The Wave Equation

Analytic Solution using Separation of Variables

Motion of an Elastic String

Consider an elastic string (e.g. a guitar string) of length L, fixed at both ends.

This is distorted and at some instant, say t = 0, released to that it vibrates. The problem is to calculate the transverse (i.e. vertical) deflection of the string u(x,t) at any point x between the fixed endpoints and for any time t > 0.

The Wave Equation

Elastic String

u Q P
T1

T2

x+x

The Wave Equation

Outline of Solution

State modelling assumptions and initial conditions Derive the (Partial) Differential Equation (PDE), and associated boundary conditions Convert PDE into Ordinary Differential Equations (ODEs) using Separation of Variables Solve ODEs that satisfy the boundary conditions Use Fourier Series to satisfy the initial conditions

The Wave Equation

Modelling Assumptions
We assume the following: The mass of the string per unit length (the line density) is constant i.e. a homogeneous string. This string is perfectly elastic and does not offer any resistance to bending. The tension caused by stretching the string is so large compared to the deflection caused by gravity that the latter can be neglected. The string performs small transverse motions in a vertical plane; that is every particle in the string moves strictly vertically so that the deflection and the slope at every point of the string always remain small in absolute value.
The Wave Equation 5

The Differential Equation

To obtain the differential equation, we consider the forces acting on a small element of the string. Since the string does not offer any resistance to bending, the tension is tangential to the curve of the string at each point. Let T1 and T2 be the tensions at the endpoints, P and Q, of this portion of string. Since there is no horizontal motion, the horizontal component of the string must be constant. Using the notation of the previous diagram, we obtain
T1 cos( ) = T2 cos() = T = constant
The Wave Equation

(1)
6

The Differential Equation

In the vertical direction, we have two forces: the vertical components of the tension T1 sin( ) and T2 sin( ) where the minus sign appears because the component at P is directed downwards. By Newton's second law, the resultant of these two forces is equal to the mass, x , of the string element, times some point between x and x + x
2u the acceleration in the vertical direction 2 , evaluated at t

The Wave Equation

The Differential Equation

Hence
2u T2 sin() T1 sin( ) = x 2 t

using eq(1), we can divide this by to obtain

T2 sin() T1 sin( ) x 2u = T2 cos() T1 cos( ) T t 2 x 2u tan() tan( ) = T t 2
The Wave Equation 8

(2)

i.e.

The Differential Equation

Now tan() and tan() are the slopes of the string at x and x + x respectively: so

u tan( ) = x
u x

and
x

u tan() = x
x 2 u = T t 2

x + x

which gives

x + x

u x
u x

i.e.

1 u x x

x + x

2u = T t 2 x
9

The Wave Equation

The Differential Equation

If we now let x approach zero, the left hand side of this equation becomes the partial derivative of u

with respect to x,

2 u . i.e. the second order partial derivative x 2

The equation therefore can be written as

2u x 2

1 2u c 2 t 2
The Wave Equation

where c 2 =

T
10

The Differential Equation

1 u u = 2 2 2 c t x
2 2

(3)

This is known as the One-Dimensional Wave Equation. It is a second order partial differential equation which describes how the vibrations evolve in time in one space dimension. The notation c2 rather than c for the physical constant T/ has been chosen to indicate that this constant is positive.

The Wave Equation

11

Boundary Conditions
Vibrations in an elastic string are governed by the onedimensional wave equation
2 2u u 2 =c 2 t x 2

The solution of this equation also has to satisfy certain boundary conditions due to the fact that the two ends of the string are fixed. The string is fixed for all times, i.e. for all values of t, at x = 0, and is similarly fixed at x = L . The boundary conditions are therefore u(0,t) = 0 and u(L,t) = 0
The Wave Equation

for all t

(4)
12

Initial Conditions
The form of the motion of the string will also depend on its initial deflection profile (i.e. u(x,0) ) and on the initial velocity u profile (i.e. ). t t =0 These will be functions of x only so we write

u( x,0) = f ( x ) ,

u = g( x ) t t =0

(5)

The problem will therefore be solved if we can find a solution of the one-dimensional wave equation (3) which also satisfies the boundary conditions (4) and the initial conditions (5).
The Wave Equation 13

Method of Solution
Outline
1.

2.

3.

The first step is to apply the method of separation of variables to the partial differential equation to obtain two ordinary differential equation. The second step is to determine a solution of the two ordinary differential equations that satisfy the boundary conditions. Finally, using Fourier Series, we shall compose these solutions to get a solution which satisfies the initial conditions.

The Wave Equation

14

1. Separations of Variables
We first assume that the solution of the wave equation u(x,t) which is a function which depends on both x and t, can be written as the product of a function of x only and a function of t only. u(x,t) = F(x)G(t) (6) We then substitute this back into the wave equation. Clearly we need to differentiate with respect to x and t. We use the dot notation to indicate differentiation with respect to t and the dash notation to denote differentiation with respect to x.
The Wave Equation 15

1. Separations of Variables
2u 2 = 2 [F( x )G( t )] 2 t t d 2 G( t ) = F( x ) dt 2 && ( t ) = F( x ) G
and

2u x
2

2 x
2

[F( x )G( t )]

d 2F( x ) G( t ) = dx 2 = F( x ) G( t )

The Wave Equation

16

1. Separations of Variables
Inserting these back into the wave equation we obtain && ( t ) = c 2F( x )G( t ) F( x )G Dividing both sides by c2F(x)G(t) we obtain

&& ( t ) G F ( x ) = 2 c G( t ) F( x ) The left hand side of the equation depends only on the variable t whereas the right hand side depends only on the variable x. The only way that this can occur is if each side equals an arbitrary constant, say k. && ( t ) G F ( x ) i.e.
c G( t )
2

F( x )

=k

The Wave Equation

17

1. Separations of Variables
Therefore we have two equations
&& G(t) =k 2 c G(t) && c 2kG(t) = 0 G(t)

(7)

and

F ( x ) =k F( x )

F ( x ) kF( x ) = 0

(8)

The Wave Equation

18

2. Satisfying the Boundary Conditions

We shall now determine the functions F(x) and G(t) so that satisfies the boundary conditions (4), i.e. u(0, t ) = F(0 )G( t ) = 0 and u(L, t ) = F(L )G( t ) = 0 for all t Considering the first of these equations, u(0, t ) = F(0 )G( t ) = 0 Clearly either F(0) = 0 or G(t) = 0 for all t. The latter solution means that u(x,t) would be identically equal to zero which is of no interest, so we must have that F(0) = 0. Similarly for the second equation, we must have F(L) = 0. The boundary conditions therefore imply the following conditions on F(x): F(0 ) = 0 F(L ) = 0 (9)
The Wave Equation 19

2. Satisfying the Boundary Conditions

We now consider the ordinary differential equation (8)
F ( x ) kF( x ) = 0

There are three possible possibilities for the value of k. Firstly k could be zero, secondly k could be a positive number thirdly k could be a negative number.

The Wave Equation

20

2. Satisfying the Boundary Conditions

For k = 0, the equation states that F ( x ) = 0 which has a general solution of the form F( x ) = ax + b where a and b are constants. If this is the case, then
F(0) = 0 b = 0

F(L ) = 0 a = 0 and and hence F(x) is identically equal to zero. This means that u(x,t) is also identically equal to zero which is uninteresting.
The Wave Equation 21

2. Satisfying the Boundary Conditions

If k > 0, then

k = 2

where is some real number. This means that the general solution of eq(8) is

F( x ) = Ae x + Be x
where A and B are constants. The boundary condition F(0) = 0 B = A while F(L ) = 0 A = 0 Hence the only solution is the uninteresting solution u(x,t) = 0.
The Wave Equation 22

2. Satisfying the Boundary Conditions

The final possibility is that k < 0. In this case we can write k = p 2 for some real number p. Therefore the differential equation for F(x) takes the form
F( x ) + p 2F( x ) = 0

which is the simple harmonic motion equation which has general solution F( x ) = A cos(px ) + B sin(px ) (A,B constants)

The Wave Equation

23

2. Satisfying the Boundary Conditions

The boundary condition F(0) = 0 implies that A = 0, while F(L) = 0 implies that Bsin(pL) = 0. For this to occur either B = 0 or sin(pL ) = 0 . The former result would again mean that F(x) and hence u(x,t) is identically equal to zero. Consequently we must take sin(pL ) = 0 which implies that pL is an integer multiple of . Therefore

n p= L

(10)

where n is an integer.
The Wave Equation 24

3. Finding the General Solution

We therefore obtain infinitely many solutions for the function F(x) depending on the value of the integer n
n x F( x ) = Fn ( x ) = B n sin L

(n = 1, 2, 3, )

(11)

[Note that we could also include the negative integers but we would obtain essentially the same solutions since sin(-) = - sin() and so the minus sign is just incorporated into the constant Bn.]
The Wave Equation 25

3. Finding the General Solution

We can now solve the second ordinary differential equation
&& ( t ) c 2 kG( t ) = 0 G

subject to the restriction that 2 n k = p 2 = L i.e.

cn & & G( t ) + G( t ) = 0 L
2

Once again, this is the simple harmonic equation with an infinite number of solutions depending on the integer n,
cn cn + G(t) = Gn (t) = C cos t D sin n n L L t
The Wave Equation 26

3. Finding the General Solution

The function u(x,t) is the product of the functions F(x) and G(t) So we obtain infinitely many solutions of the partial differential equation which satisfy the boundary conditions (4).
cn cn n cos sin un (x,t) = Cn t + Dn t Bn sin x L L L cn cn n un (x,t) = Cn cos t + Dn sin t sin x L L L

i.e.

(12)

(where in the second line we have simply absorbed the constant Bn into the other constants Cn and Dn).
The Wave Equation 27

3. Finding the General Solution

These functions are called eigenfunctions or characteristic functions

cn The values are called the characteristic L

frequencies of the vibrating string.

The most general solution of the partial differential equation satisfying the boundary conditions will be a sum over all possible eigenfunctions, so we obtain:
cn cn n x t sin t + D n sin u( x, t ) = u n ( x, t ) = C n cos L L L n =1 n =1

(13)
The Wave Equation 28

4. Satisfying the Initial Conditions

The initial conditions that we need to satisfy are given by equations (5), i.e

u(x,0) = f(x)

and

u = g(x) t t =0

From equation (13) we see that

n Cn cos ( 0 ) + Dn sin ( 0 ) sin f(x) = u(x,0) = un (x,0) = x L n =1 n =1

that is

n f (x) = C n sin x L n =1

(14)
29

The Wave Equation

4. Satisfying the Initial Conditions

The function f(x), which is only defined for 0 x L , can however be written as a Fourier sine series given by

n f (x) = b n sin x L n =1

(15)

These two expressions for the function f(x) are clearly the same if we identify the constants Cn as the Fourier sine coefficients, bn given by

2 n Cn = bn = f ( x ) sin x dx L0 L

(n = 1, 2, 3 )

(16)

The Wave Equation

30

4. Satisfying the Initial Conditions

The second initial condition that needs to be satisfied is
u t = g( x )
t =0

Since u(x,t) is given by

cn cn n u( x, t ) = t + D n sin t sin x C n cos L L L n =1

the first partial derivative with respect to the variable t can be calculated to be
u = t

cn cn cn cn n (17) t + D n t sin x sin cos C n L L L L L n =1

The Wave Equation 31

4. Satisfying the Initial Conditions

Therefore
u t
t =0

cn n x Dn = sin L L n =1

(18)

We must again choose the constants Dn so that the right hand side coincides with the Fourier sine series for the

u function . t

This will be the case if

cn 2 n = Dn g ( x ) sin x dx L L0 L

(19)
32

The Wave Equation

4. Satisfying the Initial Conditions

Hence
2 n Dn = g(x) sin x dx cn 0 L

(20)

Subject to these conditions on the constants Cn and Dn, the function defined in equation (13) is a complete solution to the problem.

The Wave Equation

33

Further Simplification

For the sake of convenience, we demonstrate it only for the case when the initial velocity profile g(x) is identically zero (although the procedure can be used more generally however).
u( x, t ) =

cn n C n cos t sin x L L n =1

(21)

Applying the trigonometric product formula for cosines and sines

cn n 1 n n cos t sin x = sin (x ct ) + sin (x + ct ) L L L 2 L
The Wave Equation 34

Further Simplification
We may rewrite the solution (21) as
1 n n 1 C n sin ( x + ct ) u( x, t ) = C n sin ( x ct ) + 2 n=1 L L 2 n=1

(22)

The expressions in each of the two series are the Fourier sine components for the initial displacement profile f(x) but with the variable x replaced by (x ct) in the first case and (x + ct) in the second. 1~ ~ Thus we may write u( x, t ) = f ( x ct ) + f ( x + ct ) 2 % where f(x) is the odd periodic extension of f(x) with period 2L.

The Wave Equation

35

Further Simplification
~ The graph of the function f ( x ct ) is obtained from that of

~ f ( x ) by shifting it ct units to the right. This means that f (x ct)

represents a wave with profile f(x) travelling to the right with velocity c units. ~ Similarly f ( x + ct ) represents a wave with profile f(x) travelling to the left with velocity c units. Equation (22) therefore gives a solution that is a superposition of these two travelling waves.

The Wave Equation

36

Further Simplification

~ The graph of the function f ( x ct ) is obtained from that of f(x) by shifting it ct units to the right. ~ This means that f ( x ct ) represents a wave with profile f(x) travelling to the right with velocity c units. ~ Similarly f ( x + ct ) represents a wave with profile f(x) travelling to the left with velocity c units. Equation (22) therefore gives a solution that is a superposition of these two travelling waves. For completeness, we may write out fully, the solution (13)

L 2 L n cn 2 n cn n u(x,t) = f(x) sin x dx cos t + g(x)sin x dx sin t sin x L L L cn L L L n =1 0 0

The Wave Equation

37

Example
An elastic string is plucked so that its motion is governed by the one-dimensional wave equation
2 2u u 2 = c t 2 x 2

Solve the wave equation subject to the following boundary and initial conditions:

i)

u(0, t ) = 0 u(1, t ) = 0

i.e. endpoints fixed at the origin and at 1 metre

ii) iii)

x 10 u(x,0) = 1 x 10 u =0 t t =0

0 x < 0.5 (initial displacement profile) 0.5 x 1

i .e. the string is initially at rest.

The Wave Equation 38

Solution

The initial displacement profile, f(x), is shown below:

u

0.5

1.0

The general solution of the wave equation with fixed boundary conditions is given by

u( x, t ) =

n =1

u n ( x, t ) =

cn cn n + C cos t D sin t sin x n n L L L n =1

where in this case, L = 1, and Dn = 0 since the initial velocity profile is identically zero. T so where c 2 = u( x, t ) = C n cos(cnt ) sin(nx ) n =1

The Wave Equation

39

Solution

To satisfy the initial condition for u(x,t), we have to choose the constants Cn to be the Fourier sine coefficients of the function f(x).
2 Cn = f(x) sin ( nx ) dx L0

2 = f(x) sin n x dx 10 1
0.5

=2

x 1 x sin(nx)dx + 2 sin(nx)dx 10 10 0.5

x cos(nx) sin(nx) = 2 + 10n 10n2 2 0 = 2 n sin 2 5n2 2

0.5

(1 x ) cos(nx) sin(nx) 2 + + 2 2 10n 10n 0.5

1

The Wave Equation

40

Solution
The complete set of solutions in this case is therefore

2 n u(x,t) = sin cos(cnt) sin(nx) 2 2 2 n =1 5n

2 = 2 5

1 n sin 2 cos(cnt) sin(nx) 2 n =1 n

cos(3ct) sin(3x) cos(c t) sin( x) 2 9 = 2 cos(5ct) sin(5x) cos(7ct) sin(7x) 5 K + 25 49

The Wave Equation 41