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§10.7 The wave equation
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§10.7 The wave equation

Dec 01, 2021

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Page 1: §10.7 The wave equation

§10.7 The wave equation

Page 2: §10.7 The wave equation

§10.7 The wave equation

O. Costin: §10.7

Page 3: §10.7 The wave equation

1

This equation describes the propagation of waves through amedium: in one dimension, such as a vibrating stringutt = a2uxx

O. Costin: §10.7 JJ J � I II Î →

Page 4: §10.7 The wave equation

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This equation describes the propagation of waves through amedium: in one dimension, such as a vibrating stringutt = a2uxx

in two dimensions, such as a vibrating membrane:utt = a2(uxx + uyy)

O. Costin: §10.7 JJ J � I II Î →

Page 5: §10.7 The wave equation

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This equation describes the propagation of waves through amedium: in one dimension, such as a vibrating stringutt = a2uxx

in two dimensions, such as a vibrating membrane:utt = a2(uxx + uyy)

in three dimensions, such as vibrating rock in an earthquake:utt = a2(uxx + uyy + uzz)

O. Costin: §10.7 JJ J � I II Î →

Page 6: §10.7 The wave equation

1

This equation describes the propagation of waves through amedium: in one dimension, such as a vibrating stringutt = a2uxx

in two dimensions, such as a vibrating membrane:utt = a2(uxx + uyy)

in three dimensions, such as vibrating rock in an earthquake:utt = a2(uxx + uyy + uzz)

All three can be solved by separation of variables, but we willonly look at one dimension.O. Costin: §10.7 JJ J � I II Î →

Page 7: §10.7 The wave equation

1

This equation describes the propagation of waves through amedium: in one dimension, such as a vibrating stringutt = a2uxx

in two dimensions, such as a vibrating membrane:utt = a2(uxx + uyy)

in three dimensions, such as vibrating rock in an earthquake:utt = a2(uxx + uyy + uzz)

All three can be solved by separation of variables, but we willonly look at one dimension. u is the amplitude of the wave.O. Costin: §10.7 JJ J � I II Î →

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Note: none of the above include damping. We deal with ano-damping approximation, valid for short time.

O. Costin: §10.7 JJ J � I II Î →

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We need sufficient data as (1) boundary conditions

O. Costin: §10.7 JJ J � I II Î →

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We need sufficient data as (1) boundary conditions and (2) initialconditions

O. Costin: §10.7 JJ J � I II Î →

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We need sufficient data as (1) boundary conditions and (2) initialconditions to have a unique solution of the problem.Vibrating string A vibrating string has its endpoints rigidlyattached.

(In this picture, L = l, u = y .)O. Costin: §10.7 JJ J � I II Î →

Page 12: §10.7 The wave equation

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We need sufficient data as (1) boundary conditions and (2) initialconditions to have a unique solution of the problem.Vibrating string A vibrating string has its endpoints rigidlyattached.

(In this picture, L = l, u = y .) Then, we haveu(0, t) = 0; u(L, t) = 0

O. Costin: §10.7 JJ J � I II Î →

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How about initial conditions?

O. Costin: §10.7 JJ J � I II Î →

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How about initial conditions? Now we need two, because theequation is second order in time.

O. Costin: §10.7 JJ J � I II Î →

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How about initial conditions? Now we need two, because theequation is second order in time. We give: u(x, 0) and ut(x, 0).Clearly, both matter: where the string starts (sometimes withzero initial velocity, e.g., guitar), and its initial velocity (impactexcitation, e.g., in a piano).

O. Costin: §10.7 JJ J � I II Î →

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How about initial conditions? Now we need two, because theequation is second order in time. We give: u(x, 0) and ut(x, 0).Clearly, both matter: where the string starts (sometimes withzero initial velocity, e.g., guitar), and its initial velocity (impactexcitation, e.g., in a piano). In reality, the conditions are somecombinations of the above, often not easy to model.Full problem:utt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)

O. Costin: §10.7 JJ J � I II Î →

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How about initial conditions? Now we need two, because theequation is second order in time. We give: u(x, 0) and ut(x, 0).Clearly, both matter: where the string starts (sometimes withzero initial velocity, e.g., guitar), and its initial velocity (impactexcitation, e.g., in a piano). In reality, the conditions are somecombinations of the above, often not easy to model.Full problem:utt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)Here, a2 = T/ρ depends on the physical setup only: T is thetension (force) in the string, ρ is its density.O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

X(x)T ′′(t) = a2X′′(x)T(t)

O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

X(x)T ′′(t) = a2X′′(x)T(t) (1)T ′′(t)a2T(t) = X′′(x)

X(x)

O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

X(x)T ′′(t) = a2X′′(x)T(t) (1)T ′′(t)a2T(t) = X′′(x)

X(x) = −λThus the pair of ODEs is:X′′(x) + λX(x) = 0; X(0) = X(L) = 0

O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

X(x)T ′′(t) = a2X′′(x)T(t) (1)T ′′(t)a2T(t) = X′′(x)

X(x) = −λThus the pair of ODEs is:X′′(x) + λX(x) = 0; X(0) = X(L) = 0 (2)

(an eigenvalue problem).T ′′(t) + λa2T(t) = 0;

O. Costin: §10.7 JJ J � I II Î →

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Separation of variables in utt = a2uxxu(x, t) = X(x)T(t)

X(x)T ′′(t) = a2X′′(x)T(t) (1)T ′′(t)a2T(t) = X′′(x)

X(x) = −λThus the pair of ODEs is:X′′(x) + λX(x) = 0; X(0) = X(L) = 0 (2)

(an eigenvalue problem).T ′′(t) + λa2T(t) = 0; no conditions yet

O. Costin: §10.7 JJ J � I II Î →

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X′′(x) + λX(x) = 0; X(0) = X(L) = 0

O. Costin: §10.7 JJ J � I II Î →

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X′′(x) + λX(x) = 0; X(0) = X(L) = 0 (3)We have studied exactly this eigenvalue problem. Its solutionsare:λn = n2π2/L2; Xn = cn sin nπxLHow about T?

O. Costin: §10.7 JJ J � I II Î →

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X′′(x) + λX(x) = 0; X(0) = X(L) = 0 (3)We have studied exactly this eigenvalue problem. Its solutionsare:λn = n2π2/L2; Xn = cn sin nπxLHow about T?

T ′′(t) + λna2T(t) = 0

O. Costin: §10.7 JJ J � I II Î →

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X′′(x) + λX(x) = 0; X(0) = X(L) = 0 (3)We have studied exactly this eigenvalue problem. Its solutionsare:λn = n2π2/L2; Xn = cn sin nπxLHow about T?

T ′′(t) + λna2T(t) = 0 T ′′(t) + n2π2a2/L2T(t) = 0T(t) = An sin nπatL + Bn cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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Example: nonzero initial displacement f (x), zero initialvelocity (g(x) = 0). In this case

ut(x, 0) = 0;

O. Costin: §10.7 JJ J � I II Î →

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Example: nonzero initial displacement f (x), zero initialvelocity (g(x) = 0). In this case

ut(x, 0) = 0; thus T ′(0)X(x) = 0;

O. Costin: §10.7 JJ J � I II Î →

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Example: nonzero initial displacement f (x), zero initialvelocity (g(x) = 0). In this case

ut(x, 0) = 0; thus T ′(0)X(x) = 0; T ′(0) = 0 = AnThen,X(x)T(t) = cn sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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Example: nonzero initial displacement f (x), zero initialvelocity (g(x) = 0). In this case

ut(x, 0) = 0; thus T ′(0)X(x) = 0; T ′(0) = 0 = AnThen,X(x)T(t) = cn sin nπxL cos nπatLGeneral solution should beu(x, t) = ∞∑

n=1 cn sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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Example: nonzero initial displacement f (x), zero initialvelocity (g(x) = 0). In this case

ut(x, 0) = 0; thus T ′(0)X(x) = 0; T ′(0) = 0 = AnThen,X(x)T(t) = cn sin nπxL cos nπatLGeneral solution should beu(x, t) = ∞∑

n=1 cn sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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The initial condition.

u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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The initial condition.

u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

u(x, 0) = f (x) = ∞∑n=1 cn sin nπxL

O. Costin: §10.7 JJ J � I II Î →

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The initial condition.

u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

u(x, 0) = f (x) = ∞∑n=1 cn sin nπxLwhich is again a sine-series.Thus we have to odd-extend f and then calculate cn from theusual sine-series formula

cn = 2L

∫ L

0 f (x) sin nπxL dx

O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

cn = 2L

∫ L

0 f (x) sin nπxL dx

O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

cn = 2L

∫ L

0 f (x) sin nπxL dx

u is an infinite sum of terms (modes) of the formsin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

cn = 2L

∫ L

0 f (x) sin nπxL dx

u is an infinite sum of terms (modes) of the formsin nπxL cos nπatL

In t , this is periodic with frequency nπaL .

O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

cn = 2L

∫ L

0 f (x) sin nπxL dx

u is an infinite sum of terms (modes) of the formsin nπxL cos nπatL

In t , this is periodic with frequency nπaL . Each such mode hasa periodic x behavior too, with space frequency nπ

L .O. Costin: §10.7 JJ J � I II Î →

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u(x, t) = ∞∑n=1 cn sin nπxL cos nπatL

cn = 2L

∫ L

0 f (x) sin nπxL dx

u is an infinite sum of terms (modes) of the formsin nπxL cos nπatL

In t , this is periodic with frequency nπaL . Each such mode hasa periodic x behavior too, with space frequency nπ

L . Thehigher the space frequency, the higher the time frequency.Furthermore, the time frequencies are integer multiples of theO. Costin: §10.7 JJ J � I II Î →

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first one (that is, the one with n = 1), πaL .

O. Costin: §10.7 JJ J � I II Î →

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first one (that is, the one with n = 1), πaL . This first one is thefundamental frequency, and the higher ones are harmonics of it.

O. Costin: §10.7 JJ J � I II Î →

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O. Costin: §10.7 JJ J � I II Î →

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Example:

u(x, 0) = f (x) = {x/10; 0 ≤ x ≤ 10(30− x)/20; 10 < x < 30

Curve 1

x10 20 30

K0.8

K0.6

K0.4

K0.2

0

0.2

0.4

0.6

0.8

t = 0.

O. Costin: §10.7 JJ J � I II Î →

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-1.0

-0.5

0.0

0

5

0.5

10

15x

201.0

1002575

5025 t30

0

O. Costin: §10.7 JJ J � I II Î →

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-1.0

-0.5

0.0

0

5

0.5

10

15x

201.0

1002575

5025 t30

0

O. Costin: §10.7 JJ J � I II Î →

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Actual waveform of a guitar string vibration at fixed x

O. Costin: §10.7 JJ J � I II Î →

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Other initial conditions.Suppose now we are givenutt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = 0, ut(x, 0) = g(x)

O. Costin: §10.7 JJ J � I II Î →

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Other initial conditions.Suppose now we are givenutt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = 0, ut(x, 0) = g(x)Such as the string of a piano.Now the eigenvalue problem isX′′(x) + λX(x) = 0; X(0) = X(L) = 0

O. Costin: §10.7 JJ J � I II Î →

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Other initial conditions.Suppose now we are givenutt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = 0, ut(x, 0) = g(x)Such as the string of a piano.Now the eigenvalue problem isX′′(x) + λX(x) = 0; X(0) = X(L) = 0 (4)

Thus Xn(x) = cn sin nπxLT ′′(t) + λa2T(t) = 0;

O. Costin: §10.7 JJ J � I II Î →

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Other initial conditions.Suppose now we are givenutt = a2uxx

u(0, t) = 0; u(L, t) = 0, u(x, 0) = 0, ut(x, 0) = g(x)Such as the string of a piano.Now the eigenvalue problem isX′′(x) + λX(x) = 0; X(0) = X(L) = 0 (4)

Thus Xn(x) = cn sin nπxLT ′′(t) + λa2T(t) = 0; T(0) = 0

O. Costin: §10.7 JJ J � I II Î →

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and thenTn(t) = sin nπatL

XnTn = cn sin nπxL sin nπatL

O. Costin: §10.7 JJ J � I II Î →

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and thenTn(t) = sin nπatL

XnTn = cn sin nπxL sin nπatL

u(x, t) = ∞∑n=1 cn sin nπxL sin nπatL

O. Costin: §10.7 JJ J � I II Î →

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and thenTn(t) = sin nπatL

XnTn = cn sin nπxL sin nπatL

u(x, t) = ∞∑n=1 cn sin nπxL sin nπatL

ut = ∞∑n=1 cn

nπaL sin nπxL cos nπatL

O. Costin: §10.7 JJ J � I II Î →

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and thenTn(t) = sin nπatL

XnTn = cn sin nπxL sin nπatL

u(x, t) = ∞∑n=1 cn sin nπxL sin nπatL

ut = ∞∑n=1 cn

nπaL sin nπxL cos nπatL

ut(0) = ∞∑n=1 cn

nπaL sin nπxL

O. Costin: §10.7 JJ J � I II Î →

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and thenTn(t) = sin nπatL

XnTn = cn sin nπxL sin nπatL

u(x, t) = ∞∑n=1 cn sin nπxL sin nπatL

ut = ∞∑n=1 cn

nπaL sin nπxL cos nπatL

ut(0) = ∞∑n=1 cn

nπaL sin nπxLagain a sine series.

O. Costin: §10.7 JJ J � I II Î →

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General initial conditions.

utt = a2uxxu(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)

O. Costin: §10.7 JJ J � I II Î →

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General initial conditions.

utt = a2uxxu(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)The general solution is u(x, t) = F (x, t) + G(x, t), where

Ftt = a2FxxF (0, t) = 0; F (L, t) = 0, F (x, 0) = f (x), Ft(x, 0) = 0

O. Costin: §10.7 JJ J � I II Î →

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General initial conditions.

utt = a2uxxu(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)The general solution is u(x, t) = F (x, t) + G(x, t), where

Ftt = a2FxxF (0, t) = 0; F (L, t) = 0, F (x, 0) = f (x), Ft(x, 0) = 0

Gtt = a2Gxx

G(0, t) = 0; G(L, t) = 0, G(x, 0) = 0, Gt(x, 0) = g(x)O. Costin: §10.7 JJ J � I II Î →

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General initial conditions.

utt = a2uxxu(0, t) = 0; u(L, t) = 0, u(x, 0) = f (x), ut(x, 0) = g(x)The general solution is u(x, t) = F (x, t) + G(x, t), where

Ftt = a2FxxF (0, t) = 0; F (L, t) = 0, F (x, 0) = f (x), Ft(x, 0) = 0

Gtt = a2Gxx

G(0, t) = 0; G(L, t) = 0, G(x, 0) = 0, Gt(x, 0) = g(x)(check!)O. Costin: §10.7 JJ J � I II Î →