. Solve the Cauchy problem for the wave equation using the D’Alembert method.

2 Modeling a vibrating String

We derive the equation that governs small transverse vibrations of an elastic string, such as a violin string.
We place the string along the x-axis, stretch it to length L, and fasten it at the ends x = 0 and x = L. We
then distort the string, and at some instant, say t = 0, we release it and allow it to vibrate. The problem
is to determine the vibrations of the string, that is, to find its deflection u(x, t) at any point x and at any
time t; see figure below.

β
α P Q T2
T1
x
0 x x + ∆x L

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u(x, t) will be the solution of a PDE that is the model of our physical system to be derived.

Physical Assumptions
1. The mass of the string per unit length is constant (“homogeneous string”). The string is perfectly
elastic and does not offer any resistance to bending.
2. The tension caused by stretching the string before fastening it at the ends is so large that the action
of the gravitational force on the string (trying to pull the string down a little) can be neglected.
3. The string performs small transverse motions in a vertical plane; that is, every particle of the string
moves strictly vertically and so that the deflection and the slope at every point of the string always
remain small in absolute value.

Under these assumptions we may expect solutions u(x, t) that describe the physical reality sufficiently well.

Derivation of the differential equation from forces

We consider the forces acting on a small portion of the string. Since the string offers no resistance to
bending, the tension is tangential to the curve of the string at each point. Let T1 and T2 be the tension at
the endpoints P and Q of that portion. Since the points of the string move vertically, there is no motion in
the horizontal direction. Hence the horizontal components of the tension must be constant. Thus,

T1 cos α = T2 cos β = T = const. (1)

In the vertical direction we have two forces, namely, the vertical components −T1 sin α and T2 sin β of T1 and
T2 ; here the minus sign appears because the 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 ∂u2 /∂t2 ,
evaluated at some point between x and x + ∆x; here ρ is the mass of the undeflected string per unit length,
∆x and is the length of the portion of the undeflected string.
Hence
∂u2
T2 sin β − T1 sin α = ρ∆x 2 . (2)
∂t
Using (1), we can divide (2) by T1 cos α = T2 cos β = T , obtaining

T2 sin β T1 sin α ρ∆x ∂ 2 u

− = tan β − tan α = (3)
T2 cos β T1 cos α T ∂2t
Now tan α and tan β are the slopes of the string at x and x + ∆x:
   
∂u ∂u
tan α = tan β =
∂x x ∂x x+∆x

Dividing (3) by ∆x, we have

ρ ∂2u
    
1 ∂u ∂u
− =
∆x ∂x x+∆x ∂x x T ∂2t
If we let ∆x approach 0, we obtain the linear partial differential equation

∂2u 2
2∂ u T
= c , c2 =
∂2t ∂2x ρ
This is called the one-dimensional wave equation. It is homogeneous and of the second order. The
physical constant T /ρ is denoted by c2 (instead of c) to indicate that this constant is positive.

2
3 Separation of variables
We consider the problem of modeling a vibrating string satisfying the one-dimensional wave equation
∂2u ∂2u T
2
= c2 2 , c2 =
∂ t ∂ x ρ
where u(x, t) is the deflection of the string which not known. To find out how the string moves, we determine
u(x, t) that also satisfies the conditions imposed by the physical system.
Since the string is fixed at the ends x = 0 and x = L, we have two boundary conditions
u(0, t) = 0, u(L, t) = 0, for all t ≥ 0 (4)
Furthermore, the form of the motion of the string will depend on its initial deflection (deflection at time
t = 0) and on the initial velocity (velocity at time t = 0). Denoting the initial velocity by f (x) and the
initial velocity by g(x), we thus have the two initial conditions
u(x, 0) = f (x) (5)
and
∂u
= g(x) (6)
∂t t=0
The problem is thus to find a solution u(x, t) of (3) that satisfies (4)-(6).

Separation of variables method

This method consists of building up the general solution as a linear combination of special ones that are
easy to find by following the following three steps:
Step 1. By the method of separating variables or product method, set u(x, t) = X(x)T (t) and obtain
from (3) two ODEs, one for X(x) and the other one for T (t).
Step 2. We determine solutions of these ODEs that satisfy the boundary conditions (4).
Step 3. Finally, using Fourier series, we compose the solutions found in Step 2 to obtain a solution of (3)
that also satisfies (5) and (6).

Step 1. Two ODEs from the Wave Equation

We determine solutions of (3) of the form
u(x, t) = X(x)T (t) (7)
where X(x) depends only on x and T (t) depends on t. By differentiating (7) we obtain
∂2u ∂2u
2
= X T̈ and 2 = X 00 T.
∂ t ∂ x
Here dots denote derivatives with respect to t and primes denote derivatives with respect to x. Inserting
this into (3) we have
X T̈ = c2 X 00 T.
Dividing by c2 X 00 T , we find
T̈ X 00
= .
c2 T X
The variables are now separated, the left side depending only on t and the right side only on x. Hence both
sides must be constant because, if they were variable, then changing t or x would affect only one side, leaving
the other unaltered. Thus, say,
T̈ X 00
= = k.
c2 T X
where the constant k is arbitrary. This yields two ordinary differential equations
X 00 − kX = 0 (8)
and
T̈ − c2 kT = 0. (9)

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Step 2. Satisfying the boundary condition (4)
We now determine solutions X and T of (8) and (9) so that satisfies the boundary conditions (4), that is,

u(0, t) = X(0)T (t) = 0, u(L, t) = X(L)T (t) = 0 for all t

Solution of (8)
If T ≡ 0, then u = 0, which is of no interest. Thus T 6≡ 0 and then

X(0) = 0, X(L) = 0. (10)

• For k = 0, the general solution of (8) is

X(x) = Ax + B

and from (10), we obtain A = B = 0. Hence X ≡ 0, which is of no interest because u ≡ 0.

• For positive k = µ2 , the general solution (8) is

X(x) = Aeµx + Be−µx .

Using (10), we obtain A = B = 0 and hence X ≡ 0 as before.

• Choosing k negative, say k = −p2 yields,

X(x) = A cos px + B sin px.

From (10), we have

X(0) = A = 0
Then
X(L) = B sin pL = 0.
We must take B 6= 0 since otherwise X ≡ 0. Hence sin pL = 0. Thus
nπ
pL = nπ, so that p=
L
Setting B = 1, we thus obtain infinitely many solutions X(x) = Xn (x), where
nπ
Xn (x) = sin , n = 1, 2, · · · (11)
L

Solution of (9)
The constant k = −p2 = −(nπ/L)2 . For these k, equation (9) becomes
cnπ
T̈ + λ2n kT = 0, where λn =
L
A general solution to this equation is

Tn (t) = Bn cos λn + Bn∗ sin λn t. (12)

Hence solutions of (3) satisfying (4) are un (x, t) = Xn (x)Tn (t) given by
nπ
un (x, t) = (Bn cos λn + Bn∗ sin λn t) sin x, n = 1, 2, · · · . (13)
L
These functions are called eigenfunctions, or characteristic functions, and the values λn = cnπ/L are
called the eigenvalues, or characteristic values of the vibrating string. The set {λ1 , λ2 , . . .} is called the
spectrum.

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Step 3. Solution of the problem (3)–(6)
A single solution un (x, t) will in general not satisfy the initial conditions (5) and (6). We use the superposition
principle, and set
∞ ∞
X X nπ
u(x, t) = un (x, t) = (Bn cos λn t + Bn∗ sin λn t) sin x. (14)
n=1 n=1
L

From this and (5) we obtain

∞
X nπ
u(x, 0) = Bn sin x = f (x).
n=1
L

Hence, we must choose Bn so that u(x, 0) becomes the Fourier sine series of f (x), that is,
Z L
2 nπ
Bn = f (x) sin x dx, n = 1, 2, · · · (15)
L 0 L

Now, by differentiating (14) with respect to t and using (6), we obtain

"∞ # ∞
∂u X
∗ nπ X nπ
= (−Bn λn sin λn t + Bn λn cos λn t) sin x = Bn∗ λn sin x = g(x).
∂t t=0 n=1
L n=1
L
t=0

Hence we must choose Bn∗ so that derivative ut (x, 0) becomes the Fourier sine series of g(x). Thus
Z L
2 nπ
Bn∗ λn = g(x) sin x dx.
L 0 L

Since λn = cnπ/L, we obtain

Z L
2 nπ
Bn∗ = g(x) sin x dx, n = 1, 2, · · · (16)
cnπ 0 L

Example. Solve the problem

utt = c2 uxx for 0 < x < L, t > 0,

u(0, t) = u(L, t) = 0 t ≥ 0,
u(x, 0) = x, ut (x, 0) = 0, 0 ≤ x ≤ L,

Solution. Using the separation of variables technique described above, the general solution for this equation
has the form
∞  
X nπct ∗ nπct nπx
u(x, t) = Bn cos + Bn sin sin , n = 1, 2, · · · .
n=1
L L L
Differentiating with respect to time yields
∞  
X nπc nπct ∗ nπct nπx
ut (x, t) = −Bn sin + Bn cos sin .
n=1
L L L L

Setting t = 0 we have
∞
X nπc ∗ nπx
0= Bn sin .
n=1
L L

so that all the Bn∗ = 0. Setting t = 0 in the expansion of u(x, t), we have
∞
X nπx
x= Bn sin .
n=1
L

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Bn are thus the Fourier sine coefficients of the function x given by
Z L
2 nπ 2L
Bn = x sin x dx == (−1)n+1
L 0 L nπ

Therefore
∞
2L X (−1)n+1 nπx nπct
u(x, t) = sin cos
π n=1 n L L

3.1 Exercises
1. Consider waves in a resistant medium that satisfy the problem

utt = c2 uxx − rut for 0<x<L

u=0 at both ends
u(x, 0) = f (x), ut (x, 0) = g(x),

where r is a constant, 0 < r < 2πc/L. Write down the series expansion of the solution.
2. Consider the equation
utt = c2 uxx for 0 < x < L,
with the boundary conditions
ux (0, t) = 0 u(L, t) = 0
(n + 1/2)πx
(a) Show that the eigenfunctions are cos
L
(b) Write the series expansion for a solution u(x, t).
3. Find the deflection u(x, t) of the string of length L = π when c2 = 1, then initial velocity is 0 and the
initial deflection is 0.1x(π 2 − x2 ).
4. Find the deflection u(x, t) of the string of length L = π and c2 = 1 for zero initial displacement and
triangular initial velocity ut (x, 0) = 0.01x if 0 ≤ x ≤ π/2, ut (x, 0) = 0.01(π − x) if π/2 ≤ x ≤ π.
5. Give the general solution of

utt − c2 uxx = 0 for 0 < x < L, t > 0,

ux (0, t) = ux (L, t) = 0 t ≥ 0,
u(x, 0) = f (x), ut (x, 0) = g(x), 0 ≤ x ≤ L,

where f and g are given functions and c is a positive constant.

6. Solve

utt = c2 uxx for 0 < x < π, t > 0,

ux (0, t) = ux (π, t) = 0 t ≥ 0,
u(x, 0) = 0, ut (x, 0) = cos2 x, 0 ≤ x ≤ π,

4 D’Alembert solution of the wave equation

Consider the one-dimensional homogeneous wave equation given by

∂2u 2
2∂ u
= c , t>0 (17)
∂t2 ∂x2

6
with initial conditions

u(x, 0) = f (x), −∞ < x < ∞, ut (x, 0) = g(x), −∞ < x < ∞. (18)

The equation (17) together with the conditions (18) is called called the Cauchy problem.
To solve this equation, introduce new independent variables

ξ = x + ct, η = x − ct.

With these new variables, u becomes a function of ξ and η and its derivatives can be derived using the chain
rule. The first derivatives with respect to t and xrespectively are
∂u ∂ξ ∂u ∂η
ut = + = c(uξ − uη )
∂ξ ∂t ∂η ∂t
∂u ∂ξ ∂u ∂η
ux = + = uξ + uη .
∂ξ ∂x ∂η ∂x
Similarly, the second derivatives are given by
∂ut ∂ξ ∂ut ∂η
utt = + = c2 (uξξ − uηξ ) − c2 (uηξ − uηη ) = c2 (uξξ − 2uηξ + uηη )
∂ξ ∂t ∂η ∂t
∂ux ∂ξ ∂ux ∂η
uxx = + = (uξξ + uηξ ) + (uηξ + uηη ) = uξξ + 2uηξ + uηη
∂ξ ∂t ∂η ∂t

Hence the equation (17) becomes

4c2 uξη = 0.
This equation can be solved using the direct integration to find
Z
uξ = f (ξ) and u(ξ, η) = f (ξ) + G(η)

The general solution is thus

u(ξ, η) = F (ξ) + G(η)
In the original variables x and t, the general solution

u(x, t) = F (x + ct) + G(x − ct) (19)

is known as the d’Alembert’s solution of the wave equation (17).

For a fixed t0 > 0, the graph of the function G(x − ct0 ) has the same shape as the graph of the function
G(x), except that it is shifted to the right by a distance ct0 . Therefore, the function G(x − ct) represents a
wave moving to the right with velocity c, and it is called a forward wave. The function F (x + ct) is a wave
traveling to the left with the same speed, and it is called a backward wave. Indeed c can be called the wave
speed.
We now find F and G by applying the initial conditions (18). Differentiating (19) we get

ut (x, t) = cF 0 (x + ct) − cG0 (x − ct)

So,

u(x, 0) = F (x) + G(x) = f (x) (20)

ut (x, 0) = cF 0 (x) − cG0 (x) = g(x). (21)

Dividing (20) by c and integrating with respect to x, w e obtain

1 x
Z
F (x) − G(x) = C + g(s) ds (22)
c x0

7
where C = F (x0 ) − G(x0 ). Equations (20) and (22) are two linear algebraic equations for F (x) and G(x).
The solution of this system of equations is given by
Z x
1 1 C
F (x) = f (x) + g(s) ds + (23)
2 2c x0 2
Z x
1 1 C
G(x) = f (x) + g(s) ds − (24)
2 2c x0 2
By substituting these expressions for F and G into the general solution (19), we obtain the formula
Z x+ct
1 1
u(x, t) = [f (x + ct) + f (x − ct)] + g(s) ds
2 2c x−ct
which is called d’Alembert formula.
Example. Solve the initial value problem
utt = c2 uxx , −∞ < x < ∞, t>0
u(x, 0) = 0 and ut (x, 0) = cos x, −∞ < x < ∞
Solution. Observe that f (x) = 0 and g(x) = cos x, so that d’Alembert formula gives solution
Z x+ct
1 1 1
u(x, t) = cos s ds = [sin(x + ct) − sin(x − ct)] = cos x sin ct
2c x−ct 2c c
which is the solution to the given initial value problem.

4.1 Exercises
1. Solve the initial value problem
utt = c2 uxx , −∞ < x < ∞, t>0
x
u(x, 0) = e and ut (x, 0) = sin x, −∞ < x < ∞

2. Solve the initial value problem

utt = c2 uxx , −∞ < x < ∞, t>0
2
u(x, 0) = log(1 + x ), ut (x, 0) = 4 + x, −∞ < x < ∞

3. Solve the problem

utt − uxx = 0, 0 < x < ∞, t>0
2
u(x, 0) = x , ut (x, 0) = 6x, 0≤x<∞

4. Solve
uxx − 3uxt − 4utt = 0, −∞ < x < ∞, t>0
2 x
u(x, 0) = x , ut (x, 0) = e , −∞ < x < ∞
Hint: Factor the operator as we did for the wave equation.
5. Solve
uxx + uxt − 20utt = 0, −∞ < x < ∞, t>0
u(x, 0) = f (x), ut (x, 0) = g(x), −∞ < x < ∞

References
[1] H.K. Dass, Advanced Engineering Mathematics, S. Chand & Company LTD., 2012.
[2] Erwin Kreyszig, Advanced Engineering Mathematics, John Wiley & Sons, Inc., 2011.