Introduction to the Wave Equation

Similar documents
THE WAVE EQUATION. F = T (x, t) j + T (x + x, t) j = T (sin(θ(x, t)) + sin(θ(x + x, t)))

MA 201: Partial Differential Equations D Alembert s Solution Lecture - 7 MA 201 (2016), PDE 1 / 20

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation

Wave Equation Modelling Solutions

MA 201: Method of Separation of Variables Finite Vibrating String Problem Lecture - 11 MA201(2016): PDE

Partial Differential Equations

PDE and Boundary-Value Problems Winter Term 2014/2015

Wave Equation With Homogeneous Boundary Conditions

Method of Separation of Variables

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01

Chapter 12 Partial Differential Equations

LECTURE 19: SEPARATION OF VARIABLES, HEAT CONDUCTION IN A ROD

Lecture Notes for Math 251: ODE and PDE. Lecture 34: 10.7 Wave Equation and Vibrations of an Elastic String

ENGI 9420 Lecture Notes 8 - PDEs Page 8.01

Instructor s Solutions Manual PARTIAL DIFFERENTIAL EQUATIONS. with FOURIER SERIES and BOUNDARY VALUE PROBLEMS. NAKHLÉ H. ASMAR University of Missouri

PDE and Boundary-Value Problems Winter Term 2014/2015

A Motivation for Fourier Analysis in Physics

The One-Dimensional Heat Equation

MATH 251 Final Examination August 14, 2015 FORM A. Name: Student Number: Section:

ENGI 4430 PDEs - d Alembert Solutions Page 11.01

1. Partial differential equations. Chapter 12: Partial Differential Equations. Examples. 2. The one-dimensional wave equation

Mathématiques appliquées (MATH0504-1) B. Dewals, Ch. Geuzaine

Partial Differential Equations

MA 201: Partial Differential Equations Lecture - 10

Lecture6. Partial Differential Equations

Partial Differential Equations Summary

Strauss PDEs 2e: Section Exercise 1 Page 1 of 6

Partial Differential Equations (PDEs)

Math 124A October 11, 2011

u tt = a 2 u xx u tt = a 2 (u xx + u yy )

A Guided Tour of the Wave Equation

Midterm 2: Sample solutions Math 118A, Fall 2013

Boundary-value Problems in Rectangular Coordinates

Heat Equation, Wave Equation, Properties, External Forcing

Math 5587 Lecture 2. Jeff Calder. August 31, Initial/boundary conditions and well-posedness

CHAPTER 10 NOTES DAVID SEAL

Lecture Notes for Ch 10 Fourier Series and Partial Differential Equations

Wave and Elasticity Equations

Math 311, Partial Differential Equations, Winter 2015, Midterm

Lecture notes: Introduction to Partial Differential Equations

An Introduction to Partial Differential Equations

Boundary value problems for partial differential equations

Name: Math Homework Set # 5. March 12, 2010

Lecture 21: The one dimensional Wave Equation: D Alembert s Solution

Vibrating Strings and Heat Flow

Math 201 Assignment #11

Solving First Order PDEs

Separation of variables in two dimensions. Overview of method: Consider linear, homogeneous equation for u(v 1, v 2 )

MAS 315 Waves 1 of 8 Answers to Examples Sheet 1. To solve the three problems, we use the methods of 1.3 (with necessary changes in notation).

Vibrating-string problem

Solving First Order PDEs

ENGI 9420 Engineering Analysis Solutions to Additional Exercises

Sturm-Liouville Theory

MATH 6B Spring 2017 Vector Calculus II Study Guide Final Exam Chapters 8, 9, and Sections 11.1, 11.2, 11.7, 12.2, 12.3.

(I understand that cheating is a serious offense)

Wave Equation Dirichlet Boundary Conditions

Partial Differential Equations Separation of Variables. 1 Partial Differential Equations and Operators

MA 201: Differentiation and Integration of Fourier Series Applications of Fourier Series Lecture - 10

Math 2930 Worksheet Wave Equation

Math Assignment 14

6 Non-homogeneous Heat Problems

3150 Review Problems for Final Exam. (1) Find the Fourier series of the 2π-periodic function whose values are given on [0, 2π) by cos(x) 0 x π f(x) =

PHYS-2010: General Physics I Course Lecture Notes Section V

Lecture 19: Heat conduction with distributed sources/sinks

CHAPTER 4. Introduction to the. Heat Conduction Model

Partial Differential Equations for Engineering Math 312, Fall 2012

THE METHOD OF SEPARATION OF VARIABLES

d Wave Equation. Rectangular membrane.

Analysis III (BAUG) Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017

INTRODUCTION TO PDEs

McGill University April 20, Advanced Calculus for Engineers

Final: Solutions Math 118A, Fall 2013

Salmon: Lectures on partial differential equations

MA6351-TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS. Question Bank. Department of Mathematics FATIMA MICHAEL COLLEGE OF ENGINEERING & TECHNOLOGY

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche

PDE and Boundary-Value Problems Winter Term 2014/2015

MATH 131P: PRACTICE FINAL SOLUTIONS DECEMBER 12, 2012

Chapter 3 Second Order Linear Equations

The wave equation. The basic equation and it's fundamental solutions on bounded domains. u t t = c 2 u x x. An amalgam of sections 1.5 and 2.2.

Separation of Variables. A. Three Famous PDE s

MATH 353: ODE AND PDE NOTES PART II. (learning begins with what words mean)

Mathematical Methods - Lecture 9

MA Chapter 10 practice

y 2y = 4 x, Name Form Solution method

Fysikens matematiska metoder week: Semester: Spring 2015 (1FA121) Lokal: Bergsbrunnagatan 15, Sal 2 Tid: 08:00-13:00 General remark: Material al

17 Source Problems for Heat and Wave IB- VPs

Strauss PDEs 2e: Section Exercise 4 Page 1 of 6

Math 220a - Fall 2002 Homework 6 Solutions

The lecture of 1/23/2013: WHY STURM-LIOUVILLE?

Math 342 Partial Differential Equations «Viktor Grigoryan

Differential Equations

BOUNDARY-VALUE PROBLEMS IN RECTANGULAR COORDINATES

Math 113 HW #10 Solutions

Differential equations, comprehensive exam topics and sample questions

c2 2 x2. (1) t = c2 2 u, (2) 2 = 2 x x 2, (3)

Review For the Final: Problem 1 Find the general solutions of the following DEs. a) x 2 y xy y 2 = 0 solution: = 0 : homogeneous equation.

Answers to Problem Set # 01, MIT (Winter-Spring 2018)

Chapter 15. Mechanical Waves

1. The one-dimensional linear wave equation (WE) on the real line is:

Chapter 10: Partial Differential Equations

Transcription:

Introduction to the Ryan C. Trinity University Partial Differential Equations ecture 4

Modeling the Motion of an Ideal Elastic String Idealizing Assumptions: The only force acting on the string is (constant tension, i.e. no friction, resistance to bending, etc. The string s motion takes place in a single plane. The displacement of the string from equilibrium is small relative to its length, i.e. only small deflections and no stretching. Set-up: Place the string in the xy-plane, along the x-axis at rest, and let { displacement of string from rest u(x,t = at position x and time t.

y string u ( x,t x We furthermore set { (constant magnitude of tension τ = throughout string (units = force, { (constant linear mass density ρ = throughout string (units = mass/length.

α A B Tensions on small string segment x x+ x By Newton s Second aw Since α is small τ sinα+τ sinβ }{{} vertical components of tension mass of segment {}}{ ρ x u tt (x,t. }{{} vertical acceleration sinα sinα cosα = tanα = slope at A = u x(x,t. ikewise sinβ slope at B = u x (x + x,t.

Plugging this into the Second aw expression gives ( ux (x + x,t u x (x,t τ ρu tt (x,t. x etting x 0 we obtain the exact expression τu xx = ρu tt. Finally, setting c 2 = τ/ρ, we obtain the one-dimensional wave equation 2 u t 2 = u c2 2 x 2.

Remarks. The units of c 2 are force mass/length = mass length/time2 mass/length = ( length 2, time so that c has the units of speed. Modified assumptions yield modified PDEs, e.g. 2 u t 2 = u c2 2 x 2 + F(x,t ρ [F(x, t = external force/length] 2 u t 2 = u c2 2 x 2 2k u t [Fluid resistance velocity]

Solving the (unrestricted 1-D wave equation If we impose no additional restrictions, we can derive the general solution to the 1-D wave equation. We perform the linear change of variables α = ax +bt, β = mx +nt, (an bm 0. The chain rule (applied twice gives u tt = b 2 u αα +2bnu αβ +n 2 u ββ, u xx = a 2 u αα +2amu αβ +m 2 u ββ.

The wave equation u tt c 2 u xx = 0 then becomes (b 2 a 2 c 2 u αα +2(bn amc 2 u αβ +(n 2 c 2 m 2 u ββ = 0. Choosing a = m = 1, b = c and n = c results in 4c 2 u αβ = 0 2 u α β = 0. Now integrate with respect to β, then α: u α = 2 u α β dβ = u u = α dα = 0dβ = constant of integration {}}{ f(α, f(αdα = F(α }{{} antideriv. of f +G(β. }{{} constant of integration

Back substitution then gives: Theorem The general solution to the 1-D wave equation is u(x,t = F(x +ct+g(x ct, where F and G are arbitrary (twice-differentiable functions of one variable. Remarks: The solution consists of the superposition of two traveling waves with speed c, but moving in opposite directions. The functions F and G (and hence the solution u are completely determined by initial data of the form u(x,0 = f(x [the initial shape of the string], u t (x,0 = g(x [the initial velocity of the string].

Example Find the solution of the 1-D wave equation that satisfies u(x,0 = e x2, u t (x,0 = 0. We must solve for F, G in the general solution u(x,t = F(x +ct+g(x ct. Since u t (x,t = cf (x +ct cg (x ct, from the initial conditions we obtain F(x+G(x = u(x,0 = e x2, cf (x cg (x = u t (x,0 = 0.

The second equation implies that F (x = G (x = F(x = G(x+K. Substituting this into the first equation we find 2G(x+K = e x2 = G(x = 1 2 e x2 K 2 Therefore the solution is = F(x = 1 2 e x2 + K 2. u(x,t = F(x +ct+g(x ct ( 1 = 2 e (x+ct2 + K ( 1 + 2 2 e (x ct2 K 2 = 1 ( e (x+ct2 +e (x ct2. 2

The solution surface and its domain u t x

Remarks: The domain of u(x,t is H = R [0,. 1. Spatiotemporally this means: The string is infinitely long. We only let time move forward from t = 0. 2. The function u(x, t satisfies: u tt = c 2 u xx on the interior of H; u = f, u t = g on the boundary of H. } Boundary Value Problem (BVP on H.

Two more physical constraints We now assume that: The string has finite length. The string is fixed at both ends. These constraints yield the modified BVP 2 u t 2 = c2 2 u x 2, u(0,t = u(,t = 0, u(x,0 = f(x, u t (x,0 = g(x, with domain S = [0,] [0,.

Solving the fixed endpoint string problem Since we do not have initial data along the entire x-axis, we cannot simply appeal to the previous solution. 1 It s relatively easy to find solutions to the 1-D wave equation that satisfy u(0,t = u(,t = 0, e.g. u(x,t = sin ( πx u(x,t = ( πx cπ sin ( cπt cos sin, ( cπt But these come with their own prescribed initial behavior, and we want to be able to choose u(x,0 and u t (x,0 arbitrarily.. 1 We ll see later that there s actually a clever way around this issue.

What now? We will use the following fact to build solutions with desired initial behavior from simple solutions like those above. Theorem (The Principle of Superposition If u 1,u 2 are solutions of the 1-D wave equation, then so is u = c 1 u 1 +c 2 u 2 for any choice of constants c 1 and c 2. If, in addition, u 1 = u 2 = 0 on the vertical edges of S, then u = 0 on the vertical edges as well. That is, if u 1 (x,t and u 2 (x,t describe the motion of a vibrating string of length with fixed end points, then so does any linear combination of them. Remarks: Note that initial behavior is not addressed. This generalizes to any homogeneous linear PDE.

Proof of the principle of superposition If u 1, u 2 both solve the 1-D wave equation and c 1, c 2 are constants, then (c 1 u 1 +c 2 u 2 tt = c 1 (u 1 tt +c 2 (u 2 tt = c 1 c 2 (u 1 xx +c 2 c 2 (u 2 xx = c 2 (c 1 u 1 +c 2 u 2 xx, so that u = c 1 u 1 +c 2 u 2 is also a solution. Furthermore, if u 1 = u 2 = 0 on the vertical edges of S, then certainly u = c 1 u 1 +c 2 u 2 = 0 there as well. QED. Remark: The Principle of Superposition is easily seen to hold for linear combinations of any number of solutions.

Example We saw above that u 1 (x,t = sin ( πx u 2 (x,t = ( πx cπ sin ( cπt cos sin, ( cπt both solve the fixed endpoint length vibrating string problem. By the Principle of Superposition, so do ( πx ( u = 2u 1 u 2 = sin 2cos u = ( πx 2u 2 +πu 2 = sin ( cπt ( 2cos ( cπt cπ sin, ( cπt + c sin ( cπt.

Example More generally, for n = 1,2,3,... the functions ( nπct ( nπx u n (x,t = sin sin, ( nπct ( nπx v n (x,t = cos sin, solve the fixed endpoint length vibrating string problem. By the Principle of Superposition, so does the function u(x,t = = a n sin n=1 n=1 ( a n sin ( nπct sin ( nπct +b n cos ( nπx +b n cos ( nπct sin ( nπct sin ( nπx. ( nπx

These series solutions satisfy the initial conditions u(x,0 = u t (x,0 = ( nπx b n sin n=1 n=1 nπc ( nπx a n sin [= f(x?], [= g(x?]. So, one can solve the vibrating string problem with initial conditions u(x,0 = f(x, u t (x,0 = g(x,0 x, provided that f(x and g(x can be expressed ( as (possibly infinite nπx linear combinations of the functions sin, n = 1,2,3,... These are examples of Fourier series.

Questions to be addressed In terms of solving the finite vibrating string problem, we are now faced with: Which functions are expressible as Fourier series? How can we find the Fourier series expansion of a given function? Once we ve pinned these down, we ll return to ask: Where did the simple solutions come from, and are there others? How are simple solutions found for other linear PDEs, and how do Fourier series generalize to these? This is what we ll spend most of the rest of the semester thinking about!