Boyce/DiPrima 10th ed, Ch 10.

7: The Wave Equation:

Vibrations of an Elastic String
Elementary Differential Equations and Boundary Value Problems, 10th edition, by William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.

• A second partial differential equation that occurs frequently in

applied mathematics is the wave equation.
• Some form of this equation, or generalizations of it, almost
inevitably arises in any mathematical analysis of phenomena
involving propagation of waves in a continuous medium.
• The studies of acoustic waves, water waves, electromagnetic
waves, and seismic waves are all based on this equation.
• Perhaps the easiest situation to visualize occurs in the
investigation of mechanical vibrations.
• In this section we focus on the vibrations of an elastic string.
• The string may be thought of as a guitar string, a guy wire, or
possibly an electric power line.
 Vibrating String:
Assumptions (1 of 5)
• Suppose that an elastic string of length L is tightly stretched
between two supports at the same horizontal level.
• Let the x-axis be chosen to lie along the axis of the string, and
let x = 0 and x = L denote the ends of the string.
• Suppose that the string is set in motion so that it vibrates in a
vertical plane, and let u(x, t) denote the vertical displacement
experienced by the string at the point x at time t.
• Assume that damping effects, such as air resistance, can be
neglected, and that the amplitude of motion is not too large.
 Wave Equation (2 of 5)

• Under these assumptions, the string vibration is governed by

the one-dimensional wave equation, and has the form
a 2u xx  utt , 0  x  L, t  0
• The constant coefficient a2 is given by a2 = T /, where T is the
tension,  is the mass per unit length of the string material.
• It follows that the units of a are length/time. It can be shown
that a is the velocity of propagation of waves along the string.
• See Appendix B for a derivation of the wave equation.
 Wave Equation:
Initial and Boundary Conditions (3 of 5)
• We assume that the ends of the string remain fixed, and hence
u (0, t )  0, u ( L, t )  0, t0
• Since the wave equation is of second order with respect to t,
it is plausible to prescribe two initial conditions, the initial
position of the string, and its initial velocity:
u( x,0)  f ( x), ut ( x,0)  g ( x), 0  x  L,
where f and g are a given functions.
• In order for these four conditions to be consistent, we require
f (0)  f ( L)  0, g (0)  g ( L)  0
 Wave Equation Problem (4 of 5)

• Thus the wave equation problem is

a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  g ( x), 0  x  L
• This is an initial value problem with respect to t, and a
boundary value problem with respect to x.
• Alternatively, it is a boundary value
problem in xt-plane, with one condition
imposed at each point on semi-infinite
sides, and two imposed at each point
on the finite base.
 Wave Equation Problems (5 of 5)

• The wave equation governs a large number of other wave

problems besides the transverse vibrations of an elastic string.
• For example, it is only necessary to interpret the function u
and the constant a appropriately to have problems dealing with
water waves in an ocean, acoustic or electromagnetic waves in
the atmosphere, or elastic waves in a solid body.
• If more than one space dimension is significant, then we can
generalize the wave equation, for example, to two dimensions:
a 2 u xx  u yy   utt
• This equation can be used to describe the motion of a thin
drumhead, with suitable boundary and initial conditions.
 Nonzero Initial Displacement (1 of 9)

• Suppose the string is disturbed from its equilibrium position

and then released at t = 0 with zero velocity to vibrate freely.
• The vertical displacement u(x, t) must then satisfy
a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  0, 0  x  L
where f is a given function describing the configuration of the
string at t = 0.
• We will use the separation of variables method to obtain
solutions of this problem.
 Separation of Variables Method (2 of 9)

• As in Section 10.5, we begin by assuming

u ( x, t )  X ( x)T (t )
• Substituting this into our differential equation
a 2u xx  utt
we obtain
a 2 X  T  X T 
or
X  1 T  X    X  0
 2   
X a T T   a 2  T  0,
where  is a constant, as in Section 10.5.
• We next consider the boundary conditions.
 Boundary Conditions (3 of 9)

• Our vibrating string problem is

a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  0, 0  x  L
• Substituting u(x,t) = X(x)T(t) into the second of the initial
conditions at t = 0, we find that
ut ( x,0)  X ( x)T (0)  0, 0  x  L  T (0)  0
• Similarly, the boundary conditions require X(0) = 0, X(L) = 0:
u (0, t )  X (0)T (t )  0, u ( L, t )  X ( L)T (t )  0, t  0
• We therefore have the following boundary value problem in x:
X    X  0, X (0)  X ( L)  0
 Eigenvalues and Eigenfunctions (4 of 9)

• From Section 10.1, the only nontrivial solutions to this

boundary value problem are the eigenfunctions
X n ( x)  sin n x / L , n  1, 2, 3,
associated with the eigenvalues
n  n 2 2 / L2 , n  1, 2, 3,
• With these values for , the solution to the equation
T   a 2 T  0
is
T (t )  k1 cosn a t / L  k2 sin n a t / L,
where k1, k2 are constants. Since T'(0) = 0, k2 = 0, and hence
T (t )  k1 cosn a t / L
 Fundamental Solutions (5 of 9)

• Thus our fundamental solutions have the form

un ( x, t )  sin n x / L cosn a t / L , n  1, 2, 3,,
where we neglect arbitrary constants of proportionality.
• To satisfy the initial condition
u ( x,0)  f ( x), 0  x  L
we assume
 
u ( x, t )   cnun ( x, t )   cn sin n x / L  cosn a t / L 
n 1 n 1

where the cn are chosen so that the initial condition is satisfied:


u ( x,0)  f ( x)   cn sin n x / L   cn   f ( x) sin n x / L  dx
2 L
n 1 L 0
 Solution (6 of 9)

• Therefore the solution to the vibrating string problem

a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  0, 0  x  L
is given by

u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

where
cn   f ( x) sin n x / L  dx
2 L
L 0
 Natural Frequencies (7 of 9)

• Our solution is

u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

• For a fixed value of n, the expression

sin n x / Lcosn a t / L
is periodic in time t with period T = 2L/na, and represents a
vibratory motion with this period and frequency n a /L.
• The quantities  a = n a /L, for n = 1, 2, …, are the natural
frequencies of the string – that is, the frequencies at which the
string will freely vibrate.
 Natural Mode (8 of 9)

• Our solution is

u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

• For a fixed value of n, the factor

sin n x / L
represents the displacement pattern occurring in the string as it
vibrates with a given frequency.
• Each displacement pattern is called a natural mode of
vibration and is periodic in the space variable x.
• The spatial period 2L/n is called the wavelength of the mode
of frequency n a /L, for n = 1, 2, ….
 Graphs of Natural Modes (9 of 9)

• Thus the eigenvalues n2 2/L2 of the vibrating string problem

are proportional to the squares of the natural frequencies, and
the eigenfunctions sin(n x /L) give the natural modes.
• The first three natural modes are graphed below.
• The total motion of the string u(x,t) is a combination of the
natural modes of vibration and is also a periodic function of
time with period 2L/a.
Example 1: Vibrating String Problem (1 of 5)

• Consider the vibrating string problem of the form

4u xx  utt , 0  x  30, t  0
u (0, t )  0, u (30, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  0, 0  x  30
where
 x / 10, 0  x  10
f ( x)  
(30  x) / 20, 10  x  30
 Example 1: Solution (2 of 5)

• The solution to our vibrating string problem is


u ( x, t )   cn sin n x / 30 cos2n t / 30
n 1

where
2 30 30  x
sin n x / 30 dx   sin n x / 30 dx
2 10 x
cn  
30 10
0 30 10 20
 2 2 sin n / 3, n  1, 2, 
9
n
• Thus

sin n / 3sin n x / 30 cos2n t / 30
9
u ( x, t )  
n 1 n
2 2
 Example 1: Displacement Pattern (3 of 5)

• The graphs below of u(x,t) for fixed values of t shows the

displacement pattern of the string at different times.
• Note that the maximum initial displacement is positive and
occurs for x = 10, while at t = 15, a half-period later, the
maximum displacement is negative and occurs at x = 20.
• The string then retraces its motion and returns to its original
configuration at t = 30.
Example 1: Spatial Behavior Over Time (4 of 5)

• The graphs below of u(x,t) for fixed values of x shows the

behavior of the string at x = 10, 15, and 20, as time advances.
• These plots confirm that the motion is periodic with period 30.
• Observe also that each interior point on the string is motionless
for one-third of each period.
 Example 1: Graph of u(x,t) (5 of 5)

• A three-dimensional plot of u versus x and t is given below.

• Observe that we obtain the previous graphs by intersecting the
surface below by planes on which either t or x is constant.
 Justification of Solution (1 of 10)

• At this stage, the solution to the vibrating string problem


u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

where
cn   f ( x) sin n x / L  dx
2 L
L 0
is only a formal solution until a rigorous justification of the
limiting processes is provided.
• While such a justification is beyond our scope, we discuss
certain features of the argument here.
Partial Derivatives of Formal Solution (2 of 10)

• It is tempting to try to justify the solution by substituting


u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

into the equation, and boundary and initial conditions.

• However, upon formally computing uxx, for example, we have
 n 
 2

u xx ( x, t )   cn   sin n x / L  cosn a t / L 

n 1  L 
• Due to the n2 factor in numerator, the series may not converge.
• This may not necessarily mean that the series for u(x,t) is
incorrect, but that it may not be used to calculate uxx and utt.
 Comparison of Formal Solutions (3 of 10)

• A basic difference between solutions of the wave equation


u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

and the heat equation


u ( x , t )   cn e  ( n / L ) 2 t
sin n x / L 
n 1

is the presence of the negative exponential terms in the latter,

which approach zero rapidly and ensures the convergence of
the series solution and its derivatives.
• In contrast, series solutions of the wave equation contain only
oscillatory terms that do not decay with increasing n.
Alternate Way of Validating Solution (4 of 10)

• There is an alternative way to validate our solution


u ( x, t )   cn sin n x / L  cosn a t / L 
n 1

indirectly. We will also gain additional information about the

structure of the solution.
• We will first show that this solution is equivalent to
u( x, t )  h( x  at )  h( x  at ) 2
where h is the odd periodic extension of f:
 f ( x), 0 x L
h( x )   , h( x  2 L )  h( x )
 f ( x),  L  x  0
 Alternate Expression for Solution (5 of 10)

• Since h is the odd extension of f, it has the Fourier sine series


h( x)   cn sin n x / L , cn   f ( x) sin n x / L  dx
2 L
n 1 L 0
• Then using trigonometric identities
sin( A  B)  sin A cos B  cos A sin B
we obtain

h( x  at )   cn sin n x / L  cosn a t / L   cosn x / L sin n a t / L 
n 1

h( x  at )   cn sin n x / L  cosn a t / L   cosn x / L sin n a t / L 
n 1

• Adding these equations, we obtain


u ( x, t )   cn sin n x / L  cosn a t / L   h( x  at )  h( x  at ) 2
n 1
 Continuity of f (6 of 10)

• Thus
u( x, t )  h( x  at )  h( x  at ) 2 ,  L  x  L, t  0
where
 f ( x), 0 x L
h( x )   , h( x  2 L )  h( x )
 f ( x),  L  x  0
• Then u(x,t) is continuous for 0 < x < L, t > 0, provided that h is
continuous on the interval (-, ).
• This requires f to be continuous on the original interval [0, L].
• Also, recall the compatibility conditions in the vibrating string
problem require f (0) = f (L) = 0.
• Thus h (0) = h (L) = h (-L) = 0 also.
 Continuity of f ' and f '' (7 of 10)

• We have
u( x, t )  h( x  at )  h( x  at ) 2 ,  L  x  L, t  0
where
 f ( x), 0 x L
h( x )   , h( x  2 L )  h( x )
 f ( x),  L  x  0
• Note that u is twice continuously differentiable with respect to
either variable in 0 < x < L, t > 0, provided h is continuously
twice differentiable on (-, ).
• This requires f ' and f '' to be continuous on [0, L].
 Endpoint Requirements for f '' (8 of 10)

• We have
u( x, t )  h( x  at )  h( x  at ) 2 ,  L  x  L, t  0
where
 f ( x), 0 x L
h( x )   , h( x  2 L )  h( x )
 f ( x),  L  x  0
• Assume h is twice continuously differentiable on (-, ).
• Since h'' is the odd extension of f '', we must have f ''(0) = 0
and f ''(L) = 0.
• However, since h' is the even extension of f ', no further
conditions are required on f '.
 Solution to Wave Equation (9 of 10)

• We have
u( x, t )  h( x  at )  h( x  at ) 2 ,  L  x  L, t  0
where
 f ( x), 0 x L
h( x )   , h( x  2 L )  h( x )
 f ( x),  L  x  0
• Provided that all of these conditions are met, uxx and utt can be
computed by the above formulas for u and h.
• It can then be shown that these derivatives satisfy the wave
equation, and the boundary and initial conditions are satisfied.
• Thus u(x,t) is a solution to the vibrating string problem, where

u ( x, t )   cn sin n x / L  cosn a t / L , cn   f ( x) sin n x / L  dx
2 L
n 1 L 0
 Effects of Initial Discontinuities (10 of 10)

• If some of the continuity requirements are not met, then u is

not differentiable at some points in the semi-infinite strip
0 < x < L, and t > 0, and thus u is a solution of the wave
equation only in a somewhat restricted sense.
• An important physical consequence of this observation is that
if there are any discontinuities present in the initial data, then
they will be preserved in the solution u(x,t) for all time.
• In contrast, in heat conduction problems, initial discontinuities
are instantly smoothed out.
• See text for more details.
 Vibrating String Problem for f = 0 (1 of 6)

• Suppose the string is set in motion from its equilibrium

position with a given velocity.
• Then the vertical displacement u(x, t) must satisfy
a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  0, ut ( x,0)  g ( x), 0  x  L
where g is the initial velocity at the point x of the string.
• We will use the separation of variables method to obtain
solutions of this problem.
 Separation of Variables Method (2 of 6)

• As shown previously for the wave equation, assuming

u ( x, t )  X ( x)T (t )
leads us to the two ordinary differential equations
X    X  0, T   a 2 T  0
• The boundary conditions require X(0) = 0, X(L) = 0, and thus
X    X  0, X (0)  X ( L)  0
• The only nontrivial solutions to this boundary value problem
are the eigenvalues and eigenfunctions
n  n 2 2 / L2 , X n ( x)  sin n x / L , n  1, 2, 3,
• Then T(t) satisfies
T   a 2 n 2 2 / L2 T  0
 Boundary Conditions (3 of 6)

• Recall that the initial conditions are

u( x,0)  0, ut ( x,0)  g ( x), 0  x  L
• Substituting u(x,t) = X(x)T(t) into the first of these conditions,
u ( x,0)  X ( x)T (0)  0, 0  x  L  T (0)  0
• Therefore T(t) satisfies
T   a 2 n 2 2 / L2 T  0, T (0)  0
with solution
T (t )  k1 cosn a t / L  k2 sin n a t / L,
where k1, k2 are constants.
• Since T(0) = 0, it follows that k1 = 0, and hence
T (t )  k1 sin n a t / L
 Fundamental Solutions (4 of 6)

• Thus our fundamental solutions have the form

un ( x, t )  sin n x / L sin n a t / L, n  1, 2, 3,,
where we neglect arbitrary constants of proportionality.
• To satisfy the initial condition
ut ( x,0)  g ( x), 0  x  L
we assume
 
u ( x, t )   k nun ( x, t )   k n sin n x / L sin n a t / L 
n 1 n 1

where the kn are chosen so that the initial condition is satisfied.

 Initial Condition (5 of 6)

• Thus
 
u ( x, t )   k nun ( x, t )   k n sin n x / L sin n a t / L 
n 1 n 1

where the kn are chosen so that the initial condition is satisfied:


n a
ut ( x,0)  g ( x)   k n sin n x / L 
n 1 L
• Hence
n a
k n   g ( x) sin n x / L  dx
2 L
L L 0
or
g ( x) sin n x / L  dx
2 L

n a 
kn 
0
 Solution (6 of 6)

• Therefore the solution to the vibrating string problem

a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  0, ut ( x,0)  g ( x), 0  x  L
is given by

u ( x, t )   cn sin n x / L sin n a t / L 
n 1

where
g ( x) sin n x / L  dx
2 L

n a 
cn 
0
 General Problem for Elastic String (1 of 3)

• Suppose the string is set in motion from a general initial

position with a given velocity.
• Then the vertical displacement u(x, t) must satisfy
a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  g ( x), 0  x  L
where f is the given initial position and g is the initial velocity
at the point x of the string.
• We could use separation of variables to obtain the solution.
• However, it is important to note that we can solve this problem
by adding together two solutions that we obtained earlier.
 Separate Problems (2 of 3)

• Let v(x,t) satisfy

a 2 v xx  vtt , 0  x  L, t  0
v(0, t )  0, v( L, t )  0, t  0
v( x,0)  f ( x), vt ( x,0)  0, 0  x  L
and let w(x,t) satisfy
a 2 wxx  wtt , 0  x  L, t  0
w(0, t )  0, w( L, t )  0, t  0
w( x,0)  0, wt ( x,0)  g ( x), 0  x  L
• Then u(x,t) = v(x,t) + w(x,t) satisfies the general problem
a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  g ( x), 0  x  L
 Superposition (3 of 3)

• Then u(x,t) = v(x,t) + w(x,t) satisfies the general problem

a 2u xx  utt , 0  x  L, t  0
u (0, t )  0, u ( L, t )  0, t  0
u ( x,0)  f ( x), ut ( x,0)  g ( x), 0  x  L
where

v( x, t )   cn sin n x / L  cosn a t / L , cn  f ( x) sin n x / L  dx
2 L
n 1 L 0


w( x, t )   k n sin n x / L sin n a t / L , k n  g ( x) sin n x / L  dx
2 L

n 1 n a  0

• This is another use of the principle of superposition.