5.

3 Homogeneous Wave Equations

To study Cauchy problems for hyperbolic partial differential equations, it is quite natural
to begin investigating the simplest and yet most important equation, the one-dimensional
wave equation, by the method of characteristics. The essential characteristic of the solution
of the general wave equation is preserved in this simplified case.
We shall consider the following Cauchy problem of an infinite string with the initial
condition

utt − c2 uxx = 0, x ∈ R, t > 0, (5.3.1)

u(x, 0) = f (x), x ∈ R, (5.3.2)
ut (x, 0) = g(x), x ∈ R. (5.3.3)

By the method of characteristics described in Chapter 4, the characteristic equation

according to equation (4.2.4) is
dx2 − c2 dt2 = 0,
which reduces to
dx + c dt = 0, dx − c dt = 0.
The integrals are the straight lines

x + ct = c1 , x − ct = c2 .

Introducing the characteristic coordinates

ξ = x + ct, η = x − ct,

we obtain
uxx = uξξ + 2uξη + uηη , utt = c2 (uξξ − 2uξη + uηη ) .
Substitution of these in equation (5.3.1) yields

−4c2 uξη = 0.

Since c ̸= 0, we have
uξη = 0.
Integrating with respect to ξ, we obtain

uη = ψ ∗ (η),

where ψ ∗ (η) is an arbitrary function of η. Integrating again with respect to η, we obtain ...
Z
u(ξ, η) = ψ ∗ (η) dη + ϕ(ξ).

If we set ψ(η) = ψ ∗ (η) dη, we have

R

u(ξ, η) = ϕ(ξ) + ψ(η),

1
 where ϕ and ψ are arbitrary functions. Transforming to the original variables x and t,
we find the general solution of the wave equation

u(x, t) = ϕ(x + ct) + ψ(x − ct), (5.3.4)

provided ϕ and ψ are twice differentiable functions. Now applying the initial conditions
(5.3.2) and (5.3.3), we obtain

u(x, 0) = f (x) = ϕ(x) + ψ(x), (5.3.5)

ut (x, 0) = g(x) = cϕ′ (x) − cψ ′ (x). (5.3.6)

Integration of equation (5.3.6) gives

Z x
1
ϕ(x) − ψ(x) = g(τ ) dτ + K, (5.3.7)
c x0

where x0 and K are arbitrary constants. Solving for ϕ and ψ from equations (5.3.5) and
(5.3.7), we obtain
1 x
Z
1 K
ϕ(x) = f (x) + g(τ ) dτ + ,
2 2c x0 2
Z x
1 1 K
ψ(x) = f (x) − g(τ ) dτ − .
2 2c x0 2
The solution is thus given by
Z x+ct Z x−ct
1 1
u(x, t) = [f (x + ct) + f (x − ct)] + g(τ ) dτ − g(τ ) dτ,
2 2c x0 x0
Z x+ct
1 1
= [f (x + ct) + f (x − ct)] + g(τ ) dτ. (5.3.8)
2 2c x−ct

This is called the celebrated d’Alembert solution of the Cauchy problem for the one-
dimensional wave equation.
It is easy to verify by direct substitution that u(x, t), represented by (5.3.8), is the unique
solution of the wave equation (5.3.1) provided f (x) is twice continuously differentiable and
g(x) is continuously differentiable. This essentially proves the existence of the d’Alembert
solution. By direct substitution, it can also be shown that the solution (5.3.8) is uniquely
determined by the initial conditions (5.3.2) and (5.3.3).
It is important to note that the solution u(x, t) depends only on the initial values of f
at points x − ct and x + ct and values of g between these two points. In other words, the
solution does not depend at all on initial values outside this interval, x − ct ≤ x ≤ x + ct.
This interval is called the domain of dependence of the variables (x, t).
Moreover, the solution depends continuously on the initial data, that is, the problem is
well posed. In other words, a small change in either f or g results in a correspondingly small
change in the solution u(x, t). Mathematically, this can be stated as follows:
For every ε > 0 and for each time interval 0 ≤ t ≤ t0 , there exists a number δ(ε, t0 ) such
that... [12pt]article amsmath, amssymb graphicx tikz geometry margin=1in

2
 |u(x, t) − u∗ (x, t)| < ε,
whenever
|f (x) − f ∗ (x)| < δ, |g(x) − g ∗ (x)| < δ.
The proof follows immediately from equation (5.3.8). We have
Z x+ct
1 1 1
|u(x, t)−u (x, t)| ≤ |f (x + ct) − f ∗ (x + ct)|+ |f (x − ct) − f ∗ (x − ct)|+
∗
|g(τ )−g ∗ (τ )| dτ < ε,
2 2 2c x−ct

where ε = δ(1 + t0 ).
For any finite time interval 0 < t < t0 , a small change in the initial data only produces a
small change in the solution. This shows that the problem is well posed.

Example 5.3.1.
Find the solution of the initial-value problem

utt = c2 uxx , x ∈ R, t > 0,

u(x, 0) = sin x, ut (x, 0) = cos x.

From (5.3.8), we have
Z x+ct
1 1
u(x, t) = [sin(x + ct) + sin(x − ct)] + cos τ dτ,
2 2c x−ct

1
= sin x cos ct + [sin(x + ct) − sin(x − ct)] ,
2c
1
= sin x cos ct + cos x sin ct.
c
It follows from the d’Alembert solution that, if an initial displacement or an initial velocity
is located in a small neighborhood of some point (x0 , t0 ), it can influence only the area t > t0
bounded by two characteristics x − ct = constant and x + ct = constant with slope ±(1/c)
passing through the point (x0 , t0 ), as shown in Figure 5.3.1. This means that the initial
displacement propagates with the speed dx dt
= c, whereas the effect of the initial velocity
propagates at all speeds up to c. This infinite sector R in this figure is called the range of
influence of the point (x0 , t0 ).
According to (5.3.8), the value of u(x0 , t0 ) depends on the initial data f and g in the
interval [x0 − ct0 , x0 + ct0 ] which is cut out of the initial line by the two characteristics
x − ct = constant and x + ct = constant with slope ±(1/c) passing through the point (x0 , t0 ).
The interval [x0 − ct0 , x0 + ct0 ] on the line t = 0 is called the domain of dependence of the
solution at the point (x0 , t0 ).
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5 The Cauchy Problem and Wave Equations
Since the solution u(x, t) at every point (x, t) inside the triangular region D in this figure
is completely determined by the Cauchy data on the interval [x0 − ct0 , x0 + ct0 ], the region
D is called the region of determinancy of the solution.

3
 [scale=1.2] [-¿] (-3,0) – (3,0) node[right] x; [-¿] (0,-0.5) – (0,4) node[above] t;
[thick] (-2,0) – (0,2) node[above right] (x0 , t0 ) – (2,0); [dashed] (-2.8,2.8) – (0,0); [dashed]
(2.8,2.8) – (0,0);
at (0.4,1.5) R; [rotate=45] at (-1.5,1.2) x − ct = c1 ; [rotate=-45] at (1.5,1.2) x + ct = c2 ;

Figure 1: Range of influence

We will now investigate the physical significance of the d’Alembert solution (5.3.8) in
greater detail. We rewrite the solution in the form
1 x+ct 1 x−ct
Z Z
1 1
u(x, t) = f (x + ct) + g(τ ) dτ + f (x − ct) − g(τ ) dτ. (5.3.9)
2 2c 0 2 2c 0
Or, equivalently,
u(x, t) = ϕ(x + ct) + ψ(x − ct), (5.3.10)
where
1 ξ
Z
1
ϕ(ξ) = f (ξ) + g(τ ) dτ, (5.3.11)
2 2c 0
1 η
Z
1
ψ(η) = f (η) − g(τ ) dτ. (5.3.12)
2 2c 0
Evidently, ϕ(x+ct) represents a progressive wave traveling in the negative x-direction with
speed c without change of shape. Similarly, ψ(x − ct) is also a progressive wave propagating
in the positive x-direction with the same speed c without change of shape. We shall examine
this point in greater detail. Treat ψ(x − ct) as a function of x for a sequence of times t. At
t = 0, the shape of this function of u = ψ(x). At a subsequent time, its shape is given by
u = ψ(x − ct) or u = ψ(ξ), where ξ = x − ct is the new coordinate obtained by translating
the origin a distance ct to the right. Thus, the shape of the curve remains the same as time
progresses, but moves to the right with velocity c as shown in Figure 5.3.3. This shows that
ψ(x − ct) represents a progressive wave traveling in the positive x-direction with velocity c
without change of shape. Similarly, ϕ(x + ct) is also a progressive wave propagating in the
negative x-direction with the same speed c without change of shape. For instance,

u(x, t) = sin(x ∓ ct) (5.3.13)

represent sinusoidal waves traveling with speed c in the positive and negative directions
respectively without change of shape. The propagation of waves without change of shape is
common to all linear wave equations.
To interpret the d’Alembert formula we consider two cases:
Case 1. We first consider the case when the initial velocity is zero, that is,

g(x) = 0.

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Then, the d’Alembert solution has the form
1
u(x, t) = [f (x + ct) + f (x − ct)] . (1)
2
4
 [width=0.6]progressivew aves.png

Figure 2: Progressive Waves.

Now suppose that the initial displacement f (x) is different from zero in an interval (−b, b).
Then, in this case the forward and the backward waves are represented by
1
u = f (x).
2
The waves are initially superimposed, and then they separate and travel in opposite
directions.
We consider f (x) which has the form of a triangle. We draw a triangle with the ordinate
x = 0 one-half that of the given function at that point, as shown in Figure 5.3.4. If we
displace these graphs and then take the sum of the ordinates of the displaced graphs, we
obtain the shape of the string at any time t.
As can be seen from the figure, the waves travel in opposite directions away from each
other. After both waves have passed the region of initial disturbance, the string returns to
its rest position.
Case 2. We consider the case when the initial displacement is zero, that is,

f (x) = 0.

[width=0.7]triangularw aves.png

Figure 3: Triangular Waves.

and the d’Alembert solution assumes the form

1 x+ct
Z
1
u(x, t) = g(τ ) dτ = [G(x + ct) − G(x − ct)] ,
2 x−ct 2

where Z x
1
G(x) = g(τ ) dτ.
c x0

If we take for the initial velocity

(
0 |x| > b
g(x) =
g0 |x| ≤ b

then, the function G(x) is equal to zero for values of x in the interval x ≤ −b, and
( Rx
1
g0 dτ = gc0 (x + b) for − b ≤ x ≤ b,
G(x) = 1c R−bb
g dτ = 2bgc 0
c −b 0
for x > b.

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5
 [width=0.75]graphu xt.png

Figure 4: Graph of u(x, t) at time t.

As in the previous case, the two waves which differ in sign travel in opposite directions
on the x-axis. After some time t, the two functions 21 G(x) and − 12 G(x) move a distance ct.
Thus, the graph of u at time t is obtained by summing the ordinates of the displaced graphs
as shown in Figure . As t approaches infinity, the string will reach a state of rest, but it
will not, in general, assume its original position. This displacement is known as the residual
displacement.
In the preceding examples, we note that f (x) is continuous, but not continuously dif-
ferentiable and g(x) is discontinuous. To these initial data, there corresponds a generalized
solution. By a generalized solution we mean the following:
Let us suppose that the function u(x, t) satisfies the initial conditions (5.3.2) and (5.3.3).
Let u(x, t) be the limit of a uniformly convergent sequence of solutions un (x, t) which satisfy
the wave equation (5.3.1) and the initial conditions
 
∂un
un (x, 0) = fn (x), (x, 0) = gn (x).
∂t

Let fn (x) be a continuously differentiable function, and let the sequence converge uni-
formly to f (x); let gn (x) be a continuously differentiable function, and
Z x Z x
gn (τ ) dτ → g(τ ) dτ uniformly.
x0 x0

Then, the function u(x, t) is called the generalized solution of the problem (5.