MA 201: PDE

Method of Separation of Variables

Finite Vibrating String Problem
Lecture - 11

MA201(2022): PDE
IBVP for a vibrating string with no external forces
• We consider the problem of vibration of a thin finite string of length
L vibrating in a perpendicular plane. Only the transverse vibration is
considered.
• The string is assumed to be homogeneous and flexible with no
external force acting. The tension along the string is also assumed
to be uniform.
• The string is fastened at its two ends so as to have no displacements
at these two points.
(This will give boundary conditions.)
• The string is given a displacement φ(x) by pulling it from its
equilibrium position (say, along the x-axis) and released with a
velocity ψ(x).
(This will give initial conditions.)
• Such problems are known as Initial Boundary Value Problems
(IBVP) since both boundary and initial conditions are prescribed.
(On the other hand, D’Alembert’s solution for the vibration of an
infinite string is an Initial Value Problem (IVP) since no boundary
condition was associated.) - Refer to earlier lectures.
MA201(2022): PDE
IBVP for a vibrating string with no external forces
• Subsequently, the problem can be considered in a computational
domain
(x, t) ∈ [0, L] × [0, ∞).

• The IBVP for the unknown u(x, t) under consideration consists of

the following: The governing equation:
utt = c 2 uxx , (x, t) ∈ (0, L) × (0, ∞). (1)
By classification, this is a hyperbolic equation.
The boundary conditions for all t ≥ 0:
u(0, t) = 0, u(L, t) = 0. (2)
The initial conditions for 0 ≤ x ≤ L are
u(x, 0) = φ(x), ut (x, 0) = ψ(x). (3)
• What does u signify here?
u = u(x, t) gives the displacement of the string at any point x for
any t > 0.
MA201(2022): PDE
Separation of variables method
• The main idea of the separation of variables method is to convert
the given partial differential equation into several ordinary
differential equations which are usually in familiar forms.
• The solution of the equation is assumed to consist of the product of
two or more functions.
• The number of such functions depends on the number of
independent variables.
• For one-dimensional wave equation, the solution is u = u(x, t). We
assume the solution to be of the form u(x, t) = X (x)T (t), where X
is a function of x only and T is a function of t only.
• Utilizing this expression, finding the derivatives and inserting them
into the given equation will result in a pair of ODEs.
• Note that this method can be used only for bounded domains so
that the boundary conditions can be appropriately prescribed.
• This method can be used directly provided the given equation in
homogeneous.

MA201(2022): PDE
Separation of variables method
• This method will also hold for higher dimensional problems when
u = u(x, y , t), u = u(r , θ, t), u = u(r , θ, z), u = u(x, y , z),
u = u(r , θ, z, t) etc. by considering the appropriate product function.
In order to apply separation of variables method in an appropriate
manner, the following are to be noted:
• We are always looking for a non-trivial solution.
• For an IBVP, the boundary conditions must be zero conditions
whereas for a BVP, there must one non-zero boundary condition.
• At least one of the given conditions must be non-zero if the equation
is homogeneous.
• Finding the solution is not possible if the above two conditions are
not met.
• All conditions (including initial conditions) may be zero if the
governing equation is non-homogeneous, i.e., if it contains a source.
• Though BVPs or IBVPs cannot be solved directly by this method if
BCs are non-zero or the equation is not homogeneous, there are
modified methods for finding solution for such problems based on
separation of variables method.
MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)

• Now let us proceed to solve the one-dimensional wave equation:

utt − c 2 uxx = 0, 0 ≤ x ≤ L, t > 0 (4)

subject to the given BCs and ICs.

• Assume a solution of the form

u(x, t) = X (x)T (t). (5)

Here, X (x) is function of x alone and T (t) is a function of t alone.

• Substituting (5) in equation (4)

XT ′′ = c 2 X ′′ T . (6)

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)

• Separating the variables

X ′′ T ′′
= 2 .
X c T

• Here the left side is a function of x and the right side is a function
of t.
• The equality will hold only if both are equal to a constant, say, k.
Then,
X ′′ T ′′
= 2 = k.
X c T
• It gives us two ordinary differential equations as follows:

X ′′ − kX = 0, (7a)
T ′′ − c 2 kT = 0. (7b)

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)

• Since k is any constant,

it can be zero, or
it can be positive, or
it can be negative.

• Consider all the possibilities and

examine what value(s) of k lead to a non-trivial solution upon satisfying
the given conditions.

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
Case I: k = 0
• In this case, equations (7) reduce to

X ′′ = 0, and T ′′ = 0,

giving rise to solutions

X (x) = Ax + B, T (t) = Ct + D.

• Boundary conditions

u(0, t) = u(L, t) = 0

lead to X (x) = 0. Hence u = X (x)T (t) = 0.

• This case of k = 0 is rejected since it gives rise to trivial solution
only.

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)

Case II: k > 0, let k = λ2 for some λ 6= 0.

• In this case, equations (7) reduce to the equations

X ′′ − λ2 X = 0, and T ′′ − c 2 λ2 T = 0,
giving rise to solutions

X (x) = Ae λx + Be −λx ,
T (t) = Ce cλt + De −cλt .

• Therefore,

u(x, t) = (Ae λx + Be −λx )(Ce cλt + De −cλt ).

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
• Using boundary condition u(0, t) = 0, we get

A + B = 0, B = −A.

• Using boundary condition u(L, t) = 0, we get

(Ae λL + Be −λL )(Ce cλt + De −cλt ) = 0.

• The t part of the solution cannot be zero as it will lead to T (t) = 0 and
then case k > 0 will be rejected straight way.

• Then, we must have

A(e λL − e −λL ) = 0,
which leads to A = 0 as λ 6= 0. This also implies B = 0. In other words, X (x) = 0.

• Thus, k > 0 also gives rise to trivial solution only:

Therefore, k > 0 is also rejected.

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
Case III: k < 0, let k = −λ2 for some λ 6= 0.

• In this case, equations (7) reduce to equations

X ′′ + λ2 X = 0 and T ′′ + c 2 λ2 T = 0,
giving rise to solutions

X (x) = A cos(λx) + B sin(λx),

T (t) = C cos(cλt) + D cos(cλt).

• Therefore,

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

• Using boundary condition u(0, t) = 0, we get A = 0.

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
• Using boundary condition u(L, t) = 0, we get

B sin(λL) = 0.

• B 6= 0 since that will lead to a trivial solution as already

A = 0..

• Hence, we must have

sin(λL) = 0,
which gives us
nπ
λ= = λn , n = 1, 2, 3, . . . .
L

• These λn ’s are called eigenvalues and note that

corresponding to each n, there will be an eigenvalue.
MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
• Accordingly, the solution can be written as
u(x, t) = (A cos(λx) + B sin(λx))(C cos(cλt) + D sin(cλt))
= sin(λn x)(BC cos(cλn t) + BD sin(cλn t))
 nπx  h  nπct   nπct i
= sin An cos + Bn sin
L L L
= un (x, t). (8)

This means that there is a solution corresponding to each n.

• The solution corresponding to each eigenvalue is called an
eigenfunction.

• Thus, un (x, t) is the eigenfunction corresponding to the

eigenvalue λn .

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
• Since the wave equation is linear and homogeneous, any linear
combination will also be a solution.

• Therefore, we can expect the (general) solution to be of the following

form:
∞
X
u(x, t) = un (x, t)
n=1
X∞  nπx  h  nπct   nπct i
= sin An cos + Bn sin , (9)
n=1
L L L

provided
i. An and Bn are determined uniquely and
ii. each of the resulting series for those coefficients converges, and
iii. the limit of the series is twice continuously differentiable with respect to x and t
both so that it satisfies the equation utt − c 2 uxx = 0.

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
• Using the initial condition u(x, 0) = φ(x), we get
∞
X  nπx 
φ(x) = An sin . (10)
n=1
L

• This series can be recognized as the half-range sine expansion of a

function φ(x) defined in the range (0, L).
 nπx 
• Now An can be obtained by multiplying equation (10) by sin and
L
integrating with respect to x from 0 to L or by directly writing the form
of Fourier coefficient.

• Therefore,
L
2
Z  nπx 
An = φ(x) sin dx, n = 1, 2, 3, . . . (11)
L 0 L

• Here, we have used the fact that

Z L  nπx   nπx 
sin sin dx = L.
−L L L

MA201(2022): PDE
IBVP for a vibrating string with no external forces (Contd.)
In order to utilize the other initial condition ut (x, 0) = ψ(x), we need to
differentiate (9) w.r.t. t to get
∞
X  nπx   nπc  h  nπct   nπct i
ut (x, t) = sin −An sin + Bn cos .
n=1
L L L L

Then
∞
X nπc  nπx 
ψ(x) = Bn sin .
n=1
L L

Similarly, the second coefficient can be found as

L
2
Z  nπx 
Bn = ψ(x) sin dx, n = 1, 2, 3, . . . (12)
nπc 0 L

MA201(2022): PDE
IBVP for Vibrating string with no external forces (Contd.)
Therefore,
∞
X ∞
X  nπx  h  nπct   nπct i
u(x, t) = un (x, t) = sin An cos + Bn sin , (13)
n=1 n=1
L L L

with

L
2
Z  nπx 
An = φ(x) sin dx, n = 1, 2, 3, . . . (14)
L 0 L

and
L
2
Z  nπx 
Bn = ψ(x) sin dx, n = 1, 2, 3, . . . . (15)
nπc 0 L

gives us the solution of our initial value problem for vibration of a finite string under
the assumptions and given conditions.
One-dimensional wave equation, as discussed above, is the most familiar hyperbolic
equation. Solutions for other hyperbolic equations under the similar conditions may
be obtained in a similar manner.
MA201(2022): PDE
IBVP for Vibrating string with no external forces (Contd.)
The displacement (8) is referred to as the n-th eigenfunction or n-th
normal mode of the vibrating string.

The n-th normal mode vibrates with a period of (2L/nc) seconds which corresponds
to a frequency of (nc/2L) cycles per second. since c 2 = (gT /w ), where g is the
acceleration due to gravity, T is the tension and w is the weight of the string per unit
length, the frequency is
 1/2
n gT
.
2L w

Hence
If a string on a musical instrument vibrates in a normal mode, its pitch may be
sharpened (frequency increased) by either decreasing the length L of the string or
increasing the tension T in the string.

MA201(2022): PDE
IBVP for Vibrating string with no external forces (Contd.)
The first normal mode n = 1 vibrates with the lowest frequency
 1/2
1 gT
.
2L w

This is known as the fundamental frequency of the string. If the string can be made
to vibrate in a higher normal mode, the frequency is increased by an integer multiple
which corresponds to the production of a musical harmonic or overtone.

The solution presented by (9) is regarded as the standing wave solution.

MA201(2022): PDE